Numerical method for a boundary value problem for a linear singularly perturbed parabolic delay differential equation of reaction-diffusion type with discontinuous source term

Abstract

A singularly perturbed boundary value problem for a linear parabolic second order delay differential equation of reaction-diffusion type with discontinuous source term is considered in the rectangle domain Ω = {(x, t) : 0 < x < 2,0 < t ⩽ T}. Discontinuity occurs in the source term at (d, t) < ∈ Ω. As the highest order space derivative is multiplied by a singular perturbation parameter, the components of the solution exhibit boundary layers at (x,t) = (0,t) and (x,t) = (2,t) and interior layers at (x, t) = (1, t) and/or at (x,t) = (d,t) and (x,t) = (1 + d, t) with respect to the position of (d, t) in Ω. A numerical method which uses classical finite difference scheme on a Shishkin piecewise uniform mesh is suggested to approximate the solution. The method is proved to be first order convergent uniformly for all the values of singular perturbation parameters. Numerical illustrations are presented so that the theoretical results are supported.