scholarly journals A novel fourth-order WENO interpolation technique

2019 ◽  
Vol 624 ◽  
pp. A104
Author(s):  
Gioele Janett ◽  
Oskar Steiner ◽  
Ernest Alsina Ballester ◽  
Luca Belluzzi ◽  
Siddhartha Mishra

Context. Several numerical problems require the interpolation of discrete data that present at the same time (i) complex smooth structures and (ii) various types of discontinuities. The radiative transfer in solar and stellar atmospheres is a typical example of such a problem. This calls for high-order well-behaved techniques that are able to interpolate both smooth and discontinuous data. Aims. This article expands on different nonlinear interpolation techniques capable of guaranteeing high-order accuracy and handling discontinuities in an accurate and non-oscillatory fashion. The final aim is to propose new techniques which could be suitable for applications in the context of numerical radiative transfer. Methods. We have proposed and tested two different techniques. Essentially non-oscillatory (ENO) techniques generate several candidate interpolations based on different substencils. The smoothest candidate interpolation is determined from a measure for the local smoothness, thereby enabling the essentially non-oscillatory property. Weighted ENO (WENO) techniques use a convex combination of all candidate substencils to obtain high-order accuracy in smooth regions while keeping the essentially non-oscillatory property. In particular, we have outlined and tested a novel well-performing fourth-order WENO interpolation technique for both uniform and nonuniform grids. Results. Numerical tests prove that the fourth-order WENO interpolation guarantees fourth-order accuracy in smooth regions of the interpolated functions. In the presence of discontinuities, the fourth-order WENO interpolation enables the non-oscillatory property, avoiding oscillations. Unlike Bézier and monotonic high-order Hermite interpolations, it does not degenerate to a linear interpolation near smooth extrema of the interpolated function. Conclusion. The novel fourth-order WENO interpolation guarantees high accuracy in smooth regions, while effectively handling discontinuities. This interpolation technique might be particularly suitable for several problems, including a number of radiative transfer applications such as multidimensional problems, multigrid methods, and formal solutions.

2020 ◽  
Vol 2020 ◽  
pp. 1-13
Author(s):  
Jia Guo ◽  
Huajun Zhu ◽  
Zhen-Guo Yan ◽  
Lingyan Tang ◽  
Songhe Song

By introducing hybrid technique into high-order CPR (correction procedure via reconstruction) scheme, a novel hybrid WCNS-CPR scheme is developed for efficient supersonic simulations. Firstly, a shock detector based on nonlinear weights is used to identify grid cells with high gradients or discontinuities throughout the whole flow field. Then, WCNS (weighted compact nonlinear scheme) is adopted to capture shocks in these areas, while the smooth area is calculated by CPR. A strategy to treat the interfaces of the two schemes is developed, which maintains high-order accuracy. Convergent order of accuracy and shock-capturing ability are tested in several numerical experiments; the results of which show that this hybrid scheme achieves expected high-order accuracy and high resolution, is robust in shock capturing, and has less computational cost compared to the WCNS.


2017 ◽  
Vol 04 (04) ◽  
pp. 1750048
Author(s):  
Shengliang Zhang

A highly accurate radial basis functions (RBFs) quasi-interpolation method for calculating American options prices has been presented by some researchers, which possesses a high order accuracy compared with existing numerical methods. In this study, we show the convergence of the proposed RBFs quasi-interpolation scheme from the view point of probability. It will be confirmed to be a multinomial tree approach, in which in one time step the underlying stock price can arrive at an infinity of possible values. This helps understand the high-order accuracy of the method.


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