skip to main content

Title: Essentially non-oscillatory and weighted essentially non-oscillatory schemes
Essentially non-oscillatory (ENO) and weighted ENO (WENO) schemes were designed for solving hyperbolic and convection–diffusion equations with possibly discontinuous solutions or solutions with sharp gradient regions. The main idea of ENO and WENO schemes is actually an approximation procedure, aimed at achieving arbitrarily high-order accuracy in smooth regions and resolving shocks or other discontinuities sharply and in an essentially non-oscillatory fashion. Both finite volume and finite difference schemes have been designed using the ENO or WENO procedure, and these schemes are very popular in applications, most noticeably in computational fluid dynamics but also in other areas of computational physics and engineering. Since the main idea of the ENO and WENO schemes is an approximation procedure not directly related to partial differential equations (PDEs), ENO and WENO schemes also have non-PDE applications. In this paper we will survey the basic ideas behind ENO and WENO schemes, discuss their properties, and present examples of their applications to different types of PDEs as well as to non-PDE problems.
Award ID(s):
Publication Date:
Journal Name:
Acta Numerica
Page Range or eLocation-ID:
701 to 762
Sponsoring Org:
National Science Foundation
More Like this
  1. Abstract

    Several important PDE systems, like magnetohydrodynamics and computational electrodynamics, are known to support involutions where the divergence of a vector field evolves in divergence-free or divergence constraint-preserving fashion. Recently, new classes of PDE systems have emerged for hyperelasticity, compressible multiphase flows, so-called first-order reductions of the Einstein field equations, or a novel first-order hyperbolic reformulation of Schrödinger’s equation, to name a few, where the involution in the PDE supports curl-free or curl constraint-preserving evolution of a vector field. We study the problem of curl constraint-preserving reconstruction as it pertains to the design of mimetic finite volume (FV) WENO-like schemes for PDEs that support a curl-preserving involution. (Some insights into discontinuous Galerkin (DG) schemes are also drawn, though that is not the prime focus of this paper.) This is done for two- and three-dimensional structured mesh problems where we deliver closed form expressions for the reconstruction. The importance of multidimensional Riemann solvers in facilitating the design of such schemes is also documented. In two dimensions, a von Neumann analysis of structure-preserving WENO-like schemes that mimetically satisfy the curl constraints, is also presented. It shows the tremendous value of higher order WENO-like schemes in minimizing dissipation and dispersion for this classmore »of problems. Numerical results are also presented to show that the edge-centered curl-preserving (ECCP) schemes meet their design accuracy. This paper is the first paper that invents non-linearly hybridized curl-preserving reconstruction and integrates it with higher order Godunov philosophy. By its very design, this paper is, therefore, intended to be forward-looking and to set the stage for future work on curl involution-constrained PDEs.

    « less
  2. Abstract This work explores the influence of Weighted Essentially Non-Oscillatory (WENO) schemes on Cloud Model 1 (CM1) large-eddy simulations (LES) of a quasi-steady, horizontally homogeneous, fully developed, neutral atmospheric boundary layer (ABL). An advantage of applying WENO schemes to scalar advection in compressible models is the elimination of acoustic waves and associated oscillations of domain-total vertical velocity. Applying WENO schemes to momentum advection in addition to scalar advection yields no further advantage, but has an adverse effect on resolved turbulence within LES. As a tool designed to reduce numerically generated spurious oscillations, WENO schemes also suppress physically realistic instability development in turbulence-resolving simulations. Thus, applying WENO schemes to momentum advection reduces vortex stretching, suppresses the energy cascade, reduces shear-production of resolved Reynolds stress, and eventually amplifies the differences between the surface-layer mean wind profiles in the LES and the mean wind profiles expected in accordance with the filtered law of the wall (LOTW). The role of WENO schemes in adversely influencing surface-layer turbulence has inspired a concept of anti-WENO (AWENO) schemes to enhance instability development in regions where energy-containing turbulent motions are inadequately resolved by LES grids. The success in reproducing the filtered LOTW via AWENO schemes suggests that improvingmore »advection schemes is a critical component toward faithfully simulating near-surface turbulence and dealing with other "Terra Incognita" problems.« less
  3. Abstract

    Fixed-point fast sweeping WENO methods are a class of efficient high-order numerical methods to solve steady-state solutions of hyperbolic partial differential equations (PDEs). The Gauss-Seidel iterations and alternating sweeping strategy are used to cover characteristics of hyperbolic PDEs in each sweeping order to achieve fast convergence rate to steady-state solutions. A nice property of fixed-point fast sweeping WENO methods which distinguishes them from other fast sweeping methods is that they are explicit and do not require inverse operation of nonlinear local systems. Hence, they are easy to be applied to a general hyperbolic system. To deal with the difficulties associated with numerical boundary treatment when high-order finite difference methods on a Cartesian mesh are used to solve hyperbolic PDEs on complex domains, inverse Lax-Wendroff (ILW) procedures were developed as a very effective approach in the literature. In this paper, we combine a fifth-order fixed-point fast sweeping WENO method with an ILW procedure to solve steady-state solution of hyperbolic conservation laws on complex computing regions. Numerical experiments are performed to test the method in solving various problems including the cases with the physical boundary not aligned with the grids. Numerical results show high-order accuracy and good performance of the method.more »Furthermore, the method is compared with the popular third-order total variation diminishing Runge-Kutta (TVD-RK3) time-marching method for steady-state computations. Numerical examples show that for most of examples, the fixed-point fast sweeping method saves more than half CPU time costs than TVD-RK3 to converge to steady-state solutions.

    « less
  4. Abstract Adaptive mesh refinement (AMR) is the art of solving PDEs on a mesh hierarchy with increasing mesh refinement at each level of the hierarchy. Accurate treatment on AMR hierarchies requires accurate prolongation of the solution from a coarse mesh to a newly defined finer mesh. For scalar variables, suitably high-order finite volume WENO methods can carry out such a prolongation. However, classes of PDEs, such as computational electrodynamics (CED) and magnetohydrodynamics (MHD), require that vector fields preserve a divergence constraint. The primal variables in such schemes consist of normal components of the vector field that are collocated at the faces of the mesh. As a result, the reconstruction and prolongation strategies for divergence constraint-preserving vector fields are necessarily more intricate. In this paper we present a fourth-order divergence constraint-preserving prolongation strategy that is analytically exact. Extension to higher orders using analytically exact methods is very challenging. To overcome that challenge, a novel WENO-like reconstruction strategy is invented that matches the moments of the vector field in the faces, where the vector field components are collocated. This approach is almost divergence constraint-preserving, therefore, we call it WENO-ADP. To make it exactly divergence constraint-preserving, a touch-up procedure is developed that ismore »based on a constrained least squares (CLSQ) method for restoring the divergence constraint up to machine accuracy. With the touch-up, it is called WENO-ADPT. It is shown that refinement ratios of two and higher can be accommodated. An item of broader interest in this work is that we have also been able to invent very efficient finite volume WENO methods, where the coefficients are very easily obtained and the multidimensional smoothness indicators can be expressed as perfect squares. We demonstrate that the divergence constraint-preserving strategy works at several high orders for divergence-free vector fields as well as vector fields, where the divergence of the vector field has to match a charge density and its higher moments. We also show that our methods overcome the late time instability that has been known to plague adaptive computations in CED.« less
  5. Simulation of flow and transport in petroleum reservoirs involves solving coupled systems of advection-diffusion-reaction equations with nonlinear flux functions, diffusion coefficients, and reactions/wells. It is important to develop numerical schemes that can approximate all three processes at once, and to high order, so that the physics can be well resolved. In this paper, we propose an approach based on high order, finite volume, implicit, Weighted Essentially NonOscillatory (iWENO) schemes. The resulting schemes are locally mass conservative and, being implicit, suited to systems of advection-diffusion-reaction equations. Moreover, our approach gives unconditionally L-stable schemes for smooth solutions to the linear advection-diffusion-reaction equation in the sense of a von Neumann stability analysis. To illustrate our approach, we develop a third order iWENO scheme for the saturation equation of two-phase flow in porous media in two space dimensions. The keys to high order accuracy are to use WENO reconstruction in space (which handles shocks and steep fronts) combined with a two-stage Radau-IIA Runge-Kutta time integrator. The saturation is approximated by its averages over the mesh elements at the current time level and at two future time levels; therefore, the scheme uses two unknowns per grid block per variable, independent of the spatial dimension. Thismore »makes the scheme fairly computationally efficient, both because reconstructions make use of local information that can fit in cache memory, and because the global system has about as small a number of degrees of freedom as possible. The scheme is relatively simple to implement, high order accurate, maintains local mass conservation, applies to general computational meshes, and appears to be robust. Preliminary computational tests show the potential of the scheme to handle advection-diffusion-reaction processes on meshes of quadrilateral gridblocks, and to do so to high order accuracy using relatively long time steps. The new scheme can be viewed as a generalization of standard cell-centered finite volume (or finite difference) methods. It achieves high order in both space and time, and it incorporates WENO slope limiting.« less