
We present a novel direct integral pseudospectral (PS) method (a direct IPS method) for solving a class of continuous-time infinite-horizon optimal control problems (IHOCs). The method transforms the IHOCs into finite-horizon optimal control problems in their integral forms by means of certain parametric mappings, which are then approximated by finite-dimensional nonlinear programming problems (NLPs) through rational collocations based on Gegenbauer polynomials and Gegenbauer-Gauss-Radau (GGR) points. The paper also analyzes the interplay between the parametric maps, barycentric rational collocations based on Gegenbauer polynomials and GGR points and the convergence properties of the collocated solutions for IHOCs. Some novel formulas for the construction of the rational interpolation weights and the GGR-based integration and differentiation matrices in barycentric-trigonometric forms are derived. A rigorous study on the error and convergence of the proposed method is presented. A stability analysis based on the Lebesgue constant for GGR-based rational interpolation is investigated. Two easy-to-implement pseudocodes of computational algorithms for computing the barycentric-trigonometric rational weights are described. Three illustrative test examples are presented to support the theoretical results. We show that the proposed collocation method leveraged with a fast and accurate NLP solver converges exponentially to near-optimal approximations for a coarse collocation mesh grid size. The paper also shows that typical direct spectral/PS and IPS methods based on classical Jacobi polynomials and certain parametric maps usually diverge as the number of collocation points grow large if the computations are carried out using floating-point arithmetic and the discretizations use a single mesh grid, regardless of whether they are of Gauss/Gauss-Radau type or equally spaced.
Citation: Kareem T. Elgindy, Hareth M. Refat. A direct integral pseudospectral method for solving a class of infinite-horizon optimal control problems using Gegenbauer polynomials and certain parametric maps[J]. AIMS Mathematics, 2023, 8(2): 3561-3605. doi: 10.3934/math.2023181
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We present a novel direct integral pseudospectral (PS) method (a direct IPS method) for solving a class of continuous-time infinite-horizon optimal control problems (IHOCs). The method transforms the IHOCs into finite-horizon optimal control problems in their integral forms by means of certain parametric mappings, which are then approximated by finite-dimensional nonlinear programming problems (NLPs) through rational collocations based on Gegenbauer polynomials and Gegenbauer-Gauss-Radau (GGR) points. The paper also analyzes the interplay between the parametric maps, barycentric rational collocations based on Gegenbauer polynomials and GGR points and the convergence properties of the collocated solutions for IHOCs. Some novel formulas for the construction of the rational interpolation weights and the GGR-based integration and differentiation matrices in barycentric-trigonometric forms are derived. A rigorous study on the error and convergence of the proposed method is presented. A stability analysis based on the Lebesgue constant for GGR-based rational interpolation is investigated. Two easy-to-implement pseudocodes of computational algorithms for computing the barycentric-trigonometric rational weights are described. Three illustrative test examples are presented to support the theoretical results. We show that the proposed collocation method leveraged with a fast and accurate NLP solver converges exponentially to near-optimal approximations for a coarse collocation mesh grid size. The paper also shows that typical direct spectral/PS and IPS methods based on classical Jacobi polynomials and certain parametric maps usually diverge as the number of collocation points grow large if the computations are carried out using floating-point arithmetic and the discretizations use a single mesh grid, regardless of whether they are of Gauss/Gauss-Radau type or equally spaced.
This work focuses on a quasilinear singularly perturbed convection diffusion parabolic initial-boundary value problem, where the source term exhibits a spatial discontinuity. The nonlinear convection coefficient, which characterizes the problem as quasilinear, is the novel aspect of the paper. Here, the source term has a jump discontinuity in space resulting in a weak interior layer appearing near the discontinuity, in addition to the presence of a boundary layer. The aim of this study is to propose a robust ε-uniform method, achieved by discretizing the spatial variable using the standard upwind scheme on a piecewise Shishkin mesh and the temporal variable using the backward Euler scheme on a uniform mesh. The choice of the standard upwind scheme is motivated by its computational efficiency and simplicity, making it a suitable baseline solution for future comparisons with more advanced techniques. Problems of this type can be found in [1]. For studies on singular perturbation, one can refer to [2,3,4,5], in which various numerical and asymptotic methods are discussed. Regarding singularly perturbed problems with discontinuous terms, among all existing studies in the literature, we will refer only to a few related to our problem. The problem in [6] is time independent and has a strong interior layer because of the discontinuity in the source term and the convection coefficient. The problem was solved using the standard upwind scheme. In [7], a quasilinear convection-diffusion problem with discontinuous data resulting in strong interior layers was considered. Recently, a semilinear reaction-diffusion parabolic system with a discontinuous source term was studied in [8], while a system of quasilinear convection-diffusion problems with discontinuities in both the source term and the convection coefficient was investigated in [9]. Singularly perturbed problems occur in numerous scientific and engineering fields, including fluid dynamics [10,11], chemical kinetics, population dynamics, control theory [12], and semiconductor modeling [13,14].
Model problem
Let us first introduce some important notations:
Ds=(0,1),ˉDs=[0,1],ζ∈Ds,D−s=(0,ζ),D+s=(ζ,1),Dt=(0,T],D=Ds×Dt,ˉD=ˉDs×Dt,D−=D−s×Dt,D+=D+s×Dt,∂D=ˉD∖D. |
A function u(s,t) is said to be Hölder continuous of order λ on Ω,withλ∈(0,1], if and only if u∈C0(Ω) and
sup(s1,t1),(s2,t2)∈Ω|u(s1,t1)−u(s2,t2)|((s1−s2)2+|t1−t2|)λ/2 |
is finite. This is denoted as u∈Cλ(Ω) (for more details, one can refer to [15]). For every integer n≥0,
u∈Cn+λ(Ω)if∂k+mu∂sk∂tm∈Cλ(Ω),0≤k+2m+≤n. |
Now, consider the following quasilinear singularly perturbed parabolic initial-boundary value problem where z∈C1+λ(D)∩C2+λ(D−∪D+):
Lz≡ε∂2z∂s2(s,t)+p(s,z(s,t))∂z∂s(s,t)−q(s)z(s,t)−r(s)∂z∂t(s,t)=f(s,t),(s,t)∈D−∪D+, | (1.1) |
subject to the boundary and initial conditions
z(0,t)=zl(t),∀t∈Dt, | (1.2) |
z(1,t)=zr(t),∀t∈Dt, | (1.3) |
z(s,0)=z0(s),∀s∈Ds. | (1.4) |
It is assumed that the source term f(s,t)∈C2+λ(D−∪D+), the convection coefficient p(s,z)∈C2+λ(ˉD), and the coefficients q(s), r(s)∈C4+λˉDs are smooth functions in their respective domains. The perturbation parameter is assumed to be sufficiently small, such that 0<ε<<1. Furthermore, it is assumed that
{p(s,z)≥α>0,onˉD,q(s)≥β>0,r(s)>0onˉDs,|[f](ζ,t)|≤C, | (1.5) |
where s=ζ is the line of discontinuity, and the source term has a jump discontinuity along s=ζ. A weak interior layer appears on the right side of the discontinuity, and there is a boundary layer at s=0. The initial and boundary conditions are assumed to be sufficiently smooth on ˉD and fulfill the compatibility conditions at the two corner points (0,0),(1,0) as follows:
{z0(0)=zl(0),z0(1)=zr(0), | (1.6) |
and
{ε∂2z0(0)∂s2+p(0,z0(0))∂z0(0)∂s−q(0)z0(0)−f(0,0)=r(0)∂zl(0)∂t,ε∂2z0(1)∂s2+p(1,z0(1))∂z0(1)∂s−q(1)z0(1)−f(1,0)=r(1)∂zr(0)∂t. | (1.7) |
Similarly, compatibility conditions are assumed to be fulfilled at the transition point (ζ,0). Under these conditions, problem (1.1)–(1.5) has a unique solution z∈C(1+λ)(D)∩C(2+λ)(D−∩D+), as explained in [15,16,17].
This paper is organized as follows: In section 2, some analytical results are presented. Discretizations of the mesh and the solution are given in Section 3. Section 4 deals with error analysis, and in Section 5, two numerical examples are given to illustrate the performance of the proposed method. Finally, a conclusion of the paper is given in Section 6.
Throughout the paper, C denotes a generic constant that is independent of ε and the mesh parameters N,M. The maximum pointwise norm is used, denoted as ‖w‖D=max(s,t)∈D|w(s,t)|. When D=ˉD, we will simply write ‖w‖, avoiding the subscript.
In this section, some theoretical results are presented. Although the proofs of the following results are well known in the literature, we include them here for the sake of clarity and completeness.
Theorem 2.1. (Minimum principle): Let w∈C0(ˉD)∩C2(D−∪D+) satisfy
w(s,t)≤0on∂D,[∂w∂s](ζ,t)≥0t∈Dt,Lw(s,t)≥0for(s,t)∈D−∪D+. |
Then, w(s,t)≤0for all(s,t)∈ˉD.
Proof. Consider a function ν, such that
w(s,t)={exp(−(α1(s−ζ))/2ε)ν(s,t),s<ζ,exp(−(α2(s−ζ))/2ε)ν(s,t),s≥ζ, |
where α≥α1≥α2. Let (s∗,t∗) be any point at which ν attains its maximum value in D. If ν(s∗,t∗)≤0, then there is nothing to prove. Now, we proceed by contradiction. Consider that ν(s∗,t∗)>0, then either (s∗,t∗)∈(D−∪D+) or (s∗,t∗)=(ζ,t∗). If (s∗,t∗)∈(D−∪D+), then
νs=νt=0,νss<0. |
Hence,
Lw≡{exp(−(α1(s−ζ))/2ε)(ενss+(p−α1)νs−(α12ε(p−α12)+q)ν−rνt)<0,s∗≤ζ,exp(−(α2(s−ζ))/2ε)(ενss+(p−α2)νs−(α22ε(p−α22)+q)ν−rνt)<0,s∗≥ζ, |
which is a contradiction.
If (s∗,t∗)=(ζ,t∗), then [ws](ζ,t∗)=[νs](ζ,t∗)+α1−α22εν(ζ,t)≤0, which is also a contradiction. This completes the proof.
Theorem 2.2. Let z be the solution of (1.1)–(1.5). Then, it holds:
‖z‖ˉD≤‖f‖D∖(ζ,t)α+max∂D|z(s,t)|, |
and
‖z(κ)‖D∖(ζ,t)≤Cε−κ,1≤κ≤3, |
where the suffix (κ) denote the κth derivative of z with respect to s.
Proof. Consider the following barrier functions
Ψ±(s,t)=−(1−s)‖f‖α−max∂D|z(s,t)|±z(s,t). |
We note that Ψ±∈C0(ˉD)∩C2(D−∪D+), and
Ψ±(s,t)≤0,on∂D,[∂Ψ±∂s](ζ,t)≥0,t>0,LΨ±(s,t)≥0,for(s,t)∈D−∪D+. |
Consequently, with the help of Theorem 2.1, the required result can be proved. By following a similar procedure as in [3], the bounds of the derivatives can be obtained.
Decomposition of the solution
We decompose the solution as the sum of a regular component x and a singular component y as:
z(s,t)=x(s,t)+y(s,t), |
where the regular component x∈C0(D) satisfies the following problem
Lx=f(s,t),(s,t)∈D−∪D+,x(s,0)=z(s,0),x(0,t)=z(0,t),x(1,t)=z(1,t), | (2.1) |
and the singular component y∈C0(D) satisfies
Ly=0,(s,t)∈D−∪D+,y(s,0)=0,y(0,t)=z(0,t)−x(0,t),y(1,t)=0. | (2.2) |
Furthermore, the regular and singular components satisfy the conditions
[y](ζ,t)=−[x](ζ,t),[∂y∂s](ζ,t)=−[∂x∂s](ζ,t). | (2.3) |
The regular component x can be further decomposed as
x=x0+εx1+ε2x2, | (2.4) |
where x0,x1,x2∈C0(D) and satisfy the following problems, respectively,
p(s,x0)∂x0∂s+q(s)x0−r(s)∂x0∂t=f(s,t),(s,t)∈D−∪D+,x0(1,t)=z(1,t),x0(s,0)=z(s,0), | (2.5) |
ε∂2x0∂s2+p(s,x0+εx1)∂(x0+εx1)∂s−q(x0+εx1)−r(s)∂(x0+εx1)∂t=f(s,t),s≠ζ,x1(ζ,t)=x1(1,t)=x1(s,0)=0, | (2.6) |
ε∂2∂s2(x0+εx1+ε2x2)+p(s,x0+εx1+ε2x2)∂∂s(x0+εx1+ε2x2)−q(s)(x0+εx1+ε2x2)−r(s)∂∂t(x0+εx1+ε2x2)=f(s,t), | (2.7) |
x2(0,t)=x2(ζ,t)=x2(1,t)=x2(s,0)=0. |
The singular component can be further decomposed as y=y1+y2, where y1∈C2(D) is the boundary layer function satisfying
Ly1=0,(s,t)∈D,y1(0,t)=z(0,t)−x(0,t),y1(1,t)=0,y1(s,0)=0, | (2.8) |
and y2∈C0(D) is the weak interior layer function, which is the solution of
Ly2=0,(s,t)∈D−∪D+,y2(0,t)=0,y2(1,t)=0,y2(s,0)=0,[∂y2∂s](ζ,t)=−[∂x∂s](ζ,t). | (2.9) |
The method of upper and lower solutions will be useful to prove the existence and uniqueness of the regular component. By reversing all the inequalities, we can obtain the corresponding definition of lower solutions. In what follows, the upper and lower solutions will be denoted by Φ and ϕ, respectively.
Definition 2.3. A function Φ is an upper solution of problem (2.1) if
LΦ≤f(s,t),(s,t)∈D−∪D+, | (2.10) |
Φ(0,t)≥z(0,t),Φ(1,t)≥z(1,t),Φ(s,0)≥z(s,0). | (2.11) |
The solution of (2.1) satisfies Nagumo's condition on D−∪D+ relative to the pair Ψ(s,t)=‖f‖+γs,γ:=supϕ≤z≤Φ|p(s,z(s,t))|. Thus, by using the result from [18, Thm 1.5.1], the existence of the regular component can be ensured by constructing lower and upper solutions. These components satisfy the bounds established in the following results.
Lemma 2.4. For any integers κ,m satisfying 0≤κ+m≤2, the solution x of (2.1) satisfies the following bounds:
‖x‖≤C,(s,t)∈D−∪D+,|∂κ+mx∂sκ∂tm(s,t)|≤C(1+ε2−κ),(s,t)∈D−∪D+. |
Proof. Note that x0 and its derivatives are independent of ε, and
ε∂2x0∂s2+p(s,x0+εx1)∂(x0+εx1)∂s−q(s)(x0+εx1)−r(s)∂(x0+εx1)∂t=f(s,t)=p(s,x0)∂x0∂s+q(s)x0−r(s)∂x0∂t,x1(0,t)=x1(ζ,t)=x1(1,t)=0, |
which gives
ε∂2x0∂s2+εp(s,x0+εx1)∂x1∂s+(p(s,x0+εx1)−p(s,x0))∂x0∂s−εq(s)x1−εr(s)∂x1∂t=0,ε(∂2x0∂s2+p(s,x0+εx1)∂x1∂s+∂x0∂s∂p(s,ˆx)∂xx1−q(s)x1−r(s)∂x1∂t)=0, |
where ˆx(s,t) is such that
p(s,x0+εx1)−p(s,x0)=ε∂p(s,ˆx)∂xx1. |
Thus, the function x1 satisfies the following problem
p(s,x0+εx1)∂x1∂s+∂x0∂s∂p(s,ˆx)∂xx1−q(s)x1−r(s)∂x1∂t=−∂2x0∂s2,x1(1,t)=x0(s,0)=0. |
Hence, |x1|≤C and |∂x1∂s|≤C. Differentiating the above equation, we can also get the remaining bounds. Now, from Eqs (2.6) and (2.7), we obtain
ε∂2∂s2(x0+εx1+ε2x2)+p(s,x0+εx1+ε2x2)∂∂s(x0+εx1+ε2x2)−q(s)(x0+εx1+ε2x2)−r(s)∂∂t(x0+εx1+ε2x2)=f(s,t)=ε∂2x0∂s2+p(s,x0+εx1)∂(x0+εx1)∂s−q(s)(x0+εx1)−r(s)∂(x0+εx1)∂t. |
Hence, we get
ε∂2x2∂s2+p(s,x0+εx1+ε2x2)∂x2∂s+ε−2(p(s,x0+εx1+ε2x2)−p(s,x0+εx1))∂(x0+εx1)∂s−q(s)x2−r(s)∂x2∂t=−∂2x1∂s2, |
which gives
ε∂2x2∂s2+p(s,x0+εx1+ε2x2)∂x2∂s+(∂(x0+εx1)∂s∂p(s,˜x)∂x−q(s))x2−r(s)∂x2∂t=−∂2x1∂s2,x2(0,t)=x2(ζ,t)=x2(1,t)=x2(s,0)=0. |
where ˜x is given by
p(s,x0+εx1+ε2x2)−p(s,x0+εx1)=ε2∂p(s,˜x)∂xx2. |
Hence, we have
‖x(κ)2‖≤Cε−κ. |
Thus, by combining the bound of x0,x1, and x2, the proof is completed.
Lemma 2.5. For any integers κ,m, the solutions y1 and y2 of problems (2.8) and (2.9), respectively, satisfy the following bounds:
|∂κ+my1∂sκ∂tm(s,t)|≤Cε−κexp(−αs/ε),(s,t)∈D,0≤κ+m≤3,|y2(s,t)|≤Cε,(s,t)∈D−∪D+,|∂κ+my2∂sκ∂tm(s,t)|≤{Cε1−κexp(−αs/ε),(s,t)∈D−,Cε1−κexp(−α(s−ζ)/ε),(s,t)∈D+.1≤κ+m≤3. |
Proof. To find the bounds of y1, choose C sufficiently large so that
|y1(s,t)|≤Cexp(−αs/ε),for(s,t)∈∂D. |
Since Ly1=0, and
L(Cexp(−αs/ε))=Cexp(−αs/ε)[α2ε−1−αp(s,u)ε−1−q(s)]≤−Cβexp(−αs/ε)≤−Ly1, |
then by the minimum principle [4], we get
|y1(s,t)|≤Cexp(−αs/ε). |
Now, taking the stretching variable ˜s=s/ε and following a procedure similar to that in [19], we can easily obtain bounds for the derivatives of y1.
To find the bounds for y2, we choose suitable barrier functions Ψ(s,t)=−ψ(s,t)±y2(s,t), where
ψ(s,t)=Cεα{1,(s,t)∈D−,exp(−(s−ζ)α/ε),(s,t)∈D+. |
Clearly, Ψ(0,t)=−ψ(0,t)≤0,Ψ(1,t)=−ψ(1,t)≤0,Ψ(s,0)=−ψ(s,0)≤0. Also,
LΨ(s,t)={Cq(s)≥0,(s,t)∈D−,Cexp(−(s−ζ)α/ε)(−α+p(s,ψ)+εαq)≥0,(s,t)∈D+, |
and [∂Ψ∂s](ζ,t)=−[∂ψ∂s](ζ,t)±[∂y2∂s](ζ,t)≥0. Hence, Theorem 2.1 implies Ψ(s,t)≤0, for all (s,t)∈ˉD, that is,
−ψ(s,t)±y2(s,t)≤0⟹|y2(s,t)|≤ψ(s,t)≤Cεfor(s,t)∈ˉD. |
Hence, with the help of Theorem 2.1, we arrive at the required result.
Now, to get the derivative bounds, we follow a similar procedure as in [20]. The result is proven for D− and a similar procedure can be adopted for D+. Take η=(s−ζ)/ε and set ˜D=(0,ζε−1)×(0,1]. Additionally, let ˜y2(η,t)=y2(s,t), and similarly define the transformed coefficients ˜p,˜q,˜r. Then, Eq (2.9) becomes
(˜y2)ηη+˜p(η,˜y2)(˜y2)η−ε˜q(η)˜y2−ε˜r(η)(˜y2)t=0,on˜D. | (2.12) |
For each η∈(0,ζε−1) and each μ>0, let Rη,μ denote the rectangle
((η−μ,η+μ)×(0,T])∩˜D, |
and let ˉRη,μ denote the closure of Rη,μ in the (η,t)−plane.
Now, since ˜y2 satisfies (2.9) and (2.12), by [15], for 0≤κ+2m≤4,
maxˉRη,1|DκηDmt˜y2|≤CmaxˉRη,2|˜y2|. | (2.13) |
Using bounds for y2, we have
|DκηDmt˜y2(η,μ)|≤Cεexp−αη. |
Changing variables, this becomes
|DκsDmty2(s,t)|≤Cε1−κexp(−αs/ε). |
Let us subdivide the domain ˉDs into
[0,θ1]∪[θ1,ζ]∪[ζ,ζ+θ2]∪[ζ+θ2,1], | (3.1) |
where the transition points are defined as
θ1=min{ζ2,2εαlnN},θ2=min{1−ζ2,2εαlnN}. | (3.2) |
We will divide each of the four intervals in N/4 subintervals. The mesh points are denoted by
DNs=DN−s∪DN+s={si:1≤i≤N/2−1}∪{si:N/2+1≤i≤N−1}. |
Clearly, ˉDNs={si}Ni=0 where s0=0,sN/2=ζ and sN=1. The mesh width will be
hi={Hl=4θ1N,i=1,2,...,N/4,hl=4(ζ−θ1)N,i=N/4+1,N/4+2,...,N/2,Hr=4θ2N,i=N/2+1,N/2+2,...,3N/4,hr=4(1−ζ−θ2)N,i=3N/4+1,3N/4+2,...,N. |
Additionally, define Hi=hi+hi+12.
The time variable is discretized using a uniform mesh:
DMt={tj=jTM},j=0,1,2,...,M. |
The piecewise uniform mesh is DN,M=DNs×DMt. Let us also define some useful discrete domains ˉDN,M=ˉDNs×DMt,∂DN,M =ˉDN,M∖DN,M,DN,M− =DN−s×DMt,DN,M+=DN+s×DMt.
The forward difference D+s and backward difference D−s operators in space and the backward difference operator D−t in time are given by
D+sZji=Zji+1−Zjihi+1,D−sZji=Zji−Zji−1hi,D−tZji=Zji−Zj−1ik. |
A difference operator of second order in space is described as:
δ2sZji=D+sZji−D−sZjiHi. |
Using these operators, we obtain a discretization of problem (1.1)–(1.4) as:
Z0i=z0(si),fori=1,...,N.{LMNZji≡εδ2sZji+pjiD+sZji−qiZji−riD−tZji=fji,si∈DNs,D+sZjN/2=D−sZjN/2,Zj0=zl(tj),ZjN=zr(tj),forj=1,2,...,M, | (3.3) |
where Zji denotes an approximate value of z(si,tj), pji=p(si,Zji),qi=q(si),ri=r(si),fji=f(si,tj).
The finite difference operator LMN satisfies the following discrete minimum principle:
Theorem 3.1. (Discrete minimum principle) Let W be a mesh function defined on the discretized domain ˉDN,M. If W≤0 on ∂DN,M,LMNWji≥0 on DN,s and D+sWjN/2−D−sWjN/2≥0,forj=1,2,...,M, then Wji≤0 for all (si,tj)∈ˉDN,M.
Proof. By following the mehodology in [21], we proceed by contradiction. Let us assume that (sn,tm) is a point where W attains its maximum. If Wmn≤0, then there is nothing to prove. Now, suppose that Wmn>0. Clearly, n≠0,N, and hence, either sn∈DN,−s∪DN,+s or n=N/2. First consider the case sn∈DN,−s∪DN,+s. Then, Wmn−Wmn−1≥0,Wmn+1−Wmn≤0 and Wmn−Wm−1n≥0. Hence,
LMNWmn=εδ2sWmn+pm−1nD+sWmn−qnWmn−rnD−tWmn=εHn(Wmn+1−Wmnhn+1−Wmn−Wmn−1hn)+pm−1nWmn+1−Wmnhn+1−qnWmn−rnWmn−Wm−1nk≤0, |
which is a contradiction. Now, the only possibility is n=N/2, and we have
D+sWmN/2−D−sWmN/2=WmN/2+1−WmN/2hN/2+1−WmN/2−WmN/2−1hN/2≤0, |
which is again a contradiction. Hence, the proof is completed.
To get a bound of the nodal error |(Z−z)(si,tj)|, we will proceed as follows. First, we define the regular component X and the singular component Y of the discretized solution Z. Later, the nodal errors are considered outside and within the layer using these mesh functions. We assume M=CN throughout the rest of the paper.
Define the discrete regular component X to be the solution of the following system:
LMNX=fji,fori,j∈DN,M,X(0,tj)=x(0,tj),X(ζ,tj)=x(ζ,tj),X(1,tj)=x(1,tj),X(si,0)=x(si,0). | (4.1) |
Define the discrete singular components Y to be the solution of the following system:
LMNY=0,for(si,tj)∈DN,M,Y(si,0)=0,Y(0,tj)=y(0,tj),Y(1,tj)=y(1,tj),[DsY(ζ,tj)]=−[DsX(ζ,tj)],tj∈DM, | (4.2) |
where for any mesh function W, the jump discontinuity along the line s=ζ is represented by:
[DsW(ζ,tj)]=D+sW(ζ,tj)−D−sW(ζ,tj). |
The singular component can be further decomposed as Y=Y1+Y2 where Y1 is the boundary layer function satisfying
LMNY1=0,(si,tj)∈DN,M,Y1(0,tj)=y(0,tj)−x(0,tj),Y1(1,tj)=0,Y1(si,0)=0, | (4.3) |
and Y2 is the weak interior layer function, which solves the problem
LMNY2=0,(si,tj)∈DN,M,Y2(0,tj)=0,Y2(1,tj)=0,Y2(si,0)=0,[DsY2(ζ,tj)]=−[DsX(ζ,tj)]−[DsY1(ζ,tj)]. | (4.4) |
So, the discretized solution can be expressed as
Z=X+Y=X+Y1+Y2. |
Lemma 4.1. The regular component X of the discrete solution satisfies the following ε-uniform error estimate:
|X(si,tj)−x(si,tj)|≤{CN−1(ζ−si),si≤ζ,CN−1(1−si),si≥ζ,wheretj∈DMt. |
Proof. Let us first consider the case si≤ζ, we have
{εδ2s+p(si,X)D+s−qi−riD−t}(X−x)=ε∂2x∂s2+p(si,x)∂x∂s−q(si)x−r(si)∂x∂t−{εδ2s+p(si,X)D+s−qi−riD−t}(x)=ε(∂2x∂s2−δ2sx)+p(si,X)(∂x∂s−D+sx)+(p(si,x)−p(si,X))∂x∂s−r(si)(∂x∂t−D−t(x))=ε(∂2x∂s2−δ2sx)+p(si,X)(∂x∂s−D+sx)+pz(si,ξji)(x−X)∂x∂s−r(si)(∂x∂t−D−t(x)). |
Introduce the linear difference operator
LN,MxW:=(εδ2s+p(si,X)D+s+pz(s,ξji)∂x∂s−r(si)D−t)W, |
where ξji is defined implicitly by
p(si,x)−p(si,X)≡pz(si,ξji)(x−X). |
Note that ‖pz(s,ξji)∂x∂s‖≤C. Now,
LN,Mx(X−x)=ε(δ2sx−∂x2∂2s)+p(si,X)(D+sx−∂x∂s)+pz(si,ξji)∂x∂s(X−x)−r(si)D−t(X−x). |
Then by using standard local truncation error estimates and by Lemma 2.4, we have
|LN,Mx(X−x)|(si,tj)≤ε3(si+1−si−1)‖∂x3∂3s‖+p(si,X)2(si+1−si)‖∂x2∂2s‖≤CN−1. |
Using the barrier functions ψ±(s,t)=−CN−1(ζ−si)±(X−x)(si,tj) and the discrete minimum principle, the proof can be completed in the usual way. A similar procedure can be used for si≥ζ, using a suitable barrier function and Theorem 3.1.
Lemma 4.2. For (si,tj)∈DN,M, the boundary layer function Y1 satisfies
|Y1−y1|≤CN−1lnN. | (4.5) |
Additionally, for si≥θ1, it holds that |Y1|≤CN−1.
Proof. Let us first consider the case s≤ζ. In the case when θ1≤1/4 for the region away from the layer [θ1,ζ], using Lemma 2.5, we have
|y1(s,t)|≤Cexp(−αs/ε)≤Cexp(−lnN)=CN−1. |
Now, consider the following transformation
Y1=Λ(si,tj)^Y1, |
where |Λ(si,tj)|≤C so that, for sufficiently large N≥N0 (N0 is independent of ε) and for sufficiently small ε≤ε0 (ε0 is independent N)
ˆLMNˆY1={εδ2s+ˆpD–sˆq−ˆrD−t}ˆY1,ˆp≥α,ˆq≥β,ˆr>0, |
and ^Y1(0,t)=|y1(0,t)|,^Y1(ζ,t)=0. Now, we take
Λ(si,tj)={∏ik=1(1+ξ1ε−1N−1hk)−1,k<N/4,(1+ξ1ε−1N−1hk)−N/2∏N/2k=N/4(1+ξ2hk)−1,N/4≤k≤N/2, |
where ξ2>ξ1>0 are suitably chosen constants. Let ˜Y1 be the solution of
{εδ2s+αD+s−qi−riD−t}˜Y1=0,˜Y1(0,t)=|y1(0,t)|,˜Y1(ζ,t)=0. |
Then, using the discrete comparison principle, we have
|ˆY1|≤˜Y1≤CN−1. |
Hence,
|Y1(si,tj)−y1(si,tj)|≤CN−1. |
Now, for the layer region [0,θ1], we have
LMN(Y1−y1)=LMNy1−Ly1=ε(δ2sy1−(y1)ss)+p(s,Z)D+sy1−p(s,z)(y1)s−q(s)(Y1−y1)−r(s)(D−ty1−(y1)t)=ε(δ2sy1−(y1)ss)+(p(s,Z)−p(s,z))(y1)s+p(s,Z)(D+sy1−(y1)s)−r(s)(D−ty1−(y1)t)=ε(δ2sy1−(y1)ss)+(p(s,ξji)(Z−z))(y1)s+p(s,Z)(D+sy1−y1)s)−r(s)(D−ty1−(y1)t). |
Let us define the linear discrete operator
LN,My1W≡(εδ2s+p(s,ξi)(y1)s+p(s,Z)D+s−r(s)D−t)W, |
where ξji is given implicitly by ps(s,ξji)(Y1−y1)≡p(s,Y1)−p(s,y1). Proving that
p(s,Z)−4ε(ps(s,ξji)(y1)s)>0, |
this linear discrete operator satisfies the maximum principle.
Now, adopting the methodology as in [3], using a suitable barrier function ˉY1, which is the solution of the problem:
(εδ2s+p(s,ξi)(y1)s+p(s,Z)D+s−r(s)D−t)ˉY1=0,(si,tj)∈D−,ˉY1(0,tj)=1,ˉY1(ζ,tj)=0,ˉY1(si,0)=0, |
and a discrete comparison principle, the proof is complete. Similarly, bounds for the case s>ζ can be proved easily.
Lemma 4.3. The following ε-uniform bound holds:
|[DsY2(ζ,tj)]|≤C(1+ε−1N−1). |
Proof. Since
[DsY2(ζ,tj)]=−[DsX(ζ,tj)]−[DsY1(ζ,tj)]=−(D+sX(ζ,tj)−D−sX(ζ,tj))−(D+sY1(ζ,tj)−D−sY1(ζ,tj)), |
it is enough to prove the bounds for each term in the right side of the equation. Now,
D−sX(ζ,tj)=D−s(X−x)(ζ,tj)+D−sx(ζ,tj) |
and ‖∂x∂s‖D−≤C, which implies |D−sx(ζ,tj)|≤C and |D−s(X−x)(ζ,tj)|=|(X−x)(ζ−hl,tj)/hl|≤CN−1 by Lemma 4.1. Hence,
[D−sX(ζ,tj)]≤C. | (4.6) |
Now, when si≥ζ,
D+sX(si,tj)=D+s(X−x)(si,tj)+D+sx(si,tj), |
and ‖∂x∂s‖D+≤C.
Also by applying Lemma 3.14 of [3], for si≥ζ, we get
ε|D+s(X−x)(si,tj)|≤CN−1, | (4.7) |
which gives
D+sX(si,tj)≤CN−1/ε+C=C(1+ε−1N−1). | (4.8) |
Now, to get the bounds for Y1, note that Y1(si,tj)≤CN−1,si≥θ1, and hence
|D−sY1(ζ,tj)|≤C. | (4.9) |
Finally,
D+sY1(ζ,tj)=D+s(Y1−y1)(ζ,tj)+D+sy1(ζ,tj),and‖∂y1∂s‖D+≤Cε−1exp(−αζ/ε)≤C. |
Now, by following the arguments of Lemma 3.14 from [3] and using the bounds of the derivatives of y1, one can get
D+s(Y1−y1)(si,tj)≤C,si≥ζ. | (4.10) |
Hence,
D+sY1(ζ,tj)≤C. | (4.11) |
Now, by combining the Eqs (4.6), (4.8), (4.9), and (4.11), the proof is complete.
Concerning the interior layer function, the same bounds can be obtained, as stated in the following result.
Lemma 4.4. For (si,tj)∈DN,M, the interior layer function Y2 satisfies
|Y2−y2|≤CN−1lnN. | (4.12) |
Proof. Let us first get the error estimates at the line of discontinuity s=ζ. Recalling that [xs(ζ,t)]+[(y2)s(ζ,t)]=0, we obtain
[Ds(Y2−y2)(ζ,t)]=[DsY2(ζ,t)]−[Dsy2(ζ,t)]=[xs(ζ,t)]+[(y2)s(ζ,t)]+[DsY2(ζ,t)]−[Dsy2(ζ,t)]=[xs(ζ,t)]+[(y2)s(ζ,t)]−[DsX(ζ,tj)]−[DsY1(ζ,tj)]−[Dsy2(ζ,t)]=([xs(ζ,t)]−[DsX(ζ,tj)])+([(y2)s(ζ,t)]−[Dsy2(ζ,t)])−[DsY1(ζ,tj)]. | (4.13) |
Using [Lemma 3.14, [3]], we have
[xs(ζ,t)]−[DsX(ζ,tj)]=xs(ζ+,t)−D+sX(ζ,tj+xs(ζ−,t)−D−sX(ζ,tj)=[Ds(x−X)(ζ,t)]≤C(εN)−1. | (4.14) |
Also, it is
[(y2)s(ζ,t)]−[Dsy2(ζ,t)]=(y2)s(ζ+,t)−D+sY2(ζ,tj+(y2)s(ζ−,t)−D−sY2(ζ,tj), | (4.15) |
which implies
|[(y2)s(ζ,t)]−[Dsy2(ζ,t)]|≤CHr‖∂y22∂2s‖[ζ,ζ+Hr]+Chl‖∂y22∂2s‖[ζ−hl,ζ]≤CHrε+CHrεexp(−α/ε(ζ−Hr))≤CHr/ε+Chl≤CN−1lnN. | (4.16) |
Finally,
|Dsy1(ζ,t)|≤(hl+Hr)|(y1)ss(ζ−hl)|≤Chl+Hrε2exp((−α/ε)(ζ−hl))≤CN−1. |
Using inequalities (4.14)–(4.16) and Lemma 3.16 [3], we obtain from (4.13)
|[Ds(y2−Y2)(ζ,tj)]|≤C(εN)−1lnN. |
Consider the following transformation for the outer region [θ1,ζ],
Y2(si,tj)=ω(si,tj)^Y2(si,tj), |
where |ω(si,tj)|≤C so that for N≥N0 and ε≤ε0 (where N0 is independent of ε and ε0 is independent of N),
ˆLMNˆY2={εδ2s+ˆpD+s−ˆq−ˆrD−t}ˆY2(si,tj)=0,ˆp≥α,ˆq≥0,ˆr≥0,ˆY2(0,tj)=|Y2(0,tj)|,ˆY2(1,tj)=0,[DsˆY2(ζ,tj)]=−[DsX(ζ,tj)]−[DsY1(ζ,tj)],ˆY2(si,0)=0. |
By choosing a suitable barrier function ω(si,tj) given by
ω(si,t)={∏ik=1(1+ˆξ1ε−1N−1hk)−1,k<N/4,(1+ˆξ1ε−1N−1hk)−N/2∏N/2k=N/4(1+ˆξ2hk)−1,N/4≤k≤N/2, |
with ˆξ2>ˆξ1>0 appropriate constants, the operator satisfies a comparison principle and we can get that
|ˆY2|≤˜Y2≤CN−1, |
where ˜Y2(si,tj) is the solution of the following problem
{εδ2s+αD+s−q−rD−t}˜Y2(si,tj)=0,˜Y2(0,tj)=|y2(0,,tj)|,˜Y2(1,tj)=0,[Ds˜Y2(ζ,tj)]=−[DsX(ζ,tj)]−[DsY1(ζ,tj)],˜Y2(si,0)=0. |
Hence,
|Y2(si,tj)−y2(si,tj)|≤CN−1. |
Now, let us consider the truncation error in the layer regions:
LMN(Y2−y2)=Ly2−LMNy2=ε(∂2y2∂s2−δ2sy2)+p(si,y2)∂y2∂s−p(si,Y2)D+sy2−r(∂y2∂t−D−t(y2))=ε(∂2y2∂s2−δ2sy2)+(p(si,y2)−p(si,Y2))∂y2∂s+(p(s,Y2)(∂y2∂s−D+sy2)−r(∂y2∂t−D−t(y2))=ε(∂2y2∂s2−δ2sy2)+pz(si,ˉξji)(y2−Y2)∂y2∂s+(p(s,Y2)(∂y2∂s−D+sy2)−r)(∂y2∂t−D−t(y2)), |
where ˉξji is defined implicitly by
p(si,y2)−p(si,Y2)≡pz(si,ˉξji)(y2−Y2). |
Note that ‖pz(s,ξji)∂x∂s‖≤C. Now, we define the linear discrete operator
LN,My2W≡(εδ2s+pz(si,ˉξji)∂y2∂s+p(si,Y2)D+s−r(si)D−t)W. |
The operator satisfies a discrete comparison principle, providing that the inequality
p2(si,Y2)−4ε(pz(si,ˉξji)∂y2∂s)>0 |
holds. Now, the operator LN,My2 follows the linear case as in [22]. With the help of a comparison principle and a suitable barrier function B±i,j=CN−1+CN−1lnN±(Y2−y2)(si,tj), we get the required result, as usually.
Now, we will state the main theoretical result of this paper.
Theorem 4.5. Let z be the solution of problem (1.1) and Z be the numerical solution of (3.3). Then, the following error estimates hold:
‖Z−z‖ˉD≤CN−1(lnN), |
and
ε‖D+sZ−∂z∂s‖ˉD≤CN−1lnN. |
Proof. Combining Lemmas 4.1, 4.2, and 4.4, the proof is completed.
To derive the error bound for approximations to the scaled derivative, by applying the arguments from [3, Section 3.5], separately on each subdomain [0,ζ]×(0,T] and [ζ,1]×(0,T], we get
ε‖D+sz−∂z∂s‖ˉD≤CN−1lnN,ε‖D+sX−∂x∂s‖ˉD≤CN−1lnN,ε‖D+sY1−∂y1∂s‖D−≤CN−1lnN |
and from the proof of Lemma 4.3, we obtain
ε‖D+sY1−∂y1∂s‖D+≤CN−1lnN. |
Now, again by applying the arguments from [3, Section 3.5], for si≥ζ, we can get the following bounds
ε‖D+sY2−∂y2∂s‖D+≤CN−1lnN. |
For, si<ζ, define ˜Y2(si,tj)=Y2(si,tj)−Y2(ζ,tj) with
LMN˜Y2=0.for (si,tj)∈DN,M,˜Y2(0,tj)=−Y2(ζ,tj),˜Y2(ζ,tj)=0,˜Y2(1,tj)=−Y2(ζ,tj). |
Then, for si<ζ,
D+s(Y2−y2)(si,tj)=D+s(Y2−y2)(ζ,tj)+D+s(˜Y2−˜y2)(si,tj) | (4.17) |
where ˜y2 is defined analogously to ˜Y2. Now, by adopting the methodology from [3], we can bound the second term D+s(˜Y2−˜y2)(si,tj) on the right side of Eq (4.17), whereas the first term D+s(Y2−y2)(ζ,tj) of Eq (4.17) is already bounded.
To validate the theoretical results obtained in the previous sections, the proposed scheme has been employed for solving two test problems. In order to get numerical solutions, we have linearized system (3.3) and consider the following system
Z0i=z0(si),fori=1,...,N.{LMNZji≡εδ2sZji+pj−1iD+sZji−qiZji−riD−tZji=fji,si∈Ds,D+sZjN/2=D−sZjN/2Zj0=zl(tj),ZjN=zr(tj),forj=1,2,...,M, | (5.1) |
where we used a linearization technique as the one described in [23,24]. The above system can be expressed in matrix form as
A Zj=Zj−1,j=1,2,...,M, |
where A is the coefficient matrix, which is an M-matrix of order (N−1)×(N−1),andZj={Z01,Zj2,...,ZjN−1},j=1,2,...,M.
Using Z0={Z01,Z02,...,Z0N−1}={z0(s1),z0(s2),...,z0(sN−1)},Zj0=zl(tj),ZjN=zr(tj),j=1,2,...,M, the above system can be solved for Zj.
The double mesh principle [3] is applied to approximate the errors in the maximum norm. For simplicity, we take M=CN. The errors are obtained through
EN,Mε=max(s,t)∈D|Z2N,2M2i,2j−ZN,Mi,j|, |
where ZN,M and Z2N,2M represent the numerical solutions to problem (1.1) on two meshes with N and 2N number of subintervals, respectively. The finer mesh has the mesh points of the coarse mesh along with their midpoints. The maximum pointwise error norm is determined by
EN,M=maxεEN,Mε. |
Furthermore, the approximate orders of convergence are calculated using the standard formula:
QN,M=log2(EN,ME2N,2M). |
The errors and orders of convergence associated with time and space are calculated separately by fixing N and M, respectively. The errors EN,EM and the maximum pointwise error norms EN,EM are obtained as
ENε=max(s,t)∈D|Z2N,M−ZN,M|,EN=maxεENε.EMε=max(s,t)∈D|ZN,2M−ZN,M|,EM=maxεEMε. |
The estimate of orders of convergence for space and time are calculated, respectively, by
QN=log2(ENE2N),QM=log2(EME2M). |
Example 5.1. Consider problem (1.1) with the following data
p(s,z)=sin(z)+1,q(s)=sin2(s)+1,r(s)=1,z0(s)=s,zl(t)=z0(0)=0,zr(t)=z0(1)=1,f(s,t)={−sin(s)2−sin(t),s<ζ,sin(s)2+sin(t),s>ζ,whereζ=0.5. |
Example 5.2. Consider problem (1.1) with the following data
p(s,z)=z+1,q(s)=log(s+2),r(s)=1,z0(s)=log(s+2),zl(t)=z0(0)=log(2),zr(t)=z0(1)=log(3),f(s,t)={−(log(s+2)+t)3,s<ζ,(log(s+2)+t)3,s>ζ,whereζ=0.7. |
For ε=2−7 and N=32, solution graphs are given for both problems. From Figures 1 and 2, one can clearly observe that apart from a boundary layer at s=0, a weak interior layer exists at the right side of the line of discontinuity. For ε=2−6,...,2−25, N=25,...,210, Tables 1 and 2 provide the pointwise errors and convergence rates for Examples 1 and 2 with N=M. To analyse the rate of convergence in the space and time variable, Tables 3 and 4 are presented with N=256,M=25,...,210 and Tables 5 and 6 are presented with M=128,N=25,...,210. These tables demonstrate an almost first-order convergence in space and a first-order convergence in time. The numerical results presented in these tables corroborate the theoretical findings and confirm that the method achieves nearly first-order convergence.
ε | M=32 | M=64 | M=128 | M=256 | M=512 | M=1024 |
N=32 | N=64 | N=128 | N=256 | N=512 | N=1024 | |
2−6 | 1.858e- 2 | 1.180e- 2 | 6.891e- 3 | 4.092e- 3 | 2.538e- 3 | 1.631e- 3 |
2−7 | 2.013e- 2 | 1.308e- 2 | 7.730e- 3 | 4.550e- 3 | 2.788e- 3 | 1.767e- 3 |
2−8 | 2.102e- 2 | 1.389e- 2 | 8.317e- 3 | 4.900e- 3 | 3.000e- 3 | 1.900e- 3 |
2−9 | 2.149e- 2 | 1.433e- 2 | 8.649e- 3 | 5.108e- 3 | 3.129e- 3 | 1.982e- 3 |
2−10 | 2.173e- 2 | 1.456e- 2 | 8.829e- 3 | 5.219e- 3 | 3.199e- 3 | 2.028e- 3 |
2−11 | 2.185e- 2 | 1.468e- 2 | 8.922e- 3 | 5.276e- 3 | 3.235e- 3 | 2.051e- 3 |
2−12 | 2.190e- 2 | 1.473e- 2 | 8.969e- 3 | 5.305e- 3 | 3.253e- 3 | 2.064e- 3 |
2−13 | 2.193e- 2 | 1.476e- 2 | 8.992e- 3 | 5.319e- 3 | 3.262e- 3 | 2.070e- 3 |
2−14 | 2.195e- 2 | 1.478e- 2 | 9.004e- 3 | 5.327e- 3 | 3.267e- 3 | 2.073e- 3 |
2−15 | 2.196e- 2 | 1.479e- 2 | 9.010e- 3 | 5.330e- 3 | 3.269e- 3 | 2.074e- 3 |
2−16 | 2.196e- 2 | 1.479e- 2 | 9.013e- 3 | 5.332e- 3 | 3.271e- 3 | 2.075e- 3 |
2−17 | 2.196e- 2 | 1.479e- 2 | 9.014e- 3 | 5.333e- 3 | 3.271e- 3 | 2.076e- 3 |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
2−25 | 2.196e- 2 | 1.479e- 2 | 9.016e- 3 | 5.334e- 3 | 3.272e- 3 | 2.076e- 3 |
EN,M | 2.196e- 2 | 1.479e- 2 | 9.016e- 3 | 5.334e- 3 | 3.272e- 3 | 2.076e- 3 |
QN,M | 0.5703 | 0.7143 | 0.7572 | 0.7052 | 0.6563 |
ε | M=32 | M=64 | M=128 | M=256 | M=512 | M=1024 |
N=32 | N=64 | N=128 | N=256 | N=512 | N=1024 | |
2−6 | 1.049e- 1 | 7.356e- 2 | 5.020e- 2 | 3.117e- 2 | 1.919e- 2 | 1.155e- 2 |
2−7 | 7.026e- 2 | 4.641e- 2 | 3.060e- 2 | 2.022e- 2 | 1.330e- 2 | 8.602e- 3 |
2−8 | 7.726e- 2 | 5.044e- 2 | 3.149e- 2 | 1.860e- 2 | 1.043e- 2 | 5.525e- 3 |
2−9 | 8.332e- 2 | 5.558e- 2 | 3.502e- 2 | 2.130e- 2 | 1.221e- 2 | 6.668e- 3 |
2−10 | 8.631e- 2 | 5.812e- 2 | 3.707e- 2 | 2.267e- 2 | 1.315e- 2 | 7.274e- 3 |
2−11 | 8.779e- 2 | 5.938e- 2 | 3.8 9e- 2 | 2.335e- 2 | 1.362e- 2 | 7.577e- 3 |
2−12 | 8.853e- 2 | 6.001e- 2 | 3.860e- 2 | 2.369e- 2 | 1.385e- 2 | 7.728e- 3 |
2−13 | 8.890e- 2 | 6.033e- 2 | 3.885e- 2 | 2.386e- 2 | 1.397e- 2 | 7.809e- 3 |
2−14 | 8.908e- 2 | 6.049e- 2 | 3.898e- 2 | 2.394e- 2 | 1.4 3e- 2 | 7.849e- 3 |
2−15 | 8.917e- 2 | 6.056e- 2 | 3.904e- 2 | 2.398e- 2 | 1.406e- 2 | 7.870e- 3 |
2−16 | 8.922e- 2 | 6.060e- 2 | 3.908e- 2 | 2.401e- 2 | 1.407e- 2 | 7.880e- 3 |
2−17 | 8.924e- 2 | 6.062e- 2 | 3.909e- 2 | 2.402e- 2 | 1.408e- 2 | 7.885e- 3 |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
2−25 | 8.926e- 2 | 6.064e- 2 | 3.911e- 2 | 2.403e- 2 | 1.409e- 2 | 7.890e- 3 |
EN,M | 1.049e- 1 | 7.356e- 2 | 5.020e- 2 | 3.117e- 2 | 1.919e- 2 | 1.155e- 2 |
QN,M | 0.5114 | 0.5512 | 0.6876 | 0.6998 | 0.7327 |
ε | M=32 | M=64 | M=128 | M=256 | M=512 | M=1024 |
2−6 | 1.536e-02 | 1.001e-02 | 6.071e-03 | 3.456e-03 | 1.874e-03 | 9.829e-04 |
2−7 | 1.510e-02 | 9.732e-03 | 5.834e-03 | 3.283e-03 | 1.762e-03 | 9.167e-04 |
2−8 | 1.492e-02 | 9.552e-03 | 5.685e-03 | 3.179e-03 | 1.698e-03 | 8.802e-04 |
2−9 | 1.483e-02 | 9.453e-03 | 5.604e-03 | 3.124e-03 | 1.664e-03 | 8.617e-04 |
2−10 | 1.477e-02 | 9.401e-03 | 5.563e-03 | 3.096e-03 | 1.648e-03 | 8.524e-04 |
2−11 | 1.475e-02 | 9.374e-03 | 5.542e-03 | 3.082e-03 | 1.639e-03 | 8.477e-04 |
2−12 | 1.473e-02 | 9.361e-03 | 5.531e-03 | 3.075e-03 | 1.635e-03 | 8.454e-04 |
2−13 | 1.473e-02 | 9.354e-03 | 5.526e-03 | 3.072e-03 | 1.633e-03 | 8.443e-04 |
2−14 | 1.472e-02 | 9.351e-03 | 5.523e-03 | 3.070e-03 | 1.632e-03 | 8.437e-04 |
2−15 | 1.472e-02 | 9.349e-03 | 5.522e-03 | 3.069e-03 | 1.631e-03 | 8.434e-04 |
2−16 | 1.472e-02 | 9.349e-03 | 5.521e-03 | 3.068e-03 | 1.631e-03 | 8.432e-04 |
2−17 | 1.472e-02 | 9.348e-03 | 5.521e-03 | 3.068e-03 | 1.631e-03 | 8.432e-04 |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
2−25 | 1.472e-02 | 9.348e-03 | 5.521e-03 | 3.068e-03 | 1.631e-03 | 8.431e-04 |
EM | 1.536e-02 | 1.001e-02 | 6.071e-03 | 3.456e-03 | 1.874e-03 | 9.829e-04 |
QM | 0.6180 | 0.7208 | 0.8127 | 0.8830 | 0.9311 |
ε | M=32 | M=64 | M=128 | M=256 | M=512 | M=1024 |
2−6 | 3.218e-02 | 1.799e-02 | 9.549e-03 | 4.925e-03 | 2.502e-03 | 1.359e-03 |
2−7 | 3.252e-02 | 1.819e-02 | 9.660e-03 | 4.983e-03 | 2.531e-03 | 1.295e-03 |
2−8 | 3.280e-02 | 1.835e-02 | 9.746e-03 | 5.027e-03 | 2.554e-03 | 1.287e-03 |
2−9 | 3.296e-02 | 1.844e-02 | 9.792e-03 | 5.051e-03 | 2.566e-03 | 1.293e-03 |
2−10 | 3.306e-02 | 1.849e-02 | 9.818e-03 | 5.064e-03 | 2.572e-03 | 1.296e-03 |
2−11 | 3.311e-02 | 1.852e-02 | 9.831e-03 | 5.071e-03 | 2.576e-03 | 1.298e-03 |
2−12 | 3.313e-02 | 1.853e-02 | 9.839e-03 | 5.074e-03 | 2.578e-03 | 1.299e-03 |
2−13 | 3.315e-02 | 1.854e-02 | 9.843e-03 | 5.076e-03 | 2.579e-03 | 1.300e-03 |
2−14 | 3.316e-02 | 1.854e-02 | 9.845e-03 | 5.078e-03 | 2.579e-03 | 1.300e-03 |
2−15 | 3.316e-02 | 1.855e-02 | 9.846e-03 | 5.078e-03 | 2.579e-03 | 1.300e-03 |
2−16 | 3.316e-02 | 1.855e-02 | 9.847e-03 | 5.078e-03 | 2.580e-03 | 1.300e-03 |
2−17 | 3.316e-02 | 1.855e-02 | 9.847e-03 | 5.079e-03 | 2.580e-03 | 1.300e-03 |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
2−25 | 3.316e-02 | 1.855e-02 | 9.847e-03 | 5.079e-03 | 2.580e-03 | 1.300e-03 |
EM | 3.316e-02 | 1.855e-02 | 9.847e-03 | 5.079e-03 | 2.580e-03 | 1.300e-03 |
QM | 0.8383 | 0.9135 | 0.9553 | 0.97773 | 0.9885 |
ε | N=32 | N=64 | N=128 | N=256 | N=512 | N=1024 |
2−6 | 1.512e-02 | 9.353e-03 | 5.306e-03 | 2.818e-03 | 1.413e-03 | 6.875e-04 |
2−7 | 1.716e-02 | 1.109e-02 | 6.632e-03 | 3.690e-03 | 1.941e-03 | 9.831e-04 |
2−8 | 1.809e-02 | 1.191e-02 | 7.272e-03 | 4.142e-03 | 2.231e-03 | 1.155e-03 |
2−9 | 1.855e-02 | 1.230e-02 | 7.590e-03 | 4.365e-03 | 2.376e-03 | 1.244e-03 |
2−10 | 1.877e-02 | 1.250e-02 | 7.743e-03 | 4.474e-03 | 2.448e-03 | 1.288e-03 |
2−11 | 1.888e-02 | 1.259e-02 | 7.821e-03 | 4.535e-03 | 2.485e-03 | 1.309e-03 |
2−12 | 1.893e-02 | 1.263e-02 | 7.856e-03 | 4.561e-03 | 2.503e-03 | 1.321e-03 |
2−13 | 1.896e-02 | 1.266e-02 | 7.872e-03 | 4.573e-03 | 2.512e-03 | 1.326e-03 |
2−14 | 1.897e-02 | 1.267e-02 | 7.881e-03 | 4.579e-03 | 2.516e-03 | 1.328e-03 |
2−15 | 1.898e-02 | 1.268e-02 | 7.887e-03 | 4.582e-03 | 2.518e-03 | 1.330e-03 |
2−16 | 1.898e-02 | 1.268e-02 | 7.890e-03 | 4.583e-03 | 2.519e-03 | 1.330e-03 |
2−17 | 1.898e-02 | 1.268e-02 | 7.891e-03 | 4.584e-03 | 2.519e-03 | 1.331e-03 |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
2−25 | 1.899e-02 | 1.269e-02 | 7.892e-03 | 4.585e-03 | 2.520e-03 | 1.331e-03 |
EN | 1.899e-02 | 1.269e-02 | 7.892e-03 | 4.585e-03 | 2.520e-03 | 1.331e-03 |
QN | 0.5817 | 0.6848 | 0.7836 | 0.8636 | 0.9208 |
ε | N=32 | N=64 | N=128 | N=256 | N=512 | N=1024 |
2−6 | 8.007e-02 | 5.905e-02 | 4.203e-02 | 2.649e-02 | 1.639e-02 | 9.775e-03 |
2−7 | 6.695e-02 | 4.029e-02 | 2.331e-02 | 1.538e-02 | 1.060e-02 | 6.991e-03 |
2−8 | 7.931e-02 | 5.062e-02 | 3.043e-02 | 1.752e-02 | 9.537e-03 | 4.940e-03 |
2−9 | 8.530e-02 | 5.572e-02 | 3.438e-02 | 2.021e-02 | 1.127e-02 | 6.013e-03 |
2−10 | 8.851e-02 | 5.824e-02 | 3.641e-02 | 2.157e-02 | 1.217e-02 | 6.577e-03 |
2−11 | 9.051e-02 | 5.949e-02 | 3.743e-02 | 2.224e-02 | 1.264e-02 | 6.862e-03 |
2−12 | 9.151e-02 | 6.012e-02 | 3.794e-02 | 2.258e-02 | 1.287e-02 | 7.007e-03 |
2−13 | 9.201e-02 | 6.043e-02 | 3.819e-02 | 2.275e-02 | 1.299e-02 | 7.082e-03 |
2−14 | 9.226e-02 | 6.059e-02 | 3.832e-02 | 2.284e-02 | 1.305e-02 | 7.120e-03 |
2−15 | 9.239e-02 | 6.066e-02 | 3.838e-02 | 2.288e-02 | 1.308e-02 | 7.139e-03 |
2−16 | 9.245e-02 | 6.070e-02 | 3.841e-02 | 2.290e-02 | 1.309e-02 | 7.148e-03 |
2−17 | 9.248e-02 | 6.072e-02 | 3.843e-02 | 2.291e-02 | 1.310e-02 | 7.153e-03 |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
2−25 | 9.251e-02 | 6.074e-02 | 3.844e-02 | 2.292e-02 | 1.311e-02 | 7.158e-03 |
EN | 9.251e-02 | 6.074e-02 | 3.844e-02 | 2.292e-02 | 1.311e-02 | 7.158e-03 |
QN | 0.6070 | 0.6600 | 0.7460 | 0.8065 | 0.8726 |
A quasilinear one-dimensional parabolic convection-reaction-diffusion problem with a discontinuous source term has been considered. The solution exhibits a boundary layer at s=0 and a weak interior layer to the right of the discontinuity. A numerical method is constructed to solve the problem, yielding an ε-uniform convergent numerical approximation to the solution. The method employs the standard upwind scheme on the spatial domain and the backward upwind scheme on the temporal domain. A Shishkin mesh is used to discretize the space while the time is discretized using a uniform mesh. The scheme achieves nearly first-order convergence in space and first-order convergence in time. Two numerical examples supporting the theoretical results are presented.
Ruby: Conceptualization, Formal analysis, Investigation, Methodology, Writing – original draft. Vembu Shanthi: Conceptualization, Formal analysis, Investigation, Methodology, Supervision, Writing – review & editing. Higinio Ramos: Conceptualization, Formal analysis, Investigation, Methodology, Supervision, Writing – review & editing. All authors have read and approved the final version of the manuscript for publication.
The authors declare they have not used artificial intelligence (AI) tools in the creation of this article.
The first author is grateful for financial support in the form of research fellowship(File no. 09/0895(12534)/2021-EMR-I) the Council of Scientific and Industrial Research (CSIR), India.
Prof. Higinio Ramos is a Guest Editor of special issue "Numerical Analysis of Differential Equations with Real-world Applications" for AIMS Mathematics. Prof. Higinio Ramos was not involved in the editorial review and the decision to publish this article.
The authors declare that they have no known competing financial interests or personal relationships that could have appeared to influence the work reported in this paper.
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ε | M=32 | M=64 | M=128 | M=256 | M=512 | M=1024 |
N=32 | N=64 | N=128 | N=256 | N=512 | N=1024 | |
2−6 | 1.858e- 2 | 1.180e- 2 | 6.891e- 3 | 4.092e- 3 | 2.538e- 3 | 1.631e- 3 |
2−7 | 2.013e- 2 | 1.308e- 2 | 7.730e- 3 | 4.550e- 3 | 2.788e- 3 | 1.767e- 3 |
2−8 | 2.102e- 2 | 1.389e- 2 | 8.317e- 3 | 4.900e- 3 | 3.000e- 3 | 1.900e- 3 |
2−9 | 2.149e- 2 | 1.433e- 2 | 8.649e- 3 | 5.108e- 3 | 3.129e- 3 | 1.982e- 3 |
2−10 | 2.173e- 2 | 1.456e- 2 | 8.829e- 3 | 5.219e- 3 | 3.199e- 3 | 2.028e- 3 |
2−11 | 2.185e- 2 | 1.468e- 2 | 8.922e- 3 | 5.276e- 3 | 3.235e- 3 | 2.051e- 3 |
2−12 | 2.190e- 2 | 1.473e- 2 | 8.969e- 3 | 5.305e- 3 | 3.253e- 3 | 2.064e- 3 |
2−13 | 2.193e- 2 | 1.476e- 2 | 8.992e- 3 | 5.319e- 3 | 3.262e- 3 | 2.070e- 3 |
2−14 | 2.195e- 2 | 1.478e- 2 | 9.004e- 3 | 5.327e- 3 | 3.267e- 3 | 2.073e- 3 |
2−15 | 2.196e- 2 | 1.479e- 2 | 9.010e- 3 | 5.330e- 3 | 3.269e- 3 | 2.074e- 3 |
2−16 | 2.196e- 2 | 1.479e- 2 | 9.013e- 3 | 5.332e- 3 | 3.271e- 3 | 2.075e- 3 |
2−17 | 2.196e- 2 | 1.479e- 2 | 9.014e- 3 | 5.333e- 3 | 3.271e- 3 | 2.076e- 3 |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
2−25 | 2.196e- 2 | 1.479e- 2 | 9.016e- 3 | 5.334e- 3 | 3.272e- 3 | 2.076e- 3 |
EN,M | 2.196e- 2 | 1.479e- 2 | 9.016e- 3 | 5.334e- 3 | 3.272e- 3 | 2.076e- 3 |
QN,M | 0.5703 | 0.7143 | 0.7572 | 0.7052 | 0.6563 |
ε | M=32 | M=64 | M=128 | M=256 | M=512 | M=1024 |
N=32 | N=64 | N=128 | N=256 | N=512 | N=1024 | |
2−6 | 1.049e- 1 | 7.356e- 2 | 5.020e- 2 | 3.117e- 2 | 1.919e- 2 | 1.155e- 2 |
2−7 | 7.026e- 2 | 4.641e- 2 | 3.060e- 2 | 2.022e- 2 | 1.330e- 2 | 8.602e- 3 |
2−8 | 7.726e- 2 | 5.044e- 2 | 3.149e- 2 | 1.860e- 2 | 1.043e- 2 | 5.525e- 3 |
2−9 | 8.332e- 2 | 5.558e- 2 | 3.502e- 2 | 2.130e- 2 | 1.221e- 2 | 6.668e- 3 |
2−10 | 8.631e- 2 | 5.812e- 2 | 3.707e- 2 | 2.267e- 2 | 1.315e- 2 | 7.274e- 3 |
2−11 | 8.779e- 2 | 5.938e- 2 | 3.8 9e- 2 | 2.335e- 2 | 1.362e- 2 | 7.577e- 3 |
2−12 | 8.853e- 2 | 6.001e- 2 | 3.860e- 2 | 2.369e- 2 | 1.385e- 2 | 7.728e- 3 |
2−13 | 8.890e- 2 | 6.033e- 2 | 3.885e- 2 | 2.386e- 2 | 1.397e- 2 | 7.809e- 3 |
2−14 | 8.908e- 2 | 6.049e- 2 | 3.898e- 2 | 2.394e- 2 | 1.4 3e- 2 | 7.849e- 3 |
2−15 | 8.917e- 2 | 6.056e- 2 | 3.904e- 2 | 2.398e- 2 | 1.406e- 2 | 7.870e- 3 |
2−16 | 8.922e- 2 | 6.060e- 2 | 3.908e- 2 | 2.401e- 2 | 1.407e- 2 | 7.880e- 3 |
2−17 | 8.924e- 2 | 6.062e- 2 | 3.909e- 2 | 2.402e- 2 | 1.408e- 2 | 7.885e- 3 |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
2−25 | 8.926e- 2 | 6.064e- 2 | 3.911e- 2 | 2.403e- 2 | 1.409e- 2 | 7.890e- 3 |
EN,M | 1.049e- 1 | 7.356e- 2 | 5.020e- 2 | 3.117e- 2 | 1.919e- 2 | 1.155e- 2 |
QN,M | 0.5114 | 0.5512 | 0.6876 | 0.6998 | 0.7327 |
ε | M=32 | M=64 | M=128 | M=256 | M=512 | M=1024 |
2−6 | 1.536e-02 | 1.001e-02 | 6.071e-03 | 3.456e-03 | 1.874e-03 | 9.829e-04 |
2−7 | 1.510e-02 | 9.732e-03 | 5.834e-03 | 3.283e-03 | 1.762e-03 | 9.167e-04 |
2−8 | 1.492e-02 | 9.552e-03 | 5.685e-03 | 3.179e-03 | 1.698e-03 | 8.802e-04 |
2−9 | 1.483e-02 | 9.453e-03 | 5.604e-03 | 3.124e-03 | 1.664e-03 | 8.617e-04 |
2−10 | 1.477e-02 | 9.401e-03 | 5.563e-03 | 3.096e-03 | 1.648e-03 | 8.524e-04 |
2−11 | 1.475e-02 | 9.374e-03 | 5.542e-03 | 3.082e-03 | 1.639e-03 | 8.477e-04 |
2−12 | 1.473e-02 | 9.361e-03 | 5.531e-03 | 3.075e-03 | 1.635e-03 | 8.454e-04 |
2−13 | 1.473e-02 | 9.354e-03 | 5.526e-03 | 3.072e-03 | 1.633e-03 | 8.443e-04 |
2−14 | 1.472e-02 | 9.351e-03 | 5.523e-03 | 3.070e-03 | 1.632e-03 | 8.437e-04 |
2−15 | 1.472e-02 | 9.349e-03 | 5.522e-03 | 3.069e-03 | 1.631e-03 | 8.434e-04 |
2−16 | 1.472e-02 | 9.349e-03 | 5.521e-03 | 3.068e-03 | 1.631e-03 | 8.432e-04 |
2−17 | 1.472e-02 | 9.348e-03 | 5.521e-03 | 3.068e-03 | 1.631e-03 | 8.432e-04 |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
2−25 | 1.472e-02 | 9.348e-03 | 5.521e-03 | 3.068e-03 | 1.631e-03 | 8.431e-04 |
EM | 1.536e-02 | 1.001e-02 | 6.071e-03 | 3.456e-03 | 1.874e-03 | 9.829e-04 |
QM | 0.6180 | 0.7208 | 0.8127 | 0.8830 | 0.9311 |
ε | M=32 | M=64 | M=128 | M=256 | M=512 | M=1024 |
2−6 | 3.218e-02 | 1.799e-02 | 9.549e-03 | 4.925e-03 | 2.502e-03 | 1.359e-03 |
2−7 | 3.252e-02 | 1.819e-02 | 9.660e-03 | 4.983e-03 | 2.531e-03 | 1.295e-03 |
2−8 | 3.280e-02 | 1.835e-02 | 9.746e-03 | 5.027e-03 | 2.554e-03 | 1.287e-03 |
2−9 | 3.296e-02 | 1.844e-02 | 9.792e-03 | 5.051e-03 | 2.566e-03 | 1.293e-03 |
2−10 | 3.306e-02 | 1.849e-02 | 9.818e-03 | 5.064e-03 | 2.572e-03 | 1.296e-03 |
2−11 | 3.311e-02 | 1.852e-02 | 9.831e-03 | 5.071e-03 | 2.576e-03 | 1.298e-03 |
2−12 | 3.313e-02 | 1.853e-02 | 9.839e-03 | 5.074e-03 | 2.578e-03 | 1.299e-03 |
2−13 | 3.315e-02 | 1.854e-02 | 9.843e-03 | 5.076e-03 | 2.579e-03 | 1.300e-03 |
2−14 | 3.316e-02 | 1.854e-02 | 9.845e-03 | 5.078e-03 | 2.579e-03 | 1.300e-03 |
2−15 | 3.316e-02 | 1.855e-02 | 9.846e-03 | 5.078e-03 | 2.579e-03 | 1.300e-03 |
2−16 | 3.316e-02 | 1.855e-02 | 9.847e-03 | 5.078e-03 | 2.580e-03 | 1.300e-03 |
2−17 | 3.316e-02 | 1.855e-02 | 9.847e-03 | 5.079e-03 | 2.580e-03 | 1.300e-03 |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
2−25 | 3.316e-02 | 1.855e-02 | 9.847e-03 | 5.079e-03 | 2.580e-03 | 1.300e-03 |
EM | 3.316e-02 | 1.855e-02 | 9.847e-03 | 5.079e-03 | 2.580e-03 | 1.300e-03 |
QM | 0.8383 | 0.9135 | 0.9553 | 0.97773 | 0.9885 |
ε | N=32 | N=64 | N=128 | N=256 | N=512 | N=1024 |
2−6 | 1.512e-02 | 9.353e-03 | 5.306e-03 | 2.818e-03 | 1.413e-03 | 6.875e-04 |
2−7 | 1.716e-02 | 1.109e-02 | 6.632e-03 | 3.690e-03 | 1.941e-03 | 9.831e-04 |
2−8 | 1.809e-02 | 1.191e-02 | 7.272e-03 | 4.142e-03 | 2.231e-03 | 1.155e-03 |
2−9 | 1.855e-02 | 1.230e-02 | 7.590e-03 | 4.365e-03 | 2.376e-03 | 1.244e-03 |
2−10 | 1.877e-02 | 1.250e-02 | 7.743e-03 | 4.474e-03 | 2.448e-03 | 1.288e-03 |
2−11 | 1.888e-02 | 1.259e-02 | 7.821e-03 | 4.535e-03 | 2.485e-03 | 1.309e-03 |
2−12 | 1.893e-02 | 1.263e-02 | 7.856e-03 | 4.561e-03 | 2.503e-03 | 1.321e-03 |
2−13 | 1.896e-02 | 1.266e-02 | 7.872e-03 | 4.573e-03 | 2.512e-03 | 1.326e-03 |
2−14 | 1.897e-02 | 1.267e-02 | 7.881e-03 | 4.579e-03 | 2.516e-03 | 1.328e-03 |
2−15 | 1.898e-02 | 1.268e-02 | 7.887e-03 | 4.582e-03 | 2.518e-03 | 1.330e-03 |
2−16 | 1.898e-02 | 1.268e-02 | 7.890e-03 | 4.583e-03 | 2.519e-03 | 1.330e-03 |
2−17 | 1.898e-02 | 1.268e-02 | 7.891e-03 | 4.584e-03 | 2.519e-03 | 1.331e-03 |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
2−25 | 1.899e-02 | 1.269e-02 | 7.892e-03 | 4.585e-03 | 2.520e-03 | 1.331e-03 |
EN | 1.899e-02 | 1.269e-02 | 7.892e-03 | 4.585e-03 | 2.520e-03 | 1.331e-03 |
QN | 0.5817 | 0.6848 | 0.7836 | 0.8636 | 0.9208 |
ε | N=32 | N=64 | N=128 | N=256 | N=512 | N=1024 |
2−6 | 8.007e-02 | 5.905e-02 | 4.203e-02 | 2.649e-02 | 1.639e-02 | 9.775e-03 |
2−7 | 6.695e-02 | 4.029e-02 | 2.331e-02 | 1.538e-02 | 1.060e-02 | 6.991e-03 |
2−8 | 7.931e-02 | 5.062e-02 | 3.043e-02 | 1.752e-02 | 9.537e-03 | 4.940e-03 |
2−9 | 8.530e-02 | 5.572e-02 | 3.438e-02 | 2.021e-02 | 1.127e-02 | 6.013e-03 |
2−10 | 8.851e-02 | 5.824e-02 | 3.641e-02 | 2.157e-02 | 1.217e-02 | 6.577e-03 |
2−11 | 9.051e-02 | 5.949e-02 | 3.743e-02 | 2.224e-02 | 1.264e-02 | 6.862e-03 |
2−12 | 9.151e-02 | 6.012e-02 | 3.794e-02 | 2.258e-02 | 1.287e-02 | 7.007e-03 |
2−13 | 9.201e-02 | 6.043e-02 | 3.819e-02 | 2.275e-02 | 1.299e-02 | 7.082e-03 |
2−14 | 9.226e-02 | 6.059e-02 | 3.832e-02 | 2.284e-02 | 1.305e-02 | 7.120e-03 |
2−15 | 9.239e-02 | 6.066e-02 | 3.838e-02 | 2.288e-02 | 1.308e-02 | 7.139e-03 |
2−16 | 9.245e-02 | 6.070e-02 | 3.841e-02 | 2.290e-02 | 1.309e-02 | 7.148e-03 |
2−17 | 9.248e-02 | 6.072e-02 | 3.843e-02 | 2.291e-02 | 1.310e-02 | 7.153e-03 |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
2−25 | 9.251e-02 | 6.074e-02 | 3.844e-02 | 2.292e-02 | 1.311e-02 | 7.158e-03 |
EN | 9.251e-02 | 6.074e-02 | 3.844e-02 | 2.292e-02 | 1.311e-02 | 7.158e-03 |
QN | 0.6070 | 0.6600 | 0.7460 | 0.8065 | 0.8726 |
ε | M=32 | M=64 | M=128 | M=256 | M=512 | M=1024 |
N=32 | N=64 | N=128 | N=256 | N=512 | N=1024 | |
2−6 | 1.858e- 2 | 1.180e- 2 | 6.891e- 3 | 4.092e- 3 | 2.538e- 3 | 1.631e- 3 |
2−7 | 2.013e- 2 | 1.308e- 2 | 7.730e- 3 | 4.550e- 3 | 2.788e- 3 | 1.767e- 3 |
2−8 | 2.102e- 2 | 1.389e- 2 | 8.317e- 3 | 4.900e- 3 | 3.000e- 3 | 1.900e- 3 |
2−9 | 2.149e- 2 | 1.433e- 2 | 8.649e- 3 | 5.108e- 3 | 3.129e- 3 | 1.982e- 3 |
2−10 | 2.173e- 2 | 1.456e- 2 | 8.829e- 3 | 5.219e- 3 | 3.199e- 3 | 2.028e- 3 |
2−11 | 2.185e- 2 | 1.468e- 2 | 8.922e- 3 | 5.276e- 3 | 3.235e- 3 | 2.051e- 3 |
2−12 | 2.190e- 2 | 1.473e- 2 | 8.969e- 3 | 5.305e- 3 | 3.253e- 3 | 2.064e- 3 |
2−13 | 2.193e- 2 | 1.476e- 2 | 8.992e- 3 | 5.319e- 3 | 3.262e- 3 | 2.070e- 3 |
2−14 | 2.195e- 2 | 1.478e- 2 | 9.004e- 3 | 5.327e- 3 | 3.267e- 3 | 2.073e- 3 |
2−15 | 2.196e- 2 | 1.479e- 2 | 9.010e- 3 | 5.330e- 3 | 3.269e- 3 | 2.074e- 3 |
2−16 | 2.196e- 2 | 1.479e- 2 | 9.013e- 3 | 5.332e- 3 | 3.271e- 3 | 2.075e- 3 |
2−17 | 2.196e- 2 | 1.479e- 2 | 9.014e- 3 | 5.333e- 3 | 3.271e- 3 | 2.076e- 3 |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
2−25 | 2.196e- 2 | 1.479e- 2 | 9.016e- 3 | 5.334e- 3 | 3.272e- 3 | 2.076e- 3 |
EN,M | 2.196e- 2 | 1.479e- 2 | 9.016e- 3 | 5.334e- 3 | 3.272e- 3 | 2.076e- 3 |
QN,M | 0.5703 | 0.7143 | 0.7572 | 0.7052 | 0.6563 |
ε | M=32 | M=64 | M=128 | M=256 | M=512 | M=1024 |
N=32 | N=64 | N=128 | N=256 | N=512 | N=1024 | |
2−6 | 1.049e- 1 | 7.356e- 2 | 5.020e- 2 | 3.117e- 2 | 1.919e- 2 | 1.155e- 2 |
2−7 | 7.026e- 2 | 4.641e- 2 | 3.060e- 2 | 2.022e- 2 | 1.330e- 2 | 8.602e- 3 |
2−8 | 7.726e- 2 | 5.044e- 2 | 3.149e- 2 | 1.860e- 2 | 1.043e- 2 | 5.525e- 3 |
2−9 | 8.332e- 2 | 5.558e- 2 | 3.502e- 2 | 2.130e- 2 | 1.221e- 2 | 6.668e- 3 |
2−10 | 8.631e- 2 | 5.812e- 2 | 3.707e- 2 | 2.267e- 2 | 1.315e- 2 | 7.274e- 3 |
2−11 | 8.779e- 2 | 5.938e- 2 | 3.8 9e- 2 | 2.335e- 2 | 1.362e- 2 | 7.577e- 3 |
2−12 | 8.853e- 2 | 6.001e- 2 | 3.860e- 2 | 2.369e- 2 | 1.385e- 2 | 7.728e- 3 |
2−13 | 8.890e- 2 | 6.033e- 2 | 3.885e- 2 | 2.386e- 2 | 1.397e- 2 | 7.809e- 3 |
2−14 | 8.908e- 2 | 6.049e- 2 | 3.898e- 2 | 2.394e- 2 | 1.4 3e- 2 | 7.849e- 3 |
2−15 | 8.917e- 2 | 6.056e- 2 | 3.904e- 2 | 2.398e- 2 | 1.406e- 2 | 7.870e- 3 |
2−16 | 8.922e- 2 | 6.060e- 2 | 3.908e- 2 | 2.401e- 2 | 1.407e- 2 | 7.880e- 3 |
2−17 | 8.924e- 2 | 6.062e- 2 | 3.909e- 2 | 2.402e- 2 | 1.408e- 2 | 7.885e- 3 |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
2−25 | 8.926e- 2 | 6.064e- 2 | 3.911e- 2 | 2.403e- 2 | 1.409e- 2 | 7.890e- 3 |
EN,M | 1.049e- 1 | 7.356e- 2 | 5.020e- 2 | 3.117e- 2 | 1.919e- 2 | 1.155e- 2 |
QN,M | 0.5114 | 0.5512 | 0.6876 | 0.6998 | 0.7327 |
ε | M=32 | M=64 | M=128 | M=256 | M=512 | M=1024 |
2−6 | 1.536e-02 | 1.001e-02 | 6.071e-03 | 3.456e-03 | 1.874e-03 | 9.829e-04 |
2−7 | 1.510e-02 | 9.732e-03 | 5.834e-03 | 3.283e-03 | 1.762e-03 | 9.167e-04 |
2−8 | 1.492e-02 | 9.552e-03 | 5.685e-03 | 3.179e-03 | 1.698e-03 | 8.802e-04 |
2−9 | 1.483e-02 | 9.453e-03 | 5.604e-03 | 3.124e-03 | 1.664e-03 | 8.617e-04 |
2−10 | 1.477e-02 | 9.401e-03 | 5.563e-03 | 3.096e-03 | 1.648e-03 | 8.524e-04 |
2−11 | 1.475e-02 | 9.374e-03 | 5.542e-03 | 3.082e-03 | 1.639e-03 | 8.477e-04 |
2−12 | 1.473e-02 | 9.361e-03 | 5.531e-03 | 3.075e-03 | 1.635e-03 | 8.454e-04 |
2−13 | 1.473e-02 | 9.354e-03 | 5.526e-03 | 3.072e-03 | 1.633e-03 | 8.443e-04 |
2−14 | 1.472e-02 | 9.351e-03 | 5.523e-03 | 3.070e-03 | 1.632e-03 | 8.437e-04 |
2−15 | 1.472e-02 | 9.349e-03 | 5.522e-03 | 3.069e-03 | 1.631e-03 | 8.434e-04 |
2−16 | 1.472e-02 | 9.349e-03 | 5.521e-03 | 3.068e-03 | 1.631e-03 | 8.432e-04 |
2−17 | 1.472e-02 | 9.348e-03 | 5.521e-03 | 3.068e-03 | 1.631e-03 | 8.432e-04 |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
2−25 | 1.472e-02 | 9.348e-03 | 5.521e-03 | 3.068e-03 | 1.631e-03 | 8.431e-04 |
EM | 1.536e-02 | 1.001e-02 | 6.071e-03 | 3.456e-03 | 1.874e-03 | 9.829e-04 |
QM | 0.6180 | 0.7208 | 0.8127 | 0.8830 | 0.9311 |
ε | M=32 | M=64 | M=128 | M=256 | M=512 | M=1024 |
2−6 | 3.218e-02 | 1.799e-02 | 9.549e-03 | 4.925e-03 | 2.502e-03 | 1.359e-03 |
2−7 | 3.252e-02 | 1.819e-02 | 9.660e-03 | 4.983e-03 | 2.531e-03 | 1.295e-03 |
2−8 | 3.280e-02 | 1.835e-02 | 9.746e-03 | 5.027e-03 | 2.554e-03 | 1.287e-03 |
2−9 | 3.296e-02 | 1.844e-02 | 9.792e-03 | 5.051e-03 | 2.566e-03 | 1.293e-03 |
2−10 | 3.306e-02 | 1.849e-02 | 9.818e-03 | 5.064e-03 | 2.572e-03 | 1.296e-03 |
2−11 | 3.311e-02 | 1.852e-02 | 9.831e-03 | 5.071e-03 | 2.576e-03 | 1.298e-03 |
2−12 | 3.313e-02 | 1.853e-02 | 9.839e-03 | 5.074e-03 | 2.578e-03 | 1.299e-03 |
2−13 | 3.315e-02 | 1.854e-02 | 9.843e-03 | 5.076e-03 | 2.579e-03 | 1.300e-03 |
2−14 | 3.316e-02 | 1.854e-02 | 9.845e-03 | 5.078e-03 | 2.579e-03 | 1.300e-03 |
2−15 | 3.316e-02 | 1.855e-02 | 9.846e-03 | 5.078e-03 | 2.579e-03 | 1.300e-03 |
2−16 | 3.316e-02 | 1.855e-02 | 9.847e-03 | 5.078e-03 | 2.580e-03 | 1.300e-03 |
2−17 | 3.316e-02 | 1.855e-02 | 9.847e-03 | 5.079e-03 | 2.580e-03 | 1.300e-03 |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
2−25 | 3.316e-02 | 1.855e-02 | 9.847e-03 | 5.079e-03 | 2.580e-03 | 1.300e-03 |
EM | 3.316e-02 | 1.855e-02 | 9.847e-03 | 5.079e-03 | 2.580e-03 | 1.300e-03 |
QM | 0.8383 | 0.9135 | 0.9553 | 0.97773 | 0.9885 |
ε | N=32 | N=64 | N=128 | N=256 | N=512 | N=1024 |
2−6 | 1.512e-02 | 9.353e-03 | 5.306e-03 | 2.818e-03 | 1.413e-03 | 6.875e-04 |
2−7 | 1.716e-02 | 1.109e-02 | 6.632e-03 | 3.690e-03 | 1.941e-03 | 9.831e-04 |
2−8 | 1.809e-02 | 1.191e-02 | 7.272e-03 | 4.142e-03 | 2.231e-03 | 1.155e-03 |
2−9 | 1.855e-02 | 1.230e-02 | 7.590e-03 | 4.365e-03 | 2.376e-03 | 1.244e-03 |
2−10 | 1.877e-02 | 1.250e-02 | 7.743e-03 | 4.474e-03 | 2.448e-03 | 1.288e-03 |
2−11 | 1.888e-02 | 1.259e-02 | 7.821e-03 | 4.535e-03 | 2.485e-03 | 1.309e-03 |
2−12 | 1.893e-02 | 1.263e-02 | 7.856e-03 | 4.561e-03 | 2.503e-03 | 1.321e-03 |
2−13 | 1.896e-02 | 1.266e-02 | 7.872e-03 | 4.573e-03 | 2.512e-03 | 1.326e-03 |
2−14 | 1.897e-02 | 1.267e-02 | 7.881e-03 | 4.579e-03 | 2.516e-03 | 1.328e-03 |
2−15 | 1.898e-02 | 1.268e-02 | 7.887e-03 | 4.582e-03 | 2.518e-03 | 1.330e-03 |
2−16 | 1.898e-02 | 1.268e-02 | 7.890e-03 | 4.583e-03 | 2.519e-03 | 1.330e-03 |
2−17 | 1.898e-02 | 1.268e-02 | 7.891e-03 | 4.584e-03 | 2.519e-03 | 1.331e-03 |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
2−25 | 1.899e-02 | 1.269e-02 | 7.892e-03 | 4.585e-03 | 2.520e-03 | 1.331e-03 |
EN | 1.899e-02 | 1.269e-02 | 7.892e-03 | 4.585e-03 | 2.520e-03 | 1.331e-03 |
QN | 0.5817 | 0.6848 | 0.7836 | 0.8636 | 0.9208 |
ε | N=32 | N=64 | N=128 | N=256 | N=512 | N=1024 |
2−6 | 8.007e-02 | 5.905e-02 | 4.203e-02 | 2.649e-02 | 1.639e-02 | 9.775e-03 |
2−7 | 6.695e-02 | 4.029e-02 | 2.331e-02 | 1.538e-02 | 1.060e-02 | 6.991e-03 |
2−8 | 7.931e-02 | 5.062e-02 | 3.043e-02 | 1.752e-02 | 9.537e-03 | 4.940e-03 |
2−9 | 8.530e-02 | 5.572e-02 | 3.438e-02 | 2.021e-02 | 1.127e-02 | 6.013e-03 |
2−10 | 8.851e-02 | 5.824e-02 | 3.641e-02 | 2.157e-02 | 1.217e-02 | 6.577e-03 |
2−11 | 9.051e-02 | 5.949e-02 | 3.743e-02 | 2.224e-02 | 1.264e-02 | 6.862e-03 |
2−12 | 9.151e-02 | 6.012e-02 | 3.794e-02 | 2.258e-02 | 1.287e-02 | 7.007e-03 |
2−13 | 9.201e-02 | 6.043e-02 | 3.819e-02 | 2.275e-02 | 1.299e-02 | 7.082e-03 |
2−14 | 9.226e-02 | 6.059e-02 | 3.832e-02 | 2.284e-02 | 1.305e-02 | 7.120e-03 |
2−15 | 9.239e-02 | 6.066e-02 | 3.838e-02 | 2.288e-02 | 1.308e-02 | 7.139e-03 |
2−16 | 9.245e-02 | 6.070e-02 | 3.841e-02 | 2.290e-02 | 1.309e-02 | 7.148e-03 |
2−17 | 9.248e-02 | 6.072e-02 | 3.843e-02 | 2.291e-02 | 1.310e-02 | 7.153e-03 |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
. | . | . | . | . | . | . |
2−25 | 9.251e-02 | 6.074e-02 | 3.844e-02 | 2.292e-02 | 1.311e-02 | 7.158e-03 |
EN | 9.251e-02 | 6.074e-02 | 3.844e-02 | 2.292e-02 | 1.311e-02 | 7.158e-03 |
QN | 0.6070 | 0.6600 | 0.7460 | 0.8065 | 0.8726 |