A new conservative finite-difference scheme for anisotropic elliptic problems in bounded domain

Highly anisotropic elliptic problems occur in many physical models that need to be solved numerically. A direction of dominant diffusion is thus introduced (called here parallel direction) along which the diffusion coefficient is several orders larger of magnitude than in the perpendicular one. In this case, finite-difference methods based on misaligned stencils are generally not designed to provide an optimal discretization, and may lead the perpendicular diffusion to be polluted by the numerical error in approximating the parallel diffusion. This paper proposes an original scheme using non-aligned Cartesian grids and interpolations aligned along a parallel diffusion direction. Here, this direction is assumed to be supported by a divergence-free vector field which never vanishesand it is supposed to be stationary in time. Based on the Support Operator Method (SOM), the self-adjointness property of the parallel diffusion operator is maintained on the discrete level. Compared with existing methods, the present formulation further guarantees the conservativity of the fluxes in both parallel and perpendicular directions. In addition, when the flow intercepts a boundary in the parallel direction, an accurate discretization of the boundary condition is presented that avoids the uncertainties of extrapolated far ghost points classicaly used and ensures a better accuracy of the solution. Numerical tests based on manufactured solutions show the method is able to provide accurate and stable numerical approximations in both periodic and bounded domains with a drastically reduced number of degrees of freedom with respect to non-aligned approaches.

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