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Two classes of third-order weighted compact nonlinear schemes for Hamilton-Jacobi equations

Xiaoqian Huang, Yanqun Jiang and Huanhuan Yang

Applied Mathematics and Computation, 2024, vol. 469, issue C

Abstract: The solutions of Hamilton-Jacobi (HJ) equations may contain discontinuous derivatives, which brings numerical difficulties in capturing sharply these derivatives. This paper presents a third-order weighted compact nonlinear scheme (WCNS) and a third-order perturbed WCNS (WCNS-P) for solving HJ equations. A linear combination of hybrid cell-edge and cell-node values of the function is applied to approximate the spatial derivatives of the function. For the WCNS, the upwind-biased nonlinear weighted interpolation is used for the unknown cell-edge values, while for the WCNS-P perturbations with a free parameter is introduced to the upwind-biased linear interpolation. The free parameter can be optimized to reduce numerical errors in smooth regions. To enhance the numerical stability, a monotone polynomial interpolation method is designed to switch the WCNS-P to the WCNS. Several numerical experiments are performed to test the order of accuracy and the discontinuity-capturing ability of the two schemes.

Keywords: Hamilton-Jacobi equations; WCNS; Perturbed WCNS; Monotone polynomial interpolation; Discontinuity-capturing (search for similar items in EconPapers)
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:469:y:2024:i:c:s0096300324000262

DOI: 10.1016/j.amc.2024.128554

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