On the method of lines for singularly perturbed partial differential equations

Abstract

Many chemical and physical problems are mathematically described by partial differential equations (PDEs). These PDEs are often highly nonlinear and therefore have no closed form solutions. Thus, it is necessary to recourse to numerical approaches to determine suitable approximations to the solution of such equations. For solutions possessing sharp spatial transitions (such as boundary or interior layers), standard numerical methods have shown limitations as they fail to capture large gradients. The method of lines (MOL) is one of the numerical methods used to solve PDEs. It proceeds by the discretization of all but one dimension leading to systems of ordinary di erential equations. In the case of time-dependent PDEs, the MOL consists of discretizing the spatial derivatives only leaving the time variable continuous. The process results in a system to which a numerical method for initial value problems can be applied. In this project we consider various types of singularly perturbed time-dependent PDEs. For each type, using the MOL, the spatial dimensions will be discretized in many different ways following fitted numerical approaches. Each discretisation will be analysed for stability and convergence. Extensive experiments will be conducted to confirm the analyses.