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.

For the equation $u_t=u_x$, the second-order forward difference has Fourier symbol $[-(1-\cos \theta {)}^2+i\sin \theta (2-\cos \theta )]/h$. The nonpositive real part gives a contractive semidiscrete evolution in the discrete L2 norm. Equivalently, for the unitary lattice shift $S$, $\mathrm{Re}⟨u,D_{+,2}u⟩=-\Vert (S-I{)}^{2}u{\Vert }^2/(4h)$. A centred difference in another direction contributes only a skew-adjoint term, preserving this energy estimate.