Abstract

In this paper, numerical methods are proposed for some interface problems in polar or Cartesian coordinates. The new methods are based on a formulation that transforms the interface problem with a nonsmooth or discontinuous solution into a problem with a smooth solution. The new formulation leads to a simple second order finite difference scheme for the partial differential equation and a new interpolation scheme for the normal derivative of the solution. In conjunction with the fast immersed interface method, a fast solver has been developed for the interface problems with a piecewise constant but a discontinuous coefficient using the new formulation in a polar coordinate system.

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