American Journal of Computational Mathematics
Vol.4 No.2(2014), Article ID:43980,14 pages
DOI:10.4236/ajcm.2014.42007
High Accurate Fourth-Order Finite Difference Solutions of the Three Dimensional Poisson’s Equation in Cylindrical Coordinate
Alemayehu Shiferaw, Ramesh Chand Mittal
Department of Mathematics, Indian Institute of Technology, Roorkee, India
Email: abelhaim@gmail.com, mittalrc@gmail.com
Copyright © 2014 by authors and Scientific Research Publishing Inc.
This work is licensed under the Creative Commons Attribution International License (CC BY).
http://creativecommons.org/licenses/by/4.0/
Received 5 November 2013; revised 5 December 2013; accepted 16 December 2013
ABSTRACT
In this work, by extending the method of Hockney into three dimensions, the Poisson’s
equation in cylindrical coordinates system with the Dirichlet’s boundary conditions
in a portion of a cylinder for
is solved directly. The Poisson equation is approximated by fourth-order finite
differences and the resulting large algebraic system of linear equations is treated
systematically in order to get a block tri-diagonal system. The accuracy of this
method is tested for some Poisson’s equations with known analytical solutions and
the numerical results obtained show that the method produces accurate results.
Keywords:Poisson’s Equation; Tri-Diagonal Matrix; Fourth-Order Finite Difference Approximation; Hockney’s Method; Thomas Algorithm
1. Introduction
The three-dimensional Poisson’s equation in cylindrical coordinates
is given by
(1)
has a wide range of application in engineering and science fields (especially in physics).
In physical problems that involve a cylindrical surface (for example, the problem of evaluating the temperature in a cylindrical rod), it will be convenient to make use of cylindrical coordinates. For the numerical solution of the three dimensional Poisson’s equation in cylindrical coordinates system, several attempts have been made in particular for physical problems that are related directly or indirectly to this equation. For instance, Lai [1] developed a simple compact fourth-order Poisson solver on polar geometry based on the truncated Fourier series expansion, where the differential equations of the Fourier coefficients are solved by the compact fourth-order finite difference scheme; Mittal and Gahlaut [2] have developed high order finite difference schemes of secondand fourthorder in polar coordinates using a direct method similar to Hockney’s method; Mittal and Gahlaut [3] developed a secondand fourth-order finite difference scheme to solve Poisson’s equation in the case of cylindrical symmetry; Alemayehu and Mittal [4] have derived a second-order finite difference approximation scheme to solve the three dimensional Poisson’s equation in cylindrical coordinates by extending Hockney’s method; Tan [5] developed a spectrally accurate solution for the three dimensional Poisson’s equation and Helmholtz’s equation using Chebyshev series and Fourier series for a simple domain in a cylindrical coordinate system; Iyengar and Manohar [6] derived fourth-order difference schemes for the solution of the Poisson equation which occurs in problems of heat transfer; Iyengar and Goyal [7] developed a multigrid method in cylindrical coordinates system; Lai and Tseng [8] have developed a fourth-order compact scheme, and their scheme relies on the truncated Fourier series expansion, where the partial differential equations of Fourier coefficients are solved by a formally fourth-order accurate compact difference discretization. The need to obtain the best solution for the three dimensional Poisson’s equation in cylindrical coordinates system is still in progress.
In this paper, we develop a fourth-order finite difference approximation scheme and solve the resulting large algebraic system of linear equations systematically using block tridiagonal system [9] [10] and extend the Hockney’s method [9] [11] to solve the three dimensional Poisson’s equation on Cylindrical coordinates system.
2. Finite Difference Approximation
Consider the three dimensional Poisson’s equation in cylindrical coordinates
given by
and the boundary condition
(2)
where
is the boundary of
and
is
and
Consider figure 1 as the geometry of the problem.
Let
be discretized at the point
and for simplicity write a point
as
and
as
.
Assume that there are M points in the direction of, N points in
and P points in the
directions to form the mesh, and let the step size along the direction of
be
, of
be
and
be
.
Here
Where
and
.
When
is an interior or a boundary point of (2), then the Poisson’s equation becomes singular
and to take care of the singularity a different approach will be taken. Thus in
this paper we consider only for the case
.
Using the approximations that
(3)
(4)
Figure 1. Portion of a cylinder.
(5)
Now using (3), (4) and (5), we get (Refer the work of Mittal and Ghalaut in [2] )
From (1) consider only the approximation of the sum of the first and the third terms, that is, the sum of
and
(6)
where
Again from (1) consider only the approximation of the sum of the first and the fourth terms, that is, the sum of
and
, and we get
(7)
Once again from (1) consider only the approximation of the sum of the second and
the fourth terms, that is, the sum of
and
; to get
(8)
Again taking the approximation of the term
by
(9)
Equation (9) implying that
(10)
Now letting
and adding (6), (7), (8) and twice of (10), we get
(11)
Now choose
and consider the following terms in (11)
(12)
Again we can write the term
in (12) as
(13)
Using (12), (13), and multiplying both sides of (11) by
and rearranging and simplifying further, we get
(14)
where
The system of equations in (14) is a linear sparse system, and thereby when solving we save both work and storage compared with a general system of equations. Such savings are basically true of finite difference methods: they yield sparse systems because each equation involves only few variables.
To solve equation (14), consider first in the
direction, next in the
direction and lastly in the
direction, and thus (14) can be written in matrix form as
(15)
where
and it has
blocks and each is of order
.
,
are of order
.
For the domain
,
For the domain,
and
are the same as in the domain
.
Here in, the matrices
and
are circulant matrices of order
; and
,
and
such that each
represents a known boundary values of
and values of
, and
,
and
Thus, we write (15) as
(16)
3. Extended Hockney’s Method
Observe that matrices
and
are real symmetric matrices and hence their eigenvalues and eigenvectors can easily
be obtained as
For
,
,
,
and for
,
,
,
Let
be an eigenvector of
and
corresponding to the eigenvalue
and
; and matrix
be a modal matrix of
and
,
such that
The
modal matrix Q is defined by
,
for
;
where
for
Let
be a matrix of order
; thus
satisfy
since
.
Since
and
are symmetric matrices, we have
where
where
where
Let
,
(17)
where
,
;
and
Pre-multiplying equation (16) by
and applying (17), we get
(18)
Now from each equation of (18) we collect the first equations and put them as one group of equation
(19)
Now put
in equation (19) and collect the entire first set of equations, for
and
to get
and
(20a)
Again consider the second equations by putting, and get
and
(20b)
Continuing in this manner and finally considering the last equations for, we obtain
and
(20c)
All these set of equations (20a)-(20c) are tri-diagonal ones and hence we solve
for
by using Thomas algorithm. With the help of (17) again we get all
and this solves (14) as desired. By doing this we generally reduce the number of
computations and computational time.
4. Numerical Results
In order to test the efficiency and adaptability of the proposed method, computational
experiments are done on some selected problems that may arise in practice, for which
the analytical solutions of
are known to us. The computed solutions are found for all grid points for any
values of
and
. Here results are reported at some randomly taken mesh
points in terms of the absolute maximum error from Table
1 to 7.
Example 1. Consider
with the boundary conditions
,
, and
The analytical solution is
and the computed results of this example are shown in table
1.
Example 2. Consider
with the boundary conditions
,
,
, and
The analytical solution is
and the computed results of this example are shown in table
2.
Example 3. Consider
with the boundary conditions
,
,
Table 1. Maximum absolute error of example 1.
Table 2. Maximum absolute error of example 2.
,
The analytical solution is
and the computed results of this example are shown in table
3.
Example 4. Consider
with the boundary conditions
,
,
and
The analytical solution is
and the computed results of this example are shown in table
4.
Example 5 Consider, where
with the boundary conditions
,
The analytical solution is
and the computed results of this example are shown in Table
5.
Table 3. Maximum absolute error of example 3.
Table 4. Maximum absolute error of example 4.
Table 5. Maximum absolute error of example 5.
This example was considered by M.C. Lai [1] as a test problem and our results are better than their results in terms of accuracy. For instance, for (8,16,16) the maximum absolute error in their result is 9.1438e-004 and while ours is 3.28689e-004.
Example 6 Consider, where
with the boundary conditions
,
;
and
The analytical solution is
and the computed results are shown in table 6.
Example 5.7 Consider
where
with the boundary conditions
,
;
The analytical solution is
and the computed results of this example are shown in table
7.
Table 6. Maximum absolute error of example 6.
Table 7. Maximum absolute error of example 7.
5. Conclusions
In this work, we have transformed the three dimensional Poisson’s equation in cylindrical coordinates system into a system of algebraic linear equations using its equivalent fourth-order finite difference approximation scheme. The resulting large number of algebraic equation is, then, systematically arranged in order to get a block matrix. By extending Hockney’s method to three dimensions, we reduced the obtained matrix into a block tridiagonal matrix, and each block is solved by the help of Thomas algorithm. We have successfully implemented this method to find the solution of the three dimensional Poisson’s equation in cylindrical coordinates system and it is found that the method can easily be applied and adapted to find a solution of some related applied problems. The method produced accurate results considering double precision. This method is direct and allows considerable savings in computer storage as well as execution speed.
Therefore, the method is suitable to apply to some three dimensional Poisson’s equations.
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