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If $f$ is continuous, bounded and nonnegative on $[0,\infty )$, extend it to a bounded continuous function on the real line by the displayed formula. The bounded semilinear Dirichlet existence theorem gives $-\Delta u=F(u)$ with $u\in H_0^1$. Test with the negative part $u_{-}=\max \{-u,0\}$ to obtain $-\Vert \nabla u_{-}{\Vert }_2^2=\int F(u)u_{-}\ge 0$. The Poincaré inequality gives $u_{-}=0$, so $u\ge 0$ and $F(u)=f(u)$. Thus singularities or uncontrolled growth of the original formula at negative arguments need not prevent a nonnegative weak solution.

On a nonempty bounded domain where the Poincaré inequality holds, no $a\in H_0^1(\Omega )$ can satisfy $a\ge a_{-}>0$ almost everywhere. For $g(s)=\min (\max (s,0),a_{-})$, Lipschitz truncation preserves zero-boundary Sobolev spaces, so $g(a)\in H_0^1(\Omega )$. But $g(a)$ would be the nonzero constant $a_{-}$, whose zero gradient contradicts the Poincaré inequality. In a uniformly elliptic divergence-form elliptic operator, the homogeneous boundary condition belongs to the unknown and test functions, not to a coefficient bounded below by a positive constant.

An obstacle constraint requires a solution to lie above a given function. In an optimal stopping problem, the value dominates the payoff, satisfies a generator equation where continuation is optimal, and a generator inequality where stopping is optimal. The complementary conditions can be expressed as a maximum equal to zero.

For $-(p{u}^{\prime }{)}^{\prime }=f$, $u(b)=0$ and $u^{\prime }(c)+\kappa u(c)=0$, integration by parts gives the displayed endpoint coefficient. Ordinary derivative data and conormal data $p(c)u^{\prime }(c)+\kappa u(c)=0$ are different boundary conditions. If $p$ is bounded above and below by positive constants and $\kappa \ge 0$, the Poincaré inequality on functions vanishing at $b$ proves continuity and coercivity. The symmetric form defines an energy norm, and Galerkin orthogonality gives exact best approximation in that norm.

Let $V=\{v\in H^1(\Omega ):v=0\text{ on }{\Gamma }_D\}$, with boundary values interpreted as traces. The outward unit normal on ${\Gamma }_N$ is $(-1,-1)/\sqrt{2}$, so the stated derivative condition is precisely ${\partial }_{n}u=0$. integration by parts givesThe Dirichlet boundary has positive length, so the Poincaré inequality makes the form coercive. Let $V_h\subset V$ be the continuous piecewise affine space on the four triangles. The finite element approximation satisfies the same identity for every $v_h\in V_h$.

Nodes $A,C,D,E,F$ have zero values, leaving $V_h=\mathrm{span}\{{\varphi }_B\}$. Although isolated endpoints have zero boundary measure, continuity along the Dirichlet edges forces the nodal values at $A$ and $C$ to vanish.

Let $p_{\ast }=\min p>0$, $q_{\ast }=\min q>0$, $q^{\ast }=\max q$, and $P_1=\Vert p^{\prime }{\Vert }_{\infty }$. Testing the dual equation with $z$ givesConsequently $\Vert z{\Vert }_2\le \Vert e{\Vert }_2/q_{\ast }$ and $\Vert z^{\prime }{\Vert }_2\le \Vert e{\Vert }_2/\sqrt{p_{\ast }{q}_{\ast }}$. From $p{z}^{\prime \prime }=qz-e-p^{\prime }{z}^{\prime }$,On an element of length $h_i$, the interpolation error vanishes at both endpoints and its derivative has zero mean. Two Poincaré inequalities giveApply Cauchy-Schwarz to the residual identity, with factors $h_i^2$ and $h_i^{-2}$:If the error is nonzero, cancel its norm after the regularity estimate; if it is zero the conclusion is immediate. One explicit reliable constant isThis proves the requested dual residual bound entirely in terms of the coefficient functions.

The Sobolev space $H^1(b,c)$ consists of $L^2$ functions with a weak first derivative in $L^2$, with normIn one dimension these functions have absolutely continuous representatives and well-defined endpoint Sobolev traces. PutThis is a closed subspace, hence a Hilbert space. Both trial and test functions belong to $V$; one does not impose a derivative boundary condition in this space.

Integrate the differential equation against $v\in V$:The printed condition uses the ordinary derivative, $u^{\prime }(c)=-u(c)$, so the weak form isSeek $u\in V$ with $a(u,v)=\ell (v)$ for all $v\in V$. The coefficient $e^c$ in the endpoint term must be retained: replacing the ordinary derivative with the conormal flux would change the boundary problem.

Let $L=c-b$. The Poincaré inequality on $V$ can be stated as $\Vert v{\Vert }_{L^2}\le L\Vert v^{\prime }{\Vert }_{L^2}$. Also $|v(c)|\le \sqrt{L}\Vert v^{\prime }{\Vert }_{L^2}$. Consequentlyproving coercivity. By Cauchy-Schwarz inequality and the trace bound,Thus continuity holds with $M=e^c(1+L)$. The load is continuous if $f\in L^2$, and the Lax-Milgram theorem gives a unique weak solution.

Choose a finite-dimensional conforming subspace $V_h\subset V$, such as continuous piecewise linear functions vanishing at $b$, and solve $a(u_h,v_h)=\ell (v_h)$ for every $v_h\in V_h$. Subtracting the weak equations gives Galerkin orthogonality $a(u-u_h,v_h)=0$.

Céa's lemma states, for a continuous coercive bilinear form with constants $M,\alpha$ on a Hilbert space,To prove it, put $e=u-u_h$ and use orthogonality to write $a(e,e)=a(e,u-v_h)$ for any $v_h\in V_h$. Coercivity and continuity give $\alpha \Vert e{\Vert }^2\le M\Vert e\Vert \Vert u-v_h\Vert$. If $e=0$ the claim is immediate; otherwise cancel its norm and take the infimum. Any approximation theorem making the infimum tend to zero under mesh refinement therefore gives strong convergence $u_h\to u$ in $H^1$.

Finally, $a$ is symmetric and positive definite on $V$. It is an inner product, so $\Vert v{\Vert }_a=\sqrt{a(v,v)}$ is an energy norm on all of $V$: homogeneity and definiteness are immediate, and Cauchy-Schwarz inequality for this inner product gives the triangle inequality. No smaller space is required. In this norm the continuity and coercivity constants are one. More precisely, Galerkin orthogonality givessoThe finite element solution is the exact best energy-norm approximation.

At zero, the sixth-power term has zero second derivative, soFor $0<\lambda <1$, the Jacobi solution $z(x)=\cos (\lambda (x-\pi /2))$ is strictly positive on $[0,\pi ]$. The preceding identity gives $Q_{\lambda }(u)=\int z^2[(u/z{)}^{\prime }{]}^2>0$ for nonzero zero-trace $u$.

To control the nonlinear remainder, a uniform lower bound follows directly. Let $m=\min z>0$, $K=\max |z^{\prime }|$, and $v=u/z$. Since $\max z=1$ and $\int v^2\le ({\pi }^2/2)\int v^{\prime 2}$ by the elementary endpoint estimate,Thus $Q_{\lambda }(u)\ge c_{\lambda }\int u^{\prime 2}$ with $c_{\lambda }=m^2/(K^2{\pi }^2+2)>0$. Also $\int u^6\le \Vert u{\Vert }_{\infty }^4({\pi }^2/2)\int u^{\prime 2}$, soThis is positive for every nonzero admissible $u$ sufficiently close to zero in $W^{1,\infty }$. Therefore zero has positive second variation and is a strict weak local minimizer. No sharp Poincaré inequality has been assumed in this proof.

Here $P=2$, $Q=-2{\lambda }^2$ and the Jacobi equation is $w^{\prime \prime }+{\lambda }^{2}w=0$. With $w(0)=0$ and $w^{\prime }(0)=1$, its solution is $w(x)=\sin (|\lambda |x)/|\lambda |$ for $\lambda \ne 0$, and $w(x)=x$ for $\lambda =0$. Its first positive zero is $\pi /|\lambda |$ when $\lambda \ne 0$.

If ${\lambda }^2<{\pi }^2/b^2$, no conjugate point occurs in $(0,b]$. The Jacobi positivity criterion givesSince $I_{\lambda }$ itself is this quadratic form divided by two, $I_{\lambda }(u)>0=I_{\lambda }(0)$ for every nonzero admissible $u$. Thus zero is the unique global minimizer. This argument establishes the result before using the sharp Poincaré inequality.

Here $I(0)=1/2$. First restrict $\Vert u^{\prime }{\Vert }_{\infty }\le \pi /12$. On that slope interval, the second derivative of $h(p)=1-\cos (\pi /3+p)$ is $\cos (\pi /3+p)\ge \cos (5\pi /12)>1/4$. Taylor's theorem givesThe linear term integrates to zero because ${\int }_0^1{u}^{\prime }=0$. Since $x^3\le 1$, the Poincaré inequality yieldsThe coefficient is positive. Thus zero is a strict weak local minimizer.

For failure of strong minimality, take a triangular bump supported on $[1/2-\epsilon ,1/2+\epsilon ]$, with slopes $+2\pi$ and $-2\pi$, and zero outside. Its height is $2\pi \epsilon \to 0$. Almost everywhere its slope is $0$ or $\pm 2\pi$, so the cosine term has exactly its zero-function value everywhere. The potential term is strictly negative on the bump. ThereforeHence it is not a strong local minimizer. The derivatives of these bumps stay large, so they do not contradict weak local minimality.

For any zero-endpoint admissible $u$, use $|\sin u|\le |u|$ and the sharp Poincaré inequality on $(0,1)$:The coefficient is positive, and equality forces $u^{\prime }=0$, hence $u=0$ by its endpoint values. ThusIt is therefore both a strict strong and a strict weak local minimizer.

Multiplication by an integrating factor givessince $p^{\prime }=ap$ and hence $(p{w}^{\prime }{)}^{\prime }=p(w^{\prime \prime }+a{w}^{\prime })$.

For the singular-endpoint equation, take $p=x^{-1/2}$, $r=x^{1/2}/2$, $q=0$. The indicial equation is $\alpha (2\alpha -3)=0$. The constant branch violates the zero endpoint value unless its coefficient vanishes; the nontrivial admissible branch therefore has $\boxed{\alpha =3/2}$. More precisely, an eigenfunction has $w=C{x}^{3/2}+O(x^{9/2})$ and $w^{\prime }=(3C/2)x^{1/2}+O(x^{7/2})$ near zero.

Integrate the self-adjoint equation after multiplying by $w$, initially on $[a,1]$ with $a>0$:At zero the boundary expression is $O(x^{3/2})$, the first integrand is $O(x^{1/2})$, and the second is $O(x^{7/2})$. Both integrals converge and the boundary term vanishes. Division by the positive weighted norm gives $\boxed{\lambda =I(w)}$.

The change of coordinate $z=x^{3/2}$, $w(x)=W(z)$ gives exactlyThus ${\lambda }_n=9n^2{\pi }^2/2$ and $w_n=\sin (n\pi x^{3/2})$. To prove a minimum over trial functions, rather than just identify the least eigenvalue, transform the quotient itself:The Dirichlet Poincaré inequality gives the last step, with equality precisely for a nonzero multiple of $W=\sin \pi z$. The trial class is the nonzero finite-energy class with zero Sobolev traces; endpoint values alone without an integrability requirement do not define a finite quotient. This is the Power-coordinate reduction of a singular Sturm-Liouville quotient.

Linearization gives ${\theta }^{\prime \prime }+{\pi }^2\lambda \theta =0$. The two homogeneous Dirichlet conditions select $\boxed{\lambda =n^2,\theta =A\sin (n\pi \xi ),n=1,2,\dots }$. For any small trial amplitude in this mode, ${\int }_0^1{\sin }^2(n\pi \xi )={\int }_0^1{\cos }^2(n\pi \xi )=1/2$, soFor $\lambda <1$ every nonzero quadratic variation is positive by the sharp Poincaré inequality. For $\lambda >1$, the first mode gives negative energy at sufficiently small amplitude, so zero cannot be a local minimum.

The printed strict “only if” conclusion omits the critical case. At $\lambda =1$ the quadratic test is degenerate, not negative. In fact zero is still the unique minimum of the full displayed functional: use $1-\cos \theta \le {\theta }^2/2$ and $\int {\theta }^{\prime 2}\ge {\pi }^2\int {\theta }^2$ to get $U\ge 0$, with strict inequality for a nonzero continuous function because $1-\cos t<t^2/2$ when $t\ne 0$. In particular on the critical first mode,Thus strict positivity of the second variation holds for $\lambda <1$, while local minimality of the full energy holds also at $\lambda =1$. This is the distinction captured by critical-load minimality of the angular Euler strut.

Solutions to all three questions of the finite element methods for partial differential equations course of the University of Oxford Part C examination, sat on 6 June 2023. Source: original released PDF, bundle pages 325–328; paper pages 1–4. The original numbering is retained; question statements are not reproduced.

All function spaces and bilinear forms below are real. Write $(p,q{)}_0={\int }_{\Omega }pq$ for the L2 inner product, and $\Vert p{\Vert }_1^2=\Vert p{\Vert }_0^2+\Vert \nabla p{\Vert }_0^2$ for the first-order Sobolev norm; the notation applies componentwise to vector fields. We use the Poincaré inequality explicitly allowed by the paper. On an arbitrary unbounded Lipschitz domain that inequality would need an additional assumption. The convergence assertions use the usual full conforming finite element spaces, or vector subspaces containing the indicated interpolants; merely being a vector subspace of the stated piecewise polynomial functions is insufficient. Part 1(d) explains the intended meaning of positivity for its nonsymmetric matrix.

For a sufficiently regular solution, put $w=-\Delta u$, with $\Delta$ the Laplacian. Then $-\Delta u-w=0$ and $u-\Delta w=u+{\Delta }^{2}u=f$. The zero Dirichlet boundary conditions on $u$ and $\Delta u$ become zero Dirichlet boundary conditions on $u$ and $w$. Conversely, eliminating $w$ from these two equations recovers the fourth-order equation with the biharmonic operator. For the weak solution we will construct, these interior identities hold as distributional identities; zero Sobolev traces are imposed on $u$ and $w$, without assuming classical fourth derivatives of $u$.

Let $V=H_0^1(\Omega )\times H_0^1(\Omega )$, the Cartesian product of two zero-boundary Sobolev spaces, with normThis is a Hilbert space. Applying integration by parts separately to the two equations gives the weak formulationEquivalently, for $U=(u,w)$ and $T=(v,z)$, define the bilinear form and linear functionalWe seek $U\in V$ with $b(U,T)=F(T)$ for every $T\in V$.

The skew-coupled elliptic system has a useful bounded bilinear form estimate with constant one. Indeed, write the integrand as the dot product of $(\nabla p,\nabla q,-q,p)$ and $(\nabla v,\nabla z,v,z)$. The Cauchy-Schwarz inequality givesFor equal arguments, the two zeroth-order coupling terms cancel. If $K$ is the constant in the supplied Poincaré inequality, thenThus $b$ is a coercive bilinear form, although it is not a symmetric bilinear form. The Lax-Milgram theorem applies and yieldsIn particular, $\Vert (u,w){\Vert }_V\le (1+K)\Vert f{\Vert }_0$. Testing with compactly supported smooth test functions identifies $-\Delta u=w$ and $-\Delta w=f-u$ as distributional identities. This gives the asserted relation to the original boundary value problem at the available regularity.

Take $V_h={\mathcal{U}}_h\times {\mathcal{W}}_h\subset V$. The Galerkin method asks for $U_h=(u_h,w_h)\in V_h$ such thatSince a finite-dimensional subspace is closed, $V_h$ is itself a Hilbert space. The bounded bilinear form and coercive bilinear form estimates in part (a) restrict to $V_h$ with the same constants. The Lax-Milgram theorem therefore gives exactly one $U_h$ for every $h$.

Put $E=U-U_h=(e_u,e_w)$. Subtracting the continuous and discrete weak formulations gives Galerkin orthogonality:For any $Y_h=(v_h,z_h)\in V_h$, the difference $Y_h-U_h$ also belongs to $V_h$, soThe last step uses the constant-one Cauchy-Schwarz inequality estimate from part (a). Bounding the four terms separately by a sum would obscure the precise constant requested here.

The two minimization problems over ${\mathcal{U}}_h$ and ${\mathcal{W}}_h$ are independent. Each has a best approximation because its vector subspace is finite-dimensional. Consequently, ifthen the preceding inequality gives exactlyBoth errors belong to the zero-boundary Sobolev space. Applying the Poincaré inequality componentwise now yieldsWhen $U=U_h$ the desired estimate is automatic; otherwise divide by the nonzero norm. ThusThe constant $C=1+K$ is independent of $h$. This is the Céa lemma estimate for this particular skew-coupled elliptic system.

Let $x_1,\dots ,x_N$ be the interior nodes, and let ${\varphi }_1,\dots ,{\varphi }_N$ be the nodal basis of the common conforming finite element space, with ${\varphi }_j(x_i)={\delta }_{ij}$ and zero boundary values. These piecewise-linear hat functions give the expansionsTesting the first equation with ${\varphi }_i$ and then the second equation with ${\varphi }_i$ gives the linear systemHere $S$ is the diffusion stiffness matrix and $M$ the mass matrix. Their entries are symmetric in $i,j$, so both are symmetric matrices.

For $c\in {\mathbb{R}}^N$, put $v_c={\sum }_j{c}_j{\varphi }_j$. The two quadratic forms areIf $c\ne 0$, the linear independence of the basis ensures $v_c\ne 0$, so $c^{\mathsf{T}}Mc>0$. If $c^{\mathsf{T}}Sc=0$, the Poincaré inequality and zero Dirichlet boundary condition force $v_c=0$, contradicting $c\ne 0$. Thus both $S$ and $M$ are positive-definite matrices.

For $X=(p,q)\in {\mathbb{R}}^N\times {\mathbb{R}}^N$, symmetry of $M$ cancels the cross terms:ThereforeThis is the positivity of a quadratic form intended by the last sentence of the question. For $N>0$, $A$ is a nonsymmetric matrix, since $M\ne 0$. Under the convention that “positive-definite matrix” includes symmetry, that last sentence needs this qualification: the symmetric part of a matrix is positive definite. The quadratic lower bound for a nonsymmetric matrix still implies that $A$ is an invertible matrix: $AX=0$ would give $X^{\mathsf{T}}AX=0$, hence $X=0$.

Use the Sobolev space with a partial Dirichlet conditionwhere $T$ is the Sobolev trace operator. The restricted Sobolev trace operator is continuous into $L^2({\Gamma }_D)$; its kernel is consequently a closed vector subspace of $H^1(\Omega )$. Thus $V$, with the first-order Sobolev norm, is a Hilbert space. The endpoint convention for ${\Gamma }_D$ and ${\Gamma }_N$ does not affect this definition: finitely many boundary points have zero boundary length. It would be inappropriate to impose pointwise boundary values on arbitrary $H^1$ functions in two dimensions.

For a smooth solution, Green's first identity givesThe boundary term vanishes because $Tv=0$ on ${\Gamma }_D$ and the normal derivative is zero on ${\Gamma }_N$. This suggests the weak formulationHere $a$ is exactly the first-order Sobolev inner product. In particular the Cauchy-Schwarz inequality givesThus $a$ is a bounded bilinear form and a coercive bilinear form, both with constant one. The Lax-Milgram theorem proves existence and uniqueness, together withThe positive reaction term already controls the entire Sobolev norm, so no Poincaré inequality is needed here. The zero Neumann boundary condition is the natural part of the weak formulation; it is not an additional restriction on the test space. For this weak solution, $-\Delta u+u=f$ holds as a distributional identity, and the zero normal derivative on ${\Gamma }_N$ is understood through the corresponding Green's first identity.

Write $V=H_0^1(\Omega ;{\mathbb{R}}^3)$. For any $v\in V$ and any real $t$, $u+tv$ is admissible. Expanding the functional givesSince the left side is nonnegative for positive and negative $t$, its derivative at zero vanishes. Thus the first variation gives the weak formulation

To identify its differential equation, define the stress tensorThis is a symmetric matrix field. The Frobenius inner product of a symmetric matrix with a skew-symmetric matrix is zero, so $\sigma (u):\nabla v=\sigma (u):\epsilon (v)$. Since $\mathrm{tr}\epsilon (v)=\mathrm{div}v$, we obtainFor smooth compactly supported test functions, integration by parts in each row givesHence $-\mathrm{div}\sigma (u)=f$ as a distributional identity, that is,Membership in $V$ supplies the zero Sobolev trace. This identifies precisely the required weak solution of the linear elasticity problem, with row-wise divergence.

For uniqueness, use the exact form of the Korn inequality supplied in the paper. Put $E=\epsilon (v)$ and $d=\mathrm{tr}E=\mathrm{div}v$. The deviatoric strain is $D=E-\frac{1}{3}dI$. Because $\mathrm{tr}D=0$ and $I:I=3$, orthogonality for the Frobenius inner product givesIf $C_K$ is the supplied Korn inequality constant and $K$ the permitted Poincaré inequality constant, thenConsequently,If $u_1,u_2$ are two weak solutions, their difference $d_u\in V$ satisfies $a(d_u,v)=0$ for every $v\in V$. Choosing $v=d_u$ and using this coercive bilinear form estimate forces $d_u=0$. The minimizer therefore gives the unique weak solution.

For later use, $|\epsilon (v){|}_F\le |\nabla v{|}_F$ and $|\mathrm{div}v|\le \sqrt{3}|\nabla v{|}_F$ also give the bounded bilinear form and linear functional estimatesTogether with the coercive bilinear form estimate and the Lax-Milgram theorem, these would establish existence independently of the assumed minimizer.

Take the zero-boundary Sobolev space $X=H_0^1(\Omega )$ with norm $\Vert u{\Vert }_X=\Vert \nabla u{\Vert }_2$. The Poincaré inequality makes this equivalent to the usual Sobolev norm. DefineThe weak formulation is $u\in X$ and $⟨A(u),v⟩=⟨f,v⟩$ for every $v\in X$.

In dimension three the Sobolev embedding theorem gives $\Vert u{\Vert }_6\le C_6\Vert u{\Vert }_X$, so $u^3\in L^2$. The Cauchy-Schwarz inequality and Poincaré inequality yieldThus $A(u)\in X^{\ast }$ for every $u$, and $f\in X^{\ast }$. Finallysince $u^2+uw+w^2\ge 0$. Hence $A$ is strongly monotone with constant one in the chosen norm.