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Computers & Fluids 34 (2005) 705–720

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WENO schemes based on upwind and centred TVD fluxes


a,* b
V.A. Titarev , E.F. Toro
a
Department of Mathematics, Faculty of Science, University of Trento, Trento, Italy
b
Laboratory of Applied Mathematics, Faculty of Engineering, University of Trento, Trento, Italy

Received 23 June 2003; received in revised form 6 March 2004; accepted 27 May 2004
Available online 27 October 2004

Abstract

In this paper we propose to use second-order TVD fluxes, instead of first-order monotone fluxes, in the
framework of finite-volume weighted essentially non-oscillatory (WENO) schemes. We call the new
improved schemes the WENO-TVD schemes. They include both upwind and centred schemes on non-stag-
gered meshes. Numerical results suggest that our schemes are superior to the original schemes used with
first-order monotone fluxes. This is especially so for long time evolution problems containing both smooth
and non-smooth features.
 2004 Elsevier Ltd. All rights reserved.

1. Introduction

We are concerned with improved weighted essentially non-oscillatory (WENO) methods


[4,5,1,6] for solving hyperbolic conservation laws. In these methods high-order of spatial accuracy
is achieved by means of a reconstruction procedure [4,1] which avoids generating spurious oscil-
lations near discontinuities and at the same time maintains uniformly high-order accuracy in the
regions where the solution is smooth. At each cell interface the reconstruction produces two
different values of the vector of conservative variables, called the left and right boundary

*
Corresponding author.
E-mail addresses: titarev@science.unitn.it (V.A. Titarev), toro@ing.unitn.it (E.F. Toro).
URLs: http://www.science.unitn.it/~titarev, http://www.ing.unitn.it/toro.

0045-7930/$ - see front matter  2004 Elsevier Ltd. All rights reserved.
doi:10.1016/j.compfluid.2004.05.009
706 V.A. Titarev, E.F. Toro / Computers & Fluids 34 (2005) 705–720

extra-polated values. The resulting discontinuity is resolved by means of a monotone function of


two variables, called a numerical flux. Finally, a TVD Runge–Kutta method is used to advance
the solution in time.
Usually, only first-order monotone fluxes are considered as the building block for the construc-
tion of higher-order schemes. In this paper we propose to use second-order Total Variation
Diminishing (TVD) fluxes as the building block in high-order methods and apply the principle
to the finite-volume WENO schemes. We call the new improved schemes the WENO-TVD
schemes. There appear to be two candidate TVD fluxes that can be readily used as the building
block for very high-order schemes. These are the fluxes of the Flux Limiter Centred (FLIC)
scheme of Toro and Billett [11] and the Weighted Average Flux (WAF) scheme of Toro
[13,14]. Both fluxes achieve second-order of accuracy in space and time without performing data
reconstruction, and this appears to be the key issue. The WAF flux is an upwind flux and can
be used with the exact or any approximate Riemann solver available. We recommend using com-
plete Riemann solvers that include all waves in the Riemann problem solution. The FLIC flux is
centred and requires no (explicit) wave propagation information.
Numerical results suggest that the new methods proposed here improve upon the original
WENO methods in terms of better convergence, higher overall accuracy and better resolution
of discontinuities in linearly degenerate fields, such as contact discontinuities. This is especially
evident for long time evolution problems and coarse meshes.
The paper is organized as follows. In Section 2 we briefly review the framework for constructing
finite-volume non-staggered mesh WENO schemes. In Section 3 we review the TVD fluxes to be
used as the building block in the methods. Numerical results are presented in Section 4 and con-
clusions are drawn in Section 5.

2. The numerical scheme

In this section we review the construction of semi-discrete finite-volume schemes for hyperbolic
systems in conservation form
@ t Q þ @ x FðQÞ ¼ 0; ð1Þ
along with initial and boundary conditions. Here Q(x,t) is the vector of unknown conservative
variables and F(Q) is the physical flux vector. Consider a control volume in x space [xi1/2,
xi+1/2] of dimension Dx = xi+1/2  xi1/2. Integrating (1) with respect to x over the volume and
keeping the time variable t continuous we obtain the following semi-discrete finite-volume scheme
which is in fact a system of ordinary differential equations (ODE):
d 1  
Qi ðtÞ ¼  Fiþ1=2  Fi1=2  Li ðQÞ; ð2Þ
dt Dx
where Qi(t) is the space average of the solution in the cell [xi1/2, xi+1/2] at time t and Fi+1/2 =
F(Q(xi+1/2,t)) is the numerical flux at x = xi+1/2 and time t, that is
Z xiþ1=2
1
Qi ðtÞ ¼ Qðx; tÞ dx; Fiþ1=2 ¼ FðQðxiþ1=2 ; tÞÞ: ð3Þ
Dx xi1=2
V.A. Titarev, E.F. Toro / Computers & Fluids 34 (2005) 705–720 707

In current non-staggered mesh WENO schemes the numerical solution of (2) is usually advanced
in time by means of a TVD Runge–Kutta method, see e.g. [4,1]. In this paper we use the following
third-order method [8] (here we dropped the index i)
Qðnþ1=3Þ ¼ Qn þ Dt LðQn Þ;
3 1 1
Qðnþ2=3Þ ¼ Qn þ Qðnþ1=3Þ þ Dt LðQðnþ1=3Þ Þ; ð4Þ
4 4 4
1 2 2
Qnþ1 ¼ Qn þ Qðnþ2=3Þ þ Dt LðQðnþ2=3Þ Þ:
3 3 3
The numerical flux at the cell boundary xi+1/2 is defined as a monotone function of left and right
extrapolated values QLiþ1=2 , QRiþ1=2 :
Fiþ1=2 ¼ FðQiþ1=2 ðtÞÞ ¼ Fiþ1=2 ðQLiþ1=2 ; QRiþ1=2 Þ: ð5Þ
These extrapolated values are obtained from cell averages by means of a high-order essentially
non-oscillatory polynomial reconstruction. In this paper we use the fifth-order WENO recon-
struction proposed in [4]. Higher-order reconstructions are also possible, such as those developed
in [1]. For a scalar function q(x) the fifth-order accurate left boundary extrapolated value qLiþ1=2 is
defined as
qLiþ1=2 ¼ x0 v0 þ x1 v1 þ x2 v2 ; ð6Þ
where vk is the extrapolated value obtained from cell averages in the kth stencil Sk =
(i  k, i  k + 1, i  k + 2):
1
v0 ¼ ðqiþ2 þ 5qiþ1 þ 2qi Þ;
6
1
v1 ¼ ðqi1 þ 5qi þ 2qiþ1 Þ; ð7Þ
6
1
v2 ¼ ð2qi2  7qi1 þ 11qi Þ;
6
and xk, k = 1, 2, 3, are nonlinear WENO weights given by
ak 3 3 1
xk ¼ P3 ; a0 ¼ 2
; a1 ¼ 2
; a2 ¼ 2
: ð8Þ
l¼0 al 10ðe þ IS 0 Þ 5ðe þ IS 1 Þ 10ðe þ IS 2 Þ
Here a small parameter e is introduced to avoid division by zero. For choices of e see Section 3.3.
The smoothness indicators ISk are given by [4]
13 1
IS 0 ¼ ðq  2qiþ1 þ qiþ2 Þ2 þ ð3qi  4qiþ1 þ qiþ2 Þ2 ;
12 i 4
13 1
IS 1 ¼ ðqi1  2qi þ qiþ1 Þ2 þ ðqi1  qiþ1 Þ2 ;
12 4
13 1
IS 2 ¼ ðqi2  2qi1 þ qi Þ2 þ ðqi2  4qi1 þ qi Þ2 :
12 4
R
The right value qiþ1=2 is obtained by symmetry.
For systems the reconstruction is carried out in characteristic variables rather than conservative
variables and (6) is applied to each characteristic field. It can be shown that the use of conservative
708 V.A. Titarev, E.F. Toro / Computers & Fluids 34 (2005) 705–720

variables (in a component-wise manner) in the reconstruction results in considerable spurious


oscillations even for simple shock-tube problems [6]. Moreover, these spurious oscillations do
not vanish as the mesh is refined.
The description of the scheme is complete when a non-oscillatory flux (5) is chosen. In the next
section we review possible centred and upwind fluxes which can be used.

3. Fluxes

In this section we review different non-oscillatory fluxes that can be used as the building block
in the semi-discrete WENO schemes with TVD Runge–Kutta time stepping. These are monotone
first-order centred and upwind fluxes as well as fluxes associated with fully discrete second-order
TVD schemes.
A distinguishing feature of upwind fluxes is that they explicitly utilise information on wave
propagation contained in the governing equations. Godunov [3] first introduced the idea of using
the self-similar solution of the local Riemann problem to compute an upwind numerical flux,
incorporating in this manner the physics of wave propagation into the numerical method.
Although for gamma-law gases exact solvers are quite fast now [12], they become costly and com-
plicated for general equations of state as the calculation of the exact solution will involve a double
iterative procedure. Later, many researchers, including Godunov himself, proposed to use
approximate solutions in the construction of upwind fluxes thus reducing the computational cost
substantially.
Centred (or symmetric) fluxes contain no explicit wave propagation information (no upwind-
ing). This makes them simple, efficient and applicable to very complex equations. However, there
is a price to be paid for the simplicity of centred fluxes: in general, the more sophisticated upwind
fluxes with complete Riemann solvers give results that are far superior to those of centred fluxes.
In particular, waves associated with linearly degenerate fields, such as contact waves, shear waves
and vortices, are poorly resolved by centred fluxes. This is especially so for long evolution times.
For the rest of the section we specialise our presentation of the fluxes as applied to the one-
dimensional compressible Euler equations for a gamma-law gas
9
@ t Q þ @ x FðQÞ ¼ 0 >
>
>
Q ¼ ðq; m; EÞT =
ð9Þ
FðQÞ ¼ Qu þ ð0; p; puÞT > >
  >;
p ¼ ðc  1Þ E  12 qu2

where q, u, p and E are density, velocity, pressure and total energy, respectively; m = qu is momen-
tum and c is the ratio of specific heats.

3.1. Centred fluxes

As a basic first-order centred flux we consider here the flux of the First-Order Centred Scheme
(FORCE) [10,12] which is derived as the deterministic version of the staggered-grid Random
Choice Method:
V.A. Titarev, E.F. Toro / Computers & Fluids 34 (2005) 705–720 709





1 L 1=2 Dx R
FFORCE
iþ1=2 QLiþ1=2 ; QRiþ1=2
¼ F R
þ 2F Qiþ1=2 þ Fiþ1=2  L
Qiþ1=2  Qiþ1=2 ;
4 iþ1=2 Dt
1 L
1 Dt

ð10Þ
Q1=2
iþ1=2 ¼ Q iþ1=2 þ Q R
iþ1=2  F Q R
iþ1=2  F Q L
iþ1=2 ;
2 2 Dx
FLiþ1=2 ¼ FðQLiþ1=2 Þ; FRiþ1=2 ¼ FðQRiþ1=2 Þ:
It turns out that the above flux is an arithmetic mean of the Lax–Friedrichs and Lax–Wendroff
fluxes. It can be shown [10,12] that the numerical viscosity of the FORCE flux is smaller than that
of the Lax–Friedrichs flux by a factor of two. Properties of the FORCE flux, including conver-
gence, are discussed in [2].
Now the idea is to substitute the first-order FORCE flux by some high-order but non-oscilla-
tory centred flux such as the flux of a TVD method. Most of the modern TVD schemes achieve
non-oscillatory behaviour by applying a certain monotonicity constraint on the boundary extrap-
olated values QLiþ1=2 , QRiþ1=2 obtained from a reconstruction procedure. Thus, they cannot be used
with the WENO schemes because the application of such a constraint would conflict with the
sought high-order accuracy of the scheme. To our knowledge the only centred second-order
non-oscillatory flux which does not need any constrains on QLiþ1=2 , QRiþ1=2 is the flux of the FLIC
scheme [11,12]. This flux achieves second-order of accuracy in space and time without performing
data reconstruction. Thus, it can be used directly with boundary extrapolated values.
The FLIC flux is a flux-limited version of the Lax–Wendroff scheme using the FORCE flux as
the lower-order monotone flux:
1=2
FFLIC FORCE LW FORCE
iþ1=2 ¼ Fiþ1=2 þ uiþ1=2 ðFiþ1=2  Fiþ1=2 Þ; FLW
iþ1=2 ¼ FðQiþ1=2 Þ; ð11Þ
where ui+1/2 is a flux limiter. There are several possible choices of the flux limiter ui+1/2 [11,12].
Here we use the limiter which is analogous, but not equivalent to SUPERBEE limiter of Roe [7]
and can be found in [11] or in Section 14.5.2 of [12].
The limiter function depends on the flow parameter r = ri+1/2. For the Euler equations we rec-
ommend the following procedure to choose the flow parameter. First we compute
DEi1=2 DEiþ3=2
rLiþ1=2 ¼ ; rRiþ1=2 ¼ ; ð12Þ
DEiþ1=2 DEiþ1=2
where E is total energy and
DEiþ1=2 ¼ ERiþ1=2  ELiþ1=2 :
Recall that ERiþ1=2 and ELiþ1=2 are obtained from the reconstruction step. Then we compute the flux
limiter as

uiþ1=2 ¼ min uðrLiþ1=2 Þ; uðrRiþ1=2 Þ

and apply it to all components of the flux in (11).

3.2. Upwind fluxes

For our upwind methods we use the HLLC flux [15] as the basic upwind flux. We remark that
the HLLC flux and associated Riemann solver contain all waves in the Riemann problem
710 V.A. Titarev, E.F. Toro / Computers & Fluids 34 (2005) 705–720

solution, do not use linearisation of the equations and work well for low-density problems and at
sonic points, no entropy fix is needed.
An updated version of HLLC for the split 3D Euler equations is found in [12]. Assuming a
three-wave structure with speed estimates given by S Liþ1=2 < S iþ1=2 < S Riþ1=2 , for the one-dimen-
sional Euler equations (9) the HLLC Riemann solver defines the numerical flux as
8 L
>
> Fiþ1=2 ; if 0 6 S Liþ1=2 ;
>
>

>
>
< FL
iþ1=2 ¼ FLiþ1=2 þ S Liþ1=2 QLiþ1=2  QLiþ1=2 ; if S Liþ1=2 6 0 6 S iþ1=2 ;
FHLLC
iþ1=2 ¼

ð13Þ
>
> F R
¼ F R
þ S R
QR
 Q R
; if S 
6 0 6 S R
;
>
> iþ1=2 iþ1=2 iþ1=2 iþ1=2 iþ1=2 iþ1=2 iþ1=2
>
>
: FR ; if 0 P S R
;
iþ1=2 iþ1=2

where
2 3
1
!6
6 S iþ1=2 7
7
S Kiþ1=2  uKiþ1=2 6 2 37
QK K 6 7
iþ1=2 ¼ qiþ1=2
S Kiþ1=2  S iþ1=2 6
6 EKiþ1=2 

6 pK 7
7
7
4 qK S iþ1=2  uiþ1=2 4S iþ1=2 þ
K iþ1=2

5 5
iþ1=2
qK
iþ1=2
SK
iþ1=2
uK
iþ1=2

for K = L and K = R. The wave speeds S Liþ1=2 , S iþ1=2 and S Riþ1=2 must be estimated. We use the pres-
sure-velocity estimates of Section 10.5.2 of [12].
Finally, we propose to use a second-order upwind TVD flux as the building block in the high-
order WENO schemes. It appears as if the only upwind flux which does not impose any constrains
on the boundary extrapolated values is the flux of the WAF method, a second-order TVD method
[13,14]. WAF is a one-step Godunov-type method which achieves the second-order of accuracy in
time and space by averaging the solution of the conventional Riemann problem with piece-wise
constant initial data, that is without data reconstruction.
Assuming that the HLLC Riemann solver is used on the boundary extrapolated values as given
by (13), the unlimited version of the WAF flux can be written as follows:

1 L 1X 3
ðkÞ
FWAF
iþ1=2 ¼ ðF þ FR
Þ  ck DFiþ1=2 ; ð14Þ
2 iþ1=2 iþ1=2
2 k¼1
k Dt
where ck ¼ SDx is the Courant number associated with wave k of speed Sk in the solution of the
ðkÞ
Riemann problem and DFiþ1=2 is the jump in F across wave k:
ð1Þ ð2Þ ð3Þ
DFiþ1=2 ¼ FL L
iþ1=2  Fiþ1=2 ; DFiþ1=2 ¼ FR L
iþ1=2  Fiþ1=2 ; DFiþ1=2 ¼ FRiþ1=2  FR
iþ1=2 :

Flux (14) gives a second-order accurate scheme in space and time, which is linear and thus oscil-
latory. A non-oscillatory, TVD, version is given by
1 L
1X 3
ðkÞ
FWAF
iþ1=2 ¼ F þ F R
 signðck ÞAk DFiþ1=2 ; ð15Þ
2 iþ1=2 iþ1=2
2 k¼1
V.A. Titarev, E.F. Toro / Computers & Fluids 34 (2005) 705–720 711

where Ak is a WAF flux limiter function. There are several possible choices of the WAF flux lim-
iter. Here we use the limiter which is equivalent to SUPERBEE limiter of Roe [7] and can be
found in [13,14] or in Section 14.3.4 of [12].
The limiter function depends on a flow parameter r(k) which refers to wave k in the solution of
the Riemann problem and is the following ratio:
8
< DqðkÞ =DqðkÞ ; if ck > 0;
i1=2 iþ1=2
rðkÞ ¼ ð16Þ
: DqðkÞ =DqðkÞ ; if ck < 0:
iþ3=2 iþ1=2

Here q is a suitable flow variable which must change across each wave family in the solution of
ðkÞ
the Riemann problem; Dqlþ1=2 denotes the jump in q across wave k in the self-similar solution
Ql+1/2(n, s) in the Riemann problem with data ðQLiþ1=2 ; QRiþ1=2 Þ. For the Euler equations the choice
q = q (density) usually gives very satisfactory results.
We would like to draw the attention of the reader to the fact that in the case of no reconstruc-
tion (piece-wise constant representation of the solution inside a cell) the original WENO schemes
with first-order fluxes as the building block reduce to a first-order monotone scheme whereas the
WENO-TVD schemes presented here reduce to a second-order TVD scheme.
It is known that the use of compressive limiters in TVD schemes affects, in an adverse manner,
smooth parts of the solution, the effect known as squaring. However, in the framework of higher-
order WENO schemes the squaring effect is smoothed out, retaining the extra benefits of a com-
pressive limiter in resolving discontinuities, particularly contact discontinuities. This will become
apparent in the numerical results shown in the next section.

3.3. Implementation issues

To complete this section we address some implementation issues. First let us discuss the choice
of the parameter e in the nonlinear WENO weights (8) used to avoid division by zero. The smaller
values of this parameter are better for obtaining non-oscillatory profiles of discontinuities whereas
larger values lead to better convergence rates for smooth solutions. In the existing literature one
usually takes e = 106. However, our experience shows that for very long time propagation prob-
lems it is better to use a much smaller value of e for WENO-TVD schemes. This is probably due to
the fact that the numerical dissipation of these schemes is much smaller than that of WENO
schemes with first-order fluxes. A similar effect was observed for the ADER-WAF schemes in
[16]. Thus we take e = 1020 for WENO-TVD schemes and e = 106 for conventional WENO
schemes. Our numerical experiments show that for fifth and higher-order reconstructions such
a choice of e does not affect the convergence properties of the WENO-TVD schemes for smooth
solutions.
The computation of the ratio r = N/D in (12) and (16) requires special attention when the
denominator D is small, jDj d, say, where d is a small positive number. For TVD methods, expe-
rience shows that the robustness of the methods does not depend too crucially on the way this step
is handled, while accuracy does. For the computations reported in this paper, the following pro-
cedure was applied:
712 V.A. Titarev, E.F. Toro / Computers & Fluids 34 (2005) 705–720


b
N e signðX Þ; if j X j6 d;
r¼ ; b ¼
X ð17Þ
b
D X; otherwise;
where X = N, D. We take d = 106. From (17) it can be easily seen that for nearly uniform flow
r
1, leading to second-order accuracy, the correct behaviour of a TVD scheme. It seems to us
that the implementation of TVD criteria in the context of the construction of very high-order
methods may require some further investigations.

4. Numerical results

In this section we compare numerical results of the new WENO-TVD schemes (with TVD
fluxes) proposed here with those of the conventional WENO schemes (with first-order fluxes)
and address the issue of computational cost of the schemes. Here we choose the FORCE
(10) and HLLC fluxes (13) as the representatives of first-order monotone centred and upwind
fluxes and the FLIC (11) and WAF (15) fluxes as the representatives of second-order centred
and upwind TVD fluxes respectively. We use, throughout, schemes with fifth-order WENO spatial
reconstruction and the third-order TVD Runge–Kutta method (4). We denote the schemes
WENO-FORCE, WENO-HLLC, WENO-FLIC and WENO-WAF schemes.
An important issue is the choice of the Courant number, which defines the time step. The
WENO schemes are linearly stable for Courant numbers up to unity [4]. However, for solutions
with discontinuities smaller Courant numbers are usually used, typically in the range of
CFL = 0.4–0.6. Here CFL denotes the maximum Courant number for each time step.
In the numerical experiments we use very large output times, corresponding to hundreds of
thousand of time steps, and for solutions containing delicate features such as contact discontinu-
ities. We remark that there is no point in using expensive and complex very high-order methods
for short-time propagation problems since for such problems conventional TVD schemes often
give acceptable results while being much faster and simpler. The sophistication of very high-order
methods can be justified only for very long time propagation.

4.1. Linear advection equation

We solve the linear advection equation


@ t q þ k@ x q ¼ 0; k ¼ 1; ð18Þ
for the following initial condition [4,9,1]:
8
>
> expðln 2 ðx þ 0:7Þ2 =0:0009Þ; 0:8 6 x 6 0:6;
>
>
>
> 0:4 6 x 6 0:2;
< 1;
qðx; 0Þ ¼ 1 j 10x  1 j; 0:0 6 x 6 0:2; ð19Þ
>
>
>
> ð1  100ðx  0:5Þ2 Þ1=2 ; 0:4 6 x 6 0:6;
>
>
:
0; otherwise;
V.A. Titarev, E.F. Toro / Computers & Fluids 34 (2005) 705–720 713

and periodic boundary conditions. The solution is a combination of a discontinuous square pulse
and several continuous but narrow profiles. Following the original papers [4,9,1], we use the Cou-
rant number CFL = 0.4 for all schemes. We compute the solution at the output times t = 20 (short
time evolution) and t = 2000 (long time evolution). For the second output time the initial profile is
propagated 1000 times over the spatial domain; for the mesh of 200 cells and CFL = 0.4 this cor-
responds to 5 · 105 time steps.
Table 1 shows convergence studies for cell averages of the solution in the L1 norm. We observe
that for the small output time t = 20 (10 periods) all schemes converge with first-order of accuracy.
The situation is very different when we consider the second, much larger output time t = 2000
(1000 periods). The WENO-FORCE scheme converges poorly; the mesh refinement from 400
to 1600 cells has little effect on the size of the error. The WENO-HLLC performs better but still
the first-order convergence rate is achieved only on the finest mesh. Finally, we see that the new
WENO-TVD schemes are clearly superior to the original WENO schemes. In particular, on the
finest mesh of 1600 cells WENO-FLIC is more accurate than WENO-FORCE by a factor of five.
The WENO-WAF scheme produces the most accurate results of all methods; its error is four
times smaller than that of the WENO-HLLC scheme.
We would like to draw the attention of the reader to the fact that for discontinuous solutions
like the one considered above, modern shock-capturing schemes are expected to achieve the first-
order convergence rate in the integral L1 norm. The first column in Table 1 illustrates that for
t = 20 all schemes in the study do achieve the theoretically expected convergence rate. However,
for the second, more demanding, output time t = 2000 the convergence rate of conventional

Table 1
Convergence study for various schemes as applied to the model equation (18) with initial condition (19) at output times
t = 20 and t = 2000
Scheme N t = 20 t = 2000
L1 r1 L1 r1
1 1
WENO-FORCE 200 1.16 · 10 5.24 · 10
400 5.09 · 102 1.19 5.50 · 101 0.07
800 2.45 · 102 1.06 4.61 · 101 0.26
1600 1.65 · 102 0.57 2.97 · 101 0.63
WENO-HLLC 200 1.05 · 101 4.07 · 101
400 4.55 · 102 1.21 3.98 · 101 0.03
800 2.13 · 102 1.09 3.26 · 101 0.29
1600 1.16 · 102 0.88 1.65 · 101 0.98
WENO-FLIC 200 9.66 · 102 3.49 · 101
400 4.10 · 102 1.24 2.49 · 101 0.49
800 1.91 · 102 1.10 1.14 · 101 1.13
1600 1.01 · 102 0.92 6.00 · 102 0.93
WENO-WAF 200 7.85 · 102 3.02 · 101
400 3.50 · 102 1.17 1.48 · 101 1.03
800 1.66 · 102 1.07 6.63 · 102 1.16
1600 8.71 · 103 0.93 3.25 · 102 1.03
CFL = 0.4 for all schemes.
714 V.A. Titarev, E.F. Toro / Computers & Fluids 34 (2005) 705–720

WENO schemes approaches the expected value only on the finest mesh. The new WENO-TVD
schemes have a clear edge here since they attain the convergence rate of unity much faster and
on courser meshes. Another important factor is the actual size of the error on a given mesh. From
Table 1 we see that due to the much faster convergence of the WENO-TVD schemes with mesh
refinement they produce much smaller errors as compared to conventional WENO schemes with
first-order fluxes used as the building block.
Fig. 1 depicts graphical results of various methods for the output time t = 2000 on the mesh of
200 cells (5 · 105 time steps). In all figures the continuous line corresponds to the exact solution
and symbols correspond to the numerical solution. We observe that the centred WENO-FORCE
scheme produces rather inaccurate result: namely the numerical solution contains hardly any of
the features present in the exact solution. Other WENO schemes are more accurate. In particular,
the new centred WENO-FLIC scheme is significantly more accurate than the WENO-FORCE
scheme. Overall, for the given mesh the WENO-WAF is the most accurate scheme.
Fig. 2 depicts graphical results of various methods for the output time t = 2000 on the finest
mesh of 1600 cells (3.2 · 107 time steps). Again, the WENO-FORCE scheme is the least accurate
scheme. As expected, the WENO-TVD schemes produce the most accurate results for all parts of
the solution, including the square pulse. These observations are in good overall agreement with
the convergence study of Table 1.
Overall, for the larger output time the following statements can be made about the accuracy of
the methods: (i) new WENO-TVD methods outperform original WENO methods; (ii) upwind-
based methods perform much better than centred methods; (iii) the centred WENO-TVD
scheme (WENO-FLIC) is more accurate than the upwind-based WENO scheme with the first-
order flux.

4.2. Modified shock/turbulence interaction problem

We now assess the performance of different schemes for the one-dimensional Euler equations
for a c-law gas (9), with c = 1.4 in all the results shown here. We compare the performance of dif-
ferent schemes on a problem with a rich smooth structure and shock waves. We use the following
test problem, which is a variation of the shock/turbulence problem from [1]. The initial condition
defined on [5, 5] is

ð1:515695; 0:523346; 1:80500Þ; x < 4:5;
ðq; u; pÞ ¼ ð20Þ
ð1 þ 0:1 sin 20px; 0:0; 1Þ; x > 4:5;
which consists of a right-facing shock wave of Mach number 1.1 running into a high-frequency
density perturbation. The flow contains physical oscillations which have to be resolved by the
numerical method. We compute the solution at the output time t = 5, which is more than ten times
larger than that of the standard shock/turbulence problem of [1].
Figs. 3 and 4 depict graphical results for all schemes on a mesh of 2000 cells. In all figures the
continuous line corresponds to the reference solution and symbols correspond to the numerical
solution. The reference solution is obtained by applying the fourth-order (both in time and space)
ADER4-WAF scheme [16] on a fine mesh of 5000 cells and is shown by the solid line on all
figures.
V.A. Titarev, E.F. Toro / Computers & Fluids 34 (2005) 705–720 715

Fig. 1. Computed (symbol) and exact (line) solutions for the linear advection equation (18) with initial condition (19) at
output time t = 2000. The mesh of N = 200 cells and CFL = 0.4 are used for all schemes.
716 V.A. Titarev, E.F. Toro / Computers & Fluids 34 (2005) 705–720

Fig. 2. Computed (symbol) and exact (line) solutions for the linear advection equation (18) with initial condition (19) at
output time t = 2000. The mesh of N = 1600 cells and CFL = 0.4 are used for all schemes.
V.A. Titarev, E.F. Toro / Computers & Fluids 34 (2005) 705–720 717

Fig. 3. Computed (symbol) and reference (line) solutions for the Euler equations (9) with initial condition (20) at
output time t = 5. CFL=0.6 and N = 2000 cells are used for all schemes.

We see that the WENO-FORCE scheme produces the least accurate result. The WENO-FLIC
scheme offers much better accuracy. The improvement over the WENO-FORCE scheme is most
remarkable since these centred schemes differ only in the flux used, namely the FORCE flux (first-
order) versus the FLIC flux (second-order TVD). Furthermore, we observe the clear improve-
ments in accuracy as we move from the centred WENO schemes to the upwind WENO schemes.
718 V.A. Titarev, E.F. Toro / Computers & Fluids 34 (2005) 705–720

Fig. 4. Computed (symbol) and reference (line) solutions for the Euler equations (9) with initial condition (20) at
output time t = 5. CFL = 0.6 and N = 2000 cells are used for all schemes.

The WENO-WAF scheme produces the most accurate solution, which is very close to the refer-
ence solution.
We note that the shock wave here is rather weak and cannot be used to test the robustness of
the new schemes. However, we have run the new schemes for the suit of test problems proposed by
Toro [12] and obtained good results; these are omitted here.
V.A. Titarev, E.F. Toro / Computers & Fluids 34 (2005) 705–720 719

We have also carried out numerical experiments with the higher-order reconstructions
reported in [1] and observed similar improvements in accuracy. However, these become
smaller as the formal order of the spatial accuracy of the scheme increases. The results are
omitted.

4.3. Efficiency of the schemes

When applied to the one-dimensional Euler equations (9), as expected, the fastest scheme is the
WENO-FORCE scheme. The WENO-FLIC and WENO-HLLC schemes have similar efficiency
and are around 10–15% slower than the WENO-FORCE scheme. Considering the improvements
in accuracy over the WENO-FORCE scheme, this additional computational cost is well justified.
The WENO-WAF scheme is in turn around 15% slower that the WENO-HLLC scheme. This is
due to the use of the more expensive WAF flux instead of the first-order HLLC flux in each step of
the Runge–Kutta method. However, again this difference in speed is more than compensated by
the improvement in accuracy.

5. Conclusions

In this paper we have proposed to use a second-order TVD flux, rather than a first-order
monotone flux, as the building block for constructing very-high-order methods and have ap-
plied the idea to finite-volume WENO schemes. We call the new schemes the WENO-TVD
schemes. As the building block we consider the centred FLIC flux and upwind WAF flux to-
gether with compressive SUPERBEE-type limiters. Both upwind and centred new schemes
use the same reconstruction and time discretisation as do the original upwind finite-volume
schemes.
The numerical results of the proposed schemes for the linear advection equation with constant
coefficient and for the Euler equations show remarkable improvements over the corresponding
original schemes with first-order monotone centred and upwind fluxes, especially for long time
evolution problems containing both smooth and non-smooth features.
We find that the upwind schemes are clearly superior to the centred schemes. For the Euler
equations the most accurate centred scheme, the WENO-FLIC scheme, approaches the accuracy
of the upwind WENO-HLLC scheme but is much less accurate than the most accurate upwind
scheme, the WENO-WAF scheme.
Another way of interpreting these results is this: by using a centred TVD flux as a building
block for very high-order methods one approaches the accuracy of the corresponding method used
with a first-order monotone upwind flux based on a complete Riemann solver. The attraction of
the centred second-order TVD flux is that it is simpler and more general than a good upwind flux,
such as the HLLC, for example.
We also find that the above-mentioned differences in accuracy between upwind and centred
fluxes and between first-order and second-order fluxes exist for schemes of all spatial orders.
The idea of using a second-order TVD flux as the building block can in principle be applied to
other very high-order methods, see [16].
720 V.A. Titarev, E.F. Toro / Computers & Fluids 34 (2005) 705–720

Acknowledgments

The paper was finalized during the stay of the first author at the Isaac Newton Institute for
Mathematical Sciences, University of Cambridge and participation in the programme Nonlinear
Hyperbolic Waves in Phase Dynamics and Astrophysics. The second author acknowledges the sup-
port provided by the Isaac Newton Institute for Mathematical Sciences, University of Cambridge,
UK, as co-organizer of the six-month programme on Nonlinear Hyperbolic Waves in Phase
Dynamics and Astrophysics, January to July 2003, and the associated EPSRC senior visiting fel-
lowship, grant no. GR N09276.

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