Finite difference scheme for third order singularly perturbed delay differential equation of convection diffusion type with integral boundary condition
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A class of third order singularly perturbed delay differential equations of convection diffusion type with integral boundary condition is considered. A numerical method based on a finite difference scheme on a Shishkin mesh is presented. The method suggested is almost first order convergent. An error estimate is derived in the discrete norm. Numerical examples are presented, which validate the theoretical estimates.
KeywordsSingularly perturbed problems Delay differential equation Finite difference scheme Shishkin mesh Integral boundary condition
Mathematics Subject Classifications65L11 65L12 65L20
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