Maximum principle preserving schemes for interface problems with discontinuous coefficients
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convergencediscontinuous dataelliptic interface problemfinite differencesmaximum principlenumerical examples
Boundary value problems for second-order elliptic equations (35J25) PDEs with low regular coefficients and/or low regular data (35R05) Finite difference methods for boundary value problems involving PDEs (65N06) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50)
The authors consider the elliptic problem NEWLINE\[NEWLINE (\beta u_x)_{x}+(\beta u_y)_{y}- \kappa(x,y)u=f(x,y) NEWLINE\]NEWLINE in a domain \(\Omega\) that contains a smooth curve \(\Gamma\) across which \(\beta\) and \(f\) may have jump discontinuities. The standard 5-point finite difference scheme is set up but modified near \(\Gamma\) in such a way that a discrete maximum principle is valid while the resulting scheme exhibits overall first order acuracy. Based on these properties convergence is proved. The authors study also a second order scheme starting from the 9-point finite difference stencil. The needed properties are in this case verified numerically. Numerical examples illustrate the theoretical results.
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