1549301742-The_Theory_of_Difference_Schemes__Samarskii

(jair2018) #1
734 Methods for Solving Grid Equations

The forthcoming substitutions xk = B^112 yk> C = B-^112 AB-^112 and cp =
B-^1!^2 fallow us to modify these into

leading to eqnation ( 18) with the conecting term w1.; and para1nder Tk+l
such that

(20)

Instead of ( 17) we eventually get one more useful estimate

(21)


  1. The method of steepest descent. The explicit method of steepest descent
    is given by the formulas


Yk+1=Yk-Tk+i(Ayk-f), k=0,1,2, ... , given y 0 EH,


where

(22) k=0,1,2, ... ,


arising frmn the minimum condition for the norm of the enol' zk = Yk - 1l
in the space HA, meaning


II z llA = J(Az, z).


The error zk = Yk - u satisfies the equation


By interchanging the variables vk = A^112 zk we are led to


(23)

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