- Research
- Open Access
A fitted numerical scheme for second order singularly perturbed delay differential equations via cubic spline in compression
- Podila Pramod Chakravarthy^{1}Email author,
- S Dinesh Kumar^{1},
- Ragi Nageshwar Rao^{2} and
- Devendra P Ghate^{3}
https://doi.org/10.1186/s13662-015-0637-x
© Pramod Chakravarthy et al. 2015
- Received: 22 May 2015
- Accepted: 8 September 2015
- Published: 21 September 2015
Abstract
This paper deals with the singularly perturbed boundary value problem for the second order delay differential equation. Similar boundary value problems are associated with expected first-exit times of the membrane potential in models of neurons. An exponentially fitted difference scheme on a uniform mesh is accomplished by the method based on cubic spline in compression. The difference scheme is shown to converge to the continuous solution uniformly with respect to the perturbation parameter, which is illustrated with numerical results.
Keywords
- singular perturbations
- cubic spline in compression
- boundary layer
- delay differential equation
- exponentially fitted finite difference method
1 Background
In the last few decades there has been a growing interest in the study of delay differential equations due to their occurrence in a wide variety of application fields such as biosciences, control theory, economics, material science, medicine, robotics etc. Any system involving a feedback control will almost always involve time delays. These arise because a finite time is required to sense the information and then to react to it. The delays or lags can represent gestation times, incubation periods, transport delays etc. Delay models are also prominent in describing several aspects of infectious disease dynamics such as primary infection, drug therapy, immune response etc. Delays have also appeared in the study of chemostat models, circadian rhythms, epidemiology, the respiratory system, tumor growth and neural networks. Statistical analysis of ecological data has shown that there is evidence of delay effects in the population dynamics of many species.
The details of the theory and applications of differential difference equations can be found in the collection of books, to name a few, Bellman and Cooke [1], Driver [2], El’sgol’ts and Norkin [3], Erneux [4], Gopalsamy [5], Györi and Ladas [6], Halanay [7], Kuang [8] and Smith [9]. In recent years there has been a growing interest in the numerical study of differential difference equations. However, the first discrete solution to delay differential equations was given by Feldstein [10], which became a landmark work to most of the researchers working in numerical analysis of delay differential equations. Bellen and Zennaro [11] gave the theoretical aspects of numerical methods for ordinary and delay differential equations, and suitable techniques for solving numerically such type of equations.
A singularly perturbed delay differential equation is a differential equation in which the highest derivative is multiplied by a small parameter and which involves at least one shift term. Such problems arise frequently in the mathematical modeling of various physical and biological phenomena like optically bistable devices [12, 13], description of the human pupil reflex [14], a variety of models for physiological processes or diseases [15], variational problems in control theory [16, 17] and the first-exit time problem in the modeling of the activation of neuronal variability [18].
Singularly perturbed delay differential equations have up to now not been satisfactorily discussed in numerical analysis literature; however, in recent years there has been a growing interest in the numerical study of such problems. Most of the previous works have been centered on the existence and uniqueness of solutions for initial value problems in differential difference equations and very little attention has been paid to construction of approximate solutions. The computation of the solution of delay differential equations has been a great challenge and great importance due to the appearance of such equations in mathematical modeling of biological problems. Stein [18] approximated the solution of his model of the activation of neuronal variability, which was studied by Tuckwell [19–21] and by Wilbur and Rinzel [22]. Lange and Miura [23–28] gave a series of papers on singularly perturbed differential difference equations by extending the matched asymptotic expansion approach developed for ordinary differential equations to obtain the approximate solution of these differential difference equations. An extensive numerical work has been initiated by Kadalbajoo and Sharma in their papers [29–38], Kadalbajoo and Kumar [39], Kadalbajoo and Ramesh [40]. Gulsu and Sezer [41] proposed a Taylor polynomial approach for solving mth order linear differential difference equations with mixed conditions. This method is based on first taking the truncated Taylor’s expansions of the functions in the differential difference equations and then substituting their matrix forms into the equation. Hence the resultant matrix equation can be solved and the unknown Taylor coefficients can be found approximately.
It is well known that standard discretization methods for solving singular perturbation problems are unstable and fail to give accurate results when the perturbation parameter ε is small. Therefore it is important to develop suitable numerical methods to deal with these problems whose accuracy does not depend on the parameter value ε. So the method should be uniformly convergent with respect to the perturbation parameter, and various approaches for the numerical methods to solve singularly perturbed differential equations are given in [42–45]. The use of cubic splines for the solution of linear two point boundary value problems was suggested by Bickley [46]. Aziz and Khan [47] proposed a method based on cubic spline in compression for the linear second order singularly perturbed problems which have second and fourth order convergence depending on the choice of the parameters \(\lambda_{1}\) and \(\lambda_{2}\) involved in the method.
The analytical and numerical solution of singularly perturbed delay differential equations with large delays can be found in Amiraliyev and Erdogan [48], Amiraliyev and Cimen [49], Amiraliyeva et al. [50], Erdogan and Amiraliyev [51]. Subburayan and Ramanujam [52] gave an initial value technique to solve the singularly perturbed boundary value problem for the second order ordinary differential equations of convection-diffusion type with delay. Ghomanjani et al. [53] presented the Bezier curves to solve the optimal control problem with pantograph delays. A direct algorithm for solving this problem was given. Ghomanjani et al. [54] applied, for the first time, Bernstein’s approximation on delay differential equations and delay systems with inverse delay that models these problems. A direct algorithm is given for solving this problem. The delay function and inverse time function are expanded by the Bezier curves. The Bezier curves are chosen as piecewise polynomials of degree n, and the Bezier curves are determined on any subinterval by \(n + 1\) control points. The approximated solution of delay systems containing inverse time is derived.
In this paper, we propose a scheme based on cubic spline in compression which comprises an exponentially fitted difference scheme on a uniform mesh. In Section 2, we state some important properties of the exact solution. In Section 3, we describe a difference scheme based on cubic spline in compression for a second order singularly perturbed delay differential equation. In Section 4, we give the numerical algorithm to solve a singularly perturbed delay differential equation. Some numerical results are presented in Section 5, and conclusions are given in Section 6.
2 Statement of the problem
If \(a(x) < 0\), \(a(x)\), \(b(x)\), \(f(x)\) are given sufficiently smooth functions on \([0,2]\), \(\phi (x)\) is a smooth function on \([- 1,0]\) and β is a given constant which is independent of ε, then the boundary value problem (1) along with (2) exhibits a strong boundary layer at \(x = 2\) (cf. [52], p.236).
2.1 Stability result
Lemma
Proof
Hence we have \(\Vert y(x) \Vert _{\infty} \le C_{0}\), where \(C_{0} = ( \vert \phi (0) \vert + \vert \beta \vert + \alpha^{ - 1}\Vert f \Vert _{1} + \alpha^{ - 1}\Vert b \Vert _{\infty,1}\Vert \phi \Vert _{0} ) ( 1 - \rho )^{ - 1}\).
Now we prove estimate (4).
3 Derivation of the method
Let \(x_{0} = 0\), \(x_{N} = 2\), \(x_{i} = ih\), \(h = 2/N\).
4 Numerical algorithm
We consider \(y_{0}(1) = \gamma\).
5 Numerical examples
To demonstrate the applicability of the method, we consider one boundary value problem of singularly perturbed linear differential difference equations exhibiting boundary layer at the left end of the interval \([0,2]\) and four boundary value problems with right-end boundary layer. These problems were widely discussed in the literature. The numerical results are presented for \(\lambda_{1} = \frac{1}{18}\), \(\lambda_{2} = \frac{4}{9}\).
For a value of N, the ε-uniform maximum absolute error is calculated by the formula \(E^{N} = \max_{\varepsilon} E_{\varepsilon}^{{N}}\).
Example 1
([24], p.2357)
\(\varepsilon y''(x) + 128y'(x) + 0.25y(x - 1) = 0.25(x - 1)\), \(0 < x < \frac{3}{2}\), \(y(x) = x\), \(- 1 \le x \le0\), \(y(\frac{3}{2}) = 2\).
The maximum absolute errors for Example 1 for different values of ε
ε ↓∖ N → | 32 | 64 | 128 | 256 | 512 | 1,024 |
---|---|---|---|---|---|---|
2^{−5} | 1.017E − 05 | 5.086E − 06 | 2.543E − 06 | 1.272E − 06 | 6.358E − 07 | 1.967E − 06 |
2^{−6} | 1.017E − 05 | 5.086E − 06 | 2.543E − 06 | 1.272E − 06 | 6.358E − 07 | 7.480E − 07 |
2^{−7} | 1.017E − 05 | 5.086E − 06 | 2.543E − 06 | 1.272E − 06 | 6.358E − 07 | 5.579E − 07 |
2^{−8} | 1.017E − 05 | 5.086E − 06 | 2.543E − 06 | 1.272E − 06 | 6.358E − 07 | 5.544E − 07 |
2^{−9} | 1.017E − 05 | 5.086E − 06 | 2.543E − 06 | 1.272E − 06 | 6.358E − 07 | 5.544E − 07 |
2^{−10} | 1.017E − 05 | 5.086E − 06 | 2.543E − 06 | 1.272E − 06 | 6.358E − 07 | 5.544E − 07 |
2^{−11} | 1.017E − 05 | 5.086E − 06 | 2.543E − 06 | 1.272E − 06 | 6.358E − 07 | 5.544E − 07 |
2^{−12} | 1.017E − 05 | 5.086E − 06 | 2.543E − 06 | 1.272E − 06 | 6.358E − 07 | 5.544E − 07 |
2^{−13} | 1.017E − 05 | 5.086E − 06 | 2.543E − 06 | 1.272E − 06 | 6.358E − 07 | 5.544E − 07 |
2^{−14} | 1.017E − 05 | 5.086E − 06 | 2.543E − 06 | 1.272E − 06 | 6.358E − 07 | 5.544E − 07 |
2^{−15} | 1.017E − 05 | 5.086E − 06 | 2.543E − 06 | 1.272E − 06 | 6.358E − 07 | 5.544E − 07 |
2^{−16} | 1.017E − 05 | 5.086E − 06 | 2.543E − 06 | 1.272E − 06 | 6.358E − 07 | 5.544E − 07 |
2^{−17} | 1.017E − 05 | 5.086E − 06 | 2.543E − 06 | 1.272E − 06 | 6.358E − 07 | 5.544E − 07 |
2^{−18} | 1.017E − 05 | 5.086E − 06 | 2.543E − 06 | 1.272E − 06 | 6.358E − 07 | 5.544E − 07 |
2^{−19} | 1.017E − 05 | 5.086E − 06 | 2.543E − 06 | 1.272E − 06 | 6.358E − 07 | 5.544E − 07 |
2^{−20} | 1.017E − 05 | 5.086E − 06 | 2.543E − 06 | 1.272E − 06 | 6.358E − 07 | 5.544E − 07 |
\(E^{N}\) | 1.017E − 05 | 5.086E − 06 | 2.543E − 06 | 1.272E − 06 | 6.358E − 07 | 5.544E − 07 |
\(R^{N}\) | 1.000E + 00 | 1.000E + 00 | 1.000E + 00 | 1.000E + 00 | 1.976E − 01 | 1.284E + 00 |
Example 2
([23], p.247)
\(\varepsilon y''(x) - 3y'(x) + y(x - 1) = 0\), \(y(x) = 1\), \(- 1 \le x \le0\), \(y(2) = 2\).
The maximum absolute errors for Example 2 for different values of ε
ε ↓∖ N → | 32 | 64 | 128 | 256 | 512 | 1,024 |
---|---|---|---|---|---|---|
2^{−5} | 5.155E − 04 | 1.465E − 04 | 3.789E − 05 | 9.552E − 06 | 2.403E − 06 | 8.200E − 07 |
2^{−6} | 7.592E − 04 | 2.664E − 04 | 7.515E − 05 | 1.945E − 05 | 4.911E − 06 | 1.202E − 06 |
2^{−7} | 8.368E − 04 | 3.857E − 04 | 1.353E − 04 | 3.818E − 05 | 9.876E − 06 | 2.470E − 06 |
2^{−8} | 8.409E − 04 | 4.251E − 04 | 1.944E − 04 | 6.821E − 05 | 1.924E − 05 | 4.963E − 06 |
2^{−9} | 8.409E − 04 | 4.272E − 04 | 2.143E − 04 | 9.756E − 05 | 3.425E − 05 | 9.658E − 06 |
2^{−10} | 8.409E − 04 | 4.272E − 04 | 2.153E − 04 | 1.075E − 04 | 4.892E − 05 | 1.717E − 05 |
2^{−11} | 8.409E − 04 | 4.272E − 04 | 2.153E − 04 | 1.081E − 04 | 5.387E − 05 | 2.450E − 05 |
2^{−12} | 8.409E − 04 | 4.272E − 04 | 2.153E − 04 | 1.081E − 04 | 5.414E − 05 | 2.694E − 05 |
2^{−13} | 8.409E − 04 | 4.272E − 04 | 2.153E − 04 | 1.081E − 04 | 5.414E − 05 | 2.707E − 05 |
2^{−14} | 8.409E − 04 | 4.272E − 04 | 2.153E − 04 | 1.081E − 04 | 5.414E − 05 | 2.707E − 05 |
2^{−15} | 8.409E − 04 | 4.272E − 04 | 2.153E − 04 | 1.081E − 04 | 5.414E − 05 | 2.707E − 05 |
2^{−16} | 8.409E − 04 | 4.272E − 04 | 2.153E − 04 | 1.081E − 04 | 5.414E − 05 | 2.707E − 05 |
2^{−17} | 8.409E − 04 | 4.272E − 04 | 2.153E − 04 | 1.081E − 04 | 5.414E − 05 | 2.707E − 05 |
2^{−18} | 8.409E − 04 | 4.272E − 04 | 2.153E − 04 | 1.081E − 04 | 5.414E − 05 | 2.707E − 05 |
2^{−19} | 8.409E − 04 | 4.272E − 04 | 2.153E − 04 | 1.081E − 04 | 5.414E − 05 | 2.707E − 05 |
2^{−20} | 8.409E − 04 | 4.272E − 04 | 2.153E − 04 | 1.081E − 04 | 5.414E − 05 | 2.707E − 05 |
\(E^{N}\) | 8.409E − 04 | 4.272E − 04 | 2.153E − 04 | 1.081E − 04 | 5.414E − 05 | 2.707E − 05 |
\(R^{N}\) | 9.769E − 01 | 9.885E − 01 | 9.947E − 01 | 9.969E − 01 | 9.998E − 01 | 8.436E − 01 |
Example 3
([23], p.247)
\(\varepsilon y''(x) - 2y'(x) + 5y(x - 1) = 0\), \(y(x) = 1\), \(- 1 \le x \le0\), \(y(2) = 2\).
The maximum absolute errors for Example 3 for different values of ε
ε ↓∖ N → | 32 | 64 | 128 | 256 | 512 | 1,024 |
---|---|---|---|---|---|---|
2^{−5} | 2.074E − 02 | 5.496E − 03 | 1.395E − 03 | 3.503E − 04 | 8.744E − 05 | 4.587E − 05 |
2^{−6} | 3.534E − 02 | 1.073E − 02 | 2.853E − 03 | 7.243E − 04 | 1.816E − 04 | 6.401E − 05 |
2^{−7} | 4.558E − 02 | 1.801E − 02 | 5.495E − 03 | 1.456E − 03 | 3.697E − 04 | 1.040E − 04 |
2^{−8} | 4.727E − 02 | 2.316E − 02 | 9.148E − 03 | 2.781E − 03 | 7.368E − 04 | 1.916E − 04 |
2^{−9} | 4.730E − 02 | 2.402E − 02 | 1.167E − 02 | 4.611E − 03 | 1.399E − 03 | 3.722E − 04 |
2^{−10} | 4.730E − 02 | 2.403E − 02 | 1.210E − 02 | 5.860E − 03 | 2.314E − 03 | 7.028E − 04 |
2^{−11} | 4.730E − 02 | 2.403E − 02 | 1.211E − 02 | 6.076E − 03 | 2.935E − 03 | 1.160E − 03 |
2^{−12} | 4.730E − 02 | 2.403E − 02 | 1.211E − 02 | 6.080E − 03 | 3.044E − 03 | 1.473E − 03 |
2^{−13} | 4.730E − 02 | 2.403E − 02 | 1.211E − 02 | 6.080E − 03 | 3.046E − 03 | 1.526E − 03 |
2^{−14} | 4.730E − 02 | 2.403E − 02 | 1.211E − 02 | 6.080E − 03 | 3.046E − 03 | 1.527E − 03 |
2^{−15} | 4.730E − 02 | 2.403E − 02 | 1.211E − 02 | 6.080E − 03 | 3.046E − 03 | 1.527E − 03 |
2^{−16} | 4.730E − 02 | 2.403E − 02 | 1.211E − 02 | 6.080E − 03 | 3.046E − 03 | 1.527E − 03 |
2^{−17} | 4.730E − 02 | 2.403E − 02 | 1.211E − 02 | 6.080E − 03 | 3.046E − 03 | 1.527E − 03 |
2^{−18} | 4.730E − 02 | 2.403E − 02 | 1.211E − 02 | 6.080E − 03 | 3.046E − 03 | 1.527E − 03 |
2^{−19} | 4.730E − 02 | 2.403E − 02 | 1.211E − 02 | 6.080E − 03 | 3.046E − 03 | 1.527E − 03 |
2^{−20} | 4.730E − 02 | 2.403E − 02 | 1.211E − 02 | 6.080E − 03 | 3.046E − 03 | 1.527E − 03 |
\(E^{N}\) | 4.730E − 02 | 2.403E − 02 | 1.211E − 02 | 6.080E − 03 | 3.046E − 03 | 1.527E − 03 |
\(R^{N}\) | 9.769E − 01 | 9.886E − 01 | 9.941E − 01 | 9.972E − 01 | 9.965E − 01 | 1.002E + 00 |
Example 4
([23], p.247)
\(\varepsilon y''(x) - 5y'(x) + \frac{1}{2}y(x - 1) = \bigl \{\scriptsize{ \begin{array}{l@{\quad}l} - 1,& 0 \le x \le1, \\ 1,& 1 \le x \le2, \end{array}} \bigr .\) \(y(x) = 1\), \(- 1 \le x \le0\), \(y(2) = 2\).
The maximum absolute errors for Example 4 for different values of ε
ε ↓∖ N → | 32 | 64 | 128 | 256 | 512 | 1,024 |
---|---|---|---|---|---|---|
2^{−5} | 1.299E − 03 | 6.461E − 04 | 2.673E − 04 | 9.036E − 05 | 2.661E − 05 | 7.234E − 06 |
2^{−6} | 1.273E − 03 | 6.528E − 04 | 3.238E − 04 | 1.339E − 04 | 4.524E − 05 | 1.331E − 05 |
2^{−7} | 1.269E − 03 | 6.381E − 04 | 3.272E − 04 | 1.621E − 04 | 6.701E − 05 | 2.263E − 05 |
2^{−8} | 1.269E − 03 | 6.362E − 04 | 3.195E − 04 | 1.638E − 04 | 8.113E − 05 | 3.352E − 05 |
2^{−9} | 1.269E − 03 | 6.362E − 04 | 3.186E − 04 | 1.598E − 04 | 8.194E − 05 | 4.058E − 05 |
2^{−10} | 1.269E − 03 | 6.362E − 04 | 3.186E − 04 | 1.593E − 04 | 7.994E − 05 | 4.098E − 05 |
2^{−11} | 1.269E − 03 | 6.362E − 04 | 3.186E − 04 | 1.593E − 04 | 7.971E − 05 | 3.998E − 05 |
2^{−12} | 1.269E − 03 | 6.362E − 04 | 3.186E − 04 | 1.593E − 04 | 7.971E − 05 | 3.986E − 05 |
2^{−13} | 1.269E − 03 | 6.362E − 04 | 3.186E − 04 | 1.593E − 04 | 7.971E − 05 | 3.986E − 05 |
2^{−14} | 1.269E − 03 | 6.362E − 04 | 3.186E − 04 | 1.593E − 04 | 7.971E − 05 | 3.986E − 05 |
2^{−15} | 1.269E − 03 | 6.362E − 04 | 3.186E − 04 | 1.593E − 04 | 7.971E − 05 | 3.986E − 05 |
2^{−16} | 1.269E − 03 | 6.362E − 04 | 3.186E − 04 | 1.593E − 04 | 7.971E − 05 | 3.986E − 05 |
2^{−17} | 1.269E − 03 | 6.362E − 04 | 3.186E − 04 | 1.593E − 04 | 7.971E − 05 | 3.986E − 05 |
2^{−18} | 1.269E − 03 | 6.362E − 04 | 3.186E − 04 | 1.593E − 04 | 7.971E − 05 | 3.986E − 05 |
2^{−19} | 1.269E − 03 | 6.362E − 04 | 3.186E − 04 | 1.593E − 04 | 7.971E − 05 | 3.986E − 05 |
2^{−20} | 1.269E − 03 | 6.362E − 04 | 3.186E − 04 | 1.593E − 04 | 7.971E − 05 | 3.986E − 05 |
\(E^{N}\) | 1.269E − 03 | 6.362E − 04 | 3.186E − 04 | 1.593E − 04 | 7.971E − 05 | 3.986E − 05 |
\(R^{N}\) | 9.958E − 01 | 9.978E − 01 | 9.996E − 01 | 9.991E − 01 | 9.996E − 01 | 7.166E − 01 |
Example 5
([23], p.247)
\(\varepsilon y''(x) - (x + 10)y'(x) + y(x - 1) = - x\), \(y(x) = x\), \(- 1 \le x \le0\), \(y(2) = 2\).
The maximum absolute errors for Example 5 for different values of ε
ε ↓∖ N → | 32 | 64 | 128 | 256 | 512 | 1,024 |
---|---|---|---|---|---|---|
2^{−5} | 1.576E − 03 | 9.904E − 03 | 1.478E − 02 | 1.051E − 02 | 5.821E − 03 | 3.000E − 03 |
2^{−6} | 2.743E − 03 | 9.310E − 04 | 1.032E − 02 | 1.511E − 02 | 1.067E − 02 | 5.887E − 03 |
2^{−7} | 2.766E − 03 | 1.378E − 03 | 1.304E − 03 | 1.053E − 02 | 1.528E − 02 | 1.075E − 02 |
2^{−8} | 2.766E − 03 | 1.402E − 03 | 6.817E − 04 | 1.656E − 03 | 1.063E − 02 | 1.538E − 02 |
2^{−9} | 2.766E − 03 | 1.402E − 03 | 7.056E − 04 | 3.299E − 04 | 1.832E − 03 | 1.074E − 02 |
2^{−10} | 2.766E − 03 | 1.402E − 03 | 7.056E − 04 | 3.540E − 04 | 1.531E − 04 | 1.920E − 03 |
2^{−11} | 2.766E − 03 | 1.402E − 03 | 7.056E − 04 | 3.540E − 04 | 1.772E − 04 | 6.508E − 05 |
2^{−12} | 2.766E − 03 | 1.402E − 03 | 7.056E − 04 | 3.540E − 04 | 1.772E − 04 | 8.922E − 05 |
2^{−13} | 2.766E − 03 | 1.402E − 03 | 7.056E − 04 | 3.540E − 04 | 1.772E − 04 | 8.922E − 05 |
2^{−14} | 2.766E − 03 | 1.402E − 03 | 7.056E − 04 | 3.540E − 04 | 1.772E − 04 | 8.922E − 05 |
2^{−15} | 2.766E − 03 | 1.402E − 03 | 7.056E − 04 | 3.540E − 04 | 1.772E − 04 | 8.922E − 05 |
2^{−16} | 2.766E − 03 | 1.402E − 03 | 7.056E − 04 | 3.540E − 04 | 1.772E − 04 | 8.922E − 05 |
2^{−17} | 2.766E − 03 | 1.402E − 03 | 7.056E − 04 | 3.540E − 04 | 1.772E − 04 | 8.922E − 05 |
2^{−18} | 2.766E − 03 | 1.402E − 03 | 7.056E − 04 | 3.540E − 04 | 1.772E − 04 | 8.922E − 05 |
2^{−19} | 2.766E − 03 | 1.402E − 03 | 7.056E − 04 | 3.540E − 04 | 1.772E − 04 | 8.922E − 05 |
2^{−20} | 2.766E − 03 | 1.402E − 03 | 7.056E − 04 | 3.540E − 04 | 1.772E − 04 | 8.922E − 05 |
\(E^{N}\) | 2.766E − 03 | 1.402E − 03 | 7.056E − 04 | 3.540E − 04 | 1.772E − 04 | 8.922E − 05 |
\(R^{N}\) | 9.806E − 01 | 9.904E − 01 | 9.952E − 01 | 9.979E − 01 | 9.902E − 01 | 9.943E − 01 |
6 Discussion and conclusions
In this paper we present an exponentially fitted finite difference scheme to solve singularly perturbed delay differential equation of second order with large delay. The method is based on cubic spline in compression. We have implemented the present method on one linear example with left-end boundary layer and four examples with right-end boundary layer by taking different values of ε. Numerical results are presented in tables. From the results, it can be observed that as the grid size h decreases, the maximum absolute errors decrease, which shows the convergence to the computed solution. On the basis of the numerical results of a variety of examples, it is concluded that the present method offers significant advantage for the linear singularly perturbed delay differential equations with large delays.
Declarations
Acknowledgements
The authors wish to thank the National Board for Higher Mathematics, Department of Atomic Energy, Government of India, for their financial support under the project No. NBHM/R.P. 37/2012/Fresh/1742 dated 15th November, 2012. The authors are grateful to the referees for their careful reading of the manuscript and valuable comments. The authors thank for the help from the editor too.
Open Access This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
Authors’ Affiliations
References
- Bellman, R, Cooke, KL: Differential-Difference Equations. Academic Press, New York (1963) MATHGoogle Scholar
- Driver, RD: Ordinary and Delay Differential Equations. Springer, New York (1977) MATHView ArticleGoogle Scholar
- El’sgol’ts, LE, Norkin, SB: Introduction to the Theory and Application of Differential Equations with Deviating Arguments. Mathematics in Science and Engineering. Academic Press, San Diego (1973) MATHGoogle Scholar
- Erneux, T: Applied Delay Differential Equation. Springer, New York (2009) Google Scholar
- Gopalsamy, K: Stability and Oscillations in Delay Differential Equations of Population Dynamics. Kluwer Academic, Dordrecht (1992) MATHView ArticleGoogle Scholar
- Györi, I, Ladas, G: Oscillation Theory of Delay Equations with Applications. Clarendon, Oxford (1991) MATHGoogle Scholar
- Halanay, A: Differential Equations: Stability, Oscillations, Time Lags. Mathematics in Science and Engineering. Academic Press, San Diego (1996) Google Scholar
- Kuang, Y: Delay Differential Equations with Applications in Population Dynamics. Academic Press, New York (1993) MATHGoogle Scholar
- Smith, H: An Introduction to Delay Differential Equations with Applications to the Life Sciences. Springer, Berlin (2010) Google Scholar
- Feldstein, MA, Stetter, HJ: Simplified predictor-corrector methods. Numerical analysis research technical report, University of California, Los Angeles (1963) Google Scholar
- Bellen, A, Zennaro, M: Numerical Methods for Delay Differential Equations. Oxford Science Publications, New York (2003) MATHView ArticleGoogle Scholar
- Derstine, MW, Gibbs, FAHHM, Kaplan, DL: Bifurcation gap in a hybrid optical system. Phys. Rev. A 26, 3720-3722 (1982) View ArticleGoogle Scholar
- Mallet-Paret, J, Nussbaum, RD: A differential-delay equations arising in optics and physiology. SIAM J. Math. Anal. 20, 249-292 (1989) MATHMathSciNetView ArticleGoogle Scholar
- Longtin, A, Milton, J: Complex oscillations in the human pupil light reflex with mixed and delayed feedback. Math. Biosci. 90, 183-199 (1988) MathSciNetView ArticleGoogle Scholar
- Mackey, MC, Glass, L: Oscillation and chaos in physiological control systems. Science 197, 287-289 (1977) View ArticleGoogle Scholar
- Glizer, VY: Asymptotic solution of a boundary-value problem for linear singularly-perturbed functional differential equations arising in optimal control theory. J. Optim. Theory Appl. 106, 309-335 (2000) MATHMathSciNetView ArticleGoogle Scholar
- Glizer, VY: Blockwise estimate of the fundamental matrix of linear singularly perturbed differential systems with small delay and its application to uniform asymptotic solution. J. Math. Anal. Appl. 278, 409-433 (2003) MATHMathSciNetView ArticleGoogle Scholar
- Stein, RB: A theoretical analysis of neuronal variability. Biophys. J. 5, 173-194 (1965) View ArticleGoogle Scholar
- Tuckwell, HC: On the first-exit time problem for temporally homogeneous Markov processes. J. Appl. Probab. 13, 39-48 (1976) MATHMathSciNetView ArticleGoogle Scholar
- Tuckwell, HC: Introduction to Theoretical Neurobiology, vol. 1. Cambridge University Press, Cambridge (1988) View ArticleGoogle Scholar
- Tuckwell, HC: Introduction to Theoretical Neurobiology, vol. 2. Cambridge University Press, Cambridge (1988) View ArticleGoogle Scholar
- Wilbur, WJ, Rinzel, J: An analysis of Stein’s model for stochastic neuronal excitation. Biol. Cybern. 45, 107-114 (1982) MATHMathSciNetView ArticleGoogle Scholar
- Lange, CG, Miura, RM: Singular perturbation analysis of boundary-value problems for differential-difference equations. SIAM J. Appl. Math. 42, 502-531 (1982) MATHMathSciNetView ArticleGoogle Scholar
- Lange, CG, Miura, RM: Singular perturbation analysis of boundary-value problems for differential-difference equations. II. Rapid oscillations and resonances. SIAM J. Appl. Math. 45, 687-707 (1985) MATHMathSciNetView ArticleGoogle Scholar
- Lange, CG, Miura, RM: Singular perturbation analysis of boundary-value problems for differential-difference equations. III. Turning point problems. SIAM J. Appl. Math. 45, 708-734 (1985) MATHMathSciNetView ArticleGoogle Scholar
- Lange, CG, Miura, RM: Singular perturbation analysis of boundary value problems for differential difference equations. IV. A nonlinear example with layer behavior. Stud. Appl. Math. 84, 231-273 (1991) MATHMathSciNetGoogle Scholar
- Lange, CG, Miura, RM: Singular perturbation analysis of boundary-value problems for differential-difference equations. V. Small shifts with layer behavior. SIAM J. Appl. Math. 54, 249-272 (1994) MATHMathSciNetView ArticleGoogle Scholar
- Lange, CG, Miura, RM: Singular perturbation analysis of boundary-value problems for differential-difference equations. VI. Small shifts with rapid oscillations. SIAM J. Appl. Math. 54, 273-283 (1994) MATHMathSciNetView ArticleGoogle Scholar
- Kadalbajoo, MK, Sharma, KK: Numerical analysis of boundary value problems for singularly perturbed differential difference equations with small shifts of mixed type. J. Optim. Theory Appl. 115(1), 145-163 (2002) MATHMathSciNetView ArticleGoogle Scholar
- Kadalbajoo, MK, Sharma, KK: Numerical analysis of singularly perturbed delay differential equations with layer behavior. Appl. Math. Comput. 157, 11-28 (2004) MATHMathSciNetView ArticleGoogle Scholar
- Kadalbajoo, MK, Sharma, KK: Numerical analysis of boundary value problems for singularly perturbed differential difference equations: small shifts of mixed type with rapid oscillations. Commun. Numer. Methods Eng. 20, 167-182 (2004) MATHMathSciNetView ArticleGoogle Scholar
- Kadalbajoo, MK, Sharma, KK: ε-Uniformly fitted mesh method for singularly perturbed differential difference equations: mixed type of shifts with layer behavior. Int. J. Comput. Math. 81(1), 49-62 (2004) MATHMathSciNetView ArticleGoogle Scholar
- Kadalbajoo, MK, Sharma, KK: Numerical treatment of a mathematical model arising from a model of neuronal variability. J. Math. Anal. Appl. 307, 606-627 (2005) MATHMathSciNetView ArticleGoogle Scholar
- Kadalbajoo, MK, Sharma, KK: Numerical treatment of boundary value problems for second order singularly perturbed delay differential equations. Comput. Appl. Math. 24(2), 151-172 (2005) MATHMathSciNetGoogle Scholar
- Kadalbajoo, MK, Sharma, KK: Numerical treatment for singularly perturbed nonlinear differential difference equations with negative shift. Nonlinear Anal. 63, e1909-e1924 (2005) MATHView ArticleGoogle Scholar
- Kadalbajoo, MK, Sharma, KK: Parameter uniform fitted mesh method for singularly perturbed delay differential equations with layer behavior. Electron. Trans. Numer. Anal. 23, 180-201 (2006) MATHMathSciNetGoogle Scholar
- Kadalbajoo, MK, Sharma, KK: An ε-uniform convergent method for a general boundary value problem for singularly perturbed differential difference equations: small shifts of mixed type with layer behavior. J. Comput. Methods Sci. Eng. 6(1), 39-55 (2006) MATHMathSciNetGoogle Scholar
- Kadalbajoo, MK, Sharma, KK: A numerical method based on finite difference for boundary value problems for singularly perturbed delay differential equations. Appl. Math. Comput. 197, 692-707 (2008) MATHMathSciNetView ArticleGoogle Scholar
- Kadalbajoo, MK, Kumar, D: A computational method for singularly perturbed nonlinear differential-difference equations with small shift. Appl. Math. Model. 34, 2584-2596 (2010) MATHMathSciNetView ArticleGoogle Scholar
- Kadalbajoo, MK, Ramesh, VP: Hybrid method for numerical solution of singularly perturbed delay differential equations. Appl. Math. Comput. 187, 797-814 (2007) MATHMathSciNetView ArticleGoogle Scholar
- Gulsu, M, Sezer, M: A Taylor polynomial approach for solving differential-difference equations. J. Comput. Appl. Math. 186, 349-364 (2006) MathSciNetView ArticleGoogle Scholar
- Doolan, ER, Miller, JJH, Schilders, WHA: Uniform Numerical Methods for Problems with Initial and Boundary Layers. Boole, Dublin (1980) MATHGoogle Scholar
- Miller, JJH, O’Riordan, E, Shiskin, GI: Fitted Numerical Methods for Singular Perturbation Problems. World Scientific, Singapore (1996) MATHView ArticleGoogle Scholar
- Roos, HG, Stynes, M, Tobiska, L: Numerical Methods for Singularly Perturbed Differential Equations. Springer, Berlin (1996) MATHView ArticleGoogle Scholar
- Farrell, PA, Hegarty, AF, Miller, JJH, O’Riordan, E, Shishkin, GI: Robust Computational Techniques for Boundary Layers. Chapman & Hall/CRC, New York (2000) MATHGoogle Scholar
- Bickley, WG: Piecewise cubic interpolation and two point boundary value problems. Comput. J. 11, 206-208 (1968) MATHMathSciNetView ArticleGoogle Scholar
- Aziz, T, Khan, A: A spline method for second order singularly perturbed boundary value problems. J. Comput. Appl. Math. 147, 445-452 (2002) MATHMathSciNetView ArticleGoogle Scholar
- Amiraliyev, GM, Erdogan, F: Uniform numerical method for singularly perturbed delay differential equations. Comput. Math. Appl. 53, 1251-1259 (2007) MATHMathSciNetView ArticleGoogle Scholar
- Amiraliyev, GM, Cimen, E: Numerical method for a singularly perturbed convection-diffusion problem with delay. Appl. Math. Comput. 216, 2351-2359 (2010) MATHMathSciNetView ArticleGoogle Scholar
- Amiraliyeva, IG, Erdogan, F, Amiraliyev, GM: A uniform numerical method for dealing with a singularly perturbed delay initial value problem. Appl. Math. Lett. 23, 1221-1225 (2010) MATHMathSciNetView ArticleGoogle Scholar
- Erdogan, F, Amiraliyev, GM: Fitted finite difference method for singularly perturbed delay differential equations. Numer. Algorithms 59, 131-145 (2012) MATHMathSciNetView ArticleGoogle Scholar
- Subburayan, V, Ramanujam, N: An initial value technique for singularly perturbed convection - diffusion problems with a negative shift. J. Optim. Theory Appl. 158, 234-250 (2013) MATHMathSciNetView ArticleGoogle Scholar
- Ghomanjani, F, Farahi, MH, Kamyad, AV: Numerical solution of some linear optimal control systems with pantograph delays. IMA J. Math. Control Inf. 32(2), 225-243 (2015). doi:10.1093/imamci/dnt037 MathSciNetView ArticleGoogle Scholar
- Ghomanjani, F, Farahi, MH, Kılıçman, A, Kamyad, AV, Pariz, N: Bezier curves based numerical solutions of delay systems with inverse time. Math. Probl. Eng. (2014). doi:10.1155/2014/602641 MATHGoogle Scholar