Ca's lemma 0 Wikipedia, the free encyclopedia

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Ca's lemma
From Wikipedia, the free encyclopedia

Ca's lemma is a lemma in mathematics. It is an important tool for proving error estimates for the finite element method applied to elliptic partial differential equations.

Contents
1 Lemma statement 2 Error estimate in the energy norm 3 An application of Ca's lemma 4 References

Lemma statement
Let V be a real Hilbert space with the norm Let be a bilinear form with the properties

for some constant

> 0 and all v,w in V (continuity)

for some constant > 0 and all v in V (coercivity or V0ellipticity). Let be a bounded linear operator. Consider the problem of finding an element u in V such that for all v in Consider the same problem on a finite0dimensional subspace Vh of V, so, uh in Vh satisfies for all v in By the LaxMilgram theorem, each of these problems has exactly one solution. Ca's lemma states that for all v in Vh. That is to say, the subspace solution uh is "the best" approximation of u in Vh, up to the constant The proof is straightforward

/ .

for all v in Vh. We used the a0orthogonality of u

uh and Vh
in Vh

which follows directly from

a(u,v) = L(v) = a(uh,v) for all v in Vh.

Note: Ca's lemma holds on complex Hilbert spaces also, one then uses a sesquilinear form instead of a bilinear one. The coercivity assumption then becomes for all v in V (notice the absolute value sign around a(v,v)).

Error estimate in the energy norm

In many applications, the bilinear form for all v,w in V. is symmetric, so

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Ca's lemma 0 Wikipedia, the free encyclopedia

for all v,w in V. This, together with the above properties of this form, implies that V. The resulting norm is an inner product on

http://en.wikipedia.org/wiki/Ca's_lemma

is called the energy norm, since it corresponds to a physical energy in many problems. This norm is equivalent to the original norm Using the a0orthogonality of u

uh and Vh and the CauchySchwarz inequality

The subspace solution uh is the projection of u onto the subspace Vh in respect to the inner product .

for all v in Vh Hence, in the energy norm, the inequality in Ca's lemma becomes for all v in Vh (notice that the constant

/ on the right0hand side is no longer present).

(see

This states that the subspace solution uh is the best approximation to the full0space solution u in respect to the energy norm. Geometrically, this means that uh is the projection of the solution u onto the subspace Vh in respect to the inner product the picture on the right). Using this result, one can also derive a sharper estimate in the norm . Since for all v in Vh, it follows that for all v in Vh.

An application of Ca's lemma

We will apply Ca's lemma to estimate the error of calculating the solution to an elliptic differential equation by the finite element method. Consider the problem of finding a function satisfying the conditions

where

is a given continuous function.

A string with fixed endpoints under the influence of a force pointing down.

Physically, the solution u to this two0point boundary value problem represents the shape taken by a string under the influence of a force such that at every point x between a and b the force density is (where is a unit vector pointing vertically, while the endpoints of the string are on a horizontal line, see the picture on the right). For example, that force may be the gravity, when f is a constant function (since the gravitational force is the same at all points). Let the Hilbert space V be the Sobolev space which is the space of all square integrable functions v defined on [a,b] that

have a weak derivative on [a,b] with v' also being square integrable, and v satisfies the conditions v(a) on this space is for all v and w in

= v(b) = 0. The inner product

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Ca's lemma 0 Wikipedia, the free encyclopedia

http://en.wikipedia.org/wiki/Ca's_lemma

After multiplying the original boundary value problem by v in this space and performing an integration by parts, one obtains the equivalent problem for all v in V, with

(here the bilinear form is given by the same expression as the inner product, this is not always the case), and

It can be shown that the bilinear form

and the operator L satisfy the assumptions of Ca's lemma.

In order to determine a finite0dimensional subspace Vh of V, consider a partition

of the interval [a,b], and let Vh be the space of all continuous functions that are affine on each subinterval in the partition (such functions are called piecewise0linear). In addition, assume that any function in Vh takes the value 0 at the endpoints of [a,b]. It follows that Vh is a vector subspace of V whose dimension is n 1 (the number of points in the partition that are not endpoints). Let uh be the solution to the subspace problem for all v in Vh,

A function in Vh (in red), and the typical collection of basis functions in Vh (in blue).

so one can think of uh as of a piecewise0linear approximation to the exact solution u. By Ca's lemma, there exists a constant C > 0 dependent only on the bilinear form such that for all v in To explicitly calculate the error between u and uh, consider the function u in Vh that has the same values as u at the nodes of the partition (so u is obtained by linear interpolation on each interval [xi ,xi + 1] from the values of u at interval's endpoints). It can be shown using Taylor's theorem that there exists a constant K that depends only on the endpoints a and b, such that

for all x in [a,b], where h is the largest length of the subintervals [xi ,xi + 1] in the partition, and the norm on the right0hand side is the L2 norm. This inequality then yields an estimate for the error

Then, by substituting v

= u in Ca's lemma it follows that

where C is a different constant from the above (it depends only on the bilinear form, which implicitly depends on the interval [a,b]). This result is of a fundamental importance, as it states that the finite element method can be used to approximately calculate the solution of our problem, and that the error in the computed solution decreases proportionately to the partition size h. Ca's lemma can be applied along the same lines to derive error estimates for finite element problems in higher dimensions (here the domain of u was in one dimension), and while using higher order polynomials for the subspace Vh.

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