Higher order finite difference Weighted Essentially Non-Oscillatory (WENO) schemes for conservation laws are extremely popular because, for multidimensional problems, they offer high order accuracy at a fraction of the cost of finite volume WENO or DG schemes. Such schemes come in two formulations. The very popular classical finite difference WENO (FD-WENO) method (Shu and Osher, J. Comput. Phys., 83 (1989) 32-78) relies two reconstruction steps applied to two split fluxes. However, the method cannot accommodate different types of Riemann solvers and cannot preserve free stream boundary conditions on curvilinear meshes. This limits its utility. The alternative finite difference WENO (AFD-WENO) method can overcome these deficiencies, however, much less work has been done on this method. The reasons are three-fold. First, it is difficult for the casual reader to understand the intricate logic that requires higher order derivatives of the fluxes to be evaluated at zone boundaries. The analytical methods for deriving the update equation for AFD-WENO schemes are somewhat recondite. To overcome that difficulty, we provide an easily accessible script that is based on a computer algebra system in Appendix A of this paper. Second, the method relies on interpolation rather than reconstruction, and WENO interpolation formulae have not been documented in the literature as thoroughly as WENO reconstruction formulae. In this paper, we explicitly provide all necessary WENO interpolation formulae that are needed for implementing AFD-WENO up to ninth order. The third reason is that AFD-WENO requires higher order derivatives of the fluxes to be available at zone boundaries. Since those derivatives are usually obtained by finite differencing the zone-centered fluxes, they become susceptible to a Gibbs phenomenon when the solution ...

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