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I know that the piecewise linear finite element approximation $u_h$ of $$ \Delta u(x)=f(x)\quad\text{in }U\\ u(x)=0\quad\text{on }\partial U $$ satisfies $$ \|u-u_h\|_{H^1_0(U)}\leq Ch\|f\|_{L^2(U)} $$ provided that $U$ is smooth enough and $f\in L^2(U)$.

Question: If $f\in H^{-1}(U)\setminus L^2(U)$, do we have the following analogous estimate, in which one derivative is taken away on both sides: $$ \|u-u_{h}\|_{L^2(U)}\leq Ch\|f\|_{H^{-1}(U)}\quad? $$

Can you provide references?

Thoughts: Since we still have $u\in H^1_0(U)$, it should be possible to obtain convergence in $L^2(U)$. Intuitively, this should even be possible with piecewise constant functions.

Bananach
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  • I think that you get $|u-u_h|_0 \leq C h |u-u_h|_1$ from the standard Nitsche trick even for $u \in H^1$. You can find this e.g. in Braess - Finite elements. – knl Feb 03 '17 at 14:53

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Yes, this is the standard Aubin-Nitsche (or duality) trick. The idea is to use the fact that $L^2$ is its own dual space to write the $L^2$-norm as an operator norm $$\|u\|_{L^2} = \sup_{\phi\in L^2\setminus\{0\}} \frac{(u,\phi)}{\|\phi\|_{L^2}}.$$ We thus have to estimate $(u-u_h,\phi)$ for arbitrary $\phi\in L^2$. To do that, we "lift" $u-u_h$ to $H^1_0$ by considering first for arbitrary $\phi\in L^2$ the solution $w_\phi\in H^1_0$ of the dual problem $$\label{eq1}\tag{1} (\nabla w_\phi,\nabla v) =(\phi,v) \qquad\text{for all }v\in H^1_0. $$ Using the standard regularity of the Poisson equation, we know that $$ \|w_\phi\|_{H^2}\leq C \|\phi\|_{L^2}.$$

Inserting $v=u-u_h\in H^1_0$ in \eqref{eq1} and using Galerkin orthogonality for any finite element (in your case, piecewise linear) function $w_h$ yields the estimate $$ \begin{aligned} (\phi,u-u_h) &= (\nabla w_\phi,\nabla (u-u_h))\\ &= (\nabla w_\phi-\nabla w_h,\nabla (u-u_h))\\ &\leq C \|u-u_h\|_{H^1}\|w_\phi-w_h\|_{H^1}. \end{aligned} $$ Since this holds for all $w_h$, the inequality is still true if we take the infimum over all piecewise linear $w_h$. We therefore obtain $$\label{eq2}\tag{2} \|u-u_h\|_{L^2} = \sup_{\phi\in L^2\setminus\{0\}} \frac{(u-u_h,\phi)}{\|\phi\|_{L^2}} \leq C \|u-u_h\|_{H^1} \sup_{\phi\in L^2\setminus\{0\}} \frac{\inf_{w_h}\|w_\phi-w_h\|_{H^1}}{\|\phi\|_{L^2}}. $$ This is the Aubin-Nitsche-Lemma.

The next step is now to use standard error estimates for the best finite element approximation of solutions to the Poisson equation. Since $u$ is only in $H^1$, we don't get a better estimate than $$\label{eq3}\tag{3} \|u-u_h\|_{H^1} \leq \inf_{v_h}\|u-v_h\|_{H^1} \leq c \|u\|_{H^1} \leq C \|f\|_{H^{-1}}. $$ But fortunately, we can use the fact that $w_\phi$ has higher regularity since the right-hand side $\phi\in L^2$ instead of $H^{-1}$. In this case, we have $$\label{eq4}\tag{4} \inf_{w_h}\|w_\phi-w_h\|_{H^1} \leq c h \|w_\phi\|_{H^2} \leq C h \|\phi\|_{L^2} $$ Inserting \eqref{eq3} and \eqref{eq4} into \eqref{eq2} now yields the desired estimate.

(Note that the standard estimates require that the polynomial degree $k$ of the finite element approximation and the Sobolev exponent $m$ of the true solution satisfy $m<k+1$, so this argument doesn't work for piecewise constant ($k=0$) approximation. We also have used that $u-u_h\in H^1_0$ -- i.e., that we have a conforming approximation -- which is not true for piecewise constants.)

Since you asked for a reference: You can find a statement (even for negative Sobolev spaces $H^{-s}$ instead of $L^2$) in Theorem 5.8.3 (together with Theorem 5.4.8) in

Susanne C. Brenner and L. Ridgway Scott, MR 2373954 The mathematical theory of finite element methods, Texts in Applied Mathematics ISBN: 978-0-387-75933-3.

Christian Clason
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    And I get to make use of our shiny new citation feature :) – Christian Clason Feb 03 '17 at 12:55
  • Thanks for your answer, but continuous functions aren't embedded into $ H^1_0$ are they? – Bananach Feb 03 '17 at 14:12
  • Yes, sorry, I stroked off there -- they're dense, but not embedded. The duality argument works the same, though (just work with $H^1_0$ and $H^{-1}$ directly). I'll edit my answer accordingly. – Christian Clason Feb 03 '17 at 14:18
  • Thanks for the extensive update. And for finding another shiny citation – Bananach Feb 03 '17 at 16:12
  • @ChristianClason Could you explain how this is proved $$ \inf_{v_h}|u-v_h|{H^1} \leq c |u|{H^1} $$ – cfdlab Feb 04 '17 at 11:27
  • @PraveenChandrashekar That's the standard finite element approximation error estimate: the error for the best approximation of $u$ is certainly not worse than the interpolation error of $u$, which can be estimated using either the Bramble-Hilbert lemma (as in, e.g., Braess) or potential theory (as in, e.g., Brenner and Scott, see Theorem 4.4.20). Since you have the $H^1$ norm on both sides of the inequality, there's no power of $h$ (or $h^0$, if you prefer) on the right-hand side. – Christian Clason Feb 04 '17 at 11:38
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    @Praveen I don't think you need any theory here. Simple choose $v_h$ to be constant zero. – Bananach Feb 04 '17 at 17:51
  • @Bananach You are right, it is so simple. In Ciarlet, Thm. 3.2.3, convergence in $H^1$ is also shown using a density argument. But is there a convergence rate associated to this ? – cfdlab Feb 05 '17 at 03:26
  • As Christian said, if your data is such that $ u $ is only in $ H1 $ then you cannot get convergence rates in $ H1$. This is generally true: the projection operators from a Hilbert space on $ n $ dimensional subspaces do not converge at any rate to the identity in the sense that for any sequence of real numbers converging to zero there is an element such that it's projections converge slower than that – Bananach Feb 05 '17 at 05:22