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

Fitted non-polynomial spline method for singularly perturbed differential difference equations with integral boundary condition

The aim of this paper is to present fitted non-polynomial spline method for singularly perturbed differential-difference equations with integral boundary condition. The stability and uniform convergence of the proposed method are proved. To validate the applicability of the scheme, two model problems are considered for numerical experimentation and solved for different values of the perturbation parameter, ε and mesh size, h. The numerical results are tabulated in terms of maximum absolute errors and rate of convergence and it is observed that the present method is more accurate and uniformly convergent for h ≥ ε where the classical numerical methods fails to give good result and it also improves the results of the methods existing in the literature

On Ɛ-uniform convergence of exponentially fitted methods

A class of methods constructed to numerically approximate solution of two-point singularly perturbed boundary value problems of the form $varepsilon u\u27\u27 + b u\u27 + c u = f$ use exponentials to mimic exponential behavior of the solution in the boundary layer(s). We refer to them as exponentially fitted methods. Such methods are usually exact on polynomials of certain degree and some exponential functions. Shortly, they are exact on exponential sums. It is often possible that consistency of the method follows from the convergence of interpolating function standing behind the method. Because of that, we consider interpolation error for exponential sums. A main result of the paper is an error bound for interpolation by exponential sum to the solution of singularly perturbed problem that does not depend on perturbation parameter $varepsilon$ when $varepsilon$ is small with the respect to mesh width. Numerical experiment implies that the use of dense mesh in the boundary layer for small meshwidth results with $varepsilon$-uniform convergence

Higher order numerical methods for singular perturbation problems

Philosophiae Doctor - PhDIn recent years, there has been a great interest towards the higher order numerical methods for singularly perturbed problems. As compared to their lower order counterparts, they provide better accuracy with fewer mesh points. Construction and/or implementation of direct higher order methods is usually very complicated. Thus a natural choice is to use some convergence acceleration techniques, e.g., Richardson extrapolation, defect correction, etc. In this thesis, we will consider various classes of problems described by singularly perturbed ordinary and partial differential equations. For these problems, we design some novel numerical methods and attempt to increase their accuracy as well as the order of convergence. We also do the same for existing numerical methods in some instances. We find that, even though the Richardson extrapolation technique always improves the accuracy, it does not perform equally well when applied to different methods for certain classes of problems. Moreover, while in some cases it improves the order of convergence, in other cases it does not. These issues are discussed in this thesis for linear and nonlinear singularly perturbed ODEs as well as PDEs. Extrapolation techniques are analyzed thoroughly in all the cases, whereas the limitations of the defect correction approach for certain problems is indicated at the end of the thesis.South Afric

Asymptotic analysis for singularly perturbed convection-diffusion equations with a turning point

Turning points occur in many circumstances in fluid mechanics. When the viscosity is small, very complex phenomena can occur near turning points, which are not yet well understood. A model problem, corresponding to a linear convection-diffusion equation (e.g., suitable linearization of the Navier-Stokes or B́nard convection equations) is considered. Our analysis shows the diversity and complexity of behaviors and boundary or interior layers which already appear for our equations simpler than the Navier-Stokes or B́nard convection equations. Of course the diversity and complexity of these structures will have to be taken into consideration for the study of the nonlinear problems. In our case, at this stage, the full theoretical (asymptotic) analysis is provided. This study is totally new to the best of our knowledge. Numerical treatment and more complex problems will be considered elsewhere.open91

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

Special Second Order Non Symmetric Fitted Method for Singular Perturbation Problems

In this paper, we present a special second order non symmetric fitted difference method for solving singular perturbed two point boundary value problems having boundary layer at one end. We introduce a fitting factor in the special second order non symmetric finite difference scheme which takes care of the rapid changes occur that in the boundary layer. The value of this fitting factor is obtained from the theory of singular perturbations. The discrete invariant imbedding algorithm is used to solve the tridiagonal system obtained by the method. We discuss the existence and uniqueness of the discrete problem along with stability estimates and the convergence of the method. We present the maximum absolute errors in numerical results to illustrate the proposed method. Keywords: Singularly perturbed two-point boundary value problem, Boundary layer, Fitting factor, Maximum absolute erro

On the design and implementation of a hybrid numerical method for singularly perturbed two-point boundary value problems

>Magister Scientiae - MScWith the development of technology seen in the last few decades, numerous solvers have been developed to provide adequate solutions to the problems that model different aspects of science and engineering. Quite often, these solvers are tailor-made for specific classes of problems. Therefore, more of such must be developed to accompany the growing need for mathematical models that help in the understanding of the contemporary world. This thesis treats two point boundary value singularly perturbed problems. The solution to this type of problem undergoes steep changes in narrow regions (called boundary or internal layer regions) thus rendering the classical numerical procedures inappropriate. To this end, robust numerical methods such as finite difference methods, in particular fitted mesh and fitted operator methods have extensively been used. While the former consists of transforming the continuous problem into a discrete one on a non-uniform mesh, the latter involves a special discretisation of the problem on a uniform mesh and are known to be more accurate. Both classes of methods are suitably designed to accommodate the rapid change(s) in the solution. Quite often, finite difference methods on piece-wise uniform meshes (of Shishkin-type) are adopted. However, methods based on such non-uniform meshes, though layer-resolving, are not easily extendable to higher dimensions. This work aims at investigating the possibility of capitalising on the advantages of both fitted mesh and fitted operator methods. Theoretical results are confirmed by extensive numerical simulations