An efficient numerical method for singular perturbation problems

In this paper, we propose a method for the numerical solution of singularly perturbed two-point boundary-value problems (BVPs). First, we develop two schemes to integrate initial–value problem (IVP) for system of two first-order differential equations, and then by using these schemes we solve the BVP. Precisely, we convert the second-order BVP into a system of first-order differential equations, and then apply the numerical schemes to obtain the solution. In order to get an initial condition for the system, we use the asymptotic approximate solution. Error estimates are derived and numerical examples are provided to illustrate the present method.     

Approximate method for the numerical solution of singular perturbation problems

We present an approximate method for the numerical solution of linear singularly perturbed two point boundary value problems in ordinary differential equations with a boundary layer on the left end of the underlying interval. It is motivated by the asymptotic behavior of singular perturbation problems. The original problem is divided into inner and outer region problems. The reduced problem is solved to obtain the terminal boundary condition. Then, a new inner region problem is created and solved as a two point boundary value problem. In turn, the outer region problem is also modified and the resulting problem is efficiently treated by employing the trapezoidal formula coupled with discrete invariant imbedding algorithm. The proposed method is iterative on the terminal point. Some numerical experiments have been included to demonstrate its applicability.     

On the numerical integration of a class of singular perturbation problems

A three-point difference scheme recently proposed in Ref. 1 for the numerical solution of a class of linear, singularly perturbed, two-point boundary-value problems is investigated. The scheme is derived from a first-order approximation to the original problem with a small deviating argument. It is shown here that, in the limit, as the deviating argument tends to zero, the difference scheme converges to a one-sided approximation to the original singularly perturbed equation in conservation form. The limiting scheme is shown to be stable on any uniform grid. Therefore, no advantage arises from using the deviating argument, and the most accurate and efficient results are obtained with the deviation at its zero limit.     

High order generalized upwind schemes and numerical solution of singular perturbation problems

High even order generalizations of the traditional upwind method are introduced to solve second order ODE-BVPs without recasting the problem as a first order system. Both theoretical analysis and numerical comparison with central difference schemes of the same order show that these new methods may avoid typical oscillations and achieve high accuracy. Singular perturbation problems are taken into account to emphasize the main features of the proposed methods. AMS subject classification (2000)  65L10, 65L12, 65L50     

A nonasymptotic method for singular perturbation problems

In this paper, an approximate method for the numerical integration of singularly perturbed two-point boundary-value problems with a boundary layer on the left end of the underlying interval is presented. The method is distinguished by the following fact: the original second-order differential equation is replaced by an approximate first-order differential equation with a small deviating argument and is solved efficiently by employing the Simpson rule, coupled with the discrete invariant imbedding algorithm. The proposed method is iterative on the deviating argument. Several numerical examples have been solved to demonstrate the applicability of the method.     

Asymptotic analysis of a second-order singular perturbation model for phase transitions

We study the asymptotic behavior, as ${\varepsilon}$ tends to zero, of the functionals ${F^k_\varepsilon}$ introduced by Coleman and Mizel in the theory of nonlinear second-order materials; i.e., $$F^k_\varepsilon(u):=\int\limits_{I} \left(\frac{W(u)}{\varepsilon}-k\,\varepsilon\,(u')^2+\varepsilon^3(u'')^2\right)\,dx,\quad u\in W^{2,2}(I),$$ where k?>?0 and ${W:\mathbb{R}\to[0,+\infty)}$ is a double-well potential with two potential wells of level zero at ${a,b\in\mathbb{R}}$ . By proving a new nonlinear interpolation inequality, we show that there exists a positive constant k ₀ such that, for k?<?k ₀, and for a class of potentials W, ${(F^k_\varepsilon)}$ ??(L ¹)-converges to $$F^k(u):={\bf m}_k \, \#(S(u)),\quad u\in BV(I;\{a,b\}),$$ where m _k is a constant depending on W and k. Moreover, in the special case of the classical potential ${W(s)=\frac{(s^2-1)^2}{2}}$ , we provide an upper bound on the values of k such that the minimizers of ${F_\varepsilon^k}$ cannot develop oscillations on some fine scale and a lower bound on the values for which oscillations occur, the latter improving a previous estimate by Mizel, Peletier and Troy.     

Asymptotic stability in singular perturbation problems. II: Problems having matched asymptotic expansion solutions

The stability of systems of ordinary differential equations of the form

$\text{dx}\text{dt}\text{= f(t, x, y, ?), ?}\text{dy}\text{dt}\text{= g(t, x, y, ?)}$

, where ? is a real parameter near zero, is studied. It is shown that if the reduced problem

$\text{dx}\text{dt}\text{= f(t, x, y, 0), 0 = g(t, x, y, 0)}$

, is stable, and certain other conditions which ensure that the method of matched asymptotic expansions can be used to construct solutions are satisfied, then the full problem is asymptotically stable as t → ∞, and a domain of stability is determined which is independent of ?. Moreover, under certain additional conditions, it is shown that the solutions of the perturbed problem have limits as t → ∞. In this case, it is shown how these limits can be calculated directly from the equations

$\text{f(∞, x, y, ?) = 0 g(∞, x, y, ?) = 0}$

as expansions in powers of ?.     

A class of simple exponential B-splines and their application to numerical solution to singular perturbation problems

Summary We shall consider an application of simple exponential splines to the numerical solution of singular perturbation problem. The computational effort involved in our collocation method is less than that required for the other methods of exponential type.     

A finite differences MATLAB code for the numerical solution of second order singular perturbation problems

We show the main features of the MATLAB code HOFiD_UP for solving second order singular perturbation problems. The code is based on high order finite differences, in particular on the generalized upwind method. Within its simplicity, it uses order variation and continuation for solving any difficult nonlinear scalar problem. Several numerical tests on linear and nonlinear problems are considered. The best performances are reported on problems with perturbation parameters near the machine precision, where most of the codes for two-point BVPs fail.     

Remarks on elliptic singular perturbation problems

We show the effectiveness of viscosity-solution methods in asymptotic problems for second-order elliptic partial differential equations (PDEs) with a small parameter. Our stress here is on the point that the methods, based on stability results [3], [16], apply without hard PDE calculations. We treat two examples from [11] and [23]. Moreover, we generalize the results to those for Hamilton—Jacobi—Bellman equations with a small parameter.H. Ishii was supported in part by the AFOSR under Grant No. AFOSR 85-0315 and the Division of Applied Mathematics, Brown University.     

A nonasymptotic method for general linear singular perturbation problems

The nonasymptotic method developed in Ref. 1 has been extended for solving general linear singularly perturbed two-point boundary-value problems. Firstly, we discuss problems with a right-hand boundary layer. Secondly, we discuss problems with an interior layer. Finally, we discuss problems with two boundary layers. Numerical experience with the method for some model problems is also reported to confirm the theoretical analysis.     

On the numerical solution of singular two‐point boundary value problems: A domain decomposition homotopy perturbation approach

This paper reports a modified homotopy perturbation algorithm, called the domain decomposition homotopy perturbation method (DDHPM), for solving two‐point singular boundary value problems arising in science and engineering. The essence of the approach is to split the domain of the problem into a number of nonoverlapping subdomains. In each subdomain, a method based on a combination of HPM and integral equation formalism is implemented. The boundary condition at the right endpoint of each inner subdomain is established before deriving an iterative scheme for the components of the solution series. The accuracy and efficiency of the DDHPM are demonstrated by 4 examples (2 nonlinear and 2 linear). In comparison with the traditional HPM, the proposed domain decomposition HPM is highly accurate.     

A posteriori error analysis for defect correction method for two parameter singular perturbation problems

Defect correction method is used for two parameter singular perturbation problem on Bakhvalov-Shishkin mesh. Use of defect correction method on Bakhvalov-Shishkin mesh gives a second order convergence. A posteriori error estimate is obtained. The numerical examples are given to establish the second order convergence in practice.     

Multi-peak solutions for some singular perturbation problems

We consider the problem where is a smooth domain in , not necessarily bounded, is a small parameter and f is a superlinear, subcritical nonlinearity. It is known that this equation possesses a solution that concentrates, as approaches zero, at a maximum of the function , the distance to the boundary. We obtain multi-peak solutions of the equation given above when the domain presents a distance function to its boundary d with multiple local maxima. We find solutions exhibiting concentration at any prescribed finite set of local maxima, possibly degenerate, of d. The proof relies on variational arguments, where a penalization-type method is used together with sharp estimates of the critical values of the appropriate functional. Our main theorem extends earlier results, including the single peak case. We allow a degenerate distance function and a more general nonlinearity. Received September 3, 1998 / Accepted February 29, 1999