We consider a coupled system of two singularly perturbed reaction-diffusion equations, with two small parameters $0< ε\le μ\le 1$, each multiplying the highest derivative in the equations. The presence of these parameters causes the solution(s) to have \emph{boundary layers} which overlap and interact, based on the relative size of $ε$ and $% μ$. We construct full asymptotic expansions together with error bounds that cover the complete range $0 < ε\leq μ\leq 1$. For the present case of analytic input data, we derive derivative growth estimates for the terms of the asymptotic expansion that are explicit in the perturbation parameters and the expansion order.
Almost nothing is known about the layer structure of solutions to singularly perturbed Caputo fractional boundary value problems. We discuss simple convection-diffusion and reaction-diffusion problems.
The second edition of the book "Roos, Stynes, Tobiska -- Robust Numerical Methods for Singularly Perturbed Differential Equations" appeared many years ago and was for many years a reliable guide into the world of numerical methods for singularly perturbed problems. Since then many new results came into the game, we present some selected ones and the related sources.
The parameter-uniform convergence of a fitted operator method for a singularly perturbed differential equation is normally available only for uniform meshes. Here we establish the parameter-uniform convergence of a fitted operator method on a non-uniform mesh for a singularly perturbed initial value problem. This is obtained by a new method of proof.
A finite element method of any order is applied on a Bakhvalov-type mesh to solve a singularly perturbed convection--diffusion equation in 2D, whose solution exhibits exponential boundary layers. A uniform convergence of (almost) optimal order is proved by means of a carefully defined interpolant.
We consider a singularly perturbed reaction diffusion problem as a first order two-by-two system. Using piecewise discontinuous polynomials for the first component and $H_{div}$-conforming elements for the second component we provide a convergence analysis on layer adapted meshes and an optimal convergence order in a balanced norm that is comparable with a balanced $H^2$-norm for the second order formulation.
We present the analysis for an $hp$ weak Galerkin-FEM for singularly perturbed reaction-convection-diffusion problems in one-dimension. Under the analyticity of the data assumption, we establish robust exponential convergence, when the error is measured in the energy norm, as the degree $p$ of the approximating polynomials is increased. The Spectral Boundary Layer mesh is used, which is the minimal (layer adapted) mesh for such problems. Numerical examples illustrating the theory are also presented.
For a singularly perturbed elliptic model problem with two small parameters, we analyze finite element methods of any order on a Bakhvalov-type mesh. For convergence analysis, we construct a new interpolation by using the characteristics of layers. Besides, a more subtle analysis of the mesh scale near the exponential layer is carried out. Based on the interpolation and new analysis of the mesh scale, we prove the optimal convergence order.
We consider a singularly perturbed convection-diffusion problem that has in addition a shift term. We show a solution decomposition using asymptotic expansions and a stability result. Based upon this we provide a numerical analysis of high order finite element method on layer adapted meshes. We also apply a new idea of using a coarser mesh in places where weak layers appear. Numerical experiments confirm our theoretical results.
We present robust and highly parallel multilevel non-overlapping Schwarz preconditioners, to solve an interior penalty discontinuous Galerkin finite element discretization of a system of steady state, singularly perturbed reaction-diffusion equations with a singular reaction operator, using a GMRES solver. We provide proofs of convergence for the two-level setting and the multigrid V-cycle as well as numerical results for a wide range of regimes.
A finite difference method is constructed to solve singularly perturbed convection-diffusion problems posed on smooth domains. Constraints are imposed on the data so that only regular exponential boundary layers appear in the solution. A domain decomposition method is used, which uses a rectangular grid outside the boundary layer and a Shishkin mesh, aligned to the curvature of the outflow boundary, near the boundary layer. Numerical results are presented to demonstrate the effectiveness of the proposed numerical algorithm.
We derive a new residual-type a posteriori estimator for a singularly perturbed reaction-diffusion problem with obstacle constraints. It generalizes robust residual estimators for unconstrained singularly perturbed equations. Upper and lower bounds are derived with respect to an error notion which measures the error of the solution and of a suitable approximation of the constraining force in a $ε$-dependent energy norm and its dual norm. While the robust upper bound is proven for non-discrete obstacle function, the local lower bounds are derived for discrete obstacle functions. For the proof o…
Pointwise accurate numerical methods are constructed and analysed for three classes of singularly perturbed first order transport problems. The methods involve piecewise-uniform Shishkin meshes and the numerical approximations are shown to be parameter-uniformly convergent in the maximum norm. A transport problem from the modelling of fluid-particle interaction is formulated and used as a test problem for these numerical methods. Numerical results are presented to illustrate the performance of the numerical methods and to confirm the theoretical error bounds established in the paper.
We consider a system of two singularly perturbed Boundary Value Problems (BVPs) of convection-diffusion type with discontinuous source terms and a small positive parameter multiplying the highest derivatives. Then their solutions exhibit boundary layers as well as weak interior layers. A numerical method based on finite element method (Shishkin and Bakhvalov-Shishkin meshes) is presented. We derive an error estimate of order $O(N^{-1}\ln^{3/2}{N})$ in the energy norm with respect to the perturbation parameter. Numerical experiments are also presented to support our theoretical results.
In this paper, the linear finite element method on a Bakhvalov-type mesh is applied to a singularly perturbed problem with two parameters. The solution of the problem exists two exponential boundary layers. A new interpolation, which is simple in construction and analysis, is introduced for convergence analysis. Furthermore, we find a subtle relationship between the Bakhvalov-type mesh itself and the weaker exponential layer and obtain an interesting result. Finally, we prove a supercloseness result between the Lagrange interpolation and the numerical solution. Numerical tests confirm our theo…
A singularly perturbed parabolic problem of convection-diffusion type with a discontinuous initial condition is examined. An analytic function is identified which matches the discontinuity in the initial condition and also satisfies the homogenous parabolic differential equation associated with the problem. The difference between this analytical function and the solution of the parabolic problem is approximated numerically, using an upwind finite difference operator combined with an appropriate layer-adapted mesh. The numerical method is shown to be parameter-uniform. Numerical results are pre…
We consider fourth order singularly perturbed eigenvalue problems in one-dimension and the approximation of their solution by the $h$ version of the Finite Element Method (FEM). In particular, we use piecewise Hermite polynomials of degree $p\geq 3$ defined on an {\emph{exponentially graded}} mesh. We show that the method converges uniformly, with respect to the singular perturbation parameter, at the optimal rate when the error in the eigenvalues is measured in absolute value and the error in the eigenvectors is measured in the energy norm. We also illustrate our theoretical findings through …
We consider fourth order singularly perturbed boundary value problems with two small parameters, and the approximation of their solution by the $hp$ version of the Finite Element Method on the {\emph{Spectral Boundary Layer}} mesh from \cite{MXO}. We use a mixed formulation requiring only $C^{0}$ basis functions in two-dimensional smooth domains. Under the assumption of analytic data, we show that the method converges uniformly, with respect to both singular perturbation parameters, at an exponential rate when the error is measured in the energy norm. Our theoretical findings are illustrated t…
In the present paper we consider the numerical solving of a semilinear singular--perturbation reaction--diffusion boundary--value problem having boundary layers. A new difference scheme is constructed, the second order of convergence on a modified Shishkin mesh is shown. The numerical experiments are included in the paper, which confirm the theoretical results.
We consider the reaction diffusion problem and present efficient ways to discretize and precondition in the singular perturbed case when the reaction term dominates the equation. Using the concepts of optimal test norm and saddle point reformulation, we provide efficient discretization processes for uniform and non-uniform meshes. We present a preconditioning strategy that works for a large range of the perturbation parameter. Numerical examples to illustrate the efficiency of the method are included for a problem on the unit square.
The local discontinuous Galerkin (LDG) method is studied for a third-order singularly perturbed problem of the convection-diffusion type. Based on a regularity assumption for the exact solution, we prove almost $O(N^{-(k+1/2)})$ (up to a logarithmic factor) energy-norm convergence uniformly in the perturbation parameter. Here, $k\geq 0$ is the maximum degree of piecewise polynomials used in discrete space, and $N$ is the number of mesh elements. The results are valid for the three types of layer-adapted meshes: Shishkin-type, Bakhvalov-Shishkin type, and Bakhvalov-type. Numerical experiments a…
A singularly perturbed parabolic problem of convection-diffusion type with a discontinuous initial condition is examined. A particular complimentary error function is identified which matches the discontinuity in the initial condition. The difference between this analytical function and the solution of the parabolic problem is approximated numerically. A co-ordinate transformation is used so that a layer-adapted mesh can be aligned to the interior layer present in the solution. Numerical analysis is presented for the associated numerical method, which establishes that the numerical method is a…
We propose a novel hybrid high-order method (HHO) to approximate singularly perturbed fourth-order PDEs on domains with a possibly curved boundary. The two key ideas in devising the method are the use of a Nitsche-type boundary penalty technique to weakly enforce the boundary conditions and a scaling of the weighting parameter in the stabilization operator that compares the singular perturbation parameter to the square of the local mesh size. With these ideas in hand, we derive stability and optimal error estimates over the whole range of values for the singular perturbation parameter, includi…
Robust residual-based a posteriori error estimators for mixed finite element methods for fourth order elliptic singularly perturbed problems
Chongqing Jiaotong University（重庆交通大学）；Texas A&M International University (TAMIU)（德克萨斯A&M国际大学）；Beijing Computational Science Research Center（北京计算科学研究中心）；Wayne State University（韦恩州立大学）
Parameter uniform essentially first order convergence of a fitted mesh method for a class of parabolic singularly perturbed Robin problem for a system of reaction-diffusion equations
We derive rank bounds on the quantized tensor train (QTT) compressed approximation of singularly perturbed reaction diffusion partial differential equations (PDEs) in one dimension. Specifically, we show that, independently of the scale of the singular perturbation parameter, a numerical solution with accuracy $0<ε<1$ can be represented in QTT format with a number of parameters that depends only polylogarithmically on $ε$. In other words, QTT compressed solutions converge exponentially to the exact solution, with respect to a root of the number of parameters. We also verify the rank bound esti…
A parameter uniform essentially first order convergent numerical method for a parabolic singularly perturbed differential equation of reaction-diffusion type with initial and Robin boundary conditions
In this paper, we develop two fully nonconforming (both H(grad curl)-nonconforming and H(curl)-nonconforming) finite elements on cubical meshes which can fit into the Stokes complex. The newly proposed elements have 24 and 36 degrees of freedom, respectively. Different from the fully H(grad curl)-nonconforming tetrahedral finite elements in [9], the elements in this paper lead to a robust finite element method to solve the singularly perturbed quad-curl problem. To confirm this, we prove the optimal convergence of order $O(h)$ for a fixed parameter $ε$ and the uniform convergence of order $O(h…
For singularly perturbed convection-diffusion problems, supercloseness analysis of finite element method is still open on Bakhvalov-type meshes, especially in the case of 2D. The difficulties arise from the width of the mesh in the layer adjacent to the transition point, resulting in a suboptimal estimate for convergence. Existing analysis techniques cannot handle these difficulties well. To fill this gap, a novel interpolation is designed delicately for the first time for the smooth part of the solution, bringing about the optimal supercloseness result of almost order 2 under an energy norm f…
We introduce and analyze a robust nonconforming finite element method for a three dimensional singularly perturbed quad-curl model problem. For the solution of the model problem, we derive proper a priori bounds, based on which, we prove that the proposed finite element method is robust with respect to the singular perturbation parameter $\varepsilon$ and the numerical solution is uniformly convergent with order $h^{1/2}$. In addition, we investigate the effect of treating the second boundary condition weakly by Nitsche's method. We show that such a treatment leads to sharper error estimates t…
As a popular stabilization technique, the nonsymmetric interior penalty Galerkin (NIPG) method has significant application value in computational fluid dynamics. In this paper, we study the NIPG method for a typical two-dimensional singularly perturbed convection diffusion problem on a Shishkin mesh. According to the characteristics of the solution, the mesh and numerical scheme, a new composite interpolation is introduced. In fact, this interpolation is composed of a vertices-edges-element interpolation within the layer and a local $L^{2}$-projection outside the layer. On the basis of that, b…
