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Article
Publication date: 27 August 2019

Lolugu Govindarao and Jugal Mohapatra

The purpose of this paper is to provide an efficient and robust second-order monotone hybrid scheme for singularly perturbed delay parabolic convection-diffusion initial boundary…

Abstract

Purpose

The purpose of this paper is to provide an efficient and robust second-order monotone hybrid scheme for singularly perturbed delay parabolic convection-diffusion initial boundary value problem.

Design/methodology/approach

The delay parabolic problem is solved numerically by a finite difference scheme consists of implicit Euler scheme for the time derivative and a monotone hybrid scheme with variable weights for the spatial derivative. The domain is discretized in the temporal direction using uniform mesh while the spatial direction is discretized using three types of non-uniform meshes mainly the standard Shishkin mesh, the Bakhvalov–Shishkin mesh and the Gartland Shishkin mesh.

Findings

The proposed scheme is shown to be a parameter-uniform convergent scheme, which is second-order convergent and optimal for the case. Also, the authors used the Thomas algorithm approach for the computational purposes, which took less time for the computation, and hence, more efficient than the other methods used in literature.

Originality/value

A singularly perturbed delay parabolic convection-diffusion initial boundary value problem is considered. The solution of the problem possesses a regular boundary layer. The authors solve this problem numerically using a monotone hybrid scheme. The error analysis is carried out. It is shown to be parameter-uniform convergent and is of second-order accurate. Numerical results are shown to verify the theoretical estimates.

Article
Publication date: 20 January 2021

Subal Ranjan Sahu and Jugal Mohapatra

The purpose of this study is to provide a robust numerical method for a two parameter singularly perturbed delay parabolic initial boundary value problem (IBVP).

Abstract

Purpose

The purpose of this study is to provide a robust numerical method for a two parameter singularly perturbed delay parabolic initial boundary value problem (IBVP).

Design/methodology/approach

To solve the problem, the authors have used a hybrid scheme combining the midpoint scheme, the upwind scheme and the second-order central difference scheme for the spatial derivatives. The backward Euler scheme on a uniform mesh is used to approximate the time derivative. Here, the authors have used Shishkin type meshes for spatial discretization.

Findings

It is observed that the proposed method converges uniformly with almost second-order spatial accuracy with respect to the discrete maximum norm.

Originality/value

This paper deals with the numerical study of a two parameter singularly perturbed delay parabolic IBVP. To solve the problem, the authors have used a hybrid scheme combining the midpoint scheme, the upwind scheme and the second-order central difference scheme for the spatial derivatives. The backward Euler scheme on a uniform mesh is used to approximate the time derivative. The convergence analysis is carried out. It is observed that the proposed method converges uniformly with almost second-order spatial accuracy with respect to the discrete maximum norm. Numerical experiments illustrate the efficiency of the proposed scheme.

Details

Engineering Computations, vol. 38 no. 6
Type: Research Article
ISSN: 0264-4401

Keywords

Article
Publication date: 6 August 2020

Mukesh Kumar, Joginder Singh, Sunil Kumar and Aakansha

The purpose of this paper is to design and analyze a robust numerical method for a coupled system of singularly perturbed parabolic delay partial differential equations (PDEs).

Abstract

Purpose

The purpose of this paper is to design and analyze a robust numerical method for a coupled system of singularly perturbed parabolic delay partial differential equations (PDEs).

Design/methodology/approach

Some a priori bounds on the regular and layer parts of the solution and their derivatives are derived. Based on these a priori bounds, appropriate layer adapted meshes of Shishkin and generalized Shishkin types are defined in the spatial direction. After that, the problem is discretized using an implicit Euler scheme on a uniform mesh in the time direction and the central difference scheme on layer adapted meshes of Shishkin and generalized Shishkin types in the spatial direction.

Findings

The method is proved to be robust convergent of almost second-order in space and first-order in time. Numerical results are presented to support the theoretical error bounds.

Originality/value

A coupled system of singularly perturbed parabolic delay PDEs is considered and some a priori bounds are derived. A numerical method is developed for the problem, where appropriate layer adapted Shishkin and generalized Shishkin meshes are considered. Error analysis of the method is given for both Shishkin and generalized Shishkin meshes.

Details

Engineering Computations, vol. 38 no. 2
Type: Research Article
ISSN: 0264-4401

Keywords

Article
Publication date: 26 May 2023

Jugal Mohapatra, Sushree Priyadarshana and Narahari Raji Reddy

The purpose of this work is to introduce an efficient, global second-order accurate and parameter-uniform numerical approximation for singularly perturbed parabolic…

Abstract

Purpose

The purpose of this work is to introduce an efficient, global second-order accurate and parameter-uniform numerical approximation for singularly perturbed parabolic differential-difference equations having a large lag in time.

Design/methodology/approach

The small delay and advance terms in spatial direction are handled with Taylor's series approximation. The Crank–Nicholson scheme on a uniform mesh is applied in the temporal direction. The derivative terms in space are treated with a hybrid scheme comprising the midpoint upwind and the central difference scheme at appropriate domains, on two layer-resolving meshes namely, the Shishkin mesh and the Bakhvalov–Shishkin mesh. The computational effectiveness of the scheme is enhanced by the use of the Thomas algorithm which takes less computational time compared to the usual Gauss elimination.

Findings

The proposed scheme is proved to be second-order accurate in time and to be almost second-order (up to a logarithmic factor) uniformly convergent in space, using the Shishkin mesh. Again, by the use of the Bakhvalov–Shishkin mesh, the presence of a logarithmic effect in the spatial-order accuracy is prevented. The detailed analysis of the convergence of the fully discrete scheme is thoroughly discussed.

Research limitations/implications

The use of second-order approximations in both space and time directions makes the complete finite difference scheme a robust approximation for the considered class of model problems.

Originality/value

To validate the theoretical findings, numerical simulations on two different examples are provided. The advantage of using the proposed scheme over some existing schemes in the literature is proved by the comparison of the corresponding maximum absolute errors and rates of convergence.

Details

Engineering Computations, vol. 40 no. 3
Type: Research Article
ISSN: 0264-4401

Keywords

Article
Publication date: 9 April 2020

Ranjan Kumar Mohanty and Sachin Sharma

This paper aims to develop a new high accuracy numerical method based on off-step non-polynomial spline in tension approximations for the solution of Burgers-Fisher and coupled…

Abstract

Purpose

This paper aims to develop a new high accuracy numerical method based on off-step non-polynomial spline in tension approximations for the solution of Burgers-Fisher and coupled nonlinear Burgers’ equations on a graded mesh. The spline method reported here is third order accurate in space and second order accurate in time. The proposed spline method involves only two off-step points and a central point on a graded mesh. The method is two-level implicit in nature and directly derived from the continuity condition of the first order space derivative of the non-polynomial tension spline function. The linear stability analysis of the proposed method has been examined and it is shown that the proposed two-level method is unconditionally stable for a linear model problem. The method is directly applicable to problems in polar systems. To demonstrate the strength and utility of the proposed method, the authors have solved the generalized Burgers-Huxley equation, generalized Burgers-Fisher equation, coupled Burgers-equations and parabolic equation in polar coordinates. The authors show that the proposed method enables us to obtain the high accurate solution for high Reynolds number.

Design/methodology/approach

In this method, the authors use only two-level in time-direction, and at each time-level, the authors use three grid points for the unknown function u(x,t) and two off-step points for the known variable x in spatial direction. The methodology followed in this paper is the construction of a non-polynomial spline function and using its continuity properties to obtain consistency condition, which is third order accurate on a graded mesh and fourth order accurate on a uniform mesh. From this consistency condition, the authors derive the proposed numerical method. The proposed method, when applied to a linear equation is shown to be unconditionally stable. To assess the validity and accuracy, the method is applied to solve several benchmark problems, and numerical results are provided to demonstrate the usefulness of the proposed method.

Findings

The paper provides a third order numerical scheme on a graded mesh and fourth order spline method on a uniform mesh obtained directly from the consistency condition. In earlier methods, consistency conditions were only second order accurate. This brings an edge over other past methods. Also, the method is directly applicable to physical problems involving singular coefficients. So no modification in the method is required at singular points. This saves CPU time and computational costs.

Research limitations/implications

There are no limitations. Obtaining a high accuracy spline method directly from the consistency condition is a new work. Also being an implicit method, this method is unconditionally stable.

Practical implications

Physical problems with singular and non-singular coefficients are directly solved by this method.

Originality/value

The paper develops a new method based on non-polynomial spline approximations of order two in time and three (four) in space, which is original and has lot of value because many benchmark problems of physical significance are solved in this method.

Article
Publication date: 17 July 2020

Swati Yadav and Pratima Rai

The purpose of this study is to construct and analyze a parameter uniform higher-order scheme for singularly perturbed delay parabolic problem (SPDPP) of convection-diffusion type…

Abstract

Purpose

The purpose of this study is to construct and analyze a parameter uniform higher-order scheme for singularly perturbed delay parabolic problem (SPDPP) of convection-diffusion type with a multiple interior turning point.

Design/methodology/approach

The authors construct a higher-order numerical method comprised of a hybrid scheme on a generalized Shishkin mesh in space variable and the implicit Euler method on a uniform mesh in the time variable. The hybrid scheme is a combination of simple upwind scheme and the central difference scheme.

Findings

The proposed method has a convergence rate of order O(N2L2+Δt). Further, Richardson extrapolation is used to obtain convergence rate of order two in the time variable. The hybrid scheme accompanied with extrapolation is second-order convergent in time and almost second-order convergent in space up to a logarithmic factor.

Originality/value

A class of SPDPPs of convection-diffusion type with a multiple interior turning point is studied in this paper. The exact solution of the considered class of problems exhibit two exponential boundary layers. The theoretical results are supported via conducting numerical experiments. The results obtained using the proposed scheme are also compared with the simple upwind scheme.

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