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Matthew Emmett

January 14, 2010

1 Introduction

We follow C.W. Shu in “Essentially Non-oscillatory and Weighted Essentially Non-oscillatory Schemes for

Hyperbolic Conservation Laws” (NASA/CR-97-206253, ICASE report no. 97-65).

Weighted esstentially non-oscillatory (WENO) techniques have many applications. We will focus our atten-

tion on one-dimensional hyperbolic conservation law of the form

q

t

+

f(q)

x

= 0. (1.1)

Finite-volume schemes do not solve (1.1) directly. They solve its integrated version instead. Integrating

(1.1) over the interval [a, b] we obtain

d

dt

q(t) +

1

b −a

f

q(b, t)

−f

q(a, t)

= 0

where

q(t) ≡

1

b −a

b

a

q(ξ, t) dξ

is the average value of q over [a, b]. This leads us to one of the central problems in implementing a numerical

scheme to solve (1.1): obtaining the values of q at the boundaries a and b based on the average q of q. This

is the reconsturction problem.

1

2 Grid

We consider a grid over the interval [a, b] with N cells. We denote the N + 1 cell boundaries by

x

i−1/2

for i = 1, . . . , N + 1 (2.1)

so that

a = x

1/2

< x

3/2

< · · · < x

N−1/2

< x

N+1/2

= b. (2.2)

Subsequently, we denote the N cells by

C

i

= [x

i−1/2

, x

i+1/2

] for i = 1, . . . , N; (2.3)

the N cell centres by

x

i

=

x

i−1/2

+ x

i+1/2

2

for i = 1, . . . , N; (2.4)

the N cell sizes by

∆x

i

= x

i+1/2

−x

i−1/2

for i = 1, . . . , N; (2.5)

and the maximum cell size by

∆x = max

i=1,...,N

∆x

i

. (2.6)

We denote the contiguous stencil around the cell C

i

, containing k cells shifted to the left by r cells, by

S

r,k

i

= C

i−r

∪ · · · ∪ C

i−r+k−1

. (2.7)

Note that S

r,k

i

spans k cells and contains k + 1 cell boundaries.

2

3 One dimensional reconstruction for smooth functions

Given the cell averages f

j

of a function f where

f

j

=

1

∆x

j

x

j+1/2

x

j−1/2

f(ξ) dξ (3.1)

we wish to ﬁnd approximations to the function f at various points within each cell. In particular, we might

be interested in approximating the function at the left cell boundary x

i−1/2

, the right cell boundary x

i+1/2

,

or at any point ξ within the cell C

i

. If the approximations are computed using k cell averages, they should be

k-order accruate. The remainder of this section will be devoted to ﬁnding these approximations and showing

that they are k-order accuarate. As it turns out, we will show that there are constants c

j

(hereafter called

reconstruction coeﬃcients) such that the reconstructed values are given by

f(ξ) ≈

k−1

¸

j=0

c

j

f

i−r+j

.

That is, given a stencil S

r,k

i

that spans the k cells C

i−r

, . . . , C

i−r+k−1

, the reconstructed value of the original

function at some point ξ in C

i

can be obtained using the cell averages f

j

over the cells C

j

in the stencil S

r,k

i

.

In general, the reconstruction coeﬃcients c

j

depend on the reconstruction point ξ, order k, left shift r, and

cell C

i

, but not on the function f.

In order to obtain the reconstruction coeﬃcients c

j

and prove accuracy, we will ﬁnd polynomials p

r

i

of degree

at most k − 1 such that each p

r

i

is a k-order accurate approximation to f inside C

i

. That is, given the cell

averages f

j

, we will ﬁnd polynomials p

r

i

such that

p

r

i

(x) = v(x) + O(∆x

k

) for x ∈ C

i

.

In order to ﬁnd these polynomials, we consider the function

V (x) =

x

a

f(ξ) dξ. (3.2)

Using the cell averages f

j

we can compute V at the cell boundaries x

i+1/2

through

V (x

i+1/2

) =

x

i+1/2

a

f(ξ) dξ

=

i

¸

j=1

x

j+1/2

x

j−1/2

f(ξ) dξ

=

i

¸

j=1

f

j

∆x

j

. (3.3)

Focusing on a particular cell C

i

and stencil S

r,k

i

, the unique polynomial P

r

i

of order k which interpolates V

at the k + 1 points

x

i−r−1/2

, . . . , x

i−r+k−1/2

is given by

P

r

i

(x) =

k

¸

l=0

V (x

i−r+l−1/2

)

k

¸

m=0,m=l

(x −x

i−r+m−1/2

)

(x

i−r+l−1/2

−x

i−r+m−1/2

)

. (3.4)

This is the interpolating polynomial of V in Lagrange form. It can be shown (see Appendix A) that

P

r

i

(x) = V (x) + O(∆x

k+1

) for x ∈ S

r,k

i

.

3

Therefore, the derivative p

r

i

of P

r

i

satisﬁes

p

r

i

(x) =

d

dx

P

r

i

(x) = f(x) + O(∆x

k

) for x ∈ S

r,k

i

and p

r

i

is of order k −1.

Furthermore, the cell averages of p

r

i

over the cells C

j

that comprise the stencil S

r,k

i

satisfy

1

∆x

j

x

j+1/2

x

j−1/2

p

r

i

(ξ) dξ =

1

∆x

j

x

j+1/2

x

j−1/2

P

i

(ξ) dξ

=

1

∆x

j

P

r

i

(x

j+1/2

) −P

r

i

(x

j−1/2

)

=

1

∆x

j

V (x

j+1/2

) −V (x

j−1/2

)

=

1

∆x

j

x

j+1/2

a

f(ξ) dξ −

x

j−1/2

a

f(ξ) dξ

=

1

∆x

j

x

j+1/2

x

j−1/2

f(ξ) dξ

= f

j

for j = i −r, . . . , i −r + k −1.

That is, the cell averages of the approximating polynomials p

r

i

match the cell averages the original function

in each of the cells C

j

which comprise the stencil S

r,k

i

.

So far we have constructed polynomials p

r

i

that approximate the original function f on the stencils S

r,k

i

to

k-order using only the cell averages f

j

for j = i −r, . . . , i −r + k −1.

Now we consider the practical problem of ﬁnding the constants c

j

. Subtracting V (x

i−r−1/2

) from P

r

i

(x) and

using

k

¸

l=0

k

¸

m=0,m=l

(x −x

i−r+m−1/2

)

(x

i−r+l−1/2

−x

i−r+m−1/2

)

= 1 and V (x

i−r+l−1/2

) −V (x

i−r−1/2

) ≡ 0 for l = 0

we obtain

P

r

i

(x) −V (x

i−r−1/2

) =

k

¸

l=1

V (x

i−r+l−1/2

) −V (x

i−r−1/2

)

k

¸

m=0,m=l

(x −x

i−r+m−1/2

)

(x

i−r+l−1/2

−x

i−r+m−1/2

)

.

Taking the derivative of the above, we obtain

d

dx

P

r

i

(x) =

d

dx

¸

k

¸

l=1

V (x

i−r+l−1/2

) −V (x

i−r−1/2

)

k

¸

m=0,m=l

(x −x

i−r+m−1/2

)

(x

i−r+l−1/2

−x

i−r+m−1/2

)

¸

and hence

p

r

i

(x) =

k

¸

l=1

V (x

i−r+l−1/2

) −V (x

i−r−1/2

)

¸

k

m=0,m=l

¸

k

n=0,n=l,m

(x −x

i−r+n−1/2

)

¸

k

m=0,m=l

(x

i−r+l−1/2

−x

i−r+m−1/2

)

. (3.5)

Employing (3.3), we obtain

p

r

i

(x) =

k

¸

l=1

l−1

¸

j=0

f

i−r+j

∆x

i−r+j

¸

k

m=0,m=l

¸

k

n=0,n=l,m

(x −x

i−r+n−1/2

)

¸

k

m=0,m=l

(x

i−r+l−1/2

−x

i−r+m−1/2

)

. (3.6)

4

Rearranging, we obtain

p

r

i

(x

i+1/2

) =

k−1

¸

j=0

k

¸

l=j+1

¸

k

m=0,m=l

¸

k

n=0,n=l,m

(x −x

i−r+n−1/2

)

¸

k

m=0,m=l

(x

i−r+l−1/2

−x

i−r+m−1/2

)

∆x

i−r+j

v

i−r+j

.

Therefore, the reconstruction coeﬃcients c

j

used to reconstruct the function f at the point ξ are given by

c

j

=

k

¸

l=j+1

¸

k

m=0,m=l

¸

k

n=0,n=l,m

(ξ −x

i−r+n−1/2

)

¸

k

m=0,m=l

(x

i−r+l−1/2

−x

i−r+m−1/2

)

∆x

i−r+j

. (3.7)

Note that the the reconstruction coeﬃcients c

j

depend on ξ, i, r, and k.

3.1 Further derivatives

In order to approximate the ﬁrst derivative of the original function f we consider the ﬁrst derivative of p

r

i

(x).

We obtain

d

dx

p

r

i

(x) =

d

dx

¸

k

¸

l=1

V (x

i−r+l−1/2

) −V (x

i−r−1/2

)

¸

k

m=0,m=l

¸

k

n=0,n=l,m

(x −x

i−r+n−1/2

)

¸

k

m=0,m=l

(x

i−r+l−1/2

−x

i−r+m−1/2

)

¸

=

k

¸

l=1

V (x

i−r+l−1/2

) −V (x

i−r−1/2

)

¸

k

m=0,m=l

¸

k

n=0,n=l,m

¸

p=0,p=l,m,n

(x −x

i−r+p−1/2

)

¸

k

m=0,m=l

(x

i−r+l−1/2

−x

i−r+m−1/2

)

.

Employing (3.3), we obtain

d

dx

p

r

i

(x) =

k

¸

l=1

l−1

¸

j=0

v

i−r+j

∆x

i−r+j

¸

k

m=0,m=l

¸

k

n=0,n=l,m

¸

p=0,p=l,m,n

(x −x

i−r+p−1/2

)

¸

k

m=0,m=l

(x

i−r+l−1/2

−x

i−r+m−1/2

)

.

Rearranging, we obtain

d

dx

p

r

i

(x) =

k−1

¸

j=0

k

¸

l=j+1

¸

k

m=0,m=l

¸

k

n=0,n=l,m

¸

p=0,p=l,m,n

(x −x

i−r+p−1/2

)

¸

k

m=0,m=l

(x

i−r+l−1/2

−x

i−r+m−1/2

)

∆x

i−r+j

v

i−r+j

.

Therefore, the reconstruction coeﬃcients for the ﬁrst derivative are

c

j

=

k

¸

l=j+1

¸

k

m=0,m=l

¸

k

n=0,n=l,m

¸

p=0,p=l,m,n

(ξ −x

i−r+p−1/2

)

¸

k

m=0,m=l

(x

i−r+l−1/2

−x

i−r+m−1/2

)

∆x

i−r+j

3.2 Summary

In summary, given a stencil S

r,k

i

and the cell averages f

j

of a function f, we can reconstruct f at any point

ξ in the cell C

i

according to

f(ξ) ≈

k−1

¸

j=0

c

j

f

i−r+j

(3.8)

where

c

j

=

k

¸

l=j+1

¸

k

m=0,m=l

¸

k

n=0,n=l,m

(ξ −x

i−r+n−1/2

)

¸

k

m=0,m=l

(x

i−r+l−1/2

−x

i−r+m−1/2

)

∆x

i−r+j

. (3.9)

5

Furthermore, the approximation is accurate to order k so that

k−1

¸

j=0

c

j

f

i−r+j

= f(ξ) + O(∆x

k

)

where

∆x = max

j=i−r,...,i−r+k−1

∆x

j

.

The permissable values of left shift parameter r in (3.8) are −1, . . . , k −1 so that the results of Appendix A

hold.

6

4 One dimensional reconstruction for piece-wise smooth functions

The solutions of hyperbolic conservation laws may contain discontinuities, and therefore we are interested in

reconstructing piecewise smooth functions. A piecewise smooth function f is smooth except at ﬁnitely many

isolated points. At these points, f and its derivatives (at least up to the order of the scheme) are assumed

to have ﬁnite left and right limits.

For such piecewise smooth functions, the order of accuracy herein referred to is formal. That is, it is deﬁned

as the accuracy determined by the local error in the smooth regions of the function.

The basic idea of WENO is to use a convex combination of several stencils to form the reconstruction of f,

and, if a stencil contains a discontinuity, its weight should be close to zero. In smooth regions, using several

stencils will also serve to increase the order of accuracy.

Consider the k stencils

S

r,k

i

for r = 0, . . . , k −1

that can be used to reconstruct the value of f at some point ξ in the cell C

i

. These stencils span 2k − 1

cells. We denote the k diﬀerent reconstructions by

f(ξ) ≈ f

r

=

k−1

¸

j=0

c

r

j

¯ v

i−r+j

for r = 0, . . . , k −1 (4.1)

where we have added the superscript r to the function f and the reconstruction coeﬃcients c

j

to make their

dependance on the left shift r explicit.

A WENO reconstruction takes a convex combination of all f

r

deﬁned in (4.1) as a new approximation

according to

f(ξ) ≈

k−1

¸

r=0

ω

r

i

f

r

(4.2)

where we require

ω

r

i

≥ 0 and

k−1

¸

r=0

ω

r

i

= 1. (4.3)

In smooth regions where all k stencils that can be used to reconstruct f(ξ) in (4.1) do not contain disconti-

nuities, we could reconstruct f(ξ) to order 2k −1 using the stencil S

k−1,2k−1

i

to obtain

f(ξ) =

2k−2

¸

j=0

c

∗

j

¯

f

i−(k−1)+j

(4.4)

where we have added the superscript ∗ to the reconstruction coeﬃcients c

j

to highlight that they are optimal

(ie, higher order). Combining (4.1), (4.2), and (4.4), we obtain

2k−2

¸

j=0

c

∗

j

¯

f

i−(k−1)+j

=

k−1

¸

r=0

ω

r

i

k−1

¸

l=0

c

r

l

¯

f

i−r+l

. (4.5)

Rearranging, we obtain

2k−2

¸

j=0

c

∗

j

¯

f

i−(k−1)+j

=

2k−2

¸

j=0

¸

min(k−1,j)

¸

l=max(0,j−k+1)

ω

k−(j+1)+l

i

c

k−(j+1)+l

l

¸

¯

f

i−(k−1)+j

.

7

Therefore, we have 2k −1 equations

min(k−1,j)

¸

l=max(0,j−k+1)

ω

k−(j+1)+l

i

c

k−(j+1)+l

l

= c

∗

j

for j = 0, . . . , 2k −2 (4.6)

at each i (and ξ) for the weights ω

r

i

. For unstructured grids the systems (4.6) are over-determined, and

therefore we must use some kind of optimisation algorithm in order to ﬁnd the weights ω

r

i

. For structured

grids the systems (4.6) are no longer over-determined, and the weights ω

r

i

can be found explicity (and are

independent of i).

The weights ω

r

i

deﬁned by (4.5) and determined by (4.6) are called optimal weights since they can be used

to reconstruct a function to order 2k −1 in regions where the function is smooth. We will henceforth denote

the optimal weights by

r

i

.

We now consider the practical problem of choosing the weights ω

r

i

. If we choose the weights ω

r

i

suﬃciently

close to the optimal weights

r

i

in regions where the function is smooth, then we can achieve 2k − 1 order

accuracy. In order to determine how close to the optimal weights

r

i

the weights ω

r

i

must be choosen we

consider the reconstruction

f(ξ) ≈

k−1

¸

r=0

ω

r

i

f

r

=

k−1

¸

r=0

r

i

f

r

+

k−1

¸

r=0

ω

r

i

−

r

i

f

r

. (4.7)

If we choose

ω

r

i

=

r

i

+ O(∆x

k−1

) (4.8)

then each term in the last summation of (4.8) becomes O(∆x

2k−1

) and therefore 2k − 1 order accuracy is

preserved by the reconstruction.

If we deﬁne

ω

r

i

=

α

r

i

α

0

i

+· · · + α

k−1

i

(4.9)

where

α

r

i

=

r

i

( + σ

r

i

)

p

for r = 0, . . . , k −1; (4.10)

and is a positive real number used to avoid dividing by zero (usually = 10

−6

), p is some power (usually

2), and σ

r

i

is a measure of the smoothness of the function v in the stencil S

r,k

i

; with the smoothnesses σ

r

i

chosen appropriately, then (4.8) is satisﬁed.

Typically, the smoothness measurement presented by Jiang and Shu is used. They deﬁne the smoothness

according to

σ

r

i

=

k−1

¸

l=1

x

j+1/2

x

j−1/2

(∆x

j

)

2l−1

d

l

dx

l

p

r

i

(x)

2

dx (4.11)

which is the sum of the L

2

norms of the derivatives of the approximating polynomial.

8

4.1 One-sided (up/down wind) reconstructions

In some situations we may need to impose that some cells be excluded from the reconstruction process. For

example, at the front of a dam-break ﬂow with a positive front velocity there is a wet-dry interface and the

dry cells to the right of the front should be avoided.

A left-biased WENO reconstruction is one in which the weights

ω

r

i

= 0 for r < s

where s > 0 is some parameter that controls how many cells are excluded from the reconstruction (4.2).

Intuitively, s is also the number of cells to exlude from the right.

A right-biased WENO reconstruction is one in which the weights

ω

r

i

= 0 for r > k −|s| −1

where s < 0 is some parameter that controls how many cells are excluded from the reconstruction (4.2).

Intuitively, |s| is also the number of cell to exclude from the left.

That is, if s > 0 the WENO reconstruction will be left-biased and reconstructions with r < s will be ignored;

if s < 0 the WENO reconstruction will be right-biased and reconstructions with r > k − |s| − 1 will be

ignored. Once again, we need to determine optimal weights for both left- and right-biased reconstructions.

For left-biased reconstructions (s > 0), we reconstruct f(ξ) to order 2k −s −1 using the stencil S

k−1, 2k−s−1

i

to obtain the optimal reconstruction coeﬃcients c

∗

j

(similar to (4.4)). Therefore, similar to (4.6), we have

2k −s −1 equations

min(k−1,j)

¸

l=max(0,j−k+s+1)

ω

k−(j+1)+l

i

c

k−(j+1)+l

l

= c

∗

j

for j = 0, . . . , 2k −s −2. (4.12)

For right-biased reconstructions (s < 0), we reconstruct f(ξ) to order 2k − |s| − 1 using the stencil

S

k−|s|−1, 2k−|s|−1

i

to obtain the optimal reconstruction coeﬃcients c

∗

j

(similar to (4.4)). Therefore, simi-

lar to (4.6), we have 2k −|s| −1 equations

min(k−1,j)

¸

l=max(0,j−k+|s|+1)

ω

k−(j+1)+l

i

c

k+s−(j+1)+l

l

= c

∗

j

for j = 0, . . . , 2k −|s| −2. (4.13)

9

A Error of Lagrange interpolating polynomials

Let f(x) ∈ C

n

([a, b]), and p(x) be the interpolating polynomial of degree n −1 such that

p(x

i

) = f(x

i

) for i = 1, . . . , n (A.1)

where

a = x

1

< x

2

< · · · < x

n−1

< x

n

= b. (A.2)

Then

p(x) = f(x) + O(∆x

n

) for x ∈ [a, b] (A.3)

where

∆x = max

i=2,...,n

x

i

−x

i−1

. (A.4)

Proof. Let x ∈ [a, b]. If x = x

i

for some i = 1, . . . , n then f(x) − p(x) = 0 since p(x) is the interpolating

polynomial. Otherwise, let

Φ(x) =

f(x) −p(x)

¸

n

i=1

(x −x

i

)

(A.5)

and

g(x, ξ) = f(ξ) −p(ξ) −Φ(x)

n

¸

i=1

(ξ −x

i

). (A.6)

Then g(x, ξ) is n times diﬀerentiable with respect to ξ, g(x, x

i

) = 0 for i = 1, . . . , n, and g(x, x) = 0.

Applying Rolle’s theorem successively across all interpolation points x

i

and x we obtain

∂

n

∂ξ

n

g(x, ξ)

ξ=ξ

∗

= 0 (A.7)

for some ξ

∗

∈ (a, b). Futhermore

∂

n

∂ξ

n

g(x, ξ) = f

n

(ξ) −n! Φ(x) (A.8)

so that, combininig (A.7) and (A.8), we obtain

Φ(x) =

f

n

(ξ

∗

)

n!

(A.9)

and therefore

f(x) −p(x) =

f

n

(ξ

∗

)

n!

n

¸

i=1

(x −x

i

). (A.10)

Finally, we conclude that

p(x) = f(x) + O(∆x

n

). (A.11)

That is, if p(x) interpolates f(x) at n points, then it is accurate to O(∆x

n

) where ∆x is the maximum space

between the interpolating points.

10

(2. by r.2) for i = 1. . (2. we denote the N cells by Ci = [xi−1/2 .. N .N for i = 1. . . Subsequently. containing k cells shifted to the left by r cells. . N . xi+1/2 ] the N cell centres by xi = the N cell sizes by ∆xi = xi+1/2 − xi−1/2 and the maximum cell size by ∆x = max ∆xi .7) 2 .4) (2. . r. . (2. .. ..5) (2. N . i=1. . .. . b] with N cells.k Si = Ci−r ∪ · · · ∪ Ci−r+k−1 .k Note that Si spans k cells and contains k + 1 cell boundaries. i = 1. . . .3) xi−1/2 + xi+1/2 2 for for i = 1.1) (2. We denote the N + 1 cell boundaries by xi−1/2 so that a = x1/2 < x3/2 < · · · < xN −1/2 < xN +1/2 = b. . N + 1 (2. .6) We denote the contiguous stencil around the cell Ci .2 Grid We consider a grid over the interval [a.

given the cell i averages f j .k function at some point ξ in Ci can be obtained using the cell averages f j over the cells Cj in the stencil Si . It can be shown (see Appendix A) that Pir (x) = V (x) + O(∆xk+1 ) 3 for r. xi−r+k−1/2 is given by k k Pir (x) = l=0 V (xi−r+l−1/2 ) m=0. we will show that there are constants cj (hereafter called reconstruction coeﬃcients) such that the reconstructed values are given by k−1 f (ξ) ≈ j=0 cj f i−r+j . The remainder of this section will be devoted to ﬁnding these approximations and showing that they are k-order accuarate. . order k. . . but not on the function f . r. In order to obtain the reconstruction coeﬃcients cj and prove accuracy.2) Using the cell averages f j we can compute V at the cell boundaries xi+1/2 through xi+1/2 V (xi+1/2 ) = a i f (ξ) dξ xj+1/2 = j=1 i xj−1/2 f (ξ) dξ = j=1 f j ∆xj . the right cell boundary xi+1/2 .4) This is the interpolating polynomial of V in Lagrange form. As it turns out. . If the approximations are computed using k cell averages.3 One dimensional reconstruction for smooth functions Given the cell averages f j of a function f where fj = 1 ∆xj xj+1/2 f (ξ) dξ xj−1/2 (3.k That is. In general. left shift r.1) we wish to ﬁnd approximations to the function f at various points within each cell.m=l (x − xi−r+m−1/2 ) .k x ∈ Si . That is. In particular. they should be k-order accruate. (xi−r+l−1/2 − xi−r+m−1/2 ) (3. the reconstruction coeﬃcients cj depend on the reconstruction point ξ. .k Focusing on a particular cell Ci and stencil Si . (3. . (3. the unique polynomial Pir of order k which interpolates V at the k + 1 points xi−r−1/2 . . given a stencil Si that spans the k cells Ci−r . . we will ﬁnd polynomials pr of degree i at most k − 1 such that each pr is a k-order accurate approximation to f inside Ci . we will ﬁnd polynomials pr such that i pr (x) = v(x) + O(∆xk ) i In order to ﬁnd these polynomials. we might be interested in approximating the function at the left cell boundary xi−1/2 . V (x) = a f (ξ) dξ.3) r. Ci−r+k−1 . . or at any point ξ within the cell Ci . the reconstructed value of the original r. we consider the function x for x ∈ Ci . and cell Ci .

. i − r + k − 1. r.3). . the cell averages of the approximating polynomials pr match the cell averages the original function i r. . (xi−r+l−1/2 − xi−r+m−1/2 ) Taking the derivative of the above.m=l (xi−r+l−1/2 − xi−r+m−1/2 ) .6) 4 . = fj That is.Therefore. .m=l (x − xi−r+m−1/2 ) (xi−r+l−1/2 − xi−r+m−1/2 ) pr (x) = i l=1 V (xi−r+l−1/2 ) − V (xi−r−1/2 ) k k m=0. (3. . .k x ∈ Si 1 ∆xj xj+1/2 xj−1/2 pr (ξ) dξ = i = 1 ∆xj xj+1/2 Pi (ξ) dξ xj−1/2 1 Pir (xj+1/2 ) − Pir (xj−1/2 ) ∆xj 1 = V (xj+1/2 ) − V (xj−1/2 ) ∆xj xj+1/2 xj−1/2 1 f (ξ) dξ − f (ξ) dξ = ∆xj a a xj+1/2 1 = f (ξ) dξ ∆xj xj−1/2 for j = i − r.m=l (x − xi−r+m−1/2 ) =1 (xi−r+l−1/2 − xi−r+m−1/2 ) and V (xi−r+l−1/2 ) − V (xi−r−1/2 ) ≡ 0 for l = 0 we obtain k k Pir (x) − V (xi−r−1/2 ) = l=1 V (xi−r+l−1/2 ) − V (xi−r−1/2 ) m=0.k So far we have constructed polynomials pr that approximate the original function f on the stencils Si to i k-order using only the cell averages f j for j = i − r. the cell averages of pr over the cells Cj that comprise the stencil Si satisfy i d r P (x) = f (x) + O(∆xk ) dx i for r.k Furthermore. we obtain d r d P (x) = dx i dx and hence k k k V (xi−r+l−1/2 ) − V (xi−r−1/2 ) l=1 m=0.m=l n=0.m=l (x − xi−r+m−1/2 ) . Subtracting V (xi−r−1/2 ) from Pir (x) and using k k l=0 m=0.n=l.m (x − xi−r+n−1/2 ) k m=0.m=l (xi−r+l−1/2 − xi−r+m−1/2 ) . . i − r + k − 1.m=l n=0. we obtain k l−1 pr (x) i = l=1 j=0 f i−r+j ∆xi−r+j k k m=0. i r. Now we consider the practical problem of ﬁnding the constants cj . the derivative pr of Pir satisﬁes i pr (x) = i and pr is of order k − 1. . (3.5) Employing (3.k in each of the cells Cj which comprise the stencil Si .n=l.m (x − xi−r+n−1/2 ) k m=0.

n=l.2 Summary r. Rearranging.m=l (xi−r+l−1/2 − xi−r+m−1/2 ) ∆xi−r+j 3.n (x − xi−r+p−1/2 ) k m=0.m=l n=0.m.m.p=l.n (x − xi−r+p−1/2 ) k m=0.n=l.m p=0. i.3).m=l (xi−r+l−1/2 − xi−r+m−1/2 ) ∆xi−r+j . we obtain d r p (x) = dx i k l−1 v i−r+j ∆xi−r+j l=1 j=0 k k m=0. we obtain k−1 k pr (xi+1/2 ) i = j=0 l=j+1 k k m=0.9) 5 .m (ξ − xi−r+n−1/2 ) k m=0. 3.n=l.p=l. the reconstruction coeﬃcients cj used to reconstruct the function f at the point ξ are given by k cj = l=j+1 k k m=0.m p=0.m=l (xi−r+l−1/2 − xi−r+m−1/2 ) . we obtain d r p (x) = dx i k−1 k k k m=0.n=l.n (x − xi−r+p−1/2 ) k m=0. i We obtain d r d pi (x) = dx dx k k V (xi−r+l−1/2 ) − V (xi−r−1/2 ) l=1 = l=1 V (xi−r+l−1/2 ) − V (xi−r−1/2 ) k k m=0.m p=0. we can reconstruct f at any point ξ in the cell Ci according to k−1 f (ξ) ≈ j=0 cj f i−r+j (3.n=l.m=l n=0.p=l.m=l n=0.m (ξ − xi−r+n−1/2 ) k m=0. Therefore.m. Employing (3.m=l n=0. r.m=l n=0. j=0 l=j+1 Therefore.m=l (xi−r+l−1/2 − xi−r+m−1/2 ) ∆xi−r+j v i−r+j .m p=0.m (x − xi−r+n−1/2 ) k m=0. (3.k In summary. the reconstruction coeﬃcients for the ﬁrst derivative are k cj = l=j+1 k k m=0.m=l n=0.p=l.Rearranging.m=l (xi−r+l−1/2 − xi−r+m−1/2 ) ∆xi−r+j .m.m=l (xi−r+l−1/2 − xi−r+m−1/2 ) ∆xi−r+j v i−r+j .m=l n=0.m=l (xi−r+l−1/2 − xi−r+m−1/2 ) . (3.n=l.1 Further derivatives In order to approximate the ﬁrst derivative of the original function f we consider the ﬁrst derivative of pr (x).8) where k cj = l=j+1 k k m=0.n=l.n=l.m (x − xi−r+n−1/2 ) k m=0.7) Note that the the reconstruction coeﬃcients cj depend on ξ.n (ξ − xi−r+p−1/2 ) k m=0.m=l (xi−r+l−1/2 − xi−r+m−1/2 ) k k m=0.m=l n=0. and k. given a stencil Si and the cell averages f j of a function f .

. . ..8) are −1.i−r+k−1 max ∆xj . The permissable values of left shift parameter r in (3. . k − 1 so that the results of Appendix A hold. . 6 .. the approximation is accurate to order k so that k−1 cj f i−r+j = f (ξ) + O(∆xk ) j=0 where ∆x = j=i−r..Furthermore.

j) ωi k−(j+1)+l k−(j+1)+l ¯ cl fi−(k−1)+j . A WENO reconstruction takes a convex combination of all f r deﬁned in (4. . Combining (4. . and. we obtain 2k−2 k−1 k−1 r ωi r=0 l=0 ¯ c∗ fi−(k−1)+j = j j=0 ¯ cr fi−r+l l . it is deﬁned as the accuracy determined by the local error in the smooth regions of the function. . k − 1 (4. using several stencils will also serve to increase the order of accuracy.1) as a new approximation according to k−1 f (ξ) ≈ r=0 r ωi f r (4. if a stencil contains a discontinuity. . . (4. (4. and (4.j−k+1) 7 .4 One dimensional reconstruction for piece-wise smooth functions The solutions of hyperbolic conservation laws may contain discontinuities. .1) where we have added the superscript r to the function f and the reconstruction coeﬃcients cj to make their dependance on the left shift r explicit. The basic idea of WENO is to use a convex combination of several stencils to form the reconstruction of f . (4. and therefore we are interested in reconstructing piecewise smooth functions. These stencils span 2k − 1 cells. f and its derivatives (at least up to the order of the scheme) are assumed to have ﬁnite left and right limits. That is. we could reconstruct f (ξ) to order 2k − 1 using the stencil Si to obtain 2k−2 f (ξ) = j=0 ¯ c∗ fi−(k−1)+j j (4.3) In smooth regions where all k stencils that can be used to reconstruct f (ξ) in (4. A piecewise smooth function f is smooth except at ﬁnitely many isolated points. higher order).4) where we have added the superscript ∗ to the reconstruction coeﬃcients cj to highlight that they are optimal (ie. its weight should be close to zero. the order of accuracy herein referred to is formal.k Si for r = 0.1) do not contain discontik−1.2) where we require k−1 r ωi ≥0 and r=0 r ωi = 1.5) Rearranging. . ¯ c∗ fi−(k−1)+j = j j=0 j=0 l=max(0.1). We denote the k diﬀerent reconstructions by k−1 f (ξ) ≈ f r = j=0 cr vi−r+j j¯ for r = 0. k − 1 that can be used to reconstruct the value of f at some point ξ in the cell Ci . At these points. Consider the k stencils r.4). In smooth regions.2k−1 nuities. For such piecewise smooth functions. we obtain 2k−2 2k−2 min(k−1. .2).

Therefore.7) r ωi = r i + O(∆xk−1 ) 2k−1 (4. .j−k+1) k−(j+1)+l k−(j+1)+l cl = c∗ j for j = 0. If we choose the weights ωi suﬃciently r close to the optimal weights i in regions where the function is smooth. . . We will henceforth denote r the optimal weights by i . . .k r r 2).11) σi = (∆xj )2l−1 dxl xj−1/2 l=1 which is the sum of the L2 norms of the derivatives of the approximating polynomial.8) ) and therefore 2k − 1 order accuracy is then each term in the last summation of (4. .6) are called optimal weights since they can be used to reconstruct a function to order 2k − 1 in regions where the function is smooth. r r We now consider the practical problem of choosing the weights ωi .8) becomes O(∆x preserved by the reconstruction. In order to determine how close to the optimal weights i the weights ωi must be choosen we consider the reconstruction k−1 k−1 r ωi f r = r=0 r=0 r r if k−1 f (ξ) ≈ If we choose + r=0 r ωi − r i f r.j) ωi l=max(0. Typically. 2k − 2 (4. and σi is a measure of the smoothness of the function v in the stencil Si . and r therefore we must use some kind of optimisation algorithm in order to ﬁnd the weights ωi . For unstructured grids the systems (4. . the smoothness measurement presented by Jiang and Shu is used.8) is satisﬁed.6) are no longer over-determined. we have 2k − 1 equations min(k−1. (4. . k − 1. (4. then we can achieve 2k − 1 order r r accuracy. If we deﬁne r ωi = r αi k−1 0 αi + · · · + αi (4. and the weights ωi can be found explicity (and are independent of i). They deﬁne the smoothness according to 2 k−1 xj+1/2 dl r r pi (x) dx (4. 8 . For structured r grids the systems (4. with the smoothnesses σi chosen appropriately.6) r at each i (and ξ) for the weights ωi .9) where r αi = r i r ( + σi )p for r = 0.6) are over-determined. p is some power (usually r. r The weights ωi deﬁned by (4.10) and is a positive real number used to avoid dividing by zero (usually = 10−6 ). then (4.5) and determined by (4.

similar to (4. if s > 0 the WENO reconstruction will be left-biased and reconstructions with r < s will be ignored. .4)).2). 2k−|s|−1 Si to obtain the optimal reconstruction coeﬃcients c∗ (similar to (4. Therefore.2). |s| is also the number of cell to exclude from the left. That is. we reconstruct f (ξ) to order 2k − s − 1 using the stencil Si ∗ to obtain the optimal reconstruction coeﬃcients cj (similar to (4. Therefore. . at the front of a dam-break ﬂow with a positive front velocity there is a wet-dry interface and the dry cells to the right of the front should be avoided.1 One-sided (up/down wind) reconstructions In some situations we may need to impose that some cells be excluded from the reconstruction process. Intuitively.j−k+s+1) k−(j+1)+l k−(j+1)+l cl = c∗ j for j = 0.12) For right-biased reconstructions (s < 0).and right-biased reconstructions. For example. we have 2k − |s| − 1 equations min(k−1.13) 9 . if s < 0 the WENO reconstruction will be right-biased and reconstructions with r > k − |s| − 1 will be ignored. 2k−s−1 For left-biased reconstructions (s > 0).4. 2k − |s| − 2. .j−k+|s|+1) k−(j+1)+l k+s−(j+1)+l cl = c∗ j for j = 0.6). s is also the number of cells to exlude from the right. 2k − s − 2. A right-biased WENO reconstruction is one in which the weights r ωi = 0 for r > k − |s| − 1 where s < 0 is some parameter that controls how many cells are excluded from the reconstruction (4. . Once again. . . Intuitively. (4.6). . we reconstruct f (ξ) to order 2k − |s| − 1 using the stencil k−|s|−1. simij lar to (4. we need to determine optimal weights for both left.4)).j) ωi l=max(0. . (4. A left-biased WENO reconstruction is one in which the weights r ωi = 0 for r<s where s > 0 is some parameter that controls how many cells are excluded from the reconstruction (4.j) ωi l=max(0. we have 2k − s − 1 equations min(k−1. k−1.

8). combininig (A. Let x ∈ [a. . Then p(x) = f (x) + O(∆xn ) where ∆x = max xi − xi−1 . xi ) = 0 for i = 1.6) Then g(x.8) (A. f (x) − p(x) = n! i=1 p(x) = f (x) + O(∆xn ). . .7) (A. b). . x) = 0. . Applying Rolle’s theorem successively across all interpolation points xi and x we obtain ∂n g(x. . n (A. ξ) ∂ξ n for some ξ ∗ ∈ (a. we conclude that (A. n then f (x) − p(x) = 0 since p(x) is the interpolating polynomial. 10 .7) and (A.. . and p(x) be the interpolating polynomial of degree n − 1 such that p(xi ) = f (xi ) where a = x1 < x2 < · · · < xn−1 < xn = b. and g(x.. Futhermore ∂n g(x. ξ) = f n (ξ) − n! Φ(x) ∂ξ n so that. .3) (A. g(x. . ξ) is n times diﬀerentiable with respect to ξ.11) That is. let f (x) − p(x) Φ(x) = n (A. Otherwise. then it is accurate to O(∆xn ) where ∆x is the maximum space between the interpolating points. (A. we obtain Φ(x) = and therefore f n (ξ ∗ ) n! n =0 ξ=ξ ∗ (A.5) i=1 (x − xi ) and g(x. ξ) = f (ξ) − p(ξ) − Φ(x) n (ξ − xi )..10) Finally.2) (A.. .1) (A. b] Proof.A Error of Lagrange interpolating polynomials Let f (x) ∈ C n ([a. b]). n. If x = xi for some i = 1.4) for x ∈ [a. b]. i=2. if p(x) interpolates f (x) at n points. i=1 (A. .n for i = 1.9) f n (ξ ∗ ) (x − xi ). .

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