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) |
We can motivate iteration by studying an "artificial" diffusion equation |
subject to y having same boundary conditions (in x for all "artificial time" t ) as original equation |
that we needed to solve |
Consider ANY trial function y = y(0) at t = 0 |
Then we solve (*) and look at converged solution as t |
As |
The iteration of (*) in t gives a solution of (**) in limit of infinite t |