• Title/Summary/Keyword: Singular perturbation problems

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SPLINE DIFFERENCE SCHEME FOR TWO-PARAMETER SINGULARLY PERTURBED PARTIAL DIFFERENTIAL EQUATIONS

  • Zahra, W.K.;El-Azab, M.S.;Mhlawy, Ashraf M. El
    • Journal of applied mathematics & informatics
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    • v.32 no.1_2
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    • pp.185-201
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    • 2014
  • In this paper, we construct a numerical method to solve singularly perturbed one-dimensional parabolic convection-diffusion problems. We use Euler method with uniform step size for temporal discretization and exponential-spline scheme on spatial uniform mesh of Shishkin type for full discretization. We show that the resulting method is uniformly convergent with respect to diffusion parameter. An extensive amount of analysis has been carried out to prove the uniform convergence with respect to the singular perturbation parameter. The obtained numerical results show that the method is efficient, stable and reliable for solving convection-diffusion problem accurately even involving diffusion parameter.

A UNIFORMLY CONVERGENT NUMERICAL METHOD FOR A WEAKLY COUPLED SYSTEM OF SINGULARLY PERTURBED CONVECTION-DIFFUSION PROBLEMS WITH BOUNDARY AND WEAK INTERIOR LAYERS

  • CHAWLA, SHEETAL;RAO, S. CHANDRA SEKHARA
    • Journal of applied mathematics & informatics
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    • v.33 no.5_6
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    • pp.635-648
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    • 2015
  • We consider a weakly coupled system of singularly perturbed convection-diffusion equations with discontinuous source term. The diffusion term of each equation is associated with a small positive parameter of different magnitude. Presence of discontinuity and different parameters creates boundary and weak interior layers that overlap and interact. A numerical method is constructed for this problem which involves an appropriate piecewise uniform Shishkin mesh. The numerical approximations are proved to converge to the continuous solutions uniformly with respect to the singular perturbation parameters. Numerical results are presented which illustrates the theoretical results.

NUMERICAL INTEGRATION METHOD FOR SINGULAR PERTURBATION PROBLEMS WITH MIXED BOUNDARY CONDITIONS

  • Andargie, Awoke;Reddy, Y.N.
    • Journal of applied mathematics & informatics
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    • v.26 no.5_6
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    • pp.1273-1287
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    • 2008
  • In this paper, the numerical integration method for general singularly perturbed two point boundary value problems with mixed boundary conditions of both left and right end boundary layer is presented. The original second order differential equation is replaced by an approximate first order differential equation with a small deviating argument. By using the trapezoidal formula we obtain a three term recurrence relation, which is solved using Thomas Algorithm. To demonstrate the applicability of the method, we have solved four linear (two left and two right end boundary layer) and one nonlinear problems. From the results, it is observed that the present method approximates the exact or the asymptotic expansion solution very well.

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PERFORMANCE OF RICHARDSON EXTRAPOLATION ON SOME NUMERICAL METHODS FOR A SINGULARLY PERTURBED TURNING POINT PROBLEM WHOSE SOLUTION HAS BOUNDARY LAYERS

  • Munyakazi, Justin B.;Patidar, Kailash C.
    • Journal of the Korean Mathematical Society
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    • v.51 no.4
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    • pp.679-702
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    • 2014
  • Investigation of the numerical solution of singularly perturbed turning point problems dates back to late 1970s. However, due to the presence of layers, not many high order schemes could be developed to solve such problems. On the other hand, one could think of applying the convergence acceleration technique to improve the performance of existing numerical methods. However, that itself posed some challenges. To this end, we design and analyze a novel fitted operator finite difference method (FOFDM) to solve this type of problems. Then we develop a fitted mesh finite difference method (FMFDM). Our detailed convergence analysis shows that this FMFDM is robust with respect to the singular perturbation parameter. Then we investigate the effect of Richardson extrapolation on both of these methods. We observe that, the accuracy is improved in both cases whereas the rate of convergence depends on the particular scheme being used.

FITTED MESH METHOD FOR SINGULARLY PERTURBED REACTION-CONVECTION-DIFFUSION PROBLEMS WITH BOUNDARY AND INTERIOR LAYERS

  • Shanthi V.;Ramanujam N.;Natesan S.
    • Journal of applied mathematics & informatics
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    • v.22 no.1_2
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    • pp.49-65
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    • 2006
  • A robust numerical method for a singularly perturbed second-order ordinary differential equation having two parameters with a discontinuous source term is presented in this article. Theoretical bounds are derived for the derivatives of the solution and its smooth and singular components. An appropriate piecewise uniform mesh is constructed, and classical upwind finite difference schemes are used on this mesh to obtain the discrete system of equations. Parameter-uniform error bounds for the numerical approximations are established. Numerical results are provided to illustrate the convergence of the numerical approximations.

Uniformly Convergent Numerical Method for Singularly Perturbed Convection-Diffusion Problems

  • Turuna, Derartu Ayansa;Woldaregay, Mesfin Mekuria;Duressa, Gemechis File
    • Kyungpook Mathematical Journal
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    • v.60 no.3
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    • pp.629-645
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    • 2020
  • A uniformly convergent numerical method is developed for solving singularly perturbed 1-D parabolic convection-diffusion problems. The developed method applies a non-standard finite difference method for the spatial derivative discretization and uses the implicit Runge-Kutta method for the semi-discrete scheme. The convergence of the method is analyzed, and it is shown to be first order convergent. To validate the applicability of the proposed method two model examples are considered and solved for different perturbation parameters and mesh sizes. The numerical and experimental results agree well with the theoretical findings.

APPROXIMATION OF DERIVATIVE TO A SINGULARLY PERTURBED REACTION-CONVECTION-DIFFUSION PROBLEM WITH TWO PARAMETERS.

  • Priyadharshini, R. Mythili;Ramanujam, N.
    • Journal of applied mathematics & informatics
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    • v.27 no.3_4
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    • pp.517-529
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    • 2009
  • In this paper, a singularly perturbed reaction-convection-diffusion problem with two parameters is considered. A parameter-uniform error bound for the numerical derivative is derived. The numerical method considered here is a standard finite difference scheme on piecewise-uniform Shishkin mesh, which is fitted to both boundary and initial layers. Numerical results are provided to illustrate the theoretical results.

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NUMERICAL METHOD FOR A SYSTEM OF SINGULARLY PERTURBED CONVECTION DIFFUSION EQUATIONS WITH INTEGRAL BOUNDARY CONDITIONS

  • Raja, Velusamy;Tamilselvan, Ayyadurai
    • Communications of the Korean Mathematical Society
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    • v.34 no.3
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    • pp.1015-1027
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    • 2019
  • A class of systems of singularly perturbed convection diffusion type equations with integral boundary conditions is considered. A numerical method based on a finite difference scheme on a Shishkin mesh is presented. The suggested method is of almost first order convergence. An error estimate is derived in the discrete maximum norm. Numerical examples are presented to validate the theoretical estimates.

$\mu$-Controller Design using Genetic Algorithm (유전알고리즘을 이용한 $\mu$제어기 설계)

  • 기용상;안병하
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 1996.11a
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    • pp.301-305
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    • 1996
  • $\mu$ theory can handle the parametric uncertainty and produces more non-conservative controller than H$_{\infty}$ control theory. However an existing solution of the theory, D-K iteration, creates a controller of huge order and cannot handle the real or mixed real-complex perturbation sets. In this paper, we use genetic algorithms to solve these problems of the D-K iteration method. The Youla parameterization is used to obtain all stabilizing controllers and the genetic algorithms determines the values of the state feedback gain, the observer gain, and Q parameter to minimize $\mu$, the structured singular value, of given system. From an example, we show that this method produces lower order controller which controls a real parameter-perturbed plant than D-K iteration method.

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A FIFTH ORDER NUMERICAL METHOD FOR SINGULARLY PERTURBED DIFFERENTIAL-DIFFERENCE EQUATIONS WITH NEGATIVE SHIFT

  • Chakravarthy, P. Pramod;Phaneendra, K.;Reddy, Y.N.
    • Journal of applied mathematics & informatics
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    • v.27 no.1_2
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    • pp.441-452
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    • 2009
  • In this paper, a fifth order numerical method is presented for solving singularly perturbed differential-difference equations with negative shift. In recent papers the term negative shift has been using for delay. Similar boundary value problems are associated with expected first exit time problem of the membrane, potential in models for neuron and in variational problems in control theory. In the numerical treatment for such type of boundary value problems, first we use Taylor approximation to tackle terms containing small shifts which converts it to a boundary value problem for singularly perturbed differential equation. The two point boundary value problem is transformed into general first order ordinary differential equation system. A discrete approximation of a fifth order compact difference scheme is presented for the first order system and is solved using the boundary conditions. Several numerical examples are solved and compared with exact solution. It is observed that present method approximates the exact solution very well.

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