Solving Elliptic Interface Problems with Jump Conditions on Cartesian Grids

Abstract: We present a simple numerical algorithm for solving elliptic equations where the diffusion coefficient, the source term, the solution and its flux are discontinuous across an irregular interface. The algorithm produces second-order accurate solutions and first-order accurate gradients in the $L^\infty$-norm on Cartesian grids. The condition number is bounded, regardless of the ratio of the diffusion constant and scales like that of the standard 5-point stencil approximation on a rectangular grid with no interface. Numerical examples are given in two and three spatial dimensions.