On the linear stability of the fifth-order WENO discretization

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 p...

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Main Authors: Motamed, M, Macdonald, C, Ruuth, S
Format: Journal article
Published: 2010
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author Motamed, M
Macdonald, C
Ruuth, S
author_facet Motamed, M
Macdonald, C
Ruuth, S
author_sort Motamed, M
collection OXFORD
description 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.
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spelling oxford-uuid:b48a4adc-815d-439a-8012-2d7ac5053a282022-03-27T04:26:53ZOn the linear stability of the fifth-order WENO discretizationJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:b48a4adc-815d-439a-8012-2d7ac5053a28Mathematical Institute - ePrints2010Motamed, MMacdonald, CRuuth, SWe 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.
spellingShingle Motamed, M
Macdonald, C
Ruuth, S
On the linear stability of the fifth-order WENO discretization
title On the linear stability of the fifth-order WENO discretization
title_full On the linear stability of the fifth-order WENO discretization
title_fullStr On the linear stability of the fifth-order WENO discretization
title_full_unstemmed On the linear stability of the fifth-order WENO discretization
title_short On the linear stability of the fifth-order WENO discretization
title_sort on the linear stability of the fifth order weno discretization
work_keys_str_mv AT motamedm onthelinearstabilityofthefifthorderwenodiscretization
AT macdonaldc onthelinearstabilityofthefifthorderwenodiscretization
AT ruuths onthelinearstabilityofthefifthorderwenodiscretization