A RBFWENO finite difference scheme for Hamilton-Jacobi equations

Abstract The aim of this paper is to study the numerical application of radial basis functions (RBFs) approximation in the reconstruction process of well known ENO/WENO schemes. The resulted schemes are employed for approximating the viscosity solution of Hamilton–Jacobi (H–J) equations. The accuracy in the smooth area is enhanced by locally optimizing the shape parameter according to the results. It is revealed that the proposed schemes in this research prepare more accurate reconstructions and sharper solution near singularities by comparing the RBFENO/RBFWENO schemes and the classical ENO/WENO schemes for some benchmark examples. Looking at the several numerical examples in 1D, 2D and 3D illustrate that the proposed schemes in this paper perform better than the traditional ENO/WENO schemes for solving H–J equations.

[1]  H. Ishii Perron’s method for Hamilton-Jacobi equations , 1987 .

[2]  Jianliang Qian,et al.  Fifth-Order Weighted Power-ENO Schemes for Hamilton-Jacobi Equations , 2006, J. Sci. Comput..

[3]  Marizio Falcone,et al.  Discrete time high-order schemes for viscosity solutions of Hamilton-Jacobi-Bellman equations , 1994 .

[4]  Willem Hundsdorfer,et al.  High-order linear multistep methods with general monotonicity and boundedness properties , 2005 .

[5]  R. Courant,et al.  Methods of Mathematical Physics , 1962 .

[6]  S. Osher,et al.  High-order essentially nonsocillatory schemes for Hamilton-Jacobi equations , 1990 .

[7]  Rooholah Abedian,et al.  High-Order Semi-Discrete Central-Upwind Schemes with Lax–Wendroff-Type Time Discretizations for Hamilton–Jacobi Equations , 2017, Comput. Methods Appl. Math..

[8]  M. Falcone,et al.  Semi-Lagrangian schemes for Hamilton-Jacobi equations, discrete representation formulae and Godunov methods , 2002 .

[9]  P. Lions,et al.  Two approximations of solutions of Hamilton-Jacobi equations , 1984 .

[10]  S. Bryson,et al.  High-Order Semi-Discrete Central-Upwind Schemes for Multi-Dimensional Hamilton-Jacobi Equations , 2013 .

[11]  Z. Xin,et al.  Numerical Passage from Systems of Conservation Laws to Hamilton--Jacobi Equations, and Relaxation Schemes , 1998 .

[12]  P. Lions,et al.  Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations. , 1984 .

[13]  Antonio Marquina,et al.  Power ENO methods: a fifth-order accurate weighted power ENO method , 2004 .

[14]  Armin Iske,et al.  Adaptive ADER Methods Using Kernel-Based Polyharmonic Spline WENO Reconstruction , 2010, SIAM J. Sci. Comput..

[15]  P. Lions,et al.  Viscosity solutions of Hamilton-Jacobi equations , 1983 .

[16]  J. M. Powers,et al.  Mapped weighted essentially non-oscillatory schemes: Achieving optimal order near critical points , 2005 .

[17]  C. Micchelli Interpolation of scattered data: Distance matrices and conditionally positive definite functions , 1986 .

[18]  Jingyang Guo,et al.  Radial Basis Function ENO and WENO Finite Difference Methods Based on the Optimization of Shape Parameters , 2016, Journal of Scientific Computing.

[19]  S. Osher,et al.  Weighted essentially non-oscillatory schemes , 1994 .

[20]  M. Dehghan,et al.  Symmetrical weighted essentially non‐oscillatory‐flux limiter schemes for Hamilton–Jacobi equations , 2015 .

[21]  Chi-Wang Shu,et al.  Efficient Implementation of Weighted ENO Schemes , 1995 .

[22]  J. Qiu WENO schemes with Lax-Wendroff type time discretizations for Hamilton-Jacobi equations , 2007 .

[23]  Jingyang Guo,et al.  A RBF-WENO finite volume method for hyperbolic conservation laws with the monotone polynomial interpolation method , 2017 .

[24]  S. Osher,et al.  Efficient implementation of essentially non-oscillatory shock-capturing schemes,II , 1989 .

[25]  S. Osher,et al.  Uniformly high order accurate essentially non-oscillatory schemes, 111 , 1987 .

[26]  J. Sethian,et al.  Fronts propagating with curvature-dependent speed: algorithms based on Hamilton-Jacobi formulations , 1988 .

[27]  Jianxian Qiu,et al.  A new fifth order finite difference WENO scheme for Hamilton‐Jacobi equations , 2017 .

[28]  Chi-Wang Shu,et al.  Total variation diminishing Runge-Kutta schemes , 1998, Math. Comput..

[29]  Chi-Wang Shu Essentially non-oscillatory and weighted essentially non-oscillatory schemes for hyperbolic conservation laws , 1998 .

[30]  Chi-Wang Shu Total-variation-diminishing time discretizations , 1988 .

[31]  Roberto Ferretti,et al.  A Weighted Essentially Nonoscillatory, Large Time-Step Scheme for Hamilton-Jacobi Equations , 2005, SIAM J. Sci. Comput..

[32]  Danping Peng,et al.  Weighted ENO Schemes for Hamilton-Jacobi Equations , 1999, SIAM J. Sci. Comput..

[33]  Xiaohan Cheng,et al.  A sixth-order finite difference WENO scheme for Hamilton–Jacobi equations , 2019, Int. J. Comput. Math..

[34]  M. Falcone,et al.  Numerical Methods for Hamilton–Jacobi Type Equations , 2016 .

[35]  Chi-Wang Shu,et al.  Strong Stability-Preserving High-Order Time Discretization Methods , 2001, SIAM Rev..

[36]  P. Souganidis Approximation schemes for viscosity solutions of Hamilton-Jacobi equations , 1985 .

[37]  Martin Berzins Nonlinear data-bounded polynomial approximations and their applications in ENO methods , 2010, Numerical Algorithms.

[38]  Jan S. Hesthaven,et al.  Adaptive WENO Methods Based on Radial Basis Function Reconstruction , 2017, J. Sci. Comput..

[39]  Yeon Ju Lee,et al.  An improved weighted essentially non-oscillatory scheme with a new smoothness indicator , 2013, J. Comput. Phys..

[40]  Chao Yang,et al.  A new smoothness indicator for improving the weighted essentially non-oscillatory scheme , 2014, J. Comput. Phys..

[41]  P. Lions,et al.  User’s guide to viscosity solutions of second order partial differential equations , 1992, math/9207212.