Inverse Lax-Wendroff procedure for numerical boundary conditions of conservation laws

We develop a high order finite difference numerical boundary condition for solving hyperbolic conservation laws on a Cartesian mesh. The challenge results from the wide stencil of the interior high order scheme and the fact that the boundary intersects the grids in an arbitrary fashion. Our method is based on an inverse Lax-Wendroff procedure for the inflow boundary conditions. We repeatedly use the partial differential equation to write the normal derivatives to the inflow boundary in terms of the time derivatives and the tangential derivatives. With these normal derivatives, we can then impose accurate values of ghost points near the boundary by a Taylor expansion. At outflow boundaries, we use Lagrange extrapolation or least squares extrapolation if the solution is smooth, or a weighted essentially non-oscillatory (WENO) type extrapolation if a shock is close to the boundary. Extensive numerical examples are provided to illustrate that our method is high order accurate and has good performance when applied to one and two dimensional scalar or system cases with the physical boundary not aligned with the grids and with various boundary conditions including the solid wall boundary condition. AMS subject classification: 65M06