Upwind scheme

In computational physics, the term advection scheme refers to a class of numerical discretization methods for solving hyperbolic partial differential equations. In the so-called upwind schemes typically, the so-called upstream variables are used to calculate the derivatives in a flow field. That is, derivatives are estimated using a set of data points biased to be more "upwind" of the query point, with respect to the direction of the flow. Historically, the origin of upwind methods can be traced back to the work of Courant, Isaacson, and Rees who proposed the CIR method.[1]

  1. ^ Courant, Richard; Isaacson, E; Rees, M. (1952). "On the Solution of Nonlinear Hyperbolic Differential Equations by Finite Differences". Comm. Pure Appl. Math. 5 (3): 243..255. doi:10.1002/cpa.3160050303.