A parameter-uniform method for singularly perturbed turning point problems exhibiting interior or twin boundary layers

A numerical scheme for a class of two-point singularly perturbed boundary value problems with an interior turning point having an interior layer or twin boundary layers is proposed. The solution of this type of problem exhibits a transition region between rapid oscillations and the exponential behaviour. The problem with interior turning point represents a one-dimensional version of stationary convection–diffusion problems with a dominant convective term and a speed field that changes its sign in the catch basin. To solve these problems numerically, we consider a scheme which comprises quintic B-spline collocation method on an appropriate piecewise-uniform mesh, which is dense in the neighbourhood of the interior/boundary layer(s). The method is shown to be parameter-uniform with respect to the singular perturbation parameter ?. Some relevant numerical examples are illustrated to verify the theoretical aspects computationally. The results compared with other existing methods show that the proposed method provides more accurate solutions.     

Uniformly convergent second-order difference scheme for a singularly perturbed periodical boundary value problem

A periodic boundary value problem with a small parameter multiplying the first- and second-order derivatives is considered. The problem is discretized using a hybrid difference scheme on a Shishkin mesh. We show that the scheme is almost second-order convergent in the maximum norm, which is independent of a singular perturbation parameter. Numerical experiment supports these theoretical results.     

Fitted mesh numerical method for singularly perturbed delay differential turning point problems exhibiting boundary layers

This paper is concerned with the numerical study of singularly perturbed boundary value problems for delay differential equations with a turning point. The fitted mesh technique is employed to generate a piecewise uniform mesh, condensed in the neighbourhood of the boundary layers. The difference scheme is shown to converge to the continuous solution uniformly with respect to the perturbation parameter. Some numerical experiments are carried out to illustrate, in practice, the result of convergence proved theoretically and demonstrate the effect of the delay argument and the coefficient of the delay term on the layer behaviour of the solution.     

Collocation method using artificial viscosity for solving stiff singularly perturbed turning point problem having twin boundary layers

A numerical scheme is proposed to solve singularly perturbed two-point boundary value problems with a turning point exhibiting twin boundary layers. The scheme comprises a B-spline collocation method on a uniform mesh, which leads to a tridiagonal linear system. Asymptotic bounds are established for the derivative of the analytical solution of a turning point problem. The analysis is done on a uniform mesh, which permits its extension to the case of adaptive meshes which may be used to improve the solution. The design of an artificial viscosity parameter is confirmed to be a crucial ingredient for simulating the solution of the problem. Some relevant numerical examples are also illustrated to verify computationally the theoretical aspects.     

Numerical solution of a singularly perturbed three-point boundary value problem

We consider a uniform finite difference method on an S-mesh (Shishkin type mesh) for a singularly perturbed semilinear one-dimensional convection–diffusion three-point boundary value problem with zeroth-order reduced equation. We show that the method is first-order convergent in the discrete maximum norm, independently of the perturbation parameter except for a logarithmic factor. An effective iterative algorithm for solving the non-linear difference problem and some numerical results are presented.     

A second-order finite difference scheme for a class of singularly perturbed delay differential equations

In this paper a class of delay differential equations with a perturbation parameter ? is examined. A hybrid finite difference scheme on an appropriate piecewise uniform mesh of Shishkin-type is derived. We show that the scheme is almost second-order convergent, in the discrete maximum norm, independent of singular perturbation parameter. Numerical experiments support these theoretical results.     

A robust layer adapted difference method for singularly perturbed two-parameter parabolic problems

A finite difference method for a time-dependent singularly perturbed convection–diffusion–reaction problem involving two small parameters in one space dimension is considered. We use the classical implicit Euler method for time discretization and upwind scheme on the Shishkin–Bakhvalov mesh for spatial discretization. The method is analysed for convergence and is shown to be uniform with respect to both the perturbation parameters. The use of the Shishkin–Bakhvalov mesh gives first-order convergence unlike the Shishkin mesh where convergence is deteriorated due to the presence of a logarithmic factor. Numerical results are presented to validate the theoretical estimates obtained.     

A novel operational matrix method for solving singularly perturbed boundary value problems of fractional multi-order

In this paper, we will consider a wide class of singularly perturbed problems described by the differential equation of fractional multi-order with small parameter multiplying the highest derivative and the appropriate boundary conditions. We construct the linear B-spline operational matrix of fractional derivative in the Caputo sense and introduce a new operational method to solve the mentioned problems. The main characteristic behind this method is that it converts such problems to a system of algebraic equations and overcomes the difficulty and computational complexity induced by the problem. Some illustrative examples are included to demonstrate the validity and applicability of the method.     

A parameter uniform numerical method for a system of singularly perturbed convection–diffusion equations with discontinuous convection coefficients

In this paper, a weakly coupled system of two singularly perturbed convection-diffusion equations with discontinuous convection coefficients is examined. A finite difference scheme on Shishkin mesh generating the parameter uniform convergence in the global maximum norm is constructed for solving this problem. Numerical results which are in agreement with the theoretical results are presented.     

A high-order finite difference scheme for a singularly perturbed fourth-order ordinary differential equation

In this paper a singularly perturbed fourth-order ordinary differential equation is considered. The differential equation is transformed into a coupled system of singularly perturbed equations. A hybrid finite difference scheme on a Vulanovi?–Shishkin mesh is used to discretize the system. This hybrid difference scheme is a combination of a non-equidistant generalization of the Numerov scheme and the central difference scheme based on the relation between the local mesh widths and the perturbation parameter. We will show that the scheme is maximum-norm stable, although the difference scheme may not satisfy the maximum principle. The scheme is proved to be almost fourth-order uniformly convergent in the discrete maximum norm. Numerical results are presented for supporting the theoretical results.     

B-spline method for solving Bratu's problem

In this paper, we propose a B-spline method for solving the one-dimensional Bratu's problem. The numerical approximations to the exact solution are computed and then compared with other existing methods. The effectiveness and accuracy of the B-spline method is verified for different values of the parameter, below its critical value, where two solutions occur.     

Numerical treatment of a quasilinear initial value problem with boundary layer

The paper deals with the singularly perturbed quasilinear initial value problem exhibiting initial layer. First the nature of solution of differential problem before presenting method for its numerical solution is discussed. The numerical solution of the problem is performed with the use of a finite-fitted difference scheme on an appropriate piecewise uniform mesh (Shishkin-type mesh). An error analysis shows that the method is first-order convergent except for a logarithmic factor, in the discrete maximum norm, independently of the perturbation parameter. Finally, numerical results supporting the theory are presented.     

A new numerical method for singularly perturbed turning point problems with two boundary layers based on reproducing kernel method

In this paper, a simple numerical method is proposed for solving singularly perturbed boundary layers problems exhibiting twin boundary layers. The method avoids the choice of fitted meshes. Firstly the original problem is transformed into a new boundary value problem whose solution does not change rapidly by a proper variable transformation; then the transformed problem is solved by using the reproducing kernel method. Two numerical examples are given to show the effectiveness of the present method.     

A numerical method for solving singularly perturbed systems of nonlinear two-point boundary-value problems

In this paper, a numerical method is proposed to solve singularly perturbed systems of nonlinear two-point boundary-value problems. First, Newton's iteration is used to linearize such problems, reducing these to a sequence of linear singularly perturbed two-point boundary-value problems. Then,a difference scheme is applied to solve the linear systems. The difference scheme is accurate up to O(h ²). Test examples are included to demonstrate the efficiency of the method.     

Uniformly convergent numerical method for singularly perturbed parabolic initial-boundary-value problems with equidistributed grids

In this article, we study the numerical solution of singularly perturbed parabolic convection–diffusion problems exhibiting regular boundary layers. To solve these problems, we use the classical upwind finite difference scheme on layer-adapted nonuniform grids. The nonuniform grids are obtained by equidistribution of a positive monitor function, which is a linear combination of a constant and the second-order spatial derivative of the singular component of the solution on every temporal level. Truncation error and the stability analysis are obtained. Parameter-uniform error estimates are derived for the numerical solution. To support the theoretical results, numerical experiments are carried out.     

A parameter-uniform higher order finite difference scheme for singularly perturbed time-dependent parabolic problem with two small parameters

In the present paper, a parameter-uniform numerical method is constructed and analysed for solving one-dimensional singularly perturbed parabolic problems with two small parameters. The solution of this class of problems may exhibit exponential (or parabolic) boundary layers at both the left and right part of the lateral surface of the domain. A decomposition of the solution in its regular and singular parts has been used for the asymptotic analysis of the spatial derivatives. To approximate the solution, we consider the implicit Euler method for time stepping on a uniform mesh and a special hybrid monotone difference operator for spatial discretization on a specially designed piecewise uniform Shishkin mesh. The resulting scheme is shown to be first-order convergent in temporal direction and almost second-order convergent in spatial direction. We then improve the order of convergence in time by means of the Richardson extrapolation technique used in temporal variable only. The resulting scheme is proved to be uniformly convergent of order two in both the spatial and temporal variables. Numerical experiments support the theoretically proved higher order of convergence and show that the present scheme gives better accuracy and convergence compared of other existing methods in the literature.