A fractional step method for 2D parabolic convection-diffusion singularly perturbed problems: uniform convergence and order reduction

Abstract

In this work, we are concerned with the efficient resolution of two dimensional parabolic singularly perturbed problems of convection-diffusion type. The numerical method combines the fractional implicit Euler method to discretize in time on a uniform mesh and the classical upwind finite difference scheme, defined on a Shishkin mesh, to discretize in space. We consider general time-dependent Dirichlet boundary conditions, and we show that classical evaluations of the boundary conditions cause an order reduction in the consistency of the time integrator. An appropriate correction for the evaluations of the boundary data permits to remove such order reduction. Using this correction, we prove that the fully discrete scheme is uniformly convergent of first order in time and of almost first order in space. Some numerical experiments, which corroborate in practice the robustness and the efficiency of the proposed numerical algorithm, are shown; from them, we bring to light the influence in practice of the two options for the boundary data considered here, which is in agreement with the theoretical results.