The nine-point method for the Poisson equation ∇2u=f (with zero Dirichlet boundary conditions) in a square, reads
32(ui−1,j+ui+1,j+ui,j−1+ui,j+1)+61(ui−1,j−1+ui−1,j+1+ui+1,j−1+ui+1,j+1)−310ui,j=h2fi,j,i,j=1,…,m,
where u0,j=um+1,j=ui,0=ui,m+1=0, for all i,j=0,…,m+1.
(i) By arranging the two-dimensional arrays {ui,j}i,j=1,…,m and {fi,j}i,j=1,…,m into column vectors u∈Rm2 and b∈Rm2 respectively, the linear system above takes the matrix form Au=b. Prove that, regardless of the ordering of the points on the grid, the matrix A is symmetric and negative definite.
(ii) Formulate the Jacobi method with relaxation for solving the above linear system.
(iii) Prove that the iteration converges if the relaxation parameter ω is equal to 1.
[You may quote without proof any relevant result about convergence of iterative methods.]