A rational spectral collocation method for solving a class of parameterized singular perturbation problems

A new kind of numerical method based on rational spectral collocation with the sinh transformation is presented for solving parameterized singularly perturbed two-point boundary value problems with one boundary layer. By means of the sinh transformation, the original Chebyshev points are mapped onto the transformed ones clustered near the singular points of the problem. The results from asymptotic analysis as regards the singularity of the solution are employed to determine the parameters in the transformation. Numerical experiments including several nonlinear cases illustrate the high accuracy and efficiency of our method.     

Applications of the method of barriers II. Some singularly perturbed problems

The method of barriers is used to justify asymptotic representations of solutions of two-point boundary value problems for singularly perturbed quasilinear equations of the second and the third order. This paper is a continuation of [1].     

Qualocation for a singularly perturbed boundary value problem

A singularly perturbed one-dimensional two point boundary value problem of reaction–convection–diffusion type is considered. We generate a C⁰$C^0$-collocation-like method by combining Galerkin with an adapted quadrature rule. Using Lobatto quadrature and splines of degree r$r$, we prove on a Shishkin mesh for the qualocation method the same error estimate as for the Galerkin technique. The result is also important for the practical realization of finite element methods on Shishkin meshes using quadrature formulas. We report the results of numerical experiments that support the theoretical findings.     

A fourth/second order accurate collocation method for singularly perturbed two-point boundary value problems using tension splines

Summary.   The collocation tension spline is considered as a numerical solution of a singularly perturbed two-point boundary value problem: . The collocation points are chosen as a generalization of the classical Gaussian points. Unlike the traditional approach, we employ the B-spline representation in the analysis. This leads to global quadratic convergence of the method for small perturbation parameters, and, for large values, the order of convergence is four. Received October 4, 1996 / Revised version received September 23, 1999 / Published online October 16, 2000     

A finite element method for a singularly perturbed boundary value problem

Summary We examine the problem:u+a(x)u–b(x)u=f(x) for 0<x<1,a(x)>0,b(x)>, ² = 4>0,a, b andf inC ² [0, 1], in (0, 1],u(0) andu(1) given. Using finite elements and a discretized Green's function, we show that the El-Mistikawy and Werle difference scheme on an equidistant mesh of widthh is uniformly second order accurate for this problem (i.e., the nodal errors are bounded byCh ², whereC is independent ofh and ). With a natural choice of trial functions, uniform first order accuracy is obtained in theL (0, 1) norm. On choosing piecewise linear trial functions (hat functions), uniform first order accuracy is obtained in theL ¹ (0, 1) norm.     

A series method for solving nonlinear two-point boundary value problems

Summary A new method for solving nonlinear boundary value problems based on Taylor-type expansions generated by the use of Lie series is derived and applied to a set of test examples. A detailed discussion is given of the comparative performance of this method under various conditions. The method is of theoretical interest but is not applicable, in its present form, to real life problems; in particular, because of the algebraic complexity of the expressions involved, only scalar second order equations have been discussed, though in principle systems of equations could be similarly treated. A continuation procedure based on this method is suggested for future investigation.     

A numerical method to boundary value problems for second order delay differential equations

Summary In the first part of this paper we are dealing with theoretical statements and conditions which lead to existence and uniqueness of the solution of a nonlinear boundary value problem with delay. Next we apply this method successfully to a numerical example. The computations have been carried out at the computer Siemens 4004. The data obtained are presented in two tables.     

A second-order hybrid finite difference scheme for a system of singularly perturbed initial value problems

A system of coupled singularly perturbed initial value problems with two small parameters is considered. The leading term of each equation is multiplied by a small positive parameter, but these parameters may have different magnitudes. The solution of the system has boundary layers that overlap and interact. The structure of these layers is analyzed, and this leads to the construction of a piecewise-uniform mesh that is a variant of the usual Shishkin mesh. On this mesh a hybrid finite difference scheme is proved to be almost second-order accurate, uniformly in both small parameters. Numerical results supporting the theory are presented.     

An almost fourth order uniformly convergent difference scheme for a semilinear singularly perturbed reaction-diffusion problem

Summary. This paper is concerned with a high order convergent discretization for the semilinear reaction-diffusion problem: , for , subject to , where . We assume that on , which guarantees uniqueness of a solution to the problem. Asymptotic properties of this solution are discussed. We consider a polynomial-based three-point difference scheme on a simple piecewise equidistant mesh of Shishkin type. Existence and local uniqueness of a solution to the scheme are analysed. We prove that the scheme is almost fourth order accurate in the discrete maximum norm, uniformly in the perturbation parameter . We present numerical results in support of this result. Received February 25, 1994     

A singularly perturbed problem for stable supersonic flow

In this paper,a singulerly perturbed problem for the stable fluid flow is considered.As supersonic speed at upper reaches and‘subsonic speed at lower reaches in a duct,the positionof shock layer is analyzed and the asymptotic estimation of solution is obtained.     

The generalized quasilinearization method for second-order three-point boundary value problems

In this paper, we obtain the existence and uniqueness results for general second-order three-point boundary value problems by applying the method of upper and lower solutions together with Leray–Schauder degree, as well as obtaining monotone iteration schemes which converge quadratically to the unique solution of some specific second-order three-point boundary value problem by using the method of quasilinearization.     

A novel method for solving a class of singularly perturbed boundary value problems based on reproducing kernel method

In this paper, a novel method is presented for solving a class of singularly perturbed boundary value problems. Firstly the original problem is reformulated as a new boundary value problem whose solution does not change rapidly via a proper transformation; then the reproducing kernel method is employed to solve the boundary value new problem. Numerical results show that the present method can provide very accurate analytical approximate solutions.     

Computing the spectrum of non-self-adjoint Sturm–Liouville problems with parameter-dependent boundary conditions

This paper deals with the computation of the eigenvalues of non-self-adjoint Sturm–Liouville problems with parameter-dependent boundary conditions using the regularized sampling method.     

A note on multi-point boundary value problems

Multi-point boundary value problems for a second-order ordinary differential equation are considered in this note. An existence result is obtained with the help of coincidence degree theory.     

The method of external excitation for solving generalized Sturm-Liouville problems

A new numerical technique for solving the generalized Sturm-Liouville problem , b_l[w(0),λ]=b_r[w(1),λ]=0 is presented. In particular, we consider the problems when the coefficient q(x,λ) or the boundary conditions depend on the spectral parameter λ in an arbitrary nonlinear manner. The method presented is based on mathematically modelling the physical response of a system to excitation over a range of frequencies. The response amplitudes are then used to determine the eigenvalues.The results of the numerical experiments justifying the method are presented.     

Finitely many solutions for a class of boundary value problems with superlinear convex nonlinearity

We consider the nonlinear Sturm-Liouville problem –u = f(u) + h in (0, 1), u(0) = u(1) = 0, where h L²(0,1) and f is a positive convex nonlinearity with superlinear growth at infinity. Our main result establishes that the above boundary value problem admits a finite number of solutions but it cannot have infinitely many solutions.Received: 8 July 2004