Abstract:
In this thesis, nonstandard fitted finite difference method has been presented for the
numerical solution of a second order singularly perturbed problems having large delay.
The behavior of the continuous solution of the problem is studied and shown that it
satisfies the continuous stability estimate and the derivatives are also bounded. The
numerical scheme is developed on a uniform mesh using non standard finite difference
method. To validate the applicability of the method, one model problem is considered for
numerical experimentation for different values perturbation parameter and mesh points.
The method is shown to be ε-uniformly convergent with order of convergence O(h). The
proposed method gives more accurate and ε-uniform numerical result.
