Finite difference scheme for singularly perturbed reaction diffusion problem of partial delay differential equation with nonlocal boundary condition

Abstract

AbstractThis paper investigates singularly perturbed parabolic partial differential equations with delay in space, and the right end plane is an integral boundary condition on a rectangular domain. A small parameter is multiplied in the higher order derivative, which gives boundary layers, and due to the delay term, one more layer occurs on the rectangle domain. A numerical method comprising the standard finite difference scheme on a rectangular piecewise uniform mesh (Shishkin mesh) of $N_{r} \times N_{t}$ N r × N t elements condensing in the boundary layers is suggested, and it is proved to be parameter-uniform. Also, the order of convergence is proved to be almost two in space variable and almost one in time variable. Numerical examples are proposed to validate the theory.