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2 u 2u
0
x 2 y 2
1. Five-point formula
1
1
u
2ui , j ui 1, j
ui , j 1 2ui , j ui , j 1 0
2 i 1, j
( x )
( y ) 2
2u 2u
1 4u
4u 2
2
x
)
(y )
4
2
2
y 4
x y i , j 12
x
FDE i , j
lim T .E. 0
x 0
y 0
L
i, j
O O
1 L 1
O
4 1 L
O O O
1 L
M
ui , j 1
M
ui 1, j M
u i , j 0
ui 1, j M
M
ui , j 1
M
Gaussian elimination
N3
For a tridiagonal matrix, Thomas algorithm is used, the operations become the order of N.
Advanced direct method (like Fourier transform method)
be set for specific and simple geometries and boundary conditions.
(2) Iterative method (also known as relaxation method)
No accumulation of round-off error
uin, j 1
1 n
ui , j 1 uin1, j uin1, j uin, j 1
4
( i ,j+ 1 )
ite r ative le ve l n + 1
ite r ative le ve l n
( i - 1 ,j)
( i ,j)
( i + 1 ,j)
( i ,j- 1 )
uu
r r
uu
r n 1
uu
rn
r
AX b, A D L U , X D 1 ( L U ) X D 1 b
point Gauss-Seidel iterative
uin, j 1
1 n 1
ui , j 1 uin1,1 j uin1, j uin, j 1
4
( i ,j+ 1 )
ite r ative le ve l n + 1
ite r ative le ve l n
( i - 1 ,j)
( i ,j)
( i ,j- 1 )
( i + 1 ,j)
uu
r n 1
uu
r n1
uu
rn
r
X D 1 L X D 1U X D 1 b
Successive over-relaxation (SOR)---a technique enhance the rate of convergence.
n 1
. ui , j
1 n 1
ui, j 1 uin1,1 j uin1, j uin, j 1
4
n 1
n
n 1
n
. ui , j ui , j ui , j ui , j
2> >1
Extrapolation between two successive iterations. is a relaxation factor, usually found by trialand-error.
If <1, it is called under-relaxation, used when the convergence behavior is oscillating back
and forth between some value or tending to overshoot the apparent final solution.
line Gauss-Seidel iterative
uin, j 1/ 2
1 n 1/ 2
ui , j 1 uin1,1/j 2 uin1,1/j 2 uin, j 1
sweep by rows
uin, j 1
1 n 1
ui , j 1 uin1,1 j uin1,1/j 2 uin, j 11
4
sweep by columns