Multigrid convergence for a singular perturbation problem

So far there has been no analysis of multigrid methods applied to singularly perturbed Dirichlet boundary-value problems. Only for periodic boundary conditions does the Fourier transformation (mode analysis) apply, and it is not obvious that the convergence results carry over to the Dirichlet case, since the eigenfunctions are quite different in the two cases. In this paper we prove a close relationship between multigrid convergence for the easily analysable case of periodic conditions and the convergence for the Dirichlet case.     

On a singular perturbation problem in magnetohydrodynamics

Zusammenfassung Die Strömung einer zähen, inkompressiblen und elektrisch leitenden Flüssigkeit über einen rotationssymmetrischen Körper wird studiert mit Hilfe einer singulären Methode der Störungsrechnung. Eine asymptotische, im ganzen Strömungsfeld gültige Lösung wird gegeben für grosse Hartmann-ZahlenM.Die Resultate ergeben folgendes Strömungsbild: Zwei Totwasser-Bereiche von der LängeO (M) und der BreiteO (1) werden vor und nach dem Körper geformt. Sie sind begrenzt durch eine zylindrische Schubschicht, die vom grössten Durchmesser des Körpers aus parabolisch stromaufwärts und stromabwärts anwächst. In einer Entfernung der GrössenordnungO (M) geht diese Schubschicht in eine Wirbelstrasse über, die sich parabolisch ins Unendliche erstreckt. Die Einzelheiten des Strömungsbildes werden analytisch aufgezeigt. Die Wirbelstrasse wird mit derjenigen der klassischen Navier-Stokes-Theorie verglichen.     

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.     

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.Received: February 12, 2004     

A note on a parameterized singular perturbation problem

We consider a uniform finite difference method on Shishkin mesh for a quasilinear first-order singularly perturbed boundary value problem (BVP) depending on a parameter. We prove that the method is first-order convergent except for a logarithmic factor, in the discrete maximum norm, independently of the perturbation parameter. Numerical experiments support these theoretical results.     

A Schrödinger singular perturbation problem

Consider the equation −ε²Δu_ε + q(x)u_ε = f(u_ε) in , u(∞) < ∞, ε = const > 0. Under what assumptions on q(x) and f(u) can one prove that the solution u_ε exists and lim_ε→0u_ε = u(x), where u(x) solves the limiting problem q(x)u = f(u)? These are the questions discussed in the paper.     

Resonance and asymptotic solutions of a singular perturbation problem

A singular perturbation problem for a second-order ODE witha pair of singular boundary points and a pair of interior second-orderturning points is studied. Four leading-order uniform approximationsare formally constructed, each is restricted to a region includingone critical point. The neighbouring approximations are formallymatched independently on an overlap domain, yielding an asymptoticapproximation to leading order of the general solution. Twogeneralized formulae for the singular and turning point eigenvaluesthat exhibit the resonance conditions are derived. The resonancecriteria due to the influence of every possible combinationof the critical points are investigated.     

On a singular perturbation problem involving a ``circular-well' potential

We study the asymptotic behavior, as a small parameter goes to 0, of the minimizers for a variational problem which involves a ``circular-well' potential, i.e., a potential vanishing on a closed smooth curve in . We thus generalize previous results obtained for the special case of the Ginzburg-Landau potential.

     

Fourth order algorithms for a semilinear singular perturbation problem

Fourth order finite-difference algorithms for a semilinear singularly perturbed reaction–diffusion problem are discussed and compared both theoretically and numerically. One of them is the method of Sun and Stynes (1995) which uses a piecewise equidistant discretization mesh of Shishkin type. Another one is a simplified version of Vulanović's method (1993), based on a discretization mesh of Bakhvalov type. It is shown that the Bakhvalov mesh produces much better numerical results. This revised version was published online in June 2006 with corrections to the Cover Date.     

Stability of a finite-difference discretization of a singular perturbation problem

A new higher-order finite-difference scheme is proposed for a linear singularly perturbed convection–diffusion problem in one dimension. It is shown how the theory of inverse-monotone matrices, the Lorenz decomposition in particular, can be applied to the stability analysis of the resulting linear system.     

Uniform convergence of discretization error for a singular perturbation problem

Cell-centered discretization of the convection-diffusion equation with large Péclet number Pe is analyzed, in the presence of a parabolic boundary layer. It is shown theoretically how, by suitable mesh refinement in the boundary layer, the accuracy can be made to be uniform in Pe, at the cost of a IogPe increase of the number of grid cells, in the case of upwind discretization. Numerical experiments are presented indicating that this can in practice also be achieved with a Pe-independent number of grid cells, both with upwind and central discretization, and with vertex-centered discretization. © 1996 John Wiley & Sons, Inc.     

Existence and instability of spike layer solutions to singular perturbation problems

An abstract framework is given to establish the existence and compute the Morse index of spike layer solutions of singularly perturbed semilinear elliptic equations. A nonlinear Lyapunov-Schmidt scheme is used to reduce the problem to one on a normally hyperbolic manifold, and the related linearized problem is also analyzed using this reduction. As an application, we show the existence of a multi-peak spike layer solution with peaks on the boundary of the domain, and we also obtain precise estimates of the small eigenvalues of the operator obtained by linearizing at a spike layer solution.     

Matching and multiscale expansions for a model singular perturbation problem

We consider the Laplace–Dirichlet equation in a polygonal domain which is perturbed at the scale ε near one of its vertices. We assume that this perturbation is self-similar, that is, derives from the same pattern for all values of ε. On the base of this model problem, we compare two different approaches: the method of matched asymptotic expansions and the method of multiscale expansion. We enlighten the specificities of both techniques, and show how to switch from one expansion to the other. To cite this article: S. Tordeux et al., C. R. Acad. Sci. Paris, Ser. I 343 (2006).     

Uniform fourth order difference scheme for a singular perturbation problem

Summary The numerical solution of a nonlinear singularly perturbed two-point boundary value problem is studied. The developed method is based on Hermitian approximation of the second derivative on special discretization mesh. Numerical examples which demonstrate the effectiveness of the method are presented.This research was partly supported by NSF and SIZ for Science of SAP Vojvodina through funds made available to the U.S.-Yugoslav Joint Board on Scientific and Technological Cooperation (grants JF 544, JF 799)     

A second-order difference scheme for a parameterized singular perturbation problem

In this paper we consider a singularly perturbed quasilinear boundary value problem depending on a parameter. The problem is discretized using a hybrid difference scheme on Shishkin-type meshes. We show that the scheme is second-order convergent, in the discrete maximum norm, independent of singular perturbation parameter. Numerical experiments support these theoretical results.     

On a singular perturbation problem with two second-order turning points

In this paper, we study the singular perturbation problem

where 0<ε1 is a small positive parameter, p(x) and q(x) are sufficiently smooth and strictly positive functions. The main feature of this equation is that there are two second-order turning points in the interval (0,1). Based on the rigorous results on singular perturbation problems with one second-order turning point in our previous work, we obtain a uniform asymptotic approximation for the general solution of the above equation by means of a matching technique.