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Keywords:

  • convergence analysis;
  • cubic splines;
  • interpolants;
  • nodal collocation

Abstract

We consider the modified nodal cubic spline collocation method for a general, variable coefficient, second order partial differential equation in the unit square with the solution subject to the homogeneous Dirichlet boundary conditions. The bicubic spline approximate solution satisfies both the Dirichlet boundary conditions and a perturbed partial differential equation at the nodes of a uniform partition of the square. We prove existence and uniqueness of the approximate solution and derive an optimal fourth order maximum norm error bound. The resulting linear system is solved efficiently by a preconditioned iterative method. Numerical results confirm the expected convergence rates. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2011