A modified Crank-Nicolson scheme with incremental unknowns for convection dominated diffusion equations (Q846426)

The paper deals with the numerical solution of time-dependent linear convection-diffusion equations. The space semi-discretization is carried out using finite differences and the time discretization using a modified Cranck-Nicolson method. The authors prove that the method is consistent and unconditionally stable and derive a priori error estimate in the \(L^2\)-norm. Finally, several numerical experiments verify the stability and efficiency of the method.