1.4 Model Problems
1.4.4 Singularly perturbed delay parabolic reaction-diffusion problem . 18
Let Ω = (0,1), G = (0,1)×(0, T], and Γ = Γl∪Γb ∪Γr, where Γl and Γr are the left and right sides of the rectangular G corresponding to x = 0 and 1, respectively, and Γb = [0,1]×[−τ,0].
∂
∂t +Lε
u(x, t) = −b(x, t)u(x, t−τ) +f(x, t), (x, t) ∈G, u(x, t) = φb(x, t), (x, t) = Γb,
u(0, t) =φl(t), on Γl ={(0, t) : 0 ≤t≤T}, u(1, t) =φr(t), on Γr ={(0, t) : 0≤t≤T},
(1.4.4)
where Lεu(x, t) = −εuxx(x, t) + a(x)u(x, t), 0 < ε ≪ 1 and τ > 0 are given con- stants, a(x), b(x, t), f(x, t), (x, t) ∈ G, and φl(t), φr(t), φb(x, t), (x, t) ∈ Γ, are suffi- ciently smooth and bounded functions that satisfya(x)≥0, b(x, t)≥β >0, (x, t)∈G.
The terminal timeT is assumed to satisfy the conditionT =kτ for some positive integer k.
1.4.5 Singularly perturbed delay parabolic convection- diffusion problem
Let Ω = (0,1), G = (0,1)×(0, T], and Γ = Γl∪Γb ∪Γr, where Γl and Γr are the left and right sides of the rectangular G corresponding to x = 0 and 1, respectively, and Γb = [0,1]×[−τ,0]:
∂
∂t +Lε
u(x, t) =−b(x, t)u(x, t−τ) +f(x, t), (x, t) ∈G, u(x, t) = φb(x, t), (x, t) = Γb,
u(0, t) =φl(t), on Γl ={(0, t) : 0≤t≤T}, u(1, t) =φr(t), on Γr={(1, t) : 0≤t ≤T},
(1.4.5)
whereLεu(x, t) = −εuxx(x, t)+c(x)ux(x, t)+a(x, t)u(x, t),0< ε≪1 andτ >0 are given constants, a(x, t), b(x, t), f(x, t), c(x), (x, t) ∈ G, and φl(t), φr(t), φb(x, t), (x, t) ∈ Γ, are sufficiently smooth and bounded functions, satisfies a(x, t) ≥ 0, b(x, t) ≥ β >
Chapter 1 1.5. General Outline of the Thesis 0, c(x)≥ α >0 (x, t) ∈G. The terminal time T is assumed to satisfy the condition T =kτ for some positive integer k.
1.5 General Outline of the Thesis
In this thesis, we developε-uniform numerical methods for various singularly perturbed parabolic partial differential equations using adaptive meshes. First, we consider the sin- gularly perturbed reaction-diffusion problems. Here, we use the backward-Euler scheme for the time derivative on uniform mesh and central difference scheme for the spatial derivative on adaptive spatial mesh to solve the problem. The adaptive spatial meshes are generated by using the equidistribution principle. We also derive second-order con- vergence in the maximum norm in the space and first-order in the time. Numerical experiments are conducted. The numerically results are coincides with the theoretical bound.
Then, convection-diffusion parabolic problems are analyzed. It is well-known that the classical second-order schemes introduce non-physical oscillation in the calculated solution when applied on uniform meshes. The same is true for finite element method with continuous piecewise-linear basis functions on uniform mesh. To overcome such difficulties we need to restrict to lower-order upwind schemes. Although the upwind schemes are of first-order, they are stable schemes. Then, we develop adaptive mesh for the problem using equidistribution principle by the help of a monitor function. The monitor is a linear combination of second-order partial derivative of the singular com- ponent of the solution and its total measure. The monitor functions have been analyzed for singular perturbed ordinary differential equation by Beckett and Mackenzie [6, 7].
As the solution of the IBVP (2.1.1) exhibits an exponential layer only in the spatial variable, for that reason we used nonuniform meshes only in the spatial direction. The adaptive meshes are obtained as like in the stationary one-dimensional problem. Uni- form meshes are used for the temporal direction. More precisely, at a fixed time level, we obtain the nonuniform adaptive mesh by solving the mesh equidistribution relation, and we use this mesh for all time levels. Therefore, obtaining the adaptive mesh by the present method is very economy. ε–uniform error estimates of order O(N−1 + ∆t) are derived in the maximum norm for the numerical solution, whereN is number of intervals in the space and ∆t is the discretization parameter in the time. Numerical experiments reveal the fact of ε–uniform first-order convergence of the scheme. Also, we apply the moving mesh method for the convection-diffusion and reaction-diffusion problems. It is computationally costlier than the above method but it gives the flexibility of applying to a wide range of problems. Particularly, the moving mesh method works well for the
Chapter 1 1.5. General Outline of the Thesis problem with moving layers than its counterpart of parabolic boundary layers.
Next, we consider the singularly perturbed delay parabolic problems. In these prob- lems, in addition to the source term there will be a delay term. We permit delay only in the time because it is a physically relevant to consider. These problems are solved using adaptive grids and ε-uniform numerical methods. Numerical experiments are carried out to show the convergence rate. The thesis consists of seven chapters and is organized as follows:
In Chapter 2, a parameter uniform numerical method are developed for singularly perturbed parabolic reaction-diffusion PDEs of the form (1.4.1) using the equidistribu- tion principle. The method converges second-order in the space and first-order in the time irrespective of the singular perturbation parameter. Numerical experiments are carried to validate the theoretical error estimates.
Chapter 3 presents the analysis for singularly perturbed parabolic convection- diffusion PDEs of the type (1.4.2) using equidistribution principle. The methods con- verges first-orderε-uniformly in the space as well as in the time. The numerical results reveal the theoretical finding. We also carried out numerical experiment for semilinear convection-diffusion singularly perturbed parabolic PDEs.
Chapter 4 is concerned with the construction of ε-uniform numerical method for singularly perturbed parabolic reaction-diffusion PDEs of the type (1.4.1). Here, the equidistribution grids are obtained on every time level using the equidistribution prin- ciple. The method converges second-order in the space and first-order in the time irre- spective of the singular perturbation parameter. Numerical experiments are carried to validate the theoretical error estimates.
Chapter 5is devoted for singularly perturbed parabolic convection-diffusion PDEs of the form (1.4.2). Here, the equidistribution grids are obtained on every time level using the equidistribution principle. The methods converges first-order ε-uniformly in the space as well as in the time. The numerical results carried out to validate theoretical error estimates. We also carried out numerical experiment for semilinear convection- diffusion singularly perturbed parabolic PDEs.
Parameter uniform method for singularly perturbed delay parabolic reaction- diffusion problems of the form (1.4.4) are derived inChapter 6. Here, we used adaptive grids which are obtained using the equidistribution principle. The method converges uniformly second-order in the space and first-order in the time irrespective of the singu- lar perturbation parameter and the delay term. Numerical experiments are carried to validate the theoretical results.
Chapter 7 addresses the derivation of uniform numerical methods for singularly perturbed delay parabolic PDEs of the type (1.4.5). The piecewise-uniform Shishkin
Chapter 1 1.5. General Outline of the Thesis meshes are used for resolving the boundary layer. The above method converges uniformly first-order in the time and first-order up-to logarithmic in the space. Numerical results are given to validate the theoretical error estimates.
InChapter 8, we provided the summary of the results highlighting the contribution made by this thesis and future scope in this direction.
Extensive numerical experiments are conducted to support the theoretical results and also to demonstrate the accuracy of the numerical methods. The corresponding numerical results are presented at the end of each chapter of the thesis. For clarity of the presentation, we have repeatedly described the model problems with suitable information on the given data at the beginning of the subsequent chapters.
CHAPTER 2
Robust Numerical Scheme for Singularly Perturbed Parabolic Reaction-Diffusion Problems on
Equidistributed Grid
In this chapter, we propose a parameter-uniform computational technique to solve sin- gularly perturbed parabolic initial-boundary-value problems exhibiting parabolic layers.
The domain is discretized with a uniform mesh on the time direction and a nonuniform mesh obtained via equidistribution of a monitor function for the spatial variable. The numerical scheme consists of the implicit-Euler scheme for the time derivative and the classical central difference scheme for the spatial derivative. Truncation error and sta- bility analysis are carried out. Error estimates are derived, and numerical examples are presented.
2.1 Introduction
Consider the singularly perturbed parabolic initial-boundary-value problem (IBVP) in the domain G= (0,1)×(0, T]:
ut(x, t) +Lεu(x, t) = f(x, t), (x, t) ∈G, u(x,0) = s(x), on Sx ={(x,0) : 0≤x≤1}, u(0, t) =a0(t), onS0 ={(0, t) : 0≤t≤T}, u(1, t) =a1(t), onS1 ={(1, t) : 0≤t≤T},
(2.1.1)
where
Lεu(x, t)≡ −εuxx(x, t) +b(x)u(x, t),
0< ε ≪1 is a small parameter, and b, f are sufficiently smooth functions with b(x)≥ β > 0 on 0 ≤x ≤ 1. Then the required compatibility conditions at the two corners of