Iranian Journal of Numerical Analysis and Optimization (Dec 2024)

A novel mid-point upwind scheme for fractional-order singularly perturbed convection-diffusion delay differential equation

  • N.A. Endrie,
  • G.F. Duressa

DOI
https://doi.org/10.22067/ijnao.2024.88781.1472
Journal volume & issue
Vol. 14, no. Issue 4
pp. 1247 – 1279

Abstract

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This study presents a numerical approach for solving temporal fractionalorder singularly perturbed parabolic convection-diffusion differential equations with a delay using a uniformly convergent scheme. We use the asymptotic analysis of the problem to offer a priori bounds on the exact solution and its derivatives. To discretize the problem, we use the implicit Euler technique on a uniform mesh in time and the midpoint upwind finite difference approach on a piece-wise uniform mesh in space. The proposed technique has a nearly first-order uniform convergence order in both spatial and temporal dimensions. To validate the theoretical analysis of the scheme, two numerical test situations for various values of ε are explored.

Keywords