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One-dimensional P1 interpolation has a first-derivative error bound

Statement

Assume Countable Choice. Let 0=x0<x1<⋯<xN=1 be a finite interval partition, h:=max⁡j(xj+1−xj), and u∈C2([0,1]). Let Ihu be the continuous piecewise-linear function with nodal values Ihu(xj)=u(xj). Then

∥(u−Ihu)′∥L2(0,1)≤h∥u′′∥L∞(0,1).

If u(0)=u(1)=0, then Ihu also vanishes at both endpoints.

Facts & Assumptions

Given: Countable Choice, a finite interval partition, h its maximum cell length, and u∈C2([0,1]).

[F1]

The second fundamental theorem: if G is differentiable on [a,b] with G′=f and f is integrable, then ∫abf=G(b)−G(a): if a differentiable function has an integrable derivative, its increment is the integral of that derivative.

[F2]

If f≤g on [a,b] and both are integrable then ∫abf≤∫abg; and m(b−a)≤∫abf≤M(b−a): for an integrable function bounded in absolute value by C, the integral over an interval of length ℓ has absolute value at most Cℓ.

[F3]

Under Countable Choice, for every nonnegative measurable q the map E↦∫Eq is a measure, hence finitely additive on disjoint measurable cells (The indefinite integral of a nonnegative measurable function is a measure). Nonnegative Lebesgue integrals preserve bounds (Monotonicity and nonnegative homogeneity of the nonnegative integral); a constant bound integrates as that constant times the interval length by the simple-integral formula and the box-measure theorem (The nonnegative integral agrees with the simple integral on simple functions, A box in Rn with parameters ai≤bi is Lebesgue measurable of measure ∏i<n(bi−ai), whichever of its faces are included), whose interval-measure statement assumes Countable Choice (The Axiom of Countable Choice (ACω)).

[F4]

Extreme value theorem: a continuous real function on a nonempty compact subset of R attains a greatest and a least value: a continuous function on the compact interval [0,1] has a finite maximum and minimum.

Proof

1.1givenF1construct

Fix a cell K=[a,b]=[xj,xj+1] of length hK. Its interpolant slope is sK=(u(b)−u(a))/hK=hK−1∫abu′(t) dt by [F1].

2.1givenF1F2step 1.1algebra

For every x∈K, u′(x)−sK=hK−1∫ab(u′(x)−u′(t)) dt. A second use of [F1] and then [F2] gives ∣u′(x)−u′(t)∣≤∥u′′∥∞∣x−t∣≤hK∥u′′∥∞, hence ∣u′(x)−sK∣≤hK∥u′′∥∞.

3.1F3F4givenstep 2.1algebra∎

The continuous function ∣u′′∣ has a finite maximum by [F4]. On each open cell K∘=(xj,xj+1), q=∣u′−sK∣2 is continuous and hence measurable; define q=0 at the finitely many nodes. This gives a nonnegative measurable representative of the squared derivative error, bounded by the finite cell bounds in step 2.1. The Lebesgue interval-measure and monotonicity facts in [F3] give ∫K∣(u−Ihu)′∣2≤hK3∥u′′∥∞2. The open cells are disjoint and their complement consists of finitely many nodes of Lebesgue measure zero. Finite additivity of the measure E↦∫Eq from [F3], with zero contribution from the nodes where q=0, therefore identifies the global Lebesgue squared norm with the sum of these cell integrals. Using hK≤h and ∑KhK=1 gives ∥(u−Ihu)′∥22≤h2∥u′′∥∞2. Taking nonnegative square roots proves the estimate; endpoint values follow from the nodal definition.

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