Review

Poisson’s Equation
The Linear Algebra Problem
Summary

S OLVING E LLIPTIC PDE S

Dr. Johnson

School of Mathematics

Semester 1 2008

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Dr. Johnson MATH65241

 Review
Poisson’s Equation
The Linear Algebra Problem
Summary

O UTLINE

1 R EVIEW

2 P OISSON ’ S E QUATION
Equation and Boundary Conditions
Solving the Model Problem

3 T HE L INEAR A LGEBRA P ROBLEM

Expressing the problem as a matrix equation
The Linear System

4 S UMMARY
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Dr. Johnson MATH65241

 Review
Poisson’s Equation
The Linear Algebra Problem
Summary

D IFFERENCING

We need to know that a scheme is stable for it to be

convergent
Use stencils to generate difference formula for derivatives
Change the centering of the approximation:
to increase stability
or the order of the scheme
See notes for more differencing formulas

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Dr. Johnson MATH65241

 Review
Poisson’s Equation Equation and Boundary Conditions
The Linear Algebra Problem Solving the Model Problem
Summary

P OISSON ’ S E QUATION

A prototype elliptic pde is Poisson’s equation given by

∂2 φ ∂2 φ
+ 2 = f (x, y ),
∂x 2 ∂y

where f (x, y ) is a known/given function

The equation has to be solved in a domain D

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Dr. Johnson MATH65241

 Review
Poisson’s Equation Equation and Boundary Conditions
The Linear Algebra Problem Solving the Model Problem
Summary

D OMAIN OF THE P ROBLEM

Boundary conditions are given on the boundary ∂D of D.

y

dD

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Dr. Johnson MATH65241

 Review
Poisson’s Equation Equation and Boundary Conditions
The Linear Algebra Problem Solving the Model Problem
Summary

B OUNDARY C ONDITIONS

These can be of three types:

Dirichlet φ = g (x, y ) on ∂D.
∂φ
Neumann = g (x, y ) on ∂D.
∂n
³ ´
∂φ
Robin/Mixed B φ, ∂n = 0 on ∂D.
Robin boundary conditions involve a linear combination of φ
and its normal derivative on the boundary.
Mixed boundary conditions involve different conditions for one
part of the boundary, and another type for other parts of the
boundary.

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Dr. Johnson MATH65241

 Review
Poisson’s Equation Equation and Boundary Conditions
The Linear Algebra Problem Solving the Model Problem
Summary

T HE M ODEL P ROBLEM

Consider the problem

∂2 φ ∂2 φ
+ 2 = f (x, y ), 0 ≤ x, y ≤ 1
∂x 2 ∂y

with boundary conditions

φ=0 on ∂D.

Here the domain D is the square region 0 < x < 1 and

0 < y < 1.

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Dr. Johnson MATH65241

 Review
Poisson’s Equation Equation and Boundary Conditions
The Linear Algebra Problem Solving the Model Problem
Summary

D ISCRETISING THE PROBLEM

Construct a finite difference mesh with points (xi , yj ),

where xi = i ∆x, for i = 0, 1, . . . , N,
and yj = j ∆y , for j = 0, 1, . . . M.
Here ∆x = 1/N, and ∆y = 1/M are the step sizes in the x
and y directions.

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Dr. Johnson MATH65241

 Review
Poisson’s Equation Equation and Boundary Conditions
The Linear Algebra Problem Solving the Model Problem
Summary

D ISCRETISING THE PROBLEM

Next replace the derivatives in Poisson equation by the
discrete approximations to get:

wi +1,j − 2wi,j + wi −1,j wi,j +1 − 2wi,j + wi,j −1

+ = fi,j ,
∆x 2 ∆y 2

for 1 ≤ i ≤ N − 1, and 1 ≤ j ≤ M − 1.
At the boundary we have the equations

wi,j = 0, if i = 0, N and 0 ≤ j ≤ M
wi,j = 0, if j = 1, M and 0 ≤ i ≤ N

The result is a system of (N − 1) × (M − 1) equations with

(N − 1) × (M − 1) unknowns,
The unknowns are wi,j in the region D. university-logo

Dr. Johnson MATH65241

 Review
Poisson’s Equation Expressing the problem as a matrix equation
The Linear Algebra Problem The Linear System
Summary

T HE S OLUTION AS A V ECTOR

Let us write the solution wi,j as

wi = (wi,1 , wi,2 , . . . , wi,M −1 )T

and also the right hand side of the equation as

f i = (fi,1 , fi,2 , . . . , fi,M −1 )T

Then we can use this notation to write the problem in matrix

form.

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Dr. Johnson MATH65241

 Review
Poisson’s Equation Expressing the problem as a matrix equation
The Linear Algebra Problem The Linear System
Summary

T HE M ATRIX E QUATION

    
B I w1 f1
 I B I  w2   f2 
    

 I B I 
 w3  = ∆x 2 
  f3 

    
    
    
I B wN − 1 fN−1

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Dr. Johnson MATH65241

 Review
Poisson’s Equation Expressing the problem as a matrix equation
The Linear Algebra Problem The Linear System
Summary

In the above I is the (M − 1) × (M − 1) identity matrix

The matrix B is given by
 
b c
 a b c 
 

 a b c 

B= .. 

 . 

 .. 
 . 
a b

where a = c = β2 , and b = −2(1 + β2 )

∆x
β= ∆y

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Dr. Johnson MATH65241

 Review
Poisson’s Equation Expressing the problem as a matrix equation
The Linear Algebra Problem The Linear System
Summary

T HE L INEAR S YSTEM

Then let us write the linear system as

Aw = f
We observe that the matrix A is very sparse.
The matrix A is very large.

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Dr. Johnson MATH65241

 Review
Poisson’s Equation Expressing the problem as a matrix equation
The Linear Algebra Problem The Linear System
Summary

S OLVING THE L INEAR S YSTEM

In the next lecture we look into how to solve the problem.

Methods can generally be split into:
Direct Methods: Expensive, requiring large storage.
Iterative Methods: Method of choice in most cases.

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Dr. Johnson MATH65241

 Review
Poisson’s Equation
The Linear Algebra Problem
Summary

We have shown how to discretise a model elliptic problem.

The discretised equations can be expressed as the matrix
equation.

Aw = f
Help us think about methods in an abstract way.
The matrix form will allow us to analyse the stability and
convergence of schemes.

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Dr. Johnson MATH65241