Solution

ID: past-exam-of-the-numerical-solution-of-differential-equations-course-of-the-university-of-oxford/2010/b/6/a/solution

With zero boundary values eliminated, the diagonal of is . The Jacobi method is therefore
which averages the four neighboring components. The sine addition identity shows that the supplied product vectors are eigenvectors, with
The discrete sine vectors form a basis, so these are all eigenvalues. Their largest modulus is
attained at the lowest and highest sine frequencies. Thus the asymptotic error reduction factor per iteration is . If the convergence rate is expressed logarithmically, as . A fixed error reduction therefore takes Jacobi sweeps. For the special grid , and one sweep solves its single interior equation.

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