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Analytic data converge exponentially under fixed-mesh p refinement

Statement

Assume Countable Choice. Let Ω be partitioned by a fixed finite matching affine tensor-box mesh, and let u∈C1(Ω‾) be smooth on each box. For each cell K, let u^K be its pullback to [−1,1]d. Assume that for fixed constants M>0 and R>1,

sup⁡x^∈[−1,1]d∣∂νu^K(x^)∣≤M∣ν∣!R−∣ν∣

for every multi-index ν∈N0d and every cell K. Choose any q with R−1<q<1. For each common degree p≥1, tensorize the endpoint-preserving integrated Legendre projector of Endpoint-preserving integrated Legendre projector on each reference cell and transport it to K, obtaining up. Then the cell traces of up agree across every shared face and

∥u−up∥H1(Ω)≤CT,d,R,qMqp.

The constant may depend on the fixed mesh; the estimate is a p-rate on a fixed mesh and makes no claim about h-refinement.

Facts & Assumptions

Given: Countable Choice; a fixed finite matching affine tensor-box mesh; a globally C1 function u smooth on each cell; M>0, R>1, integer p≥1, and R−1<q<1.

[F1]

Variable-degree conforming hp spaces on matching affine meshes: Qp(K) is the pullback of degree-at-most-p polynomials in each reference coordinate; a trace-matching box space is defined by equality on shared faces.

[F2]

Endpoint-preserving integrated Legendre projector: the one-coordinate operator is Ip(f(−1),f′)=f(−1)+∫−1xΠp−1f′ for an absolutely continuous section with square-integrable derivative.

[F3]

Taylor's Lagrange remainder follows from repeated Rolle steps: for a Cp function on an interval containing 0 and x, the degree-(p−1) Taylor polynomial at zero has remainder bounded by sup⁡∣f(p)∣∣x∣p/p!.

[F4]

Cauchy–Schwarz: ∣⟨x,y⟩∣≤∥x∥ ∥y∥, with equality exactly for dependent pairs: Cauchy–Schwarz holds for the L2 inner product on the reference interval and cube.

[F5]

Legendre polynomials have explicit norms and weighted derivative orthogonality: P0=1 and the Legendre family is orthogonal with ∫−11P02=2.

[F6]

The second fundamental theorem: if G is differentiable on [a,b] with G′=f and f is integrable, then ∫abf=G(b)−G(a): if a function is differentiable on a compact interval and its derivative is Riemann integrable, the integral of that derivative equals the endpoint increment.

[F7]

A bounded Riemann integrable function on a closed bounded interval is Lebesgue measurable and has the same integral: under Countable Choice, a bounded Riemann-integrable function has the same Riemann and Lebesgue integrals.

[F8]

Matching variable-degree polynomial traces give an H1 function: under Countable Choice, on a finite matching affine tensor-box mesh, matching polynomial traces give an H1(Ω) function with its cellwise weak gradient.

[A1]

The mixed derivative norm used below is ∥f∥mix2:=∑S⊆{1,…,d}∥∂Sf∥L2([−1,1]d)2, where ∂S differentiates once in each coordinate in S and ∂∅f=f.

Proof

1.1F2F4F5F6F7givenalgebra

On the reference cube define Ip(j) by applying [F2] in coordinate j, holding all other coordinates fixed, and put Ip=Ip(1)⋯Ip(d). Each factor maps degree-at-most-p polynomials in its coordinate to the same degree space, so Ipu^K∈Qp. Fix a smooth one-dimensional section f and write g=f′. By [F6], f(x)−f(−1) is the Riemann integral of g from −1 to x; [F7] identifies it with the Lebesgue integral used in [F2] and the coefficient formula [F2] (applied to the continuous products gPn). Orthogonality [F5] makes the constant coefficient exact, so Ipf preserves both endpoints. The bound ∣f(−1)∣≤2−1/2∥f∥L2+2∥f′∥L2 follows by averaging f(x)=f(−1)+∫−1xf′ over x and applying Cauchy–Schwarz [F4, F7]; together with ∥Πp−1f′∥2≤∥f′∥2 this gives ∥Ipf∥L2+∥(Ipf)′∥L2≤C∥f∥H1 uniformly in p. Also, if an absolutely continuous w vanishes at −1, then w(x)=∫−1xw′ and Cauchy–Schwarz [F4] gives ∥w∥L2≤2∥w′∥L2.

2.1A1F2F3F6F7step 1.1givenalgebra

Fix j and a subset S of the coordinate indices. If j∈S, then ∂S(Ip(j)−I)u^K=(Πp−1(j)−I)∂j∂S∖{j}u^K. If j∉S, then ∂S(Ip(j)−I)u^K=(Ip(j)−I)∂Su^K, whose j derivative is (Πp−1(j)−I)∂j∂Su^K and whose value at −1 is zero. Thus in either case the error is controlled by the Legendre projection tail of g=∂j∂Tu^K, where T=S∖{j} in the first case and T=S in the second. Write r=∣T∣≤d−1 and let Tp−1 be its Taylor polynomial at zero through degree p−1. Taylor's Lagrange remainder [F3] bounds ∣g−Tp−1∣ on [−1,1] by M(p+r+1)!R−p−r−1/p!. Orthogonality of Πp−1(j) gives ∥g−Tp−1∥22=∥g−Πp−1(j)g∥22+∥Πp−1(j)g−Tp−1∥22, so the projection error is at most 2M(p+r+1)!R−p−r−1/p!. For fixed d,R,q this is at most Cd,R,qMqp: the factorial ratio is bounded by a fixed-degree polynomial in p, while (Rq)−p decays geometrically. Anchoring at −1 and the one-dimensional Poincare estimate from step 1.1 use [F6, F7] for the continuous error derivative and give the same bound for each mixed derivative of (Ip(j)−I)u^K.

3.1step 1.1step 2.1algebra

The estimate in step 1.1 is stable in every mixed derivative: if a mixed derivative includes coordinate j, differentiating Ip(j) there gives the contractive projection Πp−1(j); if it omits j, the one-dimensional H1 bound in step 1.1 controls the application of Ip(j) using that derivative and its additional j derivative. Summing over the finitely many subsets S gives ∥Ip(j)f∥mix≤Cd∥f∥mix uniformly in p. The telescoping identity Ip−I=∑j=1dIp(1)⋯Ip(j−1)(Ip(j)−I) and step 2.1 now imply ∥u^K−Ipu^K∥H1([−1,1]d)≤Cd,R,qMqp.

4.1F1F2F8step 3.1givenalgebra∎

The one-dimensional projector preserves both endpoints. It commutes with reflection: both the reflected polynomial and the projection of the reflected function have the same derivative, since reflection preserves the polynomial subspace and the L2 inner product, and they have the same value at the left endpoint by preservation of the right endpoint. Coordinate projectors commute under coordinate permutations. On a shared box face the relative affine parameter map is an affine automorphism of the reference cube face: it permutes the supporting facet hyperplanes and preserves their vertices, so its linear part is a signed coordinate permutation. Thus the restrictions of the transported tensor projectors are the same tangential projector applied to the common trace of u, and the resulting cell traces match. The conformity result [F8] gives up∈H1(Ω); since u∈H1(Ω), the local estimates sum to the stated global H1 estimate. Scaling from each reference cell to its physical affine box multiplies the local estimate by a fixed cell-dependent factor; the mesh has finitely many cells, so taking the largest factor gives the global constant CT,d,R,q.

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