1 Model problem 1.1 Poisson Equation in 1D Boundary Value Problem(BVP) (x)=∫(x) (0,1),u(0)=(1)=0,f Describes many simple physical phenomena(e.g) Deformation of an elastic bar Deformation of a string under tension Temperature distribution in a bar The Poisson equation in one dimension is in fact an ordinary differ tion. When dealing with ordinary differential equations we Poisson equation will be used here to illastrate numerical techniques for elliptic PDE's in multi-dimensions. Other techniques specialized for ordinary differen tial equations could be used if we were only interested in the one dimension
Despite its apparent simplicity this equation appears in a wide range of dis m heat 7 to financial er we will make extensive use of this equation, and several of the limiting cases contained therein, to illustrate the numerical techniques that will be presented