Adaptive methods for singular perturbation problems

Linear boundary value problems for ordinary differential equations (34B05) Singular perturbations for ordinary differential equations (34E15) Numerical solution of boundary value problems involving ordinary differential equations (65L10)

Review text

We consider numerical methods for the singular perturbation boundary value problem (BVP) given by \[ -\varepsilon u(x)+ p(x) u'(x)+ q(x)u(x)= f(x),\quad x\in (a,b),\tag{1} \] \[ u(a)= \alpha,\quad u(b)=\beta, \] where \(a\), \(b\), \(\alpha\), \(\beta\) are given constants, \(\varepsilon>0\) denotes a fixed (small) constant. In many applications, (1) possesses boundary or interior layers, i.e. regions of rapid change in the solution near the endpoints or some interior points, with widths \(o(1)\) as \(\varepsilon\to 0\). Many numerical methods have been proposed for the solutions of (1). Most of the methods require some of or all of the following information: C1: There are boundary and/or interior layers; C2: There are boundary layers only; C3: The positions and widths of the layers are known. For some simple problems, the above information can be obtained by analyzing the given equations. The purpose of this paper is to investigate efficient methods which can handle more difficult problems. In Section 2, we discuss some methods for solving boundary layer problems. We begin with a quite well-known method, i.e. the upwind finite difference with a Sishkin piecewise equidistance mesh. As well be shown below, this method requires the information (C2) and (C3). We then discuss a boundary layer resolving spectral method developed by \textit{T. Tang} and \textit{M. R. Trummer} [SIAM J. Sci. Comput. 17, No. 2, 430-438 (1996; Zbl 0851.65058)]. The spectral method requires the information (C2) only and can resolve very thin boundary layers. In Section 3, we discuss an adaptive method developed by \textit{L. S. Mulholland}, \textit{W.-Z. Huang} and \textit{D. M. Sloan} [ibid. 19, No. 4, 1261-1289 (1998; Zbl 0913.65101)] that resolves interior layer problems. For the entire collection see [Zbl 0910.00057].

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