Compact 9-point finite difference methods with high accuracy order and/or M-matrix property for elliptic cross-interface problems

Abstract

In this paper we develop finite difference schemes for elliptic problems with piecewise continuous coefficients that have (possibly huge) jumps across fixed internal interfaces. In contrast with such problems involving one smooth non-intersecting interface, that have been extensively studied, there are very few papers addressing elliptic interface problems with intersecting interfaces of coefficient jumps. It is well known that if the values of the permeability in the four subregions around a point of intersection of two such internal interfaces are all different, the solution has a point singularity that significantly affects the accuracy of the approximation in the vicinity of the intersection point. In the present paper we propose a fourth-order 9-point finite difference scheme on uniform Cartesian meshes for an elliptic problem whose coefficient is piecewise constant in four rectangular subdomains of the overall two-dimensional rectangular domain. Moreover, for the special case when the intersecting point of the two lines of coefficient jumps is a grid point, such a compact scheme, involving relatively simple formulas for computation of the stencil coefficients, can even reach sixth order of accuracy. Furthermore, we show that the resulting linear system for the special case has an M-matrix, and prove the theoretical sixth order convergence rate using the discrete maximum principle. Our numerical experiments demonstrate the sixth (for the special case) and at least fourth (for the general case) accuracy orders of the proposed schemes. In the general case, we derive a compact third-order finite difference scheme, also yielding a linear system with an M-matrix. In addition, using the discrete maximum principle, we prove the third order convergence rate of the scheme for the general elliptic cross-interface problem.