Casaseminar Eno Weno Scheme

ENO and WENO schemes.
Further topics
and time Integration
Tefa Kaisara
CASA Seminar
29 November, 2006
Short review Further topics Time Integration
Outline
1 Short review
ENO/WENO
2 Further topics
Subcell resolution
Other building blocks
3 Time Integration
TVD Runge-Kutta methods
TVD multistep methods
Lax-Wendroff procedure
Outline
1 Short review
ENO/WENO
2 Further topics
Subcell resolution
3 Time Integration
ENO/WENO
Solving hyperbolic conservation laws,consider;

Class of piecewise smooth functions,v (x)
Fixed stencil,S(i) = {Ii−r , ..., Ii+s }, approximation may lead to
oscillations near the discontinuity
Adaptive stencil; left shift r
ENO/WENO
ENO Procedure
Compute the divided differences, using the cell averages.
For cell Ii start with the two-point stencil S̃(i) = {xi− 1 , xi+ 1 }.
2 2
Add one of the two neighbouring points,using Newton divided

difference measure.
Repeat previous step until a k-th order stencil is obtained.
Use reconstruction method to compute the approximation to v (x)
In the stencil choosing process, k candidate stencils are

considered covering 2k − 1 cells, but only one stencil is used to
reconstruct.
ENO/WENO
To improve the accuracy:
Assume a uniform grid, i.e. ∆xi = ∆x, i = 1, . . . , N. Consider the k

candidate stencils
Sr (i) = {xi−r , . . . , xi−r +k −1 } r = 0, . . . , k − 1.
The reconstruction produces k different approximations to the value

v (xi+ 1 ) :
2
(r )
X
k−1
vi+ 1 = crj v̄i−r +j r = 0, . . . , k − 1 (1.1)
2
j=0
(r )
I WENO takes a convex combination of the vi+ 1 ’s.
2
Outline
1 Short review
ENO/WENO
2 Further topics
Subcell resolution
3 Time Integration
Subcell resolution
Instead of using the reconstruction polynomial Pi (x) in the

shocked cell Ii , find the location of discontinuity inside Ii , say xs
Use neighbouring reconstructions Pi−1 (x) and Pi+1 (x)
Extend Pi−1 (x) and Pi+1 (x) into the cell Ii

Require that the cell average v̄i is preserved:
Z xs Z xi + 12
Pi−1 (x)dx + Pi+1 (x)dx = ∆xi v̄i
xi − 12 xs
Examples
rational functions
trigonometric polynomials
exponential functions
radial functions
idea
Find suitable smooth indicators similar to Newton divided difference
for the polynomial case.
Outline
1 Short review
ENO/WENO
2 Further topics
Subcell resolution
3 Time Integration
Consider,
system of ODEs
ut = L(u)
resulting from spatial approximation to PDE;
ut = −f (u)x
Construction
Assume: First order Euler forward time stepping
u n+1 = u n + ∆tL(u n )
is stable in a certain norm
||u n+1 || ≤ ||u n ||
under a suitable restriction on ∆t : ∆t ≤ ∆t1

I For higher order in time Runge-Kutta methods,
General Runge-Kutta method
X
i−1
u (i)
= αik u k + ∆tβik L(u (k ) ) , i = 1, . . . , m (3.2)
k=0
n
u (0) = u ,u(m)
= u n+1
For αik ≥ 0, βik ≥ 0 ⇒ convex combination of Euler forward operators

αik
∆t replaced by ∆t
βik
Consistency;
X
i−1
αik = 1.
k =0
Lemma
The Runge-Kutta method (3.2) is TVD under the CFL coefficient (3.1)
αik
c = min
i,k βik
provided; αik ≥ 0 and βik ≥ 0.

Optimal schemes
Second order TVD Runge-Kutta
u (1) = u n + ∆tL(u n )
1 n 1 (1) 1
u n+1 = u + u + ∆tL(u (1) )
2 2 2
with CFL c = 1.
Third order TVD R-K
u (1) = u n + ∆tL(u n )
3 n 1 (1) 1
u (2) = u + u + ∆tL(u (1) )
4 4 4
1 n 2 (2) 2
u n+1 = u + u + ∆tL(u (2) )
3 3 3
Fourth order TVD Runge-Kutta method does not exist with for
positive αik and βik
Consider
αik ≥ 0 and βik negative
introduce an adjoint operator L̃
it approximates the same spatial derivatives as L
TVD for first order Euler, backward in time:
u n+1 = u n − ∆t L̃u n
Lemma
The Runge-Kutta method (3.2) is TVD under the CFL coefficient (3.1)
αik
c = min
i,k |βik |
provided; αik ≥ 0 and L replaced by L̃

Fourth order TVD R-K
1
u (1) = un + ∆tL(u n )
2
649 (0) 10890423 951 (1) 5000

u (2) = u − ∆t L̃(u n ) + u + ∆tLu (1)
1600 25193600 1600 7873
53989 n 102261 4806213 (1) 5121

u (3) = u − ∆t L̃(u n ) + u − ∆t L̃(u (1) )
2500000 5000000 20000000 20000
23619 (2) 7873
+ u + ∆tL(u (2) )
32000 10000
1 n 1 6127 (1) 1 7873 (2)

u n+1 = u + ∆tL(u n ) + u + ∆tL(u (1) ) + u
5 10 30000 6 30000
1 1
+ u (3) + ∆tL(u (3) )
3 6
Example
Burgers’ equation
1 2
ut + u =0
2 x
with Riemann initial data

1, x ≤0
u(x, 0) =
−0.5, x > 0
Spatial discretization : 2nd order ENO Scheme

Monotone flux h: Godunov flux
Time discretization
TVD R-K method :Optimal 2nd order
Non-TVD R-K
u (1) = u n − 20∆tL(u n )
41 (1) 1
u n+1 = un + u − ∆tL(u (1) )
40 40
conclusion
It is much safer to use TVD Runge-Kutta Method for solving
hyperbolic problem.
Construction
Similar to Runge-kutta Methods
General From
X
m−1
u n+1 = (αk u n−k + ∆tβk L(u n−k )) (3.3)
k =0
For αk ≥ 0, βk ≥ 0 ⇒ convex combination of Euler Forward operators

βk
∆t replaced by ∆t
αk
Consistency;
X
m
αk = 1.
k =0
Lemma
The multi-step method (3.3) is TVD under the CFL coefficient (3.1)
αk
c = min
k βk
provided; αk ≥ 0 and βk ≥ 0
Examples
(m=2) three step , second order scheme, TVD with c=0.5
3 n 3 1
u n+1 =u + ∆tL(u n ) + u n−2 (3.4)
4 2 4
(m=4) five step,third order scheme, TVD with c=0.5
25 n 25 7 n−4 5
u n+1 = u + ∆tL(u n ) + u + ∆tL(u n−4 )
32 16 32 16
There are no multi-step schemes of order four or higher satisfying

positive αk and βk
Lemma
The multi-step method (3.3) is TVD under the CFL coefficient (3.1)
αk
c = min
k |βk |
provided; αk ≥ 0 and , L is replaced by L̃ for βk negative.
one residue evaluation is needed per time step

storage requirement is much bigger that Runge-Kutta methods
Idea
Taylor series expansion in time:
∆t 2
u(x, t + ∆t) = u(x, t) + ut (x, t)∆t + utt (x, t) + ... (3.5)
2
Illustration
ut = −f (u)x
second order Taylor series expansion

Replace time derivatives by the spatial derivatives
ut (x, t) = −f (u(x, t))x = −f 0 (u(x, t))ux (x, t)

utt (x, t) = 2f 0 (u(x, t))f 00 (u(x, t))(ux (x, t))2 + (f 0 (u(x, t)))2 uxx (x, t)
(3.6)
Substituting (3.6) into (3.5)

Discretize the spatial derivatives of u(x, t) by ENO/WENO
Integrate the pde
ut (x, t) + fx (u(x, t)) = 0
over the region [xi− 1 , xi+ 1 ] × [t n , t n+1 ] to obtain
2 2
Z t n+1 Z t n+1 !
1
ūin+1 = ūin − f (u(xi+ 1 , t)) dt − f (u(xi− 1 , t)) dt
∆xi tn
2
tn
2
(3.7)
Discretize time using suitable Gaussian quadrature
Z n+1 X
1 t
f (u(xi+ 1 , t)) dt ≈ ωα f (u(xi+ 1 , t n + βα ∆t))
∆t t n 2
α
2
replacing f (u(xi+ 1 , t n + βα ∆t)) by a monotone flux

2
±
f (u(xi+ 1 , t n + βα ∆t)) ≈ h(u(xi+ 1,t
n
+ βα ∆t)
2 2
use the Lax-Wendroff procedure to convert

± n
u(xi+ 1,t + βα ∆t) (3.8)
2
± n n
to u(xi+ 1 , t ) and its spacial derivatives at t .
2
limitations
Algebra is very complicated for multi dimensional systems
difficult to prove stability properties for higher order methods

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ENO and WENO schemes.

Solving hyperbolic conservation laws,consider;

Add one of the two neighbouring points,using Newton divided

In the stencil choosing process, k candidate stencils are

To improve the accuracy:

Assume a uniform grid, i.e. ∆xi = ∆x, i = 1, . . . , N. Consider the k

Sr (i) = {xi−r , . . . , xi−r +k −1 } r = 0, . . . , k − 1.

The reconstruction produces k different approximations to the value

Instead of using the reconstruction polynomial Pi (x) in the

Extend Pi−1 (x) and Pi+1 (x) into the cell Ii

Other building blocks

TVD Runge-Kutta methods

is stable in a certain norm

||u n+1 || ≤ ||u n ||

under a suitable restriction on ∆t : ∆t ≤ ∆t1

TVD Runge-Kutta methods

General Runge-Kutta method

For αik ≥ 0, βik ≥ 0 ⇒ convex combination of Euler forward operators

TVD Runge-Kutta methods

provided; αik ≥ 0 and βik ≥ 0.

TVD Runge-Kutta methods

TVD Runge-Kutta methods

TVD Runge-Kutta methods

provided; αik ≥ 0 and L replaced by L̃

TVD Runge-Kutta methods

Fourth order TVD R-K

649 (0) 10890423 951 (1) 5000

53989 n 102261 4806213 (1) 5121

1 n 1 6127 (1) 1 7873 (2)

TVD Runge-Kutta methods

with Riemann initial data

Spatial discretization : 2nd order ENO Scheme

TVD Runge-Kutta methods

TVD multistep methods

For αk ≥ 0, βk ≥ 0 ⇒ convex combination of Euler Forward operators

TVD multistep methods

TVD multistep methods

There are no multi-step schemes of order four or higher satisfying

TVD multistep methods

one residue evaluation is needed per time step

second order Taylor series expansion

ut (x, t) = −f (u(x, t))x = −f 0 (u(x, t))ux (x, t)

Substituting (3.6) into (3.5)

replacing f (u(xi+ 1 , t n + βα ∆t)) by a monotone flux

use the Lax-Wendroff procedure to convert

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