Fast sparse grid simulations of fifth order WENO scheme for high dimensional hyperbolic PDEs

TL;DR

This paper develops a fast, high-order sparse grid WENO scheme for efficiently solving high-dimensional hyperbolic PDEs, significantly reducing computational costs while maintaining accuracy and stability.

Contribution

It extends sparse grid WENO methods to fifth order, enabling efficient high-dimensional PDE simulations with preserved accuracy and stability.

Findings

Significant CPU time savings demonstrated in benchmark problems.

High order WENO accuracy and stability maintained on sparse grids.

Large computational cost reductions in high-dimensional kinetic PDEs.

Abstract

The weighted essentially non-oscillatory (WENO) schemes are a popular class of high order accurate numerical methods for solving hyperbolic partial differential equations (PDEs). However when the spatial dimensions are high, the number of spatial grid points increases significantly. It leads to large amount of operations and computational costs in the numerical simulations by using nonlinear high order accuracy WENO schemes such as a fifth order WENO scheme. How to achieve fast simulations by high order WENO methods for high spatial dimension hyperbolic PDEs is a challenging and important question. In the literature, sparse-grid technique has been developed as a very efficient approximation tool for high dimensional problems. In a recent work [Lu, Chen and Zhang, Pure and Applied Mathematics Quarterly, 14 (2018) 57-86], a third order finite difference WENO method with sparse-grid combination technique was designed to solve multidimensional hyperbolic equations including both linear advection equations and nonlinear Burgers' equations. In application problems, higher than third order WENO schemes are often preferred in order to efficiently resolve the complex solution structures. In this paper, we extend the approach to higher order WENO simulations specifically the fifth order WENO scheme. A fifth order WENO interpolation is applied in the prolongation part of the sparse-grid combination technique to deal with discontinuous solutions. Benchmark problems are first solved to show that significant CPU times are saved while both fifth order accuracy and stability of the WENO scheme are preserved for simulations on sparse grids. The fifth order sparse grid WENO method is then applied to kinetic problems modeled by high dimensional Vlasov based PDEs to further demonstrate large savings of computational costs by comparing with simulations on regular single grids.