Escolar Documentos
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Goetz Grammel
February 4, 2005
Contents
1 Introduction
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4
4
7
9
10
and Completeness
13
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27
27
28
29
29
33
Introduction
Given two real numbers a and b, find a twice continuously differentiable function u :
[0, 1] R with the boundary conditions u(0) = a, u(1) = b, such that the Laplace
equation
u00 (x) = 0
is fulfilled for all x (0, 1). Multiplying both sides of the Laplace equation with a
continuously differentiable function w : [0, 1] R and integrating leads to the variational
system
Z
1
u00 (x)w(x)dx = 0.
If we only take those functions w, whose values at the boundary points vanish, we finally
obtain the variational system
Z 1
u0 (x)w0 (x)dx = 0.
0
We claim that the solution to the Laplace equation minimizes the functional
Z 1
F (u) =
u0 (x)2 dx.
0
To this end we note that all function of the type u + w satisfy the boundary conditions.
We calculate
Z 1
Z 1
Z 1
Z 1
Z 1
0
0
2
0
2
0
0
0
2
(u (x) + w (x)) dx =
u (x) dx + 2
u (x)w (x)dx +
w (x) dx
u0 (x)2 dx
0
In this chapter we focus on the algebraic side of functional analysis and present the
algebraic structures needed to formulate finite element methods in a mathematical way.
3.1
Definition 3.1 (Linear spaces) A real linear space (vector space, linear vector space)
is a set V together with two operations
(i) Addition + : V V V , (u, v) 7 u + v,
(ii) Scalar Multiplication : R V V , (, u) 7 u,
with the following properties.
u+v = v+u
u + (v + w) = (u + v) + w
( + ) u = u + u
(u + v) = u + v
() u = ( u)
1u = u
for all u, v, w V and , R. Furthermore, there is an element 0 V with u + 0 = u
for all u V , and for all u V there exists an element w V with u + w = 0. We write
w = u.
Remark 3.2 In any real vector space V , the equality
0u=0
is valid for all u V . Indeed, we can calculate
0 u = (0 + 0) u = 0 u + 0 u
and adding the expression (0 u) to both sides, we have 0 = 0 u. Consequently, we can
write
u = (1) u
for all u V , since
(1) u + u = (1) u + 1 u = (1 + 1) u = 0 u = 0.
Example 3.3 The smallest linear space is given by V = {0}.
Example 3.4 For any natural number n, the set Rn with the addition
u + v = (u1 , u2 , ..., un ) + (v1 , v2 , ..., vn ) = (u1 + v1 , u2 + v2 , ..., un + vn )
and the scalar multiplication
u = (u1 , u2 , ..., un ) = (u1 , u2 , ..., un )
is a real linear vector space.
Example 3.5 Let Rn . We write A(; R) for the set of all functions from to R.
We define the addition of two functions f, g A(; R) by
(f + g)(x) = f (x) + g(x)
for all x . A scalar multiplication is obtained by setting
( f )(x) = f (x)
for all x . Using the fact that the range R is a linear space, it is easy to show that
A(; R) is a linear space as well.
Lemma 3.6 Let V be a linear space and W V . Then W is a linear space (a subspace
of V ), if and only if the following two conditions are satisfied.
(i) w1 + w2 W for all w1 , w2 W ,
(ii) w W for all R, w W .
Example 3.7 The following sets are subspaces of A(; R).
B(; R), the set of all bounded functions from to R.
C(; R), the set of all continuous functions from to R.
C k (; R), the set of all k-times continuously differentiable functions from to R.
L1 (; R), the set of all integrable functions from to R.
Example 3.8 Let L2 (; R) be the set of all square integrable functions, i.e. of all functions f : R with
Z
f (x)2 dx < .
L (; R) is a linear subspace of A(; R). Recall that for all real numbers a, b R, the
inequality
1
1
ab a2 + b2
2
2
is valid. This follows from
0 (a b)2 = a2 2ab + b2 .
5
Let f, g L2 (; R). We show that f + g L2 (; R). To this end we apply the inequality
above to a = |f (x)|, b = |g(x)|. Then we obtain
Z
Z
Z
Z
2
2
2
(f (x) + g(x)) dx
f (x) dx + g(x) dx + 2 |f (x)||g(x)|dx
Z
2 f (x)2 dx + 2 g(x)2 dx <
Example 3.9 The set of polynomials over R is a linear space. For 0 n m let
n
X
p=
ai x ,
q=
m
X
i=0
bi x i
i=0
n
X
(ai + bi )x +
i=0
m
X
bi x i
i=n+1
p=
(ai )xi .
i=0
Example 3.10 For fixed n 0, the set of real polynomials of the form
p=
n
X
ai x i
i=0
k
X
ai b i .
i=1
k
X
i=1
implies that a1 = a2 = = ak = 0.
6
ai b i
3.2
Linear Forms
Remark 3.22 L(0) = 0 for any linear mapping L on V . Indeed, we can calculate
L(0) = L(0 0) = 0 L(0) = 0.
Remark 3.23 A linear mapping L : V W is completely determined by its values on a
basis B of V , since we can write
!
k
k
k
X
X
X
L(v) = L
i bi =
L(i bi ) =
i L(bi )
i=1
Pk
i=1
i=1
i=1
n
X
i=0
is a linear form on V = Rn .
8
xi yi
3.3
Inner Products
Definition 3.31 (Bilinear forms) Let V and W be two linear spaces. A mapping a :
V W R is a bilinear form if the mappings
aw : V R,
av : W R,
and
are linear forms for all v V and w W .
Example 3.32 Let V = R3 and W = R2 . Then
a(v, w) := v1 w1 + v2 w2
is a bilinear form.
Definition 3.33 (Inner products) Let V be a linear vector space. An inner product
on V is a bilinear form a : V V R such that
a(v, v) 0
for all v V (positivity), a(v, v) = 0 if and only if v = 0 (definiteness),
a(v, w) = a(w, v)
for all v, w V (symmetry).
A linear space which is endowed with an inner product is called an inner product space.
Remark 3.34 For inner products on V we write a(v, w) = hv, wi for u, v V .
Example 3.35 On the linear vector space V = Rn , the bilinear form a(v, w) = hv, wi =
Pn
i=0 vi wi is called the Euclidean inner product.
Example 3.36 On the linear vector space V = C([0, 1]; R), the bilinear form
Z 1
f (x)g(x)dx
a(f, g) :=
0
Theorem 3.38 (Schwarz inequality) Let V be an inner product space. Then the inequality
hu, vi2 hu, uihv, vi
is valid for all u, v V .
Proof. For v = 0, the claim is trivial. Let v 6= 0. Then we can calculate
hu, vi
hu, vi
0
u
v, u
v
hv, vi
hv, vi
hu, vi
hu, vi
hu, vi2 hv, vi
= hu, ui u,
v
v, u +
hv, vi
hv, vi
hv, vi2
hu, vi
hu, vi2
hu, vi +
hv, vi
hv, vi
2
hu, vi
= hu, ui
hv, vi
= hu, ui 2
3.4
Norms
v 7 kvk
is called a norm on V if
kvk 0 for all v V (positivity),
kvk = 0 if and only if v = 0 (definiteness),
k vk = ||kvk for all R and v V (positive homogeneity),
ku + vk kuk + kvk for all u, v V (triangle inequality).
A linear space which is endowed with a norm is called a normed space.
Example 3.40 The absolute value function x 7 |x| defines a norm in R.
Example 3.41 On Rn a norm is given by
kx|1 := |x1 | + + |xn |.
Example 3.42 On Rn a norm is given by
kx|2 :=
|x1 |2 + + |xn |2 .
x[0,1]
Theorem 3.45 (Natural norms) Let V be a linear vector space with an inner product
h, i. Then we obtain a norm on V by setting
1
kvk := hv, vi 2 .
This norm is called the natural norm on an inner product space.
1
Proof. As for the positivity we immediately obtain kvk = hv, vi 2 0, since hv, vi 0
for all v V . The definiteness follows from the definiteness of the inner product. The
positive homogeneity is obtained as follows.
1
1
1
1
k vk = h v, vi 2 = 2 hv, vi 2 = (2 ) 2 hv, vi 2 = || kvk.
As for the triangle inequality, we calculate
ku + vk2 = hu + v, u + vi
= hu, ui + hu, vi + hv, uihv, vi
= hu, ui + 2hu, vi + hv, vi,
and using the Schwarz inequality we obtain
ku + vk2 kuk2 + 2kukkvk + kvk2
= (kuk + kvk)2 .
2
Theorem 3.46 (Parallelogram law) Let V be an inner product space. Then the parallelogram law
ku + vk2 + ku vk2 = 2kuk2 + 2kvk2
is valid for all u, v V .
Conversely, If V is a normed space such that the parallelogram law is valid for all u, v V ,
then the norm is a natural norm of an inner product, i. e. there is an inner product on
1
V such that kuk = (hu, ui) 2 for all u V .
11
The bilinear form a is an inner product on V . Indeed, we immediately obtain the positivity
Z 1
a(u, u) =
(u0 (x))2 dx 0
0
R1
for all u V . As for the definiteness we note that a(u, u) = 0 if and only if 0 (u0 (x))2 dx =
0. Since u0 C([0, 1]; R), we conclude that u0 (x) = 0 for all x [0, 1]. Since the domain
[0, 1] is an interval, there is a constant c R with u(x) = c for all x [0, 1]. By the
definition of V , we have c = u(0) = 0, and hence u = 0. The symmetry is obvious. The
natural norm
12
Z 1
0
0
kuka :=
u (x)u (x)dx
0
is called the L2 -norm. Here, the bilinearity, positivity and symmetry are easy to show. In
contrast to the space of continuous functions, definiteness, in the usual sense, does not
hold, since there are many square integrable functions f with
Z 1
f (x)2 dx = 0.
0
In this chapter, we present the notions that are necessary in order to understand the
analytical aspects of functional analysis.
4.1
Convergence
Definition 4.1 (Convergence) Let V be a normed space and (vn )nN be a sequence in
V . We say that the sequence vn converges to a limit v V , and write
vn v,
as n ,
if
kvn vk 0,
as n .
Hence, the norm allows us to reduce the convergence in a vector space to a convergence
of real numbers. However, note that the convergence of a given sequence in a linear space
depends on the norm we have chosen. For instance, since we have the inclusions
C([0, 1]; R) L2 ([0, 1]; R) L1 ([0, 1]; R),
we can equip the linear space of real valued continuous functions on [0, 1] with at least
three different norms. The following theorem tells us that the maximum norm is nicely
adapted to C([0, 1]; R).
Theorem 4.2 Let (fn )nN be a sequence in C([0, 1]; R) and f B([0, 1]; R) with
kfn f k 0,
as n .
13
as n .
x2n dx =
1
0,
2n + 1
as n .
Hence, if we chose the L2 -norm in C([0, 2]; R), the sequence fn is convergent. But if we
chose the maximum norm in C([0, 2]; R), the sequence fn does not converge, because the
limit function f is not continuous.
Note that in the previous example the linear space considered is infinite-dimensional. In
contrast, in finite-dimensional linear vector spaces the situation is less complex. Namely,
if a sequence in a finite-dimensional space does converge with respect to one particular
norm, then it is convergent with respect to any other norm as well. This very useful fact
is an immediate consequence of the following theorem.
Definition 4.4 Let V be a linear space and k k1 , k k2 be two norms on V . We say that
the norm k k1 is stronger than the norm k k2 , if there is a real constant C > 0 such that
kvk2 Ckvk1
for all v V .
When the norm k k1 is stronger than the norm k k2 , a sequence vn in V converges w.r.t.
the norm k k2 whenever it is convergent w.r.t. the norm k k1 .
Definition 4.5 (Equivalence of norms) Let k k1 and k k2 be two norms on a linear
space X. We say that both norms are equivalent, if there is a real constant C > 0 such
that we can estimate
kxk1 Ckxk2 and kxk2 Ckxk1
for all x X.
14
for all x R2 . Hence, we can chose C = 2 and see that both norms are equivalent.
4.2
Continuity
since (vn v) 0, as n .
Example 4.10 Let V = C 1 ([0, 1]; R) and W = C([0, 1]; R). We define a mapping D :
V W by f 7 Df = f 0 . Clearly, D is a linear mapping by the rules of differentiation. It
turns out that the continuity of D strongly depends on the norms we choose. For instance,
D is not continuous, if we equip both spaces V, W with the maximum norm. This can be
seen as follows. Consider the sequence (fn )nN in V given by
fn (x) =
sin(nx)
n
for all x [0, 1]. Then we immediately calculate that kfn k 0, as n , but
kDfn k = max0x1 |cos(nx)| = 1 for all n N.
In contrast, D becomes continuous, if we equip only W with the maximum norm and take
for f V the stronger norm
kf kC 1 = kf k + kf 0 k .
15
p
kv1 k2 + kv2 k2 .
Definition 4.12 (Bounded linear mappings) Let V, W be normed linear spaces with
norms k kV , k kW . We say that a linear mapping L : V W is bounded, if there exists
a constant C 0 such that
kL(v)kW CkvkV
for all v V .
Proposition 4.13 Let V, W be normed linear spaces and L : V W be a linear mapping.
Then L is continuous if and only if it is bounded.
Proof. Let L be bounded. We show that L is continuous at the origin. Let vn be a
sequence in V with vn 0, as n . Then we can estimate
kL(vn )kW Ckvn kV
for all n N. Hence, L(vn ) 0, as n , and L is continuous at 0 V .
16
As for the converse, let L be continuous. Assume that L is not bounded, then there is a
sequence vn in V \ {0} with
kL(vn )kW
>n
kvn kV
for all n N. Hence, for wn :=
vn
nkvn kV
we obtain wn 0, as n , but
4.3
Completeness
Definition 4.15 (Cauchy sequence) Let V be a normed space. A sequence (vn )nN is
called a Cauchy sequence, if for any real > 0 there is a number n0 N such that
kvn vm k <
for all n, m n0 .
Proposition 4.16 Let V be a normed space and (vn )nN a convergent sequence in V with
limit v V . Then (vn )nN is a Cauchy sequence.
Proof. For > 0 there is an n0 N such that
kvn vk <
2
+ =
2 2
2
for all n, m n0 .
17
Remark 4.17 The converse of the Proposition 4.16 above is wrong, i.e. it may happen
that a Cauchy sequence does not converge towards an element of the normed space considered. Recall, for instance, Example 4.3. There, the sequence fn converges w.r.t. the
L2 -norm to an element of L2 ((0, 2); R). According to Proposition 4.16, fn necessarily is a
Cauchy sequence w.r.t. the L2 -norm. However, the sequence fn does not converge to an
element of the linear space C([0, 2]; R), which has been originally considered.
Definition 4.18 (Completeness) Let V be a normed space. V is called complete, if
any Cauchy sequence in V is convergent in V , i.e. if any Cauchy sequence in V has a
limit in V .
According to our considerations above, the linear space C([0, 2]; R) cannot be complete
w.r.t. the L2 -norm. One could also say that it is not large enough to contain all limits of
Cauchy sequences.
Normally, one tries to verify the convergence of a sequence by showing that the distance
to the limit is tending to zero. However, this procedure requires that the limit is already
known. So, convergence within complete spaces is much easier to show, since one only has
to check whether the distance between the elements of the sequence is tending to zero,
withput referring to a limit. Fortunately, many important infinite-dimensional function
spaces are complete, as well as all finite-dimensional spaces.
Definition 4.19 (Banach space, Hilbert space) A complete normed space is called a
Banach space. An inner product space, which is complete w.r.t. the natural norm induced
by the inner product, is called a Hilbert space.
Example 4.20 The finite-dimensional Euclidean space Rn is a Hilbert space with the
P
inner product hx, yi = ni=1 xi yi .
Example 4.21 The linear space of continuous functions, C([a, b]; R), endowed with the
maximum norm k k is a Banach space.
Example 4.22 The linear space of continuously differentiable functions, C 1 ([a, b]; R),
endowed with the C 1 -norm k kC 1 is a Banach space.
Example 4.23 The linear space of integrable functions, L1 ([a, b]; R), endowed with the
L1 -norm k kL1 is a Banach space.
Example 4.24 The linear space of square integrable functions, L2 ([a, b]; R), endowed with
the L2 -norm k kL2 is a Hilbert space.
18
5
5.1
The linear space C([a, b]; R) is not complete w.r.t. the L2 -norm. But there is a larger linear
space, which is a Hilbert space w.r.t. the L2 -norm, namely the linear space L2 ([a, b]; R).
Actually, one can show that L2 ([a, b]; R) is a minimal complete extension of C([a, b]; R).
However, the space L2 ([a, b]; R) is not suitable for solving boundary value problems, since
even the variational equalities constructed in the second section require some kind of differentiability, let alone the original differential equation. In this section, we present an appropriate notion of differentiability which is applicable to certain elements of L2 ([a, b]; R).
First of all, we introduce the inner product, which is related to variational equalities.
Proposition 5.1 We consider the linear space V := C 1 ([a, b]; R). Then the mapping
h, iH 1 : V V R
defined by
Z
hf1 , f2 iH 1 :=
Z
f1 (x)f2 (x)dx +
is an inner product on V .
Proof. This is an easy exercise. Note that the first term represents the L2 -inner product,
whereas the second term defines a positive bilinear form.
2
C 1 ([a, b]; R) is not a Hilbert space w.r.t. this inner product. In the sequel we construct a
minimal complete extension of C 1 ([a, b]; R). To this end recall the rule of integration by
parts. For continuously differentiable functions f it yields the variational equality
Z b
Z b
0
f (x)v(x)dx +
f (x)v 0 (x)dx = 0
a
for all v
19
for all v C01 ([1, 1]; R). Here, we make use of the fact that f is continuously differentiable on the intervals (1, 0) and (0, 1).
Definition 5.4 (Sobolev space) The Sobolev space H 1 ([a, b]; R) is defined as the set of
all functions f L2 ([a, b]; R), which possess a generalized derivative f 0 L2 ([a, b]; R).
Since
C 1 ([a, b]; R) H 1 ([a, b]; R),
we know that H 1 ([a, b]; R) 6= . On the other hand, the example above shows that
C 1 ([a, b]; R) 6= H 1 ([a, b]; R).
Remark 5.5 The definition of the Sobolev space H 1 ([a, b]; R) given above easily can be
generalized to functions defined on finite dimensional domains Rn . Let us note
that for one-dimensional domains, i.e. for intervals [a, b], the Sobolev space H 1 ([a, b]; R)
equivalently can be regarded as the space of all continuous functions f C([a, b]; R) that
can be written as
Z x
g(y)dy,
f (x) = f (a) +
a
2
where g L ([a, b]; R). In this case g is the generalized derivative of f . Hence, we can
apply the fundemental theorem of calculus.
20
Theorem 5.6 The Sobolev space H 1 ([a, b]; R) is a Hilbert space with the inner product
Z b
Z b
hf1 , f2 iH 1 :=
f1 (x)f2 (x)dx +
f10 (x)f20 (x)dx.
a
Actually, one can show that the Sobolev space H 1 ([a, b]; R) is the smallest complete
extension of C 1 ([a, b]; R) w.r.t. the inner product h, iH 1 . Hence the Sobolev functions
can be approximated by continuously differentiable functions w.r.t. the inner product
h, iH 1 . However, the Sobolev space H 1 ([a, b]; R) is still too large for finding the solutions
to boundary value problems, since we did not prescribe boundary values. For this reason
we finally define the subspace H01 ([a, b]; R) H 1 ([a, b]; R), which consists of those Sobolev
functions f : [a, b] R with f (a) = f (b) = 0.
Definition 5.7 The Sobolev space H01 ([a, b]; R) consists of those functions f H 1 ([a, b]; R),
that can be approximated w.r.t. the inner product h, iH 1 by functions taken from C01 ([a, b]; R).
5.2
Variational Equalities
The following result describes the strong relation between variational equalities and quadratic
minimization problems, which underlies the finite element method.
Theorem 5.8 Let V be a linear space, a : V V R be a symmetric, positive definite
bilinear form and L : V R be a linear form. Then a vector u V minimizes the
functional F : V R given by
1
F (v) := a(v, v) L(v).
2
if and only if u V solves the variational equality
a(u, v) = L(v) v V.
Proof. For t R and v V we calculate
1
F (u + tv) = F (u) + t(a(u, v) L(v)) + t2 a(v, v).
2
If u V minimizes the functional F , we obtain
F (u + tv) F (u)
= a(u, v) L(v)
t0
t
0 = lim
for all v V . As for the converse, let u V satisfy the variational equality
a(u, v) = L(v)
for all v V . Then setting t = 1, we obtain
1
F (u + v) = F (u) + a(v, v) > F (u)
2
21
Note that the theorem above does not say anything about the existence of a solution
to the problems involved. Indeed, one needs more structure in order to guarantee the
solvability of the variational equality (and hence of the minimization problem). The
following fundamental theorem is the corner stone for obtaining various existence results
for boundary value problems.
Theorem 5.9 (Riesz representation theorem) Let V be a Hilbert space and L : V
R be a continuous linear form. Then there exists a unique vector u V such that
hu, vi = L(v)
for all v V .
Many versions of this basic result running under the title Lax-Milgram theorem can be
found in the literature. Now we are nearly in a position to solve the variational equalities
related to linear second order boundary value problems. We only need one more property
of the bilinear form involved, that makes sure that the norm induced by the bilinear form
and by the original inner product are equivalent.
Definition 5.10 Let V be an inner product space. A bilinear form a : V V R is
called coercive, if there is a constant c > 0 such that
|a(v, v)| chv, vi
for all v V .
Theorem 5.11 Let V be a Hilbert space and L : V R be a continuous linear form.
Moreover, let a : V V R be a coercive, positive definite, symmetric, continuous
bilinear form. Then there exists a unique vector u V solving the variational equality
a(u, v) = L(v) v V.
Moreover, we can estimate
2C
,
c
where c > 0 is the coercivity constant of the bilinear form a and C 0 is the boundedness
constant of the linear form L.
kuk
Proof. The bilinear form a defines a new inner product on the linear space V . Hence,
according to the representation theorem of Riesz, we only have to show that V is complete
and L is continuous w.r.t. the norm
p
kvka := a(v, v).
22
p
p
and
kvk =
hv, vi
ca(v, v) =
ckvka
for all v V . Hence the norms k k and k ka are equivalent. As for the estimation, we
observe that u minimizes the corresponding functional F (v) = 21 a(v, v) L(v), hence we
have
F (u) F (0) = 0
and
1
F (u) ckuk2 Ckuk,
2
which gives us
1
ckuk2 Ckuk 0
2
2
5.3
In this part, we finally apply the abstract framework developped to linear second order
boundary value problems. For a given real number R and f L2 ([0, 1]; R) consider
the following differential equation
u00 (x) + f (x) = u(x),
where x [0, 1]. We are interested in the unique existence of a solution u H01 ([0, 1]; R)
for prescribed boundary values
u(0) = u(1) = 0.
Multiplying both sides of the differential equation by test functions v H01 ([0, 1]; R) and
integrating by parts leads to the variational equation
Z 1
Z 1
Z 1
0
0
u (x)v (x)dx +
u(x)v(x)dx =
f (x)v(x)dx v H01 ([0, 1]; R).
0
In order to apply our abstact existence result, Theorem 5.11, we have to check three points.
(I) The bilinear form given by
Z
a(w, v) :=
1
0
w(x)v(x)dx
w (x)v (x)dx +
0
23
should be positive definite, coercive and continuous on H01 ([0, 1]; R).
(II) The linear form given by
Z
L(v) :=
f (x)v(x)dx
0
v (y)dy dx
0
0
1/2
v 0 (y)2 dydx +
x
0
1
8
1
8
1/2
v 0 (y)2 dydx
x
1
1/2
1/2
v 0 (y)2 dy +
1
8
(1 x)
v (y) dydx +
0
(1 x)
1/2
Z
x
0
1/2
1/2
x
v 0 (y)2 dydx
1/2
v 0 (y)2 dy
1/2
v 0 (y)2 dy
for all v
and hence for all v H01 ([0, 1]; R). This estimation is of importance in order to obtain coercivity. For 8 < 1, it yields
Z 1
Z 1
0
2
a(v, v) =
v (x) dx +
v(x)2 dx
0
0
Z 1
Z 1
Z 1
8+
8+
0
2
0
2
=
v (x) dx + 1
v (x) dx +
v(x)2 dx
9
9
0
Z0 1
0Z 1
Z 1
8+
8+
v 0 (x)2 dx + 8 1
v(x)2 dx +
v(x)2 dx
9
9
0
0
Z0 1
Z 1
8+
8+
=
v 0 (x)2 dx +
v(x)2 dx
9
9
0
0
8+
=
hv, viH 1
9
for all v H01 ([0, 1]; R). For 1, we immediately obtain
Z 1
Z 1
Z 1
Z
0
2
2
0
2
a(v, v) =
v (x) dx +
v(x) dx
v (x) dx +
for all v
write
0
1
H0 ([0, 1]; R).
Z
|a(v, w)| (1 + ||)
1
0
v (x)w (x)dx +
24
v(x)w(x)dx (1 + ||)kvkH 1 kwkH 1
1
v(x) dx
8
2
25
Z
0
v 0 (x)2 dx
derived above is called Poincare-inequailty and is valid in a more general setting. Namely,
one can show that for any bounded domain Rn there is a constant C = C() such
that we can estimate
Z
Z
2
v(x) dx C hgradv(x), gradv(x)idx
26
Approximation of Solutions
Definition 6.1 Let (V, k k) be a normed space and X V be a subset. We say that X
is dense in V , if for any v V and any > 0 there is an x X with
kx vk .
Density of a subset means that any element of the larger space can be approximated by
elements of the smaller subset.
Example 6.2 The set of rational numbers Q is dense in the linear space of real numbers
(R, | |).
In connection with finite element methods, one is interested in the approximation of
functions.
Theorem 6.3 (Weierstrass approximation theorem) The space of real polynomials
P := {p C([a, b]; R) : p(x) = a0 + a1 x + . . . + an xn , n N, a0 , . . . , an R} is dense in
the space of continuous functions (C([a, b]; R), k k ).
Theorem 6.4 The space of continuous functions C([a, b]; R) is dense in the space of
square integrable functions (L2 ([a, b]; R), k kL2 ).
Theorem 6.5 The space of continuously differentiable functions C 1 ([a, b]; R) is dense in
the space of Sobolev functions (H 1 ([a, b]; R), k kH 1 ).
All these statements are quite interesting from a theoretical point of view. But for practical considerations one needs more information on the rate of approximation.
6.1
Taylor Series
Theorem 6.6 (Taylor) Let f C N +1 ([a, b]; R). Then the N -th Taylor polynomial of f
at a
TfN (x) := f (a) + Df (a)(x a) + D2 f (a)
(x a)2
(x a)N
+ + DN (a)
2!
N!
(b a)N +1
.
(N + 1)!
Dk f (a)
k=0
(x a)k
.
k!
Note that there are functions for which the Taylor series does not converge at any x [a, b]
or for which the Taylor series does converge for all x [a, b] but its limit has nothing in
common with the original function f .
27
6.2
Splines
We consider linear splines on the interval [0, 1]. To this end we introduce a decomposition
[0, 1] =
N
[
[xk1 , xk ],
k=1
where
k
(k = 0, . . . , N ).
N
For k = 0, . . . , N we define the continuous mapping bk : [0, 1] R by
1 + (x xk )N for xk N x xk
bk (x) :=
1 (x xk )N for xk x xk + N1
0
for
|x xk | N1 .
xk :=
The subspace given by the basis BN = {b0 , . . . , bN } C([0, 1]; R) is called the space
1
1
of linear splines and denoted by SN
([0, 1]; R). In other words, SN
([0, 1]; R) consists of
continous functions in C([0, 1]; R) which are piecewise affine linear. Naturally we have
1
dim(SN
([0, 1]; R)) = N + 1.
Theorem 6.7 (Approximation with linear splines) For any N N and any f
1
C 2 ([0, 1]; R) the linear spline s SN
([0, 1]; R) given by
s(x) =
N
X
k=0
1 kf 00 k
.
N2 2
This approximation theorem relies on the Taylor approximation and often is used for
numerical integration.
kf sk
Theorem 6.8 (Trapezoid rule for integration) For any N N and any f C 2 ([0, 1]; R)
we can estimate
Z 1
1 kf 00 k
N
f
(x)dx
,
f
N2 2
0
where
IfN :=
Z
s(x)dx
kf sk dx
1 kf 00 k
.
N2 2
s(x)dx
0
28
6.3
Fourier Series
Here we consider the Hilbert space L2 ([0, 2]; R) together with particular functions of the
form
1
cos(kx)
sin(kx)
x 7 , x 7
, x 7
(k = 1, 2, . . .).
2
Those functions form a so-called orthogonal system, since they are pairwise orthogonal
w.r.t. the standard inner product on L2 ([0, 2]; R). Furthermore those functions are unit
vectors w.r.t. the L2 -norm. For a given function f L2 ([0, 2]; R) we define the Fourier
coefficients by
Z 2
Z 2
Z 2
sin(kx)
f (x)
cos(kx)
dx, ak :=
dx (k = 1, 2, . . .).
dx, bk :=
a0 :=
f (x)
f (x)
2
0
0
0
Theorem 6.9 The trigonometric polynomial of order N
1
cos(x)
sin(x)
cos(N x)
sin(N x)
N
Ff := a0 + a1
+ b1
+ + (aN
+ bN
2
fulfils the estimation
kf
FfN k2L2
(a2k + b2k ).
k=N +1
2 k=1
Note that kf k2L2 = a20 +
f w.r.t. the L2 -norm.
6.4
2
k=1 (ak
Homogenization
d
a (x) u (x) = f (x)
dx
(1)
u (0) = u (1) = 0.
Here, we set
a (x) := a
x
,
where the mapping a : R R is bounded and periodic. In particular, we assume that
there are constants 0 < < and Y > 0 such that
0 < a(y) < and a(y) = a(y + Y )
for all x R. As for the right-hand side we assume that
f L2 ((0, 1); R).
The corresponding variational equation becomes
Z 1
Z 1
0
0
a (x)u (x)v (x)dx +
f (x)v(x)dx = 0 v H01 ([0, 1]; Rn ).
0
With the Poincare inequality one easily obtains the coercivity of the bilinear form
Z 1
a(u, v) :=
a (x)u0 (x)v 0 (x)dx
0
d
a0 u0 (x) = f (x),
dx
2 2
kf kL2
2
d
u (x).
dx
Then the differential equation (1) is equivalent to
(x) := a (x)
d
(x) = f (x),
dx
d
(x)
u (x) =
.
dx
a (x)
30
(2)
Rz
(0) + 0 f (w)dw
dz
a (z)
d
0 (x) = f (x),
dx
d
0 (x)
u0 (x) =
.
dx
a0
0 (0) +
Rz
0
f (w)dw
a0
dz.
We conclude that
(x) 0 (x) = (0) 0 (0)
and
u (x) u0 (x)
Z x
Z x
(0) + F (z)
0 (0) + F (z)
=
dz
dz
a (z)
a0
0
0
Z x
Z x
Z x
(0) 0 (0)
1
1
1
1
dz +
0 (0)
dz +
F (z)
dz
=
a (z)
a (z) a0
a (z) a0
0
0
0
Z x
x Z x
z
x
(0) 0 (0)
=
dz + 0 (0)A
f (z)A
dz + F (x)A
,
a (z)
0
0
where
Z
F (z) :=
Z
f (w)dw,
A(y) :=
1
1
a(q) a0
dq.
1
f (z)A
dz + F (1)A
.
z
Overall, we obtain
Z 1
z
1
1
|u (x) u0 (x)|
+1
0 (0)A
+
f (z)A
dz + F (1)A
0
31
0yY
yR
Furthermore, the boundary condition u0 (1) = 0 gives us
|0 (0)| kf kL2
2
32
References
[1] T.J.R. Hughes, The finite element method. Linear static and dynamic finite element
analysis. Englewood Cliffs, New Jersey: Prentice-Hall International, Inc. (1987).
[2] J.L. Nowinski, Applications of functional analysis in engineering. Mathematical Concepts and Methods in Science and Engineering, Vol. 22. New York and London:
Plenum Press (1981).
[3] M. Pedersen, Functional analysis in applied mathematics and engineering. Studies in
Advanced Mathematics. Boca Raton, FL: Chapman & Hall/CRC (2000).
[4] B. Daya Reddy, Introductory functional analysis. With applications to boundary
value problems and finite elements. Texts in Applied Mathematics. 27. New York,
NY: Springer (1998).
[5] W. Rudin, Principles of mathematical analysis. 3rd ed. International Series in Pure
and Applied Mathematics. Dsseldorf etc.: McGraw-Hill Book Company (1976).
[6] W. Rudin, Real and complex analysis. 3rd ed. New York, NY: McGraw-Hill (1987).
[7] K. Yosida, Functional analysis. Repr. of the 6th ed. Berlin: Springer (1994).
33