We perform the first self-consistent, time-dependent, multi-group calculations in two dimensions (2D) to address the consequences of using the ray-by-ray+ transport simplification in core-collapse supernova simulations. Such a dimensional reduction is employed by many researchers to facilitate their resource-intensive calculations. Our new code (F{sc{ornax}}) implements multi-D transport, and can, by zeroing out transverse flux terms, emulate the ray-by-ray+ scheme. Using the same microphysics, initial models, resolution, and code, we compare the results of simulating 12-, 15-, 20-, and 25-M$_{odot}$ progenitor models using these two transport methods. Our findings call into question the wisdom of the pervasive use of the ray-by-ray+ approach. Employing it leads to maximum post-bounce/pre-explosion shock radii that are almost universally larger by tens of kilometers than those derived using the more accurate scheme, typically leaving the post-bounce matter less bound and artificially more explodable. In fact, for our 25-M$_{odot}$ progenitor, the ray-by-ray+ model explodes, while the corresponding multi-D transport model does not. Therefore, in two dimensions the combination of ray-by-ray+ with the axial sloshing hydrodynamics that is a feature of 2D supernova dynamics can result in quantitatively, and perhaps qualitatively, incorrect results.
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