Asymptotic behaviour of three-dimensional singularly perturbed convection–diffusion problems with discontinuous data

AbstractWe consider three singularly perturbed convection–diffusion problems defined in three-dimensional domains: (i) a parabolic problem −ϵ(uxx+uyy)+ut+v1ux+v2uy=0 in an octant, (ii) an elliptic problem −ϵ(uxx+uyy+uzz)+v1ux+v2uy+v3uz=0 in an octant and (iii) the same elliptic problem in a half-space. We consider for all of these problems discontinuous boundary conditions at certain regions of the boundaries of the domains. For each problem, an asymptotic approximation of the solution is obtained from an integral representation when the singular parameter ϵ→0+. The solution is approximated by a product of two error functions, and this approximation characterizes the effect of the discontinuities on the small ϵ− behaviour of the solution and its derivatives in the boundary layers or the internal layers

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

Uniformly convergent additive schemes for 2d singularly perturbed parabolic systems of reaction-diffusion type

In this work, we consider parabolic 2D singularly perturbed systems of reaction-diffusion type on a rectangle, in the simplest case that the diffusion parameter is the same for all equations of the system. The solution is approximated on a Shishkin mesh with two splitting or additive methods in time and standard central differences in space. It is proved that they are first-order in time and almost second-order in space uniformly convergent schemes. The additive schemes decouple the components of the vector solution at each time level of the discretization which makes the computation more efficient. Moreover, a multigrid algorithm is used to solve the resulting linear systems. Numerical results for some test problems are showed, which illustrate the theoretical results and the efficiency of the splitting and multigrid techniques

Numerical approximation of solution derivatives of singularly peprturbed parabolic problems of convection-difffusion type

Numerical approximations to the solution of a linear singularly perturbed parabolic convection-diffusion problem are generated using a backward Euler method in time and an upwinded finite difference operator in space on a piecewise-uniform Shishkin mesh. A proof is given to show first order convergence of these numerical approximations in an appropriately weighted C^1$-norm. Numerical results are given to illustrate the theoretical error bounds

Stability of an upwind Petrov Galerkin discretization of convection diffusion equations

We study a numerical method for convection diffusion equations, in the regime of small viscosity. It can be described as an exponentially fitted conforming Petrov-Galerkin method. We identify norms for which we have both continuity and an inf-sup condition, which are uniform in mesh-width and viscosity, up to a logarithm, as long as the viscosity is smaller than the mesh-width or the crosswind diffusion is smaller than the streamline diffusion. The analysis allows for the formation of a boundary layer.Comment: v1: 18 pages. 2 figures. v2: 22 pages. Numerous details added and completely rewritten final proof. 8 pages appendix with old proo

A multi-splitting method to solve 2D parabolic reaction-diffusion singularly perturbed systems

In this paper we design and analyze a numerical method to solve a type of reaction–diffusion 2D parabolic singularly perturbed systems. The method combines the central finite difference scheme on an appropriate piecewise uniform mesh of Shishkin type to discretize in space, and the fractional implicit Euler method together with a splitting by directions and components of the reaction–diffusion operator to integrate in time. We prove that the method is uniformly convergent of first order in time and almost second order in space. The use of this time integration technique has the advantage that only tridiagonal linear systems must be solved to obtain the numerical solution at each time step; because of this, our method provides a remarkable reduction of computational cost, in comparison with other implicit methods which have been previously proposed for the same type of problems. Full details of the uniform convergence are given only for systems with two equations; nevertheless, our ideas can be easily extended to systems with an arbitrary number of equations as it is shown in the numerical experiences performed. The numerical results show in practice the qualities of our proposal