210 research outputs found

    Robust Numerical Methods for Singularly Perturbed Differential Equations--Supplements

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    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

    Numerical approximations to a singularly perturbed convection-diffusion problem with a discontinuous initial condition

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    A singularly perturbed parabolic problem of convection-diffusion type with a discontinuous initial condition is examined. An analytic function is identified which matches the discontinuity in the initial condition and also satisfies the homogenous parabolic differential equation associated with the problem. The difference between this analytical function and the solution of the parabolic problem is approximated numerically, using an upwind finite difference operator combined with an appropriate layer-adapted mesh. The numerical method is shown to be parameter-uniform. Numerical results are presented to illustrate the theoretical error bounds established in the paper. © 2021, The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature

    A difference scheme of improved accuracy for a quasilinear singularly perturbed elliptic convection-diffusion equation.

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    A Dirichlet boundary value problem for a quasilinear singularly perturbed elliptic convection-diffusion equation on a strip is considered. For such a problem, a difference scheme based on classical approximations of the problem on piecewise uniform meshes condensing in the layer converges epsilon-uniformly with an order of accuracy not more than 1. We construct a linearized iterative scheme based on the nonlinear Richardson scheme, where the nonlinear term is computed using the sought function taken at the previous iteration; the solution of the iterative scheme converges to the solution of the nonlinear Richardson scheme at the rate of a geometry progression epsilon-uniformly with respect to the number of iterations. The use of lower and upper solutions of the linearized iterative Richardson scheme as a stopping criterion allows us during the computational process to define a current iteration under which the same epsilon-uniform accuracy of the solution is achieved as for the nonlinear Richardson schem

    An a-posteriori adaptive mesh technique for singularly perturbed convection-diffusion problems with a moving interior layer

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    We study numerical approximations for a class of singularly perturbed problems of convection-diffusion type with a moving interior layer. In a domain (a segment) with a moving interface between two subdomains, we consider an initial boundary value problem for a singularly perturbed parabolic convection-diffusion equation. Convection fluxes on the subdomains are directed towards the interface. The solution of this problem has a moving transition layer in the neighbourhood of the interface. Unlike problems with a stationary layer, the solution exhibits singular behaviour also with respect to the time variable. Well-known upwind finite difference schemes for such problems do not~converge epseps-uniformly in the uniform norm, even under the condition N1+N01approxepsN^{-1}+N_0^{-1}approx eps, where epseps is the perturbation parameter and NN and N0N_0 denote the number of mesh points with respect to xx and tt. In the case of rectangular meshes which are ({it a~priori,} or {it a~posteriori,}) locally refined in the transition layer, there are no schemes that convergence uniformly in epseps even under the {it very restrictive,} condition N2+N02approxepsN^{-2}+N_0^{-2} approx eps. However, the condition for convergence can be {it essentially weakened} if we take the geometry of the layer into account, i.e., if we introduce a new coordinate system which captures the interface. For the problem in such a coordinate system, one can use either an {it a~priori,}, or an {it a~posteriori,} adaptive mesh technique. Here we construct a scheme on {it a~posteriori,} adaptive meshes (based on the gradient of the solution), whose solution converges `almost epseps-uniformly', viz., under the condition N1=o(epsu)N^{-1}=o(eps^{ u}), where u>0 u>0 is an arbitrary number from the half-open interval (0,1](0,1]

    The Investigation of Efficiency of Physical Phenomena Modelling Using Differential Equations on Distributed Systems

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    This work is dedicated to development of mathematical modelling software. In this dissertation numerical methods and algorithms are investigated in software making context. While applying a numerical method it is important to take into account the limited computer resources, the architecture of these resources and how do methods affect software robustness. Three main aspects of this investigation are that software implementation must be efficient, robust and be able to utilize specific hardware resources. The hardware specificity in this work is related to distributed computations of different types: single CPU with multiple cores, multiple CPUs with multiple cores and highly parallel multithreaded GPU device. The investigation is done in three directions: GPU usage for 3D FDTD calculations, FVM method usage to implement efficient calculations of a very specific heat transferring problem, and development of special techniques for software for specific bacteria self organization problem when the results are sensitive to numerical methods, initial data and even computer round-off errors. All these directions are dedicated to create correct technological components that make a software implementation robust and efficient. The time prediction model for 3D FDTD calculations is proposed, which lets to evaluate the efficiency of different GPUs. A reasonable speedup with GPU comparing to CPU is obtained. For FVM implementation the OpenFOAM open source software is selected as a basis for implementation of calculations and a few algorithms and their modifications to solve efficiency issues are proposed. The FVM parallel solver is implemented and analyzed, it is adapted to heterogeneous cluster Vilkas. To create robust software for simulation of bacteria self organization mathematically robust methods are applied and results are analyzed, the algorithm is modified for parallel computations

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

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    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

    Robust novel high‐order accurate numerical methods for singularly perturbed convection‐diffusion problems

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    For singularly perturbed boundary value problems, numerical methods convergent ϵ‐uniformly have the low accuracy. So, for parabolic convection‐diffusion problem the order of convergence does not exceed one even if the problem data are sufficiently smooth. However, already for piecewise smooth initial data this order is not higher than 1/2. For problems of such type, using newly developed methods such as the method based on the asymptotic expansion technique and the method of the additive splitting of singularities, we construct ϵ‐uniformly convergent schemes with improved order of accuracy. Straipsnyje nagrinejami nedidelio tikslumo ϵ‐tolygiai konvertuojantys skaitmeniniai metodai, singuliariai sutrikdytiems kraštiniams uždaviniams. Paraboliniam konvekcijos‐difuzijos uždaviniui konvergavimo eile neviršija vienos antrosios, jeigu uždavinio duomenys yra pakankamai glodūs. Tačiau trūkiems pradiniams duomenims eile yra ne aukštesne už 2−1. Šio tipo uždaviniams, naudojant naujai išvestus metodus, darbe sukonstruotos ϵ‐tolygiai konvertuojančios schemos aukštesniu tikslumu. First Published Online: 14 Oct 201

    Robust error estimates in weak norms for advection dominated transport problems with rough data

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    We consider mixing problems in the form of transient convection--diffusion equations with a velocity vector field with multiscale character and rough data. We assume that the velocity field has two scales, a coarse scale with slow spatial variation, which is responsible for advective transport and a fine scale with small amplitude that contributes to the mixing. For this problem we consider the estimation of filtered error quantities for solutions computed using a finite element method with symmetric stabilization. A posteriori error estimates and a priori error estimates are derived using the multiscale decomposition of the advective velocity to improve stability. All estimates are independent both of the P\'eclet number and of the regularity of the exact solution
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