A Computational Study of Finite Element Methods for Second Order Linear Two-Point Boundary Value Problems

A computational study of five finite element methods for the solution of a single second order linear ordinary differential equation subject to general linear, separated boundary conditions is described. In each method, the approximate solution is a piecewise polynomial expressed in terms of a B-spline basis, and is determined by solving a system of linear algebraic equations with an almost block diagonal structure. The aim of the investigation is twofold: to determine if the theoretical orders of convergence of the methods are realized in practice, and to compare the methods on the basis of cost for a given accuracy. In this study three parametrized families of test problems, containing problems of varying degrees of difficulty, are used. The conclusions drawn are rather straightforward. Collocation is the cheapest method for a given accuracy, and the easiest to implement. Also, for solving the linear algebraic equations, the use of a special purpose solver which takes advantage of the structure of the equations is advisable.