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Keywords:

  • conservative finite difference scheme;
  • discontinuous coefficient;
  • immersed interface method;
  • interface problem;
  • polar coordinates;
  • Richardson extrapolation

Abstract

In this article, we propose simplified immersed interface methods for elliptic partial/ordinary differential equations with discontinuous coefficients across interfaces that are few isolated points in 1D, and straight lines in 2D. For one-dimensional problems or two-dimensional problems with circular interfaces, we propose a conservative second-order finite difference scheme whose coefficient matrix is symmetric and definite. For two-dimensional problems with straight interfaces, we first propose a conservative first-order finite difference scheme, then use the Richardson extrapolation technique to get a second-order method. In both cases, the finite difference coefficients are almost the same as those for regular problems. Error analysis is given along with numerical example. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 188–203, 2012