Journal of Applied Mathematics

Volume 2012 (2012), Article ID 241984, 11 pages

doi:10.1155/2012/241984

Research Article

On the Convergence of Continuous-Time Waveform Relaxation Methods for Singular Perturbation Initial Value Problems

Yongxiang Zhao1,2 and Li Li¹

¹School of Mathematics and Statistics, Chongqing Three Gorges University, Wanzhou 404000, China

²Hunan Key Laboratory for Computation and Simulation in Science and Engineering, School of Mathematics and Computational Science, Xiangtan University, Hunan 411105, Xiangtan, China

Received 26 April 2012; Revised 24 June 2012; Accepted 12 July 2012

Academic Editor: Jesus Vigo-Aguiar

Copyright © 2012 Yongxiang Zhao and Li Li. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract.

This paper extends the continuous-time waveform relaxation method to singular perturbation initial value problems. The sufficient conditions for convergence of continuous-time waveform relaxation methods for singular perturbation initial value problems are given.

1. Introduction

Singular perturbation initial value problems play an important role in the research of various applied sciences, such as control theory, population dynamics, medical science, environment science, biology, and economics [1, 2]. These problems are characterized by a small parameter multiplying the highest derivatives. Since the classical Lipschitz constant and one-sided Lipschitz constant are generally of size , the classical convergence theory, B-convergence theory cannot be directly applied to singular perturbation initial value problems.

Waveform relaxation methods were introduced by Lelarasmee et al. [3]. In recent years, these methods have been widely applied due to their flexibility, convenience, and efficiency. The problems of convergence of waveform relaxation methods for systems of ordinary differential equations, differential algebraic equations, integral equations, delay differential equations, and fractional differential equations were discussed by main authors (cf. [4–7], and references therein). In’t Hout [8] consider the convergence of waveform relaxation methods for stiff nonlinear ordinary differential equations. The monograph of Jiang [9] which entitled “Waveform Relaxation Methods” introduced these methods for various ODEs, differential algebraic equations, integral equations, delay differential equations and fractional differential equations, and PDEs. For more comprehensive survey on these methods and their applications, the reader is refered to the monograph in [9] and the references therein. Natesan et al., Vigo-Aguiar and Natesan [10–14] considers the general second order singular perturbation problems.

In this paper, we apply continuous waveform relaxation methods to single stiff singular perturbation initial value problems and obtain the corresponding convergence results.

In the rest parts of the text, we define the maximum norm as follows:

and the norm of exponential type:

where is any given positive number and denotes an any given norm in .

2. Convergence Analysis of the First Type

2.1. Linear SPPs

Consider the following linear singular perturbation initial value problem

where the constant matrix and the input function , is the given initial value, and is the singular perturbation parameter. The constant matrix is split by , then the system (2.1) can be written as

then we can obtain the following iterate scheme:

here we can choose the initial iterative function , the above iteration is called a continuous-time waveform relaxation process.

For any fixed , from (2.3), we have, upon premultiplying by and integrating from 0 to , as following:

Let

then (2.5) can be written as

where . It is easy to see that is a Volterra convolution operator with the kernel function :

and is the waveform relaxation operator.

Theorem 2.1. Let the waveform relaxation operator be defined in . If the kernel function is continuous in and satisfies , where is a constant, then the sequence of functions defined by (2.3) satisfy

where is the exact solution of system (2.1).

Proof. By the norm in , we can obtain

where , .

In fact, from the given condition , for any , we have

it can be obtained, by induction, that

so

which complete the proof.

Finally, we mention that the estimate (2.8) is superlinear convergence estimate, which reveals a rapid convergence behavior when .

2.2. Nonlinear SPPs

Consider the following nonlinear singular perturbation initial value problem:

where is the given initial value, is the singular perturbation parameter. is given continuous function mapping, and is unknown.

The continuous-time Waveform Relaxation algorithm for (2.13) is

where the splitting function determines the type of the Waveform Relaxation algorithm, and we assume that satisfy the following Lipschitz condition

By integrating the inequality (2.15) of both side from 0 to , we have

Let denote the function that iterated by from one iteration step, like (2.16), denote .

Theorem 2.2. Assume that the splitting function in WR iteration process (2.14) is Lipschitz continuous with respect to and , then the continuous-time Waveform Relaxation algorithm (2.14) is convergent.

Proof. We introduce another continuous function , and denote , then

Equations (2.15)–(2.17) yield

From (2.18), we have, upon premultiplying by , the following:

because of , and from the definition of norm of the exponential type, we have

It is easy to obtain

We can choose large enough such that . Thus, the Waveform Relaxation operator is a contractive operator under this norm. From the contractive mapping principle, we can derive that the continuous-time Waveform Relaxation algorithm (2.14) is convergent.

3. Convergence Analysis of the Second Type

3.1. Linear SPPs

Consider the following linear singular perturbation initial value problem

where and are the given initial value, is the singular perturbation parameter, and are given functions. The constant matrices , , , are split by , , , respectively, and are unknowns. Then the system (3.1) can be written as

The continuous-time Waveform Relaxation algorithm for (3.1) is as follows:

The matrix form of (3.3) reads

Solve the equations (3.4), we can derive

Denote , , where and are the exact solutions of (3.1). From (3.2) and (3.5), we can obtain

then (3.6) can be written as

clearly, is a Volterra convolution operator with the kernel function

is the Waveform Relaxation operator.

Theorem 3.1. Let the waveform relaxation operator be defined in . If the kernel function is continuous in and satisfies , where is a constant, then the sequence of functions defined by (3.6) satisfy

Proof. Taking the norm in both side of (3.6) which reads

From the induction of (3.10) and the condition , we can derive

Moreover, we can derive

thus, as which complete the proof.

3.2. Nonlinear SPPs

Consider the following nonlinear singular perturbation initial value problem:

where and are given initial values, is the singular perturbation parameter, and are given continuous function mappings.

The continuous-time waveform relaxation algorithm for (3.13) is

where the splitting functions and determine the type of the waveform relaxation algorithm. we can derive from (3.14) that

Denote

Theorem 3.2. Assume that the matrices and of the splitting functions and are continuous, then the continuous-time waveform relaxation algorithm (3.14) is convergent.

Proof. Subtracting (3.14) from (3.15), we have

the matrix form of (3.17) reads

Denote

Then, we can derive

Assume that the basis matrix satisfies

then the solution of (3.20) can be written as

From (3.22), we have, upon taking the norm in both side and premultiplying by , that

furthermore,

so

where and we can choose large enough such that , then the iterative error sequences are convergent.

Acknowledgments

This work is supported by Projects from NSF of China (11126329 and 10971175), Specialized Research Fund for the Doctoral Program of Higher Education of China (20094301110001), NSF of Hunan Province (09JJ3002), and Projects from the Board of Education of Chongqing City (KJ121110).

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