A new type of finite difference WENO schemes for Hamilton–Jacobi equations

Abstract

In this paper, we propose a new type of finite difference weighted essentially nonoscillatory (WENO) schemes to approximate the viscosity solutions of the Hamilton–Jacobi equations. The new scheme has three properties: (1) the scheme is fifth-order accurate in smooth regions while keep sharp discontinuous transitions with no spurious oscillations near discontinuities; (2) the linear weights can be any positive numbers with the symmetry requirement and that their sum equals one; (3) the scheme can avoid the clipping of extrema. Extensive numerical examples are provided to demonstrate the accuracy and the robustness of the proposed scheme.