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.