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There are many iterative methods - our diffusion equation analogy suggested the three simplest or stationary methods - so called because iteration equation is the same at each iteration
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Jacobi Method The Jacobi method is based on solving for every variable locally with respect to the other variables; one iteration of the method corresponds to solving for every variable once. The resulting method is easy to understand and implement, but convergence is slow.
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Gauss-Seidel The Gauss-Seidel method is like the Jacobi method, except that it uses updated values as soon as they are available. In general, it will converge faster than the Jacobi method, though still relatively slowly.
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Successive Overrelaxation (SOR) Successive Overrelaxation (SOR) can be derived from the Gauss-Seidel method by introducing an extrapolation parameter w. For the optimal choice of w, SOR converges faster than Gauss-Seidel by an order of magnitude.
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