Wave propagation analysis of difference schemes for hyperbolic equations: A review

There are spurious phenomena in the numerical approximation of the hyperbolic equations of fluid dynamics that may be investigated by invoking concepts which originate from wave propagation theory. Many of the significant results which have been obtained by pursuing this kind of analysis are reviewed in this paper by using as an illustration a family of implicit approximations of the simple linear advection equation. Included in this family of algorithms are the common six-point implicit finite difference scheme, the linear finite element/Galerkin scheme and the ‘box’ method. The phase and group velocities of sinusoidal solutions are brought into the analysis of the accuracy and of the spurious reflection or scattering phenomena which are created at computational boundaries and in non-uniform grids. General properties become apparent in this Fourier/wave propagation approach to the analysis. One of these is in the form of an analogy with quantum mechanics. Another shows that certain energy norms of the errors are independent of time discretization, i.e. depend on space discretization alone.