Skip to main content
Log in

The Bakhvalov mesh: a complete finite-difference analysis of two-dimensional singularly perturbed convection-diffusion problems

  • Original Paper
  • Published:
Numerical Algorithms Aims and scope Submit manuscript

Abstract

A linear two-dimensional singularly perturbed convection-diffusion boundary-value problem is considered. The problem is discretized by the upwind finite-difference method. The analysis of this method on Shishkin-type meshes has been well-established, but the discretization mesh in this paper is the original Bakhvalov mesh, introduced in 1969 as the first layer-adapted mesh. We analyze the error of the numerical solution in the maximum norm and prove first-order pointwise accuracy, uniform in the perturbation parameter. This is the first complete analysis of this kind for two-dimensional convection-diffusion problems discretized on the Bakhvalov mesh. Our numerical experiments validate the theoretical analysis.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2

Similar content being viewed by others

References

  1. Andreev, V., Kopteva, N.: On the convergence, uniform with respect to a small parameter, of monotone three-point finite difference approximations. Differ. Equ. 34 (7), 921–929 (1998)

    MATH  Google Scholar 

  2. Bakhvalov, N.S.: The optimization of methods of solving boundary value problems with a boundary layer. USSR Comp. Math. Math. Phys. 9, 139–166 (1969)

    Article  MathSciNet  Google Scholar 

  3. Britton, N.F.: Reaction-Diffusion Equations and Their Applications to Biology. Academic, London (1986)

    MATH  Google Scholar 

  4. Bujanda, B., Clavero, C., Gracia, J.L., et al.: A high order uniformly convergent alternating direction scheme for time dependent reaction-diffusion singularly perturbed problems. Numer. Math. 107, 1–25 (2007)

    Article  MathSciNet  Google Scholar 

  5. Clavero, C., Gracia, J.L., O’Riordan, E.: A parameter robust numerical method for a two dimensional reaction-diffusion problem. Math. Comput. 74(252), 1743–1758 (2005)

    Article  MathSciNet  Google Scholar 

  6. Estep, D.J., Larson, M.G., Williams, R.D.: Estimating the error of numerical solutions of systems of reaction-diffusion equations. Mem. Amer. Math. Soc. 146 (696), viii+ 109 (2000)

    MathSciNet  MATH  Google Scholar 

  7. Farrell, P.A., Hegarty, A.F., Miller, J.J.H., O’Riordan, E., Shishkin, G.I.: Robust Computational Techniques for Boundary Layers. Chapman & Hall, Boca Raton (2000)

    Book  Google Scholar 

  8. Franz, S., Roos, H.-G.: The capriciousness of numerical methods for singular perturbations. SIAM Rev. 53, 157–173 (2011)

    Article  MathSciNet  Google Scholar 

  9. Han, H., Kellogg, R.B.: Differentiability properties of solutions of the equation − ε2Δu + ru = f(x,y) in a square. SIAM J. Math. Anal. 21, 394–408 (1990)

    Article  MathSciNet  Google Scholar 

  10. Hegarty, A.F., O’Riordan, E.: M. Stynes. A comparison of uniform convergent difference schemes for two-dimensional convection-diffusion problems. J Comput. Phys. 105(1), 24–32 (1993)

    Article  MathSciNet  Google Scholar 

  11. Kellogg, R.B., Tsan, A.: Analysis of some difference approximations for a singular perturbation problem without turning points. Math. Comput. 32, 1025–1039 (1978)

    Article  MathSciNet  Google Scholar 

  12. Kellogg, R.B., Linß, T., Stynes, M.: A finite difference method on layer-adapted meshes for an elliptic reaction-diffusion system in two dimensions. Math. Comp. 77(264), 2085–2096 (2008)

    Article  MathSciNet  Google Scholar 

  13. Kellogg, R.B., Madden, N., Stynes, M.: A parameter-robust numerical method for a system of reaction-diffusion equations in two dimensions. Numer. Meth. Part. Differ. Equa. 24(1), 312–334 (2008)

    Article  MathSciNet  Google Scholar 

  14. Kopteva, N.: On the convergence, uniform with respect to the small parameter, of a scheme with central difference on refined grids. Comput. Math. Math. Phys. 39, 1594–1610 (1999)

    MathSciNet  MATH  Google Scholar 

  15. Kopteva, N.: Uniform pointwise convergence of difference schemes for convection-diffusion problems on layer-adapted meshes. Computing 66, 179–197 (2001)

    Article  MathSciNet  Google Scholar 

  16. Kopteva, N.: Error expansion for an upwind scheme applied to a two-dimensional convection-diffusion problem. SIAM J. Num. Anal. 41, 1851–1869 (2003)

    Article  MathSciNet  Google Scholar 

  17. Linß, T.: Layer-adapted meshes for convection-diffusion problems. Comput. Methods Appl. Mech. Eng. 192(9-10), 1061–1105 (2003)

    Article  MathSciNet  Google Scholar 

  18. Linß, T.: An upwind difference scheme on a novel Shishkin-type mesh for a linear convection-diffusion problem. J. Comput. Appl. Math. 110(1), 93–104 (1999)

    Article  MathSciNet  Google Scholar 

  19. Linß, T., Stynes, M.: A hybrid difference scheme on a Shishkin mesh for linear convection-diffusion problems. Appl. Numer. Math. 31(3), 255–270 (1999)

    Article  MathSciNet  Google Scholar 

  20. Linß, T., Stynes, M.: Asymptotic analysis and Shishkin-type decomposition for an elliptic convection-diffusion problem. J. Math. Anal. Appl. 262(2), 604–632 (2001)

    Article  MathSciNet  Google Scholar 

  21. Linß, T.: Robust convergence of a compact fourth-order finite difference scheme for reaction-diffusion problems. Numer. Math. 111, 239–249 (2008)

    Article  MathSciNet  Google Scholar 

  22. Linß, T.: Layer-Adapted Meshes for Reaction-Convection-Diffusion Problems Lecture Notes in Mathematics, vol. 1985. Springer, Berlin (2010)

    Book  Google Scholar 

  23. Linß, T., Roos, H.-G., Vulanović, R.: Uniform pointwise convergence on Shishkin-type meshes for quasilinear convection-diffusion problems. SIAM J. Numer. Anal. 38, 897–912 (2001)

    Article  Google Scholar 

  24. Nhan, T.A., Stynes, M., Vulanović, R.: Optimal uniform-convergence results for convection-diffusion problems in one dimension using preconditioning. J. Comput. Appl. Math. 338, 227–238 (2018). https://doi.org/10.1016/j.cam.2018.02.012

    Article  MathSciNet  MATH  Google Scholar 

  25. Nhan, T.A., Vulanović, R.: Preconditioning and uniform convergence for convection-diffusion problems discretized on Shishkin-type meshes. In: Advances in Numerical Analysis. Article ID 2161279 (2016)

  26. Nhan, T.A., Vulanović, R.: Uniform convergence on a Bakhvalov-type mesh using preconditioning approach: technical report arXiv:1504.04283(2015)

  27. Nhan, T.A., Vulanović, R.: A note on a generalized Shishkin-type mesh. Novi Sad J. Math. 48(2), 141–150 (2018). https://doi.org/10.30755/NSJOM.07880

    Article  Google Scholar 

  28. Nhan, T.A., Vulanović, R.: Analysis of the truncation error and barrier-function technique for a Bakhvalov-type mesh. ETNA 51, 315–330 (2019)

    Article  MathSciNet  Google Scholar 

  29. Roos, H.-G., Linß, T.: Sufficient conditions for uniform convergence on layer-adapted grids. Computing 63, 27–45 (1999)

    Article  MathSciNet  Google Scholar 

  30. Roos, H.-G., Stynes, M., Tobiska, L.: Numerical Methods for Singularly Perturbed Differential Equations Springer Series in Computational Mathematics, 2nd edn., vol. 24. Springer, Berlin (2008)

  31. Roos, H.-G., Stynes, M.: Some open questions in the numerical analysis of singularly perturbed differential equations. CMAM 15, 531–550 (2015)

    Article  MathSciNet  Google Scholar 

  32. Roos, H.-G., Schopf, M.: An optimal a priori error estimate in the maximum norm for the Il’in scheme in 2D. BIT 55(4), 1169–1186 (2015)

    Article  MathSciNet  Google Scholar 

  33. Roos, H.-G.: Layer-adapted meshes: milestones in 50 years of history. Appl. Math. arXiv:1909.08273v1 (2019)

  34. Shishkin, G.I.: Grid Approximation of Singularly Perturbed Elliptic and Parabolic Equations (In Russian). Second Doctoral thesis, Keldysh Institute Moscow (1990)

  35. Stynes, M., Roos, H.-G.: The midpoint upwind scheme. Appl. Numer. Math. 23, 361–374 (1997)

    Article  MathSciNet  Google Scholar 

  36. Stynes, M., Stynes, D.: Convection-diffusion problems: an introduction to their analysis and numerical solution, vol. 196. 156 pp (2018)

  37. Vulanović, R., Nhan, T.A.: A numerical method for stationary shock problems with monotonic solutions. Numer. Algor. 77(4), 1117–1139 (2017)

    Article  MathSciNet  Google Scholar 

  38. Vulanović, R., Nhan, T.A.: Uniform convergence via preconditioning. Int. J. Numer. Anal. Model. Ser. B 5, 347–356 (2014)

    MathSciNet  MATH  Google Scholar 

  39. Vulanović, R.: On a numerical solution of a type of singularly perturbed boundary value problem by using a special discretization mesh. Univ. u Novom Sadu Zb. Rad. Prir. Mat. Fak. Ser. Mat. 13, 187–201 (1983)

    MathSciNet  MATH  Google Scholar 

  40. Vulanović, R.: Non-equidistant finite difference methods for elliptic singular perturbation problems. In: Miller, J.J.H. (ed.) Computational Methods for Boundary and Interior Layers in Several Dimensions. Boole Press, Dublin (1991)

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Thái Anh Nhan.

Additional information

Publisher’s note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Nhan, T.A., Vulanović, R. The Bakhvalov mesh: a complete finite-difference analysis of two-dimensional singularly perturbed convection-diffusion problems. Numer Algor 87, 203–221 (2021). https://doi.org/10.1007/s11075-020-00964-z

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11075-020-00964-z

Keywords

Mathematics Subject Classification (2010)

Navigation