Fitted Operator Finite Difference Method for Singularly Perturbed Parabolic Convection-Diffusion Type

In this paper, we study the numerical solution of singularly perturbed parabolic convection-diffusion type with boundary layers at the right side. To solve this problem, the backward-Euler with Richardson extrapolation method is applied on the time direction and the fitted operator finite difference method on the spatial direction is used, on the uniform grids. The stability and consistency of the method were established very well to guarantee the convergence of the method. Numerical experimentation is carried out on model examples, and the results are presented both in tables and graphs. Further, the present method gives a more accurate solution than some existing methods reported in the literature.

Exponential Fitted Operator Method for Singularly Perturbed Convection-Diffusion Type Problems with Nonlocal Boundary Condition

This paper presents the study of singularly perturbed differential equations of convection-diffusion type with nonlocal boundary condition. The proposed numerical scheme is a combination of the classical finite difference method for the boundary conditions and exponential fitted operator method for the differential equations at the interior points. Maximum absolute errors and rates of convergence for different values of perturbation parameter and mesh sizes are tabulated for the numerical examples considered. The method is shown to be first-order accuracy independent of the perturbation parameter ε .

Treatment of Singularly Perturbed Differential Equations with Delay and Shift Using Haar Wavelet Collocation Method

An efficient Haar wavelet collocation method is proposed for the numerical solution of singularly perturbed differential equations with delay and shift. Taylor series (upto the first order) is used to convert the problem with delay and shift into a new problem without the delay and shift and then solved by Haar wavelet collocation method, which reduces the time and complexity of the system. Further, we apply the Haar wavelet collocation method directly to solve the problems. Also, we demonstrated several test examples to show the accuracy and efficiency of the Haar wavelet collocation method and compared our results with the finite difference and fitted operator finite difference method [11], [28].

Higher-Order Uniformly Convergent Numerical Scheme for Singularly Perturbed Differential Difference Equations with Mixed Small Shifts

This paper deals with numerical treatment of singularly perturbed differential difference equations involving mixed small shifts on the reaction terms. The highest-order derivative term in the equation is multiplied by a small perturbation parameter ε taking arbitrary values in the interval 0,1 . For small values of ε , the solution of the problem exhibits exponential boundary layer on the left or right side of the domain and the derivatives of the solution behave boundlessly large. The terms having the shifts are treated using Taylor’s series approximation. The resulting singularly perturbed boundary value problem is solved using exponentially fitted operator FDM. Uniform stability of the scheme is investigated and analysed using comparison principle and solution bound. The formulated scheme converges uniformly with linear order before Richardson extrapolation and quadratic order after Richardson extrapolation. The theoretical analysis of the scheme is validated using numerical test examples for different values of ε and mesh number N .

Accelerated Exponentially Fitted Operator Method for Singularly Perturbed Problems with Integral Boundary Condition

In this paper, we consider a class of singularly perturbed differential equations of convection diffusion type with integral boundary condition. An accelerated uniformly convergent numerical method is constructed via exponentially fitted operator method using Richardson extrapolation techniques and numerical integration methods to solve the problem. The integral boundary condition is treated using numerical integration techniques. Maximum absolute errors and rates of convergence for different values of perturbation parameter and mesh sizes are tabulated for the numerical example considered. The method is shown to be ε-uniformly convergent.

Uniformly convergent numerical scheme for singularly perturbed parabolic delay differential equations

This paper deals with numerical treatment of singularly perturbed parabolic differential difference equations having small shifts on the spatial variable. The considered problem contain small perturbation parameter (ε) multiplied on the diffusion term of the equation. For small values of ε the solution of the problem exhibits a boundary layer on the left or right side of the spatial domain depending on the sign of the convective term. The terms involving the shifts are approximated using Taylor’s series approximation. The resulting singularly perturbed parabolic partial differential equation is solved using implicit Euler method in the temporal discretization with exponentially fitted operator finite difference method in the spatial discretization. The uniform stability of the scheme investigated using comparison principle and discrete solution bound by constructing barrier function. Uniform convergence analysis has been carried out. The scheme gives second order convergence for the case ε > N−1 and first order convergence for the case ε « N−1, where N is number of mesh interval. Test examples and numerical results are considered for validating the theoretical analysis of the scheme.