Fourth-order convergence of a compact scheme for the one-dimensional biharmonic equation

D Fishelov (1) , M Ben-Artzi (2) , J-P Croisille (3)

1 AFEKA - The Academic College of Engineering in Tel Aviv
2 Institute of Mathematics - Hebrew University
3 LMAM - Laboratoire de Mathématiques et Applications de Metz

The convergence of a fourth-order compact scheme to the one-dimensional biharmonic problem is established in the case of general Dirichlet boundary conditions. The compact scheme invokes value of the unknown function as well as Pade approximations of its first-order derivative. Using the Pade approximation allows us to approximate the first-order derivative within fourth-order accuracy. However, although the truncation error of the discrete biharmonic scheme is of fourth-order at interior point, the truncation error drops to first-order at near-boundary points. Nonetheless, we prove that the scheme retains its fourth-order (optimal) accuracy. This is done by a careful inspection of the matrix elements of the discrete biharmonic operator. A number of numerical examples corroborate this effect. We also present a study of the eigenvalue problem u xxxx = νu. We compute and display the eigenvalues and the eigenfunctions related to the continuous and the discrete problems. By the positivity of the eigenvalues, one can deduce the stability of of the related time-dependent problem u t = −u xxxx. In addition, we study the eigenvalue problem u xxxx = νu xx. This is related to the stability of the linear time-dependent equation u xxt = νu xxxx. Its continuous and discrete eigenvalues and eigenfunction (or eigenvectors) are computed and displayed graphically.

Domaines: Equations aux dérivées partielles [math.AP]; Analyse numérique [math.NA]

D Fishelov, M Ben-Artzi, J-P Croisille. Fourth-order convergence of a compact scheme for the one-dimensional biharmonic equation. ICNAAM 2012 10th International Conference of Numerical Analysis and Applied Mathematics, Sep 2012, Kos, Greece. pp.1101-1104, ⟨10.1063/1.4756339⟩. ⟨hal-01283671⟩