Weighted essentially non-oscillatory schemes

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


)
n!
(A.9)
and therefore
f(x) −p(x) =
f
n


)
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

(2.2) for i = 1. .6) We denote the contiguous stencil around the cell Ci . .5) (2. ..k Note that Si spans k cells and contains k + 1 cell boundaries. r.. we denote the N cells by Ci = [xi−1/2 . . (2. . . N . i=1. containing k cells shifted to the left by r cells.7) 2 . . . i = 1.1) (2. . .N for i = 1.. .3) xi−1/2 + xi+1/2 2 for for i = 1. . 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 (2.4) (2. . . b] with N cells. N .k Si = Ci−r ∪ · · · ∪ Ci−r+k−1 . Subsequently..2 Grid We consider a grid over the interval [a. . . 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 . (2. N . by r.

we will find polynomials pr such that i pr (x) = v(x) + O(∆xk ) i In order to find these polynomials. . given the cell i averages f j . the right cell boundary xi+1/2 . V (x) = a f (ξ) dξ. (xi−r+l−1/2 − xi−r+m−1/2 ) (3. Ci−r+k−1 . That is. they should be k-order accruate. . left shift r.k That is. 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 . In general. . 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 .k x ∈ Si . In order to obtain the reconstruction coefficients cj and prove accuracy. or at any point ξ within the cell Ci . The remainder of this section will be devoted to finding these approximations and showing that they are k-order accuarate. (3.m=l (x − xi−r+m−1/2 ) . order k.4) This is the interpolating polynomial of V in Lagrange form. . and cell Ci . given a stencil Si that spans the k cells Ci−r .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 (3.2) 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 . It can be shown (see Appendix A) that Pir (x) = V (x) + O(∆xk+1 ) 3 for r.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 . In particular. but not on the function f . . we might be interested in approximating the function at the left cell boundary xi−1/2 .1) we wish to find approximations to the function f at various points within each cell.k Focusing on a particular cell Ci and stencil Si . . the reconstructed value of the original r. If the approximations are computed using k cell averages. . . .3) r. the reconstruction coefficients cj depend on the reconstruction point ξ. xi−r+k−1/2 is given by k k Pir (x) = l=0 V (xi−r+l−1/2 ) m=0. the unique polynomial Pir of order k which interpolates V at the k + 1 points xi−r−1/2 . (3. we consider the function x for x ∈ Ci . r. As it turns out.

k Furthermore. = fj That is.m=l (x − xi−r+m−1/2 ) . (3.6) 4 .m=l n=0. .Therefore. Subtracting V (xi−r−1/2 ) from Pir (x) and using k k l=0 m=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 + k − 1. r. .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.n=l.n=l. . 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. 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 in each of the cells Cj which comprise the stencil Si .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=0.5) Employing (3. i r.3).m=l n=0. . (xi−r+l−1/2 − xi−r+m−1/2 ) Taking the derivative of the above. . Now we consider the practical problem of finding the constants cj .m (x − xi−r+n−1/2 ) k m=0. (3. .m=l (xi−r+l−1/2 − xi−r+m−1/2 ) .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. .m=l (xi−r+l−1/2 − xi−r+m−1/2 ) . the derivative pr of Pir satisfies i pr (x) = i and pr is of order k − 1. i − r + k − 1.m (x − xi−r+n−1/2 ) k m=0. the cell averages of the approximating polynomials pr match the cell averages the original function i r.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. .

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. given a stencil Si and the cell averages f j of a function f .2 Summary r.k In summary.n=l.m=l (xi−r+l−1/2 − xi−r+m−1/2 ) k k m=0.m=l (xi−r+l−1/2 − xi−r+m−1/2 ) .m=l n=0. Employing (3.m=l (xi−r+l−1/2 − xi−r+m−1/2 ) ∆xi−r+j .p=l.m (ξ − xi−r+n−1/2 ) k m=0.8) where k cj = l=j+1 k k m=0.m.n=l. (3.m=l (xi−r+l−1/2 − xi−r+m−1/2 ) ∆xi−r+j .n=l.m. r.m=l (xi−r+l−1/2 − xi−r+m−1/2 ) ∆xi−r+j v i−r+j . the reconstruction coefficients for the first derivative are k cj = l=j+1 k k m=0. 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.m p=0.n=l. we obtain d r p (x) = dx i k−1 k k k m=0.p=l.m=l n=0.9) 5 .m (x − xi−r+n−1/2 ) k m=0.3).m. Therefore.n=l.m=l n=0.n=l.n (x − xi−r+p−1/2 ) k m=0.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).p=l.m=l (xi−r+l−1/2 − xi−r+m−1/2 ) . 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. Rearranging. i.7) Note that the the reconstruction coefficients cj depend on ξ.m=l n=0.m=l n=0.n=l.m=l n=0.m=l (xi−r+l−1/2 − xi−r+m−1/2 ) ∆xi−r+j v i−r+j .m=l (xi−r+l−1/2 − xi−r+m−1/2 ) ∆xi−r+j 3.m=l n=0.m (ξ − xi−r+n−1/2 ) k m=0.Rearranging. (3. 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. j=0 l=j+1 Therefore.m p=0.m.n (x − xi−r+p−1/2 ) k m=0.p=l.n (x − xi−r+p−1/2 ) k m=0.m (x − xi−r+n−1/2 ) k m=0. 3.n (ξ − xi−r+p−1/2 ) k m=0.m=l n=0. we obtain k−1 k pr (xi+1/2 ) i = j=0 l=j+1 k k m=0. and k.m p=0.

. k − 1 so that the results of Appendix A hold. The permissable values of left shift parameter r in (3. .. .i−r+k−1 max ∆xj . 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.. .8) are −1.Furthermore.. . 6 .

. the order of accuracy herein referred to is formal.1) as a new approximation according to k−1 f (ξ) ≈ r=0 r ωi f r (4.3) In smooth regions where all k stencils that can be used to reconstruct f (ξ) in (4. (4. (4. ¯ c∗ fi−(k−1)+j = j j=0 j=0 l=max(0. The basic idea of WENO is to use a convex combination of several stencils to form the reconstruction of f . and (4. .2). we obtain 2k−2 2k−2   min(k−1.4) where we have added the superscript ∗ to the reconstruction coefficients cj to highlight that they are optimal (ie.2k−1 nuities.2) where we require k−1 r ωi ≥0 and r=0 r ωi = 1. That is.5) Rearranging. . and therefore we are interested in reconstructing piecewise smooth functions. k − 1 (4. k − 1 that can be used to reconstruct the value of f at some point ξ in the cell Ci . f and its derivatives (at least up to the order of the scheme) are assumed to have finite left and right limits. and. . A WENO reconstruction takes a convex combination of all f r defined in (4. In smooth regions. higher order). At these points. A piecewise smooth function f is smooth except at finitely many isolated points. We denote the k different reconstructions by k−1 f (ξ) ≈ f r = j=0 cr vi−r+j j¯ for r = 0. For such piecewise smooth functions. (4. it is defined as the accuracy determined by the local error in the smooth regions of the function.k Si for r = 0.j−k+1) 7 . if a stencil contains a discontinuity. . using several stencils will also serve to increase the order of accuracy.j)  ωi k−(j+1)+l k−(j+1)+l  ¯ cl fi−(k−1)+j . .4 One dimensional reconstruction for piece-wise smooth functions The solutions of hyperbolic conservation laws may contain discontinuities. These stencils span 2k − 1 cells. 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 (4.4). . .1) do not contain discontik−1. its weight should be close to zero.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. Consider the k stencils r.1). 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 . Combining (4.

We will henceforth denote r the optimal weights by i . then (4. r The weights ωi defined 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. . For structured r grids the systems (4. (4.7) r ωi = r i + O(∆xk−1 ) 2k−1 (4. (4.8) is satisfied.6) are no longer over-determined.8) ) and therefore 2k − 1 order accuracy is then each term in the last summation of (4. . and the weights ωi can be found explicity (and are independent of i). 2k − 2 (4. If we define r ωi = r αi k−1 0 αi + · · · + αi (4.6) are over-determined. Typically.10) and is a positive real number used to avoid dividing by zero (usually = 10−6 ).Therefore.6) r at each i (and ξ) for the weights ωi . . with the smoothnesses σi chosen appropriately. and σi is a measure of the smoothness of the function v in the stencil Si . For unstructured grids the systems (4. They define the smoothness according to 2 k−1 xj+1/2 dl r r pi (x) dx (4. k − 1. 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. If we choose the weights ωi sufficiently r close to the optimal weights i in regions where the function is smooth. the smoothness measurement presented by Jiang and Shu is used. .8) becomes O(∆x preserved by the reconstruction. .j) ωi l=max(0. p is some power (usually r.9) where r αi = r i r ( + σi )p for r = 0. we have 2k − 1 equations min(k−1. then we can achieve 2k − 1 order r r accuracy.j−k+1) k−(j+1)+l k−(j+1)+l cl = c∗ j for j = 0.5) and determined by (4. . .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.k r r 2). 8 . . and r therefore we must use some kind of optimisation algorithm in order to find the weights ωi . r r We now consider the practical problem of choosing the weights ωi .

.13) 9 . 2k − |s| − 2.4. . . 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. we reconstruct f (ξ) to order 2k − |s| − 1 using the stencil k−|s|−1. . (4.j−k+s+1) k−(j+1)+l k−(j+1)+l cl = c∗ j for j = 0.j) ωi l=max(0. if s > 0 the WENO reconstruction will be left-biased and reconstructions with r < s will be ignored. we have 2k − |s| − 1 equations min(k−1. we need to determine optimal weights for both left. we have 2k − s − 1 equations min(k−1. Intuitively. we reconstruct f (ξ) to order 2k − s − 1 using the stencil Si ∗ to obtain the optimal reconstruction coefficients cj (similar to (4. For example. . That is. Once again. Intuitively. similar to (4.4)).6).j) ωi l=max(0. . (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.j−k+|s|+1) k−(j+1)+l k+s−(j+1)+l cl = c∗ j for j = 0. 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.and right-biased reconstructions.4)). |s| is also the number of cell to exclude from the left. 2k−s−1 For left-biased reconstructions (s > 0). s is also the number of cells to exlude from the right. if s < 0 the WENO reconstruction will be right-biased and reconstructions with r > k − |s| − 1 will be ignored. 2k−|s|−1 Si to obtain the optimal reconstruction coefficients c∗ (similar to (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 (4.2).12) For right-biased reconstructions (s < 0). Therefore. Therefore.6).2). simij lar to (4. . k−1. 2k − s − 2.

n for i = 1. Let x ∈ [a. if p(x) interpolates f (x) at n points. ξ) = f (ξ) − p(ξ) − Φ(x) n (ξ − xi ).7) (A. Futhermore ∂n g(x.8) (A. .. xi ) = 0 for i = 1. If x = xi for some i = 1. and g(x.11) That is. ..8). . b]). 10 . . g(x. n. b). b] Proof.6) Then g(x. (A. ξ) is n times differentiable with respect to ξ.1) (A. . .4) for x ∈ [a.A Error of Lagrange interpolating polynomials Let f (x) ∈ C n ([a. . . ξ) = f n (ξ) − n! Φ(x) ∂ξ n so that.9) f n (ξ ∗ ) (x − xi ). x) = 0.. Applying Rolle’s theorem successively across all interpolation points xi and x we obtain ∂n g(x.7) and (A.3) (A. we obtain Φ(x) = and therefore f n (ξ ∗ ) n! n =0 ξ=ξ ∗ (A. n then f (x) − p(x) = 0 since p(x) is the interpolating polynomial. i=2. . then it is accurate to O(∆xn ) where ∆x is the maximum space between the interpolating points.. Otherwise.10) Finally. . we conclude that (A. f (x) − p(x) = n! i=1 p(x) = f (x) + O(∆xn ). combininig (A. i=1 (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. let f (x) − p(x) Φ(x) = n (A.2) (A. . n (A. ξ) ∂ξ n for some ξ ∗ ∈ (a. b]. .5) i=1 (x − xi ) and g(x. Then p(x) = f (x) + O(∆xn ) where ∆x = max xi − xi−1 .

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