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326
Efficient Implementation of Weighted ENO Schemes
, 1995
"... In this paper, we further analyze, test, modify and improve the high order WENO (weighted essentially nonoscillatory) finite difference schemes of Liu, Osher and Chan [9]. It was shown by Liu et al. that WENO schemes constructed from the r th order (in L¹ norm) ENO schemes are (r +1) th order accur ..."
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Cited by 412 (38 self)
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In this paper, we further analyze, test, modify and improve the high order WENO (weighted essentially nonoscillatory) finite difference schemes of Liu, Osher and Chan [9]. It was shown by Liu et al. that WENO schemes constructed from the r th order (in L¹ norm) ENO schemes are (r +1) th order accurate. We propose a new way of measuring the smoothness of a numerical solution, emulating the idea of minimizing the total variation of the approximation, which results in a 5th order WENO scheme for the case r = 3, instead of the 4th order with the original smoothness measurement by Liu et al. This 5 th order WENO scheme is as fast as the 4 th order WENO scheme of Liu et al. and, both schemes are about twice as fast as the 4th order ENO schemes on vector supercomputers and as fast on serial and parallel computers. For Euler systems of gas dynamics, we suggest to compute the weights from pressure and entropy instead of the characteristic values to simplify the costly characteristic procedure. The resulting WENO schemes are about twice as fast as the WENO schemes using the characteristic decompositions to compute weights, and work well for problems which donot contain strong shocks or strong reflected waves. We also prove that, for conservation laws with smooth solutions, all WENO schemes are convergent. Many numerical tests, including the 1D steady state nozzle flow problem and 2D shock entropy waveinteraction problem, are presented to demonstrate the remarkable capability of the WENO schemes, especially the WENO scheme using the new smoothness measurement, in resolving complicated shock and flow structures. We have also applied Yang's artificial compression method to the WENO schemes to sharpen contact discontinuities.
Essentially nonoscillatory and weighted essentially nonoscillatory schemes for hyperbolic conservation laws
, 1998
"... In these lecture notes we describe the construction, analysis, and application of ENO (Essentially NonOscillatory) and WENO (Weighted Essentially NonOscillatory) schemes for hyperbolic conservation laws and related HamiltonJacobi equations. ENO and WENO schemes are high order accurate nite di ere ..."
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Cited by 270 (26 self)
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In these lecture notes we describe the construction, analysis, and application of ENO (Essentially NonOscillatory) and WENO (Weighted Essentially NonOscillatory) schemes for hyperbolic conservation laws and related HamiltonJacobi equations. ENO and WENO schemes are high order accurate nite di erence schemes designed for problems with piecewise smooth solutions containing discontinuities. The key idea lies at the approximation level, where a nonlinear adaptive procedure is used to automatically choose the locally smoothest stencil, hence avoiding crossing discontinuities in the interpolation procedure as much as possible. ENO and WENO schemes have been quite successful in applications, especially for problems containing both shocks and complicated smooth solution structures, such as compressible turbulence simulations and aeroacoustics. These lecture notes are basically selfcontained. It is our hope that with these notes and with the help of the quoted references, the readers can understand the algorithms and code
Weighted ENO Schemes for HamiltonJacobi Equations
 SIAM J. Sci. Comput
, 1997
"... In this paper, we present a weighted ENO (essentially nonoscillatory) scheme to approximate the viscosity solution of the HamiltonJacobi equation: OE t +H(x 1 ; \Delta \Delta \Delta ; x d ; t; OE; OE x1 ; \Delta \Delta \Delta ; OE xd ) = 0: This weighted ENO scheme is constructed upon and has the ..."
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Cited by 229 (0 self)
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In this paper, we present a weighted ENO (essentially nonoscillatory) scheme to approximate the viscosity solution of the HamiltonJacobi equation: OE t +H(x 1 ; \Delta \Delta \Delta ; x d ; t; OE; OE x1 ; \Delta \Delta \Delta ; OE xd ) = 0: This weighted ENO scheme is constructed upon and has the same stencil nodes as the 3 rd order ENO scheme but can be as high as 5 th order accurate in the smooth part of the solution. In addition to the accuracy improvement, numerical comparisons between the two schemes also demonstrate that, the weighted ENO scheme is more robust than the ENO scheme. Key words. ENO, weighted ENO, HamiltonJacobi equation, shape from shading, level set. AMS(MOS) subject classification. 35L99, 65M06. 1 Introduction The HamiltonJacobi equation: OE t +H(x; t; OE; DOE) = 0; OE(x; 0) = OE 0 (x) (1.1) 1 Research supported by ONR N0001492J1890. Email: gsj@math.ucla.edu. 2 Research supported by NSF DMS94 04942. Email: dpeng@math.ucla.edu. where x 2 R d ...
SemiDiscrete CentralUpwind Schemes for Hyperbolic Conservation Laws and HamiltonJacobi Equations
 SIAM J. Sci. Comput
, 2000
"... We introduce new Godunovtype semidiscrete central schemes for hyperbolic systems of conservation laws and HamiltonJacobi equations. The schemes are based on the use of more precise information about the local speeds of propagation, and can be viewed as a generalization of the schemes from [26, 24 ..."
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Cited by 116 (22 self)
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We introduce new Godunovtype semidiscrete central schemes for hyperbolic systems of conservation laws and HamiltonJacobi equations. The schemes are based on the use of more precise information about the local speeds of propagation, and can be viewed as a generalization of the schemes from [26, 24, 25] and [27]. The main advantages of the proposed central schemes are the high resolution, due to the smaller amount of the numerical dissipation, and the simplicity. There are no Riemann solvers and characteristic decomposition involved, and this makes them a universal tool for a wide variety of applications. At the same time, the developed schemes have an upwind nature, since they respect the directions of wave propagation by measuring the onesided local speeds. This is the reason why we call them centralupwind schemes. The constructed schemes are applied to various problems, such as the Euler equations of gas dynamics, the HamiltonJacobi equations with convex and nonconvex Hamiltoni...
A New Class of Optimal HighOrder StrongStabilityPreserving Time Discretization Methods
 SIAM J. NUMER. ANAL
, 2001
"... Strongstabilitypreserving (SSP) time discretization methods have a nonlinear sta bility property that makes them particularly suitable for the integration of hyperbolic conservation laws where discontinuous behaviour is present. Optimal SSP schemes have been previously found for methods of order ..."
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Cited by 95 (1 self)
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Strongstabilitypreserving (SSP) time discretization methods have a nonlinear sta bility property that makes them particularly suitable for the integration of hyperbolic conservation laws where discontinuous behaviour is present. Optimal SSP schemes have been previously found for methods of order 1, 2, and 3, where the number of stages s equals the order p. An optimal lowstorage SSP scheme with s: p: 3 is also known. In this paper, we present a new class of optimal highorder SSP and lowstorage SSP RungeKutta schemes with s > p. We find that these schemes are ultimately more efficient than the known schemes with s: p because the increase in the allowable time step more than offsets the added computational expense per step. We demonstrate these efficiencies on a set of representative problems from compressible gas flows.
Spatially adaptive techniques for level set methods and incompressible flow
 Comput. Fluids
"... Since the seminal work of [92] on coupling the level set method of [69] to the equations for twophase incompressible flow, there has been a great deal of interest in this area. That work demonstrated the most powerful aspects of the level set method, i.e. automatic handling of topological changes ..."
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Cited by 73 (15 self)
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Since the seminal work of [92] on coupling the level set method of [69] to the equations for twophase incompressible flow, there has been a great deal of interest in this area. That work demonstrated the most powerful aspects of the level set method, i.e. automatic handling of topological changes such as merging and pinching, as well as robust geometric information such as normals and curvature. Interestingly, this work also demonstrated the largest weakness of the level set method, i.e. mass or information loss characteristic of most Eulerian capturing techniques. In fact, [92] introduced a partial differential equation for battling this weakness, without which their work would not have been possible. In this paper, we discuss both historical and most recent works focused on improving the computational accuracy of the level set method focusing in part on applications related to incompressible flow due to both its popularity and stringent accuracy requirements. Thus, we discuss higher order accurate numerical methods such as HamiltonJacobi WENO [46], methods for maintaining a signed distance function, hybrid methods such as the particle level set method [27] and the coupled level set volume of fluid method [91], and adaptive gridding techniques such as the octree approach to free surface flows proposed in [56].
Weighted Essentially NonOscillatory Schemes on Triangular Meshes
 J. Comput. Phys
, 1998
"... In this paper we construct high order weighted essentially nonoscillatory (WENO) schemes on two dimensional unstructured meshes (triangles) in the finite volume formulation. We present third order schemes using a combination of linear polynomials, and fourth order schemes using a combination of qua ..."
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Cited by 72 (12 self)
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In this paper we construct high order weighted essentially nonoscillatory (WENO) schemes on two dimensional unstructured meshes (triangles) in the finite volume formulation. We present third order schemes using a combination of linear polynomials, and fourth order schemes using a combination of quadratic polynomials. Numerical examples are shown to demonstrate the accuracies and robustness of the methods for shock calculations.
Compact central WENO schemes for multidimensional conservation laws
 SIAM J. Sci. Comput
, 2000
"... We present new third and fifthorder Godunovtype central schemes for approximating solutions of the HamiltonJacobi (HJ) equation in an arbitrary number of space dimensions. These are the first central schemes for approximating solutions of the HJ equations with an order of accuracy that is greate ..."
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Cited by 60 (12 self)
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We present new third and fifthorder Godunovtype central schemes for approximating solutions of the HamiltonJacobi (HJ) equation in an arbitrary number of space dimensions. These are the first central schemes for approximating solutions of the HJ equations with an order of accuracy that is greater than two. In two space dimensions we present two versions for the thirdorder scheme: one scheme that is based on a genuinely twodimensional Central WENO reconstruction, and another scheme that is based on a simpler dimensionbydimension reconstruction. The simpler dimensionbydimension variant is then extended to a multidimensional fifthorder scheme. Our numerical examples in one, two and three space dimensions verify the expected order of accuracy of the schemes. Key words. HamiltonJacobi equations, central schemes, high order, WENO, CWENO.
Central WENO Schemes for Hyperbolic Systems of Conservation Laws
 MATH. MODEL. NUMER. ANAL
, 2001
"... We present a family of highorder, essentially nonoscillatory, central schemes for approximating solutions of hyperbolic systems of conservation laws. These schemes are based on a new centered version of the Weighed Essentially NonOscillatory (WENO) reconstruction of pointvalues from cellaverages ..."
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Cited by 59 (13 self)
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We present a family of highorder, essentially nonoscillatory, central schemes for approximating solutions of hyperbolic systems of conservation laws. These schemes are based on a new centered version of the Weighed Essentially NonOscillatory (WENO) reconstruction of pointvalues from cellaverages, which is then followed by an accurate approximation of the fluxes via a natural continuous extension of RungeKutta solvers. We explicitly construct the third and fourthorder scheme and demonstrate their highresolution properties in several numerical tests.