A1.20 B1.20

Numerical Analysis | Part II, 2003

(i) The linear algebraic equations Au=bA \mathbf{u}=\mathbf{b}, where AA is symmetric and positive-definite, are solved with the Gauss-Seidel method. Prove that the iteration always converges.

(ii) The Poisson equation ∇2u=f\nabla^{2} u=f is given in the bounded, simply connected domain Ω⊆R2\Omega \subseteq \mathbb{R}^{2}, with zero Dirichlet boundary conditions on ∂Ω\partial \Omega. It is approximated by the fivepoint formula

Um−1,n+Um,n−1+Um+1,n+Um,n+1−4Um,n=(Δx)2fm,nU_{m-1, n}+U_{m, n-1}+U_{m+1, n}+U_{m, n+1}-4 U_{m, n}=(\Delta x)^{2} f_{m, n}

where Um,n≈u(mΔx,nΔx),fm,n=f(mΔx,nΔx)U_{m, n} \approx u(m \Delta x, n \Delta x), \quad f_{m, n}=f(m \Delta x, n \Delta x), and (mΔx,nΔx)(m \Delta x, n \Delta x) is in the interior of Ω\Omega.

Assume for the sake of simplicity that the intersection of ∂Ω\partial \Omega with the grid consists only of grid points, so that no special arrangements are required near the boundary. Prove that the method can be written in a vector notation, Au=bA \mathbf{u}=\mathbf{b} with a negative-definite matrix AA.

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