Boundary Conditions for the Numerical Solution of Elliptic Equations in Exterior Regions

Abstract

Elliptic equations in exterior regions frequently require a boundary condition at infinity to ensure the well-posedness of the problem. Examples of practical applications include the Helmholtz equation and Laplace’s equation. Computational procedures based on a direct discretization of the elliptic problem require the replacement of the condition at infinity by a boundary condition on a finite artificial surface. Direct imposition of the condition at infinity along the finite boundary results in large errors. A sequence of boundary conditions is developed which provides increasingly accurate approximations to the problem in the infinite domain. Estimates of the error due to the finite boundary are obtained for several cases. Computations are presented which demonstrate the increased accuracy that can be obtained by the use of the higher order boundary conditions. The examples are based on a finite element formulation but finite difference methods can also be used.