Modified nodal cubic spline collocation for three-dimensional variable coefficient second order partial differential equations

Abstract

We formulate a fourth order modified nodal cubic spline collocation scheme for variable coefficient second order partial differential equations in the unit cube subject to nonzero Dirichlet boundary conditions. The approximate solution satisfies a perturbed partial differential equation at the interior nodes of a uniform $N\times N\times N$ partition of the cube and the partial differential equation at the boundary nodes. In the special case of Poisson’s equation, the resulting linear system is solved by a matrix decomposition algorithm with fast Fourier transforms at a cost $O(N^3\log N)$. For the general variable coefficient diffusion-dominated case, the system is solved using the preconditioned biconjugate gradient stabilized method.