Uniform convergence analysis of finite difference scheme for singularly perturbed delay differential equation on an adaptively generated grid

Abstract

Adaptive grid methods are established as valuable computational technique in approximating effectively the solutions of problems with boundary or interior layers. In this paper, we present the analysis of an upwind scheme for singularly perturbed differential-difference equation on a grid which is formed by equidistributing arc-length monitor function. It is shown that the discrete solution obtained converges uniformly with respect to the perturbation parameter. Numerical experiments illustrate in practice the result of convergence proved theoretically. © 2010 Global-Science Press.