A two-stage difference method for solving the Dirichlet problem for the Laplace equation on a rectangular parallelepiped
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 49 (2009) no. 3, pp. 512-517

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A novel two-stage difference method is proposed for solving the Dirichlet problem for the Laplace equation on a rectangular parallelepiped. At the first stage, approximate values of the sum of the pure fourth derivatives of the desired solution are sought on a cubic grid. At the second stage, the system of difference equations approximating the Dirichlet problem is corrected by introducing the quantities determined at the first stage. The difference equations at the first and second stages are formulated using the simplest six-point averaging operator. Under the assumptions that the given boundary values are six times differentiable at the faces of the parallelepiped, those derivatives satisfy the Hölder condition, and the boundary values are continuous at the edges and their second derivatives satisfy a matching condition implied by the Laplace equation, it is proved that the difference solution to the Dirichlet problem converges uniformly as $O(h^4\ln h^{-1})$, where $h$ is the mesh size.
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     author = {E. A. Volkov},
     title = {A~two-stage difference method for solving the {Dirichlet} problem for the {Laplace} equation on a~rectangular parallelepiped},
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     publisher = {mathdoc},
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E. A. Volkov. A two-stage difference method for solving the Dirichlet problem for the Laplace equation on a rectangular parallelepiped. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 49 (2009) no. 3, pp. 512-517. http://geodesic.mathdoc.fr/item/ZVMMF_2009_49_3_a10/