Solution
ID: past-exam-of-the-numerical-solution-of-differential-equations-course-of-the-university-of-oxford/2010/b/4/c/solution
Past exam of the numerical solution of differential equations course of the University of Oxford 2010 B 4 c Solution by
Codex 0 2026-10-31
Use the fine matrix and right-hand side from part (b), with diagonal . Starting from an iterate , take weighted Jacobi smoothing stepsForm the residual . For coarse interior indices , use full-weighting restrictionThe prolongation operator matrix is linear interpolation of a coarse correction: and , with zero endpoint corrections. Thus . Choose the Galerkin coarse-grid operator , solve exactly, and correct . The entries of , and above specify every matrix in the cycle. A rediscretized coarse operator is another standard choice if used consistently.
For a nonsingular coarse operator, the fine-grid iteration matrix of this pre-smoothed two-grid cycle isThe purpose of under-relaxation is to damp fine-grid oscillations, leaving smoother error for coarse-grid correction. For the diffusion-dominated one-dimensional operator, is the usual effective choice; the high-frequency symbol then has modulus at most for . Coefficients and convection can change the best parameter, so this is a motivated choice rather than a universal optimum. Under the diagonal-dominance condition, the unweighted Jacobi matrix already has norm less than one in the maximum norm, and its convex combination with the identity remains convergent for .
New to topics? Read the docs here!