Central Weighted Essentially Non-oscillatory Research Articles

A sixth-order central WENO scheme for nonlinear degenerate parabolic equations

In this paper, we develop a new sixth-order finite difference central weighted essentially non-oscillatory (WENO) scheme with Z-type nonlinear weights for nonlinear degenerate parabolic equations. The centered polynomial is introduced for the WENO reconstruction to avoid the negative linear weights. We choose the Z-type nonlinear weights based on the $$L^2$$ -norm smoothness indicators, yielding the new WENO scheme with less computational cost. It is also confirmed that the proposed central WENO scheme with the devised nonlinear weights achieves sixth order accuracy in smooth regions. One- and two-dimensional numerical examples are presented to demonstrate the improved performance of the proposed central WENO scheme.

CWENO Finite-Volume Interface Capturing Schemes for Multicomponent Flows Using Unstructured Meshes

In this paper we extend the application of unstructured high-order finite-volume central-weighted essentially non-oscillatory (CWENO) schemes to multicomponent flows using the interface capturing paradigm. The developed method achieves high-order accurate solution in smooth regions, while providing oscillation free solutions at discontinuous regions. The schemes are inherently compact in the sense that the central stencils employed are as compact as possible, and that the directional stencils are reduced in size, therefore simplifying their implementation. Several parameters that influence the performance of the schemes are investigated, such as reconstruction variables and their reconstruction order. The performance of the schemes is assessed under a series of stringent test problems consisting of various combinations of gases and liquids, and compared against analytical solutions, computational and experimental results available in the literature. The results obtained demonstrate the robustness of the new schemes for several applications, as well as their limitations within the present interface-capturing implementation.

A New Hybrid WENO Scheme on a Four-Point Stencil for Euler Equations

To enhance the performance of the third-order weighted essentially non-oscillatory (WENO) scheme on the four-point stencil, a new hybrid central-type scheme is proposed in this paper. Developments are conducted in the following two aspects. First, a new fourth-order central WENO scheme, named as WENO4-LC, is devised for shock capturing, and a low dissipative third-order grid-centered upwind scheme is adopted for the smooth region. Second, a discontinuity indicator is extended to the four-point stencil version, which is simpler than its counterpart in our former article (Guo et al. in J Sci Comput 83, 28, 2020), for switching between the linear and nonlinear branch of the hybrid scheme. Numerical tests of the Euler and Navier–Stokes benchmarks show that the new indicator is good on detecting the discontinuities. Moreover, the performances of the central-type WENO4-LC and its corresponding hybrid scheme have obvious improvements compared with those of WENO3-JS and WENO3-L, and even behave slightly better than classical WENO5-JS on resolving the fluid structures. Meanwhile, the hybrid scheme is efficient which only costs 76% CPU time of WENO3-JS and about 58% of WENO5-JS.

Two-step weighting method for constructing fourth-order hybrid central WENO scheme

The hybridization of the fourth-order central scheme and a third-order WENO (weighted essentially non-oscillatory) scheme aims to obtain fourth-order accuracy in smooth regions and keep ENO property near shock waves. However, according to our numerical tests, such existing hybrid schemes may generate spurious waves near shocks. To overcome this problem, in this paper, a new two-step method is proposed for constructing a fourth-order hybrid central WENO scheme. The first step is using the traditional weighting method to get the third-order WENO scheme. The second step is to get a hybrid scheme by weighting the third-order upwind scheme and the fourth-order central scheme. Then, the final hybrid WENO scheme is obtained by combining the two weighted schemes through a discontinuity-detecting method for a four-point stencil. Various one- and two-dimensional numerical tests are presented to show that the new scheme can avoid the generation of spurious waves near shock waves, keep the ENO property, and get almost fourth-order accuracy in smooth regions including critical points.

Conservative Third-Order Central-Upwind Schemes for Option Pricing Problems

In this paper, we propose the application of third-order semi-discrete central-upwind conservative schemes to option pricing partial differential equations (PDEs). Our method is a high-order extension of the recent efficient second-order “Black-Box” schemes that successfully priced several option pricing problems. We consider the Kurganov–Levy scheme and its extensions, namely the Kurganov–Noelle–Petrova and the Kolb schemes. These “Black-Box” solvers ensure non-oscillatory property and achieve desired accuracy using a third-order central weighted essentially non-oscillatory (CWENO) reconstruction. We compare the schemes using a European test case and observe that the Kolb scheme performs better. We apply the Kolb scheme to one-dimensional butterfly, barrier, American and non-linear options under the Black–Scholes model. Further, we extend the Kurganov–Levy scheme to solve two-dimensional convection-dominated Asian PDE. We also price American options under the constant elasticity of variance (CEV) model, which treats volatility as a stochastic instead of a constant as in Black–Scholes model. Numerical experiments achieve third-order, non-oscillatory and high-resolution solutions.

Mapped CWENO scheme for hyperbolic conservation laws

In this paper, we analysis the Central Weighted Essentially Non-Oscillatory (CWENO) scheme for hyperbolic conservation laws (Qiu and Shu, 2002). The CWENO procedure contains three major steps: the reconstruction of u ̄ i + 1 ∕ 2 n from u ̄ i n , the reconstruction of u i n from u ̄ i n , and the approximation of ∫ t n t n + 1 f ( u ( x i , t ) ) d t using the Natural Continuous Extension (NCE) of Runge–Kutta method. We found that both reconstructions lost the designed optimal order of accuracy near critical points. This loss of accuracy can be recovered by using a proper mapping function. Furthermore, numerical tests demonstrate that, in practice, it is enough for the mapping technique to be implemented only in the first reconstruction. This new mapped central WENO method is not only more accurate than the one in Qiu and Shu (2002), but also more efficient.

Hybrid central–WENO scheme for the large eddy simulation of turbulent flows with shocks

ABSTRACTTo provide an effective numerical method for the large eddy simulation (LES) of turbulent flows with shocks, a hybrid scheme is developed in a finite volume framework based on the fourth-order central scheme and the third-order weighted essentially non-oscillatory (WENO) scheme. A total of six easy-to-implement and promising switch functions (SFs) are examined in the hybrid central–WENO scheme for the LES of compressible turbulent flows. Both the dissipation and dispersion of the developed hybrid central–WENO scheme are theoretically confirmed using the Fourier technique. Then, the effectiveness and accuracy of this scheme and the SFs are numerically tested by three problems: decaying compressible isotropic turbulence, inviscid, and turbulent transonic flow over a bump. The numerical results show the developed hybrid scheme, coupled with the SF based on local velocity divergence and pressure gradient, has excellent capabilities of capturing shocks and resolving turbulence.

Fourth-order high-resolution entropy consistent algorithm

The fourth-order entropy consistent schemes were proposed for one-dimensional Burgers equation and onedimensional Euler systems. Semi-discrete method was used in time, the fourth-order Central Weighted Essentially NonOscillatory( CWENO) reconstruction was utilized in space and the Ismail's numerical flux function was introduced for the new algorithm. The new scheme was applied for the static shock wave, the Sod shock tube and strong rarefaction wave problems.The numerical results were compared with their corresponding exact solutions and the other existing algorithms' results.According to the results, this new method has higher resolution than Roe's algorithm, the central upwind schemes and Ismail's method have. Moreover, the new algorithm can accurately capture the shock waves and the rarefaction waves without nonphysical oscillations. In a word, it is a feasible and accurate numerical method for one-dimensional Burgers equation and onedimensional Euler systems.

CWENO-type entropy consistent scheme for two dimensional scalar hyperbolic conservation laws

This paper advanced the Central Weighted Essentially Nonoscillatory(CWENO)-type entropy consistent schemes to simulate the two-dimensional conservation laws of the initial boundary value problem.The numerical results were analyzed and compared with the exact solutions.It is pointed out that the courant-friedrich-lewy can attain 0.6 and shock transition zone is one or two cells.The results indicate that the new numerical method in this paper has high-resolution and strong stability.

AN EFFICIENT THIRD-ORDER SCHEME FOR THREE-DIMENSIONAL HYPERBOLIC CONSERVATION LAWS

In this paper, we present a third-order central weighted essentially nonoscillatory (CWENO) reconstruction for computations of hyperbolic conservation laws in three space dimensions. Simultaneously, as a Godunov-type central scheme, the CWENO-type central-upwind scheme, i.e., the semi-discrete central-upwind scheme based on our third-order CWENO reconstruction, is developed straightforwardly to solve 3D systems by the so-called componentwise and dimensional-by-dimensional technologies. The high resolution, the efficiency and the nonoscillatory property of the scheme can be verified by solving several numerical experiments.

NUMERICAL SIMULATION OF 2D LIQUID SLOSHING

In this paper, we present an extended ghost fluid method (GFM) for computations of liquid sloshing in incompressible multifluids consisting of inviscid and viscous regions. That is, the sloshing interface between inviscid and viscous fluids is tracked by the zero contour of a level set function and the appropriate sloshing interface conditions are captured by defining ghost fluids that have the velocities and pressure of the real fluid at each point while fixing the density and the kinematic viscosity of the other fluid. Meanwhile, a second order single-fluid solver, the central-weighted-essentially-nonoscillatory(CWENO)-type central-upwind scheme, is developed from our previous works. The high resolution and the nonoscillatory quality of the scheme can be verified by solving several numerical experiments. Nonlinear sloshing inside a pitching partially filled rectangular tank with/without baffles has been investigated.

New analytical and CWENO numerical solutions for axisymmetric horizontal flows with heat sources

Some new nonlinear analytical solutions are found for axisymmetric horizontal flows dominated by strong heat sources. These flows are common in multiscale atmospheric and oceanic flows such as hurricane embryos and ocean gyres. The analytical solutions are illustrated with several examples. The proposed exact solutions provide analytical support for previous numerical observations and can be also used as benchmark problems for validating numerical models. A central weighted essentially non-oscillatory (CWENO) reconstruction is also employed for numerical simulation of the corresponding integro-differential equations. Due to the use of the same polynomial reconstruction for all derivatives and integral terms, the balance between those terms is well preserved, and the method can precisely reproduce the exact solutions, which are hard to capture by traditional upwind schemes. The developed analytical solutions were employed to evaluate the performance of the numerical method, which showed an excellent performance of the numerical model in terms of numerical diffusion and oscillation.

A characteristic-based finite volume scheme for shallow water equations

We propose a new characteristic-based finite volume scheme combined with the method of Central Weighted Essentially Non-Oscillatory (CWENO) reconstruction and characteristics, to solve shallow water equations. We apply the scheme to simulate dam-break problems. A number of challenging test cases are considered, such as large depth differences even wet/dry bed. The numerical solutions well agree with the analytical solutions. The results demonstrate the desired accuracy, high-resolution and robustness of the presented scheme.

Research on a Numerical Schemes for Capturing Free Front during Injection Molding

In order to capture the free front in injection molding filling precisely, the numerical method is studied for the H-J (Hamilton Jacobi) equations. The central WENO (Weighted Essentially Non-Oscillatory) scheme for the level set equations, the third-order central WENO scheme in space respectively and the third-order TVD R-K (Total Variation Diminishing Runge–Kutta) scheme in time, are used for capturing the melt flow front in injection molding filling. The numerical results show the high-order WENO scheme can capture discontinuity precisely and the melt flow front can be captured precisely using this kind of numerical method during the injection molding filling.

Characteristic-based finite volume scheme for 1D Euler equations

In this paper, a high-order finite-volume scheme is presented for the onedimensional scalar and inviscid Euler conservation laws. The Simpson’s quadrature rule is used to achieve high-order accuracy in time. To get the point value of the Simpson,s quadrature, the characteristic theory is used to obtain the positions of the grid points at each sub-time stage along the characteristic curves, and the third-order and fifth-order central weighted essentially non-oscillatory (CWENO) reconstruction is adopted to estimate the cell point values. Several standard one-dimensional examples are used to verify the high-order accuracy, convergence and capability of capturing shock.

New high-resolution scheme for three-dimensional nonlinear hyperbolic conservation laws

We present a new third-order central weighted essentially non-oscillatory (CWENO) reconstruction for computations of nonlinear hyperbolic conservation laws in three spatial dimensions. The semi-discrete central-upwind schemes of Kurganov et al. are extended by giving some simple approximations for the local speeds of the discontinuities. To this end, the obtained CWENO-type central-upwind scheme, i.e., the extended semi-discrete central-upwind scheme based on the new high-resolution CWENO reconstruction, is developed straightforwardly to solve 3D systems, such as Euler equations and magnetohydrodynamics (MHD) equations. The good performance of the resulting method is finally shown in the numerical examples.

High-order balanced CWENO scheme for movable bed shallow water equations

In this work the numerical integration of 1D shallow water equations (SWE) over movable bed is performed using a well-balanced central weighted essentially non-oscillatory (CWENO) scheme, fourth-order accurate in space and in time. Time accuracy is obtained following a Runge–Kutta (RK) procedure, coupled with its natural continuous extension (NCE). Spatial accuracy is obtained using WENO reconstructions of conservative variables and of flux and bed derivatives. An original treatment for bed slope source term, which maintains the established order of accuracy and satisfies the property of exactly preserving the quiescent flow ( C-property), is introduced in the scheme. This treatment consists of two procedures. The former involves the evaluation of the point-values of the flux derivative, considered as a whole with the bed slope source term. The latter involves the spatial integration of the source term, analytically manipulated to take advantage from the expected regularity of the free surface elevation. The high accuracy of the scheme allows to obtain good results using coarse grids, with consequent gain in terms of computational effort. The well-balancing of the scheme allows to reproduce small perturbations of the free surface and of the bottom otherwise of the same order of magnitude of the numerical errors induced by the non-balancing. The accuracy, the well-balancing and the good resolution of the model in reproducing free surface flow over movable bed are tested over analytical solutions and over numerical results available in literature.

Fourth-order balanced source term treatment in central WENO schemes for shallow water equations

The aim of this work is to develop a well-balanced central weighted essentially non-oscillatory (CWENO) method, fourth-order accurate in space and time, for shallow water system of balance laws with bed slope source term. Time accuracy is obtained applying a Runge–Kutta scheme (RK), coupled with the natural continuous extension (NCE) approach. Space accuracy is obtained using WENO reconstructions of the conservative variables and of the water-surface elevation. Extension of the applicability of the standard CWENO scheme to very irregular bottoms, preserving high-order accuracy, is obtained introducing two original procedures. The former involves the evaluation of the point-values of the flux derivative, coupled with the bed slope source term. The latter involves the spatial integration of the source term, analytically manipulated to take advantage from the regularity of the free-surface elevation, usually smoother than the bottom elevation. Both these procedures satisfy the C-property, the property of exactly preserving the quiescent flow. Several standard one-dimensional test cases are used to verify high-order accuracy, exact C-property, and good resolution properties for smooth and discontinuous solutions.

Application of a fourth-order relaxation scheme to hyperbolic systems of conservation laws

A fourth-order relaxation scheme is derived and applied to hyperbolic systems of conservation laws in one and two space dimensions. The scheme is based on a fourth-order central weighted essentially nonoscillatory (CWENO) reconstruction for one-dimensional cases, which is generalized to two-dimensional cases by the dimension-by-dimension approach. The large stability domain Runge-Kutta-type solver ROCK4 is used for time integration. The resulting method requires neither the use of Riemann solvers nor the computation of Jacobians and therefore it enjoys the main advantage of the relaxation schemes. The high accuracy and high-resolution properties of the present method are demonstrated in one- and two-dimensional numerical experiments.

A HIGH ORDER KINETIC FLUX-SPLITTING METHOD FOR THE SPECIAL RELATIVISTIC HYDRODYNAMICS

In this article we present a flux splitting method based on gas-kinetic theory for the special relativistic hydrodynamics (SRHD) [Landau and Lifshitz, Fluid Mechanics, Pergamon New York, 1987] in one and two space dimensions. This kinetic method is based on the direct splitting of the macroscopic flux functions with the consideration of particle transport. At the same time, particle "collisions" are implemented in the free transport process to reduce numerical dissipation. Due to the nonlinear relations between conservative and primitive variables and the consequent complexity of the Jacobian matrix, the multi-dimensional shock-capturing numerical schemes for SRHD are computationally more expensive. All the previous methods presented for the solution of these equations were based on the macroscopic continuum description. These upwind high-resolution shock-capturing (HRSC) schemes, which were originally made for non-relativistic flows, were extended to SRHD. However our method, which is based on kinetic theory is more related to the physics of these equations and is very efficient, robust, and easy to implement. In order to get high order accuracy in space, we use a third order central weighted essentially non-oscillatory (CWENO) finite difference interpolation routine. To achieve high order accuracy in time we use a Runge-Kutta time stepping method. The one- and two-dimensional computations reported in this paper show the desired accuracy, high resolution, and robustness of the method.