Maximum principle preserving schemes for interface problems with discontinuous coefficients

被引:139
作者
Li, ZL [1 ]
Ito, K [1 ]
机构
[1] N Carolina State Univ, Dept Math, Ctr Res Sci Computat, Raleigh, NC 27695 USA
关键词
elliptic interface problems; finite difference methods; discontinuous coefficients; singular source term; discrete maximum principle; quadratic optimization; multigrid methods;
D O I
10.1137/S1064827500370160
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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.
引用
收藏
页码:339 / 361
页数:23
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