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

Numerics of singularly perturbed differential equations

The main purpose of this report is to carry out the effect of the various numerical methods for solving singular perturbation problems on non-uniform meshes. When a small parameter epsilon known as the singular perturbation parameter is multiplied with the higher order terms of the differential equation, then the differential equation becomes singularly perturbed. In this type of problems, there are regions where the solution varies very rapidly known as boundary layers and the region where the solution varies uniformly known as the outer region. Standard finite difference/element methods are applied on the singularly perturbed differential equation on uniform mesh give unsatisfactory result as epsilon tends to zero. Due to presence of boundary layer, standard difference schemes unable to capture the layer behaviour until the mesh parameter and perturbation parameter are of the same size which results vast computational cost. In order to overcome this difficulty, we adapt non-uniform meshes. The Shishkin mesh and the adaptive mesh are two widely used special type of non-uniform meshes for solving singularly perturbed problem. Here, in this report singularly perturbed problems namely convection-diffusion and reaction-diffusion problems are considered and solved by various numerical techniques. The numerical solution of the problems are compared with the exact solution and the results are shown in the shape of tables and graphs to validate the theoretical bounds

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

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

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