This paper applies exponentially fitted trapezoidal scheme to a stochastic oscillator. The scheme is convergent with mean-square order 1 and symplectic. Its numerical solution oscillates and the second moment increase...
In this paper, we study the local discontinuous Galerkin (LDG) method for one- dimensional singularly perturbed convection-diffusion problems by an exponentially fitted technique. We prove that the method is uniform...
In [16], Stynes and O' Riordan(91) introduced a local exponentially fitted finite element (FE) scheme for a singularly perturbed two-point boundary value problem without turning-point. An E-uniform h(1/2)-order accura...