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A parameter-robust finite difference method for singularly perturbed delay parabolic partial differential equations

Research Abstract

A Dirichlet boundary value problem for a delay parabolic differential equation is studied on a
rectangular domain in the xt plane. The second-order space derivative is multiplied by a
small singular perturbation parameter, which gives rise to parabolic boundary layers on the
two lateral sides of the rectangle. A numerical method comprising a standard finite difference
operator (centred in space, implicit in time) on a rectangular piecewise uniform fitted mesh of
Nx× Nt elements condensing in the boundary layers is proved to be robust with respect to

Research Authors
A. R. Ansari, S. A. Bakr, G.I. Shishkin
Research Department
Research Journal
Journal of computational and applied mathematics
Research Member
Research Pages
552-566
Research Publisher
North-Holland
Research Rank
1
Research Vol
Vol:205 - No:1
Research Year
2007