We propose and justify difference schemes for the approximation of the first and pure second derivatives of a solution of the Dirichlet problem in a rectangular parallelepiped. The boundary values on the faces of the parallelepiped are supposed to have six derivatives satisfying the Hölder condition, to be continuous on the edges, and to have second-and fourth-order derivatives satisfying the compatibility conditions resulting from the Laplace equation. We prove that the solutions of the proposed difference schemes converge uniformly on the cubic grid of order O(h 4 ), where h is a grid step. Numerical experiments are presented to illustrate and support the analysis made.
MSC: 65M06; 65M12; 65M22
In this paper, we discuss an approximation of the first and pure second order derivatives for the solution of the Dirichlet problem on a rectangular domain. The boundary values on the sides of the rectangle are supposed to have the sixth derivatives satisfying the Hölder condition. On the vertices, besides the continuity condition, the compatibility conditions, which result from the Laplace equation for the second and fourth derivatives of the boundary values, given on the adjacent sides, are also satisfied. Under these conditions a uniform approximation of order O(h 4 ) (h is the grid size) is obtained for the solution of the Dirichlet problem on a square grid, its first and pure second derivatives, by a simple difference scheme. Numerical experiments are illustrated to support the analysis made.
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