High-order-accurate discretization of a second-order equation with discontinuous coefficients (Q1267169)

The proposed problem is the numerical solution of the second-order differential equation \[ {d\over dx}\left(a{du\over dx}\right)+bu+f=0,\qquad 0<x<L,\tag{1} \] which is defined over an open interval \((0,L)\) with the boundary conditions \[ u(0)=\widetilde u, \qquad \left.\left(a{du\over dx}\right)\right| _{x=L}=P,\tag{2} \] where the coefficients \(a=a(x)\), \(b=b(x)\) and \(f=f(x)\) can be discontinuous. A numerical procedure for accurate discretization of the equation (1) with piecewise continuous coefficients. Using the original equation, the high-order derivatives of the Taylor series expansion of the truncation error are expressed in terms of the lower order derivatives. Numerical experiments illustrate the high accuracy of the proposed method.