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

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

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Article ID: iaor20134188
Volume: 158
Issue: 1
Start Page Number: 234
End Page Number: 250
Publication Date: Jul 2013
Journal: Journal of Optimization Theory and Applications
Authors: ,
Keywords: numerical analysis
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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