Numerical Scheme for Singularly Perturbed Mixed Delay Differential Equation on Shishkin Type Meshes

Abstract

Two non-uniform meshes used as part of the finite difference method to resolve singularly perturbed mixed-delay differential equations are studied in this article. The second-order derivative is multiplied by a small parameter which gives rise to boundary layers at x=0 and x=3 and strong interior layers at x=1 and x=2 due to the delay terms. We prove that this method is almost first-order convergent on Shishkin mesh and is first-order convergent on Bakhvalov–Shishkin mesh. Error estimates are derived in the discrete maximum norm. Some examples are provided to validate the theoretical result.