A coupled system of singularly perturbed semilinear reaction-diffusion equations
|
|
- Derick Lawson
- 6 years ago
- Views:
Transcription
1 A coupled system of singularly perturbed semilinear reaction-diffusion equations J.L. Gracia, F.J. Lisbona, M. Madaune-Tort E. O Riordan September 9, 008 Abstract In this paper singularly perturbed semilinear reaction-diffusion systems are examined. A numerical method is constructed for these systems which involves an appropriate layer adapted piecewise-uniform mesh. The numerical approximations generated from this method are shown to be uniformly convergent with respect to the singular perturbation parameters. Numerical experiments supporting the theoretical results are given. Key words: Singular perturbation, semilinear problem, reaction-diffusion problems, uniform convergence, coupled system, Shishkin mesh. 000 Mathematics Subject Classification : 65N06, 65N, 65N30 Introduction In this paper we consider semilinear systems of the form Tu := Eu + b(x,u) = 0, x Ω = (0,), u(0) = a, u() = b, (a) b(x,u) = (b (x,u),...,b m (x,u)) T C 4 ( Ω R m ), and (x,u) Ω R m we assume that the nonlinear terms satisfy b i u i β ii > 0, β ij b i u j 0, if i j, m β ij > β > 0, j= i =,...,m. (b) (c) where E = diag{ε,...,ε m} is a diagonal matrix, 0 < ε... ε m and u = (u,...,u m ) T. This research was partially supported by the Diputacion General de Aragon. Departamento de Matemática Aplicada, Universidad de Zaragoza, Spain. Departamento de Matemática Aplicada, Universidad de Zaragoza, Spain Laboratoire de Mathématiques Appliquées, Université de Pau et des Pays de l Adour, France School of Mathematical Sciences, Dublin City University, Ireland
2 Reaction-diffusion systems arise for example in catalytic reaction theory. The simplified physical problem involves an isothermal reaction which is catalyzed in a pellet. The unknowns u are the normalized concentrations, b represents the nonlinear kinetics, x is the normalized distance and the diffusion term is the reciprocal of the Thiele modulus (see [] for additional details). In the scalar case, the continuous solutions of semilinear and quasilinear problems have been analyzed using the method of matched asymptotic expansions (see for example [6], [0], [], [3]). In [5] and [9] information about the layer structure for linear singularly perturbed reaction diffusion systems, was obtained via linear decompositions of the solution into regular and singular components. Here we show that these techniques are applicable to a nonlinear system. In we give the asymptotic behaviour of the solution by defining an appropriate decomposition of the solution into a regular and singular components. In 3 we present the nonlinear finite difference scheme and we prove that the resulting approximations are first order uniformly convergent. In 4, some numerical results are presented which indicate that a uniform rate closer to second order may be possible. In the appendices, we show that second order (up to logarithmic factors) can be established in the special cases of two equations (in Appendix ) and in the case of ε i = ε, i =,...m (in Appendix ). For any v,w R m, we write v w if v i w i, i and v := ( v,..., v m ) T ; f := max x f(x) and f := max i f i ; C := C(,...,) T is a constant vector and C denotes a generic positive constant independent of (ε,...,ε m ) and the discretization parameter. Singularly perturbed semilinear systems Conditions (b), (c) and the implicit function theorem ensure that there exists a unique solution u (C 4 ( Ω)) m and the corresponding reduced problem b(x,r) = 0, x Ω, also has a unique solution in r (C 4 ( Ω)) m. We also note that the conditions given in (c) for the Jacobian matrix J where ( ) bi J(x,y) := (x,y). u j are the natural extension of the linear case [9] for the coupling matrix. These conditions guarantee that J is an M matrix for all (x,y) Ω R m. To deduce the asymptotic behaviour of the solution, we consider the following decomposition u = v + w + w R, where the regular component v is the solution of the problem Ev + b(x,v) = 0, x Ω, v(0) = r(0), v() = r(), ()
3 and the singular components w,w R are the respective solutions of the problems Ew + (b(x,v + w) b(x,v)) = 0, x Ω, w(0) = (u v)(0), w() = 0, Ew R + (b(x,v + w + w R) b(x,v + w)) = 0, x Ω, w R (0) = 0, w R () = (u v)(). (3) (4) Note (c) guarantees existence and uniqueness of v,w,w R and it will also be used below to establish existence and uniqueness for several further decompositions of these components. Below we state bounds on the derivatives of the left layer component w. The corresponding bounds on the right layer component w R are obtained by simply replacing x with x. Lemma. The regular component v satisfies dk v dx k C, k = 0,,, dk v i dx k Cε k i, k = 3,4, i =,...,m. (5) Proof. We consider the secondary decomposition of v = m q [i], where d q [m] E m dx + b(x,q [m] ) = 0, x Ω, (q [m] ) m (0) = r m (0), (q [m] ) m () = r m (), (6) d q [j] m m m E j dx + b(x, q [i] ) b(x, q [i] ) = ε j (q [i] ) j e j, x Ω, i=j i=j+ i=j+ (q [j] ) i (0) = (q [j] ) i () = 0, j i m, j < m, (7) with the matrix E i is the zero matrix except that on the main diagonal (E i ) jj = ε j,j i, (note that in this notation E = E) and e i is the i th vector of the canonical base. Conditions (c) imply that q [m] (0) = r(0), q [m] () = r() and q [j] (0) = q [j] () = 0 for j < m. To obtain estimates for the component q [m], we introduce the function z = q [m] r. Note that it is the solution of the problem i= E m z + b(x,r + z) b(x,r) = E m r, z(0) = z() = 0, which can be written as E m z + s=0 J(x,r + sz)ds z = E m r. The conditions (c) ensure that a maximum principle holds for this system, z Cε m and hence z m C. Using a Taylor expansion and these bounds, it follows that z m C. Using the fact that q [m] = z + r, where r is the solution of the reduced problem, we conclude that dk (q [m] ) m dx k C, k = 0,,, and q [m] C. 3
4 In addition, from the nonlinear system b (x,q [m] ) = = b m (x,q [m] ) = 0, we have that dk (q [m] ) i dx k C, k =,, i < m. Differentiating the m th equation of (6) twice and using the bounds for the lower derivatives, we conclude that d 4 (q [m] ) m /dx 4 Cε m. Hence we have d 3 (q [m] ) m /dx 3 Cε m and, using the first m equations of (6), we have that dk (q [m] ) i dx k Cεm k, k = 3,4, i < m. Now we consider the component q [j] with j < m. It is the solution of the problem E j d q [j] dx + 0 J(x, m i=j+ q [i] + sq [j] )ds q [j] = ε j m (q [i] ) j e j, x Ω, i=j+ (q [j] ) i (0) = (q [j] ) i () = 0, j i m. (8) The maximum principle proves q [j] Cε j, and then d (q [j] ) i /dx C(ε j /ε i ) C, j i m. Then, d(q [j] ) i /dx C, j i m, and hence (if j > ) we have d(q [j] ) i /dx C, d (q [j] ) i /dx C, i j. Differentiating twice the differential equation (7) and using the bounds for q [j] and its derivatives up to second order, we deduce that d 4 (q [j] ) i /dx 4 Cε i, i =,...,m. Hence d 3 (q [j] ) i /dx 3 Cε i, i =,...,m. To establish first order error bounds in the case of an arbitrary number of equations, we consider a further decomposition of the singular component w, which is similar to that used in [5] for linear systems. For simplicity, we present the main ideas for the particular case of two equations and these decompositions can be extended to the general case of m semilinear equations. Consider the following decomposition for the left singular component where w [] () = w [] () = 0, w = w [] + w [], (9) E d w [] dx + (b(x,v + w [] ) b(x,v)) = 0, x Ω, b (0,v(0) + w [] (0)) b (0,v(0)) = 0, w [] (0) = w (0), (0) and E d w [] dx + (b(x,v + w) b(x,v + w [] )) = 0, x Ω, () w [] (0) = w (0) w [] (0), w[] (0) = 0. Below we will see that the components w [] depend weakly on ε and the appearance of w [] requires that w (0) w [] (0) 0. Moreover, if ε = ε, it is not 4
5 necessary to decompose w into these subcomponents to perform the numerical analysis. For the sake of simplicity, we introduce the following notation where β is defined by (c). B ε (x) = e xβ/ε, Lemma. The component w [] satisfies for any x Ω Proof. Note that dk w [] dx k (x) Cε k (x), k = 0,,, (a) d3 w [] dx 3 (x) C(ε,ε )T ε (x). (b) E d w [] dx + s=0 J(x,v + sw [] )ds w [] = 0, from which it follows that w [] (x) CB ε (x). Then, from the second equation in (0) we can deduce that dk w [] dx k (x) Cε k (x), k = 0,,. (3) To obtain bounds for the first component, we consider the decomposition where ε w [] = p [] + r [], r [] 0 b (x,v + p [] ) b (x,v) = 0, (4a) d r [] dx + b (x,v + p [] + r [] ) b (x,v + p [] ) = ε d p [] dx. (4b) As p [] w [] this is simply a decomposition of the first component w [] that the condition on the coefficients (c) means that p [] p [] () = w[] (). Therefore r[] Writing (4a) in the form i= 0 (0) = r[] (0) = 0. b u i (x,v + sp [] )p [] i ds = 0, (0) = w[]. Note (0) and and using (b) and (3), we deduce that p [] (x) CB ε (x) for any x Ω. Differentiating (4a) and grouping terms, we have ( b (x,v + p [] ) b (x,v) ) + ( u b (x,v + p [] ) u b (x,v) ) dv x dx + u b (x,v + p [] ) dp[] dx = 0, 5
6 where u b := ( b u, b u ) T. Note if b (x,u + v) b (x,u) = Q(x), then [ b (x,u + v) b (x,u) ] = [ x x which implies that i= 0 b u i (x,u + tv)v i dt ], v C Q + C v + C v + C v. x x x From these expressions, (b) and (3), we have that dp[] (x) Cε dx B ε (x). Use the same argument to prove d p [] (x) Cε dx (x). The remainder is the solution of the following problem ε r [] d r [] dx + ( (0) = r[] b (x,v + p [] + sr [] 0 u )ds) r [] = ε () = 0. d p [] dx, The maximum principle proves that r [] (x) Cε ε (x). Hence, dk r [] Cε k (x), k =,. For the third derivatives, differentiating (0), we have E d3 w [] dx 3 dx k (x) + x (b(x,v + w[] ) b(x,v)) + (J(x,v + w [] )) J(x,v))) dv dx +J(x,v + w [] )) dw[] dx = 0. Therefore, ε w [] i d3 i dx 3 Cε (x), i =,. Lemma 3. The component w [] satisfies for any x Ω and i =, [] w (x) C(Bε (x) + ε B ε (x)), [] w (x) ε C B ε (x), dw[] i ε i ε ε (5a) dx (x) C(ε B ε (x) + ε (x)), (5b) d w [] i dx (x) C(Bε (x) + ε B ε (x)), (5c) ε ε d3 w [] i i dx 3 (x) C(ε B ε (x) + ε (x)). (5d) 6
7 Proof. Decompose w [] further into the following sum w [] = z [] + s [], where z [] = (z,z ) T, z [] (0) = w [] (0), z [] () = w [] () = s [] (0) = s [] () = 0 and for x Ω, ε ε d z [] dx + b (x,v + w [] + (z [],0)T ) b (x,v + w [] ) = 0, d z [] dx + b (x,v + w [] + z [] ) b (x,v + w [] ) = 0, (6) ε ε d s [] dx + b (x,v + w [] + z [] + s [] ) b (x,v + w [] + (z [],0)T ) = 0, d s [] dx + b (x,v + w [] + z [] + s [] ) b (x,v + w [] + z [] ) = 0, Note, that the first equation of (6) can be written as ε d z [] ( b ) dx + (x,v + w [] + s(z [] 0 u,0)t )ds z [] = 0. (7) Then, from the maximum principle, we have dk z [] dx k Cε k B ε (x), k = 0,,. We write the second differential equation of (6) as follows ε d z [] ( dx + b ) ( (x,v+w [] +tz [] )dt z [] b ) = (x,v+w [] +tz [] )dt 0 u 0 u (8) If ε ε, then the maximum principle proves z [] (x) CB ε (x). For the remaining case of ε ε to obtain appropriate bounds of the function z [], we observe that b (x,v + w [] + tz [] )dtz [] 0 u C B ε (x), and we consider the barrier function [5] which is the solution of the problem ε Z + β Z = C B ε (x), Z(0) = Z() = 0. (9) This allows one show that, if ε ε, then Thus, for all ε ε, we have z [] (x) Z(x) Cε ε (x). z [] (x) Cε ε (x). z []. 7
8 Using the differential equation (8) Hence, ε d z [] dx (x) C(B ε (x) + ε ε (x)) CB ε (x). dz[] dx (x) Cε ε (x). To obtain bounds for the remainder s [], we rewrite problem (7) in matrix vector form E d s [] dx + J(x,v + w [] + z [] + ts [] )dt s [] 0 = (b (x,v + w [] + (z [],0)T ) b (x,v + w [] + z [] ),0) T s [] (0) = s [] () = 0. Note that the first component of the right hand side can be written as b (x,v + w [] + (z [],0)T ) b (x,v + w [] + z [] ) b = (x,v + w [] + (z [] u,tz[] )T )dtz []. Then, the maximum principle proves Hence, 0 s [] (x) Cε ε (x). dk s [] (x) C(ε k dxk,ε k )T ε ε For the third derivatives, differentiating (), we have E d3 w [] dx 3 + x (b(x,v + w) b(x,v + w[] )) +(J(x,v + w) J(x,v + w [] )) d(v + w[] ) dx B ε (x), k = 0,,. Therefore, ε w [] i d3 i dx 3 C(ε B ε (x) + ε (x)), i =,. + J(x,v + w) dw[] dx = 0. 3 Numerical scheme and analysis of its uniform convergence The bounds established in the previous section show that in the case of m =, the solution has two overlapping boundary layers at x = 0 and x = with a width of O(ε i ), i =,. This information allows one design and analyze the uniform convergence of the numerical scheme described below. 8
9 The layer adapted piecewise uniform Shishkin mesh is defined as in the linear case [9]: Consider the transition parameters τ = min {/4,ε /β lnn}, τ = min {τ /,ε /β lnn}. (0) Distribute N/8 mesh points uniformly in each of the subintervals [0,τ ε ), [τ ε,τ ε ), [ τ ε, τ ε ), [ τ ε,) and N/ mesh points uniformly in [τ ε, τ ε ). We denote the mesh points by Ω N = {x i } N i=0, ΩN = Ω N Ω and the local steps size by h j = x j x j, j =,...,N. On the mesh Ω N = {x i } N i=0, consider the following nonlinear finite difference scheme (T N U)(x j ) := (Eδ U)(x j ) + b(x j,u(x j )) = 0, x j Ω N = Ω N Ω, () with U(0) = u(0), U() = u(), and δ Y(x j ) := h j+ + h j ( Y(xj+ ) Y(x j ) h j+ Y(x j) Y(x j ) h j To analyze the convergence of this nonlinear difference scheme we study its stability and we obtain appropriate bounds of the local error. Similarly to [5], we write the operator T N as follows T N = A + B where the linear mapping A is given by the diagonal block matrix A = diag{ ε A, ε A } and A i are tridiagonal matrices of the form ε i 0 0 r r c r + r r c r + A i = , r N rn c r + N 0 0 ε i and r j = h j (h j + h j+ ), r+ j = h j+ (h j + h j+ ), rc j = (r j + r+ j ), and B = diag{b,b } is a diagonal block matrix with B i = diag{0,b i (x,u(x )),b i (x,u(x )),...,b i (x N,U(x N ),0)}, i =,. Lemma 4. The mapping T N : (R N+ R N+ ) (R N+ R N+ ) is continuously differentiable. Also, the Frechet derivative T N satisfies (T N) min{,β }. Therefore, the problem () has a solution and it is an homeomorphism of R N+ onto R N+. ). 9
10 Proof. From (c), the Frechet derivative T N is an M matrix with all of its rows satisfying (T N) ii (T N) ij min{,β } > 0. i j Then from [6], (T N ) exists and (T N) min{,β }. () In addition, in [] the existence of solution is established from (). The Hadamard theorem proves that T N is an homeomorphism. Lemma 5. For any Y and Z mesh functions with Y(0) = Z(0) and Y() = Z(), it holds Y Z Proof. For any Y,Z (R N+ R N+ ), we have min{,β } T NY T N Z. (3) T N Y T N Z = Eδ (Y Z)+ ( J(x,Z+s(Y Z))ds ) (Y Z) = (T N)(Y Z). Then, Y Z 0 min{,β } T NY T N Z. An immediately consequence of Lemma 5 is the uniqueness of the solution to problem (). Lemma 6. The local error associated to the scheme () satisfies Proof. Note that we must bound the same terms T N u CN. (4) T N u(x) = T N u(x) Tu(x) = E (δ u u )(x) E (δ v v )(x) + E (δ w w )(x) than for the linear problem [9] and the derivatives of both the regular and singular components, given in Lemmas, and 3, have a similar behaviour to their linear counterparts. Theorem 7. Let u be the solution of the problem () with m = and U the solution of problem () on the Shishkin mesh Ω N. Then, U u CN. 0
11 Proof. Note that Lemma 5 proves T N u = T N u T N U min{,β } U u. Using Lemma 6 the results follows. Remark 8. Combining the decomposition given in this paper with the ideas developed in [4], it is possible to extend the convergence result in Theorem 7 to problem () with an arbitrary number of equations. In the case of m equations, the piecewise uniform mesh is defined as follows: the domain is divided into the subintervals [0,τ ε ],[τ ε,τ ε ],...,[τ εm, τ εm ],...,[ τ ε,]. Distribute half the mesh points uniformly in the main subinterval (τ εm, τ εm ] and the other half in the remaining intervals, distributing N/(4m) + mesh points uniformly in each (τ εi,τ εi+ ], using the following transition points τ εm = min {0.5,ε m /β lnn}, τ εi = min { 0.5τ εi+,ε i /β lnn }, i < m. (5) 4 Numerical experiments We consider a problem of type () where the nonlinear reaction term is b (x,u) = (u ( u ) 3 )+e u u, b (x,u) = (u 0.5 (0.5 u ) 5 )+e u u, and zero boundary conditions. The corresponding nonlinear systems of equations associated with the discrete problem are solved using Newton s method with zero as an initial guess. We iteratively compute U k (x j ), for k =,,...,K until U K (x j ) U K (x j ) N. To estimate the pointwise errors U K (x j ) u(x j ) we calculate a new approximation {ÛK (x j )} on the mesh {ˆx j } that contains the mesh points of the original mesh and its midpoints, i.e., ˆx j = x j, j = 0,...,N, ˆx j+ = (x j + x j+ )/, j = 0,...,N. At the coarse mesh points we calculate the uniform two-mesh differences and the orders of convergence d N,K i = max S ε max 0 j N UK i (x j ) ÛK i (x j ), p N,K i,uni = log (d N,K i /d N,K i ), i =,, where the singular perturbation parameters take values in the set S ε = {(ε,ε ) ε = 0,,..., 30, ε = ε, ε,..., 59, 60 }. The singular perturbation parameters vary over different ranges to allow the differences to stabilize. In Table we display the uniform two-mesh differences and the approximate orders of convergence for both components u and u. We observe uniform convergence of the finite difference approximations. Finally, we would like to report that K 4 for all (ε,ε ) S ε and all N = j, j = 5,...,.
12 Table : Uniform two-mesh differences d N,K and orders of convergence p N,K uni (ε, ε ) S ε N=3 N=64 N=8 N=56 N=5 N=04 N=048 N=4096 d N,K 6.86E-3 6.E E-3.33E E-4.43E E-5.9E-5 p N,K,uni d N,K 8.30E E-3.53E E-4.736E E-5.644E E-6 p N,K,uni References [] N.S. Bakhvalov, On the optimization of methods for boundary-value problems with boundary layers. J. Numer. Meth. Math. Phys., 9 (969) (in Russian). [] K.W. Chang, F.A. Howes, Nonlinear singular perturbation phenomena: Theory and applications, Springer Verlag, Berlin, 984. [3] P.A. Farrell, A.F. Hegarty, J.J.H. Miller, E. O Riordan and G.I. Shishkin, Robust Computational Techniques for Boundary Layers, Chapman and Hall/CRC Press, Boca Raton, U.S.A., 000. [4] J.L. Gracia, F.J. Lisbona, E. O Riordan, A system of singularly perturbed reaction-diffusion equations, DCU School of Mathematical Sciences preprint MS-07-0, (007). [5] J.L. Gracia, F.J. Lisbona, E. O Riordan, A coupled system of singularly perturbed parabolic reaction-diffusion equations, Adv. Comp. Math., (to appear). [6] F.A. Howes, R.E. O Malley Jr., Singular perturbations of semilinear second order systems, Lectures Notes in Mathematics, 87 Springer Verlag, Berlin, 980, [7] T. Linß, N. Madden, Accurate solution of a system of coupled singularly perturbed reaction-diffusion equations, Computing, 73 (004), 33. [8] T. Linß, N. Madden, Layer-adapted meshes for a system of coupled singularly perturbed reaction-diffusion equations, IMA J. Numer. Anal. (to appear) [9] N. Madden, M. Stynes, A uniformly convergent numerical method for a coupled system of two singularly perturbed linear reaction-diffusion problems, IMA J. Numer. Anal., 3 (003) [0] R.E. O Malley Jr., Introduction to singular perturbations, Academic Press, New York, 974.
13 [] R.E. O Malley Jr., Singular perturbation methods for ordinary differential equations, Springer, Berlin, 99. [] J.M. Ortega, C. Rheinboldt, Iterative solution on nonlinear equations in several variables, Academic Press, New York and London, 970. [3] H.G. Roos, M. Stynes, L. Tobiska, Numerical Methods for Singularly Perturbed Differential Equations. Convection Diffusion and Flow Problems, Springer Verlag, New York, 996. [4] G. I. Shishkin, Discrete approximation of singularly perturbed elliptic and parabolic equations, Russian Academy of Sciences, Ural section, Ekaterinburg, 99. (in Russian) [5] G. Sun, M. Stynes, An almost fourth order uniformly convergent difference scheme for a semilinear singularly perturbed reaction diffusion problem, Numer. Math. 70 (995) [6] R.S. Varga, On diagonal dominance arguments for bounding A, Linear Algebra Appl., 4 (976) 7. [7] R. Vulanović, On a numerical solution of a type of singularly perturbed boundary value problem by using a special discretization mesh, Rev. Res. Faculty Sci. Uni. Novi-Sad, 3 (983) Appendix : Special case of two equations In this appendix we show that it is possible to achieve almost second order convergence in the particular case of a system of two semilinear equations. Assume throughout this appendix that b is sufficiently smooth for the analysis to be valid. To obtain similar bounds of the error to those given in [7], we employ a decomposition of the solution u which is based on the decomposition in [9]. First, similarly to [7], we obtain an additional bound on the third derivative of the first component of the regular component. Note that the decomposition used in the proof of Lemma 9 is different to what was used in establishing the corresponding result in [7]. Lemma 9. For m =, the regular component satisfies v Cε. Proof. Let where v = q [] + t + s diag{0,ε } d q [] dx + b(x,q [] ) = 0, x Ω, (q [] ) (0) = r (0), (q [] ) () = r (), diag{0,ε }t + b(x,q [] + t) b(x,q [] ) = (ε d (q [] ) dx,0) T, x Ω, t (0) = 0 = t () Es + b(x,v) b(x,q [] + t) = (ε t,0) T, x Ω, s(0) = s() = 0. 3
14 As in the proof of Lemma we have that Note also that and dk q [] dx k C,k = 0,,, dk q [] dx k Cε k,k = 3,4,5. t Cε, t Cε ε, t Cε ε, t Cε ε, t Cε ε, t Cε ε 4, t Cε ε 3, t Cε ε 3 s Cε 4 ε, s Cε ε, s Cε 4 ε 4, s Cε 3 ε, s Cε 4 ε 3, s Cε ε 3 + Cε ε + Cε ε 3, s Cε 3 ε 4 + Cε 4 ε 5 Cε. In the next result we show that it is possible to have similar bounds to those in [7] and [9] for the left singular component. Thus in the particular case of two equations, it is not necessary to establish a further decomposition of the component w. Lemma 0. For m = the singular component w satisfies w i (x) CB ε (x), i =, (6a) w (k) i (x) C ε k l B εl (x), k =,, i =, (6b) l=i w (x) C(ε 3 B ε (x) + ε 3 (x)), (6c) w (x) Cε (ε B ε (x) + ε (x)), (6d) w (4) (x) C(ε 4 B ε (x) + ε 4 (x)), (6e) w (4) (x) Cε (ε B ε (x) + ε (x)). (6f) Proof. We define the following auxiliary linear operator L := E d ( dx + B, B = b i (x,v + sw)ds u j 0 ). i,j The singular component w is the solution of the boundary value problem Lw = 0, w(0) = (u v)(0), w() = (u v)(). (7) Applying the maximum principle and using the diagonal dominance assumption in (c), we deduce that w(x) CB ε (x). Then, we easily deduce (see [],[9]) that w (k) i (x) Cε k i B ε (x), k =,, i =,. (8) 4
15 We need to sharpen the bounds associated with the first component. We follow the argument in [9] for the linear problem. Differentiating the first equation ε w + (b (x,v + w) b (x,v)) = 0 in the system, we obtain the following problem for w L w := ε (w ) + b (x,v + w)w = h(x,v,w), x Ω, u (9) w (x) Cε, x {0,}, where the bounds on the boundary are obtained using the bound (8) and ( b h(x,v,w) = x (x,v) b ) ( (x,v + w) + v b (x,v) b ) (x,v + w) ( x u u v b (x,v) b ) (x,v + w) b (x,v + w)w u u u. Writing the three terms in brackets in integral form g(x,v + w) g(x,v) = i= 0 g u i (x,v + sw)ds w i, and using the hypothesis on b, the bounds for v, w and w, we deduce that h(x,v,w) Cε (x). Then, the maximum principle for problem (9) with the barrier function ψ(x) = C(ε B ε (x) + ε (x)), proves the estimate (6b) for k =. Using a similar argument, the estimate (6b) for the second order derivative can also be deduced. Now we consider the third order derivatives. Differentiating the equation (7) and using the estimates on the lower derivatives of w it follows that Ew C(ε B ε (x) + ε (x)). This establishes the appropriate bounds on w. For the first component w, use the same argument as for the first and second order derivatives. The previous ideas can be also applied to obtain the required bounds for the fourth derivatives. To obtain second order convergence, instead of applying Lemma 5, we use the following comparison principle. Lemma. Given three mesh functions Y, Z, Y such that T N Y T N Z T N Y, where T N is defined in 3, then Y Z Y. Proof. Note that Y Z = (T N) (T N Y T N Z) 0, since T N is an M matrix. Use the same argument to prove that Y Z. 5
16 Theorem. Let u be the solution of the problem () with m = and U the solution of problem () on the Shishkin mesh Ω N. Then, U u CN ln N. Proof. From the bounds given in Lemmas, 9 and 0, it follows from the arguments in [7] for the corresponding linear problem, that CN ε ε (ε,ε ) T + CN, if x i = τ, τ, T N u CN ε (ε,ε ) T + CN, if x i = τ, τ C(N lnn), otherwise. Consider the barrier function Z (x) = C(N ln N)(θ (x)+θ (x)+)+u N (x), where for i =, x, if x [0,τ i ], τ i θ i (x) =, if x [τ i, τ i ], x, if x [ τ i,]. τ i These functions satisfy CN δ θ (x) ε ε (ln N), if x = τ, τ, 0, otherwise, CN δ θ (x) ε (ln N), if x = τ, τ, 0, otherwise,, Therefore, we conclude that (u U N )(x i ) CN ln N. Remark 3. Note that in the case of a linear system of m equations Linß and Madden [8] have established second order convergence in the case of arbitrary ε i, under the assumption that the elements in the coefficient matrix B(x) of the zero order terms satisfy the conditions b ii (x) > 0, m b ik(x) <, i m. b ii (x) k i 6
17 Appendix : Second order in the special case of ε i = ε for all i =,...,m,. For an arbitrary number of equations and in the special case of ε =... = ε m = ε in () it is possible to prove essentially second order convergence, i.e., U u CN ln N. Assume throughout this appendix that b is sufficiently smooth for the analysis to be valid. To prove second order convergence, we use the following auxiliary result Lemma 4. The regular component v defined in () satisfies for i =,...,m, dk v dx k C, k = 0,,, dk v i dx k Cε k, k = 3,4. (30) The left singular component w defined in (3) satisfies for i =,...,m, dk w i dx k (x) Cε k B ε (x), k = 0,,,3,4. (3) Proof. See Lemma for (30). Follow the ideas given in [7] and in this paper to complete the argument. Theorem 5. Assume that ε i = ε for all i =,...,m,. Let u be the solution of the problem () and U the solution of problem () on the Shishkin mesh (5). Then, U u CN ln N. Proof. Now the local error satisfies C(N lnn), if x i < τ, x i > τ, T N u CN ε, if x i = τ, τ, CN, if x i (τ, τ). where τ and τ are the only transition point of the piecewise uniform Shishkin mesh. Consider the barrier function Z (x i ) = C(N lnn) (θ(x i )+)+U N (x i ), where Then, we have θ(x) = x τ, if x [0,τ],, if x [τ, τ], x, if x [ τ,]. τ T N Z = C(N lnn) ε δ θ ε δ U N + b(x,z ) = C(N lnn) ε δ θ + b(x,z ) b(x,u N ) = C(N lnn) ε δ θ + J(U N + s(z U N ))(Z U N ) C(N lnn) ε δ θ + β (Z U N ) T N u. For the barrier function Z (x i ) = C(N lnn) (θ(x i )+)+U N (x i ), it holds that T N Z T N u. Hence Z u Z and therefore (u U N )(x i ) C(N lnn). 7
A PARAMETER ROBUST NUMERICAL METHOD FOR A TWO DIMENSIONAL REACTION-DIFFUSION PROBLEM
A PARAMETER ROBUST NUMERICAL METHOD FOR A TWO DIMENSIONAL REACTION-DIFFUSION PROBLEM C. CLAVERO, J.L. GRACIA, AND E. O RIORDAN Abstract. In this paper a singularly perturbed reaction diffusion partial
More informationInterior Layers in Singularly Perturbed Problems
Interior Layers in Singularly Perturbed Problems Eugene O Riordan Abstract To construct layer adapted meshes for a class of singularly perturbed problems, whose solutions contain boundary layers, it is
More informationIterative Domain Decomposition Methods for Singularly Perturbed Nonlinear Convection-Diffusion Equations
Iterative Domain Decomposition Methods for Singularly Perturbed Nonlinear Convection-Diffusion Equations P.A. Farrell 1, P.W. Hemker 2, G.I. Shishkin 3 and L.P. Shishkina 3 1 Department of Computer Science,
More informationA uniformly convergent numerical method for a coupled system of two singularly perturbed linear reaction diffusion problems
IMA Journal of Numerical Analysis (2003 23, 627 644 A uniformly convergent numerical method for a coupled system of two singularly perturbed linear reaction diffusion problems NIALL MADDEN Department of
More informationParameter-Uniform Numerical Methods for a Class of Singularly Perturbed Problems with a Neumann Boundary Condition
Parameter-Uniform Numerical Methods for a Class of Singularly Perturbed Problems with a Neumann Boundary Condition P. A. Farrell 1,A.F.Hegarty 2, J. J. H. Miller 3, E. O Riordan 4,andG.I. Shishkin 5 1
More informationA uniformly convergent difference scheme on a modified Shishkin mesh for the singularly perturbed reaction-diffusion boundary value problem
Journal of Modern Methods in Numerical Mathematics 6:1 (2015, 28 43 A uniformly convergent difference scheme on a modified Shishkin mesh for the singularly perturbed reaction-diffusion boundary value problem
More informationA Singularly Perturbed Convection Diffusion Turning Point Problem with an Interior Layer
A Singularly Perturbed Convection Diffusion Turning Point Problem with an Interior Layer E. O Riordan, J. Quinn School of Mathematical Sciences, Dublin City University, Glasnevin, Dublin 9, Ireland. Abstract
More informationAbstract. 1. Introduction
Journal of Computational Mathematics Vol.28, No.2, 2010, 273 288. http://www.global-sci.org/jcm doi:10.4208/jcm.2009.10-m2870 UNIFORM SUPERCONVERGENCE OF GALERKIN METHODS FOR SINGULARLY PERTURBED PROBLEMS
More informationParameter robust methods for second-order complex-valued reaction-diffusion equations
Postgraduate Modelling Research Group, 10 November 2017 Parameter robust methods for second-order complex-valued reaction-diffusion equations Faiza Alssaedi Supervisor: Niall Madden School of Mathematics,
More informationQuintic B-spline method for numerical solution of fourth order singular perturbation boundary value problems
Stud. Univ. Babeş-Bolyai Math. 63(2018, No. 1, 141 151 DOI: 10.24193/subbmath.2018.1.09 Quintic B-spline method for numerical solution of fourth order singular perturbation boundary value problems Ram
More informationA COMPUTATIONAL TECHNIQUE FOR SOLVING BOUNDARY VALUE PROBLEM WITH TWO SMALL PARAMETERS
Electronic Journal of Differential Equations, Vol. 2013 (2013), No. 30, pp. 1 10. ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu ftp ejde.math.txstate.edu A COMPUTATIONAL
More informationA Linearised Singularly Perturbed Convection- Diffusion Problem with an Interior Layer
Dublin Institute of Technology ARROW@DIT Articles School of Mathematics 201 A Linearised Singularly Perturbed Convection- Diffusion Problem with an Interior Layer Eugene O'Riordan Dublin City University,
More informationSuperconvergence analysis of the SDFEM for elliptic problems with characteristic layers
Superconvergence analysis of the SDFEM for elliptic problems with characteristic layers S. Franz, T. Linß, H.-G. Roos Institut für Numerische Mathematik, Technische Universität Dresden, D-01062, Germany
More informationOn solving linear systems arising from Shishkin mesh discretizations
On solving linear systems arising from Shishkin mesh discretizations Petr Tichý Faculty of Mathematics and Physics, Charles University joint work with Carlos Echeverría, Jörg Liesen, and Daniel Szyld October
More informationSPLINE COLLOCATION METHOD FOR SINGULAR PERTURBATION PROBLEM. Mirjana Stojanović University of Novi Sad, Yugoslavia
GLASNIK MATEMATIČKI Vol. 37(57(2002, 393 403 SPLINE COLLOCATION METHOD FOR SINGULAR PERTURBATION PROBLEM Mirjana Stojanović University of Novi Sad, Yugoslavia Abstract. We introduce piecewise interpolating
More informationRemarks on the analysis of finite element methods on a Shishkin mesh: are Scott-Zhang interpolants applicable?
Remarks on the analysis of finite element methods on a Shishkin mesh: are Scott-Zhang interpolants applicable? Thomas Apel, Hans-G. Roos 22.7.2008 Abstract In the first part of the paper we discuss minimal
More informationACCURATE NUMERICAL METHOD FOR BLASIUS PROBLEM FOR FLOW PAST A FLAT PLATE WITH MASS TRANSFER
FDS-2000 Conference, pp. 1 10 M. Sapagovas et al. (Eds) c 2000 MII ACCURATE UMERICAL METHOD FOR BLASIUS PROBLEM FOR FLOW PAST A FLAT PLATE WITH MASS TRASFER B. GAHA 1, J. J. H. MILLER 2, and G. I. SHISHKI
More informationSUPERCONVERGENCE OF DG METHOD FOR ONE-DIMENSIONAL SINGULARLY PERTURBED PROBLEMS *1)
Journal of Computational Mathematics, Vol.5, No., 007, 185 00. SUPERCONVERGENCE OF DG METHOD FOR ONE-DIMENSIONAL SINGULARLY PERTURBED PROBLEMS *1) Ziqing Xie (College of Mathematics and Computer Science,
More informationAn exponentially graded mesh for singularly perturbed problems
An exponentially graded mesh for singularly perturbed problems Christos Xenophontos Department of Mathematics and Statistics University of Cyprus joint work with P. Constantinou (UCY), S. Franz (TU Dresden)
More informationSingular Perturbation on a Subdomain*
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 937 997 ARTICLE NO. AY97544 Singular Perturbation on a Subdomain* G. Aguilar Departamento de Matematica Aplicada, Centro Politecnico Superior, Uniersidad
More informationHigh-order ADI schemes for convection-diffusion equations with mixed derivative terms
High-order ADI schemes for convection-diffusion equations with mixed derivative terms B. Düring, M. Fournié and A. Rigal Abstract We consider new high-order Alternating Direction Implicit ADI) schemes
More informationBoundary layers in a two-point boundary value problem with fractional derivatives
Boundary layers in a two-point boundary value problem with fractional derivatives J.L. Gracia and M. Stynes Institute of Mathematics and Applications (IUMA) and Department of Applied Mathematics, University
More informationCholesky factorisations of linear systems coming from a finite difference method applied to singularly perturbed problems
Cholesky factorisations of linear systems coming from a finite difference method applied to singularly perturbed problems Thái Anh Nhan and Niall Madden The Boundary and Interior Layers - Computational
More informationCentrum voor Wiskunde en Informatica
Centrum voor Wiskunde en Informatica Modelling, Analysis and Simulation Modelling, Analysis and Simulation High-order time-accurate schemes for singularly perturbed parabolic convection-diffusion problems
More informationCLASSIFICATION AND PRINCIPLE OF SUPERPOSITION FOR SECOND ORDER LINEAR PDE
CLASSIFICATION AND PRINCIPLE OF SUPERPOSITION FOR SECOND ORDER LINEAR PDE 1. Linear Partial Differential Equations A partial differential equation (PDE) is an equation, for an unknown function u, that
More informationGoal. Robust A Posteriori Error Estimates for Stabilized Finite Element Discretizations of Non-Stationary Convection-Diffusion Problems.
Robust A Posteriori Error Estimates for Stabilized Finite Element s of Non-Stationary Convection-Diffusion Problems L. Tobiska and R. Verfürth Universität Magdeburg Ruhr-Universität Bochum www.ruhr-uni-bochum.de/num
More informationError estimates for moving least square approximations
Applied Numerical Mathematics 37 (2001) 397 416 Error estimates for moving least square approximations María G. Armentano, Ricardo G. Durán 1 Departamento de Matemática, Facultad de Ciencias Exactas y
More informationA Parameter-uniform Method for Two Parameters Singularly Perturbed Boundary Value Problems via Asymptotic Expansion
Appl. Math. Inf. Sci. 7, No. 4, 1525-1532 (2013) 1525 Applied Mathematics & Information Sciences An International Journal http://dx.doi.org/10.12785/amis/070436 A Parameter-uniform Method for Two Parameters
More informationAnalysis of a Streamline-Diffusion Finite Element Method on Bakhvalov-Shishkin Mesh for Singularly Perturbed Problem
Numer. Math. Theor. Meth. Appl. Vol. 10, No. 1, pp. 44-64 doi: 10.408/nmtma.017.y1306 February 017 Analysis of a Streamline-Diffusion Finite Element Method on Bakhvalov-Shishkin Mesh for Singularly Perturbed
More informationFinite Difference, Finite element and B-Spline Collocation Methods Applied to Two Parameter Singularly Perturbed Boundary Value Problems 1
European Society of Computational Methods in Sciences and Engineering (ESCMSE) Journal of Numerical Analysis, Industrial and Applied Mathematics (JNAIAM) vol. 5, no. 3-4, 2011, pp. 163-180 ISSN 1790 8140
More informationHIGH ORDER VARIABLE MESH EXPONENTIAL FINITE DIFFERENCE METHOD FOR THE NUMERICAL SOLUTION OF THE TWO POINTS BOUNDARY VALUE PROBLEMS
JOURNAL OF THE INTERNATIONAL MATHEMATICAL VIRTUAL INSTITUTE ISSN (p) 2303-4866, ISSN (o) 2303-4947 www.imvibl.org /JOURNALS / JOURNAL Vol. 8(2018), 19-33 DOI: 10.7251/JMVI1801019P Former BULLETIN OF THE
More informationUNIFORMLY CONVERGENT 3-TGFEM VS LSFEM FOR SINGULARLY PERTURBED CONVECTION-DIFFUSION PROBLEMS ON A SHISHKIN BASED LOGARITHMIC MESH
INTERNATIONAL JOURNAL OF NUMERICAL ANALYSIS AND MODELING, SERIES B Volume 4, Number 4, Pages 35 334 c 23 Institute for Scientific Computing and Information UNIFORMLY CONVERGENT 3-TGFEM VS LSFEM FOR SINGULARLY
More informationThe method of lines (MOL) for the diffusion equation
Chapter 1 The method of lines (MOL) for the diffusion equation The method of lines refers to an approximation of one or more partial differential equations with ordinary differential equations in just
More informationCholesky factorisation of linear systems coming from finite difference approximations of singularly perturbed problems
Cholesky factorisation of linear systems coming from finite difference approximations of singularly perturbed problems Thái Anh Nhan and Niall Madden Abstract We consider the solution of large linear systems
More informationInverse Brascamp-Lieb inequalities along the Heat equation
Inverse Brascamp-Lieb inequalities along the Heat equation Franck Barthe and Dario Cordero-Erausquin October 8, 003 Abstract Adapting Borell s proof of Ehrhard s inequality for general sets, we provide
More informationNUMERICAL SOLUTION OF GENERAL SINGULAR PERTURBATION BOUNDARY VALUE PROBLEMS BASED ON ADAPTIVE CUBIC SPLINE
TWMS Jour. Pure Appl. Math., V.3, N.1, 2012, pp.11-21 NUMERICAL SOLUTION OF GENERAL SINGULAR PERTURBATION BOUNDARY VALUE PROBLEMS BASED ON ADAPTIVE CUBIC SPLINE R. MOHAMMADI 1 Abstract. We use adaptive
More informationSuggested Solution to Assignment 7
MATH 422 (25-6) partial diferential equations Suggested Solution to Assignment 7 Exercise 7.. Suppose there exists one non-constant harmonic function u in, which attains its maximum M at x. Then by the
More informationNumerical techniques for linear and nonlinear eigenvalue problems in the theory of elasticity
ANZIAM J. 46 (E) ppc46 C438, 005 C46 Numerical techniques for linear and nonlinear eigenvalue problems in the theory of elasticity Aliki D. Muradova (Received 9 November 004, revised April 005) Abstract
More informationA first-order system Petrov-Galerkin discretisation for a reaction-diffusion problem on a fitted mesh
A first-order system Petrov-Galerkin discretisation for a reaction-diffusion problem on a fitted mesh James Adler, Department of Mathematics Tufts University Medford, MA 02155 Scott MacLachlan Department
More informationFinite Element Superconvergence Approximation for One-Dimensional Singularly Perturbed Problems
Finite Element Superconvergence Approximation for One-Dimensional Singularly Perturbed Problems Zhimin Zhang Department of Mathematics Wayne State University Detroit, MI 48202 Received 19 July 2000; accepted
More informationTitle: Localized self-adjointness of Schrödinger-type operators on Riemannian manifolds. Proposed running head: Schrödinger-type operators on
Title: Localized self-adjointness of Schrödinger-type operators on Riemannian manifolds. Proposed running head: Schrödinger-type operators on manifolds. Author: Ognjen Milatovic Department Address: Department
More informationETNA Kent State University
Electronic Transactions on Numerical Analysis. Volume 41, pp. 376-395, 2014. Copyright 2014,. ISSN 1068-9613. A ROBUST NUMERICAL SCHEME FOR SINGULARLY PERTURBED DELAY PARABOLIC INITIAL-BOUNDARY-VALUE PROBLEMS
More informationAvailable online at ScienceDirect. Procedia Engineering 127 (2015 )
Available online at www.sciencedirect.com ScienceDirect Procedia Engineering 127 (2015 ) 424 431 International Conference on Computational Heat and Mass Transfer-2015 Exponentially Fitted Initial Value
More informationBoundary Layer Solutions to Singularly Perturbed Problems via the Implicit Function Theorem
Boundary Layer Solutions to Singularly Perturbed Problems via the Implicit Function Theorem Oleh Omel chenko, and Lutz Recke Department of Mathematics, Humboldt University of Berlin, Unter den Linden 6,
More informationHOMEOMORPHISMS OF BOUNDED VARIATION
HOMEOMORPHISMS OF BOUNDED VARIATION STANISLAV HENCL, PEKKA KOSKELA AND JANI ONNINEN Abstract. We show that the inverse of a planar homeomorphism of bounded variation is also of bounded variation. In higher
More informationA note on W 1,p estimates for quasilinear parabolic equations
200-Luminy conference on Quasilinear Elliptic and Parabolic Equations and Systems, Electronic Journal of Differential Equations, Conference 08, 2002, pp 2 3. http://ejde.math.swt.edu or http://ejde.math.unt.edu
More informationGaussian interval quadrature rule for exponential weights
Gaussian interval quadrature rule for exponential weights Aleksandar S. Cvetković, a, Gradimir V. Milovanović b a Department of Mathematics, Faculty of Mechanical Engineering, University of Belgrade, Kraljice
More informationEQUIVALENCE OF STURM-LIOUVILLE PROBLEM WITH FINITELY MANY ABDULLAH KABLAN, MEHMET AKİF ÇETİN
International Journal of Analysis and Applications Volume 16 Number 1 (2018) 25-37 URL: https://doi.org/10.28924/2291-8639 DOI: 10.28924/2291-8639-16-2018-25 EQUIVALENCE OF STURM-LIOUVILLE PROBLEM WITH
More informationSELF-ADJOINTNESS OF SCHRÖDINGER-TYPE OPERATORS WITH SINGULAR POTENTIALS ON MANIFOLDS OF BOUNDED GEOMETRY
Electronic Journal of Differential Equations, Vol. 2003(2003), No.??, pp. 1 8. ISSN: 1072-6691. URL: http://ejde.math.swt.edu or http://ejde.math.unt.edu ftp ejde.math.swt.edu (login: ftp) SELF-ADJOINTNESS
More informationFinite volume method for nonlinear transmission problems
Finite volume method for nonlinear transmission problems Franck Boyer, Florence Hubert To cite this version: Franck Boyer, Florence Hubert. Finite volume method for nonlinear transmission problems. Proceedings
More informationHOW TO APPROXIMATE THE HEAT EQUATION WITH NEUMANN BOUNDARY CONDITIONS BY NONLOCAL DIFFUSION PROBLEMS. 1. Introduction
HOW TO APPROXIMATE THE HEAT EQUATION WITH NEUMANN BOUNDARY CONDITIONS BY NONLOCAL DIFFUSION PROBLEMS CARMEN CORTAZAR, MANUEL ELGUETA, ULIO D. ROSSI, AND NOEMI WOLANSKI Abstract. We present a model for
More informationAn interface problem with singular perturbation on a subinterval
Xie Boundary Value Problems 2014, 2014:201 R E S E A R C H Open Access An interface problem with singular perturbation on a subinterval Feng Xie * * Correspondence: fxie@dhu.edu.cn Department of Applied
More informationON SINGULAR PERTURBATION OF THE STOKES PROBLEM
NUMERICAL ANALYSIS AND MATHEMATICAL MODELLING BANACH CENTER PUBLICATIONS, VOLUME 9 INSTITUTE OF MATHEMATICS POLISH ACADEMY OF SCIENCES WARSZAWA 994 ON SINGULAR PERTURBATION OF THE STOKES PROBLEM G. M.
More informationAnalytical Solution of BVPs for Fourth-order Integro-differential Equations by Using Homotopy Analysis Method
ISSN 1749-3889 (print), 1749-3897 (online) International Journal of Nonlinear Science Vol.9(21) No.4,pp.414-421 Analytical Solution of BVPs for Fourth-order Integro-differential Equations by Using Homotopy
More informationA global solution curve for a class of free boundary value problems arising in plasma physics
A global solution curve for a class of free boundary value problems arising in plasma physics Philip Korman epartment of Mathematical Sciences University of Cincinnati Cincinnati Ohio 4522-0025 Abstract
More informationParameter Dependent Quasi-Linear Parabolic Equations
CADERNOS DE MATEMÁTICA 4, 39 33 October (23) ARTIGO NÚMERO SMA#79 Parameter Dependent Quasi-Linear Parabolic Equations Cláudia Buttarello Gentile Departamento de Matemática, Universidade Federal de São
More informationThe first order quasi-linear PDEs
Chapter 2 The first order quasi-linear PDEs The first order quasi-linear PDEs have the following general form: F (x, u, Du) = 0, (2.1) where x = (x 1, x 2,, x 3 ) R n, u = u(x), Du is the gradient of u.
More informationOn Multigrid for Phase Field
On Multigrid for Phase Field Carsten Gräser (FU Berlin), Ralf Kornhuber (FU Berlin), Rolf Krause (Uni Bonn), and Vanessa Styles (University of Sussex) Interphase 04 Rome, September, 13-16, 2004 Synopsis
More informationarxiv:math/ v2 [math.ap] 3 Oct 2006
THE TAYLOR SERIES OF THE GAUSSIAN KERNEL arxiv:math/0606035v2 [math.ap] 3 Oct 2006 L. ESCAURIAZA From some people one can learn more than mathematics Abstract. We describe a formula for the Taylor series
More informationUPPER AND LOWER SOLUTIONS FOR A HOMOGENEOUS DIRICHLET PROBLEM WITH NONLINEAR DIFFUSION AND THE PRINCIPLE OF LINEARIZED STABILITY
ROCKY MOUNTAIN JOURNAL OF MATHEMATICS Volume 30, Number 4, Winter 2000 UPPER AND LOWER SOLUTIONS FOR A HOMOGENEOUS DIRICHLET PROBLEM WITH NONLINEAR DIFFUSION AND THE PRINCIPLE OF LINEARIZED STABILITY ROBERT
More informationSuperconvergence of discontinuous Galerkin methods for 1-D linear hyperbolic equations with degenerate variable coefficients
Superconvergence of discontinuous Galerkin methods for -D linear hyperbolic equations with degenerate variable coefficients Waixiang Cao Chi-Wang Shu Zhimin Zhang Abstract In this paper, we study the superconvergence
More informationSchur Complement Technique for Advection-Diffusion Equation using Matching Structured Finite Volumes
Advances in Dynamical Systems and Applications ISSN 973-5321, Volume 8, Number 1, pp. 51 62 (213) http://campus.mst.edu/adsa Schur Complement Technique for Advection-Diffusion Equation using Matching Structured
More information1. Introduction and notation
Pré-Publicações do Departamento de Matemática Universidade de Coimbra Preprint Number 08 54 DYNAMICS AND INTERPRETATION OF SOME INTEGRABLE SYSTEMS VIA MULTIPLE ORTHOGONAL POLYNOMIALS D BARRIOS ROLANÍA,
More information1. Nonlinear Equations. This lecture note excerpted parts from Michael Heath and Max Gunzburger. f(x) = 0
Numerical Analysis 1 1. Nonlinear Equations This lecture note excerpted parts from Michael Heath and Max Gunzburger. Given function f, we seek value x for which where f : D R n R n is nonlinear. f(x) =
More informationLIFE SPAN OF BLOW-UP SOLUTIONS FOR HIGHER-ORDER SEMILINEAR PARABOLIC EQUATIONS
Electronic Journal of Differential Equations, Vol. 21(21), No. 17, pp. 1 9. ISSN: 172-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu ftp ejde.math.txstate.edu LIFE SPAN OF BLOW-UP
More informationADOMIAN-TAU OPERATIONAL METHOD FOR SOLVING NON-LINEAR FREDHOLM INTEGRO-DIFFERENTIAL EQUATIONS WITH PADE APPROXIMANT. A. Khani
Acta Universitatis Apulensis ISSN: 1582-5329 No 38/214 pp 11-22 ADOMIAN-TAU OPERATIONAL METHOD FOR SOLVING NON-LINEAR FREDHOLM INTEGRO-DIFFERENTIAL EQUATIONS WITH PADE APPROXIMANT A Khani Abstract In this
More informationThe Dirichlet problem for non-divergence parabolic equations with discontinuous in time coefficients in a wedge
The Dirichlet problem for non-divergence parabolic equations with discontinuous in time coefficients in a wedge Vladimir Kozlov (Linköping University, Sweden) 2010 joint work with A.Nazarov Lu t u a ij
More informationSuperconvergence Using Pointwise Interpolation in Convection-Diffusion Problems
Als Manuskript gedruckt Technische Universität Dresden Herausgeber: Der Rektor Superconvergence Using Pointwise Interpolation in Convection-Diffusion Problems Sebastian Franz MATH-M-04-2012 July 9, 2012
More informationLecture 9 Approximations of Laplace s Equation, Finite Element Method. Mathématiques appliquées (MATH0504-1) B. Dewals, C.
Lecture 9 Approximations of Laplace s Equation, Finite Element Method Mathématiques appliquées (MATH54-1) B. Dewals, C. Geuzaine V1.2 23/11/218 1 Learning objectives of this lecture Apply the finite difference
More informationEXISTENCE OF SOLUTIONS TO THE CAHN-HILLIARD/ALLEN-CAHN EQUATION WITH DEGENERATE MOBILITY
Electronic Journal of Differential Equations, Vol. 216 216), No. 329, pp. 1 22. ISSN: 172-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu EXISTENCE OF SOLUTIONS TO THE CAHN-HILLIARD/ALLEN-CAHN
More informationSECOND ORDER TIME DISCONTINUOUS GALERKIN METHOD FOR NONLINEAR CONVECTION-DIFFUSION PROBLEMS
Proceedings of ALGORITMY 2009 pp. 1 10 SECOND ORDER TIME DISCONTINUOUS GALERKIN METHOD FOR NONLINEAR CONVECTION-DIFFUSION PROBLEMS MILOSLAV VLASÁK Abstract. We deal with a numerical solution of a scalar
More informationOn the minimum of certain functional related to the Schrödinger equation
Electronic Journal of Qualitative Theory of Differential Equations 2013, No. 8, 1-21; http://www.math.u-szeged.hu/ejqtde/ On the minimum of certain functional related to the Schrödinger equation Artūras
More informationModule 2: First-Order Partial Differential Equations
Module 2: First-Order Partial Differential Equations The mathematical formulations of many problems in science and engineering reduce to study of first-order PDEs. For instance, the study of first-order
More informationAnalysis of Two-Grid Methods for Nonlinear Parabolic Equations by Expanded Mixed Finite Element Methods
Advances in Applied athematics and echanics Adv. Appl. ath. ech., Vol. 1, No. 6, pp. 830-844 DOI: 10.408/aamm.09-m09S09 December 009 Analysis of Two-Grid ethods for Nonlinear Parabolic Equations by Expanded
More informationLinearized methods for ordinary di erential equations
Applied Mathematics and Computation 104 (1999) 109±19 www.elsevier.nl/locate/amc Linearized methods for ordinary di erential equations J.I. Ramos 1 Departamento de Lenguajes y Ciencias de la Computacion,
More information(2m)-TH MEAN BEHAVIOR OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS UNDER PARAMETRIC PERTURBATIONS
(2m)-TH MEAN BEHAVIOR OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS UNDER PARAMETRIC PERTURBATIONS Svetlana Janković and Miljana Jovanović Faculty of Science, Department of Mathematics, University
More informationTHE METHOD OF LINES FOR PARABOLIC PARTIAL INTEGRO-DIFFERENTIAL EQUATIONS
JOURNAL OF INTEGRAL EQUATIONS AND APPLICATIONS Volume 4, Number 1, Winter 1992 THE METHOD OF LINES FOR PARABOLIC PARTIAL INTEGRO-DIFFERENTIAL EQUATIONS J.-P. KAUTHEN ABSTRACT. We present a method of lines
More informationAsymptotic analysis of the Carrier-Pearson problem
Fifth Mississippi State Conference on Differential Equations and Computational Simulations, Electronic Journal of Differential Equations, Conference 1,, pp 7 4. http://ejde.math.swt.e or http://ejde.math.unt.e
More informationFinite difference method for elliptic problems: I
Finite difference method for elliptic problems: I Praveen. C praveen@math.tifrbng.res.in Tata Institute of Fundamental Research Center for Applicable Mathematics Bangalore 560065 http://math.tifrbng.res.in/~praveen
More informationLecture Note III: Least-Squares Method
Lecture Note III: Least-Squares Method Zhiqiang Cai October 4, 004 In this chapter, we shall present least-squares methods for second-order scalar partial differential equations, elastic equations of solids,
More informationHamburger Beiträge zur Angewandten Mathematik
Hamburger Beiträge zur Angewandten Mathematik Numerical analysis of a control and state constrained elliptic control problem with piecewise constant control approximations Klaus Deckelnick and Michael
More informationSome recent results on controllability of coupled parabolic systems: Towards a Kalman condition
Some recent results on controllability of coupled parabolic systems: Towards a Kalman condition F. Ammar Khodja Clermont-Ferrand, June 2011 GOAL: 1 Show the important differences between scalar and non
More informationFitted operator finite difference scheme for a class of singularly perturbed differential difference turning point problems exhibiting interior layer
Fitted operator finite difference scheme for a class of singularly perturbed differential difference turning point problems exhibiting interior layer Dr. Pratima Rai Department of mathematics, University
More informationABOUT SOME TYPES OF BOUNDARY VALUE PROBLEMS WITH INTERFACES
13 Kragujevac J. Math. 3 27) 13 26. ABOUT SOME TYPES OF BOUNDARY VALUE PROBLEMS WITH INTERFACES Boško S. Jovanović University of Belgrade, Faculty of Mathematics, Studentski trg 16, 11 Belgrade, Serbia
More informationin Bounded Domains Ariane Trescases CMLA, ENS Cachan
CMLA, ENS Cachan Joint work with Yan GUO, Chanwoo KIM and Daniela TONON International Conference on Nonlinear Analysis: Boundary Phenomena for Evolutionnary PDE Academia Sinica December 21, 214 Outline
More informationMinimal periods of semilinear evolution equations with Lipschitz nonlinearity
Minimal periods of semilinear evolution equations with Lipschitz nonlinearity James C. Robinson a Alejandro Vidal-López b a Mathematics Institute, University of Warwick, Coventry, CV4 7AL, U.K. b Departamento
More informationNumerical Solution of Second Order Singularly Perturbed Differential Difference Equation with Negative Shift. 1 Introduction
ISSN 749-3889 print), 749-3897 online) International Journal of Nonlinear Science Vol.8204) No.3,pp.200-209 Numerical Solution of Second Order Singularly Perturbed Differential Difference Equation with
More informationNewtonian Mechanics. Chapter Classical space-time
Chapter 1 Newtonian Mechanics In these notes classical mechanics will be viewed as a mathematical model for the description of physical systems consisting of a certain (generally finite) number of particles
More informationRobust exponential convergence of hp-fem for singularly perturbed systems of reaction-diffusion equations
Robust exponential convergence of hp-fem for singularly perturbed systems of reaction-diffusion equations Christos Xenophontos Department of Mathematics and Statistics University of Cyprus joint work with
More informationThe Journal of Nonlinear Sciences and Applications
J. Nonlinear Sci. Appl. 2 (2009), no. 3, 195 203 The Journal of Nonlinear Sciences Applications http://www.tjnsa.com ON MULTIPOINT ITERATIVE PROCESSES OF EFFICIENCY INDEX HIGHER THAN NEWTON S METHOD IOANNIS
More informationON WEAKLY NONLINEAR BACKWARD PARABOLIC PROBLEM
ON WEAKLY NONLINEAR BACKWARD PARABOLIC PROBLEM OLEG ZUBELEVICH DEPARTMENT OF MATHEMATICS THE BUDGET AND TREASURY ACADEMY OF THE MINISTRY OF FINANCE OF THE RUSSIAN FEDERATION 7, ZLATOUSTINSKY MALIY PER.,
More informationarxiv: v1 [math.ap] 31 May 2013
FINITE TIME SINGULARITY IN A FREE BOUNDARY PROBLEM MODELING MEMS arxiv:1305.7407v1 [math.ap] 31 May 013 JOACHIM ESCHER, PHILIPPE LAURENÇOT, AND CHRISTOPH WALKER Abstract. The occurrence of a finite time
More informationMultigrid finite element methods on semi-structured triangular grids
XXI Congreso de Ecuaciones Diferenciales y Aplicaciones XI Congreso de Matemática Aplicada Ciudad Real, -5 septiembre 009 (pp. 8) Multigrid finite element methods on semi-structured triangular grids F.J.
More informationMem. Differential Equations Math. Phys. 36 (2005), T. Kiguradze
Mem. Differential Equations Math. Phys. 36 (2005), 42 46 T. Kiguradze and EXISTENCE AND UNIQUENESS THEOREMS ON PERIODIC SOLUTIONS TO MULTIDIMENSIONAL LINEAR HYPERBOLIC EQUATIONS (Reported on June 20, 2005)
More informationCOURSE Numerical integration of functions (continuation) 3.3. The Romberg s iterative generation method
COURSE 7 3. Numerical integration of functions (continuation) 3.3. The Romberg s iterative generation method The presence of derivatives in the remainder difficulties in applicability to practical problems
More informationYURI LEVIN, MIKHAIL NEDIAK, AND ADI BEN-ISRAEL
Journal of Comput. & Applied Mathematics 139(2001), 197 213 DIRECT APPROACH TO CALCULUS OF VARIATIONS VIA NEWTON-RAPHSON METHOD YURI LEVIN, MIKHAIL NEDIAK, AND ADI BEN-ISRAEL Abstract. Consider m functions
More informationA New Improvement of Shishkin Fitted Mesh Technique on a First Order Finite Difference Method
A New Improvement of Shishkin Fitted Mesh Technique on a First Order Finite Difference Method With applications on singularly perturbed boundary value problem ODE Rafiq S. Muhammad College of Computers
More informationSixth Order Newton-Type Method For Solving System Of Nonlinear Equations And Its Applications
Applied Mathematics E-Notes, 17(017), 1-30 c ISSN 1607-510 Available free at mirror sites of http://www.math.nthu.edu.tw/ amen/ Sixth Order Newton-Type Method For Solving System Of Nonlinear Equations
More informationDETERMINATION OF THE BLOW-UP RATE FOR THE SEMILINEAR WAVE EQUATION
DETERMINATION OF THE LOW-UP RATE FOR THE SEMILINEAR WAVE EQUATION y FRANK MERLE and HATEM ZAAG Abstract. In this paper, we find the optimal blow-up rate for the semilinear wave equation with a power nonlinearity.
More informationRelaxation methods and finite element schemes for the equations of visco-elastodynamics. Chiara Simeoni
Relaxation methods and finite element schemes for the equations of visco-elastodynamics Chiara Simeoni Department of Information Engineering, Computer Science and Mathematics University of L Aquila (Italy)
More information