High order parameter-robust numerical method for singularly perturbed reaction-diffusion problems

We present a high order parameter-robust finite difference method for singularly perturbed reaction-diffusion problems. The problem is discretized using a suitable combination of fourth order compact difference scheme and central difference scheme on generalized Shishkin mesh. The convergence analysis is given and the method is proved to be almost fourth order uniformly convergent in maximum norm with respect to singular perturbation parameter ε. Numerical experiments are conducted to demonstrate the theoretical results.     

High order robust approximations for singularly perturbed semilinear systems

In this paper, a system of M (?2) singularly perturbed semilinear reaction–diffusion equations is considered. To obtain a high order approximation to the solution of this system, we propose a hybrid numerical method that employs a generalized Shishkin mesh with the Numerov discretization in the boundary layer regions and either a non-equidistant generalization of the Numerov discretization or classical central differences in the outer region. It is proved that the method is almost fourth order convergent in the maximum norm uniformly with respect to the perturbation parameter. Numerical experiments support the theoretical results and demonstrate the effectiveness of the method.     

Uniform Global Convergence of a Hybrid Scheme for Singularly Perturbed Reaction–Diffusion Systems

We consider a system of coupled singularly perturbed reaction–diffusion two-point boundary-value problems. A hybrid difference scheme on a piecewise-uniform Shishkin mesh is constructed for solving this system, which generates better approximations to the exact solution than the classical central difference scheme. Moreover, we prove that the method is third order uniformly convergent in the maximum norm when the singular perturbation parameter is small. Numerical experiments are conducted to validate the theoretical results.     

A fitted numerical method for parabolic turning point singularly perturbed problems with an interior layer

The objective of this paper is to construct and analyze a fitted operator finite difference method (FOFDM) for the family of time‐dependent singularly perturbed parabolic convection–diffusion problems. The solution to the problems we consider exhibits an interior layer due to the presence of a turning point. We first establish sharp bounds on the solution and its derivatives. Then, we discretize the time variable using the classical Euler method. This results in a system of singularly perturbed interior layer two‐point boundary value problems. We propose a FOFDM to solve the system above. Through a rigorous error analysis, we show that the scheme is uniformly convergent of order one with respect to both time and space variables. Moreover, we apply Richardson extrapolation to enhance the accuracy and the order of convergence of the proposed scheme. Numerical investigations are carried out to demonstrate the efficacy and robustness of the scheme.     

An almost third order finite difference scheme for singularly perturbed reaction-diffusion systems

This paper addresses the numerical approximation of solutions to coupled systems of singularly perturbed reaction-diffusion problems. In particular a hybrid finite difference scheme of HODIE type is constructed on a piecewise uniform Shishkin mesh. It is proved that the numerical scheme satisfies a discrete maximum principle and also that it is third order (except for a logarithmic factor) uniformly convergent, even for the case in which the diffusion parameter associated with each equation of the system has a different order of magnitude. Numerical examples supporting the theory are given.     

A simpler analysis of a hybrid numerical method for time-dependent convection-diffusion problems

A finite difference method for a time-dependent convection-diffusion problem in one space dimension is constructed using a Shishkin mesh. In two recent papers (Clavero et al. (2005) [2] and Mukherjee and Natesan (2009) [3]), this method has been shown to be convergent, uniformly in the small diffusion parameter, using somewhat elaborate analytical techniques and under a certain mesh restriction. In the present paper, a much simpler argument is used to prove a higher order of convergence (uniformly in the diffusion parameter) than in [2] and [3] and under a slightly less restrictive condition on the mesh.     

High order methods on Shishkin meshes for singular perturbation problems of convection–diffusion type

In this paper we construct and analyze two compact monotone finite difference methods to solve singularly perturbed problems of convection–diffusion type. They are defined as HODIE methods of order two and three, i.e., the coefficients are determined by imposing that the local error be null on a polynomial space. For arbitrary meshes, these methods are not adequate for singularly perturbed problems, but using a Shishkin mesh we can prove that the methods are uniformly convergent of order two and three except for a logarithmic factor. Numerical examples support the theoretical results. This revised version was published online in June 2006 with corrections to the Cover Date.     

A class of singularly perturbed semilinear differential equations with interior layers

In this paper singularly perturbed semilinear differential equations with a discontinuous source term are examined. A numerical method is constructed for these problems which involves an appropriate piecewise-uniform mesh. The method is shown to be uniformly convergent with respect to the singular perturbation parameter. Numerical results are presented that validate the theoretical results.

     

Sufficient descent directions in unconstrained optimization

Descent property is very important for an iterative method to be globally convergent. In this paper, we propose a way to construct sufficient descent directions for unconstrained optimization. We then apply the technique to derive a PSB (Powell-Symmetric-Broyden) based method. The PSB based method locally reduces to the standard PSB method with unit steplength. Under appropriate conditions, we show that the PSB based method with Armijo line search or Wolfe line search is globally and superlinearly convergent for uniformly convex problems. We also do some numerical experiments. The results show that the PSB based method is competitive with the standard BFGS method.     

On the Global Relation and the Dirichlet‐to‐Neumann Correspondence

The recently developed Fokas method for solving two‐dimensional Boundary Value Problems (BVP) via the use of global relations is utilized to solve axisymmetric problems in three dimensions. In particular, novel integral representations for the interior and exterior Dirichlet and Neumann problems for the sphere are derived, which recover and improve the already known solutions of these problems. The BVPs considered in this paper can be classically solved using either the finite Legendre transform or the Mellin‐sine transform (which can be derived from the classical Mellin transform in a way similar to the way that the sine transform can be derived from the Fourier transform). The Legendre transform representation is uniformly convergent at the boundary, but it involves a series that is not useful for many applications. The Mellin‐sine transform involves of course an integral but it is not uniformly convergent at the boundary. In this paper: (a) The Legendre transform representation is rederived in a simpler approach using algebraic manipulations instead of solving ODEs. (b) An integral representation, different that the Mellin‐sine transform representation is derived which is uniformly convergent at the boundary. Furthermore, the derivation of the Fokas approach involves only algebraic manipulations, instead of solving an ordinary differential equation.     

奇异摄动问题的一致收敛离散方法解的一致高阶精度外推

本文讨论基于整体误差一致展开式的一致收敛离散方法解的一致高阶精度外推.将该方法应用于非自共轭问题的Il'in-Allen-Southwell格式,我们得到了二阶一致收敛的外推解,并用数值计算说明该结论.     

Locally one-dimensional schemes for the diffusion equation with a fractional time derivative in an arbitrary domain

Locally one-dimensional difference schemes are considered as applied to a fractional diffusion equation with variable coefficients in a domain of complex geometry. They are proved to be stable and uniformly convergent for the problem under study.     

Uniformly convergent novel finite difference methods for singularly perturbed reaction–diffusion equations

In this paper, we construct a kind of novel finite difference (NFD) method for solving singularly perturbed reaction–diffusion problems. Different from directly truncating the high‐order derivative terms of the Taylor's series in the traditional finite difference method, we rearrange the Taylor's expansion in a more elaborate way based on the original equation to develop the NFD scheme for 1D problems. It is proved that this approach not only can highly improve the calculation accuracy but also is uniformly convergent. Then, applying alternating direction implicit technique, the newly deduced schemes are extended to 2D equations, and the uniform error estimation based on Shishkin mesh is derived, too. Finally, numerical experiments are presented to verify the high computational accuracy and theoretical prediction.     

Axisymmetric Stokes' flow in a spherical shell revisited via the Fokas method. Part I: Irrotational flow

The axisymmetric irrotational Stokes' flow for a spherical shell is analysed by means of the recently developed Fokas method via the use of global relations. Alternative series and new integral representations concerning a system of concentric spheres, yielding, by a limiting procedure, the Dirichlet or Neumann problems for the interior and the exterior of a sphere, are presented. The boundary value problems considered can be classically solved using either the finite Gegenbauer transform or the Mellin transform. Application of the Gegenbauer transform yields a series representation which is uniformly convergent at the boundary, but not convenient for many applications. The Mellin transform, on the other hand, furnishes an integral representation which is not uniformly convergent at the boundary. Here, by algebraic manipulations of the global relation: (i) a Gegenbauer series representation is derived in a simpler manner, instead of solving ODEs and (ii) an alternative integral representation, different from the Mellin transform representation is derived which is uniformly convergent at the boundary. Copyright © 2011 John Wiley & Sons, Ltd.     

Defect correction on Shishkin-type meshes

We consider a defect-correction method that combines a first-order upwinded difference scheme with a second-order central difference scheme for a model singularly perturbed convection–diffusion problem in one dimension on a class of Shishkin-type meshes. The method is shown to be convergent, uniformly in the diffusion parameter , of second order in the discrete maximum norm. As a corollary we derive error bounds for the gradient approximation of the upwind scheme. Numerical experiments support our theoretical results.     

Banach空间中极大单调算子零点的迭代构造

设E为实光滑、一致凸Banach空间,E*为其对偶空间,TE×E*为极大单调算子且T-10≠φ.本文引入了一种新迭代格式,利用Lyapunov泛函和广义投影算子等技巧,在Banach空间中证明了迭代序列弱收敛于极大单调算子T的零点的结论.     

Properties of functions generalized convex with respect to a WT-system

Continuity and convergence properties of functions, generalized convex with respect to a continuous weak Tchebysheff system, are investigated. It is shown that, under certain non-degeneracy assumptions on the weak Tchebysheff system, every function in its generalized convex cone is continuous, and pointwise convergent sequences of generalized convex functions are uniformly convergent on compact subsets of the domain. Further, it is proved that, with respect to a continuous Tchebysheff system, L_p-convergence to a continuous function, pointwise convergence and uniform convergence of a sequence of generalized convex functions are equivalent on compact subsets of the domain.     

流线扩散有限元方法在分层网格上的收敛性分析

本文在分层网格上分析了采用线性元的流线扩散有限元方法求解一维对流扩散型奇异摄动问题的一致收敛性.在ε≤N~(-1)的前提下,可以证明在SD范数下的一致误差估计为O(N~(-1)(log 1/ε)~2)在数值算例部分对理论结果进行了验证.     

具有分片线性NCP函数的QP-Free可行域方法

In this paper, a QP-free feasible method with piecewise NCP functions is proposed for nonlinear inequality constrained optimization problems. The new NCP functions are piecewise linear-rational, regular pseudo-smooth and have nice properties. This method is based on the solutions of linear systems of equation reformulation of KKT optimality conditions, by using the piecewise NCP functions. This method is implementable and globally convergent without assuming the strict complementarity condition, the isolatedness of accumulation points. Furthermore, the gradients of active constraints are not requested to be linearly independent. The submatrix which may be obtained by quasi-Newton methods, is not requested to be uniformly positive definite. Preliminary numerical results indicate that this new QP-free method is quite promising.     

CONVERGENCE OF NONLINEAR CONJUGATE GRADIENT METHODS

1. IntroductionConsider the unconstrained OPtbo8tion problem,min f(x), (1.1)where j is smooth and its gradient g is available. Conjugate gradieot methods are highly usefulfOr solving (1.1) especially if n is large. They are iterative methods of the formHere oh is a 8tepsbo obtained by a 1-dboensional line search and gk is a scalar. The chOiceof Ph is such tha (l.2)--(l.3) reduces to the linear cOnugate gradient method in the casewhen j is a strictly convex qUadratic and crk is the exact 1-…