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    1) The document presents analysis of a numerical scheme for solving a singularly perturbed boundary value problem. It derives error estimates for a semi-discrete time discretization method. 2) It proves the semi-discrete scheme has uniform first order convergence by analyzing the global error at each time step. 3) It derives bounds on the semi-discrete solutions and their derivatives with respect to the singular perturbation parameter �epsilon, showing they preserve the same exponential behavior as the continuous problem's solution.

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    P 5

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    1) The document presents analysis of a numerical scheme for solving a singularly perturbed boundary value problem. It derives error estimates for a semi-discrete time discretization method. 2) It proves the semi-discrete scheme has uniform first order convergence by analyzing the global error at each time step. 3) It derives bounds on the semi-discrete solutions and their derivatives with respect to the singular perturbation parameter �epsilon, showing they preserve the same exponential behavior as the continuous problem's solution.

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    1) The document presents analysis of a numerical scheme for solving a singularly perturbed boundary value problem. It derives error estimates for a semi-discrete time discretization method. 2) It proves the semi-discrete scheme has uniform first order convergence by analyzing the global error at each time step. 3) It derives bounds on the semi-discrete solutions and their derivatives with respect to the singular perturbation parameter �epsilon, showing they preserve the same exponential behavior as the continuous problem's solution.

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    9 views1 page

    P 5

    Uploaded by

    joginder singh
    1) The document presents analysis of a numerical scheme for solving a singularly perturbed boundary value problem. It derives error estimates for a semi-discrete time discretization method. 2) It proves the semi-discrete scheme has uniform first order convergence by analyzing the global error at each time step. 3) It derives bounds on the semi-discrete solutions and their derivatives with respect to the singular perturbation parameter �epsilon, showing they preserve the same exponential behavior as the continuous problem's solution.

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    of 1

    16 C. Clavero, J.C.

    Jorge / Applied Mathematics and Computation 287–288 (2016) 12–27

    ∂u
    and taking into account that = f1 + f2 − L1,ε u − L2,ε u, it can be deduced that
    ∂t
     
    (I + τ Ln1+1
    ,ε ) ( I + τ L n+1
    2,ε ) u (t n +1 ) − τ f 2 ( x.y.t n +1 ) = u(tn ) + τ f1n+1 + O (τ 2 ). (11)

    Subtracting Eqs. (11) and (10), it holds


    (I + τ Ln1+1
    ,ε )(I + τ L2,ε )e
    n+1 n+1
    = O ( τ 2 ). (12)

    Regarding to the boundary conditions, it is trivial that u(x, y, tn+1 ) = gn+1 (x, y, t n+1 ) in [0, 1] × {0, 1}, and it is also clear
    that it holds
    (I + τ Ln2+1
    ,ε )u (x, y, tn+1 ) − τ f 2
    n+1
    = gn+1/2 (x, y, tn+1 ), in {0, 1} × [0, 1].
    Then, the local error can be written as the solution of a problem of the form
    (I + τ Ln1+1
    ,ε
    )en+1/2 = O (τ 2 ), (x, y ) ∈ ,
    en+1/2 (x, y ) = 0, (x, y ) ∈ {0, 1} × [0, 1],
    (13)
    (I + τ Ln2+1
    ,ε
    )en+1 = en+1/2 , (x, y ) ∈ ,
    en+1 (x, y ) = 0, (x, y ) ∈ [0, 1] × {0, 1}.
    From (13) and the stability property (7), the required result (9) follows. 

    Remark 1. Note that for non homogeneous boundary data g(x, y, t), in general Ln2+1 ,ε
    g − f2
    = 0 in {0, 1} × [0, 1] × [0, T].
    Therefore, in the first half step of (8), a term of size O(τ ) appears as the difference between the classical boundary conditions
    given by u˜n+1/2 = g(x, y, tn+1 ), and those ones considered here, u˜n+1/2 = (I + τ Ln2+1
    ,ε
    )g(x, y, tn+1 ) − τ f2n+1 . For this reason, an
    order reduction occurs in the consistency, up to order 0, if the natural boundary conditions are chosen.

    Remark 2. In [3,7], the authors consider a problem less general than here (therein, the boundary conditions are g = 0). In
    those papers, to avoid the order reduction, a suitable splitting f = f 1 + f2 , in such way that f2 = 0 in {0, 1} × [0, 1] ×
    [0, T], was necessary to complete the analysis. This restriction agrees completely with the analysis for the case which we
    have studied here. Moreover, an additional advantage of the boundary data (6) which we propose here is that any smooth
    splitting for f is valid.

    3.4. Uniform convergence of the time semidiscretization

    Now we prove the uniform convergence of this discretization stage as an additional interesting feature, although the
    results of this subsection are not necessary for proving the uniform convergence of the fully discrete scheme.
    Let us introduce the global error of the scheme (3) at time tn as usual, i.e., E n ≡ u(tn ) − un . Subtracting and adding u˜n ,
    trivially we have
    E n = en + u˜n − un = en + (I + τ Ln2,ε,0 )−1 (I + τ Ln1,ε,0 )−1 E n−1 .
    Using this recurrence, combined with (7) and (9), it follows
    E n ¯ ≤ C τ ,
    and therefore the semidiscrete scheme (3) is uniformly convergent of first order.

    3.5. Asymptotic behavior of semidiscrete solutions

    In this subsection we study the behavior, with respect to the singular perturbation parameter ε , of the semidiscrete in
    1
    time solutions of (8) and their derivatives. In fact, we need to deduce appropriate (ε -dependent) bounds for u˜n+ 2 (x, y ),
    and its x-derivatives up to fourth order, and also for u˜n+1 (x, y ) and its y-derivatives up to fourth order. Such bounds will
    be used in the uniform convergence analysis of the spatial discretization stage in the following section. Although, at first
    sight, the problem (8) can seem a double parameter (ε , τ ) singularly perturbed problem, we are going to prove that, under
    the smoothness and compatibility assumptions made on data, such derivatives preserve in essence the same exponential
    behavior as the solution of the continuous problem. The rest of this subsection contains the details for the proofs of the
    following bounds:
     
     ∂ i u˜n+1/2   
     ( x, y ) ≤ C 1 + ε −i (exp(−β1 x/ε ) + exp(−β1 (1 − x )/ε ) ) ,
     ∂ xi  (14)
    0 ≤ i ≤ 4,
     
     ∂ i u˜n+1   
     
     ∂ yi (x, y ) ≤ C 1 + ε (exp(−β2 y/ε ) + exp(−β2 (1 − y )/ε ) ) ,
    −i
    (15)
    0 ≤ i ≤ 4,

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