It was widely believed that all variation nonexpansive finite difference schemes for single conservation laws must reduce to first-order at extreme points of the approximation. It is shown here that this belief is in fact false. A third-order scheme, which at worst may reduce to second order at extreme points, is developed and analyzed. Moreover, extensive numerical experiments indicate that the third-order scheme introduced here yields superior approximations when compared with other variation nonexpansive difference schemes.
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Richard Sanders (1988) studied this question.
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