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A Stable FE-FD Method for Anisotropic Parabolic PDEs with Moving Interfaces

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Abstract

In this paper, a new finite element and finite difference (FE-FD) method has been developed for anisotropic parabolic interface problems with a known moving interface using Cartesian meshes. In the spatial discretization, the standard \(P_1\) FE discretization is applied so that the part of the coefficient matrix is symmetric positive definite, while near the interface, the maximum principle preserving immersed interface discretization is applied. In the time discretization, a modified Crank-Nicolson discretization is employed so that the hybrid FE-FD is stable and second order accurate. Correction terms are needed when the interface crosses grid lines. The moving interface is represented by the zero level set of a Lipschitz continuous function. Numerical experiments presented in this paper confirm second order convergence.

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Notes

  1. Some quantities in this subsection such as \(\theta ^*,\) \(\xi _k\), and \(\eta _k\), etc. depend on i and j. For simplicity of the presentation, we omit the dependence.

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Acknowledgements

B. Dong is partially supported by the National Natural Science Foundation of China (Grant No. 12261070) and the Ningxia Key Research and Development Project of China (Grant No. 2022BSB03048). Z. Li is partially supported by the Simons (Grant No. 633724) and by Fundación Séneca grant 21760/IV/22. J. Ruiz is partially supported by the Spanish national research project PID2019-108336GB-I00 and by Fundación Séneca grant 21728/EE/22. (Este trabajo es resultado de las estancias (21760/IV/22) y (21728/EE/22) financiadas por la Fundación Séneca-Agencia de Ciencia y Tecnología de la Región de Murcia con cargo al Programa Regional de Movilidad, Colaboración Internacional e Intercambio de Conocimiento “Jiménez de la Espada”. (Plan de Actuación 2022)). We also would like to thank the referees for helpful suggestions.

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Correspondence to Zhilin Li.

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On the occasion of Dr. Stanley Osher’s 80th birthday.

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Dong, B., Li, Z. & Ruiz-Álvarez, J. A Stable FE-FD Method for Anisotropic Parabolic PDEs with Moving Interfaces. Commun. Appl. Math. Comput. 6, 992–1012 (2024). https://doi.org/10.1007/s42967-023-00281-x

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