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Numerical solution of the

generalized Laplace
equation by coupling the
boundary element method
and the perturbation
method
R. Rangogni
ENEL-DSR-CRIS. Via Ornato 90/14, Milan. Italy
(Received January 1986)

The boundary element method (BEM) has, in general, some advantages with respect to domain methods, in so far as no internal discretization of the domain is required. Such an advantage, however,
is lost if the BEM is used directly for the numerical solution of the
generalized Laplace equation (GLE). This paper demonstrates that
the GLE can also be dealt with advantageously by coupling the BEM
with the perturbation method (PM). The technique involves transforming the starting equation (GLE) into an equation without partial
first derivatives and then solving a few problems by BEM. The
method requires an internal network but the unknowns are only
on the boundary. The procedure is applied to numerically solve two
test problems with known analytical solutions.
Key words: mathematical models, generalized Laplace equation,
boundary element method
The boundary element method (BEM) has become a
powerful and alternative method to the well known
methods of finite differences (FDM) and finite elements
(FEM). This is due mainly to the simplicity in the
arrangement of the input data, to a lesser number of
unknowns to be dealt with and to its applicability to
problems defined on infinite domains.
The application range of BEM, however, is confined
to simple differential equations owing to the difficulty
of finding a fundamental solution (FS) for a general
differential operator. The applications of BEM mainly
concern constant coefficient differential equations such
as the Laplace, Poisson, Helmholtz, wave, heat equations etc. It is well known that the Laplace equation,
the first one to which BEM was applied, is a particular
case of a more general equation called the generalized
Laplace equation (GLE).I
Unfortunately, it is not advantageous to apply BEM

266

Appl. Math. Modelling, 1986, Vol. 10, August

directly to GLE since its integral formulation requires


the computation of both domain and boundary integrals
and the solution of a larger algebraic system of equations
because the unknowns are on the boundary and in the
domain. BEM has been used successfully2 to obtain an
approximate numerical solution of the GLE. This
involves transforming the GLE into an equivalent differential equation in which the first partial derivatives have
disappeared, thus rendering BEM applicable. The
transformed equation (GLET), however, has non-constant coefficients so that it would be difficult, in general,
to find its FS which, in any case, would be rather complicated. The GLET in reference 2 is approximated, under
suitable conditions, by a constant coefficient equation
having a known FS, to which BEM can be applied in
the usual fashion. Whenever the condition is not satisfied, the technique'- is not applicable.
This paper presents a different approach for solving
0307-904X/86/04284-10/$03.00
1986 Butterworth & Co. (Publishers) Ltd

Solution of the generalized Laplace equation: R. Rangogni


the G L E T when the technique in reference 2 cannot
be applied. This goal is achieved by coupling BEM with
a perturbation method (PM) that implies solving more
than one problem, each of which has only boundary
unknowns. The technique requires an internal network
but can be rather coarse and, in any case, does not
increase the number of unknown values. The numerical
values of the original unknown function can be easily
obtained from the numerical solution of the GLET. The
procedure is presented for problems defined in twodimensional domains; the extension to three-dimensional problems is straightforward.
To show how the technique works, two test problems
are solved numerically and the results compared with
the ones obtained using the technique in reference 2
and with a known analytical solution.

u = [a(x,y)p-gl = G,
Ou

1 Oa

On

2a On

on Si

u + (a)-~g:

on $2

Ou (
l Oa ]u
- - + g3-0,,
~Tn/ = 0

(6)

onS3

Equation (5) is suitable for applying BEM but there


is still the difficulty of finding its FS. In reference 2,
a parameter R is defined such that:
maxf
R = minf

on D

(7)

If R is close to unity, then equation (5) is approximated


by the following equation:
V2U + kZu = 0

Transformation of the governing equation


Many physical problems lead to a GLE~:
V.[a(x,y)VV(x,y)] = 0

on

(1)

where V. and V denote the divergence and gradient operators. Associated with equation (1) are the general
boundary conditions:
V(x,y) = gt(x,y)

on S,

avian = gz(x,y)

on $2 S~ u $2 u S3= S

aV/an =g3(x,y)V

on S 3

(2)

Equation (1), for the unknown function V = V(x,y), is


supposed to be defined on a domain Dc_R e with a
boundary S. The known function a = a(x,y) describes
the physical properties of the domain D (i.e. it may
be the electrical, thermal, hydraulic conductivity etc.),
and it is supposed to be greater than zero on D.
In this hypothesis on function a, equation (1) can be
written in the form:
V2V + 1-VV.Va = 0

(3)

which shows clearly that for constant a it reduces to


the simpler Laplace equation. It is shown in reference
(2) that the application of BEM to equation (3) is not
advantageous, because a domain integral appears with
the unknown function V in the domain integral that
increases the number of unknown values to be searched
for.
The substitution:
V(x,y) = u(x,y)[a(x,y)] -~-

(4)

however, leads equation (3) to the equation:


V2u +f(x,y)u = 0
Ira[ 2
f ( x , y ) = 4a 2

V2a
2a

(5)

(8)

where k 2 is the average value o f f in D. Equation (8)


can be easily solved by BEM and the values of function
V can be obtained using equation (4). When parameter
R is not close to unity, however, (i.e. if it is greater
than, e.g, R > 5) the accuracy of the results decreases
drastically so that the technique is now not applicable.
Here, the problem is approached differently, using
a perturbation method in order to obtain a better accuracy also for the case when R is larger than 5.

Perturbation method
Instead of equation (5), the following family of equations is considered:
0~<e~<l

V2llq-Ef(lg)=O

(9)

or, in other words, equation (5) is thought of as a perturbation of the Laplace equation; for e = 0, equation (9)
becomes the Laplace equation while for e = 1, equation
(5) is obtained.
The solution of equation (9) is sought in the form:
lg = bl0 "4- ELl I q- g21.12 4- . . . = ~ U j g
j=0

(10)

Substituting function (10) and its partial derivatives into


equation (9) and ordering according to the powers of
e, gives:
V-'Uo + e(V2ul + fuo) + e2(V2u2+ ful) + . . . .

0
(11)

Equation (11) is satisfied for all values of e e [0,1] if


problems (12) and (13), Pi (i~>0), are satisfied (it is
assumed that the boundary condition will be satisfied
by the first term u. in expression (10)):
V 2Zlo

Ilo ~

G I

Ouo

On
0u0
-

on D

on Sl

10a
Uo + (a)~gz
2a On
(

1 0a
-

)uo = O

on S 2

P0

02)

on $3

with boundary conditions:

Appl. Math. Modelling, 1986,Vol. 10,August

267

Solution of the generalized Laplace equation: R. Rangogni


V2Ul = --f(Uo)

on D

UI=0

on S t

OU1

On
Oul

on S 2 P l

-0

a,, +

1 Oa~

=0

(13)

on $3

Problem Po is the Laplace problem which does not


present any difficulty for solution by BEM, while problems Pj (j~> 1) are Poisson problems, with a known
source term whenever problem Pi-I is solved.
The FS for all problems Pi 0" ~>0) is:

G(P,Q)=log(r)

r=[P-Q[

PeD

Numerical

Q~D
(14)

Using equations (14) and the second Green identity,


it is possible to rewrite each problem Pi 0"I> 1) in the
following integral form:

au,(P) =

( / Ouj u OG'~ds
JsIG
foGf(ui-l)dD(15)
J~n)

k=l

k=l

f o r j = 1,qlj = OuJOn, where ~b0k, ~lk, q'0kand 6k denote,


respectively:

o%
son

6k =

e2(%)

max I Vi - 9"i]
i
100
maxV
D

--

F~i(Vi - 15"i2}X
maxV

(18)

100

D
Subscript i extends over points Pi --- (xi,yi) c D U S
where a numerical value is computed.
In the two problems, parameter R is very high so
the technique of reference 2 is not applicable. To compare the two procedures, however, the errors given by
equations (18) obtained using the reference 2 technique
are shown between brackets ( ) for both problems. For
all problems, only solutions u0 and ut are computed.
The computer times refer to a Vax 750.

Example 1

V2V+Ivv.Va=O

on

D - - {(x,y):

0<x<5;

0<y<5}

a(x,y) = (x + 1)(y + 2)
V(x -= 0,y) = 0

(17)

GfuodD

(19)

V(x = 5,y) = 5
OV
On

--=0

y=0,5;0~<x~<5

D k

In equations (17), se is a parameter to describe a point


on Sk. Integrals ~b0~, q'0k and qqk are computed analytically, while 6k is computed using nine Gauss points on
each Dk.
It is worth noting that the domain integral, in equations (15) or (16), does not contain the unknown function u, so the number of unknowns is limited by the
number of boundary points (it does not exceed N).

268

e=(%)-

(16)

s[~n dS

In this section, two problems, both with known analytical solutions and solved numerically in reference 2, are
solved numerically using the procedure presented in the
previous paragraphs. To measure the error between the
analytical solution V and the numerical solution V, two
percentage errors are defined as:

The solution of the following problem is required:

au,(P) = Z q,kchO~-- Uk( Ot,k -- qhk) -- Uk+t~O,k-- ~ 6k

01k

examples

--

where n denotes the inward normal vector on S and


a is the angle in P described by the vector r = I PQ[
when Q extends over boundary S.
Equation (15) is as usual discretized in the BEM technique 3-6 for the numerical treatment, subdividing
boundary S into subelements Sk (k= 1. . . . . N) and
approximating functions uj and OuJOn, on each element
Sk, by polynomials. The domain integral is computed
by dividing domain D into subdomains Dk (k = 1. . . . .
M) and approximating function uj-t by suitable shape
functions. For example, in the numerical problems which will be solved, function ui is chosen to be
linear on each S k , function OuJOn is chosen to be constant on each element Sk and function uj_l is approximated by a second order polynomial on each Dk. This
choice of ui and OuJOn is suggested by the fact that linear
functions have constant partial derivatives. Different
approximations can be found in the literature.
Using these approximations, the discretized form of
equation (15) is:

&Ok=fGdS
s~

When problems Pi are solved for a particular value


o f j the solution u is obtained by writing expression (10)
with e = 1 and, in practice, it turns out to be sufficient
to compute only a few terms of the series (in the examples only u0 and Ul are computed).
In conclusion, it is important to note that PM, here
applied to G L E T equation (5), can be applied directly
to equation (3); this would avoid computation of the
second partial derivatives of function a that, from a
mathematical point of view, could not exist. The presentation of the procedure, however, was carried out with
reference to equation (5) for a comparison with the technique given in reference 2.

Appl. Math. Modelling, 1986,Vol. 10,August

The analytical solution of problem (19) is:

V(x,y) = ~

log (1 + x)

while f u n c t i o n f a n d parameter R are given by:

f(x,y) = ~

+ (2 +

(20)

Solution of the generalized Laplace equation: R. Rangogni


'

'

'

'

'

op,

IF;--"
o

o
o

21- \',

Figure 1 N e t w o r k s u s e d in e x a m p l e 1

The boundary S is discretized by 40 linear equal elements. To check the influence of the internal discretization two internal meshes are used: the first very coarse
and the second finer as shown in Figure 1. The results
are checked on the 40 boundary points as well as on
the internal points (five for the coarse mesh and 56 for
the finer one). The errors given by equations (18) are:
e~, = 2.34%
e2

Mesh a

1.76%

e~ = 2.27%

(e= = 7.4%)
Mesh b

(22)

(e2 = 17.9%)

e2 = 2.46%
The maximum error e= has about the same value for
the two computational networks considered. This
explains the fact that e_, for network b (96 points) is
larger than e, for network a (45 points). The computing
time is 37.8s using mesh b against 30.5 s using the reference 2 technique. The improvement in the results should
be noted.

Example 2
The electrical potential is required of a cylindrical capacitor with non-homogeneous dielectric. Mathematically, the problem is defined by:

1
V2V + - V V . V a = O
a

on

D ~ {(x,y): 1 < r < 5 , x > O , y > O }

a(x,y) = 1 + r
V= 1

r= 1

V=5

r=5

OV

r 2=x2 + y2
(23)

fory=O,l<~x<~5;x=O,
an
0 <~y <~5
The analytical solution of problem (23) is:
4
[ 2r \
V(x,y) = 1 -I log ~/3ilog~]--~r)___

(24)

The boundary S is discretized with eight equal linear


elements on the rectilinear sides and 10 equal elements
on the curved sides. For this problem, function f and
parameter R are:

1{ 1

vn

Figure 2 Errors e= a n d e 2 a g a i n s t n u m b e r o f c o m p u t e d s o l u t i o n

The errors obtained with this problem, using 36 boundary points and 43 internal points are:
e= = 0.35%

(2.68%)

e2 = 0.12%

(12.2%)

(26)

The run time is 28.87 s (21.84).


This second example was also solved by applying PM
directly to equation (3) in order to compare the two
approaches. The number of boundary and internal
points is always the same and the results are (using just
V0 and Vl):
e= = 1.2%

e2 = 1.8%

(27)

for a run time of 31 s. Essentially, the same numerical


technique is applied to both equations (3) and (5). In
the computation of domain integrals, however, the
approximation of the term fui_ ~ is higher by one than
that of term VaVu/_ I. This would entail relatively larger
errors for the second approach. Further work should
clarify this point.
To give an idea of the speed of convergence the calculus was finally extended as far as solution V4 and the
results are shown in Figure 2 (the run time was 95 s).
The same solution was obtained by integrating on each
Dk using only four Gauss points; the results were the
same and the run time was 59.4 s.

Conclusions

-0

f(x,y)=~ 2(l~r) 2

r(l+r

R=19.3

(25)

A procedure is presented in this paper for numerically


solving the G L E . In particular, this procedure should
cover the case where the accuracy of technique given
in reference 2 is not enough. The two techniques should
be complementary to each other. The present procedure
requires an internal mesh but, as shown in example 1,
can be rather coarse, reducing the effort in preparing
the input data. It is important to stress that the presence
of the internal network does not increase the number
of unknown values. The execution time is greater with
respect to reference 2 using the same number of boundary points but the errors are drastically reduced.
With regard to run time, it has to be noted that after
computing ut (or Vt) for adding a new solution, it is
not necessary to construct and factorize the matrix

Appl. Math. Modelling, 1986,Vo1.10,August

269

Solution of the generalized Laplace equation: R. Rangogni


because, owing to the fact that for it> 1 all problems
P~ have the same boundary conditions, it remains the
same. It is adequate to compute and factorize the new
known term.
An important feature of the procedure presented in
this paper is that it can be extended to other partial
differential equations and also to some nonlinear ones.

References
1 Morse, P. M. and Feshbach, H. "Methods of theoretical physics',
vols I-II, McGraw-Hill, New York, 1953

270 Appl. Math. Modelling, 1986,Vol. 10,August

2
3
4
5

Rangogni, R. and Occhi, R. "Numerical solution of the generalized


Laplace equation by the boundary clement method', submitted
to Appl. Math. Modelling
Jaswon, M. A. and Symm, G. T. 'Integral equation methods in
potential theory and elastostatics', Academic Press, London, 1977
Brebbia. C. A. and Walker, S. "Boundary element techniques
in engineering', Butterworth and Co., London, 1980
Di Monaco, A. and Rangogni, R. 'Boundary element method:
processing of the source term of the Poisson equation by means
of boundary integral only', Proc. 4th Int. conJ~ finite elements in
water resources, Hannover, West Germany, June 1982 (eds Holtz,
K. P. et al.), Springer Verlag, Berlin
Rangogni, R. 'The solution of the ngn-homogeneus Hehnholtz
equation by means of the boundary element method', Appl. Math.
Modelling, 1984, 8 (6), 442--444