2.II.38C

Numerical Analysis
Part II, 2006

In the unit square the Poisson equation 2u=f\nabla^{2} u=f, with zero Dirichlet boundary conditions, is being solved by the five-point formula using a square grid of mesh size h=1/(M+1)h=1 /(M+1),

ui,j1+ui,j+1+ui1,j+ui+1,j4ui,j=h2fi,j.u_{i, j-1}+u_{i, j+1}+u_{i-1, j}+u_{i+1, j}-4 u_{i, j}=h^{2} f_{i, j} .

Let u(x,y)u(x, y) be the exact solution, and let ei,j=ui,ju(ih,jh)e_{i, j}=u_{i, j}-u(i h, j h) be the error of the five-point formula at the (i,j)(i, j) th grid point. Justifying each step, prove that

[i,j=1Mei,j2]1/2ch,h0\left[\sum_{i, j=1}^{M}\left|e_{i, j}\right|^{2}\right]^{1 / 2} \leqslant c h, \quad h \rightarrow 0

where cc is some constant.