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C.G. Lange R.M. Miura, Singular perturbation analysis of boundary-value problems for differential difference equations, SIAM J. Appl. Math., 42 (1982) 502-531.

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Article

Solution of Singularly Perturbed Differential Difference Equations Using Higher Order Finite Differences

1Department of Mathematics, National Institute of Technology, Warangal, India


American Journal of Numerical Analysis. 2015, Vol. 3 No. 1, 8-17
DOI: 10.12691/ajna-3-1-2
Copyright © 2015 Science and Education Publishing

Cite this paper:
Lakshmi Sirisha, Y. N. Reddy. Solution of Singularly Perturbed Differential Difference Equations Using Higher Order Finite Differences. American Journal of Numerical Analysis. 2015; 3(1):8-17. doi: 10.12691/ajna-3-1-2.

Correspondence to: Y.  N. Reddy, Department of Mathematics, National Institute of Technology, Warangal, India. Email: ynreddy_nitw@yahoo.com

Abstract

In this paper, we discuss the solution of singularly perturbed differential-difference equations exhibiting dual layer using the higher order finite differences. First, the second order singularly perturbed differential-difference equations is replaced by an asymptotically equivalent second order singular perturbed ordinary differential equation. Then, fourth order stable finite difference scheme is applied to get a three term recurrence relation which is easily solved by Thomas algorithm. Some numerical examples have been solved to validate the computational efficiency of the proposed numerical scheme. To analyze the effect of the parameters on the solution, the numerical solution has also been plotted using graphs. The error bound and convergence of the method have also been established.

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