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==Abstract==
 
==Abstract==
  
 
This paper introduces a sixth-order Immersed Interface Method (IIM) for addressing 2D Poisson problems characterized by a discontinuous forcing function with straight interfaces. In the presence of this discontinuity, the problem exhibits a non-smooth solution at the interface that divides the domain into two regions. Here, the IIM is employed to compute the solution on a fixed Cartesian grid. This method integrates necessary jump conditions resulting from the interface into the numerical schemes. In order to achieve a sixth-order method, the proposed approach combines implicit finite differences with the IIM. The proposed scheme is efficient because the matrix arising from discretization remains the same as in the smooth problem, and changes are made to the resulting linear system by introducing new terms on the right side. These supplementary terms account for the discontinuities in the solution and its derivatives, with calculations restricted near the interface. The paper demonstrates the accuracy of the proposed method through various numerical examples.
 
This paper introduces a sixth-order Immersed Interface Method (IIM) for addressing 2D Poisson problems characterized by a discontinuous forcing function with straight interfaces. In the presence of this discontinuity, the problem exhibits a non-smooth solution at the interface that divides the domain into two regions. Here, the IIM is employed to compute the solution on a fixed Cartesian grid. This method integrates necessary jump conditions resulting from the interface into the numerical schemes. In order to achieve a sixth-order method, the proposed approach combines implicit finite differences with the IIM. The proposed scheme is efficient because the matrix arising from discretization remains the same as in the smooth problem, and changes are made to the resulting linear system by introducing new terms on the right side. These supplementary terms account for the discontinuities in the solution and its derivatives, with calculations restricted near the interface. The paper demonstrates the accuracy of the proposed method through various numerical examples.
  
'''keywords'''
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'''Keywords''': Poisson equation, immersed interface method, finite difference, sixth-order of accuracy, implicit finite difference
  
Poisson equation, immersed interface method, finite difference, sixth-order of accuracy, implicit finite difference
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==1. Introduction==
 
+
==1 Introduction==
+
  
 
Developing advanced algorithms for solving the Poisson equation holds great significance in numerous research domains, including computational fluid dynamics, wave propagation, and theoretical physics <span id='citeF-1'></span>[[#cite-1|[1]]]. The discontinuous problem emerges in scenarios marked by abrupt changes at interfaces that separate different regions within a given domain <span id='citeF-2'></span><span id='citeF-3'></span><span id='citeF-4'></span>[[#cite-2|[2,3,4]]]. In this article, we particularly focus on linear interfaces, which are commonly encountered in layered phenomena (for example, as seen in <span id='citeF-5'></span><span id='citeF-6'></span><span id='citeF-7'></span>[[#cite-5|[5,6,7]]] and the cited references). Additionally, the pursuit of high-order methods for addressing such challenges is highly advantageous since their enhanced precision permits the use of coarser grids, subsequently reducing computational expenses.
 
Developing advanced algorithms for solving the Poisson equation holds great significance in numerous research domains, including computational fluid dynamics, wave propagation, and theoretical physics <span id='citeF-1'></span>[[#cite-1|[1]]]. The discontinuous problem emerges in scenarios marked by abrupt changes at interfaces that separate different regions within a given domain <span id='citeF-2'></span><span id='citeF-3'></span><span id='citeF-4'></span>[[#cite-2|[2,3,4]]]. In this article, we particularly focus on linear interfaces, which are commonly encountered in layered phenomena (for example, as seen in <span id='citeF-5'></span><span id='citeF-6'></span><span id='citeF-7'></span>[[#cite-5|[5,6,7]]] and the cited references). Additionally, the pursuit of high-order methods for addressing such challenges is highly advantageous since their enhanced precision permits the use of coarser grids, subsequently reducing computational expenses.
  
This paper presents high-order finite-difference schemes up to sixth-order for the Poisson equation for straight interfaces. The problem is given by <span id='citeF-2'></span><span id='citeF-3'></span><span id='citeF-4'></span>[[#cite-2|[2,3,4]]].
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This paper presents high-order finite-difference schemes up to sixth-order for the Poisson equation for straight interfaces. The problem is given by <span id='citeF-2'></span><span id='citeF-3'></span><span id='citeF-4'></span>[[#cite-2|[2,3,4]]]
  
 
<span id="eq-1"></span>
 
<span id="eq-1"></span>
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{| style="text-align: center; margin:auto;width: 100%;"  
 
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| style="text-align: center;" | <math>\Delta u({x}) = f({x}), \quad {x}\in \Omega \setminus \Gamma , \quad \Omega = \Omega ^{+} \cup \Omega ^{-} </math>
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| style="text-align: center;" | <math>\Delta u({x}) = f({x}), \quad {x}\in \Omega \setminus \Gamma , \quad \Omega = \Omega ^{+} \cup \Omega ^{-} </math>
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| style="width: 5px;text-align: right;white-space: nowrap;" | (1)
 
| style="width: 5px;text-align: right;white-space: nowrap;" | (1)
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{| style="text-align: center; margin:auto;width: 100%;"
 
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| style="text-align: center;" | <math> \left[u\right]_\Gamma  = \mathfrak{p}({x}),  \quad {x}\in \Gamma , </math>
 
| style="text-align: center;" | <math> \left[u\right]_\Gamma  = \mathfrak{p}({x}),  \quad {x}\in \Gamma , </math>
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| style="width: 5px;text-align: right;white-space: nowrap;" | (2)
 
| style="width: 5px;text-align: right;white-space: nowrap;" | (2)
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{| class="formulaSCP" style="width: 100%; text-align: left;"
 
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| style="text-align: center;" | <math> \left[u_{{n}} \right]_\Gamma = \mathfrak{q}({x}) , \quad {x}\in \Gamma{.}  </math>
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| style="width: 5px;text-align: right;white-space: nowrap;" | (3)
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{| style="text-align: center; margin:auto;width: 100%;"  
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| style="text-align: center;" |  <math> \left[u_{{n}} \right]_\Gamma = \mathfrak{q}({x}) , \quad {x}\in \Gamma{.}  </math>
 
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| style="width: 5px;text-align: right;white-space: nowrap;" | (3)
 
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where <math display="inline">u</math> and <math display="inline">f</math> are the solution and known right-hand side function, respectively. We divide <math display="inline">\Omega </math> in two regions, <math display="inline">\Omega ^{+}</math> and <math display="inline">\Omega ^{-}</math>, separated by an immersed interface <math display="inline">\Gamma </math>. The computational domain can be one-dimensional (1D) (with several interface points), or a two-dimensional (2D) region with straight interfaces. We use Dirichlet boundary conditions on <math display="inline">\partial \Omega </math>. We assume that the solution, the right-hand side function, and their derivatives may have discontinuities at <math display="inline">\Gamma </math>. Thus, we require jump conditions as additional inputs. The principal jump conditions <math display="inline">[u]=\mathfrak{p}</math> and <math display="inline">[u_{{n}}]=\mathfrak{q}</math> are known functions and are defined on <math display="inline">\Gamma </math>. Here, <math display="inline">u_{{n}}</math> is the derivative in the normal direction.
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where <math display="inline">u</math> and <math display="inline">f</math> are the solution and known right-hand side function, respectively. We divide <math display="inline">\Omega </math> in two regions, <math display="inline">\Omega ^{+}</math> and <math display="inline">\Omega^{-}</math>, separated by an immersed interface <math display="inline">\Gamma </math>. The computational domain can be one-dimensional (1D) (with several interface points), or a two-dimensional (2D) region with straight interfaces. We use Dirichlet boundary conditions on <math display="inline">\partial \Omega </math>. We assume that the solution, the right-hand side function, and their derivatives may have discontinuities at <math display="inline">\Gamma </math>. Thus, we require jump conditions as additional inputs. The principal jump conditions <math display="inline">[u]=\mathfrak{p}</math> and <math display="inline">[u_{{n}}]=\mathfrak{q}</math> are known functions and are defined on <math display="inline">\Gamma </math>. Here, <math display="inline">u_{{n}}</math> is the derivative in the normal direction.
  
Many numerical methods have been proposed to solve accurately the Poisson equation; however most of these methods are limited to smooth solutions. For instance, many developments have been made to get fourth- and sixth-order finite-difference methods for the Poisson equation [[#eq-1|(1)]], see for example <span id='citeF-8'></span><span id='citeF-9'></span><span id='citeF-10'></span><span id='citeF-11'></span><span id='citeF-12'></span><span id='citeF-13'></span><span id='citeF-14'></span>[[#cite-8|[8,9,10,11,12,13,14]]]. On the other hand, to overcome the interface issue, several approaches exist to approximate discontinuous solutions, such as the level set method <span id='citeF-15'></span>[[#cite-15|[15]]], immersed boundary method <span id='citeF-16'></span>[[#cite-16|[16]]], ghost fluid method <span id='citeF-17'></span>[[#cite-17|[17]]], interpolation matched interface method <span id='citeF-18'></span>[[#cite-18|[18]]], Galerkin finite element method <span id='citeF-19'></span>[[#cite-19|[19]]], boundary condition capturing <span id='citeF-20'></span>[[#cite-20|[20]]], and interface neural networks <span id='citeF-21'></span>[[#cite-21|[21]]]. However, there are not many available high-order discretizations of the Poisson problems with interfaces and many of these algorithms are only second-order accuracy. From these methods, the immersed interface method <span id='citeF-22'></span><span id='citeF-23'></span><span id='citeF-24'></span><span id='citeF-4'></span><span id='citeF-25'></span>[[#cite-22|[22,23,24,4,25]]] is one popular option to solve (1)-(3) accurately by simple modifications of standard finite differences.
+
Many numerical methods have been proposed to solve accurately the Poisson equation; however most of these methods are limited to smooth solutions. For instance, many developments have been made to get fourth- and sixth-order finite-difference methods for the Poisson equation [[#eq-1|(1)]], see for example <span id='citeF-8'></span><span id='citeF-9'></span><span id='citeF-10'></span><span id='citeF-11'></span><span id='citeF-12'></span><span id='citeF-13'></span><span id='citeF-14'></span>[[#cite-8|[8,9,10,11,12,13,14]]]. On the other hand, to overcome the interface issue, several approaches exist to approximate discontinuous solutions, such as the level set method <span id='citeF-15'></span>[[#cite-15|[15]]], immersed boundary method <span id='citeF-16'></span>[[#cite-16|[16]]], ghost fluid method <span id='citeF-17'></span>[[#cite-17|[17]]], interpolation matched interface method <span id='citeF-18'></span>[[#cite-18|[18]]], Galerkin finite element method <span id='citeF-19'></span>[[#cite-19|[19]]], boundary condition capturing <span id='citeF-20'></span>[[#cite-20|[20]]], and interface neural networks <span id='citeF-21'></span>[[#cite-21|[21]]]. However, there are not many available high-order discretizations of the Poisson problems with interfaces and many of these algorithms are only second-order accuracy. From these methods, the immersed interface method <span id='citeF-22'></span><span id='citeF-23'></span><span id='citeF-24'></span><span id='citeF-4'></span><span id='citeF-25'></span>[[#cite-22|[4,22,23,24,25]]] is one popular option to solve Eqs. (1)-(3) accurately by simple modifications of standard finite differences.
  
 
There only exist a few high-order immersed interface methods to solve elliptic equations. Fourth-order interface methods for elliptic equations with discontinuous solutions or discontinuous coefficients are investigated in <span id='citeF-26'></span><span id='citeF-27'></span><span id='citeF-28'></span><span id='citeF-29'></span><span id='citeF-30'></span>[[#cite-26|[26,27,28,29,30]]]. Lately, Feng and Li <span id='citeF-31'></span>[[#cite-31|[31]]] presented a third-order IIM for elliptic interface problems, but it is limited to straight interfaces lying at grid points. Pan et al. <span id='citeF-32'></span>[[#cite-32|[32]]] proposed a third-order IIM to solve elliptic problems on irregular domains, and Colnago et al. <span id='citeF-33'></span>[[#cite-33|[33]]] developed a  fourth-order approximation. More recently, Feng et al. <span id='citeF-34'></span>[[#cite-34|[34]]] presented a sixth-order IIM to solve Poisson interface problem with singular sources based on the undetermined coefficients technique.
 
There only exist a few high-order immersed interface methods to solve elliptic equations. Fourth-order interface methods for elliptic equations with discontinuous solutions or discontinuous coefficients are investigated in <span id='citeF-26'></span><span id='citeF-27'></span><span id='citeF-28'></span><span id='citeF-29'></span><span id='citeF-30'></span>[[#cite-26|[26,27,28,29,30]]]. Lately, Feng and Li <span id='citeF-31'></span>[[#cite-31|[31]]] presented a third-order IIM for elliptic interface problems, but it is limited to straight interfaces lying at grid points. Pan et al. <span id='citeF-32'></span>[[#cite-32|[32]]] proposed a third-order IIM to solve elliptic problems on irregular domains, and Colnago et al. <span id='citeF-33'></span>[[#cite-33|[33]]] developed a  fourth-order approximation. More recently, Feng et al. <span id='citeF-34'></span>[[#cite-34|[34]]] presented a sixth-order IIM to solve Poisson interface problem with singular sources based on the undetermined coefficients technique.
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The paper is organized as follows. Section 2 introduces the implicit formulation. The main theoretical results are presented in this section. Section 3 deals with the 1D Poisson problem. Section 4 shows how to implement the high order methods for 2D problems with straight interfaces. Section 5 contains several examples to test the algorithm's capacity. Finally, in Section 6, we present the conclusions and future work.
 
The paper is organized as follows. Section 2 introduces the implicit formulation. The main theoretical results are presented in this section. Section 3 deals with the 1D Poisson problem. Section 4 shows how to implement the high order methods for 2D problems with straight interfaces. Section 5 contains several examples to test the algorithm's capacity. Finally, in Section 6, we present the conclusions and future work.
  
==2 Implicit finite-difference formulation==
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==2. Implicit finite-difference formulation==
  
We begin our analysis by considering the 1D finite-difference (FD) scheme for the second derivative of a real-valued function <math display="inline">u</math>. In this work, the numerical solution is approximated using a uniform grid.  An interval <math display="inline">[\mathfrak{a},\,\mathfrak{b}]</math> is divided into <math display="inline">N</math> sub-intervals, using <math display="inline">x_i = \mathfrak{a} + (i-1)h</math>, <math display="inline">i=1, 2, \dots , N,N+1</math>, where the grid size is given by <math display="inline">h=(\mathfrak{b}-\mathfrak{a})/N</math>. For simplicity, we set <math display="inline">x=x_\alpha </math> between two consecutive grid points <math display="inline">x_I\leq x_\alpha{<}x_{I+1}</math>. We called <math display="inline">x_I</math> and <math display="inline">x_{I+1}</math> irregular points; meanwhile the reminder points are referred as regular. Besides <math display="inline">h</math>, the discretization needs the definitions of <math display="inline">h_{L} = x_{I}-x_\alpha </math>, and <math display="inline">h_{R} = x_{I+1}-x_\alpha </math>. Note that <math display="inline">h_{R}</math> is a positive value, meanwhile <math display="inline">h_{L}</math> is negative, see Fig.&nbsp;[[#img-1|1]].
+
We begin our analysis by considering the 1D finite-difference (FD) scheme for the second derivative of a real-valued function <math display="inline">u</math>. In this work, the numerical solution is approximated using a uniform grid.  An interval <math display="inline">[\mathfrak{a},\,\mathfrak{b}]</math> is divided into <math display="inline">N</math> sub-intervals, using <math display="inline">x_i = \mathfrak{a} + (i-1)h</math>, <math display="inline">i=1, 2, \dots , N,N+1</math>, where the grid size is given by <math display="inline">h=(\mathfrak{b}-\mathfrak{a})/N</math>. For simplicity, we set <math display="inline">x=x_\alpha </math> between two consecutive grid points <math display="inline">x_I\leq x_\alpha{<}x_{I+1}</math>. We called <math display="inline">x_I</math> and <math display="inline">x_{I+1}</math> irregular points; meanwhile the reminder points are referred as regular. Besides <math display="inline">h</math>, the discretization needs the definitions of <math display="inline">h_{L} = x_{I}-x_\alpha </math>, and <math display="inline">h_{R} = x_{I+1}-x_\alpha </math>. Note that <math display="inline">h_{R}</math> is a positive value, meanwhile <math display="inline">h_{L}</math> is negative ([[#img-1|Figure  1]]).
  
 
<div id='img-1'></div>
 
<div id='img-1'></div>
{| class="floating_imageSCP" style="text-align: center; border: 1px solid #BBB; margin: 1em auto; width: 100%;max-width: 100%;"
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<div id='img-1'></div>
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{| class="wikitable" style="margin: 0em auto 0.1em auto;border-collapse: collapse;width:auto;"
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|-style="background:white;"
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|style="text-align: center;padding:10px;"| [[Image:Draft_Balam_338770048-Stencil.png|350px|]]
 
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|[[Image:Draft_Balam_338770048-Stencil.png|300px|Stencil of the immersed interface method at x<sub>I</sub> and x<sub>I+1</sub>.]]
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| style="background:#efefef;text-align:left;padding:10px;font-size: 85%;"| '''Figure 1'''. Stencil of the immersed interface method at <math>x_{I}</math> and <math>x_{I+1}</math>
|- style="text-align: center; font-size: 75%;"
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| colspan="1" | '''Figure 1:''' Stencil of the immersed interface method at <math>x_{I}</math> and <math>x_{I+1}</math>.
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Finally, we denote as <math display="inline">\varphi _i = \left.\varphi \right|_i = \varphi (x_i)</math> the evaluation of function <math display="inline">\varphi </math> at the <math display="inline">i</math>th-point of the grid.
 
Finally, we denote as <math display="inline">\varphi _i = \left.\varphi \right|_i = \varphi (x_i)</math> the evaluation of function <math display="inline">\varphi </math> at the <math display="inline">i</math>th-point of the grid.
  
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| style="text-align: center;" | <math>\left.u_{xx}\right|_i = \left.\delta ^2u\right|_i + O(h^2),  </math>
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| style="text-align: center;" | <math>\left.u_{xx}\right|_i = \left.\delta ^2u\right|_i + O(h^2),  </math>
 
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| style="width: 5px;text-align: right;white-space: nowrap;" | (4)
 
| style="width: 5px;text-align: right;white-space: nowrap;" | (4)
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where
 
where
 
 
<span id="eq-5"></span>
 
<span id="eq-5"></span>
 
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| style="text-align: center;" | <math>\left.\delta ^2u\right|_i := \frac{u_{i-1}-2u_{i}+u_{i+1}}{h^2},  </math>
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| style="text-align: center;" | <math>\left.\delta ^2u\right|_i := \frac{u_{i-1}-2u_{i}+u_{i+1}}{h^2},  </math>
 
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| style="width: 5px;text-align: right;white-space: nowrap;" | (5)
 
| style="width: 5px;text-align: right;white-space: nowrap;" | (5)
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for a given small value <math display="inline">h > 0</math>.
 
for a given small value <math display="inline">h > 0</math>.
  
One way to increase the order of accuracy in [[#eq-4|(4)]] is using a FD operator with more grid points. However, there is another way to get high-order approximations without changing the length of the FD operator [[#eq-5|(5)]]. It is by considering a high-order implicit finite-difference (HIFD) formulation, as presented in <span id='citeF-13'></span>[[#cite-13|[13]]]. Thus, using Taylor series expansions, it directly follows that the sixth-order formula is given by
+
One way to increase the order of accuracy in Eq. [[#eq-4|(4)]] is using a FD operator with more grid points. However, there is another way to get high-order approximations without changing the length of the FD operator [[#eq-5|(5)]]. It is by considering a high-order implicit finite-difference (HIFD) formulation, as presented in Zapata and Balam <span id='citeF-13'></span>[[#cite-13|[13]]]. Thus, using Taylor series expansions, it directly follows that the sixth-order formula is given by
  
 
<span id="eq-6"></span>
 
<span id="eq-6"></span>
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| style="text-align: center;" | <math>\left.\partial ^4u_{xx}\right|_i = \left.\delta ^2 u\right|_i + O(h^6), \qquad i\ne I, I+1.  </math>
+
| style="text-align: center;" | <math>\left.\partial ^4u_{xx}\right|_i = \left.\delta ^2 u\right|_i + O(h^6), \qquad i\ne I, I+1.  </math>
 
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| style="width: 5px;text-align: right;white-space: nowrap;" | (6)
 
| style="width: 5px;text-align: right;white-space: nowrap;" | (6)
 
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where the FD operator <math display="inline">\delta ^2</math> is given by [[#eq-5|(5)]] and the partial operator is defined as
+
where the FD operator <math display="inline">\delta ^2</math> is given by Eq. [[#eq-5|(5)]] and the partial operator is defined as
  
 
<span id="eq-7"></span>
 
<span id="eq-7"></span>
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| style="text-align: center;" | <math>\partial ^4(\cdot )  :=  (\cdot )  + bh^2(\cdot )_{xx} + eh^4 (\cdot )_{xxxx},  </math>
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| style="text-align: center;" | <math>\partial ^4(\cdot )  :=  (\cdot )  + bh^2(\cdot )_{xx} + eh^4 (\cdot )_{xxxx},  </math>
 
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| style="width: 5px;text-align: right;white-space: nowrap;" | (7)
 
| style="width: 5px;text-align: right;white-space: nowrap;" | (7)
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<math display="inline">b=1/12</math> and <math display="inline">e = 1/360</math>. The above formulation [[#eq-6|(6)]] turns in a fourth-order method if we choose <math display="inline">b=1/12</math> and <math display="inline">e=0</math>. Moreover, if we select <math display="inline">b=0</math> and <math display="inline">e=0</math> the standard second-order approximation is recovered.
 
<math display="inline">b=1/12</math> and <math display="inline">e = 1/360</math>. The above formulation [[#eq-6|(6)]] turns in a fourth-order method if we choose <math display="inline">b=1/12</math> and <math display="inline">e=0</math>. Moreover, if we select <math display="inline">b=0</math> and <math display="inline">e=0</math> the standard second-order approximation is recovered.
  
We remark that [[#eq-6|(6)]] can only be applied in cases where the problem's solution has enough regularity, see <span id='citeF-37'></span>[[#cite-37|[37]]]. To overcome this issue, we combine the HIFD with the IIM to solve problems with discontinuous solutions, as described in the next section.
+
We remark that Eq. [[#eq-6|(6)]] can only be applied in cases where the problem's solution has enough regularity <span id='citeF-37'></span>[[#cite-37|[37]]]. To overcome this issue, we combine the HIFD with the IIM to solve problems with discontinuous solutions, as described in the next section.
  
 
===2.2 Approximation on irregular points===
 
===2.2 Approximation on irregular points===
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| style="text-align: center;" | <math>\left[\varphi \right]= \varphi ^{+} - \varphi ^{-},  \qquad  \varphi ^{+} = \varphi (x_\alpha ^{+} )= \lim _{x\to x_\alpha ^+}\varphi (x), \qquad  \varphi ^{-} = \varphi (x_\alpha ^{-}) = \lim _{x\to x_\alpha ^-}\varphi (x).  </math>
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| style="text-align: center;" | <math>\left[\varphi \right]= \varphi ^{+} - \varphi ^{-},  \qquad  \varphi ^{+} = \varphi (x_\alpha ^{+} )= \lim _{x\to x_\alpha ^+}\varphi (x), \qquad  \varphi ^{-} = \varphi (x_\alpha ^{-}) = \lim _{x\to x_\alpha ^-}\varphi (x).  </math>
 
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| style="width: 5px;text-align: right;white-space: nowrap;" | (8)
 
| style="width: 5px;text-align: right;white-space: nowrap;" | (8)
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The IIM contribution requires to include high-order jump derivatives. However, we can reduce the number of jumps by applying a less accurate scheme at the irregular points. As other IIMs proposed by different authors <span id='citeF-22'></span><span id='citeF-24'></span><span id='citeF-38'></span><span id='citeF-39'></span><span id='citeF-40'></span>[[#cite-22|[22,24,38,39,40]]], the global order is <math display="inline">O(h^2)</math>, even if the local truncation error at <math display="inline">i=I</math> and <math display="inline">i=I+1</math> is one order lower, i.e., <math display="inline">O(h)</math> <span id='citeF-41'></span>[[#cite-41|[41]]]. Recently, Pan et al. <span id='citeF-32'></span>[[#cite-32|[32]]] proposed a global third-order IIM using <math display="inline">O(h^{3})</math> and <math display="inline">O(h^{2})</math> local truncation errors at regular and irregular grid points, respectively. Following similar ideas, the main result of this paper is presented in Theorem [[#theorem-thm:xj_right_left|1]].
 
The IIM contribution requires to include high-order jump derivatives. However, we can reduce the number of jumps by applying a less accurate scheme at the irregular points. As other IIMs proposed by different authors <span id='citeF-22'></span><span id='citeF-24'></span><span id='citeF-38'></span><span id='citeF-39'></span><span id='citeF-40'></span>[[#cite-22|[22,24,38,39,40]]], the global order is <math display="inline">O(h^2)</math>, even if the local truncation error at <math display="inline">i=I</math> and <math display="inline">i=I+1</math> is one order lower, i.e., <math display="inline">O(h)</math> <span id='citeF-41'></span>[[#cite-41|[41]]]. Recently, Pan et al. <span id='citeF-32'></span>[[#cite-32|[32]]] proposed a global third-order IIM using <math display="inline">O(h^{3})</math> and <math display="inline">O(h^{2})</math> local truncation errors at regular and irregular grid points, respectively. Following similar ideas, the main result of this paper is presented in Theorem [[#theorem-thm:xj_right_left|1]].
  
<span id='theorem-thm:xj_right_left'></span>Theorem 1:  HIFD-IIM. Let us consider the known jump conditions
+
<span id='theorem-thm:xj_right_left'></span>'''Theorem 1:  HIFD-IIM'''. Let us consider the known jump conditions
  
 
<span id="eq-9"></span>
 
<span id="eq-9"></span>
Line 159: Line 172:
 
|-
 
|-
 
|  
 
|  
{| style="text-align: left; margin:auto;width: 100%;"  
+
{| style="text-align: center; margin:auto;width: 100%;"  
 
|-
 
|-
| style="text-align: center;" | <math>\left[u \right],\quad  \left[u_{x} \right],\quad  \left[u_{xx} \right],\quad  \left[u_{xxx} \right],\quad  \left[u_{xxxx} \right],\quad  \left[u_{xxxxx} \right],\quad  \left[u_{xxxxxx} \right],\quad  </math>
+
| style="text-align: center;" | <math>\left[u \right],\quad  \left[u_{x} \right],\quad  \left[u_{xx} \right],\quad  \left[u_{xxx} \right],\quad  \left[u_{xxxx} \right],\quad  \left[u_{xxxxx} \right],\quad  \left[u_{xxxxxx} \right],\quad  </math>
 
|}
 
|}
 
| style="width: 5px;text-align: right;white-space: nowrap;" | (9)
 
| style="width: 5px;text-align: right;white-space: nowrap;" | (9)
Line 172: Line 185:
 
|-
 
|-
 
|  
 
|  
{| style="text-align: left; margin:auto;width: 100%;"  
+
{| style="text-align: center; margin:auto;width: 100%;"  
 
|-
 
|-
| style="text-align: center;" | <math>\left.\partial ^4 u_{xx}\right|_i = \left.\delta ^2 u\right|_i + C_i + O(h^5), \quad i= I, I+1,    </math>
+
| style="text-align: center;" | <math>\left.\partial ^4 u_{xx}\right|_i = \left.\delta ^2 u\right|_i + C_i + O(h^5), \quad i= I, I+1,    </math>
 
|}
 
|}
 
| style="width: 5px;text-align: right;white-space: nowrap;" | (10)
 
| style="width: 5px;text-align: right;white-space: nowrap;" | (10)
Line 180: Line 193:
  
 
where
 
where
 
<span style="text-align: center; font-size: 75%;">
 
 
 
<span id="eq-11"></span>
 
<span id="eq-11"></span>
 
<span id="eq-12"></span>
 
<span id="eq-12"></span>
Line 188: Line 198:
 
|-
 
|-
 
|  
 
|  
{| style="text-align: left; margin:auto;width: 100%;"  
+
{| style="text-align: center; margin:auto;width: 100%;"  
 
|-
 
|-
| style="text-align: center;" | <math> C_I    :=  - \dfrac{1}{h^2}\left\{[u] + h_R\left[u_{x}\right]+ \dfrac{h_R^2}{2}\left[u_{xx} \right]+ \dfrac{h_R^3}{3!}\left[u_{xxx} \right]+\dfrac{h_R^4}{4!}\left[u_{xxxx} \right]+ \dfrac{h_R^5}{5!}\left[u_{xxxxx} \right]+ \dfrac{h_R^6}{6!}\left[u_{xxxxxx} \right]\right\}, </math>
+
| style="text-align: center;" | <math> C_I    :=  - \dfrac{1}{h^2}\left\{[u] + h_R\left[u_{x}\right]+ \dfrac{h_R^2}{2}\left[u_{xx} \right]+ \dfrac{h_R^3}{3!}\left[u_{xxx} \right]+\dfrac{h_R^4}{4!}\left[u_{xxxx} \right]+ \dfrac{h_R^5}{5!}\left[u_{xxxxx} \right]+ \dfrac{h_R^6}{6!}\left[u_{xxxxxx} \right]\right\}, </math>
 +
|}
 
| style="width: 5px;text-align: right;white-space: nowrap;" | (11)
 
| style="width: 5px;text-align: right;white-space: nowrap;" | (11)
 +
|}
 +
 +
{| class="formulaSCP" style="width: 100%; text-align: left;"
 
|-
 
|-
| style="text-align: center;" | <math> C_{I+1} :=    \dfrac{1}{h^2}\left\{[u]+h_L\left[u_{x} \right]+\dfrac{h_L^2}{2}\left[u_{xx} \right]+ \dfrac{h_L^2}{3!}\left[u_{xxx} \right]+\dfrac{h_L^4}{4!}\left[u_{xxxx} \right]+ \dfrac{h_L^6}{5!}\left[u_{xxxxx} \right]+\dfrac{h_L^6}{6!}\left[u_{xxxxxx} \right]\right\}.  </math>
+
|
| style="width: 5px;text-align: right;white-space: nowrap;" | (12)
+
{| style="text-align: center; margin:auto;width: 100%;"  
 +
|-
 +
| style="text-align: center;" |  <math> C_{I+1} :=    \dfrac{1}{h^2}\left\{[u]+h_L\left[u_{x} \right]+\dfrac{h_L^2}{2}\left[u_{xx} \right]+ \dfrac{h_L^2}{3!}\left[u_{xxx} \right]+\dfrac{h_L^4}{4!}\left[u_{xxxx} \right]+ \dfrac{h_L^6}{5!}\left[u_{xxxxx} \right]+\dfrac{h_L^6}{6!}\left[u_{xxxxxx} \right]\right\}.  </math>
 
|}
 
|}
 +
| style="width: 5px;text-align: right;white-space: nowrap;" | (12)
 
|}
 
|}
  
</span>
 
  
We obtain a fifth-order scheme for at <math display="inline">x_I</math> and <math display="inline">x_{I+1}</math> following similar ideas as the generalized Taylor expansion proposed by Xu & Wang <span id='citeF-38'></span>[[#cite-38|[38]]] and the IIM for elliptic interface problems with straight interfaces proposed by Feng & Li <span id='citeF-39'></span>[[#cite-39|[39]]].
+
We obtain a fifth-order scheme for at <math display="inline">x_I</math> and <math display="inline">x_{I+1}</math> following similar ideas as the generalized Taylor expansion proposed by Xu and Wang <span id='citeF-38'></span>[[#cite-38|[38]]] and the IIM for elliptic interface problems with straight interfaces proposed by Feng and Li <span id='citeF-39'></span>[[#cite-39|[39]]].
  
We initially consider extended solutions of <math display="inline">u</math>, named <math display="inline">u_\ell </math> and <math display="inline">u_r</math>, as shown in Fig.&nbsp;[[#img-2|2]]. The idea is to have smooth functions such that we can apply the standard central scheme to <math display="inline">x_I</math> and <math display="inline">x_{I+1}</math>. These functions are defined as
+
We initially consider extended solutions of <math display="inline">u</math>, named <math display="inline">u_\ell </math> and <math display="inline">u_r</math>, as shown in [[#img-2|Figure 2]]. The idea is to have smooth functions such that we can apply the standard central scheme to <math display="inline">x_I</math> and <math display="inline">x_{I+1}</math>. These functions are defined as
  
 
<span id="eq-13"></span>
 
<span id="eq-13"></span>
Line 226: Line 242:
 
|}
 
|}
  
where <math display="inline">u^{-}</math> and <math display="inline">u^{+}</math> are defined as in equation [[#eq-8|(8)]].
+
where <math display="inline">u^{-}</math> and <math display="inline">u^{+}</math> are defined in Eq. [[#eq-8|(8)]].
  
 
<div id='img-2'></div>
 
<div id='img-2'></div>
{| class="floating_imageSCP" style="text-align: center; border: 1px solid #BBB; margin: 1em auto; width: 100%;max-width: 100%;"
+
{| class="wikitable" style="margin: 0em auto 0.1em auto;border-collapse: collapse;width:auto;"
 +
|-style="background:white;"
 +
|align="center" |
 +
{|style="margin: 0em auto 0.1em auto;width:auto;"  
 +
|+
 
|-
 
|-
|[[Image:Draft_Balam_338770048-Function_ul.png|294px|]]
+
|style="text-align: center;padding:10px;"| [[Image:Draft_Balam_338770048-Function_ul.png|344px|]]
|[[Image:Draft_Balam_338770048-Function_ur.png|294px|Extended solutions u_\ell  and u<sub>r</sub>. ]]
+
|style="text-align: center;padding:10px;"| [[Image:Draft_Balam_338770048-Function_ur.png|344px|]]
|- style="text-align: center; font-size: 75%;"
+
| colspan="2" | '''Figure 2:''' Extended solutions <math>u_\ell </math> and <math>u_r</math>.  
+
 
|}
 
|}
 +
|-
 +
| style="background:#efefef;text-align:left;padding:10px;font-size: 85%;"| '''Figure 2'''. Extended solutions <math>u_\ell </math> and <math>u_r</math>
 +
|}
 +
 +
 
Taylor series expansions of <math display="inline">u_{I+1}</math> around <math display="inline">x_\alpha </math> yields
 
Taylor series expansions of <math display="inline">u_{I+1}</math> around <math display="inline">x_\alpha </math> yields
  
Line 260: Line 283:
 
|}
 
|}
  
Next, we use <math display="inline">u_\ell </math> defintion in [[#eq-13|(13)]] to obtain
+
Next, we use <math display="inline">u_\ell </math> definition in [[#eq-13|(13)]] to obtain
  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
Line 284: Line 307:
 
|}
 
|}
  
where <math display="inline">C_I</math> is defined as equation [[#eq-11|(11)]]. Substituting [[#eq-15|(15)]] into a standard central scheme for the second-order derivative, it yields
+
where <math display="inline">C_I</math> is defined as Eq. [[#eq-11|(11)]]. Substituting [[#eq-15|(15)]] into a standard central scheme for the second-order derivative, it yields
  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
Line 316: Line 339:
 
|}
 
|}
 
|}
 
|}
 +
  
 
Finally, we get <math display="inline">\left.\partial ^4 u_{xx}\right|_I = \left.\delta ^2_x u\right|_I + C_I + O(h^5)</math>. This completes the proof.  The same procedure can be applied for the proof at <math display="inline">x_{I+1}</math> using definition [[#eq-14|(14)]].
 
Finally, we get <math display="inline">\left.\partial ^4 u_{xx}\right|_I = \left.\delta ^2_x u\right|_I + C_I + O(h^5)</math>. This completes the proof.  The same procedure can be applied for the proof at <math display="inline">x_{I+1}</math> using definition [[#eq-14|(14)]].
Line 321: Line 345:
 
It is important to remark that <math display="inline">C_I</math> and <math display="inline">C_{I+1}</math> are constants computed from the jump derivatives of <math display="inline">u</math> and we assume that those values are known. To emphasize that the contribution includes all jump derivatives up to sixth-order we write <math display="inline">C_I^6</math> instead <math display="inline">C_I</math>.
 
It is important to remark that <math display="inline">C_I</math> and <math display="inline">C_{I+1}</math> are constants computed from the jump derivatives of <math display="inline">u</math> and we assume that those values are known. To emphasize that the contribution includes all jump derivatives up to sixth-order we write <math display="inline">C_I^6</math> instead <math display="inline">C_I</math>.
  
<span id='theorem-def:HIFD-IIM_CI_be'></span>Remark 1: We can rewrite the contributions [[#eq-11|(11)]] and [[#eq-12|(12)]] as follows
+
''Remark 1'': We can rewrite the contributions [[#eq-11|(11)]] and [[#eq-12|(12)]] as follows
  
 
<span id="eq-17"></span>
 
<span id="eq-17"></span>
Line 327: Line 351:
 
|-
 
|-
 
|  
 
|  
{| style="text-align: left; margin:auto;width: 100%;"  
+
{| style="text-align: center; margin:auto;width: 100%;"  
 
|-
 
|-
| style="text-align: center;" | <math>C^6_I    :=- \dfrac{1}{h^2}\left\{[u] + h_R\left[u_{x}\right]+ \dfrac{h_R^2}{2}\left[u_{xx} \right] + b\left(2h_R^3\left[u_{xxx} \right]+\dfrac{h_R^4}{2}\left[u_{xxxx} \right]\right)\right.</math>
+
| style="text-align: center;" | <math>C^6_I    :=- \dfrac{1}{h^2}\left\{[u] + h_R\left[u_{x}\right]+ \dfrac{h_R^2}{2}\left[u_{xx} \right] + b\left(2h_R^3\left[u_{xxx} \right]+\dfrac{h_R^4}{2}\left[u_{xxxx} \right]\right)\right.</math>
 
|-
 
|-
 
| style="text-align: center;" | <math>  \qquad  \quad \left.+\,e\left(3h_R^5\left[u_{xxxxx} \right]+ \dfrac{h_R^6}{2}\left[u_{xxxxxx} \right]\right)\right\}, </math>
 
| style="text-align: center;" | <math>  \qquad  \quad \left.+\,e\left(3h_R^5\left[u_{xxxxx} \right]+ \dfrac{h_R^6}{2}\left[u_{xxxxxx} \right]\right)\right\}, </math>
 +
|}
 
| style="width: 5px;text-align: right;white-space: nowrap;" | (16)
 
| style="width: 5px;text-align: right;white-space: nowrap;" | (16)
 +
|}
 +
 +
{| class="formulaSCP" style="width: 100%; text-align: left;"
 
|-
 
|-
| style="text-align: center;" | <math> C^6_{I+1} :=    \dfrac{1}{h^2}\left\{[u] + h_L\left[u_{x}\right]+ \dfrac{h_L^2}{2}\left[u_{xx} \right]+ b\left(2h_L^3\left[u_{xxx} \right]+\dfrac{h_L^4}{2}\left[u_{xxxx} \right]\right)\right.</math>
+
|
 +
{| style="text-align: center; margin:auto;width: 100%;"
 +
|-
 +
| style="text-align: center;" | <math> C^6_{I+1} :=    \dfrac{1}{h^2}\left\{[u] + h_L\left[u_{x}\right]+ \dfrac{h_L^2}{2}\left[u_{xx} \right]+ b\left(2h_L^3\left[u_{xxx} \right]+\dfrac{h_L^4}{2}\left[u_{xxxx} \right]\right)\right.</math>
 
|-
 
|-
 
| style="text-align: center;" | <math>  \qquad \quad \left.+\,e\left(3h_L^5\left[u_{xxxxx} \right]+ \dfrac{h_L^6}{2}\left[u_{xxxxxx} \right]\right)\right\},  </math>
 
| style="text-align: center;" | <math>  \qquad \quad \left.+\,e\left(3h_L^5\left[u_{xxxxx} \right]+ \dfrac{h_L^6}{2}\left[u_{xxxxxx} \right]\right)\right\},  </math>
| style="width: 5px;text-align: right;white-space: nowrap;" | (17)
 
 
|}
 
|}
 +
| style="width: 5px;text-align: right;white-space: nowrap;" | (17)
 
|}
 
|}
  
where <math display="inline">b</math> and <math display="inline">e</math> are defined as in [[#eq-7|(7)]].
+
where <math display="inline">b</math> and <math display="inline">e</math> are defined as in Eq. [[#eq-7|(7)]].
  
Remark 2: If the solution is smooth, then all contributions <math display="inline">C^6_I</math> and <math display="inline">C^6_{I+1}</math> are equal to zero and the standard sixth-order method <span id='citeF-37'></span>[[#cite-37|[37]]] is recovered in equation [[#eq-6|(6)]].
+
''Remark 2'': If the solution is smooth, then all contributions <math display="inline">C^6_I</math> and <math display="inline">C^6_{I+1}</math> are equal to zero and the standard sixth-order method <span id='citeF-37'></span>[[#cite-37|[37]]] is recovered in Eq. [[#eq-6|(6)]].
  
<span id='theorem-eqn:HIFDIIM_4th'></span>Corollary 1: If we consider <math display="inline">b=1/12</math> and <math display="inline">e=0</math> in [[#theorem-def:HIFD-IIM_CI_be|(1)]] and [[#eq-17|(17)]], then we obtain a third-order scheme for <math display="inline"> i= I, I+1</math> (global fourth-order method) as follows
+
''Corollary 1'': If we consider <math display="inline">b=1/12</math> and <math display="inline">e=0</math> in Eqs. [[#theorem-def:HIFD-IIM_CI_be|(1)]] and [[#eq-17|(17)]], then we obtain a third-order scheme for <math display="inline"> i= I, I+1</math> (global fourth-order method) as follows
  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
Line 358: Line 389:
  
 
where
 
where
 
 
<span id="eq-19"></span>
 
<span id="eq-19"></span>
 
<span id="eq-20"></span>
 
<span id="eq-20"></span>
Line 364: Line 394:
 
|-
 
|-
 
|  
 
|  
{| style="text-align: left; margin:auto;width: 100%;"  
+
{| style="text-align: center; margin:auto;width: 100%;"  
 
|-
 
|-
| style="text-align: center;" | <math>C^4_I    = - \dfrac{1}{h^2}\left\{[u] + h_R\left[u_{x} \right]+ \dfrac{h_R^2}{2}\left[u_{xx} \right]+ \dfrac{h_R^3}{3!}\left[u_{xxx} \right]+ \dfrac{h_R^4}{4!}\left[u_{xxxx} \right]\right\}, </math>
+
| style="text-align: center;" | <math>C^4_I    = - \dfrac{1}{h^2}\left\{[u] + h_R\left[u_{x} \right]+ \dfrac{h_R^2}{2}\left[u_{xx} \right]+ \dfrac{h_R^3}{3!}\left[u_{xxx} \right]+ \dfrac{h_R^4}{4!}\left[u_{xxxx} \right]\right\}, </math>
 +
|}
 
| style="width: 5px;text-align: right;white-space: nowrap;" | (19)
 
| style="width: 5px;text-align: right;white-space: nowrap;" | (19)
 +
|}
 +
 +
{| class="formulaSCP" style="width: 100%; text-align: left;"
 
|-
 
|-
| style="text-align: center;" | <math> C^4_{I+1} =    \dfrac{1}{h^2}\left\{[u]+h_L\left[u_{x} \right]+ \dfrac{h_L^2}{2}\left[u_{xx} \right]+ \dfrac{h_L^3}{3!}\left[u_{xxx} \right]+ \dfrac{h_L^4}{4!}\left[u_{xxxx} \right]\right\}.  </math>
+
|
| style="width: 5px;text-align: right;white-space: nowrap;" | (20)
+
{| style="text-align: center; margin:auto;width: 100%;"  
 +
|-
 +
| style="text-align: center;" |  <math> C^4_{I+1} =    \dfrac{1}{h^2}\left\{[u]+h_L\left[u_{x} \right]+ \dfrac{h_L^2}{2}\left[u_{xx} \right]+ \dfrac{h_L^3}{3!}\left[u_{xxx} \right]+ \dfrac{h_L^4}{4!}\left[u_{xxxx} \right]\right\}.  </math>
 
|}
 
|}
 +
| style="width: 5px;text-align: right;white-space: nowrap;" | (20)
 
|}
 
|}
  
<span id='theorem-eqn:HIFDIIM_2nd'></span>Corollary 2: If <math display="inline">b = e = 0</math> in [[#theorem-def:HIFD-IIM_CI_be|(1)]] and [[#eq-17|(17)]], the method represents an explicit finite-difference scheme of first-order of accuracy for <math display="inline"> i= I, I+1</math> (global second-order method) as follows
+
''Corollary 2'': If <math display="inline">b = e = 0</math> in Eqs. [[#theorem-def:HIFD-IIM_CI_be|(1)]] and [[#eq-17|(17)]], the method represents an explicit finite-difference scheme of first-order of accuracy for <math display="inline"> i= I, I+1</math> (global second-order method) as follows
  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
Line 387: Line 424:
  
 
where
 
where
 
 
<span id="eq-22"></span>
 
<span id="eq-22"></span>
 
<span id="eq-23"></span>
 
<span id="eq-23"></span>
Line 393: Line 429:
 
|-
 
|-
 
|  
 
|  
{| style="text-align: left; margin:auto;width: 100%;"  
+
{| style="text-align: center; margin:auto;width: 100%;"  
 
|-
 
|-
| style="text-align: center;" | <math>C^2_I    = - \dfrac{1}{h^2}\left\{[u]+h_R\left[u_{x} \right]+\dfrac{h_R^2}{2}\left[u_{xx} \right]\right\}, </math>
+
| style="text-align: center;" | <math>C^2_I    = - \dfrac{1}{h^2}\left\{[u]+h_R\left[u_{x} \right]+\dfrac{h_R^2}{2}\left[u_{xx} \right]\right\}, </math>
 +
|}
 
| style="width: 5px;text-align: right;white-space: nowrap;" | (22)
 
| style="width: 5px;text-align: right;white-space: nowrap;" | (22)
 +
|}
 +
 +
{| class="formulaSCP" style="width: 100%; text-align: left;"
 
|-
 
|-
| style="text-align: center;" | <math> C^2_{I+1} =    \dfrac{1}{h^2}\left\{[u]+h_L\left[u_{x} \right]+\dfrac{h_L^2}{2}\left[u_{xx} \right]\right\}.  </math>
+
|
| style="width: 5px;text-align: right;white-space: nowrap;" | (23)
+
{| style="text-align: center; margin:auto;width: 100%;"  
 +
|-
 +
| style="text-align: center;" |  <math> C^2_{I+1} =    \dfrac{1}{h^2}\left\{[u]+h_L\left[u_{x} \right]+\dfrac{h_L^2}{2}\left[u_{xx} \right]\right\}.  </math>
 
|}
 
|}
 +
| style="width: 5px;text-align: right;white-space: nowrap;" | (23)
 
|}
 
|}
  
Line 407: Line 450:
 
Observe that previous corollaries include the superscript <math display="inline">2</math> and <math display="inline">4</math> to emphasize contributions upto second- and fourth-order derivatives, respectively.
 
Observe that previous corollaries include the superscript <math display="inline">2</math> and <math display="inline">4</math> to emphasize contributions upto second- and fourth-order derivatives, respectively.
  
==3 One-dimensional problem==
+
==3. One-dimensional problem==
  
 
In this section, we use <math display="inline">u_{xx}</math> approximation from Theorem [[#theorem-thm:xj_right_left|1]] to study the 1D Poisson problem given by
 
In this section, we use <math display="inline">u_{xx}</math> approximation from Theorem [[#theorem-thm:xj_right_left|1]] to study the 1D Poisson problem given by
Line 437: Line 480:
 
|}
 
|}
  
Substituting equations [[#eq-6|(6)]] and [[#eq-10|(10)]] into the left hand-side of equation [[#eq-25|(25)]], we get
+
Substituting Eqs. [[#eq-6|(6)]] and [[#eq-10|(10)]] into the left hand-side of Eq. [[#eq-25|(25)]], we get
  
 
<span id="eq-26"></span>
 
<span id="eq-26"></span>
Line 462: Line 505:
 
| style="width: 5px;text-align: right;white-space: nowrap;" | (27)
 
| style="width: 5px;text-align: right;white-space: nowrap;" | (27)
 
|}
 
|}
 +
  
 
Here, we introduce the notation <math display="inline">C^6_i\{ u\} </math> to emphasize that the contribution depends on the high-order jump derivatives and it is computed from the function <math display="inline">u</math>. It is necessary because in next section we will require to obtain contributions from different functions.
 
Here, we introduce the notation <math display="inline">C^6_i\{ u\} </math> to emphasize that the contribution depends on the high-order jump derivatives and it is computed from the function <math display="inline">u</math>. It is necessary because in next section we will require to obtain contributions from different functions.
  
If we explicitly know the function <math display="inline">f</math> and its derivatives, then the right-hand side of [[#eq-25|(25)]] can be calculated as:
+
If we explicitly know the function <math display="inline">f</math> and its derivatives, then the right-hand side of Eq. [[#eq-25|(25)]] can be calculated as:
  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
Line 489: Line 533:
 
|}
 
|}
  
where <math display="inline">d =: e-b^2 = -1/240</math>. For <math display="inline">i = I, I+1</math>, we need to compute the derivatives using the IIM technique which is described as follows. Notice that the second derivative of <math display="inline">f</math> in <math display="inline">bh^2 f_{xx}</math> requires a discretization of third-order accuracy to obtain a local error of <math display="inline">O(h^5)</math> because it is already multiplied by a factor <math display="inline">h^2</math>. Thus, using [[#theorem-eqn:HIFDIIM_4th|(1)]], we obtain
+
where <math display="inline">d =: e-b^2 = -1/240</math>. For <math display="inline">i = I, I+1</math>, we need to compute the derivatives using the IIM technique which is described as follows. Notice that the second derivative of <math display="inline">f</math> in <math display="inline">bh^2 f_{xx}</math> requires a discretization of third-order accuracy to obtain a local error of <math display="inline">O(h^5)</math> because it is already multiplied by a factor <math display="inline">h^2</math>. Thus, using Eq. [[#theorem-eqn:HIFDIIM_4th|(1)]], we obtain
  
 
<span id="eq-28"></span>
 
<span id="eq-28"></span>
Line 502: Line 546:
 
|}
 
|}
  
On the other hand, the fourth-order derivative of <math display="inline">f</math> in <math display="inline">eh^4 f_{xxxx}</math> only requires an approximation of the first-order accuracy because its coefficient includes the term <math display="inline">h^4</math>; thus, we still have a local <math display="inline">O(h^5)</math> to keep a global sixth-order accurate method. Now applying [[#theorem-eqn:HIFDIIM_4th|(1)]] and [[#theorem-eqn:HIFDIIM_2nd|(2)]] we get
+
On the other hand, the fourth-order derivative of <math display="inline">f</math> in <math display="inline">eh^4 f_{xxxx}</math> only requires an approximation of the first-order accuracy because its coefficient includes the term <math display="inline">h^4</math>; thus, we still have a local <math display="inline">O(h^5)</math> to keep a global sixth-order accurate method. Now applying Eqs. [[#theorem-eqn:HIFDIIM_4th|(1)]] and [[#theorem-eqn:HIFDIIM_2nd|(2)]] we get
  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
Line 616: Line 660:
 
|}
 
|}
  
Thus, the total jump contribution for the 1D problem, <math display="inline">\mathcal{C}</math>, is given by <span style="text-align: center; font-size: 75%;">
+
Thus, the total jump contribution for the 1D problem, <math display="inline">\mathcal{C}</math>, is given by  
  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
Line 627: Line 671:
 
|}
 
|}
  
</span> where
+
where
  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
Line 640: Line 684:
 
for <math display="inline">k=1,2,3,4</math>. Thus, the contribution <math display="inline">\mathcal{C}=(C_f)_i-C^6_i\{ u\} </math> depends only on the principal jump conditions and right-hand side jumps <math display="inline">[f]</math>, <math display="inline">\left[f_{x}\right]</math>, <math display="inline">\left[f_{xx}\right]</math>, <math display="inline">\left[f_{xxx}\right]</math>, and <math display="inline">\left[f_{xxxx} \right]</math>.
 
for <math display="inline">k=1,2,3,4</math>. Thus, the contribution <math display="inline">\mathcal{C}=(C_f)_i-C^6_i\{ u\} </math> depends only on the principal jump conditions and right-hand side jumps <math display="inline">[f]</math>, <math display="inline">\left[f_{x}\right]</math>, <math display="inline">\left[f_{xx}\right]</math>, <math display="inline">\left[f_{xxx}\right]</math>, and <math display="inline">\left[f_{xxxx} \right]</math>.
  
Remark 3: For the 1D Poisson problem, a second-order IIM (<math display="inline">b=0</math>, <math display="inline">d=0</math>) only requires knowing the principal jump conditions <math display="inline">[u]</math>, <math display="inline">\left[u_{x}\right]</math>, and <math display="inline">\left[f\right]</math>. On the other hand, a fourth-order IFD-IIM (<math display="inline">d=0</math>) is obtained knowing the principal jump conditions <math display="inline">[u]</math>, <math display="inline">\left[u_x\right]</math>, <math display="inline">\left[f \right]</math>, and additionally <math display="inline">\left[f_x \right]</math> and <math display="inline">\left[f_{xx} \right]</math>. However, the extra jumps are from the right-hand side, which is already known analytically or can be approximated using the current values of <math display="inline">f</math>. In this paper, we will assume that we know them.
+
''Remark 3'': For the 1D Poisson problem, a second-order IIM (<math display="inline">b=0</math>, <math display="inline">d=0</math>) only requires knowing the principal jump conditions <math display="inline">[u]</math>, <math display="inline">\left[u_{x}\right]</math>, and <math display="inline">\left[f\right]</math>. On the other hand, a fourth-order IFD-IIM (<math display="inline">d=0</math>) is obtained knowing the principal jump conditions <math display="inline">[u]</math>, <math display="inline">\left[u_x\right]</math>, <math display="inline">\left[f \right]</math>, and additionally <math display="inline">\left[f_x \right]</math> and <math display="inline">\left[f_{xx} \right]</math>. However, the extra jumps are from the right-hand side, which is already known analytically or can be approximated using the current values of <math display="inline">f</math>. In this paper, we will assume that we know them.
  
Remark 4: We can achieve sixth or fourth-order approximation in some particular grids even if we do not know high-order derivative jumps. For example, for the sixth-order HIFD-IIM, if <math display="inline">h_R/h=1</math>, then <math display="inline">h_L=0</math>, and both weight terms next to the fourth-order derivative jump of <math display="inline">f</math> are equal to zero. Thus, we do not require to know the jump condition <math display="inline">\left[f_{xxxx}\right]</math> to obtain a sixth-order method when the interface is located at a grid point. Similarly, we can get a fourth-order scheme even if we do not know jump condition <math display="inline">\left[f_{xx}\right]</math> when the interface is located at a grid point.
+
''Remark 4'': We can achieve sixth or fourth-order approximation in some particular grids even if we do not know high-order derivative jumps. For example, for the sixth-order HIFD-IIM, if <math display="inline">h_R/h=1</math>, then <math display="inline">h_L=0</math>, and both weight terms next to the fourth-order derivative jump of <math display="inline">f</math> are equal to zero. Thus, we do not require to know the jump condition <math display="inline">\left[f_{xxxx}\right]</math> to obtain a sixth-order method when the interface is located at a grid point. Similarly, we can get a fourth-order scheme even if we do not know jump condition <math display="inline">\left[f_{xx}\right]</math> when the interface is located at a grid point.
  
==4 Two-dimensional problem==
+
==4. Two-dimensional problem==
  
 
We now apply the methodology to 2D problems and straight interfaces. We study the 2D Poisson problem given by
 
We now apply the methodology to 2D problems and straight interfaces. We study the 2D Poisson problem given by
Line 683: Line 727:
 
|}
 
|}
  
The grid points are also classified into two types: regular and irregular. If the straight interface, <math display="inline">x = x_\alpha </math>, intersects the FD stencil surrounding the <math display="inline">ij</math>th point, the center point is called irregular; otherwise, the grid point is regular, see Fig.&nbsp;[[#img-3|3]].
+
The grid points are also classified into two types: regular and irregular. If the straight interface, <math display="inline">x = x_\alpha </math>, intersects the FD stencil surrounding the <math display="inline">ij</math>th point, the center point is called irregular; otherwise, the grid point is regular ([[#img-3|Figure 3]]).
 +
 
 +
<div id='img-3'></div>
 +
{| class="wikitable" style="margin: 0em auto 0.1em auto;border-collapse: collapse;width:60%;"
 +
|-style="background:white;"
 +
|style="text-align: center;padding:10px;"| [[Image:Draft_Balam_338770048-Fig_IRPoints.png|420px|]]
 +
|-
 +
| style="background:#efefef;text-align:left;padding:10px;font-size: 85%;"| '''Figure 3'''. Two-dimensional computational domain with a uniform mesh showing regular and irregular grid points. On the right-hand side, we list different types of stencils used to discretize the 2D Poisson problem
 +
|}
 +
 
  
 
Finally, let us define the discrete operators <math display="inline">\delta ^2_x</math> and <math display="inline">\delta ^4_x</math> at the <math display="inline">ij</math>th point as
 
Finally, let us define the discrete operators <math display="inline">\delta ^2_x</math> and <math display="inline">\delta ^4_x</math> at the <math display="inline">ij</math>th point as
Line 692: Line 745:
 
{| style="text-align: left; margin:auto;width: 100%;"  
 
{| style="text-align: left; margin:auto;width: 100%;"  
 
|-
 
|-
| style="text-align: center;" | <math>\delta ^2_x u(x_i,y_j) = \dfrac{u_{i+1j}-2u_{ij}+u_{i-1j}}{h^2},</math>
+
| style="text-align: center;" | <math>\begin{align} & \delta ^2_x u(x_i,y_j) = \dfrac{u_{i+1j}-2u_{ij}+u_{i-1j}}{h^2},\\
|-
+
& \delta ^4_x u(x_i,y_j) = \delta ^2_x\delta ^2_x u(x_i,y_j) = \dfrac{u_{i+2j}-4u_{i+1j}+6u_{ij}-4u_{i-1j}+u_{i-2j}}{h^4}\end{align}. </math>
| style="text-align: center;" | <math> \delta ^4_x u(x_i,y_j) = \delta ^2_x\delta ^2_x u(x_i,y_j) = \dfrac{u_{i+2j}-4u_{i+1j}+6u_{ij}-4u_{i-1j}+u_{i-2j}}{h^4}. </math>
+
 
|}
 
|}
 
|}
 
|}
Line 700: Line 752:
 
Formulas <math display="inline">\delta ^2_y</math> and <math display="inline">\delta ^4_y</math> are defined similarly.
 
Formulas <math display="inline">\delta ^2_y</math> and <math display="inline">\delta ^4_y</math> are defined similarly.
  
<div id='img-3'></div>
 
{| class="floating_imageSCP" style="text-align: center; border: 1px solid #BBB; margin: 1em auto; width: 100%;max-width: 100%;"
 
|-
 
|[[Image:Draft_Balam_338770048-Fig_IRPoints.png|420px|Two-dimensional computational domain with a uniform mesh showing regular and irregular grid points. On the right-hand side, we list different types of stencils used to discretize the 2D Poisson problem.]]
 
|- style="text-align: center; font-size: 75%;"
 
| colspan="1" | '''Figure 3:''' Two-dimensional computational domain with a uniform mesh showing regular and irregular grid points. On the right-hand side, we list different types of stencils used to discretize the 2D Poisson problem.
 
|}
 
 
We develop the discretization around the <math display="inline">ij</math>th point. However, to simplify our exposition we drop the evaluation at <math display="inline">ij</math>th point. We start the discretization by applying the HIFD operator [[#eq-7|(7)]] in <math display="inline">x</math>- and <math display="inline">y</math>-direction to the Poisson equation [[#eq-33|(33)]], as
 
We develop the discretization around the <math display="inline">ij</math>th point. However, to simplify our exposition we drop the evaluation at <math display="inline">ij</math>th point. We start the discretization by applying the HIFD operator [[#eq-7|(7)]] in <math display="inline">x</math>- and <math display="inline">y</math>-direction to the Poisson equation [[#eq-33|(33)]], as
  
Line 733: Line 778:
 
|}
 
|}
  
Adding both equations in [[#eq-35|(35)]],
+
Adding both equations in Eq. [[#eq-35|(35)]],
  
 
<span id="eq-37"></span>
 
<span id="eq-37"></span>
Line 746: Line 791:
 
|}
 
|}
  
In the following sections, we will describe the discretization of [[#eq-37|(37)]] for regular and irregular grid points.
+
In the following sections, we will describe the discretization of Eq. [[#eq-37|(37)]] for regular and irregular grid points.
  
 
===4.1 The HIFD-IIM at regular points===
 
===4.1 The HIFD-IIM at regular points===
  
Using one-dimensional formula [[#eq-6|(6)]], equations [[#eq-36|(36)]] and some algebraic simplifications, the sixth-order implicit method applied on the regular grid points is given by
+
Using one-dimensional formula [[#eq-6|(6)]], Eq. [[#eq-36|(36)]] and some algebraic simplifications, the sixth-order implicit method applied on the regular grid points is given by
  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
Line 811: Line 856:
 
|}
 
|}
  
Substituting equations [[#eq-39|(39)]]-[[#eq-41|(41)]] into [[#eq-37|(37)]] we obtain
+
Substituting Eqs. [[#eq-39|(39)]]-[[#eq-41|(41)]] into [[#eq-37|(37)]] we obtain
  
 
<span id="eq-42"></span>
 
<span id="eq-42"></span>
Line 844: Line 889:
 
===4.3 Right-hand side approximation===
 
===4.3 Right-hand side approximation===
  
It is possible that <math display="inline">f</math> is only know at the grid points. If this is the case, we only require to compute terms <math display="inline">f_{xx}</math> and <math display="inline">f_{xxxx}</math> using HIFD-IIM because the interface is a vertical line, see Fig.&nbsp;[[#img-3|3]]. Moreover, formulas [[#eq-28|(28)]] and [[#eq-29|(29)]] are valid in this case. Then,
+
It is possible that <math display="inline">f</math> is only know at the grid points. If this is the case, we only require to compute terms <math display="inline">f_{xx}</math> and <math display="inline">f_{xxxx}</math> using HIFD-IIM because the interface is a vertical line ([[#img-3|Figure 3]]). Moreover, Eqs. [[#eq-28|(28)]] and [[#eq-29|(29)]] are valid in this case. Then,
  
 
<span id="eq-44"></span>
 
<span id="eq-44"></span>
Line 859: Line 904:
 
|}
 
|}
  
where <math display="inline">d = e-b^2</math>. Finally, putting together equations [[#eq-42|(42)]] and [[#eq-44|(44)]], we obtain the ''fully discretized 2D problem'' as follows
+
where <math display="inline">d = e-b^2</math>. Finally, putting together Eqs. [[#eq-42|(42)]] and [[#eq-44|(44)]], we obtain the ''fully discretized 2D problem'' as follows
  
 
<span id="eq-45"></span>
 
<span id="eq-45"></span>
Line 876: Line 921:
 
where <math display="inline">\mathcal{C}_f = bh^2C^4\{ f\} + dh^4\left(\delta _x^2C^4\{ f\} + C^2\{ f_{xx}\} \right)</math>.
 
where <math display="inline">\mathcal{C}_f = bh^2C^4\{ f\} + dh^4\left(\delta _x^2C^4\{ f\} + C^2\{ f_{xx}\} \right)</math>.
  
If the 2D Poisson problem admits a smooth solution, then all contribution terms in [[#eq-45|(45)]] are equal to zero, and a sixth-order method is recovered. In the presence of an interface, the contributions <math display="inline">C^2</math>, <math display="inline">C^4</math>, and <math display="inline">C^6</math> on regular grid points are always zero. This scheme requires a stencil type C, see Fig. [[#img-3|3]]
+
If the 2D Poisson problem admits a smooth solution, then all contribution terms in Eq. [[#eq-45|(45)]] are equal to zero, and a sixth-order method is recovered. In the presence of an interface, the contributions <math display="inline">C^2</math>, <math display="inline">C^4</math>, and <math display="inline">C^6</math> on regular grid points are always zero. This scheme requires a stencil type C ([[#img-3|Figure 3]]).
  
<span id='theorem-eqn:2dPoissonfullDscrt4th'></span>Remark 5: Taking <math display="inline">e=0</math> into equations [[#eq-36|(36)]] and only considering approximations up to four-order accurate, we obtain the IFD-IIM
+
<span id='theorem-eqn:2dPoissonfullDscrt4th'></span>''Remark 5'': Taking <math display="inline">e=0</math> into Eq. [[#eq-36|(36)]] and only considering approximations up to four-order accurate, we obtain the IFD-IIM
  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
Line 890: Line 935:
 
|}
 
|}
  
where <math display="inline">\widehat{\mathcal{C}_f}=C^4\{ f\} </math> and <math display="inline">\widehat{\mathcal{C}_u} = -C^4\{ u\} -bh^2\delta _y^2C^4\{ u\} -bh^2C^2\{ u_{yy}\} </math>. In addition, if the 2D Poisson problem admits a smooth solution, all contribution terms in [[#theorem-eqn:2dPoissonfullDscrt4th|(5)]] vanish, and we get a fourth-order implcit scheme. In fact, the contributions <math display="inline">C^k</math> are always zero on regular grid points. This scheme requires a stencil type A, see Fig.&nbsp;[[#img-3|3]]. Furthermore, if we consider that <math display="inline">b=0</math> in [[#theorem-eqn:2dPoissonfullDscrt4th|(5)]] then we obtain the standard explicit immersed interface method, called IIM, which is second order accurate.
+
where <math display="inline">\widehat{\mathcal{C}_f}=C^4\{ f\} </math> and <math display="inline">\widehat{\mathcal{C}_u} = -C^4\{ u\} -bh^2\delta _y^2C^4\{ u\} -bh^2C^2\{ u_{yy}\} </math>. In addition, if the 2D Poisson problem admits a smooth solution, all contribution terms in [[#theorem-eqn:2dPoissonfullDscrt4th|(5)]] vanish, and we get a fourth-order implcit scheme. In fact, the contributions <math display="inline">C^k</math> are always zero on regular grid points. This scheme requires a stencil type A ([[#img-3|Figure 3]]). Furthermore, if we consider that <math display="inline">b=0</math> in Eq. [[#theorem-eqn:2dPoissonfullDscrt4th|(5)]] then we obtain the standard explicit immersed interface method, called IIM, which is second order accurate.
  
Remark 6: It is possible to develop a discrete formulation for the 2D Poisson problem when the straight interface is horizontal. The resulting scheme is
+
''Remark 6'': It is possible to develop a discrete formulation for the 2D Poisson problem when the straight interface is horizontal. The resulting scheme is
  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
 
{| class="formulaSCP" style="width: 100%; text-align: left;"  
Line 935: Line 980:
 
|}
 
|}
  
The deduction of this scheme, stencil type A, can be found in <span id='citeF-13'></span>[[#cite-13|[13]]].
+
The deduction of this scheme, stencil type A, can be found in Zapata and Balam <span id='citeF-13'></span>[[#cite-13|[13]]].
  
 
It is necessary to develop a new fourth-order method for the grid points near both boundary and interface. Following the same ideas to develop the sixth-order method, we obtain a new scheme with stencil of type B
 
It is necessary to develop a new fourth-order method for the grid points near both boundary and interface. Following the same ideas to develop the sixth-order method, we obtain a new scheme with stencil of type B
Line 965: Line 1,010:
 
|}
 
|}
  
Remark 7: We emphasized that the proposed methods are high-order accuracy regardless of the position of the interface concerning the grid. Moreover, the scheme does not assume restrictions in the jumps, such as the natural jump conditions (<math display="inline">[u_x]=0</math>, <math display="inline">[u_y]=0</math>). This characteristic is a significant advantage of the proposed HIFD-IIM, besides the higher-order, compared with the fourth-order simplified immersed interface method developed by Feng et al.<span id='citeF-39'></span>[[#cite-39|[39]]].
+
''Remark 7'': We emphasized that the proposed methods are high-order accuracy regardless of the position of the interface concerning the grid. Moreover, the scheme does not assume restrictions in the jumps, such as the natural jump conditions (<math display="inline">[u_x]=0</math>, <math display="inline">[u_y]=0</math>). This characteristic is a significant advantage of the proposed HIFD-IIM, besides the higher-order, compared with the fourth-order simplified immersed interface method developed by Feng et al.<span id='citeF-39'></span>[[#cite-39|[39]]].
  
==5 Numerical results==
+
==5. Numerical results==
  
 
This section tests the HIFD-IIM for different one- and two-dimensional examples with straight interfaces. In the following simulations, we numerically solve the Poisson equation for a given right-hand side function and compare it with its analytic solution. We present different examples to test the HIFD-IIM capabilities. First, we investigate the method's accuracy for one-dimensional problems. Next, we validate the HIFD-IIM for two-dimensional solutions with straight interfaces.
 
This section tests the HIFD-IIM for different one- and two-dimensional examples with straight interfaces. In the following simulations, we numerically solve the Poisson equation for a given right-hand side function and compare it with its analytic solution. We present different examples to test the HIFD-IIM capabilities. First, we investigate the method's accuracy for one-dimensional problems. Next, we validate the HIFD-IIM for two-dimensional solutions with straight interfaces.
Line 998: Line 1,043:
 
|-
 
|-
 
| style="text-align: center;" | <math>\textrm{Example 1.A:}  \quad u(x) = e^{-4\pi (x-1/4)^2}.  </math>
 
| style="text-align: center;" | <math>\textrm{Example 1.A:}  \quad u(x) = e^{-4\pi (x-1/4)^2}.  </math>
 +
|}
 
| style="width: 5px;text-align: right;white-space: nowrap;" | (47)
 
| style="width: 5px;text-align: right;white-space: nowrap;" | (47)
 +
|}
 +
 +
{| class="formulaSCP" style="width: 100%; text-align: left;"
 +
|-
 +
|
 +
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
 
| style="text-align: center;" | <math> \textrm{Example 1.B:}  \quad u(x) = \begin{cases}\sin (\pi x)& x\leq x_\alpha ,\\ \cos (\pi x)& x  > x_\alpha{.} \end{cases}  </math>
 
| style="text-align: center;" | <math> \textrm{Example 1.B:}  \quad u(x) = \begin{cases}\sin (\pi x)& x\leq x_\alpha ,\\ \cos (\pi x)& x  > x_\alpha{.} \end{cases}  </math>
 +
|}
 
| style="width: 5px;text-align: right;white-space: nowrap;" | (48)
 
| style="width: 5px;text-align: right;white-space: nowrap;" | (48)
 +
|}
 +
 +
{| class="formulaSCP" style="width: 100%; text-align: left;"
 +
|-
 +
|
 +
{| style="text-align: center; margin:auto;width: 100%;"
 
|-
 
|-
 
| style="text-align: center;" | <math> \textrm{Example 1.C:}  \quad  u(x) = \begin{cases}\sin (2\pi x)& x\leq x_{\alpha _1},\\ \cos (2\pi x)& x_{\alpha _1}<x \leq x_{\alpha _2}, \\ \sin (2\pi x)& x_{\alpha _2} < x. \end{cases}  </math>
 
| style="text-align: center;" | <math> \textrm{Example 1.C:}  \quad  u(x) = \begin{cases}\sin (2\pi x)& x\leq x_{\alpha _1},\\ \cos (2\pi x)& x_{\alpha _1}<x \leq x_{\alpha _2}, \\ \sin (2\pi x)& x_{\alpha _2} < x. \end{cases}  </math>
 +
|}
 
| style="width: 5px;text-align: right;white-space: nowrap;" | (49)
 
| style="width: 5px;text-align: right;white-space: nowrap;" | (49)
|}
 
 
|}
 
|}
  
where <math display="inline">x_\alpha </math>, <math display="inline">x_{\alpha _1}</math> and <math display="inline">x_{\alpha _2}</math> are known values corresponding to the interface location. The right-hand side function, <math display="inline">f</math>, is obtained directly from [[#eq-33|(33)]] and <math display="inline">u</math>. For all cases, we impose the Dirichlet boundary conditions according to <math display="inline">u</math>. The computational domain is the interval <math display="inline">[0,1]</math>, and the grid spacing is <math display="inline">h = 1 /N</math> for different <math display="inline">N</math> numbers.
+
where <math display="inline">x_\alpha </math>, <math display="inline">x_{\alpha _1}</math> and <math display="inline">x_{\alpha _2}</math> are known values corresponding to the interface location. The right-hand side function, <math display="inline">f</math>, is obtained directly from Eq. [[#eq-33|(33)]] and <math display="inline">u</math>. For all cases, we impose the Dirichlet boundary conditions according to <math display="inline">u</math>. The computational domain is the interval <math display="inline">[0,1]</math>, and the grid spacing is <math display="inline">h = 1 /N</math> for different <math display="inline">N</math> numbers.
  
For Example 1.A, due to the solution's regularity, the jump contributions are equal to zero. Table [[#table-1|1]] presents the convergence analysis of Example 1.A for different grid resolutions. Note that the IIM, IFD-IIM, and HIFD-IIM achieve their corresponding order of accuracy. These results match with the ones obtained using an implicit methodology as presented in <span id='citeF-13'></span>[[#cite-13|[13]]].
+
For Example 1.A, due to the solution's regularity, the jump contributions are equal to zero. [[#table-1|Table 1]] presents the convergence analysis of Example 1.A for different grid resolutions. Note that the IIM, IFD-IIM, and HIFD-IIM achieve their corresponding order of accuracy. These results match with the ones obtained using an implicit methodology as presented in <span id='citeF-13'></span>[[#cite-13|[13]]].
  
 +
<div class="center" style="font-size: 75%;">'''Table 1'''. Convergence analysis of Example 1.A for IFD-IIM and HIFD-IIM</div>
  
{| class="floating_tableSCP" style="text-align: left; margin: 1em auto;border-top: 2px solid;border-bottom: 2px solid;min-width:50%;"
+
<div id='tab-1'></div>
|+ style="font-size: 75%;" |<span id='table-1'></span>'''Table. 1''' Convergence analysis of Example 1.A for IFD-IIM and HIFD-IIM.
+
{| class="wikitable" style="margin: 1em auto 0.1em auto;border-collapse: collapse;font-size:85%;width:auto;"  
|- 
+
|-style="text-align:center"
| style="text-align: right;" |     
+
<math display="inline">N</math>  !!  <math display="inline">L_\infty </math>-norm  !!  Order !!  <math display="inline">L_\infty </math>-norm !!  Order !! <math display="inline">L_\infty </math>-norm !!  Order
|     
+
|-style="text-align:center"
|   
+
|-
+
| <math display="inline">N</math>   
+
| <math display="inline">L_\infty </math>-norm  
+
| Order  
+
| <math display="inline">L_\infty </math>-norm  
+
| Order
+
| <math display="inline">L_\infty </math>-norm  
+
Order
+
|-
+
 
| 10  
 
| 10  
 
|  7.52e-02  
 
|  7.52e-02  
Line 1,035: Line 1,085:
 
|  1.39e-04  
 
|  1.39e-04  
 
|  &#8211;-   
 
|  &#8211;-   
|-
+
|-style="text-align:center"
 
| 20  
 
| 20  
 
|  1.70e-02  
 
|  1.70e-02  
Line 1,043: Line 1,093:
 
|  1.52e-06  
 
|  1.52e-06  
 
|  6.51   
 
|  6.51   
|-
+
|-style="text-align:center"
 
| 40  
 
| 40  
 
|  4.15e-03  
 
|  4.15e-03  
Line 1,051: Line 1,101:
 
|  1.77e-08  
 
|  1.77e-08  
 
|  6.43   
 
|  6.43   
|-
+
|-style="text-align:center"
 
| 80  
 
| 80  
 
|  1.03e-03  
 
|  1.03e-03  
Line 1,059: Line 1,109:
 
|  2.34e-10  
 
|  2.34e-10  
 
|  6.24   
 
|  6.24   
|-
+
|-style="text-align:center"
 
| 160  
 
| 160  
 
|  2.57e-04  
 
|  2.57e-04  
Line 1,067: Line 1,117:
 
|  3.24e-12  
 
|  3.24e-12  
 
|  6.18   
 
|  6.18   
|-
+
|-style="text-align:center"
 
| LSM  
 
| LSM  
 
|     
 
|     
Line 1,075: Line 1,125:
 
|  
 
|  
 
|  '''6.34'''  
 
|  '''6.34'''  
|-
 
|
 
 
|}
 
|}
Example 1.B shows the capacity of the proposed method to solve a single interface problem located at <math display="inline">x = x_\alpha </math>. We test two different interface points: <math display="inline">x_\alpha=0.40</math> and <math display="inline">x_\alpha=0.63</math>. We initially select the mesh grid given by <math display="inline">N=10\times{2}^{n}</math>, thus the first interface is always located on a grid point (<math display="inline">h_R/h=1</math>). For the second case, we have different <math display="inline">h_R/h</math> values for the same <math display="inline">N</math> numbers. Fig.&nbsp;[[#img-4|4]] shows the numerical and exact solution  using <math display="inline">N = 40</math>. As expected, the exact solution is accurately recovered for both cases.
+
 
 +
 
 +
Example 1.B shows the capacity of the proposed method to solve a single interface problem located at <math display="inline">x = x_\alpha </math>. We test two different interface points: <math display="inline">x_\alpha=0.40</math> and <math display="inline">x_\alpha=0.63</math>. We initially select the mesh grid given by <math display="inline">N=10\times{2}^{n}</math>, thus the first interface is always located on a grid point (<math display="inline">h_R/h=1</math>). For the second case, we have different <math display="inline">h_R/h</math> values for the same <math display="inline">N</math> numbers. [[#img-4|Figure 4]] shows the numerical and exact solution  using <math display="inline">N = 40</math>. As expected, the exact solution is accurately recovered for both cases.
  
 
<div id='img-4'></div>
 
<div id='img-4'></div>
{| class="floating_imageSCP" style="text-align: center; border: 1px solid #BBB; margin: 1em auto; width: 100%;max-width: 100%;"
+
{| class="wikitable" style="margin: 0em auto 0.1em auto;border-collapse: collapse;width:auto;"
 +
|-style="background:white;"
 +
|style="text-align: center;padding:10px;"| [[Image:Draft_Balam_338770048-Fig_Exa1B_1D_sol.png|520px|Numerical and exact solution of Example 1.B using N = 40 using (a) x_α= 0.4, and (b) x_α= 0.63.]]
 
|-
 
|-
|[[Image:Draft_Balam_338770048-Fig_Exa1B_1D_sol.png|480px|Numerical and exact solution of Example 1.B using N = 40 using (a) x_α= 0.4, and (b) x_α= 0.63.]]
+
| style="background:#efefef;text-align:left;padding:10px;font-size: 85%;"| '''Figure 4'''. Numerical and exact solution of Example 1.B using <math>N = 40</math> using (a) <math>x_\alpha = 0.4</math>, and (b) <math>x_\alpha = 0.63</math>
|- style="text-align: center; font-size: 75%;"
+
| colspan="1" | '''Figure 4:''' Numerical and exact solution of Example 1.B using <math>N = 40</math> using (a) <math>x_\alpha = 0.4</math>, and (b) <math>x_\alpha = 0.63</math>.
+
 
|}
 
|}
Table [[#table-2|2]] shows the convergence analysis for Example 1.B. As expected, the desired order of accuracy are obtained for the two <math display="inline">x_\alpha </math> values. Observe that high-order methods do not depend on the location of the interface. However, their error magnitude presents minor variations due to the interface position. Errors with mesh size close to <math display="inline">N = 160</math> have a random behavior due the effect of arithmetic operations close to the machine precision. Fig.&nbsp;[[#img-5|5]] shows the error analysis corresponding to interface locations <math display="inline">x_\alpha = 0.40</math> and <math display="inline">x_\alpha = 0.63</math> for <math display="inline">N = 10,11,12, \dots ,100</math>. Note that errors of IFD-IIM give a good behavior even if the <math display="inline">h_R/h</math> varies and they are close to fourth order. As expected, errors of HIFD-IIM are also near sixth order.
 
  
  
{| class="floating_tableSCP" style="text-align: left; margin: 1em auto;border-top: 2px solid;border-bottom: 2px solid;min-width:50%;"
+
[[#table-2|Table 2]] shows the convergence analysis for Example 1.B. As expected, the desired order of accuracy are obtained for the two <math display="inline">x_\alpha </math> values. Observe that high-order methods do not depend on the location of the interface. However, their error magnitude presents minor variations due to the interface position. Errors with mesh size close to <math display="inline">N = 160</math> have a random behavior due the effect of arithmetic operations close to the machine precision. [[#img-5|Figure 5]] shows the error analysis corresponding to interface locations <math display="inline">x_\alpha = 0.40</math> and <math display="inline">x_\alpha = 0.63</math> for <math display="inline">N = 10,11,12, \dots ,100</math>. Note that errors of IFD-IIM give a good behavior even if the <math display="inline">h_R/h</math> varies and they are close to fourth order. As expected, errors of HIFD-IIM are also near sixth order.
|+ style="font-size: 75%;" |<span id='table-2'></span>'''Table. 2''' Convergence analysis of Example 1.B using the IFD-IIM and HIFD-IIM.
+
 
|-    
+
<div class="center" style="font-size: 75%;">'''Table 2'''. Convergence analysis of Example 1.B using the IFD-IIM and HIFD-IIM</div>
|      
+
 
|   
+
<div id='tab-2'></div>
|-
+
{| class="wikitable" style="margin: 1em auto 0.1em auto;border-collapse: collapse;font-size:85%;width:auto;"
| <math display="inline">N</math>   
+
|-style="text-align:center"
| <math display="inline">L_\infty </math>-norm  
+
<math display="inline">N</math>  !!  <math display="inline">L_\infty </math>-norm !!  Order !! <math display="inline">L_\infty </math>-norm !!  Order !! <math display="inline">L_\infty </math>-norm !!  Order
Order  
+
|-style="text-align:center"
| <math display="inline">L_\infty </math>-norm  
+
Order
+
| <math display="inline">L_\infty </math>-norm  
+
Order
+
|-
+
 
| 10  
 
| 10  
 
|  1.69e-02  
 
|  1.69e-02  
Line 1,111: Line 1,155:
 
|  6.42e-07  
 
|  6.42e-07  
 
|  &#8211;-   
 
|  &#8211;-   
|-
+
|-style="text-align:center"
 
| 20  
 
| 20  
 
|  4.21e-03  
 
|  4.21e-03  
Line 1,119: Line 1,163:
 
|  1.01e-08  
 
|  1.01e-08  
 
|  6.42  
 
|  6.42  
|-
+
|-style="text-align:center"
 
| 40  
 
| 40  
 
|  1.05e-03  
 
|  1.05e-03  
Line 1,127: Line 1,171:
 
|  1.59e-10  
 
|  1.59e-10  
 
|  6.21  
 
|  6.21  
|-
+
|-style="text-align:center"
 
| 80  
 
| 80  
 
|  2.63e-04  
 
|  2.63e-04  
Line 1,135: Line 1,179:
 
|  2.48e-12  
 
|  2.48e-12  
 
|  6.11  
 
|  6.11  
|-
+
|-style="text-align:center"
 
| 160  
 
| 160  
 
|  6.57e-05  
 
|  6.57e-05  
Line 1,143: Line 1,187:
 
|  4.55e-14  
 
|  4.55e-14  
 
|  5.82  
 
|  5.82  
|-
+
|-style="text-align:center"
 
| LSM  
 
| LSM  
 
|  
 
|  
Line 1,151: Line 1,195:
 
|  
 
|  
 
|  '''5.95'''
 
|  '''5.95'''
|-
+
|-style="text-align:center"
|  
+
| colspan="7" |
|    
+
|-style="text-align:center"
|     
+
<math display="inline">N</math>  !!  <math display="inline">L_\infty </math>-norm !!  Order !! <math display="inline">L_\infty </math>-norm !!  Order !! <math display="inline">L_\infty </math>-norm !!  Order  
|   
+
|-style="text-align:center"
|-
+
| <math display="inline">N</math>   
+
| <math display="inline">L_\infty </math>-norm  
+
Order  
+
| <math display="inline">L_\infty </math>-norm  
+
Order
+
| <math display="inline">L_\infty </math>-norm  
+
Order
+
|-
+
 
| 10  
 
| 10  
 
|  6.63e-03  
 
|  6.63e-03  
Line 1,172: Line 1,207:
 
|  6.38e-07  
 
|  6.38e-07  
 
|  &#8211;-   
 
|  &#8211;-   
|-
+
|-style="text-align:center"
 
| 20  
 
| 20  
 
|  1.48e-03  
 
|  1.48e-03  
Line 1,180: Line 1,215:
 
|  9.89e-09  
 
|  9.89e-09  
 
|  6.44   
 
|  6.44   
|-
+
|-style="text-align:center"
 
| 40  
 
| 40  
 
|  4.46e-04  
 
|  4.46e-04  
Line 1,188: Line 1,223:
 
|  1.58e-10  
 
|  1.58e-10  
 
|  6.18   
 
|  6.18   
|-
+
|-style="text-align:center"
 
| 80  
 
| 80  
 
|  9.37e-05  
 
|  9.37e-05  
Line 1,196: Line 1,231:
 
|  2.40e-12  
 
|  2.40e-12  
 
|  6.15   
 
|  6.15   
|-
+
|-style="text-align:center"
 
| 160  
 
| 160  
 
|  2.75e-05  
 
|  2.75e-05  
Line 1,204: Line 1,239:
 
|  7.31e-14  
 
|  7.31e-14  
 
|  5.08   
 
|  5.08   
|-
+
|-style="text-align:center"
 
| LSM  
 
| LSM  
 
|  
 
|  
Line 1,212: Line 1,247:
 
|  
 
|  
 
|  '''5.81'''
 
|  '''5.81'''
|-
 
|
 
 
|}
 
|}
 +
 +
 
<div id='img-5'></div>
 
<div id='img-5'></div>
{| class="floating_imageSCP" style="text-align: center; border: 1px solid #BBB; margin: 1em auto; width: 100%;max-width: 100%;"
+
{| class="wikitable" style="margin: 0em auto 0.1em auto;border-collapse: collapse;width:65%;"
 +
|-style="background:white;"
 +
|align="center" |
 +
{|style="margin: 0em auto 0.1em auto;width:auto;"  
 +
|+
 
|-
 
|-
|[[Image:Draft_Balam_338770048-Fig_Exa1B_1D_CloudOrder4.png|480px|]]
+
|style="text-align: center;padding:10px;"| [[Image:Draft_Balam_338770048-Fig_Exa1B_1D_CloudOrder4.png|600px|]]
|[[Image:Draft_Balam_338770048-Fig_Exa1B_1D_CloudOrder6.png|480px|Convergence analysis of Example 1.B for N = 10,\dots ,100 using (a),(b) IFD-IIM  and (c),(d) HIFD-IIM for x_α= 0.40 and x_α= 0.63.]]
+
|-
|- style="text-align: center; font-size: 75%;"
+
|style="text-align: center;padding:10px;"| [[Image:Draft_Balam_338770048-Fig_Exa1B_1D_CloudOrder6.png|600px|Convergence analysis of Example 1.B for N = 10,\dots ,100 using (a),(b) IFD-IIM  and (c),(d) HIFD-IIM for x_α= 0.40 and x_α= 0.63.]]
| colspan="2" | '''Figure 5:''' Convergence analysis of Example 1.B for <math>N = 10,\dots ,100</math> using (a),(b) IFD-IIM  and (c),(d) HIFD-IIM for <math>x_\alpha = 0.40</math> and <math>x_\alpha = 0.63</math>.
+
|}
 +
|-
 +
| style="background:#efefef;text-align:left;padding:10px;font-size: 85%;"| '''Figure 5'''. Convergence analysis of Example 1.B for <math>N = 10,\dots ,100</math> using (a),(b) IFD-IIM  and (c),(d) HIFD-IIM for <math>x_\alpha = 0.40</math> and <math>x_\alpha = 0.63</math>
 
|}
 
|}
We remark that, the contribution formula includes jumps <math display="inline">[u]</math>, <math display="inline">[u_x]</math>, <math display="inline">[u_{xx}]</math>, <math display="inline">[u_{xxx}]</math>, and <math display="inline">[u_{xxxx}]</math> to obtain a fourth-order accurate method. Fig.&nbsp;[[#img-6|6]] shows that if we add additional jumps of high-order derivatives to <math display="inline">\mathcal{C}</math>, such as <math display="inline">[u_{xxxxx}]</math>, we observe that the error oscillation decreases compared to Fig.&nbsp;[[#img-5|5]] results. It is expected because now the method is <math display="inline">O(h^4)</math> for the whole computational domain, including the irregular points. Thus, we can mitigate error oscillations due to interface position by adding high-order jumps. A similar behavior is observed for the sixth-order HIFD-IIM if we include the seventh derivative jump <math display="inline">[u_{xxxxxxx}]</math>.
+
 
 +
 
 +
We remark that, the contribution formula includes jumps <math display="inline">[u]</math>, <math display="inline">[u_x]</math>, <math display="inline">[u_{xx}]</math>, <math display="inline">[u_{xxx}]</math>, and <math display="inline">[u_{xxxx}]</math> to obtain a fourth-order accurate method. [[#img-6|Figure 6]] shows that if we add additional jumps of high-order derivatives to <math display="inline">\mathcal{C}</math>, such as <math display="inline">[u_{xxxxx}]</math>, we observe that the error oscillation decreases compared to [[#img-5|Figure 5]] results. It is expected because now the method is <math display="inline">O(h^4)</math> for the whole computational domain, including the irregular points. Thus, we can mitigate error oscillations due to interface position by adding high-order jumps. A similar behavior is observed for the sixth-order HIFD-IIM if we include the seventh derivative jump <math display="inline">[u_{xxxxxxx}]</math>.
  
 
<div id='img-6'></div>
 
<div id='img-6'></div>
{| class="floating_imageSCP" style="text-align: center; border: 1px solid #BBB; margin: 1em auto; width: 100%;max-width: 100%;"
+
<div id='img-1'></div>
 +
{| class="wikitable" style="margin: 0em auto 0.1em auto;border-collapse: collapse;width:65%;"
 +
|-style="background:white;"
 +
|style="text-align: center;padding:10px;"| [[Image:Draft_Balam_338770048-Fig_Exa1B_1D_OrderCloud5th.png|600px|Convergence analysis of Example 1.B for N = 10,\dots ,100 using (a) x_α= 0.40, and (b) x_α= 0.63. The contribution term includes jumps up to fifth-order ([uₓₓₓₓₓ]=[fₓₓₓ]).]]
 
|-
 
|-
|[[Image:Draft_Balam_338770048-Fig_Exa1B_1D_OrderCloud5th.png|480px|Convergence analysis of Example 1.B for N = 10,\dots ,100 using (a) x_α= 0.40, and (b) x_α= 0.63. The contribution term includes jumps up to fifth-order ([uₓₓₓₓₓ]=[fₓₓₓ]).]]
+
| style="background:#efefef;text-align:left;padding:10px;font-size: 85%;"| '''Figure 6'''. Convergence analysis of Example 1.B for <math>N = 10,\dots ,100</math> using (a) <math>x_\alpha = 0.40</math>, and (b) <math>x_\alpha = 0.63</math>. The contribution term includes jumps up to fifth-order (<math>[u_{xxxxx}]=[f_{xxx}]</math>)
|- style="text-align: center; font-size: 75%;"
+
| colspan="1" | '''Figure 6:''' Convergence analysis of Example 1.B for <math>N = 10,\dots ,100</math> using (a) <math>x_\alpha = 0.40</math>, and (b) <math>x_\alpha = 0.63</math>. The contribution term includes jumps up to fifth-order (<math>[u_{xxxxx}]=[f_{xxx}]</math>).
+
 
|}
 
|}
Finally, Example 1.C investigates the method's capacity to solve a multiple interface problem. We only focus on two interface points located at <math display="inline">x_{\alpha _1}= 0.30</math> and <math display="inline">x_{\alpha _2} = 0.70</math>. However, the methodology could be applied for several interfaces by doing minor modifications in the implementation. Fig.&nbsp;[[#img-7|7]] presents the analytical and numerical solution using <math display="inline">N=40</math>. This figure also shows the corresponding absolute error. Fig.&nbsp;[[#img-8|8]] shows the error analysis for high-order IIM using different grid resolutions <math display="inline">N = 10, 20, 80 ,160</math>. As expected, the IFD-IIM and HIFD-IIM are fourth- and sixth-order accurate methods, respectively.
+
 
 +
 
 +
Finally, Example 1.C investigates the method's capacity to solve a multiple interface problem. We only focus on two interface points located at <math display="inline">x_{\alpha _1}= 0.30</math> and <math display="inline">x_{\alpha _2} = 0.70</math>. However, the methodology could be applied for several interfaces by doing minor modifications in the implementation. [[#img-7|Figure 7]] presents the analytical and numerical solution using <math display="inline">N=40</math>. This figure also shows the corresponding absolute error. [[#img-8|Figure 8]] shows the error analysis for high-order IIM using different grid resolutions <math display="inline">N = 10, 20, 80 ,160</math>. As expected, the IFD-IIM and HIFD-IIM are fourth- and sixth-order accurate methods, respectively.
  
 
<div id='img-7'></div>
 
<div id='img-7'></div>
{| class="floating_imageSCP" style="text-align: center; border: 1px solid #BBB; margin: 1em auto; width: 100%;max-width: 100%;"
+
{| class="wikitable" style="margin: 0em auto 0.1em auto;border-collapse: collapse;width:65%;"
 +
|-style="background:white;"
 +
|style="text-align: center;padding:10px;"| [[Image:Draft_Balam_338770048-Fig_Exa1C_1D_SolError6th.png|600px|(a) Numerical and exact solution of Example 1.C with multiple interfaces using N = 40; (b) Absolute error of the numerical solution using the HIFD-IIM.]]
 
|-
 
|-
|[[Image:Draft_Balam_338770048-Fig_Exa1C_1D_SolError6th.png|480px|(a) Numerical and exact solution of Example 1.C with multiple interfaces using N = 40; (b) Absolute error of the numerical solution using the HIFD-IIM.]]
+
| style="background:#efefef;text-align:left;padding:10px;font-size: 85%;"| '''Figure 7'''. (a) Numerical and exact solution of Example 1.C with multiple interfaces using <math>N = 40</math>. (b) Absolute error of the numerical solution using the HIFD-IIM
|- style="text-align: center; font-size: 75%;"
+
| colspan="1" | '''Figure 7:''' (a) Numerical and exact solution of Example 1.C with multiple interfaces using <math>N = 40</math>; (b) Absolute error of the numerical solution using the HIFD-IIM.
+
 
|}
 
|}
 +
 +
 
<div id='img-8'></div>
 
<div id='img-8'></div>
{| class="floating_imageSCP" style="text-align: center; border: 1px solid #BBB; margin: 1em auto; width: 100%;max-width: 100%;"
+
{| class="wikitable" style="margin: 0em auto 0.1em auto;border-collapse: collapse;width:65%;"
 +
|-style="background:white;"
 +
|style="text-align: center;padding:10px;"| [[Image:Draft_Balam_338770048-Fig_Exa1C_1D_Cloud4th6th.png|600px|Convergence error analysis of (c) the IFD-IIM, and (d) HIFDM-IIM, using different grid resolutions N = 10, 20, 40, 80 ,160.]]
 
|-
 
|-
|[[Image:Draft_Balam_338770048-Fig_Exa1C_1D_Cloud4th6th.png|480px|Convergence error analysis of (c) the IFD-IIM, and (d) HIFDM-IIM, using different grid resolutions N = 10, 20, 40, 80 ,160.]]
+
| style="background:#efefef;text-align:left;padding:10px;font-size: 85%;"| '''Figure 8'''. Convergence error analysis of (c) the IFD-IIM, and (d) HIFDM-IIM, using different grid resolutions <math>N = 10, 20, 40, 80 ,160</math>
|- style="text-align: center; font-size: 75%;"
+
| colspan="1" | '''Figure 8:''' Convergence error analysis of (c) the IFD-IIM, and (d) HIFDM-IIM, using different grid resolutions <math>N = 10, 20, 40, 80 ,160</math>.
+
 
|}
 
|}
  
Line 1,270: Line 1,318:
 
|}
 
|}
  
Table [[#table-3|3]] shows the convergence analysis of Example 2.A using different grid resolutions for the fourth- and sixth-order implicit formulation. As expected for a smooth solution, the implicit formulation improves the precision of the standard second-order numerical solution.
+
[[#table-3|Table 3]] shows the convergence analysis of Example 2.A using different grid resolutions for the fourth- and sixth-order implicit formulation. As expected for a smooth solution, the implicit formulation improves the precision of the standard second-order numerical solution.
  
 +
<div class="center" style="font-size: 75%;">'''Table 3'''. Convergence analysis of Example 2.A</div>
  
{| class="floating_tableSCP" style="text-align: left; margin: 1em auto;border-top: 2px solid;border-bottom: 2px solid;min-width:50%;"
+
<div id='tab-3'></div>
|+ style="font-size: 75%;" |<span id='table-3'></span>'''Table. 3''' Convergence analysis of Example 2.A.
+
{| class="wikitable" style="margin: 1em auto 0.1em auto;border-collapse: collapse;font-size:85%;width:auto;"  
|-
+
|-style="text-align:center"
| style="text-align: right;" |       
+
! <math display="inline">N</math> !!  <math display="inline">L_\infty </math>-norm !!   Order !! <math display="inline">L_\infty </math>-norm !!   Order !! <math display="inline">L_\infty </math>-norm !!   Order
|       
+
|-style="text-align:center"
|  
+
|-
+
| <math display="inline">N</math>  
+
| <math display="inline">L_\infty </math>-norm   
+
Order      
+
| <math display="inline">L_\infty </math>-norm   
+
Order  
+
| <math display="inline">L_\infty </math>-norm   
+
Order
+
|-
+
 
| 10  
 
| 10  
 
|  2.65e-02  
 
|  2.65e-02  
Line 1,295: Line 1,334:
 
|  4.64e-05  
 
|  4.64e-05  
 
|  &#8211;-   
 
|  &#8211;-   
|-
+
|-style="text-align:center"
 
| 20  
 
| 20  
 
|  7.06e-03  
 
|  7.06e-03  
Line 1,303: Line 1,342:
 
|  7.54e-07  
 
|  7.54e-07  
 
|  5.94  
 
|  5.94  
|-
+
|-style="text-align:center"
 
| 40  
 
| 40  
 
|  1.76e-03  
 
|  1.76e-03  
Line 1,311: Line 1,350:
 
|  1.17e-08  
 
|  1.17e-08  
 
|  6.01  
 
|  6.01  
|-
+
|-style="text-align:center"
 
| 80  
 
| 80  
 
|  4.40e-04  
 
|  4.40e-04  
Line 1,319: Line 1,358:
 
|  1.82e-10  
 
|  1.82e-10  
 
|  6.00
 
|  6.00
|-
+
|-style="text-align:center"
 
| 160  
 
| 160  
 
|  1.10e-04  
 
|  1.10e-04  
Line 1,327: Line 1,366:
 
|  2.95e-12  
 
|  2.95e-12  
 
|  5.95
 
|  5.95
|-
+
|-style="text-align:center"
 
| LSM  
 
| LSM  
 
|   
 
|   
Line 1,335: Line 1,374:
 
|   
 
|   
 
| '''5.98'''  
 
| '''5.98'''  
|-
 
|
 
 
|}
 
|}
  
Line 1,351: Line 1,388:
 
{| style="text-align: left; margin:auto;width: 100%;"  
 
{| style="text-align: left; margin:auto;width: 100%;"  
 
|-
 
|-
| style="text-align: center;" | <math>\textrm{Example 2.B:}  \quad u(x,y) = \begin{cases}\sin (x)e^y & x\leq x_\alpha ,\\ -x^2e^y + 2& x_\alpha{<}x,\\ \end{cases}    \qquad \quad \quad \quad \textrm{where}   x_\alpha = 0.  </math>
+
| style="text-align: center;" | <math>\textrm{Example 2.B:}  \quad u(x,y) = \begin{cases}\sin (x)e^y & x\leq x_\alpha ,\\ -x^2e^y + 2& x_\alpha{<}x,\\ \end{cases}    \qquad \quad \quad \quad \textrm{where } \quad  x_\alpha = 0.  </math>
 
|-
 
|-
| style="text-align: center;" | <math> \textrm{Example 2.C:}  \quad u(x,y) = \begin{cases}\sin (x)\sin (y) & x\leq x_\alpha ,\\ e^x\sin (3y) + 1 & x_\alpha{<}x,\\ \end{cases}  \quad \quad \quad  \textrm{where}  x_\alpha = 0.4.  </math>
+
| style="text-align: center;" | <math> \textrm{Example 2.C:}  \quad u(x,y) = \begin{cases}\sin (x)\sin (y) & x\leq x_\alpha ,\\ e^x\sin (3y) + 1 & x_\alpha{<}x,\\ \end{cases}  \quad \quad \quad  \textrm{where } \quad   x_\alpha = 0.4.  </math>
 
|-
 
|-
| style="text-align: center;" | <math> \textrm{Example 2.D:}  \quad  u(x,y) = \begin{cases}\cos (3x)\cos (3y) & x\leq x_\alpha ,\\ \sin (3y)\sin (3y) & x_\alpha{<}x,\\ \end{cases}  \qquad \quad \textrm{where}  x_\alpha = 0.5.  </math>
+
| style="text-align: center;" | <math> \textrm{Example 2.D:}  \quad  u(x,y) = \begin{cases}\cos (3x)\cos (3y) & x\leq x_\alpha ,\\ \sin (3y)\sin (3y) & x_\alpha{<}x,\\ \end{cases}  \qquad \quad \textrm{where } \quad   x_\alpha = 0.5.  </math>
 
|}
 
|}
 
|}
 
|}
Line 1,361: Line 1,398:
 
Examples 2.B, 2.C and 2.D investigate the influence on the absolute error and the accuracy over several assumptions of the jump derivatives. Example 2.B analyzes the solution where jump derivatives in the <math display="inline">y</math>-direction vanish at <math display="inline">x_\alpha </math>. In Example 2.C, the jump derivative in the <math display="inline">y</math>-direction changes slower for <math display="inline">x<x_\alpha </math> than the one for <math display="inline">x>x_\alpha </math>. Example 2.D studies the problem without any assumption about the jump derivatives. Note that the interface location <math display="inline">x_\alpha </math> is also different for each example.
 
Examples 2.B, 2.C and 2.D investigate the influence on the absolute error and the accuracy over several assumptions of the jump derivatives. Example 2.B analyzes the solution where jump derivatives in the <math display="inline">y</math>-direction vanish at <math display="inline">x_\alpha </math>. In Example 2.C, the jump derivative in the <math display="inline">y</math>-direction changes slower for <math display="inline">x<x_\alpha </math> than the one for <math display="inline">x>x_\alpha </math>. Example 2.D studies the problem without any assumption about the jump derivatives. Note that the interface location <math display="inline">x_\alpha </math> is also different for each example.
  
Fig.&nbsp;[[#img-9|9]] shows the numerical solution of these examples using a grid resolution of <math display="inline">N = 80</math>. As expected, the HIFD-IIM solves the problem accurately for each case.
+
[[#img-9|Figure 9]] shows the numerical solution of these examples using a grid resolution of <math display="inline">N = 80</math>. As expected, the HIFD-IIM solves the problem accurately for each case.
  
 
<div id='img-9'></div>
 
<div id='img-9'></div>
{| class="floating_imageSCP" style="text-align: center; border: 1px solid #BBB; margin: 1em auto; width: 100%;max-width: 100%;"
+
{| class="wikitable" style="margin: 0em auto 0.1em auto;border-collapse: collapse;width:65%;"
 +
|-style="background:white;"
 +
|style="text-align: center;padding:10px;"| [[Image:Draft_Balam_338770048-Fig_Exa2_2D_ABC_solB.png|700px|Numerical solution of 2D Poisson equation with a straight interface corresponding to Examples 2.B, 2.C, and 2.D using N=80.]]
 
|-
 
|-
|[[Image:Draft_Balam_338770048-Fig_Exa2_2D_ABC_solB.png|594px|Numerical solution of 2D Poisson equation with a straight interface corresponding to Examples 2.B, 2.C, and 2.D using N=80.]]
+
| style="background:#efefef;text-align:left;padding:10px;font-size: 85%;"| '''Figure 9'''. Numerical solution of 2D Poisson equation with a straight interface corresponding to Examples 2.B, 2.C, and 2.D using <math>N=80</math>
|- style="text-align: center; font-size: 75%;"
+
| colspan="1" | '''Figure 9:''' Numerical solution of 2D Poisson equation with a straight interface corresponding to Examples 2.B, 2.C, and 2.D using <math>N=80</math>.
+
 
|}
 
|}
Table [[#table-4|4]] shows the convergence analysis for Example 3 using the implicit methods. As expected, the IFD-IIM and  HIFD-IIM schemes are close to fourth- and sixth-order, respectively. This table also confirms the standard IIM is second-order accurate. Observe that the order corresponding to the HIFD-IIM with <math display="inline">N=160</math> in Example 2.B is reduced due to the arithmetic operations close to the machine precision. Fig.&nbsp;[[#img-10|10]] shows more details of the convergence analysis using a cloud of points from <math display="inline">N = 10</math> to <math display="inline">N=160</math>.
 
  
  
{class="floating_tableSCP" style="text-align: left; margin: 1em auto;border-top: 2px solid;border-bottom: 2px solid;min-width:50%;"
+
[[#table-4|Table 4]] shows the convergence analysis for Example 3 using the implicit methods. As expected, the IFD-IIM and HIFD-IIM schemes are close to fourth- and sixth-order, respectively. This table also confirms the standard IIM is second-order accurate. Observe that the order corresponding to the HIFD-IIM with <math display="inline">N=160</math> in Example 2.B is reduced due to the arithmetic operations close to the machine precision. [[#img-10|Figure 10]] shows more details of the convergence analysis using a cloud of points from <math display="inline">N = 10</math> to <math display="inline">N=160</math>.
|+ style="font-size: 75%;" |<span id='table-4'></span>'''Table. 4''' Convergence analysis of Examples 2.B, 2.C, and 2.D using a straight interface.
+
 
|-
+
<div class="center" style="font-size: 75%;">'''Table 4'''. Convergence analysis of Examples 2.B, 2.C, and 2.D using a straight interface</div>
|  
+
 
| style="text-align: right;" |       
+
<span id='table-4'></span>
|       
+
{| class="wikitable" style="margin: 1em auto 0.1em auto;border-collapse: collapse;font-size:85%;width:auto;"
|  
+
|-style="text-align:center"
|-
+
! <math display="inline">N</math> !!  <math display="inline">L_\infty </math>-norm !!   Order !! <math display="inline">L_\infty </math>-norm !!   Order !! <math display="inline">L_\infty </math>-norm !!   Order
| <math display="inline">N</math>  
+
|-style="text-align:center"
| <math display="inline">L_\infty </math>-norm   
+
Order      
+
| <math display="inline">L_\infty </math>-norm   
+
Order  
+
| <math display="inline">L_\infty </math>-norm   
+
Order
+
|-
+
 
| 10  
 
| 10  
 
|  5.76e-04  
 
|  5.76e-04  
Line 1,396: Line 1,425:
 
|  2.10e-06  
 
|  2.10e-06  
 
|  &#8211;-   
 
|  &#8211;-   
|-
+
|-style="text-align:center"
 
| 20  
 
| 20  
 
|  1.50e-04  
 
|  1.50e-04  
Line 1,404: Line 1,433:
 
|  3.78e-08  
 
|  3.78e-08  
 
|  5.79   
 
|  5.79   
|-
+
|-style="text-align:center"
 
| 40  
 
| 40  
 
|  3.77e-05  
 
|  3.77e-05  
Line 1,412: Line 1,441:
 
|  6.34e-10  
 
|  6.34e-10  
 
|  5.90   
 
|  5.90   
|-
+
|-style="text-align:center"
 
| 80  
 
| 80  
 
|  9.45e-06  
 
|  9.45e-06  
Line 1,420: Line 1,449:
 
|  1.03e-11  
 
|  1.03e-11  
 
|  5.95   
 
|  5.95   
|-
+
|-style="text-align:center"
 
| 160  
 
| 160  
 
|  2.36e-06  
 
|  2.36e-06  
Line 1,428: Line 1,457:
 
|  1.17e-12  
 
|  1.17e-12  
 
|  3.13   
 
|  3.13   
|-
+
|-style="text-align:center"
 
| LSM  
 
| LSM  
 
|   
 
|   
Line 1,436: Line 1,465:
 
|   
 
|   
 
| '''5.34'''  
 
| '''5.34'''  
|-
+
|-style="text-align:center"
|  
+
| colspan="7" |
|        
+
|-style="text-align:center"
|      
+
! <math display="inline">N</math> !!  <math display="inline">L_\infty </math>-norm !!   Order !! <math display="inline">L_\infty </math>-norm !!   Order !! <math display="inline">L_\infty </math>-norm !!   Order
|  
+
|-style="text-align:center"
|-
+
| <math display="inline">N</math>  
+
| <math display="inline">L_\infty </math>-norm   
+
Order      
+
| <math display="inline">L_\infty </math>-norm   
+
Order  
+
| <math display="inline">L_\infty </math>-norm   
+
Order
+
|-
+
 
| 10  
 
| 10  
 
|  2.65e-02  
 
|  2.65e-02  
Line 1,457: Line 1,477:
 
|  3.01e-04  
 
|  3.01e-04  
 
|  &#8211;-   
 
|  &#8211;-   
|-
+
|-style="text-align:center"
 
| 20  
 
| 20  
 
|  6.60e-03  
 
|  6.60e-03  
Line 1,465: Line 1,485:
 
|  6.74e-06  
 
|  6.74e-06  
 
|  5.48   
 
|  5.48   
|-
+
|-style="text-align:center"
 
| 40  
 
| 40  
 
|  1.61e-03  
 
|  1.61e-03  
Line 1,473: Line 1,493:
 
|  1.25e-07  
 
|  1.25e-07  
 
|  5.75   
 
|  5.75   
|-
+
|-style="text-align:center"
 
| 80  
 
| 80  
 
|  3.98e-04  
 
|  3.98e-04  
Line 1,481: Line 1,501:
 
|  2.14e-09  
 
|  2.14e-09  
 
|  5.87   
 
|  5.87   
|-
+
|-style="text-align:center"
 
| 160  
 
| 160  
 
|  9.90e-05  
 
|  9.90e-05  
Line 1,489: Line 1,509:
 
|  3.50e-11  
 
|  3.50e-11  
 
|  5.93   
 
|  5.93   
|-
+
|-style="text-align:center"
 
| LSM  
 
| LSM  
 
|   
 
|   
Line 1,497: Line 1,517:
 
|   
 
|   
 
| '''5.77'''  
 
| '''5.77'''  
|-
+
|-style="text-align:center"
|  
+
| colspan="7" |
|        
+
|-style="text-align:center"
|      
+
! <math display="inline">N</math> !!  <math display="inline">L_\infty </math>-norm !!   Order !! <math display="inline">L_\infty </math>-norm !!   Order !! <math display="inline">L_\infty </math>-norm !!   Order
|  
+
|-style="text-align:center"
|-
+
| <math display="inline">N</math>  
+
| <math display="inline">L_\infty </math>-norm   
+
Order      
+
| <math display="inline">L_\infty </math>-norm   
+
Order  
+
| <math display="inline">L_\infty </math>-norm   
+
Order
+
|-
+
 
| 10  
 
| 10  
 
|  4.62e-02  
 
|  4.62e-02  
Line 1,518: Line 1,529:
 
|  2.62e-04  
 
|  2.62e-04  
 
|  &#8211;-   
 
|  &#8211;-   
|-
+
|-style="text-align:center"
 
| 20  
 
| 20  
 
|  1.13e-02  
 
|  1.13e-02  
Line 1,526: Line 1,537:
 
|  2.91e-06  
 
|  2.91e-06  
 
|  6.49   
 
|  6.49   
|-
+
|-style="text-align:center"
 
| 40  
 
| 40  
 
|  2.81e-03  
 
|  2.81e-03  
Line 1,534: Line 1,545:
 
|  5.40e-08  
 
|  5.40e-08  
 
|  5.75   
 
|  5.75   
|-
+
|-style="text-align:center"
 
| 80  
 
| 80  
 
|  7.04e-04  
 
|  7.04e-04  
Line 1,542: Line 1,553:
 
|  9.12e-10  
 
|  9.12e-10  
 
|  5.89   
 
|  5.89   
|-
+
|-style="text-align:center"
 
| 160  
 
| 160  
 
|  1.76e-04  
 
|  1.76e-04  
Line 1,550: Line 1,561:
 
|  1.48e-11  
 
|  1.48e-11  
 
|  5.95   
 
|  5.95   
|-
+
|-style="text-align:center"
 
| LSM  
 
| LSM  
 
|   
 
|   
Line 1,558: Line 1,569:
 
|   
 
|   
 
| '''5.98'''  
 
| '''5.98'''  
|-
 
|
 
 
|}
 
|}
 +
 +
 
<div id='img-10'></div>
 
<div id='img-10'></div>
{| class="floating_imageSCP" style="text-align: center; border: 1px solid #BBB; margin: 1em auto; width: 100%;max-width: 100%;"
+
{| class="wikitable" style="margin: 0em auto 0.1em auto;border-collapse: collapse;width:auto;"
 +
|-style="background:white;"
 +
|align="center" |
 +
{|
 +
|+
 +
|-
 +
|style="text-align: center;padding:10px;"|[[Image:Draft_Balam_338770048-Fig_Exa2_2D_ABC_cloud4thB.png|650px|]]
 +
|-
 +
|style="text-align: center;padding:10px;"| [[Image:Draft_Balam_338770048-Fig_Exa2_2D_ABC_cloud6thB.png|650px|Convergence analysis of Examples 2.B, 2.C, and 2.D using the (a)-(c) IFD-IIM and (d)-(f) HIFD-IIM from N=10 to 100.]]
 +
|}
 
|-
 
|-
|[[Image:Draft_Balam_338770048-Fig_Exa2_2D_ABC_cloud4thB.png|588px|]]
+
| style="background:#efefef;text-align:left;padding:10px;font-size: 85%;"| '''Figure 10'''. Convergence analysis of Examples 2.B, 2.C, and 2.D using the (a)-(c) IFD-IIM and (d)-(f) HIFD-IIM from <math>N=10</math> to <math>100</math>
|[[Image:Draft_Balam_338770048-Fig_Exa2_2D_ABC_cloud6thB.png|588px|Convergence analysis of Examples 2.B, 2.C, and 2.D using the (a)-(c) IFD-IIM and (d)-(f) HIFD-IIM from N=10 to 100.]]
+
|- style="text-align: center; font-size: 75%;"
+
| colspan="2" | '''Figure 10:''' Convergence analysis of Examples 2.B, 2.C, and 2.D using the (a)-(c) IFD-IIM and (d)-(f) HIFD-IIM from <math>N=10</math> to <math>100</math>.
+
 
|}
 
|}
  
Line 1,580: Line 1,597:
 
{| style="text-align: left; margin:auto;width: 100%;"  
 
{| style="text-align: left; margin:auto;width: 100%;"  
 
|-
 
|-
| style="text-align: center;" | <math>\textrm{Example 2.E:}  u(x,y) = \begin{cases}0 & x\leq x_\alpha ,\\ 2+\ln (x(1+y^2)) & x_\alpha{<}x,\\ \end{cases} \quad  \textrm{where}  x_\alpha = 0.5.  </math>
+
| style="text-align: center;" | <math>\textrm{Example 2.E:}\quad u(x,y) = \begin{cases}0 & x\leq x_\alpha ,\\ 2+\ln (x(1+y^2)) & x_\alpha{<}x,\\ \end{cases} \quad  \textrm{where } \quad   x_\alpha = 0.5.  </math>
 
|}
 
|}
 
|}
 
|}
Line 1,586: Line 1,603:
 
Here, the jump derivatives for all points at the interface are <math display="inline">[u_x] = 2</math>, <math display="inline">[u_{xx}] = -4</math>, <math display="inline">[u_{xxx}] =16</math>, <math display="inline">[u_{xxxx}] = -96</math>, <math display="inline">[u_{xxxxx}] =  768</math>, and <math display="inline">[u_{xxxxxx}] = -7680</math>. Is important to remark that opposite to the previous examples, the jump derivatives increase rapidly. This behavior makes the problem challenging to solve.
 
Here, the jump derivatives for all points at the interface are <math display="inline">[u_x] = 2</math>, <math display="inline">[u_{xx}] = -4</math>, <math display="inline">[u_{xxx}] =16</math>, <math display="inline">[u_{xxxx}] = -96</math>, <math display="inline">[u_{xxxxx}] =  768</math>, and <math display="inline">[u_{xxxxxx}] = -7680</math>. Is important to remark that opposite to the previous examples, the jump derivatives increase rapidly. This behavior makes the problem challenging to solve.
  
Table [[#table-5|5]] and Fig.[[#img-11|11]] show the convergence analysis for Example 2.E. Numerical results show that Example 2.E has more variability in error than previous examples. However, the order of each technique is close to the proposed one. These findings also confirm that local truncation error depends not only on <math display="inline">h_R</math> and <math display="inline">h_L</math> but also on the jump magnitudes.
+
[[#table-5|Table 5]] and [[#img-11|Figure 11]] show the convergence analysis for Example 2.E. Numerical results show that Example 2.E has more variability in error than previous examples. However, the order of each technique is close to the proposed one. These findings also confirm that local truncation error depends not only on <math display="inline">h_R</math> and <math display="inline">h_L</math> but also on the jump magnitudes.
  
 +
<div class="center" style="font-size: 75%;">'''Table 5'''. Convergence analysis of Example 2.E</div>
  
{| class="floating_tableSCP" style="text-align: left; margin: 1em auto;border-top: 2px solid;border-bottom: 2px solid;min-width:50%;"
+
<span id='table-5'></span>
|+ style="font-size: 75%;" |<span id='table-5'></span>'''Table. 5''' Convergence analysis of Example 2.E.
+
{| class="wikitable" style="margin: 1em auto 0.1em auto;border-collapse: collapse;font-size:85%;width:auto;"  
|-     
+
|-style="text-align:center"
| style="text-align: right;" |       
+
! <math display="inline">N</math> !!  <math display="inline">L_\infty </math>-norm !!   Order !! <math display="inline">L_\infty </math>-norm !!   Order !! <math display="inline">L_\infty </math>-norm !!   Order
|       
+
|-style="text-align:center"
|  
+
|-
+
| <math display="inline">N</math>  
+
| <math display="inline">L_\infty </math>-norm   
+
Order      
+
| <math display="inline">L_\infty </math>-norm   
+
Order  
+
| <math display="inline">L_\infty </math>-norm   
+
Order
+
|-
+
 
| 10  
 
| 10  
 
|  1.11e-02  
 
|  1.11e-02  
Line 1,611: Line 1,619:
 
|  1.38e-04  
 
|  1.38e-04  
 
|  &#8211;-   
 
|  &#8211;-   
|-
+
|-style="text-align:center"
 
| 20  
 
| 20  
 
|  1.80e-03  
 
|  1.80e-03  
Line 1,619: Line 1,627:
 
|  2.48e-06  
 
|  2.48e-06  
 
|  5.80   
 
|  5.80   
|-
+
|-style="text-align:center"
 
| 40  
 
| 40  
 
|  5.64e-04  
 
|  5.64e-04  
Line 1,627: Line 1,635:
 
|  9.43e-08  
 
|  9.43e-08  
 
|  4.72   
 
|  4.72   
|-
+
|-style="text-align:center"
 
| 80  
 
| 80  
 
|  1.57e-04  
 
|  1.57e-04  
Line 1,635: Line 1,643:
 
|  2.61e-09  
 
|  2.61e-09  
 
|  5.17   
 
|  5.17   
|-
+
|-style="text-align:center"
 
| 160  
 
| 160  
 
|  4.11e-05  
 
|  4.11e-05  
Line 1,643: Line 1,651:
 
|  6.10e-11  
 
|  6.10e-11  
 
|  5.42   
 
|  5.42   
|-
+
|-style="text-align:center"
 
| LSM  
 
| LSM  
 
|   
 
|   
Line 1,651: Line 1,659:
 
|   
 
|   
 
| '''5.21'''  
 
| '''5.21'''  
|-
 
|
 
 
|}
 
|}
 +
 +
 
<div id='img-11'></div>
 
<div id='img-11'></div>
{| class="floating_imageSCP" style="text-align: center; border: 1px solid #BBB; margin: 1em auto; width: 100%;max-width: 100%;"
+
{| class="wikitable" style="margin: 0em auto 0.1em auto;border-collapse: collapse;width:75%;"
 +
|-style="background:white;"
 +
|style="text-align: center;padding:10px;"| [[Image:Draft_Balam_338770048-Fig_Exa4_2D_ABC_solcloud4th6thB.png|700px]]
 
|-
 
|-
|[[Image:Draft_Balam_338770048-Fig_Exa4_2D_ABC_solcloud4th6thB.png|588px|Numerical and exact solution of Example 2.E using N = 80; (b),(c) convergence error analysis of IFD-IIM and HIFD-IIM respectively, using different grid resolutions from N=10 to 100.]]
+
| style="background:#efefef;text-align:left;padding:10px;font-size: 85%;"| '''Figure 11'''. (a) Numerical and exact solution of Example 2.E using <math>N = 80</math>. (b)-(c) Convergence error analysis of IFD-IIM and HIFD-IIM, respectively, using different grid resolutions from <math>N=10</math> to <math>100</math>
|- style="text-align: center; font-size: 75%;"
+
| colspan="1" | '''Figure 11:''' Numerical and exact solution of Example 2.E using <math>N = 80</math>; (b),(c) convergence error analysis of IFD-IIM and HIFD-IIM respectively, using different grid resolutions from <math>N=10</math> to <math>100</math>.
+
 
|}
 
|}
  
==6 Conclusions==
+
==6. Conclusions==
  
 
The present paper introduces a new sixth-order immersed interface combined with an implicit finite difference to solve 2D Poisson problems with straight interfaces. The resulting numerical method is <math display="inline">O(h^6)</math> at regular points, and <math display="inline">O(h^5)</math> at irregular points. Furthermore, a fourth-order immersed interface method is obtained as a particular case of the proposed scheme. This paper also presents a numerical technique to handle the boundaries in the Poisson problem. The global accuracy of the sixth-order was demonstrated using several numerical examples. As expected, this approach does not depend on the interface position. For future work, the proposed approximation will be used to solve more general elliptic equations and interface shapes, and time-dependent problems in higher dimensions.
 
The present paper introduces a new sixth-order immersed interface combined with an implicit finite difference to solve 2D Poisson problems with straight interfaces. The resulting numerical method is <math display="inline">O(h^6)</math> at regular points, and <math display="inline">O(h^5)</math> at irregular points. Furthermore, a fourth-order immersed interface method is obtained as a particular case of the proposed scheme. This paper also presents a numerical technique to handle the boundaries in the Poisson problem. The global accuracy of the sixth-order was demonstrated using several numerical examples. As expected, this approach does not depend on the interface position. For future work, the proposed approximation will be used to solve more general elliptic equations and interface shapes, and time-dependent problems in higher dimensions.
  
 
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+
 
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+
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+
 
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'''[[#citeF-38|[38]]]'''   Xu S., & Wang Z.J. Systematic Derivation of Jump Conditions for the Immersed Interface Method in Three-Dimensional Flow Simulation, ''J. Sci. Comput.'' '''27(6)''' (2006), 1948-1980. <div id="cite-39"></div>
+
 
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+
[[#citeF-14|[14]]]  Itzá Balam R., Uh Zapata M. A new eighth-order implicit finite difference method to solve the three-dimensional Helmholtz equation. Computers & Mathematics with Applications, 80(5):1176&#8211;1200, 2020.   
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+
 
 +
<div id="cite-15"></div>
 +
[[#citeF-15|[15]]]  Sethian J.A. Level set methods and fast marching methods: Evolving interfaces in geometry, fluid mechanics, computer vision, and materials sciences, pp. 404, Cambridge University Press, 1999.  
 +
 
 +
<div id="cite-16"></div>
 +
[[#citeF-16|[16]]]  Peskin C.S. The immersed boundary method. Acta Numer., 11:479&#8211;517, 2002.  
 +
 
 +
<div id="cite-17"></div>
 +
[[#citeF-17|[17]]]  Liu X.D., Soderis T.C. Convergence of the ghost fluid method for elliptic equations with interfaces. J. Math. Comp., 72:1731&#8211;1746, 2003.  
 +
 
 +
<div id="cite-18"></div>
 +
[[#citeF-18|[18]]]  Hu H., Pan K., Tan Y. An interpolation matched interface and boundary method for elliptic interface problems. J. Comput. Appl. Math., 234:73&#8211;94, 2010.  
 +
 
 +
<div id="cite-19"></div>
 +
[[#citeF-19|[19]]]  Mu L., Wang J., Ye X., Zhao S. A new weak Galerkin finite element method for elliptic interface problems. J. Comput. Phys., 325:157&#8211;173, 2016.  
 +
 
 +
<div id="cite-20"></div>
 +
[[#citeF-20|[20]]]  Cho H., Han H., Lee B., Ha Y.,  Kang M. A second-order boundary condition capturing method for solving the elliptic interface problems on irregular domains. Journal of Scientific Computing, 81(3):217&#8211;251, 2019.  
 +
 
 +
<div id="cite-21"></div>
 +
[[#citeF-21|[21]]]  Itzá Balam R., Hernandez-Lopez F., Trejo-Sánchez J., Uh Zapata M. An immersed boundary neural network for solving elliptic equations with singular forces on arbitrary domains. Mathematical Biosciences and Engineering: MBE 18(1):22&#8211;56, 2020.  
 +
 
 +
<div id="cite-22"></div>
 +
[[#citeF-22|[22]]]  Leveque R.J., Li Z. The immersed interface method for elliptic equations with discontinuous coefficients and singular sources. SIAM J. Numer. Anal., 31(4):1019-1044, 1994.  
 +
 
 +
<div id="cite-23"></div>
 +
[[#citeF-23|[23]]]  Wiegmann A.,  Bube K.P. The explicit-jump immersed interface method: finite difference methods for PDEs with piecewise smooth solutions. SIAM J. Numer. Anal., 37(3):827&#8211;862, 2000.  
 +
 
 +
<div id="cite-24"></div>
 +
[[#citeF-24|[24]]]  Berthelsen P.A. A decomposed immersed interface method for variable coefficient elliptic equations with non-smooth and discontinuous solutions. J. Comput. Phys., 197(1):364&#8211;386, 2004.  
 +
 
 +
<div id="cite-25"></div>
 +
[[#citeF-25|[25]]]  Seo J.H., Mittal R. A high-order immersed boundary method for acoustic wave scattering and low-Mach number flow-induced sound in complex geometries. J. Comput. Phys., 230:1000&#8211;1019, 2011.  
 +
 
 +
<div id="cite-26"></div>
 +
[[#citeF-26|[26]]]    Ito K., Li Z., Kyei Y. Higher-order, Cartesian grid based finite difference schemes for elliptic equations on irregular domains. SIAM Journal on Scientific Computing, 27(1):346-367, 2005.  
 +
 
 +
<div id="cite-27"></div>
 +
[[#citeF-27|[27]]]  Gibou F., Fedkiw R. A fourth order accurate discretization for the Laplace and heat equations on arbitrary domains with applications to the Stefan problem. J. Comput. Phys., 202(2):577-601, 2005.  
 +
 
 +
<div id="cite-28"></div>
 +
[[#citeF-28|[28]]]  Linnick M.N., Fasel H.F. A high-order immersed interface method for simulating unsteady incompressible flows on irregular domains. J. Comput. Phys., 204(1):157-192, 2005.  
 +
 
 +
<div id="cite-29"></div>
 +
[[#citeF-29|[29]]]    Zhou Y.C., Zhao S., Feig M., Wei G.W. High order matched interface and boundary method for elliptic equations with discontinuous coefficients and singular sources. J. Comput. Phys., 213(1):1&#8211;30, 2006.   
 +
 
 +
<div id="cite-30"></div>
 +
[[#citeF-30|[30]]]  Zhong X. A new high-order immersed interface method for solving elliptic equations with imbedded interface of discontinuity. J. Comput. Phys., 225(1):1066-1099, 2007.  
 +
 
 +
<div id="cite-31"></div>
 +
[[#citeF-31|[31]]]  Feng X., Li Z., Qiao Z. High order compact finite difference schemes for the Helmholtz equation with discontinuous coefficients. J. of Comput. Math., 29(3):324&#8211;340, 2011.  
 +
 
 +
<div id="cite-32"></div>
 +
[[#citeF-32|[32]]]    Pan K., He D., Li Z. A high order compact FD framework for elliptic BVPs involving singular sources, interfaces, and irregular domains. J. Sci. Comput., 88(3):1&#8211;25, 2021.  
 +
 
 +
<div id="cite-33"></div>
 +
[[#citeF-33|[33]]]    Colnago M., Casaca W., de Souza L.F. A high-order immersed interface method free of derivative jump conditions for Poisson equations on irregular domains. J. Comput. Phys., 423:109791, 2020.  
 +
 
 +
<div id="cite-34"></div>
 +
[[#citeF-34|[34]]]    Feng Q., Han B., Minev P. Sixth order compact finite difference schemes for Poisson interface problems with singular sources. Computers & Mathematics with Applications, 99:2-25, 2021.  
 +
 
 +
<div id="cite-35"></div>
 +
[[#citeF-35|[35]]]       Claerbout J.F. The craft of wave-field extrapolation. In Imaging the Earth's Interior, Blackwell Scientific Publications, Oxford, pp. 260-265, 1985.  
 +
 
 +
<div id="cite-36"></div>
 +
[[#citeF-36|[36]]]    Liu Y., Sen M.K. A practical implicit finite-difference method: examples from seismic modeling. Journal of Geophysics and Engineering, 6(3):231-249, 2009.  
 +
 
 +
<div id="cite-37"></div>
 +
[[#citeF-37|[37]]]   Spotz W.F. High-order compact finite difference schemes for computational mechanics. Ph.D. Thesis, University of Texas at Austin, 1995.  
 +
 
 +
<div id="cite-38"></div>
 +
[[#citeF-38|[38]]]  Xu S., Wang Z.J. Systematic derivation of jump conditions for the immersed interface method in three-dimensional flow simulation. J. Sci. Comput., 27(6):1948-1980, 2006.  
 +
 
 +
<div id="cite-39"></div>
 +
[[#citeF-39|[39]]]  Feng X., Li Z. Simplified immersed interface methods for elliptic interface problems with straight interfaces. Num. Meth. for Par. Diff. Eqs., 28(1):188&#8211;203, 2012.   
 +
 
 +
<div id="cite-40"></div>
 +
[[#citeF-40|[40]]]  Li Z. Immersed interface methods for moving interface problems. Numerical algorithms, 14(4):269-293, 1997.  
 +
 
 +
<div id="cite-41"></div>
 +
[[#citeF-41|[41]]]  Huang H., Li Z. Convergence analysis of the immersed interface method. IMA Journal of Numerical Analysis, 19(4):583-608, 1999.

Latest revision as of 14:33, 4 January 2024

Abstract

This paper introduces a sixth-order Immersed Interface Method (IIM) for addressing 2D Poisson problems characterized by a discontinuous forcing function with straight interfaces. In the presence of this discontinuity, the problem exhibits a non-smooth solution at the interface that divides the domain into two regions. Here, the IIM is employed to compute the solution on a fixed Cartesian grid. This method integrates necessary jump conditions resulting from the interface into the numerical schemes. In order to achieve a sixth-order method, the proposed approach combines implicit finite differences with the IIM. The proposed scheme is efficient because the matrix arising from discretization remains the same as in the smooth problem, and changes are made to the resulting linear system by introducing new terms on the right side. These supplementary terms account for the discontinuities in the solution and its derivatives, with calculations restricted near the interface. The paper demonstrates the accuracy of the proposed method through various numerical examples.

Keywords: Poisson equation, immersed interface method, finite difference, sixth-order of accuracy, implicit finite difference

1. Introduction

Developing advanced algorithms for solving the Poisson equation holds great significance in numerous research domains, including computational fluid dynamics, wave propagation, and theoretical physics [1]. The discontinuous problem emerges in scenarios marked by abrupt changes at interfaces that separate different regions within a given domain [2,3,4]. In this article, we particularly focus on linear interfaces, which are commonly encountered in layered phenomena (for example, as seen in [5,6,7] and the cited references). Additionally, the pursuit of high-order methods for addressing such challenges is highly advantageous since their enhanced precision permits the use of coarser grids, subsequently reducing computational expenses.

This paper presents high-order finite-difference schemes up to sixth-order for the Poisson equation for straight interfaces. The problem is given by [2,3,4]

(1)
(2)
(3)

where and are the solution and known right-hand side function, respectively. We divide in two regions, and , separated by an immersed interface . The computational domain can be one-dimensional (1D) (with several interface points), or a two-dimensional (2D) region with straight interfaces. We use Dirichlet boundary conditions on . We assume that the solution, the right-hand side function, and their derivatives may have discontinuities at . Thus, we require jump conditions as additional inputs. The principal jump conditions and are known functions and are defined on . Here, is the derivative in the normal direction.

Many numerical methods have been proposed to solve accurately the Poisson equation; however most of these methods are limited to smooth solutions. For instance, many developments have been made to get fourth- and sixth-order finite-difference methods for the Poisson equation (1), see for example [8,9,10,11,12,13,14]. On the other hand, to overcome the interface issue, several approaches exist to approximate discontinuous solutions, such as the level set method [15], immersed boundary method [16], ghost fluid method [17], interpolation matched interface method [18], Galerkin finite element method [19], boundary condition capturing [20], and interface neural networks [21]. However, there are not many available high-order discretizations of the Poisson problems with interfaces and many of these algorithms are only second-order accuracy. From these methods, the immersed interface method [4,22,23,24,25] is one popular option to solve Eqs. (1)-(3) accurately by simple modifications of standard finite differences.

There only exist a few high-order immersed interface methods to solve elliptic equations. Fourth-order interface methods for elliptic equations with discontinuous solutions or discontinuous coefficients are investigated in [26,27,28,29,30]. Lately, Feng and Li [31] presented a third-order IIM for elliptic interface problems, but it is limited to straight interfaces lying at grid points. Pan et al. [32] proposed a third-order IIM to solve elliptic problems on irregular domains, and Colnago et al. [33] developed a fourth-order approximation. More recently, Feng et al. [34] presented a sixth-order IIM to solve Poisson interface problem with singular sources based on the undetermined coefficients technique.

This paper presents a new high-order implicit finite-difference immersed interface method (HIFD-IIM) up to sixth-order accuracy to solve the 2D Poisson problem (1)-(3) with straight interfaces. The implicit finite-difference methodology is based on calculating the unknown variable and its corresponding derivatives simultaneously [35,36]. The system is changed by adding new terms on the right side, named jump contributions. These terms include the jumps of the solution and its derivatives, and they are calculated near the interface. In this context, the straight interfaces allows to calculate the jumps contributions directly from principal jump conditions (2) and (3) without any other calculation. The modifications are only performed at grid points where the method's stencil intersects the interface. Moreover, the matrix in the linear system is the same as the smooth problem. This formulation makes the method attractive as it is easy to implement and does not require other convergence restrictions than the ones from standard methods for smooth solutions. To the best authors' knowledge, there is not other methods using the proposed formulation.

The paper is organized as follows. Section 2 introduces the implicit formulation. The main theoretical results are presented in this section. Section 3 deals with the 1D Poisson problem. Section 4 shows how to implement the high order methods for 2D problems with straight interfaces. Section 5 contains several examples to test the algorithm's capacity. Finally, in Section 6, we present the conclusions and future work.

2. Implicit finite-difference formulation

We begin our analysis by considering the 1D finite-difference (FD) scheme for the second derivative of a real-valued function . In this work, the numerical solution is approximated using a uniform grid. An interval is divided into sub-intervals, using , , where the grid size is given by . For simplicity, we set between two consecutive grid points . We called and irregular points; meanwhile the reminder points are referred as regular. Besides , the discretization needs the definitions of , and . Note that is a positive value, meanwhile is negative (Figure 1).

Draft Balam 338770048-Stencil.png
Figure 1. Stencil of the immersed interface method at and


Finally, we denote as the evaluation of function at the th-point of the grid.

2.1 Approximation on regular points

It is well-known that the central finite difference gives us a second-order approximation, and can be written as

(4)

where

(5)

for a given small value .

One way to increase the order of accuracy in Eq. (4) is using a FD operator with more grid points. However, there is another way to get high-order approximations without changing the length of the FD operator (5). It is by considering a high-order implicit finite-difference (HIFD) formulation, as presented in Zapata and Balam [13]. Thus, using Taylor series expansions, it directly follows that the sixth-order formula is given by

(6)

where the FD operator is given by Eq. (5) and the partial operator is defined as

(7)

and . The above formulation (6) turns in a fourth-order method if we choose and . Moreover, if we select and the standard second-order approximation is recovered.

We remark that Eq. (6) can only be applied in cases where the problem's solution has enough regularity [37]. To overcome this issue, we combine the HIFD with the IIM to solve problems with discontinuous solutions, as described in the next section.

2.2 Approximation on irregular points

This paper proposes a new formulation named HIFD-IIM that is based on the combination of HIFD and IIM. To derive high-order schemes, the IIM requires additional conditions at . These are known as jump conditions at . Thus, for a function , they are given by

(8)

The IIM contribution requires to include high-order jump derivatives. However, we can reduce the number of jumps by applying a less accurate scheme at the irregular points. As other IIMs proposed by different authors [22,24,38,39,40], the global order is , even if the local truncation error at and is one order lower, i.e., [41]. Recently, Pan et al. [32] proposed a global third-order IIM using and local truncation errors at regular and irregular grid points, respectively. Following similar ideas, the main result of this paper is presented in Theorem 1.

Theorem 1: HIFD-IIM. Let us consider the known jump conditions

(9)

on such that . Then can be approximated at and by the finite-difference scheme

(10)

where

(11)
(12)


We obtain a fifth-order scheme for at and following similar ideas as the generalized Taylor expansion proposed by Xu and Wang [38] and the IIM for elliptic interface problems with straight interfaces proposed by Feng and Li [39].

We initially consider extended solutions of , named and , as shown in Figure 2. The idea is to have smooth functions such that we can apply the standard central scheme to and . These functions are defined as

(13)

(14)

where and are defined in Eq. (8).

Draft Balam 338770048-Function ul.png Draft Balam 338770048-Function ur.png
Figure 2. Extended solutions and


Taylor series expansions of around yields

Using the definition of jumps (9), it follows

Next, we use definition in (13) to obtain

Thus,

(15)

where is defined as Eq. (11). Substituting (15) into a standard central scheme for the second-order derivative, it yields

On the other hand, using Taylor series of , we have

Thus,


Finally, we get . This completes the proof. The same procedure can be applied for the proof at using definition (14).

It is important to remark that and are constants computed from the jump derivatives of and we assume that those values are known. To emphasize that the contribution includes all jump derivatives up to sixth-order we write instead .

Remark 1: We can rewrite the contributions (11) and (12) as follows

(16)
(17)

where and are defined as in Eq. (7).

Remark 2: If the solution is smooth, then all contributions and are equal to zero and the standard sixth-order method [37] is recovered in Eq. (6).

Corollary 1: If we consider and in Eqs. (1) and (17), then we obtain a third-order scheme for (global fourth-order method) as follows

(18)

where

(19)
(20)

Corollary 2: If in Eqs. (1) and (17), the method represents an explicit finite-difference scheme of first-order of accuracy for (global second-order method) as follows

(21)

where

(22)
(23)

In this case, we only require to explicitly know jump conditions , , and .

Observe that previous corollaries include the superscript and to emphasize contributions upto second- and fourth-order derivatives, respectively.

3. One-dimensional problem

In this section, we use approximation from Theorem 1 to study the 1D Poisson problem given by

(24)

where and can be discontinuous functions at a given point , and the principal jump conditions , are known values at . For the boundary conditions, we impose the Dirichlet type. Although this technique can be applied to several interface points, we only focus on one point to simplify our exposition.

If we apply the partial operator (7) at both sides of (24), then we get

(25)

Substituting Eqs. (6) and (10) into the left hand-side of Eq. (25), we get

(26)

where corresponds to the contribution term of at given by

(27)


Here, we introduce the notation to emphasize that the contribution depends on the high-order jump derivatives and it is computed from the function . It is necessary because in next section we will require to obtain contributions from different functions.

If we explicitly know the function and its derivatives, then the right-hand side of Eq. (25) can be calculated as:

On the other hand, if we only know values of on the grid, we have to approximate the second- and fourth-order derivative of at . As with other implicit schemes [13,36], the right-hand side derivatives are calculated using a central finite-difference method. The discretization of the right-hand side for is given by

where . For , we need to compute the derivatives using the IIM technique which is described as follows. Notice that the second derivative of in requires a discretization of third-order accuracy to obtain a local error of because it is already multiplied by a factor . Thus, using Eq. (1), we obtain

(28)

On the other hand, the fourth-order derivative of in only requires an approximation of the first-order accuracy because its coefficient includes the term ; thus, we still have a local to keep a global sixth-order accurate method. Now applying Eqs. (1) and (2) we get

then,

(29)

where

Note that now the contribution notation includes from which function or it comes. We also remark that term will be small if we guarantee is bounded, which is always true in our analysis. Now, using identities (28) and (29), we obtain the discretization of the right-hand side as follows

(30)

Finally, the HIFD-IIM for the 1D Poisson equation (24) at is given by

(31)

where and

for . Note that Dirichlet boundary conditions are directly applied at and .

Using definitions (19), (20), (22), and (23), we can simplify contribution as

(32)

where , and

3.1 1D HIFD-IIM and the principal jump conditions

Note that , , , , , and must be known to apply the proposed sixth-order HIFD-IIM. Thus, it seems that more jump conditions of rather than the principal jump conditions are required to have a sixth-order accurate method. However, we can use the Poisson equation (24) to obtain relations between , and their derivatives as follows

Thus, the total jump contribution for the 1D problem, , is given by

where

for . Thus, the contribution depends only on the principal jump conditions and right-hand side jumps , , , , and .

Remark 3: For the 1D Poisson problem, a second-order IIM (, ) only requires knowing the principal jump conditions , , and . On the other hand, a fourth-order IFD-IIM () is obtained knowing the principal jump conditions , , , and additionally and . However, the extra jumps are from the right-hand side, which is already known analytically or can be approximated using the current values of . In this paper, we will assume that we know them.

Remark 4: We can achieve sixth or fourth-order approximation in some particular grids even if we do not know high-order derivative jumps. For example, for the sixth-order HIFD-IIM, if , then , and both weight terms next to the fourth-order derivative jump of are equal to zero. Thus, we do not require to know the jump condition to obtain a sixth-order method when the interface is located at a grid point. Similarly, we can get a fourth-order scheme even if we do not know jump condition when the interface is located at a grid point.

4. Two-dimensional problem

We now apply the methodology to 2D problems and straight interfaces. We study the 2D Poisson problem given by

(33)

where and can be discontinuous functions at , and the principal jump conditions are known functions in the variable and specified as follows

(34)

The numerical domain is discretized using an uniform mesh, ( sub-intervals in the -direction) and assuming that ( sub-intervals in the -direction). We denote as and where the th point is given by

The grid points are also classified into two types: regular and irregular. If the straight interface, , intersects the FD stencil surrounding the th point, the center point is called irregular; otherwise, the grid point is regular (Figure 3).

Draft Balam 338770048-Fig IRPoints.png
Figure 3. Two-dimensional computational domain with a uniform mesh showing regular and irregular grid points. On the right-hand side, we list different types of stencils used to discretize the 2D Poisson problem


Finally, let us define the discrete operators and at the th point as

Formulas and are defined similarly.

We develop the discretization around the th point. However, to simplify our exposition we drop the evaluation at th point. We start the discretization by applying the HIFD operator (7) in - and -direction to the Poisson equation (33), as

(35)

where

(36)

Adding both equations in Eq. (35),

(37)

In the following sections, we will describe the discretization of Eq. (37) for regular and irregular grid points.

4.1 The HIFD-IIM at regular points

Using one-dimensional formula (6), Eq. (36) and some algebraic simplifications, the sixth-order implicit method applied on the regular grid points is given by

(38)

The implicit methods have not only high accuracy, but they are also more efficient in terms of the number of iterations required to solve the linear system of the discretization [13]. In the next section we work with the irregular grind points.

4.2 The HIFD-IIM at irregular points

As the interface is a vertical line, the left-hand side terms without cross derivatives of (37) can be approximated using the HIFD-IIM formulation as follows

(39)

The left-hand side terms with cross derivatives of (37) require more attention. Using the Poisson equation and Theorem 1, we can show that the following equation holds

(40)

On the other hand, using the definition of operator given by (36), the right-hand side can be written as follows

(41)

Substituting Eqs. (39)-(41) into (37) we obtain

(42)

where

(43)

All above terms are evaluated at the th point (omitted to avoid misunderstandings). If we known explicitly , then the discretization is complete. However, there are problems which the Poisson implementation only allows to known the right-hand side at the discretization points. In the following section, we focus on this case.

4.3 Right-hand side approximation

It is possible that is only know at the grid points. If this is the case, we only require to compute terms and using HIFD-IIM because the interface is a vertical line (Figure 3). Moreover, Eqs. (28) and (29) are valid in this case. Then,

(44)

where . Finally, putting together Eqs. (42) and (44), we obtain the fully discretized 2D problem as follows

(45)

where .

If the 2D Poisson problem admits a smooth solution, then all contribution terms in Eq. (45) are equal to zero, and a sixth-order method is recovered. In the presence of an interface, the contributions , , and on regular grid points are always zero. This scheme requires a stencil type C (Figure 3).

Remark 5: Taking into Eq. (36) and only considering approximations up to four-order accurate, we obtain the IFD-IIM

(46)

where and . In addition, if the 2D Poisson problem admits a smooth solution, all contribution terms in (5) vanish, and we get a fourth-order implcit scheme. In fact, the contributions are always zero on regular grid points. This scheme requires a stencil type A (Figure 3). Furthermore, if we consider that in Eq. (5) then we obtain the standard explicit immersed interface method, called IIM, which is second order accurate.

Remark 6: It is possible to develop a discrete formulation for the 2D Poisson problem when the straight interface is horizontal. The resulting scheme is

where

The constants , , and are computed using jump derivatives in the -direction.

4.4 Boundary treatment

The grid points close to the interface require special treatment because the HIFD-IIM formulation of the 21-point stencil C cannot be applied there. For regular grid points, we use the following fourth-order method

The deduction of this scheme, stencil type A, can be found in Zapata and Balam [13].

It is necessary to develop a new fourth-order method for the grid points near both boundary and interface. Following the same ideas to develop the sixth-order method, we obtain a new scheme with stencil of type B

where

Remark 7: We emphasized that the proposed methods are high-order accuracy regardless of the position of the interface concerning the grid. Moreover, the scheme does not assume restrictions in the jumps, such as the natural jump conditions (, ). This characteristic is a significant advantage of the proposed HIFD-IIM, besides the higher-order, compared with the fourth-order simplified immersed interface method developed by Feng et al.[39].

5. Numerical results

This section tests the HIFD-IIM for different one- and two-dimensional examples with straight interfaces. In the following simulations, we numerically solve the Poisson equation for a given right-hand side function and compare it with its analytic solution. We present different examples to test the HIFD-IIM capabilities. First, we investigate the method's accuracy for one-dimensional problems. Next, we validate the HIFD-IIM for two-dimensional solutions with straight interfaces.

The errors are reported utilizing the -norm, as , where and corresponds to the exact and numerical solution at , respectively. The estimated order of accuracy is computed as

where and indicates the different number of sub-intervals. In all tables, the last row shows the numerical order calculated by the regression-line slope based on a Least Squares Method (LSM).

5.1 One-dimensional examples

We initially consider the 1D problem (24) to analyze the order of the proposed implicit methods. The numerical method is tested using three different tests. Example 1.A was designed to verify the high-order implicit method for smooth solutions. Example 1.B studies a Poisson equation with a discontinuous solution in a single interface point. Example 1.C presents a discontinuous problem with multiple interface points. Thus, the proposed solution is taken from the following list of functions:

(47)
(48)
(49)

where , and are known values corresponding to the interface location. The right-hand side function, , is obtained directly from Eq. (33) and . For all cases, we impose the Dirichlet boundary conditions according to . The computational domain is the interval , and the grid spacing is for different numbers.

For Example 1.A, due to the solution's regularity, the jump contributions are equal to zero. Table 1 presents the convergence analysis of Example 1.A for different grid resolutions. Note that the IIM, IFD-IIM, and HIFD-IIM achieve their corresponding order of accuracy. These results match with the ones obtained using an implicit methodology as presented in [13].

Table 1. Convergence analysis of Example 1.A for IFD-IIM and HIFD-IIM
-norm Order -norm Order -norm Order
10 7.52e-02 –- 9.30e-03 –- 1.39e-04 –-
20 1.70e-02 2.15 5.05e-04 4.20 1.52e-06 6.51
40 4.15e-03 2.03 3.06e-05 4.04 1.77e-08 6.43
80 1.03e-03 2.01 1.90e-06 4.01 2.34e-10 6.24
160 2.57e-04 2.00 1.18e-07 4.00 3.24e-12 6.18
LSM 2.04 4.06 6.34


Example 1.B shows the capacity of the proposed method to solve a single interface problem located at . We test two different interface points: and . We initially select the mesh grid given by , thus the first interface is always located on a grid point (). For the second case, we have different values for the same numbers. Figure 4 shows the numerical and exact solution using . As expected, the exact solution is accurately recovered for both cases.

Numerical and exact solution of Example 1.B using N = 40 using (a) x_α= 0.4, and (b) x_α= 0.63.
Figure 4. Numerical and exact solution of Example 1.B using using (a) , and (b)


Table 2 shows the convergence analysis for Example 1.B. As expected, the desired order of accuracy are obtained for the two values. Observe that high-order methods do not depend on the location of the interface. However, their error magnitude presents minor variations due to the interface position. Errors with mesh size close to have a random behavior due the effect of arithmetic operations close to the machine precision. Figure 5 shows the error analysis corresponding to interface locations and for . Note that errors of IFD-IIM give a good behavior even if the varies and they are close to fourth order. As expected, errors of HIFD-IIM are also near sixth order.

Table 2. Convergence analysis of Example 1.B using the IFD-IIM and HIFD-IIM
-norm Order -norm Order -norm Order
10 1.69e-02 –- 5.75e-05 –- 6.42e-07 –-
20 4.21e-03 2.00 3.58e-06 4.00 1.01e-08 6.42
40 1.05e-03 2.00 2.24e-07 4.00 1.59e-10 6.21
80 2.63e-04 2.00 1.40e-08 4.00 2.48e-12 6.11
160 6.57e-05 2.00 8.74e-10 4.00 4.55e-14 5.82
LSM 2.00 4.00 5.95
-norm Order -norm Order -norm Order
10 6.63e-03 –- 3.42e-05 –- 6.38e-07 –-
20 1.48e-03 2.16 1.97e-06 4.12 9.89e-09 6.44
40 4.46e-04 1.73 1.39e-07 3.82 1.58e-10 6.18
80 9.37e-05 2.25 7.75e-09 4.16 2.40e-12 6.15
160 2.75e-05 1.77 5.37e-10 3.85 7.31e-14 5.08
LSM 1.98 3.99 5.81


Draft Balam 338770048-Fig Exa1B 1D CloudOrder4.png
Convergence analysis of Example 1.B for N = 10,\dots ,100 using (a),(b) IFD-IIM  and (c),(d) HIFD-IIM for x_α= 0.40 and x_α= 0.63.
Figure 5. Convergence analysis of Example 1.B for using (a),(b) IFD-IIM and (c),(d) HIFD-IIM for and


We remark that, the contribution formula includes jumps , , , , and to obtain a fourth-order accurate method. Figure 6 shows that if we add additional jumps of high-order derivatives to , such as , we observe that the error oscillation decreases compared to Figure 5 results. It is expected because now the method is for the whole computational domain, including the irregular points. Thus, we can mitigate error oscillations due to interface position by adding high-order jumps. A similar behavior is observed for the sixth-order HIFD-IIM if we include the seventh derivative jump .

Convergence analysis of Example 1.B for N = 10,\dots ,100 using (a) x_α= 0.40, and (b) x_α= 0.63. The contribution term includes jumps up to fifth-order ([uₓₓₓₓₓ]=[fₓₓₓ]).
Figure 6. Convergence analysis of Example 1.B for using (a) , and (b) . The contribution term includes jumps up to fifth-order ()


Finally, Example 1.C investigates the method's capacity to solve a multiple interface problem. We only focus on two interface points located at and . However, the methodology could be applied for several interfaces by doing minor modifications in the implementation. Figure 7 presents the analytical and numerical solution using . This figure also shows the corresponding absolute error. Figure 8 shows the error analysis for high-order IIM using different grid resolutions . As expected, the IFD-IIM and HIFD-IIM are fourth- and sixth-order accurate methods, respectively.

(a) Numerical and exact solution of Example 1.C with multiple interfaces using N = 40; (b) Absolute error of the numerical solution using the HIFD-IIM.
Figure 7. (a) Numerical and exact solution of Example 1.C with multiple interfaces using . (b) Absolute error of the numerical solution using the HIFD-IIM


Convergence error analysis of (c) the IFD-IIM, and (d) HIFDM-IIM, using different grid resolutions N = 10, 20, 40, 80 ,160.
Figure 8. Convergence error analysis of (c) the IFD-IIM, and (d) HIFDM-IIM, using different grid resolutions

5.2 Two-dimensional examples

In this section we study the method's capacities to solve two-dimensional problems with different jump-contribution characteristics. Here we use straight interfaces located at . First, we consider smooth problem to verify the accurate implementation of the implicit method. Next, we analyze several discontinuous problems and finally, we include a more complex test where the jump derivatives increase rapidly.

For all 2D examples, the right-hand side function and jump conditions are computed from the corresponding exact solution, the computational domain is and the grid size in both directions is the same using , , , , . We impose Dirichlet boundary conditions. This paper uses the Successive-Over Relaxation (SOR) method with and as tolerance and relaxation parameters, respectively.

5.2.1 2D Poisson equation with smooth solution

In the first 2D example, we solve the Poisson equation (33) for a smooth solution to show the correct implementation of the high-order implicit methods. In this case, the exact solution is given by

(50)

Table 3 shows the convergence analysis of Example 2.A using different grid resolutions for the fourth- and sixth-order implicit formulation. As expected for a smooth solution, the implicit formulation improves the precision of the standard second-order numerical solution.

Table 3. Convergence analysis of Example 2.A
-norm Order -norm Order -norm Order
10 2.65e-02 –- 3.07e-04 –- 4.64e-05 –-
20 7.06e-03 1.91 2.10e-05 3.87 7.54e-07 5.94
40 1.76e-03 2.00 1.32e-06 3.99 1.17e-08 6.01
80 4.40e-04 2.00 8.24e-08 4.00 1.82e-10 6.00
160 1.10e-04 2.00 5.16e-09 4.00 2.95e-12 5.95
LSM 1.98 3.97 5.98

5.2.2 2D Poisson equation with straight interfaces

In this section, we solve the 2D Poisson problem using the following set of functions:

Examples 2.B, 2.C and 2.D investigate the influence on the absolute error and the accuracy over several assumptions of the jump derivatives. Example 2.B analyzes the solution where jump derivatives in the -direction vanish at . In Example 2.C, the jump derivative in the -direction changes slower for than the one for . Example 2.D studies the problem without any assumption about the jump derivatives. Note that the interface location is also different for each example.

Figure 9 shows the numerical solution of these examples using a grid resolution of . As expected, the HIFD-IIM solves the problem accurately for each case.

Numerical solution of 2D Poisson equation with a straight interface corresponding to Examples 2.B, 2.C, and 2.D using N=80.
Figure 9. Numerical solution of 2D Poisson equation with a straight interface corresponding to Examples 2.B, 2.C, and 2.D using


Table 4 shows the convergence analysis for Example 3 using the implicit methods. As expected, the IFD-IIM and HIFD-IIM schemes are close to fourth- and sixth-order, respectively. This table also confirms the standard IIM is second-order accurate. Observe that the order corresponding to the HIFD-IIM with in Example 2.B is reduced due to the arithmetic operations close to the machine precision. Figure 10 shows more details of the convergence analysis using a cloud of points from to .

Table 4. Convergence analysis of Examples 2.B, 2.C, and 2.D using a straight interface

-norm Order -norm Order -norm Order
10 5.76e-04 –- 5.06e-06 –- 2.10e-06 –-
20 1.50e-04 1.94 3.19e-07 3.99 3.78e-08 5.79
40 3.77e-05 1.99 2.00e-08 3.99 6.34e-10 5.90
80 9.45e-06 2.00 1.25e-09 4.00 1.03e-11 5.95
160 2.36e-06 2.00 7.84e-11 4.00 1.17e-12 3.13
LSM 1.99 4.00 5.34
-norm Order -norm Order -norm Order
10 2.65e-02 –- 8.40e-04 –- 3.01e-04 –-
20 6.60e-03 2.00 6.58e-05 3.67 6.74e-06 5.48
40 1.61e-03 2.04 4.52e-06 3.86 1.25e-07 5.75
80 3.98e-04 2.01 2.96e-07 3.93 2.14e-09 5.87
160 9.90e-05 2.01 1.90e-08 3.97 3.50e-11 5.93
LSM 2.02 3.87 5.77
-norm Order -norm Order -norm Order
10 4.62e-02 –- 5.46e-04 –- 2.62e-04 –-
20 1.13e-02 2.03 3.94e-05 3.79 2.91e-06 6.49
40 2.81e-03 2.01 2.63e-06 3.91 5.40e-08 5.75
80 7.04e-04 2.00 1.69e-07 3.96 9.12e-10 5.89
160 1.76e-04 2.00 1.07e-08 3.98 1.48e-11 5.95
LSM 2.01 3.91 5.98


Draft Balam 338770048-Fig Exa2 2D ABC cloud4thB.png
Convergence analysis of Examples 2.B, 2.C, and 2.D using the (a)-(c) IFD-IIM and (d)-(f) HIFD-IIM from N=10 to 100.
Figure 10. Convergence analysis of Examples 2.B, 2.C, and 2.D using the (a)-(c) IFD-IIM and (d)-(f) HIFD-IIM from to

5.2.3 2D Poisson solution with large jump derivatives

Finally, we construct the following example to analyze the variations in the errors due to jump derivative magnitudes. Thus, we have

Here, the jump derivatives for all points at the interface are , , , , , and . Is important to remark that opposite to the previous examples, the jump derivatives increase rapidly. This behavior makes the problem challenging to solve.

Table 5 and Figure 11 show the convergence analysis for Example 2.E. Numerical results show that Example 2.E has more variability in error than previous examples. However, the order of each technique is close to the proposed one. These findings also confirm that local truncation error depends not only on and but also on the jump magnitudes.

Table 5. Convergence analysis of Example 2.E

-norm Order -norm Order -norm Order
10 1.11e-02 –- 2.72e-04 –- 1.38e-04 –-
20 1.80e-03 2.62 5.61e-05 2.28 2.48e-06 5.80
40 5.64e-04 1.67 3.62e-06 3.96 9.43e-08 4.72
80 1.57e-04 1.85 2.29e-07 3.98 2.61e-09 5.17
160 4.11e-05 1.93 1.43e-08 3.99 6.10e-11 5.42
LSM 1.97 3.64 5.21


Draft Balam 338770048-Fig Exa4 2D ABC solcloud4th6thB.png
Figure 11. (a) Numerical and exact solution of Example 2.E using . (b)-(c) Convergence error analysis of IFD-IIM and HIFD-IIM, respectively, using different grid resolutions from to

6. Conclusions

The present paper introduces a new sixth-order immersed interface combined with an implicit finite difference to solve 2D Poisson problems with straight interfaces. The resulting numerical method is at regular points, and at irregular points. Furthermore, a fourth-order immersed interface method is obtained as a particular case of the proposed scheme. This paper also presents a numerical technique to handle the boundaries in the Poisson problem. The global accuracy of the sixth-order was demonstrated using several numerical examples. As expected, this approach does not depend on the interface position. For future work, the proposed approximation will be used to solve more general elliptic equations and interface shapes, and time-dependent problems in higher dimensions.

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Document information

Published on 27/12/23
Accepted on 17/12/23
Submitted on 04/09/23

Volume 39, Issue 4, 2023
DOI: 10.23967/j.rimni.2023.12.002
Licence: CC BY-NC-SA license

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