Accurate numerical scheme for singularly perturbed parabolic delay differential equation

Abstract

Abstract Objectives Numerical treatment of singularly perturbed parabolic delay differential equation is considered. Solution of the equation exhibits a boundary layer, which makes it difficult for numerical computation. Accurate numerical scheme is proposed using $$\theta$$ θ -method in time discretization and non-standard finite difference method in space discretization. Result Stability and uniform convergence of the proposed scheme is investigated. The scheme is uniformly convergent with linear order of convergence before Richardson extrapolation and second order convergent after Richardson extrapolation. Numerical examples are considered to validate the theoretical findings.