A short introduction to Sobolev-spaces and

applications for engineering students

Dag Lukkassen
November, 2004
Contents
1 Preliminary denitions and results . . . . . . . . . . . . . . . . . . . . . 3
1.1 Hilbert spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.1.1 The precise denition of completeness (optional for the stu-
dents) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.2 Sobolev- and Lebesgue-spaces . . . . . . . . . . . . . . . . . . . . 4
1.3 An example of a Sobolev-function . . . . . . . . . . . . . . . . . . 6
1.4 Example of a function which is not a Sobolev-function . . . . . . 6
1.5 Schwarz inequality . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.6 Poincars and Friedrichs inequalities . . . . . . . . . . . . . . . . 9
1.7 Other useful inequalities . . . . . . . . . . . . . . . . . . . . . . . 11
2 The heat conduction problem . . . . . . . . . . . . . . . . . . . . . . . 12
2.1 Dirichlet problem (n = 0 on the boundary) . . . . . . . . . . . . . 14
2.2 Existence and uniqueness of the Dirichlet problem . . . . . . . . . 16
2.3 Equivalent minimum energy formulation . . . . . . . . . . . . . . 17
2.4 The Neumann problem (Jn,J: = 0 on the boundary) . . . . . . . 20
3 Abstract formulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
3.1 Comparison with minimum problems on the real line . . . . . . . 24
3.2 The abstract theory for the Dirichlet problem . . . . . . . . . . . 26
4 Eective properties of periodic structures . . . . . . . . . . . . . . . . . 30
5 Finite Element Method . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
5.1 Example 1 (dimension 1) . . . . . . . . . . . . . . . . . . . . . . . 40
5.2 Example 2 (dimension 2) . . . . . . . . . . . . . . . . . . . . . . . 47
5.3 Example 3 (Eective conductivity of periodic structures) . . . . . 53
6 Further exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
7 Solutions to exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
7.1 Solution to further exercises . . . . . . . . . . . . . . . . . . . . . 80
2
1. Preliminary denitions and results
1.1. Hilbert spaces
Let \ be a vector-space (i.e. r. \ = r + \ , and /r \ for all / 1)
with a scalar product denoted (also called inner product). This scalar product
induces a norm |r|
\
= (r r)
1
2
. If \ is complete with respect to this norm
then \ is called a Hilbert-space. Roughly speaking, we say that a space \ is
complete if for any sequence r
I
of elements in \ converging to an element r.
i.e. |r
I
r|
\
0, we have that r also belongs to \ .
Example 1.1. Let
r =
_

_
r
1
r
2
.
.
.
r
a
_

_
and
=
_

2
.
.
.

a
_

_
.
The scalar product () between vectors of this type is usually dened by
r = r
1

1
+ r
2

2
+ ... + r
a

a
and the norm of r is given by
|r| =
_
r
2
1
+ r
2
2
+ ...r
2
a
).
It is easy to check that the set of all such vectors forms a vector space. This space
is usually denoted 1
a
. It is possible to show that this space is complete with
respect to the given scalar product. Hence 1
a
is a Hilbert space. In particular,
1 = 1
1
is a Hilbert space.
Example 1.2. An example of a set which is not complete is the set Q of rational
numbers (numbers which can be written on the form c,/ where c and / are
integers). This set is not complete with respect to the norm |r| =
_
r
2
. For
3
example we can nd elements in Q which converge to the number
_
2 = 1. 4142..,
(take e.g. the sequence 1. 1.4. 1.41. 1.414. ...) but this number is not a member of
Q.
From now on we will reserve the symbol () for the usual scalar product
r = r
1

1
+ r
2

2
+ ... + r
a

a
. r 1
a
and 1
a
.
Remark 1. Let \ be a :-dimensional vector space (with a scalar product +),
i.e. there exist : vectors
1
. ...
n
(so called basis vectors) such that each vector
n \ can be written (uniquely) as:
n = c
1

1
+ ... + c
n

n
for some real constants c
1
. ...c
n
. Then it is possible to prove that \ is a Hilbert
space. Hence vector spaces which are not Hilbert spaces must be innitely dimen-
sional.
Exercise 1.1. The set Q is not complete and is therefore not a Hilbert space.
There is also another reason why Q is not a Hilbert space, what is that?
1.1.1. The precise denition of completeness (optional for the students)
Let \ be a vector-space with a scalar product +. The corresponding norm is then
dened by |r|
\
= (r+r)
1
2
. We say that r
I
. / = 1. 2. 3... , is a Cauchy sequence if
the dierence |r
I
r
n
|
\
tends to 0 as / and : goes to (or even more precisely:
for any number 0 there exists an integer ` such that |r
I
r
n
|
\
< for all
/ ` and : `). The space \ is said to be complete (with respect to the
given scalar product) if every Cauchy sequence converges to an element r \. i.e.
|r
I
r|
\
0 as / .
1.2. Sobolev- and Lebesgue-spaces
Sobolev- and Lebesgue-spaces are important examples of Hilbert-spaces. Let
be a bounded domain in 1
a
.
1
2
() = all functions that has the property so that
_

[[
2
dr < . (1.1)
4
\
1,2
() = all functions n where n 1
2
() and Jn,Jr
i
1
2
(). (The number
1 is used to indicate that the partial derivatives of order 1 should belong to 1
2
().
The number 2 refers to power of the integrand in (1.1)). Functions belonging to
\
1,2
() do not have to be dierentiable at every point; e.g. it is enough if they
are continuous with piecewise continuous partial derivatives in the domain of
denition and satisfy the above conditions.
Let 1 be a cell in 1
a
(a rectangle if : = 2. a box if : = 3). \
1,2
jcv
(1 ) =
n \
1,2
(1 ) : n is 1 periodic . (We read it like this: \- periodic, 1,2, of 1
is the set of all functions n which is an element of the space \,1,2 of 1 where n
is 1 periodic.) Recall that n is 1 periodic means that n have the same values
on opposite faces of the cell 1
\
1,2
0
() = n \
1,2
() : n is 0 on the boundary J . (We read it like this:
\,0,1,2 of 1 ) is the set of all functions n which is an element of the space \,1,2
of Y where n is zero on the boundary J.
In detail we see that:
\
1,2
0
(1 ) \
1,2
jcv
(1 ) \
1,2
(1 ) 1
2
(1 )
and
\
1,2
0
() \
1,2
() 1
2
().
The \- spaces are often called Sobolev-spaces. The space 1
2
() is called a
Lebesgue-space.
The scalar product (+) of \
1,2
() is dened by
n + =
_

n dr +
_

grad n grad dr
and hence the norm is dened as
|n|
W
1;2
()
=
_
_

n
2
dr +
_

[grad n[
2
dr.
We use the same norm for the other Sobolev-spaces. Moreover the scalar product
(+) on 1
2
() is dened by
n + =
_

n dr.
The corresponding norm is then given by
|n|
1
2
()
=
_
_

n
2
dr.
5
1.3. An example of a Sobolev-function
If 1
a
. we will always let [[ denote the value
[[ =
_

1 dr
(which equals the length, area or volume of if : = 1. 2 or 3. respectively).
Let be the square 1 = [0. 2:]
2
and let
n(r) = n(r
1
. r
2
) = sin r
1
+ cos r
2
.
We see that Jn,Jr
1
= cos r
1
and Jn,Jr
2
= sin r
2
.
Moreover, we observe that
_
Y
[n[
2
dr =
_
Y
(sin r
1
+ cos r
2
)
2
dr _
_
Y
[1 + 1[
2
dr =
_
Y
4 dr = 4 [1 [ < .
_
Y

Jn
Jr
1

2
dr =
_
Y
[cos r
1
[
2
dr _
_
Y
[1[
2
dr = [1 [ <
and
_
Y

Jn
Jr
2

2
dr =
_
Y
[sin r
2
[
2
dr _
_
Y
[1[
2
dr = [1 [ < .
Thus,
n 1
2
(1 ).
Jn
Jr
1
1
2
(1 ) and
Jn
Jr
2
1
2
(1 )
This shows that n \
1,2
(1 ). Moreover, we observe that n is 1 periodic, and
therefore n \
1,2
jcv
(1 ).
1.4. Example of a function which is not a Sobolev-function
Let be the open unit-square 1 = 0. 1
2
and let
n(r) = n(r
1
. r
2
) = r
1
2
1
.
We see that Jn,Jr
1
=
1
2
r

1
2
1
. Thus,
_
Y

Jn
Jr
1

2
dr =
_
1
0
_
1
0

1
2
r

1
2
1

2
dr
1
dr
2
=
1
4
_
1
0
_
1
0
r
1
1
dr
1
dr
2
6
=
1
4
_
1
0
(ln 1 ln 0)dr
2
=
This shows that n , \
1,2
(1 ). i.e. n is not a Sobolev-function. Remark that for
this example both
_
Y

0&
0a
2

2
dr < and
_
Y
[n[
2
dr < .
Exercise 1.2. Let be the open interval 1 = 0. 1 in 1
1
. Determine whether the
following functions are in some of the spaces 1
2
(1 ). \
1,2
(1 ). \
1,2
jcv
(1 ). \
1,2
0
(1 ):
1. n(r) = r
2
2. n(r) = c
a
2
3. n(r) = sin r
4. n(r) = sin (2:r)
5. n(r) = cos (2:r)
Exercise 1.3. Let be the open square 1 = 0. 1
2
in 1
2
. Compute the 1
2
(1 )
norm and the \
1,2
(1 ) norm of the function n(r
1
. r
2
) = r
2
1
+ r
2
2
.
Exercise 1.4. Show
_
Y
[Jn,Jr
2
[
2
dr < and
_
Y
[n[
2
dr < in the example
above (where
n(r) = n(r
1
. r
2
) = r
1
2
1
).
Exercise 1.5. Let be the open unit-square 1 = 0. 1
2
and let
n(r) = n(r
1
. r
2
) = r
c
1
where c is a constant. For which values of c is n \
1,2
(1 ). and, for which values
of c is n 1
2
(1 )?
Exercise 1.6. Let be the open unit-square 0. 1
2
. Determine whether the
functions and n. dened by
(r
1
. r
2
) = c
a
1
sin (:r
1
) sin (:r
2
) .
n(r
1
. r
2
) = r
2
3
1
sin (:r
2
)
are in some of the Lebesgue and Sobolev spaces 1
2
(). \
1,2
(). \
1,2
0
().
7
Figure 1.1: in Exercise 1.7
Exercise 1.7. Let 1
2
be the set which consists of all points above the line
r
2
= 1 and below the curve r
2
=
_
4 r
2
1
(see Figure 1.1). Determine whether
the functions and n. dened by
(r
1
. r
2
) = (r
2
1
+ r
2
2
4) (2r
2
2) .
n(r
1
. r
2
) = r
1
3
2
are in some of the Lebesgue and Sobolev spaces 1
2
(). \
1,2
(). \
1,2
0
().
1.5. Schwarz inequality
If \ is a vector space with a scalar product (+) then the Schwarz inequality takes
the following form
[r + [ _ |r|
\
||
\
= (r + r)
1
2
( + )
1
2
.
Let \ be the space of vector valued functions with : components with scalar
product dened by
n + =
_

` n dr. (1.2)
where ` is a positive bounded function, such that
0 < `

_ `(r) _ `
+
< .
8
where `

and `
+
are constants. In this case the Schwarz inequality takes the form

` n dr

_
__

`[n[
2
dr
_1
2
__

`[[
2
dr
_1
2
. (1.3)
In particular we obtain that

n dr

_
__

[n[
2
dr
_1
2
__

[[
2
dr
_1
2
. (1.4)
where n and are real functions.
Exercise 1.8. Recall the denition of a scalar product (inner product). Let \ be
the space of continuous real valued functions dened on the interval = [1. 1],
let ` be a function such that 1 _ `(r) _ 2 and let + be dened by
n + =
_
1
1
`(r)n(r)(r)dr.
1. Show that \ is a vector space and show that + denes a scalar product on
\ .
2. Let |n|
\
be the norm |n|
\
= (n + n)
1
2
. Find the number |n|
\
in the case
when n(r) = r and ` = 1.
3. Let n
I
be dened by
n
I
(r) =
_
_
_
0 if 1 _ r _ 0
/r if 0 < r _ 1,/
1 if 1,/ _ r _ 1
.
Plot the graph of n
I
. Do we have that n
I
\ ? What function does n
I
converge to? Is \ complete? Is \ a Hilbert space?
1.6. Poincars and Friedrichs inequalities
We will not go into details on the precise denition of Lipschitz continuous bound-
ary but we may mention that such boundaries must be continuous and do not
always need to be dierentiable at each point, e.g. all closed polygonal boundaries
9
Figure 1.2: 3 examples of sets with Lipschitz continuous boundaries. Note that
the smallest angle on the boundary is larger than 0.
Figure 1.3: 3 examples of sets which boundaries are not Lipschitz continuous.
10
has this property and also boundaries of convex domains. See also Figure 1.2 and
Figure 1.3.
Let be a domain whose boundary is Lipschitz continuous. Then the Friedrichs
inequality:
_

2
dr _ C
0
_

[grad [
2
dr. \ \
1,2
0
()
is valid: If, in addition, is connected then the Poincars inequality is also valid:
_

n
2
dr _ C
0
_
__

n dr
_
2
+
_

[grad n[
2
dr
_
\n \
1,2
().
(the symbol \ means: for all). Note that C
0
0 in both cases, and C
0
is a
constant which only dependent of (not the functions n or ).
Exercise 1.9. Use the inequality (1.4) and show that
__

n dr
_
2
_ 1
__

[n[
2
dr
_
(1.5)
for some positive constant 1 which is independent of n. Prove Friedrichs inequal-
ity in the case = [0. 1] (Hint: use that
[(t) (0)[ =

_
t
0

0
(r) dr

_
_
t
0
[
0
(r) [ dr
_
_
1
0
[
0
(r) [ dr =
_

[grad [ dr
and then use (1.5))
1.7. Other useful inequalities
We also have the following inequality

,(r) dr

_
_

[,(r) [ dr.
which is valid for any real valued or vector valued function , (which is possible to
integrate). In addition we sometimes use the triangle inequality
[c + /[ _ [c[ +[/[ .
11
which is valid for any real number c and /. More generally, for elements c. / in
inner product spaces with norm |()| . the triangle inequality takes the form
|c + /| _ |c| +|/| .
2. The heat conduction problem
We start with the strong formulation of the stationary heat conduction problem:
div (`(r) grad n(r)) = ,(r). r . (2.1)
where we have certain information of n on the boundary J of the connected
body , see Figure 2.1 (,(r) is the heat source in the system and `(r) is the
conductivity). We will assume that , 1
2
() and that
0 < `

_ `(r) _ `
+
< .
where `

and `
+
are constants. In addition we will assume that the boundary is
suciently smooth (e.g. Lipschitz continuous, such that the Poincars inequality
and Friedrichs inequality are valid). The solution n can for instance be the
temperature, an electromagnetic potential or the displacement in certain elasticity
problems. Let Jn,Jn = (grad n) n be the directional derivative (n is the outward
unit normal to J) in the direction n. If n is known on the boundary J we have
a Dirichlet boundary condition. If Jn,J: is known on the boundary we have a
Neumann boundary condition.Recall that if
r = (r
1
. .... r
a
) ,
and n is a real valued function (of r) then grad n is the vector function
grad n =
_
Jn
Jr
1
. ....
Jn
Jr
a
_
.
Moreover, if w is a vector function w =[n
1
. .... n
a
] . then
div w =
Jn
1
Jr
1
+ +
Jn
a
Jr
a
.
Thus, since
12
Figure 2.1: Body
`grad n =
_
`
Jn
Jr
1
. . `
Jn
Jr
a
_
.
we obtain that
div (`grad n) =
J
Jr
1
`
Jn
Jr
1
+ +
J
Jr
a
`
Jn
Jr
a
.
In the two-dimensional case (: = 2) this means that 2.1 can be written as:
J
Jr
1
`
Jn
Jr
1
+
J
Jr
2
`
Jn
Jr
2
= ,
We multiply with a test function c on both sides of (2.1), and then integrate.
This leads to the weak formulation of (2.1):
_

cdiv (`grad n) dr =
_

c, dr. (2.2)
From the following version of Greens formula (see Exercise 2.1):
_

cdiv wdr =
_

grad c wdr +
_
0
cw :d: (2.3)
we obtain (putting w = `grad n = [`Jn,Jr
1
. ... `Jn,Jr
a
]) that
13
_

cdiv (`grad n) dr =
=
_

grad c (`grad n) dr +
_
0
c(`grad n) :d:.
The equation (2.2) can therefore be written as

`(grad c) grad n dr +
_
0
c(`grad n) :d: =
_

c, dr. (2.4)
We remark that the strong formulation implies the weak formulation.
Exercise 2.1. Prove (2.3) (Hint: Use the product rule
J (cn
i
)
Jr
i
=
Jc
Jr
i
n
i
+
Jn
i
Jr
i
c
and the Divergence theorem of Gauss:
_

div v dr =
_
0
v nd:)
2.1. Dirichlet problem (n = 0 on the boundary)
In the case of the Dirichlet problem we let c = 0 on the boundary. Hence
_
0
c(`grad n) nd: = 0.
and we end up with the weak formulation
_

`grad n grad c dr =
_

c, dr.
For the case n = 0 on the boundary J, the precise formulation of the weak
problem takes the following form:
Find n \
1,2
0
() such that
_

`grad n grad c dr =
_

c, dr
14
for all c \
1,2
0
(). In other words
c(n. c) = 1(c) . \c \
1,2
0
(). (2.5)
where
c(n. c) =
_

`grad n grad c dr
and
1(c) =
_

c, dr.
It it possible to prove that c(.. .) is a bilinear form on \
1,2
0
(). i.e. that for all
functions n. . n in \
1,2
0
() and / 1. it holds that c(n. ) is a real number and
c(n + . n) = c(n. n) + c(. n).
c(/n. n) = /c(n. n).
c(n. n + ) = c(n. n) + c(n. ).
c(n. /n) = /c(n. n).
Exercise 2.2. Show that
c(n. ) =
_

`grad n grad dr
denes a bilinear form on \
1,2
0
().
Exercise 2.3. Determine whether c(.. .) is a bilinear form on \ :
1. c(n. ) = n + . \ = 1
2. c(n. ) = n. \ = 1
3. c(n. ) = n(0)(0). \ = C([0. 1]). i.e. the space of continuous functions on
the interval [0. 1].
4. c(n. ) =
_
1
0
n(r)(r)dr. \ = C([0. 1]).
5. c(n. ) = (n(0)(0))
2
. \ = C([0. 1]).
15
2.2. Existence and uniqueness of the Dirichlet problem
As we know a given problem may not have a solution (e.g. the problem: Find
r 1 such that r
2
+ 1 = 0). However the existence of a solution of the weak
formulation follows by a well-known result in mathematics called the Lax-Milgram
Lemma (see Theorem 3.1 and the discussion in the same section). Moreover the
solution of the weak formulation is unique. This fact is proved as follows: Consider
two solutions n
1
and n
2
of (2.5)
_

`grad n grad c dr =
_

c, dr. \c \
1,2
0
().
Then,
_

`grad n
1
grad c dr =
_

c, dr. \c \
1,2
0
()
and _

`grad n
2
grad c dr =
_

c, dr. \c \
1,2
0
().
Thus, we get
_

`grad(n
1
n
2
) grad c dr = 0. \c \
1,2
0
().
Since this holds for \c \
1,2
0
. it particularly holds for c = n
1
n
2
, which gives
us that _

`[grad(n
1
n
2
)[
2
dr = 0. (2.6)
Since `(r) 0 for all r and
[grad(n
1
n
2
)[
2
_ 0. \r .
(2.6) gives that
grad(n
1
n
2
) = 0. r .
and hence
(n
1
n
2
) = constant in .
Because n
1
= n
2
= 0 on the boundary J, the constant is 0, i.e. n
1
= n
2
for all
r . This shows that the solution n in (2.5) is unique.
16
2.3. Equivalent minimum energy formulation
A function 1 dened on the set 1 has a minimum at r
0
with the minimum value
1(r
0
) if
1(r
0
) = min
a21
1(r).
This is the same as the statement:
1(r
0
) _ 1(r) \r 1.
[For a simple analogy let us consider the function
1(r) = r
2
.
( 1(r) is shown in the curve below). We easily see that
1(0) = min
a21
1(r) = 0

1(0) _ 1(r) for \r 1 .]

We will now show that (2.5) is equivalent with the following minimum. energy
formulation: Find n \
1,2
0
() such that
1(n) = min
2W
1;2
0
()
1(c).
which is the same as nding n \
1,2
0
() such that
1(n) _ 1(c). \ c \
1,2
0
(). (2.7)
where
1(c) =
1
2
c(c. c) 1(c). (2.8)
17
5 2.5 0 -2.5 -5
25
20
15
10
5
0
x
y
x
y
Curve for r
2
To prove that (2.5) == (2.7), we must check if the implication is true in the
both ways. First we prove the implication (2.5) = (2.7):
We note that
c(n. n) =
_

`grad n grad n dr =
=
_

`[grad n[
2
dr _ 0.
Letting n = n c. we get that
c(n c. n c) _ 0.
Since c is bilinear and c(n. c) = c(c. n) we obtain that
c(n c. n c) = c(n. n c) c(c. n c) =
= c(n. n) c(n. c) [c(c. n) c(c. c)] =
= c(n. n) c(n. c) c(c. n) + c(c. c) =
= c(n. n) 2c(c. n) + c(c. c).
Thus,
c(n. n) 2c(c. n) + c(c. c) = c(n c. n c) _ 0. (2.9)
i.e. (the tricky part)
1
2
c(c. c) c(c. n) _
1
2
c(n. n) c(n. n).
18
Since n is a solution we have that c(c. n) = 1(c), and c(n. n) = 1(n). Hence,
1
2
c(c. c) 1(c) _
1
2
c(n. n) 1(n).
which is the same as
1(c) _ 1(n).
This completes the proof of (2.5) = (2.7).
Proof of (2.7) = (2.5): Let c \
1,2
0
() and r 1 be arbitrary. Then
(n + rc) \
1,2
0
(). and since n is a minimum point, we obtain that
1(n) _ 1(n + rc) \r 1.
Put q(r) = 1(n+rc). r 1. Observe that q(0) = 1(n+0c) = 1(n). Therefore,
we have that
q(0) _ q(r) \r 1.
i.e. q has a minimum at r = 0. Hence q
0
(0) = 0 if the derivative q
0
(r) exists at
r = 0. But
q(r) =
1
2
c(n + rc. n + rc) 1(n + rc) =
=
1
2
c(n. n + rc) +
1
2
c(rc. n + rc) 1(n) 1(rc) =
=
1
2
c(n. n) +
1
2
c(n. rc) +
1
2
c(rc. n) +
1
2
c(rc. rc) 1(n) 1(rc) =
=
1
2
c(n. n) +
r
2
c(n. c) +
r
2
c(c. n) +
r
2
2
c(c. c) 1(n) r1(c) =
=
1
2
c(n. n) 1(n) + rc(n. c) r1(c) +
r
2
2
c(c. c).
where we used the symmetry of c(.. .). Thus
q
0
(r) = c(n. c) 1(c) + rc(c. c)
and it follows that
0 = q
0
(0) = c(n. c) 1(c).
i.e.
c(n. c) = 1(c)
This proves that (2.7) = (2.5).
19
2.4. The Neumann problem (Jn,J: = 0 on the boundary)
In the case of the Neumann problem we put no restriction on the boundary values
of the test function c in (2.4), and instead of using the space \
1,2
0
() we use the
whole space \
1,2
(). Thus using (`grad n) n = `Jn,Jn = 0 in (2.4) we obtain
the following weak formulation of the Neumann problem: Find n \
1,2
() such
that
c(n. c) = 1(c) . \c \
1,2
(). (2.10)
where (as before)
c(n. c) =
_

`grad n grad c dr
and
1(c) =
_

c, dr.
If, in addition, , 1
2
().
_

, dr = 0 and the boundary of is Lipschitz contin-

uous, then the solution of (2.10) exists and is unique within an additive constant
(see Exercise 3.6).
3. Abstract formulation
There exists many problems in physics and mechanics and in order to avoid the
necessity to give an innite number of concrete examples we will give an abstract
(i.e. more general) formulation in the case of so-called elliptic problems. Elliptic
equations model for example stationary heat conduction and static problems in
elasticity. A formulation in the abstract way will also make it easier to understand
the basic structure of the nite element method.
Let \ be a Hilbert space with scalar product + and a corresponding norm ||
\
(dened as usual as ||
\
=
_
+ ). Assume that c(.. .) is a bilinear form on \.
i.e. for all n. . n in \ and / 1. it holds that
c(n + . n) = c(n. n) + c(. n).
c(/n. n) = /c(n. n).
c(n. n + ) = c(n. n) + c(n. ).
c(n. /n) = /c(n. n).
20
Moreover, assume that 1 a linear form on \. This means that
1(n + ) = 1(n) + 1().
1(/n) = /1(n).
In addition assume that
1. c(.. .) is symmetric, i.e. c(c. ) = c(. c). \c. \
2. c(.. .) is continuous, i.e. there is a constant 0 such that [c(c. )[ _
|c|
\
||
\
\c. \.
3. c(.. .) is \ -elliptic, i.e. there is a constant c 0 such that c(c. c) _
c|c|
2
\
\c \.
4. 1 is continuous, i.e. there is a constant 0 such that [1(c)[ _ |c|
\
\c \.
We will now consider the following abstract minimization problem: Find n \
such that
1(n) = min
2\
1(c) (3.1)
(i.e. 1(n) _ 1(c), \c \ ) where
1(c) =
1
2
c(c. c) 1(c).
and we will also consider the following abstract weak formulation problem: Find
n \ such that
c(n. c) = 1(c), \c \. (3.2)
Theorem 3.1. [Lax-Milgram Lemma] If the conditions 2, 3 and 4 are satised
then there exists a unique solution n \ of the problem (3.2).
Theorem 3.2. If the conditions 1, 2, 3 and 4 are satised then there exists a
unique solution n \ of the problem (3.1). In addition, the problems in (3.1)
and (3.2) are equivalent, i.e. n \ satises (3.1) if and only if n satises (3.2).
21
Proposition 3.3. If the conditions 2 and 4 are satised then the function 1(c)
is continuous, i.e.
1(c
I
) 1(c) 0. whenever |c
I
c|
\
0.
Proposition 3.4. If the conditions 3 and 4 are satised then the function 1(c)
has the property:
1(c) if |c|
\
.
We will not prove Theorem 3.1. The equivalence in Theorem 3.2 has been
proved for the Dirichlet problem earlier. The proof in the general case is the
same. The fact that the problem (3.1) has a unique solution then follows by
Theorem 3.1.
Let us prove Proposition 3.3: We have that
1(c
I
) 1(c) = (
1
2
c(c
I
. c
I
) 1(c
I
)) (
1
2
c(c. c) 1(c))
The trick is to add the 0-term

1
2
c(c. c
I
) +
1
2
c(c. c
I
) = 0.
which give us
1(c
I
) 1(c) =
1
2
(c(c
I
. c
I
) c(c. c
I
))+
+
1
2
(c(c. c
I
) c(c. c)) + (1(c) 1(c
I
)).
Next we use that c is bilinear and that 1 is linear:
1(c
I
) 1(c) =
1
2
(c(c
I
c. c
I
) +
1
2
(c(c. c
I
c)) +1(c c
I
).
Thus,
[1(c
I
) 1(c)[ _
1
2
[c(c
I
c. c
I
)[ +
1
2
[c(c. c
I
c)[ +[1(c c
I
)[ .
Condition 2) gives the inequalities
1
2
[c(c
I
c. c
I
)[ _
1
2
|c
I
c|
\
|c
I
|
\
22
1
2
[c(c. c
I
c)[ _
1
2
|c|
\
|c
I
c|
\
and condition 4) gives the inequality
[1(c c
I
)[ _ |c c
I
|
\
.
Thus
[1(c
I
) 1(c)[ _
1
2
[c(c
I
c. c
I
)[ +
1
2
[c(c. c
I
c)[ +[1(c c
I
)[ _
_
1
2
|c
I
c|
\
|c
I
|
\
+
1
2
|c|
\
|c
I
c|
\
+ |c c
I
|
\
=
_
1
2
|c
I
|
\
+
1
2
|c|
\
+
_
|c
I
c|
\
0
as |c
I
c|
\
0. i.e.
[1(c
I
) 1(c)[ 0
as |c
I
c|
\
0.
We turn to the proof of Proposition 3.4: Condition 3 gives that
c(c. c) _ c|c|
2
\
and condition 4 gives that
[1(c)[ _ |c|
Since
1(c) =
1
2
c(c. c) 1(c) _
1
2
c(c. c) [1(c)[ .
we obtain that
1(c) _
1
2
c(c. c) [1(c)[ _
1
2
c|c|
2
\
|c|
\
.
Thus,
1(c)
|c|
\
_
c
2
|c|
\

as |c|
\
. Thus 1(c) as |c|
\
.
23
Figure 3.1: The functions ,
1
and ,
2
.
3.1. Comparison with minimum problems on the real line
In Figure 3.1 we see the graphs of the function
,
1
(r) =
_
2r if r 0
2r + 1 if r _ 0
(to the left) and the function
,
2
(r) = c
a
2
.
Note that non of these two functions has any minimum points. The rst function
,
1
has the bad property that is not continuous, but has the good property
that ,
1
(r) grows as [r[ grows. The second function ,
2
has the opposite properties:
the good property is that it is continuous at every point, but the bad property
is that ,
2
(r) does not grow as [r[ grows.
The function
,
3
(r) =
_
r
_
2
_
2
(see Figure 3.2) possesses both these good properties and has a minimum point
on the real line.
We see that the function 1(n) has similar good properties when the condi-
tions 2) 3) and 4) are satised. The continuity property follows by Proposition
3.3 and the growth property follows by Proposition 3.4
Note the minimum point for the function ,
3
(which equals
_
2) is not a rational
number. If we had minimized over the set Q = all rational numbers instead of
1. then the function ,
3
would not have had any minima. This motivates why
24
Figure 3.2: The function ,
3
the space \. on which we are seeking the minimizer (the solution), has to be a
complete space.
Exercise 3.1. 1. Show that all vectors n and in 1
2
n =
_
n
1
n
2
_
. =
_

1

2
_
satisfy the inequality
[n
1

1
+ 2n
2

2
[ _
_
n
2
1
+ 2n
2
2
_1
2
_

2
1
+ 2
2
2
_1
2
(3.3)
2. Let \ = 1
2
with the usual scalar product. Consider the problem: Find
n \ such that
c(n. ) = 1() for all \.
where c(n. ) = n
1

1
+2n
2

2
and 1() = 2
1
+4
2
. Use Lax Milgrams Lemma
and (3.3) to verify that this problem has a unique solution.
3. The purpose of this exercise is to give an example of a problem where the
students easily may nd the solution themselves (in contrast to many of the
problems involving partial dierential equations). Calculate explicitly the
solution of the above problem.
4. Consider the minimum problem: Find n \ such that
1(n) _ 1() for all \.
where 1() =
1
2
c(. ) 1(). Calculate explicitly the solution of this prob-
lem. Compare with the solution you found above. Any comments?
25
Exercise 3.2. The purpose of this exercise is to show what might happen if not
all the conditions 2-4 are satised. As in Exercise 3.1, let \ = 1
2
. Moreover let
c(n. ) = n
1

1
+ n
1

2
+ n
2

1
+ n
2

2
.
1. Let 1() = 0 for all \. Show that both vectors
n =
_
0
0
_
and n =
_
1
1
_
are solutions to the problem:
c(n. ) = 1() for all \.
2. Let 1() =
1
for all \. Show that there are no solutions n to the
problem:
c(n. ) = 1() for all \.
3. Apparently, the above two problems did not satisfy the conclusion of Lax-
Milgrams Lemma. Show that c(n. ) is not \ -elliptic, i.e. that condition 3
is not satised.
3.2. The abstract theory for the Dirichlet problem
Let us now show that the bilinear form c (.. .) and 1 dened for the Dirichlet
problem in (2.5) satises the conditions 1), 2), 3) and 4) Proof: Condition 1) is
obvious because
c(n. c) =
_

`grad n grad c dr =
_

`grad c grad n dr = c(c. n).

Proof: Condition 2): By Schwarz inequality (1.3)
[c(c. )[ =

`(grad c) grad dr

_
_
__

`[grad c[
2
dr
_1
2
__

`[grad [
2
dr
_1
2
_
_
__

`
+
[grad c[
2
dr
_1
2
__

`
+
[grad [
2
dr
_1
2
=
26
=
_
`
+
_1
2
__

[grad c[
2
dr
_1
2
_
`
+
_1
2
__

[grad [
2
dr
_1
2
=
= `
+
__

[grad c[
2
dr
_1
2
__

[grad [
2
dr
_1
2
_
_ `
+
__

_
[grad c[
2
+[c[
2
_
dr
_1
2
__

_
[grad [
2
+[[
2
_
dr
_1
2
=
= `
+
|c|
W
1;2
0
()
||
W
1;2
0
()
.
By putting = `
+
and \ = \
1,2
0
() we get that
[c(c. )[ _ |c|
\
||
\
\c. \.
This proves 2).
Proof: Condition 3):
c(c. c) =
_

`[grad c[
2
dr _
_

[grad c[
2
dr = `

[grad c[
2
dr.
By Friedrichs inequality we have that
_

c
2
dr _ C
0
_

[grad c[
2
dr.
Thus
_

c
2
dr +
_

[grad c[
2
dr _ C
0
_

[grad c[
2
dr +
_

[grad c[
2
dr =
= (C
0
+ 1)
_

[grad c[
2
dr.
which gives that
1
C
0
+ 1
__

c
2
dr +
_

[grad c[
2
dr
_
_
_

[grad c[
2
dr.
i.e.
`

1
C
0
+ 1
__

c
2
dr +
_

[grad c[
2
dr
_
_ `

[grad c[
2
dr.
27
Hence we obtain that
c(c. c) _ `

[grad c[
2
dr _ `

1
C
0
+ 1
__

c
2
dr +
_

[grad c[
2
dr
_
=
= `

1
C
0
+ 1
|c|
2
W
1;2
0
()
.
By putting
c = `

1
C
0
+ 1
and
\ = \
1,2
0
()
we obtain that
c(c. c) _ c|c|
2
\
.
which proves 3).
Proof of Condition 4):
1(c) =
_

c , dr
[1(c)[ =

c , dr

_
_

[c ,[ dr _
__

[c[
2
dr
_1
2
__

[,[
2
dr
_1
2
_
_
__

[c[
2
+[grad c[
2
dr
_1
2
__

[,[
2
dr
_1
2
= |c|
W
1;2
0
()

where =
__

[,[
2
dr
_
1
2
(In the second inequality from the left we have used
Schwarz inequality (1.4)). Let \
1,2
0
() = \ , then [1(c)[ _ |c|
\
, which proves
4).
Exercise 3.3. In this task we consider the following partial dierential equation
(strong formulation):
_

_
J
2
n(r)
Jr
2
1
+
J
2
n(r)
Jr
2
2

Jn(r)
Jr
1

Jn(r)
Jr
2
= sin r
1
. r = (r
1
. r
2
) .
n = 0 on J.
28
where is the open square = 0. 1
2
. Derive (this means: verify) the following
weak formulation of the above problem: Find n \
1,2
0
() such that
c(n. ) = 1() for all \
1,2
0
(). (3.4)
where
c(n. ) =
_

grad n(r) grad (r) dr +

_

(
Jn(r)
Jr
1
+
Jn(r)
Jr
2
)(r) dr.
1() =
_

(r) sin r
1
dr.
Next, prove that 1() is continuous.
Exercise 3.4. In this task we consider the following Dirichlet problem (weak
formulation): Find n \
1,2
0
() such that
c(n. ) = 1() for all \
1,2
0
(). (3.5)
where
c(n. ) =
_

_
4
Jn
Jr
1
. 2
Jn
Jr
2
_
grad dr (=
_

4
Jn
Jr
1
J
Jr
1
+ 2
Jn
Jr
2
J
Jr
2
dr).
1() =
_

dr
and = 0. 1
2
.Show that there exists a unique solution of (3.5).
Exercise 3.5. Given the fact that \
1,2
() is a Hilbert space (this fact will not
be proven in this report). Let \ be the space:
\ =
_
n \
1,2
() :
_

ndr = 0
_
(with the same norm as that for \
1,2
()).
1. Show that \ is a vector space.
2. Show that \ is complete and conclude that \ is a Hilbert space (this task
is more dicult, hint: use the inequality (1.5)).
29
3. Assume , 1
2
() and that the boundary of is Lipschitz continuous.
Consider the modied Neumann problem: Find n \ such that
c(n. c) = 1(c) . \c \. (3.6)
where (as before)
c(n. c) =
_

`grad n grad c dr
and
1(c) =
_

c, dr.
Show that (3.6) has a unique solution.
Exercise 3.6. Prove that if
_

, dr = 0 and the boundary of is Lipschitz

continuous, then the solution of the Neumann problem (2.10) exists and is unique
within an additive constant (Hint: Observe rst that if c \
1,2
() then the
function = c (
1
jj
_

cdr) belongs to the space \ dened in the previous

exercise, where [[ is the area of , i.e. [[ =
_

dr).
Exercise 3.7. It turns out that the condition
_

, dr = 0 in the previous exercise

is a necessary condition to obtain a solution.
1. show this fact theoretically
2. give a physical explanation of this fact
4. Eective properties of periodic structures
Consider the stationary heat-conduction equation for a periodic structure of the
form
div `grad n = ,. r 1
2
.
where `(r) is periodic relative to a small cell 1 and bounded between the positive
constants `

and `
+
(see Figure 4.1).When the structure is symmetric it is possible
to use so-called G-convergence results to show that the eective behavior of the
above partial dierential equation is close to the homogeneous equation
div
_
`
1,e
0
0 `
2,e
_
grad n = ,.
30
Figure 4.1: Periodic structure
where
`
i,e
=
1
[1 [
_
Y
`(r)
_
Jn
per
Jr
i
+ 1
_
dr. (4.1)
where n
per
is the solution of the following periodic problem, called the cell-problem:
Find n
per
\
1,2
per
(1 ) such that
_
Y
` grad n
per
grad c dr =
_
Y
` c
i
grad c dr. \c \
1,2
per
(1 ).
where c
i
is the usual basis-vector in the i-th direction. The parameter `
i,e
is
called the eective conductivity in the i-th direction.
Theorem 4.1. The cell-problem has a solution n
jcv
\
1,2
jcv
(1 ). This solution is
unique within an arbitrary constant, i.e. if n
per,1
and n
per,2
are solutions then
n
per,1
n
per,2
= constant.
Proof: We put
c(n
per
. c) =
_
Y
`grad n
per
grad cdr (4.2)
and
1(c) =
_
Y
` c
i
grad c dr. (4.3)
31
Thus the cell problem can be written as: Find n
jcv
such that
c(n
per
. c) = 1(c). \c \
1,2
per
(1 ).
We rst let \ be the space
\ =
_
c \
1,2
jcv
(1 ) :
_
Y
c dr = 0
_
with the usual norm in \
1,2
(1 ) and show that the problem
c(n
per
. c) = 1(c). \c \ (4.4)
has a unique solution. This is done by rst proving that c(n
per
. c) and 1(c) have
the properties 2), 3) and 4). Since \ is a Hilbert space (see Exercise 3.5), the
existence and uniqueness will then follow by Theorem 3.1.
Proof of condition 2): By Schwarz inequality (1.3)
[c(c. )[ =

`(grad c) grad dr

_
_
__

`[grad c[
2
dr
_1
2
__

`[grad [
2
dr
_1
2
_
_
__

`
+
[grad c[
2
dr
_1
2
__

`
+
[grad [
2
dr
_1
2
=
=
_
`
+
_1
2
__

[grad c[
2
dr
_1
2
_
`
+
_1
2
__

[grad [
2
dr
_1
2
=
= `
+
__

[grad c[
2
dr
_1
2
__

[grad [
2
dr
_1
2
_
_ `
+
__

_
[grad c[
2
+[c[
2
_
dr
_1
2
__

_
[grad [
2
+[[
2
_
dr
_1
2
=
= `
+
|c|
\
||
\
.
Thus we get that
[c(c. )[ _ |c|
\
||
\
\c. \.
This proves 2).
32
Proof of condition 3):
c(c. c) =
_
Y
`[grad c[
2
dr _
_
Y
`

[grad c[
2
dr = `

_
Y
[grad c[
2
dr.
By Poincars inequality we have that
_
Y

c
2

dr _ C
0
_
__
Y
c dr
_
2
+
_
Y
[grad c[
2
dr
_
.
Since \ =
_
c \
1,2
per
(1 ) :
_
Y
c dr = 0
_
. we have
_
Y
[c[
2
dr _ C
0
_
0 +
_
Y
[grad c[
2
dr
_
= C
0
_
Y
[grad c[
2
dr.
and so
_
Y
[c[
2
dr +
_
Y
[grad c[
2
dr _ C
0
__
Y
[grad c[
2
dr
_
+
_
Y
[grad c[
2
dr.
i.e.
_
Y
[c[
2
dr +
_
Y
[grad c[
2
dr _ (C
0
+ 1)
__
Y
[grad c[
2
dr
_
.
which gives that
1
C
0
+ 1
__
Y
[c[
2
dr +
_
Y
[grad c[
2
dr
_
_
_
Y
[grad c[
2
dr.
Thus,
`

1
C
0
+ 1
__
Y
c
2
dr +
_
Y
[grad c[
2
dr
_
_ `

_
Y
[grad c[
2
dr.
Hence we obtain that
c(c. c) _ `

_
Y
[grad c[
2
dr _ `

1
C
0
+ 1
__
Y
[c[
2
dr +
_
Y
[grad c[
2
dr
_
=
= `

1
C
0
+ 1
|c|
2
\
.
33
By putting c = `
1
C
0
+1
we obtain that
c(c. c) _ c|c|
2
\
which proves 3).
Proof: Condition 4):
1(c) =
_
Y
`c
i
grad c dr
[1(c)[ =

`
_
Y
c
i
grad c dr

_
Y
`c
i
grad c dr

_
_
__
Y
`[c
i
[
2
dr
_1
2
__
Y
`[grad c[
2
dr
_1
2
_
_
__
Y
`
+
[c
i
[
2
dr
_1
2
__
Y
`
+
[grad c[
2
dr
_1
2
=
=
_
`
+
_1
2
_
`
+
_1
2
__
Y
[c
i
[
2
dr
_1
2
__
Y
[grad c[
2
dr
_1
2
=
=
_
`
+
_
__
Y
[c
i
[
2
dr
_1
2
__
Y
[grad c[
2
dr
_1
2
_
_
_
`
+
_
__
Y
[c
i
[
2
dr
_1
2
__
Y
[grad c[
2
dr +
_
Y
[c[
2
dr
_1
2
=
_
`
+
_
__
Y
[c
i
[
2
dr
_1
2
|c|
2
\
(in the rst line we have used Schwarz inequality (1.4). By putting
=
_
`
+
_
__
Y
[c
i
[
2
dr
_1
2
.
we obtain
[1(c)[ _ |c|
\
.
which proves 4). Thus we have proved that the problem
34
c(n
per
. c) = 1(c). \c \
has a unique solution. But note that the solution n
per
must also be a solution to
the cell problem, because if c \
1,2
per
(1 ) then the function c
0
. dened by
c
0
= c 1.
where
1 =
1
[1 [
_
Y
cdr.
must belong to \ (since
_
Y
c
0
dr =
_
Y
cdr
_
Y
1dr =
_
Y
cdr 1[1 [ =
_
Y
cdr
_
Y
cdr = 0).
Hence,
c(n
per
. c
0
) = 1(c
0
).
Noting that
c(n
per
. c) = c(n
per
. c
0
+ 1) =
_

`(grad n
per
) grad(c
0
+ 1) dr
=
_

`(grad n
per
) grad c
0
dr = c(n
per
. c
0
).
and similarly that
1(c) = 1(c
0
).
we nd that
c(n
per
. c) = 1(c)
Next, let n
per,1
and n
per,2
be solutions to (4.4) then
c(n
per,1
. c) = 1(c).
c(n
per,2
. c) = 1(c).
so
c(n
per,1
. c) c(n
per,2
. c) = 0. \c \
1,2
per
(1 ).
Hence, using the linearity of c(.. .) we obtain that
c ((n
per,1
n
per,2
). c) = 0. \c \
1,2
per
(1 ).
35
Particularly this holds for
c = n
per,1
n
per,2
.
i.e.
c ((n
per,1
n
per,2
). (n
per,1
n
per,2
)) = 0.
and according to (4.2) we have that
c ((n
per,1
n
per,2
). (n
per,1
n
per,2
)) =
_
Y
` [grad(n
per,1
n
per,2
)[
2
= 0.
Thus _
Y
` [grad(n
per,1
n
per,2
)[
2
dr = 0.
which gives us that
grad (n
per,1
n
per,2
) = 0. \ r 1.
Thus n
per,1
n
per,2
= constant. This completes the proof.
We also state the following theorem (without proof):
Theorem 4.2. It holds that
`
i,e
=
1
[1 [
min
2W
1;2
per
(Y )
_
Y
`[grad c + c
i
[
2
dr.
Exercise 4.1. Show that
_
Y
`[grad c + c
i
[
2
dr = 21(c) +
_
Y
`dr
where
1(c) =
1
2
c(c. c) 1(c)
c(c. c) and 1(c) being given by (4.2) and (4.3). Next, use this, Theorem 3.2 and
the denition of `
i,e
(4.1) to prove Theorem 4.2.
36
Figure 5.1: Finite triangulation of the body .
5. Finite Element Method
In order to formulate the nite element method starting from the weak formulation
we have to dene/construct a nite-dimensional subspace \
I
of \ . For simplicity
and the sake of illustration we consider the Dirichlet problem(where \ = \
1,2
0
())
for the conductivity problem (2.1) and assume that the body is divided into
triangles, where J is a polygonal curve, see Figure 5.1. We must also introduce
a mesh-parameter
/ = max
12T
h
diam (1). diam (1) = diameter of 1 = longest side of 1.
where 1
I
is the set 1
I
= 1
1
. .... 1
n
of non-overlapping triangles 1
i
such that
=

12T
h
1 = 1
1
' 1
2
... ' 1
n
.
We dene \
I
as
\
I
= n [ n = 0 on J, continuous on . n[
1
is a rst order polynomial for all 1 1
I

Note that n[
1
denotes the restriction of n to 1 (i.e. the function which is dened
only on 1 and which is equal to n on 1), i.e. \
I
consists of all continuous
functions which is a rst order polynomial on each triangle 1 and vanishes on
J. Observe that \
I
\ = \
1,2
0
()
37
Figure 5.2: Basis function
)
.
Remark 2. More generally \ is a function space (Hilbert space) which takes
into account the boundary conditions (in the case of elasticity problems these
functions are vector valued), the triangles in 1
I
may be polygons and n[
1
may
be a (possibly vector-valued) polynomial..
To describe a function n \
I
we will use the values n(`
i
) of n as parameters,
where `
i
. i = 1. .... ` are nodes (see Figure 5.1) of triangles 1
I
. Since n = 0 on
J (i.e. known values) we may exclude the nodes on the boundary J. Consider
the basis function
)
\
I
illustrated in Figure 5.2, where , = 1. .... `, dened as

)
(`
i
) = o
i)
=
_
1 if i = ,
0 if i ,= ,
_
i. , = 1. .... `.
The set of points r for which
)
(r) ,= 0 is called the support of
)
. For the function

)
this set consists of the triangles with common node `
)
(see the shaded area in
Figure 5.2). A function n \
I
has the representation
n(r) =
A

)=1

)
(r).
)
= n(`
)
). for r ' J.
We are now in the position to formulate the following nite element method for
the variational formulation of the Dirichlet problem (based on the variational
38
formulation 2.5): Find n
I
\
I
such that
c(n
I
. ) = 1() \ \
I
. (5.1)
Since n
I
=
1

1
+ ... +
n

n
. (5.1) holds and c(.. .) is a bilinear form we obtain
that
1(
1
) = c(n
I
.
1
) = c(
1

1
+ ... +
n

n
.
1
) =
1
c(
1
.
1
) + ... +
n
c(
n
.
1
)
1(
2
) = c(n
I
.
2
) = c(
1

1
+ ... +
n

n
.
2
) =
1
c(
1
.
2
) + ... +
n
c(
n
.
2
)
.
.
.
1(
n
) = c(n
I
.
n
) = c(
1

1
+ ... +
n

n
.
n
) =
1
c(
1
.
n
) + ... +
n
c(
n
.
n
)
Thus
_

_
1(
1
)
1(
2
)
.
.
.
1(
n
)
_

_
=
_

_
c(
1
.
1
) c(
2
.
1
) c(
n
.
1
)
c(
1
.
2
) c(
2
.
2
)
.
.
.
.
.
.
c(
1
.
n
) c(
n
.
n
)
_

_
_

2
.
.
.

n
_

_
.
i.e.
= /. (5.2)
where = (c
i)
) is the : : stiness matrix with elements (c
i)
) = c(
i
.
)
)
and = (
i
) and / = (/
i
) are :-vectors with elements
i
= n
I
(`
i
). /
i
= 1(
i
).
Thus solving this system with respect to directly gives us the solution
n
I
=
1

1
+ ... +
n

n
. (5.3)
Observe that problem (5.1) (which is equivalent with (5.2) has a unique solu-
tion. This follows by letting \
I
= \ in Theorem 3.1. It is important to note that
n
I
is the best approximation in \
I
of the solution n with respect to the energy
norm. This means that
|n n
I
|
o
_ |n |
o
\ \
I
(5.4)
where
||
o
=
_
c (. ).
Exercise 5.1. 1. Prove that c (n n
I
. n
I
) = 0 for all \
I
.
2. Use that n = (n n
I
) + (n
I
) to show that
|n |
2
o
= |n n
I
|
2
o
+ 2c (n n
I
. n
I
) +|n
I
|
2
o
3. Use the above exercises to show the inequality (5.4).
39
Figure 5.3: The functions c and .
Figure 5.4: Basis function
1
.
5.1. Example 1 (dimension 1)
We will now show how to nd the FEM-solution in the one-dimensional heat
conduction problem with Dirichlet boundary condition (\ = \
1,2
0
()). We put
= [0. 3] and let 1
I
= [0. 1] . [1. 2] . [2. 3] . In Figure 5.3 we have illustrated a
general function c \ and a function \
I
. The (two) basis functions for \
I
are illustrated in Figure 5.4 and 5.5.
We recall that
c(n. ) =
_

`grad n grad dr
and
1() =
_

, dr
where , is an internal heating source which in our case has the form illustrated
in Figure 5.6. We put ` = 1 for simplicity.Since this example is one-dimensional
40
Figure 5.5: Basis function
2
.
Figure 5.6: The internal source ,.
c(n. ) =
_

`grad n grad dr =
_

`
dn
dr

d
dr
dr.
In this case the linear system
= /
takes the form:
_
c(
1
.
1
) c(
1
.
2
)
c(
2
.
1
) c(
2
.
2
)
_ _

1

2
_
=
_
1(
1
)
1(
2
)
_
We need the expressions for c(
1
.
1
), c(
2
.
1
), c(
1
.
2
), c(
2
.
2
). 1(
1
),and 1(
2
).
By considering Figure 5.4 we see that
c(
1
.
1
) =
_
3
0
`
d
1
dr

d
1
dr
dr =
=
_
1
0
`
d
1
dr

d
1
dr
dr +
_
2
1
`
d
1
dr

d
1
dr
dr +
_
3
2
`
d
1
dr

d
1
dr
dr =
41
=
_
1
0
1 1 1 dr +
_
2
1
1 (1) (1) dr +
_
3
2
1 0 0 dr =
=
_
1
0
1 dr +
_
2
1
1 dr +
_
3
2
0 dr = [r]
1
0
+ [r]
2
1
+ 0 = 1 + 1 + 0 = 2.
Using both Figure 5.5 and 5.4 we obtain that
c(
2
.
1
) =
_
3
0
`
d
2
dr

d
1
dr
dr =
=
_
1
0
`
d
2
dr

d
1
dr
dr +
_
2
1
`
d
2
dr

d
1
dr
dr +
_
3
2
`
d
2
dr

d
1
dr
dr =
=
_
1
0
1 0 1 dr +
_
2
1
1 1 (1) dr +
_
3
2
1 0 (1) dr =
=
_
1
0
0 dr +
_
2
1
1 dr +
_
3
2
0 dr = 0 + [r]
2
1
+ 0 = 0 1 + 0 = 1.
Using the symmetry fact of c(
1
.
2
) (or by considering Figure 5.5 and 5.4) we
nd that
c(
2
.
1
) = c(
1
.
2
) =
_
3
0
`
d
2
dr

d
1
dr
dr = 1.
By considering Figure 5.5 we see that
c(
2
.
2
) =
_
3
0
`
d
2
dr

d
2
dr
dr =
=
_
1
0
`
d
2
dr

d
2
dr
dr +
_
2
1
`
d
2
dr

d
2
dr
dr +
_
3
2
`
d
2
dr

d
2
dr
dr =
=
_
1
0
1 0 0 dr +
_
2
1
1 1 1 dr +
_
3
2
1 (1) (1) dr =
=
_
1
0
0 dr +
_
2
1
1 dr +
_
3
2
1 dr = 0 + [r]
2
1
+ [r]
3
2
= 0 + 1 + 1 = 2.
To nd 1(
1
) we split the integral in 3 parts:
1(
1
) =
_
3
0
,
1
dr =
_
1
0
,
1
dr +
_
2
1
,
1
dr +
_
3
2
,
1
dr.
42
We need to know the expression for
1
is in each interval, which is found as follows:
From Figure 5.4 we see that

1
= r. for 0 _ r _ 1
(equal to the linear line with the slope = 1). Since the slope is -1 in the next
interval, we use the formula

1
r r
1
= 1
and the fact that the point (r
1
.
1
) = (1. 1) lies on the graph of
1
to obtain
1
r 1
= 1 == = r + 2.
This shows that

1
= r + 2. for 1 _ r _ 2.
Moreover,

1
= 0. for 2 _ r _ 3.
By Figure 5.6 we see that
, = 1. for 0 _ r _ 1.
, = 1. for 1 _ r _ 2
and
, = 0. for 2 _ r _ 3.
Thus,
1(
1
) =
_
3
0
,
1
dr =
_
1
0
1 r dr +
_
2
1
1 (r + 2) dr +
_
3
2
0 0 dr =
=
_
1
0
r dr +
_
2
1
(r + 2) dr +
_
3
2
0 dr =
_
1
2
r
2
_
1
0
+
_

1
2
r
2
+ 2r
_
2
1
+ 0 =
=
1
2
+
1
2
+ 0 = 1.
Similarly, we have that
1(
2
) =
_
3
0
,
2
dr =
_
1
0
,
2
dr +
_
2
1
,
2
dr +
_
3
2
,
2
dr.
43
We must nd
2
in each interval, and this done similarly as above for
1
: Summing
up we obtain that

2
= 0. for 0 _ r _ 1.

2
= r 1. for 1 _ r _ 2.

2
= r + 3. for 2 _ r _ 3.
Thus
1(
2
) =
_
3
0
,
2
dr =
_
1
0
1 0 dr +
_
2
1
1 (r 1) dr +
_
3
2
0 (r + 3) dr =
=
_
1
0
0 dr +
_
2
1
(r 1) dr +
_
3
2
0 dr = 0 +
_
1
2
r
2
r
_
2
1
+ 0 = 0 +
1
2
+ 0 =
1
2
.
Now we have got all the parameters we need for solving the system
= /.
which takes the form
_
2 1
1 2
_ _

1

2
_
=
_
1
1
2
_
.
The solution is
_

1

2
_
=
_
2 1
1 2
_
1
_
1
1
2
_
=
_
5
6
4
6
_
.
(
_
2 1
1 2
_
1
=
1
3
_
2 1
1 2
_
)
(Recall the formula
_
c d
c /
_
1
=
1
c/ dc
_
/ d
c c
_
)
Thus, we have found the approximative solution
n
I
=
1

1
+
2

2
=
5
6

1
+
4
6

2
of the problem, see Figure 5.7. The solution n
I
is only an approximation of the
exact solution n and can be improved by dividing into more intervals. This
44
Figure 5.7: The solution of the problem.
means that we will have to deal with not only two basis functions but several
more which gives us a more complicated system. We get : equations to solve.
The larger : the more accurate the solution will be. In two or three dimensional
problems the complexity becomes even greater. That is why we are very grateful
for the powerful computers that can solve these kind of problems numerically very
fast.
Exercise 5.2. Put ` = 1. = [0. 6] and let 1
I
= [0. 2] . [2. 4] . [4. 6] . Moreover,
let \
I
be the two dimensional function space with basis functions
1
and
2
as
illustrated in Figure 5.8. Find the best approximation n
I
in \
I
of the exact
solution n for the Dirichlet problem when , is given as in Figure 5.8.
Exercise 5.3. Let `. and , be the same as in the previous exercise, but now
let
1
I
= [0. 1] . [1. 2] . [2. 3] . [3. 4] . [4. 5] . [5. 6]
and \
I
be the 5-dimensional function space with basis functions
i
as illustrated
in Figure 5.9. Formulate the corresponding linear system:
= /.
45
Figure 5.8: Basis functions and source.
Figure 5.9: Basis functions and source.
46
Exercise 5.4. It is important to remark that for the one dimensional case one
usually can nd the exact solution of the conductivity problem without any
FEM-calculation (the reason why we still do this is usually only for illustration
purposes). Find the exact solution n for the Dirichlet problem when , = 1.
= [0. 1] and ` = 1 by solving the strong formulation of the problem directly.
Exercise 5.5. Try to do the same as in Exercise 5.4 but for the Neumann prob-
lem. What happens? What if , = sin r. = [0. 2:]. Discuss your observations
in view of Exercise 3.7).
5.2. Example 2 (dimension 2)
Now let be the square [0. 1]
2
and ` = 1. Again we consider the Dirichlet problem
and let 1
I
be the triangulation illustrated in Figure 5.10 with ` ` (interior)
nodes. \
I
consist of all functions which are 0 on the boundary, continuous and a
rst order polynomial on each 1 1
I
. The basis function
i
has support in the
shaded area in Figure 5.10 and
i
(`
i
) = 1. We have that
c (
i
.
)
) =
_

`grad
i
grad
)
dr =
=
_

`
_
J
i
Jr
1
.
J
i
Jr
2
_

_
J
)
Jr
1
.
J
)
Jr
2
_
dr =
=
_

`
_
J
i
Jr
1
J
)
Jr
1
+
J
i
Jr
2
J
)
Jr
2
_
dr
Observe that c (
i
.
)
) = 0 unless when `
i
and `
)
are nodes of the same triangle.
As a concrete example we will use with triangulation and 3 3 = 9 nodes
illustrated in Figure 5.11.To nd the matrix in 5.2 where the components are

i)
= c (
i
.
)
)we need to know the gradients for each triangle in the supported
area around each node in . All other gradients outside the shaded area are 0.
We see from Figure 5.12 that each supported area for one node, which consists of
six triangles (see Figure 5.12), looks the same for all nodes in . We will now
nd the gradients on each triangle in the supported area.
Triangle I:
J
1
Jr
1
=
1
1
4
= 4
J
1
Jr
2
= 0
47
Figure 5.10: Two-dimensional .
Figure 5.11: with nine nodes.
48
Figure 5.12: Supported area for a node.
For the other triangles we argue similarly and obtain the following table:
Triangle
0
1
0a
1
0
1
0a
2
I 4 0
II 0 4
III 4 4
IV 4 0
V 0 4
VI 4 4
Now, we can nd each component of from

i)
= c(
i
.
)
) =
_

`
_
J
i
Jr
1
J
)
Jr
1
+
J
i
Jr
2
J
)
Jr
2
_
dr.
The area of each triangle is
1
2(` + 1)
2
=
1
2(3 + 1)
2
=
1
32
Therefore,

11
= c(
1
.
1
) =
\ 1

1=1
__
J
1
Jr
1
_
1
_
J
1
Jr
1
_
1
+
_
J
1
Jr
2
_
1
_
J
1
Jr
2
_
1
_
1
32
=
=
1
32
[(4 4 + 0 0) + (0 0 + 4 4) + ((4) (4) + 4 4) +
49
Figure 5.13: The two rst gures shows the support of the basis function corre-
sponding to node 1 and node 2 respectively. The last gure shows the intersection
between these supports.
+((4) (4) + 0 0) + (0 0 + (4) (4)) + (4 4 + (4) (4))] =
=
1
32
[16 + 16 + 32 + 16 + 16 + 32] = 4.
To nd
12
we must consider the support of the basis function of the two nodes 1
and 2 and multiply the gradients in the intersection of the two shaded areas (see
Figure 5.13) with each other. The intersection ((111
1
1
2
) ' (1\
1
\ 1
2
)) is the
only contributing triangles (
1
.
2
,= 0) in the element
12
.

12
= c(
1
.
2
) =
_
_
J
1
Jr
1
_
111
1
_
J
2
Jr
1
_
1
2
+
_
J
1
Jr
2
_
111
1
_
J
2
Jr
2
_
1
2
_
1
32
+
+
_
_
J
1
Jr
1
_
1\
1
_
J
2
Jr
1
_
\ 1
2
+
_
J
1
Jr
2
_
1\
1
_
J
2
Jr
2
_
\ 1
2
_
1
32
=
=
1
32
[((4) 4 + 4 0)] +
1
32
[(4) 4 + 0 (4)] =
=
1
32
[16 + 0] +
1
32
[16 + 0] =
_

1
2
_
+
_

1
2
_
= 1.
Element
13
= 0 since none of the triangles in node 1 and 3 are in contact with
each other. Element
14
must be checked because the triangles \
1
and 111
4
. and
50
the triangles \ 1
1
and 11
4
is connected to each other. Therefore

14
= c(
1
.
4
) =
_
_
J
1
Jr
1
_
\
1
_
J
4
Jr
1
_
111
4
+
_
J
1
Jr
2
_
\
1
_
J
4
Jr
2
_
111
4
_
1
32
+
+
_
_
J
1
Jr
1
_
\ 1
1
_
J
4
Jr
1
_
11
4
+
_
J
1
Jr
2
_
\ 1
1
_
J
4
Jr
2
_
11
4
_
1
32
=
=
1
32
[(0 (4) + (4) 4)] +
1
32
[4 0 + (4) 4] =
_

1
2
_
+
_

1
2
_
= 1
Element
15
must also be checked because the triangles 1\
1
and 11
5
. and the
triangles \
1
and 1
5
is connected to each other. We obtain that

15
= c(
1
.
5
) =
_
_
J
1
Jr
1
_
1\
1
_
J
5
Jr
1
_
11
5
+
_
J
1
Jr
2
_
1\
1
_
J
5
Jr
2
_
11
5
_
1
32
+
+
_
_
J
1
Jr
1
_
\
1
_
J
4
Jr
1
_
1
5
+
_
J
1
Jr
2
_
\
1
_
J
4
Jr
2
_
1
5
_
1
32
=
=
1
32
[((4) 0 + 0 4)] +
1
32
[0 4 + (4) 0] = 0 + 0 = 0.
Element
15
turns out to be 0 even if it these triangles are connected. Note that
whenever triangles connect we have to examine the element further, because it has
a potential to be dierent from 0. Node 1 has no further triangles from other nodes
that connect. This means that element
13
,
16
,
17
,
18
and
19
are all 0. In the
same way we nd all other elements by examine each supported area at each node
where the triangles connect. All elements at the diagonal have the same coecient,
this means
11
=
22
=
33
=
44
=
55
=
66
=
77
=
88
=
99
= 4. We also
see that
12
=
21
=
14
=
41
= 1. So far we have found the following part of
the matrix:
_

_
4 -1 0 -1 0 0 0 0 0
-1 4
0 4
-1 4
0 4
0 4
0 4
0 4
0 4
_

_
.
51
Figure 5.14: Coesients.
If we now consider node 2 we see that it has triangles that connect with node
1,2,3,5 and 6. The elements
12
.
21
and
22
are already found, and we see that

26
=
62
have the same relation to each other with respect to the triangles as
element
15
= 0. We also see that
25
=
52
and
23
=
32
have the same
relation to each other with respect to the triangles as element
14
= 1 and

12
= 1, respectively. If we continue with these kind of comparisons we nd
that the 9x9 matrix will look like this:
_

_
4 -1 0 -1 0 0 0 0 0
-1 4 -1 0 -1 0 0 0 0
0 -1 4 0 0 -1 0 0 0
-1 0 0 4 -1 0 -1 0 0
0 -1 0 -1 4 -1 0 -1 0
0 0 -1 0 -1 4 0 0 -1
0 0 0 -1 0 0 4 -1 0
0 0 0 0 -1 0 -1 4 -1
0 0 0 0 0 -1 0 -1 4
_

_
.
Each node has a connection to four other nodes where the coecient turns out
to be dierent from zero in addition to their own pairing in the system like the
one in Figure 5.14.Something dierent happens for the elements that is aected
by the nodes on :(`) and :(` +1), where : describes the rows in . see Fig.5.10.
In our case ` = 3 this happens for relations between node 3 and 4, and 6 and 7.
This will aect the elements
34
=
43
and
67
=
76
. by turning them into 0
instead of -1 what we were likely to believe from the Figure 5.14. This happens
because the shaded areas of the pair of nodes 3 and 4, and 6 and 7 do not connect
to each other. If ` in Figure 5.10 had been 10, we would have that the elements

11
.
12
,= 0 and the elements
13
. ....
1 10
= 0 while suddenly
1 11
,= 0, and all
other elements would be 0.
52
Exercise 5.6. Find the stiness-matrix when ` = 1. = [0. 1]
2
and ` = 2
(i.e. 2 2 interior nodes and / = 1,3)
Exercise 5.7. Find the stiness-matrix when ` = 1. =
_
0.
5
4

with 4 4
interior nodes (i.e. the shortest side length of each triangle / = 1,4).
5.3. Example 3 (Eective conductivity of periodic structures)
We have in example 1 and 2 considered the Dirichlet problem. Let us now consider
the periodic problem given in 3.4. For simplicity we only consider the two-phase
laminate case, i.e. the case when 1 can be described according to Figure 5.15. Let
Figure 5.15: The Y-cell.
us rst nd `
2,e
. We use the subspace \
I
of \ = \
1,2
jcv
(1 ) consisting of periodic
roof-functions (see Figure 5.16) which are 0 at two of the boundaries.According
Figure 5.16: The roof-function.
53
Figure 5.17: Basisfunction with height 1.
to the description in 3.4 we have to nd the FEM-solution of the following problem:
Find n
I
\
I
such that
_
Y
`grad n
I
grad cdr =
_
Y
c
2
grad cdr \c \
I
.
We continue as in example 1 and 2. Put
c (n
I
. c) =
_
Y
`grad n
I
grad cdr
and
1(c) =
_
Y
c
2
grad cdr.
As before we have to nd
c
i)
= c (
i
.
)
)
and
/
i
= 1(
i
)
where
i
are basis functions.. In this case we only have one basis function,
i
.
This function is 1 on the top of the roof, see also Fig5.17. We have to nd
c
11
= c (
1
.
1
) and /
1
= 1(
1
) . (Thats it.) We put
c (n
I
.
1
) =
_
Y
`grad n
I
grad
1
dr.
54
and then we obtain that
c (
1
.
1
) =
_
Y
`grad
1
grad
1
dr =
_
Y
`
_
0.
J
1
Jr
2
_

_
0.
J
1
Jr
2
_
dr =
=
_
Y
`
J
1
Jr
2

J
1
Jr
2
dr =
_
W
`
W
J
1
Jr
2

J
1
Jr
2
dr +
_
1
`
1
J
1
Jr
2

J
1
Jr
2
dr =
=
_
W
`
W
(2 2) dr+
_
1
`
1
((2) (2)) dr = `
W
4
1
2
+`
1
4
1
2
= `
W
2+`
1
2.
We also have that
1(
1
) =
_
Y
` c
2
grad
1
dr =
_
Y
` [0. 1]
_
0.
J
1
Jr
2
_
dr =
_
Y
`
J
1
Jr
2
dr =
=
_
W
`
W
J
1
Jr
2
dr
_
1
`
1
J
1
Jr
2
dr = `
W
2
1
2
`
1
(2)
1
2
= `
W
`
1
.
In this case where = [c
11
] . =
1
and / = /
1
we observe that
= 1 == c
11

1
= /
1
which is the equation we have to solve. Then
(`
W
2 +`
1
2)
1
= `
W
`
1
and

1
=
`
W
`
1
(`
W
2 +`
1
2)
.
Because
n
I
=
1

1
thus
Jn
I
Jr
2
=
1

J
1
Jr
2
.
Finally from Section 4 we have that
`
2,e
=
1
[1 [
_
Y
`(r)
_
Jn
I
Jr
2
+ 1
_
dr =
=
1
[1 [
__
W
`
W
(
1
2 + 1) dr +
_
1
`
1
(
1
(2) + 1) dr
_
=
55
= 1
_
1
2
`
W
(
1
2 + 1) +
1
2
`
1
(
1
(2) + 1) dr
_
=
=
1
2
`
W
_
`
W
+ `
1
`
W
+ `
1
+
`
W
+ `
1
`
W
+ `
1
_
+
1
2
`
1
_
`
W
`
1
`
W
+ `
1
+
`
W
+ `
1
`
W
+ `
1
_
=
=
`
W
`
1
`
W
+ `
1
+
`
W
`
1
`
W
+ `
1
= 2
`
W
`
1
`
W
+ `
1
=
1
1
2
1
A
W
+
1
2
1
A
B
.
which is the harmonic mean. Similarly we can derive that
`
1,e
=
1
2
`
W
+
1
2
`
1
.
which is the arithmetic mean.
Remark 3. In this example it turns out that the FEM-solution is the same as
the exact solution.
6. Further exercises
Exercise 6.1. What is a Hilbert space?
Exercise 6.2. Let be the open square 1 = 0. 2:
2
in 1
2
. Compute the
1
2
(1 ) norm and the \
1,2
(1 ) norm of the function n(r
1
. r
2
) = cos r
1
(recall
that
_
2
0
sin
2
t dt =
_
2
0
cos
2
t dt = :)
Exercise 6.3. Let be the open square 1 = 0. 2:
2
. Determine whether the fol-
lowing functions are in some of the Lebesgue and Sobolev spaces 1
2
(1 ). \
1,2
(1 ).
\
1,2
jcv
(1 ). \
1,2
0
(1 ):
1. n(r
1
. r
2
) = r
2
1
+ r
2
2
2. n(r
1
. r
2
) = r
3
2
1
3. n(r
1
. r
2
) = r
1
2
1
+ r
1
2
2
4. n(r
1
. r
2
) = r

1
2
1
5. n(r
1
. r
2
) = cos r
1
+ sin r
2
56
6. n(r
1
. r
2
) = cos
a
1
4
7. n(r
1
. r
2
) = sin r
1
sin r
2
Exercise 6.4. State (i.e. formulate) the Poincars inequality and the Friedrichs
inequality
In the exercises below we consider the strong formulation of the following
Dirichlet problem:
J
2
n
Jr
2
1
+ /
J
2
n
Jr
2
2
= ,(r). r (6.1)
n = 0 on J
where = 0. 1
2
, / is a constant / _ 1 and , 1
2
().
Exercise 6.5. Show that the strong formulation (6.1) can be written on the form
div
_
Jn(r)
Jr
1
. /
Jn(r)
Jr
2
_
= ,(r). r .
Exercise 6.6. Use this and the Greens formula
_

cdiv wdr =
_

grad c wdr +
_
0
cw :d:
to verify the following weak formulation of the above problem: Find n \
1,2
0
()
such that
c(n. ) = 1() for all \
1,2
0
()
where
c(n. ) =
_

_
Jn(r)
Jr
1
. /
Jn(r)
Jr
2
_
grad dr =
=
_

Jn
Jr
1
J
Jr
1
+ /
Jn
Jr
2
J
Jr
2
dr
and
1() =
_

,dr
57
Exercise 6.7. Show that the above weak formulation has a unique solution by
using the Lax-Milgram lemma.
Exercise 6.8. Show that the above weak formulation is equivalent with the fol-
lowing minimum energy principle: Find n \
1,2
0
() such that
1(n) = min
&2W
1;2
0
()
1().
where
1() =
_

1
2
_
J
Jr
1
_
2
+
/
2
_
J
Jr
2
_
2
, dr.
Exercise 6.9. Let q \
1,2
() and consider the following problem: Find n
\
1,2
0
() such that
c(n. ) = G() for all \
1,2
0
()
where
G() = 1() c(q. )
(1() and c(n. ) is dened above). Prove that this problem has a unique solution.
Exercise 6.10. Let q \
1,2
() and consider the following Dirichlet problem
(corresponding to the boundary condition n = q on J): Find n \
1,2
(). such
that n q \
1,2
0
() and such that
c(n. ) = 1() for all \
1,2
0
(). (6.2)
Show that this problem has an unique solution. (Hint: Verify that n = n +q is a
solution, where n is given in Exercise 6.9).
Exercise 6.11. Do the same as in Exercise 5.3, with
1
I
= [0. 1] . [1. 2] . [2. 3] . [3. 4] . [4. 6]
and where \
I
is the corresponding 4-dimensional space.
Exercise 6.12. Let ` = 1,2. = [0. 1] and , = 1. Moreover, let
1
I
= [0. /] . [/. 2/] . .... [1 /. 1]
with the corresponding FEM-space \
I
\ = \
1,2
0
(). The FEM-solution n
I
converges to a function n as / 0. Find the function n (without nding n
I
).
58
References
[1] Johnson, C. (1987) Numerical solution of partial dierential equations by the nite
element method, Studentlitteratur, Lund.
[2] Jikov, V.V., Kozlov, S.M. and Oleinik, O.A. (1994) Homogenization of dierential
operators and integral functionals, Springer-Verlag, Berlin.
[3] Marti, J.T. (1986) Introduction to Sobolev Spaces and Finite Element Solution of
Elliptic Boundary Value Problems. Academic Press, London.
[4] Meidell, A. (1998) Anvendt Homogeniseringsteori, ISBN-82-7823-037-4,HiN-rapport
(51s.), Hgskolen i Narvik, Narvik.
[5] Persson, L-E., Persson, L., Svanstedt, N., Wyller, J. (1993) The Homogenization
Method, Studentlitteratur, Lund.
59
7. Solutions to exercises
Exercise 1.1 Q is not a vector space since e.g. 1 Q. but 1 / , Q for any scalar
/ which is irrational.
Exercise 1.2
1.
_
Y
[n(r)[
2
dr =
_
1
0
(r)
4
dr _
_
1
0
(1)
4
dr = 1 < . i.e. n 1
2
(1 ).
_
Y

Jn(r)
Jr

2
dr =
_
Y
[2r[
2
dr _
_
1
0
(2)
2
dr = 4 < i.c.
Jn(r)
Jr
1
2
(1 ).
Thus, n \
1,2
(1 ). Since n(0) ,= n(1) we get that n , \
1,2
jcv
(1 ) and n ,
\
1,2
0
(1 ).
2.
_
Y
[n(r)[
2
dr =
_
1
0

c
a
2

2
dr _
_
1
0
c
0
dr = 1 < . i.e. n 1
2
(1 )
_
Y

Jn(r)
Jr

2
dr =
_
1
0

2rc
a
2

2
dr _
_
1
0
2c
0
dr = 2 < . i.e.
Jn(r)
Jr
1
2
(1 ).
Thus, n \
1,2
(1 ). Since n(0) ,= n(1) we get that n , \
1,2
jcv
(1 ) and n ,
\
1,2
0
(1 ) n \
1,2
(1 ).
3.
_
Y
[n(r)[
2
dr =
_
1
0
[sin r[
2
dr _
_
1
0
1dr = 1 < . i.e. n 1
2
(1 ).
_
Y

Jn(r)
Jr

2
dr =
_
1
0
[cos r[
2
dr _
_
1
0
1dr = 1 < . i.c.
Jn(r)
Jr
1
2
(1 ).
Thus, n \
1,2
(1 ). Since n(0) ,= n(1) we get that n , \
1,2
jcv
(1 ) and n ,
\
1,2
0
(1 ).
4. Similarily we prove that n 1
2
(1 ) and for n \
1,2
(1 ) for n(r) =
sin (2:r) . but here we have that n(0) = 0 = n(1).so n \
1,2
0
(1 ) (and
hence n \
1,2
jcv
(1 )).
60
5. Similarly we prove that n 1
2
(1 ) and for n \
1,2
(1 ) for n(r) = cos (2:r) .
but here we have that n(0) = n(1) = 1.so n \
1,2
jcv
(1 ) but n , \
1,2
0
(1 )).
Exercise 1.3:
|n|
1
2
(Y )
=
__
Y
n
2
dr
_1
2
=
__
1
0
_
1
0
_
r
2
1
+ r
2
2
_
2
dr
1
dr
2
_
1
2
=
_
28
45
|n|
W
1;2
(Y )
=
__
Y
n
2
+[grad n[
2
dr
_1
2
=
__
1
0
_
1
0
_
_
r
2
1
+ r
2
2
_
2
+ (2r
1
)
2
+ (2r
2
)
2
_
dr
1
dr
2
_
1
2
=
_
148
45
Exercise 1.4: For n(r) = n(r
1
. r
2
) = r
12
1
we have that
_
1
0
[Jn,Jr
2
[
2
dr = 0 <
and
_
Y
[n[
2
dr =
_
1
0

r
1
2
1

2
dr _
_
1
0

1
1
2

2
dr < .
Exercise 1.5:
n(r) = n(r
1
. r
2
) = r
c
1
_
Y
n
2
dr =
_
1
0
_
1
0
r
2c
1
dr
1
dr
2
=
_
_
_
1
2c+1
lim
o!0+
(1 c
2c+1
) =
1
2c+1
if c
1
2
lim
o!0+
(ln 1 ln c) = if c =
1
2
1
2c+1
lim
o!0+
(1 c
2c+1
) = if c <
1
2
.
Thus n 1
2
(1 ) when c
1
2
.
Jn,Jr
2
= 0. Thus Jn,Jr
2
1
2
(1 ) for all c. Moreover, if c ,= 0
_
Y
_
Jn
Jr
1
_
2
dr =
_
1
0
_
1
0
_
cr
c1
1
_
2
dr
1
dr
2
=
_
1
0
_
1
0
c
2
r
2(c1)
1
dr
1
dr
2
61
and similarly as above we obtain that Jn,Jr
2
1
2
(1 ) for all c
1
2
. If c = 0 ,
then Jn,Jr
1
= 0 and Jn,Jr
2
1
2
(1 ). Summing up this means that n \
1,2
(1 )
when c
1
2
or c = 0.
Exercise 1.6: ? :
The three functions ,
J,Jr
1
=
_
c
a
1
sin (:r
1
) + :c
a
1
cos (:r
1
)
_
sin (:r
2
) .
J,Jr
2
= :c
a
1
sin (:r
1
) cos (:r
2
)
are all bounded functions (cannot grow innitely large in any point in ). For
example,
[J,Jr
1
[ _
_
c
0
1 +:c
0
1 1
_
1 = 1 + :.
which gives that
_

_
J
Jr
1
_
2
dr _
_

(1 +:)
2
dr _ (1 +:)
2
< .
Hence J,Jr
1
1
2
(). Similarly, we obtain that 1
2
() and J,Jr
2
1
2
().
which means that \
1,2
(). Moreover, (0. r
2
) = (1. r
2
) = (r
1
. 0) =
(r
1
. 1) = 0. so = 0 on J. Hence \
1,2
0
().
n ?:
The functions n and Jn,Jr
2
= :r
2
3
1
cos (:r
2
) are bounded in since [n[ _ 1
2
3

1 = 1 and [Jn,Jr
2
[ _ :1
2
3
1 = :. Thus (as for the function ) we directly see that
n 1
2
() and Jn,Jr
2
1
2
(). However, the function Jn,Jr
1
=
2
3
r

1
3
1
sin (:r
2
)
is not bounded! Here we may do as follows:
_

_
Jn
Jr
1
_
2
dr =
_

_
2
3
r

1
3
1
sin (:r
2
)
_
2
dr _
_

_
2
3
r

1
3
1
1
_
2
dr =
_
1
0
_
1
0
4
9
r

2
3
1
dr
1
dr
2
=
4
3
< .
Thus we also obtain that Jn,Jr
1
1
2
(). Accordingly, n \
1,2
(). We have
that n(r
1
. 1) = (r
1
. 0) = n(0. r
2
) = 0, but n(1. r
2
) = sin (:r
2
) ,= 0. so n ,
\
1,2
0
().
Exercise 1.7 The three functions ,
J,Jr
1
= 2r
1
(2r
2
2) .
J,Jr
2
= 2r
2
(2r
2
2) + 2(r
2
1
+ r
2
2
4).
62
are all bounded functions (cannot grow innitely large in any point in ). For
example,
[J,Jr
1
[ _ (2 2 (2 2 + 2)) = 24.
which gives that
_

_
J
Jr
1
_
2
dr _
_

(24)
2
dr _ (24)
2
[[ < .
Hence J,Jr
1
1
2
(). Similarly, we obtain that 1
2
() and J,Jr
2
1
2
().
which means that \
1,2
(). We now check the boundary-values, i.e. the
values on J. On the line r
2
= 1 we have that (r) = (r
1
. 1) = (r
2
1
+ 1
2

4) (2 1 2) = 0. On the curve r
2
=
_
4 r
2
1
we have that (r) = (r
1
. r
2
) =
= (r
2
1
+
_
_
4 r
2
1
_
2
4) (2r
2
2) = 0. Thus, = 0 on J. Hence \
1,2
0
().
n ?:
The function n is bounded in since [n[ _ 2
1
3
< _. so is Jn,Jr
1
= 0.
Moreover, since 1 _ r
2
in we even have that
[Jn,Jr
2
[ =
1
3
r

2
3
2
=
1
3r
2
3
2
_
1
3 1
2
3
=
1
3
Thus, as above we obtain that n 1
2
(). Jn,Jr
1
1
2
() and Jn,Jr
1
1
2
().
(note that if had contained 0 then Jn,Jr
2
, 1
2
()). which means that n
\
1,2
(). We now check the boundary-values, i.e. the values on J. We observe
that n is not equal to 0 on all boundary-points, e.g. n(r
1
. 1) = r
1
3
2
= 1
1
3
= 1 on
the boundary-line r
2
= 1. Hence, n , \
1,2
0
()
Exercise 1.8:
1. If n and is continuous real valued functions and / 1. then n+ and /n are
continuous real valued functioned (see e.g. Kreyszig concerning properties
of continuous functions). Hence, \ is a vector space. That + denes a scalar
product is proved as follows: Let n. n. \ and c. / 1, then
(cn + /n) + =
_
1
1
`(r) (cn(r) + /n(r)) (r)dr =
= c
_
1
1
`(r) (n(r)(r)) dr + /
_
1
0
`(r) (n(r)(r)) dr =
= c (n + ) + / (n + )
63
n + =
_
1
1
`(r)n(r)(r)dr =
_
1
1
`(r)(r)n(r)dr = + n
n + n =
_
1
1
`(r) [n(r)[
2
dr _
_
1
1
1 [n(r)[
2
dr _ 0
and, thus, if n + n = 0 then
_
1
1
[n(r)[
2
dr = 0 which implies that n = 0.
2. |n|
\
=
_
_
1
1
1r
2
dr =
_
2
3
3. n
I
\ and n
I
n as / , where n is given by
n(r) =
_
0 if 1 _ r _ 0
1 if 0 < r _ 1
.
In order to see this we observe that
|n
I
n|
\
=
_
_
1
1
`[n
I
n[
2
dr =
=

_
_
0
1
`[n
I
n[
2
dr
. .
0
+
_
1I
0
`[n
I
n[
2
dr +
_
1
1I
`[n
I
n[
2
dr
. .
0
=
=
_
_
1I
0
`[n
I
n[
2
dr _
_
_
1I
0
2 [1[
2
dr =
_
1
/
2 0c:/ .
We observe that n , \ (not continuous at r = 0). Thus \ is not complete
and \ is therefore not a Hilbert space.
Exercise 1.9: We put = 1 in (1.4) and obtain

n1 dr

_
__

[n[
2
dr
_1
2
__

1dr
_1
2
.
By taking the square of each side we obtain
__

ndr
_
2
_ 1
__

[n[
2
dr
_
(7.1)
64
where 1 =
_

1dr. By the hint and the fact that (0) = 0. we have that
[(t)[ _
_
1
0
[grad [ dr.
Hence, by (7.1) (with n = [grad [) we obtain that
_
1
0
[(t)[
2
dt _
_
1
0
__

[grad [ dr
_
2
dt =
__

[grad [ dr
_
2
_ 1
__

[grad [
2
dr
_
.
i.e.
_

2
dr _ 1
__

[grad [
2
dr
_
.
Exercise 2.1: We add the following : identities:
J (cn
1
)
Jr
1
=
Jc
Jr
1
n
1
+ c
Jn
1
Jr
1
.
.
.
J (cn
a
)
Jr
a
=
Jc
Jr
a
n
a
+ c
Jn
a
Jr
a
and obtain
div (cw) =grad c w+cdiv w
the Divergence theorem of Gauss (with v =cw)
_

div v dr =
_
0
v nd:
then yields that
_

grad c wdr+
_

cdiv wdr =
_
0
cw nd:.
i.e. that _

cdiv wdr =
_

grad c wdr+
_
0
cw nd:.
which is (2.3).
65
Exercise 2.2:
c(n + . n) =
_

`grad (n + ) grad n dr =
=
_

`grad n grad ndr +

_

`grad grad ndr

= c(n. n) + c(. n)
Similarly we prove that
c(/n. n) = /c(n. n).
c(n. n + ) = c(n. n) + c(n. ).
c(n. /n) = /c(n. n).
Thus c is a bilinear form on \
1,2
0
().
Exercise 2.3:
1. If n ,= 0. then c(n+. n) = n++n ,= (n + n)+( + n) = c(n. n)+c(. n)
i.e. c(n + . n) ,= c(n. n) + c(. n). Thus c is not a bilinear form
2. Is a bilinear form
3. Is a bilinear form
4. Is a bilinear form
5. Is not a bilinear form(if n(0)(0) ,= 0 and / 1 then c(/n. ) = ((/n(0)) (0))
2
=
/
2
(n(0)(0))
2
,= / (n(0)(0))
2
= /c(n. ). i.e. c(/n. ) ,= /c(n. ))
Exercise 3.1
1. Using the scalar product n + = n
1

1
+ 2n
2

2
we obtain from the Schwarz
inequality
[n + [ _ (n + n)
1
2
( + )
1
2
that
[n
1

1
+ 2n
2

2
[ _
_
n
2
1
+ 2n
2
2
_1
2
_

2
1
+ 2
2
2
_1
2
66
2. We observe rst that c(n. ) is a bilinear form and want to check if the
conditions 2-4 are satised: Condition 2: We must prove that [c(n. )[ _
|n| || . for some constant 0. which in this case means that
[c(n. )[ _
_
n
2
1
+ n
2
2
_1
2
_

2
1
+
2
2
_1
2
By (3.3) we have that
[c(n. )[ = [n
1

1
+ 2n
2

2
[ _
_
n
2
1
+ 2n
2
2
_1
2
_

2
1
+ 2
2
2
_1
2
_
_
2n
2
1
+ 2n
2
2
_1
2
_
2
2
1
+ 2
2
2
_1
2
= (2)
1
2
_
n
2
1
+ n
2
2
_1
2
(2)
1
2
_

2
1
+
2
2
_1
2
= 2
_
n
2
1
+ n
2
2
_1
2
_

2
1
+
2
2
_1
2
= 2 |n| || .
Thus
[c(n. )[ _ 2 |n| || .
so the condition 2 is satised for = 2. We turn to condition 3:
[c(. )[ =
1

1
+ 2
2

2
=
2
1
+ 2
2
2
_
2
1
+
2
2
= ||
2
.
Thus
[c(. )[ _ ||
2
.
so the condition 3 is satised for c = 1.Finally we prove condition 4:
[1()[ = [2
1
+ 4
2
[ = [[2. 4] [
1
.
2
][ _
_ [[2. 4][ [[
1
.
2
][ =
_
2
2
+ 4
2
_1
2
|| = 2
_
5 || .
where the last inequality follows by Schwarz inequality. Thus, [1()[ _
2
_
5 || . so the condition 4 is satised for = 2
_
5. Hence, conditions 2-4
are satised, and the problem has a unique solution by Lax Milgram lemma.
3. We have that
c(n. ) = 1() for all \.
where c(n. ) = n
1

1
+ 2n
2

2
and 1() = 2
1
+ 4
2
. Putting
=
_

1

2
_
=
_
1
0
_
and =
_

1

2
_
=
_
0
1
_
.
67
we obtain the two equations
n
1
1 + 2n
2
0 = 2 1 + 4 0.
n
1
0 + 2n
2
1 = 2 0 + 4 1.
which gives the solution
n =
_
n
1
n
2
_
=
_
2
2
_
.
4. We have that
1() =
1
2
c(. ) 1() =
1
2
(
1

1
+ 2
2

2
) (2
1
+ 4
2
) =
=
_
1
2

2
1
2
1
_
+
_

2
2
4
2
_
.
In this simple case we can easily nd the minimum point of 1() by nding
the minimum points of each of the two terms
1
2

2
1
2
1
and
2
2
4
2
. sepa-
rately. This is done by dierentiating with respect to
1
and
2
in the rst
and second term, respectively:
d
_
1
2

2
1
2
1
_
d
1
=
1
2 = 0 =
1
= 2.
d (
2
2
4
2
)
d
2
= 2
2
4 = 0 =
2
= 2.
Thus, the solution (which we as usual call) n is
n =
_
n
1
n
2
_
=
_
2
2
_
.
Comments: This is the same solution as we found above, which agrees
with the minimum theorem (Theorem 3.2) since c(n. ) and 1() satisfy
all conditions 1-4. Indeed, above we have veried that the conditions 2,3,4
are satised, but we see directly that even condition 1 is satised, since
c(n. ) = n
1

1
+ 2n
2

2
=
1
n
1
+ 2
2
n
2
= c(. n). i.e. c(n. ) = c(. n).
Exercise 3.2
68
1. For n = 0 we obtain that
c(n. ) = 0
1
+ 0
2
+ 0
1
+ 0
2
= 0
for all \. Since 1() = 0 for all \. we see that c(n. ) = 1() for all
\. so n = 0 is therefore a solution. For the other vector
n =
_
1
1
_
we obtain that
c(n. ) = n
1

1
+ n
1

2
+ n
2

1
+ n
2

2
= 1
1
+ 1
2
+ (1)
1
+ (1)
2
= 0.
so that c(n. ) = 1() for all \. which means that n is a solution.
2. Let 1() =
1
and assume that the problem c(n. ) = 1() has a solution n
(as we soon will see, this will lead to a contradiction). Then, c(n. ) = 1().
particularly for
=
_
1
0
_
and =
_
0
1
_
.
which gives the two equations
n
1
1 +n
1
0 +n
2
1 +n
2
0 = 1.
n
1
0 +n
1
1 +n
2
0 +n
2
1 = 0.
In other words,
n
1
+ n
2
= 1.
n
1
+ n
2
= 0.
which is impossible. Thus there are no solutions n to the above problem.
3. Suppose that condition 3 is satised (as we soon will see, this will lead to a
contradiction) , i.e. that there is a constant c 0 such that
c(. ) _ c||
2
\
\ \.
In our case this means that

1
+
1

2
+
2

1
+
2

2
_ c
_

2
1
+
2
2
_
.
69
Since this inequality holds for all \. it also holds for example when

1
= 1 and
2
= 1. But this implies that
1 1 + 1 (1) + (1) 1 + (1) (1) _ c
_
1
2
+ (1)
2
_
.
i.e. that
c _ 0.
which contradicts the assumption that c 0. Thus we can conclude that
condition 3 is not satised.
Exercise 3.3:Solution: We replace
J
2
n
Jr
2
1
+
J
2
n
Jr
2
2
with div grad n, multiply with \
1,2
0
() on both sides of the strong formulation
and integrate:
_

div grad ndr

_

(
Jn(r)
Jr
1
+
Jn(r)
Jr
2
)(r) dr =
_

(r) sin r
1
dr. (7.2)
Greens formula with w =grad n gives
_

div grad ndr =

_

grad grad ndr +

_
0
grad n :d:.
Inserting this into (7.2) we obtain

grad grad ndr+

_
0
grad n:d:
_

(
Jn(r)
Jr
1
+
Jn(r)
Jr
2
)(r) dr =
_

(r) sin r
1
dr
The second term on the left side vanishes because = 0 on J. and we obtain
_

grad grad ndr +

_

(
Jn(r)
Jr
1
+
Jn(r)
Jr
2
)(r) dr =
_

(r) sin r
1
dr.
which is the same as (3.4).
Next, we prove that 1() is continuous:
[1()[ =

(r) sin r
1
dr

_
..
Schwartz
_
_

((r))
2
dr
_
_

(sin r
1
)
2
dr
70
_
_
_

((r))
2
dr
_
_

(1)
2
dr = 1
_
_

((r))
2
dr
_ 1
_
_

_
((r))
2
+[grad [
2
_
dr = 1 || .
Hence, [1()[ _ 1 || for all \
1,2
0
(), which means that 1 is continuous.
Exercise 3.4:We observe rst that c(n. ) is a bilinear form and want to check if
the conditions 2-4 are satised: Condition 2:
[c(n. )[ =

_
4
Jn(r)
Jr
1
. 2
Jn(r)
Jr
2
_
grad dr

_
Scwarz ineq.
_
_

_
4
Jn(r)
Jr
1
. 2
Jn(r)
Jr
2
_

2
dr
_
_

[grad [
2
dr =
=
_
_

4
2
_
Jn(r)
Jr
1
_
2
+ 2
2
_
Jn(r)
Jr
2
_
2
dr
_
_

[grad [
2
dr _
_
since 2
2
4
2
_
_

4
2
_
Jn(r)
Jr
1
_
2
+ 4
2
_
Jn(r)
Jr
2
_
2
dr
_
_

[grad [
2
dr =
= 4
_
_

_
Jn(r)
Jr
1
_
2
+
_
Jn(r)
Jr
2
_
2
dr
_
_

[grad [
2
dr =
= 4
_
_

[grad n[
2
dr
_
_

[grad [
2
dr _
_ 4
_
_

[grad n[
2
+[n[
2
dr
_
_

[grad [
2
+[[
2
dr = 4 |n| ||
i.e.
[c(n. )[ _ 4 |n| ||
Condition 3:
c(. ) =

_
4
J(r)
Jr
1
. 2
J(r)
Jr
2
_
grad dr

=
71

4
_
J(r)
Jr
1
_
2
+ 2
_
J(r)
Jr
2
_
2
dr

_
since 42
_

2
_
J(r)
Jr
1
_
2
+ 2
_
J(r)
Jr
2
_
2
dr

= 2

_
J(r)
Jr
1
_
2
+
_
J(r)
Jr
2
_
2
dr

= 2
_

[grad [
2
dr _ 2
1
C
0
+ 1
||
2
[The last inequality follows by Friedrichs inequality:
_

2
dr _ C
0
_

[grad [
2
dr.
which gives
_

2
dr +
_

[grad [
2
dr _ C
0
_

[grad [
2
dr +
_

[grad [
2
dr =
= (C
0
+ 1)
_

[grad [
2
dr.
Thus
1
C
0
+ 1
__

2
dr +
_

[grad [
2
dr
_
_
_

[grad [
2
dr
i.e.
1
C
0
+ 1
_
||
2
_
_
_

[grad [
2
dr.]
Thus [c(. )[ _ c||
2
where c = 2
1
C
0
+1
.
Condition 4:
1() =
_

dr
[1()[ =

1 dr

_
_

[ 1[ dr _
..
Schwarz
__

[[
2
dr
_1
2
__

[1[
2
dr
_1
2
_
_
__

[[
2
+[grad [
2
dr
_1
2
__

[1[
2
dr
_1
2
= ||
W
1;2
0
()

where =
__

[1[
2
dr
_
1
2
= 1. Thus [1()[ _ ||
\
which proves condition 4.
72
All conditions are satised, and hence, existence and uniqueness of the solu-
tion follow by Lax-Milgrams lemma
Exercise 3.5:
1. \ is a vector space: Indeed if n \ and \ and / 1 we have
that n + \
1,2
() and /n \
1,2
() (simply because \
1,2
() is a
vector space). Moreover,
_

n + dr =
_

ndr +
_

dr = 0 + 0 = 0 and
_

/ndr = /
_

ndr = /0 = 0. i.e. n + \ and /n \.

2. Next we show that \ is complete: Let n
I
be a sequence in \ converging
to a function n. Then n \
1,2
() since \
1,2
() itself is complete. By the
inequality (1.5) we obtain that
__

(n n
I
) dr
_
2
_ 1
__

[n n
I
[
2
dr
_
_ 1
__

[n n
I
[
2
dr +
_

[grad (n n
I
)[
2
dr
_
= 1|n n
I
|
2
W
1;2
()
.
i.e.
_
_
_
_
_

ndr
_

n
I
dr
. .
=0
_
_
_
_
2
_ 1|n n
I
|
2
W
1;2
()
0.
Thus
_

ndr = 0 and we obtain that n \. This shows that \ is complete.

3. We prove that c(.. .) and 1 satises the conditions 2, 3 and 4. This is done
exactly as for the Dirichlet problem, except that we must use the Poincars
inequality instead of Friedrichs inequality. Thus existence of a solution
follows by Lax-Milgram lemma (Theorem 3.1).
Exercise 3.6:
If c \
1,2
(). then the function = c (
1
jj
_

cdr) belongs to \ (since

1
jj
_

dr = 0 ). If n is the solution of (3.6) then

c(n. ) = 1() . (7.3)
Since
grad c = grad .
73
we have that
c(n. c) =
_

(`grad n grad c)dr =

_

(`grad n grad )dr = c(n. ) (7.4)

Moreover,
1() =
_

,dr =
_

,
_
c (
1
[[
_

cdr)
_
dr
=
_

,cdr (
1
[[
_

cdr)
_

,dr
. .
=0
(7.5)
=
_

,cdr = 1(c)
Thus, (7.3), (7.4) and (7.5) gives that
c(n. c) = 1(c) .
and this holds for all c \
1,2
(). This shows that n is a solution of the Neumann
problem (2.10).
Next, let n
2
be an other solution to (2.10). Then
c(n. c) = 1(c)
c(n
2
. c) = 1(c)
then
c(n. c) c(n
2
. c) = 0. \c \
1,2
(1 ).
Hence, using the linearity of c(.. .) we obtain that
c ((n n
2
). c) = 0. \c \
1,2
(1 ).
Particularly this holds for
c = n n
2
i.e.
c ((n n
2
). (n n
2
)) = 0.
Thus _
Y
` [grad(n n
2
)[
2
dr = 0.
74
which gives us that
grad (n n
2
) = 0. \ r .
Thus n n
2
= constant.
Exercise 3.7:
1. By inserting c = 1 in c(n. c) = 1(c) we obtain that
_

`grad ngrad c
. .
0
dr =
_

c
..
1
,dr.
i.e. that _

,dr = 0
2. The Neumann condition Jn,J: = 0 on the boundary implies no heat transfer
through the boundary, i.e. the body is insulated. If the total heat delivered
to the body
_

,dr
is larger than 0 then temperature will go to . if it is less than 0 the
temperature will never stop to fall. Both these extreme cases of solutions
do not belong to \
1,2
().
Exercise 4.1:
_
Y
`[grad c + c
i
[
2
dr =
_
Y
`(grad c + c
i
) (grad c + c
i
) dr =
=
_
Y
`[grad c[
2
dr+2
_
Y
`c
i
grad c dr+
_
Y
`[c
i
[
2
dr = c(c. c) 21(c) +
_
Y
`dr
21(c) +
_
Y
`dr
Thus, we obtain
min
2W
1;2
per
(Y )
1
[1 [
_
Y
`[grad c + c
i
[
2
dr =
2
[1 [
min
2W
1;2
per
(Y )
1(c) +
1
[1 [
_
Y
`dr
= (according to Theorem 3.2) =
75
=
2
[1 [
1(n
per
) +
1
[1 [
_
Y
`dr =
2
[1 [
_
1
2
c(n
per
. n
per
) 1(n
per
)
_
+
1
[1 [
_
Y
`dr
=
2
[1 [
_
1
2
1(n
per
) 1(n
per
)
_
+
1
[1 [
_
Y
`dr =
1
[1 [
_
1(n
per
) +
_
Y
`dr
_
=
1
[1 [
__
Y
`c
i
grad n
per
dr +
_
Y
`dr
_
=
1
[1 [
__
Y
`(
Jn
per
Jr
i
+ 1)dr
_
= `
i,e
.
Exercise 5.1: Since c = n
I
\
I
\ , we get that
c (n n
I
. c) = c (n. c) c (n
I
. c) = 1(c) 1(c) = 0.
Moreover, since c is bilinear and symmetric, we derive that
|r + |
2
o
= c (r + . r + ) = c (r. r) + 2c (r. ) + c (. ) =
= |r|
2
o
+ 2c (r. ) +||
2
o
Thus
|n |
2
o
= |(n n
I
) + (n
I
)| = |n n
I
|
2
o
+ 2c (n n
I
. n
I
) +|n
I
|
2
o
.
Since c (n n
I
. n
I
) = 0. we obtain that
|n |
2
o
= |n n
I
|
2
o
+|n
I
|
2
o
Thus,
|n n
I
|
2
o
= |n |
2
o
|n
I
|
2
o
_ |n |
2
o
Exercise 5.2:
_
1
1
2

1
2
1
_ _

1

2
_
=
_
2
1
_
.
The solution is
_

1

2
_
=
_
1
1
2

1
2
1
_
1
_
2
1
_
=
_
10
3
8
3
_
.
Exercise 5.3:
76
x
6 5 4 3 2 1 0
3.5
3
2.5
2
1.5
1
0.5
0
Figure 7.1: The plot of n
I
in the case of two and ve basis-functions
=
_

_
2 1 0 0 0
1 2 1 0 0
0 1 2 1 0
0 0 1 2 1
0 0 0 1 2
_

_
_

5
_

_
=
_

_
1
1
1
1
2
0
_

_
The solution is (not a part of the exercise, see also Figure 7.1):
_

5
_

_
=
_

_
13
6
10
3
7
2
8
3
4
3
_

_
Exercise 5.4: Strong formulation:
div 1 grad n = div grad n =
d
dr
_
dn
dr
_
= 1
Integration gives:
dn
dr
= r + c
1
n(r) =
1
2
r
2
+ c
1
r + c
2
77
Since n(0) = n(1) = 0. c
2
= 0 and 0 =
1
2
1
2
+ c
1
1. i.e. c
1
=
1
2
. Thus
n(r) =
1
2
r
2

1
2
r.
Exercise 5.5: From above we have that
dn
dr
= r + c
1
Since we are dealing with the Neumann problem we have that
dn
dr
(0) = 0 + c
1
= 0.
(i.e. c
1
= 0) and
dn
dr
(1) = 1 + c
1
= 0.
(i.e. c
1
= 1) which is a contradiction, so this is impossible, there exists no
solution in this case. On the other hand if , = sin r. = [0. 2:]. then
d
dr
_
dn
dr
_
= sin r.
which gives that
dn
dr
= cos r + c
1
.
The Neumann condition gives that
dn
dr
(0) = cos 0 +c
1
= 0
( i.e. c
1
= 1) and
dn
dr
(2:) = cos 2: + c
1
= 0
( i.e. c
1
= 1). Thus there are no contradictions as above where , = 1. Integrating
cos r + 1 we obtain that
n = sin r + r + c
2
.
78
where c
2
is an arbitrary constant. We note that
_

,dr =
_
2
0
sin rdr = 0.
According to Exercise 3.7) this is in general a necessary condition for obtaining a
solution for the Neumann problem. In the previous exercise
_

,dr =
_
1
0
1dr = 1 ,= 0.
Thus, we conclude that our observations agrees with the general theory stated in
Exercise 3.7.
Exercise 5.6:
=
_

_
4 1 1 0
1 4 0 1
1 0 4 1
0 1 1 4
_

_
Exercise 5.7:
=
_

_
4 1 0 0 1 0 0 0 0 0 0 0 0 0 0 0
1 4 1 0 0 1 0 0 0 0 0 0 0 0 0 0
0 1 4 1 0 0 1 0 0 0 0 0 0 0 0 0
0 0 1 4 0 0 0 1 0 0 0 0 0 0 0 0
1 0 0 0 4 1 0 0 1 0 0 0 0 0 0 0
0 1 0 0 1 4 1 0 0 1 0 0 0 0 0 0
0 0 1 0 0 1 4 1 0 0 1 0 0 0 0 0
0 0 0 1 0 0 1 4 0 0 0 1 0 0 0 0
0 0 0 0 1 0 0 0 4 1 0 0 1 0 0 0
0 0 0 0 0 1 0 0 1 4 1 0 0 1 0 0
0 0 0 0 0 0 1 0 0 1 4 1 0 0 1 0
0 0 0 0 0 0 0 1 0 0 1 4 0 0 0 1
0 0 0 0 0 0 0 0 1 0 0 0 4 1 0 0
0 0 0 0 0 0 0 0 0 1 0 0 1 4 1 0
0 0 0 0 0 0 0 0 0 0 1 0 0 1 4 1
0 0 0 0 0 0 0 0 0 0 0 1 0 0 1 4
_

_
79
7.1. Solution to further exercises
Exercise 6.2:
|n|
1
2
=
_
_
2
0
_
2
0
(cos r
1
)
2
dr
1
dr
2
=
_
2:,
|n|
W
1;2
=
_
_
2
0
_
2
0
_
(cos r
1
)
2
+ (sin r
1
)
2
_
dr
1
dr
2
= 2:
Exercise 6.3: The smallest space n belongs to is: 1) \
1,2
(1 ) 2)\
1,2
(1 ) 3)1
2
(1 )
4)non of these spaces 5)\
1,2
jcv
(1 ) 6)\
1,2
(1 ) 7)\
1,2
0
(1 )
Exercise 6.6: We multiply a test function c \
1,2
0
() on both sides, and
integrate
_

cdiv
_
Jn(r)
Jr
1
. /
Jn(r)
Jr
2
_
dr =
_

c, dr.
We do as before except that we use
w =
_
Jn(r)
Jr
1
. /
Jn(r)
Jr
2
_
and obtain the weak formulation.
Exercise 6.7 and 6.8: We observe rst that c(n. ) is a bilinear form and want
to check if the conditions 1-4 are satised: condition 1)
c(n. ) =
_

Jn
Jr
1
J
Jr
1
+ /
Jn
Jr
2
J
Jr
2
dr =
_

J
Jr
1
Jn
Jr
1
+ /
J
Jr
2
Jn
Jr
2
dr = c(. n).
Condition 2:
[c(n. )[ =

_
Jn(r)
Jr
1
. /
Jn(r)
Jr
2
_
grad dr

_
Scwarz ineq.
_
_

_
Jn(r)
Jr
1
. /
Jn(r)
Jr
2
_

2
dr
_
_

[grad [
2
dr =
=
_
_

_
Jn(r)
Jr
1
_
2
+ /
2
_
Jn(r)
Jr
2
_
2
dr
_
_

[grad [
2
dr _
80
_
since 1I
_
_

/
2
_
Jn(r)
Jr
1
_
2
+ /
2
_
Jn(r)
Jr
2
_
2
dr
_
_

[grad [
2
dr =
= /
_
_

_
Jn(r)
Jr
1
_
2
+
_
Jn(r)
Jr
2
_
2
dr
_
_

[grad [
2
dr =
= /
_
_

[grad n[
2
dr
_
_

[grad [
2
dr _
_ /
_
_

[grad n[
2
+[n[
2
dr
_
_

[grad [
2
+[[
2
dr = / |n| ||
i.e.
[c(n. )[ _ / |n| ||
Condition 3:
c(. ) =

_
J(r)
Jr
1
. /
J(r)
Jr
2
_
grad dr

_
J(r)
Jr
1
_
2
+ /
_
J(r)
Jr
2
_
2
dr

_
since I1

_
J(r)
Jr
1
_
2
+
_
J(r)
Jr
2
_
2
dr

=
_

[grad [
2
dr _
1
C
0
+ 1
||
2
The last inequality follows by Friedrichs inequality [This is shown earlier in the
text for the Dirichlet problem]. Thus [c(. )[ _ c||
2
for some positive constant
c.
Condition 4: The proof is the same as for the Dirichlet problem (see the text).
Since conditions 2-4 are satised there exists a unique solution by Lax-Milgram
lemma (Theorem 3.1), moreover since conditions 1-4 are satised the equivalence
of the two formulations follows by Theorem 3.2.
Exercise 6.9: Again we must show that conditions 2-4 are satised. We have
already proved condition 2) and 3) for c(n. ) above.
Condition 4: We have that:
[G()[ = [1() c(q. )[ _ [1()[ +[c(q. )[ (7.6)
81
Since 1() satises condition 4 ([1()[ _ c || for some positive constant c) and
c(q. ) satises condition 2 ([c(q. )[ _ c|q| || for some positive constant c) we
obtain from (7.6) that
[G()[ _ c || + c|q| || = (c + c|q|) ||
i.e.
[G()[ _ || . \
for some positive constant (= c +c|q|). Thus the existence and uniqueness of
the solution follows by Lax-Milgram lemma.
Exercise 6.10: n q = (n + q) q = n \
1,2
0
(). Moreover,
c(n. ) = c(n + q. ) =
bilinear
c(n. ) + c(q. ) = G() + c(q. )
= (1() c(q. )) +c(q. ) = 1().
Summing up: n q \
1,2
0
() and c(n. ) = 1() for all \
1,2
(). Hence n is
a solution of the problem. The uniqueness of the solution is proved as follows: Let
n
1
and n
2
be solutions n
1
= n
1
q and n
2
= n
2
q are solutions of the problem
given in Exercise 6.9 (since c(n
1
. ) = c(n
1
. ) c(q. ) = 1() c(q. ) = G()
and similarly that c(n
2
. ) = G()). But since these are unique, we have that
n
1
= n
2
. i.e. n
1
= n
2
)
Exercise 6.11: n
I
converges to the exact solution n. which can be found by
solving the problem (as before)
div
1
2
grad n =
1
2
div grad n =
1
2
d
dr
_
dn
dr
_
= 1
n(r) = r
2
r.
82