532 research outputs found
A parameter robust numerical method for a two dimensional reaction-diffusion problem.
In this paper a singularly perturbed reaction-diffusion partial differential equation in two space dimensions is examined. By means of an appropriate decomposition, we describe the asymptotic behaviour of the solution of problems of this kind. A central finite difference scheme is constructed for this problem which involves an appropriate Shishkin mesh. We prove that the numerical approximations are almost second order uniformly convergent (in the maximum norm) with respect to the singular perturbation parameter. Some numerical experiments are given that illustrate in practice the theoretical order of convergence established for the numerical method
On supraconvergence phenomenon for second order centered finite differences on non-uniform grids
In the present study we consider an example of a boundary value problem for a
simple second order ordinary differential equation, which may exhibit a
boundary layer phenomenon. We show that usual central finite differences, which
are second order accurate on a uniform grid, can be substantially upgraded to
the fourth order by a suitable choice of the underlying non-uniform grid. This
example is quite pedagogical and may give some ideas for more complex problems.Comment: 26 pages, 2 figures, 2 tables, 37 references. Other author's papers
can be downloaded at http://www.denys-dutykh.com
A uniformly accurate finite elements method for singular perturbation problems
We consider piecewise polynomial finite elements method for a singular perturbation problem. The finite elements method of Griffiths for a problem with non-constant coefficients was adapted by introducing piecewise polynomial approximation. We generate the tridiagonal difference schemes which are second order accurate in uniform norm
Robust Numerical Methods for Singularly Perturbed Differential Equations--Supplements
The second edition of the book "Roos, Stynes, Tobiska -- Robust Numerical
Methods for Singularly Perturbed Differential Equations" appeared many years
ago and was for many years a reliable guide into the world of numerical methods
for singularly perturbed problems. Since then many new results came into the
game, we present some selected ones and the related sources.Comment: arXiv admin note: text overlap with arXiv:1909.0827
Numerical simulation of conservation laws with moving grid nodes: Application to tsunami wave modelling
In the present article we describe a few simple and efficient finite volume
type schemes on moving grids in one spatial dimension combined with appropriate
predictor-corrector method to achieve higher resolution. The underlying finite
volume scheme is conservative and it is accurate up to the second order in
space. The main novelty consists in the motion of the grid. This new dynamic
aspect can be used to resolve better the areas with large solution gradients or
any other special features. No interpolation procedure is employed, thus
unnecessary solution smearing is avoided, and therefore, our method enjoys
excellent conservation properties. The resulting grid is completely
redistributed according the choice of the so-called monitor function. Several
more or less universal choices of the monitor function are provided. Finally,
the performance of the proposed algorithm is illustrated on several examples
stemming from the simple linear advection to the simulation of complex shallow
water waves. The exact well-balanced property is proven. We believe that the
techniques described in our paper can be beneficially used to model tsunami
wave propagation and run-up.Comment: 46 pages, 7 figures, 7 tables, 94 references. Accepted to
Geosciences. Other author's papers can be downloaded at
http://www.denys-dutykh.com
A fitted numerical method for singularly perturbed parabolic reaction-diffusion problems
This paper treats a time-dependent singularly perturbed reaction-diffusion problem. We semidiscretize the problem in time by means of the classical backward Euler method. We develop a fitted operator finite difference method (FOFDM) to solve the resulting set of linear problems (one at each time level). We prove that the underlying fitted operator satisfies the maximum principle. This result is then used in the error analysis of the FOFDM. The method is shown to be first order convergent in time and second order convergent in space, uniformly with respect to the perturbation parameter. We test the method on several numerical examples to confirm our theoretical findings.Web of Scienc
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