The starting point of a conforming finite element method is a weak formulation in a Hilbert space . For example, a homogeneous Dirichlet boundary condition on a bounded Lipschitz domain gives . One seeks
where is a bounded bilinear form, , and is a bounded linear functional. A conforming finite element space is finite dimensional and is typically built from functions that are polynomial on each element of a finite element mesh. With a basis , the Galerkin method imposes the same identity only for , giving
The stiffness matrix is sparse when basis supports overlap only locally. Local element integrals assemble its entries; the mass matrix represents an term. This separates the choice of trial functions from the variational principle determining their coefficients.
The fundamental well-posedness theorem is the Lax-Milgram theorem: if for some , there is a unique solution for each , with . The same theorem on gives a unique discrete solution. The constants must be independent of the mesh for uniform stability of a numerical method. Boundary conditions are built into the trial space when they are essential constraints; flux conditions arise through boundary terms in integration by parts and are natural constraints in the weak formulation.
When is symmetric and a coercive bilinear form, the Ritz method minimizes
over . Its first variation is exactly the Galerkin method, so Ritz minimization and Galerkin testing coincide for symmetric coercive problems. The energy norm turns the approximation into an orthogonal projection. Indeed, subtracting the exact and discrete weak equations gives Galerkin orthogonality, . For every the Pythagorean identity becomes
so
This exact best-approximation property is the central advantage of the Ritz method.
Symmetry is unnecessary for the Galerkin method. For any bounded, coercive form, the Céa lemma gives
To prove it, put . Galerkin orthogonality yields , so coercivity and boundedness give . Divide when and take the infimum. Thus approximation capability plus uniform coercivity gives convergence. In contrast, minimizing for a nonsymmetric form differentiates its symmetric part and generally does not solve the original weak equation.
A concrete symmetric example is the one-dimensional reaction-diffusion problem from Question 5. Continuous piecewise-linear hat functions give the diffusion stiffness matrix with diagonal and neighbouring entries , and the mass matrix with diagonal and neighbouring entries . Therefore and . Its positive-definite matrix is the coordinate form of the continuous energy. The exact smooth solution makes this an explicit test of the method, not just an abstract existence result.
For a nonsymmetric example, take positive , constant real , and
Its form is . Since , it has coercivity constant in the full norm, although it is not symmetric when . The Galerkin method remains well posed. On the uniform hat basis, , where , and . The skew-symmetric matrix cancels from , proving nonsingularity. A Ritz energy would omit precisely this advection contribution. Small may nevertheless make the approximation constant large and produce poorly resolved layers; algebraic solvability is not an accuracy guarantee.
Quantitative convergence uses a finite element interpolation estimate. On a shape-regular mesh, for piecewise-linear conforming elements and in the usual low-dimensional setting,
The Céa lemma therefore gives an energy error. The Aubin–Nitsche duality argument improves the L2 norm error when the dual elliptic problem has regularity: solve and use
Consequently
with constants depending on the solution and regularity bounds. The second estimate is conditional on dual regularity; corners or insufficient data regularity can reduce the rate.
The same Galerkin method handles evolution equations. For the homogeneous heat equation, the semidiscrete finite element heat equation is . Because is a positive-definite matrix and is a positive semidefinite matrix,
The decreasing quadratic form is exactly the L2 norm squared of the finite-element function. This separates spatial stability of a numerical method from the subsequent time integrator, just as in the Schrödinger equation example. Conformity, coercivity and approximation estimates together explain convergence.
An -stage Runge-Kutta method for is defined by
The Butcher tableau records , and ; internal consistency usually sets , and first-order consistency requires . A strictly lower triangular gives an explicit method, while other stage dependencies generally require an implicit Runge-Kutta method. The stage solvability of an implicit Runge-Kutta method must be checked separately: if is globally Lipschitz continuous in with constant , the stage fixed-point map is a contraction in the maximum stage norm whenever . This is a sufficient small-step condition, not a restriction intrinsic to the definitions of A-stability or B-stability.
Linear stability begins with the Dahlquist test equation . Solving the stages gives
The linear stability domain consists of test values for which the stage system is well defined and . A-stability means this includes the closed left half-plane. For , this gives stability with no scalar decay-mode step restriction. For a normal matrix in , unitary diagonalization of a normal matrix reduces the norm estimate to these scalar factors. For a non-normal matrix, eigenvalues alone do not establish a uniform norm bound: eigenvector conditioning and transient amplification matter. Mesh-uniform estimates for discretized PDEs must control operator powers, not only their spectra.
Every consistent explicit Runge-Kutta method has a nonconstant polynomial stability function and therefore cannot be A-stable, since that polynomial is unbounded on the negative real axis. For example, forward Euler method has , stability disk , and restriction for . For a pure imaginary mode , , so it is unstable for every positive step. The classical fourth-order Runge-Kutta method instead has
It is stable on the imaginary axis exactly for , an illustrative conditional stability range for oscillatory evolution.
Backward Euler method has and is A-stable. L-stability adds as in the left half-plane; backward Euler satisfies this and strongly damps unresolved rapidly decaying modes in a stiff differential equation. The implicit midpoint rule and the trapezoidal rule both have , so they are A-stable but not L-stable. They preserve the modulus of a pure imaginary test mode, but their stiff-decay limit is , leaving oscillatory numerical remnants. The three-stage Lobatto IIIA method has the fourth-order rational function found in Question 2 and likewise lacks L-stability. Thus high order and A-stability do not themselves imply efficient stiff damping.
Nonlinear stability measures differences between solutions of the same equation. A one-sided Lipschitz condition is
Differentiating the squared difference and applying the Gronwall inequality gives . A dissipative vector field has and is contractive. A B-stable method preserves this property for every positive step size for which the stages are well defined:
This includes time-dependent vector fields when dissipativity holds at each common time argument. Applying it to scalar linear dissipative fields shows that B-stability implies A-stability when the linear stages are well defined; the converse fails.
The standard sufficient theorem is algebraic stability implies B-stability, subject to stage solvability. Define and . Algebraic stability of a Runge-Kutta method means and is a positive semidefinite matrix. To prove the theorem, set , and . Expanding the output difference and using yields the Runge-Kutta contractivity identity
Dissipativity makes the first sum nonpositive, while positive semidefiniteness makes the last quadratic form nonnegative. The latter follows by factoring and writing it as a sum of squared norms of linear combinations of the . This proves the claimed contraction. It is a sufficient theorem; absence of algebraic stability is not, by itself, a proof of failure of B-stability for every representation.
Several examples make the distinctions concrete. For backward Euler, , , so : it is both L-stable and B-stable. For implicit midpoint, , , so : it is B-stable and preserves squared norms for a skew-Hermitian linear equation, but lacks stiff damping. For the two-stage Gauss--Legendre Runge-Kutta method,
the matrix vanishes as well. The collocation theorem gives order four, and its stability function is exactly the same as the three-stage Lobatto IIIA function. Yet the Gauss method is algebraically stable, whereas that Lobatto method is not. Identical scalar linear stability functions need not imply identical nonlinear stability properties.
An example combining stiff damping and nonlinear contraction is the two-stage Radau IIA method, with
Its positive weights and positive semidefinite prove B-stability; its rational function has denominator roots and, for , satisfies
Thus it is A-stable; the limit then proves L-stability. The standard Radau IIA collocation theorem gives order , here three. These properties explain its usefulness for stiff nonlinear equations.
Finally, A-stability alone does not imply B-stability. The trapezoidal rule fails B-stability even for the scalar dissipative equation . With , its step map is uniquely defined by
At , . Implicit differentiation gives
Thus nearby starting values are separated by approximately twice their original distance after one step, although the exact flow is contractive. This example and the contractivity theorem show why scalar linear analysis, stiff damping and genuinely nonlinear norm estimates answer different stability questions.
Direct multiplication and the identities and give
Thus is an orthogonal matrix, while preserves the indefinite quadratic form .
The Hasse theorem for elliptic curves states that every elliptic curve satisfies
Let be the Frobenius isogeny and put . Its fixed points are exactly , so separability of gives
The degree of an isogeny is a nonnegative quadratic form on the endomorphism ring, and for all integers ,
If , this quadratic polynomial has two real roots and takes a negative value at some rational between them, hence after clearing denominators at some integer pair . Therefore , and substituting proves the bound. This is the degree-form proof of the Hasse bound.
Since is bounded, a bound on bounds the projective height of . The Northcott theorem gives only finitely many possible rational -coordinates, and each has at most two points above it. Hence
By the Mordell-Weil theorem, . The canonical height is a positive-definite quadratic form on the lattice , so canonical-height lattice-point growth gives
If , this count is bounded; if , it is . Consequently
The Horn copositive matrix is invariant under cyclic permutation of its five coordinates: its negative entries correspond precisely to neighboring indices on the five-cycle. For any , cyclically relabel the coordinates so that is a smallest coordinate. In particular, .
Using the stated identity in this coordinate order,
The square is nonnegative, and both remaining terms are nonnegative since and . Cyclic invariance means the relabeling has not changed the quadratic form. Thus is a copositive matrix for every original ordering of .
Let . Direct multiplication gives , so .
Suppose , where is a positive semidefinite matrix and is a symmetric nonnegative matrix. Since , both and are nonnegative. Their sum is zero, so both vanish. In particular,
Every coefficient in this sum is strictly positive and every is nonnegative, forcing for .
Now apply the same argument to all five cyclic shifts of . The Horn copositive matrix is cyclically invariant, so every shifted vector also has zero quadratic form. It follows that the entries of vanish on every cyclic block of three consecutive indices. Every pair of indices on a five-cycle lies in such a block, hence .
This would imply . But the zero quadratic form of a positive semidefinite matrix would then force , contradicting . Therefore lies outside the positive-semidefinite-plus-nonnegative cone. By the previous equivalence, its quartic form is a nonnegative polynomial that is not a sum of squares polynomial.
For algebraic stability, the weights must be nonnegative and the real symmetric matrix , where , must be a positive semidefinite matrix.
The weights are positive, but and , so
A positive semidefinite matrix cannot have a negative diagonal entry, as its quadratic form at the first standard basis vector would be negative. Thus this Lobatto IIIA method is not algebraically stable, despite its A-stability.
A Runge-Kutta method with stage matrix , weights and step size is
Its order measures accuracy as , while stability concerns how errors or stiff components propagate. Linear A-stability, strong stiff damping through L-stability, and nonlinear B-stability address different questions.
For the Dahlquist test equation , elimination of the stages gives the stability function
The linear stability domain is . The method is A-stable when it contains the closed left half-plane, and L-stable when it is also true that as there. These conditions describe, respectively, stability for every non-growing scalar linear mode and damping of very rapidly decaying modes.
The Forward Euler method has , so it fails A-stability, for example at . In fact no nontrivial explicit Runge-Kutta method is A-stable: its stability function is a nonconstant polynomial, which is unbounded along the negative real axis. The Backward Euler method has . For , , and the function tends to zero at infinity, proving both A-stability and L-stability. The implicit midpoint rule has . The identity proves A-stability, but its limit rules out L-stability.
For nonlinear equations, a dissipative vector field satisfies . The corresponding exact solutions contract because the time derivative of their squared distance is twice that inner product. A B-stable method preserves this contraction for every , whenever its stages are well defined.
Let , , and . Expanding the update's squared norm, substituting , and symmetrizing the double sum proves the Runge-Kutta contractivity identity
If and the matrix is a positive semidefinite matrix, the first sum is nonpositive by dissipativity. The second double sum is nonnegative: sum the quadratic form of over each coordinate of the . Thus algebraic stability implies B-stability. Applied to complex scalar linear equations with the real part of the Hermitian inner product, the same argument also implies A-stability, where the stages are defined.
The Backward Euler method has , hence , and is algebraically stable. One can prove its nonlinear contraction directly: gives . The implicit midpoint rule has , and , so it is B-stable even though it is not L-stable.
Linear A-stability does not by itself imply nonlinear B-stability. The ODE trapezoidal rule has the same stability function as the implicit midpoint rule, but take the dissipative scalar field and . For any positive starting value, its trapezoidal update is . Thus two positive starting values have their distance doubled, violating B-stability. Its algebraic stability matrix also has a negative first diagonal entry. The field is globally Lipschitz continuous, so this is a well-defined nonlinear counterexample.
These examples distinguish accuracy, scalar stiff-mode stability, nonlinear contraction, and rapid stiff-mode damping. For implicit methods, solvability of the stage equations remains an additional requirement; a formal stability function alone does not establish it for arbitrary nonlinear problems.
The symmetric matrix of the quadratic form in the standard basis is
because the off-diagonal entries contribute twice to .
Apply Gram-Schmidt orthogonalization for a symmetric bilinear form to
These vectors are pairwise orthogonal for , and
Thus the form is diagonal in the basis , with matrix
It follows that its rank is and its signature is
By the real spectral theorem, the real symmetric matrix has an orthonormal basis of eigenvectors. In that basis the associated quadratic form is
Rescaling the coordinates belonging to nonzero eigenvalues changes every positive coefficient to and every negative coefficient to . Hence the diagonal normal form has one positive square for each positive eigenvalue and one negative square for each negative eigenvalue. By Sylvester's law of inertia, these counts do not depend on the diagonalizing basis, so
The numerical eigenvalues are not invariant under a general change of basis, because the matrix changes by congruence rather than similarity. For example, on a one-dimensional space let . Its matrix in the basis is , whereas in the basis it is . The eigenvalue changes from to , although its sign, and therefore the signature, is unchanged.
For
the chord-and-tangent group law gives, for distinct nonopposite points and ,
For doubling, replace the slope by
The point at infinity is the identity and .
Let the -coordinates of be . Applying the addition formula with and gives
Substituting and simplifying yields
Multiplying the two addition formulas and eliminating in the same way gives
These identities are the algebraic source of two parallelogram laws. Applied to pullbacks of the pole divisor of , they imply
for isogenies of elliptic curves. Together with , this makes the degree a quadratic form. Applied to the Absolute logarithmic Weil height of the four -coordinates, with bounded terms removed by passage to the limit defining the canonical height of an elliptic curve, they similarly give
Let satisfy for every vector . If there is nothing to prove. Otherwise choose with . For every and every real number ,
so the hypothesis gives . Taking two values of shows that . Since
we obtain . Thus one of the two linear functionals is zero.
Sylvester's law of inertia says that, in a suitable basis, every real quadratic form is
The rank is , and the signature is ; both are independent of the chosen basis.
If , its polar form has image contained in , so . If , the two functionals must be independent and, after taking their sum and difference, is a difference of two squares. Hence . If , then . In every case,
Conversely, this inequality leaves only
up to a linear change of coordinates. These factor respectively as , , and . Therefore
Finally suppose that takes both positive and negative values. Sylvester's law supplies normalized basis vectors
with , , and the spanning the radical. The vectors
are linearly independent and all satisfy . They form the required basis of isotropic vectors.
The likelihood function and prior distribution give the posterior density
Completing the square in the quadratic form gives
Thus Gaussian conjugacy for a normal linear model yields
This symmetric finite-rank integral operator is not positive. For , set . Directly,
The associated quadratic form is
Every covariance operator is a positive operator, so this operator is not a covariance operator.
The symmetric bilinear form associated with a real quadratic form is obtained by polarization identity:
In coordinates , replacing by its symmetric part does not change , and the formula gives ; this proves existence. A symmetric form is positive semidefinite when for every , and positive definite when the inequality is strict for every .
The diagonalization theorem for real quadratic forms says that some basis puts any symmetric form into
with further zero coordinates. Sylvester's law of inertia says that is independent of the diagonalizing basis. To prove this, let be the span of the positive coordinate vectors and let be the span of the negative and zero vectors. If is positive definite for another diagonalization and , then
so the two spaces intersect nontrivially. A vector in the intersection would have both positive and nonpositive square, a contradiction. Thus ; symmetry gives . Applying the same argument to gives , and then .
For the nondegenerate form on , write its inertia as , so . The restriction vanishes identically on : polarization gives for . Projection of to the positive coordinate space is injective, since a vector with zero positive projection cannot be isotropic unless it is zero. Hence ; projection to the negative space likewise gives . Therefore .
The matrix of is . If , it has rank one and inertia , hence signature one; if , its rank and signature are zero. The coefficientwise product has matrix , where , so it has the same rank-one conclusion when and is zero otherwise.
Finally, diagonalization writes every positive semidefinite form as a sum of squares, say and . Bilinearity of coefficientwise multiplication gives
a sum of positive semidefinite rank-at-most-one forms. Thus is positive semidefinite.
For , the product in the cube average is
The expression in parentheses is the third additive derivative of the quadratic form , so it vanishes. Every cube contributes one and therefore the quadratic phase satisfies
Apply the coordinate-replacement proof from part (ii) directly to the quadratic form
The zero diagonal makes multilinear. For coordinate ,
and the row and column assumptions imply
Every hybrid vector appearing during replacement has independent centered variance-one coordinates with fourth moments at most . The degree-one case of part (i) therefore gives
The fourth-order Taylor remainder from replacing coordinate is at most . Summing the replacement errors yields the stronger estimate
Write , , and let , and be evaluated at the critical point. Assuming is twice continuously differentiable nearby, the Taylor expansion is
The linear terms vanish because the gradient is zero. For , completing the square gives
Consequently the requested constant is the Hessian determinant
The displayed identity in the question is an identity for the quadratic part; for a general , its right-hand side needs the remainder .
If , the quadratic form is positive for every nonzero . On the unit circle it has a positive minimum, so it dominates the remainder sufficiently near the critical point. Hence the point is a strict local minimum.
If , along the quadratic term is , whereas along it is . Along each line the remainder is of smaller order. Thus values both above and below occur arbitrarily nearby, giving a saddle point.
A nondegenerate hyperbola centred at the origin has a quadratic equation
There are no linear terms because the origin is its centre. Its asymptotes are the zero set of the homogeneous quadratic form . Requiring the directions and gives , hence and . Since the conic section is nondegenerate, and are nonzero. Thus all such hyperbolas with prescribed asymptotes are exactly
For these rectangular hyperbolas open along the -axis, and for along the -axis. Conversely, each displayed hyperbola has the required centre and asymptotes. Two distinct members have different values of , so they cannot intersect.
For the second pair of asymptotes, the same argument gives , . The intersections of concentric hyperbolas therefore satisfy
If both right sides are positive, there are four independent sign choices. If precisely one is zero and the other is positive, there are two points. If either is negative there are none; both cannot vanish because . Each possibility occurs: take for four, for two, and for none. Hence