Exponentially fitted IMEX peer methods for an advection-diffusion problem

In this paper, Implicit-Explicit (IMEX) Exponential Fitted (EF) peer methods are proposed for the numerical solution of an advection-diffusion problem exhibiting an oscillatory solution. Adapted numerical methods both in space and in time are constructed. The spatial semi-discretization of the problem is based on finite differences, adapted to both the diffusion and advection terms, while the time discretization employs EF IMEX peer methods. The accuracy and stability features of the proposed methods are analytically and numerically analyzed.