The Immersed Interface/Multigrid Methods for Interface Problems
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numerical examplesquadratic optimizationCrank-Nicolson schemefinite difference schemediscontinuous coefficientsdiscrete maximum principleinterface problemsmultigrid methodinterface methoddiffusion and advection equation
Initial value problems for second-order parabolic equations (35K15) PDEs with low regular coefficients and/or low regular data (35R05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55)
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