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

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

An efficient numerical scheme for 1D parabolic singularly perturbed problems with an interior and boundary layers

In this paper we consider a 1D parabolic singularly perturbed reaction-convection-diffusion problem, which has a small parameter in both the diffusion term (multiplied by the parameter e2) and the convection term (multiplied by the parameter µ) in the differential equation (e¿(0, 1], µ¿0, 1], µ=e). Moreover, the convective term degenerates inside the spatial domain, and also the source term has a discontinuity of first kind on the degeneration line. In general, for sufficiently small values of the diffusion and the convection parameters, the exact solution exhibits an interior layer in a neighborhood of the interior degeneration point and also a boundary layer in a neighborhood of both end points of the spatial domain. We study the asymptotic behavior of the exact solution with respect to both parameters and we construct a monotone finite difference scheme, which combines the implicit Euler method, defined on a uniform mesh, to discretize in time, together with the classical upwind finite difference scheme, defined on an appropriate nonuniform mesh of Shishkin type, to discretize in space. The numerical scheme converges in the maximum norm uniformly in e and µ, having first order in time and almost first order in space. Illustrative numerical results corroborating in practice the theoretical results are showed

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

Numerics of singularly perturbed differential equations

The main purpose of this report is to carry out the effect of the various numerical methods for solving singular perturbation problems on non-uniform meshes. When a small parameter epsilon known as the singular perturbation parameter is multiplied with the higher order terms of the differential equation, then the differential equation becomes singularly perturbed. In this type of problems, there are regions where the solution varies very rapidly known as boundary layers and the region where the solution varies uniformly known as the outer region. Standard finite difference/element methods are applied on the singularly perturbed differential equation on uniform mesh give unsatisfactory result as epsilon tends to zero. Due to presence of boundary layer, standard difference schemes unable to capture the layer behaviour until the mesh parameter and perturbation parameter are of the same size which results vast computational cost. In order to overcome this difficulty, we adapt non-uniform meshes. The Shishkin mesh and the adaptive mesh are two widely used special type of non-uniform meshes for solving singularly perturbed problem. Here, in this report singularly perturbed problems namely convection-diffusion and reaction-diffusion problems are considered and solved by various numerical techniques. The numerical solution of the problems are compared with the exact solution and the results are shown in the shape of tables and graphs to validate the theoretical bounds

An almost third order finite difference scheme for singularly perturbed reaction–diffusion systems

AbstractThis paper addresses the numerical approximation of solutions to coupled systems of singularly perturbed reaction–diffusion problems. In particular a hybrid finite difference scheme of HODIE type is constructed on a piecewise uniform Shishkin mesh. It is proved that the numerical scheme satisfies a discrete maximum principle and also that it is third order (except for a logarithmic factor) uniformly convergent, even for the case in which the diffusion parameter associated with each equation of the system has a different order of magnitude. Numerical examples supporting the theory are given

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

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