The Convergence of Geometric Mesh Cubic Spline Finite Difference Scheme for Nonlinear Higher Order Two-Point Boundary Value Problems
Abstract
An efficient algorithm for the numerical solution of higher (even) orders two-point nonlinear boundary value problems has been developed. The method is third order accurate and applicable to both singular and nonsingular cases. We have used cubic spline polynomial basis and geometric mesh finite difference technique for the generation of this new scheme. The irreducibility and monotone property of the iteration matrix have been established and the convergence analysis of the proposed method has been discussed. Some numerical experiments have been carried out to demonstrate the computational efficiency in terms of convergence order, maximum absolute errors, and root mean square errors. The numerical results justify the reliability and efficiency of the method in terms of both order and accuracy.
1. Introduction
The higher order two-point boundary value problems play an important role in various areas of mathematical physics and engineering. The mathematical modeling of geological folding of rock layers [1], theory of plates and shell [2], waves on a suspension bridge [3], reaction diffusion equation [4], astrophysical narrow convection layers bounded by stable layers [5], viscoelastic and inelastic flows, deformation of beam and plate deflection theory [6–8], and so forth are some of the modeling problems in mathematical physics.
The analytical solution of (1) for the arbitrary choice of g(•) is difficult and thus we attempt to develop an economical computational method. The existence and uniqueness of the solutions of higher order boundary value problems have been discussed by Agarwal and Krishnamoorthy [9], O’Regan [10], Aftabizadeh [11], and Wei [12]. In the past, the approximate solution for the second, fourth, and/or sixth order two-point boundary value problems has been discussed using homotopy analysis by Liang and Jeffrey [13], reproducing kernel space by Yao and Lin [14], spline solution by Siddiqi and Twizell [15], and the Sinc-Galerkin and Sinc-Collocation methods by Rashidinia and Nabati [16]. The monotone iterative technique and quasilinearization method for the higher order ordinary differential equations have been analysed by Koleva and Vulkov [17]. The geometric mesh technique gains its importance from the theory of electrochemical reaction-convection-diffusion problems in one-dimensional space geometry [18]. The formulation of the geometric mesh finite difference approximations for the two-point singular perturbation problems was developed by Jain et al. [19] and Iyengar et al. [20]. Later, the applications of geometric mesh in the context of second order two-point boundary value problems were studied extensively by Mohanty et al. [21] and Kadalbajoo and Kumar [22].
There are some higher order approximation methods available for the numerical solution of differential equations. The most important issues associated with higher order schemes are more computing time and more memory spaces. Therefore, the lower order numerical method with very low computing time is worthwhile. This paper aims to develop a third order accurate numerical method based on cubic polynomial spline basis and geometric mesh finite difference approximations for the numerical solution of second order two-point boundary value problems. The method can be easily extended to fourth, sixth, and even higher order problems. The simplicity of the proposed method lies in its three-point discretizations with evaluations at two neighbouring nodes and one central node. The scheme is inherently compact and minor modifications are required for the singular problems. The resulting systems of algebraic equations are solved using block gauss elimination method obtained from the discretizations of linear differential equations. Classical Newton’s method has been applied to the nonlinear coupled difference equations.
Section 2 discussed how the third order accurate method based on geometric mesh polynomial spline basis and finite difference discretizations for second order differential equations was derived. The convergence analysis has been discussed briefly in Section 3. Further in Section 4, the proposed method has been extended to higher (even) order two-point boundary value problems; however, we restrict our computations up to the sixth order problems. In Section 5, some examples are presented which show singular and nonsingular nature both in linear and nonlinear cases of second, fourth, and sixth order problems.
2. Geometric Mesh Cubic Spline Methods
3. Convergence Analysis
Hence the graph G(M) of matrix M is strongly connected and thus M is irreducible [24].
4. Geometric Mesh Spline Algorithms for Higher Order Boundary Value Problem
5. Numerical Results
Example 1 (see [28].)Consider the linear nonsingular convection diffusion problem
n | τ = 0.97, θ = 0.70 | τ = 1.0, θ = 1.0 | ||||
---|---|---|---|---|---|---|
Θ0 | Θ0 | |||||
20 | 1.84e − 05 | 9.72e − 06 | — | 2.65e − 05 | 1.16e − 05 | — |
40 | 1.15e − 06 | 6.90e − 07 | 4.0 | 1.81e − 06 | 7.88e − 07 | 3.9 |
80 | 1.40e − 07 | 9.27e − 08 | 3.0 | 1.18e − 07 | 5.13e − 08 | 3.9 |
n | τ = 0.94, θ = 0.85 | τ = 1.0, θ = 1.0 | ||||
---|---|---|---|---|---|---|
Θ0 | Θ0 | |||||
20 | 2.04e − 02 | 4.68e − 03 | — | 8.79e − 02 | 1.97e − 02 | — |
40 | 1.81e − 04 | 5.38e − 05 | 6.0 | 1.44e − 02 | 2.33e − 03 | 2.6 |
80 | 2.76e − 06 | 1.35e − 06 | 6.0 | 1.26e − 03 | 1.68e − 04 | 3.5 |
n | τ = 0.80, θ = 0.47 | τ = 1.0, θ = 1.0 | ||||
---|---|---|---|---|---|---|
Θ0 | Θ0 | |||||
20 | 1.51e − 03 | 4.88e − 04 | — | 6.04e − 01 | 1.69e − 01 | — |
40 | 3.26e − 05 | 1.38e − 05 | 5.5 | 3.74e − 01 | 6.38e − 02 | 0.7 |
80 | 3.09e − 05 | 9.39e − 06 | 0.1 | 1.47e − 01 | 1.67e − 02 | 1.3 |
Example 2 (see [29].)Consider the linear nonsingular fourth order stiff two-point boundary value problem:
n | Θ0 | Θ2 | ||||
---|---|---|---|---|---|---|
20 | 1.33e − 09 | 1.33e − 09 | 9.81e − 10 | 9.83e − 10 | — | — |
40 | 9.20e − 11 | 9.14e − 11 | 6.68e − 11 | 6.64e − 11 | 3.9 | 3.9 |
80 | 6.04e − 12 | 6.14e − 12 | 4.36e − 12 | 4.35e − 12 | 3.9 | 3.9 |
n | Θ0 | Θ2 | ||||
---|---|---|---|---|---|---|
20 | 8.61e − 11 | 8.66e − 11 | 6.23e − 11 | 6.23e − 11 | — | — |
40 | 4.05e − 12 | 4.05e − 12 | 2.80e − 12 | 2.80e − 12 | 4.4 | 4.4 |
80 | 9.15e − 14 | 1.65e − 13 | 5.16e − 14 | 7.00e − 14 | 5.5 | 4.6 |
Example 3 (see [30].)Consider the linear nonsingular sixth order stiff two-point boundary value problem:
n | Θ2 | ||||||
---|---|---|---|---|---|---|---|
20 | 1.33e − 09 | 1.33e − 09 | 1.33e − 09 | 9.81e − 10 | 9.81e − 10 | 9.81e − 10 | — |
40 | 9.19e − 11 | 9.19e − 11 | 9.19e − 11 | 6.67e − 11 | 6.67e − 11 | 6.67e − 11 | 3.9 |
80 | 6.04e − 12 | 6.04e − 12 | 6.04e − 12 | 4.35e − 12 | 4.35e − 12 | 4.35e − 12 | 3.9 |
n | Θ2 | ||||||
---|---|---|---|---|---|---|---|
20 | 1.31e − 09 | 1.31e − 09 | 6.79e − 09 | 9.71e − 10 | 9.71e − 10 | 4.83e − 09 | — |
40 | 8.40e − 11 | 8.40e − 11 | 9.87e − 10 | 6.17e − 11 | 6.17e − 11 | 6.67e − 10 | 4.0 |
80 | 3.81e − 12 | 3.81e − 12 | 1.45e − 10 | 2.78e − 12 | 2.78e − 12 | 8.27e − 11 | 4.5 |
Example 4 (see [21].)Consider the linear singular second order problem:
n | τ = 0.991, θ = 0.42 | τ = 1.0, θ = 1.0 | ||||
---|---|---|---|---|---|---|
Θ0 | Θ0 | |||||
20 | 3.72e − 05 | 2.65e − 05 | — | 7.20e − 05 | 5.17e − 05 | — |
40 | 1.35e − 06 | 9.77e − 07 | 4.8 | 5.03e − 06 | 3.58e − 06 | 3.8 |
80 | 1.26e − 08 | 8.52e − 09 | 6.7 | 3.32e − 07 | 2.34e − 07 | 3.9 |
n | τ = 0.981, θ = 0.93 | τ = 1.0, θ = 1.0 | ||||
---|---|---|---|---|---|---|
Θ0 | Θ0 | |||||
20 | 3.18e − 05 | 2.52e − 05 | — | 8.51e − 05 | 6.10e − 05 | — |
40 | 1.43e − 06 | 7.63e − 07 | 4.5 | 5.95e − 06 | 4.21e − 06 | 3.8 |
80 | 3.14e − 07 | 8.84e − 08 | 2.2 | 3.92e − 07 | 2.76e − 07 | 3.9 |
Example 5 (see [31].)Consider the linear singular fourth order problem:
n | Θ0 | Θ2 | ||||
---|---|---|---|---|---|---|
20 | 1.26e − 07 | 7.22e − 06 | 9.33e − 08 | 2.06e − 06 | — | — |
40 | 8.83e − 09 | 9.17e − 07 | 6.48e − 09 | 1.88e − 07 | 3.8 | 3.0 |
80 | 5.86e − 10 | 1.14e − 07 | 4.28e − 10 | 1.66e − 08 | 3.8 | 3.0 |
n | Θ0 | Θ2 | ||||
---|---|---|---|---|---|---|
20 | 7.25e − 08 | 4.08e − 06 | 5.27e − 08 | 1.16e − 06 | — | — |
40 | 1.48e − 09 | 1.67e − 07 | 9.43e − 10 | 3.90e − 08 | 5.6 | 4.6 |
80 | 5.86e − 10 | 1.22e − 07 | 4.15e − 10 | 1.59e − 08 | 1.3 | 0.5 |
Example 6 (see [32].)Consider the sixth order linear singular problem:
n | Θ2 | ||||||
---|---|---|---|---|---|---|---|
20 | 5.89e − 09 | 7.24e − 08 | 4.90e − 06 | 4.24e − 09 | 5.38e − 08 | 1.34e − 06 | — |
40 | 4.15e − 10 | 5.08e − 09 | 6.55e − 07 | 2.95e − 10 | 3.73e − 09 | 1.28e − 07 | 3.8 |
80 | 2.76e − 11 | 3.37e − 10 | 8.45e − 08 | 1.95e − 11 | 2.46e − 10 | 1.18e − 08 | 3.9 |
n | Θ2 | ||||||
---|---|---|---|---|---|---|---|
20 | 1.14e − 09 | 8.16e − 08 | 3.59e − 05 | 6.91e − 10 | 5.46e − 08 | 9.64e − 06 | — |
40 | 9.93e − 11 | 4.64e − 09 | 4.99e − 06 | 6.34e − 11 | 3.01e − 09 | 9.67e − 07 | 3.5 |
80 | 9.28e − 12 | 1.88e − 10 | 6.88e − 07 | 6.42e − 12 | 1.27e − 10 | 9.54e − 08 | 3.4 |
Example 7 (see [33].)Consider the nonlinear nonsingular system that describes heat and mass transfer and an exothermal chemical reaction in a flat plate:
n | τ = 0.98, θ = 0.95 | τ = 1.0, θ = 1.0 | ||||
---|---|---|---|---|---|---|
Θ0 | Θ0 | |||||
20 | 2.77e − 07 | 1.80e − 07 | — | Overflow | Overflow | — |
40 | 3.53e − 08 | 1.95e − 08 | 3.0 | Overflow | Overflow | — |
80 | 8.96e − 09 | 3.59e − 09 | 2.0 | Overflow | Overflow | — |
Example 8 (see [17].)Consider the nonlinear nonsingular boundary value problems related to Fisher-Kolmogorov and Swift-Hohenberg equation:
n | Θ0 | Θ2 | ||||
---|---|---|---|---|---|---|
20 | 4.89e − 09 | 3.51e − 09 | 3.61e − 09 | 2.32e − 09 | — | — |
40 | 3.36e − 10 | 2.41e − 10 | 2.45e − 10 | 1.57e − 10 | 3.9 | 3.9 |
80 | 2.21e − 11 | 1.59e − 11 | 1.60e − 11 | 1.03e − 11 | 3.9 | 3.9 |
n | Θ0 | Θ2 | ||||
---|---|---|---|---|---|---|
20 | 8.83e − 09 | 1.20e − 09 | 6.57e − 09 | 8.36e − 10 | — | — |
40 | 9.27e − 10 | 1.72e − 10 | 6.69e − 10 | 9.99e − 11 | 3.3 | 2.8 |
80 | 1.26e − 10 | 4.63e − 11 | 8.54e − 11 | 2.89e − 11 | 2.9 | 2.0 |
Example 9 (see [34].)Consider the sixth order nonlinear nonsingular problem:
n | Θ0 | ||||||
---|---|---|---|---|---|---|---|
20 | 6.32e − 08 | 1.04e − 07 | 1.35e − 07 | 4.64e − 08 | 7.65e − 08 | 9.90e − 08 | — |
40 | 4.35e − 09 | 7.17e − 09 | 9.27e − 09 | 3.16e − 09 | 5.20e − 09 | 6.73e − 09 | 3.9 |
80 | 2.86e − 10 | 4.70e − 10 | 6.08e − 10 | 2.06e − 10 | 3.39e − 10 | 4.39e − 10 | 3.9 |
n | Θ0 | ||||||
---|---|---|---|---|---|---|---|
20 | 5.84e − 08 | 9.49e − 08 | 1.32e − 07 | 4.30e − 08 | 6.98e − 08 | 9.74e − 08 | — |
40 | 3.02e − 09 | 4.57e − 09 | 8.52e − 09 | 2.19e − 09 | 3.32e − 09 | 6.21e − 09 | 4.3 |
80 | 6.71e − 11 | 2.19e − 10 | 4.02e − 10 | 4.79e − 11 | 1.57e − 10 | 2.95e − 10 | 5.5 |
Example 10 (see [28].)Consider nonlinear singular Burger’s equations:
n | τ = 0.989, θ = 0.91 | τ = 1.0, θ = 1.0 | ||||
---|---|---|---|---|---|---|
Θ0 | Θ0 | |||||
20 | 2.16e − 04 | 1.22e − 04 | — | 3.17e − 04 | 1.69e − 04 | — |
40 | 8.34e − 06 | 4.66e − 06 | 4.7 | 3.73e − 05 | 1.67e − 05 | 3.1 |
80 | 9.36e − 07 | 4.45e − 07 | 3.2 | 3.39e − 06 | 1.30e − 06 | 3.5 |
n | τ = 0.992, θ = 0.92 | τ = 1.0, θ = 1.0 | ||||
---|---|---|---|---|---|---|
Θ0 | Θ0 | |||||
20 | 2.50e − 04 | 1.40e − 04 | — | 3.17e − 04 | 1.68e − 04 | — |
40 | 1.59e − 05 | 8.06e − 06 | 4.0 | 3.72e − 05 | 1.67e − 05 | 3.1 |
80 | 3.70e − 07 | 8.75e − 08 | 5.4 | 3.38e − 06 | 1.30e − 06 | 3.5 |
Example 11 (see [35].)Consider the fourth order nonlinear singular problem which arises in the study of spreading of oil on water:
n | Θ0 | Θ2 | ||||
---|---|---|---|---|---|---|
20 | 5.89e − 06 | 6.08e − 05 | 4.28e − 06 | 4.34e − 05 | — | — |
40 | 7.77e − 07 | 8.02e − 06 | 5.57e − 07 | 5.65e − 06 | 3.0 | 3.0 |
80 | 9.91e − 08 | 1.02e − 06 | 7.06e − 08 | 7.18e − 07 | 3.0 | 3.0 |
n | Θ0 | Θ2 | ||||
---|---|---|---|---|---|---|
20 | 2.08e − 06 | 2.68e − 05 | 1.49e − 06 | 1.96e − 05 | — | — |
40 | 8.58e − 08 | 1.20e − 06 | 6.04e − 08 | 8.80e − 07 | 4.6 | 4.5 |
80 | 5.19e − 10 | 4.33e − 08 | 3.92e − 10 | 1.16e − 08 | 7.4 | 4.8 |
6. Conclusion
We have developed an -accurate algorithm based on cubic spline finite difference approximations using geometric mesh for the numerical treatment of two-point boundary value problems of even higher orders. In this particular case, if the geometric mesh ratio parameter τ is unity, the method achieves fourth order of accuracy. The proposed method shows its unique importance in the equation governing heat and mass transfer and exothermal chemical reaction, where the classical uniform mesh fails to converge, whereas with small rearrangement of grids it shows superiority in terms of order and accuracy. The numerical results confirm that the proposed geometric mesh cubic spline finite difference scheme converges uniformly and is applicable to both singular and nonsingular differential equations. The optimum mesh ratio parameter near unity may be obtained by simulations. Applications of the proposed scheme to the parabolic problems are an open problem.
Conflict of Interests
The authors declare that there is no conflict of interests regarding the publication of this paper.