Civil Engineering Reference
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0, all summands appearing in the
sums on the left-hand side are nonnegative. Hence, every summand equals 0. Now
α
i
=
Since
α
i
<
0 for
i
=
1
,...,k
and
p
i
−
p
0
≤
0 implies (3.7).
In the following, it is important to note that the discretization can change
the topological structure of
.If
is connected, it does not follow that
h
is
connected (with an appropriate definition). The situation shown in Fig. 5 leads to
a system with a reducible matrix. To guarantee that the matrix is irreducible, we
have to use a sufficiently small mesh size.
Fig. 5.
Connected domain
for which
h
is not connected
3.4 Definition.
h
is said to be
(discretely) connected
provided that between every
pair of points in
h
, there exists a path of grid lines which remains inside of
.
Clearly, using a finite difference method to solve the Poisson equation, we
get a system with an irreducible matrix if and only if
h
is discretely connected.
We are now in a position to formulate the discrete maximum principle. Note
that the hypotheses for the standard five-point stencil for the Laplace operator are
satisfied.
3.5 Discrete Maximum Principle.
Let U be a solution of the linear system which
arises from the discretization of
Lu
=
f
in
with f
≤
0
using a stencil which satisfies the following three conditions at every grid point in
h
:
(i) All of the coefficients except for the one at the center are nonpositive.
(ii) The coefficient in one of the directions is negative, say α
E
<
0
.
(iii) The sum of all of the coefficients is nonnegative.
Then
max
z
i
∈
h
U
i
≤
max
z
j
∈
∂
h
U
j
.
(
3
.
8
)
Furthermore, suppose the maximum over all the grid points is attained in the
interior, the coefficients α
E
,α
S
,α
W
and α
N
in all four cardinal directions are
negative, and
h
is discretely connected. Then U is constant.
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