Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2019/ii/paper-2/39c/d/solution

Each coordinate of the transformed vectors evolves independently because and are diagonal matrices. Reorder the unknowns by collecting the th components across all grid columns:
Then system (3) splits into the uncoupled systems
where
Thus the original problem reduces to one discrete sine transform followed by independent tridiagonal solves and an inverse sine transform.

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