Convergence of parallel multistep hybrid methods for singular perturbation problems

Parallel multistep hybrid methods (PHMs) can be implemented in parallel with two processors, accordingly have almost the same computational speed per integration step as BDF methods of the same order with the same stepsize. But PHMs have better stability properties than BDF methods of the same order for stiff differential equations. In the present paper, we give some results on error analysis of A(α)-stable PHMs for the initial value problems of ordinary differential equations in singular perturbation form. Our convergence results are similar to those of linear multistep methods (such as BDF methods), i.e. the convergence orders are equal to their classical convergence orders, and no order reduction occurs. Some numerical examples also confirm our results.     

Convergence of one-leg methods for singular perturbation problems with delays

This paper is concerned with the error behaviour of one-leg methods applied to some classes of one-parameter multiple stiff singularly perturbed problems with delays. We obtain convergence results of A-stable one-leg methods with linear interpolation procedure. Numerical experiments further confirm our theoretical analysis.     

An approach to singular perturbation problems insoluble by asymptotic methods

Singular perturbation problems not amenable to solution by asymptotic methods require special treatment, such as the method of Carrier and Pearson. Rather than devising special methods for these problems, this paper suggests that there may be a uniform way to solve singular perturbation problems, which may or may not succumb to asymptotic methods. A potential mechanism for doing this is the author's boundary-value technique, a nonasymptotic method, which previously has only been applied to singular perturbation problems that lend themselves to asymptotic techniques. Two problems, claimed by Carrier and Pearson to be insoluble by asymptotic methods, are solved by the boundary-value method.     

High order finite volume methods for singular perturbation problems

In this paper we establish a high order finite volume method for the fourth order singular perturbation problems.In conjunction with the optimal meshes,the numerical solutions resulting from the method have optimal convergence order.Numerical experiments are presented to verify our theoretical estimates.     

Stability in linear multistep methods for pure delay equations

The stability regions of linear multistep methods for pure delay equations are compared with the stability region of the delay equation itself. A criterion is derived stating when the numerical stability region contains the analytical stability region. This criterion yields an upper bound for the integration step (conditional Q-stability). These bounds are computed for the Adams-Bashforth, Adams-Moulton and backward differentiation methods of orders ?8. Furthermore, symmetric Adams methods are considered which are shown to be unconditionally Q-stable. Finally, the extended backward differentiation methods of Cash are analysed.     

An exponentially fitted special second-order finite difference method for solving singular perturbation problems

An exponentially fitted special second-order finite difference method is presented for solving singularly perturbed two-point boundary value problems with the boundary layer at one end (left or right) point. A fitting factor is introduced in a tri-diagonal finite difference scheme and is obtained from the theory of singular perturbations. Thomas Algorithm is used to solve the system and its stability is investigated. To demonstrate the applicability of the method, we have solved several linear and non-linear problems. From the results, it is observed that the present method approximates the exact solution very well.     

Convergence results for general linear methods on singular perturbation problems

Many numerical methods used to solve Ordinary Differential Equations, or Differential Algebraic Equations can be written as general linear methods. The B-convergence results for general linear methods are for algebraically stable methods, and therefore useless for nearly A-stable methods. The purpose of this paper is to show convergence for singular perturbation problems for the class of general linear methods without assuming A-stability.     

A nonasymptotic method for general linear singular perturbation problems

The nonasymptotic method developed in Ref. 1 has been extended for solving general linear singularly perturbed two-point boundary-value problems. Firstly, we discuss problems with a right-hand boundary layer. Secondly, we discuss problems with an interior layer. Finally, we discuss problems with two boundary layers. Numerical experience with the method for some model problems is also reported to confirm the theoretical analysis.     

On the Convergence Behaviour of Variable Stepsize Multistep Methods for Singularly Perturbed Problems

In this note, we investigate the convergence behaviour of linear multistep discretizations for singularly perturbed systems, emphasising the features of variable stepsizes. We derive a convergence result for A()-stable linear multistep methods and specify a refined error estimate for backward differentiation formulas. Important ingredients in our convergence analysis are stability bounds for non-autonomous linear problems that are obtained by perturbation techniques.     

Variable step size initial value algorithm for singular perturbation problems using locally exact integration

We consider quasilinear singular perturbation problems of the form εy^″+p(x)y^′+q(x,y)=h(x),x[0,1];y(0)=,y(1)=β with a boundary layer at one end point. The original problem is reduced to an asymptotically equivalent linear first order initial-value problem (IVP). Then, a variable step size initial value algorithm is applied to solve this (IVP). The algorithm is based on the locally exact integration of quadratic linearized problem coefficients on a non-uniform mesh. Two term-recurrence relation with controlled step size is obtained. Several problems are solved to demonstrate the applicability and efficiency of the algorithm. It is observed that the present method approximates the exact solution very well.     

A note on unconditionally stable linear multistep methods

It has been shown by Dahlquist [3] that the trapezoidal formula has the smallest truncation error among all linear multistep methods with a certain stability property. It is the purpose of this note to show that a slightly different stability requirement permits methods of higher accuracy.The preparation of this paper was sponsored by the Swedish Technical Research Council.     

Convergence of multistep discretizations of DAEs

Standard ODE methods such as linear multistep methods encounter difficulties when applied to differential-algebraic equations (DAEs) of index greater than 1. In particular, previous results for index 2 DAEs have practically ruled out the use of all explicit methods and of implicit multistep methods other than backward difference formulas (BDFs) because of stability considerations. In this paper we embed known results for semi-explicit index 1 and 2 DAEs in a more comprehensive theory based on compound multistep and one-leg discretizations. This explains and characterizes the necessary requirements that a method must fulfill in order to be applicable to semi-explicit DAEs. Thus we conclude that the most useful discretizations are those that avoid discretization of the constraint. A freer use of e.g. explicit methods for the non-stiff differential part of the DAE is then possible.Dedicated to Germund Dahlquist on the occasion of his 70th birthdayThis author thanks the Centro de Estadística y Software Matemático de la Universidad Simón Bolivar (CESMa) for permitting her free use of its research facilities.Partial support by the Swedish Research Council for Engineering Sciences TFR under contract no. 222/91-405.     

A finite differences MATLAB code for the numerical solution of second order singular perturbation problems

We show the main features of the MATLAB code HOFiD_UP for solving second order singular perturbation problems. The code is based on high order finite differences, in particular on the generalized upwind method. Within its simplicity, it uses order variation and continuation for solving any difficult nonlinear scalar problem. Several numerical tests on linear and nonlinear problems are considered. The best performances are reported on problems with perturbation parameters near the machine precision, where most of the codes for two-point BVPs fail.     

A robust fitted operator finite difference method for a two-parameter singular perturbation problem1

We consider singularly perturbed two-point BVPs with two small parameters ? and μ multiplying the derivatives. It is pointed out in P.A. Farrel (Sufficient conditions for uniform convergence of a class of difference schemes for singular perturbation problems, IMA J. Numer. Anal. 7 (1987), pp. 459–472), that ‘in general, the exponentially fitted finite difference methods (EFFDMs) are more effective inside the layers. However, though these methods are uniformly convergent, they do not give fairly good approximations in the whole interval of interest’. In this paper, we study that the non-standard finite difference method (NSFDM) that we develop overcomes this weakness. Like EFFDMs, the NSFDM is also a method of fitted operator type. Secondly, unlike several earlier works (see, for example Gracia et al., Appl. Numer. Math. 56 (2006), pp. 962–980) where the authors use a combination of approaches in various regions, the method presented in this paper consists of just one scheme throughout the domain of interest. This is very important because it increases the possibilities of extending the approach both for higher dimensional and higher order problems. Combination of schemes usually suffers from the drawback that their selection is mostly based on the relative values of ? and μ, otherwise they fail to provide monotonic solutions. We also investigate a number of issues associated with a variety of NSFDMs and finally provide some comparative numerical results.     

Positivity for explicit two-step methods in linear multistep and one-leg form

Positivity results are derived for explicit two-step methods in linear multistep form and in one-leg form. It turns out that, using the forward Euler starting procedure, the latter form allows a slightly larger step size with respect to positivity. AMS subject classification (2000) 65L06     

积分微分方程线性多步方法的散逸性

研究一类积分微分方程线性多步方法（p,σ）的散逸性．当积分项用复合求积公式逼近时,证明了线性多步方法是有限维散逸的．这说明该方法很好地继承了系统本身所具有的重要性质．这一结论为数值求解这一类微分方程提供了更多的选择．     

A local monotonicity formula for an inhomogenous singular perturbation problem and applications

In this paper we prove a local monotonicity formula for solutions to an inhomogeneous singularly perturbed diffusion problem of interest in combustion. This type of monotonicity formula has proved to be very useful for the study of the regularity of limits u of solutions of the singular perturbation problem and of ∂{u > 0}, in the global homogeneous case. As a consequence of this formula we prove that u has an asymptotic development at every point in ∂{u > 0} where there is a nonhorizontal tangent ball. These kind of developments have been essential for the proof of the regularity of ∂{u > 0} for Bernoulli and Stefan free boundary problems. We also present applications of our results to the study of the regularity of ∂{u > 0} in the stationary case including, in particular, its regularity in the case of energy minimizers. We present as well a regularity result for traveling waves of a combustion model that relies on our monotonicity formula and its consequences.The fact that our results hold for the inhomogeneous problem allows a very wide applicability. Indeed, they may be applied to problems with nonlocal diffusion and/or transport. The research of the authors was partially supported by Fundación Antorchas Project 13900-5, Universidad de Buenos Aires grant X052, ANPCyT PICT No 03-13719, CONICET PIP 5478. The authors are members of CONICET.     

求解非线性刚性初值问题的隐显线性多步方法的误差分析

隐显线性多步方法由隐式线性多步方法和显式线性多步法组合而成.本文主要讨论求解满足单边Lipschitz条件的非线性刚性初值问题和一类奇异摄动初值问题的隐显线性多步方法的误差分析.最后,由数值例子验证了所获的理论结果的正确性及方法处理这两类问题的有效性.     

Geometric mesh FDM for self-adjoint singular perturbation boundary value problems

A numerical method based on finite difference method with variable mesh is given for second order singularly perturbed self-adjoint two point boundary value problems. The original problem is reduced to its normal form and the reduced problem is solved by FDM taking variable mesh(geometric mesh). The maximum absolute errors max_i|y(x_i)-y_i|, for different values of parameter , number of points N, and the mesh ratio r, for three examples have been given in tables to support the efficiency of the method.     

The improved linear multistep methods for differential equations with piecewise continuous arguments

This paper deals with the convergence of the linear multistep methods for the equation x′(t) = ax(t) + a₀x([t]). Numerical experiments demonstrate that the 2-step Adams-Bashforth method is only of order p = 0 when applied to the given equation. An improved linear multistep methods is constructed. It is proved that these methods preserve their original convergence order for ordinary differential equations (ODEs) and some numerical experiments are given.