• Journal of applied mathematics & informatics
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• v.26 no.3_4
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• pp.689-706
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• 2008

In this paper, a fifth order numerical method is presented for solving singularly perturbed two point boundary value problems with a boundary layer at one end point. The two point boundary value problem is transformed into general first order ordinary differential equation system. A discrete approximation of a fifth order compact difference scheme is presented for the first order system. An asymptotically equivalent first order equation of the original singularly perturbed two point boundary value problem is obtained from the theory of singular perturbations. It is used in the fifth order compact difference scheme to get a two term recurrence relation and is solved. Several linear and non-linear singular perturbation problems have been solved and the numerical results are presented to support the theory. It is observed that the present method approximates the exact solution very well.

• Journal of applied mathematics & informatics
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• v.27 no.1_2
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• pp.441-452
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• 2009

In this paper, a fifth order numerical method is presented for solving singularly perturbed differential-difference equations with negative shift. In recent papers the term negative shift has been using for delay. Similar boundary value problems are associated with expected first exit time problem of the membrane, potential in models for neuron and in variational problems in control theory. In the numerical treatment for such type of boundary value problems, first we use Taylor approximation to tackle terms containing small shifts which converts it to a boundary value problem for singularly perturbed differential equation. The two point boundary value problem is transformed into general first order ordinary differential equation system. A discrete approximation of a fifth order compact difference scheme is presented for the first order system and is solved using the boundary conditions. Several numerical examples are solved and compared with exact solution. It is observed that present method approximates the exact solution very well.

• Bulletin of the Korean Mathematical Society
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• v.55 no.3
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• pp.881-898
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• 2018

This article deals with implementation of a high-order finite difference scheme for numerical solution of the incompressible Navier-Stokes equations on curvilinear grids. The numerical scheme is based on pseudo-compressibility approach. A fifth-order upwind compact scheme is used to approximate the inviscid fluxes while the discretization of metric and viscous terms is accomplished using sixth-order central compact scheme. An implicit Euler method is used for discretization of the pseudo-time derivative to obtain the steady-state solution. The resulting block tridiagonal matrix system is solved by approximate factorization based alternating direction implicit scheme (AF-ADI) which consists of an alternate sweep in each direction for every pseudo-time step. The convergence and efficiency of the method are evaluated by solving some 2D benchmark problems. Finally, computed results are compared with numerical results in the literature and a good agreement is observed.