An optimal two-step quadratic spline collocation method for the Dirichlet biharmonic problem

DOI10.1007/S11075-022-01294-YMaRDI QIDQ2084252zbMATH OpenOpenAlexFDO

Authors B. Bialecki, Graeme Fairweather, A. Karageorghis

Publication date 18 October 2022

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11075-022-01294-y

zbMATH Keywords

biharmonic equationfast Fourier transformsoptimal global convergence ratespreconditioned conjugate gradient methodquadratic spline collocationsuperconvergence

Mathematics Subject Classification ID

Biharmonic, polyharmonic functions and equations, Poisson's equation in two dimensions (31A30) Numerical computation using splines (65D07) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Numerical methods for discrete and fast Fourier transforms (65T50)

Review text

The authors of this article consider the Dirichlet biharmonic problem on a unit square. First, they rewrite the problem at hand as a coupled system of two Poisson equations. Second, the fast Fourier transform is used to solve the discretizations using orthogonal spline collocation of these Poisson equations with either Dirichlet or Neumann conditions. This has the advantage that one has to solve a system of equations with a symmetric and positive matrix instead of a nonsymmetric one because they use the Schur complement method. Those systems are then solved efficiently with a preconditioned conjugate gradient method. It is shown that the complexity of the method on a \(N\times N\) partition of the unit square is \(\mathcal{O}\left(N^2\log N\right)\). Finally, several numerical results are given to show that the optimal accuracy of their proposed method is indeed fourth-order accurate. However, a theoretical proof of this observation is still open and subject to future research.

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Cites work

• A fast direct solver for the biharmonic problem in a rectangular grid
• A fast solver for the orthogonal spline collocation solution of the biharmonic Dirichlet problem on rectangles
• A fourth order finite difference method for the Dirichlet biharmonic problem
• A quadratic spline collocation method for the Dirichlet biharmonic problem
• Fast Fourier transform solvers and preconditioners for quadratic spline collocation
• Matrix decomposition algorithms for elliptic boundary value problems: A survey
• Modified nodal cubic spline collocation for biharmonic equations
• Quadratic spline collocation methods for elliptic partial differential equations

Cited in

(3)

• A hybrid algorithm based on optimal quadratic spline collocation and parareal deferred correction for parabolic PDEs
• A quadratic spline collocation method for the Dirichlet biharmonic problem
• A highly accurate scheme for solving the thin plate equation

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