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A repeated eigenspace can be stable while chosen eigenvectors oscillate

Example

Let I:={1,2,…}, H=ℓ2(I,R), and define λ1=λ2=1 and λj=j for j≥3. Give V={u=(uj)j∈I:∑j≥1λj∣uj∣2<∞},∥u∥V2:=∑j≥1λj∣uj∣2,a(u,v):=∑j≥1λjujvj. Let J:V↪H be inclusion. It is a compact injective map with dense range; the first eigenvalue 1 has eigenspace E=span⁡{e1,e2} and is separated from λ3=3. Use the constant conforming trial spaces Vn=E for every positive integer n. Then each repeated Ritz eigenspace En equals E, so the subspace gap is zero, while a valid choice of unit Ritz eigenvector may alternate between e1 and e2 and therefore fail to converge.

Facts & Assumptions

Given: Countable Choice; the index set I, real Hilbert space H, weighted space V, form a, inclusion J, and weights λj defined above; E=span⁡{e1,e2}; and Vn=E for every n≥1.

[F1]

The space ℓ2(I,R) is defined by finite square sums, with its standard inner product and finite-tail property (Square-summable families on an arbitrary index set and the space ℓ2(I)).

[F2]

Every Cauchy sequence of real numbers converges (The reals are complete).

[F3]

A bounded Hermitian coercive form on a Hilbert space induces the energy inner product; a compact injective dense inclusion gives the compact coercive-form spectrum (Bounded, coercive and symmetric sesquilinear forms, Hilbert space, Compact linear operator, Discrete spectrum and min–max principle for a compact coercive form).

[F4]

The directed energy best-approximation gap is the supremum of normalized distances to the trial space (Best-approximation gap of a finite-dimensional eigenspace).

[F5]

For an isolated repeated cluster, the conforming Galerkin theorem compares the invariant eigenspaces and does not select individual eigenvectors (Conforming Galerkin invariant subspaces converge across an isolated cluster).

[F6]

Under Countable Choice, a complete totally bounded metric space is compact; the compact-operator definition reduces compactness to compactness of the closure of a unit-ball image (Finite ε-net and totally bounded metric space, A complete, totally bounded metric space is compact, proved from countable choice used exactly once, Compact linear operator, The Axiom of Countable Choice (ACω)).

[F8]

The natural numbers are unbounded in R (Every complete ordered field is Archimedean).

[A1]

Countable Choice is assumed by the compact-form theorem and the cluster theorem (The Axiom of Countable Choice (ACω)).

Proof

technique · direct

Given: The weighted sequence space, inclusion J, form a, eigenspace E, and trial spaces Vn=E for n≥1.

1.1F1F2givenalgebra

Let (x(n)) be Cauchy in H. For each j∈I, xj(n) is Cauchy in R because ∣xj(n)−xj(m)∣≤∥x(n)−x(m)∥H; let xj be its limit by [F2]. The norms ∥x(n)∥H are bounded: after some index every term is within 1 of one fixed term, and the finitely many earlier norms have a maximum. Thus they are bounded by some C. For every finite F⊆I, passage to coordinate limits gives ∑j∈F∣xj∣2≤C2, so x=(xj)∈H by [F1]. Given ε>0, choose N so ∥x(n)−x(m)∥H<ε/2 for n,m≥N. For fixed n≥N and finite F, let m→∞ in ∑j∈F∣xj(n)−xj(m)∣2<ε2/4; taking the supremum over finite F gives ∥x(n)−x∥H≤ε/2<ε. Thus H is complete.

2.1F1F9step 1.1givenalgebra

Define U:V→H by (Uu)j=λjuj. The estimate ∑jλj∣αuj+βvj∣2≤2∣α∣2∥u∥V2+2∣β∣2∥v∥V2 shows V is a vector space, and the coordinate formula makes U linear. It is onto, since y∈H has preimage uj=yj/λj∈V, and it is an isometry from ∥⋅∥V to ∥⋅∥H. Moreover a(u,v)=(Uu,Uv)H, so the series defining a is well-defined and a is the inner product inducing ∥⋅∥V. Step 1.1 and this isometry make V a Hilbert space. Since λj≥1, a(u,u)≥∥Ju∥H2; [F9] gives ∣a(u,v)∣≤∥u∥V∥v∥V, so a is bounded and coercive. Finite truncations are dense in H by the tail property in [F1], so J is injective with dense range.

3.1F1F6F7F8A1step 2.1givenalgebra

Let BV:={u∈V:∥u∥V≤1}. For any ε>0, choose N≥2 with 1/(N+1)<ε2/4 by [F8]. If x=Ju with u∈BV, then ∑j>N∣xj∣2=∑j>N∣uj∣2≤(N+1)−1∑j>Nλj∣uj∣2≤1/(N+1). The ellipsoid CN:={(z1,…,zN)∈RN:∑j≤Nλj∣zj∣2≤1} is closed and bounded, hence compact by [F7]. Its open balls of radius ε/2 centered at its points cover it, so compactness gives a finite ε/2-net with centers in CN. Each center z lifts by zero padding to z~=(z1,…,zN,0,…)∈J(BV). For x=Ju∈J(BV), its prefix lies in CN and the tail norm is less than ε/2, so some lift satisfies ∥x−z~∥H<ε. Thus J(BV) is totally bounded. Its closure C:=J(BV)‾ is totally bounded as well: a finite ε/2-net for J(BV) is an ε-net for C by the triangle inequality and the definition of closure. The set C is complete because it is closed in the complete space H. By [F6], C is compact; the unit-ball criterion in Compact linear operator now shows that J is compact.

3.2F3A1step 2.1givenalgebra

For every coordinate vector ej, a(ej,v)=λj(Jej,Jv)H. For nonzero u∈V, a(u,u)∥Ju∥H2=∑jλj∣uj∣2∑j∣uj∣2≥1, with equality exactly when uj=0 for every j≥3. Conversely, testing any weak eigenpair equation at v=ej gives (λj−λ)uj=0 for each j, so every eigenvalue is one of the λj and its eigenspace is the span of the corresponding coordinate vectors. Hence the first eigenvalue is 1 with eigenspace E, and the next is λ3=3.

4.1F4F5A1step 3.2given

The restriction of the continuous form to each Vn=E is the identity form, so its two Ritz values are 1 and the full cluster eigenspace En=E. For every u∈E, u∈Vn, so [F4] gives δa(E,Vn)=0; likewise the gap from E to En is zero. The cluster theorem [F5] applies with r=1,s=2 and its gap conclusion is attained exactly.

5.1step 4.1givenalgebra∎

For every positive integer n, set un=e1 when n is even and un=e2 when n is odd. Both are unit Ritz eigenvectors for the same repeated eigenvalue 1. Their successive energy distances are ∥e1−e2∥a=2, so (un) is not Cauchy and cannot converge. This does not contradict step 4.1: the invariant subspace remains exactly E, while the repeated eigenspace supplies no preferred basis vector.

Remarks

The trial spaces in this abstract illustration are constant and are not a mesh-refinement family. It isolates the multiplicity issue: a subspace gap can be zero even when an arbitrary sequence of eigenvector choices has no limit.

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