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ON CONSTRUCTION OF A GLOBAL NUMERICAL SOLUTION FOR A SEMILINEAR SINGULARLYPERTURBED REACTION DIFFUSION BOUNDARY VALUE PROBLEM

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Abstract

A class of different schemes for finding the numerical solution of semilinear singularly--perturbed reaction--diffusion boundary--value problems was constructed. The stability of the difference schemes was proved, and the existence and uniqueness of a numerical solution were shown. After that, the uniform convergence with respect to a perturbation parameter ε\varepsilon on a modified Shishkin mesh of order 2 has been proven. For such a discrete solution, a global solution based on a linear spline was constructed, also the error of this solution is in expected boundaries. Numerical experiments at the end of the paper, confirm the theoretical results. The global solutions based on a natural cubic spline, and the experiments with Liseikin, Shishkin and modified Bakhvalov meshes are included in the numerical experiments as well.
Matematiqki Bilten
ε
ε2y00 f(x, y) = 0, x (0,1), y(0) = y(1) = 0,
∂f (x, y)
∂y := fy>m > 0,
ε m y
x[0,1] f f(x, y)
Ck([0,1] ×R), k >2.
x= 0 x= 1.
ε,
ε.
ε
f,
ε
y
s r
y
y=r+s,
j= 0,1, ..., k + 2 x[0,1]
r(j)(x)C,
s(j)(x)jex
εm+e1x
εm.
x= 0 x= 1.
0 = x0< x1< . . . < xN= 1,
xi=ψ(i/N).
N+ 1 q(0,1/2)
λ:= min 2εln N
m,1
4.
ψ(t) =
4λt, t [0,1/4],
p(t1/4)3+ 4λt, t [1/4,1/2],
1ψ(1 t), t [1/2,1],
p ψ(1/2) = 1/2, p = 32(1 4λ). ψ C1[0,1]
kψ0k6C, kψ00k6C. hi=xi+1xi, i = 0,...N1
hi=Z(i+1)N
i/N
ψ0(t) d t6CN 1,
|hi+1 hi|=Zi/N
(i1)/N Zt+1/N
t
ψ00(s) d s
6CN 2.
ψ(t) =
4λt, t [0,1/4]
λ+ 2(1 2λ)(t1/4), t [1/2,1/4]
1ψ(1 t), t [1/2,1].
ψ(t) =
µ(t) := aεt
qt, t [0, α],
µ(α) + µ0(α)(tα), t [α, 1/2],
1ψ(1 t), t [1/2,1],
a q ε, q (0,1/2), a (0, q),
am>2. α
(1/2,1/2) µ(t),
α=qpaqε(1 2q+ 2)
1+2.
ψ(t) =
c1εk((1 dt)1/a 1),06t61/4,
c1[εkan/(1+na)εk+d1
aεka(n1)/(1+na)(t1/4)
+1
2d21
a(1
a+ 1)εka(n2)/(1+na)(t1/4)2
+c0(t1/4)3],1/46t61/2,
1ψ(1 t),1/26t61,
d= (1 εka/(1+na))/(1/4), a a m1>0
a= 1, c0>0n= 2, k = 1, c0= 0,1
c1
= 2 εkan/(1+na)εk
+d
4aεka(n1)/(1+na)+d2
2
1
a(1
a+ 1)εka(n2)/(1+na)(1/4)2+c0(1/4)3
0 = x0< x1< . . . < xN= 1,
hi=xi+1 xi, i = 0,1, . . . , N 1.
β
sinh(βhi1)yi1β
tanh(βhi1)+β
tanh(βhi)yi+β
sinh(βhi)yi+1
=1
ε2"Zxi
xi1
uII
i1ψ(s, y) d s+Zxi+1
xi
uI
iψ(s, y) d s#,
i= 1,2, . . . , N 1, y0=yN= 0,
ψ(s, y) = f(s, y)γ y, β =γ
ε,
uI
i, uII
i
ε2u00
iγui= 0 (xi, xi+1),
ui(xi)=1, ui(xi+1 )=0,
i= 0,1, ..., N 1,
ε2u00
iγui= 0 (xi, xi+1),
ui(xi)=0, ui(xi+1 )=1,
i= 0,1, ..., N 1,
y
ψ ψ
ψ
i= (1 t)ψ(xi1, y(xi1)) + (xi, y(xi)), x [xi1, xi],
ψ+
i=(xi, y(xi)) + (1 t)ψ(xi+1 , y(xi+1)), x [xi, xi+1], t [0,1].
Zxi
xi1
uII
i1ds=cosh(βhi1)1
βsinh(βhi1),
Zxi+1
xi
uI
ids=cosh(βhi)1
βsinh(βhi),
(1 t) cosh(βhi1) + t
sinh(βhi1)(yi1yi)(1 t) cosh(βhi) + t
sinh(βhi)(yiyi+1 )
(1 t)fi1+tfi
γ·cosh(βhi1)1
sinh(βhi1)tfi+ (1 t)fi+1
γ·cosh(βhi)1
sinh(βhi)= 0,
i= 1,2, . . . , N 1fk=f(xk, y k), k ∈ {i1, i, i + 1}, t [0,1].
T,
T u = (T u0, T u1, . . . , T uN)T,
T u0=u0,
T ui=γ
cosh(βhi1)1
sinh(βhi1)+cosh(βhi)1
sinh(βhi)
·(1 t) cosh(βhi1) + t
sinh(βhi1)(ui1ui)(1 t) cosh(βhi) + t
sinh(βhi)(uiui+1 )
(1 t)fi1+tfi
γ·cosh(βhi1)1
sinh(βhi1)tfi+ (1 t)fi+1
γ·cosh(βhi)1
sinh(βhi)
= 0,
i= 1, . . . , N 1,
T uN=uN, fk=f(xk, uk), k ∈ {i1, i, i + 1}.
T y = 0,
y= (y0, y1, . . . , yN)T
y γ >fy.
v, w RN+1
kvwk6CkT v T wk.
T y = 0 k(T0y)1k6C, T 0
T. H := T0(y)
H= [hij ].
h1,1=hN+1,N+1 =1<0,
hi,i1=Λ·"(1 t) cosh(βhi1) + t
sinh(βhi1)
∂f
∂yi1
γ·(1 t)(cosh(βhi1)1)
sinh(βhi1)#,
hi,i+1 =Λ·"(1 t) cosh(βhi) + t
sinh(βhi)
∂f
∂yi+1
γ·(1 t)(cosh(βhi)1)
sinh(βhi)#,
hi,i =Λ·(1 t) cosh(βhi1) + t
sinh(βhi1)+(1 t) cosh(βhi) + t
sinh(βhi)
+t
∂f
∂yi
γ·cosh(βhi1)1
sinh(βhi1)+t
∂f
∂yi
γ·cosh(βhi)1
sinh(βhi)#, i = 2, . . . , N,
Λ=γ
cosh(βhi1)1
sinh(βhi1)+cosh(βhi)1
sinh(βhi)
.
hi,i1>0, hi,i+1 >0, hi,i <0,
|hi,i|−|hi,i1|−|hi,i+1 |>m,
H M
kH1k61
m.
T
RN+1 0T,
T v T w = (T0ξ)1(vw)
ξ= (ξ0, ξ1, . . . , ξN)TRN+1. v w= (T0ξ)1(T v T w )
kvwk=k(T0ξ)1(T v T w)k61
mkT v T wk.
(1 t)cosh(βhi1)1
sinh(βhi1)(yi1yi)cosh(βhi)1
sinh(βhi)(yiyi+1 )
+yi1yi
sinh(βhi1)yiyi+1
sinh(βhi)
(1 t)fi1+tfi
γ·cosh(βhi1)1
sinh(βhi1)tfi+ (1 t)fi+1
γ·cosh(βhi)1
sinh(βhi)= 0,
i= 1, . . . , N 1.
ε6C
N.
xi, xi±1[xN/41, λ][λ, 1/2],
i=N/4, . . . , N/21
cosh(βhi1)1
sinh(βhi1)(y(xi1)y(xi)) cosh(βhi)1
sinh(βhi)(y(xi)y(xi+1))
cosh(βhi1)1
sinh(βhi1)+cosh(βhi)1
sinh(βhi)
6C
N2.
ε6C
N.
xi, xi±1[xN/41, λ][λ, 1/2],
y(xi1)y(xi)
sinh(βhi1)y(xi)y(xi+1 )
sinh(βhi)
cosh(βhi1)1
sinh(βhi1)+cosh(βhi)1
sinh(βhi)
6C
N2, i =N/4, . . . , N/21.
ε6C
N.
xi, xi±1[xN/41, λ][λ, 1/2],
γ
cosh(βhi1)1
sinh(βhi1)+cosh(βhi)1
sinh(βhi)
(1 t)f(xi1, y(xi1)) + tf (xi, y (xi))
γ
·cosh(βhi1)1
sinh(βhi1)tf (xi, y(xi)) + (1 t)f(xi+1, y(xi+1))
γ·cosh(βhi)1
sinh(βhi)
6C
N2, i =N/4, . . . , N/21.
ε6C
N, ε2y00(xi) =
f(xi, y(xi)),
γ
cosh(βhi1)1
sinh(βhi1)+cosh(βhi)1
sinh(βhi)
(1 t)f(xi1, y(xi1)) + tf (xi, y (xi))
γ
·cosh(βhi1)1
sinh(βhi1)tf (xi, y(xi)) + (1 t)f(xi+1, y(xi+1))
γ·cosh(βhi)1
sinh(βhi)
6|(1 t)f(xi1, y(xi1)) + 2tf (xi, y (xi)) + (1 t)f(xi+1, y(xi+1))|
6ε2[(1 t) (|r00(xi1)|+|s00(xi1)|)
+2t(|s00(xi)|+|r00(xi)|) + (1 t) (|s00(xi+1 )|+|r00(xi+1)|)]
6C1ε2
(1 t)
2 + exi1
εm
ε2+exi+1
εm
ε2
+ 2t 1 + exi
εm
ε2!
6Cε2+1
N2, i =N/4, . . . , N/21.
ε
max
i|y(xi)yi|6C
ln2N/N2, i = 0, . . . , N/41,
1/N2, i =N/4,...,3N/4,
ln2N/N2, i = 3N/4+1, . . . , N,
y(xi)yi
xi, C > 0
N ε.
06i < N/41. hi1=hihi=O(εln N/N ),
(T y)i=γ
cosh(βhi1)1
sinh(βhi1)+cosh(βhi)1
sinh(βhi)
(1 t) cosh(βhi1) + t
sinh(βhi1)(y(xi1)y(xi))
(1 t) cosh(βhi) + t
sinh(βhi)(y(xi)y(xi+1 ))
(1 t)f(xi1, y(xi1)) + tf (xi, y (xi))
γ·cosh(βhi1)1
sinh(βhi1)
tf(xi, y(xi)) + (1 t)f(xi+1 , y(xi+1 ))
γ·cosh(βhi)1
sinh(βhi)
=γ
2(cosh(βhi)1) {t[y(xi1)2y(xi) + y(xi+1 )
2f(xi, y(xi))
γ(cosh(βhi)1)
+ (1 t) [cosh(βhi) (y(xi1)2y(xi) + y(xi+1 ))
f(xi1, y(xi1)) + f(xi+1, y(xi+1 ))
γ·(cosh(βhi)1)
=γ
2(cosh(βhi)1)
ty(xi1)2y(xi) + y(xi+1)2ε2y00(xi)
γ(cosh(βhi)1)
+ (1 t) [cosh(βhi) (y(xi1)2y(xi) + y(xi+1 ))
ε2y00(xi1) + y00(xi+1)
γ·(cosh(βhi)1).
y(xi1)2y(xi) + y(xi+1) = y00(xi)h2
i+y(iv)(ξ
i) + y(iv)(ξ+
i)
24 h4
i,
y00(xi1) + y00(xi+1)=2y00(xi) + y(iv )(η
i) + y(iv)(η+
i)
2h2
i,
cosh(βhi) = 1 + β2h2
i
2+Oβ4h4
i,
ξ
i(xi1, xi), ξ+
i(xi, xi+1), η
i(xi1, xi), η+
i(xi, xi+1),
(T y)i=γ·t
β2h2
i+ 2O(β4h4
i)y00(xi)h2
i+y(iv)(ξ
i) + y(iv)(ξ+
i)
24 h4
i
2ε2y00(xi)
γβ2h2
i
2+O(β4h4
i)
+γ·(1 t)
β2h2
i+ 2O(β4h4
i)y00(xi)h2
i+y(iv)(ξ
i) + y(iv)(ξ+
i)
24 h4
i
·1 + β2h2
i
2+O(β4h4
i)
ε22y00(xi) + y(iv )(η
i)+y(iv)(η+
i)
2
γβ2h2
i
2+O(β4h4
i)
=γ·t
β2h2
i+ 2O(β4h4
i)y(iv)(ξ
i) + y(iv)(ξ+
i)
24 h4
i2ε2y00(xi)
γO(β4h4
i)
+γ·(1 t)
β2h2
i+ 2O(β4h4
i)y(iv)(ξ
i) + y(iv)(ξ+
i)
24 h4
i
+β2h2
i
2+O(β4h4
i)y00(xi)h2
i+y(iv)(ξ
i) + y(iv)(ξ+
i)
24 h4
i
2ε2y00(xi)
γ· O(β4h4
i)
+ε2y(iv)(η
i) + y(iv)(η+
i)
2γh2
iβ2h2
i
2+O(β4h4
i),
|(T y)i|6Cln2N/N 2, i = 0,1, . . . , N/41.
N/46i < N/2.
|(T y)i|6γ
cosh(βhi1)1
sinh(βhi1)+cosh(βhi)1
sinh(βhi)
·(1 t)
cosh(βhi1)1
sinh(βhi1)(y(xi1)y(xi))
cosh(βhi)1
sinh(βhi)(y(xi)y(xi+1 ))
+
y(xi1)y(xi)
sinh(βhi1)y(xi)y(xi+1 )
sinh(βhi)
+
(1 t)f(xi1, y(xi1)) + tf (xi, y (xi))
γ·cosh(βhi1)1
sinh(βhi1)
+
tf(xi, y(xi)) + (1 t)f(xi+1 , y(xi+1 ))
γ·cosh(βhi)1
sinh(βhi),
|(T y)i|6C/N2, i =N/4, . . . , N/21.
i=N/2. hN/41=hN/4
s
i=N/2,
[λ, 1λ]
P(x) =
p1(x), x [x0, x1],
p2(x), x [x1, x2],
pi(x), x [xi1, xi],
pN(x), x [xN1, xN],
pi(x) =
yiyi1
xixi1
(xxi1) + yi1, x [xi1, xi],
0, x /[xi1, xi],
i= 1,2, . . . , N.
max
x[0,1] y(x)P(x)6Cln2N/N2,
y P
[0, λ],[λ, xN/4+1] [xN/4+1 ,1/2]
[1/2,1].kP
yk6kPPk+kPyk,
P
P , P
(xi1, y(xi1)),(xi, y(xi)), i = 1,2, . . . , N ;
(xi1, yi1),(xi, yi+1 ), i = 1,2, . . . , N,
P(x) =
p1(x), x [x0, x1],
p2(x), x [x1, x2],
pi(x), x [xi1, xi],
pN(x), x [xN1, xN],
pi(x) =
yiyi1
xixi1
(xxi1) + yi1, x [xi1, xi],
0, x /[xi1, xi],
i= 1,2, . . . , N.
kPPk6Cln2N/N2, x [0,1].
[0, λ],
i= 1,2, . . . , N/4. hi1=hi, hi=
O(εln N/N ). hi=O(εln N/N)
|y(x)pi(x)|6h2
i
8max
ξ[xi1,xi]|y00(ξ)|6C1
ε2ln2N
N2max
ξ[xi1,xi]|s00(ξ) + r00(ξ)|
6C2
ε2ln2N
N2max
ξ[xi1,xi]ε2eξ
εm+e(ξ1)
εm+r00(ξ)
6C2
ε2ln2N
N2(ε2+C3)6Cln2N
N2, i = 1,2, . . . , N/4.
x[λ, xN/4+1][xN/4+1 ,1/2]
i=N/4, N/4 + 1, . . . , N/2,
i=N/4 + 1, . . . , N/2, hi=O(1/N ).
|y(x)pi(x)|6h2
i
8max
ξ[xN/4+1,1/2] |y00(ξ)|6C
N2.
[λ, xN/4+ 1],
ypi(x) =yyiyi1
xixi1
(xxi1) + yi1
=ssisi1
xixi1
(xxi1) + si1+rriri1
xixi1
(xxi1) + ri1.
s,
ssisi1
xixi1
(xxi1) + si1
6|s|+|si+1 si|+|si|
6C1exi1
εm+exi11
εm6C
N2.
r,
rriri1
xixi1
(xxi1) + ri1
6h2
i1
8max
ξ[xi1,xi]|r00(ξ)|6C
N2.
C,
C(x) = Ci(x), x [xi, xi+1 ], i = 0,1, . . . , N 1,
Ci
Ci(x) = Mi
(xi+1 x)3
6hi+1
+Mi+1
(xxi)3
6hi+1
+yi+1 yi
hi+1 hi+1
6(Mi+1 Mi)(xxi) + yiMi
h2
i+1
6,
Mi:= C00
i(xi), i = 1, N 1
hi
6Mi1+hi+hi+1
3Mi+hi+1
6Mi+1 =yi+1 yi
hi+1 yiyi1
hi
, i = 1, . . . , N 1,
M0:= C00
0(x0)=0, MN:= C00
N1(xN) = 0.
ε2y00 =y+ cos2πx + 2ε2π2cos2πx (0,1) ,
y(0) = y(1) = 0.
y(x) = ex
ε+e
(1x)
ε
1 + e1
εcos2πx.
y0=0.5
γ= 1.
EN
EN=kyyNk,Ord = ln ENln E2N
ln(2k/(k+ 1)) ,(Shishkin),
Ord = ln ENln E2N
ln 2 ,(Bakhvalov,Liseikin)
N= 2k, k = 4,5,...,12, y
yN
ε
EN
x= 0
N= 16 N= 32
N= 64
25210 220 230 240
N EnEnEnEn
24
25
26
27
28
29
210
211
212
24
25
26
27
28
29
210
211
212
24
25
26
27
28
29
210
211
212
24
25
26
27
28
29
210
211
212
EN
N= 16 N= 32
N= 64
ε
Oln2N/N 2.
C1
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Collocation with quadratic C 1-splines for a singularly perturbed reaction-diffusion problem in one dimension is studied. A modified Shishkin mesh is used to resolve the layers. The resulting method is shown to be almost second order accurate in the maximum norm, uniformly in the perturbation parameter. Furthermore, a posteriori error bounds are derived for the collocation method on arbitrary meshes. These bounds are used to drive an adaptive mesh moving algorithm. Numerical results are presented.
Book
The book describes algorithms for generating numerical grids for solving singularly-perturbed problems by using layer-damping coordinate transformations eliminating singularities of solutions to some required order n. The layer-damping coordinate transformations are generated explicitly by certain procedures with four basic univariate locally contracting mappings. The form of any contracting function depends on the qualitative behavior of the solution. The information about the qualitative solution structure is obtained either from a theoretical analysis of simpler model equations, specifically, the ordinary differential equations discussed in Chaps. 3--5, which simulate the qualitative features of the solutions, or from a preliminary numerical calculation for similar problems on coarse grids.The theoretical analysis has revealed new forms of layer-damping functions eliminating singularities of solutions to singularly--perturbed problems and corresponding layer-resolving grids -- functions and grids above and beyond those already well known and having broad acceptance, namely, those developed by Bakhvalov and Shishkin. The grids developed by Bakhvalov and Shishkin have been applied to diverse problems, but only to problems with exponential-type layers , typically represented by functions exp(bx/εk)\exp(-bx/\varepsilon^k), occurring in problems for which the solutions of reduced (ε=0)(\varepsilon=0) problems do not have singularities. Such grids are not suitable for tackling other, wider, layers, and also require knowledge of the constant b affecting the width of the exponential layer -- when such knowledge is not always available, for example, for boundary layers in fluid-dynamics problems modeled by Navier-Stokes equations, or for interior layers in solutions to quasilinear nonautonomous problems. One spectacular example of the new layer-resolving grids being presented in the book, engendered by a function εrk/(εk+x)r\varepsilon^{rk}/(\varepsilon^k +x)^r, r>0r>0, is suitable for dealing not only with exponential layers having arbitrary widths, but with power of first type layers occurring in problems for which the solutions of reduced problems have singularities as well. Other examples of new layer--resolving grids are aimed at dealing with power of type 2 layers represented by functions (εk+x)r(\varepsilon^k +x)^r, 0<r<10< r < 1; logarithmic layers represented by functions ln(εk+x)/lnεk\ln(\varepsilon^k +x)/\ln\varepsilon^k ; and mixed layers. Numerical experiments are carried out in Chap. 8 for problems having various types of layers. It seems that the new layer-resolving grids described in the book should empower researchers to solve broader and more important classes of problems having not only exponential-, but power-, logarithmic-, and mixed-type boundary and interior layers.
Article
The periodic first boundary value problem is considered in a band domain for a parabolic-type equation. Highest-order derivatives contain a parameter taking arbitrary values in the half-open interval (0,1], while the equation coefficients and free term have discontinuities of the first kind at a finite number of straight lines parallel to one of the coordinate axes. Lumped sources can also be located at these straight lines. When the parameter tends to zero there arise internal layers in the neighbourhoods of discontinuity lines for the data of the problem. To solve the boundary value problem by using grids condensing at boundary and internal layers, a difference scheme is constructed which converges uniformly in the parameter everywhere in the domain.