On the Group Velocity of Symmetric and Upwind Numerical Schemes

Dissipative numerical approximations to the linear advection equation are considered with respect to their behaviour in the limit of weak dissipation. The context is wave propagation under typical far-field conditions where grids are highly stretched and waves are underresolved. Three classes of schemes are analysed: explicit two-level (i) symmetric and (ii) upwind schemes of optimal accuracy are considered as well as (iii) (symmetric) Runge-Kutta schemes. In the far-field the dissipation of all schemes diminishes. Group speeds of high-frequency modes assume the incorrect sign and may admit 'backward' wave propagation if waves are not damped. A fundamental difference arises between the symmetric and upwind cases owing to the different rates at which the dissipation diminishes. In the upwind case, while the amount of damping per time step diminishes, the accumulative damping remains exponential in time. In the symmetric case the accumulative damping tends to unity, yielding in practice non-dissipative schemes. In this light, parasitic modes constitute much less of a problem in the upwind case than in the symmetric case. Numerical tests confirm these findings.