Past exam of the mathematics course of the University of Cambridge / 2017 / iii / Paper 341 / 5

Use the real Hilbert space $V=H_0^1(0,1)$, the zero-boundary Sobolev space, with norm $\Vert v{\Vert }_V=\Vert v^{\prime }{\Vert }_{L^2}$. The Poincaré inequality makes this equivalent to its usual Sobolev space norm. Define the symmetric bilinear form and continuous linear functionalThe Cauchy-Schwarz inequality and the sharp interval Poincaré inequality implyThus $a$ is a bounded bilinear form and a coercive bilinear form, and $\ell$ is bounded because $f$ is square-integrable. The Lax-Milgram theorem supplies a unique weak solution:This is obtained from the differential equation by integration by parts; the test functions have zero boundary trace. Conversely, the weak solution satisfies $y^{\prime \prime }=xy-f$ in the sense of distributions. Since $xy-f\in L^2$, it belongs to $H^2(0,1)\cap H_0^1(0,1)$ and solves the equation almost everywhere.

Equivalently, the Ritz method minimizesover $V$. Indeed $J(y+w)-J(y)=a(w,w)/2$, since the mixed term is $a(y,w)-\ell (w)=0$. This proves existence and uniqueness of the minimizer directly from the weak solution, as well as its equivalence to the variational problem.

Choose a basis ${\varphi }_1,\dots ,{\varphi }_N$ of a conforming finite element space $V_N\subset H_0^1(0,1)$ and write $y_N={\sum }_j{c}_j{\varphi }_j$. Testing the variational problem with each basis function givesThese are also the equations $\partial J(y_N)/\partial c_i=0$ for the Ritz method. The stiffness matrix is symmetric and a positive-definite matrix: for a nonzero coefficient vector $c$, linear independence gives $v_N=\sum c_j{\varphi }_j\ne 0$, andThus there is a unique coefficient vector.

Subtracting the exact and discrete variational problems proves Galerkin orthogonality, $a(y-y_N,v_N)=0$ for every $v_N\in V_N$. In the energy norm $\Vert v{\Vert }_a=\sqrt{a(v,v)}$, the Pythagorean identity yieldsTherefore the Ritz method is the best approximation in the energy norm. The Céa lemma also gives $\Vert y-y_N{\Vert }_V\le (1+{\pi }^{-2}){\inf }_{v_N\in V_N}\Vert y-v_N{\Vert }_V$, so any dense sequence of conforming trial spaces converges.

Put $h=1/(N+1)$ and $x_i=ih$. The interior piecewise-linear hat functions areThey are a basis of the continuous piecewise-affine functions vanishing at both endpoints. The support of a function for each hat only overlaps those of neighbouring hats, so the stiffness matrix is a tridiagonal matrix. Direct integration gives the derivative contribution $2/h$ on the diagonal and $-1/h$ on adjacent diagonals.

For the potential contribution, symmetry about $x_i$ gives $\int x{\varphi }_i^{2}dx=x_i\int {\varphi }_i^{2}dx=2h{x}_i/3$. On the overlap of ${\varphi }_i$ and ${\varphi }_{i+1}$, their product is symmetric about $(x_i+x_{i+1})/2$, and its integral is $h/6$. This is the affine-weighted hat mass matrix calculation. Consequently,and all other entries vanish. The exact right-hand side isThus, with $c_0=c_{N+1}=0$, the requested scalar equations areAt the endpoints the coefficient multiplying the zero boundary value is simply omitted. Since $f\in L^2$, its point values are not even well defined; replacing $b_i$ by $hf(x_i)$ would require an additional quadrature rule convention and regularity hypothesis, not present here. The exact Ritz method uses the displayed integrals. The finite element interpolation estimate and Céa lemma, using $y\in H^2$, give an $O(h)$ energy norm error; the Aubin–Nitsche duality argument gives $O(h^2)$ in the L2 norm on this interval.