Numerical Analysis for a Singularly Perturbed Parabolic Differential Equation with a Time Delay

Abstract

In this work, we propose a numerical method for solving a singularly perturbed convection-diffusion problem that involves a time delay term. A priori bounds and properties of the continuous solution are discussed. Using the backward Euler method for the time derivative term, the problem is approximated by a set of singularly perturbed boundary value problems. Then, using a higher-order finite difference method, the boundary value problem is approximated on a piecewise uniform Shishkin mesh. The stability analysis of the method is studied using the comparison principle and discrete solution bounds. We proved that the proposed scheme is uniformly convergent, with an order of convergence of almost two in space and one in time. Two numerical examples are considered to validate the applicability of the proposed scheme. The proposed scheme has better accuracy than some schemes in the literature.