MA5156 Lecture Seven, 04/04/2003

An a priori maximum-error estimate

We have three concrete error estimates, measuring error in the energy, H 1 (0, 1) and L2 (0, 1) norms, ie. u uh u uh u uh
E 1

Ch u Ch u Ch2 u .

Each of these is a measure of the global square error of u uh , (u uh ) or both, but these estimates cannot give us an estimate of the error at an isolated point x.
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Pointwise error estimates

Fairly straightforward in 1D. Much more dicult in higher dimensions. For the remainder of this section we assume that = 1, so the model problem is now u (x) = f (x), x (0, 1), subject to u(0) = u(1) = 0. (1)

Maximum norm
First, recall that v V v C[0, 1], and dene (as in lecture 1) v

:= v

C[0,1]

= max {|v(x)| : 0 x 1} .

We already showed in Exercise 1.2 that C[0, 1].

denes a norm on

Our goal here is to derive an upper bound on the maximum pointwise error u uh .

Dirac delta function

As a rst step we dene the Dirac delta function at a point y [0, 1]. Consider the function 1/k a t a + k fk (t) := 0 otherwise
a+k

for a R. Then

fk (t) dt =
0 a

t 1 dt = k k

a+k

= 1,
a

k > 0.

Then the Dirac delta function (also known as the unit impulse function is dened by (t a) = lim fk (t).
k0

and

Then (t a) is not a function in the ordinary sense as used in calculus, but a so-called generalised function or distribution, because t=a (t a) = , 0 otherwise

(t a) dt = 1,
0

but an ordinary function which is zero everywhere except at a single point must have integral = 0. The delta function is extremely useful however, because:
1

(y x)v(x) dx = ((y ), v()) := v(y)

0

v V.

(see for example A.H. Zemanian, Distribution theory and transform analysis, Dover, New York, 1987.)
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Now, let G(y, x) be the solution of the auxilliary problem: nd G(y, ) V such that subject to G(y, 0) = G(y, 1) = 0. (2) (The primes denote dierentiation with respect to x.) In this auxilliary problem, G(y, ) is called the Greens function for the problem (1), and it can be shown that (for this problem) (1 y)x, for 0 x y; G(y, x) := (3) y(1 x), for y x 1. G (y, x) = (yx) for x (0, 1),

The weak formulation of problem (2) is then: nd G(y, ) V such that a(G(y, ), v) = v(y) v V, (4) and making the special choice v = e V , using the symmetry of the bilinear form and the Galerkin orthogonality (to add on zero) we arrive at e(y) = a(G(y, ), e) = a(e, G(y, )), = a(e, G(y, ) v) v V h . (6) (5)

This is a representation formula for the nite element error at the point y, and is the source of a remarkable fact.

Theorem 7.1
The nite element approximation uh V h to the exact solution u V is exact at the nodes if = 1. That is u(xi ) uh (xi ) = 0 i {0, 1, 2, . . . , n, n + 1}.

Hence uh = u where u is the piecewise linear nodal interpolant of u. Proof: We simply note that G(y, ) is a piecewise linear function for any y [0, 1] and so belongs to V h if y = xi , where xi is any node. In this case we take v(x) = G(xi , x) in the representation formula (6) and get e(xi ) = a(e, G(xi , ) v) = a(e, G(xi , ) G(xi , )) = 0, as required.
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This is a remarkable result, but we should not get too carried away. Such a result does not carry over to higher dimensional problems because in two or more dimensions the Greens function is not as well behaved as in (3), and we never get G(y, ) V h . However, in one dimension this result does prove that uh = u, and thus the maximum-error estimate follows immediately from interpolation theory.

Theorem 7.2 [maximum norm error estimate]

If = 1 in (1), then uh = u and the nite element error satises u uh

Ch2 u

where C is a constant independent of h and u. Proof: At a certain point in the proof of Theorem 5.6 we had the estimate 23 32 (b a)3 b |u |2 d. |u(x) u(x)|2 55 a From this we infer that
xi xxi+1

max

|u(x) uh (x)|2

23 32 h 4 55

xi xxi+1

max

|u |2 ,

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and with this we have: u uh

2

= = =

0x1

max

|u(x) uh (x)|2 , max |u(x) uh (x)|2 max |u |2 |u |2 , , ,

0in

max

xi xxi+1

0in

max

23 32 h 4 55

xi xxi+1

23 32 h 4 max 55 0in 23 32 h 4 u 55
2 .

xi xxi+1

max

The desired result now follows by taking square roots.

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This gives us an a priori error estimate in the C[0, 1] norm to go with those we have already established in the energy, H 1 (0, 1) and L2 (0, 1) norms. In the next lecture we will move on and derive a posteriori error estimates for the nite element approximation. Exercise 7.1: Extend Exercise 6.3 by providing a maximum-error estimate for the case of variable mesh width.

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Summary
The method for deriving the energy and H 1 (0, 1) error bounds carries over directly to higher dimensional problems (such as Poissons equation). All that we need for this are interpolation-error estimates in higher dimensions. Also, the technique outlined above for deriving L2 (0, 1) error estimates carries over in a straightforward manner to higher dimensions so long as an elliptic regularity result is available. This is not always the case, such an estimate depends heavily on the nature of the boundary of the domain within which the problem is posed. However, while the basic idea behind the proof of the maximum-error estimate is the same for problems in higher dimensions, the mathematics is considerably more dicult.
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