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A uniformly convergent alternating direction HODIE finite difference scheme for 2D time-dependent convection-diffusion problems. (English) Zbl 1118.65092

A finite-difference scheme for a class of convection-diffusion problems in 2D space is presented and analyzed. The problem under consideration is a singularly-perturbed time-dependent partial differential equations problem with convection term positive in both space directions, and a nonnegative reaction term. The proposed method is uniformly convergent with respect to diffusion parameter, and reaches almost second-order precision in space. The authors argue that the developed method is applicable to a wider class of problems than the method is originally designed for.

MSC:

65M06 Finite difference methods for initial value and initial-boundary value problems involving PDEs
65M12 Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs
35K15 Initial value problems for second-order parabolic equations
35B25 Singular perturbations in context of PDEs
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