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Finite difference schemes for the fourth-order parabolic equations with different boundary value conditions
Authors:Xuan-ru Lu  Guang-Hua Gao  Zhi-Zhong Sun
Affiliation:1. School of Mathematics, Southeast University, Nanjing, P. R. China

Contribution: Writing - original draft, Writing - review & editing;2. College of Science, Nanjing University of Posts and Telecommunications, Nanjing, P. R. China

Contribution: Writing - original draft, Writing - review & editing;3. School of Mathematics, Southeast University, Nanjing, P. R. China

Abstract:In this paper, the fourth-order parabolic equations with different boundary value conditions are studied. Six kinds of boundary value conditions are proposed. Several numerical differential formulae for the fourth-order derivative are established by the quartic interpolation polynomials and their truncation errors are given with the aid of the Taylor expansion with the integral remainders. Effective difference schemes are presented for the third Dirichlet boundary value problem, the first Neumann boundary value problem and the third Neumann boundary value problem, respectively. Some new embedding inequalities on the discrete function spaces are presented and proved. With the method of energy analysis, the unique solvability, unconditional stability and unconditional convergence of the difference schemes are proved. The convergence orders of derived difference schemes are all O(τ2 + h2) in appropriate norms. Finally, some numerical examples are provided to confirm the theoretical results.
Keywords:boundary value condition  convergence  finite difference method  solvability  stability  the fourth-order parabolic equation
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