Efficient implementation of WENO schemes to nonuniform meshes

Most of the standard papers about the WENO schemes consider their implementation to uniform meshes only. In that case the WENO reconstruction is performed efficiently by using the algebraic expressions for evaluating the reconstruction values and the smoothness indicators from cell averages. The coefficients appearing in these expressions are constant, dependent just on the scheme order, not on the mesh size or the reconstruction function values, and can be found, for example, in Jiang and Shu (J Comp Phys 126:202–228, 1996). In problems where the geometrical properties must be taken into account or the solution has localized fine scale structure that must be resolved, it is computationally efficient to do local grid refinement. Therefore, it is also desirable to have numerical schemes, which can be applied to nonuniform meshes. Finite volume WENO schemes extend naturally to nonuniform meshes although the reconstruction becomes quite complicated, depending on the complexity of the grid structure. In this paper we propose an efficient implementation of finite volume WENO schemes to nonuniform meshes. In order to save the computational cost in the nonuniform case, we suggest the way for precomputing the coefficients and linear weights for different orders of WENO schemes. Furthermore, for the smoothness indicators that are defined in an integral form we present the corresponding algebraic expressions in which the coefficients obtained as a linear combination of divided differences arise. In order to validate the new implementation, resulting schemes are applied in different test examples.      

Symmetrical weighted essentially non‐oscillatory‐flux limiter schemes for Hamilton–Jacobi equations

In this paper, we propose a new scheme that combines weighted essentially non‐oscillatory (WENO) procedures together with monotone upwind schemes to approximate the viscosity solution of the Hamilton–Jacobi equations. In one‐dimensional (1D) case, first, we obtain an optimum polynomial on a four‐point stencil. This optimum polynomial is third‐order accurate in regions of smoothness. Next, we modify a second‐order ENO polynomial by choosing an additional point inside the stencil in order to obtain the highest accuracy when combined with the Harten–Osher reconstruction‐evolution method limiter. Finally, the optimum polynomial is considered as a symmetric and convex combination of three polynomials with ideal weights. Following the methodology of the classic WENO procedure, then, we calculate the non‐oscillatory weights with the ideal weights. Numerical experiments in 1D and 2D are performed to compare the capability of the hybrid scheme to WENO schemes. Copyright © 2015 John Wiley & Sons, Ltd.     

Stability and convergence of two‐grid Crank‐Nicolson extrapolation scheme for the time‐dependent natural convection equations

In this paper, we consider the Crank‐Nicolson extrapolation scheme for the 2D/3D unsteady natural convection problem. Our numerical scheme includes the implicit Crank‐Nicolson scheme for linear terms and the recursive linear method for nonlinear terms. Standard Galerkin finite element method is used to approximate the spatial discretization. Stability and optimal error estimates are provided for the numerical solutions. Furthermore, a fully discrete two‐grid Crank‐Nicolson extrapolation scheme is developed, the corresponding stability and convergence results are derived for the approximate solutions. Comparison from aspects of the theoretical results and computational efficiency, the two‐grid Crank‐Nicolson extrapolation scheme has the same order as the one grid method for velocity and temperature in H¹‐norm and for pressure in L²‐norm. However, the two‐grid scheme involves much less work than one grid method. Finally, some numerical examples are provided to verify the established theoretical results and illustrate the performances of the developed numerical schemes.     

A preliminary investigation on an ELLAM scheme for linear transport equations

We present an Eulerian‐Lagrangian localized adjoint method (ELLAM) for linear advection‐reaction partial differential equations in multiple space dimensions. We carry out numerical experiments to investigate the performance of the ELLAM scheme with a range of well‐perceived and widely used methods in fluid dynamics including the monotonic upstream‐centered scheme for conservation laws (MUSCL), the minmod method, the flux‐corrected transport method (FCT), and the essentially non‐oscillatory (ENO) schemes and weighted essentially non‐oscillatory (WENO) schemes. These experiments show that the ELLAM scheme is very competitive with these methods in the context of linear transport PDEs, and suggest/justify the development of ELLAM‐based simulators for subsurface porous medium flows and other applications. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 22–43, 2003     

A CFL‐free explicit characteristic interior penalty scheme for linear advection‐reaction equations

We develop a CFL‐free, explicit characteristic interior penalty scheme (CHIPS) for one‐dimensional first‐order advection‐reaction equations by combining a Eulerian‐Lagrangian approach with a discontinuous Galerkin framework. The CHIPS method retains the numerical advantages of the discontinuous Galerkin methods as well as characteristic methods. An optimal‐order error estimate in the L² norm for the CHIPS method is derived and numerical experiments are presented to confirm the theoretical estimates. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010     

Viscous compressible barotropic symmetric flows with free boundary under general mass force Part I: Uniform‐in‐time bounds and stabilization

We consider symmetric flows of a viscous compressible barotropic fluid with a free boundary, under a general mass force depending both on the Eulerian and Lagrangian co‐ordinates, with arbitrarily large initial data. For a general non‐monotone state function p, we prove uniform‐in‐time energy bound and the uniform bounds for the density ρ, together with the stabilization as t → ∞ of the kinetic and potential energies. We also obtain H¹‐stabilization of the velocity v to zero provided that the second viscosity is zero. For either increasing or non‐decreasing p, we study the L^λ‐stabilization of ρ and the stabilization of the free boundary together with the corresponding ω‐limit set in the general case of non‐unique stationary solution possibly with zones of vacuum. In the case of increasing p and stationary densities ρ_S separated from zero, we establish the uniform‐in‐time H¹‐bounds and the uniform stabilization for ρ and v. All these results are stated and mainly proved in the Eulerian co‐ordinates. They are supplemented with the corresponding stabilization results in the Lagrangian co‐ordinates in the case of ρ_S separated from zero. Copyright © 2005 John Wiley & Sons, Ltd.     

A new fifth order finite difference WENO scheme for Hamilton‐Jacobi equations

In this continuing paper of (Zhu and Qiu, J Comput Phys 318 (2016), 110–121), a new fifth order finite difference weighted essentially non‐oscillatory (WENO) scheme is designed to approximate the viscosity numerical solution of the Hamilton‐Jacobi equations. This new WENO scheme uses the same numbers of spatial nodes as the classical fifth order WENO scheme which is proposed by Jiang and Peng (SIAM J Sci Comput 21 (2000), 2126–2143), and could get less absolute truncation errors and obtain the same order of accuracy in smooth region simultaneously avoiding spurious oscillations nearby discontinuities. Such new WENO scheme is a convex combination of a fourth degree accurate polynomial and two linear polynomials in a WENO type fashion in the spatial reconstruction procedures. The linear weights of three polynomials are artificially set to be any random positive constants with a minor restriction and the new nonlinear weights are proposed for the sake of keeping the accuracy of the scheme in smooth region, avoiding spurious oscillations and keeping sharp discontinuous transitions in nonsmooth region simultaneously. The main advantages of such new WENO scheme comparing with the classical WENO scheme proposed by Jiang and Peng (SIAM J Sci Comput 21 (2000), 2126–2143) are its efficiency, robustness and easy implementation to higher dimensions. Extensive numerical tests are performed to illustrate the capability of the new fifth WENO scheme. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1095–1113, 2017     

High‐order approximation of 2D convection‐diffusion equation on hexagonal grids

We derive a fourth‐order finite difference scheme for the two‐dimensional convection‐diffusion equation on an hexagonal grid. The difference scheme is defined on a single regular hexagon of size h over a seven‐point stencil. Numerical experiments are conducted to verify the high accuracy of the derived scheme, and to compare it with the standard second‐order central difference scheme. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2006     

An Eulerian‐Lagrangian discontinuous Galerkin method for transient advection‐diffusion equations

We develop an Eulerian‐Lagrangian discontinuous Galerkin method for time‐dependent advection‐diffusion equations. The derived scheme has combined advantages of Eulerian‐Lagrangian methods and discontinuous Galerkin methods. The scheme does not contain any undetermined problem‐dependent parameter. An optimal‐order error estimate and superconvergence estimate is derived. Numerical experiments are presented, which verify the theoretical estimates.© 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2007     

Numerical experiments on a hybrid WENO5 filter for shock‐capturing

In the present paper, a hybrid filter is introduced for high accurate numerical simulation of shock‐containing flows. The fourth‐order compact finite difference scheme is used for the spatial discretization and the third‐order Runge–Kutta scheme is used for the time integration. After each time‐step, the hybrid filter is applied on the results. The filter is composed of a linear sixth‐order filter and the dissipative part of a fifth‐order weighted essentially nonoscillatory scheme (WENO5). The classic WENO5 scheme and the WENO5 scheme with adaptive order (WENO5‐AO) are used to form the hybrid filter. Using a shock‐detecting sensor, the hybrid filter reduces to the linear sixth‐order filter in smooth regions for damping high frequency waves and reduces to the WENO5 filter at shocks in order to eliminate unwanted oscillations produced by the nondissipative spatial discretization method. The filter performance and accuracy of the results are examined through several test cases including the advection, Euler and Navier–Stokes equations. The results are compared with that of a hybrid second‐order filter and also that of the WENO5 and WENO5‐AO schemes.     

An Eulerian‐Lagrangian substructuring domain decomposition method for unsteady‐state advection‐diffusion equations

We develop an Eulerian‐Lagrangian substructuring domain decomposition method for the solution of unsteady‐state advection‐diffusion transport equations. This method reduces to an Eulerian‐Lagrangian scheme within each subdomain and to a type of Dirichlet‐Neumann algorithm at subdomain interfaces. The method generates accurate and stable solutions that are free of artifacts even if large time‐steps are used in the simulation. Numerical experiments are presented to show the strong potential of the method. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17:565–583, 2001     

Technical note: A fourth‐order finite difference scheme for a system of a 2D nonlinear elliptic partial differential equations

In this article we present a fourth‐order finite difference scheme, for a system of two‐dimensional, second‐order, nonlinear elliptic partial differential equations with mixed spatial derivative terms, using 13‐point stencils with a uniform mesh size h on a square region R subject to Dirichlet boundary conditions. The scheme of order h⁴ is derived using the local solution of the system on a single stencil. The resulting system of algebraic equations can be solved by iterative methods. The difference scheme can be easily modified to obtain formulae for grid points near the boundary. Computational results are given to demonstrate the performance of the scheme on some problems including Navier‐Stokes equations. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 43–53, 2001     

An Eulerian‐Lagrangian control volume scheme for two‐dimensional unsteady advection‐diffusion problems

We develop a mass conservative Eulerian‐Lagrangian control volume scheme (ELCVS) for the solution of the transient advection‐diffusion equations in two space dimensions. This method uses finite volume test functions over the space‐time domain defined by the characteristics within the framework of the class of Eulerian‐Lagrangian localized adjoint characteristic methods (ELLAM). It, therefore, maintains the advantages of characteristic methods in general, and of this class in particular, which include global mass conservation as well as a natural treatment of all types of boundary conditions. However, it differs from other methods in that class in the treatment of the mass storage integrals at the previous time step defined on deformed Lagrangian regions. This treatment is especially attractive for orthogonal rectangular Eulerian grids composed of block elements. In the algorithm, each deformed region is approximated by an eight‐node region with sides drawn parallel to the Eulerian grid, which significantly simplifies the integration compared with the approach used in finite volume ELLAM methods, based on backward tracking, while retaining local mass conservation at no additional expenses in terms of accuracy or CPU consumption. This is verified by numerical tests which show that ELCVS performs as well as standard finite volume ELLAM methods, which have previously been shown to outperform many other well‐received classes of numerical methods for the equations considered. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2012     

An efficient TVD‐WENO method for conservation laws

In this article, we present a high‐resolution hybrid scheme for solving hyperbolic conservation laws in one and two dimensions. In this scheme, we use a cheap fourth order total variation diminishing (TVD) scheme for smooth region and expensive seventh order weighted nonoscillatory (WENO) scheme near discontinuities. To distinguish between the smooth parts and discontinuities, we use an efficient adaptive multiresolution technique. For time integration, we use the third order TVD Runge‐Kutta scheme. The accuracy of the resulting hybrid high order scheme is comparable with these of WENO, but with significant decrease of the CPU cost. Numerical demonstrates that the proposed scheme is comparable to the high order WENO scheme and superior to the fourth order TVD scheme. Our scheme has the added advantage of simplicity and computational efficiency. Numerical tests are presented which show the robustness and effectiveness of the proposed scheme.© 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Stability and convergence of the mark and cell finite difference scheme for Darcy‐Stokes‐Brinkman equations on non‐uniform grids

In this paper, we consider the mark and cell (MAC) method for Darcy‐Stokes‐Brinkman equations and analyze the stability and convergence of the method on nonuniform grids. Firstly, to obtain the stability for both velocity and pressure, we establish the discrete inf‐sup condition. Then we introduce an auxiliary function depending on the velocity and discretizing parameters to analyze the super‐convergence. Finally, we obtain the second‐order convergence in L2 norm for both velocity and pressure for the MAC scheme, when the perturbation parameter ? is not approaching 0. We also obtain the second‐order convergence for some terms of ∥·∥_? norm of the velocity, and the other terms of ∥·∥_? norm are second‐order convergence on uniform grid. Numerical experiments are carried out to verify the theoretical results.     

Analysis of an augmented mixed‐primal formulation for the stationary Boussinesq problem

In this article, we propose and analyze a new mixed variational formulation for the stationary Boussinesq problem. Our method, which uses a technique previously applied to the Navier–Stokes equations, is based first on the introduction of a modified pseudostress tensor depending nonlinearly on the velocity through the respective convective term. Next, the pressure is eliminated, and an augmented approach for the fluid flow, which incorporates Galerkin‐type terms arising from the constitutive and equilibrium equations, and from the Dirichlet boundary condition, is coupled with a primal‐mixed scheme for the main equation modeling the temperature. In this way, the only unknowns of the resulting formulation are given by the aforementioned nonlinear pseudostress, the velocity, the temperature, and the normal derivative of the latter on the boundary. An equivalent fixed‐point setting is then introduced and the corresponding classical Banach Theorem, combined with the Lax–Milgram Theorem and the Babu?ka–Brezzi theory, are applied to prove the unique solvability of the continuous problem. In turn, the Brouwer and the Banach fixed‐point theorems are used to establish existence and uniqueness of solution, respectively, of the associated Galerkin scheme. In particular, Raviart–Thomas spaces of order k for the pseudostress, continuous piecewise polynomials of degree ≤ k+1 for the velocity and the temperature, and piecewise polynomials of degree ≤ k for the boundary unknown become feasible choices. Finally, we derive optimal a priori error estimates, and provide several numerical results illustrating the good performance of the augmented mixed‐primal finite element method and confirming the theoretical rates of convergence. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 445–478, 2016     

Numerical solution of transonic and subsonic flow of compressible inviscid and viscous fluid

The work presents two numerical solutions of compressible flows problems with high and very low Mach numbers. Both problems are numerically solved by finite volume method and the explicit MacCormack scheme using a grid of quadrilateral cells. Moved grid of quadrilateral cells is considered in the form of conservation laws using Arbitrary Lagrangian–Eulerian method. In the first case, inviscid transonic flow through cascade DCA 8% is presented and the numerical results are compared to experimental data. The second case, numerical solution of unsteady viscous flow in the channel for upstream Mach number M_∞=0.012 and frequency of the wall motions 100 Hz is presented. The unsteady case can represent a simplified model of airflow coming from the trachea, through the glottal region with periodically vibrating vocal folds to the human vocal tract. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A two‐grid method for mixed finite‐element solution of reaction‐diffusion equations

We present a scheme for solving two‐dimensional, nonlinear reaction‐diffusion equations, using a mixed finite‐element method. To linearize the mixed‐method equations, we use a two grid scheme that relegates all the Newton‐like iterations to a grid Δ_H much coarser than the original one Δ_h, with no loss in order of accuracy so long as the mesh sizes obey . The use of a multigrid‐based solver for the indefinite linear systems that arise at each coarse‐grid iteration, as well as for the similar system that arises on the fine grid, allows for even greater efficiency. © 1999 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 15: 317–332, 1999     

Time‐weighted blow‐up rates and pointwise profile for single‐point blow‐up solutions in reaction–diffusion equations

This paper deals with asymptotic behavior for blow‐up solutions to time‐weighted reaction–diffusion equations u_t=Δu+e^αtv^p and v_t=Δv+e^βtu^q, subject to homogeneous Dirichlet boundary. The time‐weighted blow‐up rates are defined and obtained by ways of the scaling or auxiliary‐function methods for all α, . Aiding by key inequalities between components of solutions, we give lower pointwise blow‐up profiles for single‐point blow‐up solutions. We also study the solutions of the system with variable exponents instead of constant ones, where blow‐up rates and new blow‐up versus global existence criteria are obtained. Time‐weighted functions influence critical Fujita exponent, critical Fujita coefficient and formulae of blow‐up rates, but they do not limit the order of time‐weighted blow‐up rates and pointwise profile near blow‐up time. Copyright © 2017 John Wiley & Sons, Ltd.