Department of Mathematics, Faculty of Sciences, Yuzuncu Yil University, 65080 Van, Turkey
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.
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.