J. Gracia, Carmelo Clavero Gracia
In this work we construct a numerical method to solve a two dimensional convection-diffusion parabolic problem for which the diffusion term can be very small. To deduce the method we use the Peaceman-Rachford scheme to discretize in time and a finite difference scheme of HODIE type, defined on a piecewise uniform Shihskin mesh, for the spatial discretization. The numerical results show that the method is uniformly convergent with respect to the diffusion parameter, having order two in both time and spatial variables. Therefore, the method is more efficient that the schemes used so far to solve this type of problems.
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