Guaranteed a posteriori error estimates for nonconforming finite element approximations to a singularly perturbed reaction–diffusion problem

We derive guaranteed a posteriori error estimates for nonconforming finite element approximations to a singularly perturbed reaction–diffusion problem. First, an abstract a posteriori error bound is derived under a special equilibration condition. Based on conservative flux reconstruction, two error estimators are proposed and provide actual upper error bounds in the usual energy norm without unknown constants, one of which can be directly constructed without solving local Neumann problems and provide practical computable error bounds. The error estimators also provide local lower bounds but with the multiplicative constants dependent on the diffusion coefficient and mesh size, where the constants can be bounded for enough small mesh size comparable with the square root of the diffusion coefficient. By adding edge jumps with weights to the energy norm, two modified error estimators with additional edge tangential jumps are shown to be robust with respect to the diffusion coefficient and provide guaranteed upper bounds on the error in the modified norm. Finally, the performance of the estimators are illustrated by the numerical results.     

Nitsche-mortaring for singularly perturbed convection–diffusion problems

In the present paper we analyse a finite element method for a singularly perturbed convection–diffusion problem with exponential boundary layers. Using a mortaring technique we combine an anisotropic triangulation of the layer region (into rectangles) with a shape regular one of the remainder of the domain. This results in a possibly non-matching (and hybrid), but layer adapted mesh of Shishkin type. We study the error of the method allowing different asymptotic behaviour of the triangulations and prove uniform convergence and a supercloseness property of the method. Numerical results supporting our analysis are presented.     

A numerical method for a system of singularly perturbed reaction–diffusion equations

A Dirichlet problem for a system of two coupled singularly perturbed reaction–diffusion ordinary differential equations is examined. A numerical method whose solutions converge pointwise at all points of the domain independently of the singular perturbation parameters is constructed and analysed. Numerical results are presented, which illustrate the theoretical results.     

High-order discrete-time orthogonal spline collocation methods for singularly perturbed 1D parabolic reaction–diffusion problems

Quasi-optimal error estimates are derived for the continuous-time orthogonal spline collocation (OSC) method and also two discrete-time OSC methods for approximating the solution of 1D parabolic singularly perturbed reaction–diffusion problems. OSC with C¹ splines of degree r ≥ 3 on a Shishkin mesh is employed for the spatial discretization while the Crank–Nicolson method and the BDF2 scheme are considered for the time-stepping. The results of numerical experiments validate the theoretical analysis and also exhibit additional quasi-optimal results, in particular, superconvergence phenomena.     

The parameter uniform numerical method for singularly perturbed parabolic reaction–diffusion problems on equidistributed grids

This article presents the study of singularly perturbed parabolic reaction–diffusion problems with boundary layers. To solve these problems, we use a modified backward Euler finite difference scheme on layer adapted nonuniform meshes at each time level. The nonuniform meshes are obtained by equidistribution of a positive monitor function, which involves the second-order spatial derivative of the singular component of the solution. The equidistributing monitor function at each time level allows us to use this technique to non-linear parabolic problems. The truncation error and the stability analysis are obtained. Parameter–uniform error estimates are derived for the numerical solution. To support the theoretical results, numerical experiments are carried out.     

A posteriori error estimates for approximations of evolutionary convection–diffusion problems

We derive computable upper bounds for the difference between an exact solution of the evolutionary convection-diffusion problem and an approximation of this solution. The estimates are obtained by certain transformations of the integral identity that defines the generalized solution. These estimates depend on neither special properties of the exact solution nor its approximation and involve only global constants coming from embedding inequalities. The estimates are first derived for functions in the corresponding energy space, and then possible extensions to classes of piecewise continuous approximations are discussed. Bibliography: 7 titles.     

A singularly perturbed reaction–diffusion problem with inhomogeneous environment

Reaction–diffusion problems have been used to describe pattern formation in developmental biology and material science. I study the existence and stability of a singularly perturbed reaction–diffusion problem with inhomogeneous environment in one-dimensional space domain and also high-dimensional space domain.     

A P0–P0 weak Galerkin finite element method for solving singularly perturbed reaction–diffusion problems

This paper investigates the lowest-order weak Galerkin finite element (WGFE) method for solving reaction–diffusion equations with singular perturbations in two and three space dimensions. The system of linear equations for the new scheme is positive definite, and one might readily get the well-posedness of the system. Our numerical experiments confirmed our error analysis that our WGFE method of the lowest order could deliver numerical approximations of the order O(h^1/2) and O(h) in H¹ and L² norms, respectively.     

Stabilised approximation of interior-layer solutions of a singularly perturbed semilinear reaction–diffusion problem

A semilinear reaction–diffusion two-point boundary value problem, whose second-order derivative is multiplied by a small positive parameter e²{\varepsilon^2} , is considered. It can have multiple solutions. The numerical computation of solutions having interior transition layers is analysed. It is demonstrated that the accurate computation of such solutions is exceptionally difficult. To address this difficulty, we propose an artificial-diffusion stabilization. For both standard and stabilised finite difference methods on suitable Shishkin meshes, we prove existence and investigate the accuracy of computed solutions by constructing discrete sub- and super-solutions. Convergence results are deduced that depend on the relative sizes of e{\varepsilon} and N, where N is the number of mesh intervals. Numerical experiments are given in support of these theoretical results. Practical issues in using Newton’s method to compute a discrete solution are discussed.     

A singularly perturbed convection–diffusion problem in a half-plane

A singularly perturbed convection–diffusion equation with constant coefficients is considered in a half plane, with Dirichlet boundary conditions. The boundary function has a specified degree of regularity except for a jump discontinuity, or jump discontinuity in a derivative of specified order, at a point. Precise pointwise bounds for the derivatives of the solution are obtained. The bounds show both the strength of the interior layer emanating from the point of discontinuity and the blowup of the derivatives resulting from the discontinuity, and make precise the dependence of the derivatives on the singular perturbation parameter.     

Numerical analysis of a strongly coupled system of two singularly perturbed convection–diffusion problems

A system of two coupled singularly perturbed convection–diffusion ordinary differential equations is examined. The diffusion term in each equation is multiplied by a small parameter, and the equations are coupled through their convective terms. The problem does not satisfy a conventional maximum principle. Its solution is decomposed into regular and layer components. Bounds on the derivatives of these components are established that show explicitly their dependence on the small parameter. A numerical method consisting of simple upwinding and an appropriate piecewise-uniform Shishkin mesh is shown to generate numerical approximations that are essentially first order convergent, uniformly in the small parameter, to the true solution in the discrete maximum norm.      

A second order scheme for a time-dependent,singularly perturbed convection–diffusion equation

We consider a numerical scheme for a one-dimensional, time-dependent, singularly perturbed convection–diffusion problem. The problem is discretized in space by a standard finite element method on a Bakhvalov–Shishkin type mesh. The space error is measured in an L² norm. For the time integration, the implicit midpoint rule is used. The fully discrete scheme is shown to be convergent of order 2 in space and time, uniformly in the singular perturbation parameter.     

A higher-order hybrid spline difference method on adaptive mesh for solving singularly perturbed parabolic reaction–diffusion problems with robin-boundary conditions

We propose a hybrid numerical scheme to discretize a class of singularly perturbed parabolic reaction–diffusion problems with robin-boundary conditions on an equidistributed grid. The hybrid difference scheme is developed by using a modified backward difference scheme in time, a combination of the cubic spline and exponential spline difference scheme in space. The proposed scheme uses a cubic spline difference scheme for the discretization of robin-boundary conditions. For the time discretization of the problem, we use the standard uniform mesh while a layer adapted equidistributed grid is generated for the spatial discretization. By equidistributing a curvature-based monitor function, the spatial adaptive grid is able to capture the presence of parabolic boundary layers without using any prior information about the solution. Parameter uniform error estimates are derived to illustrate an optimal convergence of first-order in time and second-order in space for the proposed discretization. The accuracy of the proposed scheme is confirmed by the numerical experiments that underpin the theoretical analysis.     

Novel fitted operator finite difference methods for singularly perturbed elliptic convection–diffusion problems in two dimensions

We consider a class of singularly perturbed elliptic problems posed on a unit square. These problems are solved by using fitted mesh methods by many researchers but no attempts are made to solve them using fitted operator methods, except our recent work on reaction–diffusion problems [J.B. Munyakazi and K.C. Patidar, Higher order numerical methods for singularly perturbed elliptic problems, Neural Parallel Sci. Comput. 18(1) (2010), pp. 75–88]. In this paper, we design two fitted operator finite difference methods (FOFDMs) for singularly perturbed convection–diffusion problems which possess solutions with exponential and parabolic boundary layers, respectively. We observe that both of these FOFDMs are ?-uniformly convergent. This fact contradicts the claim about singularly perturbed convection–diffusion problems [Miller et al. Fitted Numerical Methods for Singular Perturbation Problems, World Scientific, Singapore, 1996] that ‘when parabolic boundary layers are present, …, it is not possible to design an ?-uniform FOFDM if the mesh is restricted to being a uniform mesh’. We confirm our theoretical findings through computational investigations and also found that we obtain better results than those of Linß and Stynes [Appl. Numer. Math. 31 (1999), pp. 255–270].     

Lower bounds for the blow-up time in a non-local reaction–diffusion problem

For a non-local reaction–diffusion problem with either homogeneous Dirichlet or homogeneous Neumann boundary conditions, the questions of blow-up are investigated. Specifically, if the solutions blow up, lower bounds for the time of blow-up are derived.