FFT solution of the Robbins problem (Q4031987)

The authors consider the application of the simple series fast Fourier transform (FFT) method to the solution of the Poisson equation in a rectangular domain with the Robbins boundary condition \((\partial u/\partial n=au+b)\) on either one or two sides of the rectangle, together with suitable boundary conditions on the rest of the rectangle sides. Due to the Robbins boundary condition, the linear system for the Fourier coefficients of the solution does typically not decouple into \(n\) \((n\) denotes the number of subdivisions into the \(x\)- and \(y\)-directions) simpler systems with a tridiagonal matrix as they do in the cases considered earlier. The authors propose to solve the Fourier coefficient system iteratively by means of the Jacobi- or Gauss-Seidel-methods. The convergence analysis presented gives some insight into the behaviour of the iteration processes applied. The numerical results presented confirm the results of the convergence analysis emphatically.