Orthogonal spline collocation for nonlinear Dirichlet problems

DOI10.1137/S0036142999354538MaRDI QIDQ2706378zbMATH OpenFDO

Authors Rakhim Aitbayev, B. Bialecki

Publication date 19 March 2001

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0036142999354538

zbMATH Keywords

consistencyconvergenceDirichlet problemerror estimatesNewton's methodnonlinear second-order elliptic equationorthogonal spline collocation

Mathematics Subject Classification ID

Nonlinear boundary value problems for linear elliptic equations (35J65) Numerical solutions to equations with nonlinear operators (65J15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Error bounds for boundary value problems involving PDEs (65N15) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)

Review text

The authors consider the orthogonal spline collocation (OSC) method for the problem NEWLINE\[NEWLINELu= f(x),\quad x\in \Omega= (0,1)\times (0,1),\quad u|_{\partial\Omega}= 0,NEWLINE\]NEWLINE where \(\partial\Omega\) is the boundary of \(\Omega\). \(L\) is the nonlinear differential operator NEWLINE\[NEWLINELu(x)= \sum^2_{i,j= 1} a_{ij}(x,u,\nabla u) u_{x_ix_j}+ a(x,u,\nabla u),NEWLINE\]NEWLINE \(x= (x_1,x_2)\) and \(\nabla u= (u_{x_1}, u_{x_2})\). The base functions are Hermite bicubic splines that vanish on \(\partial\Omega\). The collocation knots are deduced from the zeros \(\pm 1/\sqrt 3\) of the Legendre polynomial of degree 2.NEWLINENEWLINENEWLINEThe consistency of the OSC scheme in a discrete norm, the continuity of the Fréchet derivative of the OSC operator, the existence, uniqueness and error estimate for the OSC solution are proved. Also, a general result concerned with the problem is established. Finally, the quadratic convergence of Newton's method for the iterative solution is obtained (provided that the initial approximation lies sufficiently close to the OSC solution).

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Cited in

(7)

• An Alternating-Direction Implicit Orthogonal Spline Collocation Scheme for Nonlinear Parabolic Problems on Rectangular Polygons
• scientific article; zbMATH DE number 3943336 (Why is no real title available?)
• Convergence Analysis of Orthogonal Spline Collocation for Elliptic Boundary Value Problems
• Iterative Algorithms for Orthogonal Spline Collocation Linear Systems
• An error analysis and the mesh independence principle for a nonlinear collocation problem
• Orthogonal spline collocation methods for partial differential equations
• Unconditional convergence of linearized orthogonal spline collocation algorithm for semilinear subdiffusion equation with nonsmooth solution

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