The Mathematical Institute, University of Oxford, Eprints Archive

On the linear stability of the fifth-order WENO discretization

Motamed, M. and Macdonald, C. B. and Ruuth, S. J. (2010) On the linear stability of the fifth-order WENO discretization. Journal of Scientific Computing . (Submitted)

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Abstract

We study the linear stability of the fifth-order Weighted Essentially Non-Oscillatory spatial discretization (WENO5) combined with explicit time stepping applied to the one-dimensional advection equation. We show that it is not necessary for the stability domain of the time integrator to include a part of the imaginary axis. In particular, we show that the combination of WENO5 with either the forward Euler method or a two-stage, second-order Runge–Kutta method is linearly stable provided very small time step-sizes are taken. We also consider fifth-order multistep time discretizations whose stability domains do not include the imaginary axis. These are found to be linearly stable with moderate time steps when combined with WENO5. In particular, the fifth-order extrapolated BDF scheme gave superior results in practice to high-order Runge–Kutta methods whose stability domain includes the imaginary axis. Numerical tests are presented which confirm the analysis.

Item Type:Article
Subjects:D - G > General
Research Groups:Oxford Centre for Collaborative Applied Mathematics
ID Code:1011
Deposited By:Peter Hudston
Deposited On:28 Oct 2010 14:36
Last Modified:09 Feb 2012 15:54

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