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

被引:12
作者
Chakravarthy, P. Pramod [1 ]
Kumar, S. Dinesh [1 ]
Rao, R. Nageshwar [2 ]
机构
[1] Visvesvaraya Natl Inst Technol, Dept Math, Nagpur 440010, Maharashtra, India
[2] VIT Univ, Sch Adv Sci, Vellore 632014, Tamil Nadu, India
关键词
Singular perturbations; Boundary layer; Delay differential equation; Exponentially fitted finite difference method; BOUNDARY-VALUE-PROBLEMS; INITIAL-VALUE TECHNIQUE; SMALL SHIFTS; MIXED-TYPE; NUMERICAL TREATMENT;
D O I
10.1016/j.asej.2015.09.004
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
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. (C) 2015 Ain Shams University. Production and hosting by Elsevier B.V.
引用
收藏
页码:663 / 671
页数:9
相关论文
共 44 条
[1]   Numerical method for a singularly perturbed convection-diffusion problem with delay [J].
Amiraliyev, Gabil M. ;
Cimen, Erkan .
APPLIED MATHEMATICS AND COMPUTATION, 2010, 216 (08) :2351-2359
[2]  
[Anonymous], 2003, Numerical Methods for Delay Differential Equations
[3]  
[Anonymous], 1963, Differential-Difference Equations
[4]  
[Anonymous], 1962, Matrix Iterative Analysis
[5]  
Bender CM., 1978, Advanced Mathematical Methods for Scientists and Engineers
[6]   BIFURCATION GAP IN A HYBRID OPTICALLY BISTABLE SYSTEM [J].
DERSTINE, MW ;
GIBBS, HM ;
HOPF, FA ;
KAPLAN, DL .
PHYSICAL REVIEW A, 1982, 26 (06) :3720-3722
[7]  
Doolan EP., 1980, UNIFORM NUMERICAL ME
[8]  
Driver RD., 1977, ORDINARY DELAY DIFFE, DOI [10.1007/978-1-4684-9467-9, DOI 10.1007/978-1-4684-9467-9]
[9]  
Farrell P., 2000, Robust Computational Techniques for Boundary Layers
[10]  
Glizer V.Y., 2000, J OPTIM THEORY APPL, V106, P49