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

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.