Numerical Methods for Singular Perturbation Problems

Consider the two-point boundary value problem for a stiff system of ordinary differential equations. An adaptive method to solve these problems even when turning points are present is discussed

Convergence to steady state of solutions of Burgers' equation

Consider the initial boundary value problem for Burgers' equation. It is shown that its solutions converge, in time, to a unique steady state. The speed of the convergence depends on the boundary conditions and can be exponentially slow. Methods to speed up the rate of convergence are also discussed

Construction of a Curvilinear Grid

The construction of overlapping grids is explained and applied to a system of hyperbolic differential equations

Resonance for Singular Perturbation Problems

Consider the resonance for a second-order equation εy"-xpy’+ qy = 0. Another proof is given for the necessity of the Matkowsky condition and the connection with a regular eigenvalue problem is established. Also, if p, q are analytic, necessary and sufficient conditions are derived

Convergence of summation-by-parts finite difference methods for the wave equation

In this paper, we consider finite difference approximations of the second order wave equation. We use finite difference operators satisfying the summation-by-parts property to discretize the equation in space. Boundary conditions and grid interface conditions are imposed by the simultaneous-approximation-term technique. Typically, the truncation error is larger at the grid points near a boundary or grid interface than that in the interior. Normal mode analysis can be used to analyze how the large truncation error affects the convergence rate of the underlying stable numerical scheme. If the semi-discretized equation satisfies a determinant condition, two orders are gained from the large truncation error. However, many interesting second order equations do not satisfy the determinant condition. We then carefully analyze the solution of the boundary system to derive a sharp estimate for the error in the solution and acquire the gain in convergence rate. The result shows that stability does not automatically yield a gain of two orders in convergence rate. The accuracy analysis is verified by numerical experiments.Comment: In version 2, we have added a new section on the convergence analysis of the Neumann problem, and have improved formulations in many place

An Equation-Free Approach for Second Order Multiscale Hyperbolic Problems in Non-Divergence Form

The present study concerns the numerical homogenization of second order hyperbolic equations in non-divergence form, where the model problem includes a rapidly oscillating coefficient function. These small scales influence the large scale behavior, hence their effects should be accurately modelled in a numerical simulation. A direct numerical simulation is prohibitively expensive since a minimum of two points per wavelength are needed to resolve the small scales. A multiscale method, under the equation free methodology, is proposed to approximate the coarse scale behaviour of the exact solution at a cost independent of the small scales in the problem. We prove convergence rates for the upscaled quantities in one as well as in multi-dimensional periodic settings. Moreover, numerical results in one and two dimensions are provided to support the theory