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Level-uniform 1D Poisson smoothing and approximation bounds
Statement
Let , , and let have diagonal , adjacent off-diagonal entries , and all other entries zero. This is the Dirichlet stiffness matrix for the uniform one-dimensional Poisson mesh. Let linearly interpolate from the coarse nodes at even fine indices: set coarse endpoint values , , and wherever these are interior fine indices. Put , , and . Then for every integer and every fine vector ,
The separate estimates proved below are the exact approximation bound and smoothing bound ; their constants are compatible and independent of .
Facts & Assumptions
Given: An even number , the uniform Dirichlet stiffness matrix , piecewise-linear coarse prolongation , and integer .
Galerkin coarse matrices and the exact coarse-correction error map: and, when is invertible, .
The Galerkin coarse correction is an energy-orthogonal projector: since is SPD and has full column rank, is SPD and is the exact Galerkin projector.
Real spectral theorem: a self-adjoint endomorphism of a finite-dimensional real inner product space has an orthonormal eigenbasis: a real symmetric matrix has a real orthonormal eigenbasis.
Transpose is linear and involutive, and : matrix transpose is involutive and reverses matrix products.
Proof
Extend a fine vector by . Direct expansion gives This is positive for every nonzero , since a zero sum forces all consecutive entries equal and the boundary entries are zero. The even rows of form the identity on coarse coordinates, so has full column rank. Thus [F2] ensures is invertible and is defined.
For any , and the endpoints vanish, so . By [F4], for each eigenvalue. In an orthonormal eigenbasis, has eigenvalues . For , the finite geometric identity applies. Each summand is at least , so . Expanding in that eigenbasis yields
Let insert a coarse vector into the even fine indices and zero the odd indices. At an odd fine row, because . At an even row , with boundary values . Direct multiplication gives diagonal entries , adjacent entries , and all other entries zero; hence and, by [F5], . Substitution in [F1] yields . Therefore has zero even entries. Also , so the odd entries of equal those of .
For odd , the two neighbours of are even and zero, so . Therefore Since each odd value is adjacent to two zero even values, the energy identity in step 1.1 gives . Thus .
Apply the approximation estimate of step 3.1 with and then the smoothing estimate of step 1.2: Because , , uniformly in .
Depends on
- Galerkin coarse matrices and the exact coarse-correction error map
- The Galerkin coarse correction is an energy-orthogonal projector
- The energy inner product $\langle u,v\rangle_A=\langle Au,v\rangle$ and energy norm $\|u\|_A$ for a Hermitian positive-definite matrix
- Real spectral theorem: a self-adjoint endomorphism of a finite-dimensional real inner product space has an orthonormal eigenbasis
- Transpose is linear and involutive, and $(AB)^{\mathsf T}=B^{\mathsf T}A^{\mathsf T}$
Used by
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Sources
- Susanne C. Brenner and L. Ridgway Scott, The Mathematical Theory of Finite Element Methods, 3rd ed., Chapter 6 (standard reference, not scraped)
- Numerical Methods II, University of Heidelberg lecture notes, Chapter 10 (standard reference, not scraped)