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Next: 5.3.4 Cyclic Reduction (CR) Up: 5.3 Boundary Value Problems: Previous: 5.3.2 ADI Method for


5.3.3 Fourier Transform Method (FT)

Let $u_{0,l}=u_{M,l}$ and $u_{k,0}=u_{k,N}$ (periodic boundary conditions.) Then we may write
$\displaystyle u_{k,l}$ $\textstyle =$ $\displaystyle \frac{1}{MN} \sum_{m=0}^{M-1}\sum_{n=0}^{N-1}
U_{m,n} e^{-2\pi i \,km/M} e^{-2\pi i \,nl/N}$  

with
$\displaystyle U_{m,n}$ $\textstyle =$ $\displaystyle \sum_{k=0}^{M-1}\sum_{l=0}^{N-1}
u_{k,l} e^{2\pi i \,km/M} e^{2\pi i \,nl/N}$  

A similar expansion is used for the charge density $\rho_{k,l}$:
$\displaystyle R_{m,n}$ $\textstyle =$ $\displaystyle \sum_{k=0}^{M-1}\sum_{l=0}^{N-1}
\rho_{k,l} e^{2\pi i \,km/M} e^{2\pi i \,nl/N}$  



Inserting these expressions in
$\displaystyle u_{k+1,l} -2u_{k,l}+ u_{k-1,l}+u_{k,l+1}-2u_{k,l}+u_{k,l-1}$ $\textstyle =$ $\displaystyle - (\Delta l)^{2} \rho_{k,l}$  

we find
$\displaystyle U_{m,n}$ $\textstyle =$ $\displaystyle \frac{-R_{m,n} (\Delta l)^{2}}
{2 [\cos \, 2\pi m/M + \cos \, 2\pi n/N -2]}$  


\fbox{
\begin{minipage}{450 pt}
{\bf FT method for periodic boundary conditions:...
...rt $U_{m,n}$\ in the Fourier series for $u_{k,l}$
\end{itemize}\end{minipage}
}

Use Fast Fourier Transform! ($N \, \ln \, N$ operations instead of $N^{2}$.)

Variants of the method cover other than periodic boundary conditions.


next up previous
Next: 5.3.4 Cyclic Reduction (CR) Up: 5.3 Boundary Value Problems: Previous: 5.3.2 ADI Method for
Franz J. Vesely Oct 2005
See also:
"Computational Physics - An Introduction," Kluwer-Plenum 2001