Adaptive mesh generation for singularly perturbed fourth-order ordinary differential equations

In this paper, we consider a singularly perturbed boundary-value problem for fourth-order ordinary differential equation (ODE) whose highest-order derivative is multiplied by a small perturbation parameter. To solve this ODE, we transform the differential equation into a coupled system of two singularly perturbed ODEs. The classical central difference scheme is used to discretize the system of ODEs on a nonuniform mesh which is generated by equidistribution of a positive monitor function. We have shown that the proposed technique provides first-order accuracy independent of the perturbation parameter. Numerical experiments are provided to validate the theoretical results.     

Approximation of derivative to a singularly perturbed second-order ordinary differential equation with discontinuous convection coefficient using hybrid difference scheme

In this paper, a hybrid difference scheme for singularly perturbed second-order ordinary differentialequations with a discontinuous convection coefficient is presented. A parameter-uniform error bound for the numerical derivative is established using hybrid difference scheme on a Shishkin mesh. Numerical results are provided to illustrate the theoretical results.     

Uniform numerical method for singularly perturbed delay differential equations

This paper deals with the singularly perturbed initial value problem for a linear first-order delay differential equation. A numerical method is constructed for this problem which involves an appropriate piecewise-uniform mesh on each time subinterval. The difference scheme is shown to converge to the continuous solution uniformly with respect to the perturbation parameter. Numerical results are presented.     

A parameter-uniform second order numerical method for a weakly coupled system of singularly perturbed convection–diffusion equations with discontinuous convection coefficients and source terms

In this article, a parameter-uniform hybrid numerical method is presented to solve a weakly coupled system of two singularly perturbed convection–diffusion equations with discontinuous convection coefficients and source terms. Due to these discontinuities, interior layers appear in the solution of the problem considered. The hybrid numerical method uses the standard finite difference scheme in the coarse mesh region and the cubic spline difference scheme in the fine mesh region which is constructed on piecewise-uniform Shishkin mesh. Second order one sided difference approximations are used at the point of discontinuity. Error analysis is carried out and the method ensures that the parameter-uniform convergence of almost the second order. Numerical results are provided to validate the theoretical results.     

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.     

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.     

Numerical study of singularly perturbed differential-difference equation arising in the modeling of neuronal variability

The objective of this paper is to present a numerical study of a class of boundary value problems of singularly perturbed differential difference equations (SPDDE) which arise in computational neuroscience in particular in the modeling of neuronal variability. The mathematical modeling of the determination of the expected time for the generation of action potential in the nerve cells by random synaptic inputs in dendrites includes a general boundary-value problem for singularly perturbed differential difference equation with shifts. The problem considered in this paper exhibit turning point behavior which add to the complexity in the construction of numerical approximation to the solution of the problem as well as in obtaining theoretical estimates on the solution. Exponentially fitted finite difference scheme based on Il’in-Allen-Southwell fitting is used on a specially designed mesh. Some numerical examples are given to validate convergence and computational efficiency of the proposed numerical scheme. Effect of the shifts on the layer structure is illuminated for the considered examples.     

Crank–Nicolson finite difference method based on a midpoint upwind scheme on a non-uniform mesh for time-dependent singularly perturbed convection–diffusion equations

A numerical approach is proposed to examine the singularly perturbed time-dependent convection–diffusion equation in one space dimension on a rectangular domain. The solution of the considered problem exhibits a boundary layer on the right side of the domain. We semi-discretize the continuous problem by means of the Crank–Nicolson finite difference method in the temporal direction. The semi-discretization yields a set of ordinary differential equations and the resulting set of ordinary differential equations is discretized by using a midpoint upwind finite difference scheme on a non-uniform mesh of Shishkin type. The resulting finite difference method is shown to be almost second-order accurate in a coarse mesh and almost first-order accurate in a fine mesh in the spatial direction. The accuracy achieved in the temporal direction is almost second order. An extensive amount of analysis has been carried out in order to prove the uniform convergence of the method. Finally we have found that the resulting method is uniformly convergent with respect to the singular perturbation parameter, i.e. ?-uniform. Some numerical experiments have been carried out to validate the proposed theoretical results.     

Parameter-uniform hybrid numerical scheme for time-dependent convection-dominated initial-boundary-value problems

In this paper, we propose a numerical scheme which is almost second-order spatial accurate for a one-dimensional singularly perturbed parabolic convection-diffusion problem exhibiting a regular boundary layer. The proposed numerical scheme consists of classical backward-Euler method for the time discretization and a hybrid finite difference scheme for the spatial discretization. We analyze the scheme on a piecewise-uniform Shishkin mesh for the spatial discretization to establish uniform convergence with respect to the perturbation parameter. Numerical results are presented to validate the theoretical results.     

含两个参数的奇异摄动问题的差分进化算法

针对在Shishkin网格上数值求解含有两个参数的奇异摄动问题,在有限差分方法的基础上,将Shishkin网格过渡点参数选取问题转化成一个无约束优化问题,并采用差分进化算法进行求解。数值结果表明用差分进化算法得到最优Shishkin网格参数后,奇异摄动问题的数值解在边界层的精度得到了明显的提高,进一步说明了方法的有效性和可靠性。     

Parameter uniform numerical method for singularly perturbed differential–difference equations with interior layers

The present study is devoted to the numerical study of boundary value problems for singularly perturbed linear second-order differential–difference equations with a turning point. The points of the domain where the coefficient of the convection term in the singularly perturbed differential equation vanishes are known as the turning points. The solution of such type of differential equations exhibits boundary layer(s) or interior layer(s) behaviour depending upon the nature of the coefficient of convection term and the reaction term. In particular, this paper focuses on problems whose solution exhibits interior layers. In the development of numerical schemes for singularly perturbed differential–difference equations with a turning point, we use El-Mistikawy–Werle exponential finite difference scheme with some modifications. Some priori estimates have been established and parameter uniform convergence analysis of the proposed scheme is also discussed. Several examples are considered to demonstrate the performance of the proposed scheme and effect of the size of the delay/advance arguments and coefficients of the delay/advance term on the layer behaviour of the solution.     

An ϵ-uniform hybrid numerical scheme for a singularly perturbed degenerate parabolic convection–diffusion problem

In this paper, we study the numerical solution of singularly perturbed degenerate parabolic convection–diffusion problem on a rectangular domain. The solution of the problem exhibits a parabolic boundary layer in the neighbourhood of x=0. First, we use the backward-Euler finite difference scheme to discretize the time derivative of the continuous problem on uniform mesh in the temporal direction. Then, to discretize the spatial derivatives of the resulting time semidiscrete problem, we apply the hybrid finite difference scheme, which is a combination of central difference scheme and midpoint upwind scheme on piecewise uniform Shishkin mesh. We derive the error estimates, which show that the proposed hybrid scheme is ?-uniform convergent of almost second-order (up to a logarithmic factor) in space and first-order in time. Some numerical results have been carried out to validate the theoretical results.     

Boundary Value Technique for Finding Numerical Solution to Boundary Value Problems for Third Order Singularly Perturbed Ordinary Differential Equations

A class of singularly perturbed two point boundary value problems (BVPs) for third order ordinary differential equations is considered. The BVP is reduced to a weakly coupled system of one first order Ordinary Differential Equation (ODE) with a suitable initial condition and one second order singularly perturbed ODE subject to boundary conditions. In order to solve this system, a computational method is suggested in this paper. This method combines an exponentially fitted finite difference scheme and a classical finite difference scheme. The proposed method is distinguished by the fact that, first we divide the domain of definition of the differential equation into three subintervals called inner and outer regions. Then we solve the boundary value problem over these regions as two point boundary value problems. The terminal boundary conditions of the inner regions are obtained using zero order asymptotic expansion approximation of the solution of the problem. The present method can be extended to system of two equations, of which, one is a first order ODE and the other is a singularly perturbed second order ODE. Examples are presented to illustrate the method.     

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.     

Uniform convergence analysis of finite difference approximations for advection–reaction–diffusion problem on adaptive grids

A kind of singularly perturbed advection–reaction–diffusion problems with the exponential boundary layer are considered on an adaptive mesh. The existence, uniqueness and stability for the solution of the discrete problem are analysed with the maximum principle. The stability of the continuous problem is also considered. For the equidistribution problem composed by the difference scheme and equidistribution mesh equations, we establish a first-order ?-independent convergence rate for the numerical scheme defined on the equidistribution mesh and also an estimation for the accuracy of the solution computed on the final mesh generated by the adaptive algorithm. Numerical results are given to examine the validity of our theoretical analysis and the efficiency of the adaptive algorithm.     

Higher-order time accurate numerical methods for singularly perturbed parabolic partial differential equations

This article presents two numerical methods for singularly perturbed time-dependent reaction-diffusion initial–boundary-value problems. The spatial derivative is replaced by a hybrid scheme, which is a combination of the cubic spline and the classical central difference scheme in both the methods. In the first method, the time derivative is replaced by the Crank–Nicolson scheme, whereas in the second method the time derivative is replaced by the extended-trapezoidal scheme. These schemes are applied on the layer resolving piecewise-uniform Shishkin mesh. Some numerical examples are carried out to show the accuracy and efficiency of these methods.     

High order parameter-robust numerical method for time dependent singularly perturbed reaction–diffusion problems

We introduce a high order parameter-robust numerical method to solve a Dirichlet problem for one-dimensional time dependent singularly perturbed reaction-diffusion equation. A small parameter ε is multiplied with the second order spatial derivative in the equation. The parabolic boundary layers appear in the solution of the problem as the perturbation parameter ε tends to zero. To obtain the approximate solution of the problem we construct a numerical method by combining the Crank–Nicolson method on an uniform mesh in time direction, together with a hybrid scheme which is a suitable combination of a fourth order compact difference scheme and the standard central difference scheme on a generalized Shishkin mesh in spatial direction. We prove that the resulting method is parameter-robust or ε-uniform in the sense that its numerical solution converges to the exact solution uniformly well with respect to the singular perturbation parameter ε. More specifically, we prove that the numerical method is uniformly convergent of second order in time and almost fourth order in spatial variable, if the discretization parameters satisfy a non-restrictive relation. Numerical experiments are presented to validate the theoretical results and also indicate that the relation between the discretization parameters is not necessary in practice.     

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.     

Exponentially fitted cubic spline for two-parameter singularly perturbed boundary value problems

In this paper, we derive an exponentially fitted difference scheme using cubic splines for a singularly perturbed ordinary differential equation with two small parameters affecting the convection and diffusion terms. The solution of the problem exhibits a boundary layer on the left-hand side of the domain. Bounds on the derivatives of the solution are derived. A first-order numerical method is constructed. Numerical results are presented to establish the theoretical results and to show the efficiency of the method.     

Parameter-uniform finite difference scheme for a system of coupled singularly perturbed convection–diffusion equations

In this paper, we discuss the parameter-uniform finite difference method for a coupled system of singularly perturbed convection–diffusion equations. The leading term of each equation is multiplied by a small but different magnitude positive parameter, which leads to the overlap and interact boundary layer. We analyze the boundary layer and construct a piecewise-uniform mesh on the variant of the Shishkin mesh. We prove that our schemes converge almost first-order uniformly with respect to small parameters. We present some numerical experiments to support our theoretical analysis.