Solving singular convection–diffusion equation by exponentially-fitted trial functions and adjoint Trefftz test functions
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Received: ,
Accepted: ,
This article was originally published by Elsevier and was migrated to Scientific Scholar after the change of Publisher.
Peer review under responsibility of King Saud University.
Abstract
The paper develops a weak-form integral equation method (WFIEM) for solving the singularly perturbed convection–diffusion equation, which is too ill-posed to find the singular solution using conventional methods. We use Green’s second identity to generate integral equation, which includes a source term and boundary functions on the space-time boundary, and the derived adjoint Trefftz test functions. Then the singular solution is expressed in terms of a set of exponentially-fitted trial functions, which automatically satisfy the boundary conditions. The numerical algorithm deduced from the WFIEM is effective and accurate in the numerical solutions of highly singular parabolic type problems as will be observed by numerical examples.
Keywords
Singular convection–diffusion equation
Adjoint Trefftz test functions
Exponentially-fitted trial functions
1 Introduction
The mathematical models that involve a combination of convective, diffusive and reactive terms are widespread in many engineering and scientific branches. Often we may encounter the problem that the boundary layers are presented when the convective term dominates than the diffusive term. When the Péclet number is large, the difficulty might appear in the numerical approximations. Thus a vast literature has built up over the last few decades on a variety of techniques for analyzing and overcoming these difficulties (Morton, 1996).
Our problem is to find
Because the highest order term
It is known that the singularly perturbed convection–diffusion Eq. (1) is highly ill-posed (Rajan and Reddy, 2016), and as mentioned there the discretization of the singularly perturbed convection–diffusion equation often leads to a highly ill-conditioned system which results in an unstable numerical solution. Due to the presence of boundary layers phenomena we have to seek more suitable trial functions and test functions in the weak-form methods, which lead to stable and robust numerical methods to give stable solution for any value of the diffusion parameter.
The remaining portion is arranged as follows. In Section 2 we introduce a weak-form integral equation method based on Green’s second identity and the adjoint operator. In Section 3 we derive the spectral functions to simplify the weak-form integral equation derived in Section 2. Using the exponentially-fitted trial functions to expand the singular solution and using the adjoint Trefftz test functions, we can derive a quite simple linear system in Section 4, which is then solved using the conjugate gradient method (CGM) to determine the expansion coefficients. Numerical examples are given in Section 5, and the conclusions are drawn in Section 6.
2 A weak-form integral equation method
The idea of weak-form integral equation method with inserting the adjoint Trefftz functions as test functions has been successfully developed by Liu (2016a), Liu and Chang (2016) and Liu and Wang (2016) to solve the direct and inverse problems of elliptic and parabolic PDEs. In order to explore the new method we first derive the following results.
Green’s second identity) Let
Inserting
For the singular problem (1) we have the following integral relation:
3 The adjoint Trefftz test functions
In order to simplify the weak-form integral Eq. (8), we need to find the adjoint Trefftz test function
For the singular problem, the adjoint Trefftz test functions which satisfy Eqs. (9) and (10) are given by
Let
In order to satisfy the boundary conditions
We may call
Inserting Eq. (11) into Eq. (8) we can derive a quite simple integral relation between
For the singular convection–diffusion Eq. (1), the solution
This theorem follows from Eq. (8) using
4 Numerical algorithm of WFIEM
To prompt the introduction of the exponentially-fitted trial functions, let us consider
It can be seen that the singular solution is of the exponential type function.
There are two basic trial functions we need:
Then we describe a simple algorithm to solve
Inserting Eq. (29) with
Instead of Eq. (33), we can solve a normal linear system:
The algorithm of conjugate gradient method (CGM) for solving Eq. (35) is summarized as follows.
-
Give an initial
and then compute and set . -
For
, we repeat the following iterations:
If
There are many different methods to choose the test functions and trial functions. Here, the method of adjoint Trefftz test functions transforms the strong form in Eq. (1) into the most weak-form integral Eq. (24). Moreover, the test functions can be solved in closed-form by Eq. (11), which significantly enhance the efficiency of the presented method in the solution of the singular problems at hand. From Eqs. (11) and (12) we can observe that the singular behavior of the singular problems is reflected in the test functions. On the other hand, in order to simulate the singular behavior of the singular problems we have used the exponentially-fitted functions as the trial functions, which automatically satisfy the boundary conditions. When we take enough bases and generate enough algebraic equations using many linearly independent test functions
5 Numerical examples
In this section we apply the weak-form integral equation method (WFIEM) to solve Eq. (1). Sometimes we may want to find all the time histories of
Reminding that the linear system (33) has a constant coefficient matrix
Upon substituting the time-varying coefficients
In order to assess the accuracy of the new method, we consider an exact solution:
In the WFIEM we take
In Fig. 2 we plot the numerical errors in a time interval
Next we consider a more complex exact solution with two boundary layers at
In Fig. 3(a) we plot the numerical solution, while in Fig. 3(b) the exact solution in a time interval
Finally we consider
In order to apply the exponentially-fitted trial functions in Eqs. (30) and (31) to solve the above problem we need to consider the following variable transformation:
Solving

- For the singular problem of example 1 solved by the WFIEM, (a) showing the convergence iterations, and (b) comparing numerical and exact solutions.

- For the singular problem of example 1 solved by the WFIEM, showing the numerical errors in a time interval.

- For the singular problem of example 2 solved by the WFIEM, comparing the numerical and exact solutions in a time interval.
We take

- For the singular problem of example 3 solved by the WFIEM, (a) showing the convergence iterations and (b) showing numerical solutions at two different times.
6 Conclusions
In this paper we have derived a weak-form integral equation method to tackle the highly singular problem of the one-dimensional convection–diffusion equation. Because the closed-form spectral functions were used as the adjoint Trefftz test functions in the integral equation, we can easily find the singular solution at any time. The use of exponentially-fitted trial functions as solution bases can faithfully capture the singular behavior in the boundary layers. Through numerical experiments, we have confirmed that the proposed algorithm is applicable to the singular convection–diffusion equation. Moreover, the WFIEM is very accurate and no error propagation and amplification.
Acknowledgements
The Chair Professor of Hohai University and the Thousand Talents Programme of China granted to the author are highly appreciated.
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