Project_14
Eigenvalues:
Valuable Principles


Project 14 consideres the Poisson equation, a simple second order partial differential equation which shows up across many fields of science and engineering.

For example, Poisson's equation describes the relationship between the charge density and the electostatic potential field; or between mass density and the gravitational potential; or between the steady state temperature of a material with given heat sources.

The particular Poisson equation we will look at will be defined in a square, and has the form

        - uxx - uyy = lambda * u 
      
where u(x,y) is our unknown function, and lambda is an unknown scalar.

In order to study a Poisson equation computationally, we will start by using a finite difference approach, as discussed in project 13. This will give us a vector U of unknown values, and a matrix A containing coefficients used to approximate the derivatives. Our partial differential equation now becomes

        A * U = lambda * U
      
and now it's clear that lambda must be an eigenvalue of A, and U must be an eigenvector.

In this project, we will look at the relationship between the approximate solutions we compute, and the exact solutions we are trying to model. Usually these exact solutions are unknown, but in this project we will know the solution to the original partial differential equation, and so we can study how well we approximate the true solution, and how much better our approximations become as we use more points in our mesh.

Reference:

  1. Dianne O'Leary,
    Eigenvalues: Valuable Principles,
    Computing in Science and Engineering,
    Volume 7, Number 4, July/August 2005.
  2. Dianne O'Leary,
    Scientific Computing with Case Studies,
    SIAM, 2008,
    ISBN13: 978-0-898716-66-5,
    LC: QA401.O44.


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Last revised on 10 February 2009.