Abstract
High-order finite difference approximations of the solution and the flux to model interface problems in one-dimension are constructed and analyzed. Explicit formulas based on new Marchuk integral identities that give O(h2), O(h4),… accuracy are derived. Numerical integration procedures using Lobatto quadratures for computing three-point schemes of any prescribed order of accuracy are developed. A rigorous rate of convergence analysis is presented. Numerical experiments confirm the theoretical results.
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