Layer-adapted meshes for convection-diffusion problems

This is a book on numerical methods for singular perturbation problems - in particular stationary convection-dominated convection-diffusion problems. More precisely it is devoted to the construction and analysis of layer-adapted meshes underlying these numerical methods. An early important contribution towards the optimization of numerical methods by means of special meshes was made by N.S. Bakhvalov in 1969. His paper spawned a lively discussion in the literature with a number of further meshes being proposed and applied to various singular perturbation problems. However, in the mid 1980s this development stalled, but was enlivend again by G.I. Shishkin's proposal of piecewise- equidistant meshes in the early 1990s. Because of their very simple structure they are often much easier to analyse than other meshes, although they give numerical approximations that are inferior to solutions on competing meshes. Shishkin meshes for numerous problems and numerical methods have been studied since and they are still very much in vogue. With this contribution we try to counter this development and lay the emphasis on more general meshes that - apart from performing better than piecewise-uniform meshes - provide a much deeper insight in the course of their analysis. In this monograph a classification and a survey are given of layer-adapted meshes for convection-diffusion problems. It tries to give a comprehensive review of state-of-the art techniques used in the convergence analysis for various numerical methods: finite differences, finite elements and finite volumes. While for finite difference schemes applied to one-dimensional problems a rather complete convergence theory for arbitrary meshes is developed, the theory is more fragmentary for other methods and problems and still requires the restriction to certain classes of meshes

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

Robust computational methods for two-parameter singular perturbation problems

Magister Scientiae - MScThis thesis is concerned with singularly perturbed two-parameter problems. We study a tted nite difference method as applied on two different meshes namely a piecewise mesh (of Shishkin type) and a graded mesh (of Bakhvalov type) as well as a tted operator nite di erence method. We notice that results on Bakhvalov mesh are better than those on Shishkin mesh. However, piecewise uniform meshes provide a simpler platform for analysis and computations. Fitted operator methods are even simpler in these regards due to the ease of operating on uniform meshes. Richardson extrapolation is applied on one of the tted mesh nite di erence method (those based on Shishkin mesh) as well as on the tted operator nite di erence method in order to improve the accuracy and/or the order of convergence. This is our main contribution to this eld and in fact we have achieved very good results after extrapolation on the tted operator finitete difference method. Extensive numerical computations are carried out on to confirm the theoretical results.South Afric

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

Finite difference methods for singularly perturbed problems on non-rectangular domains

Singularly perturbed problems arise in many branches of science and are characterised mathematically by the presence of a small parameter m u ltip ly in g one or more of the highest derivatives in a differential equation. This thesis concerns singularly perturbed problems posed on non-rectangular domains. The methodology used is to perform a co-ordinate transformation to pose the problem on a rectangular domain and to then study the transformed problem. We first consider a class of parabolic problems. We classify the problems in the transformed problem class according to the nature and location of the layers present in th e ir solution. This classification then enables us to design numerical methods specific to each class of problems. Known theoretical results are stated for the convergence of some of the methods. We then examine in detail one particular method. Under certain assumptions it is shown that the numerical solutions generated by the method converge uniformly with respect to the singularly perturb ed parameter. Detailed numerical results are then presented which verify the theoretical results. The next class of problems considered is a class of elliptic problems. In this case the transformed differential equation contains a new term and the situation is thus more complex. For this reason we consider only the case when regular layers are present. An appropriate numerical method is constructed and under various assumptions it is proved th a t the numerical solutions converge uniformly, in the perturbed case, i.e., when the singularly perturbed parameter is small. This is the central result of the thesis. Extensive numerical computations are presented which verify the theoretical result

A high-resolution Petrov-Galerkin method for the convection-diffusion-reaction problem. Part II-A multidimensional extension

A multidimensional extension of the HRPG method using the lowest order block finite elements is presented. First, we design a nondimensional element number that quantifies the characteristic layers which are found only in higher dimensions. This is done by matching the width of the characteristic layers to the width of the parabolic layers found for a fictitious 1D reaction–diffusion problem. The nondimensional element number is then defined using this fictitious reaction coefficient, the diffusion coefficient and an appropriate element size. Next, we introduce anisotropic element length vectors li and the stabilization parameters αi, βi are calculated along these li. Except for the modification to include the new dimensionless number that quantifies the characteristic layers, the definitions of αi, βi are a direct extension of their counterparts in 1D. Using αi, βiand li, objective characteristic tensors associated with the HRPG method are defined. The numerical artifacts across the characteristic layers are manifested as the Gibbs phenomenon. Hence, we treat them just like the artifacts formed across the parabolic layers in the reaction-dominant case. Several 2D examples are presented that support the design objective—stabilization with high-resolutio

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

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