CENTER FOR COMPUTATIONAL MATHEMATICS COLLOQUIUM UNIVERSITY OF COLORADO AT DENVER TITLE: Orthogonal Spline Collocation Matrix Decomposition Methods for Elliptic Boundary Value Problems SPEAKER: Graeme Fairweather, Mathematical and Computer Sciences, Colorado School of Mines DATE: Wednesday, May 3, 1995 PLACE: Math Conference Room - Suite 540 UCD Building, 1250 14th St., Denver TIME: 2:30 pm (Refreshments served at 2:15 pm) ABSTRACT: Fast direct methods are presented for the solution of the linear systems arising in orthogonal spline collocation (OSC) -- spline collocation at Gauss points -- applied to certain elliptic boundary value problems on rectangles. The methods, which are based on a matrix decomposition approach, involve the solution of a generalized eigenvalue problem corresponding to the discretization of a two-point boundary value problem. The solution of the original system is then reduced to solving a collection of independent almost block diagonal linear systems which arise in OSC applied to one-dimensional boundary value problems. In this talk, we examine this approach applied to second order separable linear problems (a) when bicubic Hermite approximating functions are used, in which case the required eigensystem is known explicitly, and (b) in the more general case of piecewise polynomials of arbitrary order. The use of these techniques in algorithms for solving the biharmonic equation is also described.