SlideShare une entreprise Scribd logo
1  sur  11
Télécharger pour lire hors ligne
Mathematical Theory and Modeling                                                                          www.iiste.org
ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online)
Vol.2, No.11, 2012


  Special Second Order Non Symmetric Fitted Method for Singular
                      Perturbation Problems
                                        K. Phaneendra1* Y.N. Reddy2 Madhu Latha3
                  1. Department of Mathematics, Kakatiya Institute of Institute of Technology & Science,
                                                  Warangal-506015, India
                  2. Department of Mathematics, National Institute of Technology, Warangal-506004, India
                  3. Department of Mathematics, National Institute of Technology, Warangal-506004, India
                           * E-mail of the corresponding author: kollojuphaneendra@yahoo.co.in


Abstract
In this paper, we present a special second order non symmetric fitted difference method for solving singular
perturbed two point boundary value problems having boundary layer at one end. We introduce a fitting factor in the
special second order non symmetric finite difference scheme which takes care of the rapid changes occur that in the
boundary layer. The value of this fitting factor is obtained from the theory of singular perturbations. The discrete
invariant imbedding algorithm is used to solve the tridiagonal system obtained by the method. We discuss the
existence and uniqueness of the discrete problem along with stability estimates and the convergence of the method.
We present the maximum absolute errors in numerical results to illustrate the proposed method.
Keywords: Singularly perturbed two-point boundary value problem, Boundary layer, Fitting factor, Maximum
absolute error


1. Introduction
During the last few years much progress has been made in the theory and in the computer implementation of the
numerical treatment of singular perturbation problems. Typically, these problems arise very frequently in fluid
mechanics, fluid dynamics, chemical reactor theory, elasticity, aero dynamics and other domains of the great world
of fluid motion. The solution of this type of problem has a narrow region in which the solution changes rapidly and
the outside solution changes smoothly. However, the area of singular perturbations is a field of increasing interest to
applied mathematicians. Much progress has been made recently in developing finite element methods for solving
singular perturbation problems. This type of problem was solved by Bellman (1964), Bender and Orszag (1978),
Eckhaus (1973), Kevorkian and Cole (1981), Nayfeh (1973), O’Malley (1974), Van Dyke (1974), and numerically
by Ascher and Weis (1984), Kadalbajoo, Reddy (1989) and Kadalbajoo and Patidar (2003), Lin and Su (1989), Roos
(1986), Vulanovic (1991). It is well known that standard discretization methods for solving singular perturbation
problems are unstable and fail to give accurate results when the perturbation parameter ε is small. Therefore, it is
important to develop suitable numerical methods for these problems, whose accuracy does not depend on parameter
ε as presented in Doolan et al. (1980). The fitted technique is one such tool to reach these goals in an optimum way.
There are two possibilities to obtain small truncation error inside the boundary layer(s). The first is to choose a fine
mesh there, whereas the second one is to choose a difference formula reflecting the behaviour of the solution(s)
inside the boundary layer(s). Present work deals with the second approach. In this paper, we have presented a special
second order non symmetric fitted difference method for solving singularly perturbed problems. We introduce a
fitting factor in a special second order non symmetric finite difference scheme which takes care of the rapid changes
occur that in the boundary layer. This fitting factor is obtained from the theory of singular perturbations. The discrete
invariant imbedding algorithm is used to solve the tridiagonal system. The existence and uniqueness of the discrete
problem along with stability estimates are discussed. We have discussed the convergence of the method. Maximum
absolute errors in numerical results are presented to illustrate the proposed method.


2. Description of the method
2.1 Left-End Boundary Layer Problems

                                                           17
Mathematical Theory and Modeling                                                                                                          www.iiste.org
ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online)
Vol.2, No.11, 2012

Consider a linearly singularly perturbed two point boundary value problem of the form:
                εy ′′( x) + a( x) y ′( x) + b( x) y ( x) = f ( x) , x ∈ [0,1]
          (1)
with the boundary conditions            y (0 ) = α                                                                                      (2a)
                and y (1) = β                                                         (2b)
where ε is a small positive parameter ( 0 < ε << 1 ) and α , β are given constants. We assume that a(x), b(x) and f(x)
are sufficiently smooth functions and such that (1) with (2) has a unique solution in [0, 1]. Further more, we assume
that b(x) ≤ 0, a(x) ≥ M > 0 throughout the interval [0, 1], where M is some positive constant. This assumption implies
that boundary layer exists in the neighborhood of x = 0.
From the theory of singular perturbation s it is known that the solution of (1) - (2) is of the form
                                                       x
                                                            a ( x ) b( x ) 
                     a(0)                              ∫
                                                        
                                                              ε
                                                                    −       dx
                                                                      a( x) 
                                                                            
 y ( x) = y 0 ( x) +       (α − y 0 (0))e 0                                       + O(ε )                                   (3)
                     a( x)
where y0 ( x) is the solution of a ( x) y 0 ( x) + b( x) y 0 ( x) = f ( x) , y 0 (1) = β
                                          ′                                              (4)
By taking Taylor’s series expansion for a(x) and b(x) about the point ‘0’ and restricting to their first terms, (3)
becomes,
                                                  a (0) b (0) 
                                                −
                                                  ε − a (0)  x
                                                               
   y ( x) = y 0 ( x) + (α − y 0 (0))e                         
                                                                       + O(ε )                                        (5)
Now we divide the interval [0, 1] into N equal parts with constant mesh length h. Let 0= x1 , x 2 ,.......x N =1 be the
mesh points. Then we have x i = ih : i = 0, 1, 2, … , N.
                                                                                       a (0) b (0) 
                                                                                     −
                                                                                       ε − a ( 0 )  ih
                                                                                                    
From (5), we have y (ih) = y 0 (ih ) + (α − y 0 (0))e                                              
                                                                                                           + O(ε )
therefore
                                                      a 2 ( 0 ) −εb ( 0 ) 
                                                    −                      iρ
                                                            a (0)         
lim y (ih) = y 0 (0) + (α − y 0 (0))e                                     
                                                                                                                     (6)
h →0

                  h
where ρ =             .
                  ε
From finite differences, we have
                                             h 2 ( 4) 
 y i −1 − 2 y i + y i +1 = h 2  y i′′ +
                                                 y i  + O(h 6 )
                                                                                                                                 (7)
                                             12          
                                                4
                                              h
 y i′′−1 − 2 y i′′ + y i′′+1 = h 2 y i( 4 ) +     y i( 6 ) + ........................
                                              12
Substituting h 2 yi( 4) from the above equation in (7), we have
                            h2
 y i −1 − 2 y i + y i +1 =        ( y i′′−1 + 10 y i′′ + y i′′+1 ) + O(h 6 )
                            12
                                           (8)
Now from the equation (1), we have
εy i′′+1 = −a i +1 y i′+! − bi +1 y i +1 + f i +1
                       *



εy i′′ = −a i y i′ − bi y i + f i

εy i′′−1 = −a i −1 y i′−! − bi −1 y i −1 + f i −1
                       *


                                                             (9) where we approximate yi′* 1 and yi′* 1 using non symmetric finite differences
                                                                                         +          −




                                                                                                  18
Mathematical Theory and Modeling                                                                                                www.iiste.org
ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online)
Vol.2, No.11, 2012

           y i −1 − 4 y i + 3 y i +1
y i′+1 =
    *
                                     − hy i′′ + O (h 2 )
                     2h
         y i +1 − y i −1
y i′ =                   + O(h 2 )
               2h
       − 3 y i −1 + 4 y i − y i +1
y i′−1 =
    *
                                   + hy i′′ + O (h 2 )
                   2h
                         (10)
Substituting (9) and (10) in (8) and simplifying we get
    ha          ha  y − 2 y i + y i +1  a i −1                                     10a i
 ε + i −1 − i +1  i −1
                                   2           24h (− 3 y i −1 + 4 y i − y i +1 ) + 24h ( y i +1 − y i −1 )
                                                 +
     12          12              h            
  a i +1                                b             10b     b             ( f + 10 f i + f i +1 )
+        ( y i −1 − 4 y i + 3 y i +1 ) + i −1 y i −1 + i y i + i +1 y i +1 = i −1
  24h                                    12            12      12                  12
Now introducing the fitting factor σ ( ρ ) in the above scheme
           ha     ha              y i −1 − 2 y i + y i +1    a i −1                              10a i
 σ ( ρ )ε + i −1 − i +1
                                 
                                                              24h (− 3 y i −1 + 4 y i − y i +1 ) + 24h ( y i +1 − y i −1 )
                                                               +
            12     12                      h2               
                                                                                                                       (11)
    a i +1                                  bi −1          10bi      bi +1           ( f i −1 + 10 f i + f i +1 )
+           ( y i −1 − 4 y i + 3 y i +1 ) +       y i −1 +      yi +        y i +1 =
    24h                                      12             12       12                          12
The fitting factor σ ( ρ ) is to be determined in such a way that the solution of (11) converges uniformly to the
solution of (1)-(2). Multiplying (11) by h and taking the limit as h → 0 , and by using equation (6), we get

σ =ρ
            a (0)
                     coth
                          (                  )
                           a 2 (0) − εb(0) ρ 
                                                      
               2                    2 a ( 0)         
                                                     
                                                          (12)
which is a constant fitting factor.
The tridiagonal system of the equation (11) is given by
 E i y i −1 − Fi y i + Gi y i +1 = H i , for i = 1,2,…,N-1                                                        (13)
where
            1            ha          ha  3a                b     10a i a i +1
 E j = 2  εσ + i −1 − i +1  − i −1 + i −1 −
                                                                         +
           h               12          12  24h 12 24h 24h

         2           ha     ha  4a          10bi 4a i +1
Fj =             εσ + i −1 − i +1  − i −1 −
                                                 +
         h2           12     12  24h
                                              12   24h

           1         ha     ha  a          b       10a i 3a i +1
Gj =             εσ + i −1 − i +1  − i −1 + i +1 +
                                                         +
           h2         12     12  24h 12
                                                    24h 24h

Hj =
      1
        ( f i −1 + 10 f i + f i +1 )
     12
where σ is given by (12). We solve this tridiagonal system by the discrete invariant imbedding algorithm.
2.2 Right-end boundary layer problem
Finally, we discuss our method for singularly perturbed two point boundary value problems with right-end boundary
layer of the underlying interval. To be specific, we consider a class of singular perturbation problem of the form:
εy ′′( x) + a( x) y ′( x) + b( x) y ( x) = f ( x) , x ∈[0, 1]
            (14)
with y(0)=α
                                                          (15a)
and y(1)= β                                                                                                    (15b)

                                                                                  19
Mathematical Theory and Modeling                                                                                                        www.iiste.org
ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online)
Vol.2, No.11, 2012

where ε is a small positive parameter (0 < ε <<1) and α, β are known constants. We assume that a(x), b(x) and f(x)
are sufficiently smooth functions in [0, 1]. We assume that a(x) ≤ M < 0 throughout the interval [0, 1], where M is
some negative constant. This assumption merely implies that the boundary layer will be in the neighborhood of x =1.
From the theory of singular perturbations the solution of (14)-(15) is of the form
                                              1
                                                   a ( x) b( x) 
                      a(1)                     ∫  ε a( x) 
                                                 
                                                         −
                                                           
                                                                  dx

y ( x ) = y 0 ( x) +          ( β − y 0 (1)) e x             + O(ε )
                      a ( x)
             (16)
where y0 ( x) is the solution of
         ′
a ( x) y 0 ( x) + b( x) y 0 ( x) = f ( x) , y 0 (0) = α .
                         (17)
By taking the Taylor’s series expansion for a(x) and b(x) about the point ‘1’ and restricting to their first terms, (16)
                                                        a (1) b (1) 
                                                       
                                                             −       (1− x )
                                                                     
becomes y ( x) = y 0 ( x) + ( β − y 0 (1)) e  ε a (1)  + O (ε )                                                                            (18)
Now we divide the interval [0, 1] into N equal parts with constant mesh length h.
Let 0= x1, x2 ,.......xN =1 be the mesh points. Then we have xi = ih : i = 0, 1, 2, … , N.
                                                                                  a (1) b (1) 
                                                                                  ε − a (1)  (1− ih )
                                                                                              
From (18), we have y (ih) = y 0 (ih) + ( β − y 0 (1)) e                                       
                                                                                                          + O (ε ) .
                                                                  a 2 (1) −εb (1)   1
                                                                                    − iρ 
                                                                                            
                                                                       a (1)       ε     
Therefore lim y (ih) = y 0 (0) + ( β − y 0 (1)) e                                 
                  h →0
       (19)
         h
where ρ = .
                  ε

Proceeding as in the left-end boundary layer problem, we get the fitting factor as σ = ρ
                                                                                                                        a(0)
                                                                                                                             coth
                                                                                                                                   (              )
                                                                                                                                  a 2 (1) − εb(1) ρ 
                                                                                                                                                     
                                                                                                                         2              2a(1)       
                                                                                                                                                    
which is a constant fitting factor. The tridiagonal system of the equation (11) is given by (13) where Ei , Fi , Gi and
H i are same as given in left-end boundary layer.
3. Stability and convergence analysis
Theorem 1. Under the assumptions ε > 0 , a ( x) ≥ M > 0 and b(x) < 0, ∀x ∈ [0, 1] , the solution to the system of the
difference equations (13), together with the given boundary conditions exists, is unique and satisfies
 y h , ∞ ≤ 2 M −1 f h , ∞ + ( α + β )
where ⋅    h ,∞
                  is the discrete l ∞ − norm, given by x                          h ,∞
                                                                                         = max { xi }.
                                                                                           0≤i≤ N

Proof. Let Lh (.) denote the difference operator on left hand side of Eq. (13) and wi be any mesh function satisfying
L h ( wi ) = f i
By rearranging the difference scheme (13) and using non-negativity of the coefficients
E i , Fi and Gi , we obtain Fi wi ≤ H i + E i wi −1 + Gi wi +1
Now using the assumption ε >0 and a i ≥ M , the definition of l∞ -norm and manipulating the above inequality, we
get

     (w i +1   − 2 wi + wi −1   )       M  − wi +1 + 4 wi − 3 wi −1
                                           
                                                                                          bi −1
                                                                                         +          10bi     b
σε                                  +                                                            w +      wi + i +1 wi +1
                      h   2
                                        12 
                                                      2h                                 12 i −1
                                                                                                     12       12
                                                                                                                                             (20)
  10M ( wi +1 − wi −1 ) M  3 wi +1 − 4 wi + wi −1
                            
                                                                             
                                                                              + Hi ≥ 0
+                      +
   12        2h          12 
                                     2h                                     
                                                                             


                                                                                              20
Mathematical Theory and Modeling                                                                                                    www.iiste.org
ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online)
Vol.2, No.11, 2012

To prove the uniqueness and existence, let {u i }, {v i } be two sets of solution of the difference equation (13) satisfying
boundary conditions. Then wi = u i − v i satisfies Lh ( wi ) = f i where f i = 0 and w0 = wN = 0.
Summing (20) over i = 1, 2, ……, N-1, we obtain
        w1      w N −1            w1           3 w N −1    1 N −1
− σε 2 − σε        2
                       + a h ,∞       + a h ,∞          +     ∑ bi −1 wi −1 +
        h        h               24h             24h      12 i =1
                                                                                                          (21)
10 N −1        1 N −1             10 M         10M              3M           M           N −1
    ∑ bi wi +     ∑ bi +1 wi +1 −       w1 −          wN −2 −        w1 −       w N −1 + ∑ H i ≥ 0
12 i =1       12 i =1              24h          24h             24h         24h          i =1

Since ε > 0, a h, ∞ ≥ 0, bi < 0 and wi ≥ 0 ∀i, i = 1,2,......, N − 1, therefore for inequality (21) to hold, we must have
wi = 0 ∀i, i = 1,2,.....N − 1 .
This implies the uniqueness of the solution of the tridiagonal system of difference equations (13). For linear
equations, the existence is implied by uniqueness. Now to establish the estimate, let wi = y i − l i ,
where y i satisfies difference equations (13), the boundary conditions and l i = (1 − ih )α + (ih )β ,
then w0 = w N = 0, and wi , i = 1,2,...N − 1
L h ( wi ) = f i
Now let wn = w                   h ,∞
                                         ≥ wi , i = 0,1,......., N .
Then summing (20) from i = n to N-1 and using the assumption on a(x), which gives
     ( wn − wn−1 )      w N −1   M  3 w N −1 + wn − 3 wn −1  1 N −1
                                                            +
− σε               − σε        +                                      b w +
          h 2
                         h 2
                                 12            2h            12 i∑ i −1 i −1
                                                                   =n
                                                            

10 N −1        1 N −1             10M  w N −1 − wn − wn −1
                                      
                                                                                                   
                                                                                                   
    ∑ bi wi +     ∑ bi +1 wi +1 +                                                                                                        (22)
12 i = n      12 i = n             12 
                                                2h                                                
                                                                                                   

     M  − w N −1 − 3 wn + wn −1
        
                                 N −1
                                 + ∑ Hi ≥ 0
+
        
     12            2h           i =n
                                
Inequality (22), together with the condition on b(x) implies that
 M          N −1       N
      wn ≤ h ∑ f i ≤ h ∑ f i ≤ f h, ∞ ,
  2          i=n      i=0
i.e., we have
                           w n ≤ 2 M −1 f                  h,∞                                             (23)
Also, we have y i = wi + l i
 y    h, ∞
              = max { y i         }      ≤ w       h ,∞
                                                          + l    h, ∞
                                                                        ≤ wn + l   h ,∞
                                                                                          .
                0 ≤i ≤ N
        (24)
Now to complete the estimate, we have to find out the bound on li
 l   h ,∞
             = max { l i       } ≤ max { (1 − ih ) α + ih β }                      ≤ max { (1 − ih ) α + (ih ) β }, i.e., we have
               0 ≤i ≤ N                 0 ≤i ≤ N                                     0 ≤i ≤ N

 l     h, ∞
              ≤ α + β.
                             (25)
From Eqs. (23) – (25), we obtain the estimate y                                    h ,∞
                                                                                              ≤ 2 M −1 f   h ,∞
                                                                                                                  + (α + β ) .
This theorem implies that the solution to the system of the difference equations (18) are uniformly bounded,
independent of mesh size h and the perturbation parameter ε . Thus the scheme is stable for all step sizes.
Corollary 1. Under the conditions for theorem 1, the error ei = y ( x i ) − y i between the solution y(x) of the continues
problem and the solution                           y i of the discretized problem, with boundary conditions, satisfies the estimate
 e   h,∞
              ≤ 2M    −1
                           τ   h ,∞
                                      , where

                                                                                                  21
Mathematical Theory and Modeling                                                                                                                          www.iiste.org
ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online)
Vol.2, No.11, 2012

                           σh 2ε 2 ( 4)                        ah 2 (3)                         10ah 2 ( 3)                        ah 2 (3)    
τi ≤        max                    y ( x )  + max                   y ( x )  + max                     y ( x)  + max                    y ( x) 
        xi −1 ≤ x ≤ xi +1    12                xi −1 ≤ x ≤ xi +1 72               xi −1 ≤ x ≤ xi +1    72             xi −1 ≤ x ≤ xi +1   72
                                                                                                                                               
Proof. Truncation error τ i in the difference scheme is given by
          y − y i + y i −1          a  − 3 y i −1 + 4 y i − y i +1                    10a i                          y i +1 − y i −1        
τ i = σε  i +1 2
                             − y i′′ + i −1 
                                                                      + hy i′′ − y i′−1  +
                                                                                           12                            
                                                                                                                                           − y i′ 
                                                                                                                                                   
               h                    12             2h                                                                      2h               

    a i +1    y i −1 − 4 y i + 3 y i +1                   
+            
                                        − hy i′′ − y i′+1 
                                                           
    12                  2h                                
                  σh 2ε 2 ( 4)                        ah 2 (3)                         10ah 2 ( 3)                        ah 2 (3)    
τi ≤         max          y ( x )  + max                   y ( x )  + max                     y ( x)  + max                    y ( x)                  (26)
        xi −1 ≤ x ≤ xi +1             xi −1 ≤ x ≤ xi +1 72               xi −1 ≤ x ≤ xi +1                   xi −1 ≤ x ≤ xi +1
                  12                                                                    72                                72          
One can easily show that the error ei , satisfies
Lh (e( x i ) ) = Lh ( y ( x i ) ) − Lh ( y i ) = τ i , i = 1,2,..., N − 1
And e 0 = e N = 0 .
Then Theorem 1 implies that
 e h , ∞ ≤ 2 M −1 τ h , ∞ .
                                       (27)
The estimate (26) establishes the convergence of the difference scheme for the fixed values of the parameter ε .
Theorem 2. Under the assumptions ε > 0 , a( x) ≤ M < 0 and b(x)< 0, ∀x ∈ [0, 1] , the solution to the system of the
difference equations (13), together with the given boundary conditions exists, is unique and satisfies
                   y h ,∞ ≤ 2M −1 f h ,∞ + (α + β ) .
The proof of estimate can be done on similar lines as we did in theorem 1.
4. Numerical Examples

To demonstrate the applicability of the method we have applied the method to three linear singular perturbation
problems with left-end boundary layer and two linear singular perturbation problems with right-end boundary layer.
These examples have been chosen because they have been widely discussed in literature and because approximate
solutions are available for comparison. The numerical solutions are compared with the exact solutions and maximum
absolute errors with and without fitting factor are presented to support the given method.
Example 1. Consider the following homogeneous singular perturbation problem from Bender and Orszag [4]
εy′′( x) + y′( x) − y ( x) = 0 , x∈[0,1] with y(0) = 1 and y(1) = 1.

Clearly this problem has a boundary layer at x = 0 i.e., at the left end of the underlying interval.
The exact solution is given by
          [(e m2 − 1)e m1x + (1 − e m1 )e m2 x ]
 y ( x) =                                        where m1 = (−1 + 1 + 4ε ) /( 2ε ) and m 2 = (−1 − 1 + 4ε ) /(2ε )
                     [e m2 − e m1 ]
The maximum absolute errors are presented in table 1 for different values of ε with and without fitting factor.
Example 2. Now consider the following non-homogeneous singular perturbation problem from fluid dynamics for
fluid of small viscosity εy′′( x) + y′( x) = 1 + 2 x ; x∈[0,1] with y(0)=0 and y(1)=1. The exact solution is given by
                                    ( 2ε − 1)(1 − e − x / ε )
y ( x) = x( x + 1 − 2ε ) +                                      . The maximum absolute errors are presented in table 2 for different values
                                          (1 − e −1 / ε )
of ε with and without fitting factor.
Example 3. Finally we consider the following variable coefficient singular perturbation problem from Kevorkian
                      x        1
and Cole [3] εy ′′ + 1 −  y ′ − y = 0 , x∈[0,1] with y(0)=0 and y(1)=1.
                      2        2
We have chosen to use uniformly valid approximation (which is obtained by the method given by Nayfeh [2] as our



                                                                                       22
Mathematical Theory and Modeling                                                                                www.iiste.org
ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online)
Vol.2, No.11, 2012

                                           x− x2 / 4 
                                         −           
                                  1       1  ε 
‘exact’ solution: y ( x) =              − e           
                               2−x 2
The maximum absolute errors are presented in table 3 for different values of ε with and without fitting factor.
Example 4. Consider the following singular perturbation problem εy′′( x) − y′( x) = 0 ; x ∈[0,1]
with y(0) = 1 and y(1) = 0. Clearly, this problem has a boundary layer at x=1. i.e., at the right end of the underlying
interval.

The exact solution is given by y ( x) =
                                                 (            )
                                                   e ( x −1) / ε − 1
                                                     (    )
                                                    e −1 / ε − 1
                                                                     . The maximum absolute errors are presented in table 4 for

different values of ε with and without fitting factor.
Example 5. Now we consider the following singular perturbation problem
    εy′′( x) − y′( x) − (1 + ε ) y ( x) = 0 , x∈[0,1] with y(0) = 1+exp(-(1+ε)/ε) and y(1) =1+1/e.
The exact solution is given by y(x) = exp(1 + ε )( x − 1) / ε + exp(− x)
The maximum absolute errors are presented in table 5 for different values of ε with and without fitting factor.

5. Discussions and conclusions
We have described a special second order fitted difference method for solving singularly perturbed two point
boundary value problems. We have introduced a fitting factor in a special second order finite difference scheme
which takes care of the rapid changes occur that in the boundary layer. This fitting factor is obtained from the theory
of singular perturbations. Thomas algorithm is used to solve the tridiagonal system of the fitted method. The
existence and uniqueness of the discrete problem along with stability estimates are discussed. We have presented
maximum absolute errors for the standard examples chosen from the literature and also presented maximum absolute
errors for the some of the examples with and without fitting factor to show the efficiency of the method when
ε << h . The computational rate of convergence is also obtained by using the double mesh principle [4] defined
below.
Let Z h = max y h − y h / 2 , j = 0, 1, 2, ….., N-1 where y h is the computed solution on the mesh x j
             j
                j     j                                     j                                         { }   N
                                                                                                            0
                                                                                                                at the nodal

point x j where x j = x j −1 + h, j = 1,2,.....N and y h / 2 is the computed solution at the nodal point x j on the mesh
                                                       j

{x } 2N
   j 0    where x j = x j −1 + h / 2, j = 1(1)2 N . In the same way we can define Z h / 2 by replacing h by h/2 and N by

2N i.e., Z h / 2 = max y h / 2 − y h / 4 , j= 0, 1, 2, ….., 2N-1.
                         j         j
                     j

                                                          log Z h − log Z h / 2
The computed order of convergence is defined as Order =                         .                  We have taken h = 2 −3
                                                                log(2)
for finding the computed order of convergence and results are shown in Table 6.

References
Ascher, U. & Weis, R. (1984), “Collocation for singular perturbation problem III: Non-linear problems without
turning points”, SIAM J. Sci. Stat. Comput. 5, 811-829.
Bellman, R. (1964), “Perturbation Techniques in Mathematics, Physics and Engineering”, New York, Holt, Rinehart,
Winston.
Bender, C.M., & Orszag, S.A. (1978), “Advanced Mathematical Methods for Scientists and Engineers”, New York,
Mc. Graw-Hill.
Doolan, E.P., Miller, J.J.H. & Schilders, W.H.A. (1980), “Uniform numerical methods for problems with initial and
boundary layers”, Dublin, Boole Press.
Eckhaus, W. (1973). Matched Asymptotic Expansions and Singular Perturbations, Amsterdam, Holland: North
Holland Publishing company.
Kadalbajoo, M. K and Reddy, Y. N. (1989), “Asymptotic and Numerical Analysis of singular perturbation problems:
A Survey”, Applied Mathematics and computation 30, 223-259.
Kadalbajoo, M. K. and Patidar, K.C. (2003), “Exponentially Fitted Spline in compression for the Numerical Solution
of Singular Perturbation Problems”, Computers and Mathematics with Application 46, 751-767.


                                                                    23
Mathematical Theory and Modeling                                                                     www.iiste.org
ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online)
Vol.2, No.11, 2012

Kevorkian, J., & Cole, J. D. (1981), “Perturbation Methods in Applied Mathematics”, New York, Springer-Verlag.
Lin, P. and Su, Y. (1989), “Numerical solution of quasilinear singularly perturbed ordinary differential equation
without turning points”, App. Math. Mech. 10, 1005-1010.
Nayfeh, A. H. (1973), “Perturbation Methods”, New York, Wiley.
O’ Malley, R.E. (1974), “Introduction to Singular Perturbations”, New York, Academic Press.
Roos, H.G. (1986), “A second order monotone upwind scheme”, Computing 36, 57-67.
Van Dyke, M. (1974), “Perturbation Methods in Fluid Mechanics”, Stanford, California, Parabolic Press.
Vulanovic, R. (1991), “A second order numerical method for nonlinear singular perturbation problems without
turning points”, Zh. Vychisl. Mat. Mat. Fiz. 31, 522-532.

Dr. K. Phaneendra He born at Nalgonda village in 28-08-1975. He completed his post graduation in M.Sc. Applied
Mathematics and Ph.D. in Numerical Analysis from National Institute of Technology, Warangal, India. He published
18 research articles in various International Journals. Presently, he is working as a senior assistant professor in
mathematics at K.I.T.S., Warangal.
Pro. Y.N.Reddy He completed his post graduation in M.Sc. Applied Mathematics from Regional Engineering
College, Warangal and Ph.D. in Numerical Analysis from IIT, Kanpur, India. He published 58 research articles in
various International Journals. He awarded 6 Ph.D.’s and one post doctorate under his supervision. Presently, he is
working as a professor in mathematics at N.I.T.., Warangal
K. Madhu Latha She born at Warangal. She completed her post graduation in M.Sc. Applied Mathematics from
National Institute of Technology, Warangal, India. She is perusing Ph.D. in Numerical Analysis under the supervision
of Prof. Y.N. Reddy, at N.I.T. Warangal.




                                                        24
Mathematical Theory and Modeling                      www.iiste.org
ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online)
Vol.2, No.11, 2012




                                                 25
Mathematical Theory and Modeling                      www.iiste.org
ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online)
Vol.2, No.11, 2012




                                                 26
This academic article was published by The International Institute for Science,
Technology and Education (IISTE). The IISTE is a pioneer in the Open Access
Publishing service based in the U.S. and Europe. The aim of the institute is
Accelerating Global Knowledge Sharing.

More information about the publisher can be found in the IISTE’s homepage:
http://www.iiste.org


                               CALL FOR PAPERS

The IISTE is currently hosting more than 30 peer-reviewed academic journals and
collaborating with academic institutions around the world. There’s no deadline for
submission. Prospective authors of IISTE journals can find the submission
instruction on the following page: http://www.iiste.org/Journals/

The IISTE editorial team promises to the review and publish all the qualified
submissions in a fast manner. All the journals articles are available online to the
readers all over the world without financial, legal, or technical barriers other than
those inseparable from gaining access to the internet itself. Printed version of the
journals is also available upon request of readers and authors.

IISTE Knowledge Sharing Partners

EBSCO, Index Copernicus, Ulrich's Periodicals Directory, JournalTOCS, PKP Open
Archives Harvester, Bielefeld Academic Search Engine, Elektronische
Zeitschriftenbibliothek EZB, Open J-Gate, OCLC WorldCat, Universe Digtial
Library , NewJour, Google Scholar

Contenu connexe

Tendances

11.homotopy perturbation and elzaki transform for solving nonlinear partial d...
11.homotopy perturbation and elzaki transform for solving nonlinear partial d...11.homotopy perturbation and elzaki transform for solving nonlinear partial d...
11.homotopy perturbation and elzaki transform for solving nonlinear partial d...Alexander Decker
 
Homotopy perturbation and elzaki transform for solving nonlinear partial diff...
Homotopy perturbation and elzaki transform for solving nonlinear partial diff...Homotopy perturbation and elzaki transform for solving nonlinear partial diff...
Homotopy perturbation and elzaki transform for solving nonlinear partial diff...Alexander Decker
 
Datamining 6th Svm
Datamining 6th SvmDatamining 6th Svm
Datamining 6th Svmsesejun
 
Initial value problems
Initial value problemsInitial value problems
Initial value problemsAli Jan Hasan
 
Week 3 [compatibility mode]
Week 3 [compatibility mode]Week 3 [compatibility mode]
Week 3 [compatibility mode]Hazrul156
 
Numerical Methods - Oridnary Differential Equations - 1
Numerical Methods - Oridnary Differential Equations - 1Numerical Methods - Oridnary Differential Equations - 1
Numerical Methods - Oridnary Differential Equations - 1Dr. Nirav Vyas
 
11.fixed point theorem of discontinuity and weak compatibility in non complet...
11.fixed point theorem of discontinuity and weak compatibility in non complet...11.fixed point theorem of discontinuity and weak compatibility in non complet...
11.fixed point theorem of discontinuity and weak compatibility in non complet...Alexander Decker
 
Fixed point theorem of discontinuity and weak compatibility in non complete n...
Fixed point theorem of discontinuity and weak compatibility in non complete n...Fixed point theorem of discontinuity and weak compatibility in non complete n...
Fixed point theorem of discontinuity and weak compatibility in non complete n...Alexander Decker
 
Nonlinear Filtering and Path Integral Method (Paper Review)
Nonlinear Filtering and Path Integral Method (Paper Review)Nonlinear Filtering and Path Integral Method (Paper Review)
Nonlinear Filtering and Path Integral Method (Paper Review)Kohta Ishikawa
 
Low Complexity Regularization of Inverse Problems - Course #2 Recovery Guaran...
Low Complexity Regularization of Inverse Problems - Course #2 Recovery Guaran...Low Complexity Regularization of Inverse Problems - Course #2 Recovery Guaran...
Low Complexity Regularization of Inverse Problems - Course #2 Recovery Guaran...Gabriel Peyré
 
Low Complexity Regularization of Inverse Problems - Course #1 Inverse Problems
Low Complexity Regularization of Inverse Problems - Course #1 Inverse ProblemsLow Complexity Regularization of Inverse Problems - Course #1 Inverse Problems
Low Complexity Regularization of Inverse Problems - Course #1 Inverse ProblemsGabriel Peyré
 
L. Jonke - A Twisted Look on Kappa-Minkowski: U(1) Gauge Theory
L. Jonke - A Twisted Look on Kappa-Minkowski: U(1) Gauge TheoryL. Jonke - A Twisted Look on Kappa-Minkowski: U(1) Gauge Theory
L. Jonke - A Twisted Look on Kappa-Minkowski: U(1) Gauge TheorySEENET-MTP
 

Tendances (19)

Image denoising
Image denoisingImage denoising
Image denoising
 
11.homotopy perturbation and elzaki transform for solving nonlinear partial d...
11.homotopy perturbation and elzaki transform for solving nonlinear partial d...11.homotopy perturbation and elzaki transform for solving nonlinear partial d...
11.homotopy perturbation and elzaki transform for solving nonlinear partial d...
 
Homotopy perturbation and elzaki transform for solving nonlinear partial diff...
Homotopy perturbation and elzaki transform for solving nonlinear partial diff...Homotopy perturbation and elzaki transform for solving nonlinear partial diff...
Homotopy perturbation and elzaki transform for solving nonlinear partial diff...
 
Datamining 6th Svm
Datamining 6th SvmDatamining 6th Svm
Datamining 6th Svm
 
Linear (in)dependence
Linear (in)dependenceLinear (in)dependence
Linear (in)dependence
 
Initial value problems
Initial value problemsInitial value problems
Initial value problems
 
Gm2511821187
Gm2511821187Gm2511821187
Gm2511821187
 
Week 3 [compatibility mode]
Week 3 [compatibility mode]Week 3 [compatibility mode]
Week 3 [compatibility mode]
 
Numerical Methods - Oridnary Differential Equations - 1
Numerical Methods - Oridnary Differential Equations - 1Numerical Methods - Oridnary Differential Equations - 1
Numerical Methods - Oridnary Differential Equations - 1
 
Holographic Cotton Tensor
Holographic Cotton TensorHolographic Cotton Tensor
Holographic Cotton Tensor
 
Chapter 15
Chapter 15Chapter 15
Chapter 15
 
Day 01
Day 01Day 01
Day 01
 
YSC 2013
YSC 2013YSC 2013
YSC 2013
 
11.fixed point theorem of discontinuity and weak compatibility in non complet...
11.fixed point theorem of discontinuity and weak compatibility in non complet...11.fixed point theorem of discontinuity and weak compatibility in non complet...
11.fixed point theorem of discontinuity and weak compatibility in non complet...
 
Fixed point theorem of discontinuity and weak compatibility in non complete n...
Fixed point theorem of discontinuity and weak compatibility in non complete n...Fixed point theorem of discontinuity and weak compatibility in non complete n...
Fixed point theorem of discontinuity and weak compatibility in non complete n...
 
Nonlinear Filtering and Path Integral Method (Paper Review)
Nonlinear Filtering and Path Integral Method (Paper Review)Nonlinear Filtering and Path Integral Method (Paper Review)
Nonlinear Filtering and Path Integral Method (Paper Review)
 
Low Complexity Regularization of Inverse Problems - Course #2 Recovery Guaran...
Low Complexity Regularization of Inverse Problems - Course #2 Recovery Guaran...Low Complexity Regularization of Inverse Problems - Course #2 Recovery Guaran...
Low Complexity Regularization of Inverse Problems - Course #2 Recovery Guaran...
 
Low Complexity Regularization of Inverse Problems - Course #1 Inverse Problems
Low Complexity Regularization of Inverse Problems - Course #1 Inverse ProblemsLow Complexity Regularization of Inverse Problems - Course #1 Inverse Problems
Low Complexity Regularization of Inverse Problems - Course #1 Inverse Problems
 
L. Jonke - A Twisted Look on Kappa-Minkowski: U(1) Gauge Theory
L. Jonke - A Twisted Look on Kappa-Minkowski: U(1) Gauge TheoryL. Jonke - A Twisted Look on Kappa-Minkowski: U(1) Gauge Theory
L. Jonke - A Twisted Look on Kappa-Minkowski: U(1) Gauge Theory
 

En vedette (12)

MSDS for PEGylated liposomal Doxorubicin containing succinyl reactive lipid f...
MSDS for PEGylated liposomal Doxorubicin containing succinyl reactive lipid f...MSDS for PEGylated liposomal Doxorubicin containing succinyl reactive lipid f...
MSDS for PEGylated liposomal Doxorubicin containing succinyl reactive lipid f...
 
Tech and Learning Tech Forum Presentation
Tech and Learning Tech Forum PresentationTech and Learning Tech Forum Presentation
Tech and Learning Tech Forum Presentation
 
Light
LightLight
Light
 
512 km melbourne radar loop showing radar lines has rain band. 24.1.11
512 km melbourne radar loop showing radar lines has rain band. 24.1.11512 km melbourne radar loop showing radar lines has rain band. 24.1.11
512 km melbourne radar loop showing radar lines has rain band. 24.1.11
 
3.4.3 ms sally jope
3.4.3 ms sally jope3.4.3 ms sally jope
3.4.3 ms sally jope
 
Achu
AchuAchu
Achu
 
2010 Mercury Mariner Pittsfield
2010 Mercury Mariner Pittsfield2010 Mercury Mariner Pittsfield
2010 Mercury Mariner Pittsfield
 
Cyclist to Race Steam Engine in Man vs. Machine Race
Cyclist to Race Steam Engine in Man vs. Machine RaceCyclist to Race Steam Engine in Man vs. Machine Race
Cyclist to Race Steam Engine in Man vs. Machine Race
 
Bahala Na Sa Diyos - Leave it to God
Bahala Na Sa Diyos - Leave it to GodBahala Na Sa Diyos - Leave it to God
Bahala Na Sa Diyos - Leave it to God
 
Sergio's Bacardi story NEbook
Sergio's Bacardi story NEbookSergio's Bacardi story NEbook
Sergio's Bacardi story NEbook
 
Partenar answer
Partenar answerPartenar answer
Partenar answer
 
Pat wouters kigali keynote talk 27 oct 2011 last
Pat wouters kigali keynote talk 27 oct 2011 lastPat wouters kigali keynote talk 27 oct 2011 last
Pat wouters kigali keynote talk 27 oct 2011 last
 

Similaire à Special second order non symmetric fitted method for singular

A current perspectives of corrected operator splitting (os) for systems
A current perspectives of corrected operator splitting (os) for systemsA current perspectives of corrected operator splitting (os) for systems
A current perspectives of corrected operator splitting (os) for systemsAlexander Decker
 
A family of implicit higher order methods for the numerical integration of se...
A family of implicit higher order methods for the numerical integration of se...A family of implicit higher order methods for the numerical integration of se...
A family of implicit higher order methods for the numerical integration of se...Alexander Decker
 
Week 6 [compatibility mode]
Week 6 [compatibility mode]Week 6 [compatibility mode]
Week 6 [compatibility mode]Hazrul156
 
Euler lagrange equation
Euler lagrange equationEuler lagrange equation
Euler lagrange equationmufti195
 
11.solution of a singular class of boundary value problems by variation itera...
11.solution of a singular class of boundary value problems by variation itera...11.solution of a singular class of boundary value problems by variation itera...
11.solution of a singular class of boundary value problems by variation itera...Alexander Decker
 
Solution of a singular class of boundary value problems by variation iteratio...
Solution of a singular class of boundary value problems by variation iteratio...Solution of a singular class of boundary value problems by variation iteratio...
Solution of a singular class of boundary value problems by variation iteratio...Alexander Decker
 
數學測試
數學測試數學測試
數學測試s9007912
 
Week 7 [compatibility mode]
Week 7 [compatibility mode]Week 7 [compatibility mode]
Week 7 [compatibility mode]Hazrul156
 
Introduction to Artificial Intelligence
Introduction to Artificial IntelligenceIntroduction to Artificial Intelligence
Introduction to Artificial IntelligenceManoj Harsule
 
M A T H E M A T I C A L M E T H O D S J N T U M O D E L P A P E R{Www
M A T H E M A T I C A L  M E T H O D S  J N T U  M O D E L  P A P E R{WwwM A T H E M A T I C A L  M E T H O D S  J N T U  M O D E L  P A P E R{Www
M A T H E M A T I C A L M E T H O D S J N T U M O D E L P A P E R{Wwwguest3f9c6b
 

Similaire à Special second order non symmetric fitted method for singular (20)

Optimal Finite Difference Grids
Optimal Finite Difference GridsOptimal Finite Difference Grids
Optimal Finite Difference Grids
 
A current perspectives of corrected operator splitting (os) for systems
A current perspectives of corrected operator splitting (os) for systemsA current perspectives of corrected operator splitting (os) for systems
A current perspectives of corrected operator splitting (os) for systems
 
A family of implicit higher order methods for the numerical integration of se...
A family of implicit higher order methods for the numerical integration of se...A family of implicit higher order methods for the numerical integration of se...
A family of implicit higher order methods for the numerical integration of se...
 
Assignment6
Assignment6Assignment6
Assignment6
 
Week 6 [compatibility mode]
Week 6 [compatibility mode]Week 6 [compatibility mode]
Week 6 [compatibility mode]
 
Euler lagrange equation
Euler lagrange equationEuler lagrange equation
Euler lagrange equation
 
11.solution of a singular class of boundary value problems by variation itera...
11.solution of a singular class of boundary value problems by variation itera...11.solution of a singular class of boundary value problems by variation itera...
11.solution of a singular class of boundary value problems by variation itera...
 
Solution of a singular class of boundary value problems by variation iteratio...
Solution of a singular class of boundary value problems by variation iteratio...Solution of a singular class of boundary value problems by variation iteratio...
Solution of a singular class of boundary value problems by variation iteratio...
 
Ism et chapter_3
Ism et chapter_3Ism et chapter_3
Ism et chapter_3
 
Ism et chapter_3
Ism et chapter_3Ism et chapter_3
Ism et chapter_3
 
Ism et chapter_3
Ism et chapter_3Ism et chapter_3
Ism et chapter_3
 
Sect4 5
Sect4 5Sect4 5
Sect4 5
 
Fourier series
Fourier seriesFourier series
Fourier series
 
Fourier series
Fourier seriesFourier series
Fourier series
 
Chapter 3 (maths 3)
Chapter 3 (maths 3)Chapter 3 (maths 3)
Chapter 3 (maths 3)
 
數學測試
數學測試數學測試
數學測試
 
Week 7 [compatibility mode]
Week 7 [compatibility mode]Week 7 [compatibility mode]
Week 7 [compatibility mode]
 
Introduction to Artificial Intelligence
Introduction to Artificial IntelligenceIntroduction to Artificial Intelligence
Introduction to Artificial Intelligence
 
M A T H E M A T I C A L M E T H O D S J N T U M O D E L P A P E R{Www
M A T H E M A T I C A L  M E T H O D S  J N T U  M O D E L  P A P E R{WwwM A T H E M A T I C A L  M E T H O D S  J N T U  M O D E L  P A P E R{Www
M A T H E M A T I C A L M E T H O D S J N T U M O D E L P A P E R{Www
 
4th semester Civil Engineering (2012-December) Question Papers
4th semester Civil Engineering   (2012-December) Question Papers 4th semester Civil Engineering   (2012-December) Question Papers
4th semester Civil Engineering (2012-December) Question Papers
 

Plus de Alexander Decker

Abnormalities of hormones and inflammatory cytokines in women affected with p...
Abnormalities of hormones and inflammatory cytokines in women affected with p...Abnormalities of hormones and inflammatory cytokines in women affected with p...
Abnormalities of hormones and inflammatory cytokines in women affected with p...Alexander Decker
 
A validation of the adverse childhood experiences scale in
A validation of the adverse childhood experiences scale inA validation of the adverse childhood experiences scale in
A validation of the adverse childhood experiences scale inAlexander Decker
 
A usability evaluation framework for b2 c e commerce websites
A usability evaluation framework for b2 c e commerce websitesA usability evaluation framework for b2 c e commerce websites
A usability evaluation framework for b2 c e commerce websitesAlexander Decker
 
A universal model for managing the marketing executives in nigerian banks
A universal model for managing the marketing executives in nigerian banksA universal model for managing the marketing executives in nigerian banks
A universal model for managing the marketing executives in nigerian banksAlexander Decker
 
A unique common fixed point theorems in generalized d
A unique common fixed point theorems in generalized dA unique common fixed point theorems in generalized d
A unique common fixed point theorems in generalized dAlexander Decker
 
A trends of salmonella and antibiotic resistance
A trends of salmonella and antibiotic resistanceA trends of salmonella and antibiotic resistance
A trends of salmonella and antibiotic resistanceAlexander Decker
 
A transformational generative approach towards understanding al-istifham
A transformational  generative approach towards understanding al-istifhamA transformational  generative approach towards understanding al-istifham
A transformational generative approach towards understanding al-istifhamAlexander Decker
 
A time series analysis of the determinants of savings in namibia
A time series analysis of the determinants of savings in namibiaA time series analysis of the determinants of savings in namibia
A time series analysis of the determinants of savings in namibiaAlexander Decker
 
A therapy for physical and mental fitness of school children
A therapy for physical and mental fitness of school childrenA therapy for physical and mental fitness of school children
A therapy for physical and mental fitness of school childrenAlexander Decker
 
A theory of efficiency for managing the marketing executives in nigerian banks
A theory of efficiency for managing the marketing executives in nigerian banksA theory of efficiency for managing the marketing executives in nigerian banks
A theory of efficiency for managing the marketing executives in nigerian banksAlexander Decker
 
A systematic evaluation of link budget for
A systematic evaluation of link budget forA systematic evaluation of link budget for
A systematic evaluation of link budget forAlexander Decker
 
A synthetic review of contraceptive supplies in punjab
A synthetic review of contraceptive supplies in punjabA synthetic review of contraceptive supplies in punjab
A synthetic review of contraceptive supplies in punjabAlexander Decker
 
A synthesis of taylor’s and fayol’s management approaches for managing market...
A synthesis of taylor’s and fayol’s management approaches for managing market...A synthesis of taylor’s and fayol’s management approaches for managing market...
A synthesis of taylor’s and fayol’s management approaches for managing market...Alexander Decker
 
A survey paper on sequence pattern mining with incremental
A survey paper on sequence pattern mining with incrementalA survey paper on sequence pattern mining with incremental
A survey paper on sequence pattern mining with incrementalAlexander Decker
 
A survey on live virtual machine migrations and its techniques
A survey on live virtual machine migrations and its techniquesA survey on live virtual machine migrations and its techniques
A survey on live virtual machine migrations and its techniquesAlexander Decker
 
A survey on data mining and analysis in hadoop and mongo db
A survey on data mining and analysis in hadoop and mongo dbA survey on data mining and analysis in hadoop and mongo db
A survey on data mining and analysis in hadoop and mongo dbAlexander Decker
 
A survey on challenges to the media cloud
A survey on challenges to the media cloudA survey on challenges to the media cloud
A survey on challenges to the media cloudAlexander Decker
 
A survey of provenance leveraged
A survey of provenance leveragedA survey of provenance leveraged
A survey of provenance leveragedAlexander Decker
 
A survey of private equity investments in kenya
A survey of private equity investments in kenyaA survey of private equity investments in kenya
A survey of private equity investments in kenyaAlexander Decker
 
A study to measures the financial health of
A study to measures the financial health ofA study to measures the financial health of
A study to measures the financial health ofAlexander Decker
 

Plus de Alexander Decker (20)

Abnormalities of hormones and inflammatory cytokines in women affected with p...
Abnormalities of hormones and inflammatory cytokines in women affected with p...Abnormalities of hormones and inflammatory cytokines in women affected with p...
Abnormalities of hormones and inflammatory cytokines in women affected with p...
 
A validation of the adverse childhood experiences scale in
A validation of the adverse childhood experiences scale inA validation of the adverse childhood experiences scale in
A validation of the adverse childhood experiences scale in
 
A usability evaluation framework for b2 c e commerce websites
A usability evaluation framework for b2 c e commerce websitesA usability evaluation framework for b2 c e commerce websites
A usability evaluation framework for b2 c e commerce websites
 
A universal model for managing the marketing executives in nigerian banks
A universal model for managing the marketing executives in nigerian banksA universal model for managing the marketing executives in nigerian banks
A universal model for managing the marketing executives in nigerian banks
 
A unique common fixed point theorems in generalized d
A unique common fixed point theorems in generalized dA unique common fixed point theorems in generalized d
A unique common fixed point theorems in generalized d
 
A trends of salmonella and antibiotic resistance
A trends of salmonella and antibiotic resistanceA trends of salmonella and antibiotic resistance
A trends of salmonella and antibiotic resistance
 
A transformational generative approach towards understanding al-istifham
A transformational  generative approach towards understanding al-istifhamA transformational  generative approach towards understanding al-istifham
A transformational generative approach towards understanding al-istifham
 
A time series analysis of the determinants of savings in namibia
A time series analysis of the determinants of savings in namibiaA time series analysis of the determinants of savings in namibia
A time series analysis of the determinants of savings in namibia
 
A therapy for physical and mental fitness of school children
A therapy for physical and mental fitness of school childrenA therapy for physical and mental fitness of school children
A therapy for physical and mental fitness of school children
 
A theory of efficiency for managing the marketing executives in nigerian banks
A theory of efficiency for managing the marketing executives in nigerian banksA theory of efficiency for managing the marketing executives in nigerian banks
A theory of efficiency for managing the marketing executives in nigerian banks
 
A systematic evaluation of link budget for
A systematic evaluation of link budget forA systematic evaluation of link budget for
A systematic evaluation of link budget for
 
A synthetic review of contraceptive supplies in punjab
A synthetic review of contraceptive supplies in punjabA synthetic review of contraceptive supplies in punjab
A synthetic review of contraceptive supplies in punjab
 
A synthesis of taylor’s and fayol’s management approaches for managing market...
A synthesis of taylor’s and fayol’s management approaches for managing market...A synthesis of taylor’s and fayol’s management approaches for managing market...
A synthesis of taylor’s and fayol’s management approaches for managing market...
 
A survey paper on sequence pattern mining with incremental
A survey paper on sequence pattern mining with incrementalA survey paper on sequence pattern mining with incremental
A survey paper on sequence pattern mining with incremental
 
A survey on live virtual machine migrations and its techniques
A survey on live virtual machine migrations and its techniquesA survey on live virtual machine migrations and its techniques
A survey on live virtual machine migrations and its techniques
 
A survey on data mining and analysis in hadoop and mongo db
A survey on data mining and analysis in hadoop and mongo dbA survey on data mining and analysis in hadoop and mongo db
A survey on data mining and analysis in hadoop and mongo db
 
A survey on challenges to the media cloud
A survey on challenges to the media cloudA survey on challenges to the media cloud
A survey on challenges to the media cloud
 
A survey of provenance leveraged
A survey of provenance leveragedA survey of provenance leveraged
A survey of provenance leveraged
 
A survey of private equity investments in kenya
A survey of private equity investments in kenyaA survey of private equity investments in kenya
A survey of private equity investments in kenya
 
A study to measures the financial health of
A study to measures the financial health ofA study to measures the financial health of
A study to measures the financial health of
 

Special second order non symmetric fitted method for singular

  • 1. Mathematical Theory and Modeling www.iiste.org ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online) Vol.2, No.11, 2012 Special Second Order Non Symmetric Fitted Method for Singular Perturbation Problems K. Phaneendra1* Y.N. Reddy2 Madhu Latha3 1. Department of Mathematics, Kakatiya Institute of Institute of Technology & Science, Warangal-506015, India 2. Department of Mathematics, National Institute of Technology, Warangal-506004, India 3. Department of Mathematics, National Institute of Technology, Warangal-506004, India * E-mail of the corresponding author: kollojuphaneendra@yahoo.co.in Abstract In this paper, we present a special second order non symmetric fitted difference method for solving singular perturbed two point boundary value problems having boundary layer at one end. We introduce a fitting factor in the special second order non symmetric finite difference scheme which takes care of the rapid changes occur that in the boundary layer. The value of this fitting factor is obtained from the theory of singular perturbations. The discrete invariant imbedding algorithm is used to solve the tridiagonal system obtained by the method. We discuss the existence and uniqueness of the discrete problem along with stability estimates and the convergence of the method. We present the maximum absolute errors in numerical results to illustrate the proposed method. Keywords: Singularly perturbed two-point boundary value problem, Boundary layer, Fitting factor, Maximum absolute error 1. Introduction During the last few years much progress has been made in the theory and in the computer implementation of the numerical treatment of singular perturbation problems. Typically, these problems arise very frequently in fluid mechanics, fluid dynamics, chemical reactor theory, elasticity, aero dynamics and other domains of the great world of fluid motion. The solution of this type of problem has a narrow region in which the solution changes rapidly and the outside solution changes smoothly. However, the area of singular perturbations is a field of increasing interest to applied mathematicians. Much progress has been made recently in developing finite element methods for solving singular perturbation problems. This type of problem was solved by Bellman (1964), Bender and Orszag (1978), Eckhaus (1973), Kevorkian and Cole (1981), Nayfeh (1973), O’Malley (1974), Van Dyke (1974), and numerically by Ascher and Weis (1984), Kadalbajoo, Reddy (1989) and Kadalbajoo and Patidar (2003), Lin and Su (1989), Roos (1986), Vulanovic (1991). It is well known that standard discretization methods for solving singular perturbation problems are unstable and fail to give accurate results when the perturbation parameter ε is small. Therefore, it is important to develop suitable numerical methods for these problems, whose accuracy does not depend on parameter ε as presented in Doolan et al. (1980). The fitted technique is one such tool to reach these goals in an optimum way. There are two possibilities to obtain small truncation error inside the boundary layer(s). The first is to choose a fine mesh there, whereas the second one is to choose a difference formula reflecting the behaviour of the solution(s) inside the boundary layer(s). Present work deals with the second approach. In this paper, we have presented a special second order non symmetric fitted difference method for solving singularly perturbed problems. We introduce a fitting factor in a special second order non symmetric finite difference scheme which takes care of the rapid changes occur that in the boundary layer. This fitting factor is obtained from the theory of singular perturbations. The discrete invariant imbedding algorithm is used to solve the tridiagonal system. The existence and uniqueness of the discrete problem along with stability estimates are discussed. We have discussed the convergence of the method. Maximum absolute errors in numerical results are presented to illustrate the proposed method. 2. Description of the method 2.1 Left-End Boundary Layer Problems 17
  • 2. Mathematical Theory and Modeling www.iiste.org ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online) Vol.2, No.11, 2012 Consider a linearly singularly perturbed two point boundary value problem of the form: εy ′′( x) + a( x) y ′( x) + b( x) y ( x) = f ( x) , x ∈ [0,1] (1) with the boundary conditions y (0 ) = α (2a) and y (1) = β (2b) where ε is a small positive parameter ( 0 < ε << 1 ) and α , β are given constants. We assume that a(x), b(x) and f(x) are sufficiently smooth functions and such that (1) with (2) has a unique solution in [0, 1]. Further more, we assume that b(x) ≤ 0, a(x) ≥ M > 0 throughout the interval [0, 1], where M is some positive constant. This assumption implies that boundary layer exists in the neighborhood of x = 0. From the theory of singular perturbation s it is known that the solution of (1) - (2) is of the form x  a ( x ) b( x )  a(0) ∫   ε − dx a( x)   y ( x) = y 0 ( x) + (α − y 0 (0))e 0 + O(ε ) (3) a( x) where y0 ( x) is the solution of a ( x) y 0 ( x) + b( x) y 0 ( x) = f ( x) , y 0 (1) = β ′ (4) By taking Taylor’s series expansion for a(x) and b(x) about the point ‘0’ and restricting to their first terms, (3) becomes,  a (0) b (0)  −  ε − a (0)  x  y ( x) = y 0 ( x) + (α − y 0 (0))e   + O(ε ) (5) Now we divide the interval [0, 1] into N equal parts with constant mesh length h. Let 0= x1 , x 2 ,.......x N =1 be the mesh points. Then we have x i = ih : i = 0, 1, 2, … , N.  a (0) b (0)  −  ε − a ( 0 )  ih  From (5), we have y (ih) = y 0 (ih ) + (α − y 0 (0))e   + O(ε ) therefore  a 2 ( 0 ) −εb ( 0 )  −  iρ  a (0)  lim y (ih) = y 0 (0) + (α − y 0 (0))e   (6) h →0 h where ρ = . ε From finite differences, we have  h 2 ( 4)  y i −1 − 2 y i + y i +1 = h 2  y i′′ +  y i  + O(h 6 )  (7)  12  4 h y i′′−1 − 2 y i′′ + y i′′+1 = h 2 y i( 4 ) + y i( 6 ) + ........................ 12 Substituting h 2 yi( 4) from the above equation in (7), we have h2 y i −1 − 2 y i + y i +1 = ( y i′′−1 + 10 y i′′ + y i′′+1 ) + O(h 6 ) 12 (8) Now from the equation (1), we have εy i′′+1 = −a i +1 y i′+! − bi +1 y i +1 + f i +1 * εy i′′ = −a i y i′ − bi y i + f i εy i′′−1 = −a i −1 y i′−! − bi −1 y i −1 + f i −1 * (9) where we approximate yi′* 1 and yi′* 1 using non symmetric finite differences + − 18
  • 3. Mathematical Theory and Modeling www.iiste.org ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online) Vol.2, No.11, 2012 y i −1 − 4 y i + 3 y i +1 y i′+1 = * − hy i′′ + O (h 2 ) 2h y i +1 − y i −1 y i′ = + O(h 2 ) 2h − 3 y i −1 + 4 y i − y i +1 y i′−1 = * + hy i′′ + O (h 2 ) 2h (10) Substituting (9) and (10) in (8) and simplifying we get  ha ha  y − 2 y i + y i +1  a i −1 10a i  ε + i −1 − i +1  i −1   2  24h (− 3 y i −1 + 4 y i − y i +1 ) + 24h ( y i +1 − y i −1 ) +  12 12  h  a i +1 b 10b b ( f + 10 f i + f i +1 ) + ( y i −1 − 4 y i + 3 y i +1 ) + i −1 y i −1 + i y i + i +1 y i +1 = i −1 24h 12 12 12 12 Now introducing the fitting factor σ ( ρ ) in the above scheme  ha ha  y i −1 − 2 y i + y i +1  a i −1 10a i  σ ( ρ )ε + i −1 − i +1     24h (− 3 y i −1 + 4 y i − y i +1 ) + 24h ( y i +1 − y i −1 ) +  12 12  h2  (11) a i +1 bi −1 10bi bi +1 ( f i −1 + 10 f i + f i +1 ) + ( y i −1 − 4 y i + 3 y i +1 ) + y i −1 + yi + y i +1 = 24h 12 12 12 12 The fitting factor σ ( ρ ) is to be determined in such a way that the solution of (11) converges uniformly to the solution of (1)-(2). Multiplying (11) by h and taking the limit as h → 0 , and by using equation (6), we get σ =ρ a (0) coth ( )  a 2 (0) − εb(0) ρ   2  2 a ( 0)    (12) which is a constant fitting factor. The tridiagonal system of the equation (11) is given by E i y i −1 − Fi y i + Gi y i +1 = H i , for i = 1,2,…,N-1 (13) where 1  ha ha  3a b 10a i a i +1 E j = 2  εσ + i −1 − i +1  − i −1 + i −1 −   + h  12 12  24h 12 24h 24h 2  ha ha  4a 10bi 4a i +1 Fj =  εσ + i −1 − i +1  − i −1 −  + h2  12 12  24h  12 24h 1  ha ha  a b 10a i 3a i +1 Gj =  εσ + i −1 − i +1  − i −1 + i +1 +  + h2  12 12  24h 12  24h 24h Hj = 1 ( f i −1 + 10 f i + f i +1 ) 12 where σ is given by (12). We solve this tridiagonal system by the discrete invariant imbedding algorithm. 2.2 Right-end boundary layer problem Finally, we discuss our method for singularly perturbed two point boundary value problems with right-end boundary layer of the underlying interval. To be specific, we consider a class of singular perturbation problem of the form: εy ′′( x) + a( x) y ′( x) + b( x) y ( x) = f ( x) , x ∈[0, 1] (14) with y(0)=α (15a) and y(1)= β (15b) 19
  • 4. Mathematical Theory and Modeling www.iiste.org ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online) Vol.2, No.11, 2012 where ε is a small positive parameter (0 < ε <<1) and α, β are known constants. We assume that a(x), b(x) and f(x) are sufficiently smooth functions in [0, 1]. We assume that a(x) ≤ M < 0 throughout the interval [0, 1], where M is some negative constant. This assumption merely implies that the boundary layer will be in the neighborhood of x =1. From the theory of singular perturbations the solution of (14)-(15) is of the form 1  a ( x) b( x)  a(1) ∫  ε a( x)    −   dx y ( x ) = y 0 ( x) + ( β − y 0 (1)) e x + O(ε ) a ( x) (16) where y0 ( x) is the solution of ′ a ( x) y 0 ( x) + b( x) y 0 ( x) = f ( x) , y 0 (0) = α . (17) By taking the Taylor’s series expansion for a(x) and b(x) about the point ‘1’ and restricting to their first terms, (16)  a (1) b (1)    −  (1− x )  becomes y ( x) = y 0 ( x) + ( β − y 0 (1)) e  ε a (1)  + O (ε ) (18) Now we divide the interval [0, 1] into N equal parts with constant mesh length h. Let 0= x1, x2 ,.......xN =1 be the mesh points. Then we have xi = ih : i = 0, 1, 2, … , N.  a (1) b (1)   ε − a (1)  (1− ih )   From (18), we have y (ih) = y 0 (ih) + ( β − y 0 (1)) e   + O (ε ) .  a 2 (1) −εb (1)   1    − iρ    a (1)  ε  Therefore lim y (ih) = y 0 (0) + ( β − y 0 (1)) e   h →0 (19) h where ρ = . ε Proceeding as in the left-end boundary layer problem, we get the fitting factor as σ = ρ a(0) coth ( )  a 2 (1) − εb(1) ρ   2  2a(1)    which is a constant fitting factor. The tridiagonal system of the equation (11) is given by (13) where Ei , Fi , Gi and H i are same as given in left-end boundary layer. 3. Stability and convergence analysis Theorem 1. Under the assumptions ε > 0 , a ( x) ≥ M > 0 and b(x) < 0, ∀x ∈ [0, 1] , the solution to the system of the difference equations (13), together with the given boundary conditions exists, is unique and satisfies y h , ∞ ≤ 2 M −1 f h , ∞ + ( α + β ) where ⋅ h ,∞ is the discrete l ∞ − norm, given by x h ,∞ = max { xi }. 0≤i≤ N Proof. Let Lh (.) denote the difference operator on left hand side of Eq. (13) and wi be any mesh function satisfying L h ( wi ) = f i By rearranging the difference scheme (13) and using non-negativity of the coefficients E i , Fi and Gi , we obtain Fi wi ≤ H i + E i wi −1 + Gi wi +1 Now using the assumption ε >0 and a i ≥ M , the definition of l∞ -norm and manipulating the above inequality, we get (w i +1 − 2 wi + wi −1 ) M  − wi +1 + 4 wi − 3 wi −1   bi −1 + 10bi b σε + w + wi + i +1 wi +1 h 2 12   2h  12 i −1  12 12 (20) 10M ( wi +1 − wi −1 ) M  3 wi +1 − 4 wi + wi −1    + Hi ≥ 0 + + 12 2h 12   2h   20
  • 5. Mathematical Theory and Modeling www.iiste.org ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online) Vol.2, No.11, 2012 To prove the uniqueness and existence, let {u i }, {v i } be two sets of solution of the difference equation (13) satisfying boundary conditions. Then wi = u i − v i satisfies Lh ( wi ) = f i where f i = 0 and w0 = wN = 0. Summing (20) over i = 1, 2, ……, N-1, we obtain w1 w N −1 w1 3 w N −1 1 N −1 − σε 2 − σε 2 + a h ,∞ + a h ,∞ + ∑ bi −1 wi −1 + h h 24h 24h 12 i =1 (21) 10 N −1 1 N −1 10 M 10M 3M M N −1 ∑ bi wi + ∑ bi +1 wi +1 − w1 − wN −2 − w1 − w N −1 + ∑ H i ≥ 0 12 i =1 12 i =1 24h 24h 24h 24h i =1 Since ε > 0, a h, ∞ ≥ 0, bi < 0 and wi ≥ 0 ∀i, i = 1,2,......, N − 1, therefore for inequality (21) to hold, we must have wi = 0 ∀i, i = 1,2,.....N − 1 . This implies the uniqueness of the solution of the tridiagonal system of difference equations (13). For linear equations, the existence is implied by uniqueness. Now to establish the estimate, let wi = y i − l i , where y i satisfies difference equations (13), the boundary conditions and l i = (1 − ih )α + (ih )β , then w0 = w N = 0, and wi , i = 1,2,...N − 1 L h ( wi ) = f i Now let wn = w h ,∞ ≥ wi , i = 0,1,......., N . Then summing (20) from i = n to N-1 and using the assumption on a(x), which gives ( wn − wn−1 ) w N −1 M  3 w N −1 + wn − 3 wn −1  1 N −1  + − σε − σε + b w + h 2 h 2 12  2h  12 i∑ i −1 i −1 =n   10 N −1 1 N −1 10M  w N −1 − wn − wn −1    ∑ bi wi + ∑ bi +1 wi +1 + (22) 12 i = n 12 i = n 12   2h   M  − w N −1 − 3 wn + wn −1   N −1  + ∑ Hi ≥ 0 +  12  2h  i =n  Inequality (22), together with the condition on b(x) implies that M N −1 N wn ≤ h ∑ f i ≤ h ∑ f i ≤ f h, ∞ , 2 i=n i=0 i.e., we have w n ≤ 2 M −1 f h,∞ (23) Also, we have y i = wi + l i y h, ∞ = max { y i } ≤ w h ,∞ + l h, ∞ ≤ wn + l h ,∞ . 0 ≤i ≤ N (24) Now to complete the estimate, we have to find out the bound on li l h ,∞ = max { l i } ≤ max { (1 − ih ) α + ih β } ≤ max { (1 − ih ) α + (ih ) β }, i.e., we have 0 ≤i ≤ N 0 ≤i ≤ N 0 ≤i ≤ N l h, ∞ ≤ α + β. (25) From Eqs. (23) – (25), we obtain the estimate y h ,∞ ≤ 2 M −1 f h ,∞ + (α + β ) . This theorem implies that the solution to the system of the difference equations (18) are uniformly bounded, independent of mesh size h and the perturbation parameter ε . Thus the scheme is stable for all step sizes. Corollary 1. Under the conditions for theorem 1, the error ei = y ( x i ) − y i between the solution y(x) of the continues problem and the solution y i of the discretized problem, with boundary conditions, satisfies the estimate e h,∞ ≤ 2M −1 τ h ,∞ , where 21
  • 6. Mathematical Theory and Modeling www.iiste.org ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online) Vol.2, No.11, 2012  σh 2ε 2 ( 4)   ah 2 (3)  10ah 2 ( 3)   ah 2 (3)  τi ≤ max  y ( x )  + max  y ( x )  + max  y ( x)  + max  y ( x)  xi −1 ≤ x ≤ xi +1 12 xi −1 ≤ x ≤ xi +1 72 xi −1 ≤ x ≤ xi +1 72 xi −1 ≤ x ≤ xi +1 72         Proof. Truncation error τ i in the difference scheme is given by  y − y i + y i −1   a  − 3 y i −1 + 4 y i − y i +1  10a i  y i +1 − y i −1  τ i = σε  i +1 2   − y i′′ + i −1    + hy i′′ − y i′−1  +  12   − y i′    h   12  2h   2h  a i +1  y i −1 − 4 y i + 3 y i +1  +   − hy i′′ − y i′+1   12  2h   σh 2ε 2 ( 4)   ah 2 (3)  10ah 2 ( 3)   ah 2 (3)  τi ≤ max  y ( x )  + max  y ( x )  + max  y ( x)  + max  y ( x)  (26) xi −1 ≤ x ≤ xi +1 xi −1 ≤ x ≤ xi +1 72 xi −1 ≤ x ≤ xi +1 xi −1 ≤ x ≤ xi +1  12     72   72  One can easily show that the error ei , satisfies Lh (e( x i ) ) = Lh ( y ( x i ) ) − Lh ( y i ) = τ i , i = 1,2,..., N − 1 And e 0 = e N = 0 . Then Theorem 1 implies that e h , ∞ ≤ 2 M −1 τ h , ∞ . (27) The estimate (26) establishes the convergence of the difference scheme for the fixed values of the parameter ε . Theorem 2. Under the assumptions ε > 0 , a( x) ≤ M < 0 and b(x)< 0, ∀x ∈ [0, 1] , the solution to the system of the difference equations (13), together with the given boundary conditions exists, is unique and satisfies y h ,∞ ≤ 2M −1 f h ,∞ + (α + β ) . The proof of estimate can be done on similar lines as we did in theorem 1. 4. Numerical Examples To demonstrate the applicability of the method we have applied the method to three linear singular perturbation problems with left-end boundary layer and two linear singular perturbation problems with right-end boundary layer. These examples have been chosen because they have been widely discussed in literature and because approximate solutions are available for comparison. The numerical solutions are compared with the exact solutions and maximum absolute errors with and without fitting factor are presented to support the given method. Example 1. Consider the following homogeneous singular perturbation problem from Bender and Orszag [4] εy′′( x) + y′( x) − y ( x) = 0 , x∈[0,1] with y(0) = 1 and y(1) = 1. Clearly this problem has a boundary layer at x = 0 i.e., at the left end of the underlying interval. The exact solution is given by [(e m2 − 1)e m1x + (1 − e m1 )e m2 x ] y ( x) = where m1 = (−1 + 1 + 4ε ) /( 2ε ) and m 2 = (−1 − 1 + 4ε ) /(2ε ) [e m2 − e m1 ] The maximum absolute errors are presented in table 1 for different values of ε with and without fitting factor. Example 2. Now consider the following non-homogeneous singular perturbation problem from fluid dynamics for fluid of small viscosity εy′′( x) + y′( x) = 1 + 2 x ; x∈[0,1] with y(0)=0 and y(1)=1. The exact solution is given by ( 2ε − 1)(1 − e − x / ε ) y ( x) = x( x + 1 − 2ε ) + . The maximum absolute errors are presented in table 2 for different values (1 − e −1 / ε ) of ε with and without fitting factor. Example 3. Finally we consider the following variable coefficient singular perturbation problem from Kevorkian  x 1 and Cole [3] εy ′′ + 1 −  y ′ − y = 0 , x∈[0,1] with y(0)=0 and y(1)=1.  2 2 We have chosen to use uniformly valid approximation (which is obtained by the method given by Nayfeh [2] as our 22
  • 7. Mathematical Theory and Modeling www.iiste.org ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online) Vol.2, No.11, 2012  x− x2 / 4  −  1 1  ε  ‘exact’ solution: y ( x) = − e   2−x 2 The maximum absolute errors are presented in table 3 for different values of ε with and without fitting factor. Example 4. Consider the following singular perturbation problem εy′′( x) − y′( x) = 0 ; x ∈[0,1] with y(0) = 1 and y(1) = 0. Clearly, this problem has a boundary layer at x=1. i.e., at the right end of the underlying interval. The exact solution is given by y ( x) = ( ) e ( x −1) / ε − 1 ( ) e −1 / ε − 1 . The maximum absolute errors are presented in table 4 for different values of ε with and without fitting factor. Example 5. Now we consider the following singular perturbation problem εy′′( x) − y′( x) − (1 + ε ) y ( x) = 0 , x∈[0,1] with y(0) = 1+exp(-(1+ε)/ε) and y(1) =1+1/e. The exact solution is given by y(x) = exp(1 + ε )( x − 1) / ε + exp(− x) The maximum absolute errors are presented in table 5 for different values of ε with and without fitting factor. 5. Discussions and conclusions We have described a special second order fitted difference method for solving singularly perturbed two point boundary value problems. We have introduced a fitting factor in a special second order finite difference scheme which takes care of the rapid changes occur that in the boundary layer. This fitting factor is obtained from the theory of singular perturbations. Thomas algorithm is used to solve the tridiagonal system of the fitted method. The existence and uniqueness of the discrete problem along with stability estimates are discussed. We have presented maximum absolute errors for the standard examples chosen from the literature and also presented maximum absolute errors for the some of the examples with and without fitting factor to show the efficiency of the method when ε << h . The computational rate of convergence is also obtained by using the double mesh principle [4] defined below. Let Z h = max y h − y h / 2 , j = 0, 1, 2, ….., N-1 where y h is the computed solution on the mesh x j j j j j { } N 0 at the nodal point x j where x j = x j −1 + h, j = 1,2,.....N and y h / 2 is the computed solution at the nodal point x j on the mesh j {x } 2N j 0 where x j = x j −1 + h / 2, j = 1(1)2 N . In the same way we can define Z h / 2 by replacing h by h/2 and N by 2N i.e., Z h / 2 = max y h / 2 − y h / 4 , j= 0, 1, 2, ….., 2N-1. j j j log Z h − log Z h / 2 The computed order of convergence is defined as Order = . We have taken h = 2 −3 log(2) for finding the computed order of convergence and results are shown in Table 6. References Ascher, U. & Weis, R. (1984), “Collocation for singular perturbation problem III: Non-linear problems without turning points”, SIAM J. Sci. Stat. Comput. 5, 811-829. Bellman, R. (1964), “Perturbation Techniques in Mathematics, Physics and Engineering”, New York, Holt, Rinehart, Winston. Bender, C.M., & Orszag, S.A. (1978), “Advanced Mathematical Methods for Scientists and Engineers”, New York, Mc. Graw-Hill. Doolan, E.P., Miller, J.J.H. & Schilders, W.H.A. (1980), “Uniform numerical methods for problems with initial and boundary layers”, Dublin, Boole Press. Eckhaus, W. (1973). Matched Asymptotic Expansions and Singular Perturbations, Amsterdam, Holland: North Holland Publishing company. Kadalbajoo, M. K and Reddy, Y. N. (1989), “Asymptotic and Numerical Analysis of singular perturbation problems: A Survey”, Applied Mathematics and computation 30, 223-259. Kadalbajoo, M. K. and Patidar, K.C. (2003), “Exponentially Fitted Spline in compression for the Numerical Solution of Singular Perturbation Problems”, Computers and Mathematics with Application 46, 751-767. 23
  • 8. Mathematical Theory and Modeling www.iiste.org ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online) Vol.2, No.11, 2012 Kevorkian, J., & Cole, J. D. (1981), “Perturbation Methods in Applied Mathematics”, New York, Springer-Verlag. Lin, P. and Su, Y. (1989), “Numerical solution of quasilinear singularly perturbed ordinary differential equation without turning points”, App. Math. Mech. 10, 1005-1010. Nayfeh, A. H. (1973), “Perturbation Methods”, New York, Wiley. O’ Malley, R.E. (1974), “Introduction to Singular Perturbations”, New York, Academic Press. Roos, H.G. (1986), “A second order monotone upwind scheme”, Computing 36, 57-67. Van Dyke, M. (1974), “Perturbation Methods in Fluid Mechanics”, Stanford, California, Parabolic Press. Vulanovic, R. (1991), “A second order numerical method for nonlinear singular perturbation problems without turning points”, Zh. Vychisl. Mat. Mat. Fiz. 31, 522-532. Dr. K. Phaneendra He born at Nalgonda village in 28-08-1975. He completed his post graduation in M.Sc. Applied Mathematics and Ph.D. in Numerical Analysis from National Institute of Technology, Warangal, India. He published 18 research articles in various International Journals. Presently, he is working as a senior assistant professor in mathematics at K.I.T.S., Warangal. Pro. Y.N.Reddy He completed his post graduation in M.Sc. Applied Mathematics from Regional Engineering College, Warangal and Ph.D. in Numerical Analysis from IIT, Kanpur, India. He published 58 research articles in various International Journals. He awarded 6 Ph.D.’s and one post doctorate under his supervision. Presently, he is working as a professor in mathematics at N.I.T.., Warangal K. Madhu Latha She born at Warangal. She completed her post graduation in M.Sc. Applied Mathematics from National Institute of Technology, Warangal, India. She is perusing Ph.D. in Numerical Analysis under the supervision of Prof. Y.N. Reddy, at N.I.T. Warangal. 24
  • 9. Mathematical Theory and Modeling www.iiste.org ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online) Vol.2, No.11, 2012 25
  • 10. Mathematical Theory and Modeling www.iiste.org ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online) Vol.2, No.11, 2012 26
  • 11. This academic article was published by The International Institute for Science, Technology and Education (IISTE). The IISTE is a pioneer in the Open Access Publishing service based in the U.S. and Europe. The aim of the institute is Accelerating Global Knowledge Sharing. More information about the publisher can be found in the IISTE’s homepage: http://www.iiste.org CALL FOR PAPERS The IISTE is currently hosting more than 30 peer-reviewed academic journals and collaborating with academic institutions around the world. There’s no deadline for submission. Prospective authors of IISTE journals can find the submission instruction on the following page: http://www.iiste.org/Journals/ The IISTE editorial team promises to the review and publish all the qualified submissions in a fast manner. All the journals articles are available online to the readers all over the world without financial, legal, or technical barriers other than those inseparable from gaining access to the internet itself. Printed version of the journals is also available upon request of readers and authors. IISTE Knowledge Sharing Partners EBSCO, Index Copernicus, Ulrich's Periodicals Directory, JournalTOCS, PKP Open Archives Harvester, Bielefeld Academic Search Engine, Elektronische Zeitschriftenbibliothek EZB, Open J-Gate, OCLC WorldCat, Universe Digtial Library , NewJour, Google Scholar