Solving two-point boundary value problems by means of deficient quartic splines
error boundsfinite differencesfourth-order convergencelacunary interpolation problemNewton's methodquartic splineshooting methodstwo-point boundary value problems
Nonlinear boundary value problems for ordinary differential equations (34B15) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Finite difference and finite volume methods for ordinary differential equations (65L12) Error bounds for numerical methods for ordinary differential equations (65L70)
The lacunary interpolation problem considered is as follows: let \(x_k = kh\) for \(k = 0(1)n\) and \(h = 1/n\), find a quartic spline \(s(x)\) of deficiency 2 which interpolates the data \(s(x_k) = y_k\) and \(s(x_k) = y_k{}\) for \(k = 1(1)n-1\) along with boundary conditions \(s(x_0) = y_0\), \(s(x_n) = y_n\), or more generally, \({\mathcal B}_i (s(x_0), s'(x_0), s(x_n) s'(x_n)) = 0\) for \(i = 1,2\) where \(s(x) = s_k(x)\) for \(x \in [x_k, x_{k + 1}]\), and \(k = 0(1) n - 1\). The application to two-point boundary value problems involves interpolating the numerical solution of \(y = f(x, y, y')\) with boundary conditions \({\mathcal B}_i (y(0), y'(0), y(1), y'(1)) = 0\) for \(i = 1,2\), which has been obtained via, e.g., finite differences or shooting methods. For reasons of symmetry, \(n\) is taken to be odd and \(j := (n - 1)/2\) and \(y_m := y(1/2)\). Writing \(s_0(x) =\) \(a_{0,0} + (x - x_0) a_{0,1} + (x - x_0)^2 y_0{}/2! + (x - x_0)^3 a_{0,3} /3! + (x - x_0)^4 a_{0,4} /4!\) and for \(k = 1(1)n - 1\), \(s_k(x) = y_k + (x - x_0) a_{k,1} + (x - x_0)^2 y_0{}/ 2! + (x - x_0)^3 a_{k,3} /3! + (x - x_0)^4 a_{k,4} /4!\), the authors show how the smoothness conditions yield a system which can be solved in \({\mathcal O} (n)\) flops for the \(a_{k,j}\) for \(k = 1(1)n - 1\) and reasonable starting values \(a_{0,0}^{(0)}\), \(a^{(0)}_{n - 1,3}\) for Newton's method for solving the equations \({\mathcal B}_i (a_{0,0}, a_{n - 1,3}) = 0\), \(i = 1,2\), which arise from the boundary conditions. A fourth-order convergence result is shown: If \(y \in {\mathcal C}^5 [0,1]\), then \(|s_k - y|_\infty = {\mathcal O} (h^4)\).
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