Method of Exact Difference Schemes for the Numerical Solution of Parameterized Singularly Perturbed Problem

In this paper, we study a uniform finite difference method for the first-order singularly perturbed Volterra integro-differential problem depending on a parameter. We prove that the method is uniform second-order convergent except for a logarithmic factor in the discrete maximum norm. Numerical results are presented which are in agreement with the theoretical analysis.