High Accuracy Fitted Operator Methods for Solving Interior Layer Problems

Abstract

Fitted operator finite difference methods (FOFDMs) for singularly perturbed problems have been explored for the last three decades. The construction of these numerical schemes is based on introducing a fitting factor along with the diffusion coefficient or by using principles of the non-standard finite difference methods. The FOFDMs based on the latter idea, are easy to construct and they are extendible to solve partial differential equations (PDEs) and their systems. Noting this flexible feature of the FOFDMs, this thesis deals with extension of these methods to solve interior layer problems, something that was still outstanding. The idea is then extended to solve singularly perturbed time-dependent PDEs whose solutions possess interior layers. The second aspect of this work is to improve accuracy of these approximation methods via methods like Richardson extrapolation. Having met these three objectives, we then extended our approach to solve singularly perturbed two-point boundary value problems with variable diffusion coefficients and analogous time-dependent PDEs. Careful analyses followed by extensive numerical simulations supporting theoretical findings are presented where necessary.