Céa's lemma

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Céa's lemma is a lemma in mathematics. It is an important tool for proving error estimates for the finite element method applied to elliptic partial differential equations.

Lemma statement[edit]

Let V be a real Hilbert space with the norm \|\cdot\|. Let a:V\times V\to \mathbb R be a bilinear form with the properties

  • a(v, v) \ge \alpha \|v\|^2 for some constant \alpha>0 and all v in V (coercivity or V-ellipticity).

Let L:V\to \mathbb R be a bounded linear operator. Consider the problem of finding an element u in V such that

a(u, v)=L(v)\, for all v in V.\,

Consider the same problem on a finite-dimensional subspace V_h of V, so, u_h in V_h satisfies

a(u_h, v)=L(v)\, for all v in V_h.\,

By the Lax–Milgram theorem, each of these problems has exactly one solution. Céa's lemma states that

\|u-u_h\|\le \frac{\gamma}{\alpha}\|u-v\| for all v in V_h.

That is to say, the subspace solution u_h is "the best" approximation of u in V_h, up to the constant \gamma/\alpha.

The proof is straightforward

\alpha\|u-u_h\|^2 \le a(u-u_h,u-u_h) = a(u-u_h,u-v) + a(u-u_h,v - u_h) = a(u-u_h,u-v)
  \le \gamma\|u-u_h\|\|u-v\| for all v in V_h.

We used the a-orthogonality of u-u_h and V_h

a(u-u_h,v) = 0, \ \forall \ v in V_h

which follows directly from V_h \subset V

a(u, v) = L(v) = a(u_h, v) for all v in V_h.

Note: Céa's lemma holds on complex Hilbert spaces also, one then uses a sesquilinear form a(\cdot, \cdot) instead of a bilinear one. The coercivity assumption then becomes |a(v, v)| \ge \alpha \|v\|^2 for all v in V (notice the absolute value sign around a(v, v)).

Error estimate in the energy norm[edit]

The subspace solution u_h is the projection of u onto the subspace V_h in respect to the inner product a(\cdot, \cdot).

In many applications, the bilinear form a:V\times V\to \mathbb R is symmetric, so

a(v, w) =a(w, v)\, for all v, w in V.

This, together with the above properties of this form, implies that a(\cdot, \cdot) is an inner product on V. The resulting norm

\|v\|_a=\sqrt{a(v, v)}

is called the energy norm, since it corresponds to a physical energy in many problems. This norm is equivalent to the original norm \|\cdot\|.

Using the a-orthogonality of u-u_h and V_h and the Cauchy–Schwarz inequality

\|u-u_h\|_a^2 = a(u-u_h,u-u_h) = a(u-u_h,u-v) \le \|u-u_h\|_a \cdot \|u-v\|_a for all v in V_h.

Hence, in the energy norm, the inequality in Céa's lemma becomes

\|u-u_h\|_a\le \|u-v\|_a for all v in V_h

(notice that the constant \gamma/\alpha on the right-hand side is no longer present).

This states that the subspace solution u_h is the best approximation to the full-space solution u in respect to the energy norm. Geometrically, this means that u_h is the projection of the solution u onto the subspace V_h in respect to the inner product a(\cdot, \cdot) (see the picture on the right).

Using this result, one can also derive a sharper estimate in the norm \| \cdot \|. Since

\alpha \|u-u_h\|^2 \le a(u-u_h,u-u_h) = \|u-u_h\|_a^2 \le \|u - v\|_a^2 \le \gamma \|u-v\|^2 for all v in V_h,

it follows that

\|u-u_h\| \le \sqrt{\frac{\gamma}{\alpha}} \|u-v\| for all v in V_h.

An application of Céa's lemma[edit]

We will apply Céa's lemma to estimate the error of calculating the solution to an elliptic differential equation by the finite element method.

A string with fixed endpoints under the influence of a force pointing down.

Consider the problem of finding a function u:[a, b]\to \mathbb R satisfying the conditions

\begin{cases} 
-u''=f \mbox { in } [a, b]  \\
u(a)=u(b)=0   
\end{cases}

where f:[a, b]\to \mathbb R is a given continuous function.

Physically, the solution u to this two-point boundary value problem represents the shape taken by a string under the influence of a force such that at every point x between a and b the force density is f(x)\mathbf{e} (where \mathbf{e} is a unit vector pointing vertically, while the endpoints of the string are on a horizontal line, see the picture on the right). For example, that force may be the gravity, when f is a constant function (since the gravitational force is the same at all points).

Let the Hilbert space V be the Sobolev space H^1_0(a, b), which is the space of all square integrable functions v defined on [a, b] that have a weak derivative on [a, b] with v' also being square integrable, and v satisfies the conditions v(a)=v(b)=0. The inner product on this space is

(v, w)=\int_a^b\! v'(x) w'(x)\,dx for all v and w in V.\

After multiplying the original boundary value problem by v in this space and performing an integration by parts, one obtains the equivalent problem

a(u, v)=L(v)\, for all v in V,

with

a(u, v)=\int_a^b\! u'(x) v'(x)\,dx

(here the bilinear form is given by the same expression as the inner product, this is not always the case), and

L(v) = \int_a^b\! f(x) v(x) \, dx.

It can be shown that the bilinear form a(\cdot, \cdot) and the operator L satisfy the assumptions of Céa's lemma.

A function in V_h (in red), and the typical collection of basis functions in V_h (in blue).

In order to determine a finite-dimensional subspace V_h of V, consider a partition

a=x_0< x_1 < \cdots < x_{n-1} < x_n = b

of the interval [a, b], and let V_h be the space of all continuous functions that are affine on each subinterval in the partition (such functions are called piecewise-linear). In addition, assume that any function in V_h takes the value 0 at the endpoints of [a, b]. It follows that V_h is a vector subspace of V whose dimension is n-1 (the number of points in the partition that are not endpoints).

Let u_h be the solution to the subspace problem

a(u_h, v)=L(v)\, for all v in V_h,

so one can think of u_h as of a piecewise-linear approximation to the exact solution u. By Céa's lemma, there exists a constant C>0 dependent only on the bilinear form a(\cdot, \cdot), such that

\|u-u_h\|\le C \|u-v\| for all v in V_h.\

To explicitly calculate the error between u and u_h, consider the function \pi u in V_h that has the same values as u at the nodes of the partition (so \pi u is obtained by linear interpolation on each interval [x_i, x_{i+1}] from the values of u at interval's endpoints). It can be shown using Taylor's theorem that there exists a constant K that depends only on the endpoints a and b, such that

|u'(x)-(\pi u)'(x)|\le K h \|u''\|_{L^2(a, b)}

for all x in [a, b], where h is the largest length of the subintervals [x_i, x_{i+1}] in the partition, and the norm on the right-hand side is the L2 norm.

This inequality then yields an estimate for the error

\|u-\pi u\|.\,

Then, by substituting v=\pi u in Céa's lemma it follows that

\|u-u_h\|\le C h \|u''\|_{L^2(a, b)},

where C is a different constant from the above (it depends only on the bilinear form, which implicitly depends on the interval [a, b]).

This result is of a fundamental importance, as it states that the finite element method can be used to approximately calculate the solution of our problem, and that the error in the computed solution decreases proportionately to the partition size h. Céa's lemma can be applied along the same lines to derive error estimates for finite element problems in higher dimensions (here the domain of u was in one dimension), and while using higher order polynomials for the subspace V_h.

References[edit]

  • Johnson, Claes (1987). Numerical solution of partial differential equations by the finite element method. Cambridge University Press. ISBN 0-521-34514-6. 
  • Monk, Peter (2003). Finite element methods for Maxwell's equations. Oxford University Press. ISBN 0-19-850888-3. 
  • Roos, H.-G.; Stynes, M.; Tobiska, L. (1996). Numerical methods for singularly perturbed differential equations: convection-diffusion and flow problems. Berlin; New York: Springer-Verlag. ISBN 3-540-60718-8. 
  • Eriksson, K.; Estep, D.; Hansbo, P.; Johnson, C. (1996). Computational differential equations. Cambridge; New York: Cambridge University Press. ISBN 0-521-56738-6. 
  • Zeidler, Eberhard (1995). Applied functional analysis: applications to mathematical physics. New York: Springer-Verlag. ISBN 0-387-94442-7.