A Fitted Numerov Method for Singularly Perturbed Parabolic Partial Differential Equation with a Small Negative Shift Arising in Control Theory

In this paper, a fitted Numerov method is constructed for a class of singularly perturbed one-dimensional parabolic partial differential equations with a small negative shift in the temporal variable. Similar boundary value problems are associated with a furnace used to process a metal sheet in control theory. Here, the study focuses on the effect of shift on the boundary layer behavior of the solution via finite difference approach. When the shift parameter is smaller than the perturbation parameter, the shifted term is expanded in Taylor series and an exponentially fitted tridiagonal finite difference scheme is developed. The proposed finite difference scheme is unconditionally stable. When the shift parameter is larger than the perturbation parameter, a special type of mesh is used for the temporal variable so that the shift lies on the nodal points and an exponentially fitted scheme is developed. This scheme is also unconditionally stable. The applicability of the proposed methods is demonstrated by means of two examples.     

A singular perturbation approach to solve Burgers–Huxley equation via monotone finite difference scheme on layer-adaptive mesh

This paper deals with a numerical method for solving one-dimensional unsteady Burgers–Huxley equation with the viscosity coefficient ε. The parameter ε takes any values from the half open interval (0, 1]. At small values of the parameter ε, an outflow boundary layer is produced in the neighborhood of right part of the lateral surface of the domain and the problem can be considered as a non-linear singularly perturbed problem with a singular perturbation parameter ε. Using singular perturbation analysis, asymptotic bounds for the derivatives of the solution are established by decomposing the solution into smooth and singular components. We construct a numerical scheme that comprises of implicit-Euler method to discretize in temporal direction on uniform mesh and a monotone hybrid finite difference operator to discretize the spatial variable with piecewise uniform Shishkin mesh. To obtain better accuracy, we use central finite difference scheme in the boundary layer region. Shishkin meshes are refined in the boundary layer region, therefore stability constraint is satisfied by proposed scheme. Quasilinearization process is used to tackle the non-linearity and it is shown that quasilinearization process converges quadratically. The method has been shown to be first order uniformly accurate in the temporal variable, and in the spatial direction it is first order parameter uniform convergent in the outside region of boundary layer, and almost second order parameter uniform convergent in the boundary layer region. Accuracy and uniform convergence of the proposed method is demonstrated by numerical examples and comparison of numerical results made with the other existing methods.     

具有非局部边界的奇异摄动问题的数值解

研究了具有非局部边界的奇异摄动问题。对于正的小摄动参数，其解显示出边界层特性。为了求解该问题，构造了非等距网格上的指数型有限差分。还给出了小参数时的一致收敛性分析，同时给出了一个数值例子。     

Flow and heat transfer of double fractional Maxwell fluids over a stretching sheet with variable thickness

This paper presents research on the fractional boundary layer flow and heat transfer over a stretching sheet with variable thickness. Based on the Caputo operators, the double fractional Maxwell model and generalized Fourier's law are introduced to the constitutive relationships. The governing equations are solved numerically by utilizing the finite difference method. The effects of fractional parameters on the velocity and temperature field are analyzed. The results indicate that the larger is the fractional stress parameter, the stronger is the elastic characteristic. However, fluids show viscous fluid-like behavior for a larger value of fractional strain parameter. Moreover, the numerical solutions are in good agreement with the exact solution and the convergence order can achieve the expected first order. The numerical method in this study is reliable and can be extended to other fractional boundary layer problems over a variable thickness sheet.     

Numerical treatment of a mathematical model arising from a model of neuronal variability

In this paper, we describe a numerical approach based on finite difference method to solve a mathematical model arising from a model of neuronal variability. The mathematical modelling of the determination of the expected time for generation of action potentials in nerve cells by random synaptic inputs in dendrites includes a general boundary-value problem for singularly perturbed differential-difference equation with small shifts. In the numerical treatment for such type of boundary-value problems, first we use Taylor approximation to tackle the terms containing small shifts which converts it to a boundary-value problem for singularly perturbed differential equation. A rigorous analysis is carried out to obtain priori estimates on the solution of the problem and its derivatives up to third order. Then a parameter uniform difference scheme is constructed to solve the boundary-value problem so obtained. A parameter uniform error estimate for the numerical scheme so constructed is established. Though the convergence of the difference scheme is almost linear but its beauty is that it converges independently of the singular perturbation parameter, i.e., the numerical scheme converges for each value of the singular perturbation parameter (however small it may be but remains positive). Several test examples are solved to demonstrate the efficiency of the numerical scheme presented in the paper and to show the effect of the small shift on the solution behavior.     

Finite Element Analysis for Mass-Lumped Three-Step Taylor Galerkin Method for Time Dependent Singularly Perturbed Problems with Exponentially Fitted Splines

The motive of the current study is to derive pointwise error estimates for the three-step Taylor Galerkin finite element method for singularly perturbed problems. Pointwise error estimates have not been derived so far for the said method in the finite element framework. Singularly perturbed problems represent a class of problems containing a very sharp boundary layer in their solution. A small parameter called singular perturbation parameter is multiplied with the highest order derivative terms. When this parameter becomes smaller and smaller, a boundary layer occurs and the solution changes very abruptly in a very small portion of the domain. Because of this sudden change in the nature of the solution, it becomes very difficult for the numerical methods to capture the solution accurately specially in the boundary layer region. In the present study finite element analysis has been carried out for such one-dimensional singularly perturbed time dependent convection-diffusion equations. Exponentially fitted splines have been used for the three-step Taylor Galerkin finite element method to converge. Pointwise error estimates have been derived for the method and it is shown that the method is conditionally convergent of first order accurate in space and third order accurate in time. Numerical results have been presented for both the linear and nonlinear problems.     

A layer adaptive B‐spline collocation method for singularly perturbed one‐dimensional parabolic problem with a boundary turning point

In this article, we develop a parameter uniform numerical method for a class of singularly perturbed parabolic equations with a multiple boundary turning point on a rectangular domain. The coefficient of the first derivative with respect to x is given by the formula a₀(x, t)x^p, where a₀(x, t) ≥ α > 0 and the parameter p ∈ [1,∞) takes the arbitrary value. For small values of the parameter ε, the solution of this particular class of problem exhibits the parabolic boundary layer in a neighborhood of the boundary x = 0 of the domain. We use the implicit Euler method to discretize the temporal variable on uniform mesh and a B‐spline collocation method defined on piecewise uniform Shishkin mesh to discretize the spatial variable. Asymptotic bounds for the derivatives of the solution are established by decomposing the solution into smooth and singular component. These bounds are applied in the convergence analysis of the proposed scheme on Shishkin mesh. The resulting method is boundary layer resolving and has been shown almost second‐order accurate in space and first‐order accurate in time. It is also shown that the proposed method is uniformly convergent with respect to the singular perturbation parameter ε. Some numerical results are given to confirm the predicted theory and comparison of numerical results made with a scheme consisting of a standard upwind finite difference operator on a piecewise uniform Shishkin mesh. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1143–1164, 2011     

具有双参数的弱非线性方程的奇摄动解

讨论了一四阶具有双参数的弱非线性方程在有限区间上的奇摄动边值问题．在一定的假设下,首先,利用幂级数形式展开方法,构造了原问题的外部解A·D2其次,利用伸长变量,在左端点附近构造问题解的第一边界层校正项．然后,利用更强的伸长变量,仍然在左端点附近构造问题解的第二边界层校正项．第二边界层的厚度比第一边界层的厚度更小,形成在左端点附近的边界层的套层．最后利用微分不等式理论,证明了边值问题解的存在性、和在整个区间内一致有效性和渐近性态,得到了满意的结果．     

Lattice Boltzmann simulation for high-speed compressible viscous flows with a boundary layer

In this study, the lattice Boltzmann method is employed for simulating high-speed compressible viscous flows with a boundary layer. The coupled double-distribution-function lattice Boltzmann method proposed by Li et al. (2007) is employed because of its good numerical stability and non-free-parameter feature. The non-uniform mesh construction near the wall boundary in fine grids is combined with an appropriate wall boundary treatment for the finite difference method in order to obtain accurate spatial resolution in the boundary layer problem. Three typical problems in high-speed viscous flows are solved in the lattice Boltzmann simulation, i.e., the compressible boundary layer problem, shock wave problem, and shock boundary layer interaction problem. In addition, in-depth comparisons are made with the non-oscillatory and non-free-parameter dissipation (NND) scheme and second order upwind scheme in the present lattice Boltzmann model. Our simulation results indicate the great potential of the lattice Boltzmann method for simulating high-speed compressible viscous flows with a boundary layer. Further research is needed (e.g., better numerical models and appropriate finite difference schemes) because the lattice Boltzmann method is still immature for high-speed compressible viscous flow applications.     

A higher order difference method for singularly perturbed parabolic partial differential equations

This paper studies a higher order numerical method for the singularly perturbed parabolic convection-diffusion problems where the diffusion term is multiplied by a small perturbation parameter. In general, the solutions of these type of problems have a boundary layer. Here, we generate a spatial adaptive mesh based on the equidistribution of a positive monitor function. Implicit Euler method is used to discretize the time variable and an upwind scheme is considered in space direction. A higher order convergent solution with respect to space and time is obtained using the postprocessing based extrapolation approach. It is observed that the convergence is independent of perturbation parameter. This technique enhances the order of accuracy from first order uniform convergence to second order uniform convergence in space as well as in time. Comparative study with the existed meshes show the highly effective behavior of the present method.     

Effect of rotation on the onset of double diffusive convection in a Darcy porous medium saturated with a couple stress fluid

The effect of rotation on the onset of double diffusive convection in a horizontal couple stress fluid-saturated porous layer, which is heated and salted from below, is studied analytically using both linear and weak nonlinear stability analyses. The extended Darcy model, which includes the time derivative and Coriolis terms, has been employed in the momentum equation. The onset criterion for stationary, oscillatory and finite amplitude convection is derived analytically. The effect of Taylor number, couple stress parameter, solute Rayleigh number, Lewis number, Darcy–Prandtl number, and normalized porosity on the stationary, oscillatory, and finite amplitude convection is shown graphically. It is found that the rotation, couple stress parameter and solute Rayleigh number have stabilizing effect on the stationary, oscillatory, and finite amplitude convection. The Lewis number has a stabilizing effect in the case of stationary and finite amplitude modes, with a destabilizing effect in the case of oscillatory convection. The Darcy–Prandtl number and normalized porosity advances the onset of oscillatory convection. A weak nonlinear theory based on the truncated representation of Fourier series method is used to find the finite amplitude Rayleigh number and heat and mass transfer. The transient behavior of the Nusselt number and Sherwood number is investigated by solving the finite amplitude equations using Runge–Kutta method.     

An implicit scheme for singularly perturbed parabolic problem with retarded terms arising in computational neuroscience

A class of time‐dependent singularly perturbed convection‐diffusion problems with retarded terms arising in computational neuroscience is considered. In particular, a numerical scheme for the parabolic convection‐diffusion problem where the second‐order derivative with respect to the spatial direction is multiplied by a small perturbation parameter and the shifts are of is constructed. The Taylor series expansion is used to tackle the shift terms. The continuous problem is semidiscretized using the Crank‐Nicolson finite difference method in the temporal direction and the resulting set of ordinary differential equations is discretized using a midpoint upwind finite difference scheme on an appropriate piecewise uniform mesh, which is dense in the boundary layer region. It is shown that the proposed numerical scheme is second‐order accurate in time and almost first‐order accurate in space with respect to the perturbation parameter . To validate the computational results and efficiency of the method some numerical examples are encountered and the numerical results are compared with some existing results. It is observed that the numerical approximations are fairly good irrespective of the size of the delay and the advance till they are of . The effect of the shifts on the boundary layer has also been observed.     

A high order HODIE finite difference scheme for 1D parabolic singularly perturbed reaction-diffusion problems

This paper deals with the numerical approximation of the solution of 1D parabolic singularly perturbed problems of reaction-diffusion type. The numerical method combines the standard implicit Euler method on a uniform mesh to discretize in time and a HODIE compact fourth order finite difference scheme to discretize in space, which is defined on a priori special meshes condensing the grid points in the boundary layer regions. The method is uniformly convergent having first order in time and almost fourth order in space. The analysis of the uniform convergence is made in two steps, splitting the contribution to the error from the time and the space discretization. Although this idea has been previously used to prove the uniform convergence for parabolic singularly perturbed problems, here the proof is based on a new study of the asymptotic behavior of the exact solution of the semidiscrete problems obtained after the time discretization by using the Euler method. Some numerical results are given corroborating in practice the theoretical results.     

Unsteady convective boundary layer flow of a viscous fluid at a vertical surface with variable fluid properties

In this paper we present numerical solutions to the unsteady convective boundary layer flow of a viscous fluid at a vertical stretching surface with variable transport properties and thermal radiation. Both assisting and opposing buoyant flow situations are considered. Using a similarity transformation, the governing time-dependent partial differential equations are first transformed into coupled, non-linear ordinary differential equations with variable coefficients. Numerical solutions to these equations subject to appropriate boundary conditions are obtained by a second order finite difference scheme known as the Keller-Box method. The numerical results thus obtained are analyzed for the effects of the pertinent parameters namely, the unsteady parameter, the free convection parameter, the suction/injection parameter, the Prandtl number, the thermal conductivity parameter and the thermal radiation parameter on the flow and heat transfer characteristics. It is worth mentioning that the momentum and thermal boundary layer thicknesses decrease with an increase in the unsteady parameter.     

A high order accurate numerical method for solving two‐dimensional dual‐phase‐lagging equation with temperature jump boundary condition in nanoheat conduction

Dual‐phase‐lagging (DPL) equation with temperature jump boundary condition (Robin's boundary condition) shows promising for analyzing nanoheat conduction. For solving it, development of higher‐order accurate and unconditionally stable (no restriction on the mesh ratio) numerical schemes is important. Because the grid size may be very small at nanoscale, using a higher‐order accurate scheme will allow us to choose a relative coarse grid and obtain a reasonable solution. For this purpose, recently we have presented a higher‐order accurate and unconditionally stable compact finite difference scheme for solving one‐dimensional DPL equation with temperature jump boundary condition. In this article, we extend our study to a two‐dimensional case and develop a fourth‐order accurate compact finite difference method in space coupled with the Crank–Nicolson method in time, where the Robin's boundary condition is approximated using a third‐order accurate compact method. The overall scheme is proved to be unconditionally stable and convergent with the convergence rate of fourth‐order in space and second‐order in time. Numerical errors and convergence rates of the solution are tested by two examples. Numerical results coincide with the theoretical analysis. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1742–1768, 2015     

Modified equation based mesh adaptation algorithm for evolutionary scalar partial differential equations

It is well known that on uniform mesh classical higher order schemes for evolutionary problems yield an oscillatory approximation of the solution containing discontinuity or boundary layers. In this article, an entirely new approach for constructing locally adaptive mesh is given to compute nonoscillatory solution by representative “second” order schemes. This is done using modified equation analysis and a notion of data dependent stability of schemes to identify the solution regions for local mesh adaptation. The proposed algorithm is applied on scalar problems to compute the solution with discontinuity or boundary layer. Presented numerical results show underlying second order schemes approximate discontinuities and boundary layers without spurious oscillations.     

Boundary function method to find the asymptotic solution of the plasma—sheath equation

We consider the asymptotic solution of the Tonks—Langmuir integro-different equation with an Emmert kernel, which describes the behavior of the potential both inside the main plasma volume and in a thin boundary layer. Equations of this type are singularly perturbed due to the small coefficient at the highest order (second) derivative. The asymptotic solution is obtained by the boundary function method. Equations are derived for the first two coefficients in the regular expansion series and in the boundary function expansion. The equation for the first coefficient of the regular series has only a trivial solution. Second-order differential equations are obtained for the first two boundary functions. The equation for the first boundary function is solved numerically on a discrete grid with locally uniform spacing. An approximate analytical expression for the first boundary function is obtained from the linearized equation. This solution adequately describes the behavior of the potential on small distances only. __________ Translated from Prikladnaya Matematika i Informatika, No. 19, pp. 21–40, 2004.     

Fitted Mesh Method for a Class of Singularly Perturbed Differential-Difference Equations

This paper deals with a more general class of singularly perturbed boundary value problem for a differential-difference equations with small shifts. In particular, the numerical study for the problems where second order derivative is multiplied by a small parameter $ε$ and the shifts depend on the small parameter $ε$ has been considered. The fitted-mesh technique is employed to generate a piecewise-uniform mesh, condensed in the neighborhood of the boundary layer. The cubic B-spline basis functions with fitted-mesh are considered in the procedure which yield a tridiagonal system which can be solved efficiently by using any well-known algorithm. The stability and parameter-uniform convergence analysis of the proposed method have been discussed. The method has been shown to have almost second-order parameter-uniform convergence. The effect of small parameters on the boundary layer has also been discussed. To demonstrate the performance of the proposed scheme, several numerical experiments have been carried out.     

具非线性边界条件的Volterra型泛函微分方程边值问题奇摄动

首先利用微分不等式理论和一些分析技巧,探讨了一类具非线性边界条件的二阶Volterra型泛函微分方程边值问题解的存在性问题.然后通过对右端边界层函数和外部解的构造,进一步研究了一类具小参数的二阶Votterra型非线性边值问题.利用微分中值定理和上、下解方法得到了边值问题解的存在性,并给出了解的关于小参数的一致有效渐近展开式.     

The Higher Order Approximation of Solution of Quasilinear Second Order Systems for Singular Perturbation

In this paper, using the theory of invariant region, the author considers the existence and the asymptotic behavior of solution of vector second order quasi-linear boundary value problem: $\epsilon y''=f(x,y,\epsilon)y''+g(x,y,\epsilon)$ $y(0,\epsilon)=A(\epsilon),y(1,\epsilon)=B(\epsilon)$ as the positive perturbation parameter e tends to zero, where y, g, A and B are vector-valued and f is a matrix function. Under the appropriate assumptions the author obtains, involving the boundary layer, uniformly valid asymptotic solution of higher order approximation.