Tension spline collocation methods for singularly perturbed Volterra integro-differential and Volterra integral equations

We consider the numerical discretization of singularly perturbed Volterra integro-differential equations (VIDE)

(*)

and Volterra integral equations (VIE)

(**)

by tension spline collocation methods in certain tension spline spaces, where is a small parameter satisfying 0<1, and q₁, q₂, g and K are functions sufficiently smooth on their domains to ensure that Eqs. (*) and (**) posses a unique solution.We give an analysis of the global convergence properties of a new tension spline collocation solution for 0<1 for singularly perturbed VIDE and VIE; thus, extending the existing theory for =1 to the singularly perturbed case.     

Mathematical modeling of heat-distribution processes using generalized equations for thermal conductivity

Problems in the mathematical modeling of heat-distribution processes on the basis of more general equations than parabolic equations are considered. We study the general structure of the relations between solutions of various approximations to the generalized heat-conductivity equations. We introduce a notion of singularly perturbed dissipative structures and analyze singularly perturbed blow-up regimes.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 70, pp. 54–60, 1990.     

Formal asymptotic solution of a singularly perturbed nonlinear optimal control problem

A system of equations that arises in a singularly perturbed optimal control problem is studied. We give conditions under which a formal asymptotic solution exists. This formal asymptotic solution consists of an outer expansion and left and right boundary-layer expansions. A feature of our procedure is that we do nota priori eliminate the control function from the problem. In particular, we construct a formal asymptotic expansion for the control directly. We apply our procedure to a Mayer-type problem. The paper concludes with a worked example.     

An Iterative Tikhonov Regularization for Solving Singularly Perturbed Elliptic PDE

In this paper, we consider a class of singularly perturbed elliptical problems with homogeneous boundary conditions. We consider a regularized iterative method for solving such problems. Convergence analysis and error estimate are derived. The regularization parameter is chosen according to an a priori strategy. We give numerical results to illustrate that the method is implementable compared with numerical methods such as Shishkin and finite element schemes. The study demonstrates that the iterated regularized scheme can be considered as an alternate method for solving singularly perturbed elliptical problems.     

Singularly perturbed integral equations

We study singularly perturbed Fredholm equations of the second kind. We give sufficient conditions for existence and uniqueness of solutions and describe the asymptotic behavior of the solutions. We examine the relationship between the solutions of the perturbed and unperturbed equations, exhibiting the degeneration of the boundary layer to delta functions. The results are applied to several examples including the Volterra equations.     

Numerical integrators for quantum dynamics close to the adiabatic limit

Summary.  We study the numerical solution of singularly perturbed Schr?-dinger equations with time-dependent Hamiltonian. Based on a reformulation of the equations, we derive time-reversible numerical integrators which can be used with step sizes that are substantially larger than with traditional integration schemes. A complete error analysis is given for the adiabatic case. To deal with avoided crossings of energy levels, which lead to non-adiabatic behaviour, we propose an adaptive extension of the methods which resolves the sharp transients that appear in non-adiabatic state transitions. Received November 12, 2001 / Revised version received May 8, 2002 / Published online October 29, 2002 Mathematics Subject Classification (1991): 65L05, 65M15, 65M20, 65L70.     

On the structure of solutions of a system of singularly perturbed differential equations with nondiagonalizable limit operator

We construct uniform asymptotics of a solution of a heterogeneous system of singularly perturbed differential equations in the case of nondiagonalizable limit operator. We consider the case where the spectrum of the limit operator contains an unstable element at the point x = 0. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 50, No. 7, pp. 867–876, July, 1998.     

Singularly perturbed and nonlocal modulation equations for systems with interacting instability mechanisms

Summary Two related systems of coupled modulation equations are studied and compared in this paper. The modulation equations are derived for a certain class of basic systems which are subject to two distinct, interacting, destabilising mechanisms. We assume that, near criticality, the ratio of the widths of the unstable wavenumber-intervals of the two (weakly) unstable modes is small—as, for instance, can be the case in double-layer convection. Based on these assumptions we first derive a singularly perturbed modulation equation and then a modulation equation with a nonlocal term. The reduction of the singularly perturbed system to the nonlocal system can be interpreted as a limit in which the width of the smallest unstable interval vanishes. We study and compare the behaviour of the stationary solutions of both systems. It is found that spatially periodic stationary solutions of the nonlocal system exist under the same conditions as spatially periodic stationary solutions of the singularly perturbed system. Moreover, these solutions can be interpreted as representing the same quasi-periodic patterns in the underlying basic system. Thus, the ‘Landau reduction’ to the nonlocal system has no significant influence on the stationary quasi-periodic patterns. However, a large variety of intricate heteroclinic and homoclinic connections is found for the singularly perturbed system. These orbits all correspond to so-called ‘localised structures’ in the underlying system: They connect simple periodic patterns atx → ± ∞. None of these patterns can be described by the nonlocal system. So, one may conclude that the reduction to the nonlocal system destroys a rich and important set of patterns.     

Numerical Analysis of a Nonlinear Singularly Perturbed Delay Volterra Integro-Differential Equation on an Adaptive Grid

In this paper, we study a nonlinear first-order singularly perturbed Volterra integro-differential equation with delay. This equation is discretized by the backward Euler for differential part and the composite numerical quadrature formula for integral part for which both an a priori and an a posteriori error analysis in the maximum norm are derived. Based on the a priori error bound and mesh equidistribution principle, we prove that there exists a mesh gives optimal first order convergence which is robust with respect to the perturbation parameter. The a posteriori error bound is used to choose a suitable monitor function and design a corresponding adaptive grid generation algorithm. Furthermore, we extend our presented adaptive grid algorithm to a class of second-order nonlinear singularly perturbed delay differential equations. Numerical results are provided to demonstrate the effectiveness of our presented monitor function. Meanwhile, it is shown that the standard arc-length monitor function is unsuitable for this type of singularly perturbed delay differential equations with a turning point.     

指数二分性与自治奇摄动系统的退化同宿分支

利用指数二分性理论和泛函分析方法，我们研究了自治奇摄动系统的同，异宿轨道的存在性，给出了高维奇摄动系统从退化系统分支出同异宿轨道的Ｍｅｌ－ｎｉｋｏｖ型函数。     

An application of the exponential cubic splines to numerical solution of a self-adjoint perturbation problem

We present a class of the second order optimal splines difference schemes derived from expomential cubic splines for self-adjoint singularly perturbed 2-point boundary value problem. We prove an optimal error estimate and give illustrative numerical example.     

Multifrequency oscillations of singularly perturbed systems

We consider a system of differential equations that consists of two parts, a regularly perturbed and a singularly perturbed one. We assume that the matrix of the linear part of the regularly perturbed system has pure imaginary eigenvalues, while the matrix of the singularly perturbed part is hyperbolic; i.e., all of its eigenvalues have nonzero real parts.     

An extension of Tikhonov's theorem in singular perturbations for the planar case

A classical error estimate for singularly perturbed ordinary differential equations due to A. N. Tikhonov is generalized in the neighbourhood of a so-called leaving point where a certain stability assumption ceases to be valid. This is done for the planar case, and an application to the Van der Pol relaxation oscillator is given.     

Turning point in a system of differential equations with analytic operator

We construct uniform asymptotics for a solution of a system of singularly perturbed differential equations with turning point. We consider the case where the boundary operator analytically depends on a small parameter.     

Global error estimates for a uniparametric family of stiffly accurate Runge-Kutta collocation methods on singularly perturbed problems

An error analysis for a newly defined uniparametric family of stiffly accurate Runge-Kutta collocation methods when applied to initial value problems for singularly perturbed differential equations is carried out. The so-called SAFERK methods possess a first internal stage of explicit type and are based on collocation nodes. Sharp convergence results are obtained for these methods through the analysis of a sequence of higher index Differential Algebraic Equations. A numerical test with the Van der Pol oscillator reveals that the proposed error estimates are realistic whenever the stepsize h is large enough compared to the stiffness parameter ε.     

A new fitted operator finite difference method to solve systems of evolutionary reaction-diffusion equations

Abstract

In recent years, fitted operator finite difference methods (FOFDMs) have been developed for numerous types of singularly perturbed ordinary differential equations. The construction of most of these methods differed though the final outcome remained similar. The most crucial aspect was how the difference operator was designed to approximate the differential operator in question. Very often the approaches for constructing these operators had limited scope in the sense that it was difficult to extend them to solve even simple one-dimensional singularly perturbed partial differential equations. However, in some of our most recent work, we have successfully designed a class of FOFDMs and extended them to solve singularly perturbed time-dependent partial differential equations. In this paper, we design and analyze a robust FOFDM to solve a system of coupled singularly perturbed parabolic reaction-diffusion equations. We use the backward Euler method for the semi-discretization in time. An FOFDM is then developed to solve the resulting set of boundary value problems. The proposed method is analyzed for convergence. Our method is uniformly convergent with order one and two, respectively, in time and space, with respect to the perturbation parameters. Some numerical experiments supporting the theoretical investigations are also presented.     

Singularly Perturbed Markov Chains with Two Small Parameters: A Matched Asymptotic Expansion

This work is concerned with asymptotic properties of solutions to forward equations for singularly perturbed Markov chains with two small parameters. It is motivated by the model of a cost-minimizing firm involving production planning and capacity expansion and a two-level hierarchical decomposition. Our effort focuses on obtaining asymptotic expansions of the solutions to the forward equation. Different from previous work on singularly perturbed Markov chains, the inner expansion terms are constructed by solving certain partial differential equations. The methods of undetermined coefficients are used. The error bound is obtained.     

Asymptotic expansion for the solution of singularly perturbed delay differential equations

Singular perturbation problems occur in many areas, including biochemical kinetics, genetics, plasma physics, and mechanical and electrical systems. For practical problems, one seeks a uniformly valid, readily interpretable approximation to a solution that does not behave uniformly. In this paper we extend singular perturbation theory in ordinary differential equations to delay differential equations with a fixed lag. We aim to give an explicit sufficient condition so that the solution of a class of singularly perturbed delay differential equations can be asymptotically expanded. O'Malley-Hoppensteadt technique is adopted in the construction of approximate solutions for such problems. Some particular phenomena different from singularly perturbed ordinary differential equations are discovered.     

Uniform second-order pointwise convergence of a central difference approximation for a quasilinear convection-diffusion problem

A singularly perturbed quasilinear two-point boundary value problem with an exponential boundary layer is considered. The problem is discretized using the standard central difference scheme on generalized Shishkin-type meshes. We give a uniform second-order error estimate in a discrete L_∞ norm. Numerical experiments support the theoretical results.     

Numerical solutions of integral and integro-differential equations using Legendre polynomials

In this paper, a finite Legendre expansion is developed to solve singularly perturbed integral equations, first order integro-differential equations of Volterra type arising in fluid dynamics and Volterra delay integro-differential equations. The error analysis is derived. Numerical results and comparisons with other methods in literature are considered.