Maximum Principle Preserving Schemes for Interface Problems with Discontinuous Coefficients

  • Authors:

  • Zhilin Li;Kazufumi Ito

  • Affiliations:

  • -;-

  • Venue:
  • SIAM Journal on Scientific Computing
  • Year:
  • 2001

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Abstract

New finite difference methods using Cartesian grids are developed for elliptic interface problems with variable discontinuous coefficients, singular sources, and nonsmooth or even discontinuous solutions. The new finite difference schemes are constructed to satisfy the sign property of the discrete maximum principle using quadratic optimization techniques. The methods are shown to converge under certain conditions using comparison functions. The coefficient matrix of the resulting linear system of equations is an M-matrix and is coupled with a multigrid solver. Numerical examples are also provided to show the efficiency of the proposed methods.