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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.

An Explicit-Implicit Splitting Method for a Convection-Diffusion Problem