A finite difference method on layer-adapted mesh for singularly perturbed delay differential equations
2020
The purpose of this paper is to present a uniform finite difference method for numerical solution of a initial value problem
for semilinear second order singularly perturbed delay differential equation. A numerical method is constructed for this
problem which involves appropriate piecewise-uniform Shishkin mesh on each time subinterval. The method is shown to
uniformly convergent with respect to the perturbation parameter. A numerical experiment illustrate in practice the result of
convergence proved theoretically.
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