1 | We must use Iterative methods to solve the linear equations coming from solution of large elliptic equations (Laplace's equation in example we will study) |
2 | We can motivate iteration by studying an "artificial" diffusion equation |
3 | subject to y having same boundary conditions (in x for all "artificial time" t ) as original equation |
4 | that we needed to solve |
5 | Consider ANY trial function y = y(0) at t = 0 |
6 | Then we solve (*) and look at converged solution as t |
7 | As |
8 | The iteration of (*) in t gives a solution of (**) in limit of infinite t |