Fundamental Journal of Mathematical Physics

ISSN: 2249-9776
Volume 10, Issue 1, 2022, Pages 1-23
This paper is available online at http://www.frdint.com/
Published online January 1, 2022

NUMERICAL SOLUTION OF TWO DIMENSIONAL

POISSON EQUATIONS BY USING FOURTH-ORDER
COMPACT FINITE DIFFERENCE METHOD

KEDIR ALIYI KOROCHE

Department of Mathematics
College of Natural and Computational Sciences
Ambo University
Ambo
Ethiopia
e-mail: [email protected]

Abstract

In this paper, the fourth-order compact finite difference scheme has

been presented for solving the two-dimensional Poisson equation. First,
the given solution domain is discretized with uniform and non-uniform
mesh size and then the partial derivative is replaced into functional
values at each grid point by using Taylor series expansion. From this
discretization, we obtain system of algebraic equations. Then, the
obtained system of algebraic equations is solved by the Thomas method.
The stability and convergent analysis of present scheme are
investigated. To validate the applicability of the proposed method, one
model example is considered and solved for different values of the mesh
sizes in both directions. Numerical results are presented in tables in
terms of root mean square error L2 and maximum absolute error L∞

Keywords and phras es : Elliptic equation, Poisson equation, compact difference scheme,

convergence of methods.

Received September 29, 2021

© 2022 Fundamental Research and Development International

2 KEDIR ALIYI KOROCHE

norms. The numerical results presented in tables and graphs confirm

that the approximate solution is in good agreement with the exact
solution.

1. Introduction

A partial differential equation (PDE) is an equation containing a

partial derivative of the dependent variable [9]. These equations arise in
almost all areas of applied mathematics, physics, and some branches of
engineering [5], for instance, in fluid mechanics, elasticity, heat transfer,
energy systems, environmental flows, hydraulics, neutron diffusion in
nuclear reactors, and structural analysis [18]. This partial differential
equation is classified into parabolic, hyperbolic, and elliptic types of
equations [5, 9, 11, 16]. Therefore the partial differential equations model
sorts of phenomena, display different behavior, and require different
numerical techniques for their solution [11] and simplest examples of the
elliptic type of PDEs are Poisson’s equation and Laplace equation [5].
These elliptic-type equations are generally associated with equilibrium or
steady-state problems [5]. For instance Steady-state condition in a
communications circuit and electrical circuit are application of these
types of equation.

The Steady-state condition in a communications circuit can be defined

as a condition in which some specified characteristic of a condition, such
as a value, rate, periodicity, or amplitude, exhibits only negligible change
over an arbitrarily long period. Again the Steady-state conditions, in an
electrical circuit define as the condition that exists after all initial
transients or fluctuating conditions have damped out, and all currents,
voltages, or fields remain essentially constant or oscillate uniformly [12].
For example, the velocity potential for the steady flow of incompressible
non-viscous fluid satisfies Laplace’s equation and the electric potential
associated with a two-dimensional electron distribution of charge density
satisfies Poisson’s equation [5]. The Poisson equation is a generalization
form of Laplace’s equation. This equation is named after the French
mathematician geometer, and physicist Simon Denis Poisson [1].
 SOLUTION OF TWO DIMENSIONAL POISSON EQUATIONS 3

Boundary conation of Elliptic types of PDEs equation arises in the study

of steady-state or time-independent solutions of heat equations. Because
these solutions do not depend on time, initial conditions are irrelevant
and only boundary conditions are specified. Applications of Poisson
equation also include the static displacement U (x , t ) of a stretched
membrane fastened in space along the boundary of a region; the
electrostatic and gravitational potentials in certain force fields; and, in
fluid mechanics for an ideal fluid [17].

Poisson’s equation is also a very powerful tool for modeling the

behavior of electrostatic systems, but unfortunately may not only be
solved analytically for very simplified models [1]. Because of this, these
methods are based on advanced mathematical techniques [5]. Among
Elliptic types of PDEs, Poisson type equations are the most practical and
frequently investigated [1]. In solving these types of partial differential
equations, we are looking for a function of more than a variable that
satisfies the same relation between different partial derivatives [11]. But
Poisson equation may not only be solved analytically for very simplified
models. Consequently, numerical simulation must be utilized for that
model problem due to them has complex geometries behavior within their
practical value [1]. Therefore, several numerical methods are available
that we use to solve the Poisson equation. The numerical methods are, in
general, simple but generate erroneous results [5].

In many application areas, such as aero-acoustics and

electromagnetic, the propagation of acoustic and electromagnetic waves
needs to be accurately simulated over very long periods and far distances.
Some numerical methods are not accurate for solving such types of the
equation. For instance, the finite difference method is used as the direct
conversion of the partial differential equation from continuous function
and operator into their discretely sampled counterpart. This converts the
entire problem into a system of linear equations that may be readily
solved employing matrix inversion, Jacobi, Gauss-elimination, the
successive over-relaxation method [7]. The accuracy of such a method is
4 KEDIR ALIYI KOROCHE

therefore directly tied to the ability of a finite grid to approximate a

continuous system and errors may be arbitrarily reduced by simply
increasing the number of samples [6]. But the method has required high
cost regarding storage capacity in the computational domain. Anley [16]
solved the elliptic equation by using the finite volume method. He used
the finite volume method and the solution domain is subdivided into a
finite number of small control volumes by a grid that grid defines the
boundaries of the control volumes while the computational node lies at
the center of the control volume to solve the elliptic equation. Nodal
points are used within these control volumes for interpolating the field
variable and usually, the single node at the center of the control volume is
used for each control volume. But the method gives better accuracy only
for the small number of a grid point and is difficult to compute the
solution in a complex computational domain when step length is very
small. Genet and Lemi [1] presented the solution of two-dimensional
Poisson equations using the finite difference method. This method is
mathematically simple and guarantees the necessary accuracy for a
relatively small number of mesh-size. This confirms that the method is
not accurate for relatively a few grid points (i.e., for mesh size very large)
and is difficult to apply for high dimension geometric spaces. Hence this
method does not always converge to the exact solutions for coarser step
lengths. Mohammad and Azim [20] also presented the Numerical
Solution of Poisson’s Equation Using a Combination of Logarithmic and
Multiquadric Radial Basis Function Networks. In multiquadric radial
basis functions MQ-RBFs, some parameters influence the accuracy of the
solution. The solution diverges until the optimal shape parameters are
obtained. As we compared to the exact solution, the approximate solution
needs further improvement.

Even though the accuracy of the aforementioned methods is

promising, they require large memory and long computational time.
Besides, the methods are not suitable for higher-dimensional and
problems involving complex geometries. So, the treatment of the mesh
 SOLUTION OF TWO DIMENSIONAL POISSON EQUATIONS 5

size and shape parameter in the applied method presents severe

difficulties that have to be addressed to ensure the accuracy of the
solution for the Poisson equation, and efficiency of the method applied.
Therefore due to this end, the accumulation of errors is generated
throughout solving the Poisson equation. Thus still, the accuracy of the
method needs attention; because the treatment of the method used to
solve the Poisson equation is not trivial distribution.

To reduce the accumulation of errors, the numerical algorithm must

be highly accurate. To accomplish this goal, high-order compact finite
difference schemes have been developed to solve PDEs types of the
equation in a different application (see [8, 14, 19]). High-order finite
difference schemes can be classified into two main categories: explicit
schemes and Pade-type or compact schemes. Explicit schemes compute
the numerical derivatives directly at each grid by using large stencils,
while compact schemes obtain all the numerical derivatives along a grid
line using smaller stencils and solving a linear system of equations.
Experience has shown that compact schemes are much more accurate
than the corresponding explicit scheme of the same order [14]. Therefore
to this end, this paper aims to apply the fourth-order compact finite
difference method that is capable of solving the Two-Dimensional Poisson
Equation and obtain an innovative solution of Poisson Equation in the
specified solution domain.

Statement of the problem

Consider that the following Poisson equation which is considered in

[1] given by:

U xx + U yy = − f (x , y ) , (x , y ) ∈ (a, b) × (c, d ) (1)

which is subject to Dirichlet boundary condition.

U (a, y ) = U (b, y ) = U (x , c ) = U (x , d ) = 0, (2)

f (x , y ) is assumed to be sufficiently smooth functions in

D = [a, b] × [c, d ] for the existence and the uniqueness of the solution.
6 KEDIR ALIYI KOROCHE

Discretized the solution domain

Now we define a mesh size h and k and the constant grid point by
drawing a horizontal and vertical line of distance ' h' and ' k' respectively
in the ‘x’ and ‘y’ directions. These lines are called gridlines and the points
at which they interact are known as the mesh points. The mesh point that
lies at end of the domain is called the boundary point. The solution to the
problem that lies at boundary points is called boundary condition. These
boundary conditions are used to find the solution of the given model
problem at interior points. The points that lie inside the region (inside the
solution domain) are called interiors points. The goal is to approximate
the solution ' U jn ' at the interior mesh points. Hence we discretized the

solution domain and generate a grid by using both uniform and non-
uniform discretize of grid point given as follows.

* A uniform Cartesian grid point can be generated as:

b−a
a = x 0 < x1 < x 2 < ... < x M = b, x j +1 = x j + jh, h = ;
M

d−c
c = y0 < y1 < y2 < ... < yN = d, yn +1 = yn + nk, k = . (3)
N

* A non-uniform Cartesian grid point can be generated as:

x j = h × rand(1) , h = x j +1 − x j ,

yn = k × rand(1) , k = yn +1 − yn , (4)

where j = 0(1)M , n = 0(1)N . M and N are the maximum numbers of

grid points, respectively, in the x and y -direction. Then the present
paper is organized as follows. Section two is a description of numerical
methods, section three, stability and convergence analysis, section four is
the results of numerical experiments, section five is the discussion and
section six is the conclusion.
 SOLUTION OF TWO DIMENSIONAL POISSON EQUATIONS 7

2. Formulation of the Numerical Scheme

Assuming that U (x , y ) has continuous higher order partial derivative

on the region D = [a, b] × [c, d ]. For the sake of simplicity, we use

∂ pU ∂ pU
U (x j , yn ) = U jn , = ∂ xpU jn and = ∂ ypU jn for p ≥ 1 is pth
∂x p ∂y p
order derivatives. To construct the scheme, assume that for the
approximate value of the following from the model problem in Eq. (1) as
follow:

(U xx + U yy ) (x 0 , y0 ) ≈ a0U 0 + a1 (U1 + U 3 ) + a2 (U 2 + U 4 )

+ a3 (U 5 + U 6 + U 7 + U 8 ) , (5)

f (x 0 , y0 ) ≈ b0 f0 + b1 ( f1 + f2 + f3 + f4 ) . (6)

By using Taylor series expansion, we have:

h2 2 h3 3
U1 = U 0 + h∂ xU 0 + ∂ xU 0 + ∂ U
2! 3! x 0

h4 4 h5 5
+ ∂ xU 0 + ∂ U + O ( h6 ) , (7)
4! 5! x 0

h2 2 h3 3
U 3 = U 0 − h∂ xU 0 + ∂ xU 0 − ∂ U
2! 3! x 0

h4 4 h5 5
+ ∂ U − ∂ U + O( h6 ) , (8)
4! x 0 5! x 0

h2 2 h3 3
U 2 = U 0 + h∂ yU 0 + ∂ yU 0 + ∂ U
2! 3! y 0

h4 4 h5 5
+ ∂ U + ∂ U + O ( h6 ) , (9)
4! y 0 5! y 0

h2 2 h3 3
U 4 = U 0 − h∂ yU 0 + ∂ yU 0 − ∂ U
2! 3! y 0
8 KEDIR ALIYI KOROCHE

h4 4 h5 5
+ ∂ U − ∂ U + O( h6 ). (10)
4! y 0 5! y 0

Adding Eq. (7) to Eq. (8) and Eq. (9) to Eq. (10), we obtain

 h4 4 
a(U1 + U 3 ) = a1  2U 0 + h∂ xU 0 + ∂ xU 0  + O ( h 6 ) ,
 4! 

 h4 4 
a(U 2 + U 4 ) = a1  2U 0 + h∂ yU 0 + ∂ yU 0  + O ( h 6 ) , (11)
 4! 

h6 6 h6 6
where T1 = ∂ xU 0 and T2 = ∂ U are their local truncation
360 360 x 0
errors. Again using the Taylor series expansion we have:

h2 2
U 6 = U 0 + h(∂ xU 0 + ∂ yU 0 ) + ( ∂ + 2∂ 2xyU 0 + U 0 ∂ 2yU 0 )
2! x

h3 3
+ ( ∂ xU 0 + 3∂ 3xxyU 0 + 3∂ 3yyxU 0 + ∂ 3yU 0 )
3!

h4 4
+ ( ∂ U + 4∂ 4xxxyU 0 + 6∂ 4xxyyU 0 + 4∂ 4xyyyU 0 + ∂ 4yU 0 )
4! x 0

h5 5
+ ( ∂ xU 0 + 5∂ 5 4 U 0 + 10∂ 5 3 2U 0 + 10∂ 5 2 3U 0
5! x y x y x y

+ 5∂ 5 4 U 0 + ∂ 5yU 0 ) + O ( h 6 ) , (12)
xy

h2 2
U 5 = U 0 − h(h∂ xU 0 + ∂ yU 0 ) + ( ∂ x − 2∂ 2xyU 0 + U 0 ∂ 2yU 0 )
2!

h3 3
− ( ∂ xU 0 + 3∂ 3xxyU 0 + 3∂ 3yyxU 0 + ∂ 3yU 0 )
3!

h4 4
+ ( ∂ U − 4∂ 4xxxyU 0 + 6∂ 4xxyyU 0 − 4∂ 4xyyyU 0 + ∂ 4yU 0 )
4! x 0

h5 5
− ( ∂ xU 0 + 5∂ 5 4 U 0 + 10∂ 5 3 2U 0 + 10∂ 5 2 3U 0
5! x y x y x y
 SOLUTION OF TWO DIMENSIONAL POISSON EQUATIONS 9

+ 5∂ 5 4 U 0 + ∂ 5yU 0 ) + O ( h 6 ) , (13)
xy

h2 2
U 7 = U 0 + h(h∂ xU 0 + ∂ yU 0 ) + ( ∂ + 2∂ 2xyU 0 + U 0 ∂ 2yU 0 )
2! x

h3 3
+ ( ∂ xU 0 + 3∂ 3xxyU 0 + 3∂ 3yyxU 0 + ∂ 3yU 0 )
3!

h4 4
+ ( ∂ U + 4∂ 4xxxyU 0 + 6∂ 4xxyyU 0 + 4∂ 4xyyyU 0 + ∂ 4yU 0 )
4! x 0

h5 5
+ ( ∂ xU 0 + 5∂ 5 4 U 0 + 10∂ 5 3 2U 0 + 10∂ 5 2 3U 0
5! x y x y x y

+ 5∂ 5 4 U 0 + ∂ 5yU 0 ) + O ( h 6 ) , (14)
xy

h2 2
U 8 = U 0 − h(h∂ xU 0 + ∂ yU 0 ) + ( ∂ x − 2∂ 2xyU 0 + U 0 ∂ 2yU 0 )
2!

h3 3
− ( ∂ xU 0 + 3∂ 3xxyU 0 + 3∂ 3yyxU 0 + ∂ 3yU 0 )
3!

h4 4
+ ( ∂ U − 4∂ 4xxxyU 0 + 6∂ 4xxyyU 0 − 4∂ 4xyyyU 0 + ∂ 4yU 0 )
4! x 0

h5 5
− ( ∂ xU 0 + 5∂ 5 4 U 0 + 10∂ 5 3 2U 0 + 10∂ 5 2 3U 0
5! x y x y x y

+ 5∂ 5 4 U 0 + ∂ 5yU 0 ) + O ( h 6 ) . (15)
xy

Now adding Eqs. (11-14) all together we obtain:

a3 (U 5 + U 6 + U 7 + U 8 ) = a3 [ 4U 0 + 2h3 ( ∂ 2xU 0 + ∂ 2yU 0 )

4h 4 4
+ ( ∂ xU 0 + 6∂ 4xxyyU 0 + ∂ 4yU 0 ) + O ( h 6 ) ]. (16)
4!

h6
T3 = ( ∂ 6 + ∂ 6y )U 0 . Is it a local truncation error? From the model
360 x
10 KEDIR ALIYI KOROCHE

problem we have:

f0 = −[ ∂ 2xU 0 + ∂ 2yU 0 ] ,

∂ 2x f0 = −[ ∂ 4 4 U 0 + ∂ 4 2 2U 0 ] ,
x x y

∂ 2y f0 = −[ ∂ 4 2 2U 0 + ∂ 4 4 U 0 ]. (17)
y x y

Using Eq. (17), from Eq. (6) we obtain:

b0 f0 = −b0 [ ∂ 2xU 0 + ∂ 2yU 0 ] , (18)

 2h 2 2 
b1 ( f1 + f2 + f3 + f4 ) = b1 4 f0 + ( ∂ x f0 + ∂ 2y f0 ) + O ( h 4 )
 2 

 2h 2 4 
= −b1 4( ∂ 2xU 0 + ∂ 2yU 0 ) + ( ∂ 4 U 0 + ∂ 4 2 2U 0 + ∂ 4 2 2 U 0 + ∂ 4 4 U 0 
 2 x x y y x y 

+ O ( h 4 ). (19)

Now substituting Eqs. (5) and (6) into the model problem in Eq. (1), we
obtain:

a0U 0 + a1 (U1 + U 3 ) + a2 (U 2 + U 4 ) + a3 (U 5 + U 6 + U 7 + U 8 )

= b0 f0 + b1 ( f1 + f2 + f3 + f4 ) . (20)

Again substituting Eqs. (11), (16), (18) and (19) into Eq. (20), we obtain:

 h4 4   h4 4 
a0U 0 + a1  2U 0 + h∂ xU 0 + ∂ xU 0  + a1  2U 0 + h∂ yU 0 + ∂ yU 0 
 4!   4! 

 4h 4 4 
+ a3 4U 0 + 2h3 ( ∂ 2xU 0 + ∂ 2yU 0 ) + ( ∂ xU 0 + 6∂ 4xxyyU 0 + ∂ 4yU 0 )
 4! 

= −b0 [ ∂ 2xU 0 + ∂ 2yU 0 ]

 SOLUTION OF TWO DIMENSIONAL POISSON EQUATIONS 11

 2h 2 4 
− b1 4( ∂ 2xU 0 + ∂ 2yU 0 ) + ( ∂ 4 U 0 + ∂ 4 2 2U 0 + ∂ 4 2 2U 0 + ∂ 4 4 U 0  .
 2 x x y y x y 

This gives the system of linear equation in the form of:

a0 + 2a1 + 2a2 + 4a4 = 0,

h 2 (a1 + 2a3 ) = −b0 − 4b1 ,

h 2 (a2 + 2a3 ) = −b0 − 4b1 ,

h 2 a3 = −2b1 ,

h 2 (a1 + 2a3 ) = −12b1 ,

h 2 (a2 + 2a3 ) = −12b1 . (21)

Now by solving the system of linear equation in Eq. (21), we obtain the
8b1 2b1
value of arbitrary constant given by: a1 = a2 = − , a3 = − ,
2
h h2
b
a0 = 40 1 , b0 = 8b1 .
h2

Now after certain simplification with b1 = 1, in Eq. (20), we obtain

the proposed scheme given by

4[U1 + U 2 + U 3 + U 4 ] + [U 5 + U 6 + U 7 + U 8 ] − 20U 0

h2
= − (8 f0 + f1 + f2 + f3 + f4 ).
2

Implies that:

4[U i +1, j + U i, j +1 + U i −1, j + U i, j −1 ]

+ [U i +1, j −1 + U i +1, j +1 + U i −1, j +1 + U i −1, j −1 ] − 20U i, j

12 KEDIR ALIYI KOROCHE

h2
= −
2
(8 fi, j + fi, j +1 + fi, j +1 + fi −1, j + fi, j −1 ). (22)

With its local truncation is:

 (∆y )4 6 (∆x )4 4 (∆y )2 3 (∆x )2 2 

Ti, j = 12h 4  ∂y − ∂ + ∂y − ∂ y U i , j . (23)
 360 360 x 12 12 

Hence from Eq. (22), we obtain tri-diagonal coefficient matrix of system of

linear equation. To solve this system of equation, we use the Thomas
method. Because of to solve these types of system of the equation the
most recommended numerical method is the Thomas method. This is due
to the coefficient matrix contains several zero entries.

3. Stability Analysis and Convergent of the Proposed Method

The Fourier analysis (Von-Neumann) stability analysis technique is

applied to investigate the stability analysis of the proposed method. Such
an approach has been used by many researchers like [3, 4, 13, 21, 22].
Now assume that the trial solution of the given problem at the points
(x i , y j ) is

u j n = λ j e pi K a , (24)

where p = − 1 , K a = aπ N , k ∈ (R set of a real number), λ ∈ (set of a

complex number) and a = 1(1)N . Substituting Eq. (24) into Eq. (22), we
obtain:

4[ λ j e phK a (i +1) + λ j +1e pihK a + λ j e phK a (i −1) + λ j −1e pihK a ]

+ [ λ j −1e phK a (i +1) + λ j +1e phK a (i +1) + λ j +1e phK a (i −1)

+ λ j −1e pihK a (i −1) ] − 20λ j e pihK a

h2
= − ( 8λ j e pihK a + λ j +1e pihK a + λ j −1e phK a (i +1)
2
 SOLUTION OF TWO DIMENSIONAL POISSON EQUATIONS 13

+ λ j e phK a (i −1) + λ j +1e phK a (i −1) ) .

On dividing both sides of this equation by λ j e pihK a , we obtain:

4[ e phK a + λ a + e − phK a + λ−a1 ] + [ λ−a1e phK a + λ a e phK a

+ λ a e − phK a + λ−a1e − phK a ] − 20

h2
= − ( 8 + λ a + e phK a + e − phK a + λ−a1 ) ,
2

16 cos(hka ) + 8λ a + 8λ−a1 + 4λ−a1 cos(hka ) + 4λ a cos(hka ) − 40

= 8h 2 + h 2 λ a + 2h 2 cos(hka ) + h 2 λ−a1 .

This implies that:

λ a  2 + cos(hka ) − h 2  + λ−a1  2 + cos(hka ) − h 2 

1 1
 4   4 

+  4 − h 2  cos(hka ) − 2( 5 + h 2 ) = 0.
1
 2  

Multiplying both sides of the above equation by λ a , we obtain:

2[ ( 8 − h 2 ) cos(hka ) − 4( 5 + h 2 ) ] ( 8 − 4 cos(hka ) + h 2 )
λ2a − λ a − = 0,
( 8 − 4 cos(hka ) + h 2 ) ( 8 − 4 cos(hka ) + h 2 )

2[ ( 8 − h 2 ) cos(hka ) − 4( 5 + h 2 ) ]
λ2a − λ a − 1 = 0.
( 8 + 4 cos(hka ) + h 2 )

Let X = [ ( 8 − h 2 ) cos(hka ) − 4( 5 + h 2 ) ] and Y = ( 8 + 4 cos(hka ) + h 2 ) .

2λ a X
λ2a − = 1.
Y

By using perfect square, we have:

14 KEDIR ALIYI KOROCHE

2 2
λ − X  = 1 +   .
X
 a 
 Y  Y 

2
X X  1
(X + (Y 2 + X 2 ).
λa = ± 1+   = (25)
Y Y  Y

Since for any value of mesh-size h, X = [( 8 − h 2 ) cos(hka )

− 4( 5 + h 2 ) ] ≤ 1 and Y = ( 8 + 4 cos(hka ) + h 2 ) > 1. Hence from Eq.
(25) we have:

2
± 1 +  
X X 1
λa =  = ( X + (Y 2 + X 2 )
Y Y  Y

1
≤ X ± Y2 + X2
Y

1
< X + Y2 + X2 Triangular inequality
Y

1
≤ X + Y 2 + X 2 < 1.
Y

Hence we obtain the required criteria for stability investigation of the

proposed method. Therefore the proposed method is strictly stable for
solving two-dimensional Poisson equations.

Theorem 2. The difference equation given in the form of Eq. (12) is

stable if for which the eigenvalues of the coefficient matrix of the system of
the differential equation are satisfied Real (λ j ) < 0.

Proof. See reference [3].

Since from the principal part of the local truncation error, the derived
local truncation error for the proposed scheme is

h2
Ti , j = ( 2∂ 6x + 9∂ 6xxxy + 14∂ 6xxyyU 0 + 9∂ 6xyyy + 2∂ 6y )U i, j .
360
 SOLUTION OF TWO DIMENSIONAL POISSON EQUATIONS 15

1
lim h → 0 Ti, j = lim h → 0 h 6 ( 2∂ 6x + 9∂ 6xxxy
360

+ 14∂ 6xxyyU 0 + 9∂ 6xyyy + 2∂ 6y )U i, j → 0.

Thus this implies that, Ti , j → 0 as h → 0. So that, the scheme is

consistent with the order of O ( ∆x 6 + ∆y 6 ) = O ( h 6 ). Hence the scheme is

convergent.

Criteria for investigating the accuracy of the method

This section presented the criteria that the accuracy of the present
method is investigated. The accuracy of the solution will depend on how
small we make the step size, ∆x = ∆y = h. To test the performance of the
proposed method to give an accurate solution for the given model
problem, maximum absolute error, L2 and L∞ norms are calculated by
using the following formula:

L∞ = max u(x i , y j ) − ui , j ,
1≤ n ≤ N

∑ j =0
1 N 2
L2 = u(x i , y j ) − ui, j i = 1(1)M ,
N

where N is the maximum number of step, u(x i , y j ) is the exact solution

and ui, j is approximation solution of the Poisson equation in Eq. (1) at

the grid point (x i , y j ).

4. Numerical Experiments and their Results

To test the validity of the proposed method, we have considered the

following three model problem considered in [1]. Numerical results and
errors are computed and the outcomes are represented tabularly and
graphically.

Example 1. Consider the classical two-dimensional equation

16 KEDIR ALIYI KOROCHE

considered in [1]

uxx + u yy = −2π2 sin(πx ) sin(πy ) , (x , y ) ∈ (0, 1) × (0, 1).

The subjected Dirichlet boundary condition is given by:

U (0, y ) = u(1, y ) = u(x , 0 ) = u(x , y ) = 0.

1
∆x = ∆y = h = and the exact solution is given by:
40

u(x , y ) = sin(πx ) sin(πy ) .

Table 1. Comparison of Point-wise maximum absolute error (L∞ ) and

root mean square error (L2 ) with uniform mesh size equal
∆x = ∆y = h = 1 40

Specific grid Point-wise maximum absolute Point-wise maximum absolute

points error obtained by Genet error and root mean square
Mekonnen and Lemi Guta in error by present methods
[1]

x y L∞ L∞ L2

14 14 2.65E − 02 2.5710 E − 04 4.0651E − 05

12 14 3.75E − 02 3.6359 E − 04 5.7489 E − 05

34 14 2.65E − 02 2.5710 E − 04 4.0651E − 05

14 12 3.75E − 02 3.6359 E − 04 5.7489 E − 05

12 12 5.30E − 02 5.1420 E − 04 8.1302E − 05

34 12 3.75E − 02 3.6359 E − 04 5.7489 E − 05

14 34 2.65E − 02 2.5710 E − 04 4.0651E − 05

12 34 3.75E − 02 3.6359 E − 04 5.7489 E − 05

34 34 2.65E − 02 3.6359 E − 04 2.5710 E − 05

 SOLUTION OF TWO DIMENSIONAL POISSON EQUATIONS 17

Figure 1. Physical Behavior of Approximate solution for given example

on uniform mesh size ∆x = ∆y = h = 1 40 .

Figure 2. Physical Behavior of Exact solution for given example on

uniform mesh size ∆x = ∆y = h = 1 40 .
18 KEDIR ALIYI KOROCHE

Figure 3. Variation of exact versus numerical solution for given example

with uniform mesh size ∆x = ∆y = h = 1 40 .

Table 2. Comparison of Point-wise maximum absolute error (L∞ ) and

root mean square error (L2 ) with non-uniform mesh size equal

Specific grid Point-wise maximum Point-wise maximum absolute

points absolute error obtained by error and root mean square
Genet Mekonnen and Lemi error by present methods
Guta in [1]

x y L∞ L∞ L2

0.127 0.0975 3.51E − 02 4.3477 E − 04 1.0248 E − 04

0.6324 0.0975 6.92E − 02 2.0690 E − 03 4.8766 E − 04

0.8147 0.0975 1.015E − 01 1.5356 E − 03 3.6195E − 04

0.127 0.2285 9.16E − 02 2.2017 E − 03 5.1895E − 04

0.6324 0.2785 3.532E − 01 1.6866 E − 03 3.9754 E − 04

0.8147 0.2785 1.269E − 01 6.6610 E − 04 1.5700 E − 04

0.127 0.5469 9.59E − 02 2.2450 E − 03 5.2914 E − 04

0.6324 0.5469 2.105E − 01 1.1009 E − 03 2.5948 E − 04

0.8147 0.5469 7.33E − 02 1.4153 E − 03 3.3358 E − 04

 SOLUTION OF TWO DIMENSIONAL POISSON EQUATIONS 19

Figure 4. Physical Behavior of Approximate solution for given example

on non-uniform mesh size.

Figure 5. Physical Behavior of Exact solution for given example on non-

uniform mesh size.
20 KEDIR ALIYI KOROCHE

Figure 6. Variation of exact versus numerical solution for given example

on non-uniform mesh size.

Figure 7. Variation of Point-wise absolute errors between exact and

numerical solution for given example on uniform versus non-uniform
mesh size.

5. Discussions

In this paper, we presented a fourth-order compact finite difference

method to obtain an innovative solution for two-dimensional Poisson
equations. The innovative solution, obtained within the fourth-order
compact finite difference method, discussed only the case of the Dirichlet
boundary condition. Regarding this partial differential equation, we note
that there are two main ways of compact finite difference discretization
 SOLUTION OF TWO DIMENSIONAL POISSON EQUATIONS 21

(over a uniform grid and non-uniform grid points). When we apply the
compact finite difference method to the continuous two-dimensional
Poisson equation the equation is replaced by a “discrete” approximation.
The number of those discrete points can be selected uniformly or non-
uniformly depending on the mesh size (h ) . The mesh is the set of
locations where the discrete solution is computed. Two key parameters of
the mesh are the local distance between adjacent points in space. Fourth-
order Compact finite difference discretization is simple to implement by
using both equal mesh size and non-uniform mesh size as shown above in
the table and graph. The full discretization of the Poisson equation by the
present method leads to the system of linear equations which is solved by
using the Thomas method. The convergence has been shown in the sense
of maximum point-wise absolute error norm (L∞ ) and root mean error
(L2 ) , their values are given in tables and they are compared with pre-
existing results. The stability and convergence of the present method are
also investigated by using the Von-Neumann stability analysis technique.
The results presented in Tables 1 and 2 demonstrate fourth-order finite
difference method gives a more accurate numerical solution than the pre-
existing method in the literature. As we see from Figure 7 the present
method is more accurate when we investigate the solution of the model
problem on non-uniform grid point discretization of the solution domain.
Moreover, Figures 3 and 6 specifies that the present method gives an
accurate solution for the 2D Poisson equation on both uniform and non-
uniform grid point discretization of solution domain and the approximate
exact solution very well.

6. Conclusion

The key purpose of this work is to formulate and investigate the

fourth-order compact finite difference method for solving two-dimensional
Poisson equations. To further collaborate the applicability of the proposed
method; tables of point-wise absolute error and root mean square error
and graphs have been plotted for Example 1, for the exact solution versus
the numerical solutions at different values of x on both uniform and non-
22 KEDIR ALIYI KOROCHE

uniform grid points. Table 1, shows the absolute errors obtained by my

fourth-order compact finite difference method have been compared with
absolute errors obtained by [1] on uniform grid points and it shows that
the present method is the more convergent method. Table 2, also shows
the absolute errors obtained by the present method have been compared
with absolute errors obtained by [1] on non-uniform grid points and then
also it is showing that the present method is accurate than the previous
method. Generally, the present method is computational: stable, effective,
simple to use, convergent, and gives an accurate solution than some
previously existing methods.

Acknowledgements

The author wishes to express his thanks to the authors of literatures

for the provision of initial idea for this work. Last but not least, the
author wishes to express his thanks to his beloved friend Hailu Muleta
Chemeda; your kindness and help will be a great memory for me.

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