Nothing Special   »   [go: up one dir, main page]

skip to main content
article

ε-Uniform error estimate of hybrid numerical scheme for singularly perturbed parabolic problems with nterior layers

Published: 01 September 2011 Publication History

Abstract

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.

References

[1]
Axelsson, O., Glushkov, E., Glushkova, N.: The local green's function method in singularly perturbed convection-diffusion problems. Math. Comput. 78(265), 153-170 (2009).
[2]
Axelsson, O., Gololobov, S.V.: Stability and error estimates for the theta-method for strongly monotone and infinitely stiff evolution equations. Numer. Math. 89, 31-48 (2001).
[3]
Axelsson, O., Gololobov, S.V.: A combined method of local green's functions and central difference method for singularly perturbed convection-diffusion problems. J. Comput. Appl. Math. 161, 245-257 (2003).
[4]
Axelsson, O., Kolotilina, L.: Monotonicity and discretization error estimates. SIAM J. Numer. Anal. 27(6), 1591-1611 (1990).
[5]
Bobisud, L.: Second-order linear parabolic equations with a small parameter. Arch. Ration. Mech. Anal. 27, 385-397 (1967).
[6]
Cen, Z.: A hybrid difference scheme for a singularly perturbed convection-diffusion problem with discontinuous convection coefficient. Appl. Math. Comput. 169, 689-699 (2005).
[7]
Clavero, C., Gracia, J.L., Lisbona, F.: Second order numerical methods for one dimensional parabolic singularly perturbed problems with regular layers. Numer. Methods Partial Differ. Equ. 21, 149-169 (2005).
[8]
Farrell, P.A., Hegarty, A.F., Miller, J.J.H., O'Riordan, E., Shishkin, G.I.: Robust Computational Techniques for Boundary Layers. Chapman & Hall/CRC Press (2000).
[9]
Farrell, P.A., Hegarty, A.F., Miller, J.J.H., O'Riordan, E., Shishkin, G.I.: Global maximum norm parameter-uniform numerical method for a singularly perturbed convection-diffusion problem with discontinuous convection coefficient. Math. Comput. Model. 40, 1375-1392 (2004).
[10]
Farrell, P.A., Hegarty, A.F., Miller, J.J.H., O'Riordan, E., Shishkin, G.I.: Singularly perturbed convection diffusion problems with boundary and weak interior layers. J. Comput. Appl. Math. 166(1), 133-151 (2004).
[11]
Friedman, A.: Partial Differential Equations of Parabolic Type, 1st edn. Prentice-Hall, Englewood Cliffs (1964).
[12]
Hemker, P.W., Shishkin, G.I., Shishkina, L.P.: ¿-Uniform schemes with higher-order time-accuracy for parabolic singular perturbation problems. IMA J. Numer. Anal. 20, 99-121 (2000).
[13]
Hemker, P.W., Shishkin, G.I., Shishkina, L.P.: High-order time-accurate schemes for singularly perturbed parabolic convection-diffusion problems with robin boundary conditions. CWI Reports and Notes: Modelling, Analysis and Simulation (MAS) Report Series, MAS-R0207, Amsterdam, The Netherlands, April 30, 2002.
[14]
Kellogg, R.B., Tsan, A.: Analysis of some differences approximations for a singular perturbation problem without turning point. Math. Comput. 32(144), 1025-1039 (1978).
[15]
Ladyzenskaja, O.A., Solonnikov, V.A., Ural'ceva, N.N.: Linear and quasi-linear equations of parabolic type. In: Translations of Mathematical Monographs, vol. 23. American Mathematical Society (1968).
[16]
Miller, J.J.H., O'Riordan, E., Shishkin, G.I., Shishkina, L.P.: Fitted mess methods for problems with parabolic boundary layers. Math. Proc. R. Ir. Acad. 98A(2), 173-190 (1998).
[17]
Mukherjee, K., Natesan, S.: An efficient numerical scheme for singularly perturbed parabolic problems with interior layers. Neural Parallel Sci. Comput. 16, 405-418 (2008).
[18]
Mukherjee, K., Natesan, S.: Optimal error estimate of upwind scheme on Shishkin-type meshes for singularly perturbed parabolic problems with discontinuous convection coefficients. BIT Numer. Math. (2010).
[19]
Mukherjee, K., Natesan, S.: Parameter-uniform hybrid numerical scheme for time-dependent convection-dominated initial-boundary-value problems. Computing 84(3-4), 209-230 (2009).
[20]
Mukherjee, K., Natesan, S.: Richardson extrapolation technique for singularly perturbed parabolic convection-diffusion problems. Computing (2010).
[21]
Ng-Stynes, M.J., O'Riordan, E., Stynes, M.: Numerical methods for time-dependent convection-diffusion equations. J. Comput. Appl. Math. 21, 289-310 (1988).
[22]
O'Riordan, E., Shishkin, G.I.: Singularly perturbed parabolic problems with non-smooth data. J. Comput. Appl. Math. 166, 233-245 (2004).
[23]
Roos, H.G., Stynes, M., Tobiska, L.: Numerical Methods for Singularly Perturbed Differential Equations. Springer, Berlin (1996).
[24]
Shanthi, V., Ramanujam, N., Natesan, S.: Fitted mesh method for singularly perturbed reaction convection-diffusion problems with boundary and interior layers. J. Appl. Math. Comput. 22(1-2), 49-65 (2006).
[25]
Shishkin, G.I.: A difference scheme for a singularly perturbed parabolic equation with discontinuous coefficients and concentrated factors. U.S.S.R. Comput. Math. Math. Phys. 29(5), 9-15 (1989).
[26]
Stynes, M., Roos, H.G.: The midpoint upwind scheme. Appl. Numer. Math. 23, 361-374 (1997).

Cited By

View all
  • (2024)Efficient parameter-robust numerical methods for singularly perturbed semilinear parabolic PDEs of convection-diffusion typeNumerical Algorithms10.1007/s11075-023-01670-296:2(925-973)Online publication date: 1-Jun-2024
  • (2023)Robust numerical schemes for time delayed singularly perturbed parabolic problems with discontinuous convection and source termsCalcolo: a quarterly on numerical analysis and theory of computation10.1007/s10092-023-00552-261:1Online publication date: 29-Nov-2023
  • (2015)Uniformly convergent hybrid numerical scheme for singularly perturbed delay parabolic convection-diffusion problems on Shishkin meshApplied Mathematics and Computation10.1016/j.amc.2015.08.137271:C(168-186)Online publication date: 15-Nov-2015
  • Show More Cited By
  1. ε-Uniform error estimate of hybrid numerical scheme for singularly perturbed parabolic problems with nterior layers

      Recommendations

      Comments

      Please enable JavaScript to view thecomments powered by Disqus.

      Information & Contributors

      Information

      Published In

      cover image Numerical Algorithms
      Numerical Algorithms  Volume 58, Issue 1
      September 2011
      138 pages

      Publisher

      Springer-Verlag

      Berlin, Heidelberg

      Publication History

      Published: 01 September 2011

      Author Tags

      1. 65M06
      2. 65M12
      3. CR G1.8
      4. Interior layer
      5. Numerical scheme
      6. Piecewise-uniform Shishkin mesh
      7. Singularly perturbed parabolic problem
      8. Uniform convergence

      Qualifiers

      • Article

      Contributors

      Other Metrics

      Bibliometrics & Citations

      Bibliometrics

      Article Metrics

      • Downloads (Last 12 months)0
      • Downloads (Last 6 weeks)0
      Reflects downloads up to 26 Nov 2024

      Other Metrics

      Citations

      Cited By

      View all
      • (2024)Efficient parameter-robust numerical methods for singularly perturbed semilinear parabolic PDEs of convection-diffusion typeNumerical Algorithms10.1007/s11075-023-01670-296:2(925-973)Online publication date: 1-Jun-2024
      • (2023)Robust numerical schemes for time delayed singularly perturbed parabolic problems with discontinuous convection and source termsCalcolo: a quarterly on numerical analysis and theory of computation10.1007/s10092-023-00552-261:1Online publication date: 29-Nov-2023
      • (2015)Uniformly convergent hybrid numerical scheme for singularly perturbed delay parabolic convection-diffusion problems on Shishkin meshApplied Mathematics and Computation10.1016/j.amc.2015.08.137271:C(168-186)Online publication date: 15-Nov-2015
      • (2012)An Efficient Hybrid Numerical Scheme for Singularly Perturbed Problems of Mixed Parabolic-Elliptic TypeRevised Selected Papers of the 5th International Conference on Numerical Analysis and Its Applications - Volume 823610.1007/978-3-642-41515-9_46(411-419)Online publication date: 15-Jun-2012

      View Options

      View options

      Login options

      Media

      Figures

      Other

      Tables

      Share

      Share

      Share this Publication link

      Share on social media