Article ID Journal Published Year Pages File Type
4646125 Applied Numerical Mathematics 2007 12 Pages PDF
Abstract

This paper develops the immersed interface method (IIM) due to [R.J. LeVeque, Z. Li, The immersed interface method for elliptic equations with discontinuous coefficients and singular sources, SIAM J. Numer. Anal. 31 (1994) 1019–1044] for solving parabolic equations with singular own sources. New finite difference schemes are constructed to satisfy the discrete maximum principle. Convergence proof is provided. Numerical experiments show the efficiency of the proposed schemes.

Related Topics
Physical Sciences and Engineering Mathematics Computational Mathematics