The numerical simulations for the blood flow in arteries by high order accurate schemes have a wide range of applications in medical engineering. The blood flow model admits the steady state solutions, in which the flux gradient is non-zero and is exactly balanced by the source term. In this paper, we present a high order finite volume weighted essentially non-oscillatory (WENO) scheme, which preserves the steady state solutions and maintains genuine high order accuracy for general solutions. The well-balanced property is obtained by a novel source term reformulation and discretisation, combined with well-balanced numerical fluxes. Extensive numerical experiments are carried out to verify well-balanced property, high order accuracy, as well as good resolution for smooth and discontinuous solutions.

Fixed-point iterative sweeping methods were developed in the literature to efficiently solve static Hamilton-Jacobi equations. This class of methods utilizes the Gauss-Seidel iterations and alternating sweeping strategy to achieve fast convergence rate. They take advantage of the properties of hyperbolic partial differential equations (PDEs) and try to cover a family of characteristics of the corresponding Hamilton-Jacobi equation in a certain direction simultaneously in each sweeping order. Different from other fast sweeping methods, fixed-point iterative sweeping methods have the advantages such as that they have explicit forms and do not involve inverse operation of nonlinear local systems. In principle, it can be applied in solving very general equations using any monotone numerical fluxes and high order approximations easily. In this paper, based on the recently developed fifth order WENO schemes which improve the convergence of the classical WENO schemes by removing slight post-shock oscillations, we design fifth order fixed-point sweeping WENO methods for efficient computation of steady state solution of hyperbolic conservation laws. Especially, we show that although the methods do not have linear computational complexity, they converge to steady state solutions much faster than regular time-marching approach by stability improvement for high order schemes with a forward Euler time-marching.

In this paper we study a class of multilevel high order time discretization procedures for the finite difference weighted essential non-oscillatory (WENO) schemes to solve the one-dimensional and two-dimensional shallow water equations with source terms. Multilevel time discretization methods can make full use of computed information by WENO spatial discretization and save CPU cost by holding the former computational values. Extensive simulations are performed, which indicate that, the finite difference WENO schemes with multilevel time discretization can achieve higher accuracy, and are more cost effective than WENO scheme with Runge-Kutta time discretization, while still maintaining nonoscillatory properties.

In many problems, one wishes to solve the Helmholtz equation with variable coefficients within the Laplacian-like term and use a high order accurate method (e.g., fourth order accurate) to alleviate the points-per-wavelength constraint by reducing the dispersion errors. The variation of coefficients in the equation may be due to an inhomogeneous medium and/or non-Cartesian coordinates. This renders existing fourth order finite difference methods inapplicable. We develop a new compact scheme that is provably fourth order accurate even for these problems. We present numerical results that corroborate the fourth order convergence rate for several model problems.

We present a fast Poisson solver on spherical shells. With a special change of variable, the radial part of the Laplacian transforms to a constant coefficient differential operator. As a result, the Fast Fourier Transform can be applied to solve the Poisson equation with operations. Numerical examples have confirmed the accuracy and robustness of the new scheme.