非稳态Hamilton-Jacobi方程的7阶加权紧致非线性格式

Hamilton-Jacobi (HJ) 方程是一类重要的非线性偏微分方程, 在物理学、流体力学、图像处理、微分几何、金融数学、最优化控制理论等方面有着广泛的应用. 由于HJ方程的弱解存在但不唯一, 且解的导数可能出现间断, 导致其数值求解具有一定的难度. 本文提出了非稳态HJ方程的7阶精度加权紧致非线性格式 (WCNS). 该格式结合了Hamilton函数的Lax-Friedrichs型通量分裂方法和一阶空间导数左、右极限值的高阶精度混合节点和半节点型中心差分格式. 基于7点全局模板和4个4点子模板推导了半节点函数值的高阶线性逼近和4个低阶线性逼近, 以及全局模板和子模板的光滑度量指标. 为避免间断附近数值解产生非物理振荡以及提高格式稳定性, 采用WENO型非线性插值方法计算半节点函数值. 时间离散采用3阶TVD型Runge-Kutta方法. 通过理论分析验证了WCNS格式对于光滑解具有最佳的7阶精度. 为方便比较, 经典的7阶WENO格式也被推广用于求解HJ方程. 数值结果表明, 本文提出的WCNS格式能够很好地模拟HJ方程的精确解, 且在光滑区域能够达到7阶精度; 与经典的同阶WENO格式相比, WCNS格式在精度、收敛性和分辨率方面更优, 计算效率略高.      

Novel local smoothness indicators for improving the third‐order WENO scheme

The local smoothness indicators play an important role in the performance of a weighted essentially nonoscillatory (WENO) scheme. Due to having only 2 points available on each substencil, the local smoothness indicators calculated by conventional methods make the third‐order WENO scheme too dissipative. In this paper, we propose a different method to calculate the indicators by using all the 3 points on the global stencil of the third‐order WENO scheme. The numerical results demonstrate that the WENO scheme with the new indicators has less dissipation and better resolution than the conventional third‐order WENO scheme of Jiang and Shu for both smooth and discontinuous solutions.     

A low-dissipation third-order weighted essentially nonoscillatory scheme with a new reference smoothness indicator

The classical third-order weighted essentially nonoscillatory (WENO) scheme is notoriously dissipative as it loses the optimal order of accuracy at critical points and its two-point finite difference in the smoothness indicators is unable to differentiate the critical point from the discontinuity. In recent years, modifications to the smoothness indicators and weights of the classical third-order WENO scheme have been reported to reduce numerical dissipation. This article presents a new reference smoothness indicator for constructing a low-dissipation third-order WENO scheme. The new reference smoothness indicator is a nonlinear combination of the local and global stencil smoothness indicators. The resulting WENO-Rp3 scheme with the power parameter p=1.5 achieves third-order accuracy in smooth regions including critical points and has low dissipation, but numerical results show this scheme cannot keep the ENO property near discontinuities. The recommended WENO-R3 scheme (p=1) keeps the ENO property and performs better than several recently developed third-order WENO schemes.     

A parameter-free ε-adaptive algorithm for improving weighted compact nonlinear schemes

In this paper, we propose a parameter-free algorithm to calculate ε, a parameter of small quantity initially introduced into the nonlinear weights of weighted essentially nonoscillatory (WENO) scheme to avoid denominator becoming zero. The new algorithm, based on local smoothness indicators of fifth-order weighted compact nonlinear scheme (WCNS), is designed in a manner to adaptively increase ε in smooth areas to reduce numerical dissipation and obtain high-order accuracy, and decrease ε in discontinuous areas to increase numerical dissipation and suppress spurious numerical oscillations. We discuss the relation between critical points and discontinuities and illustrate that, when large gradient areas caused by high-order critical points are not well resolved with sufficiently small grid spacing, numerical oscillations arise. The new algorithm treats high-order critical points as discontinuities to suppress numerical oscillations. Canonical numerical tests are carried out, and computational results indicate that the new adaptive algorithm can help improve resolution of small scale flow structures, suppress numerical oscillations near discontinuities, and lessen susceptibility to flux functions and interpolation variables for fifth-order WCNS. The new adaptive algorithm can be conveniently generalized to WENO/WCNS with different orders.     

A high‐resolution hybrid scheme for hyperbolic conservation laws

A new hybrid scheme is proposed, which combines the improved third‐order weighted essentially non‐oscillatory (WENO) scheme presented in this paper with a fourth‐order central scheme by a novel switch. Two major steps have been gone through for the construction of a high‐performance and stable hybrid scheme. Firstly, to enhance the WENO part of the hybrid scheme, a new reference smoothness indicator has been devised, which, combined with the nonlinear weighting procedure of WENO‐Z, can drive the third‐order WENO toward the optimal linear scheme faster. Secondly, to improve the hybridization with the central scheme, a hyperbolic tangent hybridization switch and its efficient polynomial counterpart are devised, with which we are able to fix the threshold value introduced by the hybridization. The new hybrid scheme is thus formulated, and a set of benchmark problems have been tested to verify the performance enhancement. Numerical results demonstrate that the new hybrid scheme achieves excellent performance in resolving complex flow features, even compared with the fifth‐order classical WENO scheme and WENO‐Z scheme. Copyright © 2015 John Wiley & Sons, Ltd.     

A semi‐Lagrangian multi‐moment finite volume method with fourth‐order WENO projection

Numerical oscillation has been an open problem for high‐order numerical methods with increased local degrees of freedom (DOFs). Current strategies mainly follow the limiting projections derived originally for conventional finite volume methods and thus are not able to make full use of the sub‐cell information available in the local high‐order reconstructions. This paper presents a novel algorithm that introduces a nodal value‐based weighted essentially non‐oscillatory limiter for constrained interpolation profile/multi‐moment finite volume method (CIP/MM FVM) (Ii and Xiao, J. Comput. Phys., 222 (2007), 849–871) as an effort to pursue a better suited formulation to implement the limiting projection in schemes with local DOFs. The new scheme, CIP‐CSL‐WENO4 scheme, extends the CIP/MM FVM method by limiting the slope constraint in the interpolation function using the weighted essentially non‐oscillatory (WENO) reconstruction that makes use of the sub‐cell information available from the local DOFs and is built from the point values at the solution points within three neighboring cells, thus resulting a more compact WENO stencil. The proposed WENO limiter matches well the original CIP/MM FVM, which leads to a new scheme of high accuracy, algorithmic simplicity, and computational efficiency. We present the numerical results of benchmark tests for both scalar and Euler conservation laws to manifest the fourth‐order accuracy and oscillation‐suppressing property of the proposed scheme. Copyright © 2016 John Wiley & Sons, Ltd.     

Augmented upwind numerical schemes for the groundwater transport advection‐dispersion equation with local operators

When solute transport is advection‐dominated, the advection‐dispersion equation approximates to a hyperbolic‐type partial differential equation, and finite difference and finite element numerical approximation methods become prone to artificial oscillations. The upwind scheme serves to correct these responses to produce a more realistic solution. The upwind scheme is reviewed and then applied to the advection‐dispersion equation with local operators for the first‐order upwinding numerical approximation scheme. The traditional explicit and implicit schemes, as well as the Crank‐Nicolson scheme, are developed and analyzed for numerical stability to form a comparison base. Two new numerical approximation schemes are then proposed, namely, upwind–Crank‐Nicolson scheme, where only for the advection term is applied, and weighted upwind‐downwind scheme. These newly developed schemes are analyzed for numerical stability and compared to the traditional schemes. It was found that an upwind–Crank‐Nicolson scheme is appropriate if the Crank‐Nicolson scheme is only applied to the advection term of the advection‐dispersion equation. Furthermore, the proposed explicit weighted upwind‐downwind finite difference numerical scheme is an improvement on the traditional explicit first‐order upwind scheme, whereas the implicit weighted first‐order upwind‐downwind finite difference numerical scheme is stable under all assumptions when the appropriate weighting factor (θ) is assigned.     

An adaptive multilevel wavelet framework for scale‐selective WENO reconstruction schemes

We put forth a dynamic computing framework for scale‐selective adaptation of weighted essential nonoscillatory (WENO) schemes for the simulation of hyperbolic conservation laws exhibiting strong discontinuities. A multilevel wavelet‐based multiresolution procedure, embedded in a conservative finite volume formulation, is used for a twofold purpose. (i) a dynamic grid adaptation of the solution field for redistributing grid points optimally (in some sense) according to the underlying flow structures, and (ii) a dynamic minimization of the in built artificial dissipation of WENO schemes. Taking advantage of the structure detection properties of this multiresolution algorithm, the nonlinear weights of the conventional WENO implementation are selectively modified to ensure lower dissipation in smoother areas. This modification is implemented through a linear transition from the fifth‐order upwind stencil at the coarsest regions of the adaptive grid to a fully nonlinear fifth‐order WENO scheme at areas of high irregularity. Therefore, our computing algorithm consists of a dynamic grid adaptation strategy, a scale‐selective state reconstruction, a conservative flux calculation, and a total variation diminishing Runge‐Kutta scheme for time advancement. Results are presented for canonical examples drawn from the inviscid Burgers, shallow water, Euler, and magnetohydrodynamic equations. Our findings represent a novel direction for providing a scale‐selective dissipation process without a compromise on shock capturing behavior for conservation laws, which would be a strong contender for dynamic implicit large eddy simulation approaches.     

Improved third‐order weighted essentially nonoscillatory schemes with new smoothness indicators

In this article, we present two improved third‐order weighted essentially nonoscillatory (WENO) schemes for recovering their design‐order near first‐order critical points. The schemes are constructed in the framework of third‐order WENO‐Z scheme. Two new global smoothness indicators, τ_L3 and τ_L4, are devised by a nonlinear combination of local smoothness indicators (IS_k) and reference values (IS_G) based on Lagrangian interpolation polynomial. The performances of the proposed schemes are evaluated on several numerical tests governed by one‐dimensional linear advection equation or one‐ and two‐dimensional Euler equations. Numerical results indicate that the presented schemes provide less dissipation and higher resolution than the original WENO3‐JS and subsequent WENO3‐N scheme.     

Third‐order WENO scheme with a new smoothness indicator

In this article, we have devised a new reference smoothness indicator for third‐order weighted essentially non‐oscillatory (WENO) scheme to achieve desired order of convergence at critical points. In the context of the weighted essentially non‐oscillatory scheme, reference smoothness indicator is constructed in such a way that it satisfies the sufficient condition on the weights for the third‐order convergence. The goal is to construct a reference smoothness indicator such that the resulted scheme have to achieve the required order of accuracy even if the first two derivatives vanish but not the third derivative. The construction of such reference smoothness indicator is not possible through a linear combination of local smoothness indicators only. We have proposed a reference smoothness indicator to be of the fourth order of accuracy on three‐point stencil that contains the linear combination of the first derivative information of the local and global stencils. The performance enhancement of the WENO scheme through this reference smoothness indicator is verified through the standard numerical experiments. Numerical results indicate that the new scheme provides better results in comparison with the earlier third‐order WENO schemes like WENO‐JS and WENO‐Z. Copyright © 2017 John Wiley & Sons, Ltd.     

A new weighting method for improving the WENO‐Z scheme

The calculation of the weight of each substencil is very important for a weighted essentially nonoscillatory (WENO) scheme to obtain high‐order accuracy in smooth regions and keep the essentially nonoscillatory property near discontinuities. The weighting function introduced in the WENO‐Z scheme provides a straightforward method to analyze the accuracy order in smooth regions. In this paper, we construct a new sixth‐order global smoothness indicator (GSI‐6) and a function about GSI‐6 and the local smoothness indicators (IS_k) to calculate the weights. The analysis and numerical results show that, with the new weights, the scheme satisfies the sufficient condition for the fifth‐order convergence in smooth regions even at critical points. Meanwhile, it can also maintain low dissipation for discontinuous solutions due to relative large weights assigned to discontinuous substencils.     

A novel weighting switch function for uniformly high‐order hybrid shock‐capturing schemes

Hybrid schemes are very efficient for complex compressible flow simulation. However, for most existing hybrid schemes in literature, empirical problem‐dependent parameters are always needed to detect shock waves and hence greatly decrease the robustness and accuracy of the hybrid scheme. In this paper, based on the nonlinear weights of the weighted essentially non‐oscillatory (WENO) scheme, a novel weighting switch function is proposed. This function approaches 1 with high‐order accuracy in smooth regions and 0 near discontinuities. Then, with the new weighting switch function, a seventh‐order hybrid compact‐reconstruction WENO scheme (HCCS) is developed. The new hybrid scheme uses the same stencil as the fifth‐order WENO scheme, and it has seventh‐order accuracy in smooth regions even at critical points. Numerical tests are presented to demonstrate the accuracy and robustness of both the switch function and HCCS. Comparisons also reveal that HCCS has lower dissipation and less computational cost than the seventh‐order WENO scheme. Copyright © 2016 John Wiley & Sons, Ltd.     

Optimized sixth‐order monotonicity‐preserving scheme by nonlinear spectral analysis

In this paper, sixth‐order monotonicity‐preserving optimized scheme (OMP6) for the numerical solution of conservation laws is developed on the basis of the dispersion and dissipation optimization and monotonicity‐preserving technique. The nonlinear spectral analysis method is developed and is used for the purpose of minimizing the dispersion errors and controlling the dissipation errors. The new scheme (OMP6) is simple in expression and is easy for use in CFD codes. The suitability and accuracy of this new scheme have been tested through a set of one‐dimensional, two‐dimensional, and three‐dimensional tests, including the one‐dimensional Shu–Osher problem, the two‐dimensional double Mach reflection, and the Rayleigh–Taylor instability problem, and the three‐dimensional direct numerical simulation of decaying compressible isotropic turbulence. All numerical tests show that the new scheme has robust shock capturing capability and high resolution for the small‐scale waves due to fewer numerical dispersion and dissipation errors. Moreover, the new scheme has higher computational efficiency than the well‐used WENO schemes. Copyright © 2013 John Wiley & Sons, Ltd.     

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 structured 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 solution 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.     

High‐order ENO and WENO schemes for unstructured grids

This work describes the implementation and analysis of high‐order accurate schemes applied to high‐speed flows on unstructured grids. The class of essentially non‐oscillatory schemes (ENO), that includes weighted ENO schemes (WENO), is discussed in the paper with regard to the implementation of third‐ and fourth‐order accurate methods. The entire reconstruction process of ENO and WENO schemes is described with emphasis on the stencil selection algorithms. The stencils can be composed by control volumes with any number of edges, e.g. triangles, quadrilaterals and hybrid meshes. In the paper, ENO and WENO schemes are implemented for the solution of the dimensionless, 2‐D Euler equations in a cell centred finite volume context. High‐order flux integration is achieved using Gaussian quadratures. An approximate Riemann solver is used to evaluate the fluxes on the interfaces of the control volumes and a TVD Runge–Kutta scheme provides the time integration of the equations. Such a coupling of all these numerical tools, together with the high‐order interpolation of primitive variables provided by ENO and WENO schemes, leads to the desired order of accuracy expected in the solutions. An adaptive mesh refinement technique provides better resolution in regions with strong flowfield gradients. Results for high‐speed flow simulations are presented with the objective of assessing the implemented capability. Copyright © 2007 John Wiley & Sons, Ltd.     

加权型紧致格式与加权本质无波动格式的比较

线性紧致格式和加权本质无波动格式是两种典型的高阶精度数值格式,它们各有优缺点.线性紧致格式在具有高阶精度的同时,格式的分辨率也比较高,耗散低,是计算多尺度流场结构的较好格式,但是不能计算具有强激波的流场.加权本质无波动格式是一种高阶精度捕捉激波格式,鲁棒性好,但耗散比较高,分辨率也不理想.近年来,在莱勒的线性紧致格式基础上,采用加权本质无波动格式捕捉激波思想,发展了一系列加权型紧致格式.本文较全面地比较了加权型紧致格式和加权本质无波动格式,包括构造方法、鲁棒性、分辨率、耗散特性、收敛特性以及并行计算效率.结果表明,现有的加权型紧致格式基本保持了加权本质无波动格式的性质,对于气动力等宏观量的计算,比加权本质无波动格式没有明显的优势.      

Fourier analysis of several finite difference schemes for the one‐dimensional unsteady convection–diffusion equation

This paper reports a comparative study on the stability limits of nine finite difference schemes to discretize the one‐dimensional unsteady convection–diffusion equation. The tested schemes are: (i) fourth‐order compact; (ii) fifth‐order upwind; (iii) fourth‐order central differences; (iv) third‐order upwind; (v) second‐order central differences; and (vi) first‐order upwind. These schemes were used together with Runge–Kutta temporal discretizations up to order six. The remaining schemes are the (vii) Adams–Bashforth central differences, (viii) the Quickest and (ix) the Leapfrog central differences. In addition, the dispersive and dissipative characteristics of the schemes were compared with the exact solution for the pure advection equation, or simple first or second derivatives, and numerical experiments confirm the Fourier analysis. The results show that fourth‐order Runge–Kutta, together with central schemes, show good conditional stability limits and good dispersive and dissipative spectral resolution. Overall the fourth‐order compact is the recommended scheme. Copyright © 2001 John Wiley & Sons, Ltd.     

A fully conservative high‐order upwind multi‐moment method using moments in both upwind and downwind cells

We propose a fully conservative high‐order upwind multi‐moment method for the conservation equation. The proposed method is based on a third‐order polynomial interpolation function and semi‐Lagrangian formulation and is a variant of the constrained interpolation profile conservative semi‐Lagrangian scheme with third‐order polynomial function method. The third‐order interpolation function is constructed based on three constraints in the upwind cell (two boundary values and a cell average) and a constraint in the downwind cell (a cell center value). The proposed method shows fourth‐order accuracy in a benchmark problem (sine wave propagation). We also propose a less oscillatory formulation of the proposed method. The less oscillatory formulation can minimize numerical oscillations. These methods were validated through scalar transport problems, and compressible flow problems (shock tube and 2D explosion problems). Copyright © 2016 John Wiley & Sons, Ltd.     

Implicit large eddy simulation of a supersonic flat-plate boundary layer flow by weighted compact nonlinear scheme

The performance of implicit large eddy simulation (ILES) of a supersonic flat-plate turbulent boundary layer flow by weighted compact nonlinear scheme (WCNS) has been investigated. In view of features of WCNS and ILES, it was expected that ILES by WCNS could be an efficient approach to perform LES of supersonic turbulent flows. The flowfield calculated by WCNS was of lower turbulent intensity compared with an explicit LES data obtained by a numerical scheme of the same order of accuracy on a computational grid of similar resolution. It was concluded that the numerical dissipation inherent in WCNS is so large that applying WCNS to ILES of this flowfield is inefficient compared with explicit LES.     

A new well‐balanced Hermite weighted essentially non‐oscillatory scheme for shallow water equations

Hermite weighted essentially non‐oscillatory (HWENO) methods were introduced in the literature, in the context of Euler equations for gas dynamics, to obtain high‐order accuracy schemes characterized by high compactness (e.g. Qiu and Shu, J. Comput. Phys. 2003; 193 :115). For example, classical fifth‐order weighted essentially non‐oscillatory (WENO) reconstructions are based on a five‐cell stencil whereas the corresponding HWENO reconstructions are based on a narrower three‐cell stencil. The compactness of the schemes allows easier treatment of the boundary conditions and of the internal interfaces. To obtain this compactness in HWENO schemes both the conservative variables and their first derivatives are evolved in time, whereas in the original WENO schemes only the conservative variables are evolved. In this work, an HWENO method is applied for the first time to the shallow water equations (SWEs), including the source term due to the bottom slope, to obtain a fourth‐order accurate well‐balanced compact scheme. Time integration is performed by a strong stability preserving the Runge–Kutta method, which is a five‐step and fourth‐order accurate method. Besides the classical SWE, the non‐homogeneous equations describing the time and space evolution of the conservative variable derivatives are considered here. An original, well‐balanced treatment of the source term involved in such equations is developed and tested. Several standard one‐dimensional test cases are used to verify the high‐order accuracy, the C‐property and the good resolution properties of the model. Copyright © 2010 John Wiley & Sons, Ltd.