A novel second-order adaptive grid method for singularly perturbed convection–diffusion equations

2021 ◽  
Author(s):  
Xuqiong Luo ◽  
Na Yang ◽  
Qingshan Tong
Keyword(s):  
Truncation Error ◽  
Integral Transform ◽  
Grid Method ◽  
Adaptive Grid ◽  
Second Order ◽  
Singularly Perturbed ◽  
Local Truncation Error ◽  
Convection Diffusion ◽  
Grid Algorithm ◽  
Mesh Equidistribution

In this paper, a singularly perturbed convection–diffusion equation is studied. At first, the original problem is transformed into a parameterized singularly perturbed Volterra integro-differential equation by using an integral transform. Then, a second-order finite difference method on an arbitrary mesh is given. The stability and local truncation error estimates of the discrete schemes are analyzed. Based on the mesh equidistribution principle and local truncation error estimation, an adaptive grid algorithm is given. In addition, in order to calculate the parameters of the transformation equation, a nonlinear unconstrained optimization problem is constructed. Numerical experiments are given to illustrate the effectiveness of our presented adaptive grid algorithm.

scholarly journals An efficient adaptive grid method for a system of singularly perturbed convection-diffusion problems with Robin boundary conditions

2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Li-Bin Liu ◽  
Ying Liang ◽  
Xiaobing Bao ◽  
Honglin Fang
Keyword(s):  
Boundary Conditions ◽  
Grid Method ◽  
Posteriori Error ◽  
Adaptive Grid ◽  
Singularly Perturbed ◽  
Robin Boundary Conditions ◽  
Euler Formula ◽  
Convection Diffusion ◽  
Backward Euler ◽  
Robin Boundary

AbstractA system of singularly perturbed convection-diffusion equations with Robin boundary conditions is considered on the interval $[0,1]$ [ 0 , 1 ] . It is shown that any solution of such a problem can be expressed to a system of first-order singularly perturbed initial value problem, which is discretized by the backward Euler formula on an arbitrary nonuniform mesh. An a posteriori error estimation in maximum norm is derived to design an adaptive grid generation algorithm. Besides, in order to establish the initial values of the original problems, we construct a nonlinear optimization problem, which is solved by the Nelder–Mead simplex method. Numerical results are given to demonstrate the performance of the presented method.

Numerical analysis and simulation of delay parabolic partial differential equation involving a small parameter

2019 ◽  
Vol 37 (1) ◽  
pp. 289-312 ◽  
Author(s):  
Lolugu Govindarao ◽  
Jugal Mohapatra
Keyword(s):  
Boundary Value Problem ◽  
Initial Boundary ◽  
Initial Boundary Value Problem ◽  
Shishkin Mesh ◽  
Second Order ◽  
Singularly Perturbed ◽  
Hybrid Scheme ◽  
Content Type ◽  
Convection Diffusion ◽  
Initial Boundary Value

Purpose The purpose of this paper is to provide an efficient and robust second-order monotone hybrid scheme for singularly perturbed delay parabolic convection-diffusion initial boundary value problem. Design/methodology/approach The delay parabolic problem is solved numerically by a finite difference scheme consists of implicit Euler scheme for the time derivative and a monotone hybrid scheme with variable weights for the spatial derivative. The domain is discretized in the temporal direction using uniform mesh while the spatial direction is discretized using three types of non-uniform meshes mainly the standard Shishkin mesh, the Bakhvalov–Shishkin mesh and the Gartland Shishkin mesh. Findings The proposed scheme is shown to be a parameter-uniform convergent scheme, which is second-order convergent and optimal for the case. Also, the authors used the Thomas algorithm approach for the computational purposes, which took less time for the computation, and hence, more efficient than the other methods used in literature. Originality/value A singularly perturbed delay parabolic convection-diffusion initial boundary value problem is considered. The solution of the problem possesses a regular boundary layer. The authors solve this problem numerically using a monotone hybrid scheme. The error analysis is carried out. It is shown to be parameter-uniform convergent and is of second-order accurate. Numerical results are shown to verify the theoretical estimates.

scholarly journals An adaptive mesh method for time dependent singularly perturbed differential-difference equations

2019 ◽  
Vol 8 (1) ◽  
pp. 328-339
Author(s):  
P. Pramod Chakravarthy ◽  
Kamalesh Kumar
Keyword(s):  
Prior Information ◽  
Grid Method ◽  
Adaptive Mesh ◽  
Perturbation Parameter ◽  
Singularly Perturbed ◽  
Time Dependent ◽  
Convection Diffusion ◽  
Convection Diffusion Equation ◽  
Mesh Method

Abstract In this paper, a time dependent singularly perturbed differential-difference convection-diffusion equation is solved numerically by using an adaptive grid method. Similar boundary value problems arise in computational neuroscience in determination of the behaviour of a neuron to random synaptic inputs. The mesh is constructed adaptively by using the concept of entorpy function. In the proposed scheme, prior information of the width and position of the layers are not required. The method is independent of perturbation parameter ε and gives us an oscillation free solution, without any user introduced parameters. Numerical examples are presented to show the accuracy and efficiency of the proposed scheme.

An Adaptive Grid Method for Singularly Perturbed Time-Dependent Convection-Diffusion Problems

2016 ◽  
Vol 20 (5) ◽  
pp. 1340-1358 ◽  
Author(s):  
Yanping Chen ◽  
Li-Bin Liu
Keyword(s):  
Numerical Solution ◽  
Time Derivative ◽  
Adaptive Grid ◽  
Singularly Perturbed ◽  
Time Dependent ◽  
Uniform Mesh ◽  
Convection Diffusion ◽  
Monitor Function ◽  
Backward Euler ◽  
Diffusion Problems

AbstractIn this paper, we study the numerical solution of singularly perturbed time-dependent convection-diffusion problems. To solve these problems, the backward Euler method is first applied to discretize the time derivative on a uniform mesh, and the classical upwind finite difference scheme is used to approximate the spatial derivative on an arbitrary nonuniform grid. Then, in order to obtain an adaptive grid for all temporal levels, we construct a positive monitor function, which is similar to the arc-length monitor function. Furthermore, the ε-uniform convergence of the fully discrete scheme is derived for the numerical solution. Finally, some numerical results are given to support our theoretical results.

scholarly journals UNIFORMLY-CONVERGENT NUMERICAL METHODS FOR A SYSTEM OF COUPLED SINGULARLY PERTURBED CONVECTION–DIFFUSION EQUATIONS WITH MIXED TYPE BOUNDARY CONDITIONS

2013 ◽  
Vol 18 (5) ◽  
pp. 557-598 ◽  
Author(s):  
Rajarammohanroy Mythili Priyadharshini ◽  
Narashimhan Ramanujam
Keyword(s):  
Boundary Conditions ◽  
Mixed Type ◽  
Coupled System ◽  
Second Order ◽  
Singularly Perturbed ◽  
Supremum Norm ◽  
Convection Diffusion ◽  
Weakly Coupled System ◽  
Type Boundary ◽  
Second Order Convergence

In this paper, two hybrid difference schemes on the Shishkin mesh are constructed for solving a weakly coupled system of two singularly perturbed convection - diffusion second order ordinary differential equations subject to the mixed type boundary conditions. We prove that the method has almost second order convergence in the supremum norm independent of the diffusion parameter. Error bounds for the numerical solution and also the numerical derivative are established. Numerical results are provided to illustrate the theoretical results.

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