A High Order Compact Finite Difference Scheme for Elliptic Interface Problems with Discontinuous and High-Contrast Coefficients

Abstract: The elliptic interface problems with discontinuous and high-contrast coefficients appear in many applications and often lead to huge condition numbers of the corresponding linear systems. Thus, it is highly desired to construct high order schemes to solve the elliptic interface problems with discontinuous and high-contrast coefficients. Let $\Gamma$ be a smooth curve inside a rectangular region $\Omega$. In this paper, we consider the elliptic interface problem $-\nabla\cdot (a \nabla u)=f$ in $\Omega\setminus \Gamma$ with Dirichlet boundary conditions, where the coefficient $a$ and the source term $f$ are smooth in $\Omega\setminus \Gamma$ and the two nonzero jump condition functions $[u]$ and $[a\nabla u\cdot \vec{n}]$ across $\Gamma$ are smooth along $\Gamma$. To solve such elliptic interface problems, we propose a high order compact finite difference scheme for numerically computing both the solution $u$ and the gradient $\nabla u$ on uniform Cartesian grids without changing coordinates into local coordinates. Our numerical experiments confirm the fourth order accuracy for computing the solution $u$, the gradient $\nabla u$ and the velocity $a \nabla u$ of the proposed compact finite difference scheme on uniform meshes for the elliptic interface problems with discontinuous and high-contrast coefficients.