Reproducing kernel method for singularly perturbed turning point problems having twin boundary layers

A numerical method is proposed for solving singularly perturbed turning point problems exhibiting twin boundary layers based on the reproducing kernel method (RKM). The original problem is reduced to two boundary layers problems and a regular domain problem. The regular domain problem is solved by using the RKM. Two boundary layers problems are treated by combining the method of stretching variable and the RKM. The boundary conditions at transition points are obtained by using the continuity of the approximate solution and its first derivatives at these points. Two numerical examples are provided to illustrate the effectiveness of the present method. The results compared with other methods show that the present method can provide very accurate approximate solutions.     

Multiple Solutions of Nonlinear Boundary-Value Problems

A class of nonlinear boundary-value problems containing a parameter is studied analytically and numerically. It is shown that under certain circumstances there are two families of solutions when the parameter tends to zero; one family comprises small solutions and is obtained by regular perturbations, while the other family comprises finite solutions incorporating boundary and interior layers. It is shown by numerical integration that the two families are smooth continuations of each other when the parameter passes through finite values.     

Numerical methods for scattering problems from multi-layers with different periodicities

In this paper, we consider a numerical method to solve scattering problems with multi-periodic layers with different periodicities. The main tool applied in this paper is the Bloch transform. With this method, the problem is written into an equivalent coupled family of quasi-periodic problems. As the Bloch transform is only defined for one fixed period, the inhomogeneous layer with another period is simply treated as a non-periodic one. First, we approximate the refractive index by a periodic one where its period is an integer multiple of the fixed period, and it is decomposed by finite number of quasi-periodic functions. Then the coupled system is reduced into a simplified formulation. A convergent finite element method is proposed for the numerical solution, and the numerical method has been applied to several numerical experiments. At the end of this paper, relative errors of the numerical solutions will be shown to illustrate the convergence of the numerical algorithm.     

On the solution a of second order singularly-perturbed boundary value problem by the Sinc-Galerkin method

Sinc methods are now recognized as an efficient numerical method for problems whose solutions may have singularities, or infinite domains, or boundary layers. This work deals with the Sinc-Galerkin method for solving second order singularly perturbed boundary value problems. The method is then tested on linear and nonlinear examples and a comparison with spline method and finite element scheme is made. It is shown that the Sinc-Galerkin method yields better results.     

Numerical approximation of two‐dimensional convection‐diffusion equations with boundary layers

Our aim in this article is to show how one can improve the numerical solution of singularity perturbed problems involving boundary layers. Incorporating the structures of boundary layers into finite element spaces can improve the accuracy of approximate solutions and result in significant simplifications. In this article we discuss convection‐diffusion equations in the two‐dimensional space with a homogeneous Dirichlet boundary condition and a mixed boundary condition. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

On the solution a of second order singularly-perturbed boundary value problem by the Sinc-Galerkin method

Sinc methods are now recognized as an efficient numerical method for problems whose solutions may have singularities, or infinite domains, or boundary layers. This work deals with the Sinc-Galerkin method for solving second order singularly perturbed boundary value problems. The method is then tested on linear and nonlinear examples and a comparison with spline method and finite element scheme is made. It is shown that the Sinc-Galerkin method yields better results.Received: January 3, 2003; revised: July 14, 2003     

Layers and corner singularities in singularly perturbed elliptic problems

Some recent work and open problems are reviewed concerning the numerical solution of singularly perturbed elliptic boundary value problems whose solutions have boundary layers and corner singularities. AMS subject classification (2000)  65N15, 65N50, 35J25     

<Emphasis Type="Italic">ε</Emphasis>-Uniform error estimate of hybrid numerical scheme for singularly perturbed parabolic problems with nterior layers

This article is devoted to the study of a hybrid numerical scheme for a class of singularly perturbed parabolic convection-diffusion problems with discontinuous convection coefficients. In general, the solutions of this class of problems possess strong interior layers. To solve these problems, we discretize the time derivative by the backward-Euler method and the spatial derivatives by a hybrid finite difference scheme (a proper combination of the midpoint upwind scheme in the outer regions and the classical central difference scheme in the interior layer regions) on a layer resolving piecewise-uniform Shishkin mesh. It is proved that the method converges uniformly in the discrete supremum norm with almost second-order spatial accuracy. Moreover, an optimal order of convergence (up to a logarithmic factor) is obtained inside the layer regions. Extensive numerical experiments are conducted to support the theoretical results and also, to demonstrate the accuracy of this method.     

Stationary internal layers in a reaction-advection-diffusion integro-differential system

A class of singularly perturbed nonlinear integro-differential problems with solutions involving internal transition layers (contrast structures) is considered. An asymptotic expansion of these solutions with respect to a small parameter is constructed, and the stability of stationary solutions to the associated integro-parabolic problems is investigated. The asymptotics are substantiated using the asymptotic method of differential inequalities, which is extended to the new class of problems. The method is based on well-known theorems about differential inequalities and on the idea of using formal asymptotics for constructing upper and lower solutions in singularly perturbed problems with internal and boundary layers.     

Asymptotic properties of solutions of parametric optimal control problems with varying index of the singular arcs

We consider a family of parametric linear-quadratic optimal control problems with terminal and control constraints. This family has the specific feature that the class of optimal controls is changed for an arbitrarily small change in the parameter. In the perturbed problem, the behavior of the corresponding trajectory on noncritical arcs of the optimal control is described by solutions of singularly perturbed boundary value problems. For the solutions of these boundary value problems, we obtain an asymptotic expansion in powers of the small parameter ?. The asymptotic formula starts from a term of the order of 1/? and contains boundary layers. This formula is used to justify the asymptotic expansion of the optimal control for a perturbed problem in the family. We suggest a simple method for constructing approximate solutions of the perturbed optimal control problems without integrating singularly perturbed systems. The results of a numerical experiment are presented.     

On solving boundary value problems for multi-scale systems using asymptotic approximations and multiple-shooting

This paper describes a method for obtaining the numerical solution of certain singularly perturbed boundary value problems for linear systems of ordinary differential equations whose solutions involve dynamics with multiple time scales. A technique to decouple different time scales using a Riccati transformation is presented. For the slow modes, which provide smooth solutions, regular perturbation expansion and multiple shooting strategies are combined. Fast modes, which are assumed to be significant only in endpoint layers, are computed after appropriate stretchings have been made in the system. Advantages of this approach include adaptability, flexible use of output points, and automatic determination of layer thicknesses.Dedicated to Professor Germund Dahlquist, with the hope that he will long continue to make significant and singular perturbations to the numerical analysis of differential equations.This research was supported in part by the National Science Foundation under Grant Number MCS-8301665 and by the U.S. Army Research Office under Grant Number DAAG29-82-K-0197.     

An Asymptotic-Numerical Method for a Class of Weakly Coupled System of Singularly Perturbed Convection-Diffusion Equations

A weakly coupled convection dominated system of m-equations is analyzed. A higher order accurate asymptotic-numerical method is presented. The solutions of convection dominated problem are known to exhibit multi-scale character. There exist narrow region across the boundary of the domain where the solution exhibit steep gradient. This region is termed as boundary layer region and the solution of problem is said to have a boundary layer. Outside of this region, the solution of system behaves smoothly. To capture this multi-scale nature given system is factorized into two explicit systems. The degenerate system of initial value problems (IVPs), obtained by setting ??=?0, corresponds to the smooth solution, which lies outside of boundary layers. For solution inside boundary layers, a system of boundary value problems (BVPs) is obtained using stretching transformation. Regardless of this simple factorization, solutions of these systems preserve the key features of the given coupled system. Runge–Kutta method is used to solve the degenerate system of IVPs, whereas the system of BVPs is solved analytically. Stability and consistency of the proposed method is established. A uniform convergence of higher order is obtained. Possible extension to differential difference equations are also brought to attention. A comparative study of the present method with some state of art existing numerical schemes is carried out by means of several test problems. The results so obtained demonstrate the effectiveness and potential of present approach.     

Domain-decomposition approach to local grid refinement in finite element collocation

Advection-dominated flows occur widely in the transport of groundwater contaminants, the movements of fluids in enhanced oil recovery projects, and many other contexts. In numerical models of such flows, adaptive local grid refinement is a conceptually attractive approach for resolving the sharp fronts or layers that tend to characterize the solutions. However, this approach can be difficult to implement in practice. A domain decomposition method developed by Bramble, Ewing, Pasciak, and Schatz, known as the BEPS method, overcomes many of the difficulties. We demonstrate the applicability of BEPS ideas to finite element collocation on trial spaces of piecewise Hermite cubics. The resulting scheme allows one to refine selected parts of a spatial grid without destroying algebraic efficiencies associated with the original coarse grid. We apply the method to steady-state problems with boundary and interior layers and a time-dependent advection-diffusion problem.     

A reduced MFE formulation based on POD for the non-stationary conduction-convection problems

In this article, a reduced mixed finite element (MFE) formulation based on proper orthogonal decomposition (POD) for the non-stationary conduction-convection problems is presented. Also the error estimates between the reduced MFE solutions based on POD and usual MFE solutions are derived. It is shown by numerical examples that the results of numerical computation are consistent with theoretical conclusions. Moreover, it is shown that the reduced MFE formulation based on POD is feasible and efficient in finding numerical solutions for the non-stationary conduction-convection problems.     

A numerical scheme for solving nonhomogeneous time-dependent problems

A numerical technique for solving time-dependent problems with variable coefficient governed by the heat, convection diffusion, wave, beam and telegraph equations is presented. The Sinc–Galerkin method is applied to construct the numerical solution. The method is tested on three problems and comparisons are made with the exact solutions. The numerical results demonstrate the reliability and efficiency of using the Sinc–Galerkin method to solve such problems.     

Generalized self-consistent method for predicting the effective elastic properties of composites with random hybrid structures

The feasibility of using a generalized self-consistent method for predicting the effective elastic properties of composites with random hybrid structures has been examined. Using this method, the problem is reduced to solution of simpler special averaged problems for composites with single inclusions and corresponding transition layers in the medium examined. The dimensions of the transition layers are defined by correlation radii of the composite random structure of the composite, while the heterogeneous elastic properties of the transition layers take account of the probabilities for variation of the size and configuration of the inclusions using averaged special indicator functions. Results are given for a numerical calculation of the averaged indicator functions and analysis of the effect of the micropores in the matrix-fiber interface region on the effective elastic properties of unidirectional fiberglass—epoxy using the generalized self-consistent method and compared with experimental data and reported solutions.Perm State Technical University. Translated from Mekhanika Kompozitmykh Materialov, Vol. 33, No. 3, pp. 289–299, May–June, 1997.     

Nonlinear singular sturm-liouville problems and an application to transonic flow through a nozzle

We consider a class of singular Sturm-Liouville problems with a nonlinear convection and a strongly coupling source. Our investigation is motivated by, and then applied to, the study of transonic gas flow through a nozzle. We are interested in such solution properties as the exact number of solutions, the location and shape of boundary and interior layers, and nonlinear stability and instability of solutions when regarded as stationary solutions of the corresponding convective reaction-diffusion equations. Novel elements in our theory include a priori estimate for qualitative behavior of general solutions, a new class of boundary layers for expansion waves, and a local uniqueness analysis for transonic solutions with interior and boundary layers.     

The sdfem on Shishkin meshes for linear convection-diffusion problems

Summary. We consider singularly perturbed linear elliptic problems in two dimensions. The solutions of such problems typically exhibit layers and are difficult to solve numerically. The streamline diffusion finite element method (SDFEM) has been proved to produce accurate solutions away from any layers on uniform meshes, but fails to compute the boundary layers precisely. Our modified SDFEM is implemented with piecewise linear functions on a Shishkin mesh that resolves boundary layers, and we prove that it yields an accurate approximation of the solution both inside and outside these layers. The analysis is complicated by the severe nonuniformity of the mesh. We give local error estimates that hold true uniformly in the perturbation parameter , provided only that , where mesh points are used. Numerical experiments support these theoretical results. Received February 19, 1999 / Revised version received January 27, 2000 / Published online August 2, 2000     

A new boundary integral equation formulation for plane orthotropic elastic media

A new boundary integral equation formulation for solving plane elasticity problems involving orthotropic media is presented in this paper. Based on the real variable fundamental solutions of the considered problems, a limit theorem for the transformation from domain integral equations into boundary integral equations (BIEs) and a novel decomposition technique to the fundamental solutions, the regularized BIEs with indirect unknowns, which do not involve the direct calculation of CPV and HFP integrals, are established. The limiting process is done in global coordinates and no separate numerical treatment for strong and weak singular integrals was necessary. The current method does not need to transform the considered problems into isotropic ones as is normally done in the existing literature, so no inverse transform is required. The numerical implementation is carried out using both discontinuous quadratic elements and exact elements, which is developed to model its boundary with negligible error. The validity of the proposed scheme is demonstrated by three numerical examples. Excellent agreement between the numerical results and exact solutions was obtained even with using small amounts of element.     

Heat conduction in laminates with a weak transversal inhomogeneity

The purpose of this contribution is to formulate a tolerance model, [1], for periodically laminated media with a weak transversal inhomogeneity. Laminates in which layers are of the same material but one of them is reinforced by thin fibers in parallel to the interfaces are this kind of media. Taking into account the weak transversal inhomogeneity makes possible to separate model equations for the averaged temperature and temperature fluctuations. To analyse and solve these equations we apply asymptotic expansions. Using the proposed model selected initial-boundary value problems were solved. Results were verified by direct numerical solutions obtained in the framework of the Fourier model. (© 2006 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)