The Poisson equation ∇2u=f in the unit square Ω=[0,1]×[0,1], with zero boundary conditions on ∂Ω, is discretized with the nine-point formula
310um,n−32(um+1,n+um−1,n+um,n+1+um,n−1)−61(um+1,n+1+um+1,n−1+um−1,n+1+um−1,n−1)=−h2fm,n,
where 1⩽m,n⩽M,um,n≈u(mh,nh), and (mh,nh) are grid points.
(a) Prove that, for any ordering of the grid points, the method can be written as Au=b with a symmetric positive-definite matrix A.
(b) Describe the Jacobi method for solving a linear system of equations, and prove that it converges for the above system.
[You may quote without proof the corollary of the Householder-John theorem regarding convergence of the Jacobi method.]