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.

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.

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.

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.

A Fixed-Point Fast Sweeping WENO Method with Inverse Lax-Wendroff Boundary Treatment for Steady State of Hyperbolic Conservation Laws

Fixed-point fast sweeping WENO methods are a class of efficient high-order numerical methods to solve steady-state solutions of hyperbolic partial differential equations(PDEs).The Gauss-Seidel iterations and alternating sweeping strategy are used to cover characteristics of hyperbolic PDEs in each sweeping order to achieve fast convergence rate to steady-state solutions.A nice property of fixed-point fast sweeping WENO methods which distinguishes them from other fast sweeping methods is that they are explicit and do not require inverse operation of nonlinear local systems.Hence,they are easy to be applied to a general hyperbolic system.To deal with the difficulties associated with numerical boundary treatment when high-order finite difference methods on a Cartesian mesh are used to solve hyperbolic PDEs on complex domains,inverse Lax-Wendroff(ILW)procedures were developed as a very effective approach in the literature.In this paper,we combine a fifthorder fixed-point fast sweeping WENO method with an ILW procedure to solve steadystate solution of hyperbolic conservation laws on complex computing regions.Numerical experiments are performed to test the method in solving various problems including the cases with the physical boundary not aligned with the grids.Numerical results show highorder accuracy and good performance of the method.Furthermore,the method is compared with the popular third-order total variation diminishing Runge-Kutta(TVD-RK3)time-marching method for steady-state computations.Numerical examples show that for most of examples,the fixed-point fast sweeping method saves more than half CPU time costs than TVD-RK3 to converge to steady-state solutions.

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.

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.

A NUMERICAL STUDY FOR THE PERFORMANCE OF THE WENO SCHEMES BASED ON DIFFERENT NUMERICAL FLUXES FOR THE SHALLOW WATER EQUATIONS

In this paper we investigate the performance of the weighted essential non-oscillatory （WENO） methods based on different numerical fluxes, with the objective of obtaining better performance for the shallow water equations by choosing suitable numerical fluxes. We consider six numerical fluxes, i.e., Lax-Friedrichs, local Lax-Friedrichs, Engquist-Osher, Harten-Lax-van Leer, HLLC and the first-order centered fluxes, with the WENO finite volume method and TVD Runge-Kutta time discretization for the shallow water equations. The detailed numerical study is performed for both one-dimensional and two-dimensional shallow water equations by addressing the property, and resolution of discontinuities. issues of CPU cost, accuracy, non-oscillatory

On the Order of Accuracy and Numerical Performance of Two Classes of Finite Volume WENO Schemes

In this paper we consider two commonly used classes of finite volume weighted essentially non-oscillatory(WENO)schemes in two dimensional Cartesian meshes.We compare them in terms of accuracy,performance for smooth and shocked solutions,and efficiency in CPU timing.For linear systems both schemes are high order accurate,however for nonlinear systems,analysis and numerical simulation results verify that one of them(Class A)is only second order accurate,while the other(Class B)is high order accurate.The WENO scheme in Class A is easier to implement and costs less than that in Class B.Numerical experiments indicate that the resolution for shocked problems is often comparable for schemes in both classes for the same building blocks and meshes,despite of the difference in their formal order of accuracy.The results in this paper may give some guidance in the application of high order finite volume schemes for simulating shocked flows.

A New Approach of High OrderWell-Balanced Finite Volume WENO Schemes and Discontinuous Galerkin Methods for a Class of Hyperbolic Systems with Source Terms

Hyperbolic balance laws have steady state solutions in which the flux gradients are nonzero but are exactly balanced by the source terms.In our earlier work[31–33],we designed high order well-balanced schemes to a class of hyperbolic systems with separable source terms.In this paper,we present a different approach to the same purpose:designing high order well-balanced finite volume weighted essentially non-oscillatory(WENO)schemes and RungeKutta discontinuous Galerkin(RKDG)finite element methods.We make the observation that the traditional RKDG methods are capable of maintaining certain steady states exactly,if a small modification on either the initial condition or the flux is provided.The computational cost to obtain such a well balanced RKDG method is basically the same as the traditional RKDG method.The same idea can be applied to the finite volume WENO schemes.We will first describe the algorithms and prove the well balanced property for the shallow water equations,and then show that the result can be generalized to a class of other balance laws.We perform extensive one and two dimensional simulations to verify the properties of these schemes 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.

High Order Finite Difference WENO Methods for Shallow Water Equations on Curvilinear Meshes

A high order finite difference numerical scheme is developed for the shallow water equations on curvilinear meshes based on an alternative flux formulation of the weighted essentially non-oscillatory(WENO)scheme.The exact C-property is investigated,and comparison with the standard finite difference WENO scheme is made.Theoretical derivation and numerical results show that the proposed finite difference WENO scheme can maintain the exact C-property on both stationarily and dynamically generalized coordinate systems.The Harten-Lax-van Leer type flux is developed on general curvilinear meshes in two dimensions and verified on a number of benchmark problems,indicating smaller errors compared with the Lax-Friedrichs solver.In addition,we propose a positivity-preserving limiter on stationary meshes such that the scheme can preserve the non-negativity of the water height without loss of mass conservation.

SOME WEIGHT-TYPE HIGH-RESOLUTION DIFFERENCE SCHEMES AND THEIR APPLICATIONS

By the aid of an idea of the weighted ENO schemes, some weight-type high-resolution difference schemes with different orders of accuracy are presented in this paper by using suitable weights instead of the minmod functions appearing in various TVD schemes. Numerical comparisons between the weighted schemes and the non-weighted schemes have been done for scalar equation, one-dimensional Euler equations, two-dimensional Navier-Stokes equations and parabolized Navier-Stokes equations.

Improved Weighted Essentially Non-Oscillatory Schemes by Mixed Stencils

Improved Weighted Essentially Non-oscillatory Scheme is a high order finite volume method. The mixed stencils can be obtained by a combination of r + 1 order and r order stencils. We improve the weights by the mapping method. The restriction that conventional ENO or WENO schemes only use r order stencils, is removed. Higher resolution can be achieved by introducing the r + 1 order stencils. This method is verified by three cases, i.e. the interaction of a moving shock with a density wave problem, the interacting blast wave problem and the double mach reflection problem. The numerical results show that the Improved Weighted Essential Non-oscillatory method is a stable, accurate high-resolution finite volume scheme.

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.

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.

DESCRIPTION AND WENO NUMERICAL APPROXIMATION TO NONLINEAR WAVES OF A MULTI-CLASS TRAFFIC FLOW LWR MODEL

A strict proof of the hyperbolicity of the multi-class LWR ( Lighthill-Whitham-Richards) traffic flow model, as well as the descriptions on those nonlinear waves characterized in the traffic flow problems were given. They were mainly about the monotonicity of densities across shocks and in rarefactions. As the system had no characteristic decomposition explicitly, a high resolution and higher order accuracy WENO( weighted essentially non-oscillatory) scheme was introduced to the numerical simulation, which coincides with the analytical description.

Rotor wake capture improvement based on high-order spatially accurate schemes and chimera grids

A high-order upwind scheme has been developed to capture the vortex wake of a helicopter rotor in the hover based on chimera grids. In this paper, an improved fifth-order weighted essentially non-oscillatory （WENO） scheme is adopted to interpolate the higher-order left and right states across a cell interface with the Roe Riemann solver updating inviscid flux, and is compared with the monotone upwind scheme for scalar conservation laws （MUSCL）. For profitably capturing the wake and enforcing the period boundary condition, the computation regions of flows are discretized by using the struc- tured chimera grids composed of a fine rotor grid and a cylindrical background grid. In the background grid, the mesh cells located in the wake regions are refined after the so- lution reaches the approximate convergence. Considering the interpolation characteristic of the WENO scheme, three layers of the hole boundary and the interpolation boundary are searched. The performance of the schemes is investigated in a transonic flow and a subsonic flow around the hovering rotor. The results reveal that the present approach has great capabilities in capturing the vortex wake with high resolution, and the WENO scheme has much lower numerical dissipation in comparison with the MUSCL scheme.

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.