An asymptotic streamline diffusion finite element method for singularly perturbed convection-diffusion delay differential equations with point source
Abstract
In this article, we presented an asymptotic SDFEM for singularly perturbed convection diffusion type differential difference equations with point source term. First, the solution is decomposed into two functions, among them one is the solution of delay differential equation and other one is the solution of differential equation with point source. Furthermore, using the asymptotic expansion approximation, the delay differential equation is modified as a nondelay differential equations. Streamline diffusion finite element methods are applied to approximate the solutions of the two problems. We prove that the present method gives an almost second-order convergence in maximum norm and square integrable norm, whereas first-order convergence in norm. Numerical results are presented to validate the theoretical results.
1 INTRODUCTION
Singularly perturbed differential equations play a vital role in several branches of applied science. A subclass is a singularly perturbed delay differential equation (SPDDE) in which, the equation involves at least one delay argument. Plenty of research articles have appeared in the literature which cover second- and higher-order equations. Not much work has been done in finite element method (FEM) and streamline diffusion finite element method (SDFEM) for those problems. Authors in Reference 1 discussed finite element discretization on general adopted meshes. Zarin2 developed discontinuous Galerkin FEM for SPDDE on Shishkin mesh. A robust exponential convergence rate for hp version of the finite element method on an appropriately designed mesh is obtained in Reference 3. A numerical method based on finite element is developed in Reference 4 to solve singularly perturbed system of convection-diffusion delay differential equations. In general, the Galerkin FEM on the layer adapted mesh will not give satisfactory results for second-order equations because of stability issues. In Reference 5 Roos and Zarin proposed an SDFEM to tackle the problem arised due to the stability for nondelayed equations, whereas the stability and accuracy of SDFEM for SPDDE is discussed in Reference 6. An SDFEM for second-order singularly perturbed differential equations with discontinuous source term is suggested in Reference 7. Becher8 obtained uniform error estimates of the SDFEM for a turning point problem in the SD-norm. Chen and Xu9 proved the stability and accuracy of FEM and SDFEM for singularly perturbed problems. On the other side, the research on the higher-order finite difference methods is considerably increased compared to FEM and SDFEM.10-12 Many authors suggested various types of finite difference schemes for solving the same type of equations. An asymptotic numerical method for singularly perturbed convection-diffusion problems with a negative shift is suggested by Subburayan and Ramanujam.13 Authors in Reference 14 proposed a second-order hybrid finite difference scheme for singularly perturbed convection-diffusion problems with a negative shift. In Reference 15, authors coined a second-order uniformly convergent central difference scheme for the numerical solution of a system of coupled reaction-diffusion equations. In recent years, many authors proposed several types of adaptive mesh analysis and its convergent analysis for delay and nondelay differential equations, to cite a very few: References 16-27.
As mentioned in the abstract, the solution is decomposed into two functions, among them one is the solution of delay differential equation and other one is the solution of differential equation with point source. Furthermore, the delayed term is replaced by an asymptotic expansion approximation. Streamline diffusion finite element methods are applied to approximate the solutions of the two problems. It is proved that the present method gives an almost second-order convergence in maximum norm and square integrable norm, whereas first-order convergence in norm.
2 PROBLEM STATEMENT
Consider the following boundary value problems (BVPs) for singularly perturbed delay differential equations (SPDDEs):28, 29
3 STABILITY AND ANALYTICAL RESULTS
This section presents the stability result of the solution of (3) and the derivative estimates of the solution components and
Lemma 1. ([14])Suppose that satisfies , , and then .
Lemma 2. ([14])If the function , then
Lemma 3. ([29])Let be the solution of (2). The solution decomposed as
wherethe regular component function satisfies , the interior layer component function satisfies and the boundary layer component function satisfies . Then for
4 ASYMPTOTIC EXPANSION APPROXIMATION
5 WEAK FORMULATIONS
5.1 Weak formulation of the problem (2)
5.2 Weak formulation of the problem (7)
6 FINITE ELEMENT FORMULATIONS
6.1 Mesh points and properties
6.2 The streamline diffusion finite element method for (8)
Lemma 9. ([29])Let be the solution of the problem (2) and its numerical solution defined by (10), then
6.3 The streamline diffusion finite element method for (9)
Now we choose the parameter as =
7 ERROR ESTIMATES IN GENERAL SETUP
In this section, we estimate the interpolation error, projection error and consistency error based on the idea given in References 7, 29. Hence we prove that the method is consistent FEM, as the consistency error vanishes.
A general problem of the form is discretized by:
find such that
The continuous problem has a unique solution and the nodal interpolation is well defined.
We define a biorthogonal basis of with respect to to be the set of functions which satisfy
The function can be uniquely expressed as .
Define a projection operator29 such that
Furthermore, for a consistent method we have . The error can be determined from the following
In a similar fashion, we can have
7.1 Interpolation error
Following the arguments of Reference 7 one can prove the error convergence.
Lemma 11. ([7])On Shishkin mesh, for the interpolation errors are bounded above and
7.2 Projection error
From the error representation, the projection error7 at each mesh point is
By the definition of the bilinear form and the procedure adapted in Reference 7, one can easily prove that
7.3 Consistency error
We now estimate consistency error7 for Equation (10) As , and
Proof.Using the method of proof of [ 33, theorem 4.1] and [ 34, lemma 6.1], we have
Proof.
Proof.Let . Then by Lemma 12, we have
Theorem 3.Let be the interpolation of and be the numerical solution of . Then
Proof.Let us begin with the coercivity property of the bilinear form:
The second term can be evaluated in the following manner
In a similar manner, we can prove the following
Also, we can prove the following result . Therefore,
Theorem 4.Let be the solution of (3) and be its interpolant. Then we have
Proof.Let , then
For the regular part, For the singular part,
Combining all the above estimates, we have
Theorem 5.Let y and be the exact and numerical solutions of (1), respectively. Then
8 NUMERICAL EXAMPLE PROBLEMS
Note: Usually the experimental rate of convergence is The asymptotic expansion approximation is used to convert delay differential equation into a differential equation. An upper bound of absolute difference of y and is In order to incorporate the absolute difference of y and in the computation of the maximum value of that is is added with and
Example 1.Consider the problem (1) with the following data functions

N (Number of mesh points) | |||||||
---|---|---|---|---|---|---|---|
64 | 128 | 256 | 512 | 1024 | 2048 | 4096 | |
1.2252e2 | 2.3555e3 | 4.4274e4 | 1.9316e4 | 1.5981e5 | 3.2432e6 | 7.6756e7 | |
1.2279e2 | 2.3647e3 | 4.4626e4 | 9.8586e5 | 4.8643e5 | 4.2965e6 | 8.7350e7 | |
1.2290e2 | 2.3694e3 | 4.4806e4 | 9.9047e5 | 2.2702e5 | 1.2261e5 | 1.1170e6 | |
1.2290e2 | 2.3718e3 | 4.4898e4 | 9.9280e5 | 2.2775e5 | 5.4222e6 | 3.0856e6 | |
1.2281e2 | 2.3732e3 | 4.4950e4 | 9.9401e5 | 2.2812e5 | 6.1711e6 | 1.3317e6 | |
1.2258e2 | 2.3742e3 | 4.4987e4 | 9.9468e5 | 2.2831e5 | 5.4383e6 | 1.3332e6 | |
1.2208e2 | 2.3754e3 | 4.5027e4 | 9.9516e5 | 2.2842e5 | 5.4411e6 | 1.3339e6 | |
1.2109e2 | 2.3773e3 | 4.5091e4 | 9.9568e5 | 2.2849e5 | 5.4426e6 | 1.3343e6 | |
1.1912e2 | 2.3808e3 | 4.5209e4 | 9.9651e5 | 2.2856e5 | 5.4435e6 | 1.3345e6 | |
1.3240e2 | 2.3877e3 | 4.5442e4 | 9.9805e5 | 2.2867e5 | 5.4444e6 | 1.3346e6 | |
1.3240e2 | 2.3877e3 | 4.5442e4 | 9.9805e5 | 2.2867e5 | 5.4444e6 | 1.3346e6 | |
2.4611 | 2.3823 | 2.1804 | 2.1210 | 2.0676 | 2.0272 | - |
N (Number of mesh points) | |||||||
---|---|---|---|---|---|---|---|
64 | 128 | 256 | 512 | 1024 | 2048 | 4096 | |
1.8693e3 | 3.7172e4 | 7.8911e5 | 4.8203e5 | 3.6366e6 | 8.9134e7 | 2.2471e7 | |
1.7521e3 | 3.3645e4 | 6.8015e5 | 1.4722e5 | 9.5756e6 | 7.7801e7 | 1.9206e7 | |
1.6909e3 | 3.1669e4 | 6.1585e5 | 1.2688e5 | 2.8036e6 | 1.9274e6 | 1.6855e7 | |
1.6649e3 | 3.0607e4 | 5.8007e5 | 1.1506e5 | 2.4314e6 | 5.4899e7 | 3.9994e7 | |
1.6730e3 | 3.0051e4 | 5.6073e5 | 1.0854e5 | 2.2183e6 | 4.8354e7 | 1.1182e7 | |
1.7569e3 | 2.9816e4 | 5.5004e5 | 1.0503e5 | 2.1021e6 | 4.4683e7 | 1.0089e7 | |
2.0759e3 | 3.0030e4 | 5.4347e5 | 1.0310e5 | 2.0403e6 | 4.2711e7 | 9.4906e8 | |
3.0325e3 | 3.1695e4 | 5.3900e5 | 1.0187e5 | 2.0069e6 | 4.1675e7 | 9.1749e8 | |
5.3547e3 | 3.8412e4 | 5.3901e5 | 1.0081e5 | 1.9865e6 | 4.1126e7 | 9.0113e8 | |
1.0319e2 | 5.8798e4 | 5.6131e5 | 9.9562e6 | 1.9695e6 | 4.0808e7 | 8.9261e8 | |
1.0319e2 | 5.8798e4 | 6.1585e5 | 1.1506e5 | 2.2183e6 | 4.4683e7 | 9.4906e8 | |
4.0246 | 3.0782 | 2.3265 | 2.2720 | 2.2107 | 2.1489 | - |
N (Number of mesh points) | |||||||
---|---|---|---|---|---|---|---|
64 | 128 | 256 | 512 | 1024 | 2048 | 4096 | |
8.5205e2 | 3.7253e2 | 1.6575e2 | 1.4329e2 | 4.0263e3 | 2.0287e3 | 9.6511e4 | |
8.5287e2 | 3.7270e2 | 1.6511e2 | 8.0595e3 | 7.2341e3 | 2.1597e3 | 1.0100e3 | |
8.5309e2 | 3.7285e2 | 1.6498e2 | 8.0109e3 | 3.7632e3 | 3.7186e3 | 1.0615e3 | |
8.5278e2 | 3.7293e2 | 1.6495e2 | 7.9959e3 | 3.7322e3 | 1.9562e3 | 1.8572e3 | |
8.5184e2 | 3.7295e2 | 1.6495e2 | 7.9905e3 | 3.7216e3 | 1.9398e3 | 9.3555e4 | |
8.5006e2 | 3.7291e2 | 1.6496e2 | 7.9884e3 | 3.7174e3 | 1.9340e3 | 9.2659e4 | |
8.4761e2 | 3.7282e2 | 1.6500e2 | 7.9880e3 | 3.7156e3 | 1.9316e3 | 9.2334e4 | |
8.4757e2 | 3.7273e2 | 1.6506e2 | 7.9887e3 | 3.7149e3 | 1.9306e3 | 9.2198e4 | |
8.6678e2 | 3.7291e2 | 1.6520e2 | 7.9911e3 | 3.7148e3 | 1.9301e3 | 9.2135e4 | |
9.7436e2 | 3.7481e2 | 1.6550e2 | 7.9963e3 | 3.7153e3 | 1.9299e3 | 9.2106e4 | |
9.7436e2 | 3.7481e2 | 1.6550e2 | 7.9963e3 | 3.7216e3 | 1.9340e3 | 9.2334e4 | |
1.3796 | 1.1803 | 1.0501 | 1.1037 | 9.4451e1 | 1.0668 | – |
Example 2.Consider the problem (1) with the following data functions

N (Number of mesh points) | |||||||
---|---|---|---|---|---|---|---|
64 | 128 | 256 | 512 | 1024 | 2048 | 4096 | |
2.7317e3 | 5.3720e4 | 1.0338e4 | 3.3405e5 | 4.4124e6 | 1.0882e6 | 2.7551e7 | |
2.7446e3 | 5.3906e4 | 1.0374e4 | 2.3629e5 | 8.2131e6 | 1.1170e6 | 2.8341e7 | |
2.7641e3 | 5.4089e4 | 1.0397e4 | 2.3690e5 | 5.5286e6 | 2.0605e6 | 2.8741e7 | |
2.7998e3 | 5.4359e4 | 1.0418e4 | 2.3727e5 | 5.5369e6 | 1.3566e6 | 5.2222e7 | |
2.8696e3 | 5.4851e4 | 1.0448e4 | 2.3760e5 | 5.5418e6 | 1.3577e6 | 3.4386e7 | |
3.0078e3 | 5.5812e4 | 1.0501e4 | 2.3805e5 | 5.5458e6 | 1.3584e6 | 3.4402e7 | |
3.4555e3 | 5.7720e4 | 1.0604e4 | 2.3883e5 | 5.5509e6 | 1.3589e6 | 3.4411e7 | |
6.4710e3 | 6.1523e4 | 1.0809e4 | 2.4036e5 | 5.5595e6 | 1.3595e6 | 3.4417e7 | |
1.2512e2 | 8.0016e4 | 1.1392e4 | 2.4337e5 | 5.5761e6 | 1.3605e6 | 3.4424e7 | |
2.4634e2 | 1.4859e3 | 1.2618e4 | 2.4939e5 | 5.6089e6 | 1.3623e6 | 3.4436e7 | |
2.4634e2 | 1.4859e3 | 1.2618e4 | 2.4939e5 | 5.6089e6 | 1.3623e6 | 3.4436e7 | |
4.0074 | 3.4512 | 2.2983 | 2.1314 | 2.0355 | 1.9865 | – |
N (Number of mesh points) | |||||||
---|---|---|---|---|---|---|---|
64 | 128 | 256 | 512 | 1024 | 2048 | 4096 | |
4.8034e4 | 1.0703e4 | 2.5571e5 | 1.6743e5 | 1.1929e6 | 2.9352e7 | 7.2566e8 | |
4.9829e4 | 1.0544e4 | 2.4897e5 | 6.1054e6 | 4.1892e6 | 3.0709e7 | 7.6296e8 | |
5.6623e4 | 1.0791e4 | 2.4719e5 | 6.0210e6 | 1.4934e6 | 1.0474e6 | 7.8207e8 | |
7.2015e4 | 1.1588e4 | 2.4983e5 | 5.9958e6 | 1.4820e6 | 3.6926e7 | 2.6183e7 | |
1.0392e3 | 1.3342e4 | 2.5831e5 | 6.0200e6 | 1.4781e6 | 3.6768e7 | 9.1787e8 | |
1.6850e3 | 1.6952e4 | 2.7694e5 | 6.1064e6 | 1.4799e6 | 3.6707e7 | 9.1565e8 | |
2.9823e3 | 2.4254e4 | 3.1513e5 | 6.2984e6 | 1.4884e6 | 3.6715e7 | 9.1473e8 | |
5.5816e3 | 3.8936e4 | 3.9224e5 | 6.6927e6 | 1.5079e6 | 3.6797e7 | 9.1467e8 | |
1.0787e2 | 6.8367e4 | 5.4728e5 | 7.4877e6 | 1.5482e6 | 3.6994e7 | 9.1543e8 | |
2.1218e2 | 1.2728e3 | 8.5838e5 | 9.0846e6 | 1.6295e6 | 3.7403e7 | 9.1739e8 | |
2.1218e2 | 1.2728e3 | 8.5838e5 | 9.0846e6 | 1.6295e6 | 3.7403e7 | 9.1739e8 | |
4.0081 | 3.7218 | 2.9704 | 2.3201 | 2.0765 | 2.0168 | – |
N (Number of mesh points) | |||||||
---|---|---|---|---|---|---|---|
64 | 128 | 256 | 512 | 1024 | 2048 | 4096 | |
2.4495e2 | 1.0832e2 | 4.7925e3 | 2.7468e3 | 9.8499e4 | 5.1484e4 | 2.4819e4 | |
2.4558e2 | 1.0847e2 | 4.7961e3 | 2.3243e3 | 1.3343e3 | 5.1723e4 | 2.4874e4 | |
2.4657e2 | 1.0862e2 | 4.7996e3 | 2.3241e3 | 1.0905e3 | 6.9467e4 | 2.4979e4 | |
2.4859e2 | 1.0887e2 | 4.8036e3 | 2.3246e3 | 1.0898e3 | 5.7000e4 | 3.4530e4 | |
2.5337e2 | 1.0935e2 | 4.8101e3 | 2.3255e3 | 1.0897e3 | 5.6955e4 | 2.7884e4 | |
2.6583e2 | 1.1040e2 | 4.8223e3 | 2.3269e3 | 1.0899e3 | 5.6941e4 | 2.7857e4 | |
3.0071e2 | 1.1285e2 | 4.8474e3 | 2.3298e3 | 1.0902e3 | 5.6939e4 | 2.7847e4 | |
3.9655e2 | 1.1914e2 | 4.9013e3 | 2.3354e3 | 1.0908e3 | 5.6943e4 | 2.7844e4 | |
6.3288e2 | 1.3625e2 | 5.0243e3 | 2.3472e3 | 1.0922e3 | 5.6956e4 | 2.7844e4 | |
1.1529e1 | 1.8199e2 | 5.3264e3 | 2.3720e3 | 1.0949e3 | 5.6984e4 | 2.7846e4 | |
1.1529e1 | 1.8199e2 | 5.3264e3 | 2.3720e3 | 1.0949e3 | 5.6984e4 | 2.7847e4 | |
2.6616 | 1.7733 | 1.1689 | 1.1163 | 9.4285e1 | 1.0333 | – |
9 DISCUSSION
Singularly perturbed boundary value problems for delay differential equations with point source term are considered in this article. The solution of the problems is divided into two functions. One is the solution of singularly perturbed nondelay differential equation with point source and the other one is the solution of the delay differential equation with continuous source term. The error estimates in -norm for nondelay problem are available in the literature. The convergence of the error in -norm is established in this article. For the delay problem with continuous source term, first, an asymptotic expansion approximation is applied to convert the delay differential equation into nondelay differential equations. Then after converting the equation, an SDFEM is applied to singularly perturbed convection-diffusion type differential equations on Shishkin mesh. Also, the SDFEM is applied for a nondelay differential equation with point source term. It is proved that both numerical solutions converge, hence the numerical solution of the original solution converges. Furthermore, it is proved that the order of accuracy of the present method is almost two in -norm and -norm, whereas first-order convergence in -norm. Tables 1 to 6 present the maximum error using the , and norms. In Tables 1 to 6, the s are calculated using . Since the absolute difference of y and is not incorporated in then is added in appropriate places and calculated the computational rate of convergence . Further s are calculated subject to the condition that . Figures 1 and 2 present the numerical solutions of the test problems stated in Examples 1 and 2. From the figures, we can observe that the solution of the problem (1) exhibits the interior layer at and the boundary layer at . Further the solution exhibits the boundary layer at and less severe layer at
CONFLICT OF INTEREST
The authors declare no potential conflict of interests.
AUTHOR CONTRIBUTIONS
All authors have equally contributed to this work. All authors read and approved the final manuscript.
Biographies
Senthilkumar Sethurathinam received his M.Sc. (Mathematics) from Department of Mathematics, Jammal Mohamed College, Tiruchirappalli and M.Phil (Mathematics) from Department of Mathematics, National college, Tiruchirappalli. He has published two research articles in international journals and three in conference proceedings. He has more than 20 years of teaching and almost 4 years of research experience. Currently, he is working as an assistant professor in the Department of Mathematics, SRM Institute of Science and Technology, Kattankulathur, Chengalpattu District 603203, Tamilnadu. His current areas of interest are numerical analysis of singular perturbation problems.
Subburayan Veerasamy received his M.Sc. (Mathematics) and Ph.D. (Mathematics) from Department of Mathematics, Bharathidasan University. He has published more than 18 research articles in international journals and four in conference proceedings. He has almost 8 years of teaching and 12 years of research experience. Currently, he is working as an assistant professor (Sr. G) in the Department of Mathematics, SRM Institute of Science and Technology, Kattankulathur, Chengalpattu District 603203, Tamilnadu. His current area of interest is numerical analysis of singular perturbation problems for ordinary and partial differential equations.
Rameshbabu Arasamudi received his M.Sc. (Mathematics) and Ph.D. (Mathematics) from Department of Mathematics, Bharathidasan University. He secured 65th rank at GATE-2003 with 95.16% and also hold University Research Studentship award during 2005–2008. He has published more than 14 research articles in international journals and two in conference proceedings. He has more than 13 years of teaching and 15 years of research experience. Currently, he is working as an assistant professor (Sr. G) in the Department of Mathematics, School of Engineering, AMRITA Vishwa Vidyapeetham, Coimbatore 641112, Tamilnadu. His areas of interest are theory and numerics of singular perturbation problems, gross Pitoskii equations (dynamical system), and device modeling (VLSI).
Ravi P. Agarwal has been actively involved in research as well as pedagogical activities for the last 49 years. His major research interests include numerical analysis, differential and difference equations, inequalities, and fixed point theorems. He has published 46 research monographs and more than 1700 publications (with almost 500 mathematicians all over the world) in prestigious national and international mathematics journals. Dr. Agarwal worked previously either as a regular faculty or as a visiting professor and scientist in universities in several countries, including India, Germany, Italy, Canada, Australia, USA, Singapore, and Japan. He has held several positions including Visiting Professor, Visiting Scientist, and Professor at various universities in different parts of the world. Specially, during 1980–1981, he was awarded most respected Alexander Von Humboldt Foundation Fellowship to work with Prof. Dr. G. Hammerlin at der Ludwig - Maximilians Universitat, Munchen, Germany, and during (1981–1982) he worked as a Visiting Professor with Prof. Roberto Conti, Instituto Matematico, Firenze, Italy. He has been ranked as a Highly Cited Researcher for 14 consecutive years, and has also been recognized as one of the “World's Most Influential Scientific Minds” in 2014 and 2015 by Thomas Reuters (World's most prestigious scientific organization). In 2020 he has been listed among World's Top 2% Scientists by Stanford University. According to Google Scholar, Dr. Agarwal is cited more than 40,000 times, and on MathSciNet, his work is cited more than 16,000 times by 6200 scientists. Dr. Agarwal is the recipient of several notable honors and awards, including Doctor Honoris Causa (2015 by University of Constanta, Romania), Professor Honoris Causa (2015 by University of Cluj, Romania), Honorary Doctorate (2017 by University of Nis, Serbia), Doctor Honoris Causa (2017 by Plovdiv University, Bulgaria), Doctor Honoris Causa (2017 by Constantin Brancusi, University of Targu-Jiu, Romania), Doctor Honoris Causa (2017 by University of Oradea, Romania, 2017), Doctor Honoris Causa (by 1 December 1918, University of Alba Lulia, Romania), Honorary Doctorate (2019 by Istanbul Gelisim University, Turkey), and Doctor Honoris Causa (2019 by Transilvania University of Brasov, Romania). He was also nominated as a possible candidate for a Banco Bilbao Vizcaya Argentaria (BBVA) Foundation Frontiers of Knowledge Award, an international award scheme recognizing significant contributions in the areas of scientific research and cultural creation. Many BBVA award winners are Nobel laureates, including Stephen Hawkins. Florida Institute of Technology (USA) and King Abdulaziz University have recently offered him Distinguished University Professorship of Mathematics. Dr. Agarwal regularly disseminates his research at invited talks/colloquiums (over 100 Institutions all over the world). He has been invited to give plenary/keynote lectures at international conferences in the USA, Russia, Italy, India, Portugal, Poland, Spain, Vietnam, China, Taiwan, Korea, Malaysia, Thailand, Romania, Saudi Arabia, Germany, Canada, Singapore, Turkey, Ukraine, Greece, and Japan. He has served over 40 journals in the capacity of an editor/honorary Editor, or associate editor.