Numerical methods for fourth-order elliptic equations with nonlocal boundary conditions

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:292

Article

Pao, C. V.¹  Wang, Yuan-Ming^2,3 

[1] N Carolina State Univ, Dept Math, Raleigh, NC 27695 USA

[2] E China Normal Univ, Shanghai Key Lab Pure Math & Math Practice, Dept Math, Shanghai 200241, Peoples R China

[3] Shanghai Normal Univ, Div Computat Sci, E Inst Shanghai Univ, Sci Comp Key Lab Shanghai Univ, Shanghai 200234, Peoples R China

关键词: Fourth-order elliptic equation;    Nonlocal boundary condition;    Finite difference system;    Method of upper and lower solutions;    Monotone iterations;    Convergence;   

DOI  :  10.1016/j.cam.2015.07.018

来源: Elsevier

【 摘 要 】

This paper is concerned with some numerical methods for a fourth-order semilinear elliptic boundary value problem with nonlocal boundary condition. The fourth-order equation is formulated as a coupled system of two second-order equations which are discretized by the finite difference method. Three monotone iterative schemes are presented for the coupled finite difference system using either an upper solution or a lower solution as the initial iteration. These sequences of monotone iterations, called maximal sequence and minimal sequence respectively, yield not only useful computational algorithms but also the existence of a maximal solution and a minimal solution of the finite difference system. Also given is a sufficient condition for the uniqueness of the solution. This uniqueness property and the monotone convergence of the maximal and minimal sequences lead to a reliable and easy to use error estimate for the computed solution. Moreover, the monotone convergence property of the maximal and minimal sequences is used to show the convergence of the maximal and minimal finite difference solutions to the corresponding maximal and minimal solutions of the original continuous system as the mesh size tends to zero. Three numerical examples with different types of nonlinear reaction functions are given. In each example, the true continuous solution is constructed and is used to compare with the computed solution to demonstrate the accuracy and reliability of the monotone iterative schemes. (C) 2015 Elsevier B.V. All rights reserved.

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