A second-order sparse factorization method for Poisson's equation with mixed boundary conditions (Q1208546)

In continuation of a previous paper of the first author a fast solution method of Poisson's equation on a general two-dimensional region with an arbitrary mixture of Dirichlet and Neumann boundary conditions is presented. The preconditioner proposed in the previous paper for pure Dirichlet boundary conditions is modified and generalized to include Neumann boundary conditions. To define the preconditioner \(M\) in product form \(LU\), the two operators \(L\) and \(U\) are constructed by special stencils such that their product is of second order both in the interior and on the boundary of the negative Laplacian. The forward and backward solvers, required for an application of the preconditioner, demand for a series of modifications in order to be self-starting. Three test problems on a square region illustrate the convergence properties of the proposed algorithm.