On a system of singularly perturbed second-order quasilinear ordinary differential equations in the critical cases

A singularly perturbed system of second-order quasilinear ordinary differential equations with a small parameter multiplying the second derivatives is examined in the case where the coefficient matrix of the first derivatives is singular and does not depend on the unknown functions.     

A method of asymptotic constructions with improved accuracy for a quasilinear singularly perturbed parabolic convection-diffusion equation

The Dirichlet problem on an interval for quasilinear singularly perturbed parabolic convection-diffusion equation is considered. The higher order derivative of the equation is multiplied by a parameter ε that takes any values from the half-open interval (0, 1]. For this type of linear problems, the order of the ε-uniform convergence (with respect to x and t) for the well-known schemes is not higher than unity (in the maximum norm). For the boundary value problem under consideration, grid approximations are constructed that converge ε-uniformly at the rate of O(N ^?2ln² N + N ^?2 ₀), where N + 1 and N ₀ + 1 are the numbers of the mesh points with respect to x and t, respectively. On the x axis, piecewise uniform meshes that condense in the boundary layer are used. If the parameter value is small compared to the effective step of the spatial grid, the domain decomposition method is used, which is motivated by “asymptotic constructions.” Monotone approximations of “auxiliary” subproblems describing the main terms of the asymptotic expansion of the solution outside a neighborhood of the boundary layer neighborhood are used. In the neighborhood of the boundary layer (of the width O(ε ln N)) the first derivative with respect to x is approximated by the central difference derivative. These subproblems are successively solved in the subdomains on uniform grids. If the parameter values are not sufficiently small (compared to the effective step of the mesh with respect to x), the classical implicit difference schemes approximating the first derivative with respect to x by the central difference derivative are applied. To improve the accuracy in t, the defect correction technique is used. Notice that the calculation of the solution of the constructed difference scheme (the scheme based on the method of asymptotic constructions) can be considerably simplified for sufficiently small values of the parameter ε.     

A decomposition of time scales for iterative computation of time-optimal controls

An iterative procedure, exploiting the multiple time scale properties of systems with slow and fast modes, is presented. This procedure solves the time-optimal problem for higher-order systems iteratively via the solutions of simple second-order problems. Computational complexity is so reduced that fourth-order problems can be solved using a microprocessor or programmable calculator.This work was supported in part by the Joint Services Electronics Program (US Army, US Navy, and US Air Force) under Contract No. DAAB-07-72-C-0259, in part by the US Air Force under Grant No. AFOSR-73-2570, and in part by the National Science Foundation under Grant No. ENG 74-20091.     

Robust a Posteriori Error Estimation for a Singularly Perturbed Reaction–Diffusion Equation on Anisotropic Tetrahedral Meshes

We consider a singularly perturbed reaction–diffusion problem and derive and rigorously analyse an a posteriori residual error estimator that can be applied to anisotropic finite element meshes. The quotient of the upper and lower error bounds is the so-called matching function which depends on the anisotropy (of the mesh and the solution) but not on the small perturbation parameter. This matching function measures how well the anisotropic finite element mesh corresponds to the anisotropic problem. Provided this correspondence is sufficiently good, the matching function is O(1). Hence one obtains tight error bounds, i.e. the error estimator is reliable and efficient as well as robust with respect to the small perturbation parameter. A numerical example supports the anisotropic error analysis.     

On the multiple scales perturbation method for difference equations

In the classical multiple scales perturbation method for ordinary difference equations (O Δ Es) as developed in 1977 by Hoppensteadt and Miranker, difference equations (describing the slow dynamics of the problem) are replaced at a certain moment in the perturbation procedure by ordinary differential equations (ODEs). Taking into account the possibly different behavior of the solutions of an O Δ E and of the solutions of a nearby ODE, one cannot always be sure that the constructed approximations by the Hoppensteadt–Miranker method indeed reflect the behavior of the exact solutions of the O Δ Es. For that reason, a version of the multiple scales perturbation method for O Δ Es will be presented and formulated in this paper completely in terms of difference equations. The goal of this paper is not only to present this method, but also to show how this method can be applied to regularly perturbed O Δ Es and to singularly perturbed, linear O Δ Es.     

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.     

非线性奇摄动边值问题的渐近展开

本文用上下解方法给出了含小参数ε＞０的非线性奇摄动边界问题（１．１）－（１．２）（周期边界问题为其特例）解的一致有效的渐近展开式．     

Equivalence of Two Sets of Transition Points Corresponding to Solutions with Interior Transition Layers

We establish the equivalence of two sets of transition points corresponding to solutions of singularly perturbed boundary-value problems with interior boundary layers. The first set appears in the formalism for constructing the asymptotics of the solution of a boundary-value problem and the second, in the direct scheme formalism for constructing the asymptotics of the solution of a variational problem.     

Solutions with boundary‐layers and spike‐layers to singularly perturbed quasilinear Dirichlet problems

The structure of nontrivial nonnegative solutions to singularly perturbed quasilinear Dirichlet problems of the form –?Δ_pu = f(u) in Ω, u = 0 on ?Ω, Ω ? R ^N a bounded smooth domain, is studied as ? → 0⁺, for a class of nonlinearities f(u) satisfying f(0) = f(z₁) = f(z₂) = 0 with 0 < z₁ < z₂, f < 0 in (0, z₁), f > 0 in (z₁, z₂) and f(u)/u^p–1 = –∞. It is shown that there are many nontrivial nonnegative solutions with spike‐layers. Moreover, the measure of each spike‐layer is estimated as ? → 0⁺. These results are applied to the study of the structure of positive solutions of the same problems with f changing sign many times in (0,∞). Uniqueness of a solution with a boundary‐layer and many positive intermediate solutions with spike‐layers are obtained for ? sufficiently small. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)