An approach to singular perturbation problems insoluble by asymptotic methods

Singular perturbation problems not amenable to solution by asymptotic methods require special treatment, such as the method of Carrier and Pearson. Rather than devising special methods for these problems, this paper suggests that there may be a uniform way to solve singular perturbation problems, which may or may not succumb to asymptotic methods. A potential mechanism for doing this is the author's boundary-value technique, a nonasymptotic method, which previously has only been applied to singular perturbation problems that lend themselves to asymptotic techniques. Two problems, claimed by Carrier and Pearson to be insoluble by asymptotic methods, are solved by the boundary-value method.     

Convergence of linear multistep methods for two-parameter singular perturbation problems

1. IntroductionIt is well known that the IVPs of ODEs in singular perturbation form may be consideredas a special class of stab problems. But it is regrettable that they can't be satisfactorily covered by B-theory (of. [2-8]) because of their very special structure. In the recede ten yeaxslmany importallt and illteresting results on the convergence of linear multistep methods,Runge-Kutta methods, Rosenbrock methods and general linear methods applied to oneparameter singular perturbation pr…     

关于耦合型对流-扩散方程组的奇异摄动边值问题

本文考虑下述耦合型对流-扩散方程组的奇异摄动边值问题:本文提出两种方法:一种是初值化解法,用这种方法,原始问题转化成一系列没有扰动的一阶微分方程或方程组的初值问题,从而得到一个渐近展开式;第二种是边值化解法,用这种方法,原始问题转化成一组没有边界层现象的边值问题,从而可以得到精确解和使用经典的数值方法去得到具有关于摄动参数ε一致的高精度数值解.     

CONVERGENCE RESULTS OF RUNGE-KUTTA METHODS FOR MULTIPLY-STIFF SINGULAR PERTURBATION PROBLEMS

AbstractThe main purpose of this paper is to present some convergence results for algebraically stable Runge-Kutta methods applied to some classes of one- and two-parameter multiply-stiff singular perturbation problems whose stiffness is caused by small parameters and some other factors. A numerical example confirms our results.     

On Spurious Solutions of Singular Perturbation Problems

A study is made of several nonlinear boundary-value problems of singular perturbation type for which a straightforward application of boundary-layer theory leads to spurious solutions. It is shown that these problems can be treated successfully by a slight modification of the method of matched asymptotic expansions. The analysis leads to several novel features which are not present in routine singular perturbation problems.     

Method for solving nonlinear initial value problems by combining homotopy perturbation and reproducing kernel Hilbert space methods

The nonlinear singular initial value problems including generalized Lane–Emden-type equations are investigated by combining homotopy perturbation method (HPM) and reproducing kernel Hilbert space method (RKHSM). He’s HPM is based on the use of traditional perturbation method and homotopy technique and can reduce a nonlinear problem to some linear problems and generate a rapid convergent series solution in most cases. RKHSM is also an analytical technique, which can overcome the difficulty at the singular point of non-homogeneous, linear singular initial value problems; especially when the singularity appears on the right-hand side of this type of equations, so it can solve powerfully linear singular initial value problems. Therefore, using advantages of these two methods, more general nonlinear singular initial value problems can be solved powerfully. Some numerical examples are presented to illustrate the strength of the method.     

A parameter robust numerical method for a two dimensional reaction-diffusion problem

In this paper a singularly perturbed reaction-diffusion partial differential equation in two space dimensions is examined. By means of an appropriate decomposition, we describe the asymptotic behaviour of the solution of problems of this kind. A central finite difference scheme is constructed for this problem which involves an appropriate Shishkin mesh. We prove that the numerical approximations are almost second order uniformly convergent (in the maximum norm) with respect to the singular perturbation parameter. Some numerical experiments are given that illustrate in practice the theoretical order of convergence established for the numerical method.

     

A parameter-uniform numerical method for a singularly perturbed two parameter elliptic problem

In this paper, a class of singularly perturbed elliptic partial differential equations posed on a rectangular domain is studied. The differential equation contains two singular perturbation parameters. The solutions of these singularly perturbed problems are decomposed into a sum of regular, boundary layer and corner layer components. Parameter-explicit bounds on the derivatives of each of these components are derived. A numerical algorithm based on an upwind finite difference operator and a tensor product of piecewise-uniform Shishkin meshes is analysed. Parameter-uniform asymptotic error bounds for the numerical approximations are established.     

Geometric Optics Approach to First-Passage Distributions: Caustic Boundaries and Exponentially Small Eigenvalues

We develop singular perturbation methods for computing the first passage time distribution for one-dimensional diffusion processes. Detailed results are given for an Ornstein–Uhlenbeck process, and the method is sketched for more general problems. For some parameter values, we find the presence of caustic boundaries; whereas, for other parameter values, there are exponentially small eigenvalues. We use the ray method of geometric optics and asymptotic matching.     

Modelling of topological derivatives for contact problems

The problem of topology optimization is considered for free boundary problems of thin obstacle types. The formulae for the first term of asymptotics for energy functionals are derived. The precision of obtained terms is verified numerically. The topological differentiability of solutions to variational inequalities is established. In particular, the so-called outer asymptotic expansion for solutions of contact problems in elasticity with respect to singular perturbation of geometrical domain depending on small parameter are derived by an application of nonsmooth analysis. Such results lead to the topological derivatives of shape functionals for contact problems. The topological derivatives are used in numerical methods of simultaneous shape and topology optimization. Partially supported by the grant 4 T11A 01524 of the State Committee for the Scientific Research of the Republic of Poland     

Asymptotic expansions using blow-up

The method of matched asymptotic expansions and geometric singular perturbation theory are the most common and successful approaches to singular perturbation problems. In this work we establish a connection between the two approaches in the context of the simple fold problem. Using the blow-up technique [5], [12] and the tools of geometric singular perturbation theory we derive asymptotic expansions of slow manifolds continued beyond the fold point. Our analysis explains the structure of the expansion and gives an algorithm for computing its coefficients.     

椭圆-抛物偏微分方程奇异摄动问题的差分解法

本文讨论了含有小参数在高阶导数项的椭圆型方程奇异摄动问题的差分解法.当ε=0时椭圆型方程退化为抛物型方程.作者根据此问题解的边界层性质,构造了特殊的差分格式:研究了它的收敛性和解的渐近性态.最后给出一个数值例题.     

The Use of an lnvariance Condition in the Solution of Multiple-Scale Singular Perturbation Problems: Ordinary Differential Equations

A new method is proposed for the solution of multiple-scale perturbation problems. The straightforward perturbation solution, with secular terms, is used to construct a uniformly-valid solution by enforcing an invariance property implicit in the expansion procedure. It is suggested that this method is more systematic than many methods currently in use and requires fewer a priori assumptions about the nature of the solution. A proof of the asymptotic validity of the method is given and some examples are presented.     

双曲-抛物型偏微分方程奇摄动混合问题的数值解法

构造了二阶双曲—抛物型方程奇摄动混合问题的差分格式，给出了差分解的能量不等式，并证明了差分解在离散范数下关于小参数一致收敛于摄动问题的解。     

双曲-双曲奇异摄动混合问题的一致收敛格式

本文构造了二阶双曲-双曲奇异摄动混合问题的差分格式,给出了差分解的能量不等式,并证明了差分解在离散范数下关于小参数一致收敛于摄动问题的解.     

On a class of elliptic singular perturbations with applications in population genetics

With the maximum principle for differential equations asymptotic estimates are made for a class of linear elliptic singular perturbation problems with resonant turning point behaviour in some of the independent variables. The method is applied to the stationary solution of the Kolmogorov backward equation in population genetics.     

一类具非线性边界条件的高阶方程的双参数奇摄动问题

研究了一类含双参数的非线性高阶微分方程的奇摄动问题.运用合成展开法构造了问题的形式渐近解,并运用微分不等式理论证明了原问题解的存在性及所得形式渐近解的一致有效性.     

Coercive singular perturbations II: Reduction and convergence

An algebra of pseudodifferential singular perturbations is introduced. It provides a constructive machinery in order to reduce an elliptic singularly perturbed operator (in $\text{R}$ⁿ or on a smooth manifold without border) to a regular perturbation. The technique developed is applied to some singularly perturbed boundary value problems as well. Special attention is given to a singular perturbation appearing in the linear theory of thin elastic plates. A Wiener-Hopf-type operator containing the small parameter reduces this singular perturbation to a regular one. It also gives rise to a natural recurrence process for the construction of high-order asymptotic formulae for the solution of the perturbed problem. The method presented can be extended to the general coercive singular perturbations.     

Numerical experiments with a multistep Radau method

This paper describes an implementation of multistep collocation methods, which are applicable to stiff differential problems, singular perturbation problems, and D.A.E.s of index 1 and 2.These methods generalize one-step implicit Runge-Kutta methods as well as multistep one-stage BDF methods. We give numerical comparisons of our code with two representative codes for these methods, RADAU5 and LSODE.     

Singular perturbation analysis of bistable differential equation arising in the nerve pulse propagation

This paper deals with the numerical analysis of time dependent parabolic partial differential equation. The equation has bistable nonlinearity and models electrical activity in a neuron. A qualitative analysis of the model is performed by means of a singular perturbation theory. A small parameter is introduced in the highest order derivative term. This small parameter is known as singular perturbation parameter. Boundary layers occur in the solution of singularly perturbed problems when the singular perturbation parameter tend to zero. These boundary layers are located in neighbourhoods of the boundary of the domain, where the solution has a very steep gradient. Most of the conventional methods fails to capture this effect. A numerical scheme is constructed to overcome this discrepancy in literature. A rigorous analysis is carried out to obtain a-priori estimates on the solution of the problem and its derivatives. It is then proven that the numerical method is unconditionally stable. Convergence and stability analysis is carried out. A set of numerical experiment is carried out and it is observed that the scheme faithfully mimics the dynamics of the model.