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Level-uniform 1D Poisson smoothing and approximation bounds

Statement

Let N=2M≥4, h=1/N, and let Ah∈R(N−1)×(N−1) have diagonal 2/h, adjacent off-diagonal entries −1/h, and all other entries zero. This is the Dirichlet stiffness matrix for the uniform one-dimensional Poisson mesh. Let P∈R(N−1)×(M−1) linearly interpolate from the coarse nodes at even fine indices: set coarse endpoint values v0=vM=0, (Pv)2j=vj, and (Pv)2j+1=(vj+vj+1)/2 wherever these are interior fine indices. Put AH=PTAhP, C=I−PAH−1PTAh, and S=I−Ah/λmax⁡(Ah). Then for every integer ν≥1 and every fine vector e,

∥CSνe∥Ah2≤22ν+1∥e∥Ah2.

The separate estimates proved below are the exact approximation bound ∥Cw∥Ah2≤(h/2)∥Ahw∥22 and smoothing bound ∥AhSνe∥22≤4 [h(2ν+1)]−1∥e∥Ah2; their constants are compatible and independent of N.

Facts & Assumptions

Given: An even number N=2M≥4, the uniform Dirichlet stiffness matrix Ah, piecewise-linear coarse prolongation P, and integer ν≥1.

[F1]

Galerkin coarse matrices and the exact coarse-correction error map: AH=PTAhP and, when AH is invertible, C=I−PAH−1PTAh.

[F2]

The Galerkin coarse correction is an energy-orthogonal projector: since Ah is SPD and P has full column rank, AH is SPD and C is the exact Galerkin projector.

[F5]

Transpose is linear and involutive, and (AB)T=BTAT: matrix transpose is involutive and reverses matrix products.

Proof

1.1givenF1F2F3algebra

Extend a fine vector by x0=xN=0. Direct expansion gives xTAhx=h−1∑i=1N(xi−xi−1)2. This is positive for every nonzero x, since a zero sum forces all consecutive entries equal and the boundary entries are zero. The even rows of P form the identity on coarse coordinates, so P has full column rank. Thus [F2] ensures AH is invertible and C is defined.

1.2F3F4algebra

For any x, (xi−xi−1)2≤2xi2+2xi−12 and the endpoints vanish, so xTAhx≤(4/h)∥x∥22. By [F4], 0<λ≤λmax⁡(Ah)≤4/h for each eigenvalue. In an orthonormal eigenbasis, S has eigenvalues 1−λ/λmax⁡∈[0,1). For ξ=λ/λmax⁡∈(0,1], the finite geometric identity ξ∑k=02ν(1−ξ)k=1−(1−ξ)2ν+1≤1 applies. Each summand is at least (1−ξ)2ν, so ξ(1−ξ)2ν≤1/(2ν+1). Expanding e in that eigenbasis yields ∥AhSνe∥22≤λmax⁡(Ah)2ν+1∥e∥Ah2≤4h(2ν+1)∥e∥Ah2.

2.1F1F2F5step 1.1algebra

Let J insert a coarse vector into the even fine indices and zero the odd indices. At an odd fine row, AhPv=0 because 2(Pv)2j+1=(Pv)2j+(Pv)2j+2. At an even row 2j, (AhPv)2j=(2h)−1(2vj−vj−1−vj+1), with boundary values v0=vM=0. Direct multiplication gives AH diagonal entries 1/h, adjacent entries −1/(2h), and all other entries zero; hence AhP=JAH and, by [F5], PTAh=AHJT. Substitution in [F1] yields C=I−PJT. Therefore y=Cw has zero even entries. Also Ahy=Ahw−JAHJTw, so the odd entries of Ahy equal those of Ahw.

3.1step 1.1step 2.1F3algebra

For odd i, the two neighbours of yi are even and zero, so (Ahy)i=2yi/h=(Ahw)i. Therefore ∥Cw∥22=∑i oddyi2=h24∑i odd(Ahw)i2≤h24∥Ahw∥22. Since each odd value is adjacent to two zero even values, the energy identity in step 1.1 gives ∥y∥Ah2=(2/h)∥y∥22. Thus ∥Cw∥Ah2≤(h/2)∥Ahw∥22.

4.1step 3.1step 1.2∎

Apply the approximation estimate of step 3.1 with w=Sνe and then the smoothing estimate of step 1.2: ∥CSνe∥Ah2≤h2∥AhSνe∥22≤22ν+1∥e∥Ah2. Because ν≥1, 2/(2ν+1)≤2/3<1, uniformly in N.

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