High-Order Runge-Kutta Discontinuous Galerkin Methods with a New Type of Multi-Resolution WENO Limiters on Tetrahedral Meshes

In this paper, the second-order and third-order Runge-Kutta discontinuous Galerkin (RKDG) methods with multi-resolution weighted essentially non-oscillatory (WENO) limiters are proposed on tetrahedral meshes. The multi-resolution WENO limiter is an extension of a finite volume multi-resolution WENO scheme developed in [81], which serves as a limiter for RKDG methods on tetrahedral meshes. This new WENO limiter uses information of the DG solution essentially only within the troubled cell itself which is identified by a new modified version of the original KXRCF indicator [42], to build a sequence of hierarchical $L^2$ projection polynomials from zeroth degree to the second or third degree of the DG solution. The second-order and third-order RKDG methods with the associated multi-resolution WENO limiters are developed as examples for general high-order RKDG methods, which could maintain the original order of accuracy in smooth regions and keep essentially non-oscillatory property near strong discontinuities by gradually degrading from the optimal order to the first order. The linear weights inside the procedure of the new multi-resolution WENO limiters can be set as any positive numbers on the condition that they sum to one. A series of polynomials of different degrees within the troubled cell itself are applied in a WENO fashion to modify the DG solutions in the troubled cell on tetrahedral meshes. These new WENO limiters are very simple to construct, and can be easily implemented to arbitrary high-order accuracy on tetrahedral meshes. Such spatial reconstruction methodology improves the robustness in the simulation on the same compact spatial stencil of the original DG methods on tetrahedral meshes. Extensive one-dimensional (run as three-dimensional problems on tetrahedral meshes) and three-dimensional tests are performed to demonstrate the good performance of the RKDG methods with new multi-resolution WENO limiters.     

A New Mapped WENO Scheme Using Order-Preserving Mapping

Existing mapped WENO schemes can hardly prevent spurious oscillations while preserving high resolutions at long output times. We reveal in this paper the essential reason of such phenomena. It is actually caused by that the mapping function in these schemes can not preserve the order of the nonlinear weights of the stencils. The nonlinear weights may be increased for non-smooth stencils and be decreased for smooth stencils. It is then indicated to require the set of mapping functions to be order-preserving in mapped WENO schemes. Therefore, we propose a new mapped WENO scheme with a set of mapping functions to be order-preserving which exhibits a remarkable advantage over the mapped WENO schemes in references. For long output time simulations of the one-dimensional linear advection equation, the new scheme has the capacity to attain high resolutions and avoid spurious oscillations near discontinuities meanwhile. In addition, for the two-dimensional Euler problems with strong shock waves, the new scheme can significantly reduce the numerical oscillations.     

High Order Finite Difference WENO Methods with Unequal-Sized Sub-Stencils for the Degasperis-Procesi Type Equations

In this paper, we develop two finite difference weighted essentially non-oscillatory (WENO) schemes with unequal-sized sub-stencils for solving the Degasperis-Procesi (DP) and $\mu$-Degasperis-Procesi ($\mu$DP) equations, which contain nonlinear high order derivatives, and possibly peakon solutions or shock waves. By introducing auxiliary variable(s), we rewrite the DP equation as a hyperbolic-elliptic system, and the $\mu$DP equation as a first order system. Then we choose a linear finite difference scheme with suitable order of accuracy for the auxiliary variable(s), and two finite difference WENO schemes with unequal-sized sub-stencils for the primal variable. One WENO scheme uses one large stencil and several smaller stencils, and the other WENO scheme is based on the multi-resolution framework which uses a series of unequal-sized hierarchical central stencils. Comparing with the classical WENO scheme which uses several small stencils of the same size to make up a big stencil, both WENO schemes with unequal-sized sub-stencils are simple in the choice of the stencil and enjoy the freedom of arbitrary positive linear weights. Another advantage is that the final reconstructed polynomial on the target cell is a polynomial of the same degree as the polynomial over the big stencil, while the classical finite difference WENO reconstruction can only be obtained for specific points inside the target interval. Numerical tests are provided to demonstrate the high order accuracy and non-oscillatory properties of the proposed schemes.     

Arbitrarily High-Order (Weighted) Essentially Non-Oscillatory Finite Difference Schemes for Anelastic Flows on Staggered Meshes

We propose a WENO finite difference scheme to approximate anelastic flows, and scalars advected by them, on staggered grids. In contrast to existing WENO schemes on staggered grids, the proposed scheme is designed to be arbitrarily high-order accurate as it judiciously combines ENO interpolations of velocities with WENO reconstructions of spatial derivatives. A set of numerical experiments are presented to demonstrate the increase in accuracy and robustness with the proposed scheme, when compared to existing WENO schemes and state-of-the-art central finite difference schemes.     

Arbitrary-Lagrangian-Eulerian One-Step WENO Finite Volume Schemes on Unstructured Triangular Meshes

In this article we present a new class of high order accurate ArbitraryEulerian-Lagrangian (ALE) one-step WENO finite volume schemes for solving nonlinear hyperbolic systems of conservation laws on moving two dimensional unstructured triangular meshes. A WENO reconstruction algorithm is used to achieve high order accuracy in space and a high order one-step time discretization is achieved by using the local space-time Galerkin predictor proposed in [25]. For that purpose, a new element-local weak formulation of the governing PDE is adopted on moving space-time elements. The space-time basis and test functions are obtained considering Lagrange interpolation polynomials passing through a predefined set of nodes. Moreover, a polynomial mapping defined by the same local space-time basis functions as the weak solution of the PDE is used to map the moving physical space-time element onto a space-time reference element. To maintain algorithmic simplicity, the final ALE one-step finite volume scheme uses moving triangular meshes with straight edges. This is possible in the ALE framework, which allows a local mesh velocity that is different from the local fluid velocity. We present numerical convergence rates for the schemes presented in this paper up to sixth order of accuracy in space and time and show some classical numerical test problems for the two-dimensional Euler equations of compressible gas dynamics.     

High-Order Local Discontinuous Galerkin Method with Multi-Resolution WENO Limiter for Navier-Stokes Equations on Triangular Meshes

In this paper, a new multi-resolution weighted essentially non-oscillatory (MR-WENO) limiter for high-order local discontinuous Galerkin (LDG) method is designed for solving Navier-Stokes equations on triangular meshes. This MR-WENO limiter is a new extension of the finite volume MR-WENO schemes. Such new limiter uses information of the LDG solution essentially only within the troubled cell itself, to build a sequence of hierarchical $L^2$ projection polynomials from zeroth degree to the highest degree of the LDG method. As an example, a third-order LDG method with associated same order MR-WENO limiter has been developed in this paper, which could maintain the original order of accuracy in smooth regions and could simultaneously suppress spurious oscillations near strong shocks or contact discontinuities. The linear weights of such new MR-WENO limiter can be any positive numbers on condition that their summation is one. This is the first time that a series of different degree polynomials within the troubled cell are applied in a WENO-type fashion to modify the freedom of degrees of the LDG solutions in the troubled cell. This MR-WENO limiter is very simple to construct, and can be easily implemented to arbitrary high-order accuracy and in higher dimensions on unstructured meshes. Such spatial reconstruction methodology improves the robustness in the numerical simulation on the same compact spatial stencil of the original LDG methods on triangular meshes. Some classicalviscous examples are given to show the good performance of this third-order LDG method with associated MR-WENO limiter.     

High Order Schemes on Three-Dimensional General Polyhedral Meshes — Application to the Level Set Method

In this article, we detail the methodology developed to construct arbitrarily high order schemes — linear and WENO — on 3D mixed-element unstructured meshes made up of general convex polyhedral elements. The approach is tailored specifically for the solution of scalar level set equations for application to incompressible two-phase flow problems. The construction of WENO schemes on 3D unstructured meshes is notoriously difficult, as it involves a much higher level of complexity than 2D approaches. This due to the multiplicity of geometrical considerations introduced by the extra dimension, especially on mixed-element meshes. Therefore, we have specifically developed a number of algorithms to handle mixed-element meshes composed of convex polyhedra with convex polygonal faces. The contribution of this work concerns several areas of interest: the formulation of an improved methodology in 3D, the minimisation of computational runtime in the implementation through the maximum use of pre-processing operations, the generation of novel methods to handle complex 3D mixed-element meshes and finally the application of the method to the transport of a scalar level set.     

On the Order of Accuracy and Numerical Performance of Two Classes of Finite Volume WENO Schemes

In this paper we consider two commonly used classes of finite volume weighted essentially non-oscillatory (WENO) schemes in two dimensional Cartesian meshes. We compare them in terms of accuracy, performance for smooth and shocked solutions, and efficiency in CPU timing. For linear systems both schemes are high order accurate, however for nonlinear systems, analysis and numerical simulation results verify that one of them (Class A) is only second order accurate, while the other (Class B) is high order accurate. The WENO scheme in Class A is easier to implement and costs less than that in Class B. Numerical experiments indicate that the resolution for shocked problems is often comparable for schemes in both classes for the same building blocks and meshes, despite of the difference in their formal order of accuracy. The results in this paper may give some guidance in the application of high order finite volume schemes for simulating shocked flows.     

Adaptive Order WENO Reconstructions for the Semi-Lagrangian Finite Difference Scheme for Advection Problem

We present a new conservative semi-Lagrangian finite difference weighted essentially non-oscillatory scheme with adaptive order. This is an extension of the conservative semi-Lagrangian (SL) finite difference WENO scheme in [Qiu and Shu, JCP, 230 (4) (2011), pp. 863-889], in which linear weights in SL WENO framework were shown not to exist for variable coefficient problems. Hence, the order of accuracy is not optimal from reconstruction stencils. In this paper, we incorporate a recent WENO adaptive order (AO) technique [Balsara et al., JCP, 326 (2016), pp. 780-804] to the SL WENO framework. The new scheme can achieve an optimal high order of accuracy, while maintaining the properties of mass conservation and non-oscillatory capture of solutions from the original SL WENO. The positivity-preserving limiter is further applied to ensure the positivity of solutions. Finally, the scheme is applied to high dimensional problems by a fourth-order dimensional splitting. We demonstrate the effectiveness of the new scheme by extensive numerical tests on linear advection equations, the Vlasov-Poisson system, the guiding center Vlasov model as well as the incompressible Euler equations.     

Comparative Study of Three High Order Schemes for LES of Temporally Evolving Mixing Layers

Three high order shock-capturing schemes are compared for large eddy simulations (LES) of temporally evolving mixing layers for different convective Mach numbers ranging from the quasi-incompressible regime to highly compressible supersonic regime. The considered high order schemes are fifth-order WENO (WENO5), seventh-order WENO (WENO7) and the associated eighth-order central spatial base scheme with the dissipative portion of WENO7 as a nonlinear post-processing filter step (WENO7fi). This high order nonlinear filter method of Yee & Sjogreen is designed for accurate and efficient simulations of shock-free compressible turbulence, turbulence with shocklets and turbulence with strong shocks with minimum tuning of scheme parameters. The LES results by WENO7fi using the same scheme parameter agree well with experimental results compiled by Barone et al., and published direct numerical simulations (DNS) work of Rogers & Moser and Pantano & Sarkar, whereas results by WENO5 and WENO7 compare poorly with experimental data and DNS computations.     

A Reconstructed Discontinuous Galerkin Method for the Euler Equations on Arbitrary Grids

A reconstruction-based discontinuous Galerkin (RDG(P1P2)) method, avariant of P1P2 method, is presented for the solution of the compressible Euler equations on arbitrary grids. In this method, an in-cell reconstruction, designed to enhance the accuracy of the discontinuous Galerkin method, is used to obtain a quadratic polynomial solution (P2) from the underlying linear polynomial (P1) discontinuous Galerkin solution using a least-squares method. The stencils used in the reconstruction involve only the von Neumann neighborhood (face-neighboring cells) and are compact and consistent with the underlying DG method. The developed RDG method is used to compute a variety of flow problems on arbitrary meshes to demonstrate its accuracy, efficiency, robustness, and versatility. The numerical results indicate that this RDG(P1P2) method is third-order accurate, and outperforms the third-order DG method (DG(P2)) in terms of both computing costs and storage requirements.     

A Hybrid WENO Scheme for Steady Euler Equations in Curved Geometries on Cartesian Grids

For steady Euler equations in complex boundary domains, high-order shockcapturing schemes usually suffer not only from the difficulty of steady-state convergence but also from the problem of dealing with physical boundaries on Cartesian grids to achieve uniform high-order accuracy. In this paper, we utilize a fifth-order finite difference hybrid WENO scheme to simulate steady Euler equations, and the same fifth-order WENO extrapolation methods are developed to handle the curved boundary. The values of the ghost points outside the physical boundary can be obtained by applying WENO extrapolation near the boundary, involving normal derivatives acquired by the simplified inverse Lax-Wendroff procedure. Both equivalent expressions involving curvature and numerical differentiation are utilized to transform the tangential derivatives along the curved solid wall boundary. This hybrid WENO scheme is robust for steady-state convergence and maintains high-order accuracy in the smooth region even with the solid wall boundary condition. Besides, the essentially non-oscillation property is achieved. The numerical spectral analysis also shows that this hybrid WENO scheme has low dispersion and dissipation errors. Numerical examples are presented to validate the high-order accuracy and robust performance of the hybrid scheme for steady Euler equations in curved domains with Cartesian grids.     

Troubled-Cell Indicator Based on Mean Value Property for Hybrid WENO Schemes

In this paper, we introduce a new type of troubled-cell indicator to improve hybrid weighted essentially non-oscillatory (WENO) schemes for solving the hyperbolic conservation laws. The hybrid WENO schemes selectively adopt the high-order linear upwind scheme or the WENO scheme to avoid the local characteristic decompositions and calculations of the nonlinear weights in smooth regions. Therefore, they can reduce computational cost while maintaining non-oscillatory properties in non-smooth regions. Reliable troubled-cell indicators are essential for efficient hybrid WENO methods. Most of troubled-cell indicators require proper parameters to detect discontinuities precisely, but it is very difficult to determine the parameters automatically. We develop a new troubled-cell indicator derived from the mean value theorem that does not require any variable parameters. Additionally, we investigate the characteristics of indicator variable; one of the conserved properties or the entropy is considered as indicator variable. Detailed numerical tests for 1D and 2D Euler equations are conducted to demonstrate the performance of the proposed indicator. The results with the proposed troubled-cell indicator are in good agreement with pure WENO schemes. Also the new indicator has advantages in the computational cost compared with the other indicators.     

A Comparative Study of Rosenbrock-Type and Implicit Runge-Kutta Time Integration for Discontinuous Galerkin Method for Unsteady 3D Compressible Navier-Stokes equations

A comparative study of two classes of third-order implicit time integration schemes is presented for a third-order hierarchical WENO reconstructed discontinuous Galerkin (rDG) method to solve the 3D unsteady compressible Navier-Stokes equations: — 1) the explicit first stage, single diagonally implicit Runge-Kutta (ESDIRK3) scheme, and 2) the Rosenbrock-Wanner (ROW) schemes based on the differential algebraic equations (DAEs) of Index-2. Compared with the ESDIRK3 scheme, a remarkable feature of the ROW schemes is that, they only require one approximate Jacobian matrix calculation every time step, thus considerably reducing the overall computational cost. A variety of test cases, ranging from inviscid flows to DNS of turbulent flows, are presented to assess the performance of these schemes. Numerical experiments demonstrate that the third-order ROW scheme for the DAEs of index-2 can not only achieve the designed formal order of temporal convergence accuracy in a benchmark test, but also require significantly less computing time than its ESDIRK3 counterpart to converge to the same level of discretization errors in all of the flow simulations in this study, indicating that the ROW methods provide an attractive alternative for the higher-order time-accurate integration of the unsteady compressible Navier-Stokes equations.     

High-Order Gas-Kinetic Scheme in Curvilinear Coordinates for the Euler and Navier-Stokes Solutions

The high-order gas-kinetic scheme (HGKS) has achieved success in simulating compressible flows with Cartesian meshes. To study the flow problems in general geometries, such as the flow over a wing-body, the development of HGKS in general curvilinear coordinates becomes necessary. In this paper, a two-stage fourth-order gas-kinetic scheme is developed for the Euler and Navier-Stokes solutions in the curvilinear coordinates from one-dimensional to three-dimensional computations. Based on the coordinate transformation, the kinetic equation is transformed first to the computational space, and the flux function in the gas-kinetic scheme is obtained there and is transformed back to the physical domain for the update of flow variables inside each control volume. To achieve the expected order of accuracy, the dimension-by-dimension reconstruction based on the WENO scheme is adopted in the computational domain, where the reconstructed variables are the cell averaged Jacobian and the Jacobian-weighted conservative variables. In the two-stage fourth-order gas-kinetic scheme, the point values as well as the spatial derivatives of conservative variables at Gaussian quadrature points have to be used in the evaluation of the time dependent flux function. The point-wise conservative variables are obtained by ratio of the above reconstructed data, and the spatial derivatives are reconstructed through orthogonalization in physical space and chain rule. A variety of numerical examples from the accuracy tests to the solutions with strong discontinuities are presented to validate the accuracy and robustness of the current scheme for both inviscid and viscous flows. The precise satisfaction of the geometrical conservation law in non-orthogonal mesh is also demonstrated through the numerical example.     

Conservative Semi-Lagrangian Finite Difference WENO Formulations with Applications to the Vlasov Equation

In this paper, we propose a new conservative semi-Lagrangian (SL) finite difference (FD) WENO scheme for linear advection equations, which can serve as a base scheme for the Vlasov equation by Strang splitting [4]. The reconstruction procedure in the proposed SL FD scheme is the same as the one used in the SL finite volume (FV) WENO scheme [3]. However, instead of inputting cell averages and approximate the integral form of the equation in a FV scheme, we input point values and approximate the differential form of equation in a FD spirit, yet retaining very high order (fifth order in our experiment) spatial accuracy. The advantage of using point values, rather than cell averages, is to avoid the second order spatial error, due to the shearing in velocity (v) and electrical field (E) over a cell when performing the Strang splitting to the Vlasov equation. As a result, the proposed scheme has very high spatial accuracy, compared with second order spatial accuracy for Strang split SL FV scheme for solving the Vlasov-Poisson (VP) system. We perform numerical experiments on linear advection, rigid body rotation problem; and on the Landau damping and two-stream instabilities by solving the VP system. For comparison, we also apply (1) the conservative SL FD WENO scheme, proposed in [22] for incompressible advection problem, (2) the conservative SL FD WENO scheme proposed in [21] and (3) the non-conservative version of the SL FD WENO scheme in [3] to the same test problems. The performances of different schemes are compared by the error table, solution resolution of sharp interface, and by tracking the conservation of physical norms, energies and entropies, which should be physically preserved.     

Synchronization of Weighted Essentially Non-Oscillatory Methods

Weighted essentially non-oscillatory (WENO) methods have been developed to simultaneously provide robust shock-capturing in compressible fluid flow and avoid excessive damping of fine-scale flow features such as turbulence. Under certain conditions in compressible turbulence, however, numerical dissipation remains unacceptably high even after optimization of the linear component that dominates in smooth regions. Of the nonlinear error that remains, we demonstrate that a large fraction is generated by a "synchronization deficiency" that interferes with the expression of theoretically predicted numerical performance characteristics when the WENO adaptation mechanism is engaged. This deficiency is illustrated numerically in simulations of a linearly advected sinusoidal wave and the Shu-Osher problem [J. Comput. Phys., 83 (1989), pp. 32-78]. It is shown that attempting to correct this deficiency through forcible synchronization results in violation of conservation. We conclude that, for the given choice of candidate stencils, the synchronization deficiency cannot be adequately resolved under the current WENO smoothness measurement technique.     

On Arbitrary-Lagrangian-Eulerian One-Step WENO Schemes for Stiff Hyperbolic Balance Laws

In this article we present a new family of high order accurate Arbitrary Lagrangian-Eulerian one-step WENO finite volume schemes for the solution of stiff hyperbolic balance laws. High order accuracy in space is obtained with a standard WENO reconstruction algorithm and high order in time is obtained using the local space-time discontinuous Galerkin method recently proposed in [20]. In the Lagrangian framework considered here, the local space-time DG predictor is based on a weak formulation of the governing PDE on a moving space-time element. For the space-time basis and test functions we use Lagrange interpolation polynomials defined by tensor-product Gauss-Legendre quadrature points. The moving space-time elements are mapped to a reference element using an isoparametric approach, i.e. the space-time mapping is defined by the same basis functions as the weak solution of the PDE. We show some computational examples in one space-dimension for non-stiff and for stiff balance laws, in particular for the Euler equations of compressible gas dynamics, for the resistive relativistic MHD equations, and for the relativistic radiation hydrodynamics equations. Numerical convergence results are presented for the stiff case up to sixth order of accuracy in space and time and for the non-stiff case up to eighth order of accuracy in space and time.     

Fourth Order Difference Approximations for Space Riemann-Liouville Derivatives Based on Weighted and Shifted Lubich Difference Operators

High order discretization schemes play more important role in fractional operators than classical ones. This is because usually for classical derivatives the stencil for high order discretization schemes is wider than low order ones; but for fractional operators the stencils for high order schemes and low order ones are the same. Then using high order schemes to solve fractional equations leads to almost the same computational cost as first order schemes but the accuracy is greatly improved. Using the fractional linear multistep methods, Lubich obtains the ν-th order (ν≤6) approximations of the α-th derivative (α>0) or integral (α<0) [Lubich, SIAM J. Math. Anal., 17, 704-719, 1986], because of the stability issue the obtained scheme can not be directly applied to the space fractional operator with α∈(1,2) for time dependent problem. By weighting and shifting Lubich's 2nd order discretization scheme, in [Chen & Deng, SINUM, arXiv:1304.7425] we derive a series of effective high order discretizations for space fractional derivative, called WSLD operators there. As the sequel of the previous work, we further provide new high order schemes for space fractional derivatives by weighting and shifting Lubich's 3rd and 4th order discretizations. In particular, we prove that the obtained 4th order approximations are effective for space fractional derivatives. And the corresponding schemes are used to solve the space fractional diffusion equation with variable coefficients.     

A New Family of High Order Unstructured MOOD and ADER Finite Volume Schemes for Multidimensional Systems of Hyperbolic Conservation Laws

In this paper, we investigate the coupling of the Multi-dimensional Optimal Order Detection (MOOD) method and the Arbitrary high order DERivatives (ADER) approach in order to design a new high order accurate, robust and computationally efficient Finite Volume (FV) scheme dedicated to solving nonlinear systems of hyperbolic conservation laws on unstructured triangular and tetrahedral meshes in two and three space dimensions, respectively. The Multi-dimensional Optimal Order Detection (MOOD) method for 2D and 3D geometries has been introduced in a recent series of papers for mixed unstructured meshes. It is an arbitrary high-order accurate Finite Volume scheme in space, using polynomial reconstructions with a posteriori detection and polynomial degree decrementing processes to deal with shock waves and other discontinuities. In the following work, the time discretization is performed with an elegant and efficient one-step ADER procedure. Doing so, we retain the good properties of the MOOD scheme, that is to say, the optimal high-order of accuracy is reached on smooth solutions, while spurious oscillations near singularities are prevented. The ADER technique not only reduces the cost of the overall scheme as shown on a set of numerical tests in 2D and 3D, but also increases the stability of the overall scheme. A systematic comparison between classical unstructured ADER-WENO schemes and the new ADER-MOOD approach has been carried out for high-order schemes in space and time in terms of cost, robustness, accuracy and efficiency. The main finding of this paper is that the combination of ADER with MOOD generally outperforms the one of ADER and WENO either because at given accuracy MOOD isless expensive (memory and/or CPU time), or because it is more accurate for a given grid resolution. A large suite of classical numerical test problems has been solved on unstructured meshes for three challenging multi-dimensional systems of conservation laws: the Euler equations of compressible gas dynamics, the classical equations of ideal magneto-Hydrodynamics (MHD) and finally the relativistic MHD equations (RMHD), which constitutes a particularly challenging nonlinear system of hyperbolic partial differential equation. All tests are run on genuinely unstructured grids composed of simplex elements.