A fitted numerical method for a class of singularly perturbed differential-difference equations

Abstract

In this paper, a class of singularly perturbed differential-difference equations having boundary layer at one end is analysed to get its solution numerically by a fitted method. Such types of equations occur very frequently in various fields of applied mathematics and engineering such as fluid dynamics, quantum mechanics, optimal control, chemical reactor theory etc. The basic purpose of this study is to describe a numerical approach for the solution of singularly perturbed differential-difference equation based on deviating argument and interpolation. Thomas algorithm is used to solve the tri-diagonal system. Numerical examples are presented which demonstrate the applicability of this method.