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Monge.. - SFU Wiki

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18 JEAN-DAVID BENAMOU, BRITTANY D. FROESE, AND ADAM M. OBERMANN 21 61 101 141∥ u − u(N) ∥ ∥∞1.4 × 10 −2 5.9 × 10 −3 3.8 × 10 −3 2.8 × 10 −3table:ex10Table 10. Errors for the exact solution u(x, y) = √ x 2 + y 2 on anN × N grid.table:ex10_2N Iterations CPU Time (sec)(M1) (M2) (M1) (M2)21 1148 424 0.1 1.141 4386 1458 2.5 35.661 9588 3017 11.4 200.081 16686 5082 33.2 681.0101 25635 7561 73.3 2090.0121 36396 10486 235.0 3560.0141 48946 13750 372.0 7160.0Table 11. Computation times for u(x, y) = √ x 2 + y 2 on an N ×N grid.all methods correctly find this solution. Moreover, it appears that regardless ofthe value of N, the error in the approximations can be made arbitrarily small byiterating sufficiently many times (since the solution is piecewise linear).Although all three methods appear to be exact for this example, (M1) performsmuch more quickly for this degenerate example. We plot maximum error againstnumber of iterations in Figure 10(b). From this plot we observe that the errordecreases like the fifth power of the number of iterations for (M1), but only decreasesquadratically for (M2). The difference in computational time is even morepronounced; see Table 12.fig:sol4Figure 10. Results for u(x) = |x| on an N × N grid. (a) SurfacePlot. (b) Error versus number of iterations for N = 81.fig:err4fig:ex4

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