WENO schemes with Lax-Wendroff type time discretizations for Hamilton-Jacobi equations

In this paper, a class of weighted essentially non-oscillatory (WENO) schemes with a Lax-Wendroff time discretization procedure, termed WEND-LW schemes, for solving Hamilton-Jacobi equations is presented. This is an alternative method for time discretization to the popular total variation diminishing (TVD) Runge-Kutta time discretizations. We explore the possibility in avoiding the nonlinear weights for part of the procedure, hence reducing the cost but still maintaining non-oscillatory properties for problems with strong discontinuous derivative. As a result, comparing with the original WEND with Runge-Kutta time discretizations schemes (WEND-RK) of Jiang and Peng [G. Jiang, D. Peng, Weighted ENO schemes for Hamilton-Jacobi equations, SIAM J. Sci. Comput. 21 (2000) 2126-2143] for Hamilton-Jacobi equations, the major advantages of WEND-LW schemes are more cost effective for certain problems and their compactness in the reconstruction. Extensive numerical experiments are performed to illustrate the capability of the method. (c) 2006 Elsevier B.V. All rights reserved.