Let the equilibrium problem \(\nabla^{2} u(x, y)=0\) be given for the square \(0
\leq x \leq 3,0 \leq y \leq 3\), with boundary values \(u=x^{2}\) for \(y=0,
u=x^{2}-9\) for \(y=3, u=-y^{2}\) for \(x=0\), \(u=\) \(9-y^{2}\) for \(x=3\). Obtain the
solution by considering the heat equation \(u_{t}-\nabla^{2} u=0\). Use only
integer valyes of \(x, y\) so that only four points \((1,1),(2,1),(1,2),(2,2)\)
inside the rectangle are concerned. Let \(u_{1}, u_{2}, u_{3}, u_{4}\),
respectively, be the four values of \(u\) at these points. Using the given
boundary values, show that the approximating equations are
$$
\begin{array}{rrr}
u_{1}^{\prime}(t)-\left(u_{2}+u_{3}-4 u_{1}\right)=0, &
u_{2}^{\prime}(t)-\left(12+u_{4}+u_{1}-4 u_{2}\right)=0, \\
u_{3}^{\prime}(t)-\left(u_{4}-12+u_{1}-4 u_{3}\right)=0, &
u_{4}^{\prime}(t)-\left(u_{3}+u_{2}-4 u_{4}\right)=0 .
\end{array}
$$
Replace by difference equations in \(t: \Delta u_{1}=\left(u_{2}+u_{3}-4
u_{1}\right) \Delta t, \ldots\), where \(\Delta u_{i}=\) \(u_{i}(t+\Delta
t)-u_{i}(t)\). These equations can be used to obtain \(u_{1}, \ldots, u_{4}\)
numerically at \(t_{0}+\Delta t, t_{0}+2 \Delta t, \ldots\) from given initial
values at \(t_{0}\) (Euler method). Take \(t_{0}=0, \Delta t=0.1\), and
\(u_{i}(0)=1\) for \(i=1, \ldots, 4\) to find \(u_{i}(1)\). Verify that the values
found are close to the equilibrium values: \(u_{1}=0, u_{2}=3, u_{3}=-3,
u_{4}=0\).