Cubic Spline Iterative Method for Poissons Equation in

Cylindrical Polar Coordinates

R. K. Mohanty
1
, Rajive Kumar
2
, Vijay Dahiya
2
1
Department of Mathematics
Faculty of Mathematical Sciences
University of Delhi, Delhi-110 007, INDIA
E-mail: rmohanty@maths.du.ac.in

2
Department of Mathematics
Deenbandhu Chhotu Ram University of Science & Technology
Murthal 131039, INDIA
E-mail: rajeev_kansal@yahoo.com; vijay_15dahiya@yahoo.com


Abstract: In this article, using non-polynomial cubic spline approximation in x- and finite
difference in y- direction, we discuss a numerical approximation of
2 4
( ) O k h + for the solutions
of diffusion-convection equation, where k>0 and h>0 are grid sizes in y- and x- coordinates,
respectively. We also extend our technique to polar coordinate system and obtained high order
numerical scheme for Poissons equation in cylindrical polar coordinates. Iterative method of the
proposed method is discussed and numerical examples are given in support of the theoretical
results.

Keywords: Cubic spline approximation; Diffusion-convection equations; Poisson.s equation;
Singular coefficients; Cylindrical polar coordinates; Maximum absolute errors.

AMS (2010) Classifications: 65N06

















1. Introduction

We consider the two-dimensional elliptic equation of the form


2 2
2 2
= ( ) ( , ), ( , )
u u u
D x g x y x y
x y x

+ +

(1)

The Dirichlet boundary conditions are given by

( , ) ( , ), ( , ) u x y g x y x y = (2)

where {( , ) 0 , 1} x y x y = < < is the solution domain and

is its boundary. For g(x,y)= 0 and
( ) D x =

the above equation represent diffusion convention equation. For
1
( )
x
D x

= the above
equations represent the Poissons equation with singular coefficients in rectangular coordinates.
Similarly, for
1
( )
x
D x

= and replacing the variables x, y by r, z, we obtain a Poissons equation
in cylindrical polar coordinates. We shall assume that the boundary conditions are given with
sufficient smoothness to maintain the order of accuracy of the difference scheme and spline
functions under consideration.

In this paper, we are interested to discuss a new approximation based on cubic spline
polynomial for the solution of elliptic equation (1). In many practical problems, coefficients of
the second derivatives term are small compared to the coefficients of the first derivatives term.
These problems are called singular perturbation problems. Singularly perturbed elliptic boundary
value problems are mathematically models of diffusion-convections process or related physical
phenomenon. The diffusion term is the term involving the second order derivative and
convective term is that involving the first order derivative. During last three decades several
numerical schemes for the solution of elliptic partial differential equations have been developed
by many researchers. First Lynch and Rice [1] have discussed high accuracy finite difference
approximations to the solutions of elliptic partial differential equations. Boisvert [2] have
discussed a class of high order accurate discretization for the elliptic boundary value problems.
Yavneh [3] have reported the analysis of fourth order compact scheme for convection diffusion
equation. A fourth order difference method for elliptic equations with non linear first derivative
terms has been discussed by Jain et al [4, 5]. In 1997, Mohanty [6] have derived order h
4

difference method for a class of 2D elliptic boundary value problems with singular coefficients.
A new discretization method of order four for the numerical solution of 2-D non linear elliptic
partial differential equations has been studied by Mohanty et al [7-9]. The use of cubic spline
polynomial and its approximation plays an important role for the formation of stable numerical
methods. In the past many authors (see [10-12]) have studied and analysed the use of cubic
splines in the solution of linear two point boundary value problems. In 1983, Jain and Aziz [13]
have developed a new method based on cubic spline approximations for the solution of two point
nonlinear boundary value problems. Later, Al-Said [14-15] has discussed spline methods for
solving a system of second order boundary value problems. Khan [16] has introduced parametric
cubic spline approach for solving second order ordinary differential equations. Mohanty et al
[17-18] have also reported a fourth-order accurate cubic spline alternating group explicit method
for non-linear singular two-point boundary value problems. Recently, Rashidinia et al [19] have
proposed a new cubic spline technique for two point boundary value problems. Most recently,
Mohanty and Dahiya [20], and Mohanty et al [21] have used cubic spline polynomials and
developed high order stable numerical methods for the solution of one space dimensional
parabolic and hyperbolic partial differential equations. To the authors knowledge no high order
method using cubic spline polynomial for the solution of 2D elliptic differential equations (1) has
been discussed in the literature so far. In this paper, using nine point compact cell (see Fig.1), we
discuss a new compact cubic spline finite difference method of accuracy two in y- and four in x-
coordinates for the solution of elliptic differential equation (1). In next section, we discuss the
derivation of the proposed cubic spline method. It has been experienced in the past that the cubic
spline solutions for the Poissons equation in polar coordinates usually deteriorate in the vicinity
of the singularity. We overcome this difficulty by modifying the method in such a way that the
solution retains its order and accuracy everywhere in the vicinity of the singularity. In section 3,
we discuss an iterative method. In section 4, we compare the computed results with the results
obtained by the method discussed in [8]. Concluding remarks are given in section 5.

(

) (

) (

)







(

) (

) (

)



(

) (

) (

)

Fig.1: 9-point Computational Network


2. The approximation based on cubic spline polynomial

We consider our region of interest, a rectangular domain = 0, 1 0, 1 . We choose grid
spacing > 0 and > 0 in the directions - and - respectively, so that the mesh points
(

) denoted by (, ) are defined as

= and

= ; = 0,1, , + 1; =
0,1, , + 1, where and are positive integers such that (N+1)h = 1 and ( + 1) = 1.
The mesh ratio parameter is denoted by ( / ) k h = . The notations
, ,
and
l m l m
u U are used for the
discrete approximation and the exact value of ( , ) u x y at the grid point ( , )
l m
x y , respectively.

At the grid point ( , )
l m
x y , we denote
a b
ab
a b
l m
W
W
x y
+

=

, W = U, D and g (3)



Let ( )
m
S x be the cubic spline interpolating polynomial of the function ( , )
m
u x y between the
grid point
1
( , )
l m
x y

and ( , )
l m
x y , and is given by

3 3 2 2
1 1
1, , 1, 1, , ,
( ) ( )
( ) ,
6 6 6 6
l l l l
m l m l m l m l m l m l m
x x x x x x x x h h
S x M M U M U M
h h h h


| | | | | | | |
= + + +
| | | |
\ \
\ \

1
; 1, 2,..., 1 ; 0,1, 2,..., 1
l l
x x x l N m M

= + = + (4)

which satisfies at mth-line parallel to x-axis the following properties:
(i) ( )
m
S x coincides with a polynomial of degree three on each
1
[ , ],
l l
x x

1, 2,..., 1; 1, 2, ... , l N m M = + =
(ii)

2
( ) [0,1],
m
S x C and
(iii)
,
( ) , 0,1, 2,..., 1; 1, 2,...,
m l l m
S x U l N m M = = + = .

The derivatives of cubic spline function ( )
m
S x are given by


2 2
, 1,
1
1, , , 1,
( ) ( )
( )
2 2 6
l m l m
l l
m l m l m l m l m
U U
x x x x h
S x M M M M
h h h

( = + +

, (5)


1
1, ,
( ) ( )
( )
l l
m l m l m
x x x x
S x M M
h h

= + (6)
where

, , , ,
,
( ) , 0,1, 2,..., 1; 1, 2,...,
l m m l xx yy x l m l m l m
l m
l
M S x U U U f l N j J
x

= = = = + = , (7)


, 1,
, 1, , 1 ,
( ) 2 ,
6
l m l m
l m m l x l m l m l l l m
U U
h
m S x U M M x x x
h

( = = = + +

, (8)


and replacing h by h, we get


1, ,
, 1, , 1 ,
( ) 2 ,
6
l m l m
l m m l x l m l m l l l m
U U
h
m S x U M M x x x
h
+
+

( = = = +

, (9)

Combining (8) and (9), we obtain


1, 1,
, 1, 1, ,
( )
2 12
l m l m
l m m l x l m l m l m
U U
h
m S x U M M
h
+
+

( = = =

, (10)



Further, from (8), we have


1, ,
1, 1 . 1, 1,
( ) 2
6
l m l m
l m m l x l m l m l m
U U
h
m S x U M M
h
+
+ + + +

( = = = + +

, (11)
and from (9), we have

, 1,
1, 1 , 1, 1,
( ) 2
6
l m l m
l m m l x l m l m l m
U U
h
m S x U M M
h

( = = = +

, (12)

We consider the following approximations:



( )
2 2
, 1 , , 1
, ,
2 /( ) ( )
yy l m l m l m yy
l m l m
U U U U k U O k
+
= + = + , (13.1)

( )
2 2
1, 1 1, 1, 1
1, 1,
2 /( ) ( )
yy l m l m l m yy
l m l m
U U U U k U O k
+ + + +
+ +
= + = + , (13.2)

( )
2 2
1, 1 1, 1, 1
1, 1,
2 /( ) ( )
yy l m l m l m yy
l m l m
U U U U k U O k
+

= + = + , (13.3)

( )
2
4
1, 1, 30 , ,
/(2 ) ( )
6
x l m l m x l m l m
h
U U U h U U O h
+
= = + + , (14.1)

( )
2
3
1, , 1, 30 1, 1,
3 4 /(2 ) ( )
3
x l m l m l m x l m l m
h
U U U U h U U O h
+ + +
= + = + , (14.2)

( )
2
3
1, , 1, 30 1, 1,
3 4 /(2 ) ( )
3
x l m l m l m x l m l m
h
U U U U h U U O h
+
= + = + , (14.3)

Since the derivative values of ( )
m
S x defined by (7), (10), (11) and (12) are not known at
each grid point ( , )
l m
x y , we use the following approximations for the derivatives of ( )
m
S x .

Let

, , ,
,
l m yy l x l m l m
l m
M U DU g = + + , (15.1)

1, 1 1, 1,
1,
l m yy l x l m l m
l m
M U D U g
+ + + +
+
= + + , (15.2)

1, 1 1, 1,
1,
l m yy l x l m l m
l m
M U D U g

= + + , (15.3)

1, ,
, 1, 1,
2
6
l m l m
x l m l m l m
U U
h
U M M
h
+
+ +

( = + +

, (16.1)

, 1,
, 1, 1,
2
6
l m l m
x l m l m l m
U U
h
U M M
h

( = +

, (16.2)

1, 1 1, 1, l m l x l m l m
F D U g
+ + + +
= + , (16.3)

1, 1 1, 1, l m l x l m l m
F D U g

= + (16.4)

1, 1, , ,
1, 1,

12 12
x x l m l m yy yy l m l m
l m l m
h h
U U F F U U
+
+
(
( = +


(16.5)

, , ,

l m l x l m l m
F DU g = + (16.6)


Then at each grid point ( , )
l m
x y , a cubic spline finite difference method of Numerov type
with accuracy of
2 4
( ) O k h + for the solution of differential equation (1) may be written as


2 2
2 2
, 1 1 1, 1, ,
1, 1, ,

10 10
12 12
x l m yy yy yy l x l x l x l m l m l m
l m l m l m
k k
U U U U D U D U DU
+ +
+
( (
+ + + = + +



2
1, 1, ,
10
12
l m l m l m
k
g g g
+
( + + +

+
, l m
T . (17)

where the local truncation error
4 2 4
,
( )
l m
T O k k h = + . Note that the method (17) is of
2 4
( ) O k h + for the numerical solution of equation (1). However the method (17) fail to
compute at 1 l = , when D(x) and/or g(x,y) contains the singular terms like
1
x
,
2
1
x
, etc. For
example, if D(x) =
1
x
, this implies
1
1
1
l
l x
D

= , which cannot be evaluated at l=1 (since x

0
=0).
We modify the method (17) in such a manner, so that the method retains its order and
accuracy everywhere in the vicinity of the singularity.

We use the following approximation:


2
3
1, , 10 20 2
( )
h
l m l m
D D hD D O h
+
= + + + , (18.1)

2
3
1, , 10 20 2
( )
h
l m l m
D D hD D O h

= + (18.2)

2
3
1, , 10 20 2
( )
h
l m l m
g g hg g O h
+
= + + + , (18.3)

2
3
1, , 10 20 2
( )
h
l m l m
g g hg g O h

= + , (18.4)

Substituting the approximations (18.1)-(18.4) into (17) and neglecting higher order
terms and local truncation error, we get


( )( )
( )
2
2 2 2 2 2 2 2 2 2
, , 00 20 , 10 00 ,
(12 ) 12 12 2
2
x y l m x l m x x l m x l m
h
u u D h D u h D D u

+ + = + +

( ) ( )
2 2 2 2 2 00
10 , , 00 20 10 00 00 10
2 12
2
y l m y x x l m
hD
h D u u k g h g D g D g ( + + + +

(19)

where
( )
1 1
2 2
1
2 x l l l
u u u
+
= + and
( )
1 1
2 2
x l l l
u u u
+
= . Note that, the cubic spline method
(19) is of
2 4
( ) O k h + for the numerical solution of elliptic equation equation (1), which is
also free from the terms
1
1
l
x

, hence can be computed for l=1(1)N, m= 1(1)M.

3. Iterative Method

Now consider the convection-diffusion equation

, 0<x,y <1 (20)

where > 0 is a constant and magnitude of determines the ratio of convection to diffusion
term. Substituting () = and(, ) = 0 in the difference scheme (19) and simplifying, we
obtain a nine point cubic spline difference scheme of
2 4
( ) O k h + accuracy for the solution of the
convection-diffusion equation (20) given by
0 , 1 1, 2 1, 3 , 1 4 , 1 l m l m l m l m l m
u u u u u
+ +
+ + + +
5 1, 1 6 1, 1 7 1, 1 8 1, 1
0
l m l m l m l m
u u u u
+ + + +
+ + + + = (21)

where
2
h
R

=

is called the cell Reynold number and the coefficients
j
, j = 0,1,2,,8 are
defined by

2
2
0 3
20 24 (1 )
R
= + + ,
2
2
1 3
12 (1 ) 2(1 )
R
R R = + + ,
2
2
2 3
12 (1 ) 2(1 )
R
R R = + + + + ,

3 4
10 = = ,
5 6
(1 ) R = = ,
7 8
(1 ) R = = + .

The scheme (21) may be written in matrix form
= (22)
where is a square matrix of order , is a solution vector and is the right hand side
vector consisting of boundary values.
The coefficient matrix has a block tri-diagonal structure = , , , with the sub
matrices L, D and -U given by
-L
8 4 6
[ , , ] tri = = , D=
2 0 1
[ , , ] tri (23)
We focus on line stationary iterative methods for solving the linear system (23). The
coefficient matrix can be written as = , where is block tri-diagonal matrix of
A, is strictly block lower triangular part and is strictly block upper triangular part of
matrix . The iteration matrices of the block Jacobi and block Gauss-Seidel methods are
described by

( + ) and

= ( )

(24)
The matrix has block tri-diagonal form and hence is block consistently ordered (see Varga
[22] ).
It can be verified that
0
>0 and
j
<0 for = 1,2, . . ,8 provided 1 R < . One can also verify that

8
0
1
i
i

=
=

(25)
which implies that is weakly diagonally dominant. Since is reducible, we conclude that it is
an -matrix (see Varga [22]).
Applying the Jacobi iterative method to the scheme (21), we get the iterative scheme


1, 1 1, 1, 1
2
( ) 2 ( ) ( )
(1 ) 12 (1 ) 2(1 ) (1 )
3
l m l m l m
k k k
R
R u R R u R u
+ + + +
(
+ + +
(



, 1 , , 1 1, 1
2
( ) 2 ( 1) ( ) ( )
10 [20 24 (1 )] 10 (1 )
3
l m l m l m l m
k k k k
R
u u u R u
+ +
+
+ + + + + +

( )
1, 1, 1
2
2 ( ) ( )
12 1 2 1 (1 ) 0
3
l m l m
k k
R
R R u R u

( | |
+ + + + + + =
( |
\
. (26)

The propagating factors for the Jacobi iterative methods is given by


2
2
2
2
1
5cos( ) 6 1 (1 )(1 cos )
3
5 6 1
3
j
R
k p R R k
R
p

| |
| |
| = + + + +
|
|
| |
\
\ + +
|
\


2
2
6 1 (1 )(1 cos ) cos
3
R
p R R k h
( | |
| |
( | +
|
|
(
\
\
(27)


where (M+1)h=1, (N+1)k = 1. Consequently, the spectral radii of the Jacobi and Gauss-Seidel
matrices are related by

(

) = (

(28)
Hence, the associated iteration

()
=
()
+ (29)
converges for any initial guess, where G is either Jacobi or Gauss-Seidel iteration matrix. The
Jacobi and Gauss-Seidel splitting are regular for both the line and point versions, and hence they
converge for any initial guess.

4. Numerical Results

If we replace the partial derivatives in equation (1) by the central difference approximations at
the grid point ( , ) l m , we obtain a central difference scheme (CDS) which is of
2 2
( ) O k h + . We now
solve the following two benchmark problems whose exact solutions are known. The right-hand side
hogrneous function and boundary conditions may be obtained by using the exact solution as a test
procedure. We use block Gauss-Seidel iterative method (See [22-25]) to solve the proposed scheme
(19). In all cases, we have considered
(0)
= u 0 as the initial guess and the iterations were stopped
when the absolute error tolerance
( 1) ( ) 12
10
k k +
u u was achieved. In all cases, we have calculated
maximum absolute errors ( l

-norm) for different grid sizes. All computations were performed using
double precision arithmetic.


Example 1 (Convection-diffusion equation)
The problem is to solve (20) in the solution region 0 < , < 1 whose exact solution is
(, ) =

+ (1 ) , where

and 0 > .
The maximum absolute errors for are tabulated in Table 1.1 and Table 1.2.

Example 2 (Poissons equation in polar cylindrical coordinates)


2 2
2 2
1
( , )
u u u
f r z
r z r r

+ + =

, 0<r, z<1 (30)

The exact solutions are given by u(r, z) = r
2
sinhr coshz. The maximum absolute errors for
are tabulated in Table 2.1 and Table 2.2.

5. Concluding remarks

Available numerical methods based on spline approximations for the numerical solution of
2D Poissons equation are of
2 2
( ) O k h + accurate, which require nine grid points. In this article,
using the same number of grid points , we have discussed a new stable compact nine point cubic
spline finite difference method of
2 4
( ) O k h + accuracy for the solution of Poissons equation in
polar cylindrical coordinates. For a fixed parameter
2
k
h
= , the proposed method behaves like a
fourth order method, which is exhibited from the computed results.


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Table 1.1
Example 1: The maximum absolute errors

(h, k)
Proposed
2 4
( ) O k h + - method
2 2
( ) O k h + - method
= 10 = 50 = 10 = 50

( )
1 1
20 10
,

0.2645E-02

0.1982E-01

0.9212E-02

0.2240E+00

( )
1 1
40 20
,

0.6560E-03

0.1823E-02

0.2279E-02

0.6511E-01

( )
1 1
20 40
,

0.2167E-03

0.1875E-01

0.1125E-01

0.2253E+00


( )
1 1
80 40
,

0.1635E-03

0.1511E-03

0.5682E-03

0.1416E-01

( )
1 1
40 80
,


0.4352E-04


0.1604E-02


0.2755E-02


0.6534E-01





Table 1.2

Example 1: The maximum absolute errors
2
( 64)
k
h
=

h
Proposed
2 4
( ) O k h + - method
4 4
( ) O k h + - method discussed in [8]
=5 =10 =15 =5 =10 =15

1
16




0.1808E-01



0.1636E-01



0.1494E-01



0.4408E-01


0.4212E-01

0.4018E-01

1
32



0.1129E-02



0.1026E-02



0.9396E-03



0.2692E-02


0.2554E-02


0.2482E-02


1
64




0.7054E-04



0.6419E-04



0.5881E-04



0.1645E-03


0.1566E-03

0.1512E-03



Table 2.1
Example 2: The maximum absolute errors

(h, k)
Proposed
2 4
( ) O k h + - method
2 2
( ) O k h + - method

( )
1 1
20 10
,

0.3986E-03

0.1133E-02

( )
1 1
40 20
,

0.1089E-03

0.3003E-03

( )
1 1
20 40
,

0.4117E-03

0.1132E-02


( )
1 1
80 40
,

0.2893E-04

0.7836E-04

( )
1 1
40 80
,


0.1116E-03


0.2984E-03


Table 2.2

Example 2: The maximum absolute errors
2
( 64)
k
h
=

h
Proposed
2 4
( ) O k h + - method
4 4
( ) O k h + - method discussed
in [8]

1
16




0.2711E-02



0.4842E-02


1
32



0.1654E-03



0.2988E-03



1
64




0.1016E-04



0.1811E-04