Second order monotone finite differences discretization of linear anisotropic differential operators

Bonnans, J. Frédéric; Bonnet, Guillaume; Mirebeau, Jean-Marie

doi:10.1090/mcom/3671

Second order monotone finite differences discretization of linear anisotropic differential operators
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by J. Frédéric Bonnans, Guillaume Bonnet and Jean-Marie Mirebeau HTML | PDF

Math. Comp. 90 (2021), 2671-2703 Request permission

Abstract:

We design adaptive finite differences discretizations, which are degenerate elliptic and second order consistent, of linear and quasi-linear partial differential operators featuring both a first order term and an anisotropic second order term. Our approach requires the domain to be discretized on a Cartesian grid, and takes advantage of techniques from the field of low-dimensional lattice geometry. We prove that the stencil of our numerical scheme is optimally compact, in dimension two, and that our approach is quasi-optimal in terms of the compatibility condition required of the first and second order operators, in dimensions two and three. Numerical experiments illustrate the efficiency of our method in several contexts.

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