Alternating Direction Implicit (ADI) Methods for Solving Two-Dimensional Parabolic Interface Problems with Variable Coefficients

The matched interface and boundary method (MIB) and ghost fluid method (GFM) are two well-known methods for solving elliptic interface problems. Moreover, they can be coupled with efficient time advancing methods, such as the alternating direction implicit (ADI) methods, for solving time-dependent partial differential equations (PDEs) with interfaces. However, to our best knowledge, all existing interface ADI methods for solving parabolic interface problems concern only constant coefficient PDEs, and no efficient and accurate ADI method has been developed for variable coefficient PDEs. In this work, we propose to incorporate the MIB and GFM in the framework of the ADI methods for generalized methods to solve two-dimensional parabolic interface problems with variable coefficients. Various numerical tests are conducted to investigate the accuracy, efficiency, and stability of the proposed methods. Both the semi-implicit MIB-ADI and fully-implicit GFM-ADI methods can recover the accuracy reduction near interfaces while maintaining the ADI efficiency. In summary, the GFM-ADI is found to be more stable as a fully-implicit time integration method, while the MIB-ADI is found to be more accurate with higher spatial and temporal convergence rates.

On the stability of ADI methods

When solving parabolic equations in two space dimensions implicit methods are preferred to the explicit method because of their better stability properties. Straightforward implementation of implicit methods require time-consuming solution of large systems of linear equations, and ADI methods are preferred instead. We expect the ADI methods to inherit the stability properties of the implicit methods they are derived from, and we demonstrate that this is partly true. The Douglas-Rachford and Peaceman-Rachford methods are absolutely stable in the sense that their growth factors are ≤ 1 in absolute value. Near jump discontinuities, however, there are differences w.r.t. how the ADI methods react to the situation: do they produce oscillations and how effectively do they damp them. We demonstrate the behaviour on two simple examples.

SPECIAL SPLINES OF EXPONENTIAL TYPE FOR THE SOLUTIONS OF MASS TRANSFER PROBLEMS IN MULTILAYER DOMAINS

We consider averaging methods for solving the 3-D boundary-value problem of second order in multilayer domain. The special hyperbolic and exponential type splines, with middle integral values of piece-wise smooth function interpolation are considered. With the help of these splines the problems of mathematical physics in 3-D with piece-wise coefficients are reduced with respect to one coordinate to 2-D problems. This procedure also allows to reduce the 2-D problems to 1-D problems and the solution of the approximated problemsa can be obtained analytically. In the case of constant piece-wise coefficients we obtain the exact discrete approximation of a steady-state 1-D boundary-value problem. The solution of corresponding averaged 3-D initial-boundary value problem is also obtained numerically, using the discretization in space with the central diferences. The approximation of the 3-D nonstationary problem is based on the implicit finite-difference and alternating direction (ADI) methods. The numerical solution is compared with the analytical solution.