Monotone iterative technique for numerical solutions of fourth-order nonlinear elliptic boundary value problems
convergencefinite difference systemsfourth-order elliptic equationsmonotone iterationsnumerical examplesupper and lower solutions
Nonlinear boundary value problems for linear elliptic equations (35J65) Numerical computation of solutions to systems of equations (65H10) Finite difference methods for boundary value problems involving PDEs (65N06) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12)
The numerical solution of fourth-order nonlinear elliptic boundary value problems \(\Delta (k(x) \Delta u(x)) = f(x,u,\Delta u)\) with Dirichlet, Neumann, and Robin boundary conditions is considered, where the nonlinear function \(f(\cdot,u,v)\) is not necessarily monotone in \(u\). This boundary value problem is transformed into a coupled system of two second-order elliptic equations with appropriate boundary conditions. These equations are discretized by using the usual central finite difference approximation of the Laplacian operator. This leads to a system of nonlinear algebraic equations. A new monotone iterative technique for computing the finite difference solutions is presented. Three versions of the new method are proposed and their monotone convergence to the unique finite difference solution is proved. The convergence behaviour of the presented versions is compared theoretically. Additionally, a condition to guarantee a geometric convergence is given. The theoretical results are confirmed by numerical examples.
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