↜ Back to index Introduction to Numerical Analysis 1

# Lecture 15

Today we introduce Poisson’s equation in one dimension and a numerical method to find a solution.

## Poisson’s equation

Poisson’s equation is the differential equation

$-u'' = f$ for an unknown function $$u = u(x)$$. It states that the negative second derivative of $$u$$ is equal to the given function $$f = f(x)$$. We will consider the boundary value problem for this equation.

Let $$f$$ be a given continuous function of the interval $$[0,1]$$. Given the boundary data given by real numbers $$a, b$$, find the continuous function $$u$$ on the interval $$[0,1]$$, twice continuously differentiable in $$(0,1)$$ that satisfies

\begin{align*} \left\{ \begin{aligned} -u''(x) &= f(x), && x \in (0,1),\\ u(0) &= a,\\ u(1) &= b. \end{aligned} \right. \end{align*}

This problem appears in many fields of science. For example, the trajectory of objects in a gravitational field, the stationary distribution of temperature, pressure, etc. It is therefore important to numerically solve this problem efficiently.

Example. Suppose that $$f \equiv 1$$. Then the general solution of $$-u'' = f$$ is $$u(x) = -\frac 12 x(1 - x) + (b - a) x + a$$. The constants $$a$$ and $$b$$ are then given by the boundary data. The graph of $$u$$ in this case is the trajectory of an object in a uniform gravitational field with acceleration $$1$$ pointing down, traveling with horizontal velocity $$1$$ m/s, starting from the point $$(0, a)$$ and arriving at point $$(1, b)$$ at time $$t = 1$$s.

Example. Suppose that $$f(x) = 5x$$, $$a = 0$$, $$b = 2$$. Then the exact solution can be written as $$u(x) = - \frac 56 x^3 + \frac 56 x + 2x$$. See the following figure. Note that the graph of $$u$$ is fairly straight when $$|f|$$ is small, but gets progressively more bent as $$|f|$$ increases.

## Numerical scheme for Poisson’s equation

As before, we split the interval $$[0,1]$$ into $$K \geq 1$$ subintervals $$[x_{k-1}, x_k]$$ with $$k = 1, \ldots, K$$ of equal length $$h = \frac 1K$$, $$x_k := k h$$. Using Taylor’s series, we can approximate $$u''(x_k)$$ using the values $$u$$ at the neighboring points:

$-f(x_k) = u''(x_k) \sim \frac{u(x_{k-1}) - 2 u(x_k) + u(x_{k+1})}{h^2} + O(h^2).$

We thus seek an approximate solution $$u_k \sim u(x_k)$$. This function should satisfy

$- \frac{u_{k-1} - 2 u_k + u_{k+1}}{h^2} = f(x_k), \qquad k = 1, \ldots, K- 1,$ where we set $$u_0 = a$$ and $$u_K = b$$ from the boundary condition. This leads to a system of $$K-1$$ equations for $$K-1$$ variables $$u_1, \ldots, u_{K-1}$$:

\begin{align*} 2 u_{1} - u_{2} &= h^2 f(x_1) + a\\ - u_{1} + 2 u_{2} - u_{3} &= h^2 f(x_2)\\ &\vdots\\ - u_{k-1} + 2 u_{k} - u_{k+1} &= h^2 f(x_k)\\ &\vdots\\ -u_{K-2} + 2 u_{K-1} &= h^2 f(x_{K-1}) + b. \end{align*}

The matrix of this system is tridiagonal, as so it can be efficiently solved using the tridiagonal matrix algorithm.

Exercise.

1. Use the above method to find the numerical solutions with the following parameters:

1. $$f(x) = 1$$, $$a = 1$$, $$b = 2$$.
2. $$f(x) = \sin x$$, $$a = -1$$, $$b = 1$$.
3. $$f(x) = \cos (\pi x) + 10 \sin(3 \pi x)$$, $$a = -1$$, $$b = -1$$.

Use $$K = 10$$, $$h = 1 / K = 0.1$$. Plot the graph of each solution using gnuplot and compare with the exact solution.

Upload the code for (iii) to Acanthus portal under the name poisson_iii.f90. The code should compile, and when run, it should print the values of the numerical solution in the following form:

0.      -1.
0.1     ...
... 8 lines omitted
1.      -1.

Upload the graph for (iii) to Acanthus portal under the name poisson_iii.png. You can produce a file using gnuplot by running commands:

set term pngcairo size 1024,768
set output 'poisson_iii.png'

set output
2. Estimate the order of the method: Solve 1(ii) above for a sequence of $$K = 10, 20, 40, 80, 160$$. For each $$K$$, you will obtain a solution that we will denote as $$u^K = (u^K_1, \ldots, u^K_{K-1})$$. Let $$u(x)$$ be the exact solution of Poisson’s equation with the given data1. For each $$K$$, compute the following two errors: \begin{align*} e_2(K) &:= \sqrt{\frac 1K\sum_{k=1}^{K-1} |u^K_k - u(x_k)|^2},\\ e_\infty(K) &:= \max_{1 \leq k \leq K-1} |u^K_k - u(x_k)|. \end{align*}

Plot the graphs $$e_2(K)$$ as a function of $$K$$ and $$e_\infty(K)$$ as a function of $$K$$ using gnuplot. Use the logarithmic scale. What is the order of the method2?

Upload the code to Acanthus portal under the name error.f90. The code should compile, and when run it should print the value of the errors $$e_2$$ and $$e_\infty$$ for each $$K$$ on a line:

10      error2      error_inf
20      ...         ...
...
160     ...         ...

Hint. Write a Fortran function that for given $$K$$ computes the solution of Poisson’s equation and returns the error. The signature might be

function error2(K)
implicit none
integer, intent(in) :: K
real, dimension(K - 1) :: u, b      ! arrays for computation
real :: error2

! compute u for given K
! compute error2
error2 = ...
end function

Then call this function in a loop to get values of $$e_2(K)$$ for all $$K$$.

3. Repeat 2. for 1(i). What is the error?

1. Note that $$u(x) = \sin x + (2 - \sin 1) x - 1$$

2. Estimate an integer $$p$$ such that $$e_2(K) \sim K^{-p} = h^p$$.