A finite-difference method for a singularly perturbed delay integro-differential equation

摘要

We consider the singularly perturbed initial value problem for a linear first order Volterra integro-differential equation with delay. Our purpose is to construct and analyse a numerical method with uniform convergence in the perturbation parameter. The numerical solution of this problem is discretized using implicit difference rules for differential part and the composite numerical quadrature rules for integral part. On a layer-adapted mesh error estimations for the approximate solution are established. Numerical examples supporting the theory are presented.