340 research outputs found

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

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    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

    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

    A parameter robust numerical method for a two dimensional reaction-diffusion problem.

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    In this paper a singularly perturbed reaction-diffusion partial differential equation in two space dimensions is examined. By means of an appropriate decomposition, we describe the asymptotic behaviour of the solution of problems of this kind. A central finite difference scheme is constructed for this problem which involves an appropriate Shishkin mesh. We prove that the numerical approximations are almost second order uniformly convergent (in the maximum norm) with respect to the singular perturbation parameter. Some numerical experiments are given that illustrate in practice the theoretical order of convergence established for the numerical method

    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

    A hybrid approximation scheme for 1-D singularly perturbed parabolic convection-diffusion problems

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    Our study is concerned with a hybrid spectral collocation approach to solving singularly perturbed 1-D parabolic convection-diffusion problems. In this approach, discretization in time is carried out with the help of Taylor series expansions before the spectral based on novel special polynomials is applied to the spatial operator in the time step. A detailed error analysis of the presented technique is conducted with regard to the space variable. The advantages of this attempt are presented through comparison of our results in the model problems obtained by this technique and other existing schemes
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