A1.20 B1.20

Numerical Analysis
Part II, 2003

(i) The linear algebraic equations Au=bA \mathbf{u}=\mathbf{b}, where AA is symmetric and positive-definite, are solved with the Gauss-Seidel method. Prove that the iteration always converges.

(ii) The Poisson equation 2u=f\nabla^{2} u=f is given in the bounded, simply connected domain ΩR2\Omega \subseteq \mathbb{R}^{2}, with zero Dirichlet boundary conditions on Ω\partial \Omega. It is approximated by the fivepoint formula

Um1,n+Um,n1+Um+1,n+Um,n+14Um,n=(Δx)2fm,nU_{m-1, n}+U_{m, n-1}+U_{m+1, n}+U_{m, n+1}-4 U_{m, n}=(\Delta x)^{2} f_{m, n}

where Um,nu(mΔx,nΔx),fm,n=f(mΔx,nΔx)U_{m, n} \approx u(m \Delta x, n \Delta x), \quad f_{m, n}=f(m \Delta x, n \Delta x), and (mΔx,nΔx)(m \Delta x, n \Delta x) is in the interior of Ω\Omega.

Assume for the sake of simplicity that the intersection of Ω\partial \Omega with the grid consists only of grid points, so that no special arrangements are required near the boundary. Prove that the method can be written in a vector notation, Au=bA \mathbf{u}=\mathbf{b} with a negative-definite matrix AA.