Fifth-Order Weighted Power-ENO Schemes for Hamilton-Jacobi Equations

  • Authors:
  • Susana Serna;Jianliang Qian

  • Affiliations:
  • Departamento de Matematica Aplicada, University of Valencia, Valencia, Spain;Department of Mathematics, UCLA, Los Angeles, USA 90095-1555

  • Venue:
  • Journal of Scientific Computing
  • Year:
  • 2006

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Abstract

We design a class of Weighted Power-ENO (Essentially Non-Oscillatory) schemes to approximate the viscosity solutions of Hamilton-Jacobi (HJ) equations. The essential idea of the Power-ENO scheme is to use a class of extended limiters to replace the minmod type limiters in the classical third-order ENO schemes so as to improve resolution near kinks where the solution has discontinuous gradients. Then a weighting strategy based on appropriate smoothness indicators lifts the scheme to be fifth-order accurate. In particular, numerical examples indicate that the Weighted Power_{3ENO5 works for general HJ equations while the Weighted Power_{\inftyENO5 works for non-linear convex HJ equations. Numerical experiments also demonstrate the accuracy and the robustness of the new schemes