A high-order weighted essentially non-oscillatory (WENO) finite difference scheme for nonlinear degenerate parabolic equations

In this paper, we propose a new WENO finite difference procedure for nonlinear degenerate parabolic equations which may contain discontinuous solutions. Our scheme is based on the method of lines, with a high-order accurate conservative approximation to each of the diffusion terms based on an idea that has been recently presented by Liu et al. [Y. Liu, C.-W. Shu, M. Zhang, High order finite difference WENO schemes for non-linear degenerate parabolic equations, SIAM J. Sci. Comput. 33 (2011) 939–965]. Our scheme tries to circumvent the negative ideal weights that appear when applying the standard WENO idea, as is done in Liu et al. (2011) [13]. In one-dimensional case, first we obtain an optimum polynomial on a six-points stencil. This optimum polynomial is sixth-order accurate in regions of smoothness. Then, we consider this optimum polynomial as a symmetric and convex combination of four polynomials with ideal weights. Following the methodology of the classic WENO procedure, then we calculate the non-oscillatory weights with the ideal weights. Numerical examples are provided to demonstrate the resolution power and accuracy of the scheme. Finally, the new method is extended to multi-dimensional problems by dimension-by-dimension approach. More examples of multi-dimension problems are presented to show that our method remains non-oscillatory while giving good resolution of discontinuities. Finally, we would like to mention that this paper combines and extends the techniques proposed in [13] and Levy et al. (2000) [24].