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

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

An efficient numerical method for singularly perturbed time dependent parabolic 2D convection–diffusion systems

In this paper we deal with solving efficiently 2D linear parabolic singularly perturbed systems of convection–diffusion type. We analyze only the case of a system of two equations where both of them feature the same diffusion parameter. Nevertheless, the method is easily extended to systems with an arbitrary number of equations which have the same diffusion coefficient. The fully discrete numerical method combines the upwind finite difference scheme, to discretize in space, and the fractional implicit Euler method, together with a splitting by directions and components of the reaction–convection–diffusion operator, to discretize in time. Then, if the spatial discretization is defined on an appropriate piecewise uniform Shishkin type mesh, the method is uniformly convergent and it is first order in time and almost first order in space. The use of a fractional step method in combination with the splitting technique to discretize in time, means that only tridiagonal linear systems must be solved at each time level of the discretization. Moreover, we study the order reduction phenomenon associated with the time dependent boundary conditions and we provide a simple way of avoiding it. Some numerical results, which corroborate the theoretical established properties of the method, are shown

A uniformly convergent scheme to solve two-dimensional parabolic singularly perturbed systems of reaction-diffusion type with multiple diffusion parameters

In this work, we deal with solving two-dimensional parabolic singularly perturbed systems of reaction-diffusion type where the diffusion parameters at each equation of the system can be small and of different scale. In such case, in general, overlapping boundary layers appear at the boundary of the spatial domain and, because of this, special meshes are required to resolve them. The numerical scheme combines the central difference scheme to discretize in space and the fractional implicit Euler method together with a splitting by components to discretize in time. If the fully discrete scheme is defined on an adequate piecewise uniform Shishkin mesh in space then it is uniformly convergent of first order in time and of almost second order in space. Some numerical results illustrate the theoretical results. © 2020 John Wiley & Sons, Ltd

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 multi-splitting method to solve 2D parabolic reaction-diffusion singularly perturbed systems

In this paper we design and analyze a numerical method to solve a type of reaction–diffusion 2D parabolic singularly perturbed systems. The method combines the central finite difference scheme on an appropriate piecewise uniform mesh of Shishkin type to discretize in space, and the fractional implicit Euler method together with a splitting by directions and components of the reaction–diffusion operator to integrate in time. We prove that the method is uniformly convergent of first order in time and almost second order in space. The use of this time integration technique has the advantage that only tridiagonal linear systems must be solved to obtain the numerical solution at each time step; because of this, our method provides a remarkable reduction of computational cost, in comparison with other implicit methods which have been previously proposed for the same type of problems. Full details of the uniform convergence are given only for systems with two equations; nevertheless, our ideas can be easily extended to systems with an arbitrary number of equations as it is shown in the numerical experiences performed. The numerical results show in practice the qualities of our proposal

High order schemes for reaction-diffusion singularly perturbed systems

In this paper we are interested in solving e¿ciently a singularly per-turbed linear system of di¿erential equations of reaction-di¿usion type. Firstly, anon–monotone ¿nite di¿erence scheme of HODIE type is constructed on a Shishkinmesh. The previous method is modi¿ed at the transition points such that an inversemonotone scheme is obtained. We prove that if the di¿usion parameters are equal itis a third order uniformly convergent method. If the di¿usion parameters are di¿er-ent some numerical evidence is presented to suggest that an uniformly convergentscheme of order greater than two is obtained. Nevertheless, the uniform errors arebigger and the orders of uniform convergence are less than in the case correspondingto equal di¿usion parameters

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

A first approach in solving initial-value problems in ODEs by elliptic fitting methods

Exponentially-fitted and trigonometrically-fitted methods have a long successful history in the solution of initial-value problems, but other functions might be considered in adapted methods. Specifically, this paper aims at the derivation of a new numerical scheme for approximating initial value problems of ordinary differential equations using elliptic functions. The example considered is the undamped Duffing equation where the forcing term is of autonomous type affected by a perturbation parameter. The new scheme is constructed by considering a suitable approximation to the theoretical solution based on elliptic functions. The proposed elliptic fitting procedure has been tested on a variety of problems, showing its good performance

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

Magnetic field modulation of intense surface plasmon polaritons

We present correlated experimental and theoretical studies on the magnetic field modulation of Surface Plasmon Polaritons (SPPs) in Au/Co/Au trilayers. The trilayers were grown by sputter deposition on glass slides with the Co films placed at different distances from the surface and with different thickness. We show that it is possible to tailor Au/Co/Au trilayers with the critical thickness needed for optimum excitation of SPPs leading to large localized electromagnetic fields. The modification of the SPP wave vector by externally applied magnetic fields was investigated by measuring the magneto-optical activity in transverse configuration. In addition, using magneto-optics as a tool we determined the spatial distribution of the SPP generated electromagnetic fields within Au/Co/Au samples by analyzing the field-dependent optical response, demonstrating that it is possible to excite SPPs that exhibit large electromagnetic fields that are also magneto-optically active and therefore can be modulated by externally applied magnetic fields. (C)2010 Optical Society of Americ