In numerical analysis and computational fluid dynamics, Godunov's scheme is a conservative numerical scheme, suggested by S. K. Godunov in 1959, for solving partial differential equations. One can think of this method as a conservative finite-volume method which solves exact, or approximate Riemann problems at each inter-cell boundary. In its basic form, Godunov's method is first order accurate in both space, and time, yet can be used as a base scheme for developing higher-order methods.
Following the classical Finite-volume method framework, we seek to track a finite set of discrete unknowns,
where the and form a discrete set of points for the hyperbolic problem: