Fourth-order compact finite difference schemes for solving biharmonic equations with Dirichlet boundary conditions

Abstract

In this study, we propose a genuine fourth-order compact finite difference scheme for solving biharmonic equations with Dirichlet boundary conditions in both two and three dimensions. In the 2D case, we build upon the high-order compact (HOC) schemes for flux-type boundary conditions originally developed by Zhilin Li and Kejia Pan [SIAM J. Sci. Comput., 45 (2023), pp. A646-A674] to construct a high order compact discretization for coupled boundary conditions. When considering the 3D case, we modify carefully designed undetermined coefficient methods of Li and Pan to derive the finite difference approximations of coupled boundary conditions. The resultant FD discretization maintains the global fourth order convergence and compactness. Unlike the very popular Stephenson method, the number of unknows do not increase with dimensions. Besides, it is noteworthy that the condition number of the coefficient matrix increases at a rate of $O(h^{-2})$ in both 2D and 3D. We also validate the performance of the proposed genuine HOC methods through nontrivial examples.