• Title/Summary/Keyword: Singularly perturbed problem

Search Result 42, Processing Time 0.026 seconds

AN INITIAL VALUE METHOD FOR SINGULARLY PERTURBED SYSTEM OF REACTION-DIFFUSION TYPE DELAY DIFFERENTIAL EQUATIONS

  • Subburayan, V.;Ramanujam, N.
    • Journal of the Korean Society for Industrial and Applied Mathematics
    • /
    • v.17 no.4
    • /
    • pp.221-237
    • /
    • 2013
  • In this paper an asymptotic numerical method named as Initial Value Method (IVM) is suggested to solve the singularly perturbed weakly coupled system of reaction-diffusion type second order ordinary differential equations with negative shift (delay) terms. In this method, the original problem of solving the second order system of equations is reduced to solving eight first order singularly perturbed differential equations without delay and one system of difference equations. These singularly perturbed problems are solved by the second order hybrid finite difference scheme. An error estimate for this method is derived by using supremum norm and it is of almost second order. Numerical results are provided to illustrate the theoretical results.

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
    • /
    • v.27 no.1_2
    • /
    • pp.441-452
    • /
    • 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.

  • PDF

A NEW APPROACH FOR STABILIZATION OF NONSTENDAD SINGULARLY PERTYRBED SYSTEMS

  • Xu, Hua;Mukaidani, Hiroaki;Mizukami, Koichi
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1995.10a
    • /
    • pp.99-102
    • /
    • 1995
  • In this paper, we consider the stabilization problem of nonstandard singularly perturbed systems by using state feedback. Different fro the existing sequenetial designn procedures, we propose a parallel design method to construct the stabilizing controller. The method involves solving two completely independent algebraic Riccati equations.

  • PDF

A SCHWARZ METHOD FOR FOURTH-ORDER SINGULARLY PERTURBED REACTION-DIFFUSION PROBLEM WITH DISCONTINUOUS SOURCE TERM

  • CHANDR, M.;SHANTHI, V.
    • Journal of applied mathematics & informatics
    • /
    • v.34 no.5_6
    • /
    • pp.495-508
    • /
    • 2016
  • A singularly perturbed reaction-diffusion fourth-order ordinary differential equation(ODE) with discontinuous source term is considered. Due to the discontinuity, interior layers also exist. The considered problem is converted into a system of weakly coupled system of two second-order ODEs, one without parameter and another with parameter ε multiplying highest derivatives and suitable boundary conditions. In this paper a computational method for solving this system is presented. A zero-order asymptotic approximation expansion is applied in the second equation. Then, the resulting equation is solved by the numerical method which is constructed. This involves non-overlapping Schwarz method using Shishkin mesh. The computation shows quick convergence and results presented numerically support the theoretical results.

FITTED MESH METHOD FOR SINGULARLY PERTURBED DELAY DIFFERENTIAL TURNING POINT PROBLEMS EXHIBITING TWIN BOUNDARY LAYERS

  • MELESSE, WONDWOSEN GEBEYAW;TIRUNEH, AWOKE ANDARGIE;DERESE, GETACHEW ADAMU
    • Journal of applied mathematics & informatics
    • /
    • v.38 no.1_2
    • /
    • pp.113-132
    • /
    • 2020
  • In this paper, a class of linear second order singularly perturbed delay differential turning point problems containing a small delay (or negative shift) on the reaction term and when the solution of the problem exhibits twin boundary layers are examined. A hybrid finite difference scheme on an appropriate piecewise-uniform Shishkin mesh is constructed to discretize the problem. We proved that the method is almost second order ε-uniformly convergent in the maximum norm. Numerical experiments are considered to illustrate the theoretical results.

New method for LQG control of singularly perturbed discrete stochastic systems

  • Lim, Myo-Taeg;Kwon, Sung-Ha
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1995.10a
    • /
    • pp.432-435
    • /
    • 1995
  • In this paper a new approach to obtain the solution of the linear-quadratic Gaussian control problem for singularly perturbed discrete-time stochastic systems is proposed. The alogorithm proposed is based on exploring the previous results that the exact solution of the global discrete algebraic Riccati equations is found in terms of the reduced-order pure-slow and pure-fast nonsymmetric continuous-time algebraic Riccati equations and, in addition, the optimal global Kalman filter is decomposed into pure-slow and pure-fast local optimal filters both driven by the system measurements and the system optimal control input. It is shown that the optimal linear-quadratic Gaussian control problem for singularly perturbed linear discrete systems takes the complete decomposition and parallelism between pure-slow and pure-fast filters and controllers.

  • PDF

A HIGHER ORDER NUMERICAL SCHEME FOR SINGULARLY PERTURBED BURGER-HUXLEY EQUATION

  • Jiwrai, Ram;Mittal, R.C.
    • Journal of applied mathematics & informatics
    • /
    • v.29 no.3_4
    • /
    • pp.813-829
    • /
    • 2011
  • In this article, we present a numerical scheme for solving singularly perturbed (i.e. highest -order derivative term multiplied by small parameter) Burgers-Huxley equation with appropriate initial and boundary conditions. Most of the traditional methods fail to capture the effect of layer behavior when small parameter tends to zero. The presence of perturbation parameter and nonlinearity in the problem leads to severe difficulties in the solution approximation. To overcome such difficulties the present numerical scheme is constructed. In construction of the numerical scheme, the first step is the dicretization of the time variable using forward difference formula with constant step length. Then, the resulting non linear singularly perturbed semidiscrete problem is linearized using quasi-linearization process. Finally, differential quadrature method is used for space discretization. The error estimate and convergence of the numerical scheme is discussed. A set of numerical experiment is carried out in support of the developed scheme.

A WEAKLY COUPLED SYSTEM OF SINGULARLY PERTURBED CONVECTION-DIFFUSION EQUATIONS WITH DISCONTINUOUS SOURCE TERM

  • BABU, A. RAMESH;VALANARASU, T.
    • Journal of applied mathematics & informatics
    • /
    • v.37 no.5_6
    • /
    • pp.357-382
    • /
    • 2019
  • In this paper, we consider boundary value problem for a weakly coupled system of two singularly perturbed differential equations of convection diffusion type with discontinuous source term. In general, solution of this type of problems exhibits interior and boundary layers. A numerical method based on streamline diffusiom finite element and Shishkin meshes is presented. We derive an error estimate of order $O(N^{-2}\;{\ln}^2\;N$) in the maximum norm with respect to the perturbation parameters. Numerical experiments are also presented to support our theoritical results.

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

  • Priyadharshini, R. Mythili;Ramanujam, N.
    • Journal of applied mathematics & informatics
    • /
    • v.27 no.3_4
    • /
    • pp.517-529
    • /
    • 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.

  • PDF

AN OVERLAPPING SCHWARZ METHOD FOR SINGULARLY PERTURBED THIRD ORDER CONVECTION-DIFFUSION TYPE

  • ROJA, J. CHRISTY;TAMILSELVAN, A.
    • Journal of applied mathematics & informatics
    • /
    • v.36 no.1_2
    • /
    • pp.135-154
    • /
    • 2018
  • In this paper, an almost second order overlapping Schwarz method for singularly perturbed third order convection-diffusion type problem is constructed. The method splits the original domain into two overlapping subdomains. A hybrid difference scheme is proposed in which on the boundary layer region we use the combination of classical finite difference scheme and central finite difference scheme on a uniform mesh while on the non-layer region we use the midpoint difference scheme on a uniform mesh. It is shown that the numerical approximations which converge in the maximum norm to the exact solution. We proved that, when appropriate subdomains are used, the method produces convergence of second order. Furthermore, it is shown that, two iterations are sufficient to achieve the expected accuracy. Numerical examples are presented to support the theoretical results. The main advantages of this method used with the proposed scheme are it reduce iteration counts very much and easily identifies in which iteration the Schwarz iterate terminates.