Finite difference scheme for third order singularly perturbed delay differential equation of convection diffusion type with integral boundary condition

Abstract

A class of third order singularly perturbed delay differential equations of convection diffusion type with integral boundary condition is considered. A numerical method based on a finite difference scheme on a Shishkin mesh is presented. The method suggested is almost first order convergent. An error estimate is derived in the discrete norm. Numerical examples are presented, which validate the theoretical estimates.