Bvp Finite Difference F4Beec
1. **Problem statement:**
We have the boundary value problem (BVP) $$u''''(x) = f(x),$$ with boundary conditions $$u(0)=0,$$ $$u'(0)=0,$$ $$u''(1)=0,$$ and $$u'''(1)=0.$$ We want to discretize this using finite differences: central differences for the interior points, forward differences at the left boundary ($x=0$), and backward differences at the right boundary ($x=1$), without introducing pseudo mesh points.
2. **Discretization setup:**
Let the mesh points be $$x_i = ih$$ for $$i=0,1,\ldots,N$$ with mesh size $$h=\frac{1}{N}$$.
3. **Central difference for interior points:**
The fourth derivative at interior points $$x_i$$ ($i=2,\ldots,N-2$) is approximated by the central difference formula:
$$
u''''(x_i) \approx \frac{u_{i-2} - 4u_{i-1} + 6u_i - 4u_{i+1} + u_{i+2}}{h^4} = f_i.
$$
4. **Left boundary conditions using forward differences:**
- For $$u(0)=0$$: $$u_0=0.$$
- For $$u'(0)=0$$, approximate first derivative forward difference:
$$
u'(0) \approx \frac{-3u_0 + 4u_1 - u_2}{2h} = 0 \implies -3u_0 + 4u_1 - u_2 = 0.
$$
Since $$u_0=0$$, this reduces to:
$$4u_1 - u_2 = 0.$$
5. **Right boundary conditions using backward differences:**
- For $$u''(1)=0$$, approximate second derivative backward difference:
$$
u''(1) \approx \frac{u_N - 2u_{N-1} + u_{N-2}}{h^2} = 0.
$$
- For $$u'''(1)=0$$, approximate third derivative backward difference:
$$
u'''(1) \approx \frac{-u_N + 3u_{N-1} - 3u_{N-2} + u_{N-3}}{h^3} = 0.
$$
6. **Matrix form:**
Collecting all equations for $$u_1, u_2, \ldots, u_N$$ (note $$u_0=0$$ known), we get a linear system:
$$
A \mathbf{u} = \mathbf{f},
$$
where $$\mathbf{u} = [u_1, u_2, \ldots, u_N]^T$$ and $$\mathbf{f} = [f_1, f_2, \ldots, f_{N-1}, 0, 0]^T$$ (last two zeros correspond to boundary conditions at $$x=1$$).
The matrix $$A$$ is banded with the following structure:
- Row 1 (from $$4u_1 - u_2=0$$): $$[4, -1, 0, \ldots, 0]$$
- Rows 2 to $$N-2$$ (central difference): $$[1, -4, 6, -4, 1] / h^4$$ pattern shifted along the diagonal
- Row $$N-1$$ (second derivative BC): $$[\ldots, 1, -2, 1]/h^2$$
- Row $$N$$ (third derivative BC): $$[\ldots, -1, 3, -3, 1]/h^3$$
7. **Error dependence on mesh size $$h$$:**
- Central difference for fourth derivative is $$O(h^2)$$ accurate.
- Forward and backward differences used for boundary conditions are first order accurate $$O(h)$$.
Since the boundary approximations dominate the global error, the overall error behaves like $$O(h)$$.
Therefore, $$m=1$$.
**Final answers:**
(a) The system can be written as $$A\mathbf{u} = \mathbf{f}$$ with $$A$$ constructed as above using forward differences at left boundary, central differences inside, and backward differences at right boundary.
(b) The maximum absolute error depends on mesh size $$h$$ as $$O(h^1)$$, so $$m=1$$.