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arXiv · 1711.05354

On the Numerical Solution of Fourth-Order Linear Two-Point Boundary Value Problems

William Leeb·Vladimir Rokhlin
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Abstract

This paper introduces a fast and numerically stable algorithm for the solution of fourth-order linear boundary value problems on an interval. This type of equation arises in a variety of settings in physics and signal processing. Our method reformulates the equation as a collection of second-kind integral equations defined on local subdomains. Each such equation can be stably discretized and solved. The boundary values of these local solutions are matched by solving a banded linear system. The method of deferred corrections is then used to increase the accuracy of the scheme. Deferred corrections requires applying the integral operator to a function on the entire domain, for which we provide an algorithm with linear cost. We illustrate the performance of our method on several numerical examples.

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William Leeb, Vladimir Rokhlin. 2017-11-14. On the Numerical Solution of Fourth-Order Linear Two-Point Boundary Value Problems. https://arxiv.org/abs/1711.05354

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