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

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 \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$N\times N\times N$\end{document} 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 \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$O(N^3\log N)$\end{document}. For the general variable coefficient diffusion-dominated case, the system is solved using the preconditioned biconjugate gradient stabilized method.