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Volume 22, Issue 6
A Multigrid-Based Fourth Order Finite Difference Method for Elliptic Interface Problems with Variable Coefficients

Yiming Ren & Shan Zhao

Int. J. Numer. Anal. Mod., 22 (2025), pp. 860-896.

Published online: 2025-08

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  • Abstract

The paper introduces a fourth-order augmented matched interface and boundary (AMIB) method for solving elliptic interface problems with complex interfaces and piecewise smooth coefficients in two and three dimensions. To resolve the challenge posed by non-constant coefficients within the AMIB framework, the fast Fourier transform (FFT) Poisson solver of the existing AMIB methods is replaced by a geometric multigrid method to efficiently invert the Laplacian discretization matrix. In this work, a fourth order multigrid method will be employed in the framework of the AMIB method for elliptic interface problems with variable coefficients in two and three dimensions. Based on a Cartesian mesh, the standard fourth-order finite differences are employed to approximate the first and second derivatives involved in the Laplacian with variable coefficients. Near the interface, a fourth-order ray-casting matched interface and boundary (MIB) scheme is generalized to variable coefficient problems to enforce interface jump conditions in the corrected finite difference discretization. The augmented formulation of the AMIB allows us to decouple the interface treatments from the inversion of the Laplacian discretization matrix, so that one essentially solves an elliptic subproblem without interfaces. A fourth order geometric multigrid method is introduced to solve this subproblem with a Dirichlet boundary condition, where fourth order one-sided finite difference approximations are considered near the boundary in all grid levels. The proposed multigrid method significantly enhances the computational efficiency in solving variable coefficient problems, while achieving a fourth-order accuracy in accommodating complex interfaces and discontinuous solutions.

  • AMS Subject Headings

65N06, 65N55

  • Copyright

COPYRIGHT: © Global Science Press

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@Article{IJNAM-22-860, author = {Ren , Yiming and Zhao , Shan}, title = {A Multigrid-Based Fourth Order Finite Difference Method for Elliptic Interface Problems with Variable Coefficients}, journal = {International Journal of Numerical Analysis and Modeling}, year = {2025}, volume = {22}, number = {6}, pages = {860--896}, abstract = {

The paper introduces a fourth-order augmented matched interface and boundary (AMIB) method for solving elliptic interface problems with complex interfaces and piecewise smooth coefficients in two and three dimensions. To resolve the challenge posed by non-constant coefficients within the AMIB framework, the fast Fourier transform (FFT) Poisson solver of the existing AMIB methods is replaced by a geometric multigrid method to efficiently invert the Laplacian discretization matrix. In this work, a fourth order multigrid method will be employed in the framework of the AMIB method for elliptic interface problems with variable coefficients in two and three dimensions. Based on a Cartesian mesh, the standard fourth-order finite differences are employed to approximate the first and second derivatives involved in the Laplacian with variable coefficients. Near the interface, a fourth-order ray-casting matched interface and boundary (MIB) scheme is generalized to variable coefficient problems to enforce interface jump conditions in the corrected finite difference discretization. The augmented formulation of the AMIB allows us to decouple the interface treatments from the inversion of the Laplacian discretization matrix, so that one essentially solves an elliptic subproblem without interfaces. A fourth order geometric multigrid method is introduced to solve this subproblem with a Dirichlet boundary condition, where fourth order one-sided finite difference approximations are considered near the boundary in all grid levels. The proposed multigrid method significantly enhances the computational efficiency in solving variable coefficient problems, while achieving a fourth-order accuracy in accommodating complex interfaces and discontinuous solutions.

}, issn = {2617-8710}, doi = {https://doi.org/10.4208/ijnam2025-1038}, url = {http://global-sci.org/intro/article_detail/ijnam/24298.html} }
TY - JOUR T1 - A Multigrid-Based Fourth Order Finite Difference Method for Elliptic Interface Problems with Variable Coefficients AU - Ren , Yiming AU - Zhao , Shan JO - International Journal of Numerical Analysis and Modeling VL - 6 SP - 860 EP - 896 PY - 2025 DA - 2025/08 SN - 22 DO - http://doi.org/10.4208/ijnam2025-1038 UR - https://global-sci.org/intro/article_detail/ijnam/24298.html KW - Variable coefficient elliptic interface problem, high order finite difference schemes, geometric multigrid, matched interface and boundary method (MIB), gradient recovery. AB -

The paper introduces a fourth-order augmented matched interface and boundary (AMIB) method for solving elliptic interface problems with complex interfaces and piecewise smooth coefficients in two and three dimensions. To resolve the challenge posed by non-constant coefficients within the AMIB framework, the fast Fourier transform (FFT) Poisson solver of the existing AMIB methods is replaced by a geometric multigrid method to efficiently invert the Laplacian discretization matrix. In this work, a fourth order multigrid method will be employed in the framework of the AMIB method for elliptic interface problems with variable coefficients in two and three dimensions. Based on a Cartesian mesh, the standard fourth-order finite differences are employed to approximate the first and second derivatives involved in the Laplacian with variable coefficients. Near the interface, a fourth-order ray-casting matched interface and boundary (MIB) scheme is generalized to variable coefficient problems to enforce interface jump conditions in the corrected finite difference discretization. The augmented formulation of the AMIB allows us to decouple the interface treatments from the inversion of the Laplacian discretization matrix, so that one essentially solves an elliptic subproblem without interfaces. A fourth order geometric multigrid method is introduced to solve this subproblem with a Dirichlet boundary condition, where fourth order one-sided finite difference approximations are considered near the boundary in all grid levels. The proposed multigrid method significantly enhances the computational efficiency in solving variable coefficient problems, while achieving a fourth-order accuracy in accommodating complex interfaces and discontinuous solutions.

Ren , Yiming and Zhao , Shan. (2025). A Multigrid-Based Fourth Order Finite Difference Method for Elliptic Interface Problems with Variable Coefficients. International Journal of Numerical Analysis and Modeling. 22 (6). 860-896. doi:10.4208/ijnam2025-1038
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