Absolutely Stable Difference Scheme For A General Class of Singular Perturbation Problems
Absolutely Stable Difference Scheme For A General Class of Singular Perturbation Problems
1 Introduction
Singular perturbation problems (SPPs), also known as stiff, arise very frequently in var-
ious areas of applied science, such as fluid mechanics, heat transfer, materials science,
chemical and electrical engineering, superconductor theory, and chemical reactor sys-
tems [1–9]. It is a well-known fact that SPPs exhibit stiff internal or boundary layers as the
singular perturbation parameter approaches zero [10–49]. As this happens, the stiffness
ratio increases and the classical numerical methods become inadequate for solving such
problems over standard locally uniform meshes, where nonphysical oscillations emerge
in the numerical solution due to the stability restriction on the step-size. An interesting
collection of examples of exotic numerical solutions of singular perturbation problems
obtained using inadequate numerical discretization schemes can be found in [10]. The
construction of special-purpose numerical methods for ensuring convergence regardless
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El-Zahar et al. Advances in Difference Equations (2020) 2020:411 Page 2 of 17
of the value of the perturbation parameter was first raised in [11, 12] using fitting factor
(stabilization term) and fitting mesh (layer adapted mesh) techniques. It is well known that
depending on the behavior of the differential operator coefficients in SPPs, the solutions
exhibit a boundary layer, twin boundary-layers, or interior layer [3, 4, 13–18]. A variety
of numerical and semianalytical numerical methods for solving different classes of SPPs
exhibiting a boundary layer, twin boundary-layers, or interior layer can be found in [18–
49]. In all of these SPP classes, a priori information about the location of the layers is used
to construct appropriate numerical methods for SPPs. And consequently, the numerical
methods developed for SPPs have different numerical integration algorithms depending
on the location of the layers. The purpose of this paper is to present a noniterative abso-
lutely stable difference scheme for solving a general class of SPPs having left, right, inter-
nal, or twin boundary layers. The method does not depend on asymptotic expansions and
needs no prior information about the location of the layers, and so it is designed to be suit-
able for the practicing engineers and applied mathematicians who need a practical tool for
solving SPPs (see, for example, [15, 38] for asymptotic techniques, designed for a similar
purpose). The method depends on replacing the original two-point second-order SPP by
a first-order approximate delay differential equation with a variable deviating argument.
This delay differential equation is transformed into a three-term difference equation that
can be solved using the Thomas algorithm [50]. The stability analysis of the method is
discussed showing that the method is absolutely stable under a certain condition on the
deviating argument whereas there is no stability restriction on the step-size. An optimal
estimate for the deviating argument is obtained to take advantage of the second-order ac-
curacy of the central finite difference method [48, 50] in addition to the absolute stability
property [19, 28, 48–50]. Several problems having left, right, interior, or twin boundary
layers are considered to validate and illustrate the method. To analyze the effect of the de-
viating argument on the solution accuracy, the maximum absolute solution error is pre-
sented in tables and figures for constant and variable deviating argument values. The nu-
merical results confirm that the deviating argument can stabilize the unstable discretized
differential equation and that the new approach is effective in solving the considered class
of singular perturbation problems.
with BCs
y(a) = A, y(b) = B,
where 0 < ε 1, a, b, A and B are given constants, and p(x), q(x) and r(x) ∈ C 1 (x), x ∈ [a, b].
Moreover, we assume that q(x) ≥ 0 for all x ∈ [a, b]. Under these assumptions, problem
(1) has a unique solution with boundary or interior layers [13–49]. The interval [a, b] is
divided into N subintervals [xi , xi+1 ], i = 0, 1, 2, . . . , N – 1, each of length h, i.e., h = (b – a)/N
and xi = a + ih. For the sake of simplicity, we use pi = p(xi ), qi = q(xi ), ri = r(xi ), yi–1 = y(xi–1 ),
El-Zahar et al. Advances in Difference Equations (2020) 2020:411 Page 3 of 17
yi+1 = y(xi+1 ), yi = y (xi ). Dividing Eq. (1) by –ε and letting ω = 1/ε results in
Let δi = δ(xi ) be a positive variable deviating argument (0 < δi 1). Then by using the
Taylor expansion about the point xi , we have
δi2
y(xi – δi ) ∼
= yi – δi yi + y . (3)
2 i
Now, applying standard forward and centered finite difference formulas for yi in Eq. (4)
results in
yi+1 – yi yi+1 – yi–1
2y(xi – δi ) – 2yi + 2δi – δi2 ωpi – δi2 ωqi yi ∼
= –δi2 ωfi . (5)
h 2h
Again, using the Taylor expansion and the standard backward finite difference, we obtain:
yi – yi–1
y(xi – δi ) ∼
= yi – δi . (6)
h
By substituting Eq. (6) into Eq. (5), we get the following difference equation:
Ei yi–1 + Fi yi + Gi yi+1 ∼
= Hi , i = 1, 2, . . . , N – 1, (7)
where
2 ωpi
Ei = + , (8)
hδi 2h
4
Fi = – – ωqi , (9)
hδi
2 ωpi
Gi = – , (10)
hδi 2h
Hi = –ωfi . (11)
The difference Eq. (7) and the two BCs in (1) results in a tridiagonal system that can be
easily solved using the Thomas algorithm to obtain the unknowns y1 to yN–1 .
yi = Wi yi+1 + Ti , i = 1, 2, . . . , N – 1. (12)
El-Zahar et al. Advances in Difference Equations (2020) 2020:411 Page 4 of 17
Gi Hi – Ei Ti–1
yi = – yi+1 + . (14)
Fi + Ei Wi–1 Fi + Ei Wi–1
Gi
Wi = – , i = 1, 2, . . . , N – 1, (15)
Fi + Ei Wi–1
Hi – Ei Ti–1
Ti = , i = 1, 2, . . . , N – 1. (16)
Fi + Ei Wi–1
4
δi ≤ . (17)
ω|pi |
Proof The existence of a unique solution to the tridiagonal system results from establish-
ing that the tridiagonal coefficient matrix of the system is diagonally dominant. It is clear
that Ei in (8) and Gi in (10) are nonnegative when hδ2 i + ωp2h
i
≥ 0 and hδ2 i – ωp 2h
i
≥ 0, respec-
tively. These inequalities are verified if the condition δi ≤ ω|pi | is verified. Following this
4
condition, Fi is negative and verifies the inequality |Fi | ≥ |Gi | + |Ei | = hδ4 i . Thus, under con-
dition (17), the tridiagonal coefficient matrix is diagonally dominant, and the numerical
scheme has a unique solution.
For stability analysis, suppose that a small numerical error τi–1 was introduced in the
calculation of Wi–1 so that it yields an approximate value W̃i–1 such that
2 Ei Gi Ei
|τi | Wi |τi–1 | = |τi–1 |. (20)
Gi (Fi + Ei Wi–1 )2
Thus, the numerical scheme defined by (7)–(11) results in a unique stable solution under
condition (17).
Now, if we chose δi = ω|p4 i | , then for the left-end boundary layers, pi < 0, we have Ei = 0,
and the present scheme is reduced to a stable forward integration scheme. Also, on the
other hand, for the right-end boundary layers, pi > 0, we have Gi = 0, and the present
scheme is reduced to a stable backward integration scheme. Moreover, in the above two
cases, the propagation error in (20) has vanished.
Moreover, at pi = 0, for twin-boundary layers or internal layers, or at h ≤ ω p2i ∞ , we set
δi = 2h ≤ ω|p4 i | , and the present scheme is reduced to the standard central finite difference
scheme (CFD) in [48, 50]. Thus, to take advantage of the second-order accuracy of the
standard central finite difference scheme in addition to the absolute stability property, δi
can be selected according to
4
δi = δop = min , 2h . (21)
ω|pi |
The stability in CFD is controlled by the step-size restriction whereas the present scheme
is absolutely stable without any restrictions on the step-size.
These details are combined in the following algorithm:
4 Numerical results
To demonstrate the applicability of the method, we consider in the following several prob-
lems having left, right, interior, or twin boundary layers. These problems have been dis-
cussed in the literature and their approximate solutions are available for comparison.
Table 1 The solution errors of Example 1 for ε = 10–3 and ε = 10–4 at h = 0.001
xi ε = 10–3 ε = 10–4
CFD ASCD CFD ASCD
4 4
δi = ω|pi | δi = δop δi = ω|pi | δi = δop
0.000 6.0951e–14 0.0000e+00 6.0951e–14 1.0592e–13 0.0000e+00 0.0000e+00
0.001 2.1803e–02 2.3236e–01 2.1803e–02 4.2100e–01 1.1841e–04 1.1841e–04
0.002 1.5273e–02 8.5511e–02 1.5273e–02 2.8036e–01 1.4708e–04 1.4708e–04
0.003 8.0307e–03 3.1542e–02 8.0307e–03 1.8672e–01 1.4708e–04 1.4708e–04
0.004 3.7564e–03 1.1708e–02 3.7564e–03 1.2436e–01 1.4708e–04 1.4708e–04
0.005 1.6486e–03 4.4190e–03 1.6486e–03 8.2822e–02 1.4708e–04 1.4708e–04
0.006 6.9512e–04 1.7401e–03 6.9512e–04 5.5160e–02 1.4708e–04 1.4708e–04
0.007 2.8515e–04 7.5553e–04 2.8515e–04 3.6736e–02 1.4708e–04 1.4708e–04
0.008 1.1466e–04 3.9370e–04 1.1466e–04 2.4466e–02 1.4708e–04 1.4708e–04
0.009 4.5397e–05 2.6072e–04 4.5397e–05 1.6295e–02 1.4707e–04 1.4707e–04
0.010 1.7743e–05 2.1185e–04 1.7743e–05 1.0852e–02 1.4707e–04 1.4707e–04
0.020 5.9987e–08 1.8343e–04 5.9987e–08 1.8638e–04 1.4705e–04 1.4705e–04
0.050 6.1017e–08 1.8322e–04 6.1017e–08 6.2155e–08 1.4689e–04 1.4689e–04
0.100 6.0767e–08 1.8247e–04 6.0767e–08 6.0963e–08 1.4629e–04 1.4629e–04
0.300 5.7716e–08 1.7332e–04 5.7716e–08 5.7913e–08 1.3896e–04 1.3896e–04
0.500 5.0343e–08 1.5119e–04 5.0343e–08 5.0524e–08 1.2123e–04 1.2123e–04
1.000 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00
El-Zahar et al. Advances in Difference Equations (2020) 2020:411 Page 7 of 17
Figure 1 The solution of Example 1 for ε = 10–4 using the ASCD and CFD schemes
Table 2 The solution errors of Example 2 for ε = 10–3 and ε = 10–4 at h = 0.001
xi ε = 10–3 ε = 10–4
CFD ASCD CFD ASCD
4 4
δi = ω|pi | δi = δop δi = ω|pi | δi = δop
0.000 3.6835e–13 0.0000e+00 3.6835e–13 1.3312e–12 0.0000e+00 0.0000e+00
0.001 3.4477e–02 3.6814e–01 3.4477e–02 6.6658e–01 7.5381e–04 7.5381e–04
0.002 2.4176e–02 1.3606e–01 2.4176e–02 4.4436e–01 7.9840e–04 7.9840e–04
0.003 1.2725e–02 5.0684e–02 1.2725e–02 2.9624e–01 7.9760e–04 7.9760e–04
0.004 5.9580e–03 1.9275e–02 5.9580e–03 1.9749e–01 7.9680e–04 7.9680e–04
0.005 2.6175e–03 7.7195e–03 2.6175e–03 1.3166e–01 7.9600e–04 7.9600e–04
0.006 1.1048e–03 3.4678e–03 1.1048e–03 8.7774e–02 7.9520e–04 7.9520e–04
0.007 4.5373e–04 1.9031e–03 4.5373e–04 5.8516e–02 7.9440e–04 7.9440e–04
0.008 1.8268e–04 1.3268e–03 1.8268e–04 3.9011e–02 7.9360e–04 7.9360e–04
0.009 7.2459e–05 1.1142e–03 7.2459e–05 2.6007e–02 7.9280e–04 7.9280e–04
0.010 2.8408e–05 1.0353e–03 2.8408e–05 1.7338e–02 7.9200e–04 7.9200e–04
0.020 1.7708e–09 9.8000e–04 1.7708e–09 3.0067e–04 7.8400e–04 7.8400e–04
0.050 5.5511e–16 9.5000e–04 5.5511e–16 1.5680e–09 7.6000e–04 7.6000e–04
0.100 4.4409e–16 9.0000e–04 4.4409e–16 8.8818e–16 7.2000e–04 7.2000e–04
0.300 2.2204e–16 7.0000e–04 2.2204e–16 3.3307e–16 5.6000e–04 5.6000e–04
0.500 2.2204e–16 5.0000e–04 2.2204e–16 3.3307e–16 4.0000e–04 4.0000e–04
1.000 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00
The solution errors are presented in Table 2 for ε = 10–3 and ε = 10–4 at h = 0.001. The
solutions for ε = 10–4 using the ASCD and CFD schemes are depicted in Fig. 2.
1
–εy (x) – y (x) = 0, x ∈ [0, 1], (24)
1+x
The solution errors are presented in Table 3 for ε = 10–3 and ε = 10–4 at h = 0.001. The
solutions for ε = 10–4 using the ASCD and CFD schemes are present in Fig. 3.
El-Zahar et al. Advances in Difference Equations (2020) 2020:411 Page 8 of 17
Figure 2 The solution of Example 2 for ε = 10–4 using the ASCD and CFD schemes
Table 3 The solution errors of Example 3 for ε = 10–3 and ε = 10–4 at h = 0.001
xi ε = 10–3 ε = 10–4
CFD ASCD CFD ASCD
4 4
δi = ω|pi | δi = δop δi = ω|pi | δi = δop
0.000 8.4953e–14 0.0000e+00 8.4953e–14 9.0494e–14 0.0000e+00 0.0000e+00
0.001 3.4431e–02 3.6843e–01 3.4431e–02 6.6655e–01 4.5673e–05 4.5673e–05
0.002 2.4173e–02 1.3588e–01 2.4173e–02 4.4404e–01 2.1069e–09 2.1069e–09
0.003 1.2753e–02 5.0161e–02 1.2753e–02 2.9570e–01 9.8144e–14 9.8144e–14
0.004 5.9921e–03 1.8536e–02 5.9921e–03 1.9684e–01 0.0000e+00 0.0000e+00
0.005 2.6446e–03 6.8565e–03 2.6446e–03 1.3098e–01 0.0000e+00 0.0000e+00
0.006 1.1226e–03 2.5387e–03 1.1226e–03 8.7114e–02 0.0000e+00 0.0000e+00
0.007 4.6420e–04 9.4093e–04 4.6420e–04 5.7916e–02 0.0000e+00 0.0000e+00
0.008 1.8838e–04 3.4908e–04 1.8838e–04 3.8489e–02 0.0000e+00 0.0000e+00
0.009 7.5392e–05 1.2964e–04 7.5392e–05 2.5567e–02 0.0000e+00 0.0000e+00
0.010 2.9856e–05 4.8189e–05 2.9856e–05 1.6977e–02 0.0000e+00 0.0000e+00
0.020 2.1785e–09 2.5611e–09 2.1785e–09 2.7644e–04 0.0000e+00 0.0000e+00
0.050 1.3323e–15 0.0000e+00 1.3323e–15 9.2895e–10 0.0000e+00 0.0000e+00
0.100 1.4433e–15 0.0000e+00 1.4433e–15 4.4409e–15 0.0000e+00 0.0000e+00
0.300 1.3323e–15 0.0000e+00 1.3323e–15 4.4409e–15 0.0000e+00 0.0000e+00
0.500 2.5535e–15 0.0000e+00 2.5535e–15 4.8850e–15 0.0000e+00 0.0000e+00
1.000 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00
The results in Tables 1, 2 and 3 show that at δi = 4/ω|pi | or δi = δop = 4/ω|pi |, there is no
propagation error with the Thomas algorithm (20). Also, at ε = 10–3 the ASCD is reduced
to the CFD scheme, where δop = 2h, and the results are identical. Although the ASCD
stability is verified at δi = 4/ω|pi |, selecting δi = δop takes advantage of the second-order
accuracy of the CFD in addition to the absolute stability property depending on the step-
size value. The solution obtained at ε = 10–4 using the ASCD is more accurate than that
obtained by CFD due to the absolute stability property of the ASCD, while the stability
restriction of CFD results in nonphysical oscillations in the numerical solution as illus-
trated in Figs. 1, 2 and 3. Figure 4 shows the solution error of Example 3 at ε = 10–4 using
different values of the deviating argument δi = k/ω|pi |, k = 4, 3, 2, 1. The results in Fig. 4
reveal that a more accurate solution is obtained at δi = 4/ω|pi |. Moreover, Fig. 5 depicts the
solution error of Example 3 at ε = 10–4 using constant and variable deviating arguments
δi = 4/ω|pi |∞ , δi = 4/ω|pi |, respectively. Figure 5 reveals that a more accurate solution is
obtained using a variable deviating argument δi .
El-Zahar et al. Advances in Difference Equations (2020) 2020:411 Page 9 of 17
Figure 3 The solution of Example 3 for ε = 10–4 using the ASCD and CFD schemes
Figure 4 The solution errors of Example 3 for ε = 10–4 and different values of δi
e(x–1)/ε – 1
y(x) = .
e–1/ε – 1
The solution errors are reported in Table 4 for ε = 10–3 and ε = 10–4 at h = 0.001. The
numerical solution using the ASCD and CFD schemes for ε = 10–4 are presented in Fig. 6.
Figure 5 The solution errors of Example 3 for ε = 10–4 using constant and variable deviating argument δi
Table 4 The solution errors of Example 4 for ε = 10–3 and ε = 10–4 at h = 0.001
xi ε = 10–3 ε = 10–4
CFD ASCD CFD ASCD
4 4
δi = ω|pi | δi = δop δi = ω|pi | δi = δop
0.000 2.4425e–15 0.0000e+00 2.4425e–15 2.2204e–15 0.0000e+00 0.0000e+00
0.500 2.4425e–15 0.0000e+00 2.4425e–15 2.2204e–15 0.0000e+00 0.0000e+00
0.700 2.4425e–15 0.0000e+00 2.4425e–15 2.2204e–15 0.0000e+00 0.0000e+00
0.900 2.4425e–15 0.0000e+00 2.4425e–15 2.2204e–15 0.0000e+00 0.0000e+00
0.950 2.4425e–15 0.0000e+00 2.4425e–15 1.5683e–09 0.0000e+00 0.0000e+00
0.980 1.7744e–09 2.0612e–09 1.7744e–09 3.0073e–04 0.0000e+00 0.0000e+00
0.990 2.8465e–05 4.5400e–05 2.8465e–05 1.7342e–02 0.0000e+00 0.0000e+00
0.991 7.2605e–05 1.2341e–04 7.2605e–05 2.6012e–02 0.0000e+00 0.0000e+00
0.992 1.8305e–04 3.3546e–04 1.8305e–04 3.9018e–02 0.0000e+00 0.0000e+00
0.993 4.5463e–04 9.1188e–04 4.5463e–04 5.8528e–02 0.0000e+00 0.0000e+00
0.994 1.1070e–03 2.4788e–03 1.1070e–03 8.7791e–02 0.0000e+00 0.0000e+00
0.995 2.6227e–03 6.7379e–03 2.6227e–03 1.3169e–01 0.0000e+00 0.0000e+00
0.996 5.9700e–03 1.8316e–02 5.9700e–03 1.9753e–01 0.0000e+00 0.0000e+00
0.997 1.2750e–02 4.9787e–02 1.2750e–02 2.9630e–01 9.3592e–14 9.3592e–14
0.998 2.4224e–02 1.3534e–01 2.4224e–02 4.4444e–01 2.0612e–09 2.0612e–09
0.999 3.4546e–02 3.6788e–01 3.4546e–02 6.6671e–01 4.5400e–05 4.5400e–05
1.000 0.0000e+00 0.0000e+00 0.0000e+00 2.2204e–16 0.0000e+00 0.0000e+00
with BCs y(0) = 1 + exp(–(1 + ε)/ε) and y(1) = 1 + exp(–1). The exact solution is given by
The solution errors are presented in Table 5 for ε = 10–3 and ε = 10–4 at h = 0.001. The
numerical solution using the ASCD and CFD schemes for ε = 10–4 are given in Fig. 7.
The results in Tables 4 and 5 and Figs. 6 and 7 show that the ASCD can handle problems
with right-end boundary layers effectively as well as those with left-end boundary layers.
Figure 6 The solution of Example 4 for ε = 10–4 using the ASCD and CFD schemes
The solution errors are listed in Table 6 for ε = 10–3 and ε = 10–4 at h = 0.001. The numer-
ical solutions using the ASCD and CFD schemes for ε = 10–4 are presented in Fig. 8.
Example 7 Consider the following SPBVP with twin boundary layer [40, 42]
y(x) = e2x(x–1)/ε .
El-Zahar et al. Advances in Difference Equations (2020) 2020:411 Page 12 of 17
Figure 7 The solution of Example 5 for ε = 10–4 using the ASCD and CFD schemes
Table 6 The solution errors of Example 6 for ε = 10–3 and ε = 10–4 at h = 0.001
xi ε = 10–3 ε = 10–4
CFD ASCD CFD ASCD
4 4
δi = ω|pi | δi = δop δi = ω|pi | δi = δop
–1.00 2.2826e–12 0.0000e+00 2.2826e–12 6.1286e–13 0.0000e+00 1.1351e–13
–0.50 2.2826e–12 0.0000e+00 2.2826e–12 6.1286e–13 0.0000e+00 1.1351e–13
–0.10 5.3097e–06 1.5654e–03 5.3097e–06 6.1286e–13 3.0826e–71 1.1351e–13
–0.08 1.9540e–05 1.1412e–02 1.9540e–05 6.1363e–13 1.2212e–15 1.1274e–13
–0.06 4.4839e–05 5.7780e–02 4.4839e–05 5.5249e–10 1.9732e–09 5.5177e–10
–0.04 6.2362e–05 2.0590e–01 6.2362e–05 4.5925e–06 6.3342e–05 4.5925e–06
–0.02 4.6484e–05 5.2709e–01 4.6484e–05 4.0526e–04 4.5500e–02 4.0526e–04
–0.01 2.5503e–05 7.5183e–01 2.5503e–05 6.0561e–04 3.1731e–01 6.0561e–04
0.00 1.1580e–12 0.0000e+00 1.1580e–12 3.1630e–13 0.0000e+00 4.9516e–14
0.01 2.5503e–05 7.5183e–01 2.5503e–05 6.0561e–04 3.1731e–01 6.0561e–04
0.02 4.6484e–05 5.2709e–01 4.6484e–05 4.0526e–04 4.5500e–02 4.0526e–04
0.04 6.2362e–05 2.0590e–01 6.2362e–05 4.5925e–06 6.3342e–05 4.5925e–06
0.06 4.4839e–05 5.7780e–02 4.4839e–05 5.5189e–10 1.9732e–09 5.5188e–10
0.08 1.9540e–05 1.1412e–02 1.9540e–05 4.8850e–15 1.3323e–15 1.1102e–15
0.10 5.3097e–06 1.5654e–03 5.3097e–06 3.5527e–15 0.0000e+00 2.2204e–16
0.50 0.0000e+00 0.0000e+00 0.0000e+00 8.8818e–16 0.0000e+00 0.0000e+00
1.00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00
The solution errors are listed in Table 7 for ε = 10–3 and ε = 10–4 at h = 0.001. The
numerical solutions using the ASCD and CFD methods for ε = 10–4 are presented in Fig. 9.
The results in Table 6 and Fig. 8 show that the ASCD and CFD lead to stable and accurate
results for the internal layer problem (26). The reason for absenting the stability restriction
of CFD in solving internal layer problems is that the internal layer occurs at a turning point
x = xin at which p(xin ) = 0. The results in Table 7 show that the solution obtained for the
twin boundary layer problem (28) at ε = 10–4 using the ASCD is more accurate than those
of the CFD and thus is due to the absolute stability property of the ASCD, while for the
CFD the stability restriction results in nonphysical oscillations in the numerical solution
as shown in Fig. 9.
Figure 10 depicts the solution error of Example 7 for ε = 10–4 using different values of
the deviating argument δi = k/ω|pi |, k = 4, 3, 2, 1. The results in Fig. 10 show that a more ac-
curate solution is obtained at δi = 4/ω|pi |. Figure 11 illustrates the solution error of Exam-
El-Zahar et al. Advances in Difference Equations (2020) 2020:411 Page 13 of 17
Figure 8 The solution of Example 6 for ε = 10–4 using the ASCD and CFD schemes
Table 7 The solution errors of Example 7 for ε = 10–3 and ε = 10–4 at h = 0.001
xi ε = 10–3 ε = 10–4
CFD ASCD CFD ASCD
4 4
δi = ω|pi | δi = δop δi = ω|pi | δi = δop
0.00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00 0.0000e+00
0.01 2.5175e–09 2.5175e–09 2.5175e–09 1.2904e–01 1.0226e–86 1.0226e–86
0.02 9.4549e–18 9.4549e–18 9.4549e–18 1.5959e–02 5.7090e–171 5.709e–171
0.04 4.4278e–34 4.4278e–34 4.4278e–34 2.1328e–04 0.0000e+00 0.0000e+00
0.06 4.4806e–50 1.0270e–49 4.4806e–50 2.3489e–06 0.0000e+00 0.0000e+00
0.08 6.0646e–50 1.1799e–64 6.0646e–50 2.0935e–08 0.0000e+00 0.0000e+00
0.10 6.3669e–50 6.7142e–79 6.3669e–50 1.4785e–10 0.0000e+00 0.0000e+00
0.20 8.4790e–50 1.0611e–139 8.4790e–50 2.8784e–23 0.0000e+00 0.0000e+00
0.30 1.2675e–49 3.9475e–183 1.2675e–49 2.5563e–41 0.0000e+00 0.0000e+00
0.40 2.4911e–49 3.4566e–209 2.4911e–49 2.8289e–73 0.0000e+00 0.0000e+00
0.50 2.0204e–48 7.1246e–218 2.0204e–48 8.4555e–146 0.0000e+00 0.0000e+00
0.60 2.1996e–39 3.4566e–209 2.1996e–39 1.3376e–70 0.0000e+00 0.0000e+00
0.70 4.9323e–21 3.9475e–183 4.9323e–21 2.5837e–41 0.0000e+00 0.0000e+00
0.80 3.2994e–21 1.0611e–139 3.2994e–21 2.9094e–23 0.0000e+00 0.0000e+00
0.90 2.4776e–21 6.7142e–79 2.4776e–21 1.4785e–10 0.0000e+00 0.0000e+00
0.92 2.3599e–21 1.1799e–64 2.3599e–21 2.0935e–08 0.0000e+00 0.0000e+00
0.94 2.2529e–21 1.0270e–49 2.2529e–21 2.3489e–06 0.0000e+00 0.0000e+00
0.96 2.1552e–21 4.4278e–34 2.1552e–21 2.1328e–04 0.0000e+00 0.0000e+00
0.98 9.4528e–18 9.4549e–18 9.4528e–18 1.5959e–02 5.7090e–171 5.709e–171
0.99 2.5175e–09 2.5175e–09 2.5175e–09 1.2904e–01 1.0226e–86 1.0226e–86
1.00 0.0000e+00 0.0000e+00 0.0000e+00 1.1102e–16 0.0000e+00 0.0000e+00
ple 7 for ε = 10–4 when adopting constant and variable deviating arguments δi = 4/ω|pi |∞ ,
δi = 4/ω|pi |, respectively. Figure 11 reveals that a more accurate solution is obtained using
a variable deviating argument.
5 Conclusions
This paper presented an absolutely stable noniterative central difference scheme for solv-
ing a general class of SPPs having left, right, internal, or twin boundary layers. The original
two-point second-order SPPs is approximated by a first-order delay differential equation
with a variable deviating argument. This delay differential equation was transformed into
a three-term difference equation that was solved using the Thomas algorithm. The stabil-
ity analysis of the method is discussed showing that the method is absolutely stable under
El-Zahar et al. Advances in Difference Equations (2020) 2020:411 Page 14 of 17
Figure 9 The solution of Example 7 for ε = 10–4 using the ASCD and CFD schemes
Figure 11 Solution errors of Example 7 at ε = 10–4 using constant and variable deviating argument δi
a certain condition on the deviating argument without stability restriction on the step-
size. An optimal estimation for the deviating argument is obtained taking advantage of
the second-order accuracy of the central finite difference method in addition to the abso-
El-Zahar et al. Advances in Difference Equations (2020) 2020:411 Page 15 of 17
lute stability property. Several examples having left, right, interior, or twin boundary layers
were considered to illustrate the method. To analyze the effect of the deviating argument
on the solution accuracy, the maximum absolute error is reported in several tables and
figures for constant and variable deviating argument values. The results confirm that the
variable deviating argument results in more accurate results than the constant one. More-
over, the results reveal that the deviating argument can stabilize the unstable discretized
differential equation and that the present method is effective in solving the considered
class of SPPs.
Appendix A
Clear all, format long
Epsn=.001, a=0; b=1; w=1/Epsn;
Alpha=0 %1+exp((-1-Epsn)/Epsn)
Beta=1 %1+1/exp(1)
h0=.01
Deltamax=2*h0
JJ=3.999
Ind=0; x=a; xx=0; hh=(a:h0:b)
While xx<b-h0
Ind=Ind+1; x=hh (Ind+1);
% f=0; p=-1; q=1;
% f=-1-2*x; p=-1; q=0;
% f=0; p=-(1-x/2); q=1/2;
% f=-2/(x+1)*(log(2/(x+1))-1); p=-2; q=-2/(1+x);
% f=-x-2.9995; p=f; q=0
% f=0; p=-1; q=0
% f=0; p=1; q=0
% f=0; p=1; q=1+epsp;
% f=0; p=x; q=1;
% f=0; p=-x; q=0
% p=0; q=1; f= -cos (pi*x)^2-2*epsp^2*pi^2*cos(2*pi*x)
Delta=min(JJ/w/abs(p),Deltamax)
If p==0; Delta=min(JJ/w/abs(p+1e-6),Deltamax);end;
ALPHANEG(Ind)=(2/h0+Delta*w*p/2/h0);
ALPHAPOS(Ind)=(2/h0-Delta*w*p/2/h0);
ALPHAI(Ind)= -4/h0-Delta*w*q; BETA=-w*Delta*f;
if (ALPHAI)>0 |(ALPHAPOS)<0|(ALPHANEG)<0|
abs(ALPHAI)+.1<abs(ALPHAPOS)+abs(ALPHANEG),
error (’not dominant’); end
end
YSOL=AAAA\Bvector;.
Acknowledgements
The authors would like to thank the referees for their valuable comments and suggestions which helped to improve the
manuscript.
Funding
Not applicable.
Competing interests
The authors have no competing interests regarding the publication of this paper.
Authors’ contributions
All authors have equal contributions in this paper. All authors read and approved the final manuscript.
Author details
1
Department of Mathematics, College of Science and Humanities in Al-Kharj, Prince Sattam bin Abdulaziz University, P.O.
Box 83, Al-Kharj, 11942, Saudi Arabia. 2 Department of Basic Engineering Science, Faculty of Engineering, Menoufia
University, Shebin El-Kom, 32511, Egypt. 3 Department of Mathematics, Faculty of Science, University of Tabuk, P.O. Box
741, Tabuk 71491, Saudi Arabia. 4 Department of Mathematics, Cankaya University, Ankara 06530, Turkey. 5 Institute of
Space Sciences, P.O. BOX MG-23, Magurele-Bucharest RO-077125, Romania. 6 Department of Medical Research, China
Medical University Hospital, China Medical University, Taichung, Taiwan. 7 Institute of Engineering, Polytechnic of Porto,
Rua Dr. António Bernardino de Almeida, 431, 4249-015 Porto, Portugal. 8 Department of Mathematics and Statistics,
Faculty of Science, Taif University, PO Box 888, Taif, 21974, Saudi Arabia. 9 Department of Physics and Engineering
Mathematics, Faculty of Electronic Engineering, Menoufia University, Menouf 32952, Egypt.
Publisher’s Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
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