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Internal Layers in The OneDimensional Reaction-Diffusion Equation With A Discontinuous Reactive Term
Internal Layers in The OneDimensional Reaction-Diffusion Equation With A Discontinuous Reactive Term
Abstract—A singularly perturbed boundary value problem for a secondorder ordinary differential
equation known in applications as a stationary reaction–diffusion equation is studied. A new class of
problems is considered, namely, problems with nonlinearity having discontinuities localized in some
domains, which leads to the formation of sharp transition layers in these domains. The existence of
solutions with an internal transition layer is proved, and their asymptotic expansion is constructed.
DOI: 10.1134/S096554251512012X
Keywords: singular perturbations, onedimensional reaction–diffusion equation, internal layers,
asymptotic methods.
1. INTRODUCTION
Below, we develop asymptotic methods for analyzing solutions with internal transition layers in non
linear singularly perturbed problems known in applications as reaction–diffusion and reaction–advec
tion–diffusion equations, which are widely used as mathematical models in various fields. Such studies
are actively conducted in our country and abroad. The basic achievements in this field can be found in [1–3],
where the results produced by the wellknown boundary function method, whose basic ideas are described
in [4], are extended to new classes of problems with internal transition layers for both ordinary and partial
differential equations. Additionally, a method for substantiating asymptotics is developed (see also [5]).
These results are extended to some classes of systems [6] and problems with nonstationary internal layers
(see [7, 8]).
In this paper, we consider a new class of problems, namely, ones with nonlinearities having disconti
nuities localized in some domains, which leads to the formation of sharp transition layers in these
domains. This problem formulation is natural for many applications. Below, we consider a boundary value
problem for a onedimensional stationary reaction–diffusion equation in which the term describing reac
tion (interaction) undergoes a discontinuity at some point. Consider the singularly perturbed boundary
value problem
2
μ u'' = f ( u, x, μ ), 0 ≤ x ≤ 1, (1.1)
0 1
u ( 0, μ ) = u , u ( 1, μ ) = u , (1.2)
where
⎧ f 1 ( u, x, μ ), 0 ≤ x ≤ x0 ,
f ( u, x, μ ) = ⎨
⎩ f 2 ( u, x, μ ), x 0 ≤ x ≤ 1.
Here, μ > 0 is a small parameter and x0 is a given number such that 0 < x0 < 1. By the solution of problem (1.1),
(1.2), we mean a function
1 2 2
u ( x, μ ) ∈ C [ 0, 1 ] ∩ ( C ( 0, x 0 ) ∪ C ( x 0, 1 ) )
satisfying Eq. (1.1) and conditions (1.2). Below, this problem is proved to have a solution with an internal tran
sition layer, an algorithm for constructing an asymptotic approximation of the solution is proposed, and the
accuracy of this approximation is estimated. The results of this work are of interest in the theory of singular per
turbations and in applications. Moreover, they are of interest in intensively developed numerical methods for
solving singularly perturbed problems with the use of information on internal transition layers for constructing
and substantiating nonuniform grids (see, e.g., [9–11] and the references therein).
2001
2002 NEFEDOV, MINKANG NI
2. BASIC CONDITIONS
Assume that the following conditions are satisfied.
Condition 1. The functions f1(u, x, μ) and f2(u, x, μ) are sufficiently smooth on the sets
D 1 = { ( u, x, μ ) u ≤ l, 0 ≤ x ≤ x 0, 0 ≤ μ ≤ μ 0 },
D 2 = { ( u, x, μ ) u ≤ l, x 0 ≤ x ≤ 1, 0 ≤ μ ≤ μ 0 }
respectively, where l and μ0 are positive numbers, and the discontinuous function f(u, x, μ) at the point
x = x0 satisfies the inequality
f 1 ( u, x 0, 0 ) ≠ f 2 ( u, x 0, 0 ), u ∈ [ – l, l ].
Condition 2. The reduced equation f(u, x, 0) = 0 has a discontinuous solution
⎧ φ 1 ( x ), 0 ≤ x ≤ x0 ,
u(x) = ⎨
⎩ φ 2 ( x ), x 0 ≤ x ≤ 1.
To be definite, we assume that φ1(x0) < φ2(x0).
Condition 3. fu( u (x), x, 0) > 0 for 0 ≤ x ≤ 1.
Below, we construct an asymptotic expansion of a solution u(x, μ) to problem (1.1), (1.2) that has an
internal transition layer near the point x = x0 and boundary layers near x = 0 and x = 1.
Consider an auxiliary system (an analogue of the Tikhonov associated system [4]):
dz̃ = f ( ũ, x, 0 ),
dũ
= z̃, (2.1)
dξ dξ
where x is a parameter. It is well known that, by virtue of Conditions 2 and 3, the solution of this system
(φi(x), 0) for every fixed x is a saddletype stationary point. To find the leading term in the description of
the boundary layer, an important role is played by the following boundary value problems for this system
taken at x = 0 and x = 1:
dz̃ = f ( ũ, i, 0 ),
dũ = z̃,
ξ ≥ 0, (2.2)
i+1
dξ dξ
i
ũ ( 0 ) = u , ũ ( ∞ ) = φ i + 1 ( i ), (2.3)
where i = 0, 1; ξ = x/μ for i = 0; and ξ = (1 – x)/μ for i = 1. To be definite, assume also that (φi + 1(i) > ui).
By virtue of Conditions 2 and 3, in the phase plane ( ũ , z̃ ) there exists a separatrix of the form
1
ũ
⎛ ⎞2
Ω + : z̃ = – 2 ⎜
⎝ ∫ f i + 1 ( s, i, 0 ) ds⎟ ,
⎠
φi + 1 ( i )
which enters the stationary point (φi(i), 0) as ξ +∞ (i = 0, 1). The solvability condition for problem (2.2),
(2.3) can be formulated as the condition that the boundary values belong to the domain of attraction of
the corresponding roots of the reduced equation. It can be written as follows.
Condition 4. In the phase plane ( ũ , z̃ ), the vertical line ũ = ui (i = 0, 1) intersects the separatrix Ω+,
ũ
which means that
∫ φi + 1 ( i )
f ( s, i, 0 ) ds > 0 for any ũ ∈ (φi + 1(i), ui].
To find the leading term in the asymptotic representation of the internal transition, we use the follow
ing boundary value problems for system (2.2) taken at x = x0:
dz̃ = f ( ũ, x , 0 ),
dũ = z̃, ξ ∈ R +−,
(2.4)
i 0
dξ dξ
ũ ( 0 ) = p, ũ ( −
+ ∞ ) = φ i ( x 0 ), (2.5)
where i = 1, 2; ξ = (x – x0)/μ; and p ∈ (φ1(x0), φ2(x0)).
By virtue of Conditions 2 and 3, in the phase plane ( ũ , z̃ ), there exists a separatrix of the form
1
ũ
(–) ⎛ ⎞2
Ω̃ – : z̃ = 2⎜
⎝ ∫ f 1 ( s, x 0, 0 ) ds⎟
⎠
φ1 ( x0 )
entering the stationary point (φ1(x0), 0) as ξ –∞ and there exists a separatrix of the form
1
ũ
(+) ⎛ ⎞2
Ω̃ + : z̃ = 2⎜
⎝ ∫ f 2 ( s, x 0, 0 ) ds⎟
⎠
φ2 ( x0 )
∫ f 1 ( u, x 0, 0 ) du =
∫ f 2 ( u, x 0, 0 ) du .
φ1 ( x0 ) φ2 ( x0 )
where
(–) (–) (–) 2 (–)
u ( x, μ ) = u 0 ( x ) + μu 1 ( x ) + μ u 2 ( x ) + …,
2
Lu ( ξ 0, μ ) = L 0 u ( ξ 0 ) + μL 1 u ( ξ 0 ) + μ L 2 u ( ξ 0 ) + …,
(–) (–) (–) 2 (–)
Q u ( ξ, μ ) = Q 0 u ( ξ ) + μQ 1 u ( ξ ) + μ Q 2 u ( ξ ) + …,
ξ 0 = x/μ, ξ = ( x – x 0 )/μ.
(–)
The functions u k (x) are the regular part of the asymptotics, the functions Lku(ξ0) are the boundary
(–)
layer part of the asymptotics near the point x = 0, and the boundarylayer functions Q k u(ξ) describe the
fast variation in the solution near the point x = x0 to the left of it. The boundarylayer functions are
(–)
assumed to satisfy the standard conditions Lku(+∞) = 0 and Q k u(–∞) = 0. A formal solution of
problem (3.3), (3.4) for x ∈ [x0, 1] is constructed in a similar form:
(+) (+) (+)
U ( x, μ ) = u ( x, μ ) + Lu ( ξ 1, μ ) + Q u ( ξ, μ ), (3.7)
where ξ1 = (1 – x)/μ. Substituting (3.6) and (3.7) into problems (3.1), (3.2) and (3.3), (3.4); representing
the righthand side of Eq. (1.1) as a sum of functions depending on x, ξ0, and ξ; and, in the standard man
ner, equating the coefficients of like powers of μ depending separately on x, ξi and ξ, we derive equations
(±)
for determining the coefficients of the asymptotics. Specifically, for the regular asymptotic terms u 0 ( x ) ,
(±)
we have degenerate equations, while, for u k ( x ) with k > 0, we have the equations
(±) (±)
f iu ( x )u k ( x ) = h k ,
(±) (±) ( –± ) (±)
where h k is a function of ( u 0 , …, u k – 1 , x) and k ≥ 1. Therefore, u 0 ( x ) = φi(x) (see Condition 2).
(–)
By virtue of Condition 3, the linear equations for u k (x), k ≥ 1, are uniquely solvable. Thus, the regular
part of asymptotics (3.6) and (3.7) has been determined. The boundary functions Lku(ξi) (i = 0, 1) are also
constructed following the standard scheme (see [4]; for the application of this scheme to an equation of
(±)
form (1.1), see, e.g., [2]). Let us describe the construction of Q k u(ξ) in more detail. These functions are
determined by problems obtained from the following representations by expanding them in powers of μ
and comparing the coefficients of like powers:
2
d (±) (±) (±)
Q
2
u ( ξ, μ ) = f i ( u ( x 0 + μξ, μ ) + Q u ( ξ, μ ), x 0 + μξ, μ )
dξ (3.8)
(±) ±
– f i ( u ( x 0 + μξ, μ ) ), x 0 + μξ, μ ), ξ∈R ,
(±) (±) (±)
Q u ( 0, μ ) = p ( μ ) – u ( x 0 + μξ, μ ), Q u ( ± ∞, μ ) = 0. (3.9)
(±)
As a result, for Q 0 u(ξ), we obtain the problems
2
d (±) (±) ±
Q
2 0
u = f i ( φ i ( x 0 ) + Q 0 u, x 0, 0 ), ξ∈R , (3.10)
dξ
(±) (±)
Q 0 u ( 0 ) = p 0 – φ i ( x 0 ), Q 0 u ( ± ∞ ) = 0. (3.11)
(±) (±) (±) (±)
Making the changes of variables ũ = φi(x0) + Q 0 u(ξ) and z̃ = ( ũ )' , we rewrite (3.10) and (3.11) as
(±) (±)
dz̃ (±) dũ (±) ±
= f i ( ũ , x 0, 0 ), = z̃ , ξ∈R , (3.12)
dξ dξ
(±) (±)
ũ ( 0 ) = p 0 , ũ ( ± ∞ ) = φ i ( x 0 ). (3.13)
(±)
By virtue of Conditions 2, 3, and 5, problems (3.12), (3.13) have a solution Q 0 u(ξ) and, by virtue of
Condition 2, this solution satisfies an exponential estimate.
(±)
To determine Q k u(ξ) (k ≥ 1) in (3.6) and (3.7), we obtain the following problems from (3.8) and (3.9):
2 (±)
d Qk u (±) (±) (±) ±
= f iu ( ξ )Q k u + h k ( ξ ) ,
2
ξ∈R , (3.14)
dξ
(±) (±) (±)
Q k u ( 0 ) = p k – u k ( 0 ), Q k u ( ± ∞ ) = 0, (3.15)
(±) (±) (±) (±)
where f iu ( ξ ) , while fiu(φi(x0) + Q 0 u, x0, 0), h k ( ξ ) are given function depending on u j ( 0 ) (j ≤ k) and
(–)
Q j u ( ξ ) (j ≤ k – 1). These functions are determined in an obvious manner from (3.8) and (3.9).
It is well known that the solution of linear problems (3.14), (3.15) can be represented in the form
(±)
(±) (±) z̃ ( ξ ) (±) (±)
Q k u ( ξ ) = ( p k – u k ( x 0 ) )
(±)
+ z̃ ( ξ )H k ( ξ ), (3.16)
z̃ ( 0 )
where
ξ η
(±) ( ± ) –2 (±) (±)
Hk ( ξ ) =
∫ ( z̃ ∫
) ( η ) dη z̃ ( σ )h̃ k ( σ ) dσ. (3.17)
0 ±∞
(±)
These representations also imply an exponential estimate for Q k u ( ξ ) .
(±)
Note that the resulting functions Q k u ( ξ ) involve the unknowns pk, which are the coefficients in
expansion (3.5) of the solution at the point x = x0. To find them, we use the matching condition for the
derivatives of the asymptotic expansions of solutions to problems (3.1), (3.2) at the point x = x0, i.e.,
(–) (+)
μU' ( x 0, μ ) = μU' ( x 0, μ ). (3.18)
In the zero approximation in μ, condition (3.18) is written as
d Q ( – ) u ( 0 ) =
d Q ( + ) u ( 0 ), ( z̃
(–)
( 0 ) = z̃
(+)
( 0 ) ). (3.19)
0 0
dξ dξ
In the first approximation in μ, condition (3.18) leads to the additional condition
d Q ( – ) u ( 0 ) = φ ' ( ) +
φ '1 ( x 0 ) + d Q ( + ) u ( 0 ),
1 2 x0 1
dξ dξ
while, in the arbitrary kth approximation, to the condition
(–) d Q ( – ) u ( 0 ) = u ' ( + ) ( x ) +
d Q ( + ) u ( 0 ),
u 'k – 1 ( x 0 ) + k k–1 0 k k ≥ 2. (3.20)
dξ dξ
These conditions define a sequence of equations for determining the coefficients of asymptotic represen
tation (3.5).
First, we find p0. In the standard manner, problems (3.10), (3.11) yield
p0
(–) 2 (–) 2
[ Q '0 u ( 0 ) ] = [ z̃ (0)] = 2
∫ f 1 ( u, x 0, 0 ) du, (3.21)
φ1 ( x0 )
p0
(+) 2 (+) 2
[ Q '0 u ( 0 ) ] = [ z̃ (0)] = 2
∫ f 2 ( u, x 0, 0 ) du. (3.22)
φ2 ( x0 )
where
(–) –1 (–) (+)
F k = ( z̃ ( 0 ) ) [ f 1 ( p *0 , x 0, 0 )u k ( x 0 ) – f 2 ( p *0 , x 0, 0 )u k ( x 0 )
η η
(+) (+) (–) (–)
+
∫ z̃ ( σ )h k ( σ ) dσ –
∫ z̃ ( σ )h k ( σ ) dσ ].
+∞ –∞
∑ μ (u
(–) k (–) (–) n+2
u ( x, μ ) = k (x) + Lk u ( ξ0 ) + Qk u ( ξ ) ) + O ( μ ),
k=0
∑ μ (u
(+) k (+) (+) n+2
u ( x, μ ) = k (x) + Qk u ( ξ ) + Rk u ( ξ1 ) ) + O ( μ ),
k=0
It follows from the algorithm for constructing the asymptotics and matching condition (3.20) that
G ( p, μ ) = μ
n+1 (–) (+) d Q ( – ) u ( 0 ) –
u n' ( x 0 ) – u n' ( x 0 ) + d Q ( + ) u ( 0 ) + O ( μ n + 1 )
n+1 n+1
dξ dξ
n+1 dH ( p 0 )
= μ δ
+ O(1) .
dp
This equation implies that there is δ = δ* such that G(δ*, μ) = 0. Thus, we have found a smooth compound
solution u(x, μ) of problem (1.1), (1.2) that consists of u(⫿)(x, μ).
Theorem 3.1. Under Conditions 1–6, problem (1.1), (1.2) has a smooth solution u(x, μ) and this solution
can be asymptotically represented as
n+1
⎧
∑
k (–) (–) n+2
⎪ μ [ u k ( x ) + L k u ( ξ 0 ) + Q k u ( ξ ) ] + O ( μ ), 0 ≤ x ≤ x0 ,
⎪
u ( x, μ ) = ⎨ k = 0
⎪ n + 1 k (+)
∑
(+) n+2
⎪ μ [ u k ( x ) + Q k u ( ξ ) + R k u ( ξ 1 ) ] + O ( μ ), x 0 ≤ x ≤ 1.
⎩k = 0
ACKNOWLEDGMENTS
Nefedov acknowledges the support of the Russian Foundation for Basic Research, project no. 1301
00200 (corresponding author). Ni acknowledges the support of the National Natural Science Foundation
of China (project nos. 11471118, 30921064, 90820307), the Knowledge Innovation Program of the Chi
nese Academy of Sciences, and the Department of Mathematics of the Shanghai Key Laboratory of
PMMP of East China Normal University.
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Translated by I. Ruzanova