Past exam of the mathematics course of the University of Cambridge / 2007 / iii / Paper 71 / 5 / b

Choose linearly independent basis functions ${\varphi }_1,\dots ,{\varphi }_N$ in the zero-trace Sobolev space, and put $V_N=\mathrm{span}\{{\varphi }_i\}$. A concrete conforming Galerkin method uses continuous piecewise-linear hat functions on an interval mesh, with zero endpoint values. Seek $u_N={\sum }_j{c}_j{\varphi }_j$ satisfyingTesting against each basis function givesThe matrix is symmetric, and for a nonzero coefficient vector $c$, its represented function is nonzero by basis independence. The coercivity estimate gives $c^{T}Kc=a(u_N,u_N)>0$. Thus $K$ is a positive-definite matrix, the finite-dimensional problem has a unique solution, and it minimizes the same energy over $V_N$. This is Ritz-Galerkin equivalence for a symmetric coercive form.

Subtracting the continuous and discrete equations proves Galerkin orthogonality: $a(u-u_N,v_N)=0$ for all $v_N\in V_N$. Let $\Vert v{\Vert }_a=\sqrt{a(v,v)}$. For any comparison $v_N$, orthogonality and the Cauchy-Schwarz inequality in this inner product giveThereforeWith $C_a=p_{\max }+q_{\max }/{\pi }^2$, the same argument in the derivative norm gives the Céa lemma estimate $\Vert u-u_N{\Vert }_H\le (C_a/p_{\min }){\inf }_{v_N\in V_N}\Vert u-v_N{\Vert }_H$.

Convergence now follows from approximation, not from a bare assertion that the residual is small. The defining density of smooth compactly supported functions in $H_0^1$ lets one approximate $u$ by such a smooth function. Its piecewise-linear interpolant has zero endpoints and derivative error tending to zero as the largest mesh interval tends to zero. For a smooth $w$, the derivative on each element is the average of $w^{\prime }$ there, and the interval Poincaré inequality bounds its error by the element length times $\Vert w^{\prime \prime }{\Vert }_2$. Density and the boxed best-approximation estimate consequently give $u_N\to u$ in $H_0^1$, and hence in $L^2$, without assuming a bounded derivative of $p$. If the stronger regularity $u\in H^2$ is available, the same interpolation estimate gives first-order convergence in the derivative norm.