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Variational crimes and Strang lemmas — Examples

1 · Prerequisites

2 · Summary

The first example computes exact and one-point midpoint stiffness on a quadratic zero-boundary function: the exact value is 1/3 while the midpoint value is zero, so no positive discrete coercivity constant exists. The second constructs a two-cell broken test with residual −1/4, making the nonconforming consistency term visible and showing why the conforming Céa hypothesis does not apply. The last example derives the two-node Gauss nodes and weights on [−1,1], checks degree-three exactness, and computes the absolute x4 quadrature error 8/45.

3 · Logical flowchart

4 · Definitions, theorems and proofs

None yet.

5 · Examples, counterexamples and false statements

ExampleConstruction: AI-generatedVerification: AI-generatedOpen item page →

One midpoint sample destroys a quadratic stiffness coercivity bound

Example

On the single interval [0,1], let ϕ(x)=x(1−x) and let V=Vh=span⁡R{ϕ} with inner product (cϕ,dϕ)V:=cd and induced norm ∥cϕ∥V=∣c∣. Define a(v,w)=∫01v′w′ dx and let ah(v,w) replace that integral by the one-panel midpoint rule. Exact integration gives a(ϕ,ϕ)=1/3, while the midpoint form gives zero. Thus a is bounded and coercive in this one-dimensional Hilbert norm, but ah is not coercive and the first Strang theorem's discrete stability hypothesis fails.

Facts & Assumptions

Given: The interval [0,1], the nonzero trial function ϕ(x)=x(1−x), the real one-dimensional spaces V=Vh=span⁡{ϕ} with (cϕ,dϕ)V=cd and ∥cϕ∥V=∣c∣, the exact stiffness a(v,w)=∫01v′w′ dx, and its one-panel midpoint approximation ah.

[F1]

Composite midpoint rule on a uniform grid: on one panel of width 1, QM(g)=g(1/2).

[F2]

First Strang estimate for conforming perturbed Galerkin problems: the first Strang estimate assumes a positive discrete coercivity constant αh.

[F4]

Every finite-dimensional normed space is Banach and Hilbert space: a finite-dimensional real inner-product space is complete and hence Hilbert.

Verification

1.1F3F4givenalgebra

The space V has finite dimension, so [F4] makes it Banach and hence Hilbert for the stated inner product. By the power rule, ϕ′(x)=1−2x; the displayed polynomial is an antiderivative of (1−2x)2 by the same rule, so [F3] gives a(ϕ,ϕ)=∫01(1−2x)2dx=[x−2x2+43x3]01=1/3. Bilinearity then gives a(cϕ,dϕ)=cd/3=13(cϕ,dϕ)V, verifying boundedness and coercivity with constant 1/3.

2.1F1step 1.1algebra

The midpoint is 1/2, where ϕ′(1/2)=0. Thus [F1] gives ah(ϕ,ϕ)=QM((ϕ′)2)=0, although ϕ≠0.

3.1F2givenstep 2.1algebra∎

The stated norm gives ∥ϕ∥V=1, so a coercivity constant αh>0 would require 0=ah(ϕ,ϕ)≥αh, contradicting step 2.1. Therefore the first-Strang stability hypothesis [F2] is absent; the calculation asserts no error rate for the unstable discrete problem.

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A broken P1 test exposes a nonzero consistency residual

Example

Assume Countable Choice. Encode a one-dimensional zero-boundary function by its derivative. The exact Hilbert space is the mean-zero subspace V:={g∈L2(0,1):∫01g=0}, with a(g,h)=∫01gh. Its associated function is Ug(x):=∫0xg(t) dt. The source functional is F(h):=∫016xUh(x) dx. Its exact solution is gu(x)=1−3x2, whose associated function is Ugu(x)=x−x3.

For the nonconforming discrete space, take broken piecewise-affine functions on the disjoint cells [0,1/2] and (1/2,1] that vanish at 0 and 1, with no continuity imposed at 1/2. Identify each such function with its two cellwise slopes, a two-dimensional space Vh of piecewise-constant fields. For ωh=sL1[0,1/2]+sR1(1/2,1], define its associated broken function by Uωh(x)=sLx for 0≤x≤1/2 and Uωh(x)=sR(x−1) for 1/2<x≤1. Thus the midpoint value is assigned by the left cell; cellwise derivatives and all integrals are unchanged by this representative convention. Use a~h(g,ωh):=∫01gωh and Fh(ωh):=∫016xUωh(x) dx. The left basis function ϕL(x)=2x on the first cell and 0 on the second corresponds to slope field ωL=21[0,1/2]; it has residual Fh(ωL)−a~h(gu,ωL)=−1/4. Thus the exact solution does not satisfy the broken discrete equation on Vh: its consistency residual is nonzero. This is the term retained by the second Strang estimate in place of an exact Galerkin identity. The conforming Céa hypothesis Vh⊆V is also false.

Facts & Assumptions

Given: Countable Choice; L2(0,1) with its integral inner product; the mean-zero subspace V; the exact and broken forms and loads in the Example; and the broken basis functions ϕL(x)=2x on the first cell and 0 on the second, and ϕR(x)=0 on the first cell and 2(x−1) on the second.

[F1]

L2 with the integral pairing is a Hilbert space and Hilbert space: under Countable Choice, L2(0,1) is a Hilbert space for the integral pairing; a complete inner-product space is a Hilbert space.

[F2]

Holder's inequality for integrals, including the endpoint cases: ∫01∣g∣≤∥g∥2, and ∣∫fg∣≤∥f∥2∥g∥2.

[F3]

Two integrable functions are equal almost everywhere exactly when all of their indefinite integrals agree: the primitive Ug(x)=∫0xg(t) dt is independent of the representative of the L2 class g.

[F4]

Tonelli and Fubini for the completed product, with only almost-everywhere section measurability: under Countable Choice, absolutely integrable functions on the product have equal iterated integrals.

[F5]

The Lax--Milgram theorem under The Axiom of Countable Choice (ACω): a bounded coercive form on a Hilbert space with bounded load has a unique variational solution.

[F6]

Second Strang estimate with a bounded extension to the comparison space: a bounded extension to V+Vh and a coercive discrete form yield an error estimate with the exact-solution consistency residual.

[F7]

Céa quasi-optimality for coercive conforming Galerkin problems: its conforming hypothesis is Vh⊆V.

[F8]

The reals are complete: every Cauchy sequence of real numbers has a real limit.

[F11]

Under Countable Choice, a bounded Riemann-integrable function on a closed interval is Lebesgue integrable and the two integrals agree (A bounded Riemann integrable function on a closed bounded interval is Lebesgue measurable and has the same integral, The Axiom of Countable Choice (ACω)).

[F12]

The Lebesgue integral is linear on L1 (The Lebesgue integral is linear on L1(μ)).

[A1]

The exact solution candidate is gu(x)=1−3x2 and its associated function is Ugu(x)=x−x3.

[A2]

Vh=span⁡{ωL,ωR} with ωL=21[0,1/2] and ωR=21(1/2,1]. Its norm is ∥ωh∥h=∥ωh∥L2, and a~h(g,ωh)=∫01gωh.

Verification

1.1F1F2F10F12givenalgebra

The functional L(g):=∫01g is linear by [F12] and bounded by [F2], since ∥1∥2=1 by [F10]. Thus V=ker⁡L is a closed linear subspace of L2. If (gn) is Cauchy in V, [F1] gives an L2 limit g; continuity of L gives L(g)=0, so g∈V. Hence V is a Hilbert space.

1.2A2F2F6F8F9F10F11F13algebra

For ωh=cLωL+cRωR, [F10, F11, F13] give ∥ωh∥h2=∫01∣ωh∣2=2(cL2+cR2) and ∥Uωh∥22=(cL2+cR2)/6=∥ωh∥h2/12, by integrating the bounded piecewise-polynomial representatives. They also give ∥6x∥22=∫0136x2 dx=12. A Cauchy sequence in Vh therefore has Cauchy coefficient sequences; [F8] gives their limits and the same norm formula gives convergence in Vh. Thus Vh is a two-dimensional Hilbert space. Moreover, ωL+ωR=2 is constant, and every g∈L2(0,1) decomposes as g=(g−∫01g)+12(∫01g)(ωL+ωR); the first summand lies in V and the second in Vh. Thus Xh=V+Vh=L2(0,1), with the common L2 norm restricting to both spaces. The discrete form has coercivity constant 1, and the extension a~h(g,ωh)=∫gωh is bounded by [F2]. Holder [F2] and the displayed finite L2 norms show Fh(ωh)=∫016xUωh(x) dx is bounded. Hence the stability and bounded-extension hypotheses of [F6] hold.

2.1A1F2F3F4F5F9F10F11F12step 1.1step 1.2algebra

The polynomial gu=1−3x2 has Lebesgue integral zero by [F9, F11], so gu∈V, and its primitive is Ugu=x−x3. By [F2], ∣Uh(x)∣≤∥h∥2, hence ∥Uh∥2≤∥h∥2 using [F10]. Since ∥6x∥22=12 by step 1.2, Holder [F2] bounds F(h)=∫016xUh(x) dx for h∈V; [F3] makes the primitive representative-independent. The function (x,t)↦6xh(t)10≤t≤x≤1 is absolutely integrable, with absolute integral at most 6∥h∥1≤6∥h∥2. Fubini [F4] gives F(h)=∫01h(t)3(1−t2) dt. Linearity [F12] and ∫h=0 yield F(h)=∫01h(t)(1−3t2) dt=a(gu,h). The form is the L2 inner product, hence bounded and coercive, so [F5] confirms the unique exact solution is gu.

2.2A1A2F9F11F13step 1.2algebra

The associated broken function for ωL is ϕL. By [F9, F11, F13], Fh(ωL)=∫01/212x2 dx=1/2, whereas a~h(gu,ωL)=∫01/22(1−3x2) dx=2[x−x3]01/2=3/4. The residual is −1/4 and ∥ωL∥h=2, so δhnc(gu)≥1/(42)>0.

3.1F6F7step 2.2∎

The slope field ωL has integral 1, so ωL∉V and Vh⊈V. Thus the conforming hypothesis in [F7] fails; independently, step 2.2 shows that the exact solution does not satisfy the discrete equation on Vh. This is the consistency term retained by [F6].

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Two-node Gauss is exact through degree three but not for x to the fourth

Example

Assume Countable Choice. For Lebesgue measure on [−1,1], the two-node Gaussian rule has nodes ±1/3 and weights 1. The supplier theorem gives exactness through degree three, but the error on x4 is 8/45.

Facts & Assumptions

Given: Countable Choice, a=−1, b=1, m=2, r=3=2m−1, and Lebesgue measure μ on [−1,1].

[F1]

Positive-measure Gaussian quadrature moment data: a moment datum is a finite positive measure whose relative support contains at least m+1 points and whose moments through degree 2m−1 are finite.

[F2]

Monic orthogonal polynomials exist uniquely through the quadrature order: the monic degree-two polynomial p2 is orthogonal to every polynomial of degree below two.

[F3]

The m-node Gaussian quadrature rule for a positive measure: the nodes are the roots of p2 and the weights are the integrals of their Lagrange cardinal polynomials.

[F4]

Gaussian quadrature is exact through degree 2m−1 and has positive weights: the rule integrates every polynomial of degree at most 2m−1 exactly.

[F5]
[F7]
[F8]

Under Countable Choice, a bounded Riemann-integrable function on a closed interval is Lebesgue integrable and the two integrals agree (A bounded Riemann integrable function on a closed bounded interval is Lebesgue measurable and has the same integral, The Axiom of Countable Choice (ACω)).

Verification

1.1F1F7F8given

By [F7], μ([−1,1])=2. Every relative neighborhood of a point in [−1,1] contains a nondegenerate relative interval, so it has positive measure by [F7]; hence the relative support is all of [−1,1] and contains at least three points. Each ∣x∣k, 0≤k≤3, is continuous and bounded on [−1,1], hence Riemann integrable and Lebesgue integrable by [F8]. Thus the moment datum conditions [F1] hold.

1.2F1F2F3F5F6F8algebra

Write p2(x)=x2+bx+c. Orthogonality [F2] to 1 and x, using [F8] to read the Lebesgue moments as Riemann integrals, and [F5, F6] to evaluate ∫−111=2, ∫x=0, ∫x2=2/3, and ∫x3=0, gives 2/3+2c=0 and 2b/3=0. Hence p2=x2−1/3, and [F3] gives nodes ±1/3.

2.1F3F5F6F8step 1.2algebra

Using the nodes from step 1.2, the corresponding cardinal polynomials are ℓ+(x)=(x+1/3)/(2/3)=(1+3x)/2 and ℓ−(x)=(1/3−x)/(2/3)=(1−3x)/2. By [F8], [F5], and [F6], their odd terms integrate to zero and their constant terms integrate to one, so [F3] gives both weights equal to 1.

3.1F4F5F6F8step 1.2step 2.1algebra∎

By [F4], this rule is exact for every polynomial of degree at most three. Using the nodes and weights from steps 1.2 and 2.1, its value on x4 is (1/3)4+(−1/3)4=2/9, whereas [F8], [F5], and [F6] give ∫−11x4 dμ=2/5. The absolute error is 2/5−2/9=8/45.

Sources