An Exponentially Fitted Method for Singularly Perturbed Delay Differential Equations


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Erdogan F.

ADVANCES IN DIFFERENCE EQUATIONS, 2009 (SCI-Expanded) identifier identifier

Özet

This paper deals with singularly perturbed initial value problem for linear first-order delay differential equation. An exponentially fitted difference scheme is constructed in an equidistant mesh, which gives first-order uniform convergence in the discrete maximum norm. The difference scheme is shown to be uniformly convergent to the continuous solution with respect to the perturbation parameter. A numerical example is solved using the presented method and compared the computed result with exact solution of the problem. Copyright (C) 2009 Fevzi Erdogan.