An Explicit-Implicit Splitting Method for a Convection-Diffusion Problem
Journal article, 2019
We analyze a second-order accurate finite difference method for a spatially periodic convection-diffusion problem. The method is a time stepping method based on the Strang splitting of the spatially semidiscrete solution, in which the diffusion part uses the Crank-Nicolson method and the convection part the explicit forward Euler approximation on a shorter time interval. When the diffusion coefficient is small, the forward Euler method may be used also for the diffusion term.