ICNPAA 2010: Mathematical Problems in
Engineering, Aerospace and Sciences

We study numerical analysis of a difference scheme applied to singularly perturbed initial value problem for a linear second-order delay differential equations. An exponentially fitted difference scheme is constructed in an equidistant mesh, which gives first order uniform convergence in the discrete maximum norm. The difference scheme is shown to be uniformly convergent to the continuous solution with respect to the perturbation parameter. Numerical results are presented.

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