• 제목/요약/키워드: perturbed differential equation

검색결과 37건 처리시간 0.024초

A PETROV-GALERKIN METHOD FOR A SINGULARLY PERTURBED ORDINARY DIFFERENTIAL EQUATION WITH NON-SMOOTH DATA

  • Zheng T.;Liu F.
    • Journal of applied mathematics & informatics
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    • 제22권1_2호
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    • pp.317-329
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    • 2006
  • In this paper, a singularly perturbed ordinary differential equation with non-smooth data is considered. The numerical method is generated by means of a Petrov-Galerkin finite element method with the piecewise-exponential test function and the piecewise-linear trial function. At the discontinuous point of the coefficient, a special technique is used. The method is shown to be first-order accurate and singular perturbation parameter uniform convergence. Finally, numerical results are presented, which are in agreement with theoretical results.

A NON-ASYMPTOTIC METHOD FOR SINGULARLY PERTURBED DELAY DIFFERENTIAL EQUATIONS

  • File, Gemechis;Reddy, Y.N.
    • Journal of applied mathematics & informatics
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    • 제32권1_2호
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    • pp.39-53
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    • 2014
  • In this paper, a non-asymptotic method is presented for solving singularly perturbed delay differential equations whose solution exhibits a boundary layer behavior. The second order singularly perturbed delay differential equation is replaced by an asymptotically equivalent first order neutral type delay differential equation. Then, Simpson's integration formula and linear interpolation are employed to get three term recurrence relation which is solved easily by Discrete Invariant Imbedding Algorithm. Some numerical examples are given to validate the computational efficiency of the proposed numerical scheme for various values of the delay and perturbation parameters.

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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    • 제27권1_2호
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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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AN ASYMPTOTIC FINITE ELEMENT METHOD FOR SINGULARLY PERTURBED HIGHER ORDER ORDINARY DIFFERENTIAL EQUATIONS OF CONVECTION-DIFFUSION TYPE WITH DISCONTINUOUS SOURCE TERM

  • Babu, A. Ramesh;Ramanujam, N.
    • Journal of applied mathematics & informatics
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    • 제26권5_6호
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    • pp.1057-1069
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    • 2008
  • We consider singularly perturbed Boundary Value Problems (BVPs) for third and fourth order Ordinary Differential Equations(ODEs) of convection-diffusion type with discontinuous source term and a small positive parameter multiplying the highest derivative. Because of the type of Boundary Conditions(BCs) imposed on these equations these problems can be transformed into weakly coupled systems. In this system, the first equation does not have the small parameter but the second contains it. In this paper a computational method named as 'An asymptotic finite element method' for solving these systems is presented. In this method we first find an zero order asymptotic approximation to the solution and then the system is decoupled by replacing the first component of the solution by this approximation in the second equation. Then the second equation is independently solved by a fitted mesh Finite Element Method (FEM). Numerical experiments support our theoritical results.

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FINITE DIFFERENCE SCHEME FOR SINGULARLY PERTURBED SYSTEM OF DELAY DIFFERENTIAL EQUATIONS WITH INTEGRAL BOUNDARY CONDITIONS

  • SEKAR, E.;TAMILSELVAN, A.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제22권3호
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    • pp.201-215
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    • 2018
  • In this paper we consider a class of singularly perturbed system of delay differential equations of convection diffusion type with integral boundary conditions. A finite difference scheme on an appropriate piecewise Shishkin type mesh is suggested to solve the problem. We prove that the method is of almost first order convergent. An error estimate is derived in the discrete maximum norm. Numerical experiments support our theoretical results.

THE RECURSIVE ALGOFITHM FOR OPTIMAL REGULATOR OF NONSTANCARD SINGULARLY PERTURVED SYSTEMS

  • Mukaidani, Hiroaki;Xu, Hau;Mizukami, Koichi
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1995년도 Proceedings of the Korea Automation Control Conference, 10th (KACC); Seoul, Korea; 23-25 Oct. 1995
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    • pp.10-13
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    • 1995
  • This paper considers the linear-quadratic optimal regulator problem for nonstandard singularly perturbed systems making use of the recursive technique. We first derive a generalized Riccati differential equation by the Hamilton-Jacobi equation. In order to obtain the feedback gain, we must solve the generalized algebraic Riccati equation. Using the recursive technique, we show that the solution of the generalized algebraic Riccati equation converges with the rate of convergence of O(.epsilon.). The existence of a bounded solution of error term can be proved by the implicit function theorem. It is enough to show that the corresponding Jacobian matrix is nonsingular at .epsilon. = 0. As a result, the solution of optimal regulator problem for nonstandard singularly perturbed systems can be obtained with an accuracy of O(.epsilon.$^{k}$ ). The proposed technique represents a significant improvement since the existing method for the standard singularly perturbed systems can not be applied to the nonstandard singularly perturbed systems.

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ON ASYMPTOTIC STABILITY FOR PERTURBED DIFFERENTIAL EQUATION

  • Oh, Young-Sun;Lee, Jae-Don;An, Jeong-Hyang
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제4권2호
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    • pp.167-173
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    • 1997
  • In this paper, we investigated several asymptotic stability properties of the system for the type of dy/dt = $h(t)^{-1}F(t_1, k(t)y(t))$.

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

  • CHANDR, M.;SHANTHI, V.
    • Journal of applied mathematics & informatics
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    • 제34권5_6호
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    • pp.495-508
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    • 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.

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

  • Jiwrai, Ram;Mittal, R.C.
    • Journal of applied mathematics & informatics
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    • 제29권3_4호
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    • pp.813-829
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    • 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.