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Pure Mathematics

A robust collocation method for singularly perturbed discontinuous coefficients parabolic differential difference equations

ORCID Icon & ORCID Icon | (Reviewing editor:)
Article: 2301827 | Received 30 Nov 2023, Accepted 02 Jan 2024, Published online: 11 Jan 2024

ABSTRACT

The singularly perturbed parabolic equations with non-smooth convection coefficient, discontinuous source term, and a large negative spatial shift are studied in this paper. The implicit Euler method for the temporal direction and the fitted extended cubic B-spline collocation method for the spatial direction are applied to formulate a parameter-uniform numerical method. The proposed scheme is proven to be accurate with a linear order of convergence. Two test examples are examined to verify the presented numerical method. The computational findings obtained by the developed method confirm the theoretical estimates. The obtained findings provide more accurate results than methods found in the literature.

1. Introduction

Many physical phenomena are modeled using delay differential equations (DDEs), which are influenced by both the current state of the system and its history. This is occasionally required to include previous states of the system as well as the current state. DDEs are extremely useful when the rate of change of a phenomenon is dependent on a past state. Such equations are used in numerous scientific fields, including population dynamics, control theory, neurobiology, and others (Kaushik & Sharma, Citation2020). However, see the reference (Driver, Citation2012) for additional applications of DDE.

Many researchers have made efforts to develop different numerical schemes for singularly perturbed differential equations (SPDEs) with a large negative shift parameter (Andargie Tiruneh et al., Citation2023; Hailu & Duressa, Citation2023a, Citation2023b; Hailu et al., Citation2022a). The authors in (Kumar & Rao, Citation2020; Pramod Chakravarthy et al., Citation2015, Citation2017) presented fitted operator numerical methods for solving SPDEs with non-smooth data and a large shift in the space variable, whereas in (Chakravarthy et al., Citation2018; Rai & Sharma, Citation2020; Selvi & Ramanujam, Citation2016) they applied fitted mesh methods.

In (Kumar & Kumari, Citation2020), the authors developed a uniform numerical scheme for singularly perturbed parabolic differential equations (SPPDEs) with a large time delay. The scheme consists of an implicit Euler scheme for the time derivative with a uniform mesh and an extension of the cubic uniform B-spline with a blending function of degree four in the spatial direction. The authors of (Daba & Duressa, Citation2021) presented a parameter-uniform numerical scheme for SPPDEs with small shift parameters in the reaction terms using an implicit Euler difference method in the temporal direction and the extended cubic B-spline method for the resulting system of differential equations in the spatial direction.

The authors (Bansal & Sharma, Citation2018) developed a parameter-uniform numerical scheme for solving a SPPDE of the reaction-diffusion type with a large negative spatial shift. In (Kaushik & Sharma, Citation2020), the authors studied SPPDE with non-smooth coefficients and a large spatial shift using an upwind difference method on a piece-wise uniform Shishkin mesh. Recently, Hailu and Duressa in (Hailu et al., Citation2022b) considered SPPDEs with a discontinuous coefficient, source term and a large negative spatial shift. A non-standard difference method is used in the space direction while the implicit Euler difference method is used in the temporal direction. The method is uniformly convergent with order one in both time and space directions. To the authors’ knowledge (Ayele et al., Citation2022; Daba & Duressa, Citation2022; Hailu et al., Citation2022b), are the only studies that have given uniformly fitted operator numerical method to tackle the problem at hand.

Consequently, motivated by the above works, this paper aims to present an accurate and uniformly convergent fitted operator numerical method, which does not require prior knowledge about the location and width of the boundary layer, to solve SPPDEs with discontinuous coefficients and a large negative shift in the space variable. The new mathematical contribution in this article is the application of the extended cubic B-spline method for the spatial direction on a uniform mesh, which provides a more accurate solution than some existing methods in the literature. The properties of the analytical solution, a brief description of the developed scheme, and the associated error analysis are provided in the following sections.

2. Continuous problem

Let Ω=(0,2)×(0,T],  Ω=Ω1Ω2={(0,1)×(0,T]}{(1,2)×(0,T]}  with a boundary Ω=ΩΩ=ΩlΩbΩr, where Ωb={(x,0):x[0,2]}, Misplaced & and  Ωr={(2,t):t[0,T]}  and consider the following SPPDE:

(1) {Lw(s,t)=∂w∂t+ε2ws2+υ(s)∂w∂sν(s)w(s1,t)ϱ(s)w(s,t)=f(s,t),w(s,0)=Ξb(s),(s,0)Ωb,w(s,t)=Ξl(s,t),(s,t)Ωl,w(2,t)=Ξr(2,t),(2,t)Ωr,(1)

where  0<ε1, the coefficients  ν(s) and ϱ(s) are sufficiently smooth, satisfying  ν(s)<0,  ϱ(s)>0, and  ν(s) +ϱ(s)0,  ∀s[0,2]. Moreover,

(2) υ(s)={υ1(s),s[0,1]υ2(s),s(1,2],f(s,t)={f1(s,t),(s,t)Ω1,f2(s,t),(s,t)Ω2,υ1(s)<υ1<2υ<0, υ2(s)>υ2>2υ>0,  |[υ]|C,  |[f]|C,(2)

where  υ=min{υ1,υ2}. The solution  w(s,t)  satisfies  [w](1,t)=w(1+,t)w(1,t)=0  and  [ws](1,t)=0. When the delay term is small like w(sδ), for some δ smaller than the perturbation parameter ɛ, the use of Taylor’s series expansion for the term containing delay argument is valid (Tian, Citation2002). Thus, to approximate the term with delay parameter, we apply Taylor’s series expansion as: w(sδ,t)=w(s,t)δ∂w(s,t)∂s+O(δ2) and obtaining an asymptotically equivalent non-delayed equation. But this is not valid for the problem given in EquationEquation 1 as it features a unit delay (large delay). Assume that the initial-boundary data  Ξb,Ξl,andΞr  are smooth, bounded, and meet the following compatibility conditions:

(3) Ξb(0,0)=Ξl(0,0),Ξb(2,0)=Ξr(2,0),(Ξl∂t+ε2Ξbs2+υ(0)Ξb∂sϱ(0)Ξb)(0,0)=ν(0)Ξl(1,0) +f(0,0),(Ξr∂t+ε2Ξbs2+υ(2)Ξb∂sϱ(2)Ξb)(2,0)=ν(2)Ξb(1,0) +f(2,0).(3)

Lemma 2.1.

Suppose that  X(s,t)C0(Ω)C2(Ω1Ω2). If  X(s,t)0,  (s,t)Ω  and  LX(s,t)0, for all  (s,t)Ω, then  X(s,t)0, for all  (s,t)Ω.

Proof.

For proof, see (Hailu et al., Citation2022b).

Lemma 2.2.

Suppose  w(s,t)  be solution of the problem in EquationEquation 1. Then

wΩ1υfΩ+wΩ.

Proof.

For proof, see (Kaushik & Sharma, Citation2020).

Lemma 2.3.

Let w(s,t) be solution of the problem in EquationEquation 1. Then,

|kw(s,t)tk|C,  (s,t)Ω,  0k2.

Proof.

The proof follows from the mean value theorem and Lemma 2.2.

3. Description of the method

3.1. Time semi-discretization

Approximating the time derivative in EquationEquation 1 using the implicit Euler scheme on a uniform mesh:

ΩtM={tm=t0+mk,m=1,2,,M,t0=0,T=kM},

where M is the number of mesh elements in time direction and k is the step size, gives

(4) {LMWm+1(s)=Gm+1(s),  m=0,1,,M1,W0(s)=Ξb(s),s[0,2],Wm+1(s)=Ξl(s,tm+1),s[1,0],m=0,1,,M1,W(1+,tm+1)=W(1,tm+1),Ws(1+,tm+1)=Ws(1,tm+1),Wm+1(2)=Ξr(2,tm+1),m=0,1,,M1,(4)

where

(5) LMWm+1(s)={εd2Wm+1(s)ds2+υ1(s)dWm+1(s)dsμ(s)Wm+1(s),ifs[0,1],εd2Wm+1(s)ds2+υ2(s)dWm+1(s)dsν(s)Wm+1(s1)μ(s)Wm+1(s),ifs(1,2],(5)
(6) Gm+1(s)={f1(s,tm+1)Wm(s)k+ν(s)Ξlm+1(s1),ifs[0,1],f2(s,tm+1)Wm(s)k,ifs(1,2],(6)

where μ(s)=ϱ(s) +1/k  and  Wm+1(s)  denoting the approximation of the exact solution  w(s,tm+1)  at the (m+1)th time level.

The differential operator in EquationEquation 4 satisfies the semi-discrete minimum principle stated in the following Lemma:

Lemma 3.1.

Let  Θ(s,tm+1)  be a smooth function satisfies  Θ(s,tm+1)0, for  s=0,2  and  LMΘ(s,tm+1)0,  ∀s(0,2). Then  Θ(s,tm+1)0,  ∀s[0,2].

Proof.

Choose  (s^,tm+1){(s,tm+1) : s[0,2]}  so that  Θ(s^,tm+1)=mins[0,2]Θ(s,tm+1). Then

(7) dΘs(s^,tm+1)ds=0andd2Θs(s^,tm+1)ds2>0.(7)

Assume that  Θ(s^,tm+1)<0, then (s^,tm+1){(0,tm+1),\break (2,tm+1)}  because  Θ(s,tm+1)0, for  s=0,2.

Case-i: If s^[0,1], then

LMΘ(s^,tm+1)=εd2Θ(s^,tm+1)ds2+υ1(s^)dΘ(s^,tm+1)dsμ(s^)Θ(s^,tm+1)>0,(byEq.(2) and Eq.(7) ).

Case-ii: If s^[1,2], then

LMΘ(s^,tm+1)=εd2Θ(s^,tm+1)ds2+υ2(s^)dΘ(s^,tm+1)ds ν(s^)Θ(s^1,tm+1)μ(s^)Θ(s^,tm+1).=εd2Θ(s^,tm+1)ds2ν(s^)(Θ(s^1,tm+1)Θ(s^,tm+1))ν(s^)Θ(s^,tm+1) ϱ(s^)Θ(s^,tm+1)Θ(s^,tm+1)k.=εd2Θ(s^,tm+1)ds2ν(s^)(Θ(s^1,tm+1)Θ(s^,tm+1))(ν(s^) +ϱ(s^))Θ(s^,tm+1) Θ(s^,tm+1)k.>0,(byEq.(2) and Eq.(7) ).

In all cases, the assumption  LMΘ(s,tm+1)0,  ∀s(0,2) is contradicted and thus Θ(s^,tm+1)0.

Therefore,  Θ(s,tm+1)0,  ∀s[0,2].

Lemma 3.2.

Suppose that  Wm+1(s) be solution of the problem in EquationEquation 4. Then

|Wm+1(s)| max{|Ξlm+1(0)|, |Ξrm+1(2)|, Gm+1υ},∀s[0,2].

Proof.

Defining the barrier functions as

Ψ±(s,tm+1)=K±Wm+1(s),

where  K=max{|Ξlm+1(0)|, |Ξrm+1(2)|, Gm+1υ}.

Now,  Ψ±(0,tm+1)0,  Ψ±(2,tm+1)0  and

Case-i: For  0s1,

LMΨ±(s,tm+1)=μ(s)K±LMWm+1(s)0,  (becauseμ(s)0).

Case-ii: For  1<s2,

LMΨ±(s,tm+1)=(ν(s) +μ(s))K±LMWm+1(s)0,  (because(ν(s) +μ(s))0).

Therefore, using Lemma 3.1, we obtain

|Wm+1(s)| max{|Ξlm+1(0)|, |Ξrm+1(2)|, Gm+1υ},∀s[0,2].

Lemma 3.3.

Suppose that  Wm+1(s) be solution of the problem in EquationEquation (4). Then, the local error bound at the (m+1)th time level is

em+1=w(s,tm+1)Wm+1(s)Ck2.

Proof.

Refer (Daba & Duressa, Citation2021).

Lemma 3.4.

Let  Wm+1(s) be solution of the problem in EquationEquation (4), then the global error estimate is given by

EmCk,  ∀mM.

Proof.

Using the estimate in Lemma 3.3, we get

Em=l=1mele1+e2++emC1mk2=C1(mk)(k)C1T(k) because,  mkT.Ck.

Lemma 3.5.

The solution of the semidiscretized problem in EquationEquation (4) satisfies the following bounds:

|diWm+1(s)dsi|C{1+εiexp(υ(1s)ε),s(0,1),1+εiexp(υ(s1)ε)+εi+1exp(υ(2s)ε),s(1,2),

for  i=0,1,2,3,4.

Proof.

The proof is given in (Subburayan, Citation2016, Citation2018).

Note: The above lemma says that, the problem in EquationEquation (4) has a weak boundary layer at s = 2 and strong interior layers at s = 1 (Subburayan, Citation2018).

3.2. Spatial discretization

Let ΩsN={sn=s0+nh,n=1,2,,N,s0=0,sN=2} be a uniform mesh points of the interval [0,2] with step size h=2/N. The extended form of cubic B-Spline basis Pn(s,δ) of degree four at points of ΩsN can be defined as:

(8) Pn(s,δ)=124h4{4h(1δ)(ssn2)3+3δ(ssn2)4,s[sn2,sn1],(4δ)h4+12h3(ssn1)+6h2(2+δ)(ssn1)212h(ssn1)33δ(ssn1)4,s[sn1,sn],(4δ)h4+12h3(sn+1s)+6h2(2+δ)(sn+1s)212h(sn+1s)33δ(sn+1s)4,s[sn,sn+1],4h(1δ)(sn+2s)3+3δ(sn+2s)4,s[sn+1,sn+2],0,otherwise,(8)

where  r(r2)δ1  is a free parameter which is used to change the shape of the B-spline curve and r is the degree of extended cubic B-spline. For δ[8,1] cubic B-spline and extended cubic B-spline share the same properties (Sharifi & Rashidinia, Citation2019). Let  S(s,δ)  be the B-spline interpolating function for  w(s,t)  at the nodal points. Now, we seek an approximation  S(s,δ)  to the solution  w(s,tm+1)  of the problem in EquationEquation (4) given by:

(9)  S(s,δ)n=1N+1θn(t)Pn(s,δ),(9)

where  θn  is a parameter to be determined by requiring that S(s,δ) satisfies EquationEquation (4) at N +1 collocation points and boundary conditions. Table shows the values of  Pn(s,δ)  and the first two derivatives of  Pn(s,δ).

Table 1. Values of  Pn(s,δ)  and its derivatives at the mesh points

Now, we can plug the value of Pn(s,δ) and its derivatives into Sn(s,δ) and its derivatives, respectively, and then substitute the obtained results into EquationEquation (4) to get the following N +1 equations with N +3 unknowns:

(10) ε[2+δ2h2(θn12θn+θn+1)]+υ(sn)2h(θn+1θn1)μ(sn)[4δ24θn1+8+δ12θn+4δ24θn+1]=R(sn),(10)

where  R(sn)=Gm+1(sn)+ν(sn)W(sn1,tm+1), n=0,1,2,,N.

Now, introduce a fitting factor σ(ρ) into EquationEquation 10 as:

(11) σ(ρ)ε[2+δ2h2(θn12θn+θn+1)]+υ(sn)2h(θn+1θn1) μ(sn)[4δ24θn1+8+δ12θn+4δ24θn+1]=R(sn).(11)

Multiplying EquationEquation 11 by h, gives

(12) σ(ρ)ρ[2+δ2(θn12θn+θn+1)]+υ(sn)2(θn+1θn1) (sn)[4δ24θn1+8+δ12θn+4δ24θn+1]=hR(sn),(12)

where  ρ=h/ε.

Following the same procedure as in (Debela & Duressa, Citation2020), we obtain the fitting factor:

σ(ρ)=υ(0)ρ2+δcoth(υ(2)ρ2).

In general, a variable fitting factor is given as:

(13) σn(ρ)=υnρ2+δcoth(υnρ2).(13)

Using EquationEquation (13) into EquationEquation (11), we obtain

(14) rnθn1+rncθn+rn+θn+1=Rn,n=0,1,2,,N,(14)

where

rn=(2+δ2)σn(ρ)εh2υn2h(4δ24)μn,rnc=(2+δ)σn(ρ)εh2(8+δ12)μn,rn+=(2+δ2)σn(ρ)εh2+υn2h(4δ24)μn,
Rn={ν(sn)(4δ24Ξlm+1(snN21) +8+δ12Ξlm+1(snN2)+4δ24Ξlm+1(snN2+1)) +Gnm+1,forn=0,1,,N2,ν(sn)(4δ24θnN21+8+δ12θnN2+4δ24θnN2+1) +Gnm+1,forn=N2+1,N2+2,,N.

Imposing the boundary conditions, gives

(15) θ1=244δ(Ξl(0,tm+1)8+δ12θ04δ24θ1),(15)

and

(16) θN+1=244δ(Ξr(2,tm+1)4δ24θN18+δ12θN).(16)

The equations in EquationEquation (14Equation16) give an (N+1)×(N+1) linear system of equations.

(17) =K,(17)

where  Z=(znm)  is an (N+1)-dimensional matrix whose entries are defined as follows:

znm={r0c2(8+δ4δ)r0,n=m=0,r0+r0,n=0, m=1,rn,n=m+1, m=0,1,,N2,rnc,n=m, m=1,2,,N1,rn+,n=m1, m=2,3,,N,rNrN+,n=N, m=N1,rNc2(8+δ4δ)rN+,n=m=N,0,|nm|>1.

and

K=(R0(244δ)r0Ξl(0,tm+1)R1RN1RN(244δ)rN+Ξr(2,tm+1)),θ=(θ0θ1θN1θN).

It is clear that for sufficiently small  h  values, matrix  Z  is strictly diagonally dominant and thus non-singular. Hence, we can solve the system in EquationEquation (17) and then plug the values into EquationEquation (9) to get the required approximate solution.

4. Uniform convergence analysis

This section demonstrates the ɛ-uniform convergence of the proposed method in the spatial direction.

Lemma 4.1.

The extended cubic B-splines  {Pn(s)}1N+1  defined in EquationEquation (8) satisfy:

n=1N+1|Pn(s,δ)|74,s{(0,1)(1,2)}.

Proof.

Clearly,

|n=1N+1Pn(s,δ)|n=1N+1|Pn(s,δ)|

Since the extended cubic B-spline Pn(s,δ) is non-zero at only three nodal points, from Table , we have

n=1N+1|Pn(sn,δ)|=|Pn1(sn,δ)|+|Pn(sn,δ)| +|Pn+1(sn,δ)|=4δ24+8+δ12+4δ24=1<74.

From Table , for sn1ssn, we have

|Pn1(s,δ)|8+δ12,|Pn(s,δ)|8+δ12,|Pn+1(s,δ)|4δ24,|Pn2(s,δ)|4δ24.

Now,

n=1N+1|Pn(s,δ)|=|Pn1(s,δ)|+|Pn(s,δ)|+|Pn+1(s,δ)|=20+δ1274,becauseδ[8,1].

This completes the proof.

Lemma 4.2.

For a fixed number of mesh numbers N, and for ε0, it holds

limε0max1nN1exp(υsnε)εp=0andlimε0max1nN1exp(υ(2sn)ε)εp=0,∀pZ+,

where sn=nh,  n=1,2,,N1.

Proof.

On the discrete domain ΩsN, for the interior grid points, we have

 max1nN1exp(υsnε)εpexp(υs1ε)εp=exp(υhε)εp,and max1nN1exp(υ(2sn)ε)εpexp(υ(2sN1)ε)εp=exp(υhε)εp,

because s1=h  and  2sN1=h.

Let ξ=1ε, then we have

limε0exp(υhε)εp=limξξpexp(υ)

Now, using L’Hospital’s rule repeatedly, gives

limε0exp(υhε)εp=limξp!(υh)pexp(υ)=0.

This completes the proof.

Lemma 4.3.

Let S(s,δ) be an extended cubic B-spline collocation approximation from the space of extended B-spline ϕ3(Ω) to the solution of Wm+1(s). If GC2[0,2], then the parameter uniform error estimate satisfies the bound

sup0<ε1max0nN|Wm+1(sn)S(sn,δ)|Ch,

where C is a positive constant independent of  ε and N.

Proof.

Let Y(s) be the unique cubic spline interpolate from ϕ3(Ω¯N) to the solution Wm+1(sn) of the EquationEquation (4) which is given by:

(18) Y(s)=n=1N+1θ^nPn(s,δ).(18)

It follows from the estimate of (Hall, Citation1968) that the standard cubic spline interpolation error estimate holds, for s[sn1,sn],

(19) Dl(Wm+1(s)Y(s))γld4Wm+1(s)ds4h4l,l=0,1,2,(19)

where γl are constants independent of h and ɛ.

Let LN,MY(sn)=R^(sn)  for n=0,1,,N  with boundary conditions Y(0)=Ξl(0,tm+1)  and  Y(2)=Ξr(2,tm+1) . Then

(20) LN,M(Wm+1(sn)Y(sn))=Gm+1(sn)LN,MY(sn)|(σn(ρ)ε)|d2Wm+1ds2(sn) +(σn(ρ)γ2h2+υγ1h3 +μγ0h4)d4Wm+1ds4(sn)(20)

By considering N is fixed and taking the limit for ε0, we get:

(21) limε0(σn(ρ)ε) =limε0(υ(sn)h2+δcoth(υ(sn)h2ε)ε) =C(h2ε+h).(21)

Substituting EquationEquation (21) into EquationEquation (20) and using the fact that h2ε+hh2h3h4, gives

LN,M(Wm+1(sn)Y(sn))C1(h2ε+h)[d2Wm+1ds2(sn)+d4Wm+1ds4(sn)],

where C1 is independent of ε,h.

By using the bounds for the derivatives of the solution in Lemma 3.5 and applying the results of Lemma 4.2, for ε0, we obtain

(22) LN,MWm+1(sn)LN,MY(sn)Ch.(22)

Thus, we have that

(23) LN,MS(sn,δ)LN,MY(sn)Ch.(23)

Now,  LN,M(Wm+1(sn)Y(sn))  gives a linear system

(24) Z(θθ^)=(KK^),(24)

where

θθ^=(θ0θ^0θ1θ^1θNθ^N)and KK^=(R(s0)R^(s0)R(s1)R^(s1)R(sN)R^(sN)).

From EquationEquation (23), we get

(25) KK^Ch.(25)

For δ>2 and sufficiently large N, the matrix Z is strictly diagonally dominant and thus non-singular. Hence, from the estimate in (Varah, Citation1975), we get

(26) Z1Ch2.(26)

Combining the results in EquationEquation (24-Equation26), we obtain

(27) θθ^Ch.(27)

Let  e=(e0, e1, ,eN)T, where  en=θnθ^n. Using EquationEquation (24), we get

(28) e=Z1(KK^)(28)

Using EquationEquation (25,Equation26), we obtain

(29) |θnθ^n|Ch,  0nN.(29)

Using the boundary conditions we have the following estimates

(30) |θ1θ^1|Ch and |θN+1θ^N+1|Ch.(30)

Hence,

(31) max1nN+1|θnθ^n|Ch.(31)

Therefore, from the above inequality, we obtain

(32) |S(s,δ)Y(s)|=n=1N+1(θnθ^n)|Pn(s,δ)|(32)

Using EquationEquation 31 and Lemma 4.1, we obtain

(33) max1nN+1|S(sn,δ)Y(sn)|Ch.(33)

Hence, from the triangular inequality and the results in EquationEquation (23) and (Equation33), we obtain

(34) sup0<ε1max0nN|Wm+1(sn)S(sn,δ)|Ch.(34)

This completes the proof.

Theorem.

Let S(sn,δ) be the extended B-spline collocation approximation to the solution w(s,t) of the problem in EquationEquation (4) at (m+1)th time level of the fully discretized scheme after the temporal discretization. Then, the parameter-uniform error estimate of fully discrete scheme is given by

w(sn,tm+1)S(sn,δ)C(k+h),

where C is a constant independent of N and  ε.4.1

Proof.

From the triangular inequality, we have

w(sn,tm+1)S(sn,δ)=w(sn,tm+1)Wm+1(sn)+Wm+1(sn)S(sn,δ) w(sn,tm+1)Wm+1(sn) +Wm+1(sn)S(sn,δ)

The result of Lemma 3.4 and Lemma 4.3 proves this theorem.

5. Numerical results and discussion

To verify the theoretical findings produced by the suggested method, we looked at two model examples of singularly perturbed discontinuous coefficients in parabolic differential equations with a large negative shift in the space variable. The double mesh principle (Doolan et al., Citation1980) is used to determine the maximum point-wise error for the given examples because the exact solutions to these examples are unknown. The double-mesh principle is defined as follows:

EεN,M=maxn,m|Wn,mN,kWn,m2N,2M|,

where  Wn,mN,M  and  Wn,m2N,2M  are the numerical solutions obtained on the mesh  ΩN,M=ΩxN×ΩtM  and  Ω2N,2M=Ωx2N×Ωt2M, respectively. The ɛ-uniform absolute error (EN,M) is calculated by:

EN,M=maxε{EεN,M}.

The formula for calculating the parameter-uniform rate of convergence  (RN,M)  is:

RN,M=log2(EN,ME2N,2M)

Example 5.1.

Consider the following singularly perturbed problem (Ayele et al., Citation2022):

{εwss(s,t) +υ(s)ws(s,t)+w(s1,t)(s+3)w(s,t)wt(s,t)=f(s,t),w(s,0)=0,s[0,2],w(s,t)=0,(s,t)[1,0]×[0,2],w(2,t)=0,t[0,2],

where

υ(s)={es(s4),s[0,1],es+s,s(1,2]andf(s,t)={st,(s,t)[0,1]×[0,2],cos(πs2)t,(s,t)(1,2]×[0,2].

Example 5.2.

Consider the following singularly perturbed problem (Kaushik & Sharma, Citation2020):

{εwss(s,t) +υ(s)ws(s,t)+w(s1,t)3w(s,t)wt(s,t)=f(s,t),w(s,0)=0,s[0,2],w(s,t)=0,(s,t)[1,0]×[0,2],w(2,t)=0,t[0,2],

where

υ(s)={(4+s),s[0,1],(3+s2),s(1,2]andf(s,t)={1,(s,t)[0,1]×[0,2],1,(s,t)(1,2]×[0,2].

Example 5.3.

Consider the following singularly perturbed problem (Daba & Duressa, Citation2022):

{εwss(s,t) +υ(s)ws(s,t)+w(s1,t)s(2s)w(s,t)wt(s,t)=f(s,t),w(s,0)=sin(πs),s[0,2],w(s,t)=t2,(s,t)[1,0]×[0,2],w(2,t)=t3,t[0,2],

where

υ(s)={(2+s(2s)),s[0,1],(2+s(2s)),s(1,2]andf(s,t)={2(1+s2)t2,(s,t)[0,1]×[0,2],3(1+s2)t2,(s,t)(1,2]×[0,2].

The values of maximum point-wise absolute errors (EεN,M), parameter-uniform errors (EN,M), and parameter-uniform rate of convergence (RN,M) obtained by the suggested scheme for Examples 5.1, 5.2 and 5.3 are given in Tables (,,), respectively. The tables demonstrate that for each mesh interval N, the maximum point-wise absolute error becomes stable and uniform as ɛ gets closer to zero. This proves that the convergence of the suggested method is irrespective of the choice of perturbation parameter. Table also includes a comparison of numerical results obtained by the proposed scheme and results from (Ayele et al., Citation2022).

Table 2. Values of EεN,M, EN,M and RN,M for example 5.1 when δ = 0.99 and N = M

Table 3. Values of EεN,M, EN,M and RN,M for example 5.2 when δ = 0.99 and N = M

Table 4. Values of EεN,M, EN,M and RN,M for example 5.3 when δ = 0.99 and N = M

Table 5. Comparison of ɛ-uniform values using the proposed method for example 5.1 when δ = 0.99 and N = M

Solution profiles for Examples 5.1, 5.2 and 5.3 are shown in Figures , respectively. In Figure , we observe that the behavior of the numerical solution, and for very small values of ɛ, the problem under consideration exhibits an interior layer at s = 1. Figure also shows the log-log plot of the maximum point-wise absolute errors. It confirms the theoretical order of convergence of the suggested numerical scheme. According to the negative slope, the maximum point-wise absolute error decreases with increasing mesh point count. The convergence is parameter-uniform because this behavior is independent of the magnitude of the perturbation parameter applied. One of the primary findings that this paper claims to demonstrate is this.

Figure 1. Numerical solutions of example 5.1 for δ = 0.99 when N=M=26.

Figure 1. Numerical solutions of example 5.1 for δ = 0.99 when N=M=26.

Figure 2. Numerical solutions of example 5.2 for δ = 0.99 when N=M=26.

Figure 2. Numerical solutions of example 5.2 for δ = 0.99 when N=M=26.

Figure 3. Numerical solutions of example 5.3 for δ = 0.99 when N=M=26.

Figure 3. Numerical solutions of example 5.3 for δ = 0.99 when N=M=26.

Figure 4. Line graphs at t = 2 when δ = 0.99 and N=M=27.

Figure 4. Line graphs at t = 2 when δ = 0.99 and N=M=27.

Figure 5. The log-log plot of the maximum absolute errors.

Figure 5. The log-log plot of the maximum absolute errors.

6. Conclusions

A class of SPPDEs with turning point behavior across discontinuities and weak boundary layers is numerically solved in this article. The implicit Euler difference method for the temporal direction and the extended cubic B-spline scheme, containing a free parameter δ for the spatial direction, are used to formulate a parameter-uniform numerical method. The convergence analysis of the method revealed that it is of order O(k+h), preserving a parameter-uniform convergence. To demonstrate the viability of the suggested method, two examples are taken into consideration for numerical experimentation with different values of ε  and number of mesh points. The computational findings are presented in tables and figures. The method improves on the results of certain existing numerical methods in the literature.

Higher-dimensional singularly perturbed parabolic problems can readily be solved using the proposed approach. In subsequent work, we will attempt to broaden the application of the method to semi-linear and higher-dimensional SPPDEs with non-smooth data.

Acknowledgements

The authors would like to express their gratitude to the anonymous referees for their helpful suggestions that helped to improve the quality of this paper.

Disclosure statement

No potential conflict of interest was reported by the author(s).

Funding

This research received no specific funding from public, private, or non-profit funding agencies.

Additional information

Notes on contributors

Wondimagegnehu Simon Hailu

Wondimagegnehu Simon Hailu is a PhD candidate. He is currently employed as a lecturer of mathematics at Dilla University in Ethiopia. His research interest spans the areas of the development of the numerical methods for singularly perturbed ordinary and partial differential equations. He has more than 4 research articles published in various national and international journals.

Gemechis File Duressa

Gemechis File Duressa holds an M.Sc. from Addis Ababa University in Ethiopia and a Ph.D. from the National Institute of Technology in Warangal, India. He is currently employed as a full professor of mathematics and Director of the School of Graduate Studies at Jimma University in Ethiopia. He has over 184 research papers published in various national and international journals. He serves as a referee for several prestigious international journals. He is the research supervisor for Wondimagegnehu Simon Hailu.

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