Matched interface and boundary (MIB) for the implementation of boundary conditions in high-order central finite differences.

High-order central finite difference schemes encounter great difficulties in implementing complex boundary conditions. This paper introduces the matched interface and boundary (MIB) method as a novel boundary scheme to treat various general boundary conditions in arbitrarily high-order central finite difference schemes. To attain arbitrarily high order, the MIB method accurately extends the solution beyond the boundary by repeatedly enforcing only the original set of boundary conditions. The proposed approach is extensively validated via boundary value problems, initial-boundary value problems, eigenvalue problems, and high-order differential equations. Successful implementations are given to not only Dirichlet, Neumann, and Robin boundary conditions, but also more general ones, such as multiple boundary conditions in high-order differential equations and time-dependent boundary conditions in evolution equations. Detailed stability analysis of the MIB method is carried out. The MIB method is shown to be able to deliver high-order accuracy, while maintaining the same or similar stability conditions of the standard high-order central difference approximations. The application of the proposed MIB method to the boundary treatment of other non-standard high-order methods is also considered.