A Fast Direct Solver for the Biharmonic Problem in a Rectangular Grid

  • Authors:
  • Matania Ben-Artzi;Jean-Pierre Croisille;Dalia Fishelov

  • Affiliations:
  • mbartzi@math.huji.ac.il;croisil@poncelet.univ-metz.fr;daliaf@post.tau.ac.il

  • Venue:
  • SIAM Journal on Scientific Computing
  • Year:
  • 2008

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Abstract

We present a fast direct solver methodology for the Dirichlet biharmonic problem in a rectangle. The solver is applicable in the case of the second order Stephenson scheme [J. W. Stephenson, J. Comput. Phys., 55 (1984), pp. 65-80] as well as in the case of a new fourth order scheme, which is discussed in this paper and is based on the capacitance matrix method ([B. L. Buzbee and F. W. Dorr, SIAM J. Numer. Anal., 11 (1974), pp. 1136-1150], [P. Bjørstad, SIAM J. Numer. Anal., 20 (1983), pp. 59-71]). The discrete biharmonic operator is decomposed into two components. The first is a diagonal operator in the eigenfunction basis of the Laplacian, to which the FFT algorithm is applied. The second is a low-rank perturbation operator (given by the capacitance matrix), which is due to the deviation of the discrete operators from diagonal form. The Sherman-Morrison formula [G. H. Golub and C. F. Van Loan, Matrix Computations, 3rd ed., John Hopkins University Press, Baltimore, MD, 1996] is applied to obtain a fast solution of the resulting linear system of equations.