Efficient approximation of solution derivatives for system of singularly perturbed time-dependent convection-diffusion PDEs on Shishkin mesh

discrete time derivative overlapping boundary layers scaled discrete space derivative standard Shishkin mesh system of singularly perturbed convection-diffusion IBVPs

Mathematics Subject Classification ID

Singular perturbations in context of PDEs (35B25) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Finite difference methods for boundary value problems involving PDEs (65N06) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50) Medical epidemiology (92C60)

Review text

The paper addresses the challenging task of efficiently capturing the solution and diffusive flux (scaled first-order spatial derivative of the solution) for a coupled system of singularly perturbed convection-diffusion parabolic partial differential equations (PDEs) possessing overlapping boundary layers. As the thickness of the layer shrinks for small diffusion parameters, classical numerical techniques struggle to accurately estimate the solution and diffusive flux on equidistant meshes unless the mesh size is sufficiently large. To tackle this problem, the authors employ an implicit-Euler method in time and a classical finite difference scheme in space on a layer-adapted Shishkin mesh. They first discuss the parameter-uniform convergence of the numerical solution in \(C^0\)-norm, followed by an error analysis for the scaled discrete space derivative and the discrete time derivative. Subsequently, the parameter-uniform error bound is established in weighted \(C^1\)-norm for global approximation to the solution and the space-time solution derivatives. The main findings of the manuscript include the derivation of parameter-uniform error estimates for the numerical solution, the scaled discrete space derivative, and the discrete time derivative in \(C^0\)-norm. The authors prove that the error bound of the resulting numerical solution in \(C^0\)-norm is \(O(N^{-1}\ln N + \Delta t)\), where \(N\) is the number of mesh intervals and Δt is the time step. They also establish error bounds for the numerical approximation of the scaled space derivative and the time derivative in \(C^0\)-norm. Finally, they derive the global numerical approximation in an appropriate weighted \(C^1\)-norm and prove that the error bound in \(C^1\)-norm is \(O(N^{-1}(\ln N)^{2})\), assuming \(C_1 N^{-1} \leq \Delta t \leq C_2 N^{-1}\). The significance of this research lies in its contribution to the development of efficient and accurate numerical methods for solving singularly perturbed PDEs with overlapping boundary layers. The proposed finite difference method on a Shishkin mesh provides a parameter-uniform numerical approximation to the solution and its derivatives, which is crucial for understanding and predicting the behavior of physical phenomena modeled by such PDEs. The error estimates derived in this paper serve as a foundation for further analysis and improvement of numerical methods in this field. Moreover, the numerical experiments presented in the manuscript demonstrate the effectiveness of the proposed method and validate the theoretical findings, highlighting the practical applicability of this research. In conclusion, the manuscript by Bose and Mukherjee presents a significant advancement in the numerical analysis of singularly perturbed convection-diffusion parabolic PDEs with overlapping boundary layers. Their work contributes to the development of robust and efficient numerical methods for solving such problems, which have wide-ranging applications in various fields of science and engineering, such as fluid dynamics, biology, ecology, and chemical reactor theory.

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A fast uniformly accurate global numerical approximation to solution and scaled derivative of system of singularly perturbed problems with multiple diffusion parameters on generalized adaptive mesh

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