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Composite periodic trapezoidal error in a uniform tensor grid

Statement

Let L>0, odd N≥3, h=L/N, and f∈C2(TLd) for d∈{1,2,3}. With the uniform tensor grid xj=hj and indices taken modulo N, ∣hd∑j∈(Z/NZ)df(xj)−∫[0,L]df(x) dx∣≤Ldh212∑a=1d∥∂aaf∥∞.

Facts & Assumptions

Given: A periodic C2 function and a uniform periodic tensor grid with N cells in each coordinate.

[F1]

Periodic uniform PIC grid and inner product: the periodic grid uses h=L/N, wraps indices modulo N, and its tensor nodes are xj=hj.

Proof

1.1F1algebra

In one coordinate, on a cell [a,a+h], put K(x)=(x−a)(a+h−x)/2. Two integrations by parts give h2(f(a)+f(a+h))−∫aa+hf(x) dx=∫aa+hK(x)f′′(x) dx. Since K≥0 and ∫aa+hK(x) dx=h3/12, the absolute cell error is at most h3∥f′′∥∞/12. Sum over the N periodic cells, whose endpoint contributions assemble into the periodic trapezoid sum h∑jf(jh). This gives the one-dimensional error bound Lh2∥f′′∥∞/12.

2.1F1step 1.1algebra∎

For each coordinate a, let Qa denote the periodic trapezoid operator in that coordinate and Ia integration over that coordinate. Both have sup-norm operator bound at most L, since their weights are nonnegative and sum to L. The telescoping identity Q1⋯Qd−I1⋯Id=∑a=1dQ1⋯Qa−1(Qa−Ia)Ia+1⋯Id holds by cancellation. In the ath summand, the one-dimensional bound from step 1.1 applies after the later-coordinate integrations; differentiation in coordinate a commutes with those integrations. The other d−1 operators contribute at most Ld−1 in sup norm. Thus that summand is bounded by Ldh2∥∂aaf∥∞/12. Summing these bounds gives the displayed estimate, because Q1⋯Qdf=hd∑jf(xj) and I1⋯Idf=∫[0,L]df.

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