The trial space must be a subspace of , not merely of . 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, is continuous, vanishes at both endpoints and belongs to , but 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 . Differentiating the restricted energy with respect to , or imposing the Galerkin method with test function , gives
The 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 ,
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 gives
Since and the hat is symmetric about , its load is . Thus the reaction-diffusion finite element matrix gives the explicit equations
The 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 and gives
Both terms are positive for the Dirichlet modes. This also identifies precisely how the diffusion stiffness matrix and reaction mass matrix combine.
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.
Consider a bounded Lipschitz domain and homogeneous Dirichlet boundary conditions for
Assume is a bounded real symmetric matrix field with uniformly, is bounded, and defines a bounded linear functional on , the zero-boundary Sobolev space. The weak formulation is
The Cauchy-Schwarz inequality gives continuity . Uniform ellipticity and the Poincaré inequality give a coercive bilinear form, . The Lax-Milgram theorem therefore supplies a unique weak solution, with . Its proof represents by a bounded linear operator using the Riesz representation theorem; coercivity gives an injective operator with closed image, and a zero orthogonal complement makes that image all of . This yields existence, uniqueness and the displayed estimate.
For a conforming finite element space , the Galerkin method finds such that for every . With a basis , this is the linear system , where the stiffness matrix is and . Its positive-definite matrix property proves unique discrete solvability. Local support gives a sparse matrix through elementwise assembly.
For the symmetric problem, the Ritz method minimizes over . Differentiating in every direction gives precisely the Galerkin method equations. Conversely, if solves them, , proving it is the unique minimum. The same argument over gives , where is the energy norm. Thus the Ritz method chooses the best trial function in that norm.
Subtracting the continuous and discrete equations gives Galerkin orthogonality, . For arbitrary and , it follows that . Coercivity and continuity prove the Céa lemma:
In the symmetric energy norm, the Cauchy-Schwarz inequality improves the constant to one. Equivalently, Galerkin orthogonality gives the Pythagorean identity . These estimates establish stability and show that approximation properties of the trial space determine convergence.
For continuous piecewise-linear elements on a shape-regular mesh in dimensions at most three, a finite element interpolation estimate gives when . Combining it with the Céa lemma yields energy norm error. More generally, degree- elements give error in under the corresponding regularity and approximation assumptions. Mere mesh refinement cannot supply an order whose required solution regularity is absent.
An additional order in the L2 norm follows under a dual elliptic regularity assumption. Solve and assume . The Aubin–Nitsche duality argument uses Galerkin orthogonality to obtain
Therefore , giving for the piecewise-linear case with . This improvement explicitly requires regularity of the dual problem.
As a concrete example, solve on with zero endpoint values. On a uniform mesh of spacing , the piecewise-linear hat functions give , and . The discrete equations are , whose solution is . The exact solution is , so is its piecewise-linear nodal interpolant. On each interval ,
Integrating the squared error and squared derivative error gives the explicit rates
where the norm here is .
For nonsymmetric coercive problems, the Galerkin method, Galerkin orthogonality and the Céa lemma still apply, but the symmetric quadratic minimization interpretation of the Ritz method generally does not. Nonconforming trial spaces, inexact integration and noncoercive equations need additional arguments beyond the conforming coercive theory proved here.
With , the eigenvalue equation is
The dimensionless matrix is the stiffness matrix divided by ; its eigenvalues determine squared angular frequencies.
A normal mode is a fixed displacement pattern whose components share a common harmonic time dependence in the equations for small oscillations. Its normal frequency is the associated oscillation frequency; below, denotes the angular frequency, so the frequency in cycles per unit time is . A normal coordinate is the amplitude of one such pattern, chosen so that the linear equations decouple. For mass matrix and stiffness matrix , the patterns solve . Zero eigenvalues describe free rigid motions rather than periodic restoring oscillations.
In a breathing mode, each displacement is proportional to its equilibrium position. A representative vector is
Multiplying by the stiffness matrix gives . Thus
Positive and negative amplitudes are uniform expansion and contraction about the center.
For a conservative system near a stable equilibrium, the quadratic Lagrangian has the form , with symmetric mass matrix and stiffness matrix . A normal mode satisfies the generalized eigenvalue problem for small oscillations , so the frequency equation is .
To quadratic order, vertical velocities contribute only fourth-order corrections to the kinetic energy, leaving . A string of length with small horizontal difference shortens its vertical projection by . The upper segment carries all three masses, the middle segment two, and the lower segment one. Hence their increases in gravitational potential energy sum to
Subtracting from gives the stated approximate Lagrangian. Here and
For a mode with middle displacement zero, write . The middle row requires , so . A nonzero mode then has , and the outer rows require . Therefore the necessary and sufficient condition is
When it holds, the mode shape is with . This is the force-cancellation mechanism of the stationary middle mass in a three-mass spring chain, applied to the equivalent quadratic stiffnesses here.
Label the equilibrium vertices in the order , and write their displacements as . Their eighteen Cartesian components are generalized coordinates. Linearize the axial Hookean springs about the unstressed equilibrium. For an edge with unit direction , its first-order extension is , so the quadratic potential energy is
Three zero modes are translations: for each Cartesian unit vector , take at every vertex. Three more are infinitesimal rotations . Explicitly, in the stated vertex order, their displacement vectors are
Translations leave each displacement difference zero. For rotations,
because the equilibrium edge vector is parallel to . Hence every spring has zero first-order extension in all six patterns, and the stiffness matrix annihilates them.
The translations have nonzero summed displacement, while all the rotations have zero sum. The three rotational patterns are themselves independent because the vertices do not lie on a single line. Thus
These are the rigid-motion zero modes of a spring framework. The rotational displacements describe infinitesimal rigid rotations; an arbitrary finite rotation would require its nonlinear displacement field.
The diagram has a connection between every pair of indices , including the fixed beam . Two parallel strings, each with spring constant , together have energy . Thus the printed is the energy of a connecting pair; calling it the energy of one string would introduce a factor-of-two discrepancy.
Take vertical coordinates positive upwards, with fixed. Each bar has gravitational potential energy and kinetic energy . The Lagrangian is
Differentiating gives the Euler-Lagrange equations
Equivalently, with , the spring term is . Gravity changes the equilibrium but not the stiffness matrix. Subtracting a static equilibrium and writing gives the normal mode system
This is the spring system underlying normal modes of an anchored complete spring graph.
Figure 1.
All six couplings and the three modes for equal bar masses
. The graph on the left records every connecting pair in the installation, with the beam fixed. Each edge represents the two physical strings acting together with stiffness . The arrows on the right show vertical displacement patterns: one uniform mode and two independent sum-zero modes. Details.
The pinned third bar has zero displacement, so remove its row and column from the stiffness matrix while retaining the springs that connect the moving bars to it. The remaining unit-mass system has
Its eigenvectors and have eigenvalues and . Hence
For these are and . The fixed value changes the static offsets and reaction force but not this linearized matrix.
For the stated geometry and numerical masses, the inertia and stiffness matrices are
A normal mode requires . Writing , its characteristic equation is
At the claimed , this determinant is . Hence the printed claim that is a normal frequency is false for the stated data, and there is no corresponding nonzero normal mode.
The complete geometry-based answer is obtained from the three positive roots :
An exact closed form for the squared angular frequencies is
They are approximately , and , respectively. For any of these roots, a corresponding eigenvector can be chosen as
The last two rows of give this expression directly; the first is the characteristic equation. These three modes span all motion, with arbitrary sine and cosine amplitudes. Positivity of and of the spring potential energy ensures that all squared angular frequencies are positive.
If instead one takes the PDF's printed as a stipulated inertia, then and
The corresponding angular frequencies are approximately
The same formula for applies, because its derivation used only the second and third rows. Here the determinant at is , so following the printed inertia does not repair the frequency claim. The PDF therefore needs a further correction to its numerical data or asserted frequency; the intended correction cannot be inferred uniquely.
Put . Differentiating the spring length gives
The springs are unextended at equilibrium, so the quadratic potential energy contains only the squares of these first-order extensions:
The linearized Euler-Lagrange equations are therefore
The stiffness matrix is . Its eigenvector has zero eigenvalue, and every vector whose components sum to zero has eigenvalue . One convenient orthonormal set of normal modes is
Any orthonormal basis of the sum-zero plane is equally valid for the two degenerate normal modes. The general small motion is
The linear drift in the zero mode describes a slow uniform rotation. These are angular frequencies; the ordinary frequencies of the two vibrational modes are .
Figure 1.
Tangential displacement patterns of the three bead normal modes
. Arrows show the signs and relative sizes of the angular displacements in one choice of orthonormal normal modes. The equal-arrow pattern is a rigid rotation, while the two sum-zero patterns have equal nonzero angular frequency. Details.
A common shift of all three angles leaves every spring length unchanged. This continuous rotational symmetry gives the zero mode: there is no restoring force against rigid rotation.
The equilateral equilibrium also has the dihedral group symmetry . Its action on the three angular displacements preserves the uniform one-dimensional subspace and the two-dimensional sum-zero subspace. The latter is an irreducible representation over the real numbers; a reflection may reverse all angular signs as well as exchange bead labels, which does not change these invariant subspaces. The symmetric stiffness matrix must act as a scalar on the sum-zero subspace, explaining the equal vibrational angular frequencies. Directly, each sum-zero vector satisfies . This is an example of degenerate normal modes from permutation symmetry, and of normal modes of three equal masses with a symmetric gap potential.
A normal mode is a pattern in which all coordinates share one frequency and fixed relative amplitudes. For a conservative linear system, it solves a generalized eigenvalue equation with stiffness matrix and mass matrix . For this free three-mass spring chain,
Solving , for , gives
Their overall normalization is arbitrary; distinct modes are orthogonal in the mass inner product. The zero mode is rigid translation because neither end is fixed. In the antisymmetric mode the middle mass stays still, so changing its mass cannot alter the frequency. The symmetric internal mode keeps the centre of mass fixed through its middle displacement . Its frequency rises without bound as and approaches as , becoming degenerate with the antisymmetric frequency in that limit.
For equal masses put and . Positions are equilibrium positions plus displacements
The translational mode needs the linear-in-time term; a cosine at zero frequency alone would miss arbitrary centre-of-mass velocity.
Taking the springs initially at equilibrium, the impulse gives . Their squared Euclidean norms are , so their initial kinetic energies are . Relative to total ,
Subsequent motion conserves each mode's total energy, exchanging its kinetic and spring contributions. The zero-mode share remains centre-of-mass kinetic energy.
Figure 1.
Original displacement-vector sketches and mass-ratio dependence of the free three-mass chain modes
. Details.
A normal mode is a motion in which all coordinates have a fixed relative pattern and oscillate at one frequency. Near a stable equilibrium, let the quadratic kinetic and potential energies be and . With positive-definite mass matrix , the equations and harmonic ansatz give
The stiffness and mass matrices are symmetric. For distinct frequencies, their symmetry gives , so the mode vectors are orthogonal in the mass inner product. A basis can also be chosen in a degenerate eigenspace. Expanding decouples the equations into ; initial displacements and velocities determine the coefficients. Positive stiffness gives real frequencies, a zero eigenvalue can describe a free symmetry motion, and a negative one signals instability rather than an oscillatory mode.[ref]
For two equal masses between fixed walls with three equal springs, the stiffness matrix is and the mass matrix is . The patterns and have frequencies and . An initial displacement of one mass excites both modes and can produce beats.
For a uniform taut string fixed at both ends, the wave equation , with , has patterns and angular frequencies
The boundary conditions select the spectrum. Fourier expansion of arbitrary admissible initial data provides the mode amplitudes, illustrating the extension from a finite set of coordinates to a field.
For the normal modes of inductively coupled LC circuits, take two identical circuits with self-inductance , capacitance and mutual inductance , where . The capacitor charges obey and the exchanged equation. In-phase and opposite-phase charge patterns have
The positive inductance matrix for two identical coils is the physical counterpart of positive mass. Here inductance plays the role of the mass matrix. Mechanical, wave and electrical examples therefore share the same eigenvalue structure. Weak forcing excites modes according to its spatial overlap with each pattern; damping broadens the resonances, while strong nonlinearity can invalidate a fixed linear-mode decomposition.
Definition and equations. A normal mode is a motion in which every component of a linear system has the same time dependence with fixed amplitude ratios and phases. For a conservative system near equilibrium, the most useful form is
The vector describes the mode shape, while is its angular frequency. Linear combinations of modes describe arbitrary sufficiently small motions when the modes form a complete basis.
Let be displacements of independent generalized coordinates from equilibrium. Expand the Lagrangian to quadratic order:
The mass matrix defines a positive-definite quadratic form on the independent coordinates, while the stiffness matrix is the Hessian of the potential energy. Substituting a mode gives the generalized eigenvalue problem for small oscillations
A practical calculation identifies the equilibrium, chooses independent coordinates, computes the quadratic kinetic and potential energies, solves for the eigenvalues and then obtains their eigenvectors. One can equivalently diagonalize the real symmetric matrix . This guarantees real and a complete orthogonal basis in mass-weighted coordinates.
For distinct eigenvalues, the fact that and are real symmetric matrices implies
Thus distinct modes are orthogonal in the inner product weighted by the mass matrix. Choosing decouples the motion into , with total energy . A positive-definite matrix gives positive eigenvalues and oscillatory stability. Zero modes can describe rigid translations or rotations without restoring force; a negative eigenvalue gives exponential instability rather than an oscillatory mode.
Symmetry. A symmetry preserving both quadratic energies maps modes into modes of the same frequency. Coordinates adapted to symmetry divide the eigenvalue problem into smaller independent blocks. For two identical subsystems, exchanging them gives symmetric and antisymmetric modes. The degeneracy of normal modes means that independent modes share one frequency. Higher-dimensional group representations of a symmetry can enforce such degeneracies; symmetry does not require every pair of modes to be degenerate, and accidental degeneracies can also occur. Within a degenerate eigenspace, orthogonal linear combinations are equally valid mode shapes.
For two equal masses , each attached to a fixed support by a spring of stiffness and coupled to the other by a spring of stiffness ,
The symmetric mode leaves the coupling spring unstretched and has . The antisymmetric mode stretches it and has . Superposing the two gives beats when their frequencies are close.
Continuous systems. The same idea replaces matrices by differential operators and mode vectors by functions satisfying boundary conditions. For a taut string of length , tension and mass per unit length , the wave equation and fixed endpoints give
Orthogonality of the sine functions allows an arbitrary initial displacement to be decomposed into modes. Changing the endpoints changes the spectrum: boundary conditions are part of the physical mode problem.
A uniform chain of equal masses joined by springs , with spacing , has travelling normal modes with
Their quantization gives phonons; the long-wavelength limit is a sound wave. Rectangular electromagnetic cavity modes satisfy Maxwell's equations and conductor boundary conditions, with in vacuum. An elastic beam instead has a fourth-order spatial equation and flexural dispersion . These examples show how restoring forces and geometry determine the frequency spectrum.
Real systems. Small-amplitude motion is often approximately linear even when the full equations are nonlinear. Large amplitudes produce frequency shifts, mode coupling and transfer of energy between modes. Friction broadens resonances and makes free oscillations decay. A damping matrix proportional to or can retain the undamped mode shapes; general damping need not, and the appropriate eigenfrequencies and modes can be complex. External periodic forcing predominantly excites modes near resonance, with amplitude set by coupling to the forcing and dissipation. Imperfections split ideal degeneracies, while radiation or coupling to a surrounding fluid can remove energy from the chosen subsystem. Normal modes remain useful when linearization, the boundary conditions and the treatment of damping accurately describe the motion being measured.
A normal mode is a small motion in which all coordinates oscillate at one common angular frequency with fixed relative amplitudes. For conservative linearized motion, these are eigenvectors of the mass-weighted stiffness matrix.
All three springs are initially stretched from to , giving equal tension and zero resultant force on each mass. This prestress is essential for the transverse modes found below.
For the final mixed-axis trajectory of a prestressed spring pair, the initial displacements excite only the symmetric mode in each direction. Therefore, to first order in ,
The second mass has the same displacements about . Over the first transverse period , write :
The trajectory is not closed after , because the frequency ratio is . It ends at approximately in these scaled coordinates rather than .
Figure 1.
Prestressed spring trajectory
. Original first-transverse-period trajectory of the first mass. Markers distinguish initial and final points and intermediate quarter-period positions; both normal-coordinate amplitudes equal the release displacement. Details.
A normal mode is a motion in which all generalized coordinates oscillate at one frequency with fixed amplitude ratios. Small oscillations about stable equilibrium in a time-independent conservative system give , with positive mass matrix and symmetric stiffness matrix, allowing a generalized normal-mode eigenproblem.
For the three-to-one mass double-pendulum modes, the angles are absolute displacements from vertical, as printed. To quadratic order,
For and , the determinant is
Thus
The low mode has the strings leaning together, with the lower angle twice as large; the high mode has opposite angular signs. Both reverse together after half their respective periods.
For the specified release, decompose . Therefore
and the lower mass's horizontal displacement is
This is the supremum of two incommensurate harmonic modes, conventionally described as the maximum-amplitude estimate. Strictly, is irrational, so the opposite cosine extrema are approached arbitrarily closely but never coincide at a finite time. The quoted value is a supremum of the ideal linearized motion.
Figure 1.
Original normal-mode motion sketches and the lower-mass displacement after equal-angle release, with the limiting amplitude bound marked
. Details.
Piecewise-linear hat function Created 2026-09-28 Updated 2026-10-14
A piecewise-linear hat function is a continuous piecewise linear function that selects one node of a finite element mesh: it is one there and zero at every other node. For an interior node , its exact formula on a possibly nonuniform mesh is
Its support of a function is . It rises on the left interval and falls on the right, producing its hat-shaped graph. The interior hat functions form a basis of the continuous conforming finite element space with homogeneous Dirichlet boundary conditions. Chen's author notes define this nodal basis and illustrate it in one and two dimensions.[ref] The nodal property makes the coefficients directly readable: if , then . Unlike the global Lagrange cardinal polynomials, each of these functions is confined to two neighboring elements.
For example, with , the middle hat function is on , on , and zero elsewhere. Hence , while and . The finite element solution of the one-dimensional Poisson equation therefore has .
Local assembly makes this locality computational. On an element of length , the two local basis functions are and . For the Poisson equation with unit forcing, their local stiffness matrix and load vector are
Add these four matrix entries and two loads to the rows and columns belonging to the element's endpoints, then impose the prescribed boundary values. An interior node receives contributions from its two neighboring elements. Writing and gives
with off-diagonal entries included only for interior neighbors. On a uniform mesh these reduce to , and . Nonadjacent hat functions have no derivative overlap of positive length, so all distant entries vanish. This produces a sparse matrix with only three diagonals: the global coupling is built entirely from local two-node interactions.
Figure 1.
Three interior hat functions on a four-interval mesh, with local stiffness and load contributions assembled into the three-unknown Poisson system
. Details.