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www.elsevier.com/locate/compﬂuid

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

[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

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.

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

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.

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

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.

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.

@ 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.

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.

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.

References

[1] Balsara DS, Shu CW. Monotonicity preserving weighted essentially non-oscillatory schemes with increasingly high

order of accuracy. J Comput Phys 2000;160:405–52.

[2] Chen GQ, Toro EF. Centred schemes for nonlinear hyperbolic equations. Journal of Hyperbolic Diﬀerential

Equations 2004;1(3):531–66.

[3] Godunov SK. A ﬁnite diﬀerence method for the computation of discontinious solutions of the equation of ﬂuid

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[4] Jiang GS, Shu CW. Eﬃcient implementation of weighted ENO schemes. J Comput Phys 1996;126:202–12.

[5] Levy D, Puppo G, Russo G. A fourth order central WENO scheme for multi-dimensional hyperbolic systems of

conservation laws. SIAM J Sci Comput 2002;22:480–506.

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[11] Toro EF, Billett SJ. Centred TVD schemes for hyperbolic conservation laws. IMA J Numer Anal 2000;20:47–79.

[12] Toro EF. Riemann solvers and numerical methods for ﬂuid dynamics. Second ed. Springer-Verlag; 1999.

[13] Toro EF. A weighted average ﬂux method for hyperbolic conservation laws. Proc Roy Soc Lond A 1989;423:401–

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