A finite difference scheme for a class of singularly perturbed initial value problems for delay differential equations (Q1047176): Difference between revisions

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A finite difference scheme for a class of singularly perturbed initial value problems for delay differential equations
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    A finite difference scheme for a class of singularly perturbed initial value problems for delay differential equations (English)
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    4 January 2010
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    The authors consider a singularly perturbed initial value problem for a quasilinear first order delay differential equation, and construct a numerical method for this problem which involves an appropriate piecewise-uniform mesh on each time subinterval. They prove the first order convergence except for a logarithmic factor of this approximate solution in the discrete maximum norm, independently of the perturbation parameter. The parameter uniform convergence is confirmed by numerical experiments.
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    delay differential equation
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    singular perturbation
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    finite difference scheme
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    piecewise-uniform mesh
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    error estimates
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    initial value problem
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    quasilinear
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    first order
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    convergence
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    numerical experiments
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