HIGH ORDER WENO AND RUNGE-KUTTA SCHEME FOR HYPERBOLIC SYSTEMS

K.Sasikala, Assistant Professor, Hindustan College of Arts and Science

sasi_kumaravelu@yahoo.com

ABSTRACT
High order accurate weighted essentially non-oscillatory (WENO) schemes to solve hyperbolic partial
differential equations and implicit-explicit (IMEX) Runge-Kutta methods for hyperbolic systems of
conservation laws with stiff relaxation terms.

The explicit part is treated by a strong-stability- 1 Introduction

preserving (SSP) scheme, and the implicit part
is treated by an L-stable diagonally implicit
Runge-Kutta methods (DIRK). The schemes
proposed are asymptotic preserving (AP) in the
zero relaxation limit. WENO schemes are
robust and do not require the users to tune
parameters, thus they are very convenient to use
for practitioners The main advantage of such
schemes is their capability to achieve arbitrarily
high order formal accuracy in smooth regions
while maintaining stable, non-oscillatory and
sharp discontinuity transitions. In this paper we
review the history and basic formulation of
WENO schemes, outline the main ideas in using
WENO and Runge-Kutta schemes to solve
various hyperbolic partial differential equations
.Finally, we mention a few topics currently
being investigated about WENO schemes and
recentwork on designing high order
positivitypreserving well-balanced finite
difference and finite volume WENO schemes,
and discontinuous Galerkin finite element
schemes for solving the shallow water equations
with a non-flat bottom topography
In this paper we review popular class of high
order numerical methods for solving convection
dominated partial differential equations (PDEs),
in particular hyperbolic conservation laws. This
class of schemes is termed weighted essentially
nonoscillatory, WENO schemes. The first
WENO scheme was introduced in 1994 by Liu,
Osher and Chan in their pioneering paper [101],
in which a third order accurate finite volume
WENO scheme was designed. In 1996, Jiang
and Shu [76] provided a general framework to
construct arbitrary order accurate finite
difference WENO schemes, which are more
efficient for multi-dimensional calculations.
For convection dominated problems, especially
for hyperbolic conservation laws, the main
challenge to the design of numerical schemes is
the presence of discontinuities (such as shocks
and contact discontinuities in high speed gas
dynamics) or sharp transition layers. This
happens often in complex solution structures
including also smooth components such as
vortices and acoustic waves. The hyperbolic
system with relaxation is said to be stiff and with initial condition
typically its solutions are well approximated by u(x; 0) = u0(x):
solutions of a suitable reduced set of Here the function u = (u1,u2,............, um)T is a
conservation laws called equilibrium system m-dimensional vector of conserved variables,
Usually it is extremely difficult, if not flux f(u) is a vector-valued function of m
impossible, to split the problem in separate components, x and t denote space and time
regimes and to use different solvers in the stiff variables respectively.
and non stiff regions. Thus one has to use the The system is called hyperbolic if all the eigen
original relaxation system in the whole values λ1, λ 2,....., λ m of the Jacobian matrix A
computational domain. The construction of = ∂f'∕∂u of the flux function are real and set of
schemes that work for all ranges of the right eigen vectors are complete.
relaxation time, using coarse grids that do not Let Ij be a partition of a spatial domain with
resolve the small relaxation time, has been the jth cell Ij = [xj-1∕2, xj+1∕2], where xj±1∕2, are
studied mainly in the context of upwind called cell interfaces. The centre of each cell Ij
methods using a method of lines approach is denoted by xj = 1∕2 (xj+1∕2+xj-1∕2) and the value
combined with suitable operator splitting of the function at the node xj is denoted by fj =
techniques and more recently in the context of f(xj). We assume that the set (x j+1∕2)j is
central schemes. Strang splitting applied to uniformly spatial gridded throughout the
hyperbolic systems with relaxation domain and the cell size of Ij is denoted by Δx =
reduces to first order accuracy when the xj+1∕2–xj-1∕2.The approximation of one-
problem becomes stiff. The reason is that the dimensional hyperbolic conservation laws (1)
kernel of the relaxation operator is non trivial, leads to system of ordinary differential
which corresponds to a singular matrix in the equations by applying the method of lines,
linear case, and therefore the assumptions in are where the fnite difference approximation is
not satisfied. Recently developed Runge-Kutta replaced to the spatial derivative and yields a
schemes overcome this difficulties, providing semi discrete scheme
basically the duj = – 1 (f j+1∕2–f j–1∕2)
same advantages of the splitting schemes, dt Δx
without the drawback of the order restriction Here uj is the approximation to the point value
WENO schemes u(xj,t)and fj±1∕2 are called numerical fluxes
Consider the general form of conservation law which are Lipschitz continuous in each of its
ut + f(u)x = 0;􀀀1 < x < 1; t > 0; arguments and is consistent with the physical
flux f(u,......., u) = f(u). The conservation implicit part of the discretization at each step is
property is obtained by defining a function h(x) of paramount importance, it is natural to
implicitly through the following equation. consider diagonally implicit Runge-Kutta
(DIRK) schemes [22] for the source terms (aij =
0, for j > i). IMEX Runge-Kutta schemes can be
represented by a double tableau in the usual
Differentiating with respect to x yields Butcher
notation,
ĉ Â c A
Where h(x j±1∕2) is a opproximation to numerical ŵT wT
flux f j±1∕2 with higher order accuracy that is where the coefficients ĉ and c used for the
treatment of non autonomous systems, are given
by the usual relation
IMEX Runge-Kutta schemes The use of a DIRK scheme for R is a sufficient
An IMEX Runge-Kutta scheme consists of condition to guarantee that F is always
applying an implicit discretization to the source evaluated explicitly.
terms In the case of system (2), in order to obtain a
and an explicit one to the non stiff term. When numerical scheme, a suitable space
applied to system (1) it takes the form discretization of equations (3)-(4) is required.
This discretization can be performed at the level
of the original system (2) in which case one has
a system of ODEs that is then solved in time by
the IMEX scheme (method of lines).
Alternatively one can apply a suitable space
discretization directly to the time discrete
The matrices A= (aij ), aij = 0 for j ≥ i and A = equations (3)-(4).
(aij ) are ν × ν matrices such that the resulting Finally we remark that previously developed
scheme is explicit in F, and implicit in R. An schemes, such as the Additive semi-implicit
IMEX Runge-Kutta scheme is characterized by Runge- Kutta methods of Zhong [49], and the
these two matrices and the coefficient vectors ˜ splitting Runge-Kutta methods of Jin et al. [26],
w = (ŵ1, . . . , ŵν ) , w = (w1, . . . ,wν ) .
T T
[10] can be rewritten as IMEX-RK schemes [38
Since the simplicity and efficiency of solving Applications
the algebraic equations corresponding to the
Finally we present some numerical results For simplicity we consider the case of the single
obtained with IMEX-SSP2-WENO and IMEX- scalar equation
SSP3-
WENO concerning situations in which
hyperbolic systems with relaxation play a major
role in applications. The results have been We have to distinguish between schemes based

obtained with N = 200 grid points. As usual the on cell averages (finite volume approach,

reference solution is computed on a much finer widely used for conservation laws) and schemes

grid. based on point values (finite difference

Shallow water approach).

First we consider a simple model of shallow Let Δx and Δt be the mesh widths. We
introduce the grid points
water flow [

where h is the water height with respect to the

bottom and hv the flux. 0 0 0 0

The zero relaxation limit of this model is given 1 1 0 0

by the inviscid Burgers equation. 1/2 1/4 1/4 0

The initial data we have considered is 1/6 1/6 2/3

with x ∈ [0, 1]. The solution at t = 0.5 in the

stiff regime ǫ = 10−8 using periodic boundary
conditions is given in Figure 4. For IMEX-
SSP2-WENO the dissipative effect due to the Table 5: Tableau for the explicit (left) implicit
use of (right) IMEX-SSP3(3,3,2) L-stable scheme
the Lax-Friedrichs flux is very pronounced. As
expected this effect becomes less relevant with
the
increase of the order of accuracy. We refer to
[26] for a comparison with the present results. α= 0.24169426078821, β = 0.06042356519705
IMEX-WENO schemes η = 0.12915286960590
Table 6: Tableau for the explicit (left) implicit discretization introduced in this paper:
(right) IMEX-SSP3(4,3,3) L-stable scheme
and use the standard notations

Finite difference methods

In this section, we focus on high-order accurate
finite difference WENO methods for the SWEs, where F(U) is the spatial operator.

which are well-balanced for the still water at We first rewrite the SWEs by splitting the

rest steady state (1.3). The main idea is to source term−ghbx into two terms

decompose the source term into a sum of two (gb2/2)x–g(h+b)bx. Hence the equations become

terms, and discretize each term independently

using a finite difference formula consistent with
theWENO approximation to the flux derivative
terms in the conservation law.
For the ease of presentation, we denote the
One could also incorporate the source term
(gb2/2)x to the numerical flux on the left hand
SWEs (1.1) by
side. We will show that, if written in this form,
any linear scheme is well-balanced for the still
water at rest steady state (1.3). We define a
whereU=(h,hu)T with the superscript T denoting
linear finite difference operator
the transpose, f (U)=(hu,hu2+1∕2 gh2)T
D to be one satisfying D(a f1+b f2)=aD(
is the flux and s(h,b) is the source term. In this
f1)+bD( f2) for constants a, b and arbitrary grid
paper, we mainly focus on the spatial
functions f1 and f2. A scheme for (2.2) is said to
discretization. Total variation diminishing
be a linear scheme if all the spatial
(TVD) high-order Runge-Kutta time
derivatives are approximated by linear finite
discretization [54] is usually used in practice for
difference operators. For any consistent linear
stability and to increase temporal accuracy. For
scheme, the first equation (hu)x=0 is satisfied
example, the third order TVD Runge-Kutta
exactly at the still water steady state (1.3). The
method can be coupled with all the spatial
second equation has the truncation error and bx, that must be approximated. The
approximation to the flux derivative term
(hu2+gh2/2)x proceeds as before using the
WENO approximation.

where D1, D2 and D3 are linear finite We notice that the WENO approximation to dx

difference operators. We further restrict our where d=hu2+gh2/2 can be eventually

attention to linear schemes which satisfy written out as

D1=D2=D3=D

for the still water steady state solutions. We can

easily prove such linear scheme is where r=3 for the fifth orderWENO
wellbalanced, and the detailed proof can be approximation and the coefficients ak depend
found in [56]. We now already have high-order nonlinearly on the smoothness indicators
well-balanced schemes for the SWEs. However, involving the grid function d. The key idea now
these schemes are linear, hence they will be is to use the difference operator Dd with d
oscillatory when the solution contains =hu2+gh2/2 fixed, namely to use the same
discontinuities. We would need to consider coefficients ak obtained through the smoothness
nonlinear schemes, for example, high-order indicators of d=hu2+gh2/2, and apply this
finite difference WENO schemes [3, 27, 36]. difference operator Dd to approximate (gb2/2)x
Next, we will use the fifth order finite and bx in the source terms. Thus
difference WENO scheme as an example to
demonstrate the basic ideas. We will not give
the details of the baseWENO schemes, and refer
to [27, 53] for such details.
We first consider the situation when theWENO
scheme is used without the flux splitting and the Clearly, the finite difference operator Dd,
local characteristic decomposition. The first obtained from the fifth order WENO procedure,
equation in (2.2) does not cause a problem for is a fifth order accurate approximation to the
the still water solution, as hu =0 and the first derivative on any grid function,
consistent WENO approximation to (hu)x is thus our approximation to the source terms is
exact. For the second equation in (2.2), there are also fifth order accurate. Plus, the finite
three derivative terms, (hu2+gh2/2)x, (gb2/2)x difference operator Dd, with the coefficients ak
based on the smoothness indicators of will not violate the well-balanced properties.
d=hu2+gh2/2 fixed, is a linear operator on any This modification is justified since b does not
grid functions. Thus we can prove that depend on the time t, hence the first equation in
component-wise WENO schemes, without the (1.1) can also be considered as an evolution
flux splitting or local characteristic equation for h+b instead of for h. We refer to
decomposition, are well-balanced with the [56] for the details. Therefore, we have
special handling of the source terms described Proposition 2.1. TheWENO schemes as stated
above. above are well-balanced for the still water
For the situation when the local characteristic steady state (1.3), and maintain their original
decomposition or Lax-Friedrichs flux splitting high order accuracy.
is invoked in the WENO procedure, the same Conclusion
well-balanced property can be obtained when
we apply the local characteristic decomposition
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