A variant of Tikhonov regularization for parabolic PDE with space derivative multiplied by a small parameter ∊

In this paper, we examine the applicability of a variant of Tikhonov regularization for parabolic PDE with its highest order space derivative multiplied by a small parameter ? . The solution of the operator equation ? u ? t - ? ? 2 u ? x 2 + a ( x , t ) = f ( x , t ) is not uniformly convergent to the solution of the operator equation ? u ? t + a ( x , t ) = f ( x , t ) , when ? ? 0 . This violates one of the conditions of Hadamard well-posedness and hence the perturbed parabolic operator equation is ill-posed. Since the operator is unbounded, we first discuss the general theory for unbounded operators and propose an a posteriori parameter choice rule for choosing a regularization parameter. We then apply these techniques in the context of perturbed parabolic problems. Finally, we implement our regularized scheme and compare with other basic existing schemes to assert the adaptability of the scheme as an alternate approach for solving the problem.

[1]  H. Engl,et al.  Regularization of Inverse Problems , 1996 .

[2]  On Finite Difference Fitted Schemes for Singularly Perturbed Boundary Value Problems with a Parabolic Boundary Layer , 1997 .

[3]  M. P. Rajan,et al.  Convergence analysis of a regularized approximation for solving Fredholm integral equations of the first kind , 2003 .

[4]  Vikas Gupta,et al.  A brief survey on numerical methods for solving singularly perturbed problems , 2010, Appl. Math. Comput..

[5]  Finite difference domain decomposition algorithms for a parabolic problem with boundary layers , 1998 .

[6]  N. V. Kopteva On the uniform in small parameter convergence of a weighted scheme for the one-dimensional time-dependent convection-diffusion equation , 1997 .

[7]  Carmelo Clavero,et al.  On the uniform convergence of a finite difference scheme for time dependent singularly perturbed reaction-diffusion problems , 2010, Appl. Math. Comput..

[8]  Charles W. Groetsch,et al.  Stable Approximate Evaluation of Unbounded Operators , 2006 .

[9]  Torsten Linß,et al.  Parameter uniform approximations for time‐dependent reaction‐diffusion problems , 2007 .

[10]  Arindama Singh,et al.  Tikhonov regularization of an elliptic PDE , 2001 .

[11]  Martin Stynes,et al.  Numerical methods for time-dependent convection-diffusion equations , 1988 .

[12]  Piet Hemker,et al.  ε-uniform schemes with high-order time-accuracy for parabolic singular perturbation problems , 2000 .

[13]  Srinivasan Natesan,et al.  Richardson extrapolation technique for singularly perturbed parabolic convection–diffusion problems , 2010, Computing.

[14]  Carmelo Clavero,et al.  High order methods for elliptic and time dependent reaction-diffusion singularly perturbed problems , 2005, Appl. Math. Comput..