Consider the original small Poisson equation example
Its exact solution is the quadratic polynomial . Use a uniform mesh with and three interior unknowns . The finite difference method replaces the negative second derivative by
Multiplying by and moving the prescribed Dirichlet boundary conditions to the right gives
The endpoint values contribute and to the first and last equations; they are not additional unknowns. The Thomas algorithm gives
and back substitution yields
All three values equal exactly: the centered finite difference for the second derivative is exact on a quadratic polynomial. This special nodal exactness does not assert exactness for arbitrary forcing or for the piecewise-linear curve joining the nodes.
Figure 1.
Exact quadratic Dirichlet Poisson solution and the three interior values recovered by tridiagonal elimination
. Details.
For any interior points with , the scaled tridiagonal matrix has and . Its pivot elements are : start at and use . All are positive. Interior rows have equality in diagonal dominance, so strict diagonal dominance is not the reason this example works. Instead it is a symmetric positive-definite matrix, since for a real vector with ,
Zero would force every neighbouring value equal and hence all values zero. This connects the boundary constraints directly to the safe pivots for tridiagonal elimination.