1 Linear Equation Systems in the Numerical So

نویسنده

  • Christoph Pflaum
چکیده

1 Linear Equation Systems in the Numerical Solution of PDE’s 3 1.1 Examples of PDE’s . . . . . . . . . . . . . . . . . . . . . . . . 3 1.2 Weak Formulation of Poisson’s Equation . . . . . . . . . . . . 6 1.3 Finite-Difference-Discretization of Poisson’s Equation . . . . . 7 1.4 FD Discretization for Convection-Diffusion . . . . . . . . . . 8 1.5 Irreducible and Diagonal Dominant Matrices . . . . . . . . . 9 1.6 FE (Finite Element) Discretization . . . . . . . . . . . . . . . 11 1.7 Discretization Error and Algebraic Error . . . . . . . . . . . . 14 1.8 Basic Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . 14 1.9 Aim of a Multigrid Algorithm . . . . . . . . . . . . . . . . . . 15 1.10 Jacobi and Gauss-Seidel Iteration . . . . . . . . . . . . . . . . 15 1.10.1 Ideas of Both Methods . . . . . . . . . . . . . . . . . . 15 1.11 Convergence Rate of Jacobi and Gauss-Seidel Iteration . . . . 18 1.11.1 Analysis of the Convergence of the Jacobi Method . . 18 1.11.2 Iteration Method with Damping Parameter . . . . . . 20 1.11.3 Damped Jacobi Method . . . . . . . . . . . . . . . . . 20 1.11.4 Analysis of the Damped Jacobi method . . . . . . . . 20 1.11.5 Heuristic approach . . . . . . . . . . . . . . . . . . . . 22

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تاریخ انتشار 2005