C. Clavero, J.C.

Jorge / Applied Mathematics and Computation 287–288 (2016) 12–27 15

(I + τ Ln2+1
,ε )u
n+1
= un+1/2 + τ f2n+1 , (x, y ) ∈ ,
u n+1
(x, y ) = g
n+1
(x, y ), (x, y ) ∈ [0, 1] × {0, 1},
n = 0, . . . , M − 1, (3)

with
∂ 2u
,ε u ≡ −ε
Ln1+1 + k1 (x, y, tn+1 )u,
2
∂ x2
2∂ u
2
(4)
,ε u ≡ −ε
Ln2+1 + k2 (x, y, tn+1 )u,
∂ y2
f1 = f1 (x, y, tn+1 ), f2n+1 = f2 (x, y, tn+1 ).
n+1

In the literature (see [1,15,18]), the most natural option for the boundary conditions is given by
gn+1/2 = g(x, y, tn+1 ), (x, y ) ∈ {0, 1} × [0, 1],
(5)
gn+1
= g(x, y, tn+1 ), (x, y ) ∈ [0, 1] × {0, 1}.
Nevertheless, in most of cases, this option reduces the order of consistency to zero and causes a sharp increase in the global
error of the method as well as strong difficulties for proving its uniform convergence.
Here, we propose a different choice for the boundary conditions contained in (3), which is given by

gn+1/2 = (I + τ Ln2+1
,ε
)g(x, y, tn+1 ) − τ f2n+1 , (x, y ) ∈ {0, 1} × [0, 1],
(6)
gn+1 (x, y ) = g(x, y, tn+1 ), (x, y ) ∈ [0, 1] × {0, 1}.
This proposal is different that the considered ones in previous papers concerning the order reduction of these schemes (see
[1,2]); moreover, it is a bit cheaper than these ones and requires a different, somewhat simpler, technique of analysis for its
uniform consistency and its subsequent uniform convergence.

3.2. Stability

Let us define the operators (I + τ Ln1,ε,0 )−1 (analogously (I + τ Ln2,ε,0 )−1 ), as follows: v = (I + τ Ln1,ε,0 )−1 u is the solution of
the elliptic problem
(I + τ Ln1,ε,0 )v = u(x, y ), (x, y ) ∈ ,
v(x, y ) = 0, (x, y ) ∈ {0, 1} × [0, 1].
From the classical maximum principles for one dimensional diffusion-reaction operators (see [16,17]), it is straightforward
that it holds
1
(I + τ Lni,ε,0 )−1 ¯ ≤ , i = 1, 2. (7)
1 + τ βi2

3.3. Uniform consistency

Let us denote en+1 the local truncation error of scheme (3) at the time tn+1 , i.e., en+1 = u(tn+1 ) − u˜n+1 , where u˜n+1 is the
solution of
(I + τ Ln1+1
,ε
)u˜n+1/2 = u(tn ) + τ f1n+1 , (x, y ) ∈ ,
u˜ n+1/2
(x, y ) = gn+1/2 (x, y ), (x, y ) ∈ {0, 1} × [0, 1],
(8)
(I + τ Ln2+1
,ε
)u˜n+1 = u˜n+1/2 + τ f2n+1 , (x, y ) ∈ ,
u˜ (x, y ) = gn+1 (x, y ), (x, y ) ∈ [0, 1] × {0, 1}.
n+1

Theorem 1. Under the assumptions made on data of problem (1), it holds

en ¯ ≤ C τ 2 , n = 1, . . . , M, (9)

and therefore (3) is a first order uniformly consistent method.

Proof. From the definition of u˜n+1 given in (8), it is easily deduced that
 
(I + τ Ln1+1
,ε ) (I + τ L2,ε )u
n+1
˜n+1 − τ f2n+1 = u(tn ) + τ f1n+1 . (10)

On the other hand, by using the simple Taylor expansion

∂u
u(x, y, tn ) = u(x, y, tn+1 ) − τ (x, y, tn+1 ) + O (τ 2 )
∂t