We present a high order immersed finite element (IFE) method for solving the elliptic interface problem with interface-independent meshes. The IFE functions developed here satisfy the interface conditions exactly and they have optimal approximation capabilities. The construction of this novel IFE space relies on a nonlinear transformation based on the Frenet-Serret frame of the interface to locally map it into a line segment, and this feature makes the process of constructing the IFE functions cost-effective and robust for any degree. This new class of immersed finite element functions is locally conforming with the usual weak form of the interface problem so that they can be employed in the standard interior penalty discontinuous Galerkin scheme without additional penalties on the interface. Numerical examples are provided to showcase the convergence properties of the method under $h$ and $p$ refinements.
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