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1.
The Dirichlet problem on a closed interval for a parabolic convection-diffusion equation is considered. The higher order derivative is multiplied by a parameter ? taking arbitrary values in the semi-open interval (0, 1]. For the boundary value problem, a finite difference scheme on a posteriori adapted grids is constructed. The classical approximations of the equation on uniform grids in the main domain are used; in some subdomains, these grids are subjected to refinement to improve the grid solution. The subdomains in which the grid should be refined are determined using the difference of the grid solutions of intermediate problems solved on embedded grids. Special schemes on a posteriori piecewise uniform grids are constructed that make it possible to obtain approximate solutions that converge almost ?-uniformly, i.e., with an error that weakly depends on the parameter ?: |u(x, t) ? z(x, t)| ≤ M[N 1 ?1 ln2 N 1 + N 0 ?1 lnN 0 + ??1 N 1 ?K ln K?1 N 1], (x, t) ε ? h , where N 1 + 1 and N 0 + 1 are the numbers of grid points in x and t, respectively; K is the number of refinement iterations (with respect to x) in the adapted grid; and M = M(K). Outside the σ-neighborhood of the outflow part of the boundary (in a neighborhood of the boundary layer), the scheme converges ?-uniformly at a rate O(N 1 ?1 ln2 N 1 + N 0 ?1 lnN 0), where σ ≤ MN 1 ?K + 1 ln K?1 N 1 for K ≥ 2.  相似文献   

2.
In a rectangle, the Dirichlet problem for a system of two singularly perturbed elliptic reaction-diffusion equations is considered. The higher order derivatives of the ith equation are multiplied by the perturbation parameter ? i 2 (i = 1, 2). The parameters ?i take arbitrary values in the half-open interval (0, 1]. When the vector parameter ? = (?1, ?2) vanishes, the system of elliptic equations degenerates into a system of algebraic equations. When the components ?1 and (or) ?2 tend to zero, a double boundary layer with the characteristic width ?1 and ?2 appears in the vicinity of the boundary. Using the grid refinement technique and the classical finite difference approximations of the boundary value problem, special difference schemes that converge ?-uniformly at the rate of O(N ?2ln2 N) are constructed, where N = min N s, N s + 1 is the number of mesh points on the axis x s.  相似文献   

3.
A boundary value problem for a singularly perturbed parabolic convection-diffusion equation on an interval is considered. The higher order derivative in the equation is multiplied by a parameter ? that can take arbitrary values in the half-open interval (0, 1]. The first derivative of the initial function has a discontinuity of the first kind at the point x 0. For small values of ?, a boundary layer with the typical width of ? appears in a neighborhood of the part of the boundary through which the convective flow leaves the domain; in a neighborhood of the characteristic of the reduced equation outgoing from the point (x 0, 0), a transient (moving in time) layer with the typical width of ?1/2 appears. Using the method of special grids that condense in a neighborhood of the boundary layer and the method of additive separation of the singularity of the transient layer, special difference schemes are designed that make it possible to approximate the solution of the boundary value problem ?-uniformly on the entire set $\bar G$ , approximate the diffusion flow (i.e., the product ?(?/?x)u(x, t)) on the set $\bar G^ * = \bar G\backslash \{ (x_0 ,0)\} $ , and approximate the derivative (?/?x)u(x, t) on the same set outside the m-neighborhood of the boundary layer. The approximation of the derivatives ?2(?2/?x 2)u(x, t) and (?/?t)u(x, t) on the set $\bar G^ * $ is also examined.  相似文献   

4.
The Dirichlet problem for a singularly perturbed parabolic reaction-diffusion equation with a piecewise continuous initial condition in a rectangular domain is considered. The higher order derivative in the equation is multiplied by a parameter ?2, where ? ∈ (0, 1]. When ? is small, a boundary and an interior layer (with the characteristic width ?) appear, respectively, in a neighborhood of the lateral part of the boundary and in a neighborhood of the characteristic of the reduced equation passing through the discontinuity point of the initial function; for fixed ?, these layers have limited smoothness. Using the method of additive splitting of singularities (induced by the discontinuities of the initial function and its low-order derivatives) and the condensing grid method (piecewise uniform grids that condense in a neighborhood of the boundary layers), a finite difference scheme is constructed that converges ?-uniformly at a rate of O(N ?2ln2 N + n 0 ?1 ), where N + 1 and N 0 + 1 are the numbers of the mesh points in x and t, respectively. Based on the Richardson technique, a scheme that converges ?-uniformly at a rate of O(N ?3 + N 0 ?2 ) is constructed. It is proved that the Richardson technique cannot construct a scheme that converges in ?-uniformly in x with an order greater than three.  相似文献   

5.
The Dirichlet problem for a system of singularly perturbed reaction-diffusion parabolic equations in a rectangle is considered. The higher order derivatives of the equations are multiplied by a perturbation parameter ?2, where ? takes arbitrary values in the interval (0, 1]. When ? vanishes, the system of parabolic equations degenerates into a system of ordinary differential equations with respect to t. When ? tends to zero, a parabolic boundary layer with a characteristic width ? appears in a neighborhood of the boundary. Using the condensing grid technique and the classical finite difference approximations of the boundary value problem, a special difference scheme is constructed that converges ?-uniformly at a rate of O(N ?2ln2 N + N 0 ?1 , where \(N = \mathop {\min }\limits_s N_s \), N s + 1 and N 0 + 1 are the numbers of mesh points on the axes x s and t, respectively.  相似文献   

6.
In the case of the boundary value problem for a singularly perturbed convection-diffusion parabolic equation, conditioning of an ε-uniformly convergent finite difference scheme on a piecewise uniform grid is examined. Conditioning of a finite difference scheme on a uniform grid is also examined provided that this scheme is convergent. For the condition number of the scheme on a piecewise uniform grid, an ε-uniform bound O(δ 1 ?2 lnδ 1 ?1 + δ 0 ?1 ) is obtained, where δ1 and δ0 are the error components due to the approximation of the derivatives with respect to x and t, respectively. Thus, this scheme is ε-uniformly well-conditioned. For the condition number of the scheme on a uniform grid, we have the estimate O(ε?1δ 1 ?2 + δ 0 ?1 ); this scheme is not ε-uniformly well-conditioned. In the case of the difference scheme on a uniform grid, there is an additional error due to perturbations of the grid solution; this error grows unboundedly as ε → 0, which reduces the accuracy of the grid solution (the number of correct significant digits in the grid solution is reduced). The condition numbers of the matrices of the schemes under examination are the same; both have an order of O(ε?1δ 1 ?2 + δ 0 ?1 ). Neither the matrix of the ε-uniformly convergent scheme nor the matrix of the scheme on a uniform grid is ε-uniformly well-conditioned.  相似文献   

7.
The initial value problem on a line for singularly perturbed parabolic equations with convective terms is investigated. The first-and the second-order space derivatives are multiplied by the parameters ?1 and ?2, respectively, which may take arbitrarily small values. The right-hand side of the equations has a discontinuity of the first kind on the set $\bar \gamma $ = [x = 0] × [0, T]. Depending on the relation between the parameters, the appearing transient layers can be parabolic or regular, and the “intensity” of the layer (the maximum of the singular component) on the left and on the right of $\bar \gamma $ can be substantially different. If the parameter ?2 at the convective term is finite, the transient layer is weak. For the initial value problems under consideration, the condensing grid method is used to construct finite difference schemes whose solutions converge (in the discrete maximum norm) to the exact solution uniformly with respect to ?1 and ?2 (when ?2 is finite and, therefore, the transient layers are weak, no condensing grids are required).  相似文献   

8.
The boundary value problem for the singularly perturbed reaction-diffusion parabolic equation in a ball in the case of spherical symmetry is considered. The derivatives with respect to the radial variable appearing in the equation are written in divergent form. The third kind boundary condition, which admits the Dirichlet and Neumann conditions, is specified on the boundary of the domain. The Laplace operator in the differential equation involves a perturbation parameter ?2, where ? takes arbitrary values in the half-open interval (0, 1]. When ? → 0, the solution of such a problem has a parabolic boundary layer in a neighborhood of the boundary. Using the integro-interpolational method and the condensing grid technique, conservative finite difference schemes on flux grids are constructed that converge ?-uniformly at a rate of O(N ?2ln2 N + N 0 ?1 ), where N + 1 and N 0 + 1 are the numbers of the mesh points in the radial and time variables, respectively.  相似文献   

9.
The boundary value problem for a singularly perturbed parabolic convection-diffusion equation is considered. A finite difference scheme on a priori (sequentially) adapted grids is constructed and its convergence is examined. The construction of the scheme on a priori adapted grids is based on a majorant of the singular component of the grid solution that makes it possible to a priori find a subdomain in which the grid solution should be further refined given the perturbation parameter ε, the size of the uniform mesh in x, the desired accuracy of the grid solution, and the prescribed number of iterations K used to refine the solution. In the subdomains where the solution is refined, the grid problems are solved on uniform grids. The error of the solution thus constructed weakly depends on ε. The scheme converges almost ε-uniformly; namely, it converges under the condition N ?1 = o(εv), where v = v(K) can be chosen arbitrarily small when K is sufficiently large. If a piecewise uniform grid is used instead of a uniform one at the final Kth iteration, the difference scheme converges ε-uniformly. For this piecewise uniform grid, the ratio of the mesh sizes in x on the parts of the mesh with a constant size (outside the boundary layer and inside it) is considerably less than that for the known ε-uniformly convergent schemes on piecewise uniform grids.  相似文献   

10.
A mixed boundary value problem for a singularly perturbed reaction-diffusion equation in a square is considered. A Neumann condition is specified on one side of the square, and a Dirichlet condition is set on the other three. It is assumed that the coefficient of the equation, its right-hand side, and the boundary values of the desired solution or its normal derivative on the sides of the square are smooth enough to ensure the required smoothness of the solution in a closed domain outside the neighborhoods of the corner points. No compatibility conditions are assumed to hold at the corner points. Under these assumptions, the desired solution in the entire closed domain is of limited smoothness: it belongs only to the Hölder class C μ, where μ ∈ (0, 1) is arbitrary. In the domain, a nonuniform rectangular mesh is introduced that is refined in the boundary domain and depends on a small parameter. The numerical solution to the problem is based on the classical five-point approximation of the equation and a four-point approximation of the Neumann boundary condition. A mesh refinement rule is described under which the approximate solution converges to the exact one uniformly with respect to the small parameter in the L ∞ h norm. The convergence rate is O(N ?2ln2 N), where N is the number of mesh nodes in each coordinate direction. The parameter-uniform convergence of difference schemes for mixed problems without compatibility conditions at corner points was not previously analyzed.  相似文献   

11.
A problem for the black-Scholes equation that arises in financial mathematics is reduced, by a transformation of variables, to the Cauchy problem for a singularly perturbed parabolic equation with the variables x, t and a perturbation parameter ɛ, ɛ ∈ (0, 1]. This problem has several singularities such as the unbounded domain, the piecewise smooth initial function (its first-order derivative in x has a discontinuity of the first kind at the point x = 0), an interior (moving in time) layer generated by the piecewise smooth initial function for small values of the parameter ɛ, etc. In this paper, a grid approximation of the solution and its first-order derivative is studied in a finite domain including the interior layer. On a uniform mesh, using the method of additive splitting of a singularity of the interior layer type, a special difference scheme is constructed that allows us to ɛ-uniformly approximate both the solution to the boundary value problem and its first-order derivative in x with convergence orders close to 1 and 0.5, respectively. The efficiency of the constructed scheme is illustrated by numerical experiments. The text was submitted by the authors in English.  相似文献   

12.
A stationary solution to the singularly perturbed parabolic equation ?u t + ε2 u xx ? f(u, x) = 0 with Neumann boundary conditions is considered. The limit of the solution as ε → 0 is a nonsmooth solution to the reduced equation f(u, x) = 0 that is composed of two intersecting roots of this equation. It is proved that the stationary solution is asymptotically stable, and its global domain of attraction is found.  相似文献   

13.
We consider fourth‐order singularly perturbed problems posed on smooth domains and the approximation of their solution by a mixed Finite Element Method on the so‐called Spectral Boundary Layer Mesh. We show that the method converges uniformly, with respect to the singular perturbation parameter, at an exponential rate when the error is measured in the energy norm. Numerical examples illustrate our theoretical findings.  相似文献   

14.
The solution to a singularly perturbed parabolic equation with internal and boundary layers whose stretched variables may depend on different powers of the perturbation parameter is considered. An asymptotic representation of the solution is constructed and substantiated, and its stability is proved.  相似文献   

15.
In this paper we study the Cauchy problem for a class of semi-linear parabolic type equations withweak data n the homogeneous spaces.We give a method which can be used to construct local mild solutionsof the abstract Cauchy problem in C(σ,s,p)and L~q([O,T);H~(s,p)by introducing the concept of both admissiblequintuptet and compatible space and establishing estblishing time-space estimates for solutions to the linear parabolic typeequations For the small data,we prove that these results can be extended globally in time. We also study the  相似文献   

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