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1. Introduction
The majority of real-life events in applied science and engineering problems are particular situations of mathematical models of differential equations that depend on parameters. Singularly perturbed problems (SPPs) are those whose highest order derivative is multiplied by a small parameter
Reaction–diffusion equations (RDEs) are a set of partial differential equations (PDEs) that describe the variations in species, densities, or concentrations of at least two interacting variables in both space and time. For instance, in chemistry, physics, biology, and fluid dynamics, RDEs can describe a vast array of very complex systems according to Ji and Fenton [8]. Lately, singularly perturbed (SP) time-dependent reaction–diffusion problems (RDPs) have been active research areas for the aforementioned disciplines.
Many researchers have treated a class of SPPs using finite difference method (FDM) on nonuniform meshes for the spatial domain and uniform meshes for the temporal domain discretization. For example, S. Kumar and M. Kumar [9] investigated a coupled system of first-order singularly perturbed quasilinear differential equations. In Kadalbajoo and Awasthi [10], a uniformly convergent FDM is designed to treat a SP time-dependent convection–diffusion problem (CDP) in one space dimension. A higher-order FDM with the pattern expanding method is applied for solving a coupled system of SPP first-order ordinary differential equations (see in Rao and Kumar [11]). The authors further proved that the proposed method is second-order accurate in the spatial direction and first-order in the temporal direction. In Kumar and Vigo-Aguiar [12], a first-order uniformly convergent scheme is used to treat a class of SPP degenerate parabolic CDPs on a rectangular region. Clavero and Gracia [13] developed a numerical approach for solving one-dimensional parabolic-type SP RDPs. Furthermore, the authors used the uniform stability analysis to prove that the formulated scheme is parameter-uniform convergent.
Due to the simplicity of the analysis of uniform meshes, other scholars have treated SP parabolic-type RDPs using uniform meshes for the purpose of domain discretization in the spatial and temporal directions. The following are a few to mention: Kumar and Ramos [14] investigated a parameter-independent numerical method based on equidistributed meshes for a class of SP parabolic-type RDPs with Robin boundary conditions. The considered problem domain is discretized using the modified Euler method for the temporal direction on uniform meshes and a central difference method for the spatial direction via the equidistribution of a suitably chosen monitor function. The various error analyses and discussions have proven that the proposed method is a parameter-uniform convergence method with second-order accuracy in the space and first-order accuracy in the time directions. Munyakazi and Patidar [15] employed a fitted numerical technique to treat time-dependent, SP RDPs. The continuous domain of the considered problem is discretized using the backward Euler method in the temporal direction and the nonstandard finite difference method (NSFDM) in the spatial directions on uniform meshes. The convergence analysis of the scheme proved that the suggested approach was found to be parameter-uniform convergent.
Formulating and examining a second-order accurate uniformly convergent numerical scheme for solving SP unsteady RDPs on uniform meshes are the ultimate goal of the present work. The Crank–Nicolson method for time derivatives and NSFDM for space derivative are used to discretize the proposed problem domain. The formulated scheme is second-order accurate parameter-uniformly convergent, according to the paper’s extensive analyses.
Notations. Throughout this work,
2. Statement of the Problem
In this work, we consider a singularly perturbed parabolic-type unsteady RDP with initial- and interval-boundary conditions of the following form:
2.1. Bounds on the Solution and Its Derivatives
Checking the bounds of the analytical solution
Under the above suitable conditions on the initial data and the initial-boundary value, Problem (1) has unique solution
Lemma 2.1 (continuous maximum principle).
Let
Proof 2.1.
Suppose that
From this condition, it is seen that
This implies
Therefore, we can conclude that the minimum of
Lemma 2.2 (stability estimate).
Let
Proof 2.2.
To prove this lemma, we defined two barrier functions
When
When
When
Combining all these on the domain
Hence, from Lemma (2.1), it follows that
Lemma 2.3.
Let
The proof of this lemma is found in [8].
3. Domain Discretization
The main concern of this section is to discretize the problem domain using the concept of semidiscretization for the temporal and spatial directions separately. Finally, we combined the two discretized domains together and found the fully discrete solution of the proposed problem defined in Equation (1).
3.1. Temporal Discretization
Divide the domain
Following the approach in [19] and using the Crank–Nicolson method, the problem in Equation (1) is discretized as follows:
Again, separating the
To check the semidiscrete maximum principle and stability estimate of the temporal semidiscretization of the proposed scheme, we first rewrite Equation (7) at
Lemma 3.1 (semidiscrete maximum principle).
If
Proof 3.1.
Let
This shows
Consequently, we conclude that the minimum of
Lemma 3.2 (stability estimate).
Let
The reader may refer the proof of this lemma in Lemma 2.2 of Section 2.
The local truncation error of semidiscrete Problem (7) is given by
Lemma 3.3 (local error estimate).
Suppose that
Then, the local error estimate in the temporal direction is given by
Proof 3.2.
To prove this, we follow the approach in [19] and use Taylor series expansion of the functions
Subtracting Equation (11) from Equation (12) gives
Substituting Equation (13) in Equation (1), we get
The solution to the local error is given by
Thus, using the maximum principle in Lemma (3.1), the required result is satisfied.
Hence,
Lemma 3.4 (global error estimate).
Based on the assumption of Lemma (3.3), the global error estimate of the semidiscretization at
Proof 3.3.
Since the global error estimate of the
From this, it is seen that the Crank–Nicolson method is of second-order accurate.
3.2. Spatial Discretization
Let the domain
Using this discretized domain, the NSFDM is employed in solving Problem (7) in the subsequent sections.
3.2.1. Nonstandard Finite Difference Scheme
To construct the exact finite difference approach, we considered the following constant coefficient homogeneous differential equations, corresponding to Problem (7) as in [20, 21] and [18] as follows:
Consider the homogeneous part of Equation (19) with constant coefficients, where the constant coefficients are the lower bounds of the coefficient functions as follows:
Hence,
Rearranging Equation (23), we get
Factorizing the above equation results in
Solving the determinant of Equation (25) gives
Replacing
After some rearrangements, we get
For
Similarly considering the homogeneous differential equation of Equation (7) of the
The linearly independent solutions of Equation (31) are defined as
Following the same procedure, the
3.3. The Fully Discrete Problem
In this section, we combined the temporal and spatial semidiscretized results by substituting Equation (30) and Equation (32) into Equation (7) as follows:
Simplifying these equations, we get the following tridiagonal systems of equations for the proposed problem in (1) with its initial-boundary conditions:
Since the boundary values of
Moreover, for the sake of simplicity, the matrix is rearranged to its compact form as follows:
Lemma 3.5 (discrete maximum principle).
Let
Proof 3.4.
Suppose that there exists a mesh point
This contradicts to the assumption
Hence,
Lemma 3.6 (uniform stability estimate).
Suppose that
Proof 3.5.
Let
Since
Since
Hence, the uniform stability estimate of the discrete scheme at the
Lemma 3.7.
For a fixed mesh and for all integers
For the detailed proof of this lemma, interested readers can refer to Lemma 5.3 in [16].
4. Convergence Analysis
Let
Using the NSFDM results in
By using the Taylor series expansions of
Furthermore, the truncated Taylor series expansion of
Substituting Equation (41) into Equation (40) and using Lemma (2.3) and (3.7) give
Since
Hence, the absolute error is defined by
Theorem 4.1.
Let
Therefore, the NSFDM is a second-order uniformly convergent scheme in space variable. The subsequent theorem is the combined results of Lemma 3.2 and Theorem 4.1.
Theorem 4.2.
Let
From the above theorem, it is concluded that the proposed nonstandard finite difference and Crank–Nicolson schemes are second-order uniformly convergent methods.
5. Numerical Illustrations and Discussions
The absence of exact solutions is a major issue in numerical computations and can be caused on by a number of characteristics, including larger dimension, nonlinearity, and other model problem parameters. As a result, this condition poses a challenge to the investigation of the error estimate of the presented model problems generally. To get around these problems, we estimate the maximum point-wise errors (MPWEs) and corresponding order of convergences (OCs) of the approximate solutions through the doubling mesh principle. The proposed method was confirmed through simulation and discussion using three model examples.
Example 5.1.
Consider a SP unsteady parabolic-type RDP of the form in [14]
Example 5.2.
Consider a SP unsteady parabolic-type RDP of the form in [15]
Example 5.3.
Consider a SP unsteady parabolic-type RDP of the form in [23]
Since the exact solution of the model problem is unknown, we let
• The MPWE is given by
• The
• The
6. Discussions
To validate the legitimacy of the proposed method, three model examples were considered. The MPWEs and the corresponding OCs are presented in Tables 1, 2, and 3. For a fixed value of the perturbation parameter,
Table 1
MPWEs
| 32, 8 | 64, 16 | 128, 32 | 256, 64 | 512, 128 | |
| 1.9988 | 1.9997 | 1.9999 | 2.0000 | ||
| 1.9988 | 1.9997 | 1.9999 | 2.0000 | ||
| 1.9988 | 1.9997 | 1.9999 | 2.0000 | ||
| 1.9988 | 1.9997 | 1.9999 | 2.0000 | ||
| 1.9988 | 1.9997 | 1.9999 | 2.0000 | ||
| 1.9988 | 1.9997 | 1.9999 | 2.0000 | ||
Table 2
MPWEs
| 32, 10 | 64, 40 | 128, 160 | 256, 640 | |
| 1.9995 | 1.9999 | 2.0000 | ||
| 1.9995 | 1.9999 | 2.0000 | ||
| 1.9995 | 1.9999 | 2.0000 | ||
| 1.9995 | 1.9999 | 2.0000 | ||
| 1.9995 | 1.9999 | 2.0000 | ||
| 1.9995 | 1.9999 | 2.0000 | ||
Table 3
MPWEs
| 32, 10 | 64, 40 | 128, 160 | 256, 640 | 512, 2560 | |
| 1.9867 | 1.5426 | −1.9513 | 2.0000 | ||
| 1.9857 | 1.9986 | 2.0000 | 2.0000 | ||
| 1.9857 | 1.9986 | 2.0000 | 2.0000 | ||
| 1.9857 | 1.9986 | 2.0000 | 2.0000 | ||
| 1.9857 | 1.9986 | 2.0000 | 2.0000 | ||
| 1.9857 | 1.9986 | 2.0000 | 2.0000 | ||
[figure(s) omitted; refer to PDF]
Table 4
Comparison of the MPWEs and corresponding OCs for Example 5.1.
| 32, 8 | 64, 16 | 128, 32 | 256, 64 | 512, 128 | |
| Our method | |||||
| 1.9988 | 1.9997 | 1.9999 | 2.0000 | ||
| 1.9988 | 1.9997 | 1.9999 | 2.0000 | ||
| Results in [14] | |||||
| 1.0275 | 1.0149 | 1.0078 | 1.0040 | ||
| 1.0275 | 1.0149 | 1.0078 | 1.0040 | ||
Table 5
Comparison of MPWEs and corresponding OCs for Example 5.2.
| 32, 10 | 64, 40 | 128, 160 | 256, 640 | |
| Our method | ||||
| | ||||
| 1.9995 | 1.9999 | 2.0000 | ||
| | ||||
| | ||||
| | 1.9995 | 1.9999 | 2.0000 | |
| Results in [15] | ||||
| | ||||
| 1.9983 | 1.9931 | 2.0138 | ||
| | ||||
| | ||||
| | 1.9983 | 1.9931 | 2.0138 | |
7. Conclusion
In the present work, we formulated and analyzed a uniformly convergent scheme for the numerical treatment of SP unsteady RDPs. The continuous problem domain is semidiscretized using the Crank–Nicolson method in the temporal direction and NSFDM in the spatial direction on uniform meshes. The various convergence analyses prove that the proposed scheme is uniformly convergent with second-order accuracy in the temporal and spatial directions. From the numerical illustrations and discussions, it has been observed that the theoretical findings and the results of the practical model problems are in agreement and the formulated method well performs compared with some methods in the literature. As further work of the research, it is recommended to apply the method for solving nonlinear singularly perturbed PDEs.
Funding
This research work does not have any financial support.
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