Numerical Method for Singularly Perturbed Third Order Ordinary Differential Equations of Convection-Diffusion Type

Numerical Method for Singularly Perturbed Third Order Ordinary Differential Equations of Convection-Diffusion Type

Year:    2014

Numerical Mathematics: Theory, Methods and Applications, Vol. 7 (2014), Iss. 3 : pp. 265–287

Abstract

In this paper, we have proposed a numerical method for Singularly Perturbed Boundary Value Problems (SPBVPs) of convection-diffusion type of third order Ordinary Differential Equations (ODEs) in which the SPBVP is reduced into a weakly coupled system of two ODEs subject to suitable initial and boundary conditions. The numerical method combines boundary value technique, asymptotic expansion approximation, shooting method and finite difference scheme. In order to get a numerical solution for the derivative of the solution, the domain is divided into two regions namely inner region and outer region. The shooting method is applied to the inner region while standard finite difference scheme (FD) is applied for the outer region. Necessary error estimates are derived for the method. Computational efficiency and accuracy are verified through numerical examples. The method is easy to implement and suitable for parallel computing.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/nmtma.2014.y12030

Numerical Mathematics: Theory, Methods and Applications, Vol. 7 (2014), Iss. 3 : pp. 265–287

Published online:    2014-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    23

Keywords:    Singularly perturbed problems third order ordinary differential equations boundary value technique asymptotic expansion approximation shooting method finite difference scheme parallel computation.

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