• No se han encontrado resultados

16615712

N/A
N/A
Protected

Academic year: 2020

Share "16615712"

Copied!
11
0
0

Texto completo

(1)

An exponentially-fitted method

for singularly perturbed,

one-dimensional, parabolic problems

J.I. Ramos

Room I-320-D, E.T.S. Ingenieros Industriales, Universidad de Malaga, Malaga 29013, Spain

Abstract

An exponentially-fitted method for singularly perturbed, one-dimensional, linear, convection–diffusion–reaction equations in equally-spaced grids is presented. The method is based on the implicit discretization of the time derivative, freezing of the coefficients of the resulting ordinary differential equations at each time step, and the analytical solution of the resulting convection–diffusion differential operator. This solution is of exponential type and exact for steady, constant-coefficients convection– diffusion equations with constant sources. By means of three examples, it is shown that this method provides uniformly convergent solutions with respect to both the time step and the small perturbation parameter, and these solutions are more accurate and exhibit a higher order of convergence than those obtained with an upwind finite difference scheme in a piecewise uniform mesh that is boundary-layer resolving.

Ó 2004 Elsevier Inc. All rights reserved.

Keywords:Exponentially-fitted method; Singularly perturbations; Parabolic equations; Advection– reaction–diffusion equations

1. Introduction

It is well known that the fluid dynamics and heat/mass transfer equations may exhibit sharp boundary layers at high Reynolds and Peclet numbers, respectively, so that the use of standard central finite difference methods or

E-mail address:[email protected](J.I. Ramos).

0096-3003/$ - see front matter Ó 2004 Elsevier Inc. All rights reserved. doi:10.1016/j.amc.2003.12.046

(2)

finite element techniques with piecewise polynomial basis functions often yields numerical solutions with non-physical spurious oscillations near these layers [1–5]. An analogous comment applies to the numerical solution of the semi-conductor device equations [6]. In order to avoid these non-physical oscilla-tions, most investigators have resorted to methods based on either upwinding of the convection/advection terms or exponentially-fitted techniques. Expo-nentially-fitted methods are based on the idea of approximating a flux density locally by a either a constant or a linear function of the independent spatial variable, whereas upwinding techniques are based on local polynomial approximations. Since flux densities are better behaved than the local approximations used with upwinding techniques, exponentially-fitted methods have been very popular in the numerical simulation of semiconductor devices, while upwind techniques have been frequently used in computational fluid dynamics and heat transfer.

Most of the exponentially-fitted methods are extensions of the techniques developed by Allen and Southwell [7], IlÕin [8] and Scharfetter and Gummel [9] who argued that, since the solution of a linear homogeneous ordinary differ-ential equation with constant coefficients is expondiffer-ential, the difference scheme should be chosen to be exact for that exponential. IlÕin [8] showed that his exponentially-fitted scheme has an error bound of the form Ch where C is independent of bothhand the inverse of the Reynolds number, wherehis the grid spacing, for one-dimensional, steady, advection–diffusion equations without source terms.

Using ideas from generalized compact-operator implicit methods, El-Mist-ikawy and Werle [10] developed an exponentially-fitted scheme for steady convection-diffusion equations with an error bound of the formCh2whereCis

independent of bothh and the inverse of the Reynolds number. The schemes proposed by Allen and Southwell [7], IlÕin [8], Scharfetter and Gummel [9] and El-Mistikawy and Werle [10] are examples of a broader class of locally-exact methods which can be derived by means of the (local) Green function on two adjacent non-overlapping intervals, upon making certain assumptions on the coefficients of the ordinary differential equation. Alternatively, one may derive the schemes of Allen and Southwell [7], Scharfetter and Gummel [9] and IlÕin [8] by considering three-point intervals, freezing the coefficients of the differ-ential equation at the midpoint, solving the resulting steady convection–dif-fusion equation analytically and imposing that this solution yields the nodal values at the two end points and at the midpoint of each interval [11]. This procedure results in a tridiagonal matrix for the nodal values and is exact for linear, constant-coefficients ordinary differential equations with constant right-hand sides.

Recently, much effort has been placed on the development of numerical methods for the solution of singular perturbation problems that are uniformly convergent with respect to the perturbation parameter, e.g., the inverse of the

(3)

Reynolds number in high speed flows [4,5,12], i.e., numerical methods that are robust in the sense that the error in the approximation does not deteriorate as the singular perturbation parameter is decreased towards zero. The key idea of these methods is the use of either piecewise uniform meshes which are appropriately condensed in the boundary layer region, e.g., ShishkinÕs meshes [13], or exponentially-graded meshes [14]. Alternatively, one may use thep=hp

version of the finite element method in appropriately designed meshes so that, in principle, one could achieve exponential rates of convergence for smooth domains [15].

In this paper, we present an exponentially-fitted method for singularly perturbed, one-dimensional (advection–reaction–diffusion) parabolic prob-lems, and show its uniform convergence in the perturbation parameter. The method is based on the discretization of the time derivative at each time step, the freezing of the spatially dependent coefficients, and the piecewise analytical solution of the resulting (advection – diffusion–reaction) ordinary differential in an equally-spaced mesh. Such a solution results in a three-point, exponentially-fitted finite difference equation which can easily be solved. The approach presented here is to be contrasted with that proposed by the author [11] who discretized the time derivative and included the resulting terms in the ordinary differential equation. It should also be contrasted with that proposed by Cla-vero et al. [16] who also discretized the time derivatives but employed upwind differences in a piecewise uniform ShishkinÕs mesh and obtained a uniformly convergent method with respect to the perturbation parameter, i.e., the diffu-sion coefficient, and the time step.

The paper has been organized as follows. In Section 2, we present the exponentially-fitted method for singularly perturbed, one-dimensional para-bolic problems, and show that this method reduces to that of IlÕin [8] for steady-state, convection–diffusion equations in the absence of source terms. In Section 3, the exponentially-fitted method is applied to the three, singularly-perturbed, one-dimensional parabolic problems considered by Clavero et al. [16] and comparisons are made with other solutions based on upwind differ-ences in piecewise uniform meshes. A summary of the main conclusions puts an end to the paper.

2. Exponentially-fitted method

Consider the following singularly perturbed, one-dimensional (linear) par-abolic problem of the advection–diffusion–reaction type

ou

otþaðx;tÞ

ou

oxþbðx;tÞu¼

o2u

ox2þfðx;tÞ; 0<x<1; t>0; ð1Þ

(4)

uð0;tÞ ¼uð1;tÞ ¼0; tP0; ð2Þ

uðx;0Þ ¼u0ðxÞ; 06x61; ð3Þ

where 0< 1 is the diffusion coefficient or perturbation parameter,xandt

denote the spatial coordinate and time, respectively,u is the dependent vari-able,aðx;tÞis the speed, andfðx;tÞ bðx;tÞuis the reaction term.

Discretization of the time derivative by means of the backward Euler method in Eq. (1) yields the following linear ordinary differential equation at each time step

aðx;tÞdu

dx

d2u

dx2¼fðx;tÞ bðx;tÞu

uun

Dt ; 0<x<1; t>0; ð4Þ

whereun¼uðx;tnÞ, Dtis the time step, the superscript n denotes thenth time

level, i.e.,tn¼nDt,ttnþ1 anduunþ1.

The linear ordinary differential Eq. (4) cannot, in general, be solved ana-lytically because of the dependence ofa,b,f andun on the spatial coordinate.

However, if the spatial domain [0,1] is divided intoN equally spaced intervals of size equal toh, i.e.,Nh¼1, and one considers the intervalðxi1;xiþ1Þand the

coefficients of Eq. (4) are evaluated at the midpoint of each interval, then one obtains the following linear ordinary differential equation

ai

du

dx

d2u

dx2¼Sifibiui

uiuni

Dt ; xi1<x<xiþ1; t>0; ð5Þ

whose analytical solution can be expressed as

u¼AiþBiexpðkiðxxiÞÞ þaiðxxiÞ; if ai¼0; xi1<x<xiþ1; t>0; ð6Þ

u¼ Si

2ðxxiÞ

2

þCiðxxiÞ þDi; if ai¼0; xi1<x<xiþ1; t>0; ð7Þ

whereki¼ai,ai¼aSii, and the constantsAi,Bi,CiandDican be determined from

the conditions

uðxi1Þ ¼ui1; uðxiÞ ¼ui; uðxiþ1Þ ¼uiþ1: ð8Þ

These conditions result in the following tridiagonal system of algebraic equations

h2ðui12uiþuiþ1Þ

tanhh h

ai

2hðuiþ1ui1Þ

tanhh h

1

Dtð1þbiDtÞui

¼ tanhh

h

1

Dtðu n

i þfiDtÞ; i¼2;3;. . .;N; ð9Þ

(5)

h2ðui12uiþuiþ1Þ

1

Dtð1þbiDtÞui¼

1

Dtðu n

i þfiDtÞ; i¼2;3;. . .;N;

ð10Þ

if ai¼0, where h¼aih=2 is half the mesh Reynolds number and u1¼uNþ1¼0.

The derivation of the exponentially-fitted method presented above differs substantially from that of the author [11] who solved the following linear or-dinary differential equation

bi

þ 1

Dt

uþai

du

dx

d2u

dx2 ¼Tifiþ

un i

Dt; xi1<x<xiþ1; t>0;

ð11Þ

which can be obtained from Eq. (4) and incorporates the effects of the reaction and the time derivative through the first two terms.

Whenou

ot¼0,ais constant,b¼0, andf ¼0, it can be easily shown that the

method presented above (cf. Eq. (9)) is identical to IlÕinÕs uniformly convergent scheme for steady, one-dimensional, advection–diffusion equations without sources terms. IlÕinÕs method has been derived by Roos [17] by several tech-niques including freezing the coefficients of the differential equation, compact exponentially-fitted methods, exact difference techniques, collocation, finite volumes, polynomial-conforming Petrov–Galerkin finite elements, exponential Petrov–Galerkin finite elements, explicit Galerkin techniques and mixed finite elements. In addition, Eq. (9) indicates that forh 1, the diffusion terms are negligible compared with the convective ones and the advection–diffusion operator tends to a convective one. On the other hand, forjhj 1, convection and diffusion are of the same order of magnitude.

It must be noted that the derivation presented above was based on con-sidering the advection and diffusion operators and freezing the time derivative and source or reaction terms. If instead of Eq. (5), one considers Eq. (11), one will also obtain exponentially-fitted methods that account for the advection, diffusion, reaction and transient terms [11]. These methods, however, have been found not to perform as well as the fitted method presented above whenis very small because of the roots of the characteristic polynomial of the resulting linear ordinary differential equation were found to be nearly insensitive to the time step.

3. Results

In order to assess both the accuracy and the order of the exponentially-fitted method presented in this paper for singularly perturbed, one-dimensional parabolic problems, we have applied it to the following three examples.

(6)

Example 1.This example corresponds toaðx;tÞ ¼1,bðx;tÞ ¼0, and the exact solution given by

ueðx;tÞ ¼expðtÞ C1

þC2xexp

1x

; ð12Þ

whereC1¼expð1Þ, C2¼1C1, and the values of u0ðxÞand fðx;tÞ can be

determined from Eqs. (3) and (1), respectively.

Since this problem has an analytical solution, the nodal errors can be cal-culated as

eN;Dt

ðxi;tnÞ ¼ jueðxi;tnÞ uNðxi;tnÞj; ð13Þ

and the maximum nodal errors are

EN;Dt

¼maxi;n e

N;Dt

; ð14Þ

for 06t61.

It must be noted that in all the examples considered in this paper, we em-ployedDt¼0:1 withN¼16, and that whenNis multiplied by 2,Dtis divided by two.

The -uniform maximum nodal error is defined as EN;Dt¼max

EN;Dt, and

the numerical-uniform rate of convergence is given by

pN ¼

logðEN;Dt

=E2N;Dt=2Þ

log 2 ; ð15Þ

which is presented in Table 1.

Example 2.This example corresponds toaðx;tÞ ¼2x2,bðx;tÞ ¼x,u

0ðxÞ ¼0

andfðx;tÞ ¼10t2expðtÞxð1xÞand does not have an exact solution.

In this example as well as in the next one, the pointwise errors were esti-mated as

eN;Dtðxi;tnÞ ¼ juNðxi;tnÞ u2Nðxi;tnÞj; ð16Þ

whereas the maximum nodal errors and the numerical-uniform rate of con-vergence were determined as in Example 1 for 06t63, and the results are

presented in Table 2.

Example 3. This example corresponds to aðx;tÞ ¼2x2, bðx;tÞ ¼x2þ1þ

cosðpxÞ,u0ðxÞ ¼0 andfðx;tÞ ¼sinðpxÞand does not have exact solution. The

pointwise and maximum nodal errors and the numerical -uniform rate of convergence were determined as in Example 2 for 06t61, and the results are

(7)

The results presented in Tables 1–3 clearly indicate that the exponentially-fitted method presented in this paper is -uniformly convergent. For a fixed value of, the pointwise numerical errors and the maximum nodal errors de-crease whereas the convergence order and the -uniform rate of convergence increase, in general, as the number of grid points increases.

For Examples 1 and 2, the results presented in this paper indicate that the maximal nodal errors and the-uniform rate of convergence of the exponen-tially-fitted method presented in this paper are smaller and larger, respectively, than those obtained by means of upwind differences in piecewise uniform meshes [16]. Table 2 shows that, in some cases, the exponentially-fitted method has a convergence order greater than one. Similar comments apply to the

Table 1

Maximum nodal errors and order of the fitted method for Example 1

N¼16 N¼32 N¼64 N¼128 N¼256 N¼512 N¼1024

20 2.8401e)4 1.4735e)4 7.5040e)5 3.7857e)5 1.9011e)5 9.5245e)6 4.7660e)6

0.9467 0.9735 0.9871 0.9938 0.9971 0.9989

22 3.7e)3 1.9e)3 9.6559e)4 4.8719e)4 2.4472e)4 1.2264e)4 6.1393e)5

0.9623 0.9748 0.9869 0.9933 0.9966 0.9983

24 9.4e)3 4.9e)3 2.5e)3 1.2e)3 6.2776e)4 3.1471e)4 1.5757e)4

0.9577 0.9728 0.9855 0.9925 0.9962 0.9981

26 1.25e)2 6.5e)3 3.3e)3 1.7e)3 8.3650e)4 4.1953e)4 2.1009e)4

0.9567 0.9722 0.9841 0.9915 0.9956 0.9978

28 1.28e)2 6.6e)3 3.4e)3 1.7e)3 8.5477e)4 4.2881e)4 2.1477e)4

0.9585 0.9726 0.9832 0.9907 0.9952 0.9976

210 1.28e)2 6.6e)3 3.4e)3 1.7e)3 8.5473e)4 4.2881e)4 2.1477e)4

0.9585 0.9726 0.9832 0.9906 0.9951 0.9976

212 1.28e)2 6.6e)3 3.4e)3 1.7e)3 8.5473e)4 4.2881e)4 2.1477e)4

0.9585 0.9726 0.9832 0.9906 0.9951 0.9976

214 1.28e)2 6.6e)3 3.4e)3 1.7e)3 8.5473e)4 4.2881e)4 2.1477e)4

0.9585 0.9726 0.9832 0.9906 0.9951 0.9976

216 1.28e)2 6.6e)3 3.4e)3 1.7e)3 8.5473e)4 4.2881e)4 2.1477e)4

0.9585 0.9726 0.9832 0.9906 0.9951 0.9976

218 1.28e)2 6.6e)3 3.4e)3 1.7e)3 8.5473e)4 4.2881e)4 2.1477e)4

0.9585 0.9726 0.9832 0.9906 0.9951 0.9976

220 1.28e)2 6.6e)3 3.4e)3 1.7e)3 8.5473e)4 4.2881e)4 2.1477e)4

0.9585 0.9726 0.9832 0.9906 0.9951 0.9976

222 1.28e)2 6.6e)3 3.4e)3 1.7e)3 8.5473e)4 4.2881e)4 2.1477e)4

0.9585 0.9726 0.9832 0.9906 0.9951 0.9976

224 1.28e)2 6.6e)3 3.4e)3 1.7e)3 8.5473e)4 4.2881e)4 2.1477e)4

0.9585 0.9726 0.9832 0.9906 0.9951 0.9976

226 1.28e)2 6.6e)3 3.4e)3 1.7e)3 8.5473e)4 4.2881e)4 2.1477e)4

0.9585 0.9726 0.9832 0.9906 0.9951 0.9976

EN;Dt 1.28e)2 6.6e)3 3.4e)3 1.7e)3 8.5473e)4 4.2881e)4 2.1477e)4

pN 0.9585 0.9726 0.9832 0.9906 0.9951 0.9976

EN;Dt[16] 7.2411e)2 4.9395e)2 3.0647e)2 1.7952e)2 1.0184e)2 5.6568e)3

(8)

results presented in Table 3 except forN ¼128 and 256 which show that even though the exponentially-fitted method yields smaller maximum nodal errors than upwind differences in piecewise uniform meshes [16], its accuracy is slightly lower than that of the latter.

For the problems considered in this paper, there is a boundary layer atx¼1 the thickness of which is on the order of. This boundary layer is, therefore, not resolved by the fitted method presented in this paper for <N1; however,

the method still provides accurate solutions. By way of contrast, in a piecewise uniform Shishkin mesh, the interval [0,1] is divided into two non-overlapping subintervals½0;1rand½1r;1withðNþ1Þ=2 grid points in each, where

r¼minf1

2;mlogNg,aðxÞ>a>0 andmP 1

a, each subinterval is divided into

Table 2

Maximum nodal errors and order of the fitted method for Example 2

N¼16 N¼32 N¼64 N¼128 N¼256 N¼512

20 4.7605e)4 2.4599e)4 1.2551e)4 6.3441e)5 3.1898e)5 1.5994e)5

0.9525 0.9708 0.9843 0.9919 0.9971

22 1.8e)3 9.5501e)4 4.9354e)4 2.5131e)4 1.2687e)4 6.3744e)5

0.9227 0.9524 0.9737 0.9862 0.9929

24 4.2e)3 1.6e)3 8.7968e)4 4.5994e)4 2.3538e)4 1.1908e)4

1.3915 0.8779 0.9354 0.9666 0.9830

26 9.1e)3 3.7e)3 1.1e)3 6.0029e)4 3.1797e)4 1.6362e)4

1.2974 1.7234 0.9023 0.9168 0.9585

28 1.01e)2 4.9e)3 2.4e)3 9.5067e)4 3.0865e)4 1.6717e)4

1.0387 1.0273 1.3455 1.6230 0.8847

210 1.01e)2 4.9e)3 2.5e)3 1.3e)3 6.1385e)4 2.3940e)4

1.0325 0.9747 0.9852 1.0503 1.3584

212 1.01e)2 4.9e)3 2.5e)3 1.3e)3 6.3968e)4 3.2044e)4

1.0325 0.9747 0.9840 0.9921 0.9973

214 1.01e)2 4.9e)3 2.5e)3 1.3e)3 6.3968e)4 3.2071e)4

1.0325 0.9747 0.9840 0.9921 0.9961

216 1.01e)2 4.9e)3 2.5e)3 1.3e)3 6.3968e)4 3.2071e)4

1.0325 0.9747 0.9840 0.9921 0.9961

218 1.01e)2 4.9e)3 2.5e)3 1.3e)3 6.3968e)4 3.2071e)4

1.0325 0.9747 0.9840 0.9921 0.9961

220 1.01e)2 4.9e)3 2.5e)3 1.3e)3 6.3968e)4 3.2071e)4

1.0325 0.9747 0.9840 0.9921 0.9961

222 1.01e)2 4.9e)3 2.5e)3 1.3e)3 6.3968e)4 3.2071e)4

1.0325 0.9747 0.9840 0.9921 0.9961

224 1.01e)2 4.9e)3 2.5e)3 1.3e)3 6.3968e)4 3.2071e)4

1.0325 0.9747 0.9840 0.9921 0.9961

226 1.01e)2 4.9e)3 2.5e)3 1.3e)3 6.3968e)4 3.2071e)4

1.0325 0.9747 0.9840 0.9921 0.9961

EN;Dt 1.01e)2 4.9e)3 2.5e)3 1.3e)3 6.3968e)4 3.2071e)4

pN 1.0325 0.9747 0.9840 0.9921 0.9961

EN;Dt[16] 3.6999e)2 2.0815e)2 1.127e)2 5.8722e)3 3.0834e)3 1.6235e)3

(9)

equally-spaced meshes and upwind differences are used to discretize the advection terms in Eq. (4). For a¼1, m¼1, ¼106 and N¼1024, r is

about 3 and, therefore, the upwind difference method in piecewise uniform meshes developed by Clavero et al. [16] has about one sixth of the total number of grid points in the boundary layer and is a boundary layer-resolving method, albeit with a first-order accurate upwind scheme for convection. The expo-nentially-fitted method presented in this paper is not a boundary-layer resolving one for¼106 andN ¼1024, but, for Examples 1 and 2, is more

accurate than upwind difference methods in piecewise uniform meshes. Therefore, it may be conjectured that the numerical simulation of singularly perturbed, one-dimensional parabolic problems requires that either the

Table 3

Maximum nodal errors and order of the fitted method for Example 3

N¼16 N¼32 N¼64 N¼128 N¼256 N¼512

20 2.2e)3 3.4e)3 2.0e)3 1.1e)3 5.6229e)4 2.8725e)4

0.6399 0.7906 0.8853 0.9397 0.9690

22 8.1e)3 4.8e)3 2.7e)3 1.4e)3 7.2409e)4 3.6748e)4

0.7456 0.8540 0.9203 0.9581 0.9785

24 1.31e)2 7.6e)3 4.3e)3 2.3e)3 1.2e)3 6.0731e)4

0.7845 0.8398 0.8977 0.9424 0.9691

26 2.20e)2 1.26e)2 6.8e)3 3.6e)3 1.9e)3 9.5754e)4

0.8091 0.8963 0.9075 0.9428 0.9677

28 2.43e)2 1.60e)2 9.4e)3 5e)3 2.5e)3 1.3e)3

0.6041 0.7574 0.9230 0.9885 0.9934

210 2.43e)2 1.60e)2 1.0e)2 5.9e)3 3.2e)3 1.6e)3

0.5969 0.6867 0.7573 0.8604 1.0040

212 2.43e)2 1.60e)2 1.0e)2 5.9e)3 3.4e)3 1.9e)3

0.5969 0.6866 0.7519 0.8017 0.8580

214 2.43e)2 1.60e)2 1.0e)2 5.9e)3 3.4e)3 1.9e)3

0.5969 0.6866 0.7519 0.8016 0.8535

216 2.43e)2 1.60e)2 1.0e)2 5.9e)3 3.4e)3 1.9e)3

0.5969 0.6866 0.7519 0.8016 0.8535

218 2.43e)2 1.60e)2 1.0e)2 5.9e)3 3.4e)3 1.9e)3

0.5969 0.6866 0.7519 0.8016 0.8535

220 2.43e)2 1.60e)2 1.0e)2 5.9e)3 3.4e)3 1.9e)3

0.5969 0.6866 0.7519 0.8016 0.8535

222 2.43e)2 1.60e)2 1.0e)2 5.9e)3 3.4e)3 1.9e)3

0.5969 0.6866 0.7519 0.8016 0.8535

224 2.43e)2 1.60e)2 1.0e)2 5.9e)3 3.4e)3 1.9e)3

0.5969 0.6866 0.7519 0.8016 0.8535

226 2.43e)2 1.60e)2 1.0e)2 5.9e)3 3.4e)3 1.9e)3

0.5969 0.6866 0.7519 0.8016 0.8535

EN;Dt 2.43e)2 1.60e)2 1.0e)2 5.9e)3 3.4e)3 1.9e)3

pN 0.5969 0.6866 0.7519 0.8016 0.8535

EN;Dt[16] 3.5868e)2 2.5732e)2 1.6561e)2 1.0029e)2 5.6621e)3 2.0186e)3

(10)

boundary layer be resolved even with upwind schemes for convection or the technique accounts for the exponential behavior near boundary layers.

4. Conclusions

An exponentially-fitted method for singularly perturbed, one-dimensional parabolic problems of the advection–diffusion–reaction type based on the (first-order) implicit discretization of the time derivatives, freezing the coeffi-cients of the resulting ordinary differential equations, and analytical solutions of the resulting convection–diffusion operator has been developed for equally-spaced grids. It has been found that this method provides uniformly conver-gent solutions with respect to both the small perturbation parameter and the time step. It has also been found that the exponentially-fitted method is, for the three linear problems considered in this paper, more accurate and has a higher order of convergence than upwind finite differences schemes in piecewise uni-form meshes which are boundary-layer resolving, despite the fact that the fitted method is not a boundary-layer resolving one for small values of the pertur-bation parameter and/or when a small number of grid points is used in the calculations.

It has been shown that the fitted method presented in this paper reduces to the Allen–Southwell–IlÕin scheme for steady convection–diffusion equations without source terms. The method is not exact for constant-coefficient linear ordinary differential equations of the advection–reaction–diffusion type if the reaction terms are linear functions of the dependent variable, because the method freezes the reaction terms and only considers the analytical solution to the convection–diffusion operator.

Acknowledgements

This research was partially financed by Project BFM2001-1902 from the Ministerio de Ciencia y Tecnologıa of Spain and fondos FEDER.

References

[1] K.W. Morton, Numerical Solution of Convection–Diffusion Problems, Chapman & Hall, New York, 1996.

[2] E.P. Doolan, J.J.H. Miller, W.H.A. Schilders, Uniform Numerical Methods for Problems with Initial and Boundary Layers, Boole Press, Dublin, Ireland, 1980.

[3] H.-G. Roos, M. Stynes, L. Tobiska, Numerical Methods for Singular perturbed Differential Equations, Springer-Verlag, New York, 1991.

[4] P.A. Farrell, A.F. Hegarty, J.J.H. Miller, E. OÕRiordan, G.I. Shishkin, Robust Computational Techniques for Boundary Layers, Chapman & Hall/CRC, New York, 2000.

(11)

[5] J.J.H. Miller, E. OÕRiordan, G.I. Shishkin, Fitted Numerical Methods for Singular Perturbation Problems, World Scientific Publishing Co., Singapore, 1996.

[6] R.V.N. Melnik, H. He, Modelling nonlocal processes in semiconductor devices with exponential difference schemes, Journal of Engineering Mathematics 38 (2000) 233–263. [7] D.N. de G. Allen, R.V. Southwell, Relaxation methods applied to motion, in two dimensions,

of a viscous fluid past a fixed cylinder, Quarterly Journal of Mechanics and Applied Mathematics 8 (1955) 129–145.

[8] A.M. IlÕin, A difference scheme for a differential equation with a small parameter affecting the highest derivative, Math. Zametki 6 (1969) 237–248.

[9] D.I. Scharfetter, H.K. Gummel, Large-signal analysis of a silicon Read diode oscillator, IEEE Transactions on Electronic Devices ED-16 (1969) 64–77.

[10] T.M. El-Mistikawy, M.J. Werle, Numerical method for boundary layers with blowing––the exponential box scheme, AIAA Journal 16 (1978) 749–751.

[11] J.I. Ramos, On diffusive and exponentially fitted techniques, Applied Mathematics and Computation 103 (1999) 69–96.

[12] A.F. Hagerty, J.J.H. Miller, E. OÕRiordan, G.I. Shishkin, Special meshes for finite difference approximations to an advection–diffusion equation with parabolic layers, Journal of Computational Physics 117 (1995) 47–54.

[13] G.I. Shishkin, Grid approximation of singularly perturbed boundary value problems with a regular boundary layer, Soviet Journal of Numerical Analysis and Mathematical Modelling 4 (1989) 397–417.

[14] C. Xenophontos, Optimal mesh design for the finite element approximation of reaction– diffusion problems, International Journal for Numerical Methods in Engineering 53 (2002) 929–943.

[15] C. Schwab, M. Suri, C. Xenophontos, Thehpfinite element method for problems in mechanics with boundary layers, Computer Methods in Applied Mechanics and Engineering 157 (1996) 311–333.

[16] C. Clavero, J.C. Jorge, F. Lisbona, A uniformly convergent scheme on a nonuniform mesh for convection–diffusion parabolic problems, Journal of Computational and Applied Mathematics 154 (2003) 415–429.

[17] H.-G. Roos, Ten ways to generate IlÕin and related schemes, Journal of Computational and Applied Mathematics 53 (1994) 43–59.

Referencias

Documento similar

With respect to the product of area and the global heat transfer coefficient air cooler is shown how the product of area and the global heat transfer coefficient increases

It is important to note that CLIL not a new method; rather it is the fusion of the teaching of content from the curriculum with the teaching of a non-native language, as well as

In the first case, it is shown that the characters of the free and the free abelian topological groups on X are both equal to the “small cardinal” d if X is compact and metrizable,

Our meta-analysis, focusing specifically on the efficacy of PIs in improving psychological outcomes, both negative and positive, in CAD patients, clearly differentiates from

The aim of this study is to highlight the specificity of Educational Psychologists with respect to the rest of psychologists and other educational agents. It begins with a brief

It is also shown that the foreign debt is sustainable if (1) share of capital income is small, i.e., inequality is small, (2) initial ratio of the foreign debt to GDP is

This paper is a first step towards learning about the implications of unemployment with regard to the combination of consumption expenditures and time use within households. It

We assume, however, that it knows the strategy (i.e., that p is chosen uniformly in [0, 1]) and it is able to train a model on traces protected with this strategy, i.e., to devise