The discretisation L ϵ h u i :=-ϵ 2 σ i D h u i +b 2 (x i )u i =f(x i ),i=1,2,···,n-1, u n =U 1 , of the problem L ϵ u(x):=-ϵ 2 u '' (x)+b 2 (x)u(x)=f(x),x∈I=[0,1], u(0)=U 0 , u(1)=U 1 , is constructed on a non-uniform mesh. An exponentially fitted scheme is used and the linear convergence uniform on the small perturbation parameter ϵ is proved. In the case of a uniform mesh, our scheme reduces
... [Show full abstract] to the well known scheme of E. P. Doolan, J. J. H. Miller and W. H. A. Schilders [Uniform numerical methods for problems with initial and boundary layers (1980; Zbl 0459.65058)]. Numerical results are obtained on a special mesh, which is similar to the one by N. S. Bahvalov [Zh. Vychisl. Mat. Mat. Fiz. 9, 841-859 (1969; Zbl 0208.191)].