Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2018/ii/paper-2/40e/c/solution

A stationary iterative method for a linear system converges from every initial vector exactly when the spectral radius of its iteration matrix is less than one. Here ranges between and , so all modes decay for a fixed exactly when
Requiring this for every grid size gives
Indeed, leaves or amplifies the lowest mode, while any makes the highest-mode eigenvalue tend to as .
The slowest mode is , for which the Taylor expansion is
If the initial error has a nonzero component, that component is multiplied by . Hence for a constant independent of ,
This is the low-frequency obstruction to grid-independent convergence.

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