Preserving the accuracy of numerical methods discretizing anisotropic elliptic problems (1911.11482v1)

Abstract: In this paper we study the loss of precision of numerical methods discretizing anisotropic problems and propose alternative approaches free from this drawback. The deterioration of the accuracy is observed when the coordinates and the mesh are unrelated to the anisotropy direction. While this issue is commonly addressed by increasing the scheme approximation order, we demonstrate that, though the gains are evident, the precision of these numerical methods remain far from optimal and limited to moderate anisotropy strengths. This is analysed and explained by an amplification of the approximation error related to the anisotropy strength. We propose an approach consisting in the introduction of an auxiliary variable aimed at removing the amplification of the discretization error. By this means the precision of the numerical approximation is demonstrated to be independent of the anisotropy strength.