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All Possible Cases

$ \def \slechts {\quad \Longleftrightarrow \quad} \def \half {\frac{1}{2}} \def \kwart {\frac{1}{4}} $ Having established a firm relationship between the tri-diagonal system and the governing ordinary differential equation, we should subsequently take care of all possible (special) cases. There are eight of them, which can be enumerated as follows: \begin{eqnarray*} A \ne 0 \; , \; B \ne 0 \; , \; C \ne 0 \qquad (1) \\ A \ne 0 \; , \; B \ne 0 \; , \; C = 0 \qquad (2) \\ A \ne 0 \; , \; B = 0 \; , \; C \ne 0 \qquad (3) \\ A \ne 0 \; , \; B = 0 \; , \; C = 0 \qquad (4) \\ A = 0 \; , \; B \ne 0 \; , \; C \ne 0 \qquad (5) \\ A = 0 \; , \; B \ne 0 \; , \; C = 0 \qquad (6) \\ A = 0 \; , \; B = 0 \; , \; C \ne 0 \qquad (7) \\ A = 0 \; , \; B = 0 \; , \; C = 0 \qquad (8) \end{eqnarray*} These cases are applicable to the governing equation: $$ A \frac{d^2T}{dx^2} + B \frac{dT}{dx} + C.T = 0 $$ - The $(1)$'st case $(A \ne 0 \:,\: B \ne 0 \:,\: C \ne 0)$ is the most general one and has been covered in detail in "Governing Equation". The only requirement here is that the discriminant $ (B/2.A)^2-(C/A) $ shall not be negative.

- The $(2)$'nd case ($A \ne 0 \:,\: B \ne 0 \:,\: C = 0$) corresponds with the governing equation: $$ A \frac{d^2T}{dx^2} + B \frac{dT}{dx} = 0 \slechts - \frac{d^2T}{dx^2} + P \frac{dT}{dx} = 0 $$ The differential equation for Convection and Diffusion is recognized.
From $(P^2 - Q^2 = C = 0)$ it follows that: $|P| = |Q|$. But then, from "The Hyperbolic Connection", we know: $$ a + b = 1 \slechts | P | = | Q | $$ The case ($a + b = 1$) has been covered at length in "Some Stable Solutions" and a solution of the ODE for Convection and Diffusion has been found there also.

- The $(3)$'rd case is $(A \ne 0 \: , \: B = 0 \: , \: C \ne 0)$. The governing equation is: $$ A \frac{d^2T}{dx^2} + C.T = 0 \slechts \frac{d^2T}{dx^2} - \kwart Q^2 T = 0 $$ Meaning that $P = 0$, hence $a = b$. And the discriminant is $Q^2 = - C/A$. A safe solution of the tri-diagonal system can only exists if the latter is a positive real number. Again, oscillatory and vibrating solutions cannot be (safely) obtained with a tri-diagonal system of linear equations.

- The $(4)$'th case is $(A \ne 0 \: , \: B = 0 \: , \: C = 0)$. The governing equation is: $$ \frac{d^2T}{dx^2} = 0 $$ Meaning that $P = 0$, hence $a = b$. And $P^2 = Q^2$, hence $Q = 0$. Therefore $a.b = 1/4$. This is only possible if: $a = b = 1/2$. The tri-diagonal system corresponds with the Finite Difference scheme for Pure 1-D Diffusion: $$ - \half T_{i-1} + T_i - \half T_{i+1} = 0 $$ It is recognized that this is equivalent with one of the special cases, as noted in "Persistent Schemes": \begin{eqnarray*} a = b = \half & \quad \mbox{Symmetric matrix} \end{eqnarray*} The solution of both the governing equation and the tri-diagonal system is a straight line between the boundaries, as has been established in the preamble of "Some Stable Solutions".

- The $(5)$'th case is $(A = 0 \: , \: B \ne 0 \: , \: C \ne 0)$. The governing equation is: $$ B \frac{dT}{dx} + C.T = 0 $$ It was proved in "L.U. Decomposition" that the governing equations of the Upper and Lower matrices are of the same type, namely: $$ \frac{dT}{dx} - \gamma . T = 0 $$ Details are handled at length in the abovementioned chapter.
Here, of course: $\gamma = - C/B$.

- The $(6)$'th case is $(A = 0 \: , \: B \ne 0 \: , \: C = 0)$. The governing equation is: $$ \frac{dT}{dx} = 0 $$ This case is recognized as a further specialization of $(5)$, though it was already mentioned as such in "Persistent Schemes": \begin{eqnarray*} a = 0 , b = 1 & \quad \mbox{Lower diagonal matrix} \\ a = 1 , b = 0 & \quad \mbox{Upper diagonal matrix} \end{eqnarray*} - The $(7)$'th case is $(A = 0 \: , \: B = 0 \: , \: C \ne 0)$. The governing equation is: $$ T = 0 $$ Equivalent again with one of the special cases in "Persistent Schemes": \begin{eqnarray*} a = b = 0 & \quad \mbox{Identity matrix} \end{eqnarray*} - The $(8)$'h case is $(A = 0 \:,\: B = 0 \:,\: C = 0)$. The ultimate degenerate case. There is no governing equation and no tri-diagonal system of equations at all.