Math 2.0

Numerical analysis Boundary value problems and finite elements Lemma

Céa's lemma

Builds on Hilbert spaceBilinear formCoercive bilinear formContinuous dual spaceGalerkin methodLax–Milgram theorem

Statement

Let VV be a real Hilbert space with norm ∥⋅∥\norm{\cdot}. Let a ⁣:V×V→ℝa \colon V \times V \to \R be a bilinear form that is bounded, ∣a(u,v)∣≤M∥u∥∥v∥\abs{a(u, v)} \le M \norm{u} \norm{v} for all u,v∈Vu, v \in V, and coercive, a(v,v)≥α∥v∥2a(v, v) \ge \alpha \norm{v}^2 for all v∈Vv \in V, with constants M≥0M \ge 0 and α>0\alpha > 0. Let ff be an element of the continuous dual space of VV, and let u∈Vu \in V satisfy a(u,v)=f(v)a(u, v) = f(v) for all v∈Vv \in V. Let VhV_h be a closed subspace of VV, and let uh∈Vhu_h \in V_h satisfy a(uh,v)=f(v)a(u_h, v) = f(v) for all v∈Vhv \in V_h. Then ∥u−uh∥≤Mα inf⁡v∈Vh∥u−v∥.\norm{u - u_h} \le \frac{M}{\alpha} \, \inf_{v \in V_h} \norm{u - v}.

Remarks

Both uu and uhu_h exist and are unique by the Lax–Milgram theorem, applied on VV and on VhV_h. Subtracting the two equations gives Galerkin orthogonality: a(u−uh,w)=0a(u - u_h, w) = 0 for all w∈Vhw \in V_h. For v∈Vhv \in V_h, take w=v−uhw = v - u_h: then α∥u−uh∥2≤a(u−uh,u−uh)=a(u−uh,u−v)≤M∥u−uh∥∥u−v∥\alpha \norm{u - u_h}^2 \le a(u - u_h, u - u_h) = a(u - u_h, u - v) \le M \norm{u - u_h} \norm{u - v}. Dividing by α∥u−uh∥\alpha \norm{u - u_h} and taking the infimum over vv gives the claim. If aa is also symmetric, then uhu_h is the aa-orthogonal projection of uu onto VhV_h, and the constant improves to M/α\sqrt{M / \alpha}.

Example: for −u′′=f-u'' = f on (0,1)(0, 1) with u(0)=u(1)=0u(0) = u(1) = 0, take V=H01(0,1)V = H^1_0(0, 1), a(u,v)=∫01u′v′ dxa(u, v) = \int_0^1 u' v' \, dx, and VhV_h the continuous piecewise linear functions on a mesh of width hh. Choosing vv to be the piecewise linear interpolant of uu in the infimum gives ∥u−uh∥H1≤Ch∥u′′∥L2\norm{u - u_h}_{H^1} \le C h \norm{u''}_{L^2} when u∈H2(0,1)u \in H^2(0, 1).

Coercivity is needed. Take an indefinite form, such as a(u,v)=∫01(u′v′−k2uv) dxa(u, v) = \int_0^1 (u' v' - k^2 u v) \, dx with kk large. Then a discrete solution may fail to exist on a given VhV_h. When it exists, it need not be close to the best approximation unless hh is small enough.

Going deeper

For a student

The lemma splits error analysis of Galerkin methods into two independent questions. One is stability, measured by M/αM / \alpha, which comes from the continuous problem. The other is approximation: how well functions in VhV_h approximate the exact solution, which is a question of interpolation theory and is answered with the Bramble–Hilbert lemma. For problems that are not coercive, such as saddle-point problems, the role of α\alpha is taken by an inf-sup constant, as in the Ladyzhenskaya–Babuška–Brezzi condition.

Reading path

To understand this page from the ground up, read these 97 pages in order. The foundations come first.

  1. Bilinear form concept
  2. Closed set concept
  3. Coercive bilinear form concept
  4. Compact operator concept
  5. Continuous dual space concept
  6. Convex set concept
  7. Element definition
  8. Extended real number line object
  9. Galerkin method concept
  10. Hilbert space concept
  11. Hölder continuity concept
  12. Inequality of arithmetic and geometric means statement
  13. Linear form concept
  14. Lp space concept
  15. Orthogonal complement concept
  16. Proposition concept
  17. Real numbers object
  18. Set bounded above definition
  19. Sobolev space concept
  20. Uniform metric on bounded functions example
  21. Vector space definition
  22. Weak derivative concept
  23. Weak solution concept
  24. Set definition
  25. Young's inequality for products statement
  26. Sobolev embedding theorem statement
  27. Conjunction definition
  28. Disjunction definition
  29. Implication definition
  30. Predicate definition
  31. Supremum definition
  32. Inner product definition
  33. Linear map definition
  34. Linear subspace definition
  35. Norm definition
  36. Empty set object
  37. Family of sets definition
  38. Ordered pair definition
  39. Hölder's inequality statement
  40. Intersection definition
  41. Union definition
  42. Existential quantifier definition
  43. Universal quantifier definition
  44. Inner product space definition
  45. Orthogonal vectors definition
  46. Endomorphism definition
  47. Linear form definition
  48. Sum of subspaces definition
  49. Cartesian product definition
  50. Union of a family of sets definition
  51. Subset definition
  52. Uniqueness quantifier definition
  53. Norm induced by an inner product definition
  54. Orthogonal complement definition
  55. Riesz representation theorem in finite dimensions statement
  56. Sobolev inequality statement
  57. Direct sum of subspaces definition
  58. Binary relation definition
  59. Topological space definition
  60. Parallelogram law statement
  61. A space is the direct sum of a subspace and its orthogonal complement statement
  62. Projection definition
  63. Sequential compactness definition
  64. Function definition
  65. Subspace topology definition
  66. Orthogonal projection definition
  67. Preimage of a set definition
  68. Restriction of a function definition
  69. Orthogonal projection is the closest point statement
  70. Metric space definition
  71. Subspace metric definition
  72. Convergence of a sequence in a metric space definition
  73. Open ball definition
  74. Hilbert projection theorem statement
  75. Diameter of a set definition
  76. Metric topology definition
  77. Epsilon characterisation of Cauchy sequences statement
  78. Totally bounded set definition
  79. Riesz representation theorem statement
  80. Open set definition
  81. Complete metric space definition
  82. Open cover definition
  83. Open sets characterised by neighbourhoods statement
  84. Open sets of a metric space statement
  85. Compact space definition
  86. Continuity at a point of a topological space definition
  87. Compact set definition
  88. Lebesgue number lemma statement
  89. Epsilon-delta continuity in metric spaces statement
  90. Compactness and sequential compactness agree in metric spaces statement
  91. Equicontinuity definition
  92. Compact iff complete and totally bounded statement
  93. Arzelà–Ascoli theorem statement
  94. Rellich–Kondrachov theorem statement
  95. Poincaré inequality statement
  96. Lax–Milgram theorem statement
  97. Céa's lemma statement

Further reading

  1. Web https://en.wikipedia.org/wiki/C%C3%A9a%27s_lemma
About this page
Tag4X6WC3E7P8
URIm2://4X6WC3E7P8
Kindstatement, lemma
WritingW0 stub
MSC65N30, 65N15
StatusThis copy of the site has no build data. Run m2 status 4X6WC3E7P8.
AboutGalerkin method
UsesHilbert space, Bilinear form, Coercive bilinear form, Continuous dual space, Galerkin method, Lax–Milgram theorem
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