Copyright © 2009 Fevzi Erdogan. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

This paper deals with singularly perturbed initial value problem for linear first-order delay differential equation. 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. A numerical example is solved using the presented method and compared the computed result with exact solution of the problem.