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A new augmented method is proposed for elliptic interface problems with a piecewise variable coefficient that has a finite jump across a smooth interface. The main motivation is to get not only a second order accurate solution but also a second order accurate gradient from each side of the interface. Key to the new method is introducing the jump in the normal derivative of the solution as an augmented variable and rewriting the interface problem as a new PDE that consists of a leading Laplacian operator plus lower order derivative terms near the interface. In this way, the leading second order derivative jump relations are independent of the jump in the coefficient that appears only in the lower order terms after the scaling. An upwind type discretization is used for the finite difference discretization at the irregular grid points on or near the interface so that the resulting coefficient matrix is an M-matrix. A multigrid solver is used to solve the linear system of equations, and the GMRES iterative method is used to solve the augmented variable. Second order convergence for the solution and the gradient from each side of the interface is proved in this paper. Numerical examples for general elliptic interface problems confirm the theoretical analysis and efficiency of the new method.

In this paper, we develop a second-order asymptotic-preserving and positivity-preserving discontinuous Galerkin (DG) scheme for the Kerr-Debye model. By using the approach first introduced by Zhang and Shu in Ref.~\refcite{ZhSh:04} with an energy estimate and Taylor expansion, the asymptotic-preserving property of the semi-discrete DG methods is proved rigorously. In addition, we propose a class of unconditional positivity-preserving implicit-explicit (IMEX) Runge-Kutta methods for the system of ordinary differential equations arising from the semi-discretization of the Kerr-Debye model. The new IMEX Runge-Kutta methods are based on the modification of the strong-stability-preserving (SSP) implicit Runge-Kutta method and have second-order accuracy. The numerical results validate our analysis.

The main purpose of this paper is to analyze the stability and error estimates of the local discontinuous Galerkin (LDG) methods coupled with implicit-explicit (IMEX) time discretization schemes, for solving multi-dimensional convection-diffusion equations with nonlinear convection. By establishing the important relationship between the gradient and the interface jump of the numerical solution with the independent numerical solution of the gradient in the LDG method, on both rectangular and triangular elements, we can obtain the same stability results as in the one-dimensional case, i.e, the IMEX LDG schemes are unconditionally stable for the multi-dimensional convection-diffusion problems, in the sense that the time-step $\dt$ is only required to be upper-bounded by a positive constant independent of the spatial mesh size $h$. Furthermore, by the aid of the so-called elliptic projection and the adjoint argument, we can also obtain optimal error estimates in both space and time, for the corresponding fully discrete IMEX LDG schemes, under the same condition, i.e, if piecewise polynomial of degree $k$ is adopted on either rectangular or triangular meshes, we can show the convergence accuracy is of order $\Ocal(h^{k+1}+\dt^s)$ for the $s$-th order IMEX LDG scheme ($s=1,2,3$) under consideration. Numerical experiments are also given to verify our main results.

In this paper, we adapt a simple weighted essentially non-oscillatory (WENO) limiter, originally designed for discontinuous Galerkin (DG) schemes on two-dimensional unstructured triangular meshes, to the correction procedure via reconstruction (CPR) framework for solving nonlinear hyperbolic conservation laws on two-dimensional unstructured triangular meshes with straight or curved edges. This is an extension of our earlier work in which the WENO limiter was designed for the CPR framework on regular meshes. The objective of this simple WENO limiter is to simultaneously maintain uniform high order accuracy of the CPR framework in smooth regions and control spurious numerical oscillations near discontinuities. The WENO limiter we adopt in this paper uses information only from the target cell and its immediate neighbors. Hence, it is particularly simple to implement and will not harm the conservativeness and compactness of the CPR framework. Since the CPR framework with this WENO limiter does not in general satisfy the positivity preserving property, we also extend the positivity-preserving limiters to the CPR framework. Numerical results for both scalar equations and Euler systems of compressible gas dynamics are provided to illustrate the good behavior of this procedure.