Collocation software for second-order elliptic partial differential equations

Abstract

We consider the collocation method for linear, second-order elliptic problems on rectangular and general two-dimensional domains. An overview of the method is given for general domains, followed by a discussion of the improved efficiencies and simplifications possible for rectangular domains. A very-high-level description is given of three specific collocation algorithms that use Hermite bicubic basic functions, (1) GENCOL (collocation on general two-dimensional domains), (2) HERMCOL (collocation on rectangular domains with general linear boundary conditions), and (3) INTCOL (collocation on rectangular domains with uncoupled boundary conditions). The linear system resulting from INTCOL has half the bandwidth of that from HERMCOL, which provides substantial benefit in solving the system. We provide some examples showing the range of applicability of the algorithms and some performance profiles illustrating their efficiency. Fortran implementations of these algorithms are given in the companion papers [10, 11].