An Initial Value Technique using Exponentially Fitted Non Standard Finite Difference Method for Singularly Perturbed Differential-Difference Equations

In this paper, an exponentially fitted non standard finite difference method is proposed to solve singularly perturbed differential-difference equations with boundary layer on left and right sides of the interval. In this method, the original second order differential difference equation is replaced by an asymptotically equivalent singularly perturbed problem and in turn the problem is replaced by an asymptotically equivalent first order problem. This initial value problem is solve by using exponential fitting with non standard finite differences. To validate the applicability of the method, several model examples have been solved by taking different values for the delay parameter δ , advanced parameter η and the perturbation parameter ε . Comparison of the results is shown to justify the method. The effect of the small shifts on the boundary layer solutions has been investigated and presented in figures. The convergence of the scheme has also been investigated

An exponentially fitted finite difference scheme for a class of singularly perturbed delay differential equations with large delays

AbstractThis paper deals with singularly perturbed boundary value problem for a linear second order delay differential equation. It is known that the classical numerical methods are not satisfactory when applied to solve singularly perturbed problems in delay differential equations. In this paper we present an exponentially fitted finite difference scheme to overcome the drawbacks of the corresponding classical counter parts. The stability of the scheme is investigated. The proposed scheme is analyzed for convergence. Several linear singularly perturbed delay differential equations have been solved and the numerical results are presented to support the theory

Hybrid Algorithm for Singularly Perturbed Delay Parabolic Partial Differential Equations

This study aims at constructing a numerical scheme for solving singularly perturbed parabolic delay differential equations. Taylor’s series expansion is applied to approximate the shift term. The obtained result is approximated by using the implicit Euler method in the temporal discretization on a uniform step size with the hybrid numerical scheme consisting of the midpoint upwind method in the outer layer region and the cubic spline method in the inner layer region on a piecewise uniform Shishkin mesh in the spatial discretization. The constructed scheme is an ε−uniformly convergent accuracy of order one. Some test examples are considered to testify the theoretical investigations

A hybrid approximation scheme for 1-D singularly perturbed parabolic convection-diffusion problems

Our study is concerned with a hybrid spectral collocation approach to solving singularly perturbed 1-D parabolic convection-diffusion problems. In this approach, discretization in time is carried out with the help of Taylor series expansions before the spectral based on novel special polynomials is applied to the spatial operator in the time step. A detailed error analysis of the presented technique is conducted with regard to the space variable. The advantages of this attempt are presented through comparison of our results in the model problems obtained by this technique and other existing schemes

A hybrid approximation scheme for 1-D singularly perturbed parabolic convection-diffusion problems

Our study is concerned with a hybrid spectral collocation approach to solving singularly perturbed 1-D parabolic convection-diffusion problems. In this approach, discretization in time is carried out with the help of Taylor series expansions before the spectral based on novel special polynomials is applied to the spatial operator in the time step. A detailed error analysis of the presented technique is conducted with regard to the space variable. The advantages of this attempt are presented through comparison of our results in the model problems obtained by this technique and other existing schemes

A numerical scheme for singularly perturbed delay differential equations of convection-diffusion type on an adaptive grid

In this paper, an adaptive mesh strategy is presented for solving singularly perturbed delay differential equation of convection-diffusion type using second order central finite difference scheme. Layer adaptive meshes are generated via an entropy production operator. The details of the location and width of the layer is not required in the proposed method unlike the popular layer adaptive meshes mainly by Bakhvalov and Shishkin. An extensive amount of computational work has been carried out to demonstrate the applicability of the proposed method

AN INITIAL VALUE TECHNIQUE FOR SINGULARLY PERTURBED REACTION-DIFFUSION PROBLEMS WITH A NEGATIVE SHIFT

Abstract. In this paper, a numerical method named as Initial Value Technique (IVT) is suggested to solve singularly perturbed boundary value problems for second order ordinary differential equations of reactiondiffusion type with a delay (negative shift). In this technique, the original problem of solving the second order differential equation is reduced to solving four first order singularly perturbed differential equations without delay and one algebraic equation with a delay. The singularly perturbed problems are solved by a second order hybrid finite difference scheme. An error estimate is derived by using supremum norm and it is of order O(ε + N −2 ln 2 N ), where N is a discretization parameter and ε is the perturbation parameter. Numerical results are provided to illustrate the theoretical results

A nonstandard fitted operator finite difference method for two-parameter singularly perturbed time-delay parabolic problems

In this article, a class of singularly perturbed time-delay two-parameter second-order parabolic problems are considered. The presence of the two small parameters attached to the derivatives causes the solution of the given problem to exhibit boundary layer(s). We have developed a uniformly convergent nonstandard fitted operator finite difference method (NSFOFDM) to solve the considered problems. The Crank-Nicolson scheme with a uniform mesh is used for the discretization of the time derivative, while for the spatial discretization, we have applied a fitted operator finite difference method following the nonstandard methodology of Mickens. Moreover, the solution bounds of the governing equation are shown by asymptotic analysis. The convergence of the proposed numerical scheme is investigated using truncation error and the barrier function approach. The study shows that our proposed scheme is uniformly convergent independent of the perturbation parameters, quadratically in time, and linearly in space. Numerical experiments are carried out, and the results are presented in tables and graphically

Dynamical problems and phase transitions

Issued as Financial status report, Technical reports [nos. 1-12], and Final report, Project B-06-68