Past exam of the mathematics course of the University of Cambridge / 2002 / iii / Paper 60 / 1 / a

Put $h=1/(m+1)$ and impose homogeneous Dirichlet boundary conditions, as required by the stated continuum eigenvalues. Let $T=\mathrm{tridiag}(1,-2,1)$ be the unscaled one-dimensional Dirichlet discrete Laplacian. For $1\le k\le m$, the vectors $v_j^{(k)}=\sin (jk\pi h)$ satisfyThe identity follows by adding the two neighboring sines; the values at $j=0,m+1$ vanish. These $m$ mutually orthogonal vectors form the discrete sine transform basis. Consequently their tensor products give all $m^2$ two-dimensional modes, not merely a few candidate eigenvectors.

In a compatible grid ordering the axial operator is $A_5=h^{-2}(T\otimes I+I\otimes T)$. The nine-point operator isIndeed, the added Kronecker product supplies the diagonal neighbors with weight $1/6$, subtracts $1/3$ from each axial neighbor and adds $2/3$ to the central coefficient. Thus it has exactly the coefficients of the second discretization. On $v^{(k)}\otimes v^{(l)}$ the eigenvalues areandEquivalently, $h^2{\lambda }_{9,kl}=-10/3+4[\cos (k\pi h)+\cos (l\pi h)]/3+2\cos (k\pi h)\cos (l\pi h)/3$.