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A parameter uniform difference scheme for singularly perturbed parabolic delay differential equation with Robin type boundary condition

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  • Avudai Selvi, P.
  • Ramanujam, N.

Abstract

A Robin type boundary value problem for a singularly perturbed parabolic delay differential equation is studied on a rectangular domain in the x - t plane. The second-order space derivative is multiplied by a small parameter, which gives rise to parabolic boundary layers on the two lateral sides of the rectangle. A numerical method comprising a standard finite difference scheme on a rectangular piecewise uniform fitted mesh of Nx × Nt elements condensing in the boundary layers is suggested and it is proved to be parameter-uniform. More specifically, it is shown that the errors are bounded in the maximum norm by C(Nx−2ln2Nx+Nt−1), where C is a constant independent of Nx, Nt and the small parameter. To validate the theoretical result an example is provided.

Suggested Citation

  • Avudai Selvi, P. & Ramanujam, N., 2017. "A parameter uniform difference scheme for singularly perturbed parabolic delay differential equation with Robin type boundary condition," Applied Mathematics and Computation, Elsevier, vol. 296(C), pages 101-115.
  • Handle: RePEc:eee:apmaco:v:296:y:2017:i:c:p:101-115
    DOI: 10.1016/j.amc.2016.10.027
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    Cited by:

    1. Kumar, Sunil & Sumit, & Ramos, Higinio, 2021. "Parameter-uniform approximation on equidistributed meshes for singularly perturbed parabolic reaction-diffusion problems with Robin boundary conditions," Applied Mathematics and Computation, Elsevier, vol. 392(C).

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