Parameter-robust numerical method for a system of singularly perturbed initial value problems

DOI10.1007/S11075-011-9483-4MaRDI QIDQ663483zbMATH OpenOpenAlexFDO

Authors Sunil Kumar, Mukesh Kumar

Publication date 15 February 2012

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11075-011-9483-4

zbMATH Keywords

Bakhvalov meshesfinite difference methodsinitial value problemslayer-resolving meshesnumerical examplesparameter-robust convergenceShishkin meshessingularly perturbationstability

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Singular perturbations for ordinary differential equations (34E15) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical solution of singularly perturbed problems involving ordinary differential equations (65L11) Finite difference and finite volume methods for ordinary differential equations (65L12) Stability and convergence of numerical methods for ordinary differential equations (65L20) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50)

Review text

The authors study integration methods for systems of first-order singularly perturbed ordinary differential equations with given initial conditions. Perturbation parameters of different magnitudes are allowed for each equation. To show convergence of the proposed numerical scheme the authors assume that the coupling matrix of the system satisfies a certain kind of diagonal dominance. After analysing the properties of the continuous problem, the authors show a stability property also for the discrete problem. Subsequently, the convergence for finite difference methods based on Bakhvalov meshes and on Shishkin meshes is shown. The theoretical findings are verifies by the integration of two systems of two and three singularly perturbed ordinary differential equations.

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Cites work

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Cited in

(33)

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• An efficient numerical method for a nonlinear system of singularly perturbed differential equations arising in a two-time scale system
• Parameter-robust numerical method for time-dependent weakly coupled linear system of singularly perturbed convection-diffusion equations
• A parameter robust second order numerical method for a singularly perturbed two-parameter problem
• Parameter-uniform approximation on equidistributed meshes for singularly perturbed parabolic reaction-diffusion problems with Robin boundary conditions
• An efficient adaptive grid method for a system of singularly perturbed convection-diffusion problems with Robin boundary conditions
• A parameter-uniform finite difference method for singularly perturbed linear dynamical systems
• A parameter-uniform finite difference method for a singularly perturbed initial value problem: A special case
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