Jan H. M. ten Thije Boonkkamp

Bart S. van Lith, Jan H. M. ten Thije Boonkkamp, Wilbert L. IJzerman

Embedded WENO methods utilize all adjacent smooth substencils to construct a desirable interpolation. Conventional WENO schemes under-use this possibility close to large gradients or discontinuities. We develop a general approach for constructing embedded versions of existing WENO schemes. Embedded methods based on the WENO schemes of Jiang and Shu (J. Comput. Phys. 126 (1996)) and on the WENO-Z scheme of Borges et al. (J. Comput. Phys. 227 (2008)) are explicitly constructed. Several possible choices are presented that result in either better spectral properties or a higher order of convergence for sufficiently smooth solutions. However, these improvements carry over to discontinuous solutions. The embedded methods are demonstrated to be indeed improvements over their standard counterparts by several numerical examples. All the embedded methods presented have no added computational effort compared to their standard counterparts.

Bart S. van Lith, Jan H. M. ten Thije Boonkkamp, Wilbert L. IJzerman

Root-finders based on full linear multistep methods (LMMs) use previous function values, derivatives and root estimates to iteratively find a root of a nonlinear function. As ODE solvers, full LMMs are typically not zero-stable. However, used as root-finders, the interpolation points are convergent so that such stability issues are circumvented. A general analysis is provided based on inverse polynomial interpolation, which is used to prove a fundamental barrier on the convergence rate of any LMM-based method. We show, using numerical examples, that full LMM-based methods perform excellently. Finally, we also provide a robust implementation based on Brent's method that is guaranteed to converge.