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.     

A parameter-uniform scheme for singularly perturbed partial differential equations with a time lag

A numerical scheme for a class of singularly perturbed delay parabolic partial differential equations which has wide applications in the various branches of science and engineering is suggested. The solution of these problems exhibits a parabolic boundary layer on the lateral side of the rectangular domain which continuously depends on the perturbation parameter. For the small perturbation parameter, the standard numerical schemes for the solution of these problems fail to resolve the boundary layer(s) and the oscillations occur near the boundary layer. Thus, in this paper to resolve the boundary layer the extended cubic B-spline basis functions consisting of a free parameter λ are used on a fitted-mesh. The extended B-splines are the extension of classical B-splines. To find the best value of λ the optimization technique is adopted. The extended cubic B-splines are an advantage over the classical B-splines as for some optimized value of λ the solution obtained by the extended B-splines is better than the solution obtained by classical B-splines. The method is shown to be first-order accurate in t and almost the second-order accurate in x. It is also shown that this method is better than some existing methods. Several test problems are encountered to validate the theoretical results.     

Kinetic decomposition for singularly perturbed higher order partial differential equations

In this paper, we consider singularly perturbed higher order partial differential equations. We establish the condition under which the approximate solutions converge in a strong topology to the entropy solution of a scalar conservation laws using methodology developed in Hwang and Tzavaras (Comm. Partial Differential Equations 27 (2002) 1229). First, we obtain the approximate transport equation for the given dispersive equations. Then using the averaging lemma, we obtain the convergence.     

A survey of numerical techniques for solving singularly perturbed ordinary differential equations

This survey paper contains a surprisingly large amount of material and indeed can serve as an introduction to some of the ideas and methods of singular perturbation theory. Starting from Prandtl's work a large amount of work has been done in the area of singular perturbations. This paper limits its coverage to some standard singular perturbation models considered by various workers and the numerical methods developed by numerous researchers after 1984–2000. The work done in this area during the period 1905–1984 has already been surveyed by the first author of this paper, see [Appl. Math. Comput. 30 (1989) 223] for details. Due to the space constraints we have covered only singularly perturbed one-dimensional problems.     

A coupled system of singularly perturbed parabolic reaction-diffusion equations

In this paper systems with an arbitrary number of singularly perturbed parabolic reaction-diffusion equations are examined. A numerical method is constructed for these systems which involves an appropriate layer-adapted piecewise-uniform mesh. The numerical approximations generated from this method are shown to be uniformly convergent with respect to the singular perturbation parameters. Numerical experiments supporting the theoretical results are given.     

Efficient numerical schemes for singularly perturbed parabolic initial-boundary-value problems

In this article, we propose two efficient numerical schemes for singularly perturbed parabolic reaction-diffusion initialboundary-value problems. The spatial derivative is replaced by a hybrid scheme, which is a combination of the cubic spline and the classical central difference scheme in both the methods. In the first method, the time derivative is replaced by the Crank-Nicolson scheme, whereas in the second method the time derivative is replaced by the extended-trapezoidal scheme. These schemes are applied on the layer resolving piecewise-uniform Shishkin mesh. Numerical examples show ε -uniform convergence results. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Robust exponential attractors for singularly perturbed Hodgkin-Huxley equations

Here we consider a singular perturbation of the Hodgkin-Huxley system which is derived from the Lieberstein's model. We study the associated dynamical system on a suitable bounded phase space, when the perturbation parameter ε (i.e., the axon specific inductance) is sufficiently small. We prove the existence of bounded absorbing sets as well as of smooth attracting sets. We deduce the existence of a smooth global attractor Aε. Finally we prove the main result, that is, the existence of a family of exponential attractors {Eε} which is Hölder continuous with respect to ε.     

A parameter-uniform numerical method for time-dependent singularly perturbed differential-difference equations

A numerical study is made for solving a class of time-dependent singularly perturbed convection–diffusion problems with retarded terms which often arise in computational neuroscience. To approximate the retarded terms, a Taylor’s series expansion has been used and the resulting time-dependent singularly perturbed differential equation is approximated using parameter-uniform numerical methods comprised of a standard implicit finite difference scheme to discretize in the temporal direction on a uniform mesh by means of Rothe’s method and a B-spline collocation method in the spatial direction on a piecewise-uniform mesh of Shishkin type. The method is shown to be accurate of order O(M⁻¹ + N⁻² ln³N), where M and N are the number of mesh points used in the temporal direction and in the spatial direction respectively. An extensive amount of analysis has been carried out to prove the uniform convergence with respect to the singular perturbation parameter. Numerical results are given to illustrate the parameter-uniform convergence of the numerical approximations. Comparisons of the numerical solutions are performed with an upwind and midpoint upwind finite difference scheme on a piecewise-uniform mesh to demonstrate the efficiency of the method.     

Stability conditions for singularly perturbed delay differential equations

Singular perturbation problems containing a small positive parameter ε occur in many areas, including biochemical kinetics, genetics, plasma physics, and mechanical and electrical systems. A uniformly valid, reliable interpretable approximation of such problems is required. This paper provides sufficient conditions to ensure the exponential stability of the analytical and numerical solutions of the singularly perturbed delay differential equations with a bounded time-lag for suf.ciently small ε > 0. The Halanay inequality is used to prove the main results of the paper. A numerical example is provided to illustrate the methodology and clarify the need for a stiff solver for numerical solutions of these problems.     

One singularly perturbed system of partial differential equations of the first order

Translated from Matematicheskie Zametki, Vol. 57, No. 3, pp. 338–349, March, 1995.     

Exponential estimates for singularly perturbed linear fuctional differential equations

Exponential estimates on the fundamental matrix, uniform on the perturbation parameter, are obtained for singularly perturbed systems of linear retarded functional differential equations, under the assumption that the eigenvalues of a certain coefficient matrix in the system have negative real parts. The exponential rates in the estimates are computable from upper bounds on the real parts of the characteristic values of the system or of associated simpler equations. Differences between differential-difference equations and equations with distributed delays are emphasized.     

On some periodic solutions of singularly perturbed parabolic equations

We present results from the theory of singular perturbations and, in particular, from a new branch of this theory (contrast alternating-type structures). __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 59, No. 3, pp. 359–369, March, 2007.     

Invariant manifolds for singularly perturbed linear functional differential equations

The existence of “slow” and “fast” manifolds, and of invariant manifolds approaching the manifold of orbits of the degenerate system, is discussed for singularly perturbed systems of linear retarded functional differential equations (FDE). It is shown that these manifolds exist only in very degenerate situations and, consequently, the geometry of the flow of singularly perturbed ordinary differential equations does not generalize to FDEs.     

A qualocation method for parabolic partial differential equations

In this paper a qualocation method is analysed for parabolicpartial differential equations in one space dimension. Thismethod may be described as a discrete H¹-Galerkin method inwhich the discretization is achieved by approximating the integralsby a composite Gauss quadrature rule. An O (h^4-i) rate of convergencein the W^i.p norm for i = 0, 1 and 1 p is derived for a semidiscretescheme without any quasi-uniformity assumption on the finiteelement mesh. Further, an optimal error estimate in the H² normis also proved. Finally, the linearized backward Euler methodand extrapolated Crank-Nicolson scheme are examined and analysed.