Abstract
We propose a new finite difference scheme for an interface problem with piecewise constant coefficients. We use the Newton polynomial and continuity of flux to obtain finite difference scheme of second-order accuracy at the interface. We give several examples which show that the numerical solutions have O(h 2) accuracy.
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Wu, Y., Truscott, S. & Okada, M. A finite difference scheme for an interface problem. Japan J. Indust. Appl. Math. 27, 239–262 (2010). https://doi.org/10.1007/s13160-010-0004-y
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DOI: https://doi.org/10.1007/s13160-010-0004-y