Applied Mathematics and Computation 314 (2017) 237–256

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Applied Mathematics and Computation

journal homepage: www.elsevier.com/locate/amc

Hybrid difference scheme for singularly perturbed

reaction-convection-diffusion problem with boundary and
interior layersR
T. Prabha a,∗, M. Chandru a,b, V. Shanthi a
a
Department of Mathematics, National Institute of Technology, Tiruchirappalli, India
b
Department of Mathematics, Vignan’s University, Guntur-522216, Andhra Pradesh, India

a r t i c l e i n f o a b s t r a c t
MSC: A singularly perturbed second order ordinary differential equation having two small pa-
65L10 rameters with a discontinuous source term is considered. The presence of two parame-
CR G1.7
ters gives rise to boundary layers of different widths and the discontinuous source term
Keywords: generates interior layers on both sides of the discontinuous point. Theoretical bounds are
Singular perturbation problem derived. The problem is solved numerically with finite difference methods on a Shishkin
Boundary and interior layers mesh. The discretization combines a five point second order scheme at the interior layer
Reaction-convection-diffusion together with the standard central, mid-point and upwind difference scheme for other re-
Two parameter problem gions. This combination is used in order to obtain almost second order convergence for the
Hybrid difference scheme considered problem. Parameter uniform error bounds for the numerical approximation are
established. Numerical results are presented to illustrate the convergence of the numerical
approximations.
© 2017 Elsevier Inc. All rights reserved.

1. Introduction

Singularly perturbed differential equations arise in many areas of applied mathematics such as transport phenomena in
chemistry and biology [1], chemical reactor theory [2–4], lubrication theory [5], elasticity [6], theory of plates and shells
[7], fluid dynamics [8], D-C motors [9], etc. Certain types of problem arise in the models of chemical reactors and the
governing equations, which determine chemical species concentrations and fluid temperature, based on conservation laws
involving chemical reactions, diffusion, advection and external sources [10]. The differential equation depends on a small
positive parameter (ε ) multiplying the highest derivative term. When the parameter tends to zero (ε → 0) the problem has
a limiting solution, which is the solution of the reduced problem [11] and the regions of non-uniform convergence lie near
the boundary, known as boundary layers. These problems have steep gradients in the narrow layer regions of the domain
in consideration. This causes severe hurdles in the computations for classical numerical methods. In order to capture the
layers, a large number of special purpose methods have been developed by the researchers to provide accurate numerical
solutions, which cover second order equations with single parameter for smooth [11–13] and non-smooth data [14–17].
Two parameter Singularly Perturbed Problems (SPPs) are not considered in broad area and robust numerical methods
for solving two parameter problem are not much identified when compared to one parameter SPPs. In two parameter

R
The second and third authors wish to thank Department of Science and Technology, New Delhi for financial support of project SR/FTP/MS-039/2012.
∗
Corresponding author.
E-mail addresses: [email protected] (T. Prabha), [email protected] (M. Chandru).

http://dx.doi.org/10.1016/j.amc.2017.06.029
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238 T. Prabha et al. / Applied Mathematics and Computation 314 (2017) 237–256

(reaction-convection-diffusion) problem both the diffusion and convection terms are multiplied by small parameters.
Depending on the size of the parameters the solution of the problem may absorb exponential layers at the boundary points
of the domain. Several authors have mapped convection-diffusion problem with smooth data. For instance, Shishkin and
Titov [18] applied an exponential fitted difference scheme on an equidistribution mesh. O’Riordan et al. [19] proved a first
order parameter uniform method with standard upwind finite difference operator. Linß [20] has suggested a streamline
diffusion finite element method for reaction-diffusion-convection type problem. A robust a posteriori error estimate in the
maximum norm is derived. An adaptive moving mesh method for linear 1-D parabolic reaction-convection-diffusion initial-
boundary value problems with two small parameters is examined [21]. Higher order finite difference scheme on a piecewise
uniform mesh of Shishkin and Bakhavalov type is constructed for solving quasi-linear boundary value problems with small
parameters [4].
Gracia et al. [22] have discussed a parameter uniform second order method on Shishkin mesh. A novel fitted operator
method is constructed by Patidar [23] to obtain a parameter uniform first order convergence. But not many results and
analysis are known about parameter uniform numerical methods to solve two parameter problems with non-smooth
data. The non-smoothness would cause interior layers with different scales. Analysis and robust numerical methods to
this type of problem are very challenging. Shanthi et al. [24] considered a simple fitted mesh method to solve reaction-
convection-diffusion problem with non-smoothness occurring on the source term and derived first order convergence.
For a similar type of problem the authors have used a hybrid difference scheme with average technique on an adaptive
mesh to improve the order of convergence [25]. Bhakvalov and Shishkin meshes are studied by Mohapatra [26] for the
convection-reaction-diffusion problem with discontinuity in the convection coefficient. But the results are not improved.
Clavero et al. [27] have considered a one-dimensional two parameter singularly perturbed parabolic problem with the
source term having discontinuity of first kind on the degeneration line. This type of problems are found in simple models of
diffraction. The authors also have presented some collected works on SPPs of PDE with discontinuous data and degenerating
convective terms. The problem which we have considered falls under the nature of this type.
In this paper, we are interested to improve the order of accuracy for the more general form of linear one-dimensional
second order SPP with a discontinuity in source term. With the motivation from Gracia et al. [22] and Shanthi et al. [24],
we consider a singularly perturbed reaction-convection-diffusion problem in one dimension with a discontinuous source
term of the form

Lu(x ) ≡ ε u (x ) + μa(x )u (x ) − b(x )u(x ) = f (x ), ∀ x ∈ (− ∪ + ), (1)

u ( 0 ) = u0 , u ( 1 ) = u1 . (2)
The notation  = [0, 1], − = (0, d ) and + = (d, 1 ) are introduced for convenience. The coefficients a(x) and b(x) are
sufficiently smooth functions in  and f(x) is sufficiently smooth in (− ∪ + ) ∪ {0, 1}. Also, f(x) and its derivatives have a
discontinuity at d ∈  = (0, 1 ), |[f](d)| ≤ C, 0 < ε < <1, 0 ≤ μ ≤ 1, a(x) ≥ α > 0 and b(x) ≥ β > 0.
Under these assumptions, the SPP (1) and (2) has a solution u(x ) ∈ C 0 () ∩ C 1 () ∩ C 2 (− ∪ + ), when μ = 1 the
problem is the well known convection-diffusion problem [16] and when μ = 0, we get the reaction-diffusion problem
[14,17]. In the present study the following cases are dealt with
√ √
Case (i): αμ ≤ ρε and  
√ √ b( x )
Case (ii): αμ ≥ ρε, where ρ = min .
 a (x )

Throughout this study C denotes a generic positive constant independent of nodal points, mesh size (N) and the
perturbation parameters ε , μ. All functions in the continuous maximum norm are denoted by

w D = max |w(x )|,

x∈D

where D is a bounded closed interval [r, s]. The discrete maximum norm is defined as

W DN = max |W (xi )|,

0≤i≤N

N N
where D is an arbitrary mesh on D. If the domain is evident, it may be simply denoted as ||.|| since the domain D is
dropped.
The structure of the paper is as follows. In Section 2, we establish an existence theorem for (1) and (2), comparison
principle, stability result and some priori estimates on the solution and its derivatives. Section 3 presents a hybrid finite
difference scheme to solve the discrete problem, which generates robust numerical approximation to the solution. A
decomposition of the discrete solution is introduced and truncation error analysis is estimated in Section 4. This analysis
gears the main theoretical results presented. ε − μ uniform convergence in the maximum norm of the approximations are
generated by the numerical method in Section 5. Numerical examples are provided in Section 6 to illustrate the applicability
of the method with maximum pointwise errors and rate of convergence in the form of tables and graphs. The major finding
of the paper is presented in conclusion.
 T. Prabha et al. / Applied Mathematics and Computation 314 (2017) 237–256 239

2. A priori bounds on the solution and its derivatives

Some analytic properties like, the minimum principle, uniform stability estimate and bounds for the derivatives of the
solution (1) and (2), for its regular and singular components are studied in this section. Section 2 is commenced with the
following existence Lemma.

Lemma 1. The SPP (1) and (2) has a solution u(x) which belongs to the class C 0 () ∩ C 1 () ∩ C 2 (− ∪ + ).

Proof. By using the method of construction presented by Shanthi et al. [24], a solution of the SPP (1) and (2) can be
obtained. 

It is convenient to introduce the notation for jump discontinuity at d for any function w(x ) as [w](d ) = w(d+ ) − w(d− ).
The operator L of (1) satisfies the following minimum principle on .

Lemma 2. Let us suppose that a function u(x ) ∈ C 0 () ∩ C 2 (− ∪ + ) satisfies u(0 ) ≥ 0, u(1 ) ≥ 0, Lu(x ) ≤ 0, ∀ x ∈ (− ∪
+ ) and [u ](d) ≤ 0. Then u(x ) ≥ 0, ∀ x ∈ .
Proof. Let x∗ be any point at which u(x) attains its minimum value in . If u(x∗ ) ≥ 0, then the result is obvious. Suppose
that u(x∗ ) < 0, with the assumptions considered on the boundary value, we have either x∗ ∈ (− ∪ + ) or x∗ = d. If x∗ ∈
(− ∪ + ) then u (x∗ ) = 0, u (x∗ ) ≥ 0 and hence
Lu(x∗ ) = ε u (x∗ ) + μa(x∗ )u (x∗ ) − b(x∗ )u(x∗ ) > 0,
which is a contradiction. The only possibility remaining is that x∗ = d. We have that u (d ) = 0 and that there exists a small
positive number δ such that u (x) ≥ 0 on [d, d + δ ]. Though u  (x) has a discontinuity at d, it is a continuous function on the
x
interval [d, d + δ ]. By the fundamental theorem on calculus we have u (x ) = d+0 u (s )ds and it follows that u (x˜) ≥ 0 for
some x˜ ∈ [d, d + δ ]. Hence, Lu(x˜) > 0, which is a contradiction to our assumption. Therefore, u(x) ≥ 0 for all x ∈ . 

An immediate consequence of the minimum principle is the following stability result. Lemma 3 and 4 can be derived by
applying the methods given in [16].

Lemma 3. Let u(x) be a solution of (1) and (2), then

 1

u  ≤ max |u(0 )|, |u(1 )|, f \{d} . 
β
Lemma 4. Let u(x) be the solution of the problem (1) and (2), where |u(0)| ≤ C, |u(1)| ≤ C and the solution satisfies the following
bounds
  k

C μ
u(k) \{d} ≤ √ k 1+ √ , 0 ≤ k ≤ 4. 
ε ε
Before going into the details about decomposition of u(x) into regular and singular components we consider the
following observations. Let F(x) be a smooth function in (− ∪ + ), F(x) and its derivatives have a jump discontinuity at d
∈ . Find u(x ) ∈ C 1 () ∩ C 2 (− ∪ + ), such that

Lu(x ) = F (x ), x ∈ (− ∪ + ),
(3)
u(0 ) = p, u(1 ) = q.

It can be proved that the problem (3) has a unique solution [16]. Let

F ( k ) ( x ), x ∈ ( 0, d ),
F ∗ (k ) ( x ) =
F (k ) (d− ), at x = d,

and further let u∗l (x ) be the solution of


Lu∗l (x ) = F ∗ (x ), x ∈ (0, d ),
u∗l (0 ) = p, u∗l (d ) = u(d ).

Similarly, one can define u∗r (x ) on the interval [d, 1]. Now

u∗l (x ), x ∈ [0, d ),
u (x ) = u∗l (d ) = u∗r (d ),
u∗r (x ), x ∈ (d, 1].
It can be verified that the solution u(x) of the BVP (1) and (2), can be decomposed as u(x ) = v(x ) + wl (x ) + wr (x ), where
Lv ( x ) = f ( x ), x ∈ (− ∪ + ),
v(0 ) = u(0 ), v(1 ) = u(1 ), v(d− ) and v(d+ ) are chosen.
240 T. Prabha et al. / Applied Mathematics and Computation 314 (2017) 237–256

and

Lwl (x ) = 0, x ∈ (− ∪ + ),
wl ( 0 ) = u ( 0 ) − v ( 0 ), wl ( 1 ) = 0,
Lwr (x ) = 0, x ∈ (− ∪ + ),
and wr (0 ) = 0, wr ( 1 ) = u ( 1 ) − v ( 1 ),
[wr ](d ) = −[v](d ) − [wl ](d ), [wr ](d ) = −[v ](d ) − [wl ](d ). (4)

Hence, v(x ), wl (x ) and wr (x ) are discontinuous at x = d, but by (4) their sum is in C1 ().
Note that
 
v− ( x ), x ∈ − , w− ( x ), x ∈ − ,
v (x ) = wl ( x ) = l
v+ ( x ), x ∈ + , w+ ( x ), x ∈ + ,
 l

w−r ( x ), x ∈ − ,
and wr (x ) =
w+r ( x ), x ∈ + .
√ √
Consider the case (i): αμ ≤ ρε
√ 2√ √ 3
Let v(x ) = v0 (x ) + ε v1 (x ) + ε v2 (x ) + ε v3 (x ), where v0 (x ), v1 (x ), v2 (x ) and v3 (x ) to be the solutions of the
following problems:

−b(x )v0 (x ) = f (x ), x ∈ (− ∪ + ),

μ √
b(x )v1 (x ) = √ a(x )v0 (x ) + ε v0 (x ), x ∈ (− ∪ + ),
ε
μ √
b(x )v2 (x ) = √ a(x )v1 (x ) + ε v1 (x ), x ∈ (− ∪ + ),
ε
Choose v3 (x ) ∈ C 0 () ∩ C 1 () ∩ C 2 (− ∪ + ), such that
 √
Lv3 (x ) = −√με a(x )v2 (x ) − ε v2 (x ), x ∈ (− ∪ + ),
v3 (0 ) = v3 (1 ) = 0, v3 (d− ) and v3 (d+ ) are chosen.
Let
 √ρα √ √  √ρα √ √
√
ε, if αμ ≤ ρε, √
2 ε
, if αμ ≤ ρε,
θ1 = 2
αμ √ √ and θ2 = ρ √ √ (5)
2ε
, if αμ ≥ ρε, 2μ
, if αμ ≥ ρε.
The following lemmas can be proved using the methods described in [22,24].
√ √
Lemma 5. When αμ ≤ ρε, the regular component v(x ) satisfies the following bounds

(k ) 1
v \{d} ≤ C 1 + √ k−3 , 0 ≤ k ≤ 4. 
( ε)
√ √
Lemma 6. When αμ ≤ ρε the singular components wl (x ) and wr (x ) satisfy the bounds

(k ) C Ce−θ1 x , x ∈ − ,
wl \{d} ≤ √ k −θ1 (x−d ) 0 ≤ k ≤ 4,
ε Ce , x ∈ + ,


C Ce−θ2 (d−x ) , x ∈ − ,
wr(k) \{d} ≤ √ 0 ≤ k ≤ 4. 
ε k Ce−θ2 (1−x ) , x ∈ + ,
√ √
Consider the case (ii): αμ ≥ ρε
Let v(x ) = v0 (x ) + εv1 (x ) + ε v2 (x ) + ε 3 v3 (x ), where v0 (x ), v1 (x ), v2 (x ) and v3 (x ) be the solution of the problems:
2

Lμ v0 ( x ) = f ( x ), x ∈ (− ∪ + ), v0 (d− ), v0 (1 ) are chosen,

Lμ v1 (x ) = −v0 (x ), x ∈ (− ∪ + ), v1 (d− ), v1 (1 ) are chosen,
Lμ v2 (x ) = −v1 (x ), x ∈ (− ∪ + ), v2 (d− ), v2 (1 ) are chosen,
where Lμ z = μaz − bz. Choose v3 (x ) ∈ C 0 () ∩ C 1 () ∩ C 2 (− ∪ + ), such that
 T. Prabha et al. / Applied Mathematics and Computation 314 (2017) 237–256 241


Lv3 (x ) = −v2 (x ), x ∈ (− ∪ + ),
(6)
v3 (0 ) = v3 (1 ) = 0, v3 (d− ) and v3 (d+ ) are chosen.
√ √
Lemma 7. When αμ ≥ ρε, the regular component v(x ) satisfies the following bounds
  ε 3−k
(k )
v \{d} ≤ C 1 + , 0 ≤ k ≤ 4.  (7)
μ
√ √
Lemma 8. When αμ ≥ ρε the singular components wl (x ) and wr (x ) satisfy the bounds
 μ k 
Ce−θ1 x , x ∈ − ,
wl(k) \{d} ≤ C −θ1 (x−d ) 0 ≤ k ≤ 4,
ε Ce , x ∈ + ,


(k ) C Ce−θ2 (d−x ) , x ∈ − ,
wr \{d} ≤ 0 ≤ k ≤ 4. 
μk Ce−θ2 (1−x) , x ∈ + ,
The unique solution of the considered problem (1) and (2) is given by
 −
v (x ) + w−l (x ) + w−r (x ), x ∈ − ,
u(x ) = v− (d− ) + w− l
(d− ) + w−r (d− ) = v+ (d+ ) + w+l (d+ ) + w+r (d+ ) at x = d,
v (x ) + wl (x ) + w+r (x ), x ∈ + .
+ +

3. Discrete problem

In this section, an appropriate piecewise uniform Shishkin mesh for the Boundary Value Problem (BVP) (1) and (2) is
introduced and hybrid difference scheme is used on this mesh to obtain the numerical solution. On  a piecewise uniform
mesh of N mesh intervals is constructed as follows. For simplicity, let N be a positive even integer. The domain  is divided
into six subintervals as

 = [0, τ1 ] ∪ [τ1 , d − τ2 ] ∪ [d − τ2 , d] ∪ [d, d + τ3 ] ∪ [d + τ3 , 1 − τ4 ] ∪ [1 − τ4 , 1],

for some τ 1 , τ 2 , τ 3 and τ 4 . The interior points of the mesh are denoted by
 N
  N

N := xi : 1 ≤ i ≤ − 1 ∪ xi : + 1 ≤ i ≤ N − 1 .
2 2
N
Here xN/2 = d is chosen and  = {xi }N
0
∪ {d}. It is fitted to the problem by choosing τ 1 , τ 2 , τ 3 and τ 4 to be the
following functions of N, ε and μ
⎧    
⎪
⎪τ
d 2
τ
d 2
⎨ 1 = min ,
4 θ1
ln N , 2 = min ,
4 θ2
ln N ,
    (8)
⎪
⎪ 1−d 2 1−d 2
⎩τ3 = min , ln N , τ4 = min , ln N .
4 θ1 4 θ2
where θ 1 and θ 2 are defined in the previous section.
On the subintervals [0, τ1 ], [d − τ2 , d], [d, d + τ3 ] and [1 − τ4 , 1] a uniform mesh with N/8 + 1 mesh intervals is used,
whereas [τ1 , d − τ2 ] and [d + τ3 , 1 − τ4 ] have a uniform mesh with N/4 + 1 mesh intervals. The step sizes of the subinter-
vals are denoted by H1 = 8τ1 /N, H2 = 4(d − τ1 − τ2 )/N, H3 = 8τ2 /N, H4 = 8τ3 /N, H5 = 4(1 − d − τ3 − τ4 )/N and H6 =
8τ4 /N. Let Hi = xi − xi−1 , i = 1, 2, . . . , N be the mesh step.
N
On the piecewise uniform mesh  , the operator of the BVP (1) and (2) is discretized as the combinations of mid-point,
upwind and central difference scheme as given below:

LNmU (xi ) ≡ εδ 2U (xi ) + μa(xi )D+U (xi ) − b(xi )U (xi ) = f (xi ),

LNu U (xi ) ≡ εδ 2U (xi ) + μa(xi )D+U (xi ) − b(xi )U (xi ) = f (xi ),
LNc U (xi ) ≡ εδ 2U (xi ) + μa(xi )D0U (xi ) − b(xi )U (xi ) = f (xi ),
(D+ − D− )U (xi ) U (xi+1 ) − U (xi ) U (xi ) − U (xi−1 ) U (xi+1 ) − U (xi−1 )
where δ 2U (xi ) = , D+ U ( xi ) = , D− U ( xi ) = , D0 U ( xi ) = and
Hi Hi+1 Hi Hi + Hi+1
z(xi ) + z(xi+1 )
z ( xi ) = .
2
At the point of discontinuity xN/2 = d, we use five point second order difference scheme, the operator LtN U (xN/2 ) is
defined by
242 T. Prabha et al. / Applied Mathematics and Computation 314 (2017) 237–256

−U (xN/2+2 ) + 4U (xN/2+1 ) − 3U (xN/2 ) U (xN/2−2 ) − 4U (xN/2−1 ) + 3U (xN/2 )

LtNU (xN/2 ) ≡ − = 0, (9)
2H 2H
−3U (x ) + 4U (x + H ) − U (x + 2H ) 3U (x ) − 4U (x − H ) + U (x − 2H )
where u (x ) ≈ for forward difference operator, u (x ) ≈ for
2H 2H
backward difference operator and H = min{H3 , H4 }.
√ √
Further, when αμ ≤ ρε
⎧ 
⎪ ( 0 , τ1 ) , ( d − τ2 , d ) ,
⎪
⎪c
L N
U ( x ) , if x ∈
⎪
⎨
i i
(d, d + τ3 ), (1 − τ4 , 1 ),
LN U ( xi ) ≡ ( τ1 , d − τ2 ) ,
⎪
⎪LNc U (xi ), if xi ∈ with 2μ a Hk < ε , k = 2, 5,
⎪
⎪ ( d + τ3 , 1 − τ4 ) ,
⎩N
Lt U (xi ), if xi = d.
√ √
For αμ ≥ ρε
⎧ 
⎪ ( 0 , τ1 ) ,
⎪
⎪L N
U ( x ) , if x ∈
⎪
⎪ c i i
⎪
⎪
⎪ (d, d + τ3 ),
⎪
⎪ ( τ1 , d − τ2 ) ,
⎪
⎪LNmU (xi ), if xi ∈ with 2 b Hk < μα , k = 2, 5,
⎪
⎨ ( d + τ3 , 1 − τ4 ) ,

LN U ( xi ) ≡ ( τ1 , d − τ2 ) ,
⎪
⎪LNu U (xi ), if xi ∈ with 2 b Hk ≥ μα , k = 2, 5,
⎪
⎪ ( d + τ3 , 1 − τ4 ) ,
⎪
⎪ 
⎪
⎪ ( d − τ2 , d ) ,
⎪
⎪LNmU (xi ), if xi ∈
⎪
⎪
⎪
⎩N ( 1 − τ4 , 1 ) ,
Lt U (xi ), if xi = d.

At the transition points τ 1 and d + τ3 the scheme is given by

⎧ ⎧
⎪
⎪ ⎨τ1 = d ,
⎪
⎪
⎪
⎪Lc U (xi ), if xi =
N 4
⎪
⎪ ⎩ 5d
⎪
⎨ d + τ3 = ,
⎧ 4
LN U ( xi ) ≡ d
⎨τ1 < , 2 b H2 < μα ,
⎪
⎪
⎪
⎪LNmU (xi ), if xi = 4
⎪
⎪ ⎩ 5d
⎪
⎪ d + τ3 < , 2 b H5 < μα ,
⎪
⎩N 4
Lu U (xi ), otherwise.

At the transition points (d − τ2 ) and (1 − τ4 ) the scheme is given by

⎧
⎪ 3d
⎪
⎪LNc U (xi ), if xi = d − τ2 = , for 2μ a H3 < ε ,
⎪
⎪ 4
⎪
⎪
⎪
⎪
d
and 1 − τ4 = 1 − , 2μ a H6 < ε ,
⎪
⎪
⎪
⎪
4
⎪
⎪ 3d
⎪
⎪L U (x ), if xi = d − τ2 =
N
, for 2μ a H3 ≥ ε ,
⎨m i 4
LN U ( xi ) ≡ d
⎪ and 1 − τ4 = 1 − , 2μ a H6 ≥ ε ,
⎪
⎪ 4
⎪
⎪
⎪
⎪LNmU (xi ), if xi = d − τ2 >
3d
for 2 b H3 < μα ,
⎪
⎪ ,
⎪
⎪ 4
⎪
⎪ d
⎪
⎪ and 1 − τ4 > 1 − , 2 b H6 < μα ,
⎪
⎪ 4
⎩N
Lu U ( xi ), otherwise.

Now the discrete scheme is given by

LN U ( xi ) = Q N f ( xi ), for i = 1, 2, . . . , N − 1, (10)

U ( 0 ) = u ( 0 ), U ( 1 ) = u ( 1 ). (11)
 T. Prabha et al. / Applied Mathematics and Computation 314 (2017) 237–256 243

where
⎧
⎪ f (x ), if LN ≡ LNc or LNu ,
⎨ i
Q N f (xi ) = f (xi ), if LN ≡ LNm ,
⎪
⎩
0, N N
if L ≡ Lt .
The matrix associated with the above Eqs. (10) and (11) is not an M-matrix. We transform the equation to establish the
monotonicity property by estimating U (xN/2−2 ) and U (xN/2+2 ) for LtN U (xi ).
√ √
When αμ ≤ ρε , from the operator LN c , we get
    
2H3 2ε 2ε + H3 μa(xN/2−1 )
U (xN/2−2 ) = H3 f (xN/2−1 ) + + H3 b(xN/2−1 ) × U (xN/2−1 ) − U (xN/2 ) ,
2ε − H3 μa(xN/2−1 ) H3 2H3
    
2H4 2ε 2ε − H4 μa(xN/2+1 )
U (xN/2+2 ) = H4 f (xN/2+1 ) + + H4 b(xN/2+1 ) × U (xN/2+1 ) − U (xN/2 ) .
2ε + H4 μa(xN/2+1 ) H4 2H4

Inserting the above expressions for U (xN/2−2 ) and U (xN/2+2 ) in LtN U (xN/2 ), we obtain

2ε − H4 μa(xN/2+1 ) 2ε + H3 μa(xN/2−1 )
LNT1 U (xN/2 ) : = −6+ U (xN/2 )
2ε + H4 μa(xN/2+1 ) 2ε − H3 μa(xN/2−1 )
 
−4ε − 2H42 b(xN/2+1 ) −4ε − 2H32 b(xN/2−1 )
+ + 4 U (xN/2+1 ) + + 4 U (xN/2−1 ) (12)
2ε + H4 μa(xN/2+1 ) 2ε − H3 μa(xN/2−1 )
2H32 f (xN/2−1 ) 2H42 f (xN/2+1 )
= + . (13)
2ε − H3 μa(xN/2−1 ) 2ε + H4 μa(xN/2+1 )
√ √
If αμ ≥ ρε from the operators LNm and LNc , we get
 
H3 2ε + H3 μa(xN/2−1 ) H3 b(xN/2−1 )
U (xN/2−2 ) = H3 f (xN/2−1 ) + +
ε H3 2
 
2ε + H3 μa(xN/2−1 ) H3 b(xN/2−1 )
× U (xN/2−1 ) − − U (xN/2 ) ,
H3 2
  2ε 
2H4
U (xN/2+2 ) = H4 f (xN/2+1 ) + + H4 b(xN/2+1 )
2ε + H4 μa(xN/2+1 ) H4
 
2ε − H4 μa(xN/2+1 )
× U (xN/2+1 ) − U (xN/2 ) .
2H4

Inserting the above expressions in LtN U (xN/2 ), we obtain


2ε − H4 μa(xN/2+1 ) 2ε + H3 μa(xN/2−1 ) H32 b(xN/2 )
LNT2 U (xN/2 ) : = −6+ − U (xN/2 )
2ε + H4 μa(xN/2+1 ) ε 2ε

−4ε − 2H42 b(xN/2+1 )
+ + 4 U (xN/2+1 )
2ε + H4 μa(xN/2+1 )

−2ε − H3 μa(xN/2−1 ) H 2 b(xN/2−1 )
+ − 3 + 4 U (xN/2−1 ) (14)
ε 2ε

H32 f (xN/2−1 ) 2H42 f (xN/2+1 )

= + . (15)
ε 2ε + μH4 a(xN/2+1 )
Let us define
 √ √
LNT1 U (xN/2 ), if αμ ≤ ρε,
LNT U (xN/2 ) ≡ √ √
LNT2 U (xN/2 ), if αμ ≥ ρε.
Now, the matrix row associated with LN
T
U (xN/2 ) transforms (10) and (11) to M-Matrix. The discrete problem is given by

LN∗ U (xi ) = Q∗N f (xi ), for i = 1, 2, . . . , N − 1, (16)

U ( 0 ) = u ( 0 ), U ( 1 ) = u ( 1 ). (17)
244 T. Prabha et al. / Applied Mathematics and Computation 314 (2017) 237–256

where

LNU (xi ), for i = N/2,
LN∗ U (xi ) ≡
LNT U (xi ), for i = N/2,

and
⎧
⎪ 2H32 f (xN/2−1 ) 2H42 f (xN/2+1 ) √ √
⎪
⎪ + , if αμ ≤ ρε , i = N/2,
⎨ 2ε − H3 μa(xN/2−1 ) 2ε + H4 μa(xN/2+1 )
Q∗N f (xi ) = H32 f (xN/2−1 ) 2H42 f (xN/2+1 ) √ √
⎪
⎪ + , if αμ ≥ ρε , i = N/2,
⎪
⎩ ε 2ε + μH4 a(xN/2+1 )
Q N f (xi ), if i = N/2.
N
On the piecewise-uniform mesh  , the elements in the system matrix LN
∗ are given by

LN∗ U (xi ) ≡ ri−U (xi−1 ) + ricU (xi ) + ri+U (xi+1 ) = Q∗N f (xi ), (18)
where
ε μa ( x i ) ε μa ( x i )
ri− = − , ri+ = + , ric = −ri+ − ri− − b(xi ), if LN ≡ LNc ,
Hi H i 2H i Hi+1 H i 2H i
ε ε μa ( x i )
ri− = , ri+ = + , ric = −ri+ − ri− − b(xi ), if LN ≡ LNu ,
Hi H i Hi+1 H i Hi+1

ε ε μa ( x i ) b( x i ) c
ri− = , ri+ = + − , ri = −ri+ − ri− − b(xi ), if LN ≡ LNm ,
Hi H i Hi+1 H i Hi+1 2
⎧
⎪ −4ε − 2H 2 b(xN/2−1 ) −4ε − 2H 2 b(xN/2+1 )
⎪
⎪ri− = + 4, ri+ = + 4,
⎨ 2ε − H μa(xN/2−1 )  2ε + H μa(xN/2+1 ) 
H2 H2
⎪ ric = − − 2b(xN/2−1 )
−ri− ri+ + ,
⎪
⎪ 2ε − μa(xN/2−1 )H 2ε + μa(xN/2+1 )H
⎩
if L ≡ LT1 and H = H3 = H4 ,
N N

⎧
⎪ −2ε − H μa(xN/2−1 ) H 2 b(xN/2−1 ) −4ε − 2H 2 b(xN/2+1 )
⎪
⎪ri− = − + 4, ri+ = + 4,
⎨ 2ε  2 ε 2ε + H μa(xN/2+1 )
H 2H 2
⎪
⎪ric = −ri− − ri+ − b(xN/2+1 ) + , if LN ≡ LNT2 and
⎪
⎩ ε 2ε + a(xN/2+1 )μH
H = max{H3 , H4 }.
In (0, τ 1 ) and (d, d + τ3 ), note that

2μ a H1 /ε = 16μ a τ1 /(ε N ) ≤ 64 a ln N/(α N ),

2μ a H4 /ε = 16μ a τ3 /(ε N ) ≤ 64 a ln N/(α N ). (19)
√ √
For αμ ≤ ρε in (d − τ2 , d ) and (1 − τ4 , 1 ), note that
2μ a H3 /ε = 16μ a τ2 /(ε N ) ≤ 64 a ln N/(α N ),
2μ a H6 /ε = 16μ a τ4 /(ε N ) ≤ 64 a ln N/(α N ). (20)
√ √
For αμ ≥ ρε in (d − τ2 , d ) and (1 − τ4 , 1 ), note that
2 b H3 /(αμ ) = 16 b τ2 /(αμN ) ≤ 64 b ln N/(αρ N ),
2 b H6 /(αμ ) = 16 b τ4 /(αμN ) ≤ 64 b ln N/(αρ N ). (21)
At xi = d, note that
√ √
4 b H 2 < ε , 2μ a H < ε ,
αμ ≤ ρε, if
√ √
2 b H < μα , 2μ a H4 < ε , 2μ a H3 < αμ2 /ρ , if αμ ≥ ρε. (22)
To guarantee that the operator LN
∗ is monotone, it is imposed that
 
a b
N (ln N )−1 > 64 max , . (23)
α αρ
The following lemma shows that the finite difference operator LN
∗ has properties analogous to those of the differential
operator L.
 T. Prabha et al. / Applied Mathematics and Computation 314 (2017) 237–256 245

∗ U (xi ) ≤ 0, ∀ xi ∈  and LT U (xN/2 ) ≤ 0. Then

Lemma 9. Suppose that a mesh function U(xi ) satisfies U(0) ≥ 0, U(1) ≥ 0, LN N N
N
U(xi ) ≥ 0, ∀ xi ∈  .

Proof. Different discretization used in the definition of the scheme (18) are discussed. It is important to show
ri+ > 0, ri− > 0, ri+ + ric + ri− < 0, (24)
which form the coefficient matrix of (18). The methods followed by Gracia et al. [22] are applied to prove the smooth region
N
 \{d}. At the point of discontinuity xN/2 = d, a hybrid difference scheme LNT U (xN/2 ) is used. Here the inequalities ri+ > 0,
1
ri− > 0 are guaranteed since 4 b H2 < ε , 2μ a H < ε using (22). In the next case when LN +
T2 U (xN/2 ) scheme is applied ri > 0,
ri > 0 is guaranteed, because 2 b H < μα , 2μ a H4 < ε and 2μ a H3 < α μ2 /ρ from (22). These inequalities can be verified
−

using (23). ri+ + ric + ri− < 0 is true for both the cases (i) and (ii).
All the operators defined in (18) guarantee M-matrix. Therefore, LN ∗ U (xi ) satisfies discrete minimum principle. 
N
Lemma 10. If U(xi ) is the solution of (16) and (17), then |U (xi )| ≤ C, ∀ xi ∈  .

Proof. Define the mesh function

ψ ( xi ) = ϕ ( xi ) ± U ( xi ),
where ϕ (xi ) = max{|U (0 )|, |U (1 )|, β1 Q∗N f N }.
Clearly ψ (xi ) ∈ C 0 (), ψ (0) ≥ 0, ψ (1) ≥ 0. Now for each xi ∈ N
LNc ψ (xi ) = −b(xi ) ϕ (xi ) ± LNc U (xi ) ≤ 0,
similarly
LNm ψ (xi ) ≤ 0 and LNu ψ (xi ) ≤ 0.
At the point xN/2 = d

LNT1 ψ (xN/2 ) = LNT1 ϕ (xN/2 ) ± LNT1 U (xN/2 ) ≤ 0,

in a similar way
LNT2 ψ (xN/2 ) ≤ 0.
Applying Lemma 9, it follows that
N
ψ ( xi ) ≥ 0, ∀ xi ∈  .
This leads to the required result
N
|U (xi )| ≤ C, ∀ xi ∈  .


4. Truncation error analysis

The solution of the discrete problems (16) and (17) can be decomposed as U (xi ) = V (xi ) + Wl (xi ) + Wr (xi ). Let us denote
N
the nodal error at each mesh point xi ∈  by |e(xi )| = |U (xi ) − u(xi )|. To bound the nodal error |e(xi )|, the argument is
divided into two main parts. Initially, we define mesh functions V − (xi ) and V + (xi ) which approximate V(xi ) respectively to
the left and right sides of the point of discontinuity xi = d. Then, we construct mesh functions Wl− (xi ), Wl+ (xi ) and Wr− (xi ),
Wr+ (xi ) to approximate respectively Wl (xi ) and Wr (xi ) on each side of xi = d. Using these mesh functions the nodal error
|e(xi )| is bounded separately outside and inside the layers.
Define the regular solution

V − (xi ), 1 ≤ i ≤ N/2 − 1,
V ( xi ) =
V + (xi ), N/2 + 1 ≤ i ≤ N − 1.

Let V − (xi ) and V + (xi ) be respectively, the solutions of the following discrete problems
∀ xi ∈ (N ∩ − ),
LN∗ V − (xi ) = f (xi ),
V (0 ) = v(0 ), V (d ) = v(d− ),
− −

and
LN∗ V + (xi ) = f (xi ), ∀ xi ∈ (N ∩ + ),
V + (d ) = v(d+ ), V ( 1 ) = v ( 1 ).
246 T. Prabha et al. / Applied Mathematics and Computation 314 (2017) 237–256

Define the singular solution


(Wl− + Wr− )(xi ), 1 ≤ i ≤ N/2 − 1,
W (xi ) = Wl (xi ) + Wr (xi ) =
(Wl+ + Wr+ )(xi ), N/2 + 1 ≤ i ≤ N − 1.
Let Wl− (xi ), Wl+ (xi ), Wr− (xi ) and Wr+ (xi ) be respectively, the solutions of the following discrete problems

LN∗ Wl− (xi ) = 0 on 1 ≤ i ≤ N/2 − 1, Wl− (0 ) = w−

l
( 0 ), Wl− (d ) = w−
l
( d ),
LN∗ Wl+ (xi ) = 0 on N/2 + 1 ≤ i ≤ N − 1, Wl+ (d ) = w+
l
( d ), Wl+ (1 ) = 0,
LN∗ Wr− (xi ) = 0 on 1 ≤ i ≤ N/2 − 1, Wr− (0 ) = 0, Wr− (d ) = w−
r ( d ),
LN∗ Wr+ (xi ) = 0 on N/2 + 1 ≤ i ≤ N − 1, Wr+ (d ) = 0, Wr+ (1 ) = w+r (1 ).
Now, we set the discrete solution
⎧ −
⎨V (xi ) + Wl (xi ) + Wr (xi ), xi ∈ ( ∩  ),
− − N −

U (xi ) = V − (d ) + Wl (d ) + Wr− (d ) = V + (d ) + Wl (d ) + Wr+ (d ),

− +
⎩ +
V (xi ) + Wl+ (xi ) + Wr+ (xi ), xi ∈ (N ∩ + ).

Lemma 11. We have the following bounds on Wl− (xi ), Wl+ (xi ), Wr− (xi ) and Wr+ (xi )


i
| Wl− (xi ) |≤ C (1 + θ1 H j )−1 = ψli− , ψl0− = C,
j=1


i
| Wl+ (xi ) |≤ C (1 + θ1 H j )−1 = ψli+ , ψlN/
+
2
= C,
j=N/2+1


N/2
| Wr− (xi ) |≤ C (1 + θ2 H j )−1 = ψri− , ψrN/
−
2 = C,
j=i+1


N
| Wr+ (xi ) |≤ C (1 + θ2 H j )−1 = ψri+ , ψrN
+
= C,
j=i+1

Proof. Define the barrier functions

φli− = ψli− ± Wl− (xi ) and φri− = ψri− ± Wr− (xi ),

where
i
(1 + θ1 H j )−1 , 1 ≤ i ≤ N/2,
ψ =
−
li
j=1
1, i = 0,
and
N/2
(1 + θ2 H j )−1 , 0 ≤ i < N/2,
ψ =
−
ri
j=i+1
1, i = N/2,

and θ 1 and θ 2 are defined in Section 2. To prove, LN

∗ ψli ≤ 0,
−
∗ ψri ≤ 0, apply discrete operator (18) on ψli to get
LN − −


1
LN∗ ψli− = ψli− (1 + θ1 Hi )ri− + ric + ri+
1 + θ1 Hi+1
 
Hi+1 ri+
= ψ −
ri− + ric + ri+ − θ1 − Hi ri− .
li 1 + θ1 Hi+1

As defined earlier, various discretization methods used in the operator LN

∗ are discussed here. Consider the central difference
operator
  
H   H
LNc ψli− = ψli−+1 2ε θ12 i+1 − 1 + 2ε θ12 − μai θ1 − 2bi + μai θ1 (1 − θ1 Hi ) i+1 + bi θ1 Hi+1 ≤ 0,
2H i 2H i
and it reduces to
 
LNc ψli− ≤ ψli−+1 2εθ12 − μai θ1 − bi ≤ 0.
Applying the value of θ 1 for both the cases we get
 T. Prabha et al. / Applied Mathematics and Computation 314 (2017) 237–256 247

 √
ρα ρα
LNc ψli− ≤ ψli−+1 − 2 b i − μa i √
2 2 ε
 ρα 
≤ ψli−+1 − 2bi ≤ 0,
2
and

μ2 α
LNc ψli− ≤ ψli−+1 ( α − ai ) − 2 bi ≤ 0.
2ε
For the upwind scheme, we show that
 
LNu ψli− ≤ ψli−+1 εθ12 − μai θ1 − bi ≤ 0,
for the mid-point scheme, we prove that
 
LNm ψli− ≤ ψli−+1 εθ12 − μai θ1 − bi ≤ 0.
We complete the argument by following the methods applied for central difference scheme. All the above results show that
∗ ψli ≤ 0. Also, φl0 > 0, φlN/2 > 0 and L∗ φl (xi ) ≤ 0. Now, applying Lemma 10 in [22], we prove that φl (xi ) > 0 for 0 ≤ i ≤
− − − N − −
LN

N/2 and hence Wl− (xi ) ≤ C j=1 (1 + θ1 H j )−1 .
i

Now consider the right layer barrier function ψri− , operating the discrete operator (18) on ψri− we find
  
Hi ri−
LN∗ ψri− = ψri− ri− + ric + ri+ − θ2 − Hi+1 ri+ .
1 + θ2 Hi

∗ ψri gives
−
Applying the central difference scheme to LN

ψri−      
LNc ψri− = 2ε θ22 Hi /H i − 1 + 2ε θ22 + μai θ2 − 2bi [1 + θ2 Hi ] − 2ε θ23 Hi
1 + θ2 Hi
 
≤ ψri− 2εθ22 + μai θ2 − 2bi ≤ 0,
for the upwind scheme
 
LNu ψri− ≤ ψri− 2εθ22 + μai θ2 − bi ≤ 0.
Applying the value of θ 2 for both the cases

2b
LNu ψ ≤ ψ ( ρ ai − 2bi ) ≤ ψ
−
ri
−
ri
−
ri
ρ− i ≤ 0.
ai
When the mid-point scheme is applied
 
LNm ψri− ≤ ψri− εθ22 + μai θ2 − bi ≤ 0.
m ψri ≤ 0. Combining all the above results would give L∗ ψri ≤ 0. Also, φr0 > 0, φrN/2 > 0 and L∗ φr (xi ) ≤ 0.
− N − − − N −
In both cases, LN
N/2
Now, applying the Lemma 10 in [22], we prove that φr (xi ) ≥ 0 for 0 ≤ i ≤ N/2 and hence Wr (xi ) ≤ C j=i+1 (1 + θ2 H j )−1 .
− −

Similarly Wli+ and Wri+ in the interval (N/2 + 1, N ) can be proved to obtain the required result. 

Now, we examine the truncation error at the interior mesh points xi ∈ N \{d}. In fact, when the mesh is arbitrary we
have
⎧
⎨|(Lc − L )u(xi )| ≤ ε H i u + μH i a u ,
⎪ N (3 ) (2 )

|LN∗ e(xi )| ≡ |(LNu − L )u(xi )| ≤ ε H i u(3) + μHi+1 a u(2) ,

⎪
⎩|(LN − L )u(x )| ≤ ε H u(3) + C  (3 ) 
( a , a ) μHi+1 u + u ,
2 (2 )
m i i

Hi +Hi+1
where H i = ( 2 ) and on a uniform mesh with step size H, we have
⎧ N
⎨|(Lc − L )u(xi )| ≤ ε H u + μH a u ,
2 (4 ) 2 (3 )

|L∗ e(xi )| ≡ |(Lu − L )u(xi )| ≤ ε H u + μH a u ,

N N 2 ( 4) ( 2)
⎩ N  
|(Lm − L )u(xi )| ≤ ε H u(3) + C( a , a ) μH 2 u(3) + u(2) ,
where C( a , a ) a positive constant depends on a and a .
It can be noted that the mid-point scheme has higher order truncation error when compared with the central difference
operator. Though the central difference operator and the upwind difference operator have first order truncation error, ε − μ
ratio and the combination of the mid-point difference scheme at the transition point will provide a numerical scheme, that
has almost second-order convergence for both the cases.
248 T. Prabha et al. / Applied Mathematics and Computation 314 (2017) 237–256

Lemma 12. At each mesh point xi ∈ N , the regular component of the truncation error satisfies the following estimate
V − v ≤ CN−2 .
√ √ √ √
Proof. For both the cases αμ ≤ ρε and αμ ≥ ρε, when the mesh is uniform (τ1 = τ2 = d/4)
|LN∗ (V − − v− )(xi )| = |LN∗ V − (xi ) − Q∗N f (xi )|
     
 d2   d 
  
≤ ε δ − 2 V (xi ) + μa(xi ) D −
2 +
V (xi )
dx dx

≤ C ε (xi+1 − xi )2 (v− )(4) + μa(xi )(xi+1 − xi ) (v− )(2)

|LN∗ (V − − v− )(xi )| ≤ CN−2 , for xi ∈ (N ∩ − ).
Similarly when τ3 = τ4 = (1 − d )/4, we get
|LN∗ (V + − v+ )(xi )| ≤ CN−2 , for xi ∈ (N ∩ + ).
In particular, d = 1/2 is a special case of uniform mesh (τ1 = τ2 = τ3 = τ4 = 1/8). Hence
|LN∗ (V − − v− )(xi )| ≤ CN−2 , for xi ∈ (N ∩ − ),
and |LN∗ (V + − v+ )(xi )| ≤ CN −2 , for xi ∈ (N ∩ + ).
When the mesh is non-uniform
|LN∗ (V − − v− )(xi )| ≤ CN−2 , for xi ∈ (N ∩ − )\{τ1 , d − τ2 },
|LN∗ (V + − v+ )(xi )| ≤ CN−2 , for xi ∈ (N ∩ + )\{d + τ3 , 1 − τ4 }.
At the transition points, either mid-point difference scheme or upwind difference scheme is used. For both the schemes
|LN∗ (V − v )(xi )| ≤ CN−1 (ε + N−1 ).
To improve the convergence at the transition points define the barrier function
N
ψ (xi ) = CN−2t (xi ) + CN−2 ± (V − v )(xi ), for xi ∈  ,
where
⎧
⎪1, if 0 ≤ xi ≤ τ1 ,
⎪
⎪
⎪
⎪ ( x i − τ1 )
⎪
⎪1− , if τ1 ≤ x i ≤ d − τ2 ,
⎪
⎪ 2 ( d − τ1 − τ2 )
⎪
⎪ ( d − x )
⎪
⎨1 − 2τ ,
i
if d − τ2 ≤ xi ≤ d,
2
t ( xi ) = ( xi − d )
⎪
⎪1− , if d ≤ xi ≤ d + τ3 ,
⎪
⎪ 2 τ3
⎪
⎪ 1 − τ4 − x i
⎪
⎪ if d + τ3 ≤ xi ≤ 1 − τ4 ,
⎪1 − 2(1 − (d + τ3 + τ4 )) ,
⎪
⎪
⎪
⎩ 1 − xi , if 1 − τ4 ≤ xi ≤ 1.
τ4
Now, ψ (0) ≥ 0, ψ (1) ≥ 0. To find LN
∗ ψ (xi ), we have

0, for xi = τ1 , d − τ2 , d + τ3 and 1 − τ4 ,
εδ 2 ψ (xi ) =
−O(N −1 ε ), otherwise,
D0 ψ (xi ) ≤ 0 and D+ ψ (xi ) ≤ 0, which shows LN
∗ ψ (xi ) ≤ 0. Using Lemma 9, we prove that ψ (xi ) ≥ 0. Combining the above
results
V − v ≤ CN−2 , ∀ xi ∈ N .


Lemma 13. Assume (23). The left singular component of the error satisfies the following estimate
 √ √
C (N −1 ln N )2 , if αμ ≤ ρε,
Wl − wl ≤ √ √ for xi ∈ N .
3
CN −2 ln N, if αμ ≥ ρε,
√ √
Proof. Consider the uniform mesh (τ1 = τ2 = τ3 = τ4 = 1/8) when αμ ≤ ρε in the interval 1 ≤ i ≤ N/2 − 1, we have
|LN∗ (Wl− − w−l )(xi )| = |LNc Wl− − Lw−l |
   
≤ CH 2 ε (w− )(4) (x ) + CH 2 μ(w− )(3) (x )
l l
 T. Prabha et al. / Applied Mathematics and Computation 314 (2017) 237–256 249

|LN∗ (Wl− − w−l )(xi )| ≤ CN−2 (ε (w−l )(4) + μ (w−l )(3) ) ≤ CN−2 /ε ≤ C (N−1 ln N )2 .
Similarly for the interval N/2 + 1 ≤ i ≤ N − 1,
|LN∗ (Wl− − w−l )(xi )| ≤ C (N−1 ln N )2 .
√ √
When αμ ≥ ρε for the same domains
|LN∗ (Wl− − w−l )(xi )| = |LNc Wl− − Lw−l |
   
≤ CH 2 ε (w− )(4) (x ) + CH 2 μ(w− )(3) (x )
l l

|LN∗ (Wl− − w−l )(xi )| ≤ CN−2 (ε (w−l )(4) + μ (w−l )(3) )

< C N −2 μ4 /ε 3 ≤ C μN −2 ln N,
3

in a similar way

|LN∗ (Wl− − w−l )(xi )| ≤ C μN−2 ln3 N.

For non-uniform mesh, when xi ∈ (0, τ 1 ) the truncation error is
|LN∗ (Wl− − w−l )(xi )| ≤ |LNc (Wl− − w−l )(xi )|
≤ |ε ( w− ) + a(xi )μ(w− ) − b(xi )w−l − (εδ 2 + a(xi )μD0 − b(xi ))Wl− |
 2 l − (4)  l 2 
≤ CH1 ε (w ) (x ) + CH1 μ(w− )(3) (x )
l l

≤ CN −2 (ετ12 (w−
l
)(4) + μτ12 (w−l )(3) ). (25)
√ √
If αμ ≤ ρε, from (25)

μ
|LN∗ (Wl− − w−l )(xi )| ≤ C (N−1 ln N )2 1 + √ ≤ C (N −1 ln N )2 ,
ε
and similarly for xi ∈ (d, d + τ3 ), we obtain the same result
|LN∗ (Wl− − w−l )(xi )| ≤ C (N−1 ln N )2 .
√ √
If αμ ≥ ρε, from (25)
μ2 −1
|LN∗ (Wl− − w−l )(xi )| ≤ C (N ln N )2 .
ε
Consider the barrier function [22]
 μ
(xi ) = C N−2 + (N−1 ln N )2 (τ1 − xi ) , for xi ∈ (0, τ1 ).
ε
Here, (0), (τ 1 ) are non-negative and LN
c (xi ) < 0. Applying Lemma 10 from [22], it follows that (xi ) ≥ 0. Hence
 μ
|(Wl− − w−l )(xi )| ≤ (xi ) ≤ C N−2 + (N−1 ln N )2 τ1 3
≤ CN −2 ln N.
ε
Similarly we prove for xi ∈ (d, d + τ3 ) as

|(Wl− − w−l )(xi )| ≤ CN−2 ln3 N.

When xi ∈ [τ 1 , d), we obtain
|LN∗ (Wl− − w−l )(xi )| ≤ |w−l (xi )| + |Wl− (xi )|
 −θ x −2

≤C e 1 i
+N
 −θ1 τ1

≤C e + N −2 |LN∗ (Wl− − w−l )(xi )| ≤ CN−2 .
Similarly, when xi ∈ [d + τ3 , 1 ),
|LN∗ (Wl− − w−l )(xi )| ≤ CN−2 .
Combining all the above findings, we obtain the desired result. 

Following the methods described in Lemma 13, the right singular components can be obtained.

Lemma 14. Assume (23). The right singular component of the error satisfies the following estimate
√ √ √ √
Wr − wr ≤ C (N−1 ln N )2 , if αμ ≤ ρε, αμ ≥ ρε for xi ∈ N ,
where Wr and wr are right singular components of discrete and continuous decomposition. 
250 T. Prabha et al. / Applied Mathematics and Computation 314 (2017) 237–256

Lemma 15. At the point of discontinuity xN/2 = d, the error e(xN/2 ) satisfies the following estimate
 2 3/2 √ √
N 
L∗ (U − u )(xN/2 ) ≤ CH /ε ,2  if αμ ≤ ρε ,
√ √
C min H3 /μ3 , H42 μ3 /ε 3
, if αμ ≥ ρε .
√ √
Proof. Consider the case αμ ≤ ρε
 
N   
L∗ (U − u )(xN/2 ) = LN∗ U (xN/2 ) − 2H3 f (xN/2−1 ) − 2H4 f (xN/2+1 ) 
2 2

 2ε − H3 μa(xN/2−1 ) 2ε + H4 μa(xN/2+1 ) 
 
 2H32 f (xN/2−1 ) 2H42 f (xN/2+1 ) 
= LtNU (xN/2 ) − −
2ε − H3 μa(xN/2−1 ) 2ε + H4 μa(xN/2+1 ) 
   
+ C (L − LNc )U (xN/2−1 ) + C (L − LNc )U (xN/2+1 )
≤ CH 2 /ε 3/2 ,
√ √
for αμ ≥ ρε
 
N  N H32 f (xN/2−1 ) 2 H 2
f ( x ) 
L∗ (U − u )(xN/2 ) = L∗ U (xN/2 ) − − 4 N/ 2+1 
 ε 2ε + H4 μa(xN/2+1 ) 
 
 H 2 f (xN/2−1 ) 2H42 f (xN/2+1 ) 
= LtNU (xN/2 ) − 3 −
ε 2ε + H4 μa(xN/2+1 ) 
   
+ C (L − LNc )U (xN/2−1 ) + C (L − LNc )U (xN/2+1 )
 
≤ C min H32 /μ3 , H42 μ3 /ε 3 .
By using the Lemma 4 and the procedure adopted by Cen [28], we derive the desired result. 

5. Error estimate

This section presents the main contribution of the article, the theorem which conveys the ε –μ uniform convergence
error estimate e = U − u .

Theorem 1. Let u(xi ) be the solution of the continuous problem (1) and (2) and U(xi ) be the solution of the discrete problem
(16) and (17). Then, for sufficiently large N, we have
 √ √
C (N −1 ln N )2 , if αμ ≤ ρε,
U − u ≤ √ √
CN −2 (ln N )3 , if αμ ≥ ρε.
Proof. From the results of Lemma 4, 12–14 and using the procedure adopted in [22] it follows that
 √ √
CN −2 ln N,
2
αμ ≤ ρε, N
|e ( xi )| ≤ √ √ ∀ xi ∈  \{d}. (26)
CN −2 ln N,
3
αμ ≥ ρε,
To prove the error at xi = d:
√ √
Case (i): αμ ≤ ρε , define the discrete barrier function φd∗ (xi ) by

εδ 2 φd∗ (xi ) + μα D+ φd∗ (xi ) − βφd∗ (xi ) = 0, ∀ xi ∈ N ,

φd ∗ ( 0 ) = 0 , φ d ∗ ( d ) = 1 , φ d ∗ ( 1 ) = 0 .
From the minimum principle on the intervals [0, d] and [d, 1], we derive that 0 ≤ φd∗ ≤ 1 [19]. Also

φd∗ (xi+1 ) − φd∗ (xi )
LN∗ φd∗ (xi ) = (a(xi ) − α )μ + (β − b(xi ) )φd∗ (xi )
Hi+1

≤0 ∀ x i ∈ N .
Define the ancillary continuous functions u1 , u2 by

ε u1 + μa(x )u1 − b(x )u1 = 0, u1 (0 ) = 0, u1 (d ) = 1,

ε u2 + μa(x )u2 − b(x )u2 = 0, u2 (d ) = 1, u2 (1 ) = 0.
It is to be observed that, the solutions of the above equations are
 T. Prabha et al. / Applied Mathematics and Computation 314 (2017) 237–256 251

 
sinh λx sinh λ(1 − x )
u1 (x ) = eη (d−x ) and u2 (x ) = eη (d−x ) ,
sinh λd sinh λ(1 − d )

where
 
αμ (αμ )2 + 4εβ
η= and λ = .
2ε 2ε

Define

u1 (x ), for x ∈ (0, d ),
u˜ (x ) =
u2 (x ), for x ∈ (d, 1 ).

Now
 
−8ε + 6H3 μa(xN/2−1 ) 4ε − 2H32 b(xN/2−1 ) − 4H3 μa(xN/2−1 )
LNT1 u1 (xN/2 ) = u1 (xN/2 ) + u1 (xN/2−1 )
2ε − H3 μa(xN/2−1 ) 2ε − H3 μa(xN/2−1 )

−8ε + 6H3 μa(xN/2−1 ) 4ε − 2H32 b(xN/2 ) − 4H3 μa(xN/2−1 ) −ηH3 sinh λ(d − H3 )
= + e
2ε − H3 μa(xN/2−1 ) 2ε − H3 μa(xN/2−1 ) sinh(λd )

e(η+λ)H3  
= C1 + C2 1 − e−2λ(d−H3 )
1 − e−2λd
 
≥ C2∗ 1 − e−2λ(d−H3 ) ,

similarly

−8ε − 6H4 μa(xN/2+1 ) 4ε − 2H42 b(xN/2+1 ) + 4H3 μa(xN/2+1 ) −ηH4 sinh λ(1 − d − H4 )
LNT1 u2 (xN/2 ) = + e
2ε + H4 μa(xN/2+1 ) 2ε + H4 μa(xN/2+1 ) sinh(λd )

e−(η+λ)H4  
= C3 + C4 1 − e−2λ(1−d−H4 )
1 − e−2λ(1−d )
N   
LT u2 (xN/2 ) ≥ C4∗ 1 − e−2λ(1−d−H4 ) .
1

Hence

LNT1 u˜ (xN/2 ) = LNT1 u2 (xN/2 ) − LNT1 u1 (xN/2 )

   −C
= − LNT1 u2 (xN/2 ) + LNT1 u1 (xN/2 ) ≤ √ .
ε
Following the analysis given in [17] on the interval [0, d] and [d, 1], we obtain

|(φd∗ − u1 )(xi )| ≤ C (N−1 ln N )2 , for i ≤ N/2,

|(φd∗ − u2 )(xi )| ≤ C (N−1 ln N )2 , for i ≥ N/2,
and at the point of discontinuity i.e., for i = N/2
−C
LNT1 φd∗ (xi ) ≤ √ .
ε
Define the mesh function
CH2
ω1± (xi ) = C N−2 ln2 N + φd ∗ ( x i ) ± e ( x i ) .
ε
It is seen clearly that ω1± (0 ) ≥ 0, ω1± (1 ) ≥ 0, LN
∗ ω1 (xi ) ≤ 0, ∀ xi ∈  and LT ω1 (xN/2 ) ≤ 0. Lemma 9 implies that ω1 (xi ) ≥ 0,
± N N ± ±
1
N
∀ xi ∈  . Hence
|e(xi )| ≤ CN−2 ln2 N. (27)
√ √
Case (ii): αμ ≥ ρε, define the mesh function
 ( xi ) = ω ± ( xi ) ± e ( xi ),
W 2

where
252 T. Prabha et al. / Applied Mathematics and Computation 314 (2017) 237–256

⎧
⎪ CH2
⎨C N−2 ln3 N + 33 (xi − d − τ2 ), for xi ∈ (d − τ2 , d],
ω2± (xi ) = μ
⎪
⎩C N−2 ln3 N + C H4 μ (d + τ − x ), for x ∈ [d, d + τ ).
2 3

ε3 3 i i 3

Applying mid-point difference operator over the domain (d − τ2 , d], we find

εδ 2 ω2± (xi ) = 0, D+ ω2± (xi ) > 0,

CH32 a(xi )
LNm ω2± (xi ) = −b(xi )ω2± (xi ) + < 0.
μ
Applying central difference operator for the domain [d, d + τ3 ), we get

εδ 2 ω2± (xi ) = 0, D0 ω2± (xi ) < 0,

CH42 μ2 a(xi )
LNc ω2± (xi ) = −b(xi )ω2± (xi ) − < 0,
ε2
and

ω2± (xN/2−1 ) < 0, ω2± (xN/2 ) > 0, ω2± (xN/2+1 ) < 0.

Using (22), we have

LNT2 ω2 (xN/2 ) < 0.

 ( d − τ ) ≥ 0,
Now, W  (d + τ ) ≥ 0 and LN W
W  (x ) ≤ 0 for x ∈ (d − τ , d + τ ). Applying Lemma 9 to W
 (x ) in the same
2 3 ∗ i i 2 3 i
domain, we get
⎧ 3
⎪ Cτ
⎨ 3 2 2 , for xi ∈ (d − τ2 , d],
e ( xi ) ≤
μ N
⎪
⎩ C μ τ3
3 3
, for xi ∈ [d, d + τ3 ).
ε3 N2
In particular at xN/2 = d

|e(xN/2 )| ≤ CN−2 ln3 N. (28)

From (26)–(28), the desired result is obtained. 

6. Numerical examples

To show the applicability and efficiency of the present method it has been implemented to the following test problems.
Consider the singularly perturbed two parameter BVPs with discontinuous source term.

Example 1.

ε u (x ) + 4μu (x ) − 2u(x ) = f (x ), x ∈ (− ∪ + ),

u ( 0 ) = 0, u ( 1 ) = 0,
where

0.7, for 0 ≤ x ≤ 0.5,
f (x ) =
−0.6, for 0.5 < x ≤ 1.

Example 2.

ε u (x ) + μ(1 + x )2 u (x ) − u(x ) = f (x ), x ∈ (− ∪ + ),

u ( 0 ) = 0, u ( 1 ) = 0,
where

2x + 1, for 0 ≤ x ≤ 0.5,
f (x ) =
−(3x + 4 ), for 0.5 < x ≤ 1.

To calculate the maximum pointwise errors and orders of convergence, we use the double mesh principle, which is
followed by many researchers, one can refer [12] for further details. The error of double mesh difference is defined by

E N = max |U N (xi ) − U 2N (xi )|, and EεN,μ = max E N ,

N ε,μ
xi ∈ 
 T. Prabha et al. / Applied Mathematics and Computation 314 (2017) 237–256 253

Fig. 1. Plots of Numerical Solution and Error for ε = 10−6 , μ = 10−4 with N = 256 for Example 1.

Fig. 2. Plots of Numerical Solution and Error for ε = 10−6 , μ = 10−2 with N = 256 for Example 1.

Fig. 3. Loglog Plots of the Maximum Pointwise Error for the Different Values of ε and μ for Example 1.

where UN (xi ) and U2N (xi ) denote respectively, the numerical solutions obtained using N and 2N mesh intervals. In addition,
the parameter–robust orders of convergence are calculated from

EεN,μ
RNε,μ = log2 .
Eε2,Nμ
The numerical solutions, errors and loglog plots are given in Figs. 1–3 for Example 1 and in Figs. 4–6 for Example 2.
Tables 1–4 correspond respectively to Examples 1 and 2.
254 T. Prabha et al. / Applied Mathematics and Computation 314 (2017) 237–256

Fig. 4. Plot of Numerical Solution and Error for ε = 10−6 , μ = 10−4 with N = 256 for Example 2.

Fig. 5. Plot of Numerical Solution and Error for ε = 10−6 , μ = 10−2 with N = 256 for Example 2.

Fig. 6. Loglog Plots of the Maximum Pointwise Error for the Different Values of ε and μ for Example 2.
Table 1
Maximum pointwise errors and orders of convergence for μ = 10−2 for Example 1.

ε / μ2 Number of Mesh Points N

64 128 256 512 1024

10−2 1.15520E−02 4.63170E−03 1.53060E−03 5.11150E−04 1.62120E−04

10−4 1.15770E−02 4.63520E−03 1.53020E−03 5.11080E−04 1.61970E−04
10−6 1.15770E−02 4.63520E−03 1.53020E−03 5.11080E−04 1.61970E−04
10−8 1.15770E−02 4.63520E−03 1.53020E−03 5.11080E−04 1.61970E−04
EεN,μ 1.15770E−02 4.63520E−03 1.53060E−03 5.11150E−04 1.62120E−04
RNε,μ 1.320557955 1.598534285 1.582278679 1.656684640 1.679624714
 T. Prabha et al. / Applied Mathematics and Computation 314 (2017) 237–256 255

Table 2
Maximum pointwise errors and orders of convergence for μ = 10−2 for Example 1.

μ2 / ε Number of Mesh Points N

64 128 256 512 1024

10−2 5.86660E−04 2.01200E−04 4.26150E−05 9.71570E−06 2.23720E−06

10−4 3.97170E−06 1.15610E−06 2.80330E−07 6.86360E−08 1.69550E−08
10−6 4.64060E−10 1.34900E−10 3.28950E−11 8.07540E−12 1.99810E−12
10−8 4.64850E−14 1.35120E−14 3.29650E−15 8.08520E−16 2.0 0 050E−16
EεN,μ 5.86660E−04 2.01200E−04 4.26150E−05 9.71570E−06 2.23720E−06
RNε,μ 1.543877732 2.239212774 2.132963040 2.118609988 2.086611015

Table 3
Maximum pointwise errors and orders of convergence for μ = 10−2 for Example 2.

ε / μ2 Number of Mesh Points N

64 128 256 512 1024

10−2 1.30750E−02 4.58240E−03 1.38050E−03 4.04300E−04 1.24550E−04

10−4 1.33240E−02 4.63450E−03 1.37930E−03 4.01740E−04 1.23920E−04
10−6 1.33270E−02 4.63500E−03 1.37930E−03 4.01710E−04 1.23910E−04
10−8 1.33270E−02 4.63500E−03 1.37930E−03 4.01710E−04 1.23910E−04
EεN,μ 1.33270E−02 4.63500E−03 1.38050E−03 4.04300E−04 1.24550E−04
RNε,μ 1.523689724 1.747363533 1.771713943 1.698752270 1.743605938

Table 4
Maximum pointwise errors and orders of convergence for μ = 10−2 for Example 2.

μ2 / ε Number of Mesh Points N

64 128 256 512 1024

10−2 4.58740E−03 9.16570E−04 1.94350E−04 4.51830E−05 1.08690E−05

10−4 1.81560E−05 2.15680E−06 2.18580E−07 1.44950E−08 1.40180E−09
10−6 2.49400E−07 3.11410E−08 3.88210E−09 4.82630E−10 5.96710E−11
10−8 2.50330E−09 3.12910E−10 3.91130E−11 4.88880E−12 6.11040E−13
EεN,μ 4.58740E−03 9.16570E−04 1.94350E−04 4.51830E−05 1.08690E−05
RNε,μ 2.323349579 2.237623596 2.104789146 2.055494821 2.029896284

7. Conclusion

A singularly perturbed second order ordinary differential equation having two parameters with a discontinuous source
term was examined. Theoretical bounds on the derivatives, regular and singular components of the solution were derived.
A hybrid monotone finite difference scheme was constructed on Shishkin mesh to obtain second-order convergence.
Parameter uniform error bounds for the numerical approximation were established. Numerical results presented in this
paper support the theoretical results. Further study on the problems (1) and (2) with condition |[a](d)| ≤ C is communicated
for publication.

Acknowledgment

The authors wish to thank all the reviewers for their valuable comments and suggestions to improve the article.

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