Skip to main content
Log in

New Finite Difference Hermite WENO Schemes for Hamilton–Jacobi Equations

  • Published:
Journal of Scientific Computing Aims and scope Submit manuscript

Abstract

In this paper, new finite difference Hermite weighted essentially non-oscillatory (HWENO) schemes are designed for solving the Hamilton–Jacobi equations on structured meshes. The crucial idea of the spatial reconstructions is borrowed from the original HWENO schemes (Qiu and Shu in J Comput Phys 204:82–99, 2005), in which the function and its first derivative values are evolved in time and used in the reconstruction. Such new HWENO spatial reconstructions with the application of three unequal-sized spatial stencils result in an important innovation that we perform only spatial HWENO reconstructions for numerical fluxes of function values and high-order linear reconstructions for numerical fluxes of derivatives, which are different to other HWENO schemes. The new HWENO schemes could obtain smaller errors with optimal high-order accuracy in smooth regions, and keep sharp transitions and non-oscillatory property near discontinuities. Extensive benchmark examples are performed to illustrate the good performance of such new finite difference HWENO schemes.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7
Fig. 8
Fig. 9
Fig. 10
Fig. 11
Fig. 12
Fig. 13
Fig. 14
Fig. 15

Similar content being viewed by others

References

  1. Abgrall, R., Sonar, T.: On the use of Muehlbach expansions in the recovery step of ENO methods. Numer. Math. 76, 1–25 (1997)

    MathSciNet  MATH  Google Scholar 

  2. Balsara, D.S., Rumpf, T., Dumbser, M., Munz, C.D.: Efficient, high accuracy ADER-WENO schemes for hydrodynamics and divergence-free magnetohydrodynamics. J. Comput. Phys. 228, 2480–2516 (2009)

    MathSciNet  MATH  Google Scholar 

  3. Borges, R., Carmona, M., Costa, B., Don, W.S.: An improved weighted essentially non-oscillatory scheme for hyperbolic conservation laws. J. Comput. Phys. 227, 3191–3211 (2008)

    MathSciNet  MATH  Google Scholar 

  4. Bryson, S., Levy, D.: High-order semi-discrete central-upwind schemes for multi-dimensional Hamilton–Jacobi equations. J. Comput. Phys. 189, 63–87 (2003)

    MathSciNet  MATH  Google Scholar 

  5. Capdeville, G.: A Hermite upwind WENO scheme for solving hyperbolic conservation laws. J. Comput. Phys. 227, 2430–2454 (2008)

    MathSciNet  MATH  Google Scholar 

  6. Capdeville, G.: Hermite upwind positive schemes (HUPS) for non-linear hyperbolic systems of conservation laws. Comput. Fluids 156, 421–440 (2017)

    MathSciNet  MATH  Google Scholar 

  7. Castro, M., Costa, B., Don, W.S.: High order weighted essentially non-oscillatory WENO-Z schemes for hyperbolic conservation laws. J. Comput. Phys. 230, 1766–1792 (2011)

    MathSciNet  MATH  Google Scholar 

  8. Chan, C.K., Lau, K.S., Zhang, B.L.: Simulation of a premixed turbulent Name with the discrete vortex method. Int. J. Numer. Methods Eng. 48, 613–627 (2000)

    MATH  Google Scholar 

  9. Cheng, Y.D., Shu, C.-W.: A discontinuous Galerkin finite element method for directly solving the Hamilton–Jacobi equations. J. Comput. Phys. 223, 398–415 (2007)

    MathSciNet  MATH  Google Scholar 

  10. Crandall, M., Lions, P.L.: Two approximations of solutions of Hamilton–Jacobi equations. Math. Comput. 43, 1–19 (1984)

    MathSciNet  MATH  Google Scholar 

  11. Don, W.S., Borges, R.: Accuracy of the weighted essentially non-oscillatory conservative finite difference schemes. J. Comput. Phys. 250, 347–372 (2013)

    MathSciNet  MATH  Google Scholar 

  12. Dumbser, M., Käser, M.: Arbitrary high order non-oscillatory finite volume schemes on unstructured meshes for linear hyperbolic systems. J. Comput. Phys. 221, 693–723 (2007)

    MathSciNet  MATH  Google Scholar 

  13. Hu, C., Shu, C.-W.: A discontinuous Galerkin finite element method for Hamilton–Jacobi equations. SIAM J. Sci. Comput. 21, 666–690 (1999)

    MathSciNet  MATH  Google Scholar 

  14. Jiang, G.S., Peng, D.: Weighted ENO schemes for Hamilton–Jacobi equations. SIAM J. Sci. Comput. 21, 2126–2143 (2000)

    MathSciNet  MATH  Google Scholar 

  15. Jiang, G.S., Shu, C.-W.: Efficient implementation of weighted ENO schemes. J. Comput. Phys. 126, 202–228 (1996)

    MathSciNet  MATH  Google Scholar 

  16. Jin, S., Xin, Z.: Numerical passage from systems of conservation laws to Hamilton–Jacobi equations, and relaxation schemes. SIAM J. Numer. Anal. 35, 2163–2186 (1998)

    MathSciNet  MATH  Google Scholar 

  17. Lafon, F., Osher, S.: High order two dimensional nonoscillatory methods for solving Hamilton–Jacobi scalar equations. J. Comput. Phys. 123, 235–253 (1996)

    MathSciNet  MATH  Google Scholar 

  18. Levy, D., Puppo, G., Russo, G.: Central WENO schemes for hyperbolic systems of conservation laws, M2AN. Math. Model. Numer. Anal. 33, 547–571 (1999)

    MathSciNet  MATH  Google Scholar 

  19. Levy, D., Puppo, G., Russo, G.: Compact central WENO schemes for multidimensional conservation laws. SIAM J. Sci. Comput. 22(2), 656–672 (2000)

    MathSciNet  MATH  Google Scholar 

  20. Li, X.G., Chan, C.K.: High-order schemes for Hamilton–Jacobi equations on triangular meshes. J. Comput. Appl. Math. 167, 227–241 (2004)

    MathSciNet  MATH  Google Scholar 

  21. Lions, P.L.: Generalized Solutions of Hamilton–Jacobi Equations. Pitman, London (1982)

    MATH  Google Scholar 

  22. Liu, H., Qiu, J.: Finite difference Hermite WENO schemes for conservation laws. J. Sci. Comput. 63, 548–572 (2015)

    MathSciNet  MATH  Google Scholar 

  23. Liu, H., Qiu, J.: Finite difference Hermite WENO schemes for conservation laws, II: an alternative approach. J. Sci. Comput. 66, 598–624 (2016)

    MathSciNet  MATH  Google Scholar 

  24. Osher, S., Sethian, J.: Fronts propagating with curvature dependent speed: algorithms based on Hamilton–Jacobi formulations. J. Comput. Phys. 79, 12–49 (1988)

    MathSciNet  MATH  Google Scholar 

  25. Osher, S., Shu, C.-W.: High-order essentially nonoscillatory schemes for Hamilton–Jacobi equations. SIAM J. Numer. Anal. 28, 907–922 (1991)

    MathSciNet  MATH  Google Scholar 

  26. Qiu, J.: WENO schemes with Lax–Wendroff type time discretizations for Hamilton–Jacobi equations. J. Comput. Appl. Math. 200, 591–605 (2007)

    MathSciNet  MATH  Google Scholar 

  27. Qiu, J.: Hermite WENO schemes with Lax–Wendroff type time discretizations for Hamilton–Jacobi equations. J. Comput. Math. 25, 131–144 (2007)

    MathSciNet  MATH  Google Scholar 

  28. Qiu, J., Shu, C.-W.: Hermite WENO schemes and their application as limiters for Runge–Kutta discontinuous Galerkin method: one dimensional case. J. Comput. Phys. 193, 115–135 (2004)

    MathSciNet  MATH  Google Scholar 

  29. Qiu, J., Shu, C.-W.: Hermite WENO schemes and their application as limiters for Runge–Kutta discontinuous Galerkin method II: two-dimensional case. Comput. Fluids 34, 642–663 (2005)

    MathSciNet  MATH  Google Scholar 

  30. Qiu, J., Shu, C.-W.: Hermite WENO schemes for Hamilton–Jacobi equations. J. Comput. Phys. 204, 82–99 (2005)

    MathSciNet  MATH  Google Scholar 

  31. Rouy, E., Tourin, A.: A viscosity solutions approach to shape-from-shading. SIAM J. Numer. Anal. 29, 867–884 (1992)

    MathSciNet  MATH  Google Scholar 

  32. Sethian, J.A.: Level Set Methods and Fast Marching Methods, Evolving Interface, Computational Geometry, Fluid Mechanics, Computer Vision, and Materials Science. Cambridge University Press, Cambridge (1999)

    MATH  Google Scholar 

  33. Shu, C.-W.: Essentially non-oscillatory and weighted essentially non-oscillatory schemes for hyperbolic conservation laws, in Advanced Numerical Approximation of Nonlinear Hyperbolic Equations. edited by A. Quarteroni, Editor, Lecture Notes in Mathematics, CIME subseries (Springer-Verlag, Berlin/New York); ICASE Report 97-65, (1997)

  34. Shu, C.-W., Osher, S.: Efficient implementation of essentially non-oscillatory shock capturing schemes. J. Comput. Phys. 77, 439–471 (1988)

    MathSciNet  MATH  Google Scholar 

  35. Tao, Z., Li, F., Qiu, J.: High-order central Hermite WENO schemes on staggered meshes for hyperbolic conservation laws. J. Comput. Phys. 281, 148–176 (2015)

    MathSciNet  MATH  Google Scholar 

  36. Yan, J., Osher, S.: A local discontinuous Galerkin method for directly solving Hamilton–Jacobi equations. J. Comput. Phys. 230, 232–244 (2011)

    MathSciNet  MATH  Google Scholar 

  37. Zahran, Y.H., Abdalla, A.H.: Seventh order Hermite WENO scheme for hyperbolic conservation laws. Comput. Fluids 131, 66–80 (2016)

    MathSciNet  MATH  Google Scholar 

  38. Zhang, Y.T., Shu, C.-W.: High-order WENO schemes for Hamilton–Jacobi equations on triangular meshes. SIAM J. Sci. Comput. 24, 1005–1030 (2003)

    MathSciNet  MATH  Google Scholar 

  39. Zheng, F., Shu, C.-W., Qiu, J.: Finite difference Hermite WENO schemes for the Hamilton–Jacobi equations. J. Comput. Phys. 337, 27–41 (2017)

    MathSciNet  MATH  Google Scholar 

  40. Zhong, X., Shu, C.-W.: A simple weighted essentially nonoscillatory limiter for Runge–Kutta discontinuous Galerkin methods. J. Comput. Phys. 232, 397–415 (2013)

    MathSciNet  Google Scholar 

  41. Zhu, J., Qiu, J.: A class of the fourth order finite volume Hermite weighted essentially non-oscillatory schemes. Science China Ser. A Math. 51, 1549–1560 (2008)

    MathSciNet  MATH  Google Scholar 

  42. Zhu, J., Qiu, J.: A new fifth order finite difference WENO scheme for solving hyperbolic conservation laws. J. Comput. Phys. 318, 110–121 (2016)

    MathSciNet  MATH  Google Scholar 

  43. Zhu, J., Qiu, J.: A new type of finite volume WENO schemes for hyperbolic conservation laws. J. Sci. Comput. 73, 1338–1359 (2017)

    MathSciNet  MATH  Google Scholar 

  44. Zhu, J., Qiu, J.: A new fifth order finite difference WENO scheme for Hamilton–Jacobi equations. Numer. Methods Partial Differ. Equ. 33, 1095–1113 (2017)

    MathSciNet  MATH  Google Scholar 

  45. Zhu, J., Zhong, X., Shu, C.-W., Qiu, J.-X.: Runge-Kutta discontinuous Galerkin method using a new type of WENO limiters on unstructured meshes. J. Comput. Phys. 248, 200–220 (2013)

    MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Jianxian Qiu.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

The research is partly supported by Science Challenge Project, No. TZ2016002 and NSFC Grant 11872210, 11571290 and NSAF Grant U1630247. J. Zhu: The author was partly supported by NSFC Grant 11826104 when he visited Tianyuan Mathematical Center in Southeast China, Xiamen, Fujian 361005, P.R. China.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Zhu, J., Zheng, F. & Qiu, J. New Finite Difference Hermite WENO Schemes for Hamilton–Jacobi Equations. J Sci Comput 83, 7 (2020). https://doi.org/10.1007/s10915-020-01174-4

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • DOI: https://doi.org/10.1007/s10915-020-01174-4

Keywords

Mathematics Subject Classification

Navigation