<p>Finite difference methods (FDMs) are widely used for solving partial differential equations (PDEs) due to their relatively simple implementation. However, they face significant challenges when applied to non-rectangular domains and in establishing theoretical convergence, particularly for high-order schemes. In this paper, we focus on solving the elliptic equation <InlineEquation ID="IEq1"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10915_2025_2981_Article_IEq1.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="121" /> </InlineMediaObject> <EquationSource Format="TEX">\(-\nabla \cdot (a\nabla u)=f\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo>-</mo> <mi mathvariant="normal">∇</mi> <mo>·</mo> <mo stretchy="false">(</mo> <mi>a</mi> <mi mathvariant="normal">∇</mi> <mi>u</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>f</mi> </mrow> </math></EquationSource> </InlineEquation> in a two-dimensional curved domain <InlineEquation ID="IEq2"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10915_2025_2981_Article_IEq2.gif" Format="GIF" Height="14" Rendition="HTML" Resolution="72" Type="Linedraw" Width="13" /> </InlineMediaObject> <EquationSource Format="TEX">\(\Omega \)</EquationSource> <EquationSource Format="MATHML"><math> <mi mathvariant="normal">Ω</mi> </math></EquationSource> </InlineEquation>, where the diffusion coefficient <i>a</i> is variable and smooth. We propose a sixth-order 9-point compact FDM on uniform Cartesian grids within the domain, not relying on ghost points or information outside <InlineEquation ID="IEq3"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10915_2025_2981_Article_IEq3.gif" Format="GIF" Height="17" Rendition="HTML" Resolution="72" Type="Linedraw" Width="13" /> </InlineMediaObject> <EquationSource Format="TEX">\(\overline{\Omega }\)</EquationSource> <EquationSource Format="MATHML"><math> <mover> <mi mathvariant="normal">Ω</mi> <mo>¯</mo> </mover> </math></EquationSource> </InlineEquation>. All the boundary stencils near <InlineEquation ID="IEq4"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10915_2025_2981_Article_IEq4.gif" Format="GIF" Height="14" Rendition="HTML" Resolution="72" Type="Linedraw" Width="23" /> </InlineMediaObject> <EquationSource Format="TEX">\(\partial \Omega \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>∂</mi> <mi mathvariant="normal">Ω</mi> </mrow> </math></EquationSource> </InlineEquation> have at most 6 different configurations and use at most 8 grid points inside <InlineEquation ID="IEq5"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10915_2025_2981_Article_IEq2.gif" Format="GIF" Height="14" Rendition="HTML" Resolution="72" Type="Linedraw" Width="13" /> </InlineMediaObject> <EquationSource Format="TEX">\(\Omega \)</EquationSource> <EquationSource Format="MATHML"><math> <mi mathvariant="normal">Ω</mi> </math></EquationSource> </InlineEquation>. We rigorously establish the sixth-order convergence of the numerically approximated solution <InlineEquation ID="IEq6"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10915_2025_2981_Article_IEq6.gif" Format="GIF" Height="12" Rendition="HTML" Resolution="72" Type="Linedraw" Width="20" /> </InlineMediaObject> <EquationSource Format="TEX">\(u_h\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>u</mi> <mi>h</mi> </msub> </math></EquationSource> </InlineEquation> in the <InlineEquation ID="IEq7"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10915_2025_2981_Article_IEq7.gif" Format="GIF" Height="10" Rendition="HTML" Resolution="72" Type="Linedraw" Width="21" /> </InlineMediaObject> <EquationSource Format="TEX">\(\infty \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>∞</mi> </math></EquationSource> </InlineEquation>-norm. Additionally, we derive a gradient approximation <InlineEquation ID="IEq8"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10915_2025_2981_Article_IEq8.gif" Format="GIF" Height="14" Rendition="HTML" Resolution="72" Type="Linedraw" Width="28" /> </InlineMediaObject> <EquationSource Format="TEX">\(\nabla u\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="normal">∇</mi> <mi>u</mi> </mrow> </math></EquationSource> </InlineEquation> directly from <InlineEquation ID="IEq9"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10915_2025_2981_Article_IEq6.gif" Format="GIF" Height="12" Rendition="HTML" Resolution="72" Type="Linedraw" Width="20" /> </InlineMediaObject> <EquationSource Format="TEX">\(u_h\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>u</mi> <mi>h</mi> </msub> </math></EquationSource> </InlineEquation> without solving auxiliary equations. This gradient approximation achieves proven accuracy of order <InlineEquation ID="IEq10"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10915_2025_2981_Article_IEq10.gif" Format="GIF" Height="25" Rendition="HTML" Resolution="72" Type="Linedraw" Width="37" /> </InlineMediaObject> <EquationSource Format="TEX">\(5+\frac{1}{q}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mn>5</mn> <mo>+</mo> <mfrac> <mn>1</mn> <mi>q</mi> </mfrac> </mrow> </math></EquationSource> </InlineEquation> in the <i>q</i>-norm for all <InlineEquation ID="IEq11"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10915_2025_2981_Article_IEq11.gif" Format="GIF" Height="16" Rendition="HTML" Resolution="72" Type="Linedraw" Width="83" /> </InlineMediaObject> <EquationSource Format="TEX">\(1\leqslant q\leqslant \infty \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mn>1</mn> <mo>⩽</mo> <mi>q</mi> <mo>⩽</mo> <mi>∞</mi> </mrow> </math></EquationSource> </InlineEquation> (with a logarithmic factor <InlineEquation ID="IEq12"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10915_2025_2981_Article_IEq12.gif" Format="GIF" Height="17" Rendition="HTML" Resolution="72" Type="Linedraw" Width="38" /> </InlineMediaObject> <EquationSource Format="TEX">\(\log h\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo>log</mo> <mi>h</mi> </mrow> </math></EquationSource> </InlineEquation> for <InlineEquation ID="IEq13"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10915_2025_2981_Article_IEq13.gif" Format="GIF" Height="16" Rendition="HTML" Resolution="72" Type="Linedraw" Width="71" /> </InlineMediaObject> <EquationSource Format="TEX">\(1\leqslant q&lt;2\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mn>1</mn> <mo>⩽</mo> <mi>q</mi> <mo>&lt;</mo> <mn>2</mn> </mrow> </math></EquationSource> </InlineEquation>). To validate our proposed sixth-order compact finite different method, we provide several numerical examples that illustrate the sixth-order accuracy and computational efficiency of both the numerical solution and the approximate gradient for solving elliptic PDEs in curved domains.</p>

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Convergent Sixth-order Compact Finite Difference Method for Variable-Coefficient Elliptic PDEs in Curved Domains

  • Bin Han,
  • Jiwoon Sim

摘要

Finite difference methods (FDMs) are widely used for solving partial differential equations (PDEs) due to their relatively simple implementation. However, they face significant challenges when applied to non-rectangular domains and in establishing theoretical convergence, particularly for high-order schemes. In this paper, we focus on solving the elliptic equation \(-\nabla \cdot (a\nabla u)=f\) - · ( a u ) = f in a two-dimensional curved domain \(\Omega \) Ω , where the diffusion coefficient a is variable and smooth. We propose a sixth-order 9-point compact FDM on uniform Cartesian grids within the domain, not relying on ghost points or information outside \(\overline{\Omega }\) Ω ¯ . All the boundary stencils near \(\partial \Omega \) Ω have at most 6 different configurations and use at most 8 grid points inside \(\Omega \) Ω . We rigorously establish the sixth-order convergence of the numerically approximated solution \(u_h\) u h in the \(\infty \) -norm. Additionally, we derive a gradient approximation \(\nabla u\) u directly from \(u_h\) u h without solving auxiliary equations. This gradient approximation achieves proven accuracy of order \(5+\frac{1}{q}\) 5 + 1 q in the q-norm for all \(1\leqslant q\leqslant \infty \) 1 q (with a logarithmic factor \(\log h\) log h for \(1\leqslant q<2\) 1 q < 2 ). To validate our proposed sixth-order compact finite different method, we provide several numerical examples that illustrate the sixth-order accuracy and computational efficiency of both the numerical solution and the approximate gradient for solving elliptic PDEs in curved domains.