Paper 1, Section II, A

Numerical Analysis
Part II, 2011

The nine-point method for the Poisson equation 2u=f\nabla^{2} u=f (with zero Dirichlet boundary conditions) in a square, reads

23(ui1,j+ui+1,j+ui,j1+ui,j+1)+16(ui1,j1+ui1,j+1+ui+1,j1+ui+1,j+1)103ui,j=h2fi,j,i,j=1,,m,\begin{array}{r} \frac{2}{3}\left(u_{i-1, j}+u_{i+1, j}+u_{i, j-1}+u_{i, j+1}\right)+\frac{1}{6}\left(u_{i-1, j-1}+u_{i-1, j+1}+u_{i+1, j-1}+u_{i+1, j+1}\right) \\ -\frac{10}{3} u_{i, j}=h^{2} f_{i, j}, \quad i, j=1, \ldots, m, \end{array}

where u0,j=um+1,j=ui,0=ui,m+1=0u_{0, j}=u_{m+1, j}=u_{i, 0}=u_{i, m+1}=0, for all i,j=0,,m+1i, j=0, \ldots, m+1.

(i) By arranging the two-dimensional arrays {ui,j}i,j=1,,m\left\{u_{i, j}\right\}_{i, j=1, \ldots, m} and {fi,j}i,j=1,,m\left\{f_{i, j}\right\}_{i, j=1, \ldots, m} into column vectors uRm2u \in \mathbb{R}^{m^{2}} and bRm2b \in \mathbb{R}^{m^{2}} respectively, the linear system above takes the matrix form Au=bA u=b. Prove that, regardless of the ordering of the points on the grid, the matrix AA 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\omega is equal to 1.1 .

[You may quote without proof any relevant result about convergence of iterative methods.]