Numerical solution of the boundary value problems for the biharmonic equations via quasiseparable representations

Abstract

AbstractThe paper incorporates new methods of numerical linear algebra for the approximation of the biharmonic equation with potential, namely, numerical solution of the Dirichlet problem for $$ \left( \frac{d}{dx}\right) ^4u(x)+c(x)u(x)=\phi (x),\quad 0<x<1. $$ d dx 4 u ( x ) + c ( x ) u ( x ) = ϕ ( x ) , 0 < x < 1 . High-order discrete finite difference operators are presented, constructed on the basis of discrete Hermitian derivatives, and the associated Discrete Biharmonic Operator (DBO). It is shown that the matrices associated with the discrete operator belong to a class of quasiseparable matrices of low rank matrices. The application of quasiseparable representation of rank structured matrices yields fast and stable algorithm for variable potentials c(x). Numerical examples corroborate the claim of high order accuracy of the algorithm, with optimal complexity O(N).