Lax–Wendroff differencing scheme
From Glossary of Meteorology
An explicit numerical approximation to the time evolution of fluid flows that is constructed through Taylor expansions to yield second-order truncation error using only two consecutive time levels.
The resulting approximation introduces a diffusive damping term that helps control nonlinear computational instability and may be useful for equations with shock discontinuities.
Richtmyer, R., and K. Morton 1967. Difference Methods for Initial Value Problems. 302 pp.
