Spline functions, the biharmonic operator and approximate eigenvalues

DOI10.1007/S00211-018-01018-2zbMATH Open1409.65046arXiv1702.08179OpenAlexW2908506883WikidataQ128640014 ScholiaQ128640014MaRDI QIDQ670301FDOQ670301

Authors: Matania Ben-Artzi, Guy Katriel 

Publication date: 18 March 2019

Published in: Numerische Mathematik (Search for Journal in Brave)

Abstract: The biharmonic operator plays a central role in a wide array of physical models, notably in elasticity theory and the streamfunction formulation of the Navier-Stokes equations. The need for corresponding numerical simulations has led, in recent years, to the development of a discrete biharmonic calculus. The primary object of this calculus is a high-order compact discrete biharmonic operator (DBO). The numerical results have been remarkably accurate, and have been corroborated by some rigorous proofs. However, there remained the "mystery" of the "underlying reason" for this success. This paper is a contribution in this direction, expounding the strong connection between cubic spline functions (on an interval) and the DBO. It is shown in particular that the (scaled) fourth-order distributional derivative of the cubic spline is identical to the action of the DBO on grid functions. The DBO is constructed in terms of the discrete Hermitian derivative. A remarkable fact is that the kernel of the inverse of the discrete operator is (up to scaling) equal to the grid evaluation of the kernel of $Big[Big(fracddxBig{)}^{4}Big{]}^{-1}.$ Explicit expressions are presented for both kernels. The relation between the (infinite) set of eigenvalues of the fourth-order Sturm-Liouville problem and the finite set of eigenvalues of the discrete biharmonic operator is studied, and the discrete eigenvalues are proved to converge (at an "optimal" $O(h^4)$ rate) to the continuous ones. Another remarkable consequence is the validity of a comparison principle. It is well known that there is no maximum principle for the fourth-order equation. However, a positivity result is derived, both for the continuous and the discrete biharmonic equation, showing that in both cases the kernels are order preserving.

Full work available at URL: https://arxiv.org/abs/1702.08179

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zbMATH Keywords

comparison principleSturm-Liouvillebiharmonic operatorcubic spline functionsdiscrete biharmonic calculus

Mathematics Subject Classification ID

Spline approximation (41A15) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Sturm-Liouville theory (34B24) Numerical approximation of eigenvalues and of other parts of the spectrum of ordinary differential operators (34L16) Numerical solution of eigenvalue problems involving ordinary differential equations (65L15)

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Cited In (6)

• Time-dependent two-dimensional fourth-order problems: optimal convergence
• Convergence of finite difference schemes: matrix versus Kernel analysis
• A Cartesian compact scheme for the Navier-Stokes equations in streamfunction formulation in irregular domains
• Optimal convergence for time-dependent linearized Kuramoto-Sivashinsky type problems: a new approach
• Expansion of eigenvalues of the perturbed discrete bilaplacian
• Numerical solution of the boundary value problems for the biharmonic equations via quasiseparable representations

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