Sixth-Order Hybrid Finite Difference Methods for Elliptic Interface Problems with Mixed Boundary Conditions

Abstract

In this paper, we develop sixth-order hybrid finite difference methods (FDMs) for the elliptic interface problem $-\nabla \cdot( a\nabla u)=f$ in $\Omega\backslash \Gamma$, where $\Gamma$ is a smooth interface inside $\Omega$. The variable scalar coefficient $a>0$ and source $f$ are possibly discontinuous across $\Gamma$. The hybrid FDMs utilize a $9$-point compact stencil at any interior regular points of the grid and a $13$-point stencil at irregular points near $\Gamma$. For interior regular points away from $\Gamma$, we obtain a sixth-order $9$-point compact FDM satisfying the sign and sum conditions for ensuring the M-matrix property. We also derive sixth-order compact ($4$-point for corners and $6$-point for edges) FDMs satisfying the sign and sum conditions for the M-matrix property at any boundary point subject to (mixed) Dirichlet/Neumann/Robin boundary conditions. Thus, for the elliptic problem without interface (i.e., $\Gamma$ is empty), our compact FDM has the M-matrix property for any mesh size $h>0$ and consequently, satisfies the discrete maximum principle, which guarantees the theoretical sixth-order convergence. For irregular points near $\Gamma$, we propose fifth-order $13$-point FDMs, whose stencil coefficients can be effectively calculated by recursively solving several small linear systems. Theoretically, the proposed high order FDMs use high order (partial) derivatives of the coefficient $a$, the source term $f$, the interface curve $\Gamma$, the two jump functions along $\Gamma$, and the functions on $\partial \Omega$. Numerically, we always use function values to approximate all required high order (partial) derivatives in our hybrid FDMs without losing accuracy. Our numerical experiments confirm the sixth-order convergence in the $l_{\infty}$ norm of the proposed hybrid FDMs for the elliptic interface problem.