Professional Documents
Culture Documents
A Robust Computational Technique For A System of Singularly Perturbed Reaction Diffusion Equations
A Robust Computational Technique For A System of Singularly Perturbed Reaction Diffusion Equations
2, 387–395
DOI: 10.2478/amcs-2014-0029
∗
School of Mathematics and Computer Applications
Thapar University, Patiala, 147004, India
e-mail: vinod.patiala@gmail.com
∗∗
Department of Computer Science
Punjabi University, Patiala 147002, India
In this paper, a singularly perturbed system of reaction–diffusion Boundary Value Problems (BVPs) is examined. To solve
such a type of problems, a Modified Initial Value Technique (MIVT) is proposed on an appropriate piecewise uniform
Shishkin mesh. The MIVT is shown to be of second order convergent (up to a logarithmic factor). Numerical results are
presented which are in agreement with the theoretical results.
Keywords: asymptotic expansion approximation, backward difference operator, trapezoidal method, piecewise uniform
Shishkin mesh.
(i) a11 (x) > |a12 (x)|, a22 (x) > |a21 (x)|, operator but also retains the second order of convergence
x ∈ Ω = [0, 1], of the trapezoidal method.
The paper is organized as follows. Section 2 presents
(ii) a12 (x) ≤ 0, a21 (x) ≤ 0, x ∈ Ω. an asymptotic expansion approximation of (1)–(3). The
initial value problem is discussed in Section 3. Section 4
Shishkin (1995) classifies three separate cases for deals with the error estimates of the proposed hybrid
a system of two singularly perturbed reaction–diffusion scheme. The Shishkin mesh and the MIVT are given in
problems with diffusion coefficients , μ: (i) 0 < = μ Section 5. Finally, numerical examples are presented in
1, (ii) 0 < μ = 1 and (iii) , μ arbitrary. Matthews Section 6 to illustrate the applicability of the method. The
et al. (2000) consider case (i), showing that a standard paper ends with some conclusions.
finite difference scheme is uniformly convergent on a Note. Throughout this paper, we let C denote a generic
fitted piecewise uniform mesh. They establish first-order positive constant that may take different values in the
convergence up to a logarithmic factor in the discrete different formulas, but is always independent of N and
maximum norm. The same authors have also obtained a . Here || · || denotes the maximum norm over Ω.
similar result for case (ii), which they have strengthened
to show almost second-order convergence (Matthews
et al., 2002). Madden and Stynes (2003) obtained almost 2. Preliminaries
first-order convergence for the general case (iii). For 2.1. Maximum principle and the stability result.
case (ii), Natesan and Briti (2007) developed a numerical
Lemma 1. (Matthews et al., 2002) Consider the BVP
method which is a combination of a cubic spline and a
system (1)–(3). If L1 y ≥ 0, L2 y ≥ 0 in Ω and y (0) ≥ 0,
finite difference scheme.
y (1) ≥ 0, then y(x) ≥ 0 in Ω.
Das and Natesan (2013) obtained almost
second-order convergence for the general case (iii) Lemma 2. (Matthews et al., 2002) If y (x) is the solution
in which they used central difference approximation for of BVP (1)–(3), then
an outer region with cubic spline approximation for an 1
inner region of boundary layers. Melenk et al. (2013) y (x) ≤ f + y(0) + y (1) ,
γ
have constructed full asymptotic expansions together where γ = min{a11 (x) + a12 (x), a21 (x) + a22 (x)}.
with error bounds that cover the complete range of Ω
0 < μ 1. Rao et al. (2011) proposed a hybrid
difference scheme on a piecewise-uniform Shishkin
mesh and showed that the scheme generates better 2.2. Asymptotic expansion approximation. It is well
approximations to the exact solution than the classical known that, by using the fundamental idea of WKB
central difference one. Valanarasu and Ramanujam (Valanarasu and Ramanujam, 2004; Nayfeh, 1981), an
(2004) proposed an Asymptotic Initial Value Method asymptotic expansion approximation for the solution of
(AIVM) to solve (1)–(3), whose theoretical order of the BVP (1)–(3) can be constructed as
convergence is 1. Bawa et al. (2011) used a hybrid √
uas (x) = uR (x) + v (x) + O( ),
scheme for a singularly perturbed delay differential
equation, which is of second order convergent. where
We construct a Modified Initial Value Technique uR1 (x)
uR (x) =
(MIVT) for (1)–(3) which is based on the underlying uR2 (x)
idea of the AIVM (Valanarasu and Ramanujam, 2004). is the solution of the reduced problem of (1)–(3) and is
The aim of the present study is to improve the order of given by
convergence to almost second order (up to a logarithmic
a11 (x)uR1 (x) + a12 (x)uR2 (x) = f1 (x), (4)
factor) for case (i), i.e., for 0 < = μ 1.
First, in this technique, an asymptotic expansion a21 (x)uR1 (x) + a22 (x)uR2 (x) = f2 (x), (5)
approximation for the solution of the Boundary Value x ∈ [0, 1), and
Problem (BVP) (1)–(3) has been constructed. Then, v1 (x)
v (x) =
Initial Value Problems (IVPs) and Terminal Value v2 (x)
Problems (TVPs) are formulated whose solutions are the is given by
terms of this asymptotic expansion. The IVPs and TVPs 1
are happened to be SPPs, and therefore they are solved a11 (0) + a12 (0) 4
v1 (x) = [p − uR1 (0)] vL1 (x)
by a hybrid scheme similar to that by Bawa et al. (2011). a11 (x) + a12 (x)
The scheme is a combination of the trapezoidal scheme 1
a11 (1) + a12 (1) 4
and a backward difference operator. It not only retains + [q − uR1 (1)] wR1 (x),
the oscillation free behavior of the backward difference a11 (x) + a12 (x)
and Y0 = A, (21)
√
ror satisfies the following bounds: We discuss the following two cases. First, if H < ,
⎧ from (27), we obtain
⎪
⎪ CN −2 σ02 ln2 N
⎪
⎪ |LN
⎪
⎪ for 0 < i ≤ N/2, (Yi − y(xi ))| ≤ CH|y (ξ)|,
⎪
⎪
⎨C(N −1 + N −βσ0 )
|LN
(Yi − y(xi ))| ≤
≤ C[H + H−1 exp(−βxi /)]
⎪for N/2 < i ≤ N and H ≤ ,
⎪
⎪
⎪
⎪
⎪ C(N −2 + N −βσ0 ) ≤ C[N −1 + N −βσ0 ].
⎪
⎪ (29)
⎩
for N/2 < i ≤ N and H > .
Secondly, if H ≥ , then using the bounds of the
(22)
derivatives of y(x) from (23), one can obtain the
Proof. We distinguish several cases depending on the following:
location of the mesh points. Firstly, we state the bound for
the derivatives of the continuous solution, i.e., the solution |LN
(Yi − y(xi ))|
xi
y(x) of the IVP (18)–(19) satisfies the following bound −2
≤ C H + (xi − ξ) exp(−βξ/)dξ . (30)
(Doolan et al., 1980): xi −1
|y (k) (x)| ≤ C 1 + −k exp(−βx/) . (23) Integrating by parts, we get
xi
For xi ∈ (0, σ], by using the usual Taylor series (xi − ξ)−2 exp(−βξ/)dξ
expansion, we get xi −1
xi
|LN 2
(Yi − y(xi ))| ≤ Ch |y (ξ)| (24) ≤ C H + −1 exp(−βξ/)dξ
xi −1
for 0 < i ≤ N/2 and some point ξ, xi−1 ≤ ξ ≤ xi .
First we consider the case when the mesh is uniform. ≤ C H + N −βσ0 .
Then, σ = 1/2 and −1 ≤ Cσ0 ln N . Using the above
bound, we have
Assuming that H < 2N −1 and ≤ H, we get
|LN 2
ε (Yi − y(xi ))| ≤ Cεh 1 + ε
−3
exp(−βξ/ε)
−2
≤ CN −2 σ02 ln2 N (25) |LN
(Yi − y(xi ))| ≤ C N + N −βσ0 . (31)
for 0 < i ≤ N/2. Combining all the previous results, we obtain the
Secondly, we consider the case when the mesh is required truncation error. Hence, we arrive at the desired
non-uniform. Using h = 2N −1 σ0 ln N on the above result.
bound and bounding the exponential function by a Theorem 3. Let y(x) be the solution of the IVP (18)–
constant, we have (19) and Yi be the numerical solution obtained from the
hybrid scheme (20)–(21). Then, for sufficiently large N ,
|LN
(Yi − y(xi ))| ≤ CN σ0 ln2 N
−2 2
(26) and N −1 σ0 ln N β ∗ < 1, where
for 0 < i ≤ N/2. β ∗ = max b(xi ),
For xi ∈ (σ, 1], by using the Taylor series expansion, 0≤i≤N
we get we have
|LN
(Yi − y(xi ))| ≤ CH|y (ξ)|,
(27)
|Yi − y(xi )| ≤ C N −2 ln2 N + N −1 + N −βσ0 ,
for N/2 < i ≤ N . Note that the above expression ∀xi ∈ Ω. (32)
for the truncation error in the interval [σ, 1] can also be
represented as Proof. Let Bi− = (2 − ρi bi ), Bi+ = (2 + ρi bi ) and
b+
i = (1 + ρi bi ), where ρi = hi /.
|LN
(Yi − y(xi ))| = R1 (xi , xi−1 , y), (28) The solution of the scheme (20)–(21) can be
hi−1
expressed as follows: For 0 < i ≤ N/2,
where
p
Πi−1 −
j=0 Bj ρi Πi−1
j=1 Bj
−
1 n (n+1) Yi = + Y0 + + (g0 + g1 )
Rn (a, p, g) = (p − ξ) g (ξ)dξ Πij=1 Bj Πij=1 Bj
n! a
ρi Πi−1
j=2 Bj
−
ρi
denotes the remainder obtained from Taylor expansion in + (g1 + g2 ) + · · · + (gi−1 + gi ),
an integral form. Πij=2 Bj+ Bi+
|Yi − y(xi )| ≤ |φi |, ∀xi ∈ Ω. Step 2. Solve the IVP (12)–(13) by using the hybrid
scheme. Let VL2,i be its solution.
Thus, we have the required -uniform error bound.
Step 3. Solve the TVP (14)–(15) by using the hybrid
Remark 1. In Theorem 2, one can notice that the scheme. Let WR1,i be its solution.
truncation error is of order N −βσo for H > . It is
assumed that βσo ≥ 2 and we are interested in the case of Step 4. Solve the TVP (16)–(17) by using the hybrid
≤ N −1 . Also, we obtain the error bound of order N −1 ε scheme. Let WR2,i be its solution.
only in the interval [σ, 1] for the case H < , which is Step 5. Define mesh function U i as
not the practical case. With these points, we conclude that
the order of convergence is almost 2 (up to a logarithmic i = U1,i
U
factor). U2,i
uR1,i
=
5. Mesh and the scheme uR2,i
⎛ 1 ⎞
A fitted mesh method for the problem (1)–(3) is now a11 (0) + a12 (0) 4
introduced. On Ω, a piecewise uniform mesh of N mesh ⎜[p − uR1 (0)] VL1,i ⎟
⎜ a11 (xi ) + a12 (xi ) ⎟
+⎜ 1 ⎟
intervals is constructed as follows. The domain Ω is ⎝ a21 (0) + a22 (0) 4 ⎠
subdivided into the three subintervals as [r − uR2 (0)] VL2,i
a21 (xi ) + a22 (xi )
⎛ 1 ⎞
Ω = [0, σ] ∪ (σ, 1 − σ] ∪ (1 − σ, 1] a11 (1) + a12 (1) 4
⎜[q − uR1 (1)] WR1,i ⎟
⎜ a (x ) + a12 (xi ) ⎟
for some σ that satisfies 0 < σ ≤ 1/4. On [0, σ] and +⎜ 11 i 1 ⎟.
⎝ a21 (1) + a22 (1) 4 ⎠
[1 − σ, 1], a uniform mesh with N/4 mesh-intervals is [s − uR2 (1)] WR2,i
placed, while [σ, 1 − σ] has a uniform mesh with N/2 a21 (xi ) + a22 (xi )
mesh intervals. It is obvious that mesh is uniform when (35)
Theorem 4. Let u(x) be the solution of the BVP (1)–(3) The exact solution of this example is not available.
i be the numerical solution obtained by the MIVT.
and U Therefore, to obtain the maximum pointwise errors and
Then we have rates of convergence, we use the double mesh principle.
By following the idea of Sun and Stynes (1995), we
i − u(xi )
U modify the Shishkin mesh. We calculate the numerical
√ √ N
≤ C N −2 ln2 N + N −1 ε + N − βσ0 + . solution U N on Ω and the numerical solution U N on
the mesh ΩN , where the transition parameter σ is altered
Proof. Theorem 3, when applied to the IVPs (10)–(11), slightly to σ = min{1/4, σ0 ln(N/2)}. Note that this
(12)–(13) and the TVPs (14)–(15), (16)–(17), yields slightly altered value of σ will ensure that the positions
N
|VL1,i − vL1 (xi )| of transition points remain the same in meshes Ω and
√
≤ C N −2 ln2 N + N −1 ε + N − βσ0 Ω2N
. Hence, the use of interpolation for the double mesh
principle can be avoided. The double mesh difference is
for 0 ≤ xi ≤ 1, defined as
|VL2,i − vL2 (xi )| EN = max {|UiN − Ui2N |}, (38)
√ xi Ω
N
≤ C N −2 ln2 N + N −1 ε + N − βσ0
where UiN and Ui2N respectively denote the numerical
for 0 ≤ xi ≤ 1,
solutions obtained by using N and 2N mesh intervals.
|WR1,i − wR1 (xi )| The rates of convergence are calculated as
√
≤ C N −2 ln2 N + N −1 ε + N − βσ0 , ln EN − ln E2N
pN
= . (39)
ln 2
for 0 ≤ xi ≤ 1,
Tables 1 and 2 display respectively the maximum
|WR2,i − wR2 (xi )| pointwise errors for u1 and u2 for several values of and
√
≤ C N −2 ln2 N + N −1 ε + N − βσ0 N taking σ0 = 2.
non-oscillating behavior of the backward difference Journal of Applied Mathematics and Computing 41(1):
operator, we proposed the hybrid scheme. This paper 447–471.
demonstrates the effectiveness of the Shishkin mesh by Doolan, E.P., Miller, J.J.H. and Schilders, W.H.A. (1980). Uni-
modifying the initial value technique (Valanarasu and form Numerical Methods for Problems with Initial and
Ramanujam, 2004) in a very simple way so that a higher Boundary Layers, Boole Press, Dublin.
order (nearly the second order) of convergence can be Farrell, P.E., Hegarty, A.F., Miller, J.J.H., O’Riordan, E. and
achieved with no restrictions on the values of h and . Shishkin, G.I. (2000). Robust Computational Techniques
The nonlinear system of equations has been handled by for Boundary Layers, Chapman & Hall/CRC Press, New
the present technique after linearization. York, NY.
Madden, N. and Stynes, M. (2003). A uniformly convergent
numerical method for a coupled system of two singularly
References perturbed linear reaction–diffusion problems, IMA Journal
of Numerical Analysis 23(4): 627–644.
Bawa, R.K., Lal, A.K. and Kumar, V. (2011). An
Matthews, S., Miller, J.J.H., O’Riordan, E. and Shishkin,
-uniform hybrid scheme for singularly perturbed delay
G.I. (2000). Parameter-robust numerical methods for
differential equations, Applied Mathematics and Compu-
a system of reaction–diffusion problems with boundary
tation 217(21): 8216–8222.
layers, in G.I. Shishkin, J.J.H. Miller and L. Vulkov
Das, P. and Natesan, S. (2013). A uniformly convergent (Eds.), Analytical and Numerical Methods for Convection-
hybrid scheme for singularly perturbed system of Dominated and Singularly Perturbed Problems, Nova
reaction–diffusion Robin type boundary-value problems, Science Publishers, New York, NY, pp. 219–224.
Matthews, S., O’Riordan, E. and Shishkin, G.I. (2002). A World Scientific, Singapore.
numerical method for a system of singularly perturbed
Natesan, S. and Briti, S.D. (2007). A robust computational
reaction–diffusion equations, Journal of Computational
method for singularly perturbed coupled system of
and Applied Mathematics 145(1): 151–166.
reaction–diffusion boundary value problems, Applied
Melenk, J.M., Xenophontos, C. and Oberbroeckling, L. (2013). Mathematics and Computation 188(1): 353–364.
Analytic regularity for a singularly perturbed system of
reaction–diffusion equations with multiple scales, Ad- Nayfeh, A.H. (1981). Introduction to Perturbation Methods,
vances in Computational Mathematics 39(2): 367–394. Wiley, New York, NY.
Miller, J.J.H., O’Riordan, E. and Shishkin, G.I. (1996). Fitted Rao, S.C.S., Kumar, S. and Kumar, M. (2011). Uniform global
Numerical Methods for Singular Perturbation Problems, convergence of a hybrid scheme for singularly perturbed
reaction–diffusion systems, Journal of Optimization The- Vinod Kumar received his Ph.D. (mathematics) from Thapar Univer-
ory and Applications 151(2): 338–352. sity, Patiala, India, in 2013. He worked at SLIET, Longowal (Deemed
University) and Chitkara University. His present area of interest includes
Roos, H.-G., Stynes, M. and Tobiska, L. (1996). Numerical parallel and scientific computations.
Methods for Singularly Perturbed Differential Equations,
Springer, Berlin.
Shishkin, G.I. (1995). Mesh approximation of singularly
perturbed boundary-value problems for systems of elliptic Rajesh K. Bawa obtained his Ph.D. in numerical computing from IIT
and parabolic equations, Computational Mathematics and Kanpur in 1994. Presently, he is a professor and the head of the Depart-
ment of Computer Science, Punajbi University, Patiala. Before, he also
Mathematical Physics 35(4): 429–446.
served at SLIET, Longowal (Deemed University) and Thapar University
Sun, G. and Stynes, M. (1995). An almost fourth order uniformly at Patiala. His present area of interest is parallel and scientific computa-
convergent difference scheme for a semilinear singularly tion. He has published numerous research papers in learned journals of
perturbed reaction–diffusion problem, Numerische Mathe- reputed publishers such as Elsevier, Springer, Taylor and Francis, etc.
matik 70(4): 487–500.
Valanarasu, T. and Ramanujam, N. (2004). An asymptotic
initial-value method for boundary value problems for Arvind K. Lal received his M.Sc. (mathematics) in 1987 from the Uni-
versity of Bihar, Muzaffarpur, India, and a Ph.D. (mathematics) from
a system of singularly perturbed second-order ordinary
the University of Roorkee, Roorkee, India (presently IIT, Roorkee) in
differential equations, Applied Mathematics and Compu- 1995. He has been working in Thapar University, Patiala, India, since
tation 147(1): 227–240. 1996. Currently, he is an associate professor at that university. His re-
search interests include numerical analysis, theoretical astrophysics and
reliability analysis