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Numerical algorithm for singularly perturbed delay differential equations with layer and oscillatory behavior

Published: 01 March 2011 Publication History

Abstract

We consider the numerical approximation of singularly perturbed linear second order reaction-diffusion boundary value problems with a small shift(δ) in the undifferentiated term and the shift depends on the small parameter(ε). The presence of small parameter induces twin boundary layers. The problem is discretized using standard finite difference scheme on an uniform mesh and the retarded arguments are interpolated/extrapolated using the known computational grid points. We present a new algorithm to interpolate/exptrapolate the retarded term in terms of its neighbouring points. The scheme is proved to be stable and the error estimate is also given. It is shown that the shift has significant effect on the behavior of the solution. Numerical experiments are performed to support both the theoretical results as well as the existing results in the literature.

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  1. Numerical algorithm for singularly perturbed delay differential equations with layer and oscillatory behavior

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      Published In

      cover image Neural, Parallel & Scientific Computations
      Neural, Parallel & Scientific Computations  Volume 19, Issue 1-2
      March-June 2011
      228 pages

      Publisher

      Dynamic Publishers, Inc.

      United States

      Publication History

      Published: 01 March 2011
      Received: 03 October 2010

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