Uniform Convergent Tailored Finite Point Method for Advection–Diffusion Equation with Discontinuous, Anisotropic and Vanishing Diffusivity

Abstract

We propose two tailored finite point methods for the advection---diffusion equation with anisotropic tensor diffusivity. The diffusion coefficient can be very small in one direction in some part of the domain and be discontinuous at the interfaces. When flows advect from the vanishing-diffusivity region towards the non-vanishing diffusivity region, standard numerical schemes tend to cause spurious oscillations or negative values. Our proposed schemes have uniform convergence in the vanishing diffusivity limit, even when the solution exhibits interface and boundary layers. When the diffusivity is along the coordinates, the positivity and maximum principle can be proved. We use the value as well as their derivatives at the grid points to construct the scheme for nonaligned case, which makes it can achieve good accuracy and convergence for the derivatives as well, even when there exhibit boundary or interface layers. Numerical experiments are presented to show the performance of the proposed scheme.