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Variational crimes and Strang lemmas — Examples
1 · Prerequisites
- Absolute and Conditional Convergence; Rearrangement; Products
- Areas of Elementary Plane Figures
- Binary Operations, Monoids, Groups and Subgroups
- Bounded Linear Operators and Quotient Spaces
- Céa and Aubin–Nitsche error estimates
- Compactness
- Compactness in Metric Spaces
- Completeness, Completion, and Uniform Continuity
- Complex Lp Spaces and Test-Function Conventions
- Complex Norms and Realification
- Complex Subspace Realification
- Complexification, Realification and Real Structures
- Composite quadrature rules
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Cosets, Index and Lagrange's Theorem
- Countability and Uncountability
- Countability Axioms and Cardinal Functions
- Density Separability and Convolution in Lᵖ
- Determinants of Matrices over a Commutative Ring
- Divisibility, Euclidean Domains, Principal Ideal Domains and Unique Factorisation
- Dual Spaces Adjoint Operators and Annihilators
- Dual Spaces, Bilinear and Quadratic Forms, and Sylvester's Law of Inertia
- Filters and Ultrafilters
- Finite Counting, Factorials and Binomial Coefficients
- Finite Dimensional Normed Spaces and Riesz Lemma
- Foundations of the Real Numbers for Analysis
- Fubini and Change of Variables
- Fundamental Trigonometric Identities
- Gaussian Elimination, Elementary Matrices and Reduced Row Echelon Form
- Gaussian quadrature
- Group Actions, Orbits, Stabilisers and Cayley's Theorem
- Hilbert Space Geometry and Riesz Representation
- Ideals, Quotient Rings and the Isomorphism Theorems for Rings
- Inner Product Spaces, Gram-Schmidt, Projections and Adjoints
- Lax--Milgram and Weak Elliptic Solutions
- Lebesgue Measure on Euclidean Space
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Linear Independence, Bases and Dimension
- Linear Transformations, Rank-Nullity and Quotient Spaces
- Matrices, the Matrix of a Linear Map, and Change of Basis
- Measurable Functions and Simple Approximation
- Measures and Their Basic Properties
- Metric Spaces
- Mixed Partials, Taylor Formulae, and Extrema
- Modes of Convergence Egorov and Lusin
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Normal Subgroups and Quotient Groups
- Normed and Banach Spaces
- Norming and Separation under Hahn–Banach
- Order, Zorn's Lemma, and the Axiom of Choice
- Orthonormal Bases, Parseval and Fourier Series
- Outer Measure and the Caratheodory Extension Theorem
- Pointwise Extended-Real Function Products
- Polynomial interpolation and remainder
- Polynomial Rings, the Division Algorithm and Roots
- Power Series and Real-Analytic Functions
- Product Measures and the Fubini Tonelli Theorems
- Properties of the Integral and the Working FTC
- Relations, Functions, and Quotients
- Rings, Subrings, Integral Domains and Fields
- Rⁿ as a Normed Space; Vector-Valued Functions
- Roots, Rational Powers, and Classical Inequalities
- Separation Axioms: the Hierarchy
- Sequences and Limits
- Sequences and Series of Functions; Uniform Convergence
- Series: Convergence and the Nonnegative Tests
- Sigma Algebras and Borel Sets
- Simple Field Extensions and the Construction of the Complex Numbers
- Subspaces, Products, and Quotients
- Suprema and Infima
- Symmetric Groups, Cycle Decomposition and the Sign Homomorphism
- The Analytic Hahn Banach Theorem
- The Cantor Set, Baire Category, and Measure Zero in ℝ
- The Derivative and the Mean Value Theorems
- The Exponential Function
- The Lebesgue and Riemann Integrals Compared
- The Lebesgue Integral and the Convergence Theorems
- The Logarithm and General Powers
- The Lᵖ Spaces Holder Minkowski and Riesz Fischer
- The Riemann Integral in Rᵐ and Jordan Content
- The Riemann Integral: Definition and Integrability
- The Topology of Euclidean Space
- The Total Derivative in ℝᵐ → ℝⁿ
- The ZFC Axioms and the Basic Set Constructions
- Topological Spaces and Continuity
- Topology of ℝ
- Triangularisation, Generalised Eigenspaces and Jordan Canonical Form
- Variational crimes and Strang lemmas
- Vector Spaces, Linear Subspaces, Span and Direct Sums
2 · Summary
The first example computes exact and one-point midpoint stiffness on a quadratic zero-boundary function: the exact value is while the midpoint value is zero, so no positive discrete coercivity constant exists. The second constructs a two-cell broken test with residual , 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 , checks degree-three exactness, and computes the absolute quadrature error .
3 · Logical flowchart
4 · Definitions, theorems and proofs
None yet.
5 · Examples, counterexamples and false statements
One midpoint sample destroys a quadratic stiffness coercivity bound
Example
On the single interval , let and let with inner product and induced norm . Define and let replace that integral by the one-panel midpoint rule. Exact integration gives , while the midpoint form gives zero. Thus is bounded and coercive in this one-dimensional Hilbert norm, but is not coercive and the first Strang theorem's discrete stability hypothesis fails.
Facts & Assumptions
Given: The interval , the nonzero trial function , the real one-dimensional spaces with and , the exact stiffness , and its one-panel midpoint approximation .
Composite midpoint rule on a uniform grid: on one panel of width , .
First Strang estimate for conforming perturbed Galerkin problems: the first Strang estimate assumes a positive discrete coercivity constant .
The second fundamental theorem: if is differentiable on with and is integrable, then and For a natural the function is differentiable everywhere with derivative ; for it is the constant , with derivative ; for a natural the function is differentiable at every with derivative ; consequently every polynomial function is differentiable at every real, with the derivative computed term by term: a polynomial integral is the endpoint difference of an explicit antiderivative.
Every finite-dimensional normed space is Banach and Hilbert space: a finite-dimensional real inner-product space is complete and hence Hilbert.
Verification
The space has finite dimension, so [F4] makes it Banach and hence Hilbert for the stated inner product. By the power rule, ; the displayed polynomial is an antiderivative of by the same rule, so [F3] gives . Bilinearity then gives , verifying boundedness and coercivity with constant .
The midpoint is , where . Thus [F1] gives , although .
The stated norm gives , so a coercivity constant would require , contradicting step 2.1. Therefore the first-Strang stability hypothesis [F2] is absent; the calculation asserts no error rate for the unstable discrete problem.
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 , with . Its associated function is . The source functional is . Its exact solution is , whose associated function is .
For the nonconforming discrete space, take broken piecewise-affine functions on the disjoint cells and that vanish at and , with no continuity imposed at . Identify each such function with its two cellwise slopes, a two-dimensional space of piecewise-constant fields. For , define its associated broken function by for and for . Thus the midpoint value is assigned by the left cell; cellwise derivatives and all integrals are unchanged by this representative convention. Use and . The left basis function on the first cell and on the second corresponds to slope field ; it has residual . Thus the exact solution does not satisfy the broken discrete equation on : 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 is also false.
Facts & Assumptions
Given: Countable Choice; with its integral inner product; the mean-zero subspace ; the exact and broken forms and loads in the Example; and the broken basis functions on the first cell and on the second, and on the first cell and on the second.
with the integral pairing is a Hilbert space and Hilbert space: under Countable Choice, is a Hilbert space for the integral pairing; a complete inner-product space is a Hilbert space.
Two integrable functions are equal almost everywhere exactly when all of their indefinite integrals agree: the primitive is independent of the representative of the class .
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.
The Lax--Milgram theorem under The Axiom of Countable Choice (): a bounded coercive form on a Hilbert space with bounded load has a unique variational solution.
Second Strang estimate with a bounded extension to the comparison space: a bounded extension to and a coercive discrete form yield an error estimate with the exact-solution consistency residual.
Céa quasi-optimality for coercive conforming Galerkin problems: its conforming hypothesis is .
The reals are complete: every Cauchy sequence of real numbers has a real limit.
The second fundamental theorem: if is differentiable on with and is integrable, then and For a natural the function is differentiable everywhere with derivative ; for it is the constant , with derivative ; for a natural the function is differentiable at every with derivative ; consequently every polynomial function is differentiable at every real, with the derivative computed term by term: the displayed polynomial integrals are evaluated by explicit antiderivatives and the fundamental theorem of calculus.
Under Countable Choice, and every interval has Lebesgue measure equal to its length (A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included, The Axiom of Countable Choice ()).
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 ()).
The Lebesgue integral is linear on (The Lebesgue integral is linear on ).
Continuous functions on closed intervals are Riemann integrable; changing finitely many values preserves integrability and the integral; and the Riemann integral is additive over adjacent intervals (A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion, Changing an integrable function at finitely many points changes neither its integrability nor its integral, For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary ).
The exact solution candidate is and its associated function is .
with and . Its norm is , and .
Verification
The functional is linear by [F12] and bounded by [F2], since by [F10]. Thus is a closed linear subspace of . If is Cauchy in , [F1] gives an limit ; continuity of gives , so . Hence is a Hilbert space.
For , [F10, F11, F13] give and , by integrating the bounded piecewise-polynomial representatives. They also give . A Cauchy sequence in therefore has Cauchy coefficient sequences; [F8] gives their limits and the same norm formula gives convergence in . Thus is a two-dimensional Hilbert space. Moreover, is constant, and every decomposes as ; the first summand lies in and the second in . Thus , with the common norm restricting to both spaces. The discrete form has coercivity constant , and the extension is bounded by [F2]. Holder [F2] and the displayed finite norms show is bounded. Hence the stability and bounded-extension hypotheses of [F6] hold.
The polynomial has Lebesgue integral zero by [F9, F11], so , and its primitive is . By [F2], , hence using [F10]. Since by step 1.2, Holder [F2] bounds for ; [F3] makes the primitive representative-independent. The function is absolutely integrable, with absolute integral at most . Fubini [F4] gives . Linearity [F12] and yield . The form is the inner product, hence bounded and coercive, so [F5] confirms the unique exact solution is .
The associated broken function for is . By [F9, F11, F13], , whereas . The residual is and , so .
The slope field has integral , so and . Thus the conforming hypothesis in [F7] fails; independently, step 2.2 shows that the exact solution does not satisfy the discrete equation on . This is the consistency term retained by [F6].
Two-node Gauss is exact through degree three but not for x to the fourth
Example
Assume Countable Choice. For Lebesgue measure on , the two-node Gaussian rule has nodes and weights . The supplier theorem gives exactness through degree three, but the error on is .
Facts & Assumptions
Given: Countable Choice, , , , , and Lebesgue measure on .
Positive-measure Gaussian quadrature moment data: a moment datum is a finite positive measure whose relative support contains at least points and whose moments through degree are finite.
Monic orthogonal polynomials exist uniquely through the quadrature order: the monic degree-two polynomial is orthogonal to every polynomial of degree below two.
The m-node Gaussian quadrature rule for a positive measure: the nodes are the roots of and the weights are the integrals of their Lagrange cardinal polynomials.
Gaussian quadrature is exact through degree 2m−1 and has positive weights: the rule integrates every polynomial of degree at most exactly.
The second fundamental theorem: if is differentiable on with and is integrable, then : the integral of a continuous derivative on is the primitive's endpoint difference.
Under Countable Choice, and every nondegenerate subinterval has its length as Lebesgue measure (A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included, The Axiom of Countable Choice ()).
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 ()).
Verification
By [F7], . Every relative neighborhood of a point in contains a nondegenerate relative interval, so it has positive measure by [F7]; hence the relative support is all of and contains at least three points. Each , , is continuous and bounded on , hence Riemann integrable and Lebesgue integrable by [F8]. Thus the moment datum conditions [F1] hold.
Write . Orthogonality [F2] to and , using [F8] to read the Lebesgue moments as Riemann integrals, and [F5, F6] to evaluate , , , and , gives and . Hence , and [F3] gives nodes .
Using the nodes from step 1.2, the corresponding cardinal polynomials are and . 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 .
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 is , whereas [F8], [F5], and [F6] give . The absolute error is .