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One-dimensional P1 interpolation has a first-derivative error bound
Statement
Assume Countable Choice. Let be a finite interval partition, , and . Let be the continuous piecewise-linear function with nodal values . Then
If , then also vanishes at both endpoints.
Facts & Assumptions
Given: Countable Choice, a finite interval partition, its maximum cell length, and .
The second fundamental theorem: if is differentiable on with and is integrable, then : if a differentiable function has an integrable derivative, its increment is the integral of that derivative.
If on and both are integrable then ; and : for an integrable function bounded in absolute value by , the integral over an interval of length has absolute value at most .
Under Countable Choice, for every nonnegative measurable the map 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 with parameters is Lebesgue measurable of measure , whichever of its faces are included), whose interval-measure statement assumes Countable Choice (The Axiom of Countable Choice ()).
Extreme value theorem: a continuous real function on a nonempty compact subset of attains a greatest and a least value: a continuous function on the compact interval has a finite maximum and minimum.
Proof
Fix a cell of length . Its interpolant slope is by [F1].
For every , . A second use of [F1] and then [F2] gives , hence .
The continuous function has a finite maximum by [F4]. On each open cell , is continuous and hence measurable; define 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 . The open cells are disjoint and their complement consists of finitely many nodes of Lebesgue measure zero. Finite additivity of the measure from [F3], with zero contribution from the nodes where , therefore identifies the global Lebesgue squared norm with the sum of these cell integrals. Using and gives . Taking nonnegative square roots proves the estimate; endpoint values follow from the nodal definition.
Depends on
- The second fundamental theorem: if $G$ is differentiable on $[a,b]$ with $G' = f$ and $f$ is integrable, then $\int_a^b f = G(b)-G(a)$
- If $f \le g$ on $[a,b]$ and both are integrable then $\int_a^b f \le \int_a^b g$; and $m(b-a) \le \int_a^b f \le M(b-a)$
- Extreme value theorem: a continuous real function on a nonempty compact subset of $\mathbb{R}$ attains a greatest and a least value
- The indefinite integral of a nonnegative measurable function is a measure
- Monotonicity and nonnegative homogeneity of the nonnegative integral
- The nonnegative integral agrees with the simple integral on simple functions
- A box in $\mathbb{R}^n$ with parameters $a_i\le b_i$ is Lebesgue measurable of measure $\prod_{i<n}(b_i-a_i)$, whichever of its faces are included
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
Used by
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Sources
- Jean-Luc Guermond, MATH 661 Fall 2023, Part III, Chapter 11, Local interpolation on affine meshes (standard reference, not scraped)
- Joachim Schöberl, Numerical Methods for Partial Differential Equations, Chapter 24, Finite element error analysis (standard reference, not scraped)