Hostname: page-component-586b7cd67f-rdxmf Total loading time: 0 Render date: 2024-11-22T08:06:14.945Z Has data issue: false hasContentIssue false

Splitting least squares and collocation procedures for two-point boundary value problems

Published online by Cambridge University Press:  17 February 2009

John Locker
Affiliation:
Department of Mathematics, Colorado State University, Fort Collins, Colorado 80523, U.S.A.
P. M. Prenter
Affiliation:
Department of Mathematics, Colorado State University, Fort Collins, Colorado 80523, U.S.A.
Rights & Permissions [Opens in a new window]

Abstract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

Let L, T, S, and R be closed densely defined linear operators from a Hubert space X into X where L can be factored as L = TS + R. The equation Lu = f is equivalent to the linear system Tv + Ru = f and Su = v. If Lu = f is a two-point boundary value problem, numerical solution of the split system admits cruder approximations than the unsplit equations. This paper develops the theory of such splittings together with the theory of the Methods of Least Squares and of Collocation for the split system. Error estimates in both L2 and L norms are obtained for both methods.

Type
Research Article
Copyright
Copyright © Australian Mathematical Society 1985

References

[1]Ascher, U., Christiansen, J., and Russell, R. D., “A collocation solver for mixed order systems of boundary value problems’, Math. Comp. 33 (1979), 659679.CrossRefGoogle Scholar
[2]Bellman, R.A note on an inequality of E. Schmidt’, Bull. Amer. Math. Soc. 50 (1944), 734736.CrossRefGoogle Scholar
[3]Bracha-Barak, A., “A factorization procedure for the solution of multidimensional elliptic partial differential equations’, SJAM J. Numer. Anal. 11 (1974), 887893.CrossRefGoogle Scholar
[4]Cerrutti, J., “Collocation for systems of ordinary differential equations’, Comp. Sci. Tech. Rep. 230, Univ. Wisconsin-Madison, 1974.Google Scholar
[5]de Boor, C. and Weiss, R., “Solveblok: A package for solving almost block diagonal linear systems, with applications to spline approximation and the numerical solution of ordinary differential equations’, MRC TSR # 1625, Madison, Wisconsin, 1976.Google Scholar
[6]de Boor, C. and Weiss, R., “Lobato, A package for the solution of a nonlinear boundary value problem by collocation’, to appear.Google Scholar
[7]Ehrlich, L. W., “Solving the biharmonic equation as coupled finite difference equations’, SIAM J. Numer. Anal. 8 (1971), 278287.CrossRefGoogle Scholar
[8]Ehrlich, L. W. and Gupta, M. M., “Some difference schemes for the biharmonic equation’, SIAM J. Numer. Anal. 12 (1975), 773790.CrossRefGoogle Scholar
[9]Glowinski, R. and Pironneau, O., “Numerical methods for the first biharmonic equation and for the two-dimensional Stokes problem’, SIAM Rev. 21 (1979), 167212.CrossRefGoogle Scholar
[10]Gupta, M. M., “Discretization error estimates for certain splitting procedures for solving first biharmonic boundary value problems’, SIAM J. Numner. Anal. 12 (1975), 364377.CrossRefGoogle Scholar
[11]Houstis, E., “A collocation method for systems of nonlinear ordinary differential equations’, J. Math. Anal. Appl. 62 (1978), 2437.CrossRefGoogle Scholar
[12]Isaacson, E. and Keller, H. B., Analysis of numerical methods (John Wiley and Sons, New York, 1966).Google Scholar
[13]Jespersen, D. C., “A least squares decomposition method for solving elliptic equations’, Math. Comp. 31 (1977), 873880.CrossRefGoogle Scholar
[14]Keller, H. B., “Numerical solution of boundary value problems for ordinary differential equations: Survey and some recent results on difference methods’, in Numerical solutions of boundary value problems for ordinary differential equations (ed. Aziz, A. K.), (Academic Press, New York, 1975).Google Scholar
[15]Locker, J. and Prenter, P. M., “Optimal L 2 and L error estimates for continuous and discrete least squares methods for boundary value problems’, SIAM J. Numer. Anal. 15 (1978), 11511160.CrossRefGoogle Scholar
[16]Locker, J. and Prenter, P. M., “On least squares methods for linear two-point boundary value problems’, in Functional analysis methods in numerical analysis (Proc., St. Louis, MO, 1977),Google Scholar
(ed. Nashed, M. Z.), Lecture Notes in Math. 701 (Springer-Verlag, Berlin-Heidelberg-New York, 1979), 149168.Google Scholar
[17]Locker, J. and Prenter, P. M., “Regularization with differential operators. I: General theory’, J. Math. Anal. Appl. 74 (1980), 504529.CrossRefGoogle Scholar
[18]Locker, J. and Prenter, P. M., “Regulanzation with differential operators. II: Weak least squares finite element solutions to first-kind integral equations’, SIAM J. Numer. Anal. 17 (1980), 247267.CrossRefGoogle Scholar
[19]Locker, J. and Prenter, P. M., “Representors and superconvergence of least squares finite element approximates’, Numer. Funct. Anal. Optim., to appear.Google Scholar
[20]Nashed, M. Z. (ed.), Generalized inverses and applications (Academic Press, New York, 1976).Google Scholar
[21]Russell, R. D. and Shampine, L. F., “A collocation method for boundary value problems’, Numer. Math. 19 (1972), 128.CrossRefGoogle Scholar
[22]Sammon, P., “The discrete least squares method’, Math. Comp. 31 (1977), 6065.CrossRefGoogle Scholar
[23]Schechter, M., Principles of functional analysis (Academic Press, New York, 1971).Google Scholar
[24]Sigillito, V. G., “A priori inequalities and approximate solutions of the first boundary value problem for Δ2u = f’, SIAM J. Numer. Anal. 13 (1976), 251260.CrossRefGoogle Scholar
[25]Todd, J. (ed), A survey of numerical analysis (McGraw-Hill, New York, 1962).Google Scholar