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Abstract: In this study, nonlinear singularly perturbed problems with nonlocal condition are evaluated by finite
difference method. The exact solution 𝑢(𝑥) has boundary layers at 𝑥 = 0 and 𝑥 = 1. We present some
properties of the exact solution of the multi-point boundary value problem (1)-(3). According to the perturbation
parameter, by the method of integral identities with the use exponential basis functions and interpolating
quadrature rules with the weight and remainder terms in integral form uniformly convergent finite difference
scheme on Bakhvalov mesh is established. The error analysis for the difference scheme is performed. 𝜀 −
uniform convergence for approximate solution in the discrete maximum norm is provided, which is the first-
order (O(h)). This theoretical process is applied on the sample. By Thomas Algorithm, it has been shown to be
consistent with the theoretical results of numerical results. The results were embodied in table and graphs. The
relationship between the approximate solution with the exact solution are obtained by Maple 10 computer
program.
Keywords: Singular perturbation, finite difference method, Bakhvalov mesh, nonlocal boundary condition,
uniform convergence.
1. Introduction
𝜕𝑓
𝑓 𝑥, 𝑢 ∈ 𝐶 1 0,1 𝑥𝑅 , 𝑥, 𝑢 ≥ 𝛼 > 0, 𝑠𝑖 ∈ 0,1 , 𝑖 = 1, … , 𝑚, 𝑘0 ≥ 0
𝜕𝑢
where, 0 < 𝜀 ≪ 1 is small perturbation parameter.
Singularly perturbed differential equations are symbolized by the existence of a small parameter 𝜀 − multiplying
the highest order derivatives [4]. Like these problems, thin transition layers where the solution varies rapidly,
while away from layers it behaves regularly and varies slowly. Classical numerical methods are inappropriate
for the singularly perturbed. So, it is important to develop suitable numerical methods to these problems, whose
accuracy does not depend on the parameter value 𝜀; that is, methods that are convergence 𝜀 uniformly [18].
Such problems arise in many areas of applied mathematics: fluid mechanics, chemical-reactor theory, control
theory, electrical networks, and other physical models. In recent years, Singularly perturbed differential
equations were studied by many authors in various fields of applied mathematics and engineering. For
examples, Cziegis [1] studied the numerical solution of singularly perturbed nonlocal problem. Cziegis [2]
analyzed the difference schemes for problems with nonlocal conditions. Bakhvalov [3] investigated on
optimization of methods for solving boundary-value problems in the presence of a boundary layer. Amiraliyev
and Cakir [5] studied numerical solution of a singularly perturbed three -point boundary value problem.
Amiraliyev and Çakır [6] researched numerical solution of the singularly perturbed problem with nonlocal
boundary condition. Amiraliyev and Duru [7] studied a note on a parameterized singular perturbation problem.
Boglaev [8] applied uniform numerical methods on arbitrary meshes for singularly perturbed problems with
discontinuous data. Adzic and Ovcin [9] obtained nonlinear spp with nonlocal boundary conditions and spectral
approximation. Amiraliyev, Amiraliyeva and Kudu [13] analyzed a numerical treatment for singularly perturbed
differential equations with integral boundary condition. Herceg [10] estimated on the numerical solution of a
singularly perturbed nonlocal problem. Herceg [11] analyzed solving a nonlocal singularly perturbed problem
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by splines in tension. Çakır [14] researched uniform second –order difference method for a singularly perturbed
three-point boundary value problem. Geng [12] gave a numerical algorithm for nonlinear multi-point boundary
value problems. Çakır and Arslan [15] applied a numerical method for nonlinear singularly perturbed multi-
point boundary value problem. Bitsadze and Samarskii [16] studied on some simpler generalization of linear
elliptic boundary value problems. Çakır [17] obtain a numerical study on the difference solution of singularly
perturbed semilinear problem with integral boundary condition.Çakır [5] applied the difference method on a
Shishkin mesh to the singularly perturbed three-point boundary value problem.
Some methods for singularly perturbed problems have been studied in different ways [9-12]. In this
study we present uniformly convergent difference scheme on an equidistant mesh for the numerical solution of
the problem (1)–(3). The difference scheme is constructed by the method integral identities with the use
exponential basis functions and interpolating quadrature rules with the weight and remainder terms in integral
form [18]. In Section 2, we obtain some analytical results of the multi-point bounday value problem (1)-(3). The
difference scheme constructed on Bakhvalov mesh for numerical solution (1)–(3) is described in Section 3. We
prove that the method is first–order convergent in the discrete maximum norm. In the following Section, a
numerical example is considered and constructed which is in agreement with the theoretical results. According
to results, the finite difference method on Bakhvalov mesh is more powerful method than other methods for
nonlinear singularly perturbed multi-point boundary value problem.
−𝜀 2 𝑤 ′′ + 𝑎 𝑥 𝑤 𝑥 = 0 (5)
𝑤 0 = 0, 𝑤 1 =1 (6)
and
1 − 𝛼𝑥 − 𝛼 1−𝑥
𝑢′ (𝑥) ≤ 𝐶 1 + 𝑒 𝜀 +𝑒 𝜀 ,0 < 𝑥 < 1 (8)
𝜀
Proof. We use intermediate value theorem for 𝑓(𝑥, 𝑢) in the Eq.(1) and we obtain the following the equalities,
𝑓 𝑥, 𝑢 − 𝑓(𝑥, 0) 𝜕𝑓
= 𝑥, 𝜗 , 𝜗 = 𝛾𝑢, 0<𝛾<1
𝑢−0 𝜕𝑢
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𝜕𝑓
𝑓 𝑥, 𝑢 = 𝑓 𝑥, 0 + 𝑢(𝑥) 𝑥, 𝜗
𝜕𝑢
= −𝐹(𝑥) + 𝑎(𝑥)𝑢(𝑥)
Also,
𝜕𝑓
𝑥, 𝜗 = 𝑎 𝑥 ≥ 𝛼 > 0, 𝜗 − 𝑖𝑛𝑡𝑒𝑟𝑚𝑒𝑑𝑖𝑎𝑡𝑒 𝑣𝑎𝑙𝑢𝑒.
𝜕𝑢
𝑢 𝑥 = 𝑣 𝑥 + 𝜆𝑤(𝑥) (10)
−𝜀 2 𝑣 ′′ + 𝑎 𝑥 𝑣 𝑥 = 𝐹(𝑥) (11)
𝑣 0 = 0, 𝑣 1 =0 (12)
𝑣(𝑥) ≤ 𝑣 0 + 𝑣 1 + 𝛼 −1 𝐹 ∞ ≤ 𝐶1 . (13)
𝑤(𝑥) ≤ 𝑤 0 + 𝑤 1 + 𝛼 −1 0 ∞ ≤1 (14)
Then, from the Eq.(13) - the Eq.(14) we have the following inequality
𝑢(𝑥) ≤ 𝑣 𝑥 + 𝜆 𝑤 𝑥 ≤ 𝐶1 + 𝜆
𝑢(𝑥) ≤ 𝐶0 . (15)
−1
𝑢′′ 𝑥 = 𝐹 𝑥 − 𝑎 𝑥 𝑢(𝑥) (16)
𝜀2
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1 𝐶
𝑢′′ 𝑥 ≤ 𝐹 𝑥 −𝑎 𝑥 𝑢 𝑥 ≤ . (17)
𝜀2 𝜀2
Now, we take derivative of the Eq. (9) and if it called 𝑢′ (𝑥) = 𝑣0 (𝑥),
−𝜀 2 𝑣0 ′′ + 𝑎 𝑥 𝑣0 𝑥 = ∅(𝑥) (18)
𝑢′ 0 = 𝑣0 0 = 0, 𝑢′ 1 = 𝑣0 1 = 1 (19)
∅ 𝑥 = 𝐹 ′ 𝑥 − 𝑎′ 𝑥 𝑢 𝑥 ≤ 𝐶1 . (20)
𝛽
𝑔 𝛽 −𝑔 𝛼 𝛽−𝑡
𝑔 ′ (𝑥) = − − 𝑇0 𝑥 − 𝑡 𝑔 ′′ 𝑡 𝑑𝑡, 𝛼 < 𝑥 < 𝛽 , 𝛼<𝛽 (21)
𝛽−𝛼 𝛼 𝛽−𝛼
where
1, 𝑥−𝑡>0
𝑇0 𝑥 − 𝑡 =
0, 𝑥 − 𝑡 < 0.
the Eq. (21) with the values 𝑔 𝑥 = 𝑢 𝑥 , 𝛼 = 0, 𝛽 = 𝜀, 𝑥 = 0 and from the Eq. (7)- the Eq. (17)
𝜀
𝑢 𝜀 −𝑢 0 𝐶
𝑢′ 0 ≤ + 𝑢′′ 𝑡 𝑑𝑡 ≤ . (22)
𝜀 0 𝜀
Similarly,
the Eq. (21) with the values 𝑔 𝑥 = 𝑢 𝑥 , 𝛼 = 1 − 𝜀, 𝛽 = 1, 𝑥 = 1 and from the Eq. (7)- the Eq. (17)
1
𝑢 1 −𝑢 1−𝜀 𝐶
𝑢′ 1 ≤ + 𝑢′′ 𝑡 𝑑𝑡 ≤ . (23)
𝜀 1−𝜀 𝜀
We write the solution of the Eq. (18)- the Eq.(19) in the form,
𝑣0 𝑥 = 𝑣1 𝑥 + 𝑣2 (𝑥)
𝑣1 0 = 0, 𝑢′ 1 = 𝑣1 1 = 0 (25)
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−𝜀 2 𝑣2 ′′ 𝑥 + 𝑎 𝑥 𝑣2 𝑥 = 0, (26)
𝑣2 0 = 𝑣0 (0) , 𝑢′ 1 = 𝑣2 1 = 𝑣0 (1)
According to the maximum principle in the Eq.(24)- the Eq. (25),we can give the following Barrier function,
𝜓1 𝑥 = ∓𝑣1 𝑥 + 𝛼 −1 ∅(𝑥) ∞
This Barrier function provides the conditions of the maximum principle and
𝑣1 𝑥 ≤ 𝐶.
In a similar manner, according to the maximum principle in the Eq.(26), we can write
𝑣2 𝑥 ≤ 𝛳(𝑥)
where 𝛳(𝑥) is the solution of the following problem with constant coefficient,
−𝜀 2 𝛳 ′′ (𝑥) + 𝛼𝛳 𝑥 = 0 (27)
𝐶 𝐶
𝛳 0 = 𝑣0 (0) ≤ , 𝛳 1 = 𝑣0 (1) ≤ (28)
𝜀 𝜀
− 𝛼 1−𝑥 𝛼 1−𝑥 − 𝛼𝑥 𝛼𝑥
𝑣0 0 𝑒 𝜀 −𝑒 𝜀 + 𝑣0 (1) 𝑒 𝜀 −𝑒 𝜀
𝛳 𝑥 = 𝛼 − 𝛼
(29)
−𝑒 𝜀 + 𝑒 𝜀
𝐶 − 𝛼𝑥 − 𝛼 1−𝑥
𝛳 𝑥 ≤ 𝑒 𝜀 +𝑒 𝜀 . (30)
𝜀
𝑢′ 𝑥 = 𝑣0 𝑥 ≤ 𝑣1 𝑥 + 𝑣2 𝑥
𝐶 −
𝛼𝑥 − 𝛼 1−𝑥 1 − 𝛼𝑥 − 𝛼 1−𝑥
≤𝐶+ 𝑒 𝜀 +𝑒 𝜀 ≤𝐶 1+ 𝑒 𝜀 + 𝑒− 𝜀
𝜀 𝜀
We present some properties of the mesh function 𝑔(𝑥) defined on 𝜔𝑁 , which is needed in this section for
analysis of the numerical solution.
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𝑔𝑖+1 − 𝑔𝑖
𝑔𝑥,𝑖 = ,
𝑖+1
𝑔𝑖 − 𝑔𝑖−1 𝑔𝑖+1 − 𝑔𝑖
𝑔𝑥 ,𝑖 = , 𝑔𝑥 ,𝑖 =
𝑖 ћ𝑖
𝑔 ∞ = 𝑔 ∞, 𝜔𝑁 = max 𝑔𝑖
0≤𝑖≤𝑁
𝑥 𝑖+1 𝑥 𝑖+1
ћ𝑖 −1 −𝜀 2 𝑢′′ (𝑥)𝜑𝑖 (𝑥)𝑑𝑥 + ћ𝑖 −1 𝑓 𝑥, 𝑢 𝜑𝑖 𝑥 𝑑𝑥 = 0, 𝑖 = 1, 𝑁 − 1 (31)
𝑥 𝑖−1 𝑥 𝑖−1
where 𝜑𝑖 (𝑥) , 𝑖 = 1, 𝑁 − 1 are the basis functions and having the form
1
𝑥 − 𝑥𝑖−1
𝜑𝑖 𝑥 = 𝑥𝑖−1 < 𝑥 < 𝑥𝑖 ,
𝑖
𝜑𝑖 𝑥 = 2
𝑥𝑖+1 − 𝑥
𝜑𝑖 𝑥 = 𝑥𝑖 < 𝑥 < 𝑥𝑖+1 ,
𝑖+1
0, 𝑥 ∉ (𝑥𝑖−1 , 𝑥𝑖+1 )
𝜑𝑖 (1 ) (x) and 𝜑𝑖 2
𝑥 respectively, are the solutions of the following problems,
−𝜀 2 𝜑′′ = 0 (32)
𝜑 𝑥𝑖−1 = 0, 𝜑 𝑥𝑖 = 1 (33)
−𝜀 2 𝜑′′ = 0 (34)
𝜑 𝑥𝑖 = 1, 𝜑 𝑥𝑖+1 = 0. (35)
𝑥 𝑖+1 𝑥 𝑖+1
−1
−𝜀 2 ћ𝑖 𝑢′′ (𝑥)𝜑𝑖 (𝑥)𝑑𝑥 + ћ𝑖 −1 𝑓 𝑥, 𝑢 𝜑𝑖 𝑥 𝑑𝑥 = 0, 𝑖 = 1, 𝑁 − 1 (36)
𝑥 𝑖−1 𝑥 𝑖−1
𝑥 𝑖+1
−1
𝜀 2 ћ𝑖 𝑢′ 𝑥 𝜑𝑖′ 𝑥 𝑑𝑥 + 𝑓 𝑥𝑖 , 𝑢𝑖 + 𝑅𝑖 = 0, 𝑖 = 1, 𝑁 − 1 (37)
𝑥 𝑖−1
where
𝑥 𝑖+1 𝑥 𝑖+1
𝑑
𝑅𝑖 = ћ𝑖 −1 𝑑𝑥𝜑𝑖 𝑥 𝑓 𝑥, 𝑢 𝐾0∗ 𝑥, 𝜉 𝑑𝜉 , 𝑖 = 1, 𝑁 − 1 (38)
𝑥 𝑖−1 𝑥 𝑖−1 𝑑𝑥
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and
So, from the Eq. (37), we propose the following difference scheme for approximation the Eq. (1)-the Eq. (3):
−𝜀 2 𝑢𝑥 𝑥 ,𝑖 + 𝑓 𝑥𝑖 , 𝑢𝑖 + 𝑅𝑖 = 0 𝑖 = 1, 𝑁 − 1 (39)
It is now necessary to define an approximation for the second boundary condition of the Eq. (1). We accepted
that 𝑥𝑁𝑖 is the mesh point nearest to 𝑠𝑖 .
𝑚
1
𝑘0 𝑢𝑁 = 𝑘𝑖 𝑢𝑁𝑖 + 𝑘𝑚 +1 𝑢 𝑥 𝑑𝑥 + 𝑑
𝑖=1 0
𝑚 𝑁
= 𝑘𝑖 𝑢𝑁𝑖 + 𝑘𝑚 +1 𝑖 𝑢𝑖 + 𝑟𝑖 + 𝑑 (40)
𝑖=1 𝑖=1
𝑁
𝑥𝑖
𝑑
𝑟𝑖 = 𝜉 − 𝑥𝑖−1 𝑢 𝜉 𝑑𝜉. (41)
𝑥 𝑖−1 𝑑𝑥
𝑖=1
By neglecting 𝑅𝑖 and 𝑟𝑖 in the Eq. (39) and the Eq. (40), we may propose the following difference scheme for
approximating the Eq. (1)- the Eq. (3):
−𝜀 2 𝑦𝑥 𝑥 ,𝑖 + 𝑓 𝑥𝑖 , 𝑦𝑖 = 0 , 𝑖 = 1, 𝑁 (42)
𝑦0 = 0 (43)
𝑚 𝑁
𝑘0 𝑦𝑁 = 𝑘𝑖 𝑦𝑁𝑖 + 𝑘𝑚 +1 𝑖 𝑦𝑖 + 𝑑 (44)
𝑖=1 𝑖=1
We will use the Bakhvalov mesh to be 𝜀- uniform convergent of the difference scheme the Eq. (42)- the Eq.
(44). Transition points of the Bakhvalov mes are defined as
1 −1
𝜎 = 𝑚𝑖𝑛 ,− 𝛼 𝜀𝑙𝑛𝜀 .
4
1 −1 4𝑖 𝑁
𝜎< , 𝑥𝑖 ∈ 0, 𝜎 , 𝑥𝑖 = − 𝛼 𝜀 ln 1 − 1 − 𝜀 , 𝑖 = 0,1, … , .
4 𝑁 4
−1
−1 − 𝛼
1 4𝑖 𝑁
𝜎= , 𝑥𝑖 ∈ 0, 𝜎 , 𝑥𝑖 = − 𝛼 𝜀 ln 1 − 1 − 𝑒 4𝜀 , 𝑖 = 0,1, … ,
4 𝑁 4
𝑁 1 𝑁 3𝑁 1 2 1−2𝜎
𝑥𝑖 ∈ 𝜎, 1 − 𝜎 , 𝑥𝑖 = 𝜎 + 𝑖 − 4 , 𝑖= 4
+ 1, … , 4
, = 𝑁
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3𝑁
−1 4 𝑖− 3𝑁
4
𝑥𝑖 ∈ 1 − 𝜎, 1 , 𝑥𝑖 = 1 − 𝜎− 𝛼 𝜀 ln 1 − 1 − 𝜀 𝑁
,𝑖 = 4
+ 1, … , 𝑁
−1 3𝑁
−1 − 𝛼 4 𝑖−
3 4
1 − 𝜎 = , 𝑥𝑖 ∈ 1 − 𝜎, 1 , 𝑥𝑖 = − 𝛼 𝜀 ln 1 − 1 − 𝑒 4𝜀
4 𝑁
3𝑁
𝑖= + 1, … , 𝑁
4
where, N is even number, 𝜎 ≪ 1.
𝑧0 = 0 (46)
𝑚 𝑁
Lemma 4. 2. The solution 𝑧𝑖 of problem the Eq. (45)- the Eq. (47 ) satisfies following
𝑅 ∞,𝜔 𝑁 ≤ 𝐶𝑁 −1 (48)
𝑟 ∞,𝜔 𝑁 𝑁 ≤ 𝐶𝑁 −1 . (49)
1
1) For 𝜎 < 4 , 𝑥𝑖 ∈ 0, 𝜎
4𝑖 𝑁
For 𝑥𝑖 = −𝛽 −1 𝜀 ln 1 − 1 − 𝜀 𝑁
, 𝑖 = 0,1, … , 4
we obtain
−1 4𝑖 −1 4 𝑖−1
𝑖 = 𝑥𝑖 − 𝑥𝑖−1 = − 𝛼 𝜀 ln 1 − 1 − 𝜀 + 𝛼 𝜀 ln 1 − 1 − 𝜀 .
𝑁 𝑁
According to 𝑖, we use the intermediate value theorem as follows:
−1 4(1 − 𝜀)𝑁 −1 −1
𝑖 = 𝛼 𝜀 ≤4 𝛼 1 − 𝜀 𝑁 −1 ≤ 𝐶𝑁 −1
1 − 𝑖1 4(1 − 𝜀)𝑁 −1
and we have
𝑖 + 𝑖+1
ћ𝑖 = ≤ 𝐶𝑁 −1 .
2
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−1 4 𝑖−1 −1 4 𝑖+1
− 𝛼 𝑥 𝑖−1 − 𝛼 𝑥 𝑖+1 − 𝛼 − 𝛼 𝜀 ln 1− 1−𝜀 − 𝛼 − 𝛼 𝜀 ln 1− 1−𝜀
𝑁 𝑁
𝑒 𝜀 −𝑒 𝜀 ≤𝑒 𝜀 −𝑒 𝜀
4 𝑖−1 4 𝑖+1
≤ 𝑒 ln − 1−𝜀
𝑁 − 𝑒 ln − 1−𝜀
𝑁 ≤ 𝐶𝑁 −1
and
1
2) 𝜎 = , 𝑥𝑖 ∈ 0, 𝜎
4
We use the followig equation,
−𝛽 4𝑖 −𝛽 4𝑖
𝑖 = 𝑥𝑖 − 𝑥𝑖−1 = −𝛽 −1 𝜀 ln 1 − 1 − 𝑒 4𝜀 + 𝛽 −2 𝜀 ln 1 − 1 − 𝑒 4𝜀
𝑁 𝑁
we obtain,
−𝛽
4(1 − 𝑒 4𝜀 )𝑁−1
𝑖 = 𝛽 −1 𝜀 −𝛽 ≤ 4𝛽−1 𝑁 −1 ≤ 𝐶𝑁 −1
1 − 𝑖1 4(1 − 𝑒 4𝜀 )𝑁 −1
and
𝑖 + 𝑖+1
ћ𝑖 = ≤ 𝐶𝑁 −1 .
2
𝑅𝑖 ≤ 𝐶𝑁 −1 .
𝑁 1 𝑁 3𝑁 1 2 1−2𝜎
3) 𝑥𝑖 ∈ 𝜎, 1 − 𝜎 , 𝑥𝑖 = 𝜎 + 𝑖 − 4 , 𝑖= 4
+ 1, … , 4
, = 𝑁
, 𝑥𝑖 ∈ 𝜎, 1 − 𝜎 ,
1
Let 𝜎 = −𝛽−1 𝜀𝑙𝑛𝜀 < 4 ,
According to 𝑖, we use the intermediate value theorem and we obtain,
𝑖 ≤ 𝐶𝑁 −1
and
ћ𝑖 = (1) ≤ 𝐶𝑁 −1 .
Consequently,
𝑅𝑖 ≤ 𝐶𝑁 −1 .
1
4) 𝑥𝑖 ∈ 𝜎, 1 − 𝜎 , 𝜎 =
4
𝑖 ≤ 𝐶𝑁 −1
and
ћ𝑖 = (1) ≤ 𝐶𝑁 −1 .
We have
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𝑅𝑖 ≤ 𝐶𝑁 −1 .
3𝑁
4 𝑖− 4 3𝑁
−1
5) 𝑥𝑖 ∈ 1 − 𝜎, 1 , 𝑥𝑖 = 1 − 𝜎 + 𝛽 𝜀 ln 1 − 1 − 𝜀 , 𝑖= + 1, … , 𝑁
𝑁 4
3𝑁
4 𝑖−
−2 4
− 1 − 𝜎 + 𝛽 𝜀 ln 1 − 1 − 𝜀
𝑁
Thus, we obtain
𝑖 + 𝑖+1
ћ𝑖 = ≤ 𝐶𝑁 −1
2
and
𝑅𝑖 ≤ 𝐶𝑁 −1 .
3𝑁
3 −𝛽 4 𝑖− 3𝑁
−1 4
6) 1 − 𝜎 = , 𝑥𝑖 ∈ 1 − 𝜎, 1 , 𝑥𝑖 = −𝛽 𝜀 ln 1 − 1 − 𝑒 4𝜀 ,𝑖 = + 1, … , 𝑁
4 𝑁 4
𝑖 + 𝑖+1
ћ𝑖 = ≤ 𝐶𝑁 −1 .
2
𝑥 𝑖+1 𝑥 𝑖+1
𝑅𝑖 = 𝜆𝑖 ћ𝑖 −1 𝐶𝑖 𝜑𝑖 𝑥 𝑑𝑥 + 𝜆𝑖 ћ𝑖 −1 𝐶𝑖 𝜑𝑖 𝑥 𝑑𝑥 ≤ 𝐶𝑁 −1
𝑥 𝑖−1 𝑥 𝑖−1
𝑁
𝑥𝑖
3
1 − 𝛼𝑥 − 𝛼 1−𝑥
+ 1+ 𝑒 𝜀 +𝑒 𝜀 𝑑𝑥
𝑥 𝑖−1 𝜀
𝑖=3𝑁 4 +1
Lemma 4. 3. Let 𝑧𝑖 be solution of the Eq. (45)- the Eq. (47). Then there is the following inequality:
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𝑙𝑧 ≡ −𝜀 2 𝑧𝑥 𝑥 ,𝑖 + 𝑎𝑖 𝑧𝑖 = 𝑅𝑖 , 𝑖 = 1, 𝑁 − 1
where
𝜕𝐹
𝑎𝑖 = 𝑡 , 𝑢 + 𝛾𝑧𝑖 , 0<𝛾<1
𝜕𝑢 𝑖 𝑖
we can use the maximum principle, and so it is easy to obtain,
𝑧 ∞,𝑤 𝑁 ≤ 𝑧𝑁 + 𝛼 −1 𝑅 ∞,𝑤 𝑁 + 𝑟
𝑚 𝑁
≤ 𝑘𝑖 𝑧𝑁𝑖 + 𝑘𝑚 +1 𝑖 𝑧𝑖 + 𝑑 − 𝑟𝑖 + 𝛼 −1 𝑅 ∞,𝑤 𝑁 + 𝑟
𝑖=1 𝑖=1
≤ 𝛼 −1 𝑅 ∞,𝑤 𝑁 + 𝑟
≤𝐶 𝑅 ∞,𝑤 𝑁 + 𝑟 (51)
Theorem 4. 1. Let 𝑢 𝑥 be the solution of (1)-(3) and let 𝑦 be the solution of Eq. (45)- the Eq. (47). Then under
the same assumptions of Lemma (4. 2) and Lemma (4.3) the following 𝜀 −uniform error estimate
holds.
We apply the scheme the Eq. (42)- the Eq. (44) to calculate the solution of approximation of the
following problem:
−𝜀 2 𝑢′′ + 𝑢2 𝑥 − 𝑓 𝑥 = 0, (53)
𝑢 0 =0 (54)
𝑢 1 = 𝑢 0.5 + 𝑑 (55)
1−𝑥 𝑥
2𝑥 − 1 𝑒 𝜀 − 𝑒𝜀
𝑢 𝑥 = 1 +1.
𝑒𝜀 − 1
We solve the difference scheme the Eq. (42)- the Eq. (44) using the following iteration technique,
𝜀2 (𝑛) 2𝜀 2 𝜕𝑓 𝜀2
𝑦𝑖−1 − + 𝑥 , 𝑦 𝑛−1 𝑦𝑖 𝑛 + 𝑦 𝑛 68
ћ𝑖 𝑖 𝑖 𝑖+1 𝜕𝑦 𝑖 𝑖 ћ𝑖 𝑖+1 𝑖+1
𝜕𝑓
= 𝑓 𝑥𝑖 + 𝑓 𝑥𝑖 , 𝑦𝑖 𝑛−1 − 𝑦𝑖 𝑛−1 𝑥 , 𝑦 𝑛−1 , 𝑖 = 1, … , 𝑁 − 1, 𝑛 = 1.2, …
𝜕𝑦 𝑖 𝑖
𝑚 𝑁
(𝑛) (𝑛) (𝑛−1) (𝑛−1)
𝑦0 = 0, 𝑘0 𝑦𝑁 = 𝑘𝑖 𝑦𝑁𝑖 + 𝑘𝑚 +1 𝑖 𝑦𝑖 +𝑑 (56)
𝑖=1 𝑖=1
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𝜀2 (𝑛) 2𝜀 2 𝜕𝑓 𝜀2
𝑦𝑖−1 − + 𝑥 , 𝑦 𝑛−1 𝑦𝑖 𝑛 + 𝑦𝑛 57
ћ𝑖 𝑖 𝑖 𝑖+1 𝜕𝑦 𝑖 𝑖 ћ𝑖 𝑖+1 𝑖+1
𝜕𝑓
= 𝑓 𝑥𝑖 + 𝑓 𝑥𝑖 , 𝑦𝑖 𝑛−1 − 𝑦𝑖 𝑛−1 𝑥 , 𝑦 𝑛−1 , 𝑖 = 1, … , 𝑁 − 1,
𝜕𝑦 𝑖 𝑖
(𝑛) (𝑛)
𝑦𝑁 = 𝜇𝑛−1 , 𝑦𝑁 = 𝜇𝑛−1 − 1, 𝜇0 = 𝐶0 ≥ 1
2
where
2 2 2
𝜀 𝜀
2
𝑦𝑁 −1,𝑛 + 2
𝑦𝑁 +1,𝑛 − 1 + 𝑦𝑁 +1,𝑛−1
2 2 2
𝜇𝑛 = 2
𝜀
2 + 𝑦𝑁 ,𝑛−1
2 2
𝜀2 𝜀2 2𝜀 2 𝜕𝑓
𝐴𝑖 = , 𝐵𝑖 = , 𝐶𝑖 = + 𝑥 , 𝑦 𝑛−1 ,
ћ𝑖 𝑖 ћ𝑖 𝑖+1 𝑖 𝑖+1 𝜕𝑦 𝑖 𝑖
𝜕𝑓
𝐹𝑖 = −𝑓 𝑥𝑖 , 𝑦𝑖 𝑛−1 + 𝑦𝑖 𝑛−1 𝑥 , 𝑦 𝑛−1
𝜕𝑦 𝑖 𝑖
𝛼1 = 0, 𝛽1 = 0
𝛼𝑁 +1 = 0, 𝛽𝑁 +1 = 𝜇𝑛−1
2 2
𝐵𝑖 𝐹𝑖 + 𝐴𝑖 𝛽𝑖
𝛼𝑖+1 = , 𝛽𝑖+1 = , 𝑖 = 1, … , 𝑁 − 1
𝐶𝑖 − 𝐴𝑖 𝛼𝑖 𝐶𝑖 − 𝐴𝑖 𝛼𝑖
For this reason, the described procedure above is stable. Also, the Eq. (42)- the Eq. (44) has only one solution.
(0)
The initial guess in the iteration procedure is 𝑦𝑖 = 0. 5. The stopping criterion is taken as
(𝑛+1) (𝑛)
max 𝑦𝑖 − 𝑦𝑖 ≤ 10−5 .
𝑖
𝑒𝜀𝑁 = 𝑦 − 𝑢 ∞,𝜔 𝑁
and
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𝑒 𝑁 = max 𝑒𝜀𝑁 .
𝜀
The corresponding 𝜀 −uniform convergence rates are computed using the formula
𝑒𝑁
𝑃𝜀𝑁 = log 2 .
𝑒 2𝑁
The numerical results obtained from the problem of the difference scheme
by comparison, the error and uniform rates of convergence were obtained and
these are presentedin Table 1.
Table 1. The computed maximum pointwise errors 𝑒 𝑁 and 𝑒 2𝑁 , the numerical rate of convergence 𝑃𝑁 on the
Bakhvalov mesh 𝜔𝑁 for different values of N and 𝜀.
The results show that the convergence rate of the considered scheme is essentially in accord with theoretical
analysis.
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From the graps it is show that the error is maximum near the boundary layer and it is almost zero in
outer region in the Figure 2. Approximate solution compared with exact solution in Figure 1.
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