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Finite difference methods (FDMs) are widely used for solving partial differential equations (PDEs) due to their relatively simple implementation. However, they face significant challenges when applied to non-rectangular domains and in…

Numerical Analysis · Mathematics 2025-07-08 Bin Han , Jiwoon Sim

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…

Numerical Analysis · Mathematics 2021-05-12 Qiwei Feng , Bin Han , Peter Minev

For elliptic interface problems with discontinuous coefficients, the maximum accuracy order for compact 9-point finite difference scheme in irregular points is three [7]. The discontinuous coefficients usually have abrupt jumps across the…

Numerical Analysis · Mathematics 2022-05-04 Qiwei Feng , Bin Han , Peter Minev

In this paper, we discuss the second-order finite element method (FEM) and finite difference method (FDM) for numerically solving elliptic cross-interface problems characterized by vertical and horizontal straight lines, piecewise constant…

Numerical Analysis · Mathematics 2024-11-04 Qiwei Feng

In this paper we develop finite difference schemes for elliptic problems with piecewise continuous coefficients that have (possibly huge) jumps across fixed internal interfaces. In contrast with such problems involving one smooth…

Numerical Analysis · Mathematics 2023-02-21 Qiwei Feng , Bin Han , Peter Minev

Let $\Gamma$ be a smooth curve inside a two-dimensional rectangular region $\Omega$. In this paper, we consider the Poisson interface problem $-\nabla^2 u=f$ in $\Omega\setminus \Gamma$ with Dirichlet boundary condition such that $f$ is…

Numerical Analysis · Mathematics 2021-04-19 Qiwei Feng , Bin Han , Peter Minev

It is widely acknowledged that the convergence proof of the error in the $l_{\infty}$ norm of the high-order finite difference method (FDM) and finite element method (FEM) in 2D is challenging. In this paper, we derive the sixth-order…

Numerical Analysis · Mathematics 2025-06-17 Qiwei Feng

In this paper, a direct finite element method is proposed for solving interface problems on unfitted meshes. This new method treats the two interface conditions as an $H^{\frac12}(\Gamma)\times H^{-\frac12}(\Gamma)$ pair for the mutual…

Numerical Analysis · Mathematics 2025-08-19 Jun Hu , Limin Ma

This paper presents compact, symmetric, and high-order finite difference methods (FDMs) for the variable Poisson equation on a $d$-dimensional hypercube. Our scheme produces a symmetric linear system: an important property that does not…

Numerical Analysis · Mathematics 2025-11-14 Qiwei Feng , Bin Han , Michelle Michelle , Jiwoon Sim

We present a higher-order finite volume method for solving elliptic PDEs with jump conditions on interfaces embedded in a 2D Cartesian grid. Second, fourth, and sixth order accuracy is demonstrated on a variety of tests including problems…

Numerical Analysis · Mathematics 2023-08-09 Will Thacher , Hans Johansen , Daniel Martin

We propose the Compact Coupling Interface Method (CCIM), a finite difference method capable of obtaining second-order accurate approximations of not only solution values but their gradients, for elliptic complex interface problems with…

Numerical Analysis · Mathematics 2024-06-21 Ray Zirui Zhang , Li-Tien Cheng

Second order accurate Cartesian grid methods have been well developed for interface problems in the literature. However, it is challenging to develop third or higher order accurate methods for problems with curved interfaces and internal…

Numerical Analysis · Mathematics 2022-06-14 Zhilin Li , Kejia Pan , Juan Ruiz

In this paper, we first consider linear 2D and 3D convection-diffusion-reaction equations $-\nabla\cdot (\kappa \nabla u) + {\bm v} \cdot \nabla u + \lambda u = \phi$ and $u_t - \nabla\cdot (\kappa \nabla u) + {\bm v} \cdot \nabla u +…

Numerical Analysis · Mathematics 2026-03-18 Qiwei Feng

In this paper, we discuss the 2D convection-diffusion-reaction equation with variable smooth coefficients and the Dirichlet boundary condition on a complicated, thin, and curved domain. We propose the fourth-order compact FDM at every grid…

Numerical Analysis · Mathematics 2026-05-21 Qiwei Feng , Bin Han , Peter Minev

In this paper, we consider the Stokes problem with Dirichlet boundary conditions and the constant kinematic viscosity $\nu$ in an axis-aligned domain $\Omega$. We decouple the velocity $\bm u$ and pressure $p$ by deriving a novel biharmonic…

Numerical Analysis · Mathematics 2025-06-17 Qiwei Feng , Bin Han , Michael Neilan

Solving the three-dimensional (3D) Bratu equation is highly challenging due to the presence of multiple and sharp solutions. Research on this equation began in the late 1990s, but there are no satisfactory results to date. To address this…

Numerical Analysis · Mathematics 2025-07-22 Muhammad Luthfi Shahab , Hadi Susanto , Haralampos Hatzikirou

We introduce generalised finite difference methods for solving fully nonlinear elliptic partial differential equations. Methods are based on piecewise Cartesian meshes augmented by additional points along the boundary. This allows for…

Numerical Analysis · Mathematics 2017-06-26 Brittany D. Froese , Tiago Salvador

New finite element methods are proposed for elliptic interface problems in one and two dimensions. The main motivation is not only to get an accurate solution but also an accurate first order derivative at the interface (from each side).…

Numerical Analysis · Mathematics 2017-03-02 Fangfang Qin , Zhaohui Wang , Zhijie Ma , Zhilin Li

In this paper, a meshless Generalized Finite Difference Method (GFDM) is proposed to deal with the Stokes-Darcy coupled problem with the Beavers-Joseph-Saffman (BJS) interface conditions. Some high order GFDMs are proposed to show the…

Numerical Analysis · Mathematics 2025-06-24 Yanan Xing , Haibiao Zheng

Elliptic interface problems whose solutions are $C^0$ continuous have been well studied over the past two decades. The well-known numerical methods include the strongly stable generalized finite element method (SGFEM) and immersed FEM…

Numerical Analysis · Mathematics 2023-02-28 Champike Attanayake , So-Hsiang Chou , Quanling Deng
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