Fourth-order compact finite difference methods and monotone iterative algorithms for semilinear elliptic boundary value problems

In this paper, we study numerical methods for a class of two-dimensional semilinear elliptic boundary value problems with variable coefficients in a union of rectangular domains. A compact finite difference method with an anisotropic mesh is proposed for the problems. The existence of a maximal and a minimal compact difference solution is proved by the method of upper and lower solutions, and two sufficient conditions for the uniqueness of the solution are also given. The optimal error estimate in the discrete I. norm is obtained under certain conditions. The error estimate shows the fourth-order accuracy of the proposed method when two spatial mesh sizes are proportional. By using an upper solution or a lower solution as the initial iteration, an "almost optimal" Picard type of monotone iterative algorithm is developed for solving the resulting nonlinear discrete system efficiently. Numerical results are presented to confirm our theoretical analysis. (C) 2014 Elsevier Ltd. All rights reserved.