Exponentially fitted IMEX methods for advection–diffusion problems

摘要

The paper is devoted to the numerical solution of advection–diffusion problems of Boussinesq type, by means of adapted numerical methods. The adaptation occurs at two levels: along space, by suitably semidiscretizing the spatial derivatives through finite differences based on exponential fitting; along time integration, through an adapted IMEX method based on exponential fitting itself. Stability analysis is provided and numerical examples showing the effectiveness of the approach, also in comparison with the classical one, are given.