A set of arbitrarily high-order WENO schemes for reconstructions on nonuniform grids is presented. These non-linear interpolation methods use simple smoothness indicators with a linear cost with respect to the order, making them easy to implement and computationally efficient. The theoretical analysis to verify the accuracy and the essentially non-oscillatory properties are presented together with some numerical experiments involving algebraic problems in order to validate them. Also, these general schemes are applied for the solution of conservation laws and hyperbolic systems in the context of finite volume methods.
The weighted essentially non-oscillatory (WENO) schemes are a popular class of high order accurate numerical methods for solving hyperbolic partial differential equations (PDEs). However when the spatial dimensions are high, the number of spatial grid points increases significantly. It leads to large amount of operations and computational costs in the numerical simulations by using nonlinear high order accuracy WENO schemes such as a fifth order WENO scheme. How to achieve fast simulations by high order WENO methods for high spatial dimension hyperbolic PDEs is a challenging and important ques…
A High-Order Modified Finite Volume WENO Method on 3D Cartesian Grids
School of Mathematics and Systems Science, Beihang University（北京航空航天大学数学与系统科学学院）；ICMSEC and LSEC, Academy of Mathematics and Systems Science, Chinese Academy of Sciences（中国科学院数学与系统科学研究院）；School of Mathematical Sciences, University of Chinese Academy of Sciences（中国科学院大学数学科学学院）
As we found previously, when critical points occur within grid intervals, the accuracy relations of smoothness indicators of WENO-JS would differ from that assuming critical points occurring on grid nodes, and accordingly the global smoothness indicator in WENO-Z scheme will differ from the original one. Based on above understandings, we first discuss several issues regarding current third-order WENO-Z improvements (e.g. WENO-NP3, -F3, -NN3, -PZ3 and -P+3), i.e. the numerical results with scale dependency, the validity of analysis assuming critical points occurring on nodes, and the sensitivit…
In \cite{christlieb2019kernel}, the authors developed a class of high-order numerical schemes for the Hamilton-Jacobi (H-J) equations, which are unconditionally stable, yet take the form of an explicit scheme. This paper extends such schemes, so that they are more effective at capturing sharp gradients, especially on nonuniform meshes. In particular, we modify the weighted essentially non-oscillatory (WENO) methodology in the previously developed schemes by incorporating an exponential basis and adapting the previously developed nonlinear filters used to control oscillations. The main advantag…
Simulation of 3D low-frequency electromagnetic fields propagating in the Earth is computationally expensive. We present a fictitious wave domain high-order finite-difference time-domain (FDTD) modelling method on nonuniform grids to compute frequency-domain 3D controlled-source electromagnetic (CSEM) data. The method overcomes the inconsistency issue widely present in the conventional 2nd order staggered grid finite difference scheme over nonuniform grid, achieving high accuracy with arbitrarily high order scheme. The finite-difference coefficients adaptive to the node spacings, can be accurat…
We consider the finite difference discretization of isotropic elastic wave equations on nonuniform grids. The intended applications are seismic studies, where heterogeneity of the earth media can lead to severe oversampling for simulations on uniform grids. To address this issue, we demonstrate how to properly couple two non-overlapping neighboring subdomains that are discretized uniformly, but with different grid spacings. Specifically, a numerical procedure is presented to impose the interface conditions weakly through carefully designed penalty terms, such that the overall semi-discretizati…
We propose a WENO finite difference scheme to approximate anelastic flows, and scalars advected by them, on staggered grids. In contrast to existing WENO schemes on staggered grids, the proposed scheme is designed to be arbitrarily high-order accurate as it judiciously combines ENO interpolations of velocities with WENO reconstructions of spatial derivatives. A set of numerical experiments are presented to demonstrate the increase in accuracy and robustness with the proposed scheme, when compared to existing WENO schemes and state-of-the-art central finite difference schemes.
A new scheme for communication between overset grids using subcells and Weighted Essentially Non Oscillatory (WENO) reconstruction for two-dimensional problems has been proposed. The effectiveness of this procedure is demonstrated using the discontinuous Galerkin method (DGM). This scheme uses WENO reconstruction using cell averages by dividing the immediate neighbors into subcells to find the degrees of freedom in cells near the overset interface. This also has the added advantage that it also works as a limiter if a discontinuity passes through the overset interface. Accuracy tests to demons…
In this paper, a simple and efficient third-order weighted essentially non-oscillatory (WENO) reconstruction is developed for three-dimensional flows, in which the idea of two-dimensional WENO-AO scheme on unstructured meshes \cite{WENO-ao-3} is adopted. In the classical finite volume type WENO schemes, the linear weights for the candidate stencils are obtained by solving linear systems at Gaussian quadrature points of cell interface. For the three-dimensional scheme, such operations at twenty-four Gaussian quadrature points of a hexahedron would reduce the efficiency greatly, especially for t…
Context. Several numerical problems require the interpolation of discrete data that present various types of discontinuities. The radiative transfer is a typical example of such a problem. This calls for high-order well-behaved techniques to interpolate both smooth and discontinuous data. Aims. The final aim is to propose new techniques suitable for applications in the context of numerical radiative transfer. Methods. We have proposed and tested two different techniques. Essentially non-oscillatory (ENO) techniques generate several candidate interpolations based on different substencils. The s…
In this paper, we present a new Hermite type curve piecewise polynomial of C1 continuity on nonuniform grids. Depending on the location of the knots of the grid (uniform and nonuniform), the curve is quadratic or cubic. The approximation error is investigated. For nonuniform grids a method for calculating the first and second derivatives in knots is proposed. We also perform several numerical experiments which exemplify the properties of the proposed curve. Graphic examples are given.
We present an approach to simulate the 3D isotropic elastic wave propagation using nonuniform finite difference discretization on staggered grids. Specifically, we consider simulation domains composed of layers of uniform grids with different grid spacings, separated by nonconforming interfaces. We demonstrate that this layer-wise finite difference discretization has the potential to significantly reduce the simulation cost, compared to its fully uniform counterpart. Stability of such a discretization is achieved by using specially designed difference operators, which are variants of the stand…
In this work, we benchmark and discuss the performance of the scalable methods for the Poisson problem which are used widely in practice: the fast Fourier transform (FFT), the fast multipole method (FMM), the geometric multigrid (GMG), and algebraic multigrid (AMG). In total we compare five different codes, three of which are developed in our group. Our FFT, GMG, and FMM are parallel solvers that use high-order approximation schemes for Poisson problems with continuous forcing functions (the source or right-hand side). We examine and report results for weak scaling, strong scaling, and time to…
We prove sharp lower bounds for the smallest singular value of a partial Fourier matrix with arbitrary "off the grid" nodes (equivalently, a rectangular Vandermonde matrix with the nodes on the unit circle), in the case when some of the nodes are separated by less than the inverse bandwidth. The bound is polynomial in the reciprocal of the so-called "super-resolution factor", while the exponent is controlled by the maximal number of nodes which are clustered together. As a corollary, we obtain sharp minimax bounds for the problem of sparse super-resolution on a grid under the partial clusterin…
A Superfast Direct Solver for 2D Type-II Inverse Nonuniform Discrete Fourier Transform Based on Hierarchically Semiseparable Matrices
School of Mathematical Sciences, Fudan University（复旦大学数学科学学院）；Shanghai Key Laboratory for Contemporary Applied Mathematics, Fudan University（复旦大学当代应用数学上海市重点实验室）
The nonuniform fast Fourier transform (NUFFT) generalizes the FFT to off-grid data. Its many applications include image reconstruction, data analysis, and the numerical solution of differential equations. We present FINUFFT, an efficient parallel library for type 1 (nonuiform to uniform), type 2 (uniform to nonuniform), or type 3 (nonuniform to nonuniform) transforms, in dimensions 1, 2, or 3. It uses minimal RAM, requires no precomputation or plan steps, and has a simple interface to several languages. We perform the expensive spreading/interpolation between nonuniform points and the fine gri…
In this work, we investigate the two-step backward differentiation formula (BDF2) with nonuniform grids for the Allen-Cahn equation. We show that the nonuniform BDF2 scheme is energy stable under the time-step ratio restriction $r_k:=τ_k/τ_{k-1}<(3+\sqrt{17})/2\approx3.561.$ Moreover, by developing a novel kernel recombination and complementary technique, we show, for the first time, the discrete maximum principle of BDF2 scheme under the time-step ratio restriction $r_k<1+\sqrt{2}\approx 2.414$ and a practical time step constraint. The second-order rate of convergence in the maximum norm is a…
Second derivative general linear methods (SGLMs) have been already implemented in a variable stepsize environment using Nordsieck technique. In this paper, we introduce variable stepsize SGLMs directly on nonuniform grid. By deriving the order conditions of the proposed methods of order $p$ and stage order $q=p$, some explicit examples of these methods up to order four are given. By some numerical experiments, we show the efficiency of the proposed methods in solving nonstiff problems and confirm the theoretical order of convergence.
A High-Order Compact Finite Volume Method for Unstructured Grids: Scheme Space Formulation and One-Dimensional Implementations
State Key Laboratory for Turbulence and Complex Systems, Department of Mechanics, School of Mechanics and Engineering Science, Peking University（北京大学力学与工程科学系、力学与工程科学学院湍流与复杂系统国家重点实验室）
An explicit stabilized additive Runge-Kutta scheme is proposed. The method is based on a splitting of the problem in severely stiff and mildly stiff subproblems, which are then independently solved using a Runge-Kutta-Chebyshev scheme. The number of stages is adapted according to the subproblem's stiffness and leads to asynchronous integration needing ghost values. Whenever ghost values are needed, linear interpolation in time between stages is employed. One important application of the scheme is for parabolic partial differential equations discretized on a nonuniform grid. The goal of this pa…
We present a new polynomial-free prolongation scheme for Adaptive Mesh Refinement (AMR) simulations of compressible and incompressible computational fluid dynamics. The new method is constructed using a multi-dimensional kernel-based Gaussian Process (GP) prolongation model. The formulation for this scheme was inspired by the GP methods introduced by A. Reyes et al. (A New Class of High-Order Methods for Fluid Dynamics Simulation using Gaussian Process Modeling, Journal of Scientific Computing, 76 (2017), 443-480; A variable high-order shock-capturing finite difference method with GP-WENO, Jou…
In this paper, we develop a high order residual distribution (RD) method for solving steady state conservation laws in a novel Hermite weighted essentially non-oscillatory (HWENO) framework recently developed in [24]. In particular, we design a high order HWENO integration for the integrals of source term and fluxes based on the point value of the solution and its spatial derivatives, and the principles of residual distribution schemes are adapted to obtain steady state solutions. Two advantages of the novel HWENO framework have been shown in [24]: first, compared with the traditional HWENO fr…
