Abstract

We formulate a modified nodal cubic spline collocation scheme for the solution of the biharmonic Dirichlet problem on the unit square. We prove existence and uniqueness of a solution of the scheme and show how the scheme can be solved on an N × N uniform partition of the square at a cost O(N2 log2 N + mN2) using fast Fourier transforms and m iterations of the preconditioned conjugate gradient method. We demonstrate numerically that m proportional to log2N guarantees the desired convergence rates. Numerical results indicate the fourth order accuracy of the approximations in the global maximum norm and the fourth order accuracy of the approximations to the first order partial derivatives at the partition nodes.

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