A modified Crank–Nicolson scheme with incremental unknowns for convection dominated diffusion equations

Spatial filter averaging approach of probabilistic method to linear second-order partial differential equations of the parabolic type

“…Some Eulerian approaches, for example optimal spatial methods or Petrov-Galerkin methods [2,11,4,32], were developed to tackle convection dominated problems but those procedures can yield an upstream bias in the resulting approximation or do not completely eliminate issues of localized oscillations.…”