Find equation system for boundary value problem

In summary, the matrix $A$ for the discretized solution of the boundary value problem is a square matrix with dimension $n^2 \times n^2$, where each row represents the coefficients for the finite difference approximation of the Laplacian operator, and the last row represents the boundary conditions with the corresponding Lagrange multiplier added.
  • #1
marrvo
1
0
For $\Omega = (0,1)^2 \subseteq \mathbb R^2, f \in C(\Omega)$ consider the boundary value problem:

$-\Delta u(x,y) + u(x,y) = f(x,y)~ \forall (x,y) \in \Omega \\u(0,y) = u(1,y)~ \forall y \in (0,1) \\ u(x,0) = u(x,1)~ \forall x \in (0,1)$

For discretization let be: $n \in \mathbb N,~ h= \frac{1}{n}, ~ x_i =(i-1) \cdot h, ~ y_j = (j-1) \cdot h, ~ i,j = 1, \ldots, n+1.$

I want to find the linear equation system for the discretized solution: $u_{i,j} = u(x_i,y_j), ~i,j= 1, \ldots, n$.

So I need to find $Au = b$, where $b$ is given by $f_{i,j} = f(x_i,y_j)$ and $u =(u_{1,1}, \ldots, u_{1,n}, u_{2,1}, \ldots, u_{2,n}, \ldots, \ldots, u_{n,1}, \ldots, u_{n,n})$.

I found out that

$\begin{align}
\Delta u_{i,j}=\frac{1}{h^2} [u_{i-1,j}+u_{i+1,j}-4u_{ij}
+u_{i,j-1}+u_{i,j+1}]
\end{align}$,

but now I'm struggeling how to put that in an equation system. The i-th row of A must look like $1/h^2 [0, \ldots, 0, -1, 0, \ldots, 0,-1,4,-1,0, \ldots,0, -1,0, \ldots, 0] + [0, \ldots, 0, 1, 0, \ldots, 0]$, but I don't know how to incorporate the boundary conditions. Can anybody show me what the matrix A looks like with them?

Thanks in advance!
 
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  • #2
The matrix $A$ will look like this:$$\frac{1}{h^2} \begin{bmatrix}4 & -1 & 0 & \cdots & 0 & -1 \\-1 & 4 & -1 & \cdots & 0 & 0 \\0 & -1 & 4 & \cdots & 0 & 0 \\\vdots & \vdots & \vdots & \ddots & \vdots & \vdots \\0 & 0 & 0 & \cdots & 4 & -1 \\-1 & 0 & 0 & \cdots & -1 & 4 + \lambda\\\end{bmatrix} $$where $\lambda$ is the Lagrange multiplier for the boundary conditions, i.e. $\lambda = 1$ if $u(0,y) = u(1,y)$, and $\lambda = 2$ if $u(x,0) = u(x,1)$.
 

Related to Find equation system for boundary value problem

1. What is a boundary value problem?

A boundary value problem is a type of mathematical problem that involves finding a solution to a differential equation that satisfies certain conditions at the boundaries of the domain. These conditions are known as boundary conditions and are often given in terms of the values of the solution or its derivatives at specific points or intervals.

2. What is an equation system for a boundary value problem?

An equation system for a boundary value problem is a set of equations that represent the given differential equation and the boundary conditions. This system is used to solve for the unknown coefficients or variables in the solution to the problem.

3. How do you find the equation system for a boundary value problem?

To find the equation system for a boundary value problem, you first need to identify the given differential equation and the boundary conditions. Then, you can use various methods such as separation of variables, Laplace transforms, or numerical methods to derive the system of equations that represent the problem.

4. What are some techniques for solving equation systems for boundary value problems?

Some common techniques for solving equation systems for boundary value problems include using analytical methods like separation of variables or Laplace transforms, as well as numerical methods like finite difference methods or shooting methods. The choice of technique depends on the complexity of the problem and the desired level of accuracy.

5. Are boundary value problems important in real-life applications?

Yes, boundary value problems have numerous real-life applications in fields such as physics, engineering, and economics. They are used to model and solve a wide range of physical phenomena, including heat transfer, fluid flow, and electrical circuits. Boundary value problems also play a crucial role in the development of numerical methods for solving differential equations.

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