A high order uniformly convergent alternating direction scheme for time dependent reaction-diffusion singularly perturbed problems (Q2642287)

The authors discuss the numerical solution of two-dimensional parabolic initial-boundary value problems with small diffusion parameter which appear as models of chemical reactions. The solutions of these singularly perturbed problems feature boundary layers and corner layers. Time discretization is based on the Peaceman and Rachford fractional step method with uniform step size. Inspection of the asymptotic behavior of these approximations serves as the basis for the subsequent choice of the spatial discretization. The latter uses HODIE finite differences, which are exact for polynomials of degree up to three, on Shishkin meshes. Altogether, uniform convergence of second order in time and of third order in space can be proven for the resulting full discretizations. Numerical examples illustrate the theory.