Uniform numerical method for singularly perturbed delay differential equations (Q2468907)

The problem under consideration is the singular delay initial value problem \[ \varepsilon u'(t)+a(t)u(t)+b(t)u(t-r)=f(t), \; 0<t\leq T, \; u(t)=\varphi(t), \; -r<t\leq 0, \] where \(a(t)\geq \alpha>0\), \(b(t), f(t), \varphi(t)\) are given smooth functions, \(r\) is a constant delay, \(T=mr\). A finite difference scheme is constructed for this problem which involves an appropriate piecewise-uniform mesh on each sequent subinterval \(I_p =((p-1)r<t\leq pr]\), \(p=1,\dots,m\). The scheme is shown to converge to the solution uniformly with respect to the perturbation parameter \(\varepsilon\). An error estimate and numerical experiments are presented.