Finite Difference Weighted Essentially Non-oscillatory Research Articles

Fifth-Order Mapped Semi-Lagrangian Weighted Essentially Nonoscillatory Methods Near Certain Smooth Extrema

Fifth-order mapped semi-Lagrangian weighted essentially nonoscillatory (WENO) methods at certain smooth extrema are developed in this study. The schemes contain the mapped semi-Lagrangian finite volume (M-SL-FV) WENO 5 method and the mapped compact semi-Lagrangian finite difference (M-C-SL-FD) WENO 5 method. The weights in the more common scheme lose accuracy at certain smooth extrema. We introduce mapped weighting to handle the problem. In general, a cell average is applied to construct the M-SL-FV WENO 5 reconstruction, and the M-C-SL-FD WENO 5 interpolation scheme is proposed based on an interpolation approach. An accuracy test and numerical examples are used to demonstrate that the two schemes reduce the loss of accuracy and improve the ability to capture discontinuities.

A high-order weighted essentially non-oscillatory (WENO) finite difference scheme for nonlinear degenerate parabolic equations

In this paper, we propose a new WENO finite difference procedure for nonlinear degenerate parabolic equations which may contain discontinuous solutions. Our scheme is based on the method of lines, with a high-order accurate conservative approximation to each of the diffusion terms based on an idea that has been recently presented by Liu et al. [Y. Liu, C.-W. Shu, M. Zhang, High order finite difference WENO schemes for non-linear degenerate parabolic equations, SIAM J. Sci. Comput. 33 (2011) 939–965]. Our scheme tries to circumvent the negative ideal weights that appear when applying the standard WENO idea, as is done in Liu et al. (2011) [13]. In one-dimensional case, first we obtain an optimum polynomial on a six-points stencil. This optimum polynomial is sixth-order accurate in regions of smoothness. Then, we consider this optimum polynomial as a symmetric and convex combination of four polynomials with ideal weights. Following the methodology of the classic WENO procedure, then we calculate the non-oscillatory weights with the ideal weights. Numerical examples are provided to demonstrate the resolution power and accuracy of the scheme. Finally, the new method is extended to multi-dimensional problems by dimension-by-dimension approach. More examples of multi-dimension problems are presented to show that our method remains non-oscillatory while giving good resolution of discontinuities. Finally, we would like to mention that this paper combines and extends the techniques proposed in [13] and Levy et al. (2000) [24].

An Alternative Formulation of Finite Difference Weighted ENO Schemes with Lax--Wendroff Time Discretization for Conservation Laws

We develop an alternative formulation of conservative finite difference weighted essentially nonoscillatory (WENO) schemes to solve conservation laws. In this formulation, the WENO interpolation of the solution and its derivatives are used to directly construct the numerical flux, instead of the usual practice of reconstructing the flux functions. Even though this formulation is more expensive than the standard formulation, it does have several advantages. The first advantage is that arbitrary monotone fluxes can be used in this framework, while the traditional practice of reconstructing flux functions can be applied only to smooth flux splitting. The second advantage, which is fully explored in this paper, is that a narrower effective stencil is used compared with previous high order finite difference WENO schemes based on the reconstruction of flux functions, with a Lax--Wendroff time discretization. We will describe the scheme formulation and present numerical tests for one- and two-dimensional scalar ...

Multidomain Hybrid RKDG and WENO Methods for Hyperbolic Conservation Laws

In this paper, we develop two versions of multidomain hybrid methods by combining Runge--Kutta discontinuous Galerkin (RKDG) methods and weighted essentially nonoscillatory (WENO) schemes. One is a conservative version based on a third order RKDG method and a fifth order finite volume WENO (WENO-FV) scheme, the other is a nonconservative version based on a third order RKDG method and a fifth order finite difference WENO (WENO-FD) scheme. At the artificial interface of coupling RKDG and WENO, special treatments are used to tackle with discontinuities such as shock waves and preserve high order accuracy for smooth solution as well. We extend the nonconservative multidomain hybrid RKDG and WENO-FD (RKDG+WENO-FD) method to one- and two-dimensional systems of conservation laws for consideration of computational efficiency. Theoretical analysis shows the hybrid RKDG+WENO-FD method has high order accuracy for smooth solution, and numerical results also demonstrate that the hybrid solver is robust for slow and strong shock simulations. Several applications are used to demonstrate the flexibility of the hybrid RKDG+WENO-FD method in handling complex geometries and the capability of saving computational cost in comparison to the traditional RKDG method.

High order finite difference WENO schemes for fractional differential equations

This letter develops high order finite difference weighted essentially non-oscillatory (WENO) schemes for fractional differential equations. First, the αth, 1<α≤2, Caputo fractional derivative is split into a classical second derivative and a weakly singular integral. Then the sixth-order finite difference WENO scheme is used to discretize the classical second derivative and the Gauss–Jacobi quadrature is applied to solve the weakly singular integral. The constructed scheme of approximation for the fractional derivative has high order accuracy in smooth regions and maintains a sharp discontinuity transition. Finally, numerical experiments are performed to demonstrate the effectiveness of the proposed schemes.

Positivity-preserving high order finite difference WENO schemes for compressible Euler equations

In Zhang and Shu (2010) [20], Zhang and Shu (2011) [21] and Zhang et al. (in press) [23], we constructed uniformly high order accurate discontinuous Galerkin (DG) and finite volume schemes which preserve positivity of density and pressure for the Euler equations of compressible gas dynamics. In this paper, we present an extension of this framework to construct positivity-preserving high order essentially non-oscillatory (ENO) and weighted essentially non-oscillatory (WENO) finite difference schemes for compressible Euler equations. General equations of state and source terms are also discussed. Numerical tests of the fifth order finite difference WENO scheme are reported to demonstrate the good behavior of such schemes.

Adaptive mesh refinement based on high order finite difference WENO scheme for multi-scale simulations

In this paper, we propose a finite difference AMR-WENO method for hyperbolic conservation laws. The proposed method combines the adaptive mesh refinement (AMR) framework [4,5] with the high order finite difference weighted essentially non-oscillatory (WENO) method in space and the total variation diminishing (TVD) Runge–Kutta (RK) method in time (WENO-RK) [18,10] by a high order coupling. Our goal is to realize mesh adaptivity in the AMR framework, while maintaining very high (higher than second) order accuracy of the WENO-RK method in the finite difference setting. The high order coupling of AMR and WENO-RK is accomplished by high order prolongation in both space (WENO interpolation) and time (Hermite interpolation) from coarse to fine grid solutions, and at ghost points. The resulting AMR-WENO method is accurate, robust and efficient, due to the mesh adaptivity and very high order spatial and temporal accuracy. We have experimented with both the third and the fifth order AMR-WENO schemes. We demonstrate the accuracy of the proposed scheme using smooth test problems, and their quality and efficiency using several 1D and 2D nonlinear hyperbolic problems with very challenging initial conditions. The AMR solutions are observed to perform as well as, and in some cases even better than, the corresponding uniform fine grid solutions. We conclude that there is significant improvement of the fifth order AMR-WENO over the third order one, not only in accuracy for smooth problems, but also in its ability in resolving complicated solution structures, due to the very low numerical diffusion of high order schemes. In our work, we found that it is difficult to design a robust AMR-WENO scheme that is both conservative and high order (higher than second order), due to the mass inconsistency of coarse and fine grid solutions at the initial stage in a finite difference scheme. Resolving these issues as well as conducting comprehensive evaluation of computational efficiency constitute our future work.

High Order Finite Difference WENO Schemes for Nonlinear Degenerate Parabolic Equations

High order accurate weighted essentially nonoscillatory (WENO) schemes are usually designed to solve hyperbolic conservation laws or to discretize the first derivative convection terms in convection dominated partial differential equations. In this paper we discuss a high order WENO finite difference discretization for nonlinear degenerate parabolic equations which may contain discontinuous solutions. A porous medium equation (PME) is used as an example to demonstrate the algorithm structure and performance. By directly approximating the second derivative term using a conservative flux difference, the sixth order and eighth order finite difference WENO schemes are constructed. Numerical examples are provided to demonstrate the accuracy and nonoscillatory performance of these schemes.

Conservative high order semi-Lagrangian finite difference WENO methods for advection in incompressible flow

In this paper, we propose a semi-Lagrangian finite difference formulation for approximating conservative form of advection equations with general variable coefficients. Compared with the traditional semi-Lagrangian finite difference schemes [5,25], which approximate the advective form of the equation via direct characteristics tracing, the scheme proposed in this paper approximates the conservative form of the equation. This essential difference makes the proposed scheme naturally conservative for equations with general variable coefficients. The proposed conservative semi-Lagrangian finite difference framework is coupled with high order essentially non-oscillatory (ENO) or weighted ENO (WENO) reconstructions to achieve high order accuracy in smooth parts of the solution and to capture sharp interfaces without introducing spurious oscillations. The scheme is extended to high dimensional problems by Strang splitting. The performance of the proposed schemes is demonstrated by linear advection, rigid body rotation, swirling deformation, and two dimensional incompressible flow simulation in the vorticity stream-function formulation. As the information is propagating along characteristics, the proposed scheme does not have the CFL time step restriction of the Eulerian method, allowing for a more efficient numerical realization for many application problems.

A conservative high order semi-Lagrangian WENO method for the Vlasov equation

In this paper, we propose a novel Vlasov solver based on a semi-Lagrangian method which combines Strang splitting in time with high order WENO (weighted essentially non-oscillatory) reconstruction in space. A key insight in this work is that the spatial interpolation matrices, used in the reconstruction process of a semi-Lagrangian approach to linear hyperbolic equations, can be factored into right and left flux matrices. It is the factoring of the interpolation matrices which makes it possible to apply the WENO methodology in the reconstruction used in the semi-Lagrangian update. The spatial WENO reconstruction developed for this method is conservative and updates point values of the solution. While the third, fifth, seventh and ninth order reconstructions are presented in this paper, the scheme can be extended to arbitrarily high order. WENO reconstruction is able to achieve high order accuracy in smooth parts of the solution while being able to capture sharp interfaces without introducing oscillations. Moreover, the CFL time step restriction of a regular finite difference or finite volume WENO scheme is removed in a semi-Lagrangian framework, allowing for a cheaper and more flexible numerical realization. The quality of the proposed method is demonstrated by applying the approach to basic test problems, such as linear advection and rigid body rotation, and to classical plasma problems, such as Landau damping and the two-stream instability. Even though the method is only second order accurate in time, our numerical results suggest the use of high order reconstruction is advantageous when considering the Vlasov–Poisson system.

A high order WENO finite difference scheme for incompressible fluids and magnetohydrodynamics

We present a high order accurate weighted essentially non-oscillatory (WENO) finite difference scheme for solving the equations of incompressible fluid dynamics and magnetohydrodynamics (MHD). This scheme is a direct extension of a WENO scheme that has been successfully applied to compressible fluids, with or without magnetic fields. A fractional time-step method is used to enforce the incompressibility condition. Two basic elements of the WENO scheme, upwinding and wave decomposition, are shown to be important in solving the incompressible systems. Numerical results demonstrate that the scheme performs well for one-dimensional Riemann problems, a two-dimensional double-shear flow problem, and the two-dimensional Orszag–Tang MHD vortex system. They establish that the WENO code is numerical stable even when there are no explicit dissipation terms. It can handle discontinuous data and attain converged results with a high order of accuracy.

High order residual distribution conservative finite difference WENO schemes for convection–diffusion steady state problems on non-smooth meshes

In this paper, we propose a high order residual distribution conservative finite difference scheme for solving convection–diffusion equations on non-smooth Cartesian meshes. WENO (weighted essentially non-oscillatory) integration and linear interpolation for the derivatives are used to compute the numerical fluxes based on the point values of the solution. The objective is to obtain a high order scheme which, for two space dimension, has a computational cost comparable to that of a high order WENO finite difference scheme and is therefore much lower than that of a high order WENO finite volume scheme, yet it does not have the restriction on mesh smoothness of the traditional high order conservative finite difference schemes, hence it would be more flexible for the resolution of sharp layers. The principles of residual distribution schemes are adopted to obtain steady state solutions. The distribution of residuals resulted from the convective and diffusive parts of the PDE is carefully designed to maintain the high order accuracy. The proof of a Lax-Wendroff type theorem is provided for convergence towards weak solutions in one and two dimensions under additional assumptions. Extensive numerical experiments for one and two-dimensional scalar problems and systems confirm the high order accuracy and good quality of our scheme to resolve the inner or boundary layers.

Effects of WENO flux reconstruction order and spatial resolution on reshocked two-dimensional Richtmyer–Meshkov instability

Weighted essentially non-oscillatory (WENO) simulations of the reshocked two-dimensional single-mode Richtmyer–Meshkov instability using third-, fifth- and ninth-order spatial flux reconstruction and uniform grid resolutions corresponding to 128, 256 and 512 points per initial perturbation wavelength are presented. The dependence of the density, vorticity, simulated density Schlieren and baroclinic production fields, mixing layer width, circulation deposition, mixing profiles, production and mixing fractions, energy spectra, statistics, probability distribution functions, numerical turbulent kinetic energy and enstrophy production/dissipation rates, numerical Reynolds numbers, and numerical viscosity on the order and resolution is investigated to long evolution times. The results are interpreted using the implicit numerical dissipation in the characteristic projection-based, finite-difference WENO method. It is shown that higher-order higher-resolution simulations have lower numerical dissipation. The sensitivity of the quantities considered to the order and resolution is further amplified following reshock, when the energy deposition by the second shock-interface interaction induces the formation of small-scale structures. Lower-order lower-resolution simulations preserve large-scale structures and flow symmetry to late times, while higher-order higher-resolution simulations exhibit fragmentation of the structures, symmetry breaking and increased mixing. Similar flow features are qualitatively and quantitatively captured by either approximately doubling the order or the resolution. Additionally, the computational scaling shows that increasing the order is more advantageous than increasing the resolution for the flow considered here. The present investigation suggests that the ninth-order WENO method is well-suited for the simulation and analysis of complex multi-scale flows and mixing generated by shock-induced hydrodynamic instabilities.

High-Order Well-Balanced Finite Difference WENO Schemes for a Class of Hyperbolic Systems with Source Terms

In this paper, we generalize the high order well-balanced finite difference weighted essentially non-oscillatory (WENO) scheme, designed earlier by us in Xing and Shu (2005, J. Comput. phys. 208, 206---227) for the shallow water equations, to solve a wider class of hyperbolic systems with separable source terms including the elastic wave equation, the hyperbolic model for a chemosensitive movement, the nozzle flow and a two phase flow model. Properties of the scheme for the shallow water equations (Xing and Shu 2005, J. Comput. phys. 208, 206---227), such as the exact preservation of the balance laws for certain steady state solutions, the non-oscillatory property for general solutions with discontinuities, and the genuine high order accuracy in smooth regions, are maintained for the scheme when applied to this general class of hyperbolic systems

High order residual distribution conservative finite difference WENO schemes for steady state problems on non-smooth meshes

In this paper, we propose a high order residual distribution conservative finite difference scheme for solving steady state hyperbolic conservation laws on non-smooth Cartesian or other structured curvilinear meshes. WENO (weighted essentially non-oscillatory) integration is used to compute the numerical fluxes based on the point values of the solution, and the principles of residual distribution schemes are adapted to obtain steady state solutions. In two space dimension, the computational cost of our scheme is comparable to that of a high order WENO finite difference scheme and is therefore much lower than that of a high order WENO finite volume scheme, yet the new scheme does not have the restriction on mesh smoothness of the traditional high order conservative finite difference schemes. A Lax–Wendroff type theorem is proved for convergence towards weak solutions in one and two dimensions, and extensive numerical experiments are performed for one- and two-dimensional scalar problems and systems to demonstrate the quality of the new scheme, including high order accuracy on non-smooth meshes, conservation, and non-oscillatory properties for solutions with shocks and other discontinuities.

Anti-diffusive flux corrections for high order finite difference WENO schemes

In this paper, we generalize a technique of anti-diffusive flux corrections, recently introduced by Després and Lagoutière [Journal of Scientific Computing 16 (2001) 479–524] for first-order schemes, to high order finite difference weighted essentially non-oscillatory (WENO) schemes. The objective is to obtain sharp resolution for contact discontinuities, close to the quality of discrete traveling waves which do not smear progressively for longer time, while maintaining high order accuracy in smooth regions and non-oscillatory property for discontinuities. Numerical examples for one and two space dimensional scalar problems and systems demonstrate the good quality of this flux correction. High order accuracy is maintained and contact discontinuities are sharpened significantly compared with the original WENO schemes on the same meshes.

Accurate Deterministic Numerical Simulation of p-n Junctions

In this work some variants of a deterministic simulation of p-n junctions are considered. From a mathematical point of view, this will be done by means of the numerical resolution of the corresponding Boltzmann transport’s equations (BTE’s): one for the electrons and another one for the holes, coupled by the Poisson equation for the potential, from which the electric field is calculated. In order to improve the efficiency of the Finite-Difference Weighted Essentially Non-Oscillatory (FD-WENO) code, we will consider the two transport equations in the depletion zone and only the corresponding BTE equation for the majority carrier in each one of the neutral zones, instead of solving the two BTE’s in the entire length of the device.

A Hybrid Cosmological Hydrodynamic/N‐Body Code Based on a Weighted Essentially Nonoscillatory Scheme

We describe a newly developed cosmological hydrodynamics code based on the weighted essentially non-oscillatory (WENO) schemes for hyperbolic conservation laws. High order finite difference WENO schemes are designed for problems with piecewise smooth solutions containing discontinuities, and have been successful in applications for problems involving both shocks and complicated smooth solution structures. We couple hydrodynamics based on the WENO scheme with standard Poisson solver - particle-mesh (PM) algorithm for evolving the self-gravitating system. A third order total variation diminishing (TVD) Runge-Kutta scheme has been used for time-integration of the system. We brief the implementation of numerical technique. The cosmological applications in simulating intergalactic medium and Ly$\alpha$ forest in the CDM scenario are also presented.

High-order Finite Difference and Finite Volume WENO Schemes and Discontinuous Galerkin Methods for CFD

In recent years, high order numerical methods have been widely used in computational fluid dynamics (CFD), to effectively resolve complex flow features using meshes which are reasonable for today's computers. In this paper, we review and compare three types of high order methods being used in CFD, namely the weighted essentially non-oscillatory (WENO) finite difference methods, the WENO finite volume methods, and the discontinuous Galerkin (DG) finite element methods. We summarize the main features of these methods, from a practical user's point of view, indicate their applicability and relative strength, and show a few selected numerical examples to demonstrate their performance on illustrative model CFD problems.

On the Construction, Comparison, and Local Characteristic Decomposition for High-Order Central WENO Schemes

In this paper, we review and construct fifth- and ninth-order central weighted essentially nonoscillatory (WENO) schemes based on a finite volume formulation, staggered mesh, and continuous extension of Runge–Kutta methods for solving nonlinear hyperbolic conservation law systems. Negative linear weights appear in such a formulation and they are treated using the technique recently introduced by Shi et al. ( J. Comput. Phys. 175, 108 (2002)). We then perform numerical computations and comparisons with the finite difference WENO schemes of Jiang and Shu ( J. Comput. Phys. 150, 97 (1999)) and Balsara and Shu ( J. Comput. Phys. 160, 405 (2000)). The emphasis is on the performance with or without a local characteristic decomposition. While this decomposition increases the computational cost, we demonstrate by our numerical experiments that it is still necessary to use it to control spurious oscillations when the order of accuracy is high, both for the central staggered grid and for the upwind nonstaggered grid WENO schemes. We use the shock entropy wave interaction problem to demonstrate the advantage of using higher order WENO schemes when both shocks and complex solution features coexist.