2017/2/19 WENOmethodsScholarpedia

WENOmethods +4 Google

ChiWangShu(2011),Scholarpedia,6(5):9709. doi:10.4249/scholarpedia.9709 revision#91939[linkto/citethisarticle]

Prof.ChiWangShu,DivisionofAppliedMathematics,BrownUniversity,RI,USA

Prof.ChiWangShuacceptedtheinvitationon4July2009(selfimposeddeadline:4January2010).
WENOmethodsreferstoaclassofnonlinearfinitevolumeorfinitedifferencemethodswhichcannumericallyapproximatesolutionsofhyperbolicconservation
lawsandotherconvectiondominatedproblemswithhighorderaccuracyinsmoothregionsandessentiallynonoscillatorytransitionforsolutiondiscontinuities.
Highorderaccurateweightedessentiallynonoscillatory(WENO)schemeshavegainedpopularityinnumericalsolutionsofhyperbolicpartialdifferentialequations
(PDEs)andotherconvectiondominatedproblems.Themainadvantageofsuchschemesistheircapabilitytoachievearbitrarilyhighorderformalaccuracyinsmooth
regionswhilemaintainingstable,nonoscillatoryandsharpdiscontinuitytransitions.Theschemesarethusespeciallysuitableforproblemscontainingbothstrong
discontinuitiesandcomplexsmoothsolutionfeatures.
AttheheartoftheWENOschemesisactuallyanapproximationprocedure,notdirectlyrelatedtoPDEs,hencetheWENOprocedurecanalsobeusedinmanynon
PDEapplications,includingcomputervisionandimageprocessing.
ThefirstWENOschemewasintroducedin1994byLiu,OsherandChanintheirpioneeringpaper,inwhichathirdorderaccuratefinitevolumeWENOschemewas
designed.In1996,JiangandShuprovidedageneralframeworktoconstructarbitraryorderaccuratefinitedifferenceWENOschemes,whicharemoreefficientfor
multidimensionalcalculations.MostoftheapplicationsusethefifthorderaccurateWENOschemedesignedbyJiangandC.W.Shu1996.
Asmentionedbefore,attheheartoftheWENOschemesisactuallyanapproximationprocedure,notdirectlyrelatedtoPDEs.Weusethefollowingsimpleproblemof
interpolationtodescribethisapproximationprocedure.Assumethatwearegivenauniformmesh < x1 < x2 < x3 < andthepointvaluesofafunction
ui = u(xi ).Wewouldliketofindanapproximationofthefunctionu(x) atapointotherthanthenodesxi ,forexampleatthehalfnodesx 1 .
i+
2

Thiscanbehandledbythetraditionalapproachofinterpolation.Forexample,wecouldfindauniquepolynomialofdegreeatmosttwo,denotedbyp1 (x),which
(1)
interpolatesthefunctionu(x) atthemeshpointsinthestencilS1 = {xi2 , xi1 , xi }. Wecouldthenuseu 1 p (x
1 i+
1 asanapproximationtothevalue
)
i+ 2
2

u(x
i+
1 ), whichisgivenexplicitlyas
2

(1) 3 5 15
u 1 = ui2 ui1 + ui (1)
i+ 8 4 8
2

andisthirdorderaccurate

(1) 3
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(1) 3
u 1 u(x 1 ) = O(x )
i+ i+
2 2

ifthefunctionu(x) issmoothinthestencilS1 .Similarly,ifwechooseadifferentstencilS2 = {xi1 , xi , xi+1 }, wewouldobtainadifferentinterpolation

(2)
polynomialp2 (x)satisfyingp2 (xj ) = uj forj = i 1, i, i + 1. Wethenobtainadifferentapproximationu 1 p (x
2 i+
1 tou(xi+ 1
) ), givenexplicitlyas
i+ 2 2
2

(2) 1 3 3
u 1 = ui1 + ui + ui+1 , (2)
i+ 8 4 8
2

whichisalsothirdorderaccurate

(2) 3
u 1 u(x 1 ) = O(x )
i+ i+
2 2

providedthatthefunctionu(x) issmoothinthestencilS2 .Finally,athirdstencilS3 = {xi , xi+1 , xi+2 } wouldleadtoyetanotherdifferentinterpolation

(3)
polynomialp3 (x),satisfyingp3 (xj ) = uj forj = i, i + 1, i + 2 andgivinganotherapproximationu 1 p (x
3 i+
1 ), orexplicitlyas
i+ 2
2

(3) 3 3 1
u 1 = ui + ui+1 ui+2 , (3)
i+ 8 4 8
2

whichisofcoursealsothirdorderaccurate

(3) 3
u 1 u(x 1 ) = O(x )
i+ i+
2 2

providedthatthefunctionu(x) issmoothinthestencilS3 .

Ifthefunctionu(x) isgloballysmooth,allthreeapproximationsu(1) 1 ,u(2) 1 andu(3) 1 obtainedabovearethirdorderaccurate.Onecouldchooseoneofthembased

i+ i+ i+
2 2 2

onotherconsiderations,e.g.smallestlocalerrorsorstability.

IfweusethelargestencilS = {xi2 , xi1 , xi , xi+1 , xi+2 },whichistheunionofallthreethirdorderstencilsS1 ,S2 andS3 ,thenwewouldbeabletoobtainan

interpolationpolynomialp(x) ofdegreeatmostfour,satisfyingp(xj ) = uj forj = i 2, i 1, i, i + 1, i + 2,andgivinganapproximationui+ 1 p(xi+ 1 ),or
2 2

explicitlyas

3 5 45 15 5
u 1 = ui2 ui1 + ui + ui+1 ui+2 , (4)
i+
2 128 32 64 32 128

whichisfifthorderaccurate
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u 1 u(x 1 ) = O(x )
i+ i+
2 2

providedthatthefunctionu(x) issmoothinthelargestencilS .
Animportantobservation,whichisattheheartoftheWENOprocedure,isthatthefifthorderapproximationui+ 1 ,definedin(4)andbasedonthelargestencilS ,
2
(1) (2) (3)
canbewrittenasalinearconvexcombinationofthethreethirdorderapproximationsu 1
, u 1 andu 1 definedby(1),(2),(3)andbasedonthethreesmall
,
i+ i+ i+
2 2 2

stencilsS1 ,S2 andS3 respectively:

(1) (2) (3)

u 1 = u 1 + u 1 + u 1 (5)
i+ 1 2 3
2 i+ i+ i+
2 2 2

wheretheconstants1 ,2 and3 ,satisfying1 +

2
+
3
= 1, areusuallyreferredtoasthelinearweightsintheWENOliterature.Inthiscasetheyaregivenas

1 5 5
= , = , = .
1 2 3
16 8 16

(1) (2) (3)

Ifthefunctionu(x) issmoothinthebigstencilS ,thenallthreethirdorderapproximationsu 1 , u 1 andu 1 canbeused,aswellasthefifthorder
i+ i+ i+
2 2 2

approximationui+ 1 givenby(4)orby(5).However,ifthefunctionu(x) hasadiscontinuitypointin[xi2 , xi+2 ],thennotallthreeapproximationsareequallygood.

2
(1) (2) (3)
TheclassicalENOideabyHarten,Engquist,OsherandChakravarthy(1987)istochooseoneofthethreeapproximationsu 1
, u 1 andu 1 definedby(1),(2),
,
i+ i+ i+
2 2 2

(3)andbasedonthethreestencilsS1 ,S2 andS3 respectively,usingtheinformationofthelocalsmoothnessofthegivendatauj fori 2 j i + 2, measuredby

divideddifferences.Thiswouldguaranteethirdorderaccuracyandessentiallynonoscillatoryperformanceifu(x) issmoothinatleastoneofthethreestencilsS1 ,
S2 andS3 .

(1) (2) (3)

Ontheotherhand,theWENOideaistochoosethefinalapproximationasaconvexcombinationofthethreethirdorderapproximationsu 1 , u 1 andu 1 :
i+ i+ i+
2 2 2

(1) (2) (3)

u 1 = w1 u 1 + w2 u 1 + w3 u 1 (6)
i+ i+ i+ i+
2 2 2 2

wherewj
0, w1 + w2 + w3 = 1. Wewouldhopethatthenonlinearweightswj satisfythefollowingrequirements
wj
j
ifu(x) issmoothinthebigstencilS .
wj 0 ifu(x) hasadiscontinuityinthestencilSj
butitissmoothinatleastoneoftheothertwostencils.

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Thechoiceofthenonlinearweightswj reliesonthesmoothnessindicatorj ,whichmeasurestherelativesmoothnessofthefunctionu(x) inthestencilSj .The

largerthissmoothnessindicatorj ,thelesssmooththefunctionu(x) isinthestencilSj .InmostoftheWENOpapers,thissmoothnessindicatorischosenasinthe
paperbyJiangandShu(1996),
2
k x 1 l
i+ d
2l1 2
= x ( p (x)) dx (7)
j l j
x 1 dx
l=1 i
2

wherekisthepolynomialdegreeofpj (x) (inourexamplek = 2).ThisisclearlyjustascaledsumofthesquareL2 normsofallthederivativesoftherelevant

interpolationpolynomialpj (x) intherelevantinterval[xi 1 ,x
i+
1 wheretheinterpolatingpointislocated.Inourexample,wecaneasilyworkouttheseexplicit
]
2 2

formulasas

1
2 2 2
= (4u 19ui2 ui1 + 25u + 11ui2 ui 31ui1 ui + 10u )
1 i2 i1 i
3

1
2 2 2
= (4u 13ui1 ui + 13u + 5ui1 ui+1 13ui ui+1 + 4u ) (8)
2 i1 i i+1
3

1
2 2 2
= (10u 31ui ui+1 + 25u + 11ui ui+2 19ui+1 ui+2 + 4u )
3 i i+1 i+2
3

Equippedwiththesesmoothnessindicators,wecannowdefinethenonlinearweightsas
~
wj
j
~
wj = , with wj = . (9)
~ ~ ~ 2
w1 + w2 + w3
( + )
j

Hereisasmallpositivenumbertoavoidthedenominatortobecomezeroandistypicallychosenas = 106 inactualcalculations.

TheWENOprocedurehasbeengeneralizedandappliedtovarioustypesofschemes(finitedifference,finitevolume,compactschemes,residualdistributionschemes,
limitersforthediscontinuousGalerkinschemes,etc.),andhavebeenappliedtovariousfieldsincludingcomputationalfluiddynamics,computationalastronomyand
astrophysics,semiconductordevicesimulation,trafficflowmodels,andcomputationalbiology.ForarecentreviewofWENOschemes,werefertothepaperbyShu
(2009).FormoredetailsoftheWENOprocedure,werefertothelecturenotesbyShu(1998).

References

A.Harten,B.Engquist,S.OsherandS.Chakravarthy,Uniformlyhighorderessentiallynonoscillatoryschemes,III,JournalofComputationalPhysics,71:231
303,1987.

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G.JiangandC.W.Shu,EfficientimplementationofweightedENOschemes,JournalofComputationalPhysics,126:202228,1996.
X.D.Liu,S.OsherandT.Chan,Weightedessentiallynonoscillatoryschemes,JournalofComputationalPhysics,115:200212,1994.
C.W.Shu,Essentiallynonoscillatoryandweightedessentiallynonoscillatoryschemesforhyperbolicconservationlaws,AdvancedNumericalApproximationof
NonlinearHyperbolicEquations,B.Cockburn,C.Johnson,C.W.ShuandE.Tadmor(Editor:A.Quarteroni),LectureNotesinMathematics,volume1697,
Springer,325432,1998.
C.W.Shu,Highorderweightedessentiallynonoscillatoryschemesforconvectiondominatedproblems,SIAMReview,51:82126,2009.

Sponsoredby:Prof.BarbaraZubikKowal,DepartmentofMathematics,BoiseStateUniversity,Idaho,USA
Reviewedby(http://www.scholarpedia.org/w/index.php?title=WENO_methods&oldid=87798):Anonymous
Reviewedby(http://www.scholarpedia.org/w/index.php?title=WENO_methods&oldid=87798):Prof.YongtaoZhang,DepartmentofAppliedandComputational
MathematicsandStatistics,UniversityofNotreDame
Acceptedon:2011050222:45:18GMT(http://www.scholarpedia.org/w/index.php?title=WENO_methods&oldid=87798)

Category: NumericalAnalysis

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