Efficient variable mesh techniques to solve interior layer problems

Abstract

Singularly perturbed problems have been studied extensively over the past few years from different perspectives. The recent research has focussed on the problems whose solutions possess interior layers. These interior layers appear in the interior of the domain, location of which is difficult to determine a-priori and hence making it difficult to investigate these problems analytically. This explains the need for approximation methods to gain some insight into the behaviour of the solution of such problems. Keeping this in mind, in this thesis we would like to explore a special class of numerical methods, namely, fitted finite difference methods to determine reliable solutions. As far as the fitted finite difference methods are concerned, they are grouped into two categories: fitted mesh finite difference methods (FMFDMs) and the fitted operator finite difference methods (FOFDMs). The aim of this thesis is to focus on the former. To this end, we note that FMFDMs have extensively been used for singularly perturbed two-point boundary value problems (TPBVPs) whose solutions possess boundary layers. However, they are not fully explored for problems whose solutions have interior layers. Hence, in this thesis, we intend firstly to design robust FMFDMs for singularly perturbed TPBVPs whose solutions possess interior layers and to improve accuracy of these approximation methods via methods like Richardson extrapolation. Then we extend these two ideas to solve such singularly perturbed TPBVPs with variable diffusion coefficients. The overall approach is further extended to parabolic singularly perturbed problems having constant as well as variable diffusion coefficients.