A parameter uniform fitted mesh method for a weakly coupled system of two singularly perturbed convection-diffusion equations

In this paper, a boundary value problem for a singularly perturbed linear system of two second order ordinary differential equations of convection- diffusion type is considered on the interval [0, 1]. The components of the solution of this system exhibit boundary layers at 0. A numerical method composed of an upwind finite difference scheme applied on a piecewise uniform Shishkin mesh is suggested to solve the problem. The method is proved to be first order convergent in the maximum norm uniformly in the perturbation parameters. Numerical examples are provided in support of the theory

An asymptotic-numerical hybrid method for singularly perturbed system of two-point reaction-diffusion boundary-value problems

This article focuses on the numerical approximate solution of singularly perturbed systems of secondorder reaction-diffusion two-point boundary-value problems for ordinary differential equations. To handle these types of problems, a numerical-asymptotic hybrid method has been used. In this hybrid approach, an efficient asymptotic method, the so-called successive complementary expansion method (SCEM) is employed first, and then a numerical method based on finite differences is applied to approximate the solution of corresponding singularly perturbed reactiondiffusion systems. Two illustrative examples are provided to demonstrate the efficiency, robustness, and easy applicability of the present method with convergence propertiesNo sponso

An ε -Uniform Numerical Method for a System of Convection-Diffusion Equations with Discontinuous Convection Coefficients and Source Terms

In this paper, a parameter-uniform numerical method is suggested to solve a system of singularly perturbed convection-diffusion equations with discontinuous convection coefficients and source terms subject to the Dirichlet boundary condition. The second derivative of each equation is multiplied by a distinctly small parameter, which leads to an overlap and interacting interior layer. A numerical method based on a piecewise uniform Shishkin mesh is constructed. Numerical results are presented to support the theoretical results

A splitting uniformly convergent method for one-dimensional parabolic singularly perturbed convection-diffusion systems

In this paper we deal with solving robustly and efficiently one-dimensional linear parabolic singularly perturbed systems of convection-diffusion type, where the diffusion parameters can be different at each equation and even they can have different orders of magnitude. The numerical algorithm combines the classical upwind finite difference scheme to discretize in space and the fractional implicit Euler method together with an appropriate splitting by components to discretize in time. We prove that if the spatial discretization is defined on an adequate piecewise uniform Shishkin mesh, the fully discrete scheme is uniformly convergent of first order in time and of almost first order in space. The technique used to discretize in time produces only tridiagonal linear systems to be solved at each time level; thus, from the computational cost point of view, the method we propose is more efficient than other numerical algorithms which have been used for these problems. Numerical results for several test problems are shown, which corroborate in practice both the uniform convergence and the efficiency of the algorithm

A numerical approach for a two-parameter singularly perturbed weakly-coupled system of 2-D elliptic convection–reaction–diffusion PDEs

In this work, we consider the numerical approximation of a two dimensional elliptic singularly perturbed weakly-coupled system of convection–reaction–diffusion type, which has two different parameters affecting the diffusion and the convection terms, respectively. The solution of such problems has, in general, exponential boundary layers as well as corner layers. To solve the continuous problem, we construct a numerical method which uses a finite difference scheme defined on an appropriate layer-adapted Bakhvalov–Shishkin mesh. Then, the numerical scheme is a first order uniformly convergent method with respect both convection and diffusion parameters. Numerical results obtained with the algorithm for some test problems are presented, which show the best performance of the proposed method, and they also corroborate in practice the theoretical analysis

Uniformly-convergent numerical methods for a system of coupled singularly perturbed convection–diffusion equations with mixed type boundary conditions

In this paper, two hybrid difference schemes on the Shishkin mesh are constructed for solving a weakly coupled system of two singularly perturbed convection - diffusion second order ordinary differential equations subject to the mixed type boundary conditions. We prove that the method has almost second order convergence in the supremum norm independent of the diffusion parameter. Error bounds for the numerical solution and also the numerical derivative are established. Numerical results are provided to illustrate the theoretical results. First published online: 24 Oct 201