An Instability of the Godunov Scheme

Abstract

We construct a solution to a $2\times 2$ strictly hyperbolic system of conservation laws, showing that the Godunov scheme \cite{Godunov59} can produce an arbitrarily large amount of oscillations. This happens when the speed of a shock is close to rational, inducing a resonance with the grid. Differently from the Glimm scheme or the vanishing viscosity method, for systems of conservation laws our counterexample indicates that no a priori BV bounds or $L^1$ stability estimates can in general be valid for finite difference schemes.

40 pages, 3 figures