Discrete Poisson equation
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In mathematics, the discrete Poisson equation is the finite difference analog of the Poisson equation. In it, the discrete Laplace operator takes the place of the Laplace operator. The discrete Poisson equation is frequently used in numerical analysis as a stand-in for the continuous Poisson equation, although it is also studied in its own right as a topic in discrete mathematics.
On a two-dimensional rectangular grid
where and . The preferred arrangement of the solution vector is to use natural ordering which, prior to removing boundary elements, would look like:
This will result in an mn × mn linear system:
is the m × m identity matrix, and , also m × m, is given by:
 and is defined by
For each equation, the columns of correspond to the components:
while the columns of to the left and right of correspond to the components:
From the above, it can be inferred that there are block columns of in . It is important to note that prescribed values of (usually lying on the boundary) would have their corresponding elements removed from and . For the common case that all the nodes on the boundary are set, we have and , and the system would have the dimensions (m − 2)(n − 2) × (m − 2)(n − 2), where and would have dimensions (m − 2) × (m − 2).
For a 5×5 ( and ) grid with all the boundary nodes prescribed, the system would look like:
As can be seen, the boundary 's are brought to the right-hand-side of the equation. The entire system is 9 × 9 while and are 3 × 3 and given by:
Methods of solution
Because is block tridiagonal and sparse, many methods of solution have been developed to optimally solve this linear system for . Among the methods are a generalized Thomas algorithm, cyclic reduction, successive overrelaxation, and Fourier transforms. A theoretically optimal solution can also be computed using multigrid methods.
In computational fluid dynamics, for the solution of an incompressible flow problem, the incompressibility condition acts as a constraint for the pressure. There is no explicit form available for pressure in this case due to a strong coupling of the velocity and pressure fields. In this condition, by taking the divergence of all terms in the momentum equation, one obtains the pressure poisson equation.
For an incompressible flow this constraint is given by:
where is the velocity in the direction, is velocity in and is the velocity in the direction. Taking divergence of the momentum equation and using the incompressibility constraint, the pressure poisson equation is formed given by:
where is the kinematic viscosity of the fluid and is the velocity vector.
The discrete Poisson's equation arises in the theory of Markov chains. It appears as the relative value function for the dynamic programming equation in a Markov decision process, and as the control variate for application in simulation variance reduction.
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