You are on page 1of 9

Int. J. Appl. Math. Comput. Sci., 2014, Vol. 24, No.

2, 387–395
DOI: 10.2478/amcs-2014-0029

A ROBUST COMPUTATIONAL TECHNIQUE FOR A SYSTEM OF SINGULARLY


PERTURBED REACTION–DIFFUSION EQUATIONS

V INOD KUMAR ∗ , R AJESH K. BAWA ∗∗ , A RVIND K. LAL ∗


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.

1. Introduction extensively in the literature (see the works of Roos et al.


(1996), Farrell et al. (2000), Miller et al. (1996) and the
In many fields of applied mathematics we often come references therein), whereas for a system of singularly
across initial/boundary value problems with small positive perturbed reaction–diffusion equations only few results
parameters. If, in a problem arising in this manner, the (Madden and Stynes, 2003; Matthews et al., 2000; 2002;
role of the perturbation is played by the leading terms Natesan and Briti, 2007; Valanarasu and Ramanujam,
of the differential operator (or part of them), then the 2004) have been reported.
problem is called a Singularly Perturbed Problem (SPP). In this paper, we treat the following system of two
Applications of SPPs include boundary layer problems, singularly perturbed reaction–diffusion equations:
WKB theory, the modeling of steady and unsteady
viscous flow problems with a large Reynolds number L1 u ≡ −u1 (x) + a11 (x)u1 (x) + a12 (x)u2 (x)
and convective-heat transport problems with large Peclet = f1 (x), (1)
numbers, etc.
The numerical analysis of singularly perturbed cases L2 u ≡ −μu2 (x) + a21 (x)u1 (x) + a22 (x)u2 (x)
has always been far from trivial because of the boundary
= f2 (x), (2)
layer behavior of the solution. These problems depend
on a perturbation parameter  in such a way that the where u = (u1 , u2 )T , x ∈ Ω = (0, 1), with the boundary
solutions behave non-uniformly as  tends towards some conditions
limiting value of interest. Therefore, it is important    
to develop some suitable numerical methods whose p q
u(0) = , u(1) = . (3)
accuracy does not depend on , i.e., which are convergent r s
-uniformly. There are a wide variety of techniques
to solve these types of problems (see the books of Without loss of generality, we shall assume that 0 <
Doolan et al. (1980) and Roos et al. (1996) for further  ≤ μ ≤ 1. The functions a11 (x), a12 (x), a21 (x),
details). Parameter-uniform numerical methods for a a22 (x), f1 (x), f2 (x) are sufficiently smooth and satisfy
scalar reaction–diffusion equation have been examined the following set of inequalities:

Brought to you by | SUNY Binghamton


Authenticated
Download Date | 6/3/15 12:13 PM
388 V. Kumar et al.

(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)

Brought to you by | SUNY Binghamton


Authenticated
Download Date | 6/3/15 12:13 PM
A robust computational technique for a system of singularly perturbed reaction–diffusion equations 389

3. Initial value problem


  14
a21 (0) + a22 (0) In this section, we describe a hybrid scheme for the
v2 (x) = [r − uR2 (0)] vL2 (x) following singularly perturbed initial value problem of the
a21 (x) + a22 (x)
 1 first order:
a21 (1) + a22 (1) 4
+ [s − uR2 (1)] wR2 (x).
a21 (x) + a22 (x) L y(x) ≡ y  (x) + b(x)y(x) = g(x), (18)
y(0) = A, (19)
Here  
vL1 (x)
vL (x) = where A is a constant, x ∈ Ω = (0, 1) and 0 <   1 is a
vL2 (x)
small parameter, b and g are sufficiently smooth functions,
is a “left boundary layer correction” and such that b(x) ≥ β > 0 on Ω = [0, 1]. Under these
  assumptions, (18)–(19) possesses a unique solution y(x)
wR1 (x)
w
 R (x) = (Doolan et al., 1980).
wR2 (x)
On Ω, a piecewise uniform mesh of N mesh intervals
is a “right boundary layer correction” defined as is constructed as follows. The domain Ω is sub-divided
   into two subintervals [0, σ] ∪ [σ, 1] for some σ that satisfy
x
[a11 (s) + a12 (s)] 0 < σ ≤ 1/2. On each sub-interval, a uniform mesh with
vL1 (x) = exp − ds , (6)
0  N/2 mesh intervals is placed. The interior points of the
  mesh are denoted by

x
[a21 (s) + a22 (s)]
vL2 (x) = exp − ds , (7) i−1

0  x0 = 0, xi = hk , hk = xk+1 − xk ,
k=0
  
1
[a11 (s) + a12 (s)] xN = 1, i = 1, 2, . . . , N − 1.
wR1 (x) = exp − ds , (8)
x  N
Clearly, x N = 0.5 and Ω = {xi }N 0 . It is fitted to
   2
(18)–(19) by choosing σ to be the following functions of
1
[a21 (s) + a22 (s)] N and :
wR2 (x) = exp − ds . (9)
x  1
σ = min , σ0  ln N ,
It is easy to verify that vL1 (x), vL2 (x), wR1 (x) 2
and wR2 (x) satisfy the following IVPs and TVPs, where σ0 ≥ 2/β. Note that this is a uniform mesh when
respectively: σ = 1/2. Further, we denote the mesh size in the regions
√ 
[0, σ] by h = 2σ/N and in [σ, 1] by H = 2(1 − σ)/N .
vL1 (x) + [a11 (x) + a12 (x)]vL1 (x) = 0, (10)
vL1 (0) = 1, (11) We define the following hybrid scheme for the
approximation of (18)–(19):
√ 

vL2 (x) + [a21 (x) + a22 (x)]vL2 (x) = 0, (12) ⎧


⎪ bi−1 Yi−1 + bi Yi
vL2 (0) = 1, (13) ⎪
⎪ εD− Yi +

⎨ 2
gi−1 + gi

LN Y
 i ≡ = , 0 < i ≤ N2 , (20)
√  ⎪
⎪ 2
wR1 (x) − [a11 (x) + a12 (x)]wR1 (x) = 0, (14) ⎪


wR1 (1) = 1, (15) εD− Yi + bi Yi = gi , N2 < i ≤ N,

and Y0 = A, (21)
√ 

wR2 (x) − [a21 (x) + a22 (x)]wR2 (x) = 0, (16) where


Yi − Yi−1
wR2 (1) = 1. (17) D− Yi =
xi − xi−1
Theorem 1. (Valanarasu and Ramanujam, 2004) The ze- and bi = b(xi ), gi = g(xi ).
roth order asymptotic expansion approximation uas satis-
fies the inequality
√ 4. Error estimate
 (u − uas )(x) ≤ C ,
Theorem 2. Let y(x) and Yi be respectively the solutions
where u(x) is the solution of the BVP (1)–(3). of (18)–(19) and (20)–(21). Then the local truncation er-

Brought to you by | SUNY Binghamton


Authenticated
Download Date | 6/3/15 12:13 PM
390 V. Kumar et al.

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+

Brought to you by | SUNY Binghamton


Authenticated
Download Date | 6/3/15 12:13 PM
A robust computational technique for a system of singularly perturbed reaction–diffusion equations 391

and for N/2 < i ≤ N , σ = 1/4. It is fitted to the problem by choosing σ to be


the function of N and  and
1 ρi  √ 
Yi = YN/2 + i + gN/2+1
Πij=N/2+1 b+ σ = min 1/4, σ0  ln N ,
j Π j=N/2+1 bj
ρi ρi √
+ i gN/2+2 + · · · + + gi . where σ0 ≥ 2/ β. Then, the hybrid scheme (20)–(21)
Πj=N/2+2 b+j b i for (10)–(11)becomes

Clearly, Bi+ ’s and b+


i ’s are non-negative. LN
 VL1,i
For Bi− > 0, 0 < i ≤ N/2, we have ⎧ √

⎪ εD− VL1,i + 12 ( a11,i−1 + a12,i−1 VL1,i−1
hi b i ⎪

Bi− = 2 − ρi bi = 2 − . ⎪



 ⎪ + a11,i + a12,i VL1,i ) = 0




Since hi = 2N −1 σ0  ln N and bi ≤ β ∗ , we have for 0 < i ≤ N/4 and 3N/4 < i ≤ N,

Bi− > 0. Consequently, the solution satisfies the discrete ⎪


⎪ √
maximum principle and hence there are no oscillations. ⎪
⎪ εD− VL1,i + a11,i + a12,i VL1,i = 0






Let us define the discrete barrier function: for N/4 < i ≤ 3N/4,
  (33)
φi = C N −2 ln2 N + N −1  + N −βσ0 .
VL1,0 = 1. (34)
Now, choosing C sufficiently large and using the discrete
maximum principle, it is easier to see that Similarly, we can define the hybrid scheme for (12)–(13),
(14)–(15) and (16)–(17).
LN
 (φi ± (Yi − y(xi ))) ≥ 0
5.1. Description of the method. In this subsection, we
or, equivalently, describe the MIVT to solve (1)–(3):
LN
 (φi ) ≥ |Yi − y(xi )|. Step 1. Solve the IVP (10)–(11) by using the hybrid
scheme described on the Shishkin mesh. Let VL1,i
Therefore, it follows that be its solution.

|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)

Brought to you by | SUNY Binghamton


Authenticated
Download Date | 6/3/15 12:13 PM
392 V. Kumar et al.

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. 

for 0 ≤ xi ≤ 1. Example 2. Consider the following problem:

 i and the above


From the definitions of uas (x), U −u1 (x) + 2(x + 1)2 u1 (x) − (x3 + 1)u2 (x) = 2ex ,
inequalities, we have −u2 (x) − 2 cos(πx/4)u1 (x) + 2.2e−x+1u2 (x)
i  = 10x + 1,
 uas (xi ) − U    
 √  0 0
≤ C N −2 ln2 N + N −1 ε + N − βσ0 , (36) x ∈ (0, 1], u(0) = , u(1) = .
0 0
for xi ∈ ΩN . From Theorem 1, we have Maximum pointwise errors and rate of convergence
√ for u1 and u2 are given in Tables 3 and 4, respectively.
 u(xi ) − uas (xi ) ≤ C , x ∈ Ω. (37)
From the rates of convergence one can conclude that the
The desired estimate follows from the inequalities (36) present method has second-order convergence up to a
and (37).  logarithmic factor. 

6. Numerical experiments and discussions 7. Conclusions


To show the applicability and efficiency of the present In this article, a robust computational technique is
technique, two examples are provided. The computational proposed for solving the system of two singularly
results are given in the form of tables. The results perturbed reaction–diffusion problems. It is observed that,
are presented with the maximum point-wise errors for although the backward difference operator satisfies the
various values of ε and N . We have also computed the discrete maximum principle in the whole domain [0, 1],
computational order of convergence, which is shown in the its order is 1 (up to a logarithmic factor). We can
the same table along with the maximum errors. get the order 2 (up to a logarithmic factor) by applying
Example 1. Consider the following problem: the trapezoidal scheme in [0, 1], but it results in small
oscillations, hence the solution is not stable unless the
−u1 (x) + 3u1 (x) − u2 (x) = 2, mesh size is very small even in the outer region [σ, 1],
−u2 (x)− u1 (x) + 3u2 (x) = 3, x ∈ (0, 1], where a coarse mesh is enough to give satisfactory results.
   
0 0 In order to retain the second-order convergence
u(0) = , u(1) = . of the implicit trapezoidal scheme together with the
0 0

Brought to you by | SUNY Binghamton


Authenticated
Download Date | 6/3/15 12:13 PM
A robust computational technique for a system of singularly perturbed reaction–diffusion equations 393

Table 1. Maximum pointwise errors and rates of convergence of u1 for Example 1.


ε Number of mesh points
16 32 64 128 256 512 1024
10−4 2.94547E-01 1.14899E-01 3.56373E-02 1.18109E-02 3.82798E-03 1.20389E-03 3.71125E-04
1.358 1.689 1.593 1.625 1.669 1.698
10−6 2.94547E-01 1.14899E-01 3.56373E-02 1.18109E-02 3.82798E-03 1.20389E-03 3.71125E-04
1.358 1.689 1.593 1.625 1.669 1.698
10−8 2.94547E-01 1.14899E-01 3.56373E-02 1.18109E-02 3.82798E-03 1.20389E-03 3.71125E-04
1.358 1.689 1.593 1.625 1.669 1.698
10−10 2.94547E-01 1.14899E-01 3.56373E-02 1.18109E-02 3.82798E-03 1.20389E-03 3.71125E-04
1.358 1.689 1.593 1.625 1.669 1.698
.. .. .. .. .. .. .. ..
. . . . . . . .
10−38 2.94547E-01 1.14899E-01 3.56373E-02 1.18109E-02 3.82798E-03 1.20389E-03 3.71125E-04
1.358 1.689 1.593 1.625 1.669 1.698
10−40 2.94547E-01 1.14899E-01 3.56373E-02 1.18109E-02 3.82798E-03 1.20389E-03 3.71125E-04
1.358 1.689 1.593 1.625 1.669 1.698

Table 2. Maximum pointwise errors and rates of convergence of u2 for Example 1.


ε Number of mesh points
16 32 64 128 256 512 1024
10−4 2.94547E-01 1.14899E-01 3.56373E-02 1.18109E-02 3.82798E-03 1.20389E-03 3.71125E-04
1.358 1.689 1.593 1.625 1.669 1.698
10−6 2.94547E-01 1.14899E-01 3.56373E-02 1.18109E-02 3.82798E-03 1.20389E-03 3.71125E-04
1.358 1.689 1.593 1.625 1.669 1.698
10−8 2.94547E-01 1.14899E-01 3.56373E-02 1.18109E-02 3.82798E-03 1.20389E-03 3.71125E-04
1.358 1.689 1.593 1.625 1.669 1.698
10−10 2.94547E-01 1.14899E-01 3.56373E-02 1.18109E-02 3.82798E-03 1.20389E-03 3.71125E-04
1.358 1.689 1.593 1.625 1.669 1.698
.. .. .. .. .. .. .. ..
. . . . . . . .
10−38 2.94547E-01 1.14899E-01 3.56373E-02 1.18109E-02 3.82798E-03 1.20389E-03 3.71125E-04
1.358 1.689 1.593 1.625 1.669 1.698
10−40 2.94547E-01 1.14899E-01 3.56373E-02 1.18109E-02 3.82798E-03 1.20389E-03 3.71125E-04
1.358 1.689 1.593 1.625 1.669 1.698

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.

Brought to you by | SUNY Binghamton


Authenticated
Download Date | 6/3/15 12:13 PM
394 V. Kumar et al.

Table 3. Maximum pointwise errors and rates of convergence of u1 for Example 2.


ε Number of mesh points
16 32 64 128 256 512 1024
10−4 6.57432E-01 3.00718E-01 1.08497E-01 3.11750E-02 9.77281E-03 3.02225E-03 8.99222E-04
1.128 1.471 1.799 1.674 1.693 1.749
10−6 6.55359E-01 3.00433E-01 1.08804E-01 3.15870E-02 1.00113E-02 3.15045E-03 9.65973E-04
1.125 1.465 1.784 1.658 1.668 1.706
10−8 6.55157E-01 3.00405E-01 1.08835E-01 3.16281E-02 1.00351E-02 3.16325E-03 9.72645E-04
1.125 1.465 1.783 1.656 1.666 1.701
10−10 6.55137E-01 3.00402E-01 1.08838E-01 3.16322E-02 1.00375E-02 3.16453E-03 9.73312E-04
1.125 1.465 1.783 1.656 1.666 1.701
10−12 6.55135E-01 3.00402E-01 1.08838E-01 3.16326E-02 1.00377E-02 3.16466E-03 9.73379E-04
1.125 1.465 1.783 1.656 1.666 1.701
10−14 6.55135E-01 3.00402E-01 1.08838E-01 3.16326E-02 1.00377E-02 3.16466E-03 9.73379E-04
1.125 1.465 1.783 1.656 1.666 1.701
.. .. .. .. .. .. .. ..
. . . . . . . .
10−38 6.55135E-01 3.00402E-01 1.08838E-01 3.16326E-02 1.00377E-02 3.16466E-03 9.73379E-04
1.125 1.465 1.783 1.656 1.666 1.701
10−40 6.55135E-01 3.00402E-01 1.08838E-01 3.16326E-02 1.00377E-02 3.16466E-03 9.73379E-04
1.125 1.465 1.783 1.656 1.666 1.701

Table 4. Maximum pointwise errors and rates of convergence of u2 for Example 2.


ε Number of mesh points
16 32 64 128 256 512 1024
10−4 4.60874E-01 1.78595E-01 5.76521E-02 1.97354E-02 6.83615E-03 2.46891E-03 9.55156E-04
1.368 1.631 1.547 1.530 1.469 1.370
10−6 4.61430E-01 1.75721E-01 5.43734E-02 1.79112E-02 5.85455E-03 1.86935E-03 5.91967E-04
1.393 1.692 1.602 1.613 1.647 1.659
10−8 4.61487E-01 1.75436E-01 5.40469E-02 1.77292E-02 5.75642E-03 1.81307E-03 5.60807E-04
1.395 1.699 1.608 1.623 1.667 1.693
10−10 4.61493E-01 1.75408E-01 5.40143E-02 1.77110E-02 5.74661E-03 1.80791E-03 5.57848E-04
1.396 1.699 1.609 1.624 1.668 1.696
10−12 4.61494E-01 1.75405E-01 5.40110E-02 1.77092E-02 5.74563E-03 1.80739E-03 5.57552E-04
1.396 1.699 1.609 1.624 1.669 1.697
10−14 4.61494E-01 1.75405E-01 5.40110E-02 1.77092E-02 5.74563E-03 1.80739E-03 5.57552E-04
1.396 1.699 1.609 1.624 1.669 1.697
10−16 4.61494E-01 1.75405E-01 5.40110E-02 1.77092E-02 5.74563E-03 1.80739E-03 5.57552E-04
1.396 1.699 1.609 1.624 1.669 1.697
.. .. .. .. .. .. .. ..
. . . . . . . .
10−38 4.61494E-01 1.75405E-01 5.40110E-02 1.77092E-02 5.74563E-03 1.80739E-03 5.57552E-04
1.396 1.699 1.609 1.624 1.669 1.697
10−40 4.61494E-01 1.75405E-01 5.40110E-02 1.77092E-02 5.74563E-03 1.80739E-03 5.57552E-04
1.396 1.699 1.609 1.624 1.669 1.697

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

Brought to you by | SUNY Binghamton


Authenticated
Download Date | 6/3/15 12:13 PM
A robust computational technique for a system of singularly perturbed reaction–diffusion equations 395

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

Received: 7 March 2013


Revised: 29 November 2013

Brought to you by | SUNY Binghamton


Authenticated
Download Date | 6/3/15 12:13 PM

You might also like