Numerical study of time delay singularly perturbed parabolic differential equations involving both small positive and negative space shifts

A time dependent singularly perturbed differential-difference equation is considered. The problem involves time delay and general small space shift terms. Taylor series approximation is used to expand the space shift term. A robust numerical scheme based on the backward Euler scheme for the time and classical upwind scheme for space is proposed. The convergence analysis is carried out. It is observed that the proposed scheme converges almost first order up to a logarithm term and optimal first order in space on the Shishkin and Bakhvalov-Shishkin mesh, respectively. Numerical results confirm the efficiency of the proposed scheme, which are in agreement with the theoretical bounds.