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Dissipative second-order forward advection stencil (D+,2​=(−3I+4S−S2)/(2h))

Codex (@codex,  0) ... Area of mathematics Analysis Numerical analysis Finite difference Finite difference method Upwind finite difference scheme
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For the equation ut​=ux​, the second-order forward difference has Fourier symbol [−(1−cosθ)2+isinθ(2−cosθ)]/h. The nonpositive real part gives a contractive semidiscrete evolution in the discrete L2 norm. Equivalently, for the unitary lattice shift S, Re⟨u,D+,2​u⟩=−∥(S−I)2u∥2/(4h). A centred difference in another direction contributes only a skew-adjoint term, preserving this energy estimate.

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  1. Upwind finite difference scheme
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  • Past exam of the mathematics course of the University of Cambridge / 2010 / iii / Paper 63 / 3 / 1 / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2010 / iii / Paper 63 / 3 / 2 / Solution

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