Abstract

AbstractA uniform finite difference method on a B‐mesh is applied to solve the initial‐boundary value problem for singularly perturbed delay Sobolev equations. To solve the foresold problem, finite difference scheme on a special nonuniform mesh, whose solution converges point‐wise independently of the singular perturbation parameter is constructed and analyzed. The present paper also aims at discussing the stability and convergence analysis of the method. An error analysis shows that the method is of second order convergent in the discrete maximum norm independent of the perturbation parameter. A numerical example and the simulation results show the effectiveness of our theoretical results.

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