Iterative solution of a singular convection-diffusion perturbation problem

An iterative domain decomposition method is developed to solve a singular perturbation problem. The problem consists of a convection-diffusion equation with a discontinuous (piecewise-constant) diffusion coefficient, and the problem domain is decomposed into two subdomains, on each of which the coefficient is constant. After showing that the boundary value problem is well posed, we indicate a specific numerical implementation of the iterative technique that combines the finite element method on one subdomain with the method of matched asymptotic expansions on the other subdomain. This procedure extends work by Carlenzoli and Quarteroni, which was originally intended for a boundary layer problem with an outer region and an inner region. Our extension carries over to a problem where the domain consists of the outer and inner boundary layer regions plus a region in which the diffusion coefficient is constant and significant in magnitude. An unexpected benefit of our new implementation is its efficiency, which is due to the fact that at each iteration the problem needs to be solved explicitly only on one subdomain. It is only when the final approximation on the entire domain is desired that the matched asymptotic expansions approximation need be computed on the second subdomain. Two-dimensional convergence results and numerical results illustrating the method for a two-dimensional test problem are given.     

Asymptotics for eigenelements of Laplacian in domain with oscillating boundary: multiple eigenvalues

We study the asymptotic behavior of the solutions of a spectral problem for the Laplacian in a domain with rapidly oscillating boundary. We consider the case where the eigenvalue of the limit problem is multiple. We construct the leading terms of the asymptotic expansions for the eigenelements and verify the asymptotics.     

Spherically symmetric internal layers for activator-inhibitor systems—I. Existence by a Lyapunov-Schmidt reduction

Reaction-diffusion systems of activator-inhibitor type are studied on an N-dimensional ball with the homogeneous Neumann boundary conditions. Under the condition that the activator diffuses slowly, reacts rapidly and the inhibitor diffuses rapidly, reacts moderately, we show that the system admits a family of spherically symmetric internal transition layer equilibria. The method of proof consists of rigorous asymptotic expansions and a Lyapunov-Schmidt reduction.     

Matched Asymptotic Expansions in the Two-body Problem with Quick Loss of Mass

In studying models for the two-body problem with quick lossof mass a boundary layer problem arises for a third-order systemof non-linear ordinary differential equations. The models areidentified by a real parameter n with n ? 1. It turns out thatfor n = 1 asymptotic approximations of the solutions can beobtained by applying the method of matched asymptotic expansionsaccouonding to Vasil'eva or a multiple time scales method developedby O'Malley. For n> 1 these methods break down and it isshown that this is due to the occurrence of "unexpected" orderfunctions in the asymptotic expansions. The expansions for n> 1 are obtained by constructing an inner and outer expansionof the solution and matching these by the process of takingintermediate limits. The asymptotic validity of the matched expansions is provedby using an iteration technique; the proof is constructive sothat it provides us at the same time with an alternative wayof constructing approximations without using a matching technique.     

A Method for Incorporating Transcendentally Small Terms into the Method of Matched Asymptotic Expansions

The essential ideas behind a method for incorporating exponentially small terms into the method of matched asymptotic expansions are demonstrated using an Ackerberg–O'Malley resonance problem and a spurious solutions problem of Carrier and Pearson. One begins with the application of the standard method of matched asymptotic expansions to obtain at least the leading terms in outer and inner (Poincaré-type) expansions; some, although not all, matching can be carried out at this stage. This is followed by the introduction of supplementary expansions whose gauge functions are transcendentally small compared to those in the standard expansions. Analysis of terms in these expansions allows the matching to be completed. Furthermore, the method allows for the inclusion of globally valid transcendentally small contributions to the asymptotic solution; it is well known that such terms may be numerically significant.     

Uniform Asymptotic Expansions for Pricing European Options

Starting with a stochastic volatility model, in which the volatility depends on a nonlinear function of a fast varying diffusion, and assuming the fast diffusion is mean reverting, the problem of pricing European options is considered in this paper. Uniform asymptotic expansions of the option price are obtained. The formal expansions are justified and the uniform error bounds are derived using outer and inner expansions of the option prices.     

Numerical Method for Singularly Perturbed Third Order Ordinary Differential Equations of Convection-Diffusion Type

In this paper, we have proposed a numerical method for Singularly Perturbed Boundary Value Problems (SPBVPs) of convection-diffusion type of third order Ordinary Differential Equations (ODEs) in which the SPBVP is reduced into a weakly coupled system of two ODEs subject to suitable initial and boundary conditions. The numerical method combines boundary value technique, asymptotic expansion approximation, shooting method and finite difference scheme. In order to get a numerical solution for the derivative of the solution, the domain is divided into two regions namely inner region and outer region. The shooting method is applied to the inner region while standard finite difference scheme (FD) is applied for the outer region. Necessary error estimates are derived for the method. Computational efficiency and accuracy are verified through numerical examples. The method is easy to implement and suitable for parallel computing.     

Asymptotic expansion of the solution to the convective diffusion problem in the wake of a spherical particle

The exterior boundary value problem of steady-state diffusion around a spherical particle placed in a Stokes flow is considered at high Peclet numbers. A complete asymptotic expansion of the solution in the wake of the particle is constructed by the method of matched asymptotic expansions.     

On the coupled BEM and FEM for a nonlinear exterior Dirichlet problem in R2

Summary In this paper we apply the coupling of boundary integral and finite element methods to solve a nonlinear exterior Dirichlet problem in the plane. Specifically, the boundary value problem consists of a nonlinear second order elliptic equation in divergence form in a bounded inner region, and the Laplace equation in the corresponding unbounded exterior region, in addition to appropriate boundary and transmission conditions. The main feature of the coupling method utilized here consists in the reduction of the nonlinear exterior boundary value problem to an equivalent monotone operator equation. We provide sufficient conditions for the coefficients of the nonlinear elliptic equation from which existence, uniqueness and approximation results are established. Then, we consider the case where the corresponding operator is strongly monotone and Lipschitz-continuous, and derive asymptotic error estimates for a boundary-finite element solution. We prove the unique solvability of the discrete operator equations, and based on a Strang type abstract error estimate, we show the strong convergence of the approximated solutions. Moreover, under additional regularity assumptions on the solution of the continous operator equation, the asymptotic rate of convergenceO (h) is obtained.The first author's research was partly supported by the U.S. Army Research Office through the Mathematical Science Institute of Cornell University, by the Universidad de Concepción through the Facultad de Ciencias, Dirección de Investigación and Vicerretoria, and by FONDECYT-Chile through Project 91-386.     

On the vanishing viscosity limit for a 3-D system arising from the Keller-Segel model

In this paper, we consider the vanishing viscosity limit problem for a system arising from the Keller-Segel equations in three space dimensions. First, we construct an accurate approximate solution that incorporates the effects of boundary layers. Then, we prove the structural stability of the approximate solution as the chemical diffusion coefficient tends to zero. Our approach is based on the method of matched asymptotic expansions of singular perturbation theory and the classical energy estimates.     

多个同频摇荡剖面引起的水面波辐射

在内场中使用简单Green函数的边界元方法与外场的速度势特征函数展开式相结合,用于求解多个同频摇荡剖面引起的水面波辐射问题的频域解·　方法适用于外场为定深的水域以及内场的复杂边界条件,各剖面的摇荡模态、幅值和相位可以互不相同·　利用摄动展开完整地求解了流场的二阶速度势和各个剖面所受的一、二阶水动力·　与单个剖面的情况相比,数值结果证实了多个剖面辐射引起的诸如水波共振和负附加质量等水动力干扰现象,这对于多体结构的锚泊系统和其它海洋工程设施的设计是很重要的·     

Composite Approximations to the Solutions of the Orr-Sommerfeld Equation

The method of matched asymptotic expansions is used to derive composite approximations to the solutions of the Orr-Sommerfeld equation which satisfy Olver's completeness requirement. It is shown that the inner expansions can be obtained to all orders in terms of a certain class of generalized Airy functions, and these expansions are then used to derive approximations to the connection formulae. Because of the linearity of the problem it is possible and convenient to fix the normalization of the inner and outer expansions separately and then to relate them through the central matching coefficients. The Stokes multipliers can then be expressed in terms of the central matching coefficients and the coefficients which appear in the connection formulae. Once the inner and outer expansions have been matched they can be combined, if desired, to form composite approximations of either the additive or multiplicative type. For example, the ‘modified’ viscous solutions of Tollmien emerge in a natural way as first-order composite approximations obtained by multiplicative composition; similarly, the form of the ‘viscous correction’ to the singular inviscid solutions which I conjectured some years ago emerges as a first-order additive composite approximation. Because of the completeness requirement, however, these composite approximations are valid only in certain wedge shaped domains; approximations which are valid in the complementary sectors can then be obtained by the use of the connections formulae. The theory thus provides a relatively simple and explicit method of obtaining higher approximations, and its structure permits a direct comparison of the present results not only with the older heuristic theories but also with the comparison equation method.     

On the bending of plates with transverse shear deformation and mixed periodic boundary conditions

The method of matched asymptotic expansions is used to find a homogenized problem whose solution is an approximation to the solution of a mixed periodic boundary value problem in the theory of bending of thin elastic plates. A critical size for the fixed parts of the boundary is found such that the boundary condition of the homogenized problem is an intermediate case between that for the clamped edge plate and that for the free boundary plate.     

Elliptic regularization for the semi-linear telegraph system

The solution of the semi-linear telegraph system is compared with the solution of an elliptic regularization, to which one associates two-point boundary conditions. An asymptotic approximation for the solution of the elliptic regularization is constructed. The method employed here is the boundary function method due to Vishik and Lyusternik. The problem is singularly perturbed of elliptic-hyperbolic type. To conduct this analysis, high regularity with respect to t for the solutions of both problems is required. Finally, the order of this approximation is found in different spaces of functions.     

On the numerical solution of singular two‐point boundary value problems: A domain decomposition homotopy perturbation approach

This paper reports a modified homotopy perturbation algorithm, called the domain decomposition homotopy perturbation method (DDHPM), for solving two‐point singular boundary value problems arising in science and engineering. The essence of the approach is to split the domain of the problem into a number of nonoverlapping subdomains. In each subdomain, a method based on a combination of HPM and integral equation formalism is implemented. The boundary condition at the right endpoint of each inner subdomain is established before deriving an iterative scheme for the components of the solution series. The accuracy and efficiency of the DDHPM are demonstrated by 4 examples (2 nonlinear and 2 linear). In comparison with the traditional HPM, the proposed domain decomposition HPM is highly accurate.     

A singular-perturbed two-phase Stefan problem

The asymptotic behavior of a singular-perturbed two-phase Stefan problem due to slow diffusion in one of the two phases is investigated. In the limit, the model equations reduce to a one-phase Stefan problem. A boundary layer at the moving interface makes it necessary to use a corrected interface condition obtained from matched asymptotic expansions. The approach is validated by numerical experiments using a front-tracking method.     

Numerical solution of singular perturbation problems by a terminal boundary-value technique

In this paper, we present a new approach for numerically solving linear singularly perturbed two-point boundary-value problems in ordinary differential equations with a boundary layer on the left end of the interval. The original problem is divided into outer and inner region problems. A terminal boundary condition in implicit form is introduced. Then, the outer region problem is solved as a two-point boundary-value problem (TPBVP), and an explicit terminal boundary condition is obtained. In turn, the inner region problem is modified and solved as a TPBVP using the explicit terminal boundary condition. The proposed method is iterative on the terminal point of the inner region. Three numerical examples have been solved to demonstrate the applicability of the method.     

Singular perturbations for the exterior three-dimensional slow viscous flow problem

In this paper the rigorous justification of the formal asymptotic expansions constructed by the method of matched inner and outer expansions is established for the three-dimensional steady flow of a viscous, incompressible fluid past an arbitrary obstacle. The justification is based on the series representation of the solution to the Navier-Stokes equations due to Finn, and it involves the reductions of various exterior boundary value problems for the Stokes and Oseen equations to boundary integral equations of the first kind from which existence as well as asymptotic error estimates for the solutions are deduced. In particular, it is shown that the force exerted on the obstacle by the fluid admits the asymptotic representation F = A₀ + A₁Re + O(Re² ln Re⁻¹) as the Reynolds number Re → 0⁺, where the vectors A₀ and A₁ can be obtained from the method of matched inner and outer expansions.     

A uniformly convergent hybrid scheme for singularly perturbed system of reaction-diffusion Robin type boundary-value problems

This paper deals with the study on system of reaction diffusion differential equations for Robin or mixed type boundary value problems (MBVPs). A cubic spline approximation has been used to obtain the difference scheme for the system of MBVPs, on a piecewise uniform Shishkin mesh defined in the whole domain. It has been shown that our proposed scheme, i.e., central difference approximation for outer region with cubic spline approximation for inner region of boundary layers, leads to almost second order parameter uniform convergence whereas the standard method i.e., the forward-backward approximation for mixed boundary conditions with central difference approximation inside the domain leads to almost first order convergence on Shishkin mesh. Numerical results are provided to show the efficiency and accuracy of these methods.