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2.5.1 Overshoot

Figure 18: Lax-Wendroff and Beam-Warming scheme.
\includegraphics[width=8.0cm]{images/pde1d_solve_linadv_spikes_lax-wendroff_i200n20dt04.ps} \includegraphics[width=8.0cm]{images/pde1d_solve_linadv_spikes_beam-warming_i200n20dt04.ps}
Figure 18 shows the standard example after only \bgroup\color{DEFcolor}$n$\egroup=20 time-steps for the Lax-Wendroff (Sect. 2.4.8) and the Beam-Warming scheme (Sect. 2.4.9) displaying overshooting post- and pre-shock oscillations.

This Gibb's phenomenon is closely related to overshoot of parabolic (or higher-order) interpolation schemes.