Let $\mathcal{L}$ be a second-order, linear, elliptic differential operator acting on $\mathcal{C}^2([0,\infty)^2)$. I'm numerically solving the inhomogeneous PDE \begin{align*} \mathcal{L}u(x,y)+(x-1)^+=0, \end{align*} where $(\cdot)^+$ denotes the positive part. ## Finite Difference Scheme ## Approximating all partial derivatives by _central_ differences, I get a FD scheme, $Au=b$, whose solution gives me the grid points $u_{i,j}$. The resulting FD scheme essentially looks like \begin{align*} c_1 u_{i-1,j-1} + c_2 u_{i,j-1} + c_3 u_{i+1,j-1} + c_4 u_{i-1,j} + c_5 u_{i,j}&\\ + c_6 u_{i+1,j} + c_7 u_{i-1,j+1} + c_8 u_{i,j+1} + c_9 u_{i+1,j+1} + (x_i-1)^+ &=0, \end{align*} where the $c_k$ are coefficients (independent of $x$ but dependent on $y$). ## Problem ## Plotting the solution $u$, it all looks fine and perfect. However, a plot of $\frac{\partial u}{\partial x}$ as a function of $x$ shows that there's a small kink at $x=1$. To find an analytical solution in the one-dimensional case, I would impose value-matching and smooth-pasting conditions at $x=1$. The above FD scheme seems to work fine with value-matching (the solution $u$ looks appears perfectly continuous) but struggles with smooth-pasting. **Question:** How do I ensure smooth-pasting with my FD scheme? I tried to impose that forward and backward difference at $x=1$ equal each other but it didn't do the trick. **Note:** This problem arises as part of a larger system of free boundary problems. Thus, it's necessary to solve the above PDE numerically.