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A Taylor series analysis of the upwind scheme discussed above will show that it is first-order accurate in space and time. Modified wavenumber analysis shows that the first-order upwind scheme introduces severe numerical diffusion /dissipation in the solution where large gradients exist due to necessity of high wavenumbers to represent sharp ...
However, for large Peclet numbers (generally > 2) this approximation gave inaccurate results. It was recognized independently by several investigators [1] [2] that the less expensive but only first order accurate upwind scheme can be employed but that this scheme produces results with false diffusion for multidimensional cases. Many new schemes ...
In order to find the cell face value a quadratic function passing through two bracketing or surrounding nodes and one node on the upstream side must be used. In central differencing scheme and second order upwind scheme the first order derivative is included and the second order derivative is ignored.
For large Peclet numbers (|Pe| > 2) it uses the Upwind difference scheme, which first order accurate but takes into account the convection of the fluid. As it can be seen in figure 4 that for Pe = 0, it is a linear distribution and for high Pe it takes the upstream value depending on the flow direction.
The order of differencing can be reversed for the time step (i.e., forward/backward followed by backward/forward). For nonlinear equations, this procedure provides the best results. For linear equations, the MacCormack scheme is equivalent to the Lax–Wendroff method .
Simpler to program, requires less computer time per step, and works well with multigrid acceleration techniques; Has a free parameter in conjunction with the fourth-difference dissipation, which is needed to approach a steady state. More accurate than the first-order upwind scheme if the Peclet number is less than 2. [3]
Though, dissipation can be thought of as artificial (or numerical) diffusion. Running the Forward-Euler, first order Upwind scheme on a simple advection (first order wave) equation with a coefficient of unity (A=1) with a binary initial condition (either 0 or 1) and periodic boundary conditions will eventually lead to no gradients what-so-ever.
It is a first-order method in time, explicit in time, and is conditionally stable when applied to the heat equation. When used as a method for advection equations, or more generally hyperbolic partial differential equations, it is unstable unless artificial viscosity is included. The abbreviation FTCS was first used by Patrick Roache. [2] [3]