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A novel fitted operator finite difference method for a singularly perturbed delay parabolic partial differential equation. (English) Zbl 1221.65213

The authors present a robust fitted operator finite difference method for the numerical solution of a singularly perturbed delay parabolic partial differential equation. This method is unconditionally stable and is convergent with order \(\mathcal O(k+h^2)\), where \(k\) and \(h\) are respectively the time and space step-sizes. The performance of the presented method is illustrated through some numerical experiments.

MSC:

65M06 Finite difference methods for initial value and initial-boundary value problems involving PDEs
65M12 Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs
35R10 Partial functional-differential equations
35B25 Singular perturbations in context of PDEs
35K10 Second-order parabolic equations
Full Text: DOI

References:

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