A2.19 B2.20

Numerical Analysis
Part II, 2004

(i) The five-point equations, which are obtained when the Poisson equation 2u=f\nabla^{2} u=f (with Dirichlet boundary conditions) is discretized in a square, are

um1,num,n1um+1,num,n+1+4um,n=fm,n,m,n=1,2,,M,-u_{m-1, n}-u_{m, n-1}-u_{m+1, n}-u_{m, n+1}+4 u_{m, n}=f_{m, n}, \quad m, n=1,2, \ldots, M,

where u0,n,uM+1,n,um,0,um,M+1=0u_{0, n}, u_{M+1, n}, u_{m, 0}, u_{m, M+1}=0 for all m,n=1,2,,Mm, n=1,2, \ldots, M.

Formulate the Gauss-Seidel method for the above linear system and prove its convergence. In the proof you should carefully state any theorems you use. [You may use Part (ii) of this question.]

(ii) By arranging the two-dimensional arrays {um,n}m,n=1,,M\left\{u_{m, n}\right\}_{m, n=1, \ldots, M} and {bm,n}m,n=1,,M\left\{b_{m, n}\right\}_{m, n=1, \ldots, M} into the column vectors uRM2\mathbf{u} \in \mathbb{R}^{M^{2}} and bRM2\mathbf{b} \in \mathbb{R}^{M^{2}} respectively, the linear system described in Part (i) takes the matrix form Au=bA \mathbf{u}=\mathbf{b}. Prove that, regardless of the ordering of the points on the grid, the matrix AA is symmetric and positive definite.