Open Access
ARTICLE
Wavelet Multi-Resolution Interpolation Galerkin Method for Linear Singularly Perturbed Boundary Value Problems
1 School of Management Science and Engineering, Anhui University of Finance and Economics, Bengbu, 233030, China
2 Key Laboratory of Mechanics on Disaster and Environment in Western China, The Ministry of Education, College of Civil Engineering and Mechanics, Lanzhou University, Lanzhou, 730000, China
* Corresponding Author: Xiaojing Liu. Email:
Computer Modeling in Engineering & Sciences 2024, 139(1), 297-318. https://doi.org/10.32604/cmes.2023.030622
Received 14 April 2023; Accepted 18 September 2023; Issue published 30 December 2023
Abstract
In this study, a wavelet multi-resolution interpolation Galerkin method (WMIGM) is proposed to solve linear singularly perturbed boundary value problems. Unlike conventional wavelet schemes, the proposed algorithm can be readily extended to special node generation techniques, such as the Shishkin node. Such a wavelet method allows a high degree of local refinement of the nodal distribution to efficiently capture localized steep gradients. All the shape functions possess the Kronecker delta property, making the imposition of boundary conditions as easy as that in the finite element method. Four numerical examples are studied to demonstrate the validity and accuracy of the proposed wavelet method. The results show that the use of modified Shishkin nodes can significantly reduce numerical oscillation near the boundary layer. Compared with many other methods, the proposed method possesses satisfactory accuracy and efficiency. The theoretical and numerical results demonstrate that the order of the -uniform convergence of this wavelet method can reach 5.Keywords
The singularly perturbed boundary value problem originates from fluid mechanics and arises in the mathematical modeling of physical engineering problems. In this study, we consider the following second-order singularly perturbed two-point boundary value problem:
where
The presence of boundary layers makes it challenging to solve singularly perturbed problems using classical numerical methods. Consequently, numerous special schemes have been proposed, including transforming the boundary value problem into an initial value problem [1–3], fitting the finite difference method [4], spline method [5–8], finite element method [9–12], and other methods [13–17]. In recent years, algorithms based on layer-adapted meshes have become powerful tools for solving singular perturbation problems [18–20], such as the Shishkin mesh [7,21–23] and Bakhvalov mesh [24–27].
Over recent decades, meshfree methods that rely only on nodes to make approximations have attracted considerable research interest [28–32]. As pointed out by Li et al. [28], meshfree methods are not only complementary to conventional finite element methods, but they also offer several advantages over mesh-based methods. These advantages include the utilization of higher-order continuous shape functions and the elimination of sensitivity to mesh alignment [31,33,34]. Currently, meshfree methods are widely used for solving singularly perturbed boundary value problems because they can quickly obtain more satisfactory numerical solutions by adding extra approximation nodes in the boundary layer. For example, Shen [35] proposed a local radial basis function (RBF)-based differential quadrature collocation method to solve the singularly perturbed two-point boundary value problem, which avoids highly ill-conditioned dense interpolation matrices. Although that study only discussed uniformly distributed nodes, numerical results showed that the local RBF-based collocation method is more accurate and efficient than the globally supported method. The collocation methods are known for being efficient as no integration is required, but they are less stable and accurate. To reduce errors in the standard element-free Galerkin method near the boundary layer, Zhang et al. [36] proposed the variational multiscale element-free Galerkin method to obtain the numerical solutions of convection-diffusion-reaction equations. Numerical results showed that their method is considerably more accurate than the standard element-free Galerkin method, although slight spurious oscillations persisted near the boundary layer. Zhang et al. [37] later presented a novel adaptive algorithm based on the variational multiscale element-free Galerkin method to overcome this drawback. Although many credible results have been obtained using the aforementioned meshfree methods, they still possess some shortages, such as difficulty in imposing of essential boundary conditions and calculating integrals owing to their shape functions are rational functions and lacking the Kronecker delta property [31].
Wavelet-based methods have gained increasing attention as they are widely and successfully used in practical applications [38–42]. Numerical methods based on wavelets can be divided into three main categories: wavelet finite element [39–40,43], wavelet collocation [44–48], and wavelet Galerkin methods [49–53]. Although wavelet finite element methods have advantages over traditional finite element methods, they still suffer from the same disadvantages in the presence of meshes. Existing wavelet meshfree methods do not require meshes, but they do not guarantee accurate interpolations on non-uniform nodes.
Recently, we proposed a truly meshfree method based on wavelet multiresolution analysis, known as the wavelet multiresolution interpolation Galerkin method (WMIGM) [54,55]. Compared with current meshfree methods, WMIGM possesses several advantages [54,55]:
(1) The proposed wavelet multiresolution interpolation formula possesses the Kronecker delta function property;
(2) Polynomial reproduction can be achieved up to
(3) It does not require matrix inversions or ad-hoc parameters;
(4) The stiffness matrix can be efficiently obtained with an analytical integration method.
A key challenge to solving singularly perturbed boundary value problems is dealing with their singularity, which can lead to numerical instability, oscillations, and spurious solutions [20]. Moreover, the use of uniform nodes in singularly perturbed boundary value problems results in a significant waste of computational effort, as a sufficiently fine mesh is required to accurately capture the rapid variations of the solution near the boundary layer. Therefore, there is a critical need to develop a more efficient, accurate, and stable numerical method specifically designed for solving such problems. The purpose of this study is to employ the WMIGM to solve linear singularly perturbed two-point boundary value problems (see Eq. (1)) based on special segmented equidistant (Shishkin) nodes. A coarse mesh is utilized in the smooth region, and a fine mesh is applied in the boundary layer. Compared with other meshfree methods, our WMIGM approach simplifies the imposition of essential boundary conditions due to its interpolation property. Additionally, we present error estimates of the algorithm, even in the absence of analytic expressions for the shape functions. Test problems are then solved using the WMIGM over modified Shishkin nodes.
This paper is organized as follows. In Section 2, we review the construction of wavelet multiresolution interpolations and some properties of shape functions. In Section 3, we introduce the WMIGM scheme for solving linear singularly perturbed boundary value problems. The parameter uniform convergence is explained in Section 4, followed by numerical experiments and comparisons with existing methods in Section 5, which illustrate the accuracy and efficiency of the proposed wavelet method. Finally, concluding remarks are provided in Section 6.
2 Wavelet Multiresolution Interpolation
This section reviews the construction of the wavelet multiresolution interpolation approximation and explains several key properties of the wavelet interpolating shape function that was proposed in our previous works [54,55].
We begin with the interpolating wavelet transform [44,56], as applied to the following dyadic grids on the real line:
where
is yielded, where
Next, we focus on the interpolating wavelet transform construction for interval
where
By applying Eq. (3) to approximate a continuous function
Based on the compact support of the scaling function
It can be seen from Eq. (6) that we require the values of
in which
Substituting Eq. (7) into Eq. (6), we obtain
where the modified wavelet scaling function
Lemma 2.1 ([54,56]): The modified scaling function
• Compact support:
• Interpolation:
• Polynomial reproduction:
Notice that the grid points in
where N+1 is the total number of nodes in
with the following initial condition:
In Eq. (13), the function
Lemma 2.2 ([54,55]): The wavelet multiresolution interpolating shape function
• Interpolation:
• Polynomial reproduction:
Definition 2.1:
Lemma 2.3 ([56]): For function
where
In this section, we formulate the WMIGM for singularly perturbed boundary value problems on Shishkin nodes [19].
We first divide the computational domain
in which J is an integer.
In the subsequent calculations, we set
We then evenly arrange the nodes into two subintervals:
for left-side boundary layer problems, and
for right-side boundary layer problems.
After the nodes are generated, we use the iterative formula in Eq. (12) to obtain the wavelet multiresolution interpolating shape functions. Then, the approximation solution of u(x) can be calculated with Eq. (11).
3.2 WMIGM for Singularly Perturbed Boundary Value Problems
The variational form of Eq. (1) is
Then, we replace the infinite dimensional space,
where
Using Eq. (11), the approximate solutions for
Substituting Eq. (22) into Eq. (21), we obtain the following matrix form:
in which the matrices are
Using this process, we can obtain the WMIGM solutions by solving Eq. (23).
In this section, we provide the WMIGM’s error estimate, which relies on the modified Shishkin nodes. In the following analysis, we assume that
Based on the properties of the wavelet multiresolution interpolating shape functions introduced in the previous Section 2, we have the following interpolation error estimates.
Lemma 4.1: Let
where C is independent of N and
Proof: Using a Taylor expansion at
where
Then, from Eqs. (17) and (24), on the boundary layer part, we have
Obviously, Eq. (25) can be easily demonstrated through Eqs. (28) and (30).
Thus, it remains to prove the estimate Eq. (26). From Eq. (24), we get
The estimation of Eq. (26) can then be derived immediately.
Theorem 4.1: Let
in which C is independent of N and
Proof: Let
Owing to the Hölder inequalities and Eq. (26) of Lemma 4.1, it holds that
With the aid of integrating by parts and the Cauchy-Schwarz inequality, we observe that
As a result,
Hence,
which is the required result.
In this section, we applied the WMIGM to four examples to evaluate its numerical accuracy. We considered two grid points: uniform node points using the wavelet interpolation Galerkin method (WIGM) and refined local grid points using the WMIGM, as specified in Section 3. If not otherwise specified,
To estimate the accuracy of the solutions, the maximum absolute and
and the numerical rates of convergence are
All numerical results were conducted on an AMD Ryzen 7 3700X CPU @ 3.20 GHz with 64 GB RAM in MATLAB.
5.1 Test Problem 1: Left-Side Boundary Layer Problem
We begin our numerical cases with the following left-side boundary layer problem [6–7,59,60]:
The boundary conditions are extracted from the exact solution as
The absolute errors obtained by the proposed WIGM with N = 100 for different values of
5.2 Test Problem 2: Left-Side Boundary Layer Problem
We next consider a source-free singularly perturbed problem as described in [3,10,60–62]:
whose analytical solution is given by
in which
Table 2 shows the comparison of the maximum absolute errors between the QBSM with Shishkin mesh [6], the NOBS with Shishkin mesh [7], and the proposed WIGM and WMIGM with respect to the number of grid points for various values of
5.3 Test Problem 3: Right-Side Boundary Layer Problem
We next consider the right-side boundary layer problem [6,13,63–65]:
with boundary conditions of
Fig. 6 displays the absolute errors for the uniform mesh with different values of
5.4 Test Problem 4: Right-Side Boundary Layer Problem
Finally, we consider the following homogeneous linear singularly perturbed boundary value problem [5,7,63,66,67]:
with boundary conditions extracted from the exact solution as
The maximum absolute errors obtained by the QBSM with Shishkin mesh [6], the NOBS with Shishkin mesh [7], and the proposed WIGM and WMIGM are presented in Table 4. It is evident from this table that WMIGM can achieve more accurate approximate solutions. A comparison of the numerical and analytic solutions with
In this study, we extended the WMIGM to solve linear singularly perturbed boundary value problems with modified Shishkin nodes. The proposed wavelet scheme was verified by comparing the numerical solutions obtained via the QBSM with Shishkin mesh and the NOBS with Shishkin mesh. The numerical results confirm the theoretical analysis and demonstrate that WMIGM has several advantages over existing schemes:
(1) The accuracy of the WMIGM is significantly better than that of the WIGM. The approximate solutions obtained by the WMIGM exhibit no obvious spurious oscillations near the boundary layer, even as the perturbation parameter approaches zero.
(2) The WMIGM exhibits greater accuracy than existing schemes, including those of the QBSM and NOBS methods with Shishkin mesh.
(3) The WMIGM demonstrates a six-order convergence rate and retains a stable convergence order better than that of the QBSM and NOBS methods with the Shishkin mesh.
These advantages indicate the potentially wide application of the WMIGM to simulating problems with local large gradients. Since the proposed WMIGM allows a very flexible nodal distribution, it can be extended to solve other problems with localized steep gradients, such as the steady-state convection diffusion problems, the steady-state heat transfer at high Péclet numbers, and the planar thin plate problems in solid mechanics. Additionally, the combination of the time integral format and the proposed method enables the solution of time dependent systems, including the Navier-Stokes equations with large Reynolds numbers and convective heat transfer problems with large Péclet numbers. Moreover, combining WMIGM with wavelet adaptive analysis holds great appeal as a potentially superior method for solving these intricate problems.
Acknowledgement: The authors sincerely thanks the reviewers and the editors of the journal for the great improvement of this paper.
Funding Statement: This work was supported by the National Natural Science Foundation of China (No. 12172154), the 111 Project (No. B14044), the Natural Science Foundation of Gansu Province (No. 23JRRA1035), and the Natural Science Foundation of Anhui University of Finance and Economics (No. ACKYC20043).
Author Contributions: The authors confirm contribution to the paper as follows: study conception and design: Jiaqun Wang, Xiaojing Liu; coding: Jiaqun Wang, Guanxu Pan; analysis and interpretation of results: Guanxu Pan, Xiaojing Liu; funding support: Jiaqun Wang, Youhe Zhou, Xiaojing Liu; draft manuscript preparation: Jiaqun Wang, Guanxu Pan; draft review: Youhe Zhou, Xiaojing Liu. All authors reviewed the results and approved the final version of the manuscript.
Availability of Data and Materials: The data that support the findings of this study are available from the corresponding author upon reasonable request.
Conflicts of Interest: The authors declare that they have no conflicts of interest to report regarding the present study.
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