Consider the 1D advection problem of a scalar with constant velocity
:
,
,
,
where .
Fig.1 compares the convergence (norm 2 of the difference between the numerical and exact solution) of Discontinuous Galerkin Method and Finite Difference for the problem above.

Fig.1: Convergence of Discontinuos Galerkin Method (DG) and Finite difference (FD) for a 1D advection problem.