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The weighted essentially non-oscillatory (WENO) schemes are a popular class of high order accurate numerical methods for solving hyperbolic partial differential equations (PDEs). The computational cost of such schemes increases significantly when the spatial dimensions of the PDEs are high, due to large number of spatial grid points and nonlinearity of high order accuracy WENO schemes. How to achieve fast computations by WENO methods for high spatial dimension PDEs is a challenging and important question. Recently, sparse-grid has become a major approximation tool for high dimensional problems. The open question is how to design WENO computations on sparse grids such that comparable high order accuracy of WENO schemes in smooth regions and essentially non-oscillatory stability in non-smooth regions of the solutions can still be achieved as that for computations on regular single grids? In this paper, we combine the third order finite difference WENO method with sparse-grid combination technique and solve high spatial dimension hyperbolic equations on sparse grids. WENO interpolation is proposed for the prolongation part in sparse grid combination techniques to deal with discontinuous solutions of hyperbolic equations. Numerical examples are presented to show that significant computational times are saved while both high order accuracy and stability of the WENO scheme are maintained for simulations on sparse grids.

Third order WENO scheme on sparse grids for hyperbolic equations