On the solution of singularly perturbed boundary value problems by a chebyshev method
asymptotic expansionChebyshev methodcollocation methodfinite difference methodsGaussian eliminationnumerical examplesingular perturbationstiffnesstwo-point boundary value problem
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) Finite difference and finite volume methods for ordinary differential equations (65L12)
To obtain an approximate solution of the two-point singularly perturbed boundary value problem of the form \[ Ly(x)\equiv \varepsilon y(x) +\alpha(x)y'(x)+\beta(x)y(x)=f(x);\qquad a\leq x \leq b; \quad 0 < \varepsilon <1 \] where \(\alpha(x)\), \(\beta(x)\) and \(f(x)\) are smooth functions, and \(y\) satisfies the boundary conditions \(y(a)=A\) and \(y(b)=B\) for small positive values of the parameter \(\varepsilon\), the authors apply the procedure described below leading to a system of ``computationally simpler ordinary differential equations. Let \(y_{n}(x)\), the \(n\)-th approximate solution of the problem has the asymptotic expansion of the form \[ y_{n}(x)\equiv y_{n}(x,\varepsilon) \approx \sum _{j=1}^{n} a_{j}(x) \varepsilon ^{j-1} = \overline{y}(x,\varepsilon); \] for \(0<\varepsilon \leq 1\). Substituting \(\overline{y}(x)\) into the source equation and expressing the defect as the combination of the shifted Chebyshev \(k-\)th degree (\(k=n,n-1,n-2\)) polynomials \(T^{*}_{k}(\varepsilon)\) we obtain : \[ L\overline {y}(x,\varepsilon)=f(x) +\tau_{1}(x)T^{*}_{n}(\varepsilon) +\tau_{2}(x)T^{*}_{n-1}(\varepsilon)+\tau_{3}(x)T^{*}_{n-2}(\varepsilon) \] where \(\tau_{i}(x)\) (\(i=1,2,3\)) are free tau functions to be determined. Comparing the coefficients at corresponding powers of \(\varepsilon\) in the both sides of the above equation, we obtain one first-order and \(n\) second-order ordinary differential equations with \(a_{i}(x)\) as unknown functions for \(i=1,2,\ldots,n.\) Using a backward elimination we may eliminate the functions \(\tau_{i}(x)\) (\(i=1,2,3\)) and obtain \(n-2\) ordinary differential equations involving \(a_{i}(x)\) (\(i=1,2,\ldots,n\)). Additionally, we have two (algebraic) equations obtained by substitution of \(\overline{y}(x,\varepsilon)\) into the boundary conditions. Using finite difference schemes of the 2-nd or 4-th order we may finally obtain a system of \(n(N+1)\) algebraic equations with \(n(N+1)\) unknown constants, where \(N\) denotes the number of nodes used in difference schemes. The system may be solved using Gaussian elimination method, giving coefficients for the discrete form of the approximate solution of the source problem. The above procedure was inspired by the method of \textit{P. Y. P. Chen} [Int. J. Numer. Methods Eng. 17, 291-299 (1981; Zbl 0445.65103)] and the tau method of \textit{C. Lanczos} [Applied analysis (Prentice Hall, New Jersey) (1956; Zbl 0074.10502)]. The paper concludes with two numerical examples, comparing effects of using difference schemes of order 2 and 4.
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