Numerical solution of time‐fractional singularly perturbed convection–diffusion problems with a delay in time

Abstract

This work is concerned with the development of a stable finite difference method (SFDM) for time‐fractional singularly perturbed convection–diffusion problems with a delay in time. The fractional derivative is considered in the Caputo sense. The SFDM is constructed based on the stability of the analytical solution. Unlike the other classical numerical methods for singular perturbation problems, this method works nicely on a uniform mesh. The method is easily adaptable on Shishkin mesh and also on any graded mesh in space. Error estimates are presented to show the convergence of the numerical scheme. To support the theory, numerical results are presented in tables for different values of the fractional derivative parameter and perturbation parameter.