Appl. Math. Mech. -Engl. Ed. 30(10), 13251334 (2009) DOI: 10.

1007/s10483-009-1012-x c Shanghai University and Springer-Verlag 2009

Applied Mathematics and Mechanics

(English Edition)

Numerical solution of Poisson equation with wavelet bases of Hermite cubic splines on the interval
Jia-wei XIANG ( )1,2 , Xue-feng CHEN ( )2 , Xi-kui LI ( )3

(1. Faculty of Mechanical and Electrical Engineering, Guilin University of Electronic Technology, Guilin 541004, P. R. China; 2. State Key Laboratory for Manufacturing Systems Engineering, Xian Jiaotong University, Xian 710049, P. R. China; 3. State Key Laboratory of Structural Analysis for Industrial Equipment, Dalian University of Technology, Dalian 116024, P. R. China) (Communicated by Li-qun CHEN)

Abstract A new wavelet-based nite element method is proposed for solving the Poisson equation. The wavelet bases of Hermite cubic splines on the interval are employed as the multi-scale interpolation basis in the nite element analysis. The lifting scheme of the wavelet-based nite element method is discussed in detail. For the orthogonal characteristics of the wavelet bases with respect to the given inner product, the corresponding multi-scale nite element equation can be decoupled across scales, totally or partially, and suited for nesting approximation. Numerical examples indicate that the proposed method has the higher eciency and precision in solving the Poisson equation. Key words Poisson equation, Hermite cubic spline wavelet, lifting scheme, waveletbased nite element method Chinese Library Classication O351.2 2000 Mathematics Subject Classication 65T60, 65L05, 35F30

Introduction
Recently, wavelets have been used to obtain the numerical solutions of integral and dierential equations in many physical problems. The desirable advantages of the wavelet-based numerical methods are the multi-resolution properties and various basis functions for numerical analysis[1-3] . By means of the two-scale relations, the scale can be freely changed according to the requirements to improve the analytical accuracy. Recently, numerous researchers have focused on the wavelet-based numerical methods[4-11] . Zhou et al.[4] proposed the wavelet-based Galerkin method for the bending analysis of beam and plate structures. Chen et al.[5] presented a dynamic multi-scale lifting scheme using the Daubechies wavelet. Classes of one-dimensional
Received Apr. 29, 2009 / Revised Aug. 23, 2009 Project supported by the National Natural Science Foundation of China (Nos. 50805028 and 50875195) and the Open Foundation of the State Key Laboratory of Structural Analysis for Industrial Equipment (No. GZ0815) Corresponding author Jia-wei XIANG, Associate Professor, Ph. D., E-mail: wxw8627@163.com

1326

Jia-wei XIANG, Xue-feng CHEN, and Xi-kui LI

and two-dimensional wavelet nite elements were constructed with the B-spline wavelet on the interval (BSWI), and the numerical performance of the wavelet-based elements was testied[6-8] . Mei et al.[9] developed an adaptive interval wavelet precise integration method for analyzing some partial dierential equations. To overcome the excessive inner wavelet bases of the twodimensional tensor product wavelet, Jin et al.[10] proposed the compactly supported non-tensor product spline wavelet bases to form the two-dimensional wavelet nite element. He and Han[11] extended the wavelet nite-dierence method for numerical simulation of wave propagation in uid-saturated porous media using the Daubechies wavelet. Basu et al.[12] indicated that the nite dierence and Ritz type methods of the pre-computer era had been largely replaced in the computer era with the nite element method (FEM), boundary element method (BEM), and meshless method, and in the near future, it may be the turn for the wavelet-based numerical method. In the area of solving partial dierential equations (PDEs) with the wavelet bases, most attempts are to generate an adaptive numerical method using the multi-resolution analysis (MRA) and the corresponding nesting approximation characters. However, few literatures can equip the wavelet-based numerical method with an ecient strategy for solving PDEs. The main obstacle is that the nesting approximation can induce the multi-scale nite element equation coupled between scaling functions and wavelets at dierent levels. In the present work, an eectively wavelet-based nite element method with the wavelet bases of Hermite cubic splines on the interval[13] is presented for the analysis of the Poisson equation. Because the wavelet bases have the good orthogonal properties with respect to the inner product, the corresponding nite element equation can be totally decoupled across scales. The method is tested by some numerical examples.

Wavelet bases of Hermite cubic splines on the interval

Classical approaches to the wavelet construction deal with the MRA on the whole real space R, and the corresponding wavelets are often dened on the whole square integrable real space L2 (R). Therefore, the numerical instability phenomenon will occur when the wavelets are employed as the interpolating functions for numerical simulation[14] . The wavelet dened on the interval can overcome this problem. In the present work, the wavelet bases of Hermite cubic splines on the interval are employed as the interpolating functions to achieve the high performance computation of the Poisson equation. We denote by L2 (R) the linear space of all square integrable real-valued functions on R. The inner product in L2 (R) is dened as u, v := u(x)v(x)dx with u, v L2 (R).

If u, v = 0, we say that u and v are orthogonal. The norm of a function f in L2 (R) is f, f . given by f 2 := Let 1 and 2 be the cubic splines supported on the interval [0, 1], which are given by (1 + x)2 (1 2x) 1 (x) := (1 x)2 (1 + 2x) 0 for x [1, 0], for x [0, 1], for others,

(1)

Numerical solution of Poisson equation with wavelet bases

1327

and

(1 + x)2 x for x [1, 0], 2 (x) := (1 x)2 x for x [0, 1], 0 for others.

(2)

The graphs of 1 and 2 are depicted in Fig. 1. Clearly, both 1 and 2 belong to C 1 (R). The corresponding wavelets 1 and 2 supported on the interval [1, 1] are[13] 1 = 21 (2x + 1) + 41 (2x) 21 (2x 1) 212 (2x + 1) + 212 (2x 1), 2 = 1 (2x + 1) 1 (2x 1) + 91 (2x + 1) + 122 (2x) + 92 (2x 1). They satisfy the conditions 1 , m ( j) = 2 , m ( j) = 0, m = 1, 2, j Z, and their shifts generate the wavelet space W . Figure 2 shows the graphs of 1 and 2 . 1 is symmetric and 2 is antisymmetric.
0.3 1.0 0.8 0.6 0.4 0.2 0 0.2 1.0 0.5 0 x 0.5 1.0
1 2

(3)

0.2 0.1 0

0.1 0.2 1.0 0.5 0 x 0.5 1.0

Fig. 1
5

Hermite cubic splines on R

2.0 1.5 1.0 0.5 0 0.5 1.0 1.5 2.0

1.0

0.5

0 x

0.5

1.0

1.0

0.5

0 x

0.5

1.0

Fig. 2

Wavelets 1 and 2

1 The above-mentioned wavelets can generate a wavelet basis for the space H0 (0, 1). Therefore, 1 we have the following decomposition of H0 (0, 1) : 1 H0 (0, 1) = V1 + W1 + W2 + ,

(4)

where V1 is the scaling space and Wn (n = 1, 2, 3, ) are the wavelet spaces at dierent levels.

1328

Jia-wei XIANG, Xue-feng CHEN, and Xi-kui LI

Let the scaling functions 1,k (k = 1, 2, 3, 4) be (x) := 1,1 1,2 (x) := (x) := 1,3 (x) := 1,4 5 1 (2x 1), 24 15 2 (2x), 4 15 2 (2x 1), 8 15 2 (2x 2), 4

(5)

and the wavelets n,k in the wavelet spaces Wn (n = 1, 2, 3, ) be (x) := n,k (x) := n,k 2n/2 k 1 (2n x ) for k = 2, 4, , 2n+1 2, 2 729.6 n/2 2 k1 ) for k = 1, 3, , 2n+1 1, 2 (2n x 2 153.6 2n/2 n,1 (x) := 2 (2n x), 76.8 2n/2 n+1 (x) := n,2 2 (2n x 2n ). 76.8

(6)

All the scaling functions 1,k and all the wavelets 1,k on the interval [0, 1] are shown in Fig. 3. Suppose u V1 and vn Wn for n = 1, 2, 3, . The wavelets have the good properties that the wavelets at dierent levels are orthogonal with respect to the inner product, i.e., u , vn = 0 for all n and vm , vn = 0 for m = n.
0.5 0.4 0.3 0.2 0.1 0 0.1 0.2 0.3 0 0.15 k=2 k=1 k=3 0.10 k=1 k=2 0.05 1, k 0 0.05 0.10 k=4 x 0.6 0.8 1.0 0.15 0.20 0 0.2 0.4 x 0.6 0.8 1.0 k=4

1, k

k=3 0.2 0.4

Fig. 3

Scaling functions in the V1 space and wavelets in the W1 space

Multi-scale wavelet FEM for the Poisson equation

For numerous singular or high gradient problems in engineering, we cannot reach the demanded precision if we only adopt the scaling functions in the V1 space as the interpolating functions. The wavelet-based nite element method has the built-in hierarchy property, which is suit for a multi-scale solution procedure. It can overcome the diculties in convergence and computational eciency when the traditional nite element method is applied to the singular or high gradient problems[1-3] .

Numerical solution of Poisson equation with wavelet bases

1329

2.1 The one-dimensional Poisson equation Consider the one-dimensional Poisson equation subjected to the Dirichlet boundary condition. The strong form and boundary conditions are given as u = f on (0, 1), u = 0 on ,
2

(7)

d where f is the term of the right-hand side, and = dx2 denotes the Laplace operator. Let be the one-dimensional solving domain with the boundary . We start from an initial coarse subdomain 1 of and inductively dene a subdomain l of resolution 2l (l > 1) by subdividing each l1 into two similar segments. To these segments, the wavelet bases of Vl are employed as the interpolating function for the nite element anaysis. The wavelet space Wl1 is the orthogonal complement space of Vl1 about Vl . By virtue of the multi-resolution properties of the wavelet bases of Hermite cubic splines on the interval, we can obtain the following equation:

Vl = V1 + W1 + W2 + + Wl1 .

(8)

It should be pointed out here that the wavelet spaces form a complete space. Therefore, the unknown function can be expanded entirely in terms of the wavelets. However, to retain only a nite number of terms in the expansion, the scaling function space V1 must be included. Figure 4 shows the lifting scheme for the wavelet-based nite element method.
V1 + W1 ... ... ... ... Vk + Wk ... ... ... ... Vl1 + Wl1 Vl

Fig. 4

Wavelet-based nite element lifting scheme

The unknown eld function u can be expanded in the Vl space as

l1

u = 1 a 1 +
s=1

s ds = l al ,

(9)

where a1 = {a1,1 , a1,2 , a1,3 , a1,4 }T denotes the interpolation coecient column vector (which is to be determined) of the initialized scaling functions, 1 = {1,1 , 1,2 , 1,3 , 1,4 } is the scaling function term in the V1 space, ds = {ds,1 , ds,2 , , ds,2n+1 }T (s = 1, 2, , l 1) denotes the interpolation coecient column vector (which is to be determined) of the increased wavelet function, s = {s,1 , s,2 , , s,2n+1 }

1330

Jia-wei XIANG, Xue-feng CHEN, and Xi-kui LI

is the wavelet function term in the Ws space, and l and al are given by l = {1 , 1 , 2 , , l1 }, al = {aT , dT , dT , , dT }T . 1 1 2 l1 Using the Galerkin variational principle, we can stiness matrix in the Vl space as K1 ,1 K1 ,1 K1 ,1 Kl = Symmetry where the submatrix of K l can be calculated by
1

(10)

get the multi-scale wavelet nite element .. . K1 ,l1 K1 ,l1 . . . Kl1 ,l1 , (11)

Kx,y =

dxT dx

dy dx dx
1 0

(x, y = 1 , 1 , , l1 ),

(12)

and the term of the right-hand side is given by Pl = T f dx. l (13)

The wavelet bases of Hermite cubic splines on the interval have good properties, i.e., u , vn = 0 for all n and vm , vn = 0 for m = n. Only the least submatrices of Eq. (11) will be computed, e.g., the diagonal submatrices Kx,y for x = y = 1 , 1 , , l1 will be calculated when we lift the scale from 1 to l, and other submatrices as shown in Eq. (11) are zero matrices. Compared with other wavelet-based nite element methods[4-8] , it can increase the calculating eciency for the reason that the coupled terms between the scaling functions and the wavelets at dierent levels have been totally decoupled under the inner product of u , v rather than u, v of the traditional orthogonal wavelet. Therefore, the nite element stiness matrix in the Vl space can be written as K1 ,1 K1 ,1 Kl = (14) . .. . Kl1 ,l1 2.2 The two-dimensional Poisson equation Consider the two-dimensional Poisson equation subjected to the Dirichlet boundary condition. The strong form and boundary conditions are given as u = f in , u = 0 on ,
2 2

(15)

where denotes the solving domain, the corresponding boundary is , = x2 + y2 denotes the Laplace operator, and f is the right item. Introduce the bilinear form and the corresponding linear form in the nite element space, i.e.,

B(u, v) =

u v u v + )dxdy, x x y y

u, v L2 (R2 ),

(16) (17)

f (v) =

f vdxdy,

Numerical solution of Poisson equation with wavelet bases

1331

where v is the trial function, and u is the approximation solution in the nite element space. According the Galerkin or the Ritz varational principle, the weak form of Eq. (15) is then given as B(u, v) = f (v). (18) The two-dimensional approximation solution u and the trial function v can be interpolated by the two-dimensional scaling functions j = j j (the two-dimensional wavelet nite element with the tensor product wavelet can be seen in Refs. [5, 7, 8]) at the scale j as u = j uj , v = j vj , uj , vj Vh , where Vh denotes the nite element space. Substituting Eq. (19) into Eq. (18), we obtain B(j uj , j vj ) = f (j vj ) = {B(j uj , j ) f (j )}vj = 0 = B(j uj , j ) = f (j ). Substituting Eqs. (16) and (17) into Eq. (20), we obtain K j uj = f j , where the stiness matrix is K j = [1,1 0,0 + 0,0 1,1 ]. 1,j 2,j 1,j 2,j The integral terms of the scaling functions at the scale j are 1,1 = 1,j 0,0 = 1,j 1,1 = 2,j 0,0 = 2,j and the right item is fj =
0 1 0 1 0

(19)

(20)

(21)

(22)

dT dj j d, d d T j d, j T j j d, d d T j d, j

(23) (24) (25) (26)

0 1 0

0 1

f (, )T dd. j

(27)

The lifting procedures are similar to the one-dimensional problems, and the stiness matrix will remain sparse.

Numerical examples
Example 1 Suppose the variable right-hand-side term f (x) = [200 40 000(x 0.5)2 ]e100(x0.5) .
2

The exact solution is

u(x) = e100(x0.5) .

1332

Jia-wei XIANG, Xue-feng CHEN, and Xi-kui LI

This example has the high gradient at the middle point of the solving domain[15] . In the present study, we use the wavelet bases at the Vl (l = 5) space generated by the lifting scheme to solve this example. We can observe the good performance of the lifting scheme when the wavelets are added locally in the high gradient of the solution u. The errors n = max{|u u,n |} of the multi-scale nesting solution are shown in Table 1. Because the multi-scale stiness matrix K l is well-conditioned, the multi-scale nite element procedures converge very fast. This numerical example testies that the numerical procedures of the one-dimensional Poisson equation using the wavelet bases of Hermite cubic splines on the interval can be employed as the adaptive nite element analysis for high gradient problems. As shown in Eq. (13), this numerical strategy can enormously promote the calculating eciency which is better than that of the wavelet nite element method using the BSWI[6] .
Table 1
n n 1 0.742 6

Errors n of the multi-scale nesting solution

2 0.301 5 3 0.124 1 4 0.041 2 5 0.009 2

Example 2

Suppose the right-hand-side term in Eq. (15) is f = 25x23 y 23 [(26x 24)y 2 (y 1) + x2 (x 1)(26y 24)].

Fig. 5

The approximation errors at the scale spaces Vi (i = 1, 3, 4, 6)

Numerical solution of Poisson equation with wavelet bases

1333

The solution domain and the boundary condition are = {(x, y) R2 |(x, y) [0, 1]}, = {(x, y) R2 | (x = 0, 1, y [0, 1]) The analytical solution[16] is x [0, 1], y = 0, 1}, u| = 0.

u = x24 y 24 (x 1)(y 1).

The gradient of the solution near the corner (1,1) varies greatly. This example can be solved using the lifting scheme from the initial space V1 to V6 . Figure 5 shows the corresponding error u u (where u stands for the ideal solution and u is the nite element solution). The solution can be obtained using the scaling functions in V1 . Then, the wavelet basis in the wavelet space Wi (i = 1, 2, 3, 4, 5) can be gradually increased by means of the lifting scheme. In this way, as seen in Fig. 5, the wavelet nite element approximation error u u becomes smaller and smaller. The approximation error reduces quickly at the point where the solution has a certain extent of singularity.

Concluding remarks

For the good characteristics of the wavelet bases of Hermite cubic splines on the interval (such as the multi-resolution analysis and the orthogonal characteristics according to the inner product of u , v ), the lifting scheme of the wavelet-based nite element method can be realized easily and eciently. When the analytical precision of the local areas is not satised, the wavelet terms at dierent levels are congured to the corresponding areas so as to increase the analytical scale of the local areas and improve the calculation accuracy. At the same time, the multi-scale wavelet nite element equations are a diagonal sub-block matrix for the onedimensional problem or enoumously sparse for the two-dimensional problem. Therefore, this ecient strategy is a useful tool to deal with high gradient problems in the Poisson equation or other PDEs in engineering. To verify the suitability of the present method, the wavelet bases of Hermite cubic splines on the interval will be extended to other types of PDEs in the future.

References
[1] Canuto, C., Tabacco, A., and Urban, K. The wavelet element method-part I: construction and analysis. Applied and Computational Harmonic Analysis 6(1), 152 (1996) [2] Canuto, C., Tabacco, A., and Urban, K. The wavelet element method-part II: realization and additional feature in 2D and 3D. Applied and Computational Harmonic Analysis 8(2), 123165 (2000) [3] Cohen, A. Numerical Analysis of Wavelet Method, Elsevier, Amsterdam (2003) [4] Zhou, Y. H., Wang, J. Z., and Zheng, X. J. Application of wavelet Galerkin FEM to bending of beam and plate structures. Appl. Math. Mech. -Engl. Ed. 19(8), 745755 (1998) DOI: 10.1007/BF02457749 [5] Chen, X. F., He, Z. J., Xiang, J. W., and Li, B. A dynamic multiscale lifting computation method using Daubechies wavelet. Journal of Computational and Applied Mathematics 188(2), 228245 (2006) [6] Xiang, J. W., Chen, X. F., He, Z. J., and Dong, H. B. The construction of 1D wavelet nite elements for structural analysis. Computational Mechanics 40(2), 325339 (2007) [7] Xiang, J. W., Chen, X. F., He, Z. J., and Zhang, Y. H. A new wavelet-based thin plate element using B-spline wavelet on the interval. Computational Mechanics 41(2), 243255 (2008) [8] Xiang, J. W., Chen, X. F., Yang, L. F., and He, Z. J. A class of wavelet-based at shell elements using B-spline wavelet on the interval and its applications. CMES-Computer Modeling in Engineering and Sciences 23(1), 112 (2008)

1334

Jia-wei XIANG, Xue-feng CHEN, and Xi-kui LI

[9] Mei, S. L., Lu, Q. S., Zhang, S. W., and Jin, L. Adaptive interval wavelet precise integration method for partial dierential equations. Appl. Math. Mech. -Engl. Ed. 26(3), 364371 (2005) DOI: 10.1007/BF02440087 [10] Jin, J. M., Xue, P. X., Xu, Y. X., and Zhu, Y. L. Compactly supported non-tensor product form two-dimension wavelet nite element. Appl. Math. Mech. -Engl. Ed. 27(12), 16731686 (2006) DOI: 10.1007/s10483-006-1210-z [11] He, Y. and Han, B. A wavelet nite-dierence method for numerical simulation of wave propagation in uid-saturated porous media. Appl. Math. Mech. -Engl. Ed. 29(11), 14951504 (2008) DOI: 10.1007/s10483-008-1110-y [12] Basu, P. K., Jorge, A. B., Badri, S., and Lin, J. Higher-order modeling of continua by niteelement, boundary-element, meshless, and wavelet methods. Computers and Mathematics with Applications 46(1), 1533 (2003) [13] Jia, R. Q. and Liu, S. T. Wavelet bases of Hermite cubic splines on the interval. Advances in Computational Mathematics 25(1-3), 2339 (2006) [14] Quak, E. and Weyrich, N. Decomposition and reconstruction algorithms for spline wavelets on a bounded interval. Applied and Computational Harmonic Analysis 1(2), 217231 (1994) [15] Dahmen, W., Kurdila, A., and Oswald, P. Multiscale Wavelet for Partial Dierential Equations, Academic Press, San Diego (1997) [16] Kagan, P., Fischer, A., and Bar-Yoseph, P. Z. Mechanically based models: adaptive renement for B-spline nite element. International Journal for Numerical Methods in Engineering 57(8), 11451175 (2003)