A parameter robust numerical method for a nonlinear system of singularly perturbed elliptic equations
Introduction
We are interested in solving the nonlinear reaction–diffusion system of elliptic equations where , is a small positive parameter and is the boundary of . The functions and , , are sufficiently smooth in their respective domains. For , problem (1) is singularly perturbed and characterized by the boundary layers of width at the boundary (see Section 2.3 for details).
It is well-known that classical numerical methods for solving singularly perturbed problems are inefficient, since in order to resolve layers they require a fine mesh covering the whole domain. The basic property of the efficient numerical methods is uniform convergence with respect to the perturbation parameter, that is, numerical methods which generate -uniformly convergent numerical approximations to the solution. The three books [1], [2] and [3] develop these approaches and give comprehensive applications to wide classes of singularly perturbed problems.
Numerical methods for singularly perturbed linear reaction–diffusion problems have received much attention in recent papers. A brief summary of previous work on the numerical solution of singularly perturbed single and coupled linear reaction–diffusion problems can be found in [4], [5]. To the best of our knowledge, no published paper considers a system of singularly perturbed nonlinear reaction–diffusion problems posed on a two-dimensional polygonal domain.
Our goal is to construct a -uniform numerical method for solving problem (1). In [6], for solving a singularly perturbed single nonlinear elliptic reaction–diffusion problem, we investigate uniform convergence properties of a nonlinear finite difference method based on layer-adapted meshes. In this paper, we extend our investigation from [6] to the case of the system of singularly perturbed nonlinear elliptic reaction–diffusion problems posed on the two-dimensional polygonal domain (1).
The structure of the paper is as follows. In Section 2, properties of solutions of the nonlinear elliptic system (1) are discussed. In Section 3, we construct the nonlinear difference scheme which approximates (1). Section 3 deals with the uniform convergence of the nonlinear difference scheme on the piecewise uniform and log-meshes. In Section 5, we prove the uniform convergence of a monotone iterative method which solves the nonlinear difference scheme. The numerical experiments are presented in Section 6. The accuracy is investigated for two types of layer-adapted meshes. The numerical data confirm our theoretical results on the accuracy of the numerical method and convergence order estimates. Section 7 deals with some concluding remarks.
Section snippets
Assumptions on the nonlinear reaction functions
Some hypotheses must be placed on the nonlinear reaction functions , , in order to ensure that the nonlinear system (1) has solutions. By using the notation , we suppose that , , satisfy the following assumptions: where , , and , , are
The nonlinear difference scheme
On introduce a rectangular mesh : To discretize problem (1), we use the standard central difference operator where , . The linear operator is defined by where and are the central difference approximations to the second derivatives of a scaler mesh function
Truncation errors of the solution to the nonlinear system
Fix , and introduce the one-dimensional differential equation in the space variable , Using Green’s function of the differential operator on , we represent the exact solution , , in the form where the local Green function is given by
Uniform convergence of monotone iterates
For solving the nonlinear difference scheme (9), we consider the monotone iterative method from [10].
Two vector mesh functions are called upper and lower solutions to (9), if they satisfy the inequalities The monotone iterative method from [10] is given in the following form:
Numerical experiments
Here, we present numerical experiments with the special fitted meshes (17), (20), where the nonlinear difference problem (9) is solved by the monotone iterative method (23) from [10]. For our test problems, exact solutions are unknown, and numerical solutions are compared to corresponding reference solutions. We investigate the numerical error and numerical order of convergence with respect to , . We define the numerical error as follows where is
Conclusion
In this paper, we have extended our investigation from [6] to the nonlinear singularly perturbed elliptic system of the reaction–diffusion type.
We have established the existence and uniqueness of the solution of the nonlinear difference scheme (9) which approximates the nonlinear elliptic problem (1). We have proved that the nonlinear difference scheme on the piecewise uniform mesh of the Shishkin type and on the log-mesh converges -uniformly to the solution of the nonlinear singularly
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