Exponentially ill-conditioned convection-diffusion equations in multi-dimensional domains (Q1848681)

The phenomenon of dynamic metastability for the ill-conditioned convection-diffusion problem: \[ u_t=\epsilon \Delta u-\nabla \psi \nabla u + \epsilon^\nu g(x)e^{-a/\epsilon} u, \quad x \in D, \] \[ u=u_b(x), \quad x \in \partial D, \quad u(x_b,0)=u_0(x), \] where \(\nu\) and \(a>0\) are constant, \(\epsilon \to 0^{+}\), \(g(x), \;u_b(x)\) and \(u_0(x)\) are smooth, is studied in one- and two-dimensional domains. It is assumed that the potential \(\psi(x)\) has a unique global minimum \(\epsilon\) on \(\bar{D}\) at some interior point \(x_0 \in D\), and \(\psi(x_0)=0, \;\nabla \psi (x_0)=0, \;H\left[(\psi(x_0))\right]>0,\) where \(H(x)=\psi_{x_1x_1}\psi_{x_2x_2}-\psi_{x_1x_2}^2\) is the Hessian. It is assumed also \(\nabla \psi(x) \neq 0\) for \(x \neq x_0\) and that \(\nabla \psi \cdot \bar{n}>0\) on \(\partial D,\) where \(\bar{n}\) is the unit outward normal to \(\partial D.\) The extreme sensitivity, known as supersensitivity, of the time-dependent and steady state solutions to exponentially small changes in the coefficient of the differential operator is examined. Some numerical experiments are performed in the one-dimensional case that indicate that it is possible to use standard finite difference methods to compute an exponentially ill-conditioned steady-state solution provided that quadruple precision arithmetic is used in the numerical computations. The solution in the time dependent case is seeked in the form \(u(x,t)=u^{\epsilon}\left[x, A_0(t)\right]+v(x,t)\) where \(u^{\epsilon}\) is the equilibrium solution and \(v(x,t)\) is a perturbed member. An appropriate definition of \(A_0(t)\) is proposed. The results of numerical experiments show the effectivity of the approach suggested by the author.