sinc-galerkin 2
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Published paper (Electronic Transactions on Numerical Analysis, vol. 23, pp. 129-140, 2006) by Mohamed El-Gamel of Mansoura University. It reviews sinc interpolation and quadrature, develops the Sinc-Galerkin scheme for linear and nonlinear second-order singularly perturbed boundary value problems, and extends it to reaction-diffusion equations. Four numerical examples are compared with finite element and reduction-of-order methods. It is a reference copy filed under Phil's Techniscan-related folder, not his own work.
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Electronic Transactions on Numerical Analysis.
Volume 23, pp. 129-140, 2006.Copyright ©2006, Kent State University.
ISSN 1068-9613.ETNA
Kent State University
[email protected]
THE SINC-GALERKIN METHOD FOR SOLVING SINGULARLY-PERTURBED
REACTION-DIFFUSION PROBLEM
/A3
MOHAMED EL-GAMEL
/DD
Abstract. One of the new techniques used in solving boundary-value problems involving partial differential
equations is the Sinc-Galerkin method. In this paper we solve the singularly-perturbed reaction-diffusion problemusing the Sinc-Galerkin method. The scheme is tested on four problems and a comparison with finite elementmethods and the method of reduction of order is made. It is show that the Sinc-Galerkin method yields better results.
Key words. Sinc function, Sinc-Galerkin, singularly perturbed, reaction-diffusion, numerical solutions.
AMS subject classifications. 65N30,65T60, 35K05, 42C40
1. Introduction. There is a vast literature on numerical solutions of boundary-value
problems involving ordinary and partial differential equations. Some of the well-known tech-
niques used in solving these problems are the finite differences, finite elements, and multigrid
methods.
The Galerkin method is another type of numerical technique used to solve partial differ-
ential equations with boundary or initial conditions. In this method the solution is assumedto be in a Hilbert space/C0with inner product /CW /BN /CX /BNand one seeks an approximate solution
to the problem in the form Ꜷ /B4 /DC /B5/BP
/C8/C6/CZ /BP/BD
/CP/CZ
/AW/CZ
/B4 /DC /B5 /BNwhere /CU /AW/CZ
/B4 /DC /B5 /CV
/C6/CZ /BP/BDis a basis for an /C6-
dimensional subspace of functions, /CB/BMThe functions /AW/CZ
/B4 /DC /B5 /BN/CZ /BP/BD /BN /BE /BN /A1/A1/A1 /BN/C6 /BNare called test
functions and the space /CBis called the test space.
There are number of hybrids of the Galerkin method that use different types of test func-
tions. In the last decade or so, Sinc functions have been used in many applications, includ-
ing numerical solutions of ordinary and partial differential equations. In the Sinc-Galerkin
method, the test functions are translates of the sinc function, /CB /B4 /DC /B5 /BP /D7/CX/D2 /AP /DC/BP/AP /DC/BM The sinc
method, which was introduced and developed by F. Stenger more than twenty years ago [ 23],
is based on the Whittaker-Shannon-Kotel’nikov sampling theorem for entire functions. This
method, which uses entire functions as bases, has many advantages over classical methods
that use polynomials as bases. For example, in the presence of singularities, it gives a much
better rate of convergence and accuracy than polynomial methods.
In recent years, a lot of attention has been devoted to the study of the Sinc-Galerkin
method to investigate various scientific models. The efficiency of the method has been for-
mally proved by many researchers [ 3,5,6,7,15,18,22,24]. For more details of the Sinc-
Galerkin method see[ 16,23] and the references therein.
In this paper, we will consider the Sinc-Galerkin method for the singularly perturbed
elliptic boundary value problem/A0 /AF
/AI/BS
/BE/D9
/BS/DC
/BE
/B7
/BS
/BE/D9
/BS/DD
/BE
/AJ/B7 /CP/D9 /BP /CU /B4 /DC/BN /DD /B5 in Ꜳ/BP /B4 /BC /BN /BD/B5 /A2 /B4/BC /BN /BD/B5 /BN (1.1)
and/D9 /BP/BC /BNon /BS Ꜳ /BN (1.2)
/A3Received January 19, 2005. Accepted for publication February 25, 2006. Recommended by F. Stenger./DDDepartment of Mathematical Sciences, Faculty of Engineering, Mansoura University, Egypt.
(gamel
[email protected] ).
129
ETNA
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130 M. EL-GAMEL
where /BC /BO/AF /AS /BD, /CPis a finite constant and /CU /B4 /DC/BN /DD /B5is analytic in Ꜳ. We shall assume that the
solution /D9 /B4 /DC/BN /DD /B5is analytic in Ꜳ. For more details about the formulation of this equation, see
Roos [ 20].
The numerical solution of singularly perturbed boundary value problems has recently
received much attention. In fact, singularly perturbed problems appear in many branches
of engineering, such as fluid mechanics, heat transfer, and problems in structural mechanics
posed over thin domains. For more details see Roos [ 20]. Theorems that list conditions for the
existence and uniqueness of solutions of such problems are thoroughly discussed in [ 20]. This
kind of problem has been investigated by many researchers [ 1,2,4,8,9,10,13,17,19,21].
The organization of the paper is as follows. In section 2, we review some basic facts
about the sinc approximation that are necessary for the formulation of the discrete system. In
section 3, the Sinc-Galerkin method is developed for linear second-order singularly perturbedboundary value problems with homogeneous boundary condition. The Sinc-Galerkin method
is developed for nonlinear second-order singularly perturbed boundary value problems in
section/BG. Section /BHaddresses singularly perturbed reaction diffusion equations, which will be
solved using the Sinc-Galerkin method. Finally, some numerical examples will be presented
in section 6, followed by the conclusions.
2. Sinc Interpolation. The goal of this section is to recall notation and definitions of
the Sinc function, state some known results, and derive useful formulas that are important for
this paper. First we denote the set of all integers, the set of all real numbers, and the set of all
complex numbers by /CA, /CIand /BV, respectively.
The sinc function is defined on /CAby
sinc /B4 /DC /B5/BP
/D7/CX/D2/B4 /AP/DC /B5
/AP/DC
/BN /A0/BD /BO/DC/BO /BD /BM
For /CW/BQ /BC, the translated sinc functions with evenly spaced nodes are given as/CB /B4 /CZ/BN /CW /B5/B4 /DC /B5/BPsinc
/AI/DC /A0 /CZ/CW
/CW
/AJ/BNk /BP/BC /BN /A6 /BD /BN /A6 /BE /BN/BM/BM/BM /BM
If /CUis defined on /CA, then for /CW/BQ /BCthe series/BV /B4 /CU/BN /CW /B5/BP
/BD/CG/CZ /BP /A0/BD
/CU /B4 /CW/CZ /B5sinc
/AI/DC /A0 /CW/CZ
/CW
/AJ
is called the Whittaker cardinal expansion of /CUwhenever this series converges. The properties
of Whittaker cardinal expansions have been studied and are thoroughly surveyed in [ 23].
These properties are derived in the infinite strip /BW/CSof the complex plane where for /CS/BQ /BC/BW/CS
/BP
/D2/AG /BP Ꜵ /B7 /CX/AH /BM /CY /AH /CY /BO/CS /AK
/AP
/BE
/D3/BM
Approximations can be constructed for infinite, semi-finite, and finite intervals. To construct
approximations on the interval /B4/BC /BN /BD/B5which are used in this paper, consider the conformal
mapꜶ /B4 /DE /B5/BP /D0 /D2
/AI/DE
/BD /A0 /DE
/AJ/BN
which maps the eye-shaped region,/BW /BP
/AQ/DE /BP /DC /B7 /CX/DD /BM
/AC/AC
/AC
/AC
arg
/AI/DE
/BD /A0 /DE
/AJ
/AC/AC
/AC
/AC
/BO/CS /AK
/AP
/BE
/AR/BN
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THE SINC-GALERKIN METHOD FOR SINGULARLY-PERTURBED REACTION-DIFFUSION 131
onto the infinite strip /BW/CS.
The sinc-Galerkin method requires that the derivatives of composite sinc functions be
evaluated at the nodes. We need the following lemma.
LEMMA 2.1. [ 23]Let Ꜷbe a conformal one-to one map of the arbitrary simply con-
nected domain /BWonto /BW/CS. ThenÆ
/B4/BC/B5/CY/CZ
/BP/CJ /CB /B4 /CY/BN /CW /B5 Æ Ꜷ /B4 /DC /B5/CL /CY/DC /BP /DC/CZ
/BP
/AQ/BD /BN if /CY /BP /CZ/BN/BC /BN if /CY /BI/BP /CZ/BN(2.1)Æ
/B4/BD/B5/CY/CZ
/BP /CW
/CS
/CSꜶ
/CJ /CB /B4 /CY/BN /CW /B5 Æ Ꜷ /B4 /DC /B5/CL /CY/DC /BP /DC/CZ
/BP
/AQ/BC /BN if /CY /BP /CZ,/B4 /A0 /BD/B5
/CZ /A0 /CY
/CZ /A0 /CY
/BN if /CY /BI/BP /CZ,(2.2)
andÆ
/B4/BE/B5/CY/CZ
/BP /CW
/BE
/CS
/BE
/CSꜶ
/BE
/CJ /CB /B4 /CY/BN /CW /B5 Æ Ꜷ /B4 /DC /B5/CL /CY/DC /BP /DC/CZ
/BP
/B4/A0 /AP
/BE
/BF
/BN if /CY /BP /CZ,/A0 /BE/B4 /A0 /BD/B5
/CZ /A0 /CY
/B4 /CZ /A0 /CY /B5
/BE
/BN if /CY /BI/BP /CZ.(2.3)
In equations ( 2.1)-(2.3) /CWis step size and /DC/CZis a sinc grid point given by/DC/CZ
/BP Ꜷ
/A0 /BD/B4 /CZ/CW /B5/BP
/CT
/CZ/CW
/BD/B7 /CT
/CZ/CW
/BM
3. Linear Second Order Singularly Perturbed Boundary Value Problem. In this
section, we shall study the Sinc-Galerkin scheme for the singularly perturbed boundary value
problem/AF/D9
/BC/BC/B7 /CP /B4 /DC /B5 /D9
/BC/B7 /CQ /B4 /DC /B5 /D9 /BP /CU /B4 /DC /B5 for /BC /BO/DC /BO /BD (3.1)
subject to boundary conditions/D9 /B4/BC/B5 /BP /BC /BN /D9 /B4/BD/B5 /BP /BC /BM (3.2)
We assume an approximate solution of the form/D9/D1
/B4 /DC /B5/BP
/C6/CG/CY /BP /A0 /C5
/CR/CY
/CB/CY
/B4 /DC /B5 /BN /D1 /BP /C5 /B7 /C6 /B7/BD /BM (3.3)
where /CB/CY
/B4 /DC /B5is the function /CB /B4 /CY/BN /CW /B5 Æ Ꜷ /B4 /DC /B5for some fixed step size /CW. The unknown coef-
ficients /CU /CR/CY
/CV
/C6/A0 /C5in (3.3) are determined by orthogonalizing the residual with respect to the
basis functions /CU /CB/CZ
/CV
/C6/CZ /BP /A0 /C5, i.e.,/CW /AF/D9
/BC/BC/BN/CB/CZ
/CX /B7 /CW /CP /B4 /DC /B5 /D9
/BC/BN/CB/CZ
/CX /B7 /CW /CQ /B4 /DC /B5 /D9/BN /CB/CZ
/CX /BP /CW /CU/BN /CB/CZ
/CX /BN /CZ /BP /A0 /C5 /BN/BM/BM/BM/BN/C6 /BM (3.4)
The weighted inner product /CW /BN /CXis taken to be/CW /CV /B4 /DC /B5 /BN/CU /B4 /DC /B5 /CX /BP
/CI/BD/BC
/CV /B4 /DC /B5 /CU /B4 /DC /B5 /DB /B4 /DC /B5 /CS/DC/BM
Here /DB /B4 /DC /B5plays the role of a weight function which is chosen depending on the boundary
conditions, the domain, and the differential equation. For the case of second order boundary
value problems, it is convenient to take/DB /B4 /DC /B5/BP
/BD
Ꜷ
/BC/B4 /DC /B5
/BM
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132 M. EL-GAMEL
A complete discussion of the choice of the weight function can be found in [ 16,23].
The method of approximating the integrals in ( 3.4) begins by integrating by parts to
transfer all derivatives from /D9to /CB/CZ. We need the following theorem.
THEOREM 3.1. The following relations hold/CW /AF/D9
/BC/BC/BN/CB/CZ
/CX/AP /CW
/C6/CG/CY /BP /A0 /C5
/BE/CG/CX /BP/BC
/D9 /B4 /DC/CY
/B5
Ꜷ
/BC/B4 /DC/CY
/B5 /CW
/CX
Æ
/B4 /CX /B5/CZ/CY
/CV/BE /BN/CX
/B4 /DC/CY
/B5 /BN (3.5)
for some functions /CV/BE /BN/CXto be determined.
Proof . The inner product with sinc basis element is given by/CW /AF/D9
/BC/BC/BN/CB/CZ
/CX /BP
/CI/BD/BC
/AF/D9
/BC/BC/B4 /DC /B5 /CB/CZ
/B4 /DC /B5 /DB /B4 /DC /B5 /CS/DC/BM (3.6)
This expression contains the second derivative of /D9, but the desired result is the variable /D9
with no derivatives. Integrating by parts to remove second derivatives from the dependent
variable /D9leads to the equality,/CW /AF/D9
/BC/BC/B4 /DC /B5 /BN/CB/CZ
/B4 /DC /B5 /CX /BP /BU/DC
/B7
/CI/BD/BC
/D9 /B4 /DC /B5/B4 /AF/CB/CZ
/B4 /DC /B5 /DB /B4 /DC /B5/B5
/BC/BC/CS/DC/BN (3.7)
where the boundary term/BU/DC
/BP
Ꜽ/BD/CG/CX /BP/BC
/B4 /A0 /BD/B5
/CX/D9
/B4/BD /A0 /CX /B5/B4 /AF/CB/CZ
/DB /B5
/B4 /CX /B5
/AZ/BD/DC /BP/BC
/BP/BC /BM
Setting/CS
/D2
/CSꜶ
/D2
/CJ /CB/CZ
/B4 /DC /B5/CL /BP /CB
/B4 /D2 /B5/CZ
/B4 /DC /B5 /BN /BC /AK /D2 /AK /BE /BN
and noting that/CS
/CS/DC
/CJ /CB/CZ
/B4 /DC /B5/CL /BP /CB
/B4/BD/B5/CZ
/B4 /DC /B5 Ꜷ
/BC/B4 /DC /B5 /BN
by expanding the derivatives under the integral in ( 3.7), we obtain/CW /AF/D9
/BC/BC/BN/CB/CZ
/B4 /DC /B5 /CX /BP
/CI/BD/BC
/AW/BE/CG/CX /BP/BC
/D9 /B4 /DC /B5 /CB
/B4 /CX /B5/CZ
/B4 /DC /B5 /CV/BE /BN/CX
/AX/CS/DC /BN (3.8)
where/CV/BE /BN /BE
/B4 /DC /B5/BP /AF/DB /B4 Ꜷ
/BC/B5
/BE/BN /CV/BE /BN /BC
/B4 /DC /B5/BP /AF/DB
/BC/BC/BN
and/CV/BE /BN /BD
/B4 /DC /B5/BP /AF/DB /B4 Ꜷ /B5
/BC/BC/B7/BE /AF/DB
/BCꜶ
/BC/BM
Applying the Sinc quadrature rule to the right-hand side of ( 3.8) and deleting the error terms
yields ( 3.5).
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THE SINC-GALERKIN METHOD FOR SINGULARLY-PERTURBED REACTION-DIFFUSION 133
The approximation of the last three inner products on the right-hand side of ( 3.4) has
been thoroughly treated in [ 16]. We will list them for convenience:/CW /CP /B4 /DC /B5 /D9
/BC/BN/CB/CZ
/CX/AP /A0 /CW
/C6/CG/CY /BP /A0 /C5
/D9 /B4 /DC/CY
/B5
Ꜷ
/BC/B4 /DC/CY
/B5
/AK/BD
/CW
Æ
/B4/BD/B5/CZ/CY
/B4 /CP/DB /B5 Ꜷ
/BC/B7 Æ
/B4/BC/B5/CZ/CY
/B4 /CP/DB /B5
/BC
/AL
(3.9)
and/CW /BZ/BN /CB/CZ
/CX/AP /CW
/BZ /B4 /DC/CZ
/B5 /DB /B4 /DC/CZ
/B5
Ꜷ
/BC/B4 /DC/CZ
/B5
/BN (3.10)
where /BZis /CQ /B4 /DC /B5 /D9or /CU, respectively.
Replacing each term of ( 3.4) with the approximation defined in ( 3.5), (3.9), and ( 3.10),
respectively, and replacing /D9 /B4 /DC/CY
/B5by /CR/CYand dividing by /CW, we obtain the following theorem.
THEOREM 3.2. If the assumed approximate solution of the boundary-value problem
(3.1)-(3.2)i s( 3.3), then the discrete Sinc-Galerkin system for the determination of the un-
known coefficients /CU /CR/CY
/CV
/C6/CY /BP /A0 /C5is given by/C6/CG/CY /BP /A0 /C5
/BE/CG/CX /BP/BC
/BD
/CW
/CX
Æ
/B4 /CX /B5/CZ/CY
/CV/BE /BN/CX
/B4 /DC/CY
/B5
Ꜷ
/BC/B4 /DC/CY
/B5
/CR/CY
/A0
/C6/CG/CY /BP /A0 /C5
/AK/BD
/CW
Æ
/B4/BD/B5/CZ/CY
/B4 /CP /B4 /DC/CY
/B5 /DB /B5/B7 Æ
/B4/BC/B5/CZ/CY
/B4 /CP /B4 /DC/CY
/B5 /DB /B5
/BC
Ꜷ
/BC/B4 /DC/CY
/B5
/AL/CR/CY
(3.11)/B7
/CQ /B4 /DC/CZ
/B5 /DB /B4 /DC/CZ
/B5
Ꜷ
/BC/B4 /DC/CZ
/B5
/CR/CZ
/BP
/CU /B4 /DC/CZ
/B5 /DB /B4 /DC/CZ
/B5
Ꜷ
/BC/B4 /DC/CZ
/B5/CZ /BP /A0 /C5/BN /A1/A1/A1 /BN/C6 /BM
The following notation will be necessary for writing down the system. Let /BW /B4 /CV /B5be the/D1 /A2 /D1diagonal matrix
D /B4 /CV /B5/BP
/BC/BU/BU/BU/BS
/CV /B4 /DC/A0 /C5
/B5/CV /B4 /DC/A0 /C5 /B7/BD
/B5
.../CV /B4 /DC/C6
/B5
/BD/BV/BV/BV/BT
/BM
Define the /D1 /A2 /D1matrices I
/B4 /D4 /B5(see [ 11]) for /BC /AK /D4 /AK /BEby/C1
/B4 /D4 /B5/BP
/CWÆ
/B4 /D4 /B5/CY/CZ
/CX/BNj /BN/CZ /BP /A0 /C5 /BN/BM/BM/BM /BN/C6 /BM
Letcbe the /D1-vector with /CY-th component given by /CR/CY, and 1be an /D1-vector each of whose
components is /BD. In this notation the system in ( 3.11) takes the matrix form
A
/BC/BU/BU/BU/BS
/CR/A0 /C5/CR/A0 /C5 /B7/BD
.../CR/C6
/BD/BV/BV/BV/BT
/BP/A2 /BN (3.12)
where
A /BP
/BE/CG/CY /BP/BC
/BD
/CW
/CYI
/B4 /CY /B5D
/AI/CV/BE /BN/CY
Ꜷ
/BC
/AJ/A0
/AK/BD
/CWI
/B4/BD/B5D /B4 /CP/DB /B5/B7D
/AI/B4 /CP/DB /B5
/BC
Ꜷ
/BC
/AJ/AL/B7D
/AI/CQ/DB
Ꜷ
/BC
/AJ/BN (3.13)
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134 M. EL-GAMEL
and/A2/BP /BW
/AI/DB/CU
Ꜷ
/BC
/AJ
1 /BM (3.14)
Now we have a linear system of /D1equations of the /D1unknown coefficients, namely,/CU /CR/CY
/BN/CY /BP /A0 /C5 /BN/BM/BM/BM /BN/C6 /CV. We can obtain the coefficients of the approximate solution by solving
this linear system. This system ( 3.12) may be easily solved by a variety of methods. In
this paper we use the /C9/CAmethod [ 12]. The solution c=( /CR/A0 /C5, /CR/A0 /C5 /B7/BD, ... /CR/C6
/B5
/CCgives the
coefficients in the Sinc-Galerkin approximation /D9/D1
/B4 /DC /B5of /D9 /B4 /DC /B5.
4. Non-Linear Second Order Singularly Perturbed Boundary Value Problem. Con-
sider a nonlinear, second order BVP of the form/AF/D9
/BC/BC/B7 /CP /B4 /DC /B5 /D9
/BC/B7 /CQ /B4 /DC /B5 /D9 /B7 /AR /B4 /DC /B5 /C9 /B4 /D9 /B5/BP /CU /B4 /DC /B5 for /BC /BO/DC/BO /BD, (4.1)
subject to boundary conditions/D9 /B4 /BC /B5/BP/BC /BN /D9 /B4/BD/B5 /BP /BC /BN (4.2)
where /C9 /B4 /D9 /B5may be a polynomial, a rational function, or an exponential. Due to the large
number of different possibilities, our work will be focused mainly on the following forms/C9 /B4 /D9 /B5:/BD /BM /C9 /B4 /D9 /B5/BP /D9
/D2/BN /D2/BQ /BD /BN/BE /BM /C9 /B4 /D9 /B5 /BP /CT/DC/D4 /B4 /A6 /D9 /B5 /BN /CR/D3/D7 /B4 /D9 /B5 /BN /D7/CX/D2/B4 /D9 /B5 /BN /D7/CX/D2/CW/B4 /D9 /B5 /BN /CR/D3/D7/CW /B4 /D9 /B5 /BN/BM/BM/BM /BN/BF /BM /C9 /B4 /D9 /B5/BP
/BD
/B4/BD /A6 /D9 /B5
/D2
/BN
/BD
/B4/BD /A6 /D9
/BE/B5
/D2
/BN
/BD
/B4 /D9
/BE/A6 /BD/B5
/D2
/BN /D2 /BI/BP/BC /BN
or any analytic function of /D9which has a power series expansion.
We start with the case /C9 /B4 /D9 /B5/BP /D9
/D2, where /D2is a non-negative integer, or a fraction. The
approximate solution for /D9 /B4 /DC /B5is represented by the formula/D9/D1
/B4 /DC /B5/BP
/C6/CG/CY /BP /A0 /C5
/CR/CY
/CB/CY
/B4 /DC /B5 /BN /D1 /BP /C5 /B7 /C6 /B7/BD /BM (4.3)
The unknown coefficients /CR/CYin equation ( 4.3) are determined by orthogonalizing the residual
with respect to the basis functions, i.e.,/CW /AF/D9
/BC/BC/BN/CB/CZ
/CX /B7 /CW /CP /B4 /DC /B5 /D9
/BC/BN/CB/CZ
/CX /B7 /CW /CQ /B4 /DC /B5 /D9/BN /CB/CZ
/CX /B7 /CW /AR/D9
/D2/BN/CB/CZ
/CX /BP /CW /CU/BN /CB/CZ
/CX /BM (4.4)
We need the following lemma
LEMMA 4.1. [ 7]The following relations hold/CW /AR /B4 /DC /B5 /D9
/D2/BN/CB/CZ
/CX/AP /CW
/DB /B4 /DC/CZ
/B5 /D9
/D2/B4 /DC/CZ
/B5 /AR /B4 /DC/CZ
/B5
Ꜷ
/BC/B4 /DC/CZ
/B5
/BM (4.5)
Replacing each term of ( 4.4) with the approximations defined in ( 3.5),(3.9),(3.10), (4.5), and
replacing /D9 /B4 /DC/CY)b y /CR/CYand dividing by /CW, we obtain the following theorem.
THEOREM 4.2. If the assumed approximate solution of the boundary-value problem
(4.1)and ( 4.2)i s( 4.3), then the discrete Sinc-Galerkin system for the determination of the
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THE SINC-GALERKIN METHOD FOR SINGULARLY-PERTURBED REACTION-DIFFUSION 135
unknown coefficients /CU /CR/CY
/CV
/C6/CY /BP /A0 /C5is given by/C6/CG/CY /BP /A0 /C5
/BE/CG/CX /BP/BC
/BD
/CW
/CX
Æ
/B4 /CX /B5/CZ/CY
/CV/BE /BN/CX
/B4 /DC/CY
/B5
Ꜷ
/BC/B4 /DC/CY
/B5
/CR/CY
/A0
/C6/CG/CY /BP /A0 /C5
/AK/BD
/CW
Æ
/B4/BD/B5/CZ/CY
/B4 /CP /B4 /DC/CY
/B5 /DB /B5/B7 Æ
/B4/BC/B5/CZ/CY
/B4 /CP /B4 /DC/CY
/B5 /DB /B5
/BC
Ꜷ
/BC/B4 /DC/CY
/B5
/AL/CR/CY
(4.6)/B7
/CQ /B4 /DC/CZ
/B5 /DB /B4 /DC/CZ
/B5
Ꜷ
/BC/B4 /DC/CZ
/B5
/CR/CZ
/B7
/DB /B4 /DC/CZ
/B5 /AR /B4 /DC/CZ
/B5
Ꜷ
/BC/B4 /DC/CZ
/B5
/CR
/D2/CZ
/BP
/CU /B4 /DC/CZ
/B5 /DB /B4 /DC/CZ
/B5
Ꜷ
/BC/B4 /DC/CZ
/B5/CZ /BP /A0 /C5/BN /A1/A1/A1 /BN/C6 /BM
Proof . Combine Lemma 4.1 and Theorem 3.2.
Using the notation in the previous section, let c
/D2be the m-vector with j-th component
given by /CR
/D2/CY. The system in ( 4.6) takes the matrix form
Ac /B7Ec
/D2/BP/A2 /BN (4.7)
where
E /BPD
/AI/AR/DB
Ꜷ
/BC
/AJ
(4.8)
with Aand /A2defined by equations ( 3.13) and ( 3.14), respectively.
Now we have a nonlinear system of /D1 /BP /C5 /B7 /C6 /B7/BDequations of the /D1unknown
coefficients, namely, /CU /CR/CY
/CV
/C6/CY /BP /A0 /C5. We can obtain the coefficients of the approximate solution
by solving this nonlinear system by Newton’s method [7]. The solution c /BP/B4 /CR/A0 /C5
/BN/BM/BM/BM /BN/CR/C6
/B5
/CC
gives the coefficients in the Sinc-Galerkin approximation /D9/D1
/B4 /DC /B5of /D9 /B4 /DC /B5.
5. Singularly Perturbed Reaction-Diffusion Equation. In this section the Sinc-
Galerkin method is given for the approximate solution of the equations ( 1.1)-(1.2). The
assumed approximate solution takes the form/D9/D1/DC
/BN/D1/DD
/B4 /DC/BN /DD /B5/BP
/C6/DD/CG/CY /BP /A0 /C5/DD
/C6/DC/CG/CX /BP /A0 /C5/DC
/D9/CX/CY
/CB/CX/CY
/B4 /DC/BN /DD /B5 /BN (5.1)
where /D1/DC
/BP /C5/DC
/B7 /C6/DC
/B7/BD /BN /D1/DD
/BP /C5/DD
/B7 /C6/DD
/B7/BD /BMThe basis functions /CU /CB/CX/CY
/B4 /DC/BN /DD /B5 /CVfor/A0 /C5/DC
/AK /CX /AK /C6/DC
/BN /A0 /C5/DD
/AK /CY /AK /C6/DDare given as the product of basis functions. In this paper
we take/CB/CX/CY
/B4 /DC/BN /DD /B5/BP /CB/CX
/B4 /DC /B5 /CB/CY
/B4 /DD /B5/BP /CJ /CB /B4 /CX/BN /CW/DC
/B5 Æ Ꜷ /B4 /DC /B5/CL/CJ /CB /B4 /CY/BN /CW/DD
/B5 Æ /AD /B4 /DD /B5/CL /BM
The unknown coefficients /CU /D9/CX/CY
/CVin equation ( 5.1) are determined by orthogonalizing the
residual with respect to the functions /CU /CB/CZ/D0
/B4 /DC/BN /DD /B5 /CV /BN /A0 /C5/DC
/AK /CZ /AK /C6/DC
/BN /A0 /C5/DD
/AK /D0 /AK /C6/DD.
This yields the discrete Galerkin system/A0/CW /AF/D9/DC/DC
/BN/CB/CZ
/CB/D0
/CX/A0/CW /AF/D9/DD/DD
/BN/CB/CZ
/CB/D0
/CX /B7 /CW /CP/D9 /BN/CB/CZ
/CB/D0
/CX /BP /CW /CU/BN /CB/CZ
/CB/D0
/CX /BM (5.2)
We need the following lemma.
LEMMA 5.1. The following relations hold/CW /AF/D9/DC/DC
/BN/CB/CZ
/CB/D0
/CX /BP /CW/DC
/CW/DD
/AT /B4 /DD/D0
/B5
Ꜷ
/BC/BE
/B4 /DD/D0
/B5
/C6/DC/CG/CX /BP /A0 /C5/DC
/BE/CG/CY /BP/BC
/D9 /B4 /DC/CX
/BN/DD/D0
/B5
Ꜷ
/BC/BD
/B4 /DC/CX
/B5
/AK/BD
/CW
/CY/DC
Æ
/B4 /CY /B5/CZ/CX
/AQ/CY
/AL/BN (5.3)
ETNA
Kent State University
[email protected]
136 M. EL-GAMEL/CW /AF/D9/DD/DD
/BN/CB/CZ
/CB/D0
/CX /BP /CW/DC
/CW/DD
/DB /B4 /DC/CZ
/B5
Ꜷ
/BC/BD
/B4 /DC/CZ
/B5
/C6/DD/CG/CX /BP /A0 /C5/DD
/BE/CG/CY /BP/BC
/D9 /B4 /DC/CZ
/BN/DD/CX
/B5
Ꜷ
/BC/BE
/B4 /DD/CX
/B5
Ꜽ/BD
/CW
/CY/DD
Æ
/B4 /CY /B5/CZ/CX
/AH/CY
/AZ/BN (5.4)/CW /CP/D9 /BN/CB/CZ
/CB/D0
/CX /BP /CP/CW/DC
/CW/DD
/DB /B4 /DC/CZ
/B5 /D9 /B4 /DC/CZ
/BN/DD/D0
/B5 /AT /B4 /DD/D0
/B5
Ꜷ/BD
/B4 /DC/CZ
/B5 Ꜷ/BE
/B4 /DD/D0
/B5
/BN (5.5)
and/CW /CU/BN /CB/CZ
/CB/D0
/CX /BP /CW/DC
/CW/DD
/DB /B4 /DC/CZ
/B5 /CU /B4 /DC/CZ
/BN/DD/D0
/B5 /AT /B4 /DD/D0
/B5
Ꜷ/BD
/B4 /DC/CZ
/B5 Ꜷ/BE
/B4 /DD/D0
/B5
/BN (5.6)
where/AQ/BE
/BP /AF /B4 Ꜷ
/BC/BD
/B5
/BE/DB/BN /AQ/BD
/BP /AFꜶ
/BC/BD
/DB /B7/BE /AFꜶ
/BC/BD
/DB
/BC/BN /AQ/BC
/BP /AF/DB
/BC/BC/BN
and/AH/BE
/BP /AF /B4 Ꜷ
/BC/BE
/B5
/BE/AT/BN /AH/BD
/BP /AFꜶ
/BC/BE
/AT /B7/BE /AFꜶ
/BC/BE
/AT
/BC/BN /AH/BC
/BP /AF/AT
/BC/BC/BM
Replacing each term of ( 5.2) with the approximation defined in ( 5.3)–(5.6) and replacing/D9 /B4 /DC/CZ
/BN/DD/D0
/B5by /D9/CZ/D0and dividing by /CW/DC
/CW/DDwe obtain the following theorem.
THEOREM 5.2. If the assumed approximate solution of the problem ( 1.1)-(1.2)i s(5.1),
then the discrete Sinc-Galerkin system for the determination of the unknown coefficients/CU /D9/CZ/CY
/BN /A0 /C5/DC
/BO/CZ /BO /C6/DC
/BN /A0 /C5/D8
/BO/CY /BO /C6/D8
/CVis given by/A0
/AT /B4 /DD/D0
/B5
Ꜷ
/BC/BE
/B4 /DD/D0
/B5
/C6/DC/CG/CX /BP /A0 /C5/DC
/BE/CG/CY /BP/BC
/D9 /B4 /DC/CX
/BN/DD/D0
/B5
Ꜷ
/BC/BD
/B4 /DC/CX
/B5
/AK/BD
/CW
/CY/DC
Æ
/B4 /CY /B5/CZ/CX
/AQ/CY
/AL
(5.7)/A0
/DB /B4 /DC/CZ
/B5
Ꜷ
/BC/BD
/B4 /DC/CZ
/B5
/C6/DD/CG/CX /BP /A0 /C5/DD
/BE/CG/CY /BP/BC
/D9 /B4 /DC/CZ
/BN/DD/CX
/B5
Ꜷ
/BC/BE
/B4 /DD/CX
/B5
Ꜽ/BD
/CW
/CY/DD
Æ
/B4 /CY /B5/CZ/CX
/AH/CY
/AZ/B7/CP
/DB /B4 /DC/CZ
/B5 /D9 /B4 /DC/CZ
/BN/DD/D0
/B5 /AT /B4 /DD/D0
/B5
Ꜷ/BD
/B4 /DC/CZ
/B5 Ꜷ/BE
/B4 /DD/D0
/B5
/BP
/DB /B4 /DC/CZ
/B5 /CU /B4 /DC/CZ
/BN/DD/D0
/B5 /AT /B4 /DD/D0
/B5
Ꜷ/BD
/B4 /DC/CZ
/B5 Ꜷ/BE
/B4 /DD/D0
/B5
/BM
Introducing the notation of Toeplitz matrices in equation ( 5.7) leads to the matrix form/A0
/BE/BG
/BE/CG/CY /BP/BC
/BD
/CW
/CY/DC
/C1
/B4 /CY /B5D
/AI/AQ/CY
Ꜷ
/BC/BD
/DB
/AJ
/BF/BHD /B4 Ꜷ
/BC/BD
/B5D /B4 /DB /B5UD
/AI/AT
Ꜷ
/BC/BE
/AJ/A0D
/AI/DB
Ꜷ
/BC/BD
/AJ
UD /B4 /AT /B5D /B4 Ꜷ
/BC/BE
/B5
/BE/BG
/BD/CG/CY /BP/BC
/BD
/CW
/CY/DD
/C1
/B4 /CY /B5D
/AI/AH/CY
Ꜷ
/BC/BE
/AT
/AJ
/BF/BH
/D8/B7 /CPD
/AI/DB
Ꜷ
/BC/BD
/AJ
UD
/AI/AT
Ꜷ
/BC/BE
/AJ/BPD
/AI/DB
Ꜷ
/BC/BD
/AJ
FD
/AI/AT
Ꜷ
/BC/BE
/AJ/BM
Note that /CJ /CL
/D8, denotes the transpose of the matrix /CJ /CL. Premultiplying by D /B4 Ꜷ
/BC/BD
/B4 /DC/CZ
/B5/B5and
postmultiplying by D /B4 Ꜷ
/BC/BE
/B4 /DD/D0
/B5/B5yields the equivalent system
AX /B7XB /BPG /BN (5.8)
ETNA
Kent State University
[email protected]
THE SINC-GALERKIN METHOD FOR SINGULARLY-PERTURBED REACTION-DIFFUSION 137
where
A /BPA1 /B7 /CPI /BN
A1 /BP /A0D /B4 Ꜷ
/BC/BD
/B5
/BE/BG
/BE/CG/CY /BP/BC
/BD
/CW
/CY/DCI
/B4 /CY /B5D
/AI/AQ/CY
Ꜷ
/BC/BD
/DB
/AJ
/BF/BHD /B4 Ꜷ
/BC/BD
/B5 /BN
B /BP /A0D /B4 Ꜷ
/BC/BE
/B5
/BE/BG
/BE/CG/CY /BP/BC
/BD
/CW
/CY/DDI
/B4 /CY /B5D
/AI/AH/CY
Ꜷ
/BC/BE
/AT
/AJ
/BF/BH
/D8
D /B4 Ꜷ
/BC/BE
/B5 /BN
G /BPD /B4 /DB /B5FD /B4 /AT /B5 /BN
and
X /BPD /B4 /DB /B5UD /B4 /AT /B5 /BM
The four matrices A /BNB /BNXandGhave dimension /D1/DC
/A2 /D1/DC, /D1/DD
/A2 /D1/DD, /D1/DC
/A2 /D1/DDand /D1/DC
/A2 /D1/DD,
respectively. Lastly, the /D1/DC
/A2 /D1/DDmatrices UandFhave /CZ/D0-th entries given by /D9/CZ/D0and/CU /B4 /DC/CZ
/BN/DD/D0
/B5/BP /CU /B4
/CT
/CZ/CW
/BD/B7 /CT
/CZ/CW
/BN
/CT
/D0/CW
/BD/B7 /CT
/D0/CW
/B5, respectively.
To obtain the approximate solution of equation ( 5.1), we need to solve the system for
Uwhich requires solving ( 5.8) for X. To solve ( 5.8), see[ 5].
6. Numerical Examples. In this section, four examples will be tested by using the Sinc-
Galerkin method discussed above. For purposes of comparison, contrast and performance,examples with known solutions were chosen. For the sake of comparison only, we will discuss
the first and the third examples that were investigated by Reddy [ 19] and Navon [ 14].
In all examples,/CSis taken to be /AP/BP /BEand we report absolute error which is defined as
absolute error /BP
/AC/AC/D9exact solution
/A0 /CDSinc-Galerkin
/AC/AC
EXAMPLE 6.1. [ 19] Consider the boundary-value problem/AF
/CS
/BE/D9
/CS/DC
/BE
/B7
/CS/D9
/CS/DC
/BP/BD /B7 /BE /DC/BN /BC /AK /DC /AK /BD /BN
and/D9 /B4/BC/B5 /BP /BD /BN /D9 /B4/BD/B5 /BP /BD /BN
whose exact solution is/D9 /B4 /DC /B5/BP /DC /B4 /DC /B7/BD /A0 /BE /AF /B5/B7
/B4/BE /AF /A0 /BD/B5 /B4/BD /A0 /CT
/A0 /DC/BP/AF/B5
/BD /A0 /CT
/A0 /BD /BP/AF
/BM
The parameters /AB /BP /AC /BP
/BD
/BEand /C6 /BP/BD /BC /BC are used. Maximum absolute error are tabulated in
Table 6.1for Sinc-Galerkin together with the analogous results of Reddy [ 19], who use the
method of reduction of order.
ETNA
Kent State University
[email protected]
138 M. EL-GAMEL
TABLE 6.1
Maximum absolute error for Example 6.1/AF
The method of reduc-
tion of order [ 19]
Sinc-Galerkin method
/BD/BC
/A0 /BF
0.213E-02
0.358E-08/BD/BC
/A0 /BG
0.112E-04
0.271E-08/BD/BC
/A0 /BI
0.797E-10
EXAMPLE 6.2. Consider the boundary-value problem/AF
/CS
/BE/D9
/CS/DC
/BE
/B7/BE
/CS/D9
/CS/DC
/B7 /D9
/BE/BP
/AI/A0
/BD
/AF
/B7 /CT
/A0 /DC/BP/AF
/AJ/CT
/A0 /DC/BP/AF/BN /BC /AK /DC /AK /BD /BN
and/D9 /B4/BC/B5 /BP /BD /BN /D9 /B4/BD/B5 /BP /CT
/A0 /BD /BP/AF
whose exact solution is/D9 /B4 /DC /B5/BP /CT
/A0 /DC/BP/AF/BM
The parameters /AB /BP /AC /BP
/BD
/BEand /C6 /BP/BD /BC /BC are used. Maximum absolute error at different /AF
are tabulated in Table 6.2.
TABLE 6.2
Maximum absolute error for Example 6.2/AF
Maximum absolute error
/BD/BC
/A0 /BE
0.135E-07/BD/BC
/A0 /BG
0.432E-08/BD/BC
/A0 /BI
0.297E-10
EXAMPLE 6.3. [ 14] Consider the boundary-value problem/A0 /AF
/AI/BS
/BE/D9
/BS/DC
/BE
/B7
/BS
/BE/D9
/BS/DD
/BE
/AJ/B7/BE /D9 /BP /CU /B4 /DC/BN /DD /B5 /BN
and/D9 /B4/BC /BN/DD /B5/BP /D9 /B4/BD /BN/DD /B5/BP /D9 /B4 /DC/BN /BC/B5 /BP /D9 /B4 /DC/BN /BD /B5/BP/BC /BN
where /CU /B4 /DC/BN /DD /B5is chosen such that the solution is/D9 /B4 /DC/BN /DD /B5/BP
/AI/BD /A0
/CT
/A0 /DC/BP/AF/B7 /CT
/A0 /B4/BD /A0 /DC /B5 /BP/AF
/BD /A0 /CT
/A0 /BD /BP/AF
/AJ/AI/BD /A0
/CT
/A0 /DD/BP /AF/B7 /CT
/A0 /B4/BD /A0 /DD /B5 /BP/AF
/BD /A0 /CT
/A0 /BD /BP/AF
/AJ/BM
The parameters /C5/DC
/BP /C6/DC
/BP /C5/DD
/BP /C6/DD
/BP /BD/BC/BCand /AB /BP /AC /BP
/BF
/BEare used for the Sinc-
Galerkin solution. Table 6.3exhibits a comparison between the errors obtained by using
Sinc-Galerkin method and errors of Li and Navon [ 14], who use the Finite Element method.
EXAMPLE 6.4. Consider the boundary-value problem/A0 /AF
/AI/BS
/BE/D9
/BS/DC
/BE
/B7
/BS
/BE/D9
/BS/DD
/BE
/AJ/A0 /D9 /BP /CU /B4 /DC/BN /DD /B5 /BN
ETNA
Kent State University
[email protected]
THE SINC-GALERKIN METHOD FOR SINGULARLY-PERTURBED REACTION-DIFFUSION 139
TABLE 6.3/CZ /D9/CT/DC/CP/CR/D8
/A0 /D9/BT/D4/D4
/CZ/C4 /BEfor Example 6.3/AF
The Finite Element
Method [ 14] with/C6 /BP/BH /BF /BE /BL
Sinc-Galerkin Method
/BD/BC
/A0 /BE
1.978E-03
0.387E-05/BD/BC
/A0 /BF
0.457E-03
0.321E-05/BD/BC
/A0 /BH
0.704E-03
0.112E-06/BD/BC
/A0 /BI
0.317E-04
0.137E-06/BD/BC
/A0 /BJ
0.136E-04
0.133E-06
and/D9 /B4/BC /BN/DD /B5/BP /D9 /B4/BD /BN/DD /B5/BP /D9 /B4 /DC/BN /BC/B5 /BP /D9 /B4 /DC/BN /BD /B5/BP/BC /BN
where /CU /B4 /DC/BN /DD /B5is chosen such that the solution is/D9 /B4 /DC/BN /DD /B5/BP /DC/DD /D0/D2 /DC /D0/D2 /DD/BM
The parameters /C5/DC
/BP /C6/DC
/BP /C5/DD
/BP /C6/DD
/BP /BD/BC/BCand /AB /BP /AC /BP
/BF
/BEare used for the Sinc-
Galerkin solution. Table 6.4exhibits the maximum absolute errors at different /AF.
TABLE 6.4
Maximum absolute error for Example 6.4/AF
Maximum absolute error
/BD/BC
/A0 /BG
0.1846E-07/BD/BC
/A0 /BI
0.4697E-09/BD/BC
/A0 /BK
0.4032E-09/BD/BC
/A0 /BD/BC
0.2643E-09
The computations associated with the four examples discussed above were performed
using MA TLAB.
7. Conclusions. The Sinc-Galerkin method was tested on four problems. A comparison
with finite element methods and the method of reduction of order is made and it was seen that
the Sinc-Galerkin method yields good results. The results of Example 6.4clearly indicate
that our methods are accurate even when singularities occur at the boundaries.
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Kent State University
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