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Composite periodic trapezoidal error in a uniform tensor grid
Statement
Let , odd , , and for . With the uniform tensor grid and indices taken modulo ,
Facts & Assumptions
Given: A periodic function and a uniform periodic tensor grid with cells in each coordinate.
Periodic uniform PIC grid and inner product: the periodic grid uses , wraps indices modulo , and its tensor nodes are .
Proof
In one coordinate, on a cell , put . Two integrations by parts give Since and , the absolute cell error is at most . Sum over the periodic cells, whose endpoint contributions assemble into the periodic trapezoid sum . This gives the one-dimensional error bound .
For each coordinate , let denote the periodic trapezoid operator in that coordinate and integration over that coordinate. Both have sup-norm operator bound at most , since their weights are nonnegative and sum to . The telescoping identity holds by cancellation. In the th summand, the one-dimensional bound from step 1.1 applies after the later-coordinate integrations; differentiation in coordinate commutes with those integrations. The other operators contribute at most in sup norm. Thus that summand is bounded by . Summing these bounds gives the displayed estimate, because and .
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Sources
- David Levy, Introduction to Numerical Analysis, full lecture notes, §§6.2–6.3 (standard reference, not scraped)
- André Massing, TMA4320 Scientific Computation Notes, Composite Quadrature Rules (standard reference, not scraped)