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An Initial Value Technique for Singularly Perturbed Convection–Diffusion Problems with a Negative Shift

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Abstract

In this paper, a numerical method named as Initial Value Technique (IVT) is suggested to solve the singularly perturbed boundary value problem for the second order ordinary differential equations of convection–diffusion type with a delay (negative shift). In this technique, the original problem of solving the second order equation is reduced to solving two first order differential equations, one of which is singularly perturbed without delay and other one is regular with a delay term. The singularly perturbed problem is solved by the second order hybrid finite difference scheme, whereas the delay problem is solved by the fourth order Runge–Kutta method with Hermite interpolation. An error estimate is derived by using the supremum norm. Numerical results are provided to illustrate the theoretical results.

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Correspondence to N. Ramanujam.

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Communicated by Boris Vexler.

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Subburayan, V., Ramanujam, N. An Initial Value Technique for Singularly Perturbed Convection–Diffusion Problems with a Negative Shift. J Optim Theory Appl 158, 234–250 (2013). https://doi.org/10.1007/s10957-012-0200-9

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  • DOI: https://doi.org/10.1007/s10957-012-0200-9

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