Abstract
We consider Galerkin approximation in space of linear parabolic initial-boundary value problems where the elliptic operator is symmetric and thus induces an energy norm. For two related variational settings, we show that the quasi-optimality constant equals the stability constant of the L 2-projection with respect to that energy norm.
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Keywords
- Galerkin Approximation
- Linear Parabolic Initial-boundary Value Problems
- Related Variational Settings
- Energy Norm
- Standard Weak Formulation
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
1 Introduction
A Galerkin method S for a variational problem is quasi-optimal in a norm \(\left \|\cdot \right \|\) if there exists a constant q such that
where u is any variational solution, U S its associated Galerkin approximation and v varies in the discrete trial space. The quasi-optimality constant q S is the best constant q in (1), and thus measures how well the Galerkin method S exploits the approximation potential offered by the discrete trial space. The determination or estimation of q S is therefore the ideal first step in an a priori error analysis.
Here we are interested in Galerkin approximation in space for linear parabolic initial-boundary value problems like
Whereas for the stationary case, i.e. elliptic problems, quasi-optimality results like Céa’s lemma are very common, such results have been less explored for parabolic problems. A common assumption of such results is that the L 2-projection onto the underlying discrete space is H 1-stable; see, e.g., [4, 5, 7], where the norm in (1) is either the one of H 1(H −1) ∩ L 2(H 1) or the one of L 2(H 1). Recently, the authors [8] have clarified the role of this assumption by showing that it is also necessary. This follows by applying the inf-sup theory [2, 3] to two weak, essentially dual formulations: the standard weak formulation with trial space H 1(H −1) ∩ L 2(H 1) and the ultra-weak formulation with trial space L 2(H 1).
This short note underlines the close relationship between parabolic quasi-optimality and the H 1-stability of the L 2-projection. It improves the results of [8] in the special case of a time-independent symmetric elliptic operator. For the model problem (2) and both variational formulations, this improvement reads as follows: the quasi-optimality constant of a Galerkin approximation with values in a discrete subspace S of H 0 1 is given by the operator norm in H 0 1 of the L 2-projection onto S:
2 Petrov-Galerkin Framework and Quasi-Optimality
This section, which is taken from [8], provides the general framework for the derivation of our quasi-optimality results. Let \((H_{1},\left \|\cdot \right \|_{1})\) and \((H_{2},\left \|\cdot \right \|_{2})\) be two real Hilbert spaces. The dual space H 2 ∗ of H 2 is equipped with the usual dual norm \(\left \|\ell\right \|_{H_{2}^{{\ast}}} =\sup _{\left \|\varphi \right \|_{2}=1}\ell(\varphi )\) for ℓ ∈ H 2 ∗. Moreover, let b be a real-valued bounded bilinear form on H 1 × H 2 and set \(C_{b}:=\sup _{\left \|v\right \|_{1}=\left \|\varphi \right \|_{2}=1}\left \vert b(v,\varphi )\right \vert\). We consider the problem
and say that it is well-posed if, for any ℓ ∈ H 2 ∗, there exists a unique solution that continuously depends on ℓ. This holds if and only if there hold the following two conditions involving the so-called inf-sup constant c b , cf. [3]:
If (5) is satisfied, we have the duality
For notational simplicity, we take the viewpoint that a Petrov-Galerkin method for problem (4) is characterized by one pair of subspaces, instead of a family of pairs. Let M i ⊂ H i , i = 1, 2, be nontrivial and proper subspaces. The Petrov-Galerkin method M = (M 1, M 2) for (4) reads
Problem (7) is well-posed if and only if there hold the semidiscrete counterparts of (5), involving the semidiscrete inf-sup constant c M :
A method M is quasi-optimal if there exists a constant q ≥ 1 such that, for any ℓ ∈ H 2 ∗, there holds
The quasi-optimality constant q M of the method M is the smallest constant verifying (8). The formula for q M in [8, Theorem 2.1] or combining [2, 3] with [9] imply
3 Two Weak Formulations of Linear Parabolic Problems
In order to cast parabolic initial-boundary value problems in the form (4), we briefly recall two suitable weak formulations thereof.
Let V and W be two separable Hilbert spaces such that V ⊂ W ⊂ V ∗ forms a Hilbert triplet. The scalar product in W as well as the duality pairing of V ∗× V is denoted by \(\left \langle \cdot,\cdot \right \rangle\). The norms are indicated by \(\left \|\cdot \right \|_{V }\), \(\left \|\cdot \right \|_{W}\), and \(\left \|\cdot \right \|_{V ^{{\ast}}} =\sup _{\left \|v\right \|_{V }=1}\left \langle \cdot,v\right \rangle\).
Let \(A \in \mathcal{L}(V,V ^{{\ast}})\) be a linear and continuous operator arising from a symmetric bilinear form a via \(\left \langle Av,\varphi \right \rangle = a(v,\varphi )\). We assume that a is bounded and coercive, i.e.
In view of (10) and the symmetry of a, the energy norm \(\left \|\cdot \right \|_{a} = \left \langle A\cdot,\cdot \right \rangle ^{1/2}\) and the dual energy norm \(\left \|\cdot \right \|_{a;{\ast}}:=\sup _{\left \|\varphi \right \|_{a}=1}\left \langle \cdot,\varphi \right \rangle\) are equivalent to \(\left \|\cdot \right \|_{V }\) and \(\left \|\cdot \right \|_{V ^{{\ast}}}\), respectively. Moreover, for every ℓ ∈ V ∗ we have
Finally, given a final time T > 0 and a Hilbert space X, we set I: = (0, T) and denote with L 2(X):= L 2(I; X) the space of all Lebesgue-measurable and square-integrable functions of the form I → X. In addition, if Y is another Hilbert space, we set H 1(X, Y ):={ v ∈ L 2(X)∣v′ ∈ L 2(Y )} and write H 1(X) for H 1(X, X).
3.1 Standard Weak Formulation
The standard weak formulation is very common, also for some nonlinear parabolic problems. In the above setting, it reads
and can be cast in the form (4) by choosing H 1 = H 1(V, V ∗) and H 2 = {φ = (φ 0, φ 1)∣φ 0 ∈ W, φ 1 ∈ L 2(V )} with norms
Bilinear form and right-hand side are given, respectively, by
and \(\ell(\varphi ) = \left \langle w,\varphi _{0}\right \rangle +\int _{I}\left \langle \,f,\varphi _{1}\right \rangle\). We denote the constants of b std by C std etc.
The norm \(\left \|\cdot \right \|_{1}\) in (13) slightly differs from the corresponding definition in [8] because it involves v(T) instead of v(0). This modification offers the following advantage, which was already observed in [1]: the norms in (13) mimic the energy norm for a linear elliptic problem in that the operator v ↦ b(v, ⋅ ) is an isometry. We provide a proof because its arguments will be used in what follows.
Proposition 1 (Isometry)
For every v ∈ H 1 , we have \(\left \|b(v,\cdot )\right \|_{H_{2}^{{\ast}}} = \left \|v\right \|_{1}.\)
Proof
In view of \(\int _{I}\left \langle v',v\right \rangle = \left \|v(T)\right \|_{W}^{2} -\left \|v(0)\right \|_{W}^{2}\), the symmetry of A and (11), we have the identity
for every v ∈ H 1. On the one hand, this gives, for every v ∈ H 1, φ ∈ H 2,
which implies \(\left \|b(v,\cdot )\right \|_{H_{2}^{{\ast}}} \leq \left \|v\right \|_{1}\). On the other hand, choosing
and using again (15), we get \(\left \|\varphi \right \|_{2} = \left \|v\right \|_{1}\) and
Hence, \(\left \|b(v,\cdot )\right \|_{H_{2}^{{\ast}}} \geq \left \|v\right \|_{1}\). □
Corollary 2 (Standard bilinear form)
The bilinear form b in (14) is continuous and satisfies the inf-sup condition with \(C_{\mathrm{std}} = c_{\mathrm{std}} = 1\).
Proof
The equalities follow readily from Proposition 1. The proof of the non-degeneracy condition (5b) can be found in [8, Prop. 3.1]. □
3.2 Ultra-Weak Formulation
Discontinuous Galerkin methods, applications in optimization and stochastic PDEs motivate to consider solution notions with less regularity in time. In order to obtain such a solution notion for (12), one may multiply the differential equation with a test function
integrate in time and by parts. This results in the ultra-weak formulation, which can be cast in the form (4) by choosing H 1 = L 2(V ), and H 2 = H T 1(V, V ∗), with norms
Here, bilinear form and right-hand side are given, respectively, by
and \(\ell(\varphi ) = \left \langle w,\varphi (0)\right \rangle +\int _{I}\left \langle \,f,\varphi \right \rangle + \left \langle \varphi ',f_{1}\right \rangle\), with f ∈ L 2(V ∗), f 1 ∈ L 2(V ) and w ∈ W. We denote the constants of b ult by C ult etc. Every solution of the standard weak formulation is one of the ultra-weak formulation.
Corollary 3 (Ultra-weak bilinear form)
The bilinear form b in (17) is continuous and satisfies the inf-sup condition with \(C_{\mathrm{ult}} = c_{\mathrm{ult}} = 1\).
Proof
We exploit the duality with the standard weak formulation. Setting ι v(t):= v(T − t), t ∈ I = (0, T) and using the symmetry of A, we have
see [8, Lemma 4.1]. Since Proposition 1 holds also with H 0 1(V, V ∗):={ v ∈ H 1(V, V ∗)∣v(0) = 0} in place of H 1(V, V ∗), we thus deduce C ult = C std = 1 and c ult = c std = 1 with the help of (6). □
4 Galerkin Approximation in Space and Quasi-Optimality Constants
We review Galerkin approximation in space for the standard and the ultra-weak formulation and then derive identities for the corresponding quasi-optimality constants.
Let S be a finite-dimensional, nontrivial, and proper subspace of V. Observe that S is also a subspace of W and, with the identification S ∗ = S, also of V ∗. As a subspace of V ∗, we can equip S = S ∗ with
The following relationship, which can be found, e.g., in [8, Proposition 2.5], will be crucial:
where P S is the W-orthogonal projection onto S satisfying \(\left \langle P_{S}w,\varphi \right \rangle = \left \langle w,\varphi \right \rangle\) for all φ ∈ S and every w ∈ W.
4.1 Standard Weak Formulation
We first consider the standard weak formulation and define the spaces H 1, H 2, their norms and the bilinear form b as in Sect. 3.1. The Galerkin approximation with values in S is characterized by (7) with M = (M 1, M 2) where
In order to determine the associated inf-sup constant c std; S in (5a), we first derive a discrete counterpart of Proposition 1. To this end, we define on M 1 the following S-dependent variant of \(\left \|\cdot \right \|_{1}\):
where we replaced the dual norm \(\left \|\cdot \right \|_{a;{\ast}}\) of the time derivative with the discrete dual norm \(\left \|\cdot \right \|_{a;S^{{\ast}}}\). This gives rise to
and
Proposition 4 (Discrete isometry)
For every v ∈ M 1 , we have
Proof
In order to proceed as in the proof of Proposition 1, we introduce the discrete counterpart of A, namely the operator A S : S → S ∗ given by \(\left \langle A_{S}v,\varphi \right \rangle = a(v,\varphi )\), for every v, φ ∈ S. In analogy to (11), we have \(\left \langle \ell,A_{S}^{-1}\ell\right \rangle =\| A_{S}^{-1}\ell\|_{a}^{2} = \left \|\ell\right \|_{a;S^{{\ast}}}^{2}\). We thus conclude as in the proof of Proposition 1, upon replacing φ = (φ 0, φ 1) in (16) with φ 0 = v(0) ∈ S, φ 1 = v + A S −1 v′ ∈ L 2(S). □
Consequently, the counterparts of the identities in Corollary 2 are
which imply a symmetric error estimate for \(\left \|\cdot \right \|_{1;S}\), similar to the one in [6]. For \(\left \|\cdot \right \|_{1}\) instead, we have:
Theorem 5 (Quasi-optimality in \(H^{1}(V,\left \|\cdot \right \|_{a};V ^{{\ast}},\left \|\cdot \right \|_{a;{\ast}})\))
The quasi-optimality constant of the Galerkin method (20) is given in terms of the W-projection onto S by
Proof
Identity (19) entails that the ratio of the two norms in the trial space is
see [8, Proposition 2.5 and (3.14)]. We thus deduce
by using Corollary 2 in (9) and (22) in (21). □
Remark 6 (Non-symmetric case)
If a is not symmetric, Theorem 5 can be generalized to
where \(\left \|\cdot \right \|_{a}\) is given by the symmetric part of a and κ a depends on C a and ν a , with κ a = 1 whenever a is symmetric. To this end, the bilinear form is split into its symmetric and skew-symmetric part, where the latter part is treated as a perturbation. An alternative and more general approach is offered by [8]. That analysis appears to be simpler but we only have \(\kappa _{a} = \sqrt{2}\) if a is symmetric and one adopts the above energy-norm setting.
4.2 Ultra-Weak Formulation
We turn to Galerkin approximation based upon the ultra-weak formulation. Let the spaces H 1, H 2, their norms and the bilinear form b be given as in Sect. 3.2. The corresponding Galerkin approximation with values in S is characterized by (7) with M = (M 1, M 2) where
Also, the Galerkin approximation of the ultra-weak formulation generalizes the Galerkin approximation of the standard weak formulation. Moreover:
Theorem 7 (Quasi-optimality in \(L^{2}(V,\left \|\cdot \right \|_{a})\))
The quasi-optimality constant of the ultra-weak Galerkin method (25) is determined in terms of the W-projection onto S by
Proof
We exploit again duality. To this end, notice first that Proposition 4 and (23) hold also if H 1(S) is replaced by H 0 1(S):={ v ∈ H 1(S)∣v(0) = 0}. Hence, the discrete inf-sup constant does not change under this replacement and (18) yields c ult; S = c std; S . We thus obtain
by using Corollary 3 in (9) and (24). □
Theorems 5 and 7 with W = L 2(Ω), V = H 0 1(Ω) and A = −Δ yield (3).
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Tantardini, F., Veeser, A. (2016). Quasi-Optimality Constants for Parabolic Galerkin Approximation in Space. In: Karasözen, B., Manguoğlu, M., Tezer-Sezgin, M., Göktepe, S., Uğur, Ö. (eds) Numerical Mathematics and Advanced Applications ENUMATH 2015. Lecture Notes in Computational Science and Engineering, vol 112. Springer, Cham. https://doi.org/10.1007/978-3-319-39929-4_11
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