Reconstruction, Approximation

and the
ENO - Schemes

CASA Seminar

Clemens A. Zarzer

4th October 2006

 Outline
Motivation
Reconstruction

Outline

1 Motivation

2 Reconstruction

3 Approximation

4 ENO Reconstruction

CASA Seminar Reconstruction, Approximation & ENO-Schemes

 Outline
Motivation
Reconstruction

1D Conservation Law

ut (x, t) + fx (u(x, t)) = 0 x∈Ω

Domain Ω and one dimensional “cell-structure”:

Considered example:

u(x, t)2
f(u(x, t)) = . . . Burgers’ equation .
2

CASA Seminar Reconstruction, Approximation & ENO-Schemes

 Outline
Motivation
Reconstruction

Finite Volume Method

Balance form for cell Ii :

Z
ut (ξ, t) dξ + f(u(xi+ 1 , t)) − f(u(xi− 1 , t)) = 0 .
2 2
Ii

Idea: Approximate flux f by a numerical flux f̂:

d 1  
ūi (t) = − f̂i+ 1 − f̂i− 1 ,
dt ∆xi 2 2

where Z xi+ 1
1 2
ūi (t) = u(ξ, t) dξ .
∆xi xi− 1
2

CASA Seminar Reconstruction, Approximation & ENO-Schemes

 Outline
Motivation
Reconstruction

Numerical Flux

Numerical flux-functions h(u, v) are the Godunov, the

Engquist-Osher or the Lax-Friedrichs flux-function, etc.
Approximation: f̂i+ 1 = h(u−
i+ 1
, u+
i+ 1
).
2 2 2

Hence u−
i+ 12
and u+
i+ 21
have to be reconstructed.

Figure: sketch of cell boundary

CASA Seminar Reconstruction, Approximation & ENO-Schemes

 Outline
Motivation
Reconstruction

Numerical Flux

Numerical flux-functions h(u, v) are the Godunov, the

Engquist-Osher or the Lax-Friedrichs flux-function, etc.
Approximation: f̂i+ 1 = h(u−
i+ 1
, u+
i+ 1
).
2 2 2

Hence u−
i+ 12
and u+
i+ 21
have to be reconstructed.

Figure: sketch of cell boundary

CASA Seminar Reconstruction, Approximation & ENO-Schemes

 Outline
Problem Specification
Motivation
Solution
Reconstruction

Problem Specification

one-dimensional reconstruction:

For given cell averages of the function v(x),

Z xi+1/2
1
v̄i := v(ξ) dξ , i ∈ {1, . . . , N}
∆xi xi−1/2

find a k-th order accurate estimates for the values of v(x) at the
cell boundaries.

Particularly the basis of this approximation is formed by

polynomials of degree at most k − 1.

CASA Seminar Reconstruction, Approximation & ENO-Schemes

 Outline
Problem Specification
Motivation
Solution
Reconstruction

Polynomial Setup

For each cell Ii a particular stencil is chosen.

Figure: k-th order “stencil” for cell Ii

Let S(i) = {Ii−r , . . . , Ii+s } - the cell stencil.

Let S̃(i) = {xi−r− 1 , . . . , xi+s+ 1 } - the point stencil.
2 2

CASA Seminar Reconstruction, Approximation & ENO-Schemes

 Outline
Problem Specification
Motivation
Solution
Reconstruction

Interpolating Polynomial

Based on the average values in the stencil a unique

polynomial is determined.

The unique polynomial for cell Ii is determined via

Z x 1
1 j+ 2
pi (ξ) dξ = v̄j , Ij ∈ S(i) .
∆xj x 1
j− 2

One easily proves the desired property,

pi (x) = v(x) + O(∆xi k ), x ∈ Ii .

CASA Seminar Reconstruction, Approximation & ENO-Schemes

 Outline
Problem Specification
Motivation
Solution
Reconstruction

Efficient Approach

Let vi+ 1 = pi (xi+ 1 ).

2 2

The values at the cell boundaries, vi+ 1 , depend linearly on

2
the given average values v̄j .

Hence there exist constants crj , such that:

k−1
X
vi+ 1 = crj v̄i−r+j ,
2
j=0

where
vi+ 1 = v(xi+ 1 ) + O(∆xi k ) .
2 2

CASA Seminar Reconstruction, Approximation & ENO-Schemes

 Outline
Problem Specification
Motivation
Solution
Reconstruction

Calculation of the Constants

Consider V(x) as the primitive function of v(x).

V(xi+ 1 ) can be expressed as

2

i
X Z xj+ 1 i
X
2
V(xi+ 1 ) = v(ξ) dξ = v̄j ∆xj .
2
j=−∞ xj− 12 j=−∞

Consequently one can compute the unique interpolating

polynomial Pi (x).

One easily proves: P0i (x) = pi (x), where

Z x 1
1 j+ 2
pi (ξ) dξ = v̄j , Ij ∈ S(i) .
∆xj x 1
j− 2

CASA Seminar Reconstruction, Approximation & ENO-Schemes

 Outline
Problem Specification
Motivation
Solution
Reconstruction

Calculation of the Constants

Pi (x) interpolates V(x) ∧ Pi (x)0 = pi (x)

Lagrange form of Pi (x)

k
X k
Y x − xi−r+l− 1
2
Pi (x) = V(xi−r−m− 1 )
2 xi−r+m− 1 − xi−r+l− 1
m=0 l=0 2 2
l6=m

Taking the derivative of Pi (x) and using that V(xi+ 1 ) can

2
be expressed by the average values, gives
k−1
(i)
X
pi (x) = αrj ∆xi−r+j v̄i−r+j .
j=0

CASA Seminar Reconstruction, Approximation & ENO-Schemes

 Reconstruction
Problem Description
Approximation
Solution Concept
ENO Reconstruction

Approximation

one-dimensional conservative approximation:

Available data:
a set of point values of a function v(x)

Aim:
find a numerical flux v̂, which approximates v0 (x):
1  
v̂i+ 1 − v̂i− 1 = v0 (xi ) + O(∆xi k ) ,
∆xi 2 2

Ii ∈ S(i).

CASA Seminar Reconstruction, Approximation & ENO-Schemes

 Reconstruction
Problem Description
Approximation
Solution Concept
ENO Reconstruction

Solution Concept

Find a function h(x), such that

Z x+ ∆x
1 2
v(x) = h(ξ) dξ ,
∆x x− ∆x
2

then v0 (x) = 1 ∆x ∆x



∆x h x+ 2 −h x− 2 .

point values of v(x) =

ˆ average values of h(x)

reconstruction based on average values

CASA Seminar Reconstruction, Approximation & ENO-Schemes

 Reconstruction Main Ideas
Approximation One-Dimensional ENO Reconstruction
ENO Reconstruction Numerical Results

Discontinuous Functions
Classical methods can not be applied to discontinuous
functions in general.

CASA Seminar Reconstruction, Approximation & ENO-Schemes

 Reconstruction Main Ideas
Approximation One-Dimensional ENO Reconstruction
ENO Reconstruction Numerical Results

Main Idea

choose stencil for each cell with respect to the discontinuity

ADAPTIVE STENCIL

Particularly the left shift r is chosen such that, the

“discontinuous cell” is not included - if possible.
This requires a calculable quantity, which indicates the
“smoothness” of the function.

CASA Seminar Reconstruction, Approximation & ENO-Schemes

 Reconstruction Main Ideas
Approximation One-Dimensional ENO Reconstruction
ENO Reconstruction Numerical Results

Newton Divided Differences

The Newton polynomial of degree k, interpolating V(x):

k
X j−1
Y
V[xi−r− 1 , . . . , xi−r+j− 1 ] (x − xi−r+m− 1 ) ,
2 2 2
j=0 m=0

where
V[xi+ 1 , . . . , xi+j− 1 ] − V[xi− 1 , . . . , xi+j− 3 ]
2 2 2 2
V[xi− 1 , . . . , xi+j− 1 ] =
2 2 xi+j− 1 − xi− 1
2 2

are the so-called Newton Divided Differences.

CASA Seminar Reconstruction, Approximation & ENO-Schemes

 Reconstruction Main Ideas
Approximation One-Dimensional ENO Reconstruction
ENO Reconstruction Numerical Results

ENO Idea

Newton Divided Differences indicate smoothness

V(j) (ξ)
V[xi− 1 , . . . , xi+j− 1 ] = , for smooth functions
2 2 j!
 
1 in the case
V[xi− 1 , . . . , xi+j− 1 ] = O j
,
2 2 ∆x of discontinuities

Idea:

start with a two point stencil

add in each step another cell depending on the value of the
Newton Divided Differences

CASA Seminar Reconstruction, Approximation & ENO-Schemes

 Reconstruction Main Ideas
Approximation One-Dimensional ENO Reconstruction
ENO Reconstruction Numerical Results

One-Dimensional ENO Reconstruction

ENO procedure:

1 Compute the divided differences, using the cell averages.

2 For cell Ii start with the two-point stencil S̃(i).
3 Assuming the actual stencil to be {xj+ 1 , . . . , xj+l− 1 }, add
2 2
xj− 12 if |V[xj− 12 , . . . , xj+l− 12 ]| < |V[xj+ 12 , . . . , xj+l+ 12 ]|
xj+l+ 21 otherwise
4 Repeat step 3. unless a k-th order stencil is obtained.
5 Use reconstruction method to compute the approximation
to v(x).

CASA Seminar Reconstruction, Approximation & ENO-Schemes

 Reconstruction Main Ideas
Approximation One-Dimensional ENO Reconstruction
ENO Reconstruction Numerical Results

Numerical Results (1)

CASA Seminar Reconstruction, Approximation & ENO-Schemes

 Reconstruction Main Ideas
Approximation One-Dimensional ENO Reconstruction
ENO Reconstruction Numerical Results

Numerical Results (2)

CASA Seminar Reconstruction, Approximation & ENO-Schemes

 Reconstruction Main Ideas
Approximation One-Dimensional ENO Reconstruction
ENO Reconstruction Numerical Results

Burgers’ Equation

CASA Seminar Reconstruction, Approximation & ENO-Schemes