Abstract
This paper presents a robust fitted mesh finite difference method for solving a system of n singularly perturbed two parameter convection–reaction–diffusion delay differential equations defined on the interval . Leveraging a piecewise uniform Shishkin mesh, the method adeptly captures the solution’s behavior arising from delay term and small perturbation parameters. The proposed numerical scheme is rigorously analyzed and proven to be parameter-robust, exhibiting nearly first-order convergence. A numerical illustration is included to validate the method’s efficiency and to confirm the theoretical predictions.
Keywords:
singularly perturbed delay differential equations; numerical methods; convection–diffusion equations; Shishkin meshes; boundary layer; uniform convergence MSC:
65L11; 65L12; 65L20; 65L50; 65L70
1. Introduction
Singularly perturbed differential equations (SPDEs) are integral to many fields, including fluid dynamics, chemical reactor theory, population dynamics and control systems [1,2]. Within this class, singularly perturbed delay differential equations (SPDDEs) present additional complexities due to boundary and interior layers that arise from small perturbation parameters and delay terms, making numerical solutions challenging. Established techniques like fitted mesh [3] and fitted operator methods [4] have provided accurate solutions for SPDEs, such as within the work of Cen [5], who used a hybrid scheme with a Shishkin mesh to achieve near-second-order convergence. Similarly, Gracia et al. [6] developed a monotone method for SPDEs with two parameters influencing convection and diffusion. SPDDEs typically involve boundary value problems influenced by two small parameters, and , whose interactions generate complex layer behavior governed by the ratio . This work aims to construct a parameter-robust numerical method for a system of n SPDDEs as both parameters approach zero, addressing boundary and interior layers accurately regardless of perturbation values. Stability is established, and bounds for the solution’s derivatives are derived, supporting the convergence of the fitted mesh finite difference approach, which attains nearly first-order accuracy. Numerous studies have explored singular perturbation problems, emphasizing their asymptotic behavior, the development of parameter uniform methods and challenges in introduced delay differential equations to achieve robust and accurate solutions across varying perturbation parameters [7,8,9,10,11,12]. The novelty of this research lies in addressing a system of n SPDDEs involving two small parameters in a convection–diffusion context, contrasting with prior studies that either considered single delay equations [13], a system of two equations without delay terms [14] and a system of two equations with delay terms [15]. This paper considers interacting variables affected by both delay and two distinct small perturbation parameters, and , introducing challenges in boundary and interior layer formation. To overcome these challenges, this paper presents advanced mesh techniques and robust numerical schemes that effectively resolve layers and achieve parameter uniform convergence, significantly enhancing the numerical analysis of SPDDEs.
2. Formulation of the Problem
The following system of singularly perturbed delay differential equations involving two small parameters is under consideration:
Here, where , are small parameters satisfying , and is another small parameter with . The coefficient functions , , and are all sufficiently smooth throughout the domain and The is sufficiently smooth over the interval . The value of is determined as When , the above problem without a delay term has been considered in [16]. The problem demonstrates boundary layers influenced by both and ; in particular, the layers are influenced by the ratio of . If , , the reduced problem can be expressed as
with boundary conditions This predicts that there will be a boundary layer of width near and an interior layer at , arising from the unit delay component, under the assumption that . Additionally, a similar boundary layer of width is anticipated near , along with an interior layer at , if . If , , the reduced problem is
with boundary conditions This problem remains to exhibit singular perturbation behavior due to the parameter . It is expected that a boundary layer with a width is anticipated near , and an interior layer at (due to the delay), unless the solution at differs from . Additionally, a boundary layer of width is anticipated near , with an interior layer at , if . Numerical experiments indicate that the interior right layer weakens considerably when . Consider the problem
with boundary conditions where for , and .
3. Analytical Results
This section presents a minimum principle, establishes a stability result for the problem described by Equation (1) and provides its estimates for the derivatives of the solution.
Lemma 1.
Let be such that , , on and on , , ; then, on .
Proof.
Assume that and are such that . Suppose . Then, cannot be at the boundaries 0 or 2. At , the first derivative of is denoted as and the second derivative is denoted as .
- Claim (i): . If , thenwhich contradicts the assumption that on . Thus, .
- Claim (ii): . If , thenwhich contradicts the assumption that on . Hence, . When , the differentiability of at . If does not exist, then , which contradicts the condition . If is differentiable at , then Since all entries of , and are continuous on , there exists an interval whereNext, the second derivative is examined. If for any , then , which leads to a contradiction. Therefore, we assume on the interval . This indicates that is strictly decreasing over . Given that and is continuous on , it follows that on . As a result, the continuous function cannot attain a minimum at , which contradicts the assumption that . Thus, on . The proof of the lemma is completed. □
Lemma 2
(Stability Result). Let . For ,
Proof.
Define
Consider the functions , where . Clearly, , , and for all . Hence, by Lemma 1, it is proven that , which yields the required result. The proof of the lemma is completed. □
Theorem 1.
Let be the solution of (1); then, its derivatives satisfy the following bounds on Ω:
where the constant C is independent of and μ, and .
Proof.
The proof follows the methodology outlined in Lemma 2.2 of [8]. For any , a neighborhood such that and . According to the mean value theorem, there exists a satisfying
Now, it follows that Thus,
The bounds for are obtained from Equation (1). Similarly, the bounds of and can be established for higher-order derivatives through analogous manipulations. The proof of the theorem is completed. □
4. Shishkin Decomposition of the Solution
For each of the cases and , is expressed by where
- Case (i):
In this case, for ,
- Case (ii):
In this case, for ,
To ensure that the jump conditions at in Equations (10) and (19) are satisfied, the constants and must be selected appropriately. Additionally, the constants and should be determined separately for the two cases and , ensuring they meet the bounds required for the singular component. Given that and are bounded by constants that do not depend on and , even though , , and are functions of and , the magnitudes , , and are constants independent of and .
5. Bounds on the Regular Component and Its Derivatives
To establish the result, we estimate the bounds for the smooth components and their derivatives on the interval and then use these bounds to extend the estimates to the interval . Specifically, decompose each component with respect to and then apply to the first components, followed by for the first components, and so on. This step-by-step decomposition approach is as follows for both cases:
- Case (i):
Establishing the bounds of the regular components and , it is broken down as in [17]:
where is the solution of
where is the solution of
where is the solution of
where is the solution of
Since the matrix has entries that are bounded, it follows that, for ,
Now, using Theorem 1 as well as (34) and (35) for the choice of , we have
Then, from (36) and (37), we can obtain
Next, establish the estimation of the bounds and for and the notations that are defined for as follows: with . To proceed with the analysis, let us focus on the first equations of the system described by Equations (34) and (35). It follows that
The next step involves decomposing , similarly to the equation above, as follows:
Proceeding like above, the problem associated with is similar as in (34) and (35). By applying the estimates, the bound on the solution is obtained for as follows: . Then, by applying Theorem 1, yields . Therefore, . Similarly, for , the bounds imply . In an analogous way, singularly perturbed systems of l equations are derived, where , as follows:
Using similar decomposition, it can be found that . Similarly, for , it follows that . Thus, this satisfies the following bound for and :
- Case (ii):
By establishing the bounds of the regular components and , it is broken down as
Furthermore, the maximum principle for a linear first-order operator is established and demonstrated within the framework of a terminal value problem. Define the operators
Decompose individually. Similarly, proceeding as in Case (i), the following bounds are established for all i in the range and k in the range :
6. Layer Functions
The functions for the layers are denoted by , and are specified over the interval as follows:
The layer functions are specified over as follows:
where ; ; , for . Following Lemma 5, which is presented in [16], the points which satisfy the conditions and for the case can be proved.
Similarly, for the case , it can be shown that there exist points in such that
7. Bounds on the Singular Component and Its Derivatives
Theorem 2.
Proof.
For the case , we define the barrier functions , where for . It is evident that and . Additionally, for all x in the interval . Therefore, it can be demonstrated that . Considering the equation of from (22),
This can also be written as where Now, taking ,
where is the indefinite integral of . Using the bounds on , it is established that . Using the inequality and using integration by parts, it follows from the above that
Using a similar argument, it is clear that Differentiating the equation and using a similar procedure as above, it can be shown that
It has been established that Consequently,
By introducing the barrier function, it can be demonstrated that on and which implies
By introducing another barrier function, it can be derived that Differentiating the equations of once and applying the bounds of and yields
Similarly, this leads to analogous results for on . Next, the bounds on for the case are derived. The bounds on can be derived by defining the barrier functions as follows: To bound , the argument proceeds by examining the equation of in (13). We proceed by applying the result from Theorem 1, as follows: To improve the above bound on , this process continues by differentiating from (13) once, which leads to To establish the necessary bounds, the barrier functions is defined as follows:
The bound on is obtained from the equation of in (13). To derive the bounds , we must differentiate the equation twice and thrice, respectively. Applying an argument analogous to the one used to bound leads to the bounds which are required. The bound on is obtained by differentiating the equation of in (13) once and using the bounds of and . This approach enables us to obtain
Similarly, it can be derived for on [1,2]. The bounds on are established, and its derivatives for the case are obtained. In this scenario, is decomposed over the interval .
is a matrix with bounded entries. Thus, for , it is implied that
Now, using Theorem 1 and (50), for the choice of , we have
Then, from (51) and (52), we have
The decomposition for each component with respect to is given. Then, apply to the first components, followed by for the first components, and so on. Thus, the bound for all i in the range and k in the range is as follows: Utilizing the previous derivations by deriving Similarly, we find Similarly, derive for . For the case , the bounds on are obtained by the above analogous arguments to those applied in bounding . The proof of the theorem is completed. □
8. Sharper Bounds for and
To achieve sharper bounds on the derivatives of the singular components and , these components are further decomposed for the intervals [0,1] and [1,2]. This refinement will help in demonstrating nearly first-order convergence of the proposed method. Now, the case is focused. In addition to that, the following ordering holds:
For and , it is decomposed as follows: on [0,1] and on [1,2], where the components are defined, on the interval , by
for ,
and for ,
On the interval
for ,
and for ,
with and , on .
Lemma 3.
Given the decompositions of component for each ρ and i, , , the following estimates on [0,1] are satisfied:
and the following estimates hold on [1,2]:
Proof.
For the interval [0,1], differentiating (54) thrice leads to
Then, for , using Theorem 2, we obtain
Since for , , we have
For , As , , and hence for , From (55) and (56), it is evident that for each , and
Differentiating (55) thrice on leads to For ,
From (55) and (56), it is evident that for each , , and , Differentiating (56) thrice on , we have
For ,
From (56) and , it is evident that for , and for , Since for , it can be concluded that for any and ,
Hence, Similar arguments lead to and Similarly, it is not hard to find this for the interval [1,2]. The proof of the lemma is completed. □
Lemma 4.
Given the decompositions of component for each ρ and i, , , for , the following estimates on for and for are satisfied:
Proof.
The proof follows the same logic as Lemma 3. Analogously, the decompositions can be made for and in both cases. The corresponding bounds for these components can be demonstrated in a similar manner. □
9. Numerical Method
This section explains the numerical method proposed for (1).
Shishkin Mesh
For cases and , appropriate Shishkin meshes are developed over the interval .
- Case (i):
A piecewise uniform Shishkin mesh is constructed over the interval . The interval is partitioned into subintervals based on transition points, as follows: The transition points for are defined as
for , ensuring finer mesh density near layer regions. The intervals are populated with points. For points on all inner regions and for , a uniform mesh of is placed. If each takes the left choice in its definition, the mesh becomes a classical uniform mesh, with and a constant step size . The step sizes in the intervals are defined as , for , and . At each transition point , the change in step size from to is given by , where , with when . The mesh becomes a classical uniform mesh when for all , ensuring uniformly spaced transition points and a constant step size throughout the interval. Then, from (60), and also
- Case (ii):
A piecewise uniform Shishkin mesh is constructed over the interval . The interval is partitioned into subintervals based on transition points, as follows: The transition points for are defined as
for , ensuring finer mesh density near layer regions. The intervals are populated with points. For points on all inner regions and for , a mesh of is placed and for a mesh of is placed. If each takes the left choice in its definition, the mesh becomes a classical uniform mesh, with and a constant step size . The step sizes in the intervals are defined as , for , and for . At each transition point , the change in the step size from to is given by , where , with when . The mesh becomes a classical uniform mesh when for all , ensuring uniformly spaced transition points throughout the interval. Then, from (61), , and
10. The Discrete Problem
The discrete problem is defined as follows:
with boundary conditions specified as follows: where Let
The discrete derivatives are defined as follows:
with
11. Theoretical Analysis and Error Estimation
This section establishes a discrete minimum principle, demonstrates a discrete stability analysis of the proposed numerical method, and proves its first-order convergence.
Lemma 5
(Discrete Minimum Principle). Assume that the mesh function , satisfies and . Then, if for and for and , it implies that for all .
Proof.
Let and be such that and suppose . Then, , , and . Therefore, . Consider the two cases for . If , then
which is a contradiction, which gives . For , if , then
which is a contradiction, which gives . The only remaining possibility is that . Thus, by hypothesis, it follows that This implies and since , it holds that Consequently, it follows that Now, consider the operator acting on the solution at
leading to a contradiction, implying that for all . The proof of the lemma is completed. □
Lemma 6
(Discrete Stability Result). If , is any mesh function, then
Error Estimate
Analogous to the continuous case, the discrete solution can be decomposed into and , as defined below.
It is clear that
Proof.
Determining the local truncation error
for . It is established that . In this case, where , we have the following based on (39) and (42): Using Lemma 6, consider the following mesh functions: Provided that the value of C is sufficiently large, it follows that . Thus, Similarly, For the case , Similarly, Thus,
The proof of the lemma is completed. □
The bounds on the error in the singular components and are estimated for the case . These estimates are derived by utilizing the mesh functions , where , which are defined over as follows:
Lemma 8.
For , the layer components and , satisfy the following bounds on :
Proof.
This result can be demonstrated by defining the appropriate mesh functions , and and noticing that and . Furthermore, and . Consequently, the discrete minimum principle yields the expected result. The proof of the lemma is completed. □
Proof.
The local truncation error is given by
where . Since , the mesh is uniform; thus, . In this instance, and .
Similarly, Let the barrier function be given by
on , where is a constant and it satisfies , as follows: The mesh functions described above are inspired by those constructed in [18]. Now, as , , , and . Then, define . It is easy to observe that and . Hence, by applying minimum principle, Similarly, The proof of the lemma is completed. □
Proof.
The required result is established for each mesh point by partitioning the interval , as shown in the figure below, for .
In each scenario, the local truncation error is first estimated. This is followed by the formulation of a suitable barrier function, designed to capture the essential properties of the solution within a specified domain. By utilizing these barrier functions, the desired estimate is obtained.
In each scenario, the local truncation error is first estimated. This is followed by the formulation of a suitable barrier function, designed to capture the essential properties of the solution within a specified domain. By utilizing these barrier functions, the desired estimate is obtained.
- Case (a):.
Clearly, . Then, utilizing the standard approach to local truncation through Taylor expansions, error estimates are obtained, which are valid for and , as follows:
Let the mesh functions be defined for , where and , as follows:
Utilizing the minimum principle and barrier function , it has been established that Similarly, for the interval (1,2), we have
- Case (b):.
The two scenarios considered are Case (b1): and Case (b2): . Case (b1): In this case, where , the mesh is uniform within the interval . Consequently, for any , for . Then,
Now, for and , define
Utilizing the minimum principle and barrier function , it has been derived that Similarly, for the interval (1,2), we have Case (b2): In this case, where , . Hence, for , by utilizing the standard approach to local truncation errors in Taylor series expansions, . Then,
Now, using Lemma 3, it is not hard to derive that
and, for , we have
Specify
and, for , we have
- Case (c): .
The three scenarios are outlined below. Case (c1): , Case (c2): and for some q, , Case (c3): . Case (c1): . Since and the mesh remains uniform over the interval , it can be concluded that for , Hence,
For ,
Utilizing the minimum principle and barrier function , it has been derived that Similarly, for the interval (1,2), we have Case (c2): and for some q, . In this case, since , the region exhibits uniform mesh points and satisfies , for any point . The utilized approach to local truncation is derived from Taylor expansions, as follows:
Now, utilizing Lemma 3, it is evident that for , we have
and, for , we have
Now, for , specify
and, for , specify
- Case (c3):. In the previous arguments of Case (c2), by replacing q with m and applying the inequality , the estimates are valid for .For , we haveand, for , we haveFor , defineand, for , define
- Case (d):
There are three distinct cases that need to be considered: Case (d1): , Case (d2): and for some q, and Case (d3): . Case (d1): . In this case, the mesh is uniformly distributed over the interval . The corresponding result for this situation is derived in Lemma 9. Case (d2): and for some q, . For this scenario, based on the definition of , it can be shown that Moreover, by applying analogous arguments similar to Case (c2), this leads to the estimates for . For ,
and, for ,
Now define, for , the following:
and, for , define
respectively. Case (d3): For , let be defined as . Then, considering the interval , we have
Hence, Thus, for each of the cases, the barrier function is constructed. Moreover, using minimum principle, it was derived that Therefore,
The proof of the lemma is completed. □
The bounds on the error in the singular components and are estimated for the case . These estimates are derived by utilizing the mesh functions , where , which are defined over as follows:
with , for , for .
Proof.
Assume that . For , the local truncation error is given by
where . Since , the mesh is uniform. Then, the value of . In this instance, ,
This is established for each mesh point by partitioning the interval as follows, for :
In each scenario, the local truncation error is first estimated. This is followed by the formulation of a suitable barrier function, designed to capture the essential properties of the solution within a specified domain. By utilizing these barrier functions, the desired estimate is obtained.
In each scenario, the local truncation error is first estimated. This is followed by the formulation of a suitable barrier function, designed to capture the essential properties of the solution within a specified domain. By utilizing these barrier functions, the desired estimate is obtained.
- Case (a):.
Clearly, . Then, by utilizing the approach to local truncation in Taylor expansions, error estimates are obtained, which are valid for and , as follows:
- Case (b):
The two scenarios considered are Case (b1): and Case (b2): . Case (b1): . In this case, the mesh is uniform within the interval . Consequently, for any , for . Then,
- Case (b2): . Tor this case, . Hence, for , by utilizing the standard approach to local truncation errors in Taylor series expansions, the term . Then, using Lemma 4, we have
- Case (c): .
The three scenarios are outlined below. Case (c1): , Case (c2): and for some q, and Case (c3): . Case (c1): . Since and the mesh remains uniform over the interval , it can be concluded that for , Hence,
- Case (c2): and for some q, . Since , the mesh is uniform in , which implies that , for . The approach to local truncation is derived from Taylor expansions, and it is outlined in Lemma 4, as follows:
- Case (c3): . In the previous arguments of Case (c2), by replacing q with m and applying the inequality , the estimates are valid for .
- Case (d): There are three distinct cases that need to be considered: Case (d1): , Case (d2): and for some q, and Case (d3): . Case (d1): . In this case, the mesh is uniformly distributed over the interval . The corresponding result for this situation is derived in Lemma 9. Case (d2): and for some q, . For this scenario, based on the definition of , it can be shown that Moreover, by employing arguments analogous to Case (c2), this leads to the estimates for . Case (d3): . Let be defined as on the interval . Hence, . Similarly,. Therefore,The proof of the lemma is completed. □
To establish the bounds on the error , the mesh function is defined over
Lemma 12.
For the case , the layer components and , satisfy the following bounds on :
Proof.
This result can be demonstrated by defining the mesh functions and . Also, since , . Hence, . Also, for an appropriate choice of C, it follows that . Further, and . Hence, by the minimum principle, and , for . Hence, The proof of the lemma is completed. □
Lemma 13.
At each point , , for the case .
Proof.
The local truncation error is given by
where . Consider the case . Then, . Hence, Consider the case . Hence,
for . Similarly, like above,
Examine the mesh region . It is known that . Then, , For , The proof of the lemma is completed. □
Theorem 3.
Proof.
The proof follows Lemmas 7, 9, 11 and 13. □
12. Numerical Illustration
12.1. Example
The numerical approximation of the solution to the following system on the interval is obtained by applying the proposed method to both cases, where and , as follows:
where .
12.2. Example
The numerical approximation of the solution to the following system on the interval is obtained by applying the proposed method to both cases, where and , as follows:
where .
To evaluate the order of convergence, maximum pointwise errors and error constants, a modified two-mesh algorithm was utilized. The results are summarized in Table 1, Table 2, Table 3 and Table 4. As the parameter decreases, the error stabilizes for each N, while the maximum pointwise error decreases and the observed order of convergence improves as N increases, confirming the theoretical predictions. Figure 1 and Figure 2 display the solution profiles for the n-system over the interval for Example in Section 12.1. Figure 3 and Figure 4 display the solution profiles for the n-system over the interval for Example in Section 12.2. In Figure 1 and Figure 3, corresponding to the condition boundary layers are observed for the components () near , and , which is consistent with the theoretical expectations. On the other hand, Figure 2 and Figure 4 illustrate the case where Here, layers are observed for near , while boundary layers emerge near and are delayed near . Log–log plots effectively illustrate the relationship between the number of mesh points N and the maximum pointwise errors, offering a clear depiction of convergence behavior. Figure 5 and Figure 6 present the maximum pointwise errors for different values in Cases 1 and 2, demonstrating how the error decreases as N increases. These plots validate theoretical predictions and emphasize the impact of on the accuracy of the numerical method.
Table 1.
For Example in Section 12.1. Values of and when for .
Table 2.
For Example in Section 12.1. Values of and when for .
Table 3.
For Example in Section 12.2. Values of and when for .
Table 4.
For Example in Section 12.2. Values of and when for .
Figure 1.
The graphical representation of numerical solutions for Example in Section 12.1 for the following case: .
Figure 2.
The graphical representation of numerical solutions for Example in Section 12.1 for the following case: .
Figure 3.
The graphical representation of numerical solutions for Example in Section 12.2 for the following case: .
Figure 4.
The graphical representation of numerical solutions for Example in Section 12.2 for the following case: .
Figure 5.
For The graphical representation of maximum pointwise errors for Example in Section 12.1 for different values for Cases 1 and 2.
Figure 6.
The graphical representation of maximum pointwise errors for Example in Section 12.2 for different values for Cases 1 and 2.
13. Conclusions
This paper presented a robust fitted mesh finite difference method for solving a system of two-parameter ‘n’ singularly perturbed delay differential equations of the convection–reaction–diffusion type. The method leverages a piecewise uniform Shishkin mesh to address the intricate challenges posed by small perturbation parameters and delay terms across multiple equations. Our theoretical analysis demonstrates that the proposed scheme attains nearly first-order convergence in the maximum norm, uniformly with respect to the perturbation parameters. Numerical experiments confirm the method’s robustness and accuracy, demonstrating its capability to resolve boundary layers with precision across a system of equations. This work marks a significant advancement in numerical techniques for SPDDEs, emphasizing the critical importance of developing parameter-uniform methods to address the unique challenges posed by systems of equations with multiple layers and delays. Future investigations could focus on extending these methods to enhance the computational efficiency, improve convergence rates and handle more intricate systems encountered in real-world applications.
Author Contributions
Conceptualization, J.P.M.; methodology, J.A. and J.P.M.; software, J.P.M. and J.A.; validation, J.P.M., G.E.C. and S.L.P.; formal analysis, J.A. and J.P.M.; investigation, J.A., J.P.M. and G.E.C.; resources, J.P.M. and J.A.; data curation, J.A. and J.P.M.; writing—original draft preparation, J.A. and J.P.M.; writing—review and editing, J.A., J.P.M., G.E.C. and S.L.P.; visualization, J.A.; supervision, G.E.C.; project administration, J.P.M., G.E.C. and S.L.P.; funding acquisition, S.L.P. and G.E.C. All authors have read and agreed to the published version of the manuscript.
Funding
This research received no external funding.
Data Availability Statement
Data are contained within the article.
Conflicts of Interest
The authors declare no conflicts of interest.
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