Open Access
An efficient numerical method for 1D singularly perturbed parabolic convection-diffusion systems with repulsive interior turning points
(Elsevier, 2025-12-15) Clavero, Carmelo; Jorge Ulecia, Juan Carlos; Estadística, Informática y Matemáticas; Estatistika, Informatika eta Matematika; Institute of Smart Cities - ISC
In this work, we propose and study a numerical method to solve efficiently one-dimensional parabolic singularly perturbed systems of convection-diffusion type, for which the convection coefficient is zero at an interior point of the spatial domain. We focus our attention on the case of having the same diffusion parameter in both equations; as well we assume adequate signs on the convective coefficients in order to the interior turning point is of repulsive type. Under these conditions, if the data of the problem are composed by continuous functions, the exact evolutionary solution, in general, has regular boundary layers at the end points of the spatial domain. To solve this type of problems, we combine the fractional implicit Euler method and the classical upwind scheme, defined on a special mesh of Shishkin type. The resulting numerical method reach uniform convergence of first order in time and almost first order in space. Numerical results obtained for different test problems are shown which corroborate in practice the uniform convergence of the numerical algorithm and also their computational efficiency in comparison with classical numerical methods used for the same type of problems.
Open Access
An efficient uniformly convergent method for multi-scaled two dimensional parabolic singularly perturbed systems of convection-diffusion type
(Elsevier, 2025-01-01) Clavero, Carmelo; Jorge Ulecia, Juan Carlos; Estadística, Informática y Matemáticas; Estatistika, Informatika eta Matematika; Institute of Smart Cities - ISC; Universidad Pública de Navarra / Nafarroako Unibertsitate Publikoa
In this work we solve initial-boundary value problems associated to coupled 2D parabolic singularly perturbed systems of convection-diffusion type. The analysis is focused on the cases where the diffusion parameters are small, distinct and also they may have different order of magnitude. In such cases, overlapping regular boundary layers appear at the outflow boundary of the spatial domain. The fully discrete scheme combines the classical upwind scheme defined on an appropriate Shishkin mesh to discretize the spatial variables, and the fractional implicit Euler method joins to a decomposition of the difference operator in directions and components to integrate in time. We prove that the resulting method is uniformly convergent of first order in time and of almost first order in space. Moreover, as only small tridiagonal linear systems must be solved to advance in time, the computational cost of our method is remarkably smaller than the corresponding ones to other implicit methods considered in the previous literature for the same type of problems. The numerical results, obtained for some test problems, corroborate in practice the good behavior and the advantages of the algorithm.
Open Access
A uniformly convergent scheme to solve two-dimensional parabolic singularly perturbed systems of reaction-diffusion type with multiple diffusion parameters
(John Wiley & Sons Ltd, 2021) Clavero, Carmelo; Jorge Ulecia, Juan Carlos; Estadística, Informática y Matemáticas; Estatistika, Informatika eta Matematika; Institute of Smart Cities - ISC
In this work, we deal with solving two-dimensional parabolic singularly perturbed systems of reaction-diffusion type where the diffusion parameters at each equation of the system can be small and of different scale. In such case, in general, overlapping boundary layers appear at the boundary of the spatial domain and, because of this, special meshes are required to resolve them. The numerical scheme combines the central difference scheme to discretize in space and the fractional implicit Euler method together with a splitting by components to discretize in time. If the fully discrete scheme is defined on an adequate piecewise uniform Shishkin mesh in space then it is uniformly convergent of first order in time and of almost second order in space. Some numerical results illustrate the theoretical results. © 2020 John Wiley & Sons, Ltd.
Open Access
A splitting uniformly convergent method for one-dimensional parabolic singularly perturbed convection-diffusion systems
(Elsevier, 2023) Clavero, Carmelo; Jorge Ulecia, Juan Carlos; Estadística, Informática y Matemáticas; Estatistika, Informatika eta Matematika; Institute of Smart Cities - ISC; Universidad Pública de Navarra / Nafarroako Unibertsitate Publikoa
In this paper we deal with solving robustly and efficiently one-dimensional linear parabolic singularly perturbed systems of convection-diffusion type, where the diffusion parameters can be different at each equation and even they can have different orders of magnitude. The numerical algorithm combines the classical upwind finite difference scheme to discretize in space and the fractional implicit Euler method together with an appropriate splitting by components to discretize in time. We prove that if the spatial discretization is defined on an adequate piecewise uniform Shishkin mesh, the fully discrete scheme is uniformly convergent of first order in time and of almost first order in space. The technique used to discretize in time produces only tridiagonal linear systems to be solved at each time level; thus, from the computational cost point of view, the method we propose is more efficient than other numerical algorithms which have been used for these problems. Numerical results for several test problems are shown, which corroborate in practice both the uniform convergence and the efficiency of the algorithm.
Open Access
Solving efficiently one dimensional parabolic singularly perturbed reaction¿diffusion systems: a splitting by components
(Elsevier, 2018) Clavero, Carmelo; Jorge Ulecia, Juan Carlos; Estadística, Informática y Matemáticas; Estatistika, Informatika eta Matematika; Institute of Smart Cities - ISC
In this paper we consider 1D parabolic singularly perturbed systems of reaction¿diffusion type which are coupled in the reaction term. The numerical scheme, used to approximate the exact solution, combines the fractional implicit Euler method and a splitting by components to discretize in time, and the classical central finite differences scheme to discretize in space. The use of the fractional Euler method combined with the splitting by components means that only tridiagonal linear systems must be solved to obtain the numerical solution. For simplicity, the analysis is presented in a complete form only in the case of systems which have two equations, but it can be easily extended to an arbitrary number of equations. If a special nonuniform mesh in space is used, the method is uniformly and unconditionally convergent, having first order in time and almost second order in space. Some numerical results are shown which corroborate in practice the theoretical ones.
Open Access
An efficient numerical method for singularly perturbed time dependent parabolic 2D convection-diffusion systems
(Elsevier, 2018) Clavero, Carmelo; Jorge Ulecia, Juan Carlos; Ingeniería Matemática e Informática; Matematika eta Informatika Ingeniaritza; Institute of Smart Cities - ISC
In this paper we deal with solving efficiently 2D linear parabolic singularly perturbed systems of convection–diffusion type. We analyze only the case of a system of two equations where both of them feature the same diffusion parameter. Nevertheless, the method is easily extended to systems with an arbitrary number of equations which have the same diffusion coefficient. The fully discrete numerical method combines the upwind finite difference scheme, to discretize in space, and the fractional implicit Euler method, together with a splitting by directions and components of the reaction–convection–diffusion operator, to discretize in time. Then, if the spatial discretization is defined on an appropriate piecewise uniform Shishkin type mesh, the method is uniformly convergent and it is first order in time and almost first order in space. The use of a fractional step method in combination with the splitting technique to discretize in time, means that only tridiagonal linear systems must be solved at each time level of the discretization. Moreover, we study the order reduction phenomenon associated with the time dependent boundary conditions and we provide a simple way of avoiding it. Some numerical results, which corroborate the theoretical established properties of the method, are shown.