Analysis of an upwind finite-difference scheme for a system of coupled singularly perturbed convection-diffusion equations

We study a system of coupled convection-diffusion equations. The equations have diffusion parameters of different magnitudes associated with them which give rise to boundary layers at either boundary. An upwind finite difference scheme on arbitrary meshes is used to solve the system numerically. A general error estimate is derived that allows to immediately conclude robust convergence – w.r.t. the perturbation parameters – for certain layer-adapted meshes, thus improving and generalising previous results [4]. We present the results of numerical experiments to illustrate our theoretical findings.     

Optimal Quadratic and Cubic Spline Collocation on Nonuniform Partitions

We develop optimal quadratic and cubic spline collocation methods for solving linear second-order two-point boundary value problems on non-uniform partitions. To develop optimal nonuniform partition methods, we use a mapping function from uniform to nonuniform partitions and develop expansions of the error at the nonuniform collocation points of some appropriately defined spline interpolants. The existence and uniqueness of the spline collocation approximations are shown, under some conditions. Optimal global and local orders of convergence of the spline collocation approximations and derivatives are derived, similar to those of the respective methods for uniform partitions. Numerical results on a variety of problems, including a boundary-layer problem, and a nonlinear problem, verify the optimal convergence of the methods, even under more relaxed conditions than those assumed by theory.     

Sufficient Conditions for Uniform Convergence on Layer-Adapted Grids

We study convergence properties of the simple upwind difference scheme and a Galerkin finite element method on generalized Shishkin grids. We derive conditions on the mesh-characterizing function that are sufficient for the convergence of the method, uniformly with respect to the perturbation parameter. These conditions are easy to check and enable one to immediately deduce the rate of convergence. Numerical experiments support these theoretical results and indicate that the estimates are sharp. The analysis is set in one dimension, but can be easily generalized to tensor product meshes in 2D. Received: December 21, 1998; revised March 17, 1999     

Uniform Pointwise Convergence of Difference Schemes for Convection-Diffusion Problems on Layer-Adapted Meshes

We consider two convection-diffusion boundary value problems in conservative form: for an ordinary differential equation and for a parabolic equation. Both the problems are discretized using a four-point second-order upwind space difference operator on arbitrary and layer-adapted space meshes. We give ɛ-uniform maximum norm error estimates O(N ⁻²ln² N(+τ)) and O(N ⁻²(+τ)), respectively, for the Shishkin and Bakhvalov space meshes, where N is the space meshnodes number, τ is the time meshinterval. The smoothness condition for the Bakhvalov mesh is replaced by a weaker condition. Received December 14, 1999; revised September 13, 2000     

Solution of Polynomial Systems Derived from Differential Equations

Nonlinear two-point boundary value problems arise in numerous areas of application. The existence and number of solutions for various cases has been studied from a theoretical standpoint. These results generally rely upon growth conditions of the nonlinearity. However, in general, one cannot forecast how many solutions a boundary value problem may possess or even determine the existence of a solution. In recent years numerical continuation methods have been developed which permit the numerical approximation of all complex solutions of systems of polynomial equations. In this paper, numerical continuation methods are adapted to numerically calculate the solutions of finite difference discretizations of nonlinear two-point boundary value problems. The approach taken here is to perform a homotopy deformation to successively refine discretizations. In this way additional new solutions on finer meshes are obtained from solutions on coarser meshes. The complicating issue which the complex polynomial system setting introduces is that the number of solutions grows with the number of mesh points of the discretization. To counter this, the use of filters to limit the number of paths to be followed at each stage is considered.     

Nitsche Type Mortaring for some Elliptic Problem with Corner Singularities

The paper deals with Nitsche type mortaring as a finite element method (FEM) for treating non-matching meshes of triangles at the interface of some domain decomposition. The approach is applied to the Poisson equation with Dirichlet boundary conditions (as a model problem) under the aspect that the interface passes re-entrant corners of the domain. For such problems and non-matching meshes with and without local refinement near the re-entrant corner, some properties of the finite element scheme and error estimates are proved. They show that appropriate mesh grading yields convergence rates as known for the classical FEM in presence of regular solutions. Finally, a numerical example illustrates the approach and the theoretical results. Received July 5, 2001; revised February 5, 2002 Published online April 25, 2002     

Mesh sensitivity in peridynamic simulations

In this work, we investigate the suitability of several meshing strategies for use with a common peridynamics solution scheme. First, we use a manufactured solution to quantify the influence of different meshes on the accuracy and conditioning of a nonlocal boundary value problem in one and two dimensions. We explore convergence behavior, the effects of model parameters, and sensitivity to perturbations. We then apply the same meshing strategies to a three-dimensional impact simulation that employs the full peridynamic mechanical theory. We present a qualitative comparison of the fracture patterns that result, and suggest best practices for generating meshes that lead to efficient, high-quality numerical simulations of peridynamic models.     

Adaptive Techniques for Spline Collocation

We integrate optimal quadratic and cubic spline collocation methods for second-order two-point boundary value problems with adaptive grid techniques, and grid size and error estimators. Some adaptive grid techniques are based on the construction of a mapping function that maps uniform to non-uniform points, placed appropriately to minimize a certain norm of the error. One adaptive grid technique for cubic spline collocation is mapping-free and resembles the technique used in COLSYS (COLNEW) [2], [4]. Numerical results on a variety of problems, including problems with boundary or interior layers, and singular perturbation problems indicate that, for most problems, the cubic spline collocation method requires less computational effort for the same error tolerance, and has equally reliable error estimators, when compared to Hermite piecewise cubic collocation. Comparison results with quadratic spline collocation are also presented.     

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.     

First vorticity–velocity–pressure numerical scheme for the Stokes problem

We consider the bidimensional Stokes problem for incompressible fluids and recall the vorticity, velocity and pressure variational formulation, which was previously proposed by one of the authors, and allows very general boundary conditions. We develop a natural implementation of this numerical method and we describe in this paper the numerical results we obtain. Moreover, we prove that the low degree numerical scheme we use is stable for Dirichlet boundary conditions on the vorticity. Numerical results are in accordance with the theoretical ones. In the general case of unstructured meshes, a stability problem is present for Dirichlet boundary conditions on the velocity, exactly as in the stream function-vorticity formulation. Finally, we show on some examples that we observe numerical convergence for regular meshes or embedded ones for Dirichlet boundary conditions on the velocity.     

Nitsche Type Mortaring for Singularly Perturbed Reaction-diffusion Problems

The paper is concerned with the Nitsche mortaring in the framework of domain decomposition where non-matching meshes and weak continuity of the finite element approximation at the interface are admitted. The approach is applied to singularly perturbed reaction-diffusion problems in 2D. Non-matching meshes of triangles being anisotropic in the boundary layers are applied. Some properties as well as error estimates of the Nitsche mortar finite element schemes are proved. In particular, using a suitable degree of anisotropy of triangles in the boundary layers of a rectangle, convergence rates as known for the conforming finite element method are derived. Numerical examples illustrate the approach and the results.     

Finite volume approximation of stiff problems on two-dimensional curvilinear domain

The aim of this article is to apply a novel finite volume method to approximate a stiff problem for a two-dimensional curvilinear domain. The stiffness is caused by the existence of a small parameter in the equation which introduces a boundary layer along parts of the curvilinear boundary. Incorporating in the finite volume space the boundary layer correctors, the boundary layer singularities are absorbed. Hence, we propose a second order scheme for curvilinear domains using uniform meshes thus avoiding the costly refinement of mesh in the boundary layers.     

Finite Volume Approximation of One-Dimensional Stiff Convection-Diffusion Equations

In this work, we present a novel method to approximate stiff problems using a finite volume (FV) discretization. The stiffness is caused by the existence of a small parameter in the equation which introduces a boundary layer. The proposed semi-analytic method consists in adding in the finite volume space the boundary layer corrector which encompasses the singularities of the problem. We verify the stability and convergence of our finite volume schemes which take into account the boundary layer structures. A major feature of the proposed scheme is that it produces an efficient stable second order scheme to be compared with the usual stable upwind schemes of order one or the usual costly second order schemes demanding fine meshes.     

The falkneer-skan equation: Numerical solutions within group invariance theory

The iterative transformation method, defined within the framework of the group invariance theory, is applied to the numerical solution of the Falkner-Skan equation with relevant boundary conditions. In this problem a boundary condition at infinity is imposed which is not suitable for a numerical use. In order to overcome this difficulty we introduce a free boundary formulation of the problem, and we define the iterative transformation method that reducess the free boundary formulation to a sequence of initial value problems. Moreover, as far as the value of the wall shear stress is concerned we propose a numerical test of convergence. The usefulness of our approach is illustrated by considering the wall shear stress for the classical Homann and Hiemenz flows. In the Homann's case we apply the proposed numerical test of convergence, and meaningful numerical results are listed. Moreover, for both cases we compared our results with those reported in literature.     

Computation of Self-similar Solution Profiles for the Nonlinear Schrödinger Equation

We discuss the numerical computation of self-similar blow-up solutions of the classical nonlinear Schrödinger equation in three space dimensions. These solutions become unbounded in finite time at a single point at which there is a growing and increasingly narrow peak. The problem of the computation of this self-similar solution profile reduces to a nonlinear, ordinary differential equation on an unbounded domain. We show that a transformation of the independent variable to the interval [0,1] yields a well-posed boundary value problem with an essential singularity. This can be stably solved by polynomial collocation. Moreover, a Matlab solver developed by two of the authors can be applied to solve the problem efficiently and provides a reliable estimate of the global error of the collocation solution. This is possible because the boundary conditions for the transformed problem serve to eliminate undesired, rapidly oscillating solution modes and essentially reduce the problem of the computation of the physical solution of the problem to a boundary value problem with a singularity of the first kind. Furthermore, this last observation implies that our proposed solution approach is theoretically justified for the present problem.     

Family of quadratic spline difference schemes for a convection–diffusion problem

We consider the finite difference approximation of a singularly perturbed one-dimensional convection–diffusion two-point boundary value problem. It is discretized using quadratic splines as approximation functions, equations with various piecewise constant coefficients as collocation equations and a piecewise uniform mesh of Shishkin type. The family of schemes is derived using the collocation method. The numerical methods developed here are non-monotone and therefore apart from the consistency error we use Green's grid function analysis to prove uniform convergence. We prove the almost first order of convergence and furthermore show that some of the schemes have almost second-order convergence. Numerical experiments presented in the paper confirm our 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.     

DPG Method with Optimal Test Functions for a Fractional Advection Diffusion Equation

We develop an ultra-weak variational formulation of a fractional advection diffusion problem in one space dimension and prove its well-posedness. Based on this formulation, we define a DPG approximation with optimal test functions and show its quasi-optimal convergence. Numerical experiments confirm expected convergence properties, for uniform and adaptively refined meshes.     

Gradient Recovery for Singularly Perturbed Boundary Value Problems I: One-Dimensional Convection-Diffusion

We consider a Galerkin finite element method that uses piecewise linears on a class of Shishkin-type meshes for a model singularly perturbed convection-diffusion problem. We pursue two approaches in constructing superconvergent approximations of the gradient. The first approach uses superconvergence points for the derivative, while the second one combines the consistency of a recovery operator with the superconvergence property of an interpolant. Numerical experiments support our theoretical results. Received November 12, 1999; revised September 9, 2000     

Higher order discontinuous Galerkin method for acoustic pulse problem

We discuss the methodology of the validation of a higher order discontinuous Galerkin (DG) scheme for acoustic computations. That includes an accurate definition of the exact solution in the problem as well as careful study of convergence properties of a higher order DG scheme for a chosen acoustic problem. The efficiency of a higher order scheme will be confirmed for computations on coarse meshes.