The Immersed Interface Hybridized Difference Method for Parabolic Interface Problems

Abstract

We propose several immersed interface hybridized difference methods (IHDMs), combined with the Crank-Nicolson time-stepping scheme, for parabolic interface problems. The IHDM is the same as the hybrid difference method away from the interface cells, but the finite difference operators on the interface cells are modified to maintain the same accuracy throughout the entire domain. For the modification process, we consider virtual extensions of two sub-solutions in the interface cells in such a way that they satisfy certain jump equations between them. We propose several different sets of jump equations and their resulting discrete methods for oneand two-dimensional problems. Some numerical results are presented to demonstrate the accuracy and robustness of the proposed methods. AMS subject classifications: 65N30, 65N38, 65N50