A sixth-order extrapolation method for special nonlinear fourth-order boundary value problems (Q1082153)

A sixth-order convergent finite difference method is developed for the numerical solution of the special nonlinear fourth-order boundary value problem \(y^{(iv)}(x)=f(x,y),\quad a<x<b,\quad y(a)=A_ 0,\quad y''(a)=B_ 0,\quad y(b)=A_ 1,\quad y''(b)=B_ 1\), the simple-simple beam problem. The method is based on a second-order convergent method which is used on three grids, sixth-order convergence being obtained by taking a linear combination of the (second order) numerical results calculated using the three individual grids. Special formulas are proposed for application to points of the discretization adjacent to the boundaries \(x=a\) and \(x=b\), the first two terms of the local truncation errors of these formulas being the same as those of the second-order method used at the other points of each grid. Modifications to these two formulas are obtained for problems with boundary conditions of the form \(y(a)=A_ 0,\quad y'(a)=C_ 0,\quad y(b)=A_ 1,\quad y'(b)=C_ 1\), the clamped-clamped beam problem. The general boundary value problem, for which the differential equation is \(y^{(iv)}(x)=f(x,y,y',y'',y\prime'')\), is also considered.