For solving time-dependent convection-dominated partial differential equations (PDEs), which arise frequently in computational physics, high order numerical methods, including finite difference, ...finite volume, finite element and spectral methods, have been undergoing rapid developments over the past decades. In this article we give a brief survey of two selected classes of high order methods, namely the weighted essentially non-oscillatory (WENO) finite difference and finite volume schemes and discontinuous Galerkin (DG) finite element methods, emphasizing several of their recent developments: bound-preserving limiters for DG, finite volume and finite difference schemes, which address issues in robustness and accuracy; WENO limiters for DG methods, which address issues in non-oscillatory performance when there are strong shocks, and inverse Lax–Wendroff type boundary treatments for finite difference schemes, which address issues in solving complex geometry problems using Cartesian meshes.
It is well known that semi-discrete high order discontinuous Galerkin (DG) methods satisfy cell entropy inequalities for the square entropy for both scalar conservation laws (Jiang and Shu (1994) 39) ...and symmetric hyperbolic systems (Hou and Liu (2007) 36), in any space dimension and for any triangulations. However, this property holds only for the square entropy and the integrations in the DG methods must be exact. It is significantly more difficult to design DG methods to satisfy entropy inequalities for a non-square convex entropy, and/or when the integration is approximated by a numerical quadrature. In this paper, we develop a unified framework for designing high order DG methods which will satisfy entropy inequalities for any given single convex entropy, through suitable numerical quadrature which is specific to this given entropy. Our framework applies from one-dimensional scalar cases all the way to multi-dimensional systems of conservation laws. For the one-dimensional case, our numerical quadrature is based on the methodology established in Carpenter et al. (2014) 5 and Gassner (2013) 19. The main ingredients are summation-by-parts (SBP) operators derived from Legendre Gauss–Lobatto quadrature, the entropy conservative flux within elements, and the entropy stable flux at element interfaces. We then generalize the scheme to two-dimensional triangular meshes by constructing SBP operators on triangles based on a special quadrature rule. A local discontinuous Galerkin (LDG) type treatment is also incorporated to achieve the generalization to convection–diffusion equations. Extensive numerical experiments are performed to validate the accuracy and shock capturing efficacy of these entropy stable DG methods.
High order accurate weighted essentially nonoscillatory (WENO) schemes are relatively new but have gained rapid popularity in numerical solutions of hyperbolic partial differential equations (PDEs) ...and other convection dominated problems. The main advantage of such schemes is their capability to achieve arbitrarily high order formal accuracy in smooth regions while maintaining stable, nonoscillatory, and sharp discontinuity transitions. The schemes are thus especially suitable for problems containing both strong discontinuities and complex smooth solution features. WENO schemes are robust and do not require the user to tune parameters. At the heart of the WENO schemes is actually an approximation procedure not directly related to PDEs, hence the WENO procedure can also be used in many non-PDE applications. In this paper we review the history and basic formulation of WENO schemes, outline the main ideas in using WENO schemes to solve various hyperbolic PDEs and other convection dominated problems, and present a collection of applications in areas including computational fluid dynamics, computational astronomy and astrophysics, semiconductor device simulation, traffic flow models, computational biology, and some non-PDE applications. Finally, we mention a few topics concerning WENO schemes that are currently under investigation.
In this paper, a new type of high-order finite difference and finite volume multi-resolution weighted essentially non-oscillatory (WENO) schemes is presented for solving hyperbolic conservation laws. ...We only use the information defined on a hierarchy of nested central spatial stencils and do not introduce any equivalent multi-resolution representation. These new WENO schemes use the same large stencils as the classical WENO schemes in 25,45, could obtain the optimal order of accuracy in smooth regions, and could simultaneously suppress spurious oscillations near discontinuities. The linear weights of such WENO schemes can be any positive numbers on the condition that their sum equals one. This is the first time that a series of unequal-sized hierarchical central spatial stencils are used in designing high-order finite difference and finite volume WENO schemes. These new WENO schemes are simple to construct and can be easily implemented to arbitrary high order of accuracy and in higher dimensions. Benchmark examples are given to demonstrate the robustness and good performance of these new WENO schemes.
•A new class of high order finite difference and finite volume WENO schemes are constructed.•These schemes are based on the multi-resolution idea, and a series of unequal-sized hierarchical central spatial stencils.•These schemes can use arbitrary positive linear weights, and are easy to implement for one and multi-dimensions.•These schemes have a gradual degrading of accuracy near discontinuities.
We construct uniformly high order accurate discontinuous Galerkin (DG) schemes which preserve positivity of density and pressure for Euler equations of compressible gas dynamics. The same framework ...also applies to high order accurate finite volume (e.g. essentially non-oscillatory (ENO) or weighted ENO (WENO)) schemes. Motivated by Perthame and Shu (1996)
20 and Zhang and Shu (2010)
26, a general framework, for arbitrary order of accuracy, is established to construct a positivity preserving limiter for the finite volume and DG methods with first order Euler forward time discretization solving one-dimensional compressible Euler equations. The limiter can be proven to maintain high order accuracy and is easy to implement. Strong stability preserving (SSP) high order time discretizations will keep the positivity property. Following the idea in Zhang and Shu (2010)
26, we extend this framework to higher dimensions on rectangular meshes in a straightforward way. Numerical tests for the third order DG method are reported to demonstrate the effectiveness of the methods.
We construct uniformly high order accurate schemes satisfying a strict maximum principle for scalar conservation laws. A general framework (for arbitrary order of accuracy) is established to ...construct a limiter for finite volume schemes (e.g. essentially non-oscillatory (ENO) or weighted ENO (WENO) schemes) or discontinuous Galerkin (DG) method with first order Euler forward time discretization solving one-dimensional scalar conservation laws. Strong stability preserving (SSP) high order time discretizations will keep the maximum principle. It is straightforward to extend the method to two and higher dimensions on rectangular meshes. We also show that the same limiter can preserve the maximum principle for DG or finite volume schemes solving two-dimensional incompressible Euler equations in the vorticity stream-function formulation, or any passive convection equation with an incompressible velocity field. Numerical tests for both the WENO finite volume scheme and the DG method are reported.
In this paper, we continue our work in 46 and propose a new type of high-order finite volume multi-resolution weighted essentially non-oscillatory (WENO) schemes to solve hyperbolic conservation laws ...on triangular meshes. Although termed “multi-resolution WENO schemes”, we only use the information defined on a hierarchy of nested central spatial stencils and do not introduce any equivalent multi-resolution representation. We construct new third-order, fourth-order, and fifth-order WENO schemes using three or four unequal-sized central spatial stencils, different from the classical WENO procedure using equal-sized biased/central spatial stencils for the spatial reconstruction. The new WENO schemes could obtain the optimal order of accuracy in smooth regions, and could degrade gradually to first-order of accuracy so as to suppress spurious oscillations near strong discontinuities. This is the first time that only a series of unequal-sized hierarchical central spatial stencils are used in designing arbitrary high-order finite volume WENO schemes on triangular meshes. The main advantages of these schemes are their compactness, robustness, and their ability to maintain good convergence property for steady-state computation. The linear weights of such WENO schemes can be any positive numbers on the condition that they sum to one. Extensive numerical results are provided to illustrate the good performance of these new finite volume WENO schemes.
•A new type of multi-resolution WENO schemes on triangular meshes has been developed.•High order WENO schemes using unequal-sized central spatial stencils have been designed.•The main advantages are compactness, robustness, and good steady-state convergence.
In this paper, we investigate a simple limiter using weighted essentially non-oscillatory (WENO) methodology for the Runge–Kutta discontinuous Galerkin (RKDG) methods solving conservation laws, with ...the goal of obtaining a robust and high order limiting procedure to simultaneously achieve uniform high order accuracy and sharp, non-oscillatory shock transitions. The idea of this limiter is to reconstruct the entire polynomial, instead of reconstructing point values or moments in the classical WENO reconstructions. That is, the reconstruction polynomial on the target cell is a convex combination of polynomials on this cell and its neighboring cells and the nonlinear weights of the convex combination follow the classical WENO procedure. The main advantage of this limiter is its simplicity in implementation, especially for multi-dimensional meshes. Numerical results in one and two dimensions are provided to illustrate the behavior of this procedure.
Finite difference WENO schemes have established themselves as very worthy performers for entire classes of applications that involve hyperbolic conservation laws. In this paper we report on two major ...advances that make finite difference WENO schemes more efficient.
The first advance consists of realizing that WENO schemes require us to carry out stencil operations very efficiently. In this paper we show that the reconstructed polynomials for any one-dimensional stencil can be expressed most efficiently and economically in Legendre polynomials. By using Legendre basis, we show that the reconstruction polynomials and their corresponding smoothness indicators can be written very compactly. The smoothness indicators are written as a sum of perfect squares. Since this is a computationally expensive step, the efficiency of finite difference WENO schemes is enhanced by the innovation which is reported here.
The second advance consists of realizing that one can make a non-linear hybridization between a large, centered, very high accuracy stencil and a lower order WENO scheme that is nevertheless very stable and capable of capturing physically meaningful extrema. This yields a class of adaptive order WENO schemes, which we call WENO-AO (for adaptive order). Thus we arrive at a WENO-AO(5,3) scheme that is at best fifth order accurate by virtue of its centered stencil with five zones and at worst third order accurate by virtue of being non-linearly hybridized with an r=3 CWENO scheme. The process can be extended to arrive at a WENO-AO(7,3) scheme that is at best seventh order accurate by virtue of its centered stencil with seven zones and at worst third order accurate. We then recursively combine the above two schemes to arrive at a WENO-AO(7,5,3) scheme which can achieve seventh order accuracy when that is possible; graciously drop down to fifth order accuracy when that is the best one can do; and also operate stably with an r=3 CWENO scheme when that is the only thing that one can do. Schemes with ninth order of accuracy are also presented.
Several accuracy tests and several stringent test problems are presented to demonstrate that the method works very well.
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