An exponentially fitted finite difference scheme for a class of singularly perturbed delay differential equations with large delays

Autor: P. Pramod Chakravarthy, S. Dinesh Kumar, R. Nageshwar Rao
Jazyk: angličtina
Rok vydání: 2017
Předmět:
Zdroj: Ain Shams Engineering Journal, Vol 8, Iss 4, Pp 663-671 (2017)
Druh dokumentu: article
ISSN: 2090-4479
DOI: 10.1016/j.asej.2015.09.004
Popis: This paper deals with singularly perturbed boundary value problem for a linear second order delay differential equation. It is known that the classical numerical methods are not satisfactory when applied to solve singularly perturbed problems in delay differential equations. In this paper we present an exponentially fitted finite difference scheme to overcome the drawbacks of the corresponding classical counter parts. The stability of the scheme is investigated. The proposed scheme is analyzed for convergence. Several linear singularly perturbed delay differential equations have been solved and the numerical results are presented to support the theory.
Databáze: Directory of Open Access Journals