Application of a 14-point averaging operator in the grid method

E. A. Volkov

Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 50 (2010) no. 12, pp. 2134-2143

Résumé

The Dirichlet problem for Laplace's equation in a rectangular parallelepiped is solved by applying the grid method. A 14-point averaging operator is used to specify the grid equations on the entire grid introduced in the parallelepiped. Given boundary values that are continuous on the parallelepiped edges and have first derivatives satisfying the Lipschitz condition on each parallelepiped face, the resulting discrete solution of the Dirichlet problem converges uniformly and quadratically with respect to the mesh size. Assuming that the boundary values on the faces have fourth derivatives satisfying the Hölder condition and the second derivatives on the edges obey an additional compatibility condition implied by Laplace's equation, the discrete solution has uniform and quartic convergence with respect to the mesh size. The convergence of the method is also analyzed in certain cases when the boundary values are of intermediate smoothness.