We describe a newly developed cosmological hydrodynamics code based on the weighted essentially non-oscillatory (WENO) schemes for hyperbolic conservation laws. High order finite difference WENO schemes are designed for problems with piecewise smooth solutions containing discontinuities, and have been successful in applications for problems involving both shocks and complicated smooth solution structures. We couple hydrodynamics based on the WENO scheme with standard Poisson solver - particle-mesh (PM) algorithm for evolving the self-gravitating system. A third order total variation diminishing (TVD) Runge-Kutta scheme has been used for time-integration of the system. We brief the implementation of numerical technique. The cosmological applications in simulating intergalactic medium and Ly$alpha$ forest in the CDM scenario are also presented.
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