Paper 4, Section II, A

Numerical Analysis
Part II, 2011

(i) Consider the Poisson equation

2u=f,1x,y1\nabla^{2} u=f, \quad-1 \leqslant x, y \leqslant 1

with the periodic boundary conditions

and the normalization condition

1111u(x,y)dxdy=0\int_{-1}^{1} \int_{-1}^{1} u(x, y) d x d y=0

Moreover, ff is analytic and obeys the periodic boundary conditions f(1,y)=f(-1, y)= f(1,y),f(x,1)=f(x,1),1x,y1.f(1, y), f(x,-1)=f(x, 1),-1 \leqslant x, y \leqslant 1 .

Derive an explicit expression of the approximation of a solution uu by means of a spectral method. Explain the term convergence with spectral speed and state its validity for the approximation of uu.

(ii) Consider the second-order linear elliptic partial differential equation

(au)=f,1x,y1\nabla \cdot(a \nabla u)=f, \quad-1 \leqslant x, y \leqslant 1

with the periodic boundary conditions and normalization condition specified in (i). Moreover, aa and ff are given by

a(x,y)=cos(πx)+cos(πy)+3,f(x,y)=sin(πx)+sin(πy)a(x, y)=\cos (\pi x)+\cos (\pi y)+3, \quad f(x, y)=\sin (\pi x)+\sin (\pi y)

[Note that aa is a positive analytic periodic function.]

Construct explicitly the linear algebraic system that arises from the implementation of a spectral method to the above equation.

u(1,y)=u(1,y),ux(1,y)=ux(1,y),1y1,u(x,1)=u(x,1),uy(x,1)=uy(x,1),1x1\begin{aligned} & u(-1, y)=u(1, y), \quad u_{x}(-1, y)=u_{x}(1, y), \quad-1 \leqslant y \leqslant 1, \\ & u(x,-1)=u(x, 1), \quad u_{y}(x,-1)=u_{y}(x, 1), \quad-1 \leqslant x \leqslant 1 \end{aligned}