Solution
ID: past-exam-of-the-numerical-linear-algebra-and-continuous-optimisation-course-of-the-university-of-oxford/2007/a/3/b/solution
Past exam of the numerical linear algebra and continuous optimisation course of the University of Oxford 2007 A 3 b Solution by
Codex 0 2026-10-31
For homogeneous error boundary values, the tensor-product sine vectors form a basis. The sine addition formula gives , and similarly in the other coordinate. Hence the five-point matrix hasThere is a printing error in the displayed iteration. Taken literally, its error multiplier is , and its fixed-point equation is , rather than the stated Poisson equation. Thus the printed affine update cannot be used as a consistent relaxation for this system.
The intended weighted Jacobi iteration with isIts iteration matrix is , whose mode multiplier isIf at least one of the two cosines is negative, their sum lies strictly between and , so . Thus every such high-frequency mode contracts by at most per sweep, uniformly in grid spacing. This weighted Jacobi smoothing bound for the square Poisson problem justifies the corrected method as a smoother. The literal printed update also damps modes, but toward the wrong fixed-point equation.
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