On an origin of numerical diffusion: Violation of invariance under space-time inversion

Abstract

The invariant properties of the convection equation du/dt + adu/dx = 0 (where d is the partial differential operator) with respect to spatial reflection, time reversal, and space-time inversion are studied. Generally, a finite-difference analog of this equation may possess some or none of these properties. It is shown that, under certain conditions, the von Neumann amplification factor of an analog satisfies a special relation for each invariant property this analog possesses. Particularly, an analog is neutrally stable and thus free of numerical diffusion if it possesses the invariant property related to space-time inversion. It is also explained why generally (1) an upwind scheme possesses neither the invariant property related to spatial reflection nor that related to space-time inversion, and (2) an explicit scheme possesses neither the invariant property related to time reversal nor that related to space-time inversion. Extension to the viscous case and a remarkable connection between the current work and a new numerical framework for solving conservation laws are also discussed