Adaptive Order WENO Reconstructions for the Semi-Lagrangian Finite Difference Scheme for Advection Problem

We present a new conservative semi-Lagrangian finite difference weighted essentially non-oscillatory scheme with adaptive order. This is an extension of the conservative semi-Lagrangian (SL) finite difference WENO scheme in [Qiu and Shu, JCP, 230 (4) (2011), pp. 863-889], in which linear weights in SL WENO framework were shown not to exist for variable coefficient problems. Hence, the order of accuracy is not optimal from reconstruction stencils. In this paper, we incorporate a recent WENO adaptive order (AO) technique [Balsara et al., JCP, 326 (2016), pp. 780-804] to the SL WENO framework. The new scheme can achieve an optimal high order of accuracy, while maintaining the properties of mass conservation and non-oscillatory capture of solutions from the original SL WENO. The positivity-preserving limiter is further applied to ensure the positivity of solutions. Finally, the scheme is applied to high dimensional problems by a fourth-order dimensional splitting. We demonstrate the effectiveness of the new scheme by extensive numerical tests on linear advection equations, the Vlasov-Poisson system, the guiding center Vlasov model as well as the incompressible Euler equations.     

Conservative Semi-Lagrangian Finite Difference WENO Formulations with Applications to the Vlasov Equation

In this paper, we propose a new conservative semi-Lagrangian (SL) finite difference (FD) WENO scheme for linear advection equations, which can serve as a base scheme for the Vlasov equation by Strang splitting [4]. The reconstruction procedure in the proposed SL FD scheme is the same as the one used in the SL finite volume (FV) WENO scheme [3]. However, instead of inputting cell averages and approximate the integral form of the equation in a FV scheme, we input point values and approximate the differential form of equation in a FD spirit, yet retaining very high order (fifth order in our experiment) spatial accuracy. The advantage of using point values, rather than cell averages, is to avoid the second order spatial error, due to the shearing in velocity (v) and electrical field (E) over a cell when performing the Strang splitting to the Vlasov equation. As a result, the proposed scheme has very high spatial accuracy, compared with second order spatial accuracy for Strang split SL FV scheme for solving the Vlasov-Poisson (VP) system. We perform numerical experiments on linear advection, rigid body rotation problem; and on the Landau damping and two-stream instabilities by solving the VP system. For comparison, we also apply (1) the conservative SL FD WENO scheme, proposed in [22] for incompressible advection problem, (2) the conservative SL FD WENO scheme proposed in [21] and (3) the non-conservative version of the SL FD WENO scheme in [3] to the same test problems. The performances of different schemes are compared by the error table, solution resolution of sharp interface, and by tracking the conservation of physical norms, energies and entropies, which should be physically preserved.     

Runge-Kutta Discontinuous Galerkin Method with a Simple and Compact Hermite WENO Limiter

In this paper, we propose a new type of weighted essentially non-oscillatory (WENO) limiter, which belongs to the class of Hermite WENO (HWENO) limiters, for the Runge-Kutta discontinuous Galerkin (RKDG) methods solving hyperbolic conservation laws. This new HWENO limiter is a modification of the simple WENO limiter proposed recently by Zhong and Shu [29]. Both limiters use information of the DG solutions only from the target cell and its immediate neighboring cells, thus maintaining the original compactness of the DG scheme. The goal of both limiters is to obtain high order accuracy and non-oscillatory properties simultaneously. The main novelty of the new HWENO limiter in this paper is to reconstruct the polynomial on the target cell in a least square fashion [8] while the simple WENO limiter [29] is to use the entire polynomial of the original DG solutions in the neighboring cells with an addition of a constant for conservation. The modification in this paper improves the robustness in the computation of problems with strong shocks or contact discontinuities, without changing the compact stencil of the DG scheme. Numerical results for both one and two dimensional equations including Euler equations of compressible gas dynamics are provided to illustrate the viability of this modified limiter.     

High-Order Runge-Kutta Discontinuous Galerkin Methods with a New Type of Multi-Resolution WENO Limiters on Tetrahedral Meshes

In this paper, the second-order and third-order Runge-Kutta discontinuous Galerkin (RKDG) methods with multi-resolution weighted essentially non-oscillatory (WENO) limiters are proposed on tetrahedral meshes. The multi-resolution WENO limiter is an extension of a finite volume multi-resolution WENO scheme developed in [81], which serves as a limiter for RKDG methods on tetrahedral meshes. This new WENO limiter uses information of the DG solution essentially only within the troubled cell itself which is identified by a new modified version of the original KXRCF indicator [42], to build a sequence of hierarchical $L^2$ projection polynomials from zeroth degree to the second or third degree of the DG solution. The second-order and third-order RKDG methods with the associated multi-resolution WENO limiters are developed as examples for general high-order RKDG methods, which could maintain the original order of accuracy in smooth regions and keep essentially non-oscillatory property near strong discontinuities by gradually degrading from the optimal order to the first order. The linear weights inside the procedure of the new multi-resolution WENO limiters can be set as any positive numbers on the condition that they sum to one. A series of polynomials of different degrees within the troubled cell itself are applied in a WENO fashion to modify the DG solutions in the troubled cell on tetrahedral meshes. These new WENO limiters are very simple to construct, and can be easily implemented to arbitrary high-order accuracy on tetrahedral meshes. Such spatial reconstruction methodology improves the robustness in the simulation on the same compact spatial stencil of the original DG methods on tetrahedral meshes. Extensive one-dimensional (run as three-dimensional problems on tetrahedral meshes) and three-dimensional tests are performed to demonstrate the good performance of the RKDG methods with new multi-resolution WENO limiters.     

High Order Finite Difference WENO Methods with Unequal-Sized Sub-Stencils for the Degasperis-Procesi Type Equations

In this paper, we develop two finite difference weighted essentially non-oscillatory (WENO) schemes with unequal-sized sub-stencils for solving the Degasperis-Procesi (DP) and $\mu$-Degasperis-Procesi ($\mu$DP) equations, which contain nonlinear high order derivatives, and possibly peakon solutions or shock waves. By introducing auxiliary variable(s), we rewrite the DP equation as a hyperbolic-elliptic system, and the $\mu$DP equation as a first order system. Then we choose a linear finite difference scheme with suitable order of accuracy for the auxiliary variable(s), and two finite difference WENO schemes with unequal-sized sub-stencils for the primal variable. One WENO scheme uses one large stencil and several smaller stencils, and the other WENO scheme is based on the multi-resolution framework which uses a series of unequal-sized hierarchical central stencils. Comparing with the classical WENO scheme which uses several small stencils of the same size to make up a big stencil, both WENO schemes with unequal-sized sub-stencils are simple in the choice of the stencil and enjoy the freedom of arbitrary positive linear weights. Another advantage is that the final reconstructed polynomial on the target cell is a polynomial of the same degree as the polynomial over the big stencil, while the classical finite difference WENO reconstruction can only be obtained for specific points inside the target interval. Numerical tests are provided to demonstrate the high order accuracy and non-oscillatory properties of the proposed schemes.     

A High Order Sharp-Interface Method with Local Time Stepping for Compressible Multiphase Flows

In this paper, a new sharp-interface approach to simulate compressible multiphase flows is proposed. The new scheme consists of a high order WENO finite volume scheme for solving the Euler equations coupled with a high order path-conservative discontinuous Galerkin finite element scheme to evolve an indicator function that tracks the material interface. At the interface our method applies ghost cells to compute the numerical flux, as the ghost fluid method. However, unlike the original ghost fluid scheme of Fedkiw et al. [15], the state of the ghost fluid is derived from an approximate-state Riemann solver, similar to the approach proposed in [25], but based on a much simpler formulation. Our formulation leads only to one single scalar nonlinear algebraic equation that has to be solved at the interface, instead of the system used in [25]. Away from the interface, we use the new general Osher-type flux recently proposed by Dumbser and Toro [13], which is a simple but complete Riemann solver, applicable to general hyperbolic conservation laws. The time integration is performed using a fully-discrete one-step scheme, based on the approaches recently proposed in [5, 7]. This allows us to evolve the system also with time-accurate local time stepping. Due to the sub-cell resolution and the subsequent more restrictive time-step constraint of the DG scheme, a local evolution for the indicator function is applied, which is matched with the finite volume scheme for the solution of the Euler equations that runs with a larger time step. The use of a locally optimal time step avoids the introduction of excessive numerical diffusion in the finite volume scheme. Two different fluids have been used, namely an ideal gas and a weakly compressible fluid modeled by the Tait equation. Several tests have been computed to assess the accuracy and the performance of the new high order scheme. A verification of our algorithm has been carefully carried out using exact solutions as well as a comparison with other numerical reference solutions. The material interface is resolved sharply and accurately without spurious oscillations in the pressure field.     

A New Mapped WENO Scheme Using Order-Preserving Mapping

Existing mapped WENO schemes can hardly prevent spurious oscillations while preserving high resolutions at long output times. We reveal in this paper the essential reason of such phenomena. It is actually caused by that the mapping function in these schemes can not preserve the order of the nonlinear weights of the stencils. The nonlinear weights may be increased for non-smooth stencils and be decreased for smooth stencils. It is then indicated to require the set of mapping functions to be order-preserving in mapped WENO schemes. Therefore, we propose a new mapped WENO scheme with a set of mapping functions to be order-preserving which exhibits a remarkable advantage over the mapped WENO schemes in references. For long output time simulations of the one-dimensional linear advection equation, the new scheme has the capacity to attain high resolutions and avoid spurious oscillations near discontinuities meanwhile. In addition, for the two-dimensional Euler problems with strong shock waves, the new scheme can significantly reduce the numerical oscillations.     

A Slope Constrained 4th Order Multi-Moment Finite Volume Method with WENO Limiter

This paper presents a new and better suited formulation to implement the limiting projection to high-order schemes that make use of high-order local reconstructions for hyperbolic conservation laws. The scheme, so-called MCV-WENO4 (multi-moment Constrained finite Volume with WENO limiter of 4th order) method, is an extension of the MCV method of Ii & Xiao (2009) by adding the 1st order derivative (gradient or slope) at the cell center as an additional constraint for the cell-wise local reconstruction. The gradient is computed from a limiting projection using the WENO (weighted essentially non-oscillatory) reconstruction that is built from the nodal values at 5 solution points within 3 neighboring cells. Different from other existing methods where only the cell-average value is used in the WENO reconstruction, the present method takes account of the solution structure within each mesh cell, and thus minimizes the stencil for reconstruction. The resulting scheme has 4th-order accuracy and is of significant advantage in algorithmic simplicity and computational efficiency. Numerical results of one and two dimensional benchmark tests for scalar and Euler conservation laws are shown to verify the accuracy and oscillation-less property of the scheme.     

Comparative Study of Three High Order Schemes for LES of Temporally Evolving Mixing Layers

Three high order shock-capturing schemes are compared for large eddy simulations (LES) of temporally evolving mixing layers for different convective Mach numbers ranging from the quasi-incompressible regime to highly compressible supersonic regime. The considered high order schemes are fifth-order WENO (WENO5), seventh-order WENO (WENO7) and the associated eighth-order central spatial base scheme with the dissipative portion of WENO7 as a nonlinear post-processing filter step (WENO7fi). This high order nonlinear filter method of Yee & Sjogreen is designed for accurate and efficient simulations of shock-free compressible turbulence, turbulence with shocklets and turbulence with strong shocks with minimum tuning of scheme parameters. The LES results by WENO7fi using the same scheme parameter agree well with experimental results compiled by Barone et al., and published direct numerical simulations (DNS) work of Rogers & Moser and Pantano & Sarkar, whereas results by WENO5 and WENO7 compare poorly with experimental data and DNS computations.     

Comparison of Fifth-Order WENO 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 fifth-order WENO 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 the WENO-GKS couples inviscid and viscous terms in a single flux evaluation, and the WENO-SW uses an operator splitting technique, it appears that the WENO-SW is more sensitive to the WENO reconstruction and boundary treatment. In terms of efficiency, the finite volume WENO-GKS is about 4 times slower than the finite difference WENO-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 Approach of High Order Well-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.     

A Multi-Domain Hybrid DG and WENO Method for Hyperbolic Conservation Laws on Hybrid Meshes

In [SIAM J. Sci. Comput., 35(2)(2013), A1049–A1072], a class of multi-domain hybrid DG and WENO methods for conservation laws was introduced. Recent applications of this method showed that numerical instability may encounter if the DG flux with Lagrangian interpolation is applied as the interface flux during the moment of conservative coupling. In this continuation paper, we present a more robust approach in the construction of DG flux at the coupling interface by using WENO procedures of reconstruction. Based on this approach, such numerical instability is overcome very well. In addition, the procedure of coupling a DG method with a WENO-FD scheme on hybrid meshes is disclosed in detail. Typical testing cases are employed to demonstrate the accuracy of this approach and the stability under the flexibility of using either WENO-FD flux or DG flux at the moment of requiring conservative coupling.     

A Sufficient and Necessary Condition of the Existence of WENO-Like Linear Combination for Finite Difference Schemes

In the finite difference WENO (weighted essentially non-oscillatory) method, the final scheme on the whole stencil was constructed by linear combinations of highest order accurate schemes on sub-stencils, all of which share the same total count of grid points. The linear combination method which the original WENO applied was generalized to arbitrary positive-integer-order derivative on an arbitrary (uniform or non-uniform) mesh, still applying finite difference method. The possibility of expressing the final scheme on the whole stencil as a linear combination of highest order accurate schemes on WENO-like sub-stencils was investigated. The main results include: (a) the highest order of accuracy a finite difference scheme can achieve and (b) a sufficient and necessary condition that the linear combination exists. This is a sufficient and necessary condition for all finite difference schemes in a set (rather than a specific finite difference scheme) to have WENO-like linear combinations. After the proofs of the results, some remarks on the WENO schemes and TENO (targeted essentially non-oscillatory) schemes were given.     

High Order Schemes on Three-Dimensional General Polyhedral Meshes — Application to the Level Set Method

In this article, we detail the methodology developed to construct arbitrarily high order schemes — linear and WENO — on 3D mixed-element unstructured meshes made up of general convex polyhedral elements. The approach is tailored specifically for the solution of scalar level set equations for application to incompressible two-phase flow problems. The construction of WENO schemes on 3D unstructured meshes is notoriously difficult, as it involves a much higher level of complexity than 2D approaches. This due to the multiplicity of geometrical considerations introduced by the extra dimension, especially on mixed-element meshes. Therefore, we have specifically developed a number of algorithms to handle mixed-element meshes composed of convex polyhedra with convex polygonal faces. The contribution of this work concerns several areas of interest: the formulation of an improved methodology in 3D, the minimisation of computational runtime in the implementation through the maximum use of pre-processing operations, the generation of novel methods to handle complex 3D mixed-element meshes and finally the application of the method to the transport of a scalar level set.     

Modified Upwinding Compact Scheme for Shock and Shock Boundary Layer Interaction

Standard compact scheme and upwinding compact scheme have high order accuracy and high resolution, but cannot capture the shock which is a discontinuity. This work developed a modified upwinding compact scheme which uses an effective shock detector to block compact scheme to cross the shock and a control function to mix the flux with WENO scheme near the shock. The new scheme makes the original compact scheme able to capture the shock sharply and, more importantly, keep high order accuracy and high resolution in the smooth area which is particularly important for shock boundary layer and shock acoustic interactions. Numerical results show the scheme is successful for 2-D Euler and 2-D Navier-Stokes solvers. The examples include 2-D incident shock, 2-D incident shock and boundary layer interaction. The scheme is robust, which does not involve case related parameters.     

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.     

All Speed Scheme for the Low Mach Number Limit of the Isentropic Euler Equations

An all speed scheme for the Isentropic Euler equations is presented in this paper. When the Mach number tends to zero, the compressible Euler equations converge to their incompressible counterpart, in which the density becomes a constant. Increasing approximation errors and severe stability constraints are the main difficulty in the low Mach regime. The key idea of our all speed scheme is the special semi-implicit time discretization, in which the low Mach number stiff term is divided into two parts, one being treated explicitly and the other one implicitly. Moreover, the flux of the density equation is also treated implicitly and an elliptic type equation is derived to obtain the density. In this way, the correct limit can be captured without requesting the mesh size and time step to be smaller than the Mach number. Compared with previous semi-implicit methods [11,13,29], firstly, nonphysical oscillations can be suppressed by choosing proper parameter, besides, only a linear elliptic equation needs to be solved implicitly which reduces much computational cost. We develop this semi-implicit time discretization in the framework of a first order Local Lax-Friedrichs (or Rusanov) scheme and numerical tests are displayed to demonstrate its performances.     

A Hermite WENO Method with Modified Ghost Fluid Method for Compressible Two-Medium Flow Problems

In this paper, we develop a novel approach by combining a new robust finite difference Hermite weighted essentially non-oscillatory (HWENO) method [51] with the modified ghost fluid method (MGFM) [25] to simulate the compressible two-medium flow problems. The main idea is that we first use the technique of the MGFM to transform a two-medium flow problem to two single-medium cases by defining the ghost fluids status based on the predicted interface status. Then the efficient and robust HWENO finite difference method is applied for solving the single-medium flow cases. By using immediate neighbor information to deal with both the solution and its derivatives, the fifth order finite difference HWENO scheme adopted in this paper is more compact and has higher resolution than the classical fifth order finite difference WENO scheme of Jiang and Shu [14]. Furthermore, by combining the HWENO scheme with the MGFM to simulate the two-medium flow problems, less ghost point information is needed than that in using the classical WENO scheme in order to obtain the same numerical accuracy. Various one-dimensional and two-dimensional two-medium flow problems are solved to illustrate the good performances of the proposed method.     

High Order Fixed-Point Sweeping WENO Methods for Steady State of Hyperbolic Conservation Laws and Its Convergence Study

Fixed-point iterative sweeping methods were developed in the literature to efficiently solve static Hamilton-Jacobi equations. This class of methods utilizes the Gauss-Seidel iterations and alternating sweeping strategy to achieve fast convergence rate. They take advantage of the properties of hyperbolic partial differential equations (PDEs) and try to cover a family of characteristics of the corresponding Hamilton-Jacobi equation in a certain direction simultaneously in each sweeping order. Different from other fast sweeping methods, fixed-point iterative sweeping methods have the advantages such as that they have explicit forms and do not involve inverse operation of nonlinear local systems. In principle, it can be applied to solving very general equations using any monotone numerical fluxes and high order approximations easily. In this paper, based on the recently developed fifth order WENO schemes which improve the convergence of the classical WENO schemes by removing slight post-shock oscillations, we design fifth order fixed-point sweeping WENO methods for efficient computation of steady state solution of hyperbolic conservation laws. Especially, we show that although the methods do not have linear computational complexity, they converge to steady state solutions much faster than regular time-marching approach by stability improvement for high order schemes with a forward Euler time-marching.     

Troubled-Cell Indicator Based on Mean Value Property for Hybrid WENO Schemes

In this paper, we introduce a new type of troubled-cell indicator to improve hybrid weighted essentially non-oscillatory (WENO) schemes for solving the hyperbolic conservation laws. The hybrid WENO schemes selectively adopt the high-order linear upwind scheme or the WENO scheme to avoid the local characteristic decompositions and calculations of the nonlinear weights in smooth regions. Therefore, they can reduce computational cost while maintaining non-oscillatory properties in non-smooth regions. Reliable troubled-cell indicators are essential for efficient hybrid WENO methods. Most of troubled-cell indicators require proper parameters to detect discontinuities precisely, but it is very difficult to determine the parameters automatically. We develop a new troubled-cell indicator derived from the mean value theorem that does not require any variable parameters. Additionally, we investigate the characteristics of indicator variable; one of the conserved properties or the entropy is considered as indicator variable. Detailed numerical tests for 1D and 2D Euler equations are conducted to demonstrate the performance of the proposed indicator. The results with the proposed troubled-cell indicator are in good agreement with pure WENO schemes. Also the new indicator has advantages in the computational cost compared with the other indicators.