Past exam of the mathematics course of the University of Cambridge / 2018 / iii / Paper 341 / 5

Work in the real zero-boundary Sobolev space $X=H_0^1(0,1)$, whose members have square-integrable weak derivatives and zero endpoint trace. Define the bounded bilinear form and linear functionalThe weak formulation is to find $u\in X$ with $a(u,v)=\ell (v)$ for every $v\in X$. Integration by parts recovers the differential equation for a smooth solution; conversely, this identity is the definition of its weak solution.

Use the full $H^1$ norm. The Cauchy-Schwarz inequality gives $|a(u,v)|\le \Vert u{\Vert }_{H^1}\Vert v{\Vert }_{H^1}$ and $|\ell (v)|\le \Vert v{\Vert }_{H^1}/\sqrt{3}$. Also $a(v,v)=\Vert v{\Vert }_{H^1}^2$, so $a$ is a coercive bilinear form with constant one. The Lax-Milgram theorem states that a bounded, coercive bilinear form on a real Hilbert space determines a unique weak solution for every bounded linear functional. It therefore applies here.

The equivalent minimization problem isIf $u$ is the weak solution, symmetry and $a(u,v-u)=\ell (v-u)$ giveThis is positive unless $v=u$, proving a unique global minimizer. Conversely, differentiating $\mathcal{E}(u+tv)$ at $t=0$ gives the weak identity. Thus the unique energy minimizer is exactly the unique weak solution. As a check, the classical representative isIt satisfies both endpoint conditions and $-u^{\prime \prime }+u=x$.

The trial space must be a subspace of $H_0^1(0,1)$, not merely of $L^2(0,1)$. The printed assumptions on the basis do not ensure square-integrable weak derivatives, and boundary traces are not defined for arbitrary L2 space functions. For example, $\phi (x)=x^{1/4}(1-x)$ is continuous, vanishes at both endpoints and belongs to $L^2$, but $|{\phi }^{\prime }(x){|}^2\sim x^{-3/2}/16$ is not integrable at zero. Assume the basis belongs to the zero-boundary Sobolev space, as it does for the hat functions in part (c).

Write $u_H={\sum }_{j=1}^M{c}_j{\phi }_j$. Differentiating the restricted energy with respect to $c_i$, or imposing the Galerkin method with test function ${\phi }_i$, givesThe derivative term is the usual diffusion stiffness matrix and the second is the mass matrix. The full matrix is real symmetric, and for every nonzero coefficient vector $c$,because a basis is linearly independent. Thus it is a positive-definite matrix, so the restricted Ritz method has a unique solution and minimum.

The piecewise-linear hat functions have disjoint supports unless their nodes coincide or are neighbours. Direct integration on the two adjacent intervals givesSince $x=x_i+(x-x_i)$ and the hat is symmetric about $x_i=ih$, its load is $F_i=x_i\int {\phi }_i=x_{i}h=i{h}^2$. Thus the reaction-diffusion finite element matrix gives the explicit equationsThe coefficient matrix is a tridiagonal matrix and a positive-definite matrix by the energy identity in part (b), hence nonsingular. A separate spectral verification uses the sine basis with ${\theta }_j=j\pi /(M+1)$ and givesBoth terms are positive for the Dirichlet modes. This also identifies precisely how the diffusion stiffness matrix and reaction mass matrix combine.