Upwind finite difference scheme

For constant-speed advection $u_t+a{u}_x=0$ with $a>0$, the explicit upwind scheme uses $U_j^{n+1}=(1-\nu )U_j^n+\nu U_{j-1}^n$, $\nu =ak/h$. For $a<0$ the neighbour must be on the other side. When $0\le \nu \le 1$, the update is a convex combination and is contractive in the maximum norm on a periodic grid, or with appropriate controlled inflow data.

On a periodic grid, Von Neumann stability analysis gives $G=1-\nu +\nu e^{-i\theta }$ and $|G{|}^2=1-2\nu (1-\nu )(1-\cos \theta )$, proving the same exact contraction range in the discrete L2 norm. Boundary estimates are still required on a finite interval; stable scalar eigenvalues of a triangular boundary update alone need not give a mesh-uniform bound.