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A parameter-robust finite difference method for singularly perturbed delay parabolic partial differential equations

Research Authors
A. R. Ansari, S. A. Bakr, G.I. Shishkin
Research Abstract

A Dirichlet boundary value problem for a delay parabolic differential equation is studied on a
rectangular domain in the xt plane. The second-order space derivative is multiplied by a
small singular perturbation parameter, which gives rise to parabolic boundary layers on the
two lateral sides of the rectangle. A numerical method comprising a standard finite difference
operator (centred in space, implicit in time) on a rectangular piecewise uniform fitted mesh of
Nx× Nt elements condensing in the boundary layers is proved to be robust with respect to

Research Department
Research Journal
Journal of computational and applied mathematics
Research Member
Research Publisher
North-Holland
Research Rank
1
Research Vol
Vol:205 - No:1
Research Year
2007
Research Pages
552-566