A High Order Uniformly Convergent Alternating Direction Scheme for Time Dependent Reaction–diffusion Singularly Perturbed Problems

In this work we design and analyze an efficient numerical method to solve two dimensional initial-boundary value reaction–diffusion problems, for which the diffusion parameter can be very small with respect to the reaction term. The method is defined by combining the Peaceman and Rachford alternating direction method to discretize in time, together with a HODIE finite difference scheme constructed on a tailored mesh. We prove that the resulting scheme is ε-uniformly convergent of second order in time and of third order in spatial variables. Some numerical examples illustrate the efficiency of the method and the orders of uniform convergence proved theoretically. We also show that it is easy to avoid the well-known order reduction phenomenon, which is usually produced in the time integration process when the boundary conditions are time dependent.