The LEM exponential integrator for advection-diffusion-reaction equations

We implement a second-order exponential integrator for semidiscretized advection-diffusion-reaction equations, obtained by coupling exponential-like Euler and Midpoint integrators, and computing the relevant matrix exponentials by polynomial interpolation at Leja points. Numerical tests on 2D models discretized in space by finite differences or finite elements, show that the Leja-Euler-Midpoint (LEM) exponential integrator can be up to 5 times faster than a classical second-order implicit solver.