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2-d problem with Dirichlet boundary conditions

Let us consider the solution of Poisson's equation in two dimensions. Suppose that

(146)

for , and . By direct analogy with our previous method of solution in

the 1-d case, we could discretize the above 2-d problem using a second-order, central difference
scheme in both the - and -directions. Unfortunately, such a discretization scheme yields a set
of equations which cannot be reduced to a simple tridiagonal matrix equation. In fact, all of the
efficient numerical algorithms for solving this type of problem are iterative in nature. For
instance, the Jacobi method, the Gauss-Seidel method, the successive over-relaxation method,
and the multi-grid method.34Regrettably, unless such iteration methods are extremely
sophisticated (e.g., the multi-grid method), and, hence, beyond the scope of this course, they tend
to converge very poorly. In the following, rather than discuss iterative methods which do not
work very well, we shall instead discuss a non-iterative method which works effectively for a
restricted set of problems. The method in question is termed a spectral method, since it involves
expanding and as truncated Fourier series in the -direction.

Suppose that satisfies mixed boundary conditions in the -direction: i.e.,

(147)

at , and

(148)

at . Here, , , etc., are known constants, whereas , are known functions of .

Furthermore, suppose that satisfies the following simple Dirichlet boundary conditions
in the -direction:

(149)
Note that, since is a potential, and, hence, probably undetermined to an arbitrary
additive constant, the above boundary conditions are equivalent to demanding that take the
same constant value on both the upper and lower boundaries in the -direction.

Let us write as a Fourier series in the -direction:

(150)

Note that the above expression for automatically satisfies the boundary conditions in the -
direction. The functions are orthogonal, and form a complete set, in the interval

. In fact,

(151)

Thus, we can write the source term as

(152)

where

(153)

Furthermore, the boundary conditions in the -direction become

(154)

at , and

(155)

at , where

(156)

etc.
Substituting Eqs. (150) and (152) into Eq. (146), and equating the coefficients of the
(since these functions are orthogonal), we obtain

(157)

for . Now, we can discretize the problem in the -direction by truncating our Fourier
expansion: i.e., by only solving the above equations for , rather than . This is
essentially equivalent to discretization in the -direction on the equally-spaced grid-points
. The problem is discretized in the -direction by dividing the domain into equal

segments, according to Eq. (114), and approximating via the second-order, central
difference scheme specified in Eq. (115). Thus, we obtain
(158)

for and . Here, , , and . The

boundary conditions (154) and (155) discretize to give:

(159)

(160)

for . Eqs. (158), (159), and (160) constitute a set of uncoupled tridiagonal
matrix equations (with one equation for each separate value). These equations can be inverted,

using the algorithm discussed in Sect. 5.4, to give the . Finally, the values can be
reconstructed from Eq. (150). Hence, we have solved the problem.

Next: 2-d problem with Neumann Up: Poisson's equation Previous: An example solution of
Richard Fitzpatrick 2006-03-29