Sparse-Grid Implementation of Fixed-Point Fast Sweeping WENO Schemes for Eikonal Equations

Fixed-point fast sweeping methods are a class of explicit iterative methods developed in the literature to efficiently solve steady-state solutions of hyperbolic partial differential equations(PDEs).As other types of fast sweeping schemes,fixed-point fast sweeping methods use the Gauss-Seidel iterations and alternating sweeping strategy to cover characteristics of hyperbolic PDEs in a certain direction simultaneously in each sweeping order.The resulting iterative schemes have a fast convergence rate to steady-state solutions.Moreover,an advantage of fixed-point fast sweeping methods over other types of fast sweeping methods is that they are explicit and do not involve the inverse operation of any nonlinear local system.Hence,they are robust and flexible,and have been combined with high-order accurate weighted essentially non-oscillatory(WENO)schemes to solve various hyperbolic PDEs in the literature.For multidimensional nonlinear problems,high-order fixed-point fast sweeping WENO methods still require quite a large amount of computational costs.In this technical note,we apply sparse-grid techniques,an effective approximation tool for multidimensional problems,to fixed-point fast sweeping WENO methods for reducing their computational costs.Here,we focus on fixed-point fast sweeping WENO schemes with third-order accuracy(Zhang et al.2006[41]),for solving Eikonal equations,an important class of static Hamilton-Jacobi(H-J)equations.Numerical experiments on solving multidimensional Eikonal equations and a more general static H-J equation are performed to show that the sparse-grid computations of the fixed-point fast sweeping WENO schemes achieve large savings of CPU times on refined meshes,and at the same time maintain comparable accuracy and resolution with those on corresponding regular single grids.

A simple algorithm to improve the performance of the WENO scheme on non-uniform grids

This paper presents a simple approach for improving the performance of the weighted essentially nonoscillatory(WENO) finite volume scheme on non-uniform grids. This technique relies on the reformulation of the fifthorder WENO-JS(WENO scheme presented by Jiang and Shu in J. Comput. Phys. 126:202–228, 1995) scheme designed on uniform grids in terms of one cell-averaged value and its left and/or right interfacial values of the dependent variable.The effect of grid non-uniformity is taken into consideration by a proper interpolation of the interfacial values. On nonuniform grids, the proposed scheme is much more accurate than the original WENO-JS scheme, which was designed for uniform grids. When the grid is uniform, the resulting scheme reduces to the original WENO-JS scheme. In the meantime,the proposed scheme is computationally much more efficient than the fifth-order WENO scheme designed specifically for the non-uniform grids. A number of numerical test cases are simulated to verify the performance of the present scheme.

An Application of Finite Volume WENO Schemeto Numerical Modeling of Tidal Current

A depth-averaged 2-D numerical model for unsteady tidal flow in estuaries is established by use of the finite volume WENO scheme which maintains both uniform high order accuracy and an essentially non-oscillatory shock transition on unstructured triangular grid. The third order TVD Range-Kutta method is used for time discretization. The model has been firstly tested against four cases： 1） tidal forcing, 2） seiche oscillation, 3） wind setup in a closed bay, and 4） onedimensional dam-break water flow. The results obtained in the present study compare well with those obtained from the corresponding analytic solutions idealized for the above four cases. The model is then applied to the simulation of tidal circulation in the Yangpu Bay, and detailed model calibration and verification have been conducted with measured tidal current in the spring tide, middle tide, and neap tide. The overall performance of the model is in qualitative agreement with the data observed in 2005, and it can be used to calculate the flow in estuaries and coastal waters.

Convergence to Steady-State Solutions of the New Type of High-Order Multi-resolution WENO Schemes: a Numerical Study

A new type of high-order multi-resolution weighted essentially non-oscillatory(WENO)schemes(Zhu and Shu in J Comput Phys,375:659-683,2018)is applied to solve for steady-state problems on structured meshes.Since the classical WENO schemes(Jiang and Shu in J Comput Phys,126:202-228,1996)might suffer from slight post-shock oscillations(which are responsible for the residue to hang at a truncation error level),this new type of high-order finite-difference and finite-volume multi-resolution WENO schemes is applied to control the slight post-shock oscillations and push the residue to settle down to machine zero in steady-state simulations.This new type of multi-resolution WENO schemes uses the same large stencils as that of the same order classical WENO schemes,could obtain fifth-order,seventh-order,and ninth-order in smooth regions,and could gradually degrade to first-order so as to suppress spurious oscillations near strong discontinuities.The linear weights of such new multi-resolution WENO schemes can be any positive numbers on the condition that their sum is one.This is the first time that a series of unequal-sized hierarchical central spatial stencils are used in designing high-order finitedifference and finite-volume WENO schemes for solving steady-state problems.In comparison with the classical fifth-order finite-difference and finite-volume WENO schemes,the residue of these new high-order multi-resolution WENO schemes can converge to a tiny number close to machine zero for some benchmark steady-state problems.

New Finite Difference Mapped WENO Schemes with Increasingly High Order of Accuracy

In this paper,a new type of finite difference mapped weighted essentially non-oscillatory(MWENO)schemes with unequal-sized stencils,such as the seventh-order and ninthorder versions,is constructed for solving hyperbolic conservation laws.For the purpose of designing increasingly high-order finite difference WENO schemes,the equal-sized stencils are becoming more and more wider.The more we use wider candidate stencils,the bigger the probability of discontinuities lies in all stencils.Therefore,one innovation of these new WENO schemes is to introduce a new splitting stencil methodology to divide some fourpoint or five-point stencils into several smaller three-point stencils.By the usage of this new methodology in high-order spatial reconstruction procedure,we get different degree polynomials defined on these unequal-sized stencils,and calculate the linear weights,smoothness indicators,and nonlinear weights as specified in Jiang and Shu(J.Comput.Phys.126:202228,1996).Since the difference between the nonlinear weights and the linear weights is too big to keep the optimal order of accuracy in smooth regions,another crucial innovation is to present the new mapping functions which are used to obtain the mapped nonlinear weights and decrease the difference quantity between the mapped nonlinear weights and the linear weights,so as to keep the optimal order of accuracy in smooth regions.These new MWENO schemes can also be applied to compute some extreme examples,such as the double rarefaction wave problem,the Sedov blast wave problem,and the Leblanc problem with a normal CFL number.Extensive numerical results are provided to illustrate the good performance of the new finite difference MWENO schemes.

SMOOTHNESS INDICATOR OF WENO SCHEME FOR RESOLVING SHORT WAVE

Based on the traditional fifth-order weighted essentially non-oscillatory(WENO)scheme,a smoothness indicator is introduced to improve the capability of WENO schemes for resolving short waves.In the construction of the new smoothness indicator,the proportion of the first-order term in the original smoothness indicator is reduced by replacing the square of the first-order term with the product of the first-order and the third-order terms.To preserve the fifth-order of convergence rate,the smoothness indicator is combined with the method of Borges,et al.The numerical results show that the proposed schemes are more suitable for simulating turbulent flows or aeroacoustics problems than the previous fifth-order WENO schemes,thanks to its improved resolution on short waves.

High-Order Semi-Lagrangian WENO Schemes Based on Non-polynomial Space for the Vlasov Equation

In this paper,we present a semi-Lagrangian(SL)method based on a non-polynomial function space for solving the Vlasov equation.We fnd that a non-polynomial function based scheme is suitable to the specifcs of the target problems.To address issues that arise in phase space models of plasma problems,we develop a weighted essentially non-oscillatory(WENO)scheme using trigonometric polynomials.In particular,the non-polynomial WENO method is able to achieve improved accuracy near sharp gradients or discontinuities.Moreover,to obtain a high-order of accuracy in not only space but also time,it is proposed to apply a high-order splitting scheme in time.We aim to introduce the entire SL algorithm with high-order splitting in time and high-order WENO reconstruction in space to solve the Vlasov-Poisson system.Some numerical experiments are presented to demonstrate robustness of the proposed method in having a high-order of convergence and in capturing non-smooth solutions.A key observation is that the method can capture phase structure that require twice the resolution with a polynomial based method.In 6D,this would represent a signifcant savings.

Efficient Sparse-Grid Implementation of a Fifth-Order Multi-resolution WENO Scheme for Hyperbolic Equations

High-order accurate weighted essentially non-oscillatory(WENO)schemes are a class of broadly applied numerical methods for solving hyperbolic partial differential equations(PDEs).Due to highly nonlinear property of the WENO algorithm,large amount of computational costs are required for solving multidimensional problems.In our previous work(Lu et al.in Pure Appl Math Q 14:57–86,2018;Zhu and Zhang in J Sci Comput 87:44,2021),sparse-grid techniques were applied to the classical finite difference WENO schemes in solving multidimensional hyperbolic equations,and it was shown that significant CPU times were saved,while both accuracy and stability of the classical WENO schemes were maintained for computations on sparse grids.In this technical note,we apply the approach to recently developed finite difference multi-resolution WENO scheme specifically the fifth-order scheme,which has very interesting properties such as its simplicity in linear weights’construction over a classical WENO scheme.Numerical experiments on solving high dimensional hyperbolic equations including Vlasov based kinetic problems are performed to demonstrate that the sparse-grid computations achieve large savings of CPU times,and at the same time preserve comparable accuracy and resolution with those on corresponding regular single grids.

Arc Length-Based WENO Scheme for Hamilton-Jacobi Equations

In this article,novel smoothness indicators are presented for calculating the nonlinear weights of the weighted essentially non-oscillatory scheme to approximate the viscosity numerical solutions of Hamilton-Jacobi equations.These novel smoothness indicators are constructed from the derivatives of reconstructed polynomials over each sub-stencil.The constructed smoothness indicators measure the arc-length of the reconstructed polynomials so that the new nonlinear weights could get less absolute truncation error and give a high-resolution numerical solution.Extensive numerical tests are conducted and presented to show the performance capability and the numerical accuracy of the proposed scheme with the comparison to the classical WENO scheme.

Hypersonic Shock Wave/Boundary Layer Interactions by a Third-Order Optimized Symmetric WENO Scheme

A novel third-order optimized symmetric weighted essentially non-oscillatory(WENO-OS3)scheme is used to simulate the hypersonic shock wave/boundary layer interactions.Firstly,the scheme is presented with the achievement of low dissipation in smooth region and robust shock-capturing capabilities in discontinuities.The Maxwell slip boundary conditions are employed to consider the rarefied effect near the surface.Secondly,several validating tests are given to show the good resolution of the WENO-OS3 scheme and the feasibility of the Maxwell slip boundary conditions.Finally,hypersonic flows around the hollow cylinder truncated flare(HCTF)and the25°/55°sharp double cone are studied.Discussions are made on the characteristics of the hypersonic shock wave/boundary layer interactions with and without the consideration of the slip effect.The results indicate that the scheme has a good capability in predicting heat transfer with a high resolution for describing fluid structures.With the slip boundary conditions,the separation region at the corner is smaller and the prediction is more accurate than that with no-slip boundary conditions.

An oscillation-free Hermite WENO scheme for hyperbolic conservation laws

In this paper, the sixth-order oscillation-free Hermite weighted essentially non-oscillatory (OFHWENO) scheme is proposed for hyperbolic conservation laws on structured meshes, where the zeroth- andfirst-order moments are the variables for the governing equations. The main difference from other HWENOschemes existing in the literature is that we add high-order numerical damping terms in the first-order momentequations to control spurious oscillations for the OF-HWENO scheme. The OF-HWENO scheme not only canachieve the designed optimal numerical order, but also can be easily implemented as we use only one set ofstencils in the reconstruction procedure and the same reconstructed polynomials are applied for the zeroth- andfirst-order moment equations. In order to obtain the adaptive order resolution when facing discontinuities, atransition polynomial is added in the reconstruction, where the associated linear weights can also be any positivenumbers as long as their summation equals one. In addition, the OF-HWENO scheme still keeps compactnessas only immediate neighbor values are needed in the space discretization. Some benchmark numerical tests areperformed to illustrate the high-order accuracy, high resolution and robustness of the proposed scheme.

HERMITE WENO SCHEMES WITH LAX-WENDROFF TYPE TIME DISCRETIZATIONS FOR HAMILTON-JACOBI EQUATIONS

In this paper, we use Hermite weighted essentially non-oscillatory （HWENO） schemes with a Lax-Wendroff time discretization procedure, termed HWENO-LW schemes, to solve Hamilton-Jacobi equations. The idea of the reconstruction in the HWENO schemes comes from the original WENO schemes, however both the function and its first derivative values are evolved in time and are used in the reconstruction. One major advantage of HWENO schemes is its compactness in the reconstruction. We explore the possibility in avoiding the nonlinear weights for part of the procedure, hence reducing the cost but still maintaining non-oscillatory properties for problems with strong discontinuous derivative. As a result, comparing with HWENO with Runge-Kutta time discretizations schemes （HWENO-RK） of Qiu and Shu [19] for Hamilton-Jacobi equations, the major advantages of HWENO-LW schemes are their saving of computational cost and their compactness in the reconstruction. Extensive numerical experiments are performed to illustrate the capability of the method.

A brief review on the convergence to steady state solutions of Euler equations with high-order WENO schemes

Weighted essentially non-oscillatory(WENO)schemes are a class of high-order shock capturing schemes which have been designed and applied to solve many fluid dynamics problems to study the detailed flow structures and their evolutions.However,like many other high-order shock capturing schemes,WENO schemes also suffer from the problem that it can not easily converge to a steady state solution if there is a strong shock wave.This is a long-standing difficulty for high-order shock capturing schemes.In recent years,this non-convergence problem has been studied extensively for WENO schemes.Numerical tests show that the key reason of the non-convergence to steady state is the slight post shock oscillations,which are at the small local truncation error level but prevent the residue to settle down to machine zero.Several strategies have been proposed to reduce these slight post shock oscillations,including the design of new smoothness indicators for the fifth-order WENO scheme,the development of a high-order weighted interpolation in the procedure of the local characteristic projection for WENO schemes of higher order of accuracy,and the design of a new type of WENO schemes.With these strategies,the convergence to steady states is improved significantly.Moreover,the strategies are applicable to other types of weighted schemes.In this paper,we give a brief review on the topic of convergence to steady state solutions for WENO schemes applied to Euler equations.

Comparison of Fifth-OrderWENO Scheme and Finite Volume WENO-Gas-Kinetic Scheme for Inviscid and Viscous Flow Simulation

The development of high-order schemes has been mostly concentrated on the limiters and high-order reconstruction techniques.In this paper,the effect of the flux functions on the performance of high-order schemes will be studied.Based on the same WENO reconstruction,two schemes with different flux functions,i.e.,the fifthorderWENO method and the WENO-Gas-kinetic scheme(WENO-GKS),will be compared.The fifth-order finite difference WENO-SW scheme is a characteristic variable reconstruction based method which uses the Steger-Warming flux splitting for inviscid terms,the sixth-order central difference for viscous terms,and three stages Runge-Kutta time stepping for the time integration.On the other hand,the finite volume WENO-GKS is a conservative variable reconstruction based method with the same WENO reconstruction.But,it evaluates a time dependent gas distribution function along a cell interface,and updates the flow variables inside each control volume by integrating the flux function along the boundary of the control volume in both space and time.In order to validate the robustness and accuracy of the schemes,both methods are tested under a wide range of flow conditions:vortex propagation,Mach 3 step problem,and the cavity flow at Reynolds number 3200.Our study shows that both WENO-SW and WENO-GKS yield quantitatively similar results and agree with each other very well provided a sufficient grid resolution is used.With the reduction of mesh points,the WENO-GKS behaves to have less numerical dissipation and present more accurate solutions than those from the WENO-SW in all test cases.For the Navier-Stokes equations,since theWENO-GKS couples inviscid and viscous terms in a single flux evaluation,and the WENO-SW uses an operator splitting technique,it appears that theWENO-SWismore sensitive to theWENO reconstruction and boundary treatment.In terms of efficiency,the finite volume WENO-GKS is about 4 times slower than the finite differenceWENO-SW in two dimensional simulations.The current study clearly shows that besides high-order reconstruction,an accurate gas evolution model or flux function in a high-order scheme is also important in the capturing of physical solutions.In a physical flow,the transport,stress deformation,heat conduction,and viscous heating are all coupled in a single gas evolution process.Therefore,it is preferred to develop such a scheme with multi-dimensionality,and unified treatment of inviscid and dissipative terms.A high-order scheme does prefer a high-order gas evolution model.Even with the rapid advances of high-order reconstruction techniques,the first-order dynamics of the Riemann solution becomes the bottleneck for the further development of high-order schemes.In order to avoid the weakness of the low order flux function,the development of high-order schemes relies heavily on the weak solution of the original governing equations for the update of additional degree of freedom,such as the non-conservative gradients of flow variables,which cannot be physically valid in discontinuous regions.

A New Fifth-Order Finite Volume Central WENO Scheme for Hyperbolic Conservation Laws on Staggered Meshes

In this paper,a new fifth-order finite volume central weighted essentially non-oscillatory(CWENO)scheme is proposed for solving hyperbolic conservation laws on staggered meshes.The high-order spatial reconstruction procedure using a convex combination of a fourth degree polynomial with two linear polynomials(in one dimension)or four linear polynomials(in two dimensions)in a traditional WENO fashion and a time discretization method using the natural continuous extension(NCE)of the Runge-Kutta method are applied to design this new fifth-order CWENO scheme.This new finite volume CWENO scheme uses the information defined on the same largest spatial stencil as that of the same order classical CWENO schemes[37,46]with the application of smaller number of unequal-sized spatial stencils.Since the new nonlinear weights are adopted,the new finite volume CWENO scheme could obtain the same order of accuracy and get smaller truncation errors in L1 and L¥norms in smooth regions,and control the spurious oscillations near strong shocks or contact discontinuities.The new CWENO scheme has advantages over the classical CWENO schemes[37,46]on staggered meshes in its simplicity and easy extension to multi-dimensions.Some one-dimensional and two-dimensional benchmark numerical examples are provided to illustrate the good performance of this new fifthorder finite volume CWENO scheme.

A Fifth Order Alternative Mapped WENO Scheme for Nonlinear Hyperbolic Conservation Laws

In this work,we have developed a fifth-order alternative mapped weighted essentially nonoscillatory(AWENO-M)finite volume scheme using non-linear weights of mapped WENO reconstruction scheme of Henrick et al.(J.Comput.Phys.,207(2005),pp.542-567)for solving hyperbolic conservation laws.The reconstruction of numerical flux is done using primitive variables instead of conservative variables.The present scheme results in less spurious oscillations near discontinuities and shows higher-order accuracy at critical points compared to the alternative WENO scheme(AWENO)based on traditional non-linear weights of Jiang and Shu(J.Comput.Phys.,228(1996),pp.202-228).The third-order Runge-Kutta method has been used for solution advancement in time.The Harten-Lax-van Leer-Contact(HLLC)shock-capturing method is used to provide necessary upwinding into the solution.The performance of the present scheme is evaluated in terms of accuracy,computational cost,and resolution of discontinuities by using various one and two-dimensional test cases.

An Efficient High Order Well-Balanced Finite Difference WENO Scheme for the Blood Flow Model

The blood flow model admits the steady state,in which the flux gradient is non-zero and is exactly balanced by the source term.In this paper,we present a high order well-balanced finite difference weighted essentially non-oscillatory(WENO)scheme,which exactly preserves the steady state.In order to maintain the wellbalanced property,we propose to reformulate the equation and apply a novel source term approximation.Extensive numerical experiments are carried out to verify the performances of the current scheme such as the maintenance of well-balanced property,the ability to capture the perturbations of such steady state and the genuine high order accuracy for smooth solutions.

A 3rd Order WENO GLM-MHD Scheme for Magnetic Reconnection

A new numerical scheme of 3rd order Weighted Essentially Non-Oscillatory (WENO) type for 2.5D mixed GLM-MHD in Cartesian coordinates is proposed. The MHD equations are modified by combining the arguments as by Dellar and Dedner et al to couple the divergence constraint with the evolution equations using a Generalized Lagrange Multiplier (GLM). Moreover, the magnetohydrodynamic part of the GLM-MHD system is still in conservation form. Meanwhile, this method is very easy to add to an existing code since the underlying MHD solver does not have to be modified. To show the validation and capacity of its application to MHD problem modelling, interaction between a magnetosonic shock and a denser cloud and magnetic reconnection problems are used to verify this new MHD code. The numerical tests for 2D Orszag and Tang's MHD vortex, interaction between a magnetosonic shock and a denser cloud and magnetic reconnection problems show that the third order WENO MHD solvers are robust and yield reliable results by the new mixed GLM or the mixed EGLM correction here even if it can not be shown that how the divergence errors are transported as well as damped as done for one dimensional ideal MHD by Dedner et al.

A non-flux-splitting WENO scheme with low numerical dissipation

A WENO scheme without implementing the flux-splitting procedure is developed in the present paper. The scheme is deduced by taking the optimized coefficients, originally constant in any flux-splitting WENO scheme, to vary with respect to eigenvalues in the characteristic space. As a result, the weights are associated with both the eigenvalues and the smoothness measurements. The scheme is formulated to avoid the implementing of the flux-splitting procedure via computation of the weighs of WENO stencils, and is capable of reducing the numerical dissipation. Numerical experiments show that the new scheme is less dissipative than the WENO scheme with flux-splitting, and possesses higher resolution using the same grid mesh. Computations of the test cases also demonstrate a comparatively higher computational efficiency of the new scheme. Especially, for problems involving shocks, strong shear and long time evolution, the solutions computed by the presently developed scheme with no flux-splitting and the other existing methods with flux-splitting differ remarkably from each other, and the new scheme is proven to be an effective way for controlling the numerical dissipation and retaining the real effects of the physical viscosity.

Third Order WENO Scheme on Three Dimensional Tetrahedral Meshes

We extend the weighted essentially non-oscillatory(WENO)schemes on two dimensional triangular meshes developed in[7]to three dimensions,and construct a third order finite volume WENO scheme on three dimensional tetrahedral meshes.We use the Lax-Friedrichs monotone flux as building blocks,third order reconstructions made from combinations of linear polynomials which are constructed on diversified small stencils of a tetrahedral mesh,and non-linear weights using smoothness indicators based on the derivatives of these linear polynomials.Numerical examples are given to demonstrate stability and accuracy of the scheme.