The Method of Discretization in Time: Rel Rektorys

Mathematics and Its Applications
rel Rektorys
The Method of
Discretization in Time
and Partial Differential Equations
recht, Holland / Boston, U.S.A. / London, Englan

Prof. RNDr Karel Rektorys, DrSc.
Technical University Prague
The Method of
Discretization in Time
and Partial DifFerential Equations
D. R E I D E L P U B L I S H I N G COMPANY
Dordrecht: Holland/Boston : U.S.A./London : England
Library of Congress Cataloging in Publication Data
Rektorys, Karel.
The method of discretization in time and partial differential
CE
equations.
(Mathematics and its applications. East European series; v. 4).
Translated from the Czech.
Bibliography: p.
Includes index.
1. Boundary value problems — Numerical solutions. 2. Differential equations,
Parabolic — Numerical solutions. 3. Evohition equations — Numerical solutions.
I. Title, n . Series: Mathematics and its applications (D. Reidel Publishing Company).
III. Series: Mathematics and its applications (D. Reidel Publishing Company). East
European Series; v. 4.
QA 379. R 4413 1982 515.3'5 82-7658
ISBN 90-277-1342-1 (Reidel) AACR 2
Translated from the Czech by Karel Rektorys.

Published by D. Reidel Publishing Company,
P.O. Box 17, 3300 AA Dordrecht, Holland
in co-edition with SNTL — Publishers of Technical Literature — Prague.
Sold and distributed in the U.S.A. and Canada
by Kluwer Boston Inc.,
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Sold and distributed in Albania, Bulgaria, Chinese People's Republic,
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In all other countries, sold and distributed by
Kluwer Academic Publishers Group, P.O. Box 322, 3300 AH Dordrecht, Holland.
D. Reidel Publishing Company is a member of the Kluwer Group.
All Rights Reserved.

Copyright © 1982 by Karel Rektorys.
No part of the material protected by this copyright notice may be reproduced or utilized
in any form or by any means, electronic or mechanical including photocopying, record-
ing or by any information storage and retrieval system, without written permission
from the copyright owner.
Printed in Czechoslovakia by SNTL, Prague.
To the Technical University in Prague,
at the Occasion
of the 275-th Anniversary of Its Foundation
Contents
Editor's Preface IX
Preface XI
Notation Frequently Used XV
Chapter 1. Introduction 1
Chapter 2. A Brief Survey of Variational Methods 8
Part I. EXAMPLES 66
Chapter 3. Algorithm of the Method. Error Estimates 68
a) Algorithm of the method 68
b) Error estimates 81
Chapter 4. Linear Parabolic Problems 85
a) Illustrative examples 86
a) Homogeneous initial conditions 86
P) Nonhomogeneous initial conditions 94
b) A nontrivial example 107
c) An equation with time-dependent coefficients 118
Chapter 5. A Nonlinear Problem 127
Chapter 6. An IntegrodiflFerential Parabolic Problem 137
Chapter 7. A Problem with an Integral Condition 147
Chapter 8. Hyperbolic Problems 157
Chapter 9. An Application to Rheology 170
Part II. THEORETICAL ASPECTS OF THE METHOD OF DISCRE-
TIZATION IN TIME
Chapter 10. Introduction to Part II 185
Chapter 11. The Equation dujdt + Au = f. Existence and Conver-
gence Theorem 187
Chapter 12. Regularity Questions. Error Estimates 219
a) Smoother solutions 219
VII
VIII Contents
a) Regularity with respect to / 219

P) Regularity with respect to x 231
b) Error estimates 237
Chapter 13. Nonhomogeneous Initial and Boundary Conditions 247
a) Nonhomogeneous initial conditions. The very weak
solution 249
b) Regularity of the very weak solution. Problem of
error estimates 257
c) Nonhomogeneous boundary conditions 268
d) The problem (13.l)-(13.4) 274
Chapter 14. Approximate Solution of Elliptic Problems Generated by
the Method of Discretization in Time 277
Chapter 15. Problem with Time-Variable Coefficients 283
Chapter 16. Nonlinear Parabohc Problems 305
a) Basic concepts. The Gateaux differential 307
b) An existence and convergence theorem 314
c) Numerical solution of elliptic problems generated by
the method of discretization in time 327
Chapter 17. Integrodifferential Parabolic Problems 335
Chapter 18. A Problem with an Integral Condition 358
Chapter 19. HyperboHc Problems. Homogeneous Initial Conditions.
Existence and Convergence Theorem. Error Estimate 382
a) Existence and convergence 382
b) Error estimate 399
Chapter 20. Hyperbolic Problems. Nonhomogeneous Initial Conditions 410
Chapter 21. Concluding Remarks 430
a) Some other properties of the obtained solutions 430
a) Lipschitz continuity 430
P) 1/e L ^ J , F), u ' 6 L^(/, L,(G)) 431
Y) M„ -> u in C{I, V) 431
b) Replacing F-ellipticity by F-coercivity 433
c) Concerning the function / 434
d) Time-dependent stable boundary conditions 437
e) Nonhomogeneous unstable boundary conditions 440
References 446
Subject index 449
Editor's Preface
Growing specialization and diversification have brought a host of mono-

graphs and textbooks on increasingly specialized topics. However, the "tree"
of knowledge of mathematics and related fields does not grow only by
putting forth new branches. It also happens, quite often in fact, that bran-
ches which were thought to be completely disparate are suddenly seen
to be related.
Further, the kind and level of sophistication of rr.athematics applied in va-
rious sciences has changed drastically in recent years: measure theory
is used (non-trivially) in regional and theoretical economics; algebraic
geometry interacts with physics; the Minkowsky lemma, coding theory
and the structure of water meet one another in packing and covering theory;
quantum fields, crystal defects and mathematical programming profit
from homotopy theory; Lie algebras are relevant to filtering; and prediction
and electrical engineering can use Stein spaces.
This program. Mathematics and Its Applications, is devoted to such (new)
interrelations as exempla gratia:
— a central concept which plays an important role in several different
mathematical and/or scientific specialized areas;
— new applications of the results and ideas from one area of scientific
endeavor into another;
— influences which the results, problems and concepts of one field of en-
quiry have and have had on the development of another.
The Mathematics and Its Applications programme tries to make available
a careful selection of books which fit the philosophy outhned above. With
such books, which are stimulating rather than definitive, intriguing rather
than encyclopaedic, we hope to contribute scm.ething towards better commu-
nication among the practitioners in diversified fields.
IX
X Editor's Preface
Because of the wealth of scholarly research being undertaken in the Soviet

Union, Eastern Europe, and Japan, it was decided to devote special atten-
tion to the work emanating from these particular regions.
Thus it was decided to start three regional series under the umbrella of the
main MIA programme.
"Consumers" of mathematics, such as biologists, engineers, economists,
physicists, chemists, and geologists, always run a considerable risk of
meeting partial differential equations (evolution equations, reaction-
diffusion equations) which are hard to analyze both theoretically and
numerically. The method of discretization in time converts such a PDE
in a set of ODE's and turns out to provide a remarkably effective and
powerful tool, both for theory (existence, a priori estimates) and for numeric-
al analysis. It seems likely (in my opinion) that the results exposed here,
mostly due to the author and his school, will have a considerable impact
on the art of applying mathematics.
Krimpen aid IJssel , » . , • • i, . . .

' Michiel Hazewinkel
1982
Preface
Many years ago, E. Rothe suggested a method which made it possible to

convert the solution of a parabolic boundary value problem of the second
order in two variables x, t into the solution of p ordinary differential equa-
tions with corresponding boundary conditions. This method consisted
in dividing the interval [0, T] for the variable t into p subintervals of lengths
h = Tjp and in replacing, at each of the points of division tj — }h,j — \, ...
..., p, the derivative dujct by the difference quotient
For details see [29] and Chapter 1 of the present book. His idea was
adopted in a large number of later works which treated, especially, more
general parabolic problems of the second order. See, in particular, the
comprehensive work [20] by O. A. Ladyzenskaja, the paper [21] by Iljin,
Kalasnikov and Oleinik, etc. In these treatises, classical methods or methods
based on fixed point theorems of the Schauder type have been used, as
usual. A basic work applying the Rothe method to equations of higher than
of the second order is the paper [22] by O. A. Ladyzenskaja (see also the
paper [23] by S. I. Ibragimov, etc.).
A rather new technique of treating the parabolic problems of higher orders
in this way was shown in my paper [1], pubhshed in 1971. It yields, in
a relatively very simple way, apriori estimates on the base of which existence
and convergence questions can be easily answered, including those which
arise when elliptic problems, generated by the Rothe method, are solved
approximately. This technique was followed in other texts — see e.g. J.
Necas [13], J. Kacur [14], [15], [17], [18], J. Kacur, A.Wawruch [16], etc. -
XI
XII Preface
and, in particular, served as the base for the intensive study of evolution
problems in my seminar held at the Technical University in Prague. The
developed method was shown to be applicable to the solution of a very
broad scale of problems (parabolic problems, including intergrodifferential
problems or problems with an integral condition describing complicated
processes in heat conduction, hyperboUc problems, problems in rheology,
etc.). Numerical aspects of this method have been examined, similarly as the
theoretical ones concerning existence and convergence, error estimates,
regularity properties of the solution, etc.
To point out that the technique of this method is in a way different
from the one used in the "classical" Rothe method (or method of lines,
as the Rothe method is frequently called) and that the range of the appli-
cability of this method is somewhat broader, we have given it a new nam.e:
The method of discretization in time.
The present book is devoted, in the first place, to results obtained by this
method in my seminar during the recent years. Most of these results are
mine. As far as some ideas due to my colleagues are utilized, the fact is
pointed out in the text (see, in particular. Chapters 15,17 and, to a certain
extent, 19, 20). Almost all of the presented results are published here for
the first time. In particular, the whole Part II of the book is practically new.
Our method is a numerical method. This fact makes it interesting for
mathematicians as well as for "consumers" of mathematics, especially
for engineers. The first part of the book is devoted to this second category
of readers. One finds here the routine of the method. Many numerical
examples are presented (with corresponding programs for convenience, if
useful). The classical Ritz method as well as the finite element method are
apphed to the approximate solution of elliptic problems obtained by way
of the application of the method of discretization in time. The efficiency
of error estimates, derived in Part II, is tested on practical examples. These
questions are of interest to a mathematician as well. On the other hand,
a reader interested in the practical aspects of the method only, can leave
the investigation concerning error estimates (which may seem rather lentghy
to him) aside; usually, approximations obtained_by the method of discretiza-
tion in time are quit£^ satisfactory even in cases^^^w^ derived error
estimates are riot.
For the convenience of the reader, basic concepts and results related
Preface XIII
to the solution of elliptic problems by variational methods and needed

in this book are summarized in Chapter 2.
Part 11 of the book is written for mathematicians. (However, such an
approach was chosen that the reader who is not a professional mathematician
be able to understand the text without difficulties.) I hope that a specialist
will saturate his interest here in many directions (existence and convergence
theorems, error estimates, continuous dependence on the given data, regula-
rity properties of the weak or very weak solutions, etc.). At this point
I wish to thank many of my friends, namely Professors I. Marek, J. Necas,
J. Kacur, etc., for valuable suggestions born in frequent discussions.
There are many methods closely related to the one presented here. In par-
ticular, this concerns the Galerkin method in all its modifications (the finite
element time-space discretization, etc.). The results reached by these meth-
ods are very rich. However, it is my opinion that our method being very
natural, in essence, gives the possibility of particularly good insight into
the structure of the solution of the investigated evolution problems.
In spite of this, not all questions of interest are completely solved in this
book. As concerns hnear parabolic problems with time-independent
coefficients, almost all interesting questions are discussed here in satisfactory
manner (existence, convergence, including that of the "Ritz-Rothe" method,
continuous dependence on the given data, regularity, error estimates; see
Chapters 11 —14). However, this is not the case everywhere. Although the
basic questions (concerning existence and convergence, in particular) are
always positively answered, there remain problems to be solved. Some
of them are relatively simple, and their solution is a question of time only.
(To get a better error estimate in Chapter 15, for example.) Some of them
are more difficult. (This concerns, especially, nonlinear problems.) Never-
theless I have decided to summarize the results obtained up to now into
this book. I hope it will be of use. And I believe that the mere fact that
there remain many problems here to think about will provoke the reader
to engage in the further development of this theory.
Prague, April, 1981 Karel Rektorys

Notation Frequently Used
u e M [or u 4 M) u belongs (or does not belong) to the set M.

yu e M for all u e M.
Ey A'-dimensional Euclidean space.
G domain in £jv (multiply connected, in general).
In the book, bounded domains with the so-
called Lipschitz boundary F are considered (Chap.
2, p. 8; for details see [3], Chap. 28). The case
N = 1 is not excluded; G is then a bounded
open interval (a, b).
r boundary of the domain G
G Gu r.
u{x) brief notation for w(xi, ..., Xv).
K(X) dx brief notation for
[•h (xi, ..., A>) dxi ... dx,v. If N = 1,
then u{x) dx = M(X) dx.

G Ja
C^''''{G) the set of functions /c-times continuously
differentiable in G. Instead of C^°\G) (the set
of functions continuous in G), C{G) is briefly
written.
C^''^{G) the set of functions fe-times continuously
differentiable in G (in the ordinary sense of
continuous extension on the boundary). Instead
of C{[a, b\) for JV = 1, C[a, b\ is often used.
XV
XVI Notation Frequently Used
C'^'^~*{G) (or C*'^'(G)) the set of functions infinitely times continuously

differentiable in G (or in G).
C[,**(G) the set of functions from C^'^XG) with a compact
support in G (Chapter 2, p. 9).
H Hilbert space (Chapter 2, p. 15).
LjfC) Hilbert space of functions square integrable in G
(Chapter 2, p. 9).
(u, v) scalar product in /.2(G) (Chapter 2, p. 9).
||ujj norm in -L2(G) (Chapter 2, p. 9).
Q(U, V) distance in L2{G) (Chapter 2, p. 9).
l^f^G) Sobolev space (Chapter 2, p. 37).
î^^G) closure of the set C^"'(<^) i" the metric of the
space Pfi*>(G) (Chapter 2, p. 40).
V subspace of the space H^2**'(G) of such functions
which fulfill the homogeneous stable boundary
conditions on F (in the sense of traces; Chapter
2, p. 42, 55).
Ii"||n',<'-)(G) norm of the function u in the space WJ^X^)-
jjullv Mw,ih(G) for " e F .
/ interval [0, T] (in the variable t).
L2{l, H) space of abstract functions from the interval /
into a Hilbert space H, square integrable in the
interval / in the Bochner sense (Chapter 11,
p. 203).
L2(i, LîG)), 1,(1, V) special cases of LiQ, H) for H = L2(G) and
H = V. (spaces most frequently used in the
book.)
C{I, H), AC{I, H) see Chapter 11, pp. 201, 203
A{V, U) bilinear form corresponding to the operator A
(Chapter 2, p. 50).
((y,!()) bilinear form corresponding to the given
(elhptic) problem (Chapter 2, p. 60).
[v; P} set whose elements have the property P; for
example
[v; V e W^'\a, b), v{a) = 0, v{b) = 0}
means the set of those functions from the space
Notation Frequently Used XVII
W2^\a, b) which satisfy the conditions v{a) = 0,

v{b) = 0.
d division of the interval / = [0, T] into p sub-
intervals Ij (j = I,..., p) of lengths h = Tjp.
tj = jh points of division of this interval.
Zj[x) approximation of the function u{x, t) for ( = tj.
z(x) - (z-^ (x)
Zj{x) = -^^—^ LJ_LW approximation of dujdt for t = tj.
h
Z(x) - Z _ (x)
Sj{x) = ~J^~^ LJS_J approximation of dûjdt^ for t = tj.
h
Sj{x) = ^-MJ^:-^^^ approximation ofdûldt'' for t = tj.
h
M,(A', /) the Rothe function corresponding to the divi-
sion rf (Chapter 11, (11.43)).
d„ division of the interval / = [0, T] into 2 " " V
subintervals /" (j = 1,..., 2"~ V ) of lengths
h„ = r/(2"-V)-
fj, z"(.x), Z"{x), are defined for the division d„ similarly as above
sj(x), S"(x), u„[x, t) for the division d. (For details see Chapters 11,
12.)
Common "licences" are used in the book. For example, / ( x ) means the
value of the function / at the point x. However, f{x) is also used for the
function / itself, in particular if it is useful to point out t h a t / i s a function
of the variable x.
Similarly, w(x, i) denotes that u is the function of x and t, i.e. the function
of the variables x,, ..., x,v, t. At the same time, the notation u{t) is used
for the same function considered as an abstract function of the variable /
(into L2(G), or V, etc.). Instead of a bihnear form ((r, u)) defined on the space
W^^G) X W^^^{G), we speak briefly about the form {{v, u)) on the space
Wj'îG). The assumption on boundedness of the form ((y, «)) on the space
M^j'^G) (this assumption seems to be more intuitive to a reader who is not
a professional mathematician) can be replaced everywhere by a slightly
more general assumption of boundedness on the corresponding space V.
XVIII Notation Frequently Used
Practically, these two assumptions are equivalent, because the way how
to verify them is the same.
The symbols Zj, or other symbols, as well as results, are often complet-
ed by "j = 1,..., p", etc. However, it is not the case everywhere, especially
where it is evident for which / s these symbols are considered or resuhs
valid.
Chapter 1
Introduction
The idea of the approximate solution of mixed boundary value problems

by the method of discretization in time is very simple. We show this on the
following example:
EXAMPLE 1.1. Solve the problem

du_dhi
-— = sin X in the domain 0 = (0, TI) X (O, 1) (l.l)
dt dx^
u{x, 0) = 0 , (1.2)
w(0, t) = M(7C, /) = 0 . (1.3)
In this case it is easy to find the explicit solution:
u{x,t) = {I - c-') sin X. (1.4)
Thus, this example is only illustrative. We have chosen it to have the possi-
bility of comparing the results obtained by our method with the exact solu-
tion.
Divide the interval ^ = [0,1] into five subintervals I^, ...,Is{li =
= [/,_], /,], i = 1,..., 5) of the lengths h = 0.2. For to = 0, put
Zo(x) = 0 (1.5)
in accordance with the initial condition (1.2), and find, subsequently, for
fj = 0.2 , /2 = 0.4 , ^3 = 0.6 , ^4 = 0.8 , /s = 1 ,
such functions
ZI(A-) , z.ix), Z3{x), Zi{x), zs{x) (1.6)
Chapter 1
(see Fig. l) that
z(x) - 2,-i(.x) „/ N
-''^^ J—L5^^ _ 2:"lx) = sin X (1.7)
zXO) = 0 , Z,(K) = 0 (1.8)
be fulfilled f o r ; = I , . . . , 5.
Fig. 1.
It is well seen that the quotient
^kA - -/-iW (1.9)
with h = 0.2 stands here for the derivative dujdt in (1.1), while the boundary
conditions (1.3) are replaced by the conditions (1.8).
Replacing the derivative dujdt by (1.9), we establish a_^^discretization
of our problem in the direction of the time-axis". This gives the name
to our method.
For J = 1, (1.7) becomes
Zi(x) - Zo(x)
— z'i(x) = sin X ,
Introduction 3
or, with regard to (1-5),

-hz'[ + zi = hsinx . (I.IO)
The boundary conditions (1.8) are
Z,(0) = 0 , 2,(7l) = 0 . (I.U)
Consequently, we solve an o r d i n a r y differential equation (I.IO) with

boundary conditions (l-H).
In this very simple case, the solution is obviously of the form
ri(x) = A^ sin x . (1-12)
Putting (1.12) into (l.lO) with
2I'(A) = — yli sin X ,
we get
Ai{h + l)s'in X = h sin x ,
whence
Ai = = 1
I + h 1+ h
and finally
z,{x) = (l-j^yinx. (1.13)
(The form
1- '
1 + b
has been chosen for Ai because of its usefulness to be seen later.)
Similarly, for 7 = 2, (1.7) yields
— hz'^ + Z2 = h sin x + z,(x) = /z sin x 4- I 1 I sin x

^ \ 1 + hj
(1.14)
with the boundary conditions
z,{0) = zîn) = 0 . (1.15)
4 Chapter 1
Assuming the solution in the form
Z2(x) = A2 sin X
again, we get, in the same way as before,
. . ( . + i) = * + ( i - ^ ) ,
h+I 1 , 1
A. = —• = 1
h+ I (1 + hf (1 + hf
and
zJx) = \l Isinx. (1.16)
Similar results are easily obtained for j = 3, 4 and 5. Thus we have
Putting here h = 0.2 and rounding off to four decimals, we obtain finally
Zi(x) = 0.1667 sin x ,

Z2(x) = 0.3056 sin x ,
Z3(x) = 0.4213 sin x ,
Z4.{x) —- 0.5188 sin x ,
Z5(x) = 0.5981 sin X . (1.18)
For comparison, the exact solution (1.4) gives for t = ti — 0.2, ...,t =
= t, = l:
u(x, /i) = 0.1813 sin x ,
u(x, ^2) = 0.3297 sin x ,
M(X, tj) = 0.4512 sin x ,
M(X, (4) = 0.5507 sin x ,
M(X, (5) = 0.6321 sin X . (1.19)
Introduction 5
The simple example, just presented, shows that the method of discretiza-
tion in time yields approximate solutions Zi(x), ..., z^(x)of the given prob-
lem at discrete values of the variable ( only. To get an approximation
in the whole domain Q, we may construct a function — let us denote it by
Mi(.x, t) — defined in the J-th subinterval
by
u,{x, t) = z,_,(x) + ^ ^ [z,(x) - zj..,{x)] . (1.20)
h
I For example, in the interval 12, the function «i(x, t) is of the form
Mi(x, t) = zi{x) + — - ^ [z2(x) - zi(x)] =

n
= 0.1667 sin x + ^ ~ ^'^ . 0.1389 sin x.

0.2
Thus, for X fixed, the function uîx, t) is a piecewise linear function of /
in the interval [0, 1]. See also Fig. 1, p. 2.
Let us divide the interval / = [0, 1] into 5 . 2 = 10, 5 . 2^ = 20, 5 . 2^ =

= 40,..., 5 . 2 " " ^ . . . subintervals of lengths 0.1, 0.05, 0,025, ..., 1/(5 .
. 2""^),.... respectively. Denote the corresponding divisions by ^2, d^,...
..., d,„ .... (By di we denote the original division of / into 5 subintervals
of lengths 0.2.) In an entirely similar manner as before, let us construct,
for these divisions, the functions
U2(x, t), M3(x, t),..., u„(x, t),... .
Thus, we get a sequence of functions
u„{x,t), n = 1,2,... . (1.21)
Intuitively, it may be expected that this sequence will converge (at least in
an appropriate sense) to the solution of our problem.
In such a simple case as is the problem (1.1)—(1.3), this fact is not difficult
to be established. Nevertheless, in the general case questions concerning the
convergence of this sequence, and the more questions concerning the error
6 Chapter 1
estimate, are not all simple. For this reason, their investigation is postponed
to Part II of this book. For illustration, let us show here how do the appro-
ximations of the solution of the problem (l.l) —(1.3) at the points ti = 0.2,
^2 = 0.4 and fs = 1 become better if a finer division of the interval / into
100 subintervals of lengths h = 0.01 is chosen. We get (after rounding off
to four decimals):
at the point t = 0.2:
1 1 sin X = 0.1805 sin X, (1.22)

(1 + 0.01)^°
at the point t = 0.4:
1 sin X = 0.3284 sin X , (1.23)

L (1 + 0.01)*°J ^ '
at the point t = 1:
\l i 1 sin X = 0.6303 sin X . (1.24)

L (1 + 0.0])>°°J ^ '
These approximations are much better than the approximations (1.18)
obtained by the division of the interval / into subintervals of lengths h = 0.2.
Although no general conclusions can be drawn from this special case,

Example 1.1 gives the reader a certain idea concerning the behaviour of the
present method.
Example 1.1 has been chosen in such a simple form in order that the idea of
the method and its basic features be easily seen. On the other hand, this example
is t o o simple to show the whole scope of problems; its approximate solution
leads to the solution of problems (1.7), (1.8) which can be solved even in
closed form since they are problems in ordinary differential equations with
constant coefficients, with a special right-hand side and with very simple
boundary conditions. Such a case is not typical, of course. Difficulties arise
even in the case of ordinary differential equations with variable coefficients
and, in particular, in the case of partial differential equations which are
obtained by the method of discretization in time if the given equation is
an equation in more than one space variables. In such cases, these problems
Introduction 7
are to be solved approximately, as a rule. Many, especially those encountered

in apphcations, are of the so-called F-elliptic type (see Chap. 2, p. 62).
If they are symmetric moreover, one can apply direct variational methods
(the classical Ritz method, the finite element method, etc.). Variational
methods are discussed in detail in the author's monography [3]. Because
it is not assumed that the reader is acquainted with these problems very much,
a brief survey of the main concepts and results of this theory is presented
in the next chapter. Only then do we proceed to the application of the
method of discretization in time to the solution of more complicated
problems.
Chapter 2
A Brief Survey of Variational Methods
In this chapter we present a brief survey of variational methods of solution

of elliptic problems in differential equations (ordinary as well as partial).
These problems are treated in detail in the author's monography [3].
In this chapter we are concerned with l i n e a r problems. Nonhnear problems
are treated briefly in Chapters 16 and 5. See also Chapters 17, 18, 6, 7.
Throughout the book, G means a bounded domain in the N-dimensional

Euclidean space £jv, with the so-called Lipschitz boundary P. The exact
meaning of this concept can be found in [3], Chap. 28. Especially, to such
domains there belong bounded domains in £2 (multiply connected, in gen-
eral) with a smooth or piecewise smooth boundary, without cuspidal points.
Examples of such domains are circles, annuh, squares, triangles, etc. Similarly,
in E, there belong, to these domains, spheres, elHpsoids, cubes, pyramids, etc.
If A^ = 1 (this case is not excluded), then G is a bounded open interval
(a, b).
Points in £^ are denoted by x (instead of the rather cumbersome notation
{xi, ..., X;v)). Instead of
... M(XI, . . . , x ^ ) d x i , . . . , dxjv
we write briefly
L M(X) dx .
By C^^\G), or C^-''(G), respectively, we denote the set of all functions

continuous together with their (partial) derivatives up to the order,/ inclusive
in G, or G (in G in the familiar sense of continuous extension up to the
Variational Methods 9
boundary). Here, by the zero derivative of a function u we mean this

function itself. Instead of C^°\G), or CS^XG), we write briefly C(G), or C{G),
respectively. Instead of C'-''((a, bj), or C^^'([a, bj), we write briefly C^-''(fl, b),
or C'^'[a, b], respectively.
C^'^'{G), or C*'°^(G) means the set of functions with all continuous (partial)
derivatives in G, or G, respectively.
As well known, every function u e C{G) (and the more u 6 C'-^\G) with
j > 0) is bounded in G.
The symbol C\)^\G) means the set of all functions u(x) which are infinitely
many times continuously differentiable in G, with the so-called compact
support in G. Here, the compact support of a function u(x) (denoted by
supp M) is the closure ofthe set of all the points x e G for which M(X) + 0.
Thus a function u{x) belongs to C\)^\G) if
u 6 C'^'^\G) and supp « <= G . (2.1)
An example of a function u e C^°°^( —3, 3) is the function defined by
e-i/(4-^) for |x| < 2 ,
u{x) = (
0 for |2| ^ |xj < 3 .
(For details see [3], p. 99.)
L2(G) means the set of all functions M(X) square integrable in G (thus the
integral Jg M^(X) dx exists, in the Lebesgue sense, and is finite; see [3],
Chap. 28) on which there are defined:
the scalar product
(w, v) —- u(.x) i;(x) dx , (2.2)
the norm
\\ul = V(H,M)= /ru^(x)dx, (2.3)
the distance
e{u, v) = \\u -v\\= I [M(X) - v{x)Y dx . (2.4)
10 Chapter 2
R E M A R K 2.1. For two functions n(x), v{x) which need not be equal
at all points x e G, we may have
L
} G
[u{x) - v{x)Y dx = 0 .
According to (2.4), their distance in the space L2(G) is equal to zero. Such
functions are called equivalent. They diifer in G on a set of (Lebesgue) mea-
sure zero, or, as we say, they are equal almost everywhere in G. In parti-
cular, if two functions are different only at a finite number of points in G,
they are equivalent in LjfG).
All equivalent functions are considered as the same element of the space
For example, we consider as the zero function in L2(0, 1) not only the
function u(x) s 0 in [0, 1] but also every equivalent function, e.g. the
function v(x) defined in [0, 1] by v{x) = 0 in (O, 1] and v{x) = 1 for x = 0.
Having in mind the concept of equivalent functions, we can state the
following properties of the scalar product, norm and distance in the space
2,2(0) (u[x), v(x), r(x), M,(x), U2{x) are arbitrary functions from L2{G),
flj, 02 are arbitrary real numbers):
Scalar product:
{u, v) = (r, u) , (2.5)
(ajM, + fl2"2» v) = ai(ui, v) + 02(112, v), (2.6)
(u, M) ^ 0 , (2.7)
(t,, «) = 0 => M = 0 in L2{G)}) (2.8)
Norm:
|M| > 0 (2.9)
l"l = 0^ M == 0 in L2(G), (2.10)
I aw1 '= 1^1 I t^'li ' (2.11)
|(", 4 — u||'1 I t;'II (2.12)
jlw + v\ < II I<'II + (the triangle inequality), (2-13)
H - llrii < II" (2.14)
' ) By tt = 0 in L2(G) we denote the zero function in this space, thus (see Remark 2.1)
the function u(x) = 0 or an equivalent function. (Without the convention on equivalent
functions, (2.8) would not be true.)
Variational Metliods 11
Distance:
Q{U, C)^0, (2.15)
Q(II, U) = 0 <=> U = r in ^2(0), (2.16)
Q{U, V) = e{v, t() , (2.17)
g[u, z) ^ Q(U, V) + Q(V, Z) . (2.18)
REMARK 2.2. Inequality (2.12) is called the Schwarz inequality. When

written in detail, it becomes (cf. (2.2), (2.3)):
| r u ( x ) D ( x ) d x S. / u\x)dx. \v\x)dx, (2.19)

l.c VJG VJC
or
u(x) v{x) dx ] ^ M^(x) dx . v^(x) dx (2.20)
By (2.4), in the space Lj the so-called metric is defined, the space L2(G)
is an example of the so-called metric space ([3], Chap. 7). On this base,
we define convergence:
A sequence of functions «„ e L2(G) is said to converge in this space
(or to converge in the mean) to the function u e L2{G), and we write
M„ - u in L2(G), (2.21)
if
hm Q{U, U„) = 0 , (2.22)
or (see (2.4)) if
lim / (w - I'nf dx = 0 : (2.23)
or (what is the same) if
lim (M — u„y dx = 0 . (2.24)

n - * 00
For example, the sequence of functions M„(X) defined in the interval

[0. TT] by
12 Chapter 2
n
cos nx for 0 ^ x ^ —,
0 for
— < X ^ 7t
2n
(sketch the graphs of these functions) converges, in £2(0,7t), to the function
u(x) = 0, because
lim (0 — u„y dx = lira cos^ nx dx = \im — = 0 .
On base of the concept of convergence of a sequence, the convergence

of an infinite series
00
Xu„(x), u„eL,{G), (2.25)

n=l
is defined: We construct the sequence of the so-called partial sums
sîx) = i «„(x) (2.26)

and call the series (2.25) convergent in the space L2{G) with the sum 5 e L^{G)
if
5 , ^ 5 in L2(G). (2.27)
We say that two functions u,ve L2(G) are orthogonal in the space i.2(G)>
and we write
ulv, (2.28)
if
(u, r) = 0 . (2.29)
A system (sequence)
u,{x),...,u„{x),... (2.30)
is called orthogonal in L2{G) if
(«,., U ; i ) - 0 for i + k. (2.31)
If, moreover,
{Uk> w*) = 1 for every k , (2-32)
the system (2.30) is called orthonormal.
Let (2.30) be an orthonormal system in L2(G), let u(x) be an arbitrary

function from this space. The numbers
a„ = (". «„) > (2-33)
or the series
i «n «„(x) (2.34)
n=l
are called the Fourier coefficients, or the Fourier series of the function u(x)
with respect to the system (2.30), respectively.
The series (2.34) can be shown to be always convergent in the space
L 2 ( G ) . However, it need not converge to the function u{x). If the system
(2.30) is such that for every u e L2{G) the corresponding Fourier series
converges to M(X), this system is called complete.
An example of a complete orthonormal system in L2{0,1) is the system
of functions
?)sin^, „ = ],2,.... (2.35)
A set M of functions from L2(G) is called dense in this space, if every

function u e L2{G) can be approximated to arbitrary accuracy, in the sense
(2.4), by an appropriate function from M. In more detail: M is dense
in L2(G) if to every u e L2(G) and to every e > 0 such a function i' e M
can be found that
Q(U, V) < e . (2.36)
An example of a set dense in L2(G) is the set of all polynomials (in N
variables if G c E^^). Thus every function u e L2{G) can be approximated,
to arbitrary accuracy in the metric (2.4), by a polynomial.
The concept of density is of fundamental importance in numerical methods
because it concerns the possibility of the approximation of functions (e.g.
of the solution of a problem to be found) by functions of a certain type
(e.g. by polynomials).
A system (not orthogonal, in general)
v„{x), n = l,2,... (2.37)
of functions from L2(G) is called complete in this space if the set of all
linear combinations of these functions is a dense set in L2(G).
14 Chapter 2
If, moreover, the system (2.37) is linearly independent in 1.2(G) (none

of the functions (2.37) can be expressed as a linear combination of the others)
it is called a base in this space.
In particular, every complete orthonormal system in L2(G) is a base in
this space. (In this case we speak of an orthonormal base.) All its terms
being orthogonal and different from zero, this system is linearly indepen-
dent; moreover, the set of all linear combinations of its terms is dense
in L2(G) since every function u e L2(G) can be approximated, to arbitrary
accuracy in the sense of (2.36), by a partial sum of its corresponding Fourier
series with a sufficiently large number of summands.
The space L^CG) is separable, i.e. there exists a subset M which is count-
able and dense in this space. For this set one can take the set of all poly-
nomials with rational coefficients.
Further, the space L2{G) can be shown to be complete, which means that
every Cauchy sequence of functions of this space has a limit in this space.
Here, a Cauchy sequence is a sequence of functions M„(.\) from L2{G) such
that
hm e{u,„, M„) = 0 . (2.38)
m-*OD
n-"yc
(In more detail: {M„(X)} is a Cauchy sequence in 1.2(G) if to every e < 0

an «o can be found such that
m > «o > n > «o ^ e(wm> w«) < f-) • (2-39)
The space ^-2(0) is an example of the so-called Hilbert space:

Let M be a linear set^) of elements (which may be of a considerably
more general character then are functions). Let a scalar product be defined
on M, i.e. let to every pair u, v e M a real number, denoted by
(", ^0 ' (2-40)
^) A set M is called linear (in more detail: linear over the set of real numbers) if for
its elements the operations of the addition of two elements and of the multiplication
of an elemsnt by a real number are defined, with properties familiar from vector
algebra (of the form au + bu = (a + b) 11, etc., see [3], Chap. 6), while
u e M, V e M, a, b real numbers => au -{- bu e M.
be assigned with properties (2.5) —(2.8).^) Let us define the norm and the
distance by
|Mi=V("'")' (2-43)
Q{U, V) - IIu - t;|| . (2-44)
Then these quantities are easily shown to satisfy (2.9) —(2.18).

In this way, a metric space — let us denote it by S2 — is obtained, the
so-called space with a quadratic metric, or a unitary space. Concepts as
convergence, orthogonahty, density, completeness, etc., are defined here
in an entirely similar way as in the space L2{G).
DEFINITION 2.1. If the space S, is complete*), it is called a H ilbert space.

For details, with a lot of examples as well as counter examples, see [3]
Chap. 6.
•') For example, let M= C*'^ [0, 1]. This is a linear set provided the sum of two
functions and the multiplication of a function by a real number are defined in the usual
way. Let
.1 p
(«, v) = I iw dx -|- I u'v' dx . (2.41)
Jo Jo
Then all the properties (2.5) —(2.8) can be easily established, so that (2.41) is a scalar
product on C'^> [0, 1].
On the other hand, define
(u, v) = I u'v'
(u,v)= dx .
u'v'dx. (2.42)
Jo
(2.42) is not a scalar product on C*^' [0, 1]: The properties (2.5) —(2.7) are preserved,
however (2.8) is not valid, because
(«,«)= u'^
does not imply u(x) = 0, but only u'(x) s 0 and u{x) s const.
"*•) It need not be always the case. For example, it can be shown (see [3], Chap. 6)
that the space ^2 obtained when defining the scalar product (2.41) on the linear set
C<'* [0, 1] is not complete.
16 Chapter 2
Now, let us consider the differential equation (ordinary or partial)

/lu - / (2.45)
with some boundary conditions. Here, A is a linear differential operator
of order 2k (with sufficiently smooth coefficients — we do not go into the
details here, see [ 3 ] ) , / E L 2 ( G ) .
The given boundary conditions will always be assumed linear and homo-
geneous (thus satisfied by the function u{x) = 0').
Denote
D^ = {u; u e C'^'^^) ; u satisfies all the given boundary
conditions] . (2-48)
We read: "D^^ is the set of all functions from C'-^''\G) (thus 2fc-times contin-
uously differentiable in G) which satisfy all the given boundary conditions."
Such functions will be called admissible functions or comparison functions.
The set Dj, thus the set of all admissible functions, will be called the domain
of definition of the operator A.
Let us point out that the domain of definition of the operator A is not
the domain G, but a set of functions.
EXAMPLE 2.1. Consider the problem

— M" 4- (1 + cos^ x) u = sin X , (2-49)
i((0) = 0 , u{n) = 0 . (2.50)
' ) This assumption implies that the set D^ of all admissible functions (see (2.48)) is
a linear set, what makes all considerations much simpler. If the boundary conditions are
not homogeneous, we often succeed in constructing a sufficiently smooth function w(x)
satisfying these conditions. Then the solution of cur prcblem can be assumed in the
form
u = V + w, (2.46)
where the function v(x) has to satisfy the equation
Av = f- Aw (2.47)
with corresponding homogeneous boundary conditions.
On the construction of a function w^x) see [3], Chap. 11. See also [3], Chap. 46,
where the possibility of construction of such a function is discussed from the theo-
retical point of view.
On a more suitable formulation of the problem with nonhomcgeneous boundary
conditions see p. 52 ff.
Equation (2.49) is of the second order, thus 2k = 2. The boundary

conditions are homogeneous.
D^ = {u;ue C'"[0, TT], «(0) = 0, U{K) = 0} . (2.51)
An example of a function from D^, thus of an admissible function, is the
function
u = sin X ,
or the function
u = x{n — x)
u^sin X
Fig. 2.
U'XfTC-x}
Fig. 3.
n X
Fig. 4.
(Figs 2, 3). The function

u = n — X
(Fig. 4) is not admissible: It belongs well to C^^'[0,7c] and satisfies the second
18 Chapter 2
of the conditions (2.50), however, it does not satisfy the first one. The
function sketched on Fig. 5 is not admissible, either: Indeed, it fulfils both
the boundary conditions (2.50), but it does not belong to C'^'[0, n] (not
even to C*^^[0, TT] because u'(x) is discontinuous at the point x = TI/2).
u=>i-x
Fig. 5.
DEHNITION 2.2. A (linear) operator A is called symm,etric on Dj') if

(y4M, v) = (u, Av) holds for every pair of admissible functions u, v\
(2.52)
positive on D^ if it is symmetric and if
{AU, U) ^ 0 holds for every admissible function u (2-53)
while
{All, u) == 0 =* u(x) = 0 ; (2.54)
positive definite on D^ if it is symmetric and if there exists such a constant
C > 0 independent of ii that
[AU, U) ^ C^||w|P holds for every admissible function u.^) (2.55)
REMARK 2.3. According to Definition 2.2, every positive or positive defi-

nite operator on D^ is symmetric on D^. A simple consideration yields
that a positive definite operator on D^ is also positive on D^.
*) Thus on the set of all admissible functions.

'') Here, 1|-|| is the norm in LjiG). At this stage, it is sufficient for us to investigate
the equation (2.45) in the space L2(G}. For a more general point of view concerning
the investigation of this equation in a Hilbert space H, see [3], Chaps 8 and 9. In that
case, the density of i ) ^ in H is required in the definition of symmetry. In the case of
H= LîG), this density follows from the density of C^°°^(G) in L2{G) (because each
of the functions u s c'^°^^{G) satisfies the given homogeneous boundary conditions;
for details see [3], Chap. 8).
EXAMPLE 2.2. Consider the operator A from Example 2.1 given by

All = -It" + (1 + cos^ x) u (2.56)
on the set of admissible functions (2.51). We show that, on D^ this operator
is symmetric and positive, even positive definite.
Symmetry: We have to prove (2.52). i.e. to show that
{All, u) = [ — u" + (1 + cos^ x) M] V dx =

Jo
= (u, Av) = u [ - t ! " + (1 + cos^ x)] V dx (2-57)
holds for every pair u, v of admissible functions.

First, we have obviously
fin fin
(1 + cos^ x) uy dx = w(l + cos^ x) t; dx . (2.58)
Jo Jo
Thus, it remains to prove that
fin fin
( - « " ) i; dx = u{-v") dx for all w, ve D^. (2.59)
Jo Jo
However, if w e D^, v e D^, then (see (2.51))
M(0) == 0 , M(7r) = 0 , D(0) = 0 , t'(7r) = 0 .
Consequently, integration by parts yields
fin fin fin
— u"vdx = —[u'vjl + HV dx = u'v' dx =
Jo Jo Jo
= [uv'fo - I tiv" dx = - I iiv" dx (2.60)

Jo Jo
by which (2.59) is established. In this way, the symmetry of the operator A
on the set of admissible functions (2.51) is proved.
At the same time, it follows from (2.60) that
[Au, v) — [ —u" + (1 + cos^ x)u]y dx =
i:
n
[u'v' + (1 + cos^ x) uv] dx . (2.61)
20 Chapter 2
P o s i t i v e n e s s : By (2.61), we have
{Au, u)= \ [u'^ + (1 + cos^ x) 1(2] dx (2.62)
wherefrom (2.53) follows immediately.

We have to prove (2.54). Thus let {Au, u) = 0, i.e. let
M'2 dx + (1 + cos^ x) w^ dx = 0 . (2.63)
Each of the integrals in (2.63) is nonnegative, consequently (2.63) is fulfilled

only if both these integrals are equal to zero. Now, it e €'•^^[0,7t], thus
M'(X) is a continuous function in [O, TI]. So we get
I/O
.'2 dx = 0 => M'(X) = 0 => M(X) = const in [0,7t] .
u'^
But w 6 D^, thus M(0) = 0 and according to (2.64) «(x) s 0. Summarizing

(2-64)
we have
(Au, u) = 0 => «(x) = 0 ,
which proves (2.54). (2.52), (2.53) being fulfilled, the positiveness of the
operator A on the set D^ is established.
P o s i t i v e d e f i n i t e n e s s : We have obviously
(Au, u)= \ [u'2 + (1 + cos^ x) u^] dx ^ j M^ dx = Ijwjl^

^' ^' (2.65)
Thus it is sufficient to put, in (2.55), C = 1.
REMARK 2.4. Naturally, from the just proved positive definiteness, posi-
tiveness follows immediately by Remark 2.3. Thus the proof of positiveness
was "useless". We have carried out this proof to show how to proceed if,
for example, the coefficient at u in the given equation is nonnegative (as
before) and at the same time, equal to zero at some points of the considered
interval, so that an inequality of the type (2.65) cannot be appHed. (This
occurs, for example, if the function 1 + cos^ x is replaced by the function
cos^ x). On how to prove positive definiteness in such cases, see [3], Exam-
ple 8.9.
REMARK 2.5. Similarly as in the preceding example, symmetry and posi-

tiveness can be proved for the problem
-AM = / in G, (2.66)
u = 0 on r, (2.67)
i.e. for the operator A = —A on the set of admissible functions
D^ = {u;ue C-^XG) , U = 0 on r} . (2.68)
Instead of integration by parts, the Green formula is applied here,
^hdx = f ghv, dS - { g~dx, (2.69)
valid for functions g, h e C'-^\G) and for a bounded domain G with a Lip-
schitz boundary F. Here, v is the unit outward normal with components v,-.
(Thus V; are direction cosines of the outward normal.) Applying this formula,
we get (for details see [3], Chap. 8)
iAu,v) = ( - A „ , . ) = r f i ^ i i + ... + ^ ^ ] d x (2.70)

JeVaxi Bxi dxs dx^J
and „ r- / , X 2
i«,u)=rr(i^
{Au,u)^\ \i^]+... + {^ dx. (2.71)
From (2.70), (2.71) there follow easily similar conclusions on symmetry

and positiveness of the operator A = — A on the set D^ as in the foregoing
example. The proof of positive definiteness is slightly more complicated
and is based on the so-called Friedrichs inequality ([3], Chaps. 18 and 22).
Instead of problems with symmetric (positive, positive definite) operators

we speak briefly of symmetric (positive, positive definite) problems.
In [3], a lot of important types of problems in differential equations

(ordinary as well as partial) with boundary conditions is discussed and
a table of the most current positive definite problems is enclosed. Let us
present at least some of them here (natural conditions imposed on the conti-
nuity or differentiability of the functions p(x), etc., are assumed to be
fulfilled):
22 Chapter 2
TABLE 2.1.
Equation Boundary conditions
1. -{pu'y + ru=f w(a) = 0, u{b) = 0

p(x) ^Po>0, r(x) ^ 0
2. ibid u{a) = 0, «'(/?) = 0
3. (pu") - {qii') + ru=^f u{a) = 0, u(6) = 0,

p{x) ^ Po>0, u'{a) = 0, u'{b) = 0
q{x) ^ 0, r(x) ^ 0
4. ibid w(a) = 0, u{b) = 0,

u"(a) = 0, u"{b) = 0
5- - L ^ r o - ^ + ^ =/' u = 0 on r
i , i = i OX; \ oXj/
N JV
Z a,;(x)o(,aj- ^ p X « ^ Z' > 0

u = 0 on /',
6. A'u = /
— = 0 on r
REMARK 2.6. The problem (2.49), (2.50), p. 16, is a special case of Problem
1 from Table 1: We have a = 0, b = n, p{x) = 1, r(x) = 1 + cos^ x.
(Here, we can take po = !•)
The problem (2.66), (2.67) is a special case of Problem 5 for c(x) s 0,
a,j(x) = 1 for J = i, aij{x) = 0 for / 4= i. Here, we get
N N
I « o W a.-of; = E af >
so that we can put p = 1.

Positiveness, or positive definiteness, is a certain "criterion of reason-

ability" of a given problem, as seen from the following example:

-u" = 2 (2.72)
M'(0) = u'(l) = 0 . (2.73)
It follows immediately that the operator A, given by
Au = -u" (2.74)
on the set of admissible functions
D^ = {u; M 6 C(^'[0, 1], u'{0) =- 0, u'(l) == 0} , (2.75)
is symmetric on D^ because, for w, t; e D^, we have
{Au,v) = — it"v dx = — [w'ujo + I u'v'dx = u'v'dx =

Jo Jo Jo
- [uv% - I tiv" dx = - I uv" dx = (u, Av) . (2.76)

Jo Jo
However it is not positive on D^: Let
[Au, u) = 0
i.e., according to (2.76), let
^1
u'^2 dx = 0 .
This implies
H'(X) = 0 and M(X) = const. , (--^7)
as in Example 2.2 (see (2.64)), but nothing more, because boundary condi-
tions of the form (2.50) are not prescribed here. Thus [Au, u) = 0 implies
only w(x) s const., where this constant need not be equal to zero. Thus the
operator (2.74) is not on the set (2.75) positive.
The loss of positivity has curious consequences:
From (2.72), we get immediately
w'= - 2 x -I- C .
24 Chapter 2
The first of the conditions (2.73) yields

C = 0, (2.78)
the second implies
C = 2. (2.79)
The requirements (2.78), (2.79) represent an evident contradiction; thus the
problem (2.72), (2.73) cannot have any solution in spite of the fact that
both the equation (2.72) and the boundary condition (2.73) are extre-
mely simple.
This is not all. Replace the right-hand side in (2.72) by the function
2x — 1, i.e. solve the equation
- w " = 2x - 1, (2.80)
with the same boundary conditions (2.73). Integrating, we get
u' = -x^ + X+ C.
Each of the conditions (2.73) is satisfied for C = 0; the solution of the given
problem is
x' x' ^
u = + — + K ,
3 2
where K is arbitrary. Thus, the problem (2.80), (2.73) has an infinite number
of solutions.
Such a thing cannot occur if the operator A is positive. In fact, the follow-
ing theorem holds:
THEOREM 2.1 (on uniqueness). Let A be a positive operator on its domain

of definition D^. Then the equation
Au=f
cannot have more than one solution UQ e Z)^.
Let us replace conditions (2.73) by the conditions
1/(0) = 0 , M(1) = 0 . (2.81)
In an entirely similar way as in Example 2.2, one proves that the operator
A= -u", (2.82)
considered on the set of functions from C^^'[0, 1] satisfying (2.81), is positive.

(It is even positive definite, see Table 2.1, p. 22, Problem 1, for p(x) = 1,
r(.\) s 0.) Thus, according to Theorem 2.1, the equation (2.72), or (2.80),
with the boundary conditions (2.81) cannot have more than one solution
u e D^, as can be immediately verified directly here: In fact, the problem
-u" = 2, (2.83)
u(0) = 0 , M(1) = 0 (2.84)
has the unique solution
u = —x^ + x,
the problem
- M " = 2x - 1 , (2.85)
u(0) = 0 , M(1) = 0 (2.86)
has also the unique solution
"^ 2
_ X X X
3 2 6'
The following theorem is of fundamental importance:
THEOREM 2.2 (on the Minimum of the Functional of Energy). Let A

be positive on D^. Then:
1. / / the equation
Au =f (2.87)
has a solution UQ e D^, then the functional
Fu = (/1M, U) - 2(/, uf) (2.88)
(the so-called functional of energy) assumes, for this function UQ(X), its
least value on D^. (This minimum is even strict: If w e D^, u 4= "OJ then
Fu > Fuo) (2.89)
) In this way, to every function u e D^ a real number (2.88) is assigned. (Note that
the scalar products of the functions/, « and Au, u are real numbers; the function/is
assumed to belong to £2(0}.) Such an operator is called a functional (defined on D^,
in our case).
26 Chapter 2
2. Conversely, if for some function My e Z)^ the functional (2.88) assumes

its least value on D^, then the function Uo{x) is the solution of equation
(2.8). (A unique solution according to Theorem 2.1.)
Proofs of both preceding theorems (for a more general case, when con-
sidering equation (2.87) in a Hilbert space) can be found in [3], Chap. 9.
In that chapter, a technical motivation of Theorem 2.2 with an example
is also presented.
The main sense of Theorem 2.2 consists in the fact that, on its base,
the problem of solving equation (2.87) on the set D^ of its admissible func-
tions is replaced by the problem of minimizing a functional on D^. For an
approximate solution of the latter problem effective methods are developed
(the Ritz method, etc.). However, note that Theorem 2.2 does not have the
character of an existence theorem. It asserts that if MQ ^ Â is the solution
of equation (2.87), then MQ minimizes the functional Fu on D^, or if Fu
attains, on D^, its least value for an UQ, then this «<, is the solution of (2.87).
However nothing is said about the existence of a solution of the investigated
equantion or about the existence of a minimum of the considered functional,
on D^. In fact, neither the equation (2.87) need have a solution from the set
D^, nor the functional (2.88) need attain, on D^, its least value, even in very
simple cases: Consider the problem
-u" + (1 + cos^ x)u = f(x) , (2.90)

1/(0) = 0 , u(l) = 0 (2.91)
with a positive (even positive definite) operator
Au = ~u" + (l + cos^ x) u (2.92)
on the set of its admissible functions
D.1 = {u; M e C<^>[0, l ] , w(0) = 0, M(1) - 0} (2.93)
(see Example 2.2), and let
0 for 0 g X ^ 0.5 ,
/W = ( (2-94)
1 for 0.5 < ;c < 1 .
Obviously, fe Lj^, l). The problem (2.90), (2.91) cannot have a solution
UQ 6 D^: In fact,
Uo e £>^ => Wo e C(^'[0, 1] => -MQ + (1 + cos^ x) HQ e C[0, 1] ,
so that, for MQ e ^y(, ^"o is a continuous function in the interval [0, 1],
while the function (2.94) does not possess this property (and, at the same
time, cannot be made continuous in that interval even when changing
its values on a set of measure zero). Thus the equation (2.90) cannot have
a solution UQ e D^. From the second assertion of Theorem 2.2 it then
follows that even the functional (2.88) cannot attain its minimum on D^
since the equation (2.87) should have a solution MQ e D^ in that case.
It follows from the preceding example that it is necessary to generalize
the concept of the solution in an appropriate way, because without doing
this we would not be able to include into our theory even very simple
problems from applications (deflection of a bar with a discontinuous
loading, etc.). The idea of how to perform this generalization is relatively
simple: To extend the domain D^ of definition of the considered operator A
by adding some suitable functions, and to extend the functional (2.88)
onto this extended domain. If we succeed in constructing this extension
in such a way that the so extended functional will actually attain its least
value, for a certain function UQ, we shall call this function a generalized
solution of our problem').
Such an extension can be constructed, in a relatively simple way, if the
operator A is positive definite on D^ (thus in the case most frequently
encountered in applications): Let us define, on D^, a new scalar product
(«, 1)4 by
(t(, v)^ = (Au, v), u,veD^. (2.95)
The operator A being positive definite (positiveness is even sufficient at

this stage), all axioms of the scalar product are actually satisfied. (For details
) In a special case we may get «Q G D^. Then UQ is the classical solution of the problem,
according to Theorem 2.2. Such a case is encountered if the given data of the problem
are sufficiently smooth. Questions concerning smoothness of a generalized or of a weak
(see further) solution, especially in the closed domain G, are not simple. See [3], Chap.
46, and, in particular, [2], Chap. 4.
28 Chapter 2
see [3], Chap. 10.) On the base of this scalar product, the norm
||M|U = V(".")^ (2.96)

(often called the energetic norm) and the distance
QAIU, V) = \\u - V\A = yj{u - V,U - v)^ (2.97)
are defined. In this way, we come to a metric space — let us denote it by S^.
This space can be shown to be not complete. In [3], Chap. 10, the manner
of achieving its completion is shown, adding the so-called ideal elements.
These ideal elements are functions of the space L 2 ( G ) ^ ° ) which cannot be
characterized very intuitively here. Let us note only that these functions
have, in G, the so-called generalized derivarives (see further, p. 38) up
to the /c-th order inclusive {2k being the order of the given equation) and
fulfil the prescribed boundary conditions in some generalized sense. From
the mathematical point of view they can be characterized as such functions
from the space £3(6) which are limit elements — in the metric of the space
£2(0) — of sequences which are Cauchy sequences in the space S^ but
which do not have a limit in that space.
On the thus extended set of functions, the scalar product (u, v)^, defined
originally by (2.95) for functions from D^ only, can be extended, as well
as the norm (2.96) and the distance (2.97). It can be shown ([3], Chap. 10)
that the so constructed space — let us denote it by H^ — is complete in this
metric, thus that it is a Hilbert space. The set of functions from D^ is dense
in this space.
The functional (2.88) is then extended to the whole space H^ by
Fu = (u, u)^ - 2(/, u) . (2.98)
This functional then actually attains its minimum on H^ for a function

MQ e Hj^ which is uniquely determined by the right-hand side / of the equa-
tion (2.87) ([3], Chap. 11). As stated earlier, this function MO(^) is called
the generalized solution of the given problem.
Thus, if the operator A in (2.87) is positive definite and / e ^2(0), then
there exists a generalized solution MQ of the considered problem and it is
") In the quoted Chap. 10 from [3] a more general case of a Hilbert space is considered.
unique. Moreover, the following estimate holds
U = — , (2.99)
c
where C is the constant of positive definiteness from Def. 2.2 (see (2.55)).
Inequality (2.99) states the continuous dependence of the solution on the
right-hand side of the given equation: If f(x) changes "not too much"
in the norm of the space L2(G), then the solution Uo{x) changes "not too
much" in the energetic norm || ||^.
This fact is utilized if estimating the error of an approximate solution.
See further, p. 34.
The proof of the existence of the generalized solution UQ, i.e. of the fact
that the functional (2.98) attains its minimum on H^, is based on the so-
called Riesz theorem, which is an abstract one and gives no direct effective
way of getting this solution. For an a p p r o x i m a t e minimization of the
functional (2.98), many methods have been developed. Let us start with the
most typical of them, i.e. with the Ritz method.
Choose, in the space H^, a base
Vi,V2,...,v„,..}'). (2.100)
The requirement that (2.100) be a base, and thus a complete system, is very
important in direct variational methods (not only in the Ritz one) because
it means that an arbitrary function from the space H^ can be approximated
to arbitrary accuracy (in the metric of this space) by an appropriate
linear combination of the functions (2.100). Thus completeness of this
system plays an essential role in questions on convergence and represents
a basic requirement imposed on the sequence (2.100). Moreover, further
properties of the system (2.100) are required to ensure stability of the
numerical process. It follows that a suitable choice of a base is not at all
simple. Therefore, Chapters 20 and 26 of [3] are devoted to this question
and the most current types of bases are presented there, with practical
remarks on their properties. (See also Chap. 42 in [3] on the finite element
method.)
) Thus a linearly independent complete system in H^, see p. 14. For the base func-
tions very often admissible functions of the operator^ are chosen. Here, density of D^
in the space H^ is utilized.
30 Chapter 2
Thus let the base (2.100) be given. Take the first n terms of this base and
denote by S„ the n-dimensional subspace of the space tl^ formed by all
functions of the form
z „ = b^v, + ... + b„v„. (2.101)
The Ritz method consists in minimizing the functional (2.98) on S„. In more
detail: Look for an approximate solution M„ (called the n-th Ritz approxim-
ation) in the form
«„ = a^Vi + ... + a„v„, (2.102)
where the coefficients a j , . . . , a„ are to be determined from the condition
that the functional
f z„ = (z„, z„)^ - 2(/, z„) (2.103)
be minimal on the subspace S„ precisely for the function (2.102).
The functions Vi,...,v„ being fixed, the functional (2.103) becomes
a (quadratic) function of n variables b^,..., b„. The just mentioned condi-
tion on the minimum of this functional on S. leads to the conditions
dFz.
= 0,...,''^' = 0. (2.104)
dbi bi=ai,...,b„ = a„ ^b„
These equations represent a system (the so-called Ritz system) of n linear

equations for n unknowns a^,..., a„:
{vi, VI)A « I + {v2, Vi)^ a2 + ... + {v„, i'i).4 a„ =- (/, v^),
{v,, V2)A a I + (vz, Vz)^ a2 + ... + ((;„, Vz)^ a„ = (/, V2),
{vi, V„)A. Oi + {V2, v„)^ a2 + ... + {v„, v„)^ a„ = (/, v„). (2.105)
If, moreover, the base functions v„ are chosen from D^ (see Footnote
11, p. 29), the system (2.105) can be written in the form
(Avi, Vi) Oi + (Av2, Vi)a2 + ... + {Av„, v^) a„ = (/, v^),
{Avi, V2) ai + (Av2, V2) ^2 + • • • + (^!^n. V2) a„ = (/, V2),
[Av^, v„) fill + (Av2, v„) 02 + ... + {Av,„ v„) a„ = (/, i;„). (2.106)
The matrix of the system (2.106) (and, of course, also of the system (2.105))
is symmetric because the operator A is positive definite — according to the
assumption — and, consequently, symmetric, so that we have {Av2, v^) =
== (Av,, V2), etc.
Since the system (2.100) is linearly independent, the determinant of the
system (2.105) (or (2.106)) — the so-called Gram determinant — is
different from zero. Thus there exists precisely one solution a , , . . . , a„
of the system (2.105) (or (2.106)) and, consequently, precisely one «-th Ritz
approximation u„.
For n -»• 00 we have
w„ -• I/Q in H^ as well as in ^-2(0). (2.107)
For details see [3], Chap. 13.
REMARK 2.7 (the Galerkin method). Note that since the operator ^4 is
linear, equations (2.106) may be obtained formally from the condition
that the function Au„ — / be orthogonal, in L2{G), to the first n functions
of the base (2.100), i.e. from the conditions
{Au„ - / , t'O = 0, ..., (.4«„ - / , ,;„) = 0 . (2.108)
By these conditions of orthogonality, the so-called Galerkin method is
characterized which thus leads, in the linear case (and under the condition
that the base functions belong to Z)^), to the same results as the Ritz method,
(See [3], Chap. 14.)
REMARK 2.8. (The finite element method.) This method is the Ritz
method, in essence, where the base is formed by functions of a very special
type. To be concrete, solve approximately the problem (2.49), (2.50), p. 16.
Divide the interval [0, TT] into ten subintervals of lengths h = njlO and
choose, for the base functions, the functions Ui(.x), V2{x), ..., i'9(x) sketched
A ,
i \
\ / \ .
32 Chapter 2
in Fig. 6. For example, the function f 2(.x) is defined in the interval [0, ic] by
for 0 ^ X ^ - ,
10
lOx 71 2n
1 for — s X ^ — ,
10 10
V2{x) = (2.109)
lO.Y 27t
3 - for < <3-
10
371
— 0 for < X < K.
10
The just presented functions are examples of the so-called spline functions.
In higher dimensions, these functions are defined similarly. For example,
if A' = 2, the "triangles" from Fig. 6 are replaced by "pyramids", see [3].
Chap. 42.
It is clear that if these functions are to be used for base functions, system
(2.105) (not (2.106)) should be applied: In the case of the above mentioned
problem (2.49), (2.50) we have
{vi, Vk)A = [v'iV'k + (1 + cos^ x) ViV^] dx (2.110)
and
{Av„v,) = [ — v'l + (1 + cos^ x) I',] % dx (2.111)
For the considered functions f i , . . . , Vg, the integral (2.110) has sense because
these functions have piecewise continuous derivatives, while the integral
(2.111) loses its sense because second derivatives of these functions do not
exist.
For equations of higher than of the second order smoother functions
than piecewise linear spline functions are applied, namely piecewise poly-
nomial functions with polynomials of sufficiently high degrees.
Note that if functions of the type (2.109) are applied to the solution
of the problem (2.49), (2.50), the approximate solution is obtained in the
form of a piecewise linear (thus not of a smooth) function. (This circum-
stance does not appear only in the case of the problem (2.49), (2.50), of
course.) Thus if we want to obtain a good approximation of the solution,

we have to choose a sufficiently fine division of the interval [O, 7t]. This
means to solve the corresponding Ritz system for a large number of un-
knowns. It follows that if the finite element method is applied a computer
should be at hand, the more efficient the higher is the number of dimensions
(in the case of partial differential equations).
In spite of some drawbacks, this method belongs to one of the methods
most often used in applications. One of its greatest preferences is that it
can be substantially automated, or programs for relatively general cases
can be directly designed. Numerical stability is ensured. The Ritz matrix
is a band matrix in this case (or a matrix of a related type) to the inversion
of which a substantially smaller number of operations is needed than to the
inversion of a "full" matrix. A further advantage of this method consists
in the fact that it is well apphcable for "arbitrary" domains, e.g. multiply
connected (with "holes"), where in the case of the classical Ritz method the
choice of a suitable base could make difficulties.
For more details about this method see [3], Chap. 42, where many
references can also be found.
See also a numerical example in Chap. 5, p. 127.
For further approximate methods see [3].
REMARK 2.9. To get an error estimate when applying an approximate

method, inequality (2.99),
i"ol!. ^ ^ (2.112)
p. 29, can be utilized. To be concrete, let us consider the Ritz method with
base functions
",,...,f„ (2.113)
which belong to D^. Let
i/„ = ajt'i + ... + a„v„
bet the H-th Ritz approximation (see (2.102)). Because ujx) is an ap-
proximate solution of the equation
Ait=f (2.114)
34 Chapter 2
only, Au„ is not equal to / , in general. Let

Au„=^g. (2.115)
A simple calculation ([3], Chap. 11) leads to an analogue of (2.112):
ii„ _ „ II < k ^
\r« "o|U = -
Because of (2.115), we thus obtain the inequality
||u„-Uo||.^ll^^"^, (2.116)
or, using ||M„ — UQ\\^ ^ C\\u„ — UQ\\, the inequality
\\u„ - «ol| ^ "'^""^r^'l . (2.117)

These are the desired error estimates. From (2.116) and (2.117) it follows
that the efficiency of these estimates is the better, the better we are able
to estimate the constant of positive definiteness C (i.e. to get such an estimate
for C that C be as large as possible). For this reason, great attention is paid
in [3], Chap. 18, to appropriate estimates of constants in the so-called
inequalities of the Friedrichs type on the base of which it is possible to
obtain appropriate estimates for the constant C.
Let us present at least two of the obtained results here ([3], Chap. 18,
inequahties (18.28), (18.46)):
THEOREM 2.3. Let u e C^^\a, fo], u{a) = 0, u{b) = 0. Then
b tu ,.\2
i uÂx^^^^ u'^dx. (2.118)
THEOREM 2.4. Let G be a bounded domain in £'2 (multiply connected,

in general), with a Lipschitz boundary. Let G be contained in a rectangle
R = {a,b) X (cd). (2.119)
Let u 6 C<^'(5), « = 0 on f. Then
where
A = ^ + i . (2.121)

— u" + x{l — x) u = sin nx , (2.122)
u(0) = 0 , M(1) = 0 . (2.123)
As in the foregoing examples, the operator A, defined by
Au = -u" + x(l - x) u (2.124)
on the set of admissible functions
D^ = {M; U e C<^'[0, 1], u(0) = 0, u(l) - 0} , (2.125)
can be easily shown to be symmetric, with
{Au, f) = I [u'v' + x(l - x) uv] dx . (2.126)
Further,
(Au, u) = j [u'^ + x(l - x) u^] dx ^ j M'2 dx ^ 71^ j u^ dx
Jo Jo Jo
(2.127)
by (2.118), where a = 0, ft = 1. Thus the operator A is positive definite,
{Au,u)^ C^\lu\\\ (2.128)
while for the constant C of positive definiteness the number n can be taken.
Analogously, in twodimensional problems, the inequality (2.120) can be
applied.
REMARK 2.10. Let us note that the coefficient (ft - afln^ in (2.118)
is the best possible in the sense that it yields the largest possible constant
of positive definiteness. In fact, for the function
. n(x — a)
u = sm —^
b - a
36 Chapter 2
inequality (2.118) turns into equality. Thus, the coefficient [b — aYU-

in (2.118) cannot be made smaller.
Similarly, for the rectangle G = {a, b) x (c, d), the estimate (2.120)
is the best possible one.
The entire just presented theory, based on the theorem on the minimum
of the functional of energy, has the advantage that it is relatively simple
and rather intuitive from the technical point of view. However, it has some
drawbacks: Only symmetric problems are considered (moreover, some
smoothness of coefficients of the corresponding operators is needed);
the characterization of the space H^ (i.e. of its elements) is not simple;
nonhomogeneous boundary conditions make certain difficulties. Therefore,
another theory has been built up, based on the concept of the so-called
weak solution and on the Lax-Milgram theorem, which removes quite
a number of these drawbacks. We present a short survey of this theory
here. For details see e.g. [2], [3].
To begin with, let us define the so-called Sobolev space W^'XG): Denote
(see p. 9) by €^"'(0) the set of functions infinitely times continuously
differentiable in the closed region G (in the familiar sense of continuous
extension to the boundary). Let
i = (ii,...,i^) (2.129)
be a vector in £jy (the so-called multiindex), the components of which are
nonnegative integers. Denote, for u e C'-'^\G),
D'u=-^^ ^ , (2.130)
or, writing
|i| = ii + ... + /,., (2.131)
O'u = ^^'— . (2.132)
For example, if TV = 2 and i = (2, 1), we have
DM = —r ,
dxi dx2
i f / = (0,2),
D'u =
dxl'
etc.
Let fc be a fixed positive integer. Define, on the set C^°°'(G), a scalar
product, denoted by (u, «)^2<''>(G)' ''>'
(", ")»^.<'<)(C) = I (£>'•'', £)'a) = I f /J't^D'u d.x
for w, D 6 C<=°'(G) • (2.133)

Here, the symbol |i| ^ k under the summation means that this summation
is to be carried out for all vectors i for which |;| ^ k. For example, if fc = 1
and A' = 2, there are three vectors ; = (ii, (2) for which \i\ ^ I; they are
(0,0), (1,0), (0,1).
Thus in this case we have
T dv du
(V, " ) H ' , ( I ) ( G ) — vu dx, d x , + d.Xi d.X2 +
J e dxi dxi
dv du . .
+ I Q dx2 dx2
dxi dXj
It can be easily shown that (2.133) has all the required properties of
(2.134)
a scalar product. If we define the norm and distance in the usual way by
\»^2"'HG) = 7(w, ti)^^ 'HG) (2.135)

and
(2.136)
we come to a metric space, let us denote it by Sf\G).
It can be shown that for fc > 0 this space is not complete. If we perform
its completion^•^), we get a Hilbert space with the scalar product (2.133).
This space is called the Sobolev space W^''\G)}^) It can be shown that in the
' ^) The basic idea of this completion is similar as in the case of the construction of the
space H^. For details see [3], Chap. 29.
*^) Denoted also by i/*(C) in the literature.
38 Chapter 2
case of bounded domains with Lipschits boundaries — which are considered

almost exclusively in this book — elements of this space are precisely those
functions from L2(G) which have the so-called generalized derivatives
in G up to the order k inclusive. Here, the function U; e L2(G), where i" =
= (i"i, ..., /\;), is said to be the i-th generalized derivative of the function
u e L2(G) (the notation
Vi = D'u (2.137)
is customary as in the case of an ordinary derivative) if for every function
(p 6 C*o'\Gy'^) we have
f v,(p dx = (-1)1'' I uD'(p dx . (2.138)

JG }a
In particular, for A' = 1 the first generalized derivative of a function u is
defined as such a function u' e £,(0, b) for which
rb
£' u'cp dx = ucp'dx (2.139)
holds for every </) e C\)^\a, b).

If u 6 C^'^^{G) (U e C^''\G) is sufficient here), generalized derivatives
D'U (|(| ^ k) are equal to derivatives D'u in the classical sense.
For details on the construction of the space W^''\G) and on generalized
derivatives see [3], Chap. 29. Let us mention here only that the space
W^''\G) is separable and that the set €^"^^0) is dense in this space.
As to the functions from C^'^'(G), it is possible to speak about their

values on the boundary F, as well about the values of their derivatives
on r — in the ordinary sense of continuous extension from the interior
of G. However, not every function u e W^''\G) belongs to C*°°'(G). In general,
it is only known that such a function as well as its (generalized) derivatives
up to the /c-th order are functions from L2(G). Therefore, in the case of
functions from W^''\G) it is not possible to speak about their values — or
values of their derivatives — on T in the ordinary sense, in general, and the
concept of so-called traces is introduced: Let, first, we W2^\G). Let us
^'*) Thus for every function (p e C^'^H.G) with a compact support in G, see p. 9.
approximate this function, in the metric of the space W^^\G), by a sequence

of functions w„ e C'^'^\G), i.e. let
u„ e C<°°>(G) , lim u„ = u in W^'\G) . (2.140)

n-* oo
Such an approximation is possible because C^'"\G) is dense in W2^\G).

Now, it can be shown that if (2.140) holds, then there exists, in the space
L2{ry% a limit
lim u„{S) = u{S) in L2(r)
and that, moreover, this limit is independent of the choice of the sequence
{u„{x)} satisfying (2.140). This limit, denoted by M(S), is called the trace
(on the boundary T) of the function u e W^^^Cy^)
It can be shown (see [3], Theorem 30.1) that a constant c exists, depend-
ing only on the considered domain G, such that for every function u e Wj' '(G)
we have
hW, ^ 4uw,<-^H0) • (2-I41)
(Roughly speaking: The trace u{S) does not change "very much" in the
metric of the space L2(r) if w(x) does not change "very much" in the metric
of the space Wi^\G))
If the function u{x) is sufficiently smooth in G, in particular, if u e C^'^''''{G),
the trace of this function coincides with the function u{S) in the ordinary
sense. In the general case, the trace of a function u e WJ'X^)'-^'^''^'^P'
proximated, to arbitrary accuracy (in the metric of the space L2(r)), by
the trace of a function from C^'^\G) which is "sufficiently close" to the
function u{x) (in the metric of the space W^^\G)y, see (2.141).
If II e WJ^'(G), it is possible to define, in a similar way, traces of the first
derivatives of this function. Moreover, the boundary F is Lipschitzian and —
consequently — has a unit ourward normal v almost everywhere on T, the
components v,(S) of which belong to L2(r). Thus it is possible to define,
'^) On the precise meaning of the symbol Jj./(5) dS and on the space Z.2(/") see [3],
Chap. 28.
'*) The assumption u e W'2^\G) is essential. In [3], Chap. 30, it is shown, on a counter-
example, that a concept similar to the just presented concept of a trace cannot be
introduced for functions which belong to the space ij^*^) only.
40 Chapter 2
in the sense of traces, the derivative dujdv of this function in the direction
of this normal,
dii ^ du , ^,,
- = I—^'o (2.142)
where dujdxlS) are traces of the functions dujdx^^x). Similarly, in the case
of functions from the space W2^\G) it is possible to speak abouttraces of their
second derivatives, and, in particular, about the derivative d'ûlSv^, etc.
For details see [3], Chap. 30.
The space W^'^^G) has been obtained by the completion — in the metric
(2.136) — of the space 5^''^(G), the elements of which were functions belong-
ing to €^"'(0). Let us denote by Df^G) a space with the same metric, the
elements of which are functions from C^Q'^^G) now^'). By its completion
we obtain another Flilbert space which is denoted by W2''\G). It can be shown
([3], Chap. 30) that for fucntions v e W^''''{G) we have
D'v = 0 on r in the sense of traces for all \i\ ^ k — 1 .

(2.143)
(In particular, all functions from H^j'X^) are equal to zero on the boundary,
in the sense of traces.) For domains with a sufficiently smooth boundary,
an assertion converse in a certain sense is valid: Functions from Wf\G)
for which (2.143) holds, belong to Wi^\G). Thus in this case, (2.143) is
a characteristic property for the functions from W2'\G). For the case
of domains with a Lipschitz boundary, (2.143) is characteristic at least for
A: = 1 and k = 2. (Thus, for example, for fc = 1 we have
{v; ve W^^\G), f = 0 on F in the sense of traces} = Wi^\G).

(2.144)
For functions belonging to W2^\G), the following theorem holds:
TFIEOREM 2.5. (The Friedrichs inequality.) Let G be a bounded domain

in Ef^ with a Lipschitz boundary. Then there exist such positive constants
kj, fcj (depending only on G, thus not depending on the functions u(x)
17
) Thus functions with compact support in G.
from the space W2^\G)) that we have

N
P.,||2 < l- V f^\ dx + kj [ "'(S) dS . (2.145)
il"l|H'2<l)(G) S Kl Z , G
i= 1
Here, dujdx^ are the generalized derivatives of the function u{x)\ u(S)
is its trace on F.
REMARK 2.11. Since
ll"lk2<'>(G)
it follows that inequalities of the type (2.118), (2.120) are special cases of the
inequality (2.145) for w = 0 on T (and for N = I, ov N = 2). Of course,
the usefulness of the mentioned inequahties hes in the fact that the values
of the involved coefficients make them the best possible ones (cf. Remark
2.10).
Let us turn to the so-called weak formulation of problems in differential

equations.
Let a linear differential equation (ordinary or partial)
Au^f (2.147)
of order 2k, with k hnear boundary conditions on F, be given^*). Boundary
conditions which contain only derivatives of order S k — I are called
stable. Those which contain also derivatives of order fc or of a higher order
(at most of order 2k — I, of course), are called unstable. F"or example,
for the equation
A^M=/ (2.148)
(where thus k = 2 because the equation is of the fourth order) the conditions
u = (ji on F (2.149)
and
— = 02 on F (2.150)
8v
'*) In the case of an ordinary differential equation, the boundary /"consists of two
boundary points x — a, x = b ot the given interval. At each of them k boundary
conditions are prescribed.
42 Chapter 2
are stable, the condition

All = h on r (2.151)
is unstable. (Here/(x) or firj(S), ^/^(S), h{S) are given functions; for dujdv
see (2.142).)
The subspace of the space Wj^X^) of all functions which satisfy (in the
sense of traces) the corresponding h o m o g e n e o u s stable boundary condi-
tions is denoted by F.^')
Before discussing the given equation and the "admissible" form of the
boundary conditions as well as the concept of a weak solution in a sufficient
generality, let us present some rather simple examples which give a good
insight into the entire scope of problems and, at the same time, make the
idea of the concept of a weak solution more familiar.

-Au =f in G, (2.153)
u = g on r. (2.154)
Here A: = 1 (since the equation is of the second order). A: — 1 = 0, so
that the (so-called Dirichlet) boundary condition (2.154), where only
the zero derivative of u occurs, is stable for the given equation. Thus
V = {v\ V e W^'^\G), r = 0 on r in the sense of traces) (2.155)
(i.e.
V=Wi'\G), (2.156)
see (2.144)).
L e t / e L2(G) and let, first, u e C^^^(G) be a classical solution of the given
problem.^") Let us choose an arbitrary function v e V, multiply equation
^') For example, if considering the problem (2.148), (2.149), (2.150), we have
V= {v; V e W^'^\Gy, v = 0, dvjdv = 0 on /" in the sense of traces}.
(2.152)
•^°) Such a solution need not exist, even in very simple cases — cf. pp. 26, 27. Therefore
we are going to find a sufficiently general concept of a solution, to be able to ensure
existence.
(2.153) by this function, and integrate over C. One gets
-{vi^^^dx={ vfdx. (2.157)
Now, the Green formula is valid for functions v^, fj e W^^\G) (see [3],
Chap. 31):
dx = i\V2\'i dS — • V2 dx , (2.158)
dx, G SXi
where V; is the I'-th component of the unit outward normal to F and vîS),
1)2(5) are traces of the functions fi(x), vj^x) on F?^) Let i be fixed and put
du
Vi = V , V2 = .
dx,
Taking into account that t; e F, so that t' = 0 on T in the sense of traces
according to (2.155), we have
dv du
- v-—dx = dx.
}G SX^ G 3xi 8xi
Carrying out the summation, we obtain by (2.157)
(2.159)
i=ija8xidXi Ja
Thus, if u(x) is a classical solution of the problem (2.153), (2.154), then

(2.159) holds. This relation holds for every veV because the function
ve K has been chosen arbitrarily. Therefore, the equality (2.159) is often
called an integral identity. If we denote briefly
t \ T^ T^ dx = A{v, u) (2.160)
'•=1 JG ^Xi dXi
and write, as usual,
I vfdx = {vj), (2.161)
^') (2.158) represents a generalization of (2.69), p. 21, for functions from W^^îG),
thus not requiring fj, Wj e C*^*(G).
44 Chapter 2
this integral identity can be written in the form

A(v,u) = {v,f) for every veV. (2.162)
In particular, (2.162) holds for all functions ^ e C[,°°'(G). In fact, if
(p e C^'*''(G), then cp e V because the functions with compact support are
identically equal to zero in a neighbourhood of the boundary F and, con-
sequently, their traces (as well as traces of their derivatives of all orders) are
zero functions on F. Thus, choosing for v(x) a function cp e Co'°'(G),^^)
(2.162) remains vahd. Thus we have
A{(p, w) = ((p, / ) for every <p e 4"X<^) (2.163)

with ^ . - .,
A{cp,u) = Y. ir~<i^- (2-164)
i=i J c dXidx;
Conversely, if u e C^^^[G) (obviously u e C'^'^\G) is sufficient here) satisfies
(2.163), we come, by the "inverse" apphcation of the Green formula (2.158),
from (2.163) to the integral identity
L (p.(-Au)dx=- (pfdx for every (/^ e 4°°'(G). (2.165)
Now, the set C|,'"*(G) is dense in L2(G), wherefrom

-AM = / in G.") (2.166)
Thus (provided u e C'-^^G)) if u is the (classical) solution of the equation
(2.153), then the integral identity (2.163) holds, and conversely. At the same
time, for the existence of the integrals in (2.164) it is not at all necessary to
assume u{x) very smooth, it is quite sufficient if M e ^^^''(G) since then
dujdXi 6 L2{G) (according to the definition of generalized derivatives)
and the integrals in (2.164) are finite. Thus, it is natural to define (without
regard to whether u(x) is sufficiently smooth or not):
By a weak solution of the equation (2.153) we understand such a function
u e W2^\G) for which the integral identity (2.163) is satisfied.
^^) By doing this, we eliminate the influence of boundary conditions from our consider-
ations and can investigate the differential equation itself.
^^) In LjiG); however, u e C ' ' ^ \ G ) = > AM is continuous in G, etc.
In this way a generalization of the concept of the classical solution

of equation (2.153) is obtained.
Let us turn to the "weak" formulation of the boundary condition (2.154).
First, let us consider the integral identity (2.162) instead of the identity
(2.163).^*) Further, let us assume that the function g{S) from (2.154) is the
trace of a function w e W^^\G), i.e. that a function w e W]''(G) exists such
that
w = g on r in the sense of traces.^ ^) (2.167)
For the (unknown) function u[x) to have a trace on f it is sufficient that it
belongs to WJ^\G). (Thus, this is the same requirement as that imposed
on the weak solution of equation (2.153).) F'rom (2.154) it then follows that
u(x) should satisfy
u-weV (2.168)
since the traces of the functions ti{x) and M'(A) should be the same.
We define:
Let fe L 2 ( G ) , let g{S) be the trace of a function w e W^^\G). By a weak
solution of the problem (2.153), (2.154) a function u e Wj^^G) is understood
which satisfies the integral identity (2.162) and the condition (2.168).''')
REMARK 2.12. It follows that the concept of the weak solution of the
given problem is general enough: This solution is a function M(X) which
belongs to W2^\G) only and satisfies the given problem in the weak sense
(2.162), (2.168). At the same time, from the way of deriving the integral
identity (2.162) it is easily seen that if a solution u e C'-'^\G) of the problem
exists, then it is also its weak solution. Thus, in this sense, the weak solution
is a reasonable concept.
^*) Since K = lvi^\G) in our case, these identities are equivalent (because of the
density of C^Q-^HG) in wi^HG)). As seen from the following examples, it need not be
the case in general, and the functions v e Kare to be considered instead of (p e CQ^HG)
in order to take the given boundary conditions into account.
^^) On the construction of such a function (g{S) being given) see [3], Chap. 11. On
existence questions see [3], Chap. 46.
^®) It is shown ([3], Chap. 33) that the weak solution dees not depend on the choice
of the function w{x), the trace of which the function g{S) is.
46 Chapter 2
EXAMPLE 2.6. Let the following problem be given:

— Au=f in G, (2.169)
— = h on r (2.170)
dv
with/eL2(G), heL^Xr).
Since
du y Su ,
(2.171)
dv iî dx,
(see (2.142)), derivatives of the first order are involved in the given boundary
condition so that the condition (of the so-called Neumann type) (2.169) is
unstable. Thus no stable boundary condition is present here. Consequently,
F== \^f\G). (2.172)

Let, first, u e C^^\G) be a classical solution of the given problem. Multiply,
as before, equation (2.169) by an arbitrary function veV and integrate
over G. In contrast to the foregoing example, the surface integral does not
vanish here, in general, when applying the Green formula, because the
function v need not be equal to zero on the boundary. A simple computation
([3], Chap. 32) leads to the result
- [vAudx=-L^-^dS + y f -^^dx. (2.173)
If we denote, as before,
i f ^^dx--Aiv,u) (2.174)
'•=1 J G oxi dXi
and put h{S) instead of du\dv{S) in the surface integral (2.173), according
to (2.170), we obtain
A{v, u) = (v,f) + j vh dS for all ve V. (2.175)
A condition similar to the condition (2.168) does not appear here. We define:
Lei feL2{G), /i e Z.2(r). By a weak solution of the problem (2.169),

(2.170) we understand a function ue W2^\G) which satisfies the integral
idemity (2.175).
REMARK 2.13. Let us note that here the boundary condition (2.170)
cannot be taken into account with the help of a function we W2^\G) as
in the foregoing example because traces of the functions dwjdxi, which are
needed in (2.171), do not exist, in general, for functions from W^^\G).
While in the weak formulation of the solution of the problem (2.153),
(2.154), the stable boundary condition (2.154) was expressed by (2.168)
(with the help of the function w), the function h[S) from the unstable
condition (2.170) appears on the right-hand side of the integral identity
(2.175) here.
EXAMPLE 2.7.
— Au = / in G, (2.176)
du
+ au = h on F (2.177)
dv
(problem with the so-called Newton boundary condition). It is assumed
that / 6 L2(G), h e Lj^f), c = const. > 0.
The condition (2.177) is unstable, thus
F= \\f\G). (2.178)
Let, first, u e C'-^\G) be a classical solution of the given problem. Multi-
plying (2.176) by an arbitrary function ve V, integrating over G and using
the Green formula, we get — at first for the left-hand side —
^ r di^du_
I: AM dx = — vh dS -f- avu dS +
i = i J e dxi dXi
Ax .
(2.179)
Denote, in this case,
'^ f du du
y dx = A(v, u), (2.180)
i=i JcdxiBxi
I avu dS = a(v, u) , (2.181)

48 Chapter 2
A{v, u) + a{v, u) = {{v, u)). (2.182)
So we come to the integral identity
{{v, u)) = {v,f) + \ vh dS for all veV. (2.183)
We define:
Let / e L 2 ( G ) , heL2{r),ff > 0. By the weak solution of the problem
(2.176), (2.177) we understand a function u e W2^\G) satisfying the integral
identity (2.183).
Let us note, for completeness, that weak solutions of the problems

(2.169), (2.170) and (2.176), (1.177) are weak solutions of the corresponding
differential equations at the same time, i.e. that for them (2.163) is satisfied.
This follows in the same way as in Example 2.5, where the integral identity
(2.163) was shown to be a consequence of the identity (2.162). Moreover,
the integral identities (2.175) and (2.183) "produce" the corresponding
unstable boundary conditions (2.170) and (2.177). See (2.231), p. 56, for the
problem (2.176), (2.177).
In the three foregoing simple examples, the basic idea and characteristic
features of the so-called weak solution have been shown. Let us turn to
a more general case.
Let a linear difl'erential equation

Au =f in G (2.184)
of order 2k be given, with k boundary conditions of orders ^2/c — 1.
As pointed out before, boundary conditions containing derivatives of
orders ^/c — 1 only are called stable, the remaining ones unstable. (In more
detail, stable, or unstable with respect to the operator A). We shall write,
briefly, for stable, or unstable, boundary conditions
BfU = gi on F, i = l,...,/(, (2.185)

or
CiU = /i; on r , / = 1,..., fc — /t, (2.186)
respectively, where B,-, C, are some linear operators and gi{S), /i;(S) given
functions on / (to be specified later).^^)
The operator A is assumed to be of the form
A= I {-irD'ia,j{x)DJ). (2.187)
Here,
i = ((i, ..., (,v), J = (ii, • • •,;A) (2.188)
are multiindices (cf. (2.129)),
|/| = /i, + . . . + /^. , |;| = A + . . . + ^ , (2.189)
D'v = ^-^ , D^v = ^^^ , (2.190)

dx'i' ... axjv" Sx{' ... dxj^"
i, \j\ ^ k under the sign of summation means that all multiindices for which
I ^ k, \j\ ^ k are to be taken into account.^*) For example, in the case
of the equation
Au= -AM= / (2.192)
in two dimensions [N = 2), we have k = 1 and
«,,(x) = 1 (2.193)
) The given boundary conditions cannot be "arbitrary". First of all, they are to be
linearly independent (none of them being a consequence of the others). Besides, they
are to have other properties, to be briefly clarified below.
If the differential equation (2.184) is an ordinary one, k boundary conditions are
prescribed at every boundary point of the interval considered.
28x
) In the classical form, equation (2.184) reads
8ii+ ... + ;»
..+ !>
z (-ly^ ,IN;JI ,jJ^) •
."-.JN
Assuming the equation in the form (2.191), or in the form (2.184) with the operator
(2.187), some smoothness of the coefficients afj(x) is needed. However, as seen below,
nothing similar is required in the weak formulation of the problem. It is sufficient if,
e.g., aij(x) are bounded measurable functions only. (Even boundedness can be general-
ized; we shall not go into details here.)
50 Chapter 2
for
/ = (1,0), i = (l,0) (2.194)
and for
i = (0, 1), i = (0, 1), (2.195)
and
a,j{x) ^ 0 (2.196)
in the remaining cases.•^^)
To the operator (2.187) the so-called bilinear^°) form
Aiv, u) = X aij{x)D'v D'udx (2.197)

\i\.\J\Sk
corresponding to this operator is assigned, thus given by the coefficients

a,-,(A) of this operator only. For example, to the just discussed operator
-All for A' = 2 (see (2.192)) the form
Aiv,u)={ (^^. + ^l!L\d, (2.198)

J G V^^'l ^-^1 ^^2 SX2J
according to (2.193)-(2.196) is assigned. (Cf. the forms (2.160), (2.174) and
(2.180) in Examples 2.5-2.7.)
The form (2.197) appears, first of all, in the definition of the weak solu-
tion of the equation
ylu=/: (2.199)
•^') Sincefc= 1, so that |i| g 1, |;| ^ 1, there are three possibilities for the vectors /', /:
(0,0), (1,0), (0,1).
If
''1,0,1,0, ^ 1 ' "0,1;0,1 ^ 1
while
"'i.iiijiji = 0 Otherwise,
we have, in fact,
I (-l)i^lD'(«,,(x)Z)0 =
\i\.\J\ = i
dxi \ dxi I dx2 V ^^2j

^^) I.e. linear in v as well as in u.
Let us assume, for a moment, that u(x) and aij{x) are sufficiently smooth
functions (this need not be made more precise here), choose an arbitrary
<p e CQ^\G) and integrate the product cpAu over G,
Lic
cpAii dx , (2.200)
using the Green formula. If we apply this formula |j|-times to each of the
integrals
( - l)l'l (pD'{aij{x) Dû) dx , (2.201)
we come to the integrals
I aij{x) D'ipD'u dx (2.202)
since the integrals over F vanish in consequence of the fact that the traces
of the function co(x) as well as of its derivatives are zero functions on F (</>(x)
being a function with compact support in G). Thus if we multiply equation
(2.199) by an arbitrary function (p e C\^^{G), integrate over G and apply
the Green formula in the just described way (under the assumption of suf-
ficient smoothness of w(x) and fl,j(x)), we get
A{cp,u)=^{q>,f). (2.203)
Since this result holds for an arbitrary (p e C^°°'(G), (2.203) turns into
an integral identity
A{(p,u) = {(p,f) for every (peCi'"\G). (2.204)
Conversely, by the "inverse" process we come to the identity
I (pAu dx = (pfdx for every (p e Ci'"\G) (2.205)
which yields (2.199), in consequence of the density of the set C^^'^^G) in the-
space £.2(0).
Note that all the integrals (2.202) have sense if 11 e W^''\G) and if, e.g.,.
fl,y(x) are bounded measurable functions. Thus we define, without regard
to the smoothness of M(X) and a;j(x):
52 Chapter 2
DEFINITION 2.3. By the weak solution of equation (2.199) we understand

such a function u e W^''\G) for which the integral identity (2.204) is fulfilled.
See a special case of this definition on p. 44.
Now, let us pay attention to the weak formulation of the boundary

conditions (2.185), (2.186).
One of the most simple types of these conditions are the so-called
Dirichlet conditions:
u = go, — = î>--->TTrT = fifit-i on r . (2.206j

dv dv" ^
Here v is the outward normal to F (on dujdv, etc., see (2.142) and the follow-
ing text), gi{S) are given functions. All these conditions, containing deriva-
tives of at most of the order k — I are stable with respect to the operator A.
Since the conditions (2.206) are k in number, no unstable boundary con-
ditions are present in this case.
Now, let both stable and unstable boundary conditions by prescribed.

Let the stable conditions be still of the Dirichlet type, however, let there be
only /i < fc of them in number, thus
T77 = Os,, • • •> 7 ^ = 0s„ on r . (2.207)
The remaining k — n conditions, let us denote them by
^=^'-••'^7:17 = ^ ' - ^'^ ^ ' (2.208)

do not appear among the boundary conditions. Instead of them, k — fi
unstable boundary conditions are prescribed, denote them by
CiM = /ii,..., Q_û = /it_^ on r. (2.209)
For example, in the case of an equation of the eighth order (k = 4), the
following conditions on F may be given:
u = t/o , (2.210)
' ^ = 0., (2.211)
A'u = hi , (2.212)
^ + M = /i2 . (2.213)
dv
The conditions (2.210), (2.211) are stable, the conditions (2.212), (2.213)
are unstable. Thus, n = 2, k - fi = 2 here. The conditions (2.210), (2.211)
are of the Dirichlet type (2.207) with s^ = 0, Sj = 2, the other two conditions
are conditions of the type (2.209).
In Example 2.5, the boundary condition (2.154) is stable (of the Dirichlet
type), thus we have /z = 1, A; — /( = 0. The boundary conditions (2.170),
(2.177) in Examples 2.6, 2.7 are unstable; /t = 0, fc — yti = 1 in both the cases.
Instead of the Dirichlet conditions (2.207), more general stable boundary

conditions can be considered, namely boundary conditions of the form
Bû = V Fû = Qi ,
fi." ^ f ? + f." = 5 M " ) on r (2.214)

dv"
where f; {i = 1,..., /;) are linear operators containing derivatives of orders
^fc — 1, while in the "local" coordinates
derivatives with respect to v of orders t^, fj, •••, t^_^
are only permitted. (2.215)
REMARK 2.14. Questions concerning the correct formulation of boundary

conditions are not simple. For example, if the just mentioned condition
(2.215) would not be imposed on the operators F;, "unreasonable" boundary
conditions could be obtained: Consider, for example, the conditions (2.210)
^') For simplicity, we write ^ j , ...,^^ here instead of ^ j , , ...,gs^ as should be written
in accordance with (2.207).
54 Chapter 2
to (2.213), corresponding to a difterential equation of the eighth order.

As stated above, we have
5i = 0 , S2 = 2 , (2.216)
so that
?, = 1 , /, = 3 . (2.217)
Should we want to extend the Dirichlet operators on the left-hand sides
of (2.210), (2.211) by the operators Fj, F j , then derivatives of orders 1 and
3 in the "normal direction" are permitted for these operators, while deriva-
tives of orders 0and 2 would be "forbidden".^^) Should this requirement
not be respected, we could prescribe, for example, the boundary condition
d^'u dii
Bû = + FiM = u + — == Qi on r . (2.218)
Sv'" ds
Here, in the operator F^, the derivative in the normal direction is of order
zero {dulds is the derivative in the tangential direction), thus of the "for-
bidden" order, and we see that, in fact, the boundary condition (2.218)
is not reasonable, being a differential equation for the function u on F.
On the other hand, the condition (2.210) can be replaced by a "permitted"
condition
Byii s M + f jH = u + — = g^ on F . (2.219)
<5v
Indeed, here the derivative in the normal direction in the operator F, is
of the first order, and this is permitted according to (2.217). Also,
Fû =
^v ds
is a "permitted" operator.
For a more detailed analysis and other examples see [2], Chap. 1, or [3],
Chap. 32.
In what follows stable boundary conditions of the form (2.214), satisfying

the requirement (2.215), will always be considered.
^^) Nothingis said about the orders of derivatives in the "tangential direction", except
the requirement that the total order of the operators Fj, Fj be gj ^ — I.
As their special case (for Fû = 0) the Dirichlet boundary conditions

are obtained.
DEFINITION 2.4. The subspace of the space nf\G) consisting of

functions which satisfy homogeneous stable boundary conditions (2.214)
is called the space V. Thus
K = {v; ve W^''\G); BÛ = 0,...,Bû = 0 on T in the sense

of traces}. (2.220)
Cf. also Examples 2.5 — 2.7.
It can be easily shown that K is a c o m p l e t e subspace of the Hilbert

space W f (G). Thus Vis itself a Hilbert space. ([3], Chap. 32.)
As concerns the functions gi{S), ..., gjs) in (2.214), we shall always
assume (cf. Example 2.5) that a function
weWf\G) (2.221)
exists such that
^1^*' =" 015 •••,Bi^w = g^ on F in the sense of traces. (2.222)
Cf. Footnote 25, p. 45, and the related text.
We have presented the weak formulation of the solution of the equation

Au = f (Definition 2.3) and of the stable boundary conditions ((2.214),
(2.215), (2.221), (2.222)). We are going to give the weak formulation of
unstable boundary conditions.
In Example 2.7, p. 47, we obtained, multiplying the given equation by an
arbitrary function ve V, integrating over G and using the Green formula,
the integral identity
{{v, u)) = (vj) + [ vhdS for every veV, (2.223)
with
((z;, u)) = A{v, u) + a{v, ii) , (2.224)
where •4(v,u) was the bilinear form (2.180) corresponding to the given
56 Chapter 2
operator and
a(v, w) =• avu dS (2.225)
Note that a(v, u) (in contrast to A(v, u)) is a surface integral (i.e. an integral
over the boundary F) with an integrand bilinear in v and u (i.e. linear in v
as well as in w). Similarly, the term
x(v, h) = \ \vhdS (2.226)
is a surface integral; its integrand is linear in v. We shall call the terms

a(v, u) and x(v, h) the bilinear and linear boundary forms, respectively.
The weak solution of the considered problem was defined as such a func-
tion w e W^^\G) which satisfies the integral identity (2.223). We were well
entitled to do so: First, in the requirement u e W^^\G) only, the "weakness"
of the solution is contained. Further, if there exists such a u e C'^^\G)
for which (2.223) holds, then it is the (classical) solution of the problem.
In fact, by the Green formula, we get
N
dv du
-dx= v—dS- vûdx, C2.227)
Q dx, dx Jr 5v J«
so that (2.223) yields
r cu
V Au dx + dS + (Tvu dS = vfdx + vhdS
J/5^
for every ve V. (2.228)
Putting V = (p e CQ"\G), we obtain in the usual way (see above)
— \u = / in G. (2.229)
Then only the surface integrals remain in (2.228),
cu
i v—dS
f dv
+ van dS vh dS,
giving, in consequence of the density of the traces of functions from W^^\G)

(2.230)
in Lîr),
^ " + au = •h on F- (2.231)
dv
In the case of the above discussed more general problem
Au =f in G, (2.232)
B-u = gi on F, i=l,...,n, (2.233)
C,u = hi on r , i = 1, ..., /c - /(, (2.234)
it is also possible to come to an integral identity of the form
A(v, M) + a{v, u) = vfdx + x{v, h) for every ve V, (2.235)
where A(v, ti) is the bilinear form (2.197), a{v, u) is a bilinear boundary
form (a sum of surface integrals with integrands bilinear in v and w) and
x{v, h) is a boundary form linear in v, assumed here in the form^^)
*"" r d''v
•4v,h)==Y. -T^'.-dS, (2.236)
i = i jr S^
where /i,(S), /' = I, ..., k — n, are functions from the boundary conditions
(2.234) and f,-, / = 1,...,/c —/(, are numbers from (2.208). However,
in this more complicated case, it is not possible, in general, to obtain the
integral identity (2.235), the (at least formal) consequences of which the
equation (2.232) and the conditions (2.234) should be, directly by multi-
plying the equation (2.232) by an arbitrary function ve V, integrating over G
and applying the Green formula in the famihar way (cf. (2.201), (2.202)).
Some "supplementary rearrangements" are needed, in the general case.
To make this problem clear, let us present the following examples (we have
chosen examples in ordinary differential equations to this purpose):
EXAMPLE 2.8.
u<*'=/, (2.237)
u(0) = 2 , u'(0) = 3 , (2.238)
u(l) - u'(l) = 5 , t("(l) - «'"(!) = 7 . (2.239)
) In order that all the boundary conditions (2.234) can be taken into account; see
below.
58 Chapter 2
EXAMPLE 2.9.
MW=/, (2.240)
M(0) = 2 , M'(0) = 3 , (2.241)
u{l) ~ u'(l) = 5 , u'{l) + i("(l) - !('"(!) = 7 . (2.242)
EXAMPLE 2.10.
ti^*'=f, (2.243)
M(0) = 2 , u'(0) = 3 , (2.244)
«(]) _ w'(l) = 5 , M"(1) = 7 , (2.245)
The given equation is of the fourth order, so k = 2. The stable boundary
conditions are the same in all the three examples and are of the "admissible"
type. At the point x — 0, the Dirichlet conditions are prescribed; at the
point X = 1, one stable and one unstable condition are given, thus /< = 1,
k ~ IX = 1; the stable condition is of the form (2.214) with Sj = 0 (corres-
ponding to v{\)) and t^ — \ (corresponding to v'{).)). Further,
V = {v; V e nj^\0, l), v{0) = 0, v'{0) = 0, r(l) - i''(l) = 0
in the sense of traces) . (2.246)
The Green formula, reduced to integration by parts here, gives for
VE V
I vfdx = I ra<*' dx = [vu^fo - [i;'^"]^ + | v"u" dx =

Jo Jo Jo
= A{v, u) + v{l) u'Xl) - v'(l) M"(1) =
= A{v, u) + r'(l) [M"'(1) - «"(!)] (2-247)
according to (2.246). (This represents one of the above mentioned "rearran-
gements".) Using, the second of the conditions (2.239) in Example 2.8,
we get the integral identity
{{v, u)) = A{v, u) = \ vfdx + 7t;'(l) for every ve V. (2.248)
This is the integral identity of the form (2.235) already, with a[v, M) = 0
and fi = 1 in (2.236) (note that in the case of ordinary differential equations
the values of the considered functions at the endpoints of the corresponding

interval appear instead of surface integrals).
Conversely, this integral identity "produces" formally the given differen-
tial equation and the unstable boundary condition M"(1) — "'"(l) = 7 :
In fact, integration by parts in (2.248) yields (cf. (2.247))
j ra<*> dx - r(l) u"'(l) + v'{l) «"(1) = i vfdx + 7i;'(l)

Jo Jo
for every veV, (2.249)
giving, first, when choosing v = (p e Co°°^(0, l),
«<*'=/, (2.250)
and then
--v([) u"'(l) + v'{\) ii"(l) = 7v'{l) for every veV. (2.251)
Replacing i;(l) by u'(]) according to (2.246), we get
v\\) [ - i/"'(l) + «"(1)] = 7r'(l) , (2.252)
yielding
u"(l) - M'"(1) = 7 . (2.253)
Tn the just presented example, we obtained the integral identity (2.248),

i.e. an identity of the form (2.235), directly from (2.247) and (2.239). To
obtain an integral identity of the form (2.235) in Example 2.9, we have
to put
a{v, ii) = i''(l) M'(1) . (2.254)
By (2.247) we then obtain the integral identity
((i!, u)) = A{V, U) + a[v, u) = vfdx+ 7f'(l) for every v e V.

Jo
(2.255)
In Example 2.10, we put
a{v, u) = v'{l) u"'{[) (2.256)
and get, similarly as before,
(((;, M)) — A(V, U) + a(v, «) = I vf dx + 7D'(1) for every v e V.

Jo
60 Chapter 2
In each of the last two cases, the "converse" integration by parts then
leads to the given equation and to the prescribed unstable boundary condi-
tions, as can be immediately verified similarly as in the case of Example
2.8.
REMARK 2.15. The presented examples show that the boundary form
a(v, u) plays an essential role in the formulation of unstable boundary
conditions. / / this form is found in such a way that, starting with the
integral identity (2.235) with A(v, u) given by (2.197) and y.(v, h) given by
(2.236), the unstable boundary conditions follow by formal application
of the Green theorem, or by further supplementary rearrangements, if
necessary^'*'), we say that a(v, u) is the bilinear boundary form correspon-
ding to the given problem (2.232) —(2.234). Or that
{{v, u)) = A{v, u) + a{v, u) (2.257)
is the bilinear form corresponding to this problem. We say also that the
form a{v, u) (or ({v, u))) corresponds to the operator A and to the boundary
operators Bj, C;.
The reader may object that this concept is rather unclear. In fact, questions
may arise on how to construct the form a{v, u) in more complicated cases
(the above mentioned rearrangements may be actually artificial enough),
even questions concerning its existence and uniqueness. Therefore, from the
mathematical point of view, it is more comfortable to take the form
a(v, u) as given and to derive, on its base and on the base of the form x(v, h),
the unstable conditions CjU = /i,-. Thus in this case, the forms a[v, u) and
x{v, h) are "primary concepts" from which the boundary conditions CiU = hi
are derived. This conception is followed, e.g., in the book [2] by Necas as
well as in the author's book [3]. However, in practice, the boundary con-
ditions are prescribed and the form a(v, u) is to be found. Therefore, in
spite of many preferences of the above mentioned conception, we give the
definition of a weak solution of the considered problem with the just in-
troduced concept of the form ((v, u)) corresponding to this problem, being
well aware of its disadvantages. The reader who is accustomed to the
above conception may assume the forms {(v, u)) and x(v, h) to be "primary"
throughout the book.
34
) The equation Au = /follows automatically.
It would be of use to note that a "natural" formulation of some boundary

conditions can be obtained by a suitable „decomposition" of the given
operator. (See, e.g., Example 12.8 in [3], where such a decomposition is ap-
pUed to a suitable formulation of the problem with an "oblique derivative".)
Also in this case we can speak about a "primary" concept — it is the form
A{v, u) here, from which the operator A is "derived".
Now, we are prepared to present the definition of the weak solution

of the problem
Au ^f in G, (2.258)
B,.t/ = 01 on r, J = 1,...,^, (2.259)
Ciu = hi on r , i = l,...,k - fi. (2.260)
DEFINITION 2.5. Let A be the differential operator (2.187), p. 49, with

its bilinear form A{v, u) ((2.197), p. 50), fe L2(G). Let B^, ! = ! , . . . . /i be
operators of the form (2.214), p. 53, satisfying (2.215),
V=-- {v;ve W^^XG), B^V = 0,..., B^v = 0 on T in the sense
of traces) . (2.261)
Let a function w e 1^2^''(G) exist such that
BiW = 01, ..., B^^w = 0fi on r in the sense of traces. (2.262)
Let
/!;6L2(r), i = 1, ..., fe - / i ,
let
{{v, u)) = A{v, u) + a{v, u) (2.263)
be the bilinear form corresponding to the problem (2.258) —(2.260).^')
Then by the weak solution of the problem (2.258) —(2.260) such a function
u 6 W^'^^G) is understood which satisfies
u - weV (2.264)
and
c
{{v, w)) = vfdx + y.(v, h) for every veV. (2.265)
JG
^•^) See Remark 2.15.

62 Chapter 2
Here
k-n C at,,
<^'' h) = 1 T 7 ''•• dS (2.266)
with /,. from (2.208) (p. 52).
To this definition similar comments can be added here as in the above

text (in particular, in Examples 2.5 — 2.7). On some generalizations see
[2], [3].
As concerns existence and unicity of a weak solution, they are ensured
under rather simple conditions:
DEFINITION 2.6. The form {{v, u)) is called bounded in the space
VFJ^X^)^*^) if a constant K > Q exists (independent of v and w) such that
we have
\{{v, u))\ S K . ||u||^,<M(C) • ['"iU-aCoco for all v,ue WP(G).

(2.267)
It is called V-elliptic, if a constant a > 0 (independent of v) exists such that
{{v, v)) ^ o:||t;|l^,(.,(0) for all veV. (2.268)
THEOREM 2.6. Let the form {(v, ii)) be bounded in Hî"(^)")""'' V-eUip-
tic. Then there exists precisely one weak solution of the problem (2.258) to
(2.260) in the sense of Definition 2.5.
For the proof see [3], Chap. 33.
Verification of the boundedness of a form ((u, u)) in W^''\G) is rather

simple, as a rule. In particular, if a(v, u) = 0, so that ((v, u)) = A(v, u),
then boundedness in IFJ^X^) ^^ ensured if e.g. the coefficients !J,j(x) of the
form (2.197) are bounded (measurable) functions. To prove the boundedness
of the boundary form a(v, u) ^ 0, inequality ((2.141), p. 39, is most often
^*) Briefly written for "bounded" in W^''>(G) X wP(G), see p. XVII.

•'^) Boundednes in V is sufficient, however, its verification coincides with that in
iVJ,''\G) in practical cases; see p. XVII..
Variational Metliods 63
used. For example, the boundary form
I (Tvu dS (2.269)
from Example 2.7 (p. 47) is bounded in W^^^{G): In factCT> 0 is a constant,

so that
i r
(TVU dS = a
r
vu dS ^'^•IIHlMO-lhllW)^
= '^44w2i^HG) • cllwllw-idMo") ^ c o n s t . IJi^liVjOcG) i"|U2<')(G) •

(2.270)
To prove K-ellipticity, inequalities of the so-called friet/r/c/is and Poincare
types ([3], Chapter 30) are applied, see also Theorem 2.5, p. 40. For example,
the form
((., u)) = 4 . , tO = I [ ™ ^ d x - ) (2.271)

'•=1 J G SXidXi
from Example 2.5, p. 42, is F-elliptic with a = l//c,, as follows immediately
from (2.145), p . 4 1 , since in this case
V — {y; ve H'2'*(G), ;; = 0 on T in the sense of traces} ,
so that the surface integral on the right-hand side of (2.145) vanishes for
every v e V.'^^)
Many examples on how to establish boundedness and F-ellipticity can be
found in [ 3 ] , Chap. 33, simultaneously with an extensive table of (bounded)
l^-elliptic problems.'*^)
^^) According to the Schwarz inequality applied in ZjCr).

^') By the mentioned inequality (2.141).
'*°) Bounded, by the above text, because its coefficients (2.193), (2.196), p. 50, are
bounded.
*') Thus by Theorem 2.6 there exists precisely one weak solution of the problem
(2.153), (2.154).
^^) Instead of problems with a bounded F-elliptic form ((t', «)) we speak briefly
of bounded V-elUptic problems.
64 Chapter 2
In particular, all problems of Table 2.1 (p. 22) are bounded in PVj*'(G)
and F-elliptic.
Note that the form (2.254), p. 59, is bounded in W^^\0, 1) (the proof is
similar to that in (2.27Q)), while the form (2.256),
a{v, u) = v'{l) u"'(l)
is not bounded in that space (a sequence of functions M„ e Wj^^Q, l) can be

constructed with unit norms and with |u"'(l)| -> oo for n -• oo; see a similar
construction in [3], Chap. 30).
An example of a form which is not F-elliptic is the form (2.271) for V =
= W^^\G) (where thus D = 0 on T need not be fulfilled, see Example 2.6,
p. 46). In fact, for v{x) = 1 in G we have
^(».»)-i I if^Y<i«-o.
while
lrll»»'2<"(G) -* ^ •
On how to proceed in such cases see [3], Chap. 35.
Let the form ((r, u)) satisfy the conditions (2.267) and (2.268), ensuring
the (unique) weak solvabihty of the problem (2.258) —(2.260). Let it be,
moreover, F-symmetric, i.e. let
((u, u)) = ((u, vj) for all v,ueV (2.272)
be vahd. Then ([3], Chap. 34) the weak solution of this problem mini-
mizes, in the space F, the functional
Fv = {{v, v)) - 2{v,f) - 2x{v, h)+ 2{{v, w)) (2.273)
(where W(A) is the function from Definition 2.5). If the Ritz method (or the
finite element method as its special case) is applied, then for the coefficients
flj of the Ritz approximation
«„(x) = w(x) + X «; r;(x) {v,eV) (2.274)

the following system is obtained:
{{vi, fi)) ai + {{v2, Vi)) flj + ... + {{v„, Vi)) a„
L vjdx + x{vi, h) - ((yj, w)),
{{vi, v„)) a I + {{v., v„)) a2 + ... + {{v„, r„)) a„ =
= f vJdx + y.{v„, h) - {{v„, ,v)) . (2.275)
Tn the special case of homogeneous boundary conditions, we have y.[v, / ; ) s

= 0. Moreover, we can put w{x) s 0. Then the system (2.275) becomes
{{vi, Vi)) fli + {{v2, Vi)) 02 + ... + {{v„, Ui)) a„ = vJdx ,
(2.276)
{{vi, v„)) a, + {{v2, v„)) a2 + ... + ((t^„, v„)) a„ = vJdx
If, in addition, the coefficients of the operator A are sufficiently smooth,

the form {{v, u)) coincides, in essence, with the form {v, u)^ introduced
on p. 27,*^) so that the system (2.276) is nothing else than the system
(2.105), p. 30.
•*^) K-ellipticity implies positive definiteness. For details see [3], Chap. 36.
PART I. EXAMPLES
This part of the book — Chapters 3 to 9 — is devoted to practical numerical

aspects of the method of discretization in time, including question concern-
ing error estimates. It is meant for "consumers" of mathematics in the first
place. Therefore, it is written — and the examples are chosen — in such
a way that no very deep theoretical knowledge be required from the reader,
although many original results, derived in Part II, are applied here.
In Chap. 3, the algorithm of the method is presented with the necessary

theoretical background. Then questions concerning error estimates are
treated, including the case when the elliptic problems, generated by the
considered method, are solved approximately.
Chap. 4 is devoted to linear parabolic problems. Some of the presented

examples are illustrative (with a known exact solution). They make it
possible to compare the approximate solution obtained by our method
with the exact one and, in particular, to examine the efficiency of the error
estimates derived in Part II.
In Chap. 5, an example of a nonlinear parabolic problem is shown,

in Chap. 6 we have an example of a parabolic integrodifferential problem.
In Chap. 7, the method is apphed to the solution of a parabolic problem
with an integral condition which is of interest when solving the so-called
problem of hydratational heat in concrete massives.
In Chap. 8, hyperboHc problems are solved by our method. Also, one

of the given examples has an illustrative character here.
66
Examples 67
In Chap. 9, a "small" application of our method to rheology is shown.
Examples of problems with homogeneous as well as nonhomogeneous

initial conditions are given, most of them with homogeneous boundary
conditions (of the Dirichlet type, with the only exception of Chap. 7).
I tried to apply different methods of solving the generated elliptic problems.
In particular, examples solved in Chapters 5 to 7 are expected to be of inte-
rest for the reader.
A reader who is not interested in error estimates very much and follows
practical aspects of the method only, may let such examples as those of
4.1—4.5 aside.
As pointed out in Chap. 2 (p. 8), G means always a bounded domain

(possibly multiply connected) in £\, with a Lipschitz boundary F. We
write simply x instead of (xj,..., x^),
u(x) dx
G
instead of
... M(XI, ..., X;v)dx,,..., dxn ,
etc.
Chapter 3
Algorithm of the Method. Error Estimates
a) ALGORITHM O F THE METHOD
The algorithm of the method of discretization in time will be shown

on the following relatively special parabolic problem from which basic
features of the method will well be seen:
— + Au =f in g = G X (0, r ) , (3.1)
dt
uix, 0) = Uo(x) , (3.2)
BiU = 0 on r X (0, T) for / = 1, . . . , / t , (3.3)
Cju = 0 on r x ( 0 , T) for / = 1, ...,/c - / ( . (3.4)
Here, G is a domain mentioned on the foregoing page (thus bounded in Ef,,
with a Lipschitz boundary f), (O, T) is a bounded interval; A is a linear
operator of order 2k, of the form (2.187), p. 49, i.e.
A= I (-l)l'IZ)'(a,(x)DO, (3.5)
/ e L 2 ( G ) , UQ e L2{G). The coeflicients of the operator A as well as the right-

hand side/of the equation (3.1) are assumed here to be functions of the space
variables x^, ...,x^ only, thus not depending on t, for the sake of simplicity.^
For the same reason, the linear boundary conditions (3.3), (3.4) are assumed
time-independent and homogeneous. The conditions (3.3) are stable with
respect to the operator A (thus containing derivatives of the order at most
k — 1), the conditions (3.4) unstable with respect to this operator, both
of them of the form discussed in the preceding chapter. (See, in particular,
(2.214), (2.215), pp. 53 54; see also p. 69.)
^) Thsss and other restrictive assumptions will be removed later.
68
Algorithm of the Method 69
Let us present two simple examples of the problem (3.1) —(3.4).

du
Aw = XjXj in Q = G X (0, 1), (3.6)
dt
^ J, (3.7)
u = 0 on r X (0, 1). (3.8)
where G is an ellipse in £2 with half-axes a, b in the coordinate aXCS -î* ^2*
Here, we have
A = -^ =
dx\ dxl
d
(3.9)
dx \dxj dx2 \
(written in the form (3.5)). Further, fc = 1 because the operator A is of the

second order; the boundary condition (3.8) is stable with respect to the
given operator.
EXAMPLE 3.2.
^-•fr(l+sin^x)^l=l in Q = {0,n)x{0,l), (3.10)

at dx [_ dxj
w(x,0) = 0 , (3.11)
«(0, 0 = 0 , — (n, f) = 0 . (3.12)

8x
Here,
(1 + sin^ x) — (3.13)
dx dx
k = 1. Since N = I and G is the interval (O, n) here, two boundary condi-
tions (3.12) are prescribed, each of them at one of the points x = 0, x = TI,
which constitute the boundary of this interval. The first of the conditions
(3.12) is stable, the second one unstable.
70 Chapter 3
As shown in Chap. 1 already, the method of discretization in time consists

in the following: Let us choose a positive integer p, denote
h = -, (3.14)
P
tj=jh, j = 0,l,...,p, (3.15)
and divide the interval
/ = [0, r ] (3.16)
into p subintervals
Jj-llj-uh]^ 7 = 1,...,P. (3.17)
Starting with the function
Zo(^) = "o(.^) (3-18)
from (3.2), we have to find, successively for7 = 1, ...,;;, the functions
z,(x) (3.19)
(the approximations of the solution u for r — tj) as solutions of the equations
Azj + '^'''^-' =/, (3*20)

h
i.e. of the equations
Azj+^ = f+^-^^, (3.21)

h h
with the boundary conditions (3.3), (3.4),
B;U = 0 on r, [• = ! , . . . , / ( , (3.22)
Cju = 0 on r, i = l,...,/c - / ( . (3.23)
In more detail: The function ZQ{X) being given, we solve equation (3.21),
where j = 1, with the boundary conditions (3.22), (3.23), to obtain the
function Zi(x). This function being known, we have to find the function
Z2(x) as the solution of equation (3.21), where /' = 2, with the same boundary
conditions (3.22), (3.23), etc.^)
^) On the solvability as well as on the approximate methods of solution of these

problems see further (p. 80).
In this way, the solution of the parabohc problem (3.1) —(3.4) is reduced
to the solution of (elliptic) problems (3.21) (or (3.20), which is the same),
(3.22), (3.23). In each of them, the difference quotient
Z; - ^J-l
(3.24)
h
stands for the derivative dulct in the original problem.
In particular, in the case of the problem (3.6) —(3.8) (Example 3.1),

we have
Zo(x) = 1 , (3.25)
-Azj + - {zj - zj_,) = x\x2 (3.26)

h
or
-Azj + ^ = xlx2 + ^ ^ ^ ^ in G, (3.27)

/) hJ
j = \, ..., p, with the boundary condition
Zj = 0 on r (3.28)
(to be solved successively for j = i,..., p).

In the case of the problem (3.10) —(3.12) from Example 3.2, one has
Zo(x) = 0 (3.29)
-[(l+sin^x)z;.]'+|(z, - z , _ 0 = l (3.30)
h
or
- [ ( 1 + sin^ x) z;.]' + ^ = 1 + ^-J^] in (0, TT) , (3.31)

h h J
j = I,.... p, with the boundary conditions
zÔ) = 0 (3.32)
Z'J{K)=-0. (3.33)
72 Chapter 3
In very simple cases, the problems (3.21) —(3.23) can be solved "directly",
in a "closed" form. This occurs, for example, if A is an ordinary dif-
ferential operator with constant coefficients, the function / is of a special
form and the boundary conditions are simple. This was the case of the
problem 1.1 presented in Chap. 1. In more comphcated cases, the problems
(3.21)—(3.23) cannot be solved in such a simple way (they need not have
classical solutions, either), and approximate methods should be apphed,
most frequently the variational ones. Thus let us turn to the weak formula-
tion of the considered problems.
In Definition 2.5, p. 61, it is shown how to convert the elUptic problem
Au = / in G, (3.34)
B,M = 0 on r , ; = 1, . . . , / t , (3.35)
C,u = 0 on r , i = I,..., k — n , (3.36)
into a "weak" one. Note that in our case (homogeneous boundary condi-
tions), the term x{v, h) (see (2.266), p. 62) vanishes and that for the function
VV(A) from (2.264), p. 61, the zero function can be chosen. Thus, according
to the above mentioned definition, by the weak solution of the problem
(3.34) —(3.36) such a function
ueV (3.37)
is understood for which the integral identity
({v, M)) = \ vf dx
{v, «)) for every ve V (3.38)
is satisfied. Here V is the subspace of the space W^''\Gy) of functions

satisfying (3.35), in more detail
V = {v;ve W^''''(G), B^v = 0 on F in the sense of traces,
< = 1,...,W. (3.39)

((f, u)) is the bilinear form corresponding to the given problem in the sense
of Remark 2.15, p. 60. As usual, this form is obtained formally from the
^) See p. 37. Recall that 2k is the order of the equation (3.34).

integral
L vAu dx , ve V,
by the familiar apphcation of the Green formula (Examples 2.5—2.7,

(3.40)
pp. 42 — 48), followed, if necessary, by some rearrangements (Examples

2.8-2.10, pp. 57-59).
EXAMPLE 3.3. The problem (3.34)-(3.36), "corresponding" to the

problem of Example 3.1, is
— Au = x\x2 in G, (-^-^l)
u = 0 on r. (3.42)
Here, /c = 1,
V = {v; WV\G), V =-0 on r in the sense of traces} . (3.43)
Multipying equation (3.41) by an arbitrary function v e V, integrating
over C and using formally the Green formula (2.158), p. 43, we obtain
(cf. (2.159)) the integral identity
dv dii dv 5u . ^ ,
1 -^— I dxi dx2 = x\x2V dxj dxj
Q \dXi dXi dXj 0X2) a
for every r e F . (3-44)
This is the integral identity (3.38) with
{{v,u))= - - — - + — - - - dxidx,. (3.45)

JcXSxiCXi 6x20x2/
EXAMPLE 3.4. In the case of Example 3.2, we have

- [ ( 1 + sin^ x) u ' ] ' = 1 in (0,7c), (3.46)
u(0) = 0 , u'{n) = 0 . (3.47)
Here G = (O, n), /c = 1,
V= {v;ve W^^\0, n), v{0) = 0 in the sense of traces}*). (3.48)
*) The second of the conditions (3.47) is unstable with respect to the given operator,
thus it does not appear in the definition of the space V.
74 Chapter 3
Multiplying equation (3.46) by an arbitrary v e V and integrating over

the interval (O, n), we get
I 0
1 . u dx = t;[(l + sin^ x) u ' ] ' dx = -[_v{l + sin^ x) u'Jg +
+ (1 + sin^ x) v'u' dx = (l + sin^ x) v'u' dx ,

Jo Jo
since i;(0) == 0 by (3.48) and u'{n) = 0 by (3.47). So
(1 + sin^ x) v'u' dx = v dx for every VE V (3-49)

Jo Jo
should be fulfilled. This is the integral identity (3.38) with
{(v, «)) = j (1 + sin^ x) v'u' dx . (3.50)
Conversely, from (3.44) we come, formally, to the equation (3.41) (cf.

(2.165), (2.166), p. 44). Similarly, (3.49) yields, formally, (3.46) and the second
of the conditions (3.47): Integrating in (3.49) by parts, we get (taking into
account that i(0) = 0)
f
Jo
1" dx = t'(7r) (1 + sin^ 7r) U'(K) -
D Jo0
v[{l + sin^ x) M']' dx .
(3.51)
Choosing for v(x) an arbitrary function (p e Co"\0, n) (thus with a compact
support in (O, n)), we get
(/) dx = — (/)[(] + sin^ x) w']' dx ,

Jo Jo
which gives, in consequence of the density of the set Co°°'(0,7t) in LiiO, n),
- [ ( 1 + sin^ x) M']' = 1 in (O, n) . (3.52)
Having this result, we obtain (because sin'^ n = O)
V(K) u'(n) = 0 for every ve V
which yields
M'(TC) = 0 . (3.53)
Thus, in both the problems (3.41), (3.42) and (3.46), (3.47), the obtained
form (3.45) and (3.50) is the form corresponding to the given problem
in the sense of Remark 2.15, p. 60. Thus, by the weak solution of the prob-
lem (3.41), (3.42) such a function ue V is understood for which (3.44)
is satisfied, with K given by (3.43). Similarly, the weak solution u e F of the
problem (3.46), (3.47) should satisfy the integral identity (3.49), with V
given by (3.48).
In the case of the problems (3.21) —(3.23), the operator A is replaced

by the operator
A' = A + - , (3.54)
h
so that the form
(i{v,u)))^{{v,u)) + \{v,u) (3.55)

n
is obtained instead of the form ((u, w))^). The function/is replaced by the
function/ + (zy_ i//i). Thus, we are entitled*) to define:
DEFINITION 3.1. Let j (1 g j ^ p) be fixed, let
f+tIÊL,{G). (3.56)
h
Then by a weak solution of the problem (3.21) —(3.23) we understand
such a function
ZjeV (3.57)
') vA'u Ax = r if
vAu dx -i— 1 vudx
•1G
*) The term
1 1f
-iv,u) = - 1 vu dx
n
''JG
does not change in the process of application of the Green formula. Thus if ((v, u))
corresponds to the problem (3.34) —(3.36) (in the sense of Remark 2.15, p. 60), then
(((f, u))) given by (3.55) corresponds to the problem (3.21) —(3.23).
76 Chapter 3
for which the integral identity
{{{v, zj))) = I vff+ ^^^\ dx for every veV (3.58)
is satisfied.
Here, (((y, H))) is given by (3.55) and [{v, u)) is the form corresponding
to the problem (3.34)-(3.36).
First of all, a question concerning the existence and uniqueness of such

a solution arises. As concerns the weak solution of the problem (3.34) to
(3.36), we can apply Theorem 2.6, p. 62: If feL2{G) and if the form
{(v, u)) is bounded in W^'^\G) and F-elliptic, then there exists precisely one
function u e Fsatisfying (3.38). Recall that the form ((v, u)) is called bonded
in W^'^\G) if a constant K> 0 (independent of v, u) exists such that we have
\{{v,u))\ ^X|jt;||^^,.,(G) !Mk.(-..(G) for all v,ueW^'\G), (3.59)
and V-elliptic, if a > 0 (independent of v) exists such that the inequality
( ( y , r ) ) ^ a|f||^^,.,(e, for all veV (3.60)

holds.
In our case, the form ((v, «)) is replaced by the form (((u, w))), the right-
hand s i d e / by the right-hand s i d e / -I- Zjîjh. Accordingly, we have:
THEOREM 3.1. Let j be fixed,
f+êL,{G). (3.61)
h ^ '
Then if the form {{(v, u))) is bounded in PFJ'''(G) and V-elliptic, there exists
precisely one weak solution of the problem (3.21) —(3.23), i.e. precisely
one function ZjS V satisfying (3.58).
Here, the concepts of boundedness in W2'\G) and F-ellipticity of the form

(((r, u))) are defined quite analogously as for the form ((u, u)), i.e. by the
inequalities of the form (3.59), (3.60).
How can these two properties be estabhshed in the case of the form
((r, u)) was shown in the concluding part of Chap. 2. In particular, bounded-
ness and F-ellipticity of the form (3,45) in the case of the space (3.43) has
been proved there (see the text related to (2.271), p. 63, and the correspond-
ing Footnote 40). Boundedness of the form (3.50) can be estabhshed by
the same argument as in the mentioned footnote (the function 1 + sin^ x
is bounded). This form is F-elliptic as well. However, to prove this, the
Friedrichs inequality (2.145) (for A' = l) cannot be applied in this case
since the boundary condition u'{n) = 0 gives no information about 1/(11).
But the first of the boundary conditions (3.47) yields, for v e V,
v{x) = v' (t) dt, X e [0, T:] .
Thus,
1^ dr . I v {t)dt
0 Jo
by the Schwarz inequality, i.e.
v^{x) ^ x.\ v'\t) df ^ 7t j v'\t) dt = n ,•'!!?

Iit2(0,ll) •
Jo Jo
Consequently
IklLo,-.) = v''{x)dx S n i r lli.2(o,7i) dx = nHv'W^L2(0,K)
Thus, by (3.50),
({v, v)) = f (1 -h sin^ x) v'^{x) dx ^

Jo
> t / ^ ( x ) J x = |!r'|li,,o,.) ^ ||L2(O,K)
and finally
((t;,.)) = l((.,r)) + i((.,.))^
1 /I
> 1:^2(0 ,;•) + II^'IILJCO,:.)] ^ 2 ll ll'»'2('>(0,Il) » (3.62)
2V7t In
by which F-ellipticity of the form (3.50) with a = l/27r^ follows.
78 Chapter 3
LEMMA 3.1. Let the form {(v,u)) be bounded in [V^''\G) and V-elliptic.
Then the same holds for the form
{{{v, u))) = {{v, u)) + I {v, u) (3.63)

h
with h > 0 fixed.
The p r o o f is simple. According to the Schwarz inequality we have, first,
\{v,u)\ ^ \\v\\ . ||M|{ g it'll»',(^)(G) lAw2^'^KG) (3-64)

(see (2.146), p. 41). Thus, if
|((t;, u))\ S ^||''||w'2('')(C) MiVzîG) for all D, U e W^^^G),

it follows that
|(((f^, M)))| S \{iv, u))! + 7 1(1', w)| SlK+f) IIHk.corG) ||"|!iv,('<)(G

h'- " " V hj ' ' "•''
for all v,ue W^''\G). (3.65)
Further, if
{(v, v)) ^ a||(;|l^^<kH(;, for all ve V,
then the more
{{{v,v)))^4v\\'^^,.,^,,, for all veV (3.66)

because of h > 0^).
^) The converse is not true, in general. In the case of the problem
f - 0 = / in 0 = (0, 1) X (0, r) (3.67)

u{x, 0) = Mo(x) (3.68)
^ ( 0 , 0 = 0, f^(l,0 = O (3.69)
ox ox
we come, applying the method of discretization in time, to the problems
Azj + ~ ^ = f + ^ , (3.70)
h h
Now, Theorem 3.1 and Lemma 3.1 yield a simple criterion on the solva-
bility of the problems (3.21)-(3.23):
^;(o) = o, z;(i) = o, (3.71)

j = i, ...,p, with
Azj = (3.72)
and 7(,(x) = iio(x). Both the boundary conditions (3.71) are unstable with respect
to the operator A, so that
(3.73)
The corresponding form
{{v,u)) = v'u'dx (3.74)
is bounded in I f p ' ( 0 . 1)> but not K-elliptic. (For example, the function vix) = 1
belongs to H ' i ' ^ O , 1) and
Mwz^^Ho.i) > 0 '

while
{{v, <-•)) = v'^ dx = 0.)
On the other hand, the form
{{{v,u))) = {{v,u)) + Uv,u) (3.75)

h
s K-e!liptic for every h > 0 fixed, since
(((.,.))) = j V^ dx + 1 v^ dx > cllt;"^F r 2 < ' ) ( o , i ) (3.76)
with / I
c = niin(^l,-
Further, (((y, «))) being bounded, the problems to find the functions z^. e V,j = 1 ,...,p,
satisfying
(((^. ^.))) = Uf + —-) for all veV, (3.77)
are uniquely solvable if o n l y / e £2(0, 1), Ug e LîO, 1). Thus the method of discretiza-
tion in time is applicable also in the case of the so-called problems of the Neumann
types.
80 Chapter 3
THEOREM 3.2. Let h> 0 be fixed, f e LîG), UoeLjiG). Let the form
((f, M)) corresponding to the problem (3.34) —(3.36)^) be bounded in H^]*'(G)
and V-elliptic. Then each of the problems (3.21) —(3.23), solved successively
for j — \, ..., p, has precisely one weak solution, i.e. there exist precisely
p functions ZJE V, j = 1,.... p, satisfying, subsequently, (3.58).
In fact, ((v, uj) being bounded in W^''\G) and F-eHiptic, the same holds
for the form (((v, «))) according to Lemma 3.1. Further,/e 1-2(0), MQ e £-2(0)
imply
/+êL,(G).
h
Thus, according to Theorem 3.1, there exists precisely one function Zj e F
satisfying (3.58) (for; = l). Now,
z, 6 W^'XG) => z, e L,{G) ,
so that
/ + ^ 6 L,{G).
h
Thus there exists precisely one function Zj e F satisfying (3.58) (for /" = 2),
etc.
In particular, the form (3.45) being bounded in W^''\G) and F-elliptic
with F given by (3.43), each of the problems (3.27), (3.28) with Zo(x) given
by (3.25) has precisely one weak solution. The same holds for the problems
(3.31)-(3.33) with Zo(x) given by (3.29).
REMARK 3.1. Naturally, in Theorem 3.2 it is sufficient to require bounded-

ness of the form ((u, w)) in W^''\G) (implying boundedness of (((f, u)))) and
F-ellipticity of the form (((r, u))).
REMARK 3.2. [Approximate solution.) If, moreover, the form (((f, u)))
is K-symmetric, i.e. if
(((f, u))) = (((«, t;))) for every v, u e V') (3.78)
is valid, current variational methods can be applied to approximate solution
*) In the sense of Remark 2.15, p. 60.

) For this, F-symmetry of the form ((v, u)) is sufficient.
of the problems
ZjeV, (3.79)
(((t,, zj))) = (vj+ ^^^ for all veV. (3.80)
Let
Vi,...,v„ (3.81)
be n first terms of a base^°) in Fand let
z* = a{i\ + ... aiv„, 7 = 1,..., p , (3.82)

be approximations of the solutions Zj{x) to be found. If the Ritz method
(in the classical sense or as the finite element method) is applied, the system
for the unknowns a{, ..., al in the Ritz approximation (3.82) reads
{{{v^, ui))) ai + (((^2, V,))) ai + ...+ (((t'„, V,))) ai =
(((ui, t;,,))) ai + {{{V2, v„))) ai + ... + {{{v„, v„))) ai =
= ^ , „ / + ^ ) , (3.83)
with Zo(x) = Zo{x) = Uo{x) .

(See also Remark 3.3, p. 83.)
b) ERROR ESTIMATES
The method of discretization in time is an approximate method. The

functions
z,(x),...,Zp(x), (3.84)
'°) See p. 14.

82 Chapter 3
obtained as solutions of tlie problems (3.79), (3.80), are thus approximations

of the solution u{x, t) of the given problem (3.1) —(3.4) at the points fi =
= h, ..., tj, = ph, i.e. they are approximations of the functions
u{x,ti),...,u{x,tp). (3.85)
It is natural to ask how to get an information about the diflerence (in an
appropriate sense) between the functions i((.v, tj) and Zj(x), or in other
words, how to estimate the so-called error.
To derive sufficiently efficient error estimates in numerical methods is

not simple, in general — as a rule it is more difficult than to prove conver-
gence. Moreover, the desired efficiency of the estimates requires often
to sharpen the assumptions under which convergence was proved, i.e. to im-
pose supplementary assumptions on the given data.
In Chapter 12, the following theorem is proved (Theorem 12.5, p. 243):
Let the form ((r, «)) be bounded in W^''\G) and F-eUiptic,
MO(A) = 0 , (3.86)
Let the function / satisfy
feV, (3.87)
AfeL,{G), {{v,f)) = {v,Af) for all veV.'') (3.88)
^') Instead of conditions (3.88) a slightly more general condition

\i(vj)}\ < M\\v\\ for all veV
can be considered (see the quoted theorem) for which (3.88) are sufficient conditions,
with M given by (3.89). For applications, conditions (3.88) are preferable, because
of their relatively simple verification. Let us note, at the same time, that these conditions
are rather restrictive. In fact, the condition (3.87) and the second of the conditions
(3.88) mean that the function / is a weak solut'on of the problem
Au= AfrnG,
Bû = O o n r , / = 1, ,M,
CfU= O o n r , (•= 1, , / t - //.
Thus the function/is required to satisfy both the (homogeneous) stable and unstable
boundary conditions.
Denote
\\Af\\ = M . (3.89)
Then the following estimate for the error
|!.(x,/,)-z,(x)|| (3.90)
is valid:
!l«(x,0)-z,(x)i^^. (3.91)
In the quoted chapter, a certain refinement of this estimate is presented:

If, moreover, the coefficient C of positive definiteness can be easily found,
for which thus
((r, 1))) ^ C^|bf for all veV (3.92)
holds, then the following estimate can be used:
||„(x,o)-zXx)|| = ^ ( l - e - ^ ^ - * ) . (3.93)
On how to estimate the error in the case that ||uo|| > 0(i.e. if (3.86)isnot
fulfilled) see in the next chapter (p. 99 IF).
On error estimates for more general parabolic equations of the form
^ct + -40 « = /(O

and for hyperbolic problems see Example 4.7, p. 118, and Chap. 8.
REMARK 3.3. The error estimates (3.91) and (3.93) are derived under
the asumption that the problems (3.79), (3.80) have been solved exactly.
An approximate solution of these problems, e.g. in the sense of Remark 3.2,
is the source of further errors. Let us mention here the following fact:
If we solve the problem (3.79), (3.80) for 7 = 1 and use the Ritz method,
we get
z* = alvi + ... + alv„, (3.94)
84 Chapter 3
where a[, ...,al are determined by the Ritz system (3.83) with7 = 1. Here,
the difference between the exact solution Zi(x) and the function z*(x) is
caused only by the fact that the Ritz approximation is obtained instead of the
exact sohition of the considered problem since, if 7 = 1, z*_i(x) = z*(x) =
= ZQ[X). When computing z*{x) the situation is rather different because
here the difference Z2{x) — zl(x) is caused not only by the approximate
solution of the problem (3.79), (3.80) for j = 2, but also by the fact that
the just obtained approximation z*(x) stands on the right-hand sides of
(3.83) instead of the function ZI(A) which is not exactly known. Continuing
the numerical process in this way, the error "cumulates" in every step.
How to get a "total" estimate for \u{x, tj) — z*(x)\ in this case is well
seen from Example 4.6, p. 107. For the theoretical treatment of these questions
see Chap. 14.
Chapter 4
Linear Parabolic Problems
As pointed out on p. 66, the aim of Part I is to acquaint the reader with
the procedure of the method of discretization in time, including questions
concerning error estimates.
This chapter, in which linear parabolic problems are treated, is divided

into three sections:
a) Illustrative examples.
b) A nontrivial example.
c) An equation with time-dependent coefficients.
Section a) is devoted to readers who are interested in the error estimate,

in particular in its efficiency, in the case of homogeneous as well as of non-
homogeneous initial conditions. Therefore, such examples are chosen
where an explicit solution is known, in order that the whole procedure can
be easily followed and the obtained results compared with the exact solution.
Nevertheless, the presented examples are well instructive even for those
readers for whom questions on error estimates are not in the centre of their
interest.
It turns out, in this section, that the estimate (3.91) and, especially, the
estimate (3.93), p. 83, are extremely sharp and cannot be substantially
improved.
In Section b) an example is given with the operator A the coefficients

of which depend on the "space" variables x, y. Here, the reader will be
acquainted with the routine of the method in the case of a more complicated
85
86 Chapter 4
problem, including approximate solution of elliptic problems generated

by this method and "total" error estimates in the sense of Remark 3.3, p. 83.
In Section c), the equation
I + A{t) u = f{t),
ct
thus with coefficients depending, in general, not only on the "space" va-
riables Xi,..., Xy but also on /, is considered.
Throughout the following text, notation introduced in the preceding

chapters is preserved.
a) ILLUSTRATIVE EXAMPLES
a) Homogeneous initial conditions
To begin with, let us return to the example from Chap. 1:
du dû
= sin X in e=( ) X (0, 1 ) , (4.1)
dt dx^
t/(x, O) = Mo(x) = 0 , (4.2)
M(0, t) = 0, u{n, t) == 0 . (4.3)
Here, equations (3.20), p. 70,, are
- z; + ^^ " î-i _ sin X , (4.4)

n
or, written in the form (3.21),
_ z'; + ^ = sin X + ? ^ ^ . (4.5)

' h h
These equations are to be solved, successively for j = 1,..., p, under the
Linear Parabolic Problems 87
boundary conditions
z,(0) = 0 , 2,(71) ==0 (4.6)
(by (4.3)), with
Zo{x) = 0 (4.7)
(by (4.2)).
In Chap. 1, the explicit formula for Zj(x) was found:
z,(x) = 11 i 1 sin X . (4.8)
In particular, dividing the given interval / = [0, l ] into p = 100 sub-

intervals/, of lengths/i = 0.01, we have, for example for <2o = 0-2,^40 = 0-4
and /,oo = 1 (rounding off to four decimals)
Z2o(x) = ( 1 1 sin X = 0.1805 sin x , (4.9)

V i.oi'v
zô(x) = M - \ sin X = 0.3284 sin x , (4.10)
Moo(^) = ( 1 - Y^°) ' ' " '"" ^ ^'^^^^ ' ' " ^ ^'^'^^^
(see p. 6). Because the exact solution is known in our case (see (1.4), p. 1),
H(X, f) = (1 - e - ' ) s i n x , (4.12)
it is possible to compare the functions (4.9) —(4.11) with the functions
u{x, 0.2) = (1 - e-°-') sin x = 0.1813 sin x , (4.13)
u(x, 0.4) = (1 - e""-'^) sin x = 0.3297 sin x , (4.14)
u(x, 1) = (1 - e-i) sin x = 0.6321 sin x . (4.15)
This comparison will appear to be very instructive for testing the efficiency
of the estimate (3.93), p. 83,
!]„(x,r,)-z,(x)i^^(l-e-^^-^). (4.16)
88 Chapter 4
Remind that this estimate was derived under the following assumptions:
The form ((v, u)), corresponding to the operator A and to the given boundary
conditions, is bounded in the space PFJ*'(G) and F-elliptic, i.e. (3.59), (3.60),
p. 76 hold,
\({v, u))\ ^ -Kj|£;||^^(t,(gj . |JM||vr2(W(G) for every two functions
v,ue \^f\G), (4.17)
and
((u, u)) ^ a|!i;!|^,(.,(C) for all veV; (4.18)
moreover, let the coefficient of positive definiteness C be found (as large as
possible) so that
((u, u)) ^ C'||y|P for all veV (4.19)
holds; further, let
feV (4.20)
and
AfeLîG), {{v,f)) = {v,Af) for all VEV. (4.21)
In (4.16) we then put
M = \\Af\\ . (4.22)
In our case,
All = -u" , (4.23)
W^^\G)=Wi'\Q,n), (4.24)
V= {v;ve ^f\0, %), v{0) = 0, V{K) = 0
in the sense of traces}.^) (4-25)
Taking ve Varbitrary, we have, integrating by parts,
(v, Au) = vAu dx = — vu" dx =

Jo Jo
= -[vu']l + v'u'6x = v'u'dx (4.26)
Jo Jo
^) Here, V= w'-2^\0,n), see (2.144), p.40. Functions from W^'j^'CO, JC) being conti-
nuous (even absolutely) in [0, TC], the conditions v(0) = 0, v(n) = 0 are satisfied
by the functions from V even in the ordinary sense.
because of ^(O) = 0, v(n) = 0 (v belonging to V). Thus
((t;, w)) = I v'u' dx = {v', u') .^) (4.27)

Jo
The above mentioned requirements can be easily established:
The form (4.27) is b o u n d e d in W^^\0, n):
\{{v,u))\ = \{v\u')\ g l . ' l . ||M'|! g ||t;|!^,cu(o,.) ||"iir.<n(o,.) (4.28)

(noting that
iHi^2<u(o,.) = M^ + ft-'f, etc.).

F-ellipticity:
{{v, v)) = ["v" dx §; ^ ^v' dx = ||t)f (4.29)

Jo ^ Jo
because of the inequality (2.118), p. 34:
[\'^ dx > ^ f v^ dx .^) (4.30)
Now
((., r)) = iiiv, v)) + l{{v, v)) ^ i\\vV + m ' = mik^Ho.n, .
(4.31)
) Conversely, it is easily seen that the integral identity
vf dx
v'u' dx = I vj for all ve V
Jo Jo
implies, formally, —«" = /(cf. the text preceding (3.52), p. 74), so that the form
(4.27) is actually the form corresponding to the problem
w(0) == 0 , u{n) = 0
in the sense of Remark 2.15, p. 60. In what follows, we are not going to point out
this fact in problems where it is obvious immediately.
•') This inequality has been derived for functions i; e C^^^ [a, b] satisfying v(a) = v{b) =
= 0. In consequence of the density of such functions in the space H^^')(a, b), it remains
valid for every function from this space.
90 Chapter 4
wherefrom the F-ellipticity of the form (4.27) follows. At the same time, we
can take, in (4.19),
C = 1 (4.32)
according to (4.29).
Further,
f{x) = sin X
in our case. Obviously,
sin X e C<^'[0, n] , sin 0 = 0 , sin n = 0 => sin x e F , (4.33)
and
Af = -(sin x)" = sin X e ^2(0, n) . (4.34)
Validity of the second of the conditions (4.21) is a consequence of (4.27),

(4.26) when putting u = f there; note that fe C^^*[0,71]. (We shall not
verify this condition in the following examples of this chapter where its
fulfilment — or fulfilment of similar conditions — is obvious.)
Thus, all the assumptions insuring the validity of the estimate (4.16) are
fulfilled. By (4.34) we have
so that
t
M^ = \\Af\\^ = I sin^ X dx = - , (4.35)
M = /^ (4.36)
Thus, using (4.16) for j = 20, j = 40 and j —- 100, successively, we get

the estimates (rounding off' to five decimals)
|]u(x,0.2)-z,o(x)||^5^(l-e-''-^)^^ =
= 0005 . (1 - 0.818 73) . 1.253 31 = 0.001 13 , (4.37)
\\u{x, 0.4) - z,o(x)!| g ^ (1 - e-"-*) / ^ =
= 0.005 . (1 - 0.670 32). 1.253 31 = 0.002 06 , (4.38)

Kx,l)-z.ooWM^(l-e-)^^ =
= 0.005 . (1 - 0.367 88). 1.253 31 = 0.003 96 . (4.39)
At the same time, we get, by (4.9) —(4.11) and (4.13) —(4.15), the actual
errors:
\\u(x, 0.2) - Z2o(x)|| = II0.1813 sin X - 0.1805 sin x|| =
= 0.0008||sin x|| = 0.0008 VW2)*) = 0.001 01 , (4.41)
||ii(x, 0.4) - Z4o(x)|| = 110.3297 sin X - 0.3284 sin x|| =
= 0.0013||sin x|| = 0.0013 V(7i:/2) = 0.001 63 , (4.42)
l|u(x, 1) - ZiooWII = 110.6321 sin x - 0.6303 sin x|! =
= 0.0018||sin x|| = 0.0018 ^ ( ^ 2 ) = 0.002 26 . (4.43)
Comparing the actual errors (4.41) —(4.43) with error estimates (4.37) to
(4.39). we can conclude that the efficiency of the error estimate (4.16) is
very high^) and that this estimate cannot be improved, practically. It does
not mean, of course, that in individual cases its efficiency could not be lower.
See Example 4.2 below.
REMARK 4.1. If the more rough estimate (3.91) is applied instead of the
estimate (4.16),
|l«(x,0)-zX.x)||g^, (4.44)
'^) We have
f n
Sin x^ = sin^ x d x = - . (4.40)
Jo 2
^) It becomes worse with increasing j ; this fact is well to be expected because, first,
the error becomes "cumulated" with increasing y, and, further, the norms of the solu-
tions themselves increase with j .
92 Chapter 4
following results are obtained:
11 r no^ ( Ml ^ 20.0.01^ (4.45)

||H(X, 0.2) Z2oWi = / - = 0.001 25 ,
1, . „ ,x I VI ^ 40 . O.OP
|]i((.x, 0.4) - Z4o(-'c)|| ^ / - = 0.002 51 , (4.46)
l, . .. , .. ^ 100.0.01^
/ - = 0.006 27 (4.47)
As expected, these error estimates are worse, nevertheless still well

acceptable.
The following example shows that the estimate (4.16) loses its efficiency
in the case of "rapidly oscillating" functions/: ®)
^ = sin nx in C) = (O, n) x (O, l) , (4.48)

dt dx
u{x, 0) = Mo(-^) = 0 , (4.49)
M(0, t) = 0, u{n, t) = 0, (4.50)
where n > 1 is a positive integer.
Here, the problems (4.4) (or (4.5)), (4.6) have the form
- z'j + - (zj - Zj-_i) = sin nx (4-51)

h
or
- z} + ^ = sin nx +^J^], (4.52)
h h )
z,(0) = 0, Z,(TC) = 0 (4.53)
'') Better said, the estimate (4.16) is derived for a relatively wide class of functions
requiring o n l y / e Kand Af& Z-2(G). It does not take into account their special proper-
ties to which also rapid oscillations belong. Such an estimate would be too cumber-
some and unefficient in "reasonable" cases.
with ôi^) = 0 according to (4.49). Explicit solutions are (we shall not go
into details here; cf. Chap, l)
The solution of the problem (4.48) —(4.50) is also known:
u{x, t) = ~{1 - e-""') sin nx . (4.55)
For example, for n = 2, h = 0.01 and j = 10 (thus at the point fio =

= 10 . 0.01 = 0.1) we get by (4.54)
z^Jx) =r.-i\ ^^ 1 sin 2x = 0.081 11 sin 2x , (4.56)

^ ^ A\ (J + 0.04)^7 ^ '
while, according to (4.55),
u{x, 0.1) = 1(1 - e-°*) sin 2.x = 0.082 42 sin 2x . (4.57)
The actual error in 7.2(0, TI) is then
||i/(x, 0.1) - Zio(x)|] = 0.001 3l||sin2x|l =
= 0.001 31 ^!{nj2) = 0.001 64 . (4.58)
Thus, the actual error (as well as the relative actual error) is small.
On the other hand, the corresponding bilinear form and its properties
remaining unchanged,
sin 2x e F , A sin 2x = - (sin 2x)" = 4 sin 2x , (4.59)
the estimiate (4.16) remains valid with the only difl'erence that instead of
2
by (4.36) we have here
M = 4/^, (4.60)
94 Chapter 4
because
M'2 =
_ li
AfAf\\2 16 sin' 2x dx = 8;r. (4.61)
0
The fact that in our case M is four times larger than in the preceding case,
and that, in consequence, the error estimate (4.16) is four times worse,
manifests that the efficiency of (4.16) will by far be not as high as before.
In fact, we get, by (4.16), for h = 0.01 a n d ; = 10,
|lKx.OJ)-=,4x)N?^^4^W30-e-«.) =
= 0.02(1 - 0.904 84) / - = 0.002 39 , (4.62)
which is by far not so close to the actual error as in the preceding case.
P) Nonhomogeneous initial conditions
Consider the problem (3.1) —(3.4), p. 68, with homogeneous equation

and nonhomogeneous initial condition (thus w i t h / = 0, UQ 4= 0):
— + Au = 0 in O = G X Co, r ) , (4.63)
dt ^ . J
u{x, 0) = «o(^) , (4.64)
B,t/ = 0 on r X (0, T) for i= l , . . . , / ( , (4.65)
CjM = 0 on r X (0, 7') for i = 1, ..., k - /i J) (4.66)
Also, for this case, the error estimate of the form (4.16) has been derived
(Theorem 13.6, p. 264) under the following assumptions: The form ((y, u))
corresponding to the operator A and to the given boundary conditions
' ) The problem (3.1) =(3.4), being linear, can be decomposed into a problem
with nonhomogeneous equation and homogeneous initial condition and a problem
with homogeneous equation and nonhomogeneous initial condition. Examples of the
first type have just been discussed, those of the second type are going to be discussed
in the text which follows.
satisfies (4.17), (4.18), (4.19) (as before). Moreover,
uêV, AuoeV, AÛQ = A[AuQ)e L2{G),

{{v, Auo)) = (i', AÛo) for all v e V. (4.67)
In this case,
M = \AÛO\\ (4.68)
is to be taken in (4.16).
Of course, the assumptions (4.67) (in particular, the first and second one)
are rather restrictive. As concerns the efficiency of the estimate (4.16)
in this case, similar conclusions can be made as in the case / 4= 0, MQ = 0.
See the following examples.
EXAMPLE 4.3. Let us investigate the problem
^ _ ^ = 0 in O = (0,71) X (0,1), (4.69)

dt ex
M(X, 0) = «o("') = sin X , (4-70)
w(0, r) = 0 , u{n, t) = 0. (4.71)
This example is also an illustrative one because its solution is well known:
u{x, t) = e ^ ' s i n x . (4-72)
It was chosen in order that we had the possibility to compare the approxi-
mate solution, obtained by our method, with the exact one.
The method of discretization in time leads to the equations
- 4 + 7^ = ^ > (4.73)
h h
to be solved, successively for 7 = I, ..., p, under the boundary conditions
zX0) = 0 , ZJ{K) = 0, (4.74)

with
ZQ(X) = sin X . (4-75)
96 Chapter 4
Explicit solutions of the problems (4.73), (4.74) can easily be obtained:

If j = 1, we have
M ^^ Sin X / A '•^^\
- z'; + - i = — - , (4.76)
h h
with the conditions
z,(0) = 0 , Z,(K) = 0. (4.77)
The solution can be assumed, obviously, in the form
Zi = Ai sin X . (4-78)
Putting (4.78) into (4.76), we get
^2 ( 1 + - j sin X = - sin X ,
hi h
wherefrom
1
^1 -—
(4.79)
Sin X .
1 + h
Similarly, assuming Z2(x) in the form
^2 == A2 sin X (4.80)
and using (4.79), we get from (4.76)

1
^2 1 1 H— 1 sin X = sin X
s
/7(1 + h)
which yields
1
Zj =
• sm X (4.81)
(1 + hy
In general, we get, in the same way,
1
_ C-11-t V (4.82)
' (1 + hy
Let us compare the approximate solutions (4.82) with (4.72). If, for example
/, = 0.01 , 7 = 20 , (4.83)
we get
^ sin X = 0.8195 sin X, (4.84)
-'' " 1.01-
in very good agreement with
u{x, 0.2) =-- e"°-^ sin x = 0.8187 sin x . (4.85)
For the norm of the difference u{x, 0.2) — Z2o{x) in the space £2(0, n)
we thus get
|!u(x, 0.2) - Z2o(x)|| = 0.0008||sin x|| = 0.0008 / - = 0.001 01 .
(4.86)
Compare this actual error with the estimate (4.16). Here,
V = {v; V e W^^\Q, 7t), t'(0) = 0, ^(7:) = 0 in the sense of traces}*),

(4.87)
the form
((t), u)) = v'u' dx (4.88)
Jo
has the required properties (p. 89),
MQ = sin X e V, AUQ = —(sin x)" = sin x e V, (4.89)
A^ sin X = [(sin x)"]" = sin x e 1^(0, n) . (4.90)
Therefore (see the text following (4.34)), all requirements insuring the validity
of (4.16) are fulfilled, with C = 1 (p. 90) and
M = II^Vll - J l (4.91)
according to (4.68). Thus, we get the error estimate
\\u{x, 0.2) - z,o(x)|| ^ — (1 - e-°-^) = 0001 13 , (4.92)
very close to the actual error (4.86).
*) Cf. Footnote 1, p. 88.

98 Chapter 4
REMARK 4.2. It is not surprising that the results (4.86) and (4.92) are
identical with the results (4.41) and (4.37), pp. 90, 91. In fact, by the substi-
tution
Zj = Sj + sin X
f(or by the direct substitution

u{x) = s(x) + sin x),
the problems (4.73), (4.74) (or directly the problem (4.69)-(4.71)) are
converted into the problems (4.5), (4.6) with So(x) = 0 (or directly into the
problem (4.1) —(4.3)), with the only difference that sin x on the correspond-
ing right-hand sides is replaced by — sin x, which does not affect the norms.
Thus the obtained results concerning errors remain unchanged.
If the function MO(^) oscillates rapidly, the error estimate (4.16) loses its
efficiency:
EXAMPLE 4.4.
^ _ ^ =. 0 in Q = (0,7r) X (0, 1 ) , (4.93)

dt dx
u[x, 0) = sin nx , (4.94)
M(0, t) = 0 , u{n, f) = 0 , (4.95)
« > 1 an integer.
Here, the explicit solution of the problem is
M(X, /) = Q'"^' sin nx . (4.96)
The problems generated by the method of discretization in time are

Zj+-^ i-^-i^ j = l,...,p, (4.97)
h h
7/0) = 0 , zX7t) = 0 , (4.98)

with
2n = sin nx .
Explicit solutions can be easily derived (we do not go into details):
(1 + n hy
Similarly as in Example 4.2, a very good agreement between (4.96) and
(4.99) can be shown. However, the error-estimate (4.16) loses its efficiency.
This has happened, as we have seen, in Example 4.2 already, when sin nx
appeared on the right-hand side of the given equations. However, while
in that case M was n'^-times as larger than in the case of the right hand side
/(x) = sin X in consequence of
M = \\Af\\ = ||(sin nx)"\\ = n^ / - (4.100)
(cf (4.60)), here M is n*-times larger, since
M = \\A'uo\\ = |![(sin nx)"]"|| = n* / - . (4.101)
Thus, for a large n, the estimate (4.16) is of no practical use.
In the following example, a problem is treated with an initial function

not belonging to V. (Thus, the error estimate (4.16) cannot be applied
in this case.)
J - ^ = 0 in O = (0,7r)x(0,l), (4.102)
ct ex
ti{x,0) = Uo{x) = 1 , (4.103)
M(0, ?) = 0 , u{n,t) = 0. (4.104)
This example is also an illustrative one: The solution is
4 e~"''
u{x, t) = - Y. ^^^ ^^ • (4.105)
Tc n = i , 3 , 5 , . . . n
However, it will be instructive for several reasons.

100 Chapter 4
The method of discretization in time leads to the problems
-4+t^ =^ ' (4.106)

h h
2,(0) = 0 , zj{n) = 0, (4.107)
to be solved successively fory = 1, ..., p, with
Zo(x) = 1 . (4.108)
Here, the direct solution is rather cumbersome: For_/ = 1, we get

V , Zl 1
h h
with the general integral
z, = 1 + C, sinh h C, cosh — .
The boundary conditions (4.107) give
cosh 1
C2= - ] , C i =
sinh —
Thus, the first approximation Zi(x) is rather unsurveyable. With increasing

j , the calculations become comphcated. In such cases, approximate methods
can well be applied, e.g. the Ritz method (choosing for the base the functions
i;„ = sin nx , n = l, 2, . . . , (4.109)
and taking the first five, for example). However, having the results of the
examples solved above at our disposal, it is better to proceed on in the follow-
ing manner: As well known, we have for the function Ug[x) = 1
4 ^ sin(2n - l ) x . ^ .. -. /^ ,,r,\
Mo = - S —^^ '— in L2{0,n). (4.110)
itn=i 2n — 1
Take, for example, the first three terms of the series (4.110),
, s 4 /sin X sin 3x sin 5x\ , ,
and solve the problem
^ - ^ = 0 in 0 = (0, TT) X (0, 1), (4.112)
ii(x, 0) = S3(x) , (4.113)

ii{0,t) = 0, i7(7i, r) = 0 (4.114)
instead of the problem (4.102) —(4.104). The method of discretization

in time gives (see (4.99)):
-/ ^ 4 r 1 1
z.lx) = - sin X H sm 3x +
71 L(l + hy 3(1 + 9hy
+ j_ r-. sin 5 x-11 .9^^ . (4.115)
5(1 + 25hy
For example, for
h = 0.01 and j = 40 , (4.116)
we get
. , ^ 4 / 1 . 1 . , 1 . , \
ZM\X) = - I sin X H sin 3x -I sm 5x I =
^^ TtVl.Ol*" S.l.Og-ô 5.1.25*0 J
= - (0.671 65 sinx + 0.010 61 sin 3x + 0.000 03 sin 5x) . (4.117)
The whole example being illustrative, the exact solution (4.105) of the
given problem (4.102)-(4.104) is known. In particular,
4 r _ e"'"''^ g-25.0.4
u(x, 0.4) = - e ° * sin X H sin 3x H sin 5x +
nl 3 5
' ) The reader may check, by direct computation, that the same result is obtained
(in a rather more labourious way) by the Ritz method, taking the first five terms of the
base (4.109).
102 Chapter 4
00 -(2n-l)2.0.4 -1
+ y^ sin (2n — l) x =
n'^4 2n — 1 J
".670 32 sin x + 0.009 11 sin 3x + 0.000 01 sin 5x +
00 -(2n-l)2.0.4 -I
+ S —I r - sin (2« - 1) X (4.118)

n = 4 2n — 1 J
For the norm of the difference
M(X, 0.4) - Z4o(x) = - -0.001 33 sin x -
- 0.001 50 sin 3x - 0.000 02 sin 5x +

00 -(2n-l)2.0.4 -f
+ S ~ ^sin(2n-l)x
n=i 2n — 1 J
we get, by a rough computation^°)
\\u{x, 0.4) - Z4o(x)|| = 0.003 25 . (4.119)
Thus, if we substitute, in the problem (4.102) —(4.104), the initial condition

(4.103) by the initial condition (4.113) and then use the method of discretiza-
tion in time, very good agreement with the exact solution (4.105) of the
original problem is obtained. Of course, this exact solution being known,
the error can be easily estimated. In practice, the exact solution is not
known, and the question of how to estimate the error of the obtained
approximation becomes actual. We show how to proceed in such a case.
Let us note, first, that the solution M(X, () of the problem (4.102)-(4.104)
can be written in the form
M(X, t) = u{x, t) + r(x, t) , (4.120)
where r(x, t) is the solution of the problem (4.102) —(4.104) with the initial
10 ) We use the orthogonality of the sine functions in i2(^' ^^ which yields
00 'oo TT °°
II y B„, sin m x P = V B^llsin^ wx|| = - Y Bf„ .
m=t m= 1 Z m=\
function UQ{X) = 1 replaced by the function

, V , . , . , 4 /sin X sin 3x sin 5x
,-3(x) = «o(-V) - S3(X) = 1 - î—- +^ - + ^ ~
(4.121)
In what follows, let
/, = 0.01 , i = 40 (4.122)
be fixed, to be concrete. We have
||M(X, 0.4) - Z4o(x)|| ^ ||u(x, 0.4) - z4o(x)|| +
+ |u(x, 0.4) - M(X, 0.4)1! =
= ||i7(x, 0.4) - zô{x)\\ + \Hx, 0.4)11 (4.123)
by (4.120). The function s^^x) satisfying assumptions (4.67), the first term
on the right-hand side of (4.123) can be estimated by (4.16), M being given
by (4.68) with MO(X) = S3(x). To obtain information about the second term,
the estimate(l3.16l), p. 268,canbe apphed, with Uo(x) replaced byr3(x), thus
||r(x, 0.4)1 g llrale-"-* (4.124)
in our case. However, neither of these two estimates is of use: In fact, first,
the functions sin 3x and sin 5x in (4.111) oscillate rapidly. Thus, by (4.68),
we have
4
M = 11^^X3 II = - II sin X + 27 sin 3x -I- 125 sin 5x|| , (4.125)
n
and the obtained coefficients are too large in order that a reasonable estimate
can be expected. Similarly,
e-°-^ = 0.67 ,
and ||r3|i is not negligible at all as compared with unity. Thus, let us present
another idea which can be useful in many cases.
Let the values (4.122) be kept fixed and let only the first term in the series
(4.110) be taken into account (by which the rapidly oscillating terms are
eliminated). Thus
M(X, t) = u*{x, t) + r*(x, t) , (4.126)
104 Chapter 4
where u*(x, t) is the solution of the problem (4.102)-(4.104) with Uo(x)

replaced by
4
Si(x) = - s i n x (4.127)
n
and r*(x, t) is the solution of the same problem with
/ \ / \ / \ 4 ^ sin (2n — l) x ,, ,,„s

ri(x) = UoW - s,{x) = - X ~ \ r - • ("^-^2^)
Let zto{^) be the function obtained when solving the problem (4.102) to
(4.104), with «o(^) replaced by Si(x), by the method of discretization in time
for the values (4.122). Since
| 4 ^ s i n x | | = II/I sin XII = ||sinx||
in our case, we get, similarly as in (4.38), the estimate
0.4) - z*o(x)|| ^ - . 0.002 06 = 0.002 62 .

||M*(X, (4.129)
n
It remains to estimate
||M(X, 0.4) - u*{x, 0.4)11 = ||r*(x, 0.4)| . (4.130)
Here, ?-*(x,/) is the solution of the problem (4.102)-(4.104) with the
initial condition (4.128).
Let us solve this question from a more general point of view keeping,
nevertheless, the values (4.122) fixed, to be concrete. Consider the problem
— + /Ir* = 0 in Q = G X {0,T), (4.131)

dt
r*(x, 0) = ri(x), (4.132)

B,?-* = 0 on r X (0, r ) , / = ! , . . . , / « , (4.133)
Cjr* == 0 on r x ( 0 , r ) , I = 1, ...,/c - / J , (4.134)
and let it be known that the function ri(x) can be expanded into a series
rrix) = tcp°{x), (4.135)
convergent in £-2(0). Denote by (p„{x, t), n = 1, 2 , . . . , the solution of the

problem (4.131) —(4.134) with r^^x) replaced by </)°(x) only, and by
.p„,4o(x) (4.136)
the approximation of this solution obtained by the method of discretization
in time, for h = 0.01 and t = 0.4 (i.e. for j = 40, according to the familiar
notation). For every n fixed, let this approximation have the following
property: If a sequence of divisions with the steps
K = h, h^=^ h, = - ,h,„ = ^ (4.137)

2 4 T" ^
is considered, then the sequence of norms of the corresponding functions
<P«,4o(^). <?'„,8o(^), <P„,i6o(-^),--->'?'«,4o.2—1(5^) •••") (4.138)

is nonincreasing. Then the norm of the function (p„{x, 0.4) cannot be greater
than any of the norms of the functions (4.138).*^) Thus for the norm of the
function r*(x, 0.4) we have the estimate
l|r*(x, 0.4)1 ^thnAo{^)\\- (4.139)

n= l
In our case, we have
'•iW = I <P°W . (4.140)

n= 1
where, by (4.128),
ô(^^^4sin(2n + l)x ") ^^^^^^
n 2/1 + 1
For the sequence (4.137),

/ii = 0.01 , /j2 = 0.005 , /J3 = 0.0025,...
* *) Thus constructed by the method of discretization in time, at the same point t = 0.4.
*^) From the convergence Theorem 13.2, p. 255, it follows that the sequence of functions
(4.138) converges, in L2{G), for m-^co, to the function (i>„(x,OA). Consequently,
the sequence of corresponding norms converges to the norm of that function.
'^) In (4.128), the lower index of summation is equal to 2, not to 1.
106 Chapter 4
we obviously have (cf. (4.99) for the form of the functions (4.138))
1 1 ^'^)
': < ': '' (4 142)
[1 + 0.005(2n + Iff [1 + 0.01(2/1 + 1)^]*° ' ^ ' ^
etc., so that the above mentioned requirement of nonincreasing norms is

fulfilled. Thus, by (4.139),
||.*(x, 0.4)11 < l > / 2 J ^ L _ . ^ .

" ^ ^" ~ n n=x 2n + 1 [1 + 0.0l(2n + l)^]*"
(4.143)
The series in (4.143) converges very rapidly'^), so that it is sufficient to
consider its first two terms only
|l,*(,, 0.4)11 < ^^^^ffi f - J — + ^ i - " ) ^ 0.016 98 .

" ^- ^" " 7t \3. 1.09'^° 5 . 1.25^^7
(4.144)
The total error estimate is given by (4.129), (4.130) and yields
|lw(x, 0.4) - zloix)\\ g 0.002 62 + 0.016 98 = 0.019 60 . (4.145)
^*) (1 + af < (1 + allf" for a > 0.

^ ^) Roughly speaking as the series
00 1
y „-0.4(2ii+l)^
n=i2n + 1
as can be immediately established because
1
[1 + o.oi(2.n + xfY" rr^ ^ (2« + ifY^y-'
_ L 100 ^ [1 + 0.0l(2n + 1)^]°-

J
1 + (2>t + i)nô^]o-^ '~- 0.4(2n+l)2
f-^'^TT
Taking (4.119) into account, this estimate is not very satisfactory (although
many times better than the one discussed in the text following (4.123)).
Nevertheless, it gives an idea what to do and what to expect in the case that
b) A NONTRIVIAL EXAMPLE
EXAMPLE 4.6. Let us solve, by the method of discretization in time, the

following problem:
cu 4 +Z!\^W4 4 - ^ ) ^ 1 = 1 - ^ - - ^
c't ijdx^ V 25/^/J 16 4
in Q = G X (0, 1), (4.146)
u{x, y, 0) = 0 , (4.147)
M = 0 on r X (0, 1), (4.148)
where G is an ellipse with half-axes a = 4, ft = 2 in the coordinate axes
X, y; r is the boundary of G.
Equation (4.146) is an equation of the form
du
+ Au =f, (4.149)
dt
with
d_ y^\ du'
Au = 4+ (4.150)
dx S J 8x J dy LV 25; dyj
and
(4.151)
16 4
The method of discretization in time leads to the problems
Azj +^ = ^^j^+f in G , (4.152)

' h h
Zj- = 0 on r . (4.153)
to be solved successively for7 = I, ..., p, with Zo(x) s 0 (by (4.147)).
108 Chapter 4
In contrast to the preceding examples, especially to Examples 4.1-4.4,

it is not to be expected here that these problems could be solved directly,
in closed form. Therefore, let us apply an approximate method, e.g. the Ritz
method. To this aim we give, at first, the weak formulation of the problems
(4.152), (4.153).
The operator (4.150) being of the second order, we have
W^'\G) = W^'\G) . (4.154)
Further, by (4.148),
V^{v; ve wy\G), t' = 0 on T in the sense of traces) = PFi"(G)-
(4.155)
Let us choose ve Farbitrarily. Applying the Green formula (2.158), p. 43,
in the famihar way, we get
^2\
= - r(4 + — — Vids- r/4H — v.ds +

Jr V 8/3x J;. V 25; 3j;
IA y^\ Sv du (, x^\ dv 8u
dxdy =
Sjdx 8x V 25/ dy 8y_
y^\ dv du (, x^\ dv du
4+— + 4+— dx d;', (4.156)
8 J dx dx 25/ dvdv
since i; = 0 on T because of v e V.
Thus, in the weak formulation, we have to find, subsequently for j =
= 1,..., p, such functions
Zj.eV (4.157)
which fulfil the integral identities
{{v, zj)) + - ( v , zj) = fv, ^-^^+A for all veV, (4.158)

with
zoix) = 0 (4.159)
where
y^\dvdu, /, x^\dvdu~\, ,
((f, «.))=£[(•4 + —8 /1 ex— dx—^ + I 4 -f 25j
—1^
dy dy_
i dx d>'
(4.160)
and
x^ v^
f{x,y)=l-^-y- (4.161)
16 4
It is not difficuh to prove that the form (4.160) is bounded in W^^\G)
and F-elhptic:
B o u n d e d n e s s follows from boundedness of the coefficients
4 + —, 4 + —
8 25
in G. (See Chap. 2, p. 62.)
K-ellipticity: Recall the inequahty (2.120), p. 34'*): For r e K, we have

,2 /a.,\2~I
with
i[(IJ^(l^)] — I J t;^(x, >-) dx d j , (4.162)
« =4 + 4 (4.163)
'l '2
where l^, or / j . is the length of the projection of G into the x-, or j'-axis,
respectively. In our case
/i = 8 , /2 = 4 ,
so that
D _ J_ , J_ _ _L (4.164)
" 6 4 "'" 16 64
^*) Derived for v e C'''(G). However, the set of functions which belong to C'-^^(G)
and satisfy v = 0 on /" is dense in W'j''(G), so that this inequality remains valid for
ve fV^^\G).
110 Chapter 4
Thus
207t^
{{v, v)) ^ 4 dxdv > (4.165)
l\dxj \dy) 64
and
{{v, v)) = \{{v, v)) + \{{v, v)) ^
>
±whm-- ,2 /^.A2-l
+
10^2
64
\vV >
y
1071^ IOTT^
>
64 w+ 64
l»^2>"(C) • (4.166)
In this way, F-ellipticity of the form (4.160) is proved. At the same time,
we have found the constant of positive definiteness C:
C^ > ^ . 3.084 (4.167)

"" 64
by (4.165).'^)
The form {{v, u)) being bounded and F-elHptic, the same holds for the
form
{{{v,u)))^.{{v,u))+\{v,u) (4.168)
h
(Lemma 3.1, p. 78). Moreover,
Zo6L2(G), feLîG), (4.169)
so that (Theorem 3.2, p. 80) each of the problems (4.157), (4.158) (with
(4.159)), written in the form
ZjeV, (4.170)
{{(v, z,.))) = / ' r , ^ + f\ for all V e V, (4.171)
j = l,...,p, has precisely one solution. Further, the form (4.160) and,
consequently, the form (4.168) being symmetric, the Ritz method can be
applied.
^^) This is why we have applied (4.162). Otherwise, we could have applied directly
(2.145), p. 41, with u = 0 on T.
Let us consider the base

. x^ y' (. x" y'
16 4 16
,2 .,2N
"-i^-i-'i)- (4.172)
([3], p. 228). Take only the first of these functions, i.e. the function
Vy = \ (4.173)
16 4
(which obviously satisfies the condition v^ = 0 on t), and assume the appro-
ximate solution z*{x, y) of the first of the problems (4.170), (4.171) in the
form
x" y^
A{x, y) = aii^ - (4.174)
16 4
In this case, the Ritz system is reduced to one equation only,
(((fi,i'i)))«i = (p^,f). (4.175)

We have
X di\ I (4.176)
dx 8' dy 2
According to (4.160) we then get, using the substitution into generalized
polar coordinates,
X = 4r cos cp , y = 2r sin (p
([4], p. 617),
lii-mH^wm dx dy +
+ - +
h
1 '•'"f/^ 4^2 sin^ (p
+ -
h L( 1 _ ^ _ Z_\ dx dy = 4 . 2
16 4
112 Chapter 4
I6r^ cos^ (o (, 16r-cos^ (/)\ 4r^ sin^

in^ „(f\, , .
^ + 4 + . ^ r dr d(p +
64 V 2 5 / 4
+ - . 4 . 2 f f "(1 - r^)^rdrd(p =
^ JoJo
„ /TT 1 71 16 jr\
= 8 - + .-- + T: + .- +
V4 6.84 6.25 4/
+ ^/î _ ? + l y 27: = 32.2171 + i . 8.3776 (4.177)
h\l 4 6j h
(rounded off to four decimals).
Further,
To be concrete, choose /; = 0.01. Then (4.177) and (4.178) yield
(32.2171 + 837.76) ai = 8.3776, (4.179)
wherefrom (rounded oft' to five decimals)

a I = 0.009 63 (4.180)
and
.z*{x, y) = 0.009 63 1 ^ . (4.181)
Put the just obtained function (4.181), instead of Zi(x, y), into (4.171)
written for j = 2. We obtain:
Z2 6 V, (4.182)
(((v, zj))) = (v, 1.963 | l - — - ^X\ for all VBV. (4.183)
If we solve this problem by the Ritz method again, assuming z*{x, y)

in the form
z*(x, 3') = «. ( l - ^ - ^ ) , (4.184)

the whole procedure remains unchanged with the only difference that
instead of (4.178) we get (because z* = 0.009 63/according to (4.181))
( u i , / + lOOzt) = 1.963(^1,/) = 8.3776 . 1.963 = 16.4452 . (4.185)

Thus
(32.2171 + 837.76) 02 = 16.4452 (4.186)
and
2*(x, y) = 0.018 90 M - — - ^ y (4.187)
REMARK 4.3. To determine z*(x, y) we have used the Ritz method

to show that the procedure is relatively very simple in the further steps if
carried out once for the first step. Of course, from the linearity of the con-
sidered problems it follows immediately that if / is replaced by 1.963/
in (4.183), then Z2{x, y) will be 1.963-times larger than the function z*(x),
i.e. that
^2 .,2\
z*(x, y) = 1.963 . 0.009 63 A - — - ^ ' \
V 16 4;
= Om8 9o(l - ^ - ^ \ (4.188)

V 16 4;
By the Ritz method, or directly in the way of (4.188), we would obtain,

generally,
2*(x, y) = 0.01(0.963 + 0.963^ + ... + 0.963^") fl - ^ -L.\
(4.189)
E r r o r e s t i m a t e . As concerns the algorithm of the method of discreti-
zation in time, it remains, itself, relatively simple even in the just treated
more complicated case. As to the error estimate, the procedure is not so
simple any more, the errors becoming cumulated when using both the
approximate methods (of discretization and the Ritz method) simultane-
ously.
114 Chapter 4
Let us estimate, in this section, the error of the first and of the second
approximation, i.e. the numbers
\\u{x,y, 0.01) - z*(x,y) (4.190)
and
\\u{x, y, 0.02) - zj(x, >')|| . (4.191)
First of all, we have
\\u{x,y,Om)-zt{x,y)\\ ^
^ \\u{x, V, 0.01) - zi(x, >')|] + ||zi(x, y) - zf(x, y)\\ . (4.192)
Since, obviously, / e F ( / = 0 on T),
--[H)i-iyHH-':). e L,{G),
(4.193)
and (v, Af) = {(v,f)) for all v e V, the estimate (4.16) can be applied with
C^ = 3.084 by (4.167). Further,
+ — •- + 4 + dx d>' =
25/ 2
16
= 4.2 r^ sin^ (o + 2 -\ r^ cos^ (p r dr dcp =
Jo Jo [ 2 64 50
= 169.3637 ,
so that
M = 13.014.
For h = 0.01 and t = 0.01, (4.16) gives
||M(X, y, 0.01) - zi(x, >')|| g
^ 13.014 . 0.01 (1 _e-o.o3084-) < 0.0007. (4.194)

2 . 3.084
The norm ||zi(x, y) — zf(x, >')|| can be estimated from (2.117), p. 34:
We have
||zi(x, y) - zt(x, >')|| ^ (4.195)
C"
where
A'z* = Az* +- z*
h
and
C +-
since
(((.,.))) = ((.,r)) + i(.,.)^(^(C^ +
Now,
dx dy =
aj . 169.3637 + ( ^ - i j . 8.3776 +
+ 2ai ^ - i V 32.2178 = 0.0055 , (4.196)
so that
\\A'z* - f\ = 0.075 . (4.197)
Thus, according to (4.195), we have
0.075
< 0.000 75 (4.198)
103.084
116 Chapter 4
(4.192), (4.194) and (4.198) yield the required error estimate

||u(x, y, 0.01) - zt(x, ;;)|| ^ 0.0015 . (4.199)
This estimate is quite satisfactory, keeping in mind that the norm of the
approximate solution is
2 2\ 2
*'''I = J>°"^'('-Ti-Tj 0.009 63^ ( 1 - ~ - ^ ) dx d>' = 0.03 .

I G
The estimation of the norm

\\u{x, y, 0.02) - zt{x, y)\\ (4.200)
is slightly more complicated. In fact, because the function z*(x, y) is in-
serted into (4.158) instead of the function Zi(x), for j = 2, an other error
appears here. However, this error can be easily estimated: The obtained
integral identity is (we denote by Z2(x, y) the function satisfying the identity)
((r, Z2)) + - (r, Z2) = ( f, — + / " j foraU veV. (4.201)
At the same time, Z2{x) satisfies
((r, Z2)) + i {v, Z2) =(v,^ + A for all veV. (4.202)

h \ h /
Subtracting and putting v = Z2 — Z2, we get
((^2 ~ ^ 2 , Z2 — Z2)) + - (Z2 — Z2, Z2 — Z2) =

h
= z Z2>-
Keeping in mind that
((^ 2, Z j - Z2)) ^ 0 , (Z2 - Z2, Z2 - Z2) = |!Z2 - Z2f ,
^2 — ^ 2 ' ' < Z, — Z,
(by the Schwarz inequality), we obtain
F 2 - Z2 ^ F i - z (4.203)
For the total error we then have

||t/(x, y, 0.02) - Z*(A-, y)!! ^ U{x, y, 0.02) - z^{x, y)\\ +
+ ||z,(x, y) - Z2{x, y)\\ + |(z,(x, y) - z*(x, j;)| . (4.204)
The first norm is easily estimated from (4.16):
I|„(x, , , 0.02) - z,(x, y)l ^ ^ ^ ^ ^ ( 1 - e-—)^0.0014.
(4.205)
Further,
||z2 - Z2II ^ |zi - z*\\ ^ 0.000 75 (4.206)
according to (4.203) and (4.198). To get an estimate for the last term in
(4.204), we use (4.195), where z*{x, y), or / ( x , y), is to be replaced by
ztix, y) = 1.963zf(x, y) (cf. (4.188)), or
| z t + y = 1.963/,
h
respectively. Thus we obtain, in this case, precisely 1.963-times the norm
ofzi(x, y) - z*{x,y),
\\z2 - z*|| ^ 1.963 . 0.000 75 < 0.0015 .
For the total error estimate we thus get
|lu(x, y, 0.02) - M*(x, y)\\ < 0.0014 + 00008 + 00015 =
= 0.0037 . (4.207)
Similar estimates can be obtained (in a relatively simple way, in our case),
for higher / s (j = 3,4,...). For example, for j = 3, we get, keeping the
same notation as before,
||u(x, y, 0.03) - z*(x, j;)|| ^ |«(x, y, 0.03) - Z3(x, y)\\ +
+ \\z,{x, y) - Z3(x, y)\\ + \\z,{x, y) - z*(x, >-)|! , (4.208)
where, in this case,
Iks - h\\ ^ \h - AW ^ Ik. - z,|| + i z , - z*!| ^
^ | z , - z\\\ + \\z2 - z*|i , (4.209)
etc.
118 Chapter 4
c) AN EQUATION WITH TIME-DEPENDENT COEFFICIENTS
EXAMPLE 4.7. (A and / dependent on t, see Chapter 15. The example is

taken over from [8].)
Let the problem be given
— - (1 + /) —^ = (1 + /) sin X in Q = (O, n) x (O, 1), (4.210)

dt dx
u{x, 0) = 0 , (4.211)
«(0, 0 = 0 , u{n, t) = 0. (4.212)
It is thus a problem of the type investigated in Chapter 15, with
(„ = -£[(. + ,)£]
A(t) = («,3)
and
f(t) = {I + t) sin X . (4.214)
The solution of this problem is
u(x, 0 = (1 - e-*'' + ^'>'^) sin X . (4.215)
Thus the example is an illustrative one. It was chosen in order that its
approximate solution obtained by the method of discretization in time could
be compared with the exact solution and the efficiency of the error estimate
(15.147), p. 303, discussed.
Let us, first, verify the assumptions from Chapter 15. We have
V= {ve W^^\0, n), v{0) = 0, i<7i) = 0 '^)} = W^'\0, n), (4.216)
((r, u)), = - I v[{l + t) u ' ] ' dx = f (1 + t) v'u' dx =

Jo Jo
= (1 + 0 v'u' dx . (4.217)
0
**) In the ordinary sense, since

ve W^^Xa, b)=^ V e C{[a, b]).
A s s u m p t i o n (15.12) (boundedness of the form {(v, u)),):
Hi", u)),\ = (1 + 0 v'u' dx <
s(r..)^( v'^ dx y /('fV^dx')^2||.||,l|u||,^«). (4.218)
Thus
K = 2 (4.220)
can be taken in (15.12).
A s s u m p t i o n (15.13) (F-ellipticity of the form {{v, u)),):
{{v, v)), = (1 + 0 ["f'^ dx ^ [ v'^ dx ^

Jo JO
«r ^n -| 2 0 \
v'^dx + t'^dx '' = ^v\\l (4.221)
0 Jo J
Thus, we can put
a= i (4.222)
in (15.13).
The assumption (15.17), concerning symmetry, is obviously fulfilled.
A s s u m p t i o n s (15.18), (15.19), (15.134), (15.135):
[{l + t + h) - (1 + 0] v'u' dx
v'u' dx = Pllt- ll"ll>' (4.223)
*') Recall that
My = ll^lk.<')(0.n) = (i;'^ + y') dx , (4.219)
'•) According to (2.118;. p. 34. Cf. (4.31), p. 89.

120 Chapter 4
(cf. (4.218)). Thus,

Ki = 1 (4.224)
can be taken in (15.18). Further,
\{{v, ")),+2fc - 2((f, «)),+,, + ((r, H)),| =
= [{t + 2h) - 2{t + h) + f] I v'u' dx = 0 ,
etc., so that
K2 = 0, Ki = 0, K4 = 0 (4.225)
in (15.19), (15.134), (15.135).
Assumptions (15.20), (15.138),

feL2{G), feV ^t e I, (4.226)
are obviously fulfilled. Moreover,
IIsin x|| = /j sin^ x dx = / - = 1.253 314 1 , (4.227)
||sin X||K = /( sin^ x dx + cos^ x dx | = yjn = 1.772 453 8 .
(4.228)
Thus (see (15.22)),
||/|| = max ||/(f)|| = max (l + t) Isin x|| = 2.506 628 2 (4.229)
tsl tsj
and
||/(/)||^ = (1 + t) ||sin X[|K < 3.544 907 6 , (4.230)
Ml = 3.544 907 6 (4.231)
(see (15.139)).
Further,
\\f{t + h)-f{t)l ^ [(l + f + / , ) - ( l + 0]||sinx|| ^ ,, .^ ,, ^
I.e.
(4.232)
d = |]sinx| = 1.253 314 1
in (15.21). From the form of/(f) it easily follows that

(4.233)
d2 = 0, t/3 = 0
in (15.136), (15.137). Moreover

\{{v,f)),\ = (1 + tf r'cosxdx ^ 4 i; sin x d <
Jo Jo
< 4 v^ dx sin X dx 1 < 4 (4.234)
so that (15.140) is fulfilled with
Mj = 4 = 5.013 256 4 . (4.235)
Thus, all the assumptions imposed on the form ((y, u)), and on the func-
tion /(r) in Chapter 15 are satisfied, so that there exists exactly one weak
solution of the given problem in the sense of Definition 15.1, p. 297. Con-
vergence of the method of discretization in time is ensured in the sense
of Theorem 15.1, p. 298. Moreover, the error estimate (15.147) is valid.
Applying the method of discretization in time, the solution of the given

problem is reduced to the solution of p problems of the form
(l + f ; ) z ; + 5 i ' J-1 = (1 -H tj) sin X (4.236)
r,(0) = 0 , z,(7i) = 0 , (4.237)
,/ = I,..., p, tj = jli, with
Zo(x) = 0 (4.238)
122 Chapter 4
For 7 = 1, we thus have to solve the problem
- (1 + /i) z'; + — = (1 + h) sin X , (4.239)

h
Zi(0) = 0 , zi(n) = 0 . (4.240)
Here the problem is so simple that it is of no use to pass to the weak formu-
lation. The solution of (4.239), (4.240) can obviously be assumed in the form
Zi = Ai sin X . (4.241)
Inserting (4.241) into (4.239), we get
(1 + h) Ai sin X + -^—^-^ = (l + /j) sin x , (4.242)

h
wherefrom
[1 + h{l + h)] A^ = h{l + h),
or (for convenience)
[1 + h{\ + /?)] /I, = 1 + /i(l + /i) - 1 ,
and, finally,
1
A^ = l- (4.243)
\ + h + h^
Thus,
Zi = ( I I sin X , (4.244)
V l + h + h'J
For J = 2, (4.236) and (4.237) yield, with Zj given by (4.244),
1
1 -
1 + /i + /i^
(l+2;,)z'^f-^ (1 + 2h) + sin .X,
h
(4.245)
Z2(0) = 0 , Z,{TZ) =r. 0 . (4.246)
Assuming Zj in the form
Zj = A2 sin X (4.247)
and multiplying by h, we get

[1 + /i(l + 2/i)] A2 sin X = /i(l + 2/1) + 1 ^~ ^ I sin x ,
(4.248)
whence
(l + h + 2h') A2 = i + h + 2h^ ,
I + h + h^
and
A, = 1
{i + h + h^){\ + h + 2/1^)
z, =-- 1 ^ I sin X . (4.249)

(1 + /j + h^) {l+h + 2h')} ^ '
In general, we obtain
.,^1 sin X ,
' L (! + /! +h^) (1 + /i + 2/z^)... (1 + /i + 77i^)_
;• = 1 , • • • , ; ' (4.250)
In the following table, the functions Zj(x), j = 1,..., 10, are presented
for /) = 0.1 together with the functions u(x, t^, for comparison.
TABLE 4.1
j h zfx) u{x, tj)
1 0.1 0.099 099 sin x 0.099 675 sin x

2 0.2 0.195 624 sin X 0.197 481 sin X
3 0.3 0.288 163 sin x 0.291 780 sin x
4 0.4 0.375 582 sin X 0.381 217 sin X
5 0.5 0.457 027 sin x 0.464 739 sin x
6 0.6 0.531 920 sin x 0.541 594 sin x
7 0.7 0.599 932 sin x 0.611 320 sin X
8 0.8 0.660 959 sin x 0.673 720 sin x
9 0.9 0.715 092 sin X 0.728 827 sin x
10 1.0 0.762 576 sin x 0.776 870 sin X
124 Chapter 4
As seen from Table 4.1, the results obtained by the method of discretiza-
tion in time are quite satisfactory. However, this cannot be said about the
error estimate (15.147), p. 303. In fact, according to (15.147), we have
\\u{x, tj) - zj{x)\\ ^ ^cjh' . (4.251)
Here, c^ is computed in the following way (see Chapter 15):
c. = Tll/ll .
C2= /r^(i/!l+ra)e^'^/"l
^3 = ^{2[\\fr + Td' + (2K, + TK,) cl] e^-} ,
C4 = / | - KMl{l + TK,) + c\ {^ + IK^ + TK\ +
+ C3(2d + ra,)1e^*^'^4,
C5 = /[(Mi + dY +—K,Ml + 2cl{Ki + 2K^T+KiT') +
+ cli^K^ + K^T^) + cîld^ + Td,)\.
In our case, we have (see the above text):

h = 0.1 ,
T =1,
||/j! = 2.506 628 2,
K =2,
a = 0.5 ,
K, =1,
^2 =0,
X3 =0,
X4 =0,
d = 1.253 314 1 ,
^2 = 0 ,
^3 = 0 ,
Ml = 3.544 907 6 ,
Mi = 5.013 256 4 .
According to the above formulae,
Ci = 2.506 628 2 ,
,^ = / p - 2 . 5 0 6 628_2 ^^^^^ ^^8 2 + 1.253 314 l) e^l =
= 16.690 142 ,
C3 = 7{2[2.506 628 2^ + 1.253 314 1^ 4- 2 . 16.690 142^] e^} =
= 91.374 358 ,
C4 = / J — [2 . 3.544 907 6 \ 2 + 16.690 142^ +
+ 91.374 358 . 2.506 628 2] e*''"'! = 19 057.351 ,
C5 = V[(5-013 256 4 + 1.253 314 l)^ + 8 . 3.544 907 6^ +

+ 2 . 19 057.351^] = 26 951.166 . (4.252)
Let us apply (4.251) for j = 1, for example. We get the error estimate
\\u{x, 0.1) - zi(x)l! ^ ~^^^^-^^^ . 0.1^ = 134.755 83 . (4.253)
At the same time, the actual error is

|]«(x,0.1) - zi(x)|| = 11(0.099 675 - 0.099 099) sin x|| =
= 0.000 576|lsin .x|| = 0.000 576 ^njl = 0.000 721 9 . (4.254)
It follows that the obtained error estimate is absolutely useless, being

more than 100 000 times larger than the actual error.
126 Chapter 4
In the concluding part of Chapter 15, it is pointed out that the estimate
(4.251) is effective for "short" intervals only, and the reason of this fact is
explained there. Let us note here that (4.251), with c^ given by (4.252), is
valid for the whole interval [0, 1], since we have considered T = 1 v/hen
computing c^,..., c^. To obtain an error estimate valid at the point t = 0.1
itself, it is possible to put T— 0.1. When doing this, the efficiency of the
estimate in question will become substantially better.
First, some of the above constants will assume different values (because
1 + f ^ 1.1 then). In particular, we get
K = 1.1 ,
ll/ll = 1.378 645 5 ,
Ml = 1.949 699 1 ,
M2 = 1.516 510 0 .
The other constants remain unchanged. In this way, we get (not going into
more details)
Ci = T||/|| = 0.137 864 5 ,
C2 = 1.006 482 5 ,
C3 = 3.158 452 9 ,
C4 = 13.404 495 ,
c, = 19.589 76 .
According to (4.251) we then get the new error estimate
||M(.X, 0.1) - zi(x)|| g i . 0.1' . 19.589 76 = 0.097 948 8 . (4.255)
Comparing with (4.253), we see that this new error estimate is more than
1300 times better than the previous one.
Chapter 5
A Nonlinear Problem
In this chapter, the nonlinear parabolic problem
— - — + 20«^ = 0 in (0, 1) X (0, 1), (5.1)

dt dx^
u{x, 0) = Uo(x) , (5.2)
u{0, t) = w(l, t) = 0 (5.3)
is treated numerically. Here,
(5.4)
1 X
Fig. 7.
The method of discretization in time leads to the problem of jBnding

successively for./ = 1,..., p,^) the functions Zj{x) which are the solutions
') Notation used in the prceeding chapters is preserved. Thus the interval / = [0, T] =
= [0, 1] is divided, by the points of division tj, into p subintervals of lengths h = TJp.
ni
128 Chapter 5
of the problems
- z ; + 20zj + l ( z , - z ; _ , ) = 0 , (5.5)
h
z,(0) = 0 , z,(l) = 0 , (5.6)
with
Zo(x) = Mo(x) (5.7)
according to (5.2). In the weak formulation, the functions
Zje V (5.8)
are to be found, successively for j = 1, ..., p , satisfying the integral iden-
tities
{{v, zj)) + ~ {v, zj - zj_0 = 0 for all veV, (5.9)
h
with
2o(x) = Uo(x), (5.10)
V^{v-ve Wl'>(0, 1), z;(0) = 0, v{i) = O}^) = \\f\Q, l ) , (5.11)
{{v, «)) = f v'u' dx + 20 I t'u' dx }) (5.12)

Jo Jo
The theoretical background for the solution of such problems is to be
found in Chapter 16, including examples related to the given problem
(5.1)—(5.3) itself. In particular, it is shown, in the quoted chapter (Example
16.2, Remark 16.4), that the form (5.12) is the Gateaux differential of the
functional
Fu =\ u'^ dx 4- 5 M* dx (5.13)
0 Jo
'') The considered equations are of the second order, boundary conditions are Zj{0) = 0,
z/l)=0.
^) Multiplying, in (5.5), by an arbitrary function VE W'JHO, 1), integrating over the
interval (0,1) and applying integration by parts, in the usual way, one gets
v{-z"j + 20z])dx = [v'z] + 20uz]) dx

A Nonlinear Problem 129
which has, on F = rt'i'X^' -^)' ^'^ ^^^ needed properties and for its second
Gateaux differential the inequality
F'(r, t), i^) ^ cjjt'll^ (5.14)
is fulfilled. It then follows (cf pp. 316,317) that each of the problems (5.8), (5.9)
is uniquely solvable and that the function Zj minimizes, in V, the functional
1 C-
Hju = i u'^ dx + 5 u*dx +
-f"^
2h
'•h],
dx
''•'•' (5.15)
To the numerical solution, the finite element method will be applied,
in the modification of Remark 16.8, p. 329. For its convergence in the indi-
vidual problems (5.8) —(5.9) see Lemma 16.2, p. 328, and the text which
follows it, for convergence "in the whole" (the "Ritz-Rothe" method) see
Remark 16.9., p. 330.
V
i vJxl
v^fxt
' v,(x)
4 A • «
/ \ '1 /*
/ \ / \ / \
! / A A \
i // / \\ i'"^^ \I
/ # \ / ' •
0
^.- f y V—A X
Fig. 8.
Let us choose three sphne functions

i'i(x), f2(x), t;3(x) (5.16)
*) In Chapter 16, a function/e /,2(G) is considered on the right-hand side of the given
equation. In that case, the last integral in (5.15) becomes
z_,_i +f\udx.
In our case, we have f(x) ~ 0. On the other hand, UQ(X) ^ 0 is considered here (see
Remark 16.7, p. 327).
130 Chapter 5
according to Fig. 8. (Thus the function v^^x) is defined by

~4x for 0 ^ X^ i ,
Vi{x) = - 2 - 4x for i g X^ i ,
-0 for i g X ^ 1, (5.17)
etc.) A simple computation yields, first,
"o = iv^ + iv2 + iv3 . (5.18)
Following the idea of the "Ritz-Rothe" method, discussed in details
in Remark 16.9., p. 330, we shall proceed as follows:
Consider the functional (5.15) forj = 1. This functional is to be minimized
on F = W^^\0, 1). Instead, we shall minimize it on the subspace V^ spanned
by the functions (5.16). In other words, we shall assume the "finite element"
approximation z*(x) of the function Zi(x) in the form
z*{x) = ail Vi{x)+ ai2 r2(x) + flu vîx) . (5.19)
The condition that the functional Hi should be minimal on V^ at the point
z* then leads to the system of equations
^ = 0, ^ ^ - = 0, ^ = 0 (5.20)
daî dai2 Sa^^
for the unknown coefficients a^, «i2> ''is ^^ (5.19). In consequence of
Lemma 16.2, p. 328, and of the linear independency of the functions (5.16),
these coefficients are uniquely determined.
Having obtained the function Zi(x), we put it in place of the function
Zi(x) into the functional Hj (thus into (5.15) written for j = 2). Let us denote
the obtained functional by H j . Instead of minimizing this functional on the
space V we shall do it on the space F3, thus assuming the approximation
z*{x) of the minimizing element in the form
Z*(x) = 021 J^lix) + ^22 Viix) + 023 Vi{x) • (5.21)
Having obtained z*(x), we put it in place of Z2(x) into (5.15), written for
j = 3. The approximation Z3(x) of the minimizing element of the obtained
functional H^ on F3 will be assumed in the form
A{x) = "31 Vi{x) + ^32 V2{x) + aî V3{x), (5.22)

etc.
SimpUfying the notation, we shall write
z*(x) = bj Vi{x) + cj V2{x) + dj Vi{x) , j = \,...,p . (5.23)

It is possible to carry out a further simplification, and to assume the
functions z*(x) in the form
z * = bjV^ + 0^2 + bjv^ . (5.24)
In fact, in (5.18) the coefficients at the functions Vi{x) and vîx) are the
same. Replacing then u in (5.15), written for; = 1, by b^v^ + CjUj + d^v^,
the obtained function becomes symmetric in b^, d^, as seen from the form
of the functional (5.15) and from what has been said about Zo(^) = "o(-'f) •
Thus, minimizing that functional we get d^ = fci, etc.
Let us discuss the numerical process itself.

Inserting (5.24) into (5.15) (where we write
27_1 = bj_iVi + Cj_iV2 + bj-iV3
instead of Zj-_i), we get
iijZ* = i f {bjV[ + CjV', + bjV'.y dx +
+5 j {bjVi + CjV2 + bjv^y dx +
1 f {bjVi
+— + CjV2 + bjv^f dx -
1 r^ dx.
- 7 (bjVi + CjV2 + bjV3){bjîVi + Cj_iV2 + foy-ifs)
''Jo
(5.25)
Taking into account that Vi(x) = 0 in the interval ^ ^ x g 1 and

i'3(x) s 0 in the interval 0 g x ^ i, we conclude that
V1V3 dx = 0 , v[v'2 dx = 0 , vlvi dx = 0 . (5.26)

Jo Jo Jo
132 Chapter 5
etc. Further,
vl dx = y? d x = U3 d x , fÛi dx dx, (5.27)

Jo Jo
etc. So we get
W 7 * - J^ (2bj + cj) I v'^ dx + 4bjC; y'lfj dx

Jo
+
5 (2b^ + cj) f y* d^ + ^^b]c) { v\v dx +
Jo Jo
+
'1
+ ^[^(2b,^ + cj)j^?dx + 46,c, 0
1^11)2 dx
^r(2fe;6;_i + c;fj._i) [v\dx^
+ 2(ft;C;_i +c;b;_i) •'l''2 (5.28)
An easy computation gives

e•l1 n\
v\dx = \, ViV2 dx = ~ ,
0 Jo
y* d x = ~ , vlvl d x = l i o , '^^'2 d x = ~
0 Jo Jo
yf dx = 8 , yjt)2 dx = — 4 . (5.29)
Choosing
h = 0.01 (5.30)
a n d inserting (5.29), (5.30) into (5.28), one obtains
Hjz* = b* + i 4 + ^bjcj + ib^bj + ibjc^ +
+ (8 + '-Dbj + (4 + f ) c j + (-8 + '^)bjcj -
- 100(ib;_l + ^ C ; _ 0 fc, - 100(^'lb;-l + i C , _ i ) C; . (5.3l)
The condition that Hj be minimal at the point z* leads, in the usual

way, to the solution of the system
^ = 0, ^ = 0. (5.32)
dbj dcj
This system being nonlinear, its solution is rather labourious. For this
reason the method of minimization of Hj mentioned in Remark 16.8, p. 329,
will be applied (with one iterative step only): The values bj_i, Cjî in (5.31)
being known, Hj is a function of two variables bj, Cj. The mentioned
iterative process consists in the following: Let us start with an arbitrary
vector
ib°, c°). (5.33)
Keep Cj fixed and minimize the function Hj{î, c°) of one variable iJi only.
Obtaining b] in this way, minimize the function Hj{bj, ^2) of the variable
^2 to obtain c]. Then the function Hj{£,i, c]) is minimized, etc. Under the
assumptions of Lemma 16.1, p. 312 (which are fulfilled in our case), this
process is convergent.
Let us start with the vector
(b° = fo,_„c° = c,_0 (5.34)

and carry out only one iterative step. We get (inserting thus Cj — Cj_^ into
(5.31) and putting the first derivative with respect to bj equal to zero; we
multiply by twelve at the same time, for convenience):
48fc; + 18cj._ifo? + (I2cj_i + 592) bj +

+ 6c,L, + 4c,_i - 100(4foy_i + c;_i) = 0 . (5.35)
Obtaining bj in this way, we insert it into (5.31), differentiate with respect

to Cj and put the obtained derivative equal to zero (multiplying by twelve,
at the same time):
24cj + i?,bjc] + [Ub] + 296) Cj + 6b] + Abj -

- 100(b;_i + 2C;_i) = 0 . (5.36)
134 Chapter 5
In this way, Cj is obtained, and thus
z* = bjv, + cf^ + b^vy .') (5.37)
Performing the practical computation, we start with the values
bo^\, Co = i (5.38)
from (5.18). Substituting them for bj.y, Cj_i into (5.35), written for j = 1,
the equation for b^ is obtained:
4Sbl + 9bl + 595bi - 147.25 = 0 . (5.39)
It yields^)
bi = 0.245 38 . (5.40)
Then
bj-x = io = i , cj..^ - Co = i , bj = b,= 0.245 38 (5.41)
is put into (5.36). We get
2Ac\ + AA2c\ + 296.72ci - 123.93 = 0 (5.42)

with
ci = 0.409 61 . (5.43)
Numerical results, obtained on a Hewlett-Packard computer applying
a program in Basic Fortran, are given below for j = 1,..., 15. Coefficients
y4o, Ai, Aj, A3, or A4, A^, A^, A-, of equations analogous to (5.39), or (5.42),
respectively, and the values of b, c are presented. For example, the equations
for ^2. C2 are
48b| + 7.37fo^ + 594.01^2 - 137.06 = 0 ,

24c| + 4.12c^ + 296.63C2 - 105.47 = 0 ,
' ) The just described process gives approximate values of bj and Cj, thus approxim-
ations of the functions z* only. Nevertheless, we preserve the original notation bj, c,,
2*(x) for the sake of simplicity.
*) Uniquely, in accordance with the theory. (Note that the derivative of the left-hand
side of (5.39) is always positive, so that the considered equation has actually exactly
one real root.)
giving
i)2 = 0.229 1 1 , C2 = 0.350 3 8 ,
so that
z* = 0.229 l l r i + 0.350 38i;2 + 0.229 Uv^
with v^, i'2, fj from (5.16). (See, of course. Footnote 5, p. 134.)
10 DIM B[30],C[30]
20 DEF FNF(X) = A0*Xt3 + A l * X t 2 + A 2 * X + A 3
20 DEF FNG(X) = A4*Xt3 + A5*Xt2 + A6*X+A7
40 WRITE (15,50)
50 FORMAT SX.'AO Al A2 A3 B A4 A5
A6 A7 C
60 B[l] = 0.25
70 C[l] = 0.5
80 FOR J = l TO 15
90 U1 = U4=0
100 U2=U5=1
110 A0=48
120 A1=18*C[J]
130 A2=12*C[J]t2+592
140 A3 = 6*C[J]f3 + 4*C[J]-100*(4*B[J]+C[J])
150 V1 = FNF(U1)
160 V2 = FNF(U2)
170 IF V1*V2<0 THEN 190
180 DISP "CHANGE INTERVAL U1,U2";
190 U3 = U1-(U2-U1)/(V2-V1)*V1
200 V3 = FNF(U3)
210 IF V1*V3<0 THEN 240
220 U1 = U3
230 GOTO 250
240 U2=U3
250 IF ABS(V3)<0.000001 THEN 270
260 GOTO 150
270 B[J+1]=U3
280 A4=24
290 A5=18*B[J+1]
300 A6=12*B[J+1112+296
310 A7=6*B[J+l]f3 + 4*B[J+l]-100*(B[J] + 2*C[J])
320 V4=FNG(U4)
330 V5 = FNG(U5)
340 IF V4*V5<0 THEN 360
136 Chapter 5
350 DISP " C H A N G E INTERVAL U4,U5";

360 U6=U4-(U5--U4)/(V5-V4)*V4
370 V6=FNG(U6)
380 I F V 4 * V 6 < 0 T H E N 410
390 U4-U6
400 G O T O 420
410 U5 = U6
420 I F ABS(V6)<0.000001 T H E N 440
430 G O T O 320
440 C [ J + 1 ] = U6
450 W R I T E (15,460)A0,A1,A2,A3,B[J+1],A4,A5,A6,A7,C[J+1]
460 F O R M A T 4F7.2,F8.5,4F7.2,F8.5
470 NEXT J
480 END
;• Ao Ai Aa A3 bj
1 48.00 9.00 595.00 -147.25 0.245 38 24.00 4.42 296.72 - 1 2 3 . 9 3 0.409 61

2 48.00 7.37 594.01 -137.06 0.229 11 24.00 4.12 296.63 - 1 0 5 . 4 7 0.350 38
3 48.00 6.31 593.47 -125.02 0.209 45 24.00 3.77 296.53 - 9 2 . 0 9 0.307 03
4 48.00 5.53 593.13 -113.08 0.189 77 24.00 3.42 296.43 - 8 1 . 5 5 0.272 61
5 48.00 4.91 592.89 -101.96 0.171 31 24.00 3.08 296.35 - 7 2 . 7 8 0.243 81
6 48.00 4.39 592.71 -91.84 0.154 48 24.00 2.78 296.29 - 6 5 . 2 5 0.218 94
7 48.00 3.94 592.58 -82.75 0.139 29 24.00 2.51 296.23 - 5 8 . 6 6 0.197 08
8 48.00 3.55 592.47 -74.59 0.125 64 24.00 2.26 296.19 - 5 2 . 8 3 0.177 67
9 48.00 3.20 592.38 -67.28 0.113 39 24.00 2.04 296.15 - 4 7 . 6 4 0.160 34
10 48.00 2.89 592.31 -60.72 0.102 38 24.00 1.84 296.13 - 4 2 . 9 9 0.144 80
11 48.00 2.61 592.25 -54.83 0.092 49 24.00 1.66 296.10 - 3 8 . 8 2 0.130 84
12 48.00 2.36 592.21 -49.54 0.083 58 24.00 1.50 296.08 - 3 5 . 0 8 0.118 27
13 48.00 2.13 592.17 -44.78 0.075 56 24.00 1.36 296.07 - 3 1 . 7 1 0.106 94
14 48.00 1.92 592.14 -40.48 0.068 33 24.00 1.23 296.06 - 2 8 . 6 7 0.096 72
15 48.00 1.74 592.11 — 36.61 0.061 80 24.00 1.11 296.05 - 2 5 . 9 3 0.087 50
Chapter 6
An Integrodiflferential Parabolic Problem
As shown in Chapter 17, the method of discretization in time is well applic-

able to the solution of integrodifferential equations of the form
cu C
^ + Au = K{x, T, u{x, T)) dz + / ( x , /) in Q = G x (O, T)
'' ^^ (6.1)
with given initial and boundary conditions. In this chapter, a concrete prob-
lem of that type is treated numerically:
£" _ ^ = r ' [ l _ u\x, T)] dt in Q = (0, 1) X (0, I) (6.2)

C't dx^ J0
u{x, 0) = 0 , (6.3)
«(0, f) = 0 , «(],?) = 0 . (6.4)
Equation (6.2) is really of the considered form (6.1), with
A" = - " ^ , (6.5)

ex
K{x, t,u) = i - u\ (6.6)
fix, t) s. 0 (6.7)
(and with G = (O, l)). The initial and boundary conditions are very simple.
Let us first verify the assumptions, imposed on the given data in Chapter
17, ensuring the existence and uniqueness of a weak solution as well as the
convergence of the method of discretization in time (and of the "Ritz-
Rothe" method in the sense of Remark 17.3).
137
138 Chapter 6
Obviously, we h a v e / e L2(C). The boundary conditions are of the con-

sidered type. By (6.4) and (6.5) we have
V = {v; ve W^^\0, l), f(0) = 0, r(l) = 0
in the sense of traces^)] , (6.8)
{(v, u)) — v'u' dx (6.9)
(cf. e.g. Example 4.1, p. 88). The form (6.9) is bounded in W^^\0,1) and
F-elliptic (cf. the quoted example). It remains to verify assumptions (17.14)
and (17.15), p. 337, concerning the function K[x, t, u):
(i) A positive constant C exists such that
l\K{x, t2, lia) - K{x, t„ u,)\\ ^ C{\t^ - t,\ + ||M3 - «,||) (6.10)
holds, and
(ii) ueV^ K{x, t, u) e L2(0, l) . (6.11)
To verify condition (6.11) is very easy: We have
K{x, t,u)= I - u^{x). (6.12)
If u e V, then u e H'j''(0, 1), and u{x) is a continuous function (even abso-
lutely) in [0, 1]. Consequently, the function (6.12) is continuous in [0, 1]
and the more it belongs to ^2(0, 1).
Further,
\\K(x, t„ M2) - K{x, t„ u,)|| = i|l - u l - 1 + ulW =
= ||("i + «2)("i - "2)11 ^ j|"i + W2I! \\uz - w,|! . (6.13)
We show that we can consider
M ^ 1 (6-14)
elsewhere, so that in (6.10) it is possible to put C = 2. More precisely, we
prove that \\z"\\ ^ 1 for every division d„. Then, elsewhere in the proof
of convergence (Chapter 17), it is possible to limit oneself to such u's in
K{x,t,u) for which ||u|| ^ 1 .
^) Even in the ordinary sense, since every function 11 e W^^\a, b) is (absolutely)

continuous in the interval [a, b].
An Integrodifferential Parabolic Problem 139
To prove that ||zj|| ^ 1, let us investigate corresponding problems gene-

rated by the method of discretization in time (i.e. dividing the interval
/ = [0, l ] into p subintervals of lengths h, replacing the derivative dujdt by
the corresponding difference quotient and the integral by the sum, cf.
Chapter 17):
_ z; + ^ = ^ i + /j(iCo + ... + Kj_,), (6.15)

h h
zXO) = 0 , 2/1) = 0 , (6.16)
J = 1,..., p, where
K,= l-z^') (6.17)
For 7 = 1, we have, since «o(x) = 0, the problem
- z l + ^ = h, (6.18)
h
zi(0) = 0 , zi(l) = 0 . (6.19)
The differential operator on the left-hand side of (6.18) has constant coeffi-
cients, the function on the right-hand side of (6.18) is continuous (even very
smooth) in the interval [0, 1], and the boundary conditions (6.19) are very
simple. Thus, this problem has a classical solution Zi[x) ') (which is its weak
) We write
I,
0
[1 - u^{x, T)] dT X h{l - zl)=^ h Ko{x),
2/1
[1 - u\x, T)] di « /i(l - zl) + /i(l - zl) =
= h[K^{x) + K,{x)] ,
etc.
3
) This fact follows from theorems on the regularity of a weak solutions. Moreover,
in such simple cases as are the condsidered ones, the existence of classical solutions
can be established directly using the Green function.
On this occasion, let us point out an additional useful property of the method
of discretization in time: It reduces the solution of parabolic problems to the solution
of elliptic problems which are often sufficiently simple to render an adequate notion
as concerns the behaviour of the original problem.
140 Chapter 6
solution at the same time). Then the same holds for the problem
- z^ + ^ = ^ + /,[! + (1 - zl)] , (6.20)

h h
7^(0) = 0 , Z2(l) = 0 , (6.21)
etc.
We easily show that
0 ^ zi{x) g h^ (6.22)
in the whole interval [0, l ] . In fact, let, first, Zi(x) < 0 hold at a certain
point Xi e (0, i). The function Zi(x), being continuous in the interval [0, 1],
attains its minimum on this interval. Let X2 be the point of this minimum,
^1(^2) = min ^ i W = "^ • (6.23)
We have w < 0, since 2i(xi) < 0 according to the assumption. Moreover,

X2 is an i n n e r point of the interval [O, 1], because of the conditions (16.19).
So it is a point of a local minimum. Thus, we have
-z';(x,)^0, " ^ K O , (6.24)

h
which is in contradiction with (6.18). Consequently, Zi(x) ^ 0 should hold
in the whole interval [0, 1].
Further, Zi(x), as a continuous function in [0, l ] , attains its maximum
on that interval. Let this maximum be reahzed at a point X3. This maximum
cannot be negative. At the same time, Zi(x) s 0 cannot hold in the interval
[0, 1] in consequence of (6.18). Thus,
Zi(.X3) = max Zi(x) = M > 0 ,
while X3 is an i n n e r point of the interval [O, l ] . Consequently,
- --;'(-V3) ^ 0 (6.25)
and by (6.18)
M = Zi(x3) g h^ . (6.26)
In this way, (6.22) is proved.

It follows immediately (because /; g 1) that
0 ^ 1 - zl{x) ^ 1 in [0, 1] . (6.27)
The same argumentation then leads to the conclusion that
0 ^ Z2(x) ^ 3/?' in [0, 1] ,") (6.28)
and, in general,
0 ^ zj{x) S ^ ^ ^ /i^ ^ 1 . (6.29)
Thus, we have
lk"l ^ 1 (6-30)
for every division d„ of the interval [0, l ] , which was to be proved.
In this way, the fulfilment of all the required assumptions is established,

and there exists precisely one weak solution of the given problem (Theorem
17.1). At the same time, the convergence of the method of discretization
in time is ensured as well as the convergence of the "Ritz-Rothe method"
when the Ritz method (or any other method with similar properties) is
applied (Remark 17.3).
"We shall actually apply the Ritz method here. In fact, although the
problem (6.18), (6.19) is very simple, the formula for its solution Zi(x) is
rather cumbersome (cf. Example 4.5, p. 100). Solving then the problem
(6.20), (6.21) for Z2{x) and successively the further problems, precise solu-
tions would be obtained in a very difficult manner.
*) Denoting
M = max Z2(x)
ie[0,l]
again, (6.20) gives

M g max z^(x) + 2h^ ^ 3A^ .
^6[0,l]
142 Chapter 6
Using the Ritz method,') let us choose the base
t)j = sin knx , fc = 1, 2, ... (6.31)
([3], Chapter 20), and take the first three terms, thus assuming approximate
solutions z*(x) of the problems (6.15), (6.16) in the form
z* = a*/' sin irx + 02" sin 2nx + a^^ sin 3rrx . (6.32)
Before passing to the numerical procedure, let us state that the problem
(6.18), (6.19) is "symmetric with respect to the point x = 1/2". In fact, the
left-hand side of (6.18) contains derivatives of even orders only, and its
right-hand side as well as the conditions (6.19) are symmetric with respect
to the point x = 1/2. Thus, the solution Zi(x) is a function symmetric with
respect to that point. It follows that the right-hand side of the equation
(6.20) will have the same property, and so will the function ^2(^)5 etc.
Thus, all the problems (6.15), (6.16) are symmetric with respect to that
point. Consequently, the middle terms in (6.32) can be dropped.*) In addition,
simplifying the notation, we shall consider the Ritz approximations z*{x)
in the form
zj = bj sin Kx + Cj sin 3KX . (6.33)
In the weak formulation, the problems (6.15), (6.16) read (for Fsee (6.8)):
To find, successively for 7 = 1,..., p, functions
2jeV,
' ) The form

m
((r,«))=jV«' dx
ric, and so is the foi
is symmetric, form
1 C^ If
{{{v, u))) = {(v, u)) + ~{v,u) = v'u' dx -I- - vu dx .
h Jo /ijo
Thus, the Ritz method can be applied.
*) Of course, it is possible, to investigate them, without any use, however, because all
the coefficients a^^ will be found to be equal to zero.
with ZQ — 0, such that the integral identities
(((r, z,))) ==(v/^ + h{Ko + ... + X;_ O) for all veV

(6.34)
be satisfied. Here,
{{{v, u))) = {{v, u)) + \ {v, u) = Cv'u' dx + I vu dx (6.35)

h Jo h
and
Kj=i- z] . (6.36)
The Ritz system for the unknowns bj, Cj is then of the form
(((sin 7CX, sin Ttx))) bj + (((sin nx, sin 37tx))) Cj =
= (smnx,]-z*_,+hl\l-zr)),
\ h i=o /
(((sin 3TCX, sin nx))) bj + (((sin 3TCX, sin BKX))) C^ =
= {sin3nx^^z%, +h 1^(1-2*')]. (6.37)
Now
((0sm nx, sm nx cos nx dx + sin^ nx dx

Jo
1/ , 1
n"- + -
(((sin 37tx, sin BTIX))) = 9n^ cos^ 37ix dx +

Jo
+ - I sin^ 37IX dx = - (9n^ + - ) ,

Mo 2V h)
(((sin nx, sin 37ix))) = (((sin 3nx, sin nx))) ==
i: 3n cos nx cos 3nx dx +

''Jo
sin nx sin 3nx dx = 0 .
144 Chapter 6
Thus, the systems (6.37) are
i (n' + i ) bj = j ' s i n nx [^ z*_, + / ^ | \ l - zf^)! dx , (6.38)
^ (^971^ + 1 ) c, = psin 3Trx [ i z*_i + /z'^V " z*')l dx ,
to be solved, successively, for j = 1,..., p, with z*(x) == ZQ(X) = 0.

Taking into account that by (6.33)
zf = bi sin Ttx + C; sin 37tx ,
it remains to compute the following integrals:
4
sin^ 7tx dx = — , sin^ 3rtx dx =
Jo 37t Jo 9n'
36
j sin^ nx sin 37tx dx = , I sin nx sin^ 37tx dx =
Jo 153t Jo 3571
So we come finally to the following systems (solvable explicitly in our case):
2v'^ n r - i . ^ - ' + T -
bi fo.C; + —,
n i = o \3 15 35
1 / . A 1 2jh
-l9n' + ~]cj = — C;_i + - ^ -
2V V 2/7 • 37C
--l7-:^&?+^V. + 'cn, (6.39)

7C i = o \ 15 35 9
with
to = 0 , Co = 0 . (6.40)
Thus, starting with the values (6.40), bj, c,- are computed, successively,
by (6.39).
For example, choosing h = 0.01, we get for bi, c^
50 + ^ V ^ = — '
2/ u
,„ 97i^\ 0.02
50 + — ci = ,
2 / 371
givmg
bi = 0.000 115 9 , Ci = 0.000 022 5 ,
so that
z\ = 0.000 115 9 sin 7CX + 0.000 022 5 sin 37tx .
To determine b2, Cj, we put j = 2 into (6.39) and obtain
( 50 + — j ^2 = 50 . 0.000 115 9 + — -
n
- — f- . 0.000 115 9^ - — . 0.000 115 9 .

71 V3 15
0.000 022 5 + — . 0.000 022 5^ ],

35
97t^\ 0.04
50 + — ) f2 = 50 . 0.000 022 5 + - — -
2 y 37t
- ^ f - 1 . 0 . 0 0 0 1 1 5 9^ +
7t V 15
+ — . 0.000 115 9 . 0.000 022 5 + - . 0.000 022 5M ,

35 9 )
wherefrom
bj = 0.000 337 2 , Cj = 0.000 056 9 ,
z | = 0.000 337 2 sin nx + 0.000 056 9 sin ?,nx .
Below, numerical results for hi, Ci,..., b2o, C20 are presented, as obtained
on the Hewlett-Packard A 1030 computer, with a program in Basic Fortran.
146 Chapter 6
For example, at the point t = 0.1 (i.e. f o r ; = 10), the "Ritz-Rothe appro-
ximation" z*o(x) is
z*o = 0.004 929 1 sin nx + 0.000 424 1 sin 2KX .
10 DIM B[30],C[30]
20 WRITE (15,30)
30 FORMAT 7X."J",15X,"B",10X,"C"
40 B[1]=C[1]=0
50 FOR J = 1 TO 20
60 T=S=0
70 FOR 1=1 TO J
80 S = S + 4/3*B[I]t2-8/15*B[I]*C[I] + 36/35*C[I]t2
90 T=T-4/15+B[I]t2+72/35*B[I]*C[I] + 4/9*C[I]t2
100 NEXT I
110 B[J4-l] = (50*B[J]+0.02*J/PI-0.01*S/PI)*2/(100+PIt2)
120 C[J+l] = (50*C[J] + 0.02*J/3/PI-0.01*T/PI)*2/(100+9*PIt2)
130 WRITE (15,140)J,B[J+1],C[J+1]
140 FORMAT 5X,F3.0,9X,2F11.7
150 NEXT J
160 END
;' *> '^J

1 0.000 115 9 0.000 022 5
2 0.000 337 2 0.000 056 9
3 0.000 654 6 0.000 097 5
4 0.001 059 4 0.000 141 6
5 0.001 543 6 0.000 187 4
6 0.002 100 3 0.000 234 1
7 0.002 722 8 0.000 281 3
8 0.003 405 3 0.000 328 8
9 0.004 142 4 0.000 376 4
10 0.004 929 1 0.000 424 1
11 0.005 761 1 0.000 471 8
12 0.006 634 2 0.000 519 6
13 0.007 544 8 0.000 567 4
14 0.008 489 4 0.000 615 1
15 0.009 465 1 0.000 662 9
16 0.010 469 0 0.000 710 7
17 0.011498 6 0.000 758 5
18 0.012 551 6 0.000 806 3
19 0.013 625 9 0.000 854 0
20 0.014 719 5 0.000 901 8
Chapter 7
A Problem with an Integral Condition
In this chapter, the following problem will be treated numerically:
1" - ^ = e-'-°°»"'-''>-°°3'<--" in (0, ;t) X (0, 1), (7.1)
r{x,t) = re-^-o-oiH.,.)-o.o3r(..r)^^^ (7.2)
M(X, 0) = 0 , (7.3)
M(O,0 = O , ^ ( 7 1 , 0 = 0 . (7.4)
ox
From the theoretical point of view, problems of this kind are treated
in Chap. 18. From the practical point of view, the considered problem
describes a problem in heat conduction, where the intensity of inner sources
of heat depends also on the amount r of heat already developed. In parti-
cular, such a case is encountered in so-called problems of hydratational
heat. In these cases, the right-hand side of the considered differential equa-
tion is frequently of the form (7.1), thus decreasing exponentially with time t
and depending "slightly" on the temperature u and on r (the coefficients
at u and r are small in comparison with the coefficient at i).
In the notation of Chap. 18, we have
A = -f,, (7.5)
dx^
/(x, f, «,r) = e-'-°-°>"-°-"% (7.6)
147
148 Chapter 7
Wi'\G) = W^'\Q, n), (7.7)

V= {v;v£ W^^\0, n), v{0) = 0 in the sense of traces')} , (7.8)
{{v, M)) = Cv'u' dx .2) (7.9)
The form (7.9) is easily shown to be bounded in W^^\0, n) and F-elliptic

(cf. e.g. Example 4.1, p. 89 and (3.62), p. 77); moreover, it is symmetric.
We have to verify assumptions (18.9), (18.10) (p. 359), imposed on the
function (7.6) in Chap. 18.
In a similar way as in the preceding chapter, it can be shown that for the
function u(x, t), as well as for its Rothe approximations Zj(x), we have
0 g M ^ 1, 0 ^ zj ^ I . (7.10)
The same follows from (7.2) for the function r(x, t), or for its approxima-
tions rj{x),
0 ^ r g 1 , 0 g r, g 1 . (7.11)
The function (7.6), having bounded derivatives with respect to t, u, r in the
closed domain
O^t^l, O ^ u g l , O ^ r ^ l ,
is Lipschitz continuous in (, u, r in the ordinary sense, thus the more Lip-
schitz continuous in the sense of (18.9) (see Remark 17.1, p. 337).
The assumption (18.10) is evidently fulfilled. (We have even

f 6 [ 0 , 1 ] , u6L2(0,7r), r 6 L 2 ( 0 , Jt)=i>/6L2(0,4)
' ) Even in the ordinary sense since a function from ff ;J''(0,7t) is absolutely continuous
in [0, jt].
The second of the conditions (7.4) does not appear in (7.8) because it is unstable
with respect to the operator A.
2) f t ; . ( - H " ) d x = -[vu']l + f V w ' dx = [ V H ' d x ,

Jo Jo Jo
since t'(0) = 0 according to (7.8) and U'(K) = 0 according to the second of the condi-
tions (7.4).
Problem with an Integral Condition 149
Thus all the requirements of Theorem 18.1, p. 376, are fulfilled. Conse-
quently, precisely one weak solution u{x, t), r{x, t) exists in the sense
of Definition 18.1, p. 374, and convergence of the method of discretization
in time is ensured. Moreover, the form ((i;, w)) being symmetric, the Ritz
method can be applied (see below).
The method of discretization in time, combined with the substitution

of the integral by a sum, yields the problems (to be solved successively for
;" = l,...,p, with
2o = 0 , To = 0 (7.12)
according to (7.2), (7.3))
-^'j + ^^j = l^j-i+fj~^' (7.13)

h n
zj{0) = 0 , z'j{n) = 0 , (7.14)
where
fj{x) = f{x,jh, zj{x), rj{x)) = e-^'-<'°'^^W-o.o3o(x) ^ (715)
rjix) = h[fo{x) + ... + / , - i ( x ) ] (7.16)
(and h = ijp).
Thus, ZQ, Ô being given by (7.12), we compute
/,(x) = e-'°^''°^-°-°-"-°> = 1 , (7.17)
substitute, in (7.13),/o = 1 for/y_i and solve the problem
- z ; ' + | z i = i z o + / o = l, (7.18)
h h
zi(0) = 0 , z;(jt) = 0 . (7.19)
In this way, we get the function Zi(x). At the same time,
r,{x) = hf,^h (7.20)
by (7.16). Thus, according to (7.15),
f,{x) = e-'--o-o>^'W-o-""<-). (7.21)
150 Chapter 7
Putting (7.21) for/^_i into (7.13), we solve the problem
h h ^ ^
2,(0) = 0 , z',{n) = 0. (7.23)
Thus, we get the function Z2{x), and
rzix) = h[fo{x) + /,(x)] , (7.24)

etc.
Explicit solutions of the problems (7.13), (7.14) can be obtained (in

a "reasonable" manner) only for lowest indices j . Consequently, we choose
an approximate way of solution, applying the Ritz method.
In the weak formulation, the problems (7.13), (7.14) read
(('^' 2j)) + 7 (v, Zj) = -{v,zj_i) + {vjj-,) 11

for all veV
veV,
h h
(7.25)
with
((t% z,)) = ("v'z'j dx (7.26)
J0
according to (7.9), to be solved, subsequently, for j = 1, ..., p, with
zo = 0 . (7.27)
Assumptions of Theorem 18.1 being fulfilled, each of these problems
has precisely one solution Zj e V.
If we denote
((., z,)) + \ {v, z) = (((., z,))), (7.28)

h
the integral identities (7.25) can be written in the form
(((r,Z;))) = | ( r , z , _ 0 + (f,/,--i) for all veV. (7.29)

h
For the Ritz method, we choose the first two terms of the base
sin-, sin — , . . . , sin'^ — , ... (7.30)
2 2 2
(see [3], Chap. 20), i.e. the functions
X 3x
fi = sin - , V2 = sin — . (7-31)
Thus, the Ritz approximations z*{x) of the functions Zj{x) will be of the form
z ; ( x ) = Z);sin^ + c , s i n ^ (7.32)
and the corresponding Ritz systems of the form
{{{v„v,)))bj + (((t,,.,)))c, = {v„^^z*_, +f*^,y
{{{v„ V,))) bj + (((r„ V,))) Cj = U, i z*. ^+f*-X (7.33^
where the functions z*(x) are given by (7.32), with
z*(x) = Zo(x) ^ 0 , (7.34)
f*(x) = e-^'''-°-°'-**"-*-°-"'^*<"> , (7.35)
r*(x)=/,[/o*(x) + . . . + / ; L i ( x ) ] , (7.36)
;-*(x) = .o(^) = 0 (7.37)
(thus.
/*(x) = /o(x) = e° ^ 1) . (7.38)
In particular, forj = 1 we have, with regard to (7.34), (7.38),
{{{vufi)))b, +{{{v„V2)))c, =(!;i,l),
({{vu V2))) h, + (((t-„ v^))) ci = {V2, 1). (7.39)

152 Chapter 7
NOW,
(((^1^ ^0))== IjV.

t f dx + - vf dx = - cos^ - dx +
1 f" . , X , 71 TT
(7.40)
H — I sin - d x = — I ,
T 2 8 2/i
and similarly,
(7.41)
8 2«
{{{vu V2))) = 0 + 0 = 0 ; (7.42)
f X
(ui, 1) = sin - dx = 2 (7.43)
Jo 2
. 3x , 2
sin — dx = -
(-â, 1) = 2 3 (7.44)
In what follows, let us consider
h = 0.01 .
(7.45)
Then (7.39)-(7.44) yield
40l7r
b,=2,
4097t (7.46)
giving
bi = 0.0127 , Ci = 0.0042 . (7.47)
Thus,
z*(x) = 0.0127 sin - + 0.0042 sin — (7.48)
^ ' 2 2
At the same time,
rt(x) = 0.01 e" = 0.01 (7.49)

according to (7.36), (7.38), (7.45) and

f*(Y) — g-0.01-0.01[0.0127sin(x/2) + 0.0042sin(3x/2)]-0.0003 ^7 50^
by (7.35).
When continuing in this line, the evaluation of the scalar products
in (7.33) would be rather lengthy. At the same time, the functions / / ( x ) are
"almost independent" of x because of the small coefficients 0.01 and 0.03
at the functions z*(x) and r*{x) in the exponent of (7.35). Thus, we introduce
the following simplification in what follows, without danger of committing
a considerable error: Having obtained a Ritz approximation we put in (7.35),
instead of this function, its mean value in the interval [0, n\. In this way,
we get the following process (we denote the obtained functions by Zj{x),
fj[x),fj(x) instead of the original functions denoted by a star):
2 J W = bj Vi{x) + Cj V2{x), (7.51)
where
{i{v„v,)))Bj + {iivuv,)))cj = ( ^ 1 , ^ ^ , - 1 +fj_,y (7.52)
{{{V„ V2))) Bj + {{{V2, V,))) Cj = U, -^ Zj., + /,_i^ ,
Zo(x) = Zo(x) ^ 0 , (7.53)
1
zXx)dx, (7.54)
7 _ g-jfc-0.01rj-0.03fj (7.55)
f, = /,(/o + . . . + / , _ 0 , (7.56)
fo = 0 (7.57)
(thus,
/o = 1). (7.58)
154 Chapter 7
For the functions (7.31) and for h = 0.01 from (7.45), the system (7.52)
becomes
40l7r
Bj = {v„100zj^, +Jj^,)..
40971
cj = {v„mzj_, +fj^,). (7.59)
Now,
f], Zj-_j) = sm - bj-i sin — h Cj_i sm — j dx = - Oy_ i ,

J o 2 \ 2 2/ 2
(7.60)
(f.,5,-i) = sm — ft- , sm —h c,_, sm — dx = - c,_,

^^ \ ' 2 2 / 2
(7.61)
(t-'i,/,-!) = / , - i I s i n - d x ^ ) = 2/;_i (7.62)
f . 3x ^ 2 ,
(.„/,_,) = / , - t sm — dx = - / , _ i . (7.63)
0 2 3'^ '
Putting these results into (7.59) and noting (7.55), (7.56), we obtain the
following recursion formulae:
(7.64)
40lTt
(507rc_,-_i + - | / j _ i ) , (7.65)
4097r
-J ' ) (7.66)
) Note that/y is a constant in the just considered process — this was the aim of the
chosen modification of the original process.
'*•) By (7.54) and (7.43), (7.44).
r, = O.Ol(/o + . . . + / , _ i ) , (7.67)
j = 1, 2,..., p with
5o = 0 , Co = 0 , /o = 1 , ro = 0 . (7.69)
Numerical results for hj, Cj, Zj, T-j and /,• are presented below for j = 1, ...
...,20, obtained on the Hewlett-Packard A 1030 computer with a program
in Basic Fortran.
For example, at the point f = 0.1 (i.e. for j = 10), we have
X 2x
z.Jx) = 0.118 820 sin - -f- 0.035 538 sin — ,
2 2
fio = 0.094 630 .
(If a heat conduction problem is described by (7.1) —(7.2), r^^ means,

approximately, the amount of heat (in a unit volume) developed in the time
interval [0,0.1].)
10 D I M B[30],C[3O],F[3O],R[30],Z[3O]
20 WRITE (15, 30)
30 FORMAT 5X,"J",UX,"B",11X,"C",11X,"Z",11X,"R",11X,"F"
40 B[1]=C[1] = R[1] = 0
50 F[l]=l
60 F O R J = l TO 20
70 S= 0
80 F O R 1 = ] TO J
90 S = S + F[I]
100 NEXT I
110 R [ J + 1 ] = 0.01*S
120 B [ J + 1 ] = (2*F[J] + 50*PI*B[J])*8/401/PI
130 C [ J + l ] = (2/3*F[J]+50*PI*C[J])*8/409/PI
140 Z[J+l] = (2*B[J+l]+2/3*C[J+l])/PI
150 F[J+1]=EXP(-0.01*(J+1)-0.01*Z[J+1]-0.03*R[J+1])
160 WRITE (15, 1 7 0 ) J , B [ J + 1 ] , C [ J + I ] , Z [ J + 1 ] , R [ J + 1 ] , F [ J + 1 ]
170 F O R M A T F7.0,7X,5F12.7
180 NEXT J
190 END
OVDOO-â\t-^-P>'U
p p o p o o o o
'O'—'>—'i—Ô'./i'—'^
• - - I — ' O O b J N J ^ N J O
O s C O O O t - f t ^ h J O O
p p o o o o o p
o o o b b b o_o
O O O C T N O J H - ^ O N -
o oooo ooo
l^ U U U
L/i ^ Ji.
4:^. 0 0 K-i
p p p p p p p p
^-^ÛUUÛ
'*0'—'OJ^yiCÔO'O'—
pppppppp
bo bo boboboooboo
O — K>O->'^4a.Crta
v O U J ^ ^ ^ J 0 0 ^ - / ^ O J ^
-J — L / i - ^ C 0 4 ; ^ ^ 0
Chapter 8
Hyperbolic Problems
This chapter is devoted to hyperbolic problems. Two examples are presented.

The first of these is illustrative, with a known solution. The aim is to show
the algorithm of the method in the hyperbolic case and, in particular, to
test the efficiency of the error estimate (19.164), p. 403, derived in Chap. 19.
The second example is nontrivial. It shows the routine of the method,
simultaneously with the illustration how to find the "total" error estimate
when the Ritz method is apphed to the solution of the obtained elliptic
problems.
^ - ^ = sinx in e = (0,7i) X (0, 1), (8.1)
u{x, 0) = 0 , (8.2)
- ( x , 0 ) = 0, (8.3)
dt
u(0, 0 = 0 , u{n, f) = 0 . (8.4)
The solution is
u(x, l) = (1 - cos t) sin X . (8.5)

Thus, as announced above, the example is only illustrative. Nevertheless,
it is not unuseful.
Let us verify, first, the assumptions formulated in Chap. 19. We have
Au = - « " . (8.6)
157
158 Chapter 8
The operator A is of the second order. Thus, respecting the boundary

conditions (8.4),
V = {v\ V e W^^\0, n), v{0) - 0, V{K) = 0*)] . (8.7)
In the famihar way,^) the biHnear form
((., u)) = v'u' dx (8.8)
corresponding to the given problem is obtained. In the same way as in

Chapter 4, the form can be shown to be bounded in W^^îO, TC) and K-elliptic
with a = -^ (see (4.31), p. 89). Besides it is evidently symmetric. Thus, the
assumptions of Chapter 19 are fulfilled, justifying the application of our
method. At the same time, / = sin x, so that
feV, (8.9)
and the error estimate
| | u ( x , / , ) - z , ( x ) | ^ V ( i ) ] | / | | w t ; + l)/'= (8.10)
(see (19.164)) can be appHed. Here
ll/ir = V((/./)) sin x)']^ dx = cos^ X dx

/|> /^
(8.11)
Using the method of discretization in time, dûjdt^ in (8.1) is replaced by
Zj{x) - 2Z;_i(x) + Zj_2{x)
Thus, we have to solve, successively forj = I, ..., p, the problems
= sin X , (8.12)
z,(0) = 0, ZJ{K)=0, (8.13)
*) The functions from W^^\0. n) being continuous (even absolutely) in [0, Jt], the
conditions v(0) = 0, 11(7:) = 0 are satisfied in the ordinary sense.
^) Multiplying Au = —u" by an arbitrary v eV, integrating between x = 0 and x = K
and applying integration by parts with the use of vifi = 0, v(ii) = 0. See Chapter 4.
Hyperbolic Problems 159
with
zo = 0 (8.14)
by (8.2) and
z_i = ~h^f=—sin X, (8.15)
by (8.3) and (19.24), p. 385.

For./ = 1, (8.12)-(8.15) yield
„ z, . sin X sin x in ^r\
- z, + — = sin X = , (8.16)
Zi(0) = 0 , zi(7i) = 0 . (8.17)

Obviously, the solution can be assumed in the form
Zi = A^ sin X . (8.18)
Inserting into (8.16), one obtains the condition for A^:
1\ 1
^1] 1 +
\ h'J 1
A,= , (8.19)
2(1 +h')' ^ ^
and
z, = sin X . (8.20)
2(1 + h') ^ ^
It is easily seen that the function Z2(x) can be assumed in the form A2 sin x
again, etc. In general, assuming Zj(x) in the form
Zj = Aj sin X , (8.21)
(8.12) yields
^; 1 +
or
1
Aj = ^-^^(lAj_,-Aj_2 + h'), (8.23)
160 Chapter 8
with
^0 = 0 , .4_i = ^ . (8.24)
In particular, (8.23), (8.24) yield (8.19).
TABLE 8.1
j 0 :fx) u(x, tj)
1 0.01 0.000 049 995 0 sin X 0.000 049 999 6 sin x

2 0.02 0.000 199 970 0 sin x 0.000 199 993 3 sin x
3 0.03 0.000 449 900 0 sin x 0.000 449 966 3 sin x
4 0.04 0.000 799 750 1 sin x 0.000 799 893 3 sin x
5 0.05 0.001 249 475 1 sin x 0.001 249 739 6 sin x
6 0.06 0.001 799 020 3 sin x 0.001 799 460 1 sin x
7 0.07 0.002 448 320 7 sin x 0.002 448 999 7 sin .v
8 0.08 0.003 197 301 3 sin x 0.003 198 293 7 sin x
9 0.09 0.004 045 877 4 sin x 0.004 047 267 0 sin x
10 0.10 0.004 993 954 0 sin x 0.004 995 834 7 sin x
In Table 8.1, the functions 2i(x),..., Z^Q^X) are presented for h = 0.01
simultaneously with the functions u(x, O.Ol), ..., u(x, O.IO) computed by
(8.5).
Obviously, the results obtained by the method of discretization in time
are quite satisfactory. Note that the problem (8.1) —(8.4) is typical for
hyperbohc problems.
Let us turn to testing the efficiency of the error estimiate (8.10). If, for
example, J = 1, this estimate gives (see (8.11))
||zi(x) - t/(x, 0.01)11 S /(—) • 2 . 0.000 001 =
= 0.000 003 068 1 . (8.25)

For j = 10 we get
|]zio(x) - u{x, 0.10)1! g {^\ . 110 . 0.000 001 =
= 0.000 168 742 9 . (8.26)

At the same time, the actual error is:

For j = 1
||zi(x) - w(x, 0.01)1 = ||0.000 000 004 6sinx|| =
= 0.000 000 005 8, (8.27)
for; = 10
||zio(x) - «(x, 0.10)1 = iJaOOOOOl 880 7sinx|| =
= 0.000 002 357 1 . (8.28)
Comparing (8.25) with (8.27) and (8.26) with (8.28), we see that the
estimate (8.10) is by far not as sharp as the estimate (3.93), p. 83, derived
for parabohc problems with time-independent coefficients. However,
comparing (8.25) with |jzi|! and (8.26) with ||zio||, we may conclude that it
is satisfactory. In any case, it is much better than the estimate (15.147),
p. 303, derived for parabohc problems with time-dependent coefficients.
Moreover (in contrast to the just mentioned estimate), our estimate becomes
slightly better with t increasing. (For j = 1, the error estimate is about
500-tiraes larger than the actual error, for j = 10 only about 8C-times.)
EXAMPLE 8.2. Let us solve, by the method of discretization in time,

the problem
dû far, . • .dul a r, . . ^ dill]
T T - i — (4 + sm X sm F) — + — (4 + sm x sm j;) — I =
dr [8x |_ dxj dy |_ cvjj
= sin X sin >' in 0 = G x (O, 1) , (8.29)
u{x, y,0) = 0, (8.30)
^(x,.v,0) = 0, (8.31)
ct
M = 0 on r X (0, 1), (8.32)
where G is the square (0,7t) x (O, Tt) and F is its boundary.
Here,
A = —J,— (4 -I- sm X sm y) — + dy (4 + sin X sin y) — i ,
ox
(8.33)
162 Chapter 8
V= {v;ve W^^^G), t; = 0 on T in the sense of traces} . (8.34)

In the usual way (multiplying (8.33) by an arbitrary function v e V.
integrating over G, applying the Green formula and taking z; = 0 on r
into account) we obtain the form
((., u)) (4 + smxsm>') - — + - - dxd>- (8.35)

JG \5x ex dy dyj
corresponding to the given problem.
The expression 4 + sin x sin y being bounded in G, the form ((y, ii))
is easily shown to be bounded in W^^\G) (see Chapter 2, p. 62). We show
that it is F-elliptic as well: We have (because sin x sin y ^ 0 in G)
^ 4 . 2 11 i^Mxdy = 8||t;P (8.36)
(see (2.120), p. 34), so that

((.,t;)) = i((t-,t;)) + i ( ( . , . ) ) ^
In this way, F-ellipticity of the form ((v, w)) is proved. Its symmetry
is evident. Thus the method of discretization in time can be applied, the
existence of the solutions of individual eUiptic problems being ensured as
well as the convergence of the method. (See Chapter 19.) At the same time,
the coefficient of positive definiteness is found in this way, because by (8.36)
{iv,v))^C^lvr (8.38)
with
C^ = 8.
Applying the method of discretization in time, we have to solve, successi-
vely for J = 1, ..., p, the problems
Azj + - ^ (z, - 2.-_i + z,_,) = / , (8.39)

h
or, denoting
2z,-_i - zj^^
^•-^*~. n- ;,. (8.40)
the problems
A'zj =-- / ; , (8.41)
with the boundary condition
Zj = 0 on r (8.42)
and with
/(x, y) = sin x sin >', (8.43)
~o{^^ -v) ^ 0 , 2_i(x, >') = — sin X sin y (8.44)
(according to (19.24), p. 385).

Here, A is the operator (8.33). Since its coefficients are functions of x, y,
it cannot be expected that explicit solutions Zj{x, y) of the mentioned
problems could be found. Thus let us solve these problems approximately,
using the Ritz method. This is possible, the form {{v, u)) being symmetric.
Convergence of the "Ritz-Rothe" method follows from Theorem 20.6, p. 429.
In the weak formulation, the problem becomes: Starting from the functions
(8.44), to find, successively for 7 = 1,..., p, such functions
Zj e V (8.45)
which satisfy the integral identities
((^' ^j)) + ~2 (^. ^j - 2-".--i + ^J-i) = (i'./) for all V e V.

h
(8.46)
Or, denoting
((.,«)) + ^ ( . , . ) = (((r,.))) (8.47)
and using the notation (8.40), the integral identities

(((i;,z,.))) = (i;,/;) for all veV. (8.48)
The "initial" functions ZQ, Z _ I are given by (8.44).
164 Chapter 8
Using the Ritz method, let us take the first term
Uj = sin X sin y (8.49)
of the sine base (25.26) from [3]. Thus, let us assume the Ritz approximation
z*{x, y) of the function Zi(x, y) in the form
Zj = Qi sm X sm y . (8.50)
The Ritz method then yields

(8.51)
(For the notation see (8.47), (8.40).) Now,
1 1 (4 + s i n X sin ^ ) r ( ^ Y + ( | ^ Y 1 d x dy
v\ dx dj' = 4 (cos^x sin^j' + sin^x cos^>')dxd>' +

+ Jo Jo
sin X sin y{cos- x sin^ y + sin^ x cos^ y) dx dy +

+ Jo Jo
l£|Wxsin^,dxd, = 4.(^ + ^) +
+ - . - + - . - + — - = — + 271^+—- (8.52)
,3 3 3 3/ Ah"- 9 4/i'
Further,
{vufo-{v„f-ifr) = sin X sin y . ^ sin x sin y dx dy =
sin^ X sin^ y dx dy = (8.53)

"2J0J0'
') By (8.40) and (8.44).

Thus
n'
8
fli — , • (8.54)
— + 27C' + -—
9 4h^
In particular, for
/) = O.OI , (8.55)
we get
n'
8
= 0.000 049 955 , (8.56)
— + 2n^ + 250071^
9
and
z* = 0.000 050 sin x sin y . (8.57)
Similarly, assuming z*{x, y) in the form
-2 = "2 sin X sin y , (8.58)
the Ritz method yields
{{{v„v,)))a,={v„n), (8.59)
where
= \ sin Xsin
si V. ( 1 H ^ I sin x sin v dx dy =
Jo Jo
/•it /•it
= (1 + 20 OOOfli) sin^ x sin^ y dx dy
Jo Jo
= (1 + 20 000ai). — . (8.60)
4
(8.59), (8.52) and (8.6O) with (8.56) then yield
02 = 0.000 199 730 . (8.61)
166 Chapter 8
Thus,
zt = 0.000 200 sin x sin j ^ . (8.62)
To find further Ritz approximations z*(x, y) of the functions Zj{x, y)

is very simple now, and we are not going into the details here.
What is of intrrest is the question of the error estimate. When estimating
||H(X, y, 0.01) - z*{x, y)l , (8.63)
we have to find two error estimates, in fact, because
|l«(x, y, 0.01) - z*{x, y)\\ g ||«(x, y, 0.01 - z,{x, y)\\ +

+ \\z,{x, y) - z*{x, y)\\ , (8.64)
and both the terms on the right-hand side of (8.64) are to be estimated.
For the first one we have, using the analogue of (8.10),
\\u(x, y, 0.01) - z,(x, v)|| ?: V(i) I|/!!F .l.2.h\ (8.65)

Here,
||/i|F-V((/-/))- (8.66)
We have
(ifJ)) = (4 + sin X sin y) (cos^ x sin^ y +
+ sin^ X cos' y) dx dy = ^ + 2n^ (8.67)
(see above). Thus, by (8.65)
\\u{x, y, 0.01) - z,{x, y)|i ^ V [ f ( ^ + 2n')] . 2 . 0.000 001 =

= 0.000 011*). (8.68)
To estimate the second term on the right-hand side of (8.64), we use

(2.117), p. 34. Having in mind that the equation
A'zi ==fi
) We shall content ourselves with six decimals here — the reason will become clear
below.
(where A' and f[ are given in (8.40)) is solved approximately, we have,

by the quoted formula,
.r-z,||= -^^^-~ (8.69)
where
C'2 = C M - — ' = 10 008 (8.70)
according to (8.38), p. 162. At the same time
+ sin X sin v ) ^ ^
dx
(4 + sin X sin yj H zT — 4 sin X sin y J- dx dy =

8y\_ dy _
= J a, [4 sin X sin y — (cos^ x — sin^ x) sin^ _v] +
+ fli[4 sin X sin y — (cos^ y — sin'^ y) sin^ x] +
+ sin X sin y i dx dy . (8.71)
Now,
^ - 1 = -0.000 4 5 , (8.72)
h^ 2
(8.73)
0 < fli < 0.000 0 5 ,
thus, because of the values of the sine functions,
*n /*n
0 g \A'zX-f'f ^ (0.000 25 + 0.000 25 +
J 0 Jo
+ 0.000 45)^ dx dy = 0.000 95^ . n^ .
=) (((V, v))) = {{V, v)) + -^ (V, v) i: C^vf + ri\\vf

168 Chapter 8
Thus,
\\A'z* - / ; ! ! ^ 0.000 95ii, (8.74)
and, by (8.69) and (8.70),

,1 *„ ^ 0.000 957t ,„^^,
\\z, - zt g . (8.75
" " 10 008
Thus, the sum on the right-hand side of (8.64) is not affected by the value
of the second term, practically. In any case, we get (see (8.68))
|!«(x, y, 0.01) - z*{x, y)l < 0.000 012 . (8.76)
This is the estimate of the total error in the first step.

When estimating the total error in the second step, let us note that r* is
inserted into the second of the integral identities (8.46) instead of z^, i.e.
that instead of approximating, by the Ritz method, the function Zj, satisfying
((;;, zj)) + -*- (v, Z2 - 2zi -t- ZQ) = (vj) for all v e V, (8.77)
we approximate the function Zj, satisfying
{{v, z,)) + ~ (v, Z2 - 2zt + Zo'))= (vJ) for all veV. (8.78)
Ir
In this way, a further error arises. We thus have
\\u(x, y, 0.02) - z*(x, y)\\ ^ \\u{x, y, 0.02) - zîx, y)\\ +
+ p2 - zîl + |iz2 - 2*1! • (8-'79)

However, the new term can be easily estimated. Subtracting (8.78) from
(8.77), we get
{(v, z, - z,)) + - ^ {v, (z, - z%) - 2(zi - z*)) = 0

h
for all veV, (8.80)
) ZQ = 0 in both cases.
wherefrom, in the usual way (putting f = Zj — Zj),

| z , - z,!| ^ 2||z, - ztll (8.81)
follows. Thus, by (8.75),
2 . 0.000 95n
< 2)
10 008
For the first term on the right-hand side of (8.79) we obtain (cf. (8.10)
and (8.65))
\\u{x, y, 0.02) - z,{x, y)\\ ^ V(f) \\f\\y . 2 . 3 . 0.000 001 =
= 6 V(i) V ( ~ + 2K^) . 0.000 001 = 0.000 034 . (8.83)
Similarly as in (8.75), (8.76), we easily come to the conclusion that this

result is not affected, when computing to six decimals, by the term || Zj — z | jj,
and the same conclusion follows from (8.82). Thus, for the total error
in the second step we get
J]M(X, y, 0.02) - z*(x, .v)| ^ 0.000 035 . (8.84)
Note that this estimate is relatively shghtly better than the estimate
(8.76).
Chapter 9
An Application to Rheology
The classical one-dimensional theory of elasticity is governed by the well

known Hooke law
(T = Es, (9.1)
or
(T
£=-, (9.2)
E
giving the relation between the stress a and deformation s. In rheology,
this relation becomes more complicated:
a = Fs, (9.3)
or
£=F-V, (9.4)
where F is an operator containing time t, and F~^ is its inverse operator.
Since the process of creeping depends on "the past" of the material, rela-
tions of the form
/x ^-1 cr(t) 1
e(t) = Fâ = -^ + - K{t, T) a{x) dt (9.5)
^ B E
between £ and a are most often encountered in rheology. Here K(x, t) is
a given function with certain properties.
Thus, the inverse operator F~^ is known, as usual, while the operator F
is often needed in apphcations. In very simple cases, this operator can be
obtained by solving the integral equation (9.5). In general, this problem
need not be simple — the function K(x, r) contains singularities, in practice.
We show, on an example, how the method of discretization in time can be
170
Application to Rheology 171
applied here. In particular, the problem of the deflection of a horizontal bar,

loaded vertically and pressed axially, will be solved.
In the classical theory of elasticity, the corresponding differential equation
for the deflection w(x) reads
/£w'*' + Pw" = q , (9.6)
with boundary conditions given by the bearing of the bar. Here, P is the
horizontal force, q{x) the vertical loading, £ the Young module of elasticity,
/ the moment of inertia of the cross-section of the bar with respect to the
bending axis.
In rheology, equation (9.6) becomes
with the operator F from (9.3). To the solution of this problem the method
of discretization in time will be apphed. Let us point out that our intention
in this chapter is not to build up a general theory of this method in rheology^).
Our aim is to obtain an idea about whether this method is suitable for
solving such problems or not. Therefore, a rather illustrative example
is chosen, with a simple law of creep given by
e(t) = >->a = - + - f e - ' ' - ' ' ^(T) dr . (9.8)

E £jo
Here, the kernel K(t, T) is very simple, and the problem can be solved by
other methods.^) Nevertheless, results obtained by our method will appear
to be interesting, and the method itself is expected to be well applicable
to the solution of much more general problems.
Let us note here that my only contribution to this chapter consists in the
suggestion how to apply this method to problems in rheology, in particular
to the solution of the above mentioned problem of the bar. The whole
treatment of the problem has been reahzed, on this base, by my student A.
Strunc, and the results were presented by him in a communication on
a students scientific conference in Prague.
^) I am no expert in thisfieldat all.

•^) One of them is lo apply the operator F" * directly to the equation (9.7).
172 Chapter 9
Thus, let us turn to the solution of our problem. Assume that the bar
is simply supported. Let us transform the length of the bar into the interval
[0, n] and let, first, the loading be given by a sine function. Thus, we have
to solve the problem
777^,(4) ^. p^:' = c sin X in (0, n), (9.9)
w(0) = w{n) = 0 , (9.10)

w"(0) = W"(TC) = 0 , (9.11)
where the operator F~^ is given by (9.8).

The method of discretization in time consists here in the following:
Let us choose h > 0 and denote
tj=jh, ;• = 0 , 1 , 2 , . . . . (9.12)
In order to obtain the operator F, we construct, first, the so-called discrete

approximation FJ^ of the operator F~^ at the points tj, and on its base
the discrete approximation Fj of the operator F. Then we replace, successi-
vely for j = 0, 1, 2 , . . . , F in (9.9) by this discrete approximation.
To this purpose, we replace the integral in (9.8) by a sum. To reach
sufficient accuracy and a simple result, at the same time, we put, for ( = tj^
I 'e'^'^-^' ff(T) dT = e"^ I V CJ{T) dt x

Jo Jo
« e-'^[<To(e" - e'o) + ^^(e'^ - e") + ... + a,._,(e'^ - e'^-')') =
= (1 -e-'-)x'e^'-'^-^>^''cr,., (9.13)
1=0
whereCT,-stands for the approximation of u(t) at the point t = t^. If £j
stands for the approximation of £(/,) and if we denote, for brevity,
a = 1 - e"\ (9.14)
^) Note that
e^"'.
then (9.8) can be approximated, at the point t = tj, by
£,. = ^ + ^ ' X ' ' " • " " " ' " ' ^ i - (9-15)
E E i=o
Symbolically written,
E = F;'a, ;• = 0 , 1 , 2 , . . . . (9.16)
Having obtained, in this way, the "discrete approximation" of the opera-
tor f~^, we pass over to the discrete approximation of the operator F.
We show, first, the procedure for 7 = 0, 1, 2. If j = 0, then the sum
in (9.15) vanishes and we get
Eo = ^ . (9.17)
E
(At time t — 0, the law of creep becomes the classical Hooke law.) For
./ = 1, (9.15) yields
e,=^ + âo. (9.18)

t E
If _/ = 2, we get
£2 = - + -(e-'"<To + c70. (9.19)

E E
From (9.17)-(9.19) it follows
cô = ££0 , (9.20)

Gi = EBI —flfTo= £(£1 — aso), (9-21)
02 = Es2 — a(e'''cQ + (TJ) = £[£2 — <3(£i — a£o) — a e " ^ ]
= £(£2 - QEi - abeo), (9.22)
where the notation
b = e-* - a (9.23)
is used.
In symbols, the results (9.20) —(9.22) can be written in the form
a = FjB, ;• = 0, 1, 2 . (9.24)
174 Chapter 9
In this way, the "discrete approximation" of the operator F is obtained

for j = 0, 1, 2. (For a general; see further.)
Replace, in (9.9), F by Fj, j = 0, 1, 2. At time fo = 0 we get, denoting

by WQ[X) the approximation of w(x, t) at this time,
IFowi*^ + Pw'^ = Csinx, (9.25)
or, by (9.20),
/£w^*^ + Pw'o = C sin X . (9.26)
Because of the form of the equation (9.26) and of the boundary conditions
(9.10), (9.11), the solution of the problem (9.26), (9.10), (9.11) can be assumed
in the form
Wo = ^0 sin X . (9.27)
Putting (9.27) into (9.26), we get
(IE - P) Ao sin X = C sin X , (9.28)
wherefrom
Ao = ~~^— (9.29)
IE - P ^ '
(we assume P < IE), and
C
Wo = sin X . (9.30)
IE - P
Thus, at time f = 0, we get the same result as in the classical theory
of elasticity. This is in accordance with (9.17), by which the classical Hooke
law is obtained for f = 0.
If 7 = 1, (9.25), or (9.26), turns into
IF^w^^^ + Pw'l = C sin X , (9.31)
or, by (9.21), into
/£(wi - awo)^'*' + Pw'i' = C sin X , (9.32)
respectively. Looking for the solution Wj(x) in the form
Wi = Ai sin X (9-33)
again, we get, using (9.30),
(IE -P)A,=C + ^^^^ . (9.34)

^ ^ IE - P ^
Denoting
- ^ ' ^ = r (9.35)
IE - P
and taking (9.29) into account, we get, by (9.34)
Ai = /io(l + aT) (9.36)

and
H'l = ô(l + aT) sin x . (9.37)
If; = 2, we get (of. (9.25))
7f aw^*' + Pw'^== C sin x , (9.38)
or, in consequence of (9.22),
IE{w2 - awi - abwoY*^ + Pw'; = C sin x . (9.39)
Assuming W2{x) in the form
W2 = A2 sin X (9.40)
and recalling (9.36), one obtains
{IE - P)A2 = C + IEaAo{l + aT) + lEabA^ , (9.41)

or
A2 = /lo[l + a r ( l + aT+ b)'\ , (9.42)
and finally
W2 = ô[l + aT(l + aT+ b)] sin x . (9.43)
Let us pass to a general;". To simphfy the notation, denote
^ = sj, ;• = 0 , 1 , 2 , . . . . (9.44)
E
176 Chapter 9
We assert that
J-i,
Sj=^Sj-aY,b'-'Ej_,, 7 = 0,1,2,.... (9.45)
The validity of (9.45) will be proved by induction.

For j = 0, even for j = 1 and j = 2, (9.45) has been established (see
(9.20)-(9.22)). Thus, let (9.45) hold for every j ^ k. We prove that then
k+ 1
Sk+1 = fi/i+1 - a Z ^'"'e*-i+i (9-46)
holds.
In fact, according to (9.15) written in the form
e,. = sj + a'Xef'-<^-*"''5i, (9.47)

i=0
we have (putting j = k + 1)
Sk + i - E.+ i - a{s, + e - \ _ i + ... + e^'-'^'s, + e ^ ^ ) . (9.48)
The assumption that (9.45) holds for all j ^ k then yields
s, + e~\_i + ... + e'l-'-'^Si + e - % =
= £4 - «(£*-! + bet-2 + fe\-3 + fe\-4 + ••• + b'^~*£o) +
+ e-''[c;,_i - a(e^_2 + be^.j + bh,_^ + ... fe'"'£o)] +
+ e"^''[ct-2 - a(£t-3 + be,_^ + ... + b ^ ' ^ ) ] +
+ e-3'-[£,_3 - o(e,_4 + ... + M - % ) ] +
+ +
+ e-'^'-eo = 8^ + £,-.,(e-'" - a) + e,_2[c--'- - a{t~'' + fe)] +
+ E.-sLe"" - ^ e - ^ " + e-'-Zj + fo^)] + ... +
+ eo[e-'''- - a(e-<''-i"" + e-'^-^"-^ + ... + fo"-!)] =
= £, + z,.,h') + 6,._2[e-^'- - (e-'- - b) (e-" + /,)] +
+ e.-sCe-'" - (e-'- - fo)(e-2'- + g-'-fo + b^)-\ + ... +
+ £o[e'"" - (e-" - b)(e-<^-i"' + Q'^'^-^^^'b + ... + b"-')] =
•*) See (9.23).

= e, + £,_,fe + 6-,_3[e-^'- - (e-^" - b')] +

+ €,-3[e-^'- - (e-^" - b')] + ... + £o[e-*'- - ( e - ' " - b')] =
= e^ + E.îb + efc_2fo^ + £t_3fo^ + ... + Sob". (9.49)
(9.49) and (9.48) imply (9.46). Thus, (9.45) is proved by induction.
Then,
cj = E{ej - a t b'-hj_,) , j = 0, 1, 2 , . . . . (9.50)
We shall write symbolically

a = Fje, J = 0,1,2,..., (9.51)
and replace the equation (9.9) by the equation
IFjwf^ + Pwj = C sin X (9.52)
for t = tj. See equations (9.25), (9.31) and (9.38), for special values of j .
Similarly as in the quoted cases, solutions of the problems (9.52), (9.10),
(9.11) can be assumed in the form
Wj = Aj sin X . (9-53)
We assert that
Aj = Ao[l + aTY^ {aT + b)'] , j = 0, 1, 2, ... . (9.54)
i=0
To prove this, let us note, first, that when inserting (9.53) into (9.52)
we get
AJ = ylo + aT{Aj.i + M;_2 + ... + fo-'"%) . (9.55)
This is an immediate consequence of (9.51), (9.50), because (9.52) then
turns into
IE{wj - a X b'''wj_iy*^ + Pw"j = C sin .v-, (9.56)
wherefrom, by (9.53),
{IE - P) A J = C + IEa{Aj_, + bAj_. + ... + b^'ô) . (9.57)
Dividing by IE — P and using the notation of (9.35), we get (9.55).
178 Chapter 9
Before commencing the proof of (9.54), let us present the following

lemma:
LEMMA 9.L For j ^ 2 we have

aT{aT+ b)'-^ + aTb{aT + b)''^ + ... + aTb'-\aT + b) +
+ aTb'-^ + y-'^ = {aT-¥ b)'-^ . (9.58)
The p r o o f (by induction) is simple: (9.58) holds for j = 2, obviously.
Let it hold for; = /c ^ 2. We have
aT{aT+ bf'"^ + aTb{aT + bf'^ + ... + aTb''-'-{aT + b) +
+ aTb"-^ + b" =
= {aT+ b)[aT{aT+ bf'^ + aTb{aT + bf'^ + ... +
+ aW-^ + b"-'] = {aT+ b){aT+ bf-' ') = {aT + bf,
which proves the validity of (9.58) for every j ^ 2.
Let us turn to the proof of (9.54). For ; = 0, 1, 2, this formula has been
established above (see (9.29), (9.36), (9.42)). Thus, let (9.54) hold for all
j S k. We have, first, according to (9.55),
A + i = ^0 + aT{A, + {..4,_i + ... + b'A,) . (9.59)
Further, using (9.54),
A, + M , _ i + ... + b % =
= ^0 + AoaT[i + {aT+ b) + (aT + bf + (aT + bf + ... +
+ {aT+bf-^] +
+ b{Ao + AoaT[i + (aT + b) + (aT + bf + ... +
+ {aT+bf-^]} +
+ b^{Ao + AooTll + {aT+ b) + ... + {aT+ bf~^]} +
+ bÂo + AoaT[l + ... +{aT+ bf'^]} + ... +
+ b''Ao . (9.60)
^) By (9.58).
Application to Rheology 17^
Performing the "diagonal" sum we obtain
A + bA^-i + ••• + ^"-40 =

= Ao{\ + [aT + b) + {aT{aT-^ b) + aTb + b^} +
+ [aT{aT+ bf + aTb{aT + b) + aTb^ + fe'] + ... +
+ [aT{aT + bf-^ + aTb{aT + bf-^ + aTb\aT + bf-^ + ... +

+ 0^-^07+ b) + aTb"-' + b"]} =
= AoY,{aT+by (9.61)
according to Lemma 9.1.

(9.59) and (9.61) give
A + 1 = ^0 + AoaTl^ {aT + b)', (9.62)

i=0
which proves the validity of (9.54) by induction.
Note that for

T< 2 (9.63)
we have
0 < aT+ b < 1. (9.64)
In fact, the first of the inequalities (9.64) is obvious. Further,
1 - (aT + b)-= 1 - b - aT=2a- aT (9.65)
by (9.14), (9.23), wherefrom the second inequality in (9.64) follows provided

(9.63) is valid.
The condition (9.63), i.e. the condition
P < ilE (9.66)
according to (9.35), will appear to be very natural in what follows and we

shall keep it in the following text.
180 Chapter 9
Let us rearrange (9.54) slightly. We have, using (9.65),
^ = 1 4- aT'iiaT + b)' = 1 + ar^^S2l±3^ =

^0 i=o^ i-{aT+b)
= 1 + aT^^^Sl±M . 1 + _ ^ [1 _ (,r + 6)^] =

2a - aT 2- T
= —^ ^ (aT + b)^'. (9.67)

2 - T 2 - T
Because of (9.64), we get, formally, for j -» oo
2
A^ = AQ 3 (9.68)
2 - T
I.e. 2Ao
^^ CO = sin X (9.69)
2 - T
with
C
Ao (9.70)
EI - P
by (9.29).
Moreover, the formula (9.67) gives a possibihty to pass over to the exact
solution of our problem. Recalling the definition of a and b, (9.67) turns
into
^ = ~ ^ [(1 - e-") T + le-" - IV =
Ao 2 - T 2 - T
= ^ - J^T^''"^^ -T) + iT- 1)P-. (9.71)

Let
t = tj= jh (9.72)
be fixed. Let h tend to zero while j tends to infinity in order that (9.72)
be preserved. We get, by (9.71),
"•" f =h'-o
ftô Ao ""^[2\vH
- T -2 ^
~ T ^''"^^ -T) + iT- J1)]4 =
T „<limln[e-''(2-r) + ( r - l ) ] / ) .
2 - T 2 - T
2 T
(9.73)
T 2 - T
by the I'Hospital rule.
Inserting the corresponding expressions for AQ and T, we obtain, finally,
^ _ ^^ l^ g-(J£-2P/J£-P)t /g J^\
IE - 2P {IE - P){IE - 2P)
and
w(x, f) = .4 sin X . (9.75)
It is not difficult to show that we have thus actually obtained the exact
solution of the problem (9.9) — (9.11). This solution can be received by
other methods as well (using the Laplace transform, etc.) in this simple
case.
Concluding this chapter, let us present a simple example. Let
P = \IE, /j - 0.2 . (9.76)

Then
A o - l ^ , (9.77)
3 IE
T =f, (9.78)
a = 1 - e-°-^ = 0.181 , (9.79)
aT=: 0.241, (9.80)
b = 2e-'' - 1 = 0.638 , (9.81)
aT+ b = 0.879. (9.82)
Lising (9.67) (or (9.54), or directly (9.36), (9.42)), we get

1.33C
WQ = Ao sin X = — sin x , (9.83)
IE
182 Chapter 9
, . 1.66C .
>Vi = /Ij sm X = sm x , (9.84)
IE
, . 1.95C .
vvj = Aj sm X = sm x (9.85)
and IE
4C .
iv^ = ^00 s'ri X = — sm X (9.86)
by (9.68).
Fig. 9.
The graphs of the functions (9.83) —(9.86) are sketched in Fig. 9. The
process of creeping is very well seen from this figure.
The just presented results obtained by the method of discretization

in time are in very good conformity with the exact solution (9.75). For
P = ilE and for f = 0, I = 0.2, t = 0.4 and f = oo we get, successively,
vvix, 01 =: sm X , (9.87)
IE
H(X, 0.2) = ^ ^ sin X , (9.88)

IE
1 93C
w{x, 0.4) = sin X , (9.89)
AC
w(x, oo) = — sin X . (9.90)
IE
For / = 0 and t = GO, the results obtained by the method of discretiza-
tion in time are identical with the exact solution. For t — 0.2 and t = 0.4
the difference is negligible.
From the only presented problem solved by this method, no general

conclusions can be drawn, of course. However, the obtained results give
hope that our method could be well applied to the solution of more compli-
cated problems of rheology, when the methods currently used are not well
applicable or applicable at all. Naturally, it cannot be expected that in such
complicated problems exact solutions can be found by our method, as was
the case of the problem presented in this chapter.
PART II
THEORETICAL ASPECTS OF THE METHOD

OF DISCRETIZATION IN TIME
Chapter 10
Introduction to Part II
While the numerical aspects of the method of discretization in time were

in the center of our interest in Part I, Part 11 is devoted to the theoretical
aspects of this method, in particular to questions of existence and con-
vergence, error estimates, regularity properties of the solution, etc. This
part opens by Chap. 11 where an existence and convergence theorem is
derived for a parabolic problem with coefficients independent of t and with
homogeneous initial and boundary conditions. This problem, being rela-
tively simple, basic ideas of the method are easily seen. Some auxiliary
concepts concerning abstract functions and the Bochner integral are briefly
summarized for readers who are not very familiar with them.
In Chap. 12, regularity properties of the (weak) solution are examined
and error estimates derived. One can expect that both these questions will
be of interest to the specialist
In Chap. 13, the case of nonhomogeneous initial and boundary conditions
is studied and the concept of a very weak solution introduced. Although
some results of the paper [7] by K. Rektorys and M. Ludvikova are utilized,
a considerable number of new ideas can be encountered in the chapter,
in particular those concerning regularity of the weak, or very weak solutions.
In Chap. 14, convergence of the "Ritz-Rothe method" is proved (con-
vergence of the method of discretization in time combined with the Ritz
method of the solution of the corresponding elliptic problems).
Chap. 15 is devoted to the problem with coefficients dependent on t.
An existence and convergence theorem is derived, as well as an error
185
186 Chapter 10
estimate. This estimate is efiicient for "short" intervals only. Remarks on

regularity problems, etc., are added.
Chap. 16 treats nonlinear problems and represents, from the metho-
dological point of view, a rather difficult task: The aim of the book is not
to acquaint the reader here with the theory of nonlinear operators, but with
the application of the method of the discretization in time to the solution
of nonlinear parabolic problems. Thus, the question arose how to choose
the assumptions to be imposed on the operator A (or on the corresponding
form) so that they be as simple as possible and, at the same time, reasonable
enough in order that they yield reasonable results. We assume that the form
corresponding to the operator A and to the given boundary conditions
is a Gateaux differential (p.308) of a functional defined on a Hilbert space.
This approach makes it possible, at the same time, to treat the numerical
aspects of the method, including the convergence of the "Ritz-Rothe
method".
Chaps. 17 and 18 are devoted to nontraditional evolution problems,
the first to integrodifFerential parabolic problems, the latter to parabolic
problems with an integral condition.
Chaps. 19 and 20 discuss hyperbohc problems with time-independent
coefficients. Existence and convergence theorems are presented and an
error estimate is derived. Convergence of the corresponding "Ritz-Rothe
method" is proved.
In the concluding Chap. 21, some completions and generalizations of the
preceding results are discussed.
Throughout Part 11, G is a bounded domain in Ejf (multiply connected,
in general) with a Lipschitz boundary F.
Chapter 11
The Equation du/dt + Au = f. Existence and Convergence Theorem
As mentioned in the preceding chapter, the aim of Part II is to discuss

theoretical questions of the method of discretization in time.
To begin with, let us derive an existence and convergence theorem for
a parabolic problem which - although relatively simple, because of homo-
geneous initial and boundary conditions and because of A, f, B^ and C;
independent of t — plays a basic role in what follows. It is the following one:
—+ 4w=/ in Q = Gx(0, r ) , (11.1)

dt
u{x,Q) = 0 , (11.2)
fi;M = 0 on rx(0, r), i = \,...,ii, (11.3)
C,u = 0 on r X (0, T) , i = i,...,k - î. (11.4)
Here, G is a bounded domain in Ef^ (multiply connected, in general)
with a Lipschitz boundary F, (0, 7') is a bounded interval, fe LiiG), A is
a linear differential operator of order 2fc given formally by (cf. (2.187), p. 49)
^= E (-l)"lD'(a,<..)D^), (11.5)
I'-I.U'lSfc
where
I = (ij, ..., iy), j = (7i,...,}y) (11.6)
are N-dimensional vectors, ij, J, nonnegative integers,
|;| = ii + ... + ijv, li] = 7 i + ••• + A v ; (11-7)

the summation in (11-5) means that summation should be carried out
over all i and j , for which |i| ^ k, |_/| ^ k holds. (Written in the classical
187
188 Chapter 11
form, equation ( l l . l ) becomes
-+ Z (-iy'+-+'--l ^.
8t i, + ... + iygk dxV...dx'^
cf. (2.191), p. 49.)
The operators B,-, C,- are linear operators discussed in Chap. 2, the opera-
tors Bi containing derivatives of order gfc — 1 and thus stable with respect
to the operator A, the operators C; containing also derivatives of order
^ k (and ^2k — 1, of course) and thus unstable with respect to the operator
A. Moreover, the operators Bi are assumed to be of the form (2.214), p. 53,
and to satisfy the requirement (2.215). None of the operators B^, C; contains
derivatives with respect to t, their coefficients are independent of t. The
bihnear form
((t., u)) (11.8)
corresponding to the operator A and to the boundary operators B,-, Cj is
assumed to be bounded in the space ff j*'(G)^) and V-elliptic, with
V = {v; V £ W^''\G), BjU = 0, i = 1,..., n, in the sense of traces} ,

(11.11)
i.e. there exist positive numbers K and a (independent of v, u) such that
|((t;,t/))| ^X||t)||^^,.,(G)||M|V,(.)(G) for all v,u£W^'\G) (11.12)
1) Remind that wi''\G} is a Hilbert space the elements of which are functions having
generalized derivatives up to the order k including, with the scalar product
(i', "W-HG) = I {D'v,D'u) (11.9)

where
{v,u) = j vudx (11.10)
is the familiar scalar product in the space L2(G). For details see Chap. 2, p. 37.
The Equation dii/St + An = f 189
and
((r, t;)) ^ a|t;||^,,.,(C) for all veV.'f) (11.13)
As shown in Chaps. 1 and 3, the "classical" method of discretization
in time (the Rothe method, or the method of lines) consists in the following:
Divide the interval
/ = [0, T] (11.25)
by the points
tj^jh, j = l,...,p- 1, (11.26)
into p subintervals
/ , = [«;_!, f , ] , j = l,...,P, (11.27)
^) Let us recall, very briefly, some basic concepts discussed in detail in Chap. 2. Consider
the "corresponding" elliptic problem
Au = / , (11.14)
Bi«=0, 1=1,...,/;, (11.15)
Ci«= 0, 1 = l,...,k- n, (11.16)
where A is the investigated operator (11.5). In the weak formulation, the problem
(11.14)—(11.16) reads (cf. Definition 2.5, p. 61): To find such a function
ueV (11.17)
(because of the homogeneity of the conditions (11.15)) for which the integral identity
((t), «)) = ( u , / ) for all vsV (11.18)
is satisfied. Here
((t), «)) = A{v, u) + a(v, u) (11.19)
is the so-called bilinear form corresponding to the operator A and to the operators B^, C;,
or, briefly, corresponding to the given problem. The term
A(v,u)= X aij(x)D'vDJudx (11.20)
is called the bilinear form corresponding to the operator A. It is given by the coefficients
of the operator A only, independently of the boundary conditions. (See however,
Remark 2.15, p. 60.) The term
a(v,u), (11.21)
190 Chapter 11
of lengths
h = - (11.28)
P
(denote this division of the interval / by d^) and find, successively for
j = 1,..., p, the functions Zj(x) as solutions of the problems
Azj + ^=f+^^^, (11.29)

' h h
fi.z. = 0 , / = 1 , ...,/t, (11.30)
C.zj = 0 , / = 1,..., fc - 1.1, (11.31)
starting with the function
zo(^) = 0 (11.32)
dependent on the operator A and on the operators B^, C,-, is called the boundary form
corresponding to the given problem.
For details see Remark 2.15, p. 60. The term
yt{v,h) (11.22)
(see (2.236), p. 57) is not present here because of the homogeneity of unstable boundary
conditions (11.16).
In practice, the integral identity (11.18) is obtained if one multiplies the equation
(11.14) by an arbitrary function v e V, integrates over G,
vAudx= fvdx, (11.23)

JG JG
and applies the Green theorem in a proper way, using, if necessary, some supplementary
rearrangements. All this is discussed in detail in Examples 2.5 — 2.7, 2.8 — 2.10 and
in the quoted Remark 2.15. In this remark, another ("more mathematical") approach
has also besn msntioned, consisting in taking the bilinear form ((v, «)) (or a(v, «)) as
given and deriving, on its base, the unstable boundary conditions (11.16). The reader
who is accustomed with taking the form {(v, «)) as a "primary concept" and the bound-
ary conditions as "derived", may follow this idea throughout the entire text which
follows.
•') On a slight generalization of the concept of a weak solution see [3], Chap. 32, Def.
32.2. On a generalization of the requirement of K-ellipticity, see Chap. 21.
The Equation c:iijct -T Aii = f 191
Thus the derivative dujdt in (11.1) is replaced, for t = tj.j = I,..., p,

by the difference quotient
(11.33)
h
(For details see Chaps. 1 and 3; see also Fig. 1, p. 2.)
In the weak formulation, the problems (11.29) —(11.31) read:
Starting with the function Zo(x) = 0, to find, successively for j = I,..., p,
the functions
ZjeV) (11.34)
for which the integral identities
{{v, 2,)) + i {v, zj) = Uf +^ j ^veV ') (11.35)
are satisfied.
Here, ((., .)) stands for the above discussed bilinear form, correspond-
ing to the operator A and to the boundary operators B,-, C,- while ( . . . ) is
the scalar product in LiiG). (Instead of the integral identity (11.18), the
integral identities (11.35) are obtained here, of course, because of the terms
h h
in (11.29). Cf. Chap. 3.)
Each of the problems (11.34), (11.35) has a unique solution ZjS V:

Since the form ((y, u)) is bounded in W'^'*(G) and F-elliptic according
to the assumptions the same holds for the form
(((.,u))) = ((.,u)) + i ( r , u ) . * ) (11.36)

h
'*) According to (11.11) and (11.3).

^) In what follows, we use the familiar symbol V. We read "for all v e V".
*) For details see Lemma 3.1, p. 78.
192 Chapter 11
Further, / e L2(G) is assumed. Taking into account that Zo(x) = 0, so that
/+^6L2(G), (11.37)
h
one obtains immediately (cf. Theorem 3.2, p. 80) that the problem to find
ZieF (11.38)
such that
(((i;,z,))) = ( ' r , / + ^ ) V.EF (11.39)
be satisfied has exactly one solution. P'urthermore, z^ e Fimplies Zj e Lîfj),

so that
/ + êL2(G).
h
Consequently, the problem to find a function
zêV (11.40)
such that
(((«;,z,))) = ( . , / + ^ ) V.eF (11.41)
be satisfied has exactly one solution again, etc.
In this manner, we obtain the functions

Zi6K...,2peF (11.42)
(approximations of the required solution u{x,i) for t = t-^, ...,t = t^).
Let us construct the function Ui{x, t), the so-called Rothe function,
defined for all ( e / by
u,{x,t) = Zj_,{x) + =^'^-^^\t-tj_,) in /;, (11.43)

h
j = l,...,p. (For the intervals /, Ij see (11.25) and (11.27).) Thus, for
every xe G fixed, the function (11.43) is piecewise linear in t in the interval
The Equation cujc't + Au = / 193
/ and assumes the values z/x) at the points f = ?j. (Note that/^ — tj_i = h.)
See Fig. 10, where G = (0, n) and an jx e (O, n) is chosen to show the geo-
metrical meaning of w,(x. t) for this x.
to'=0 Fig. 10.
Now, instead of the division d^ of the interval I into p subintervals Ij

of lengths /?, let us consider the divisions d„, n — 2,3,..., dividing this
interval into 2"~^p subintervals
ij = ['j-ut'n (11.44)
of lengths
K = (11.45)
Here
91.-1 (11.46)
t^^JK, ; = 0,1,
(where n stands for the superscript in /" and f", not an exponent, of course).
Similarly as above, we obtain, for every fixed n, the functions
911-1 (11.47)
';"eF, ; = 1, P,
satisfying the integral identities
(((.,.-))) = ( ' . , / + ^ Vue V, (11.48)

194 Chapter 11
(where
(((.,zj))) = ((.,z;.)) + l(.,z:.)
here), with Zo(x) = 0, and we can construct the Rothe function u„{x, t)
defined for every ( e 7 by
u„(x, t) = z;_, + ^1^^^ (t - t%,) in !•} , (11.49)
j= 1,...,2''-V
In this way, we come to a sequence
{u„{x,t)} (11.50)
of functions (11.49); let us call it the Rothe sequence corresponding to the
problem (11.l) —(11.4). It can be expected, intuitively, that this sequence
will converge (in a certain sense) to a function u(x, t) which will appear to be
a solution (also in a certain sense) of the problem (11.1) —(11.4). The follow-
ing investigations are devoted to the proof of the just expressed assertions.
The formulation of the thus obtained results is given in Theorem 11.1,
p. 217.
Let us investigate the first of the problems mentioned above i.e. the
question of convergence of the Rothe sequence (11.50). To this aim, let
us start by deriving some apriori estimates.
For this purpose, let us write the problems (11.34), (11.35) in the follow-
ing form, more convenient for our investigations: To find, successively
for j = 1, ..., p, such functions
ZjeV (11.51)
{{v,Zj)) + Uv,Zj-Zj_,) = (v,f) V.eK (11.52)

h
are satisfied, with
zoix) = 0 . (11.53)
The existence and uniqueness of the corresponding solutions have been
discussed above.
The Equation dujdt + Au = f 195
Put, in (11.52), ;• = 1 (so that Zj_i = ZQ = 0) and
V = Zi . 11.54)
This is possible because Zj e V. We get
((z„z,)) + 7 ( z „ z O = ( z „ / ) . 11.55)
n
Now,
((zi,rO)^0 11.56)
by (11.13),
11.57)
and
(î>/)glki||||/|l 11.58)
according to the Schwarz inequality (2.12), p. 10. So (11.55) yields
i|klNlklMI/IU 11.59)
wherefrom
11.60)
Subtracting from the identity (11.52) the same identity written for
we obtain (because of the hnearity of the form ((., .)), etc.)
{{V, Zj - Zj_,)) + - {V, {Zj - Z,._,) - (Z^._i - Zj_2)) = 0

h
'ive V. 11.61)
For
V "= Zj - zj-i 11.62)
we get, in consequence of
ii^j - Zj-i-'Zj - 2y-i)) ^ 0 , 11.63)
the inequality
||z,-z,_,|l^^||z,-z,_,||||z,_, -z,_,l|, 11.64)
196 Chapter 11
yielding
\\z, - --_i|j ^ \\zj_, - z,_,!| , ;• = 2,..., p . (11.65)
Now, ro(x) = 0, so that, according to (11.60),
\\z, - z o l l = \z,\ ^h\\f\\. (11.66)
From (11.65) it then follows
||z,-z,_,llgMl/|
for all } = 2 , . . . , p, and, in consequence of (11.66), for all y = 1,..., p.
Thus, we have
| | . - - z , . _ i | | ^h\\f\, j = I,..., p. (11.67)
(11.67) then gives
||z,.|! ^ ||z,._i|| +h\\fl, j = l,...,p, (11.68)
wherefrom
|z,.|j ^ ; / j | j / | , ; = i,...,p, (11.69)
since ||zo|| = 0. Now,
P
implying finally
hj\\ ^ n n • (11-70)
Denote
Z.{^) = 'M^:ll^M, ; = i,...,p. (11.71)
h
(Thus, Zj{x) is the difl'erence quotient (11.33) "coresponding to dujdf'^)
The inequalities (11.67) yield, immediately,
!|Z;|1 g ll/ll , 7 = 1,..., p . (11.72)
What has been derived for the case of the division di can be easily derived,
in a quite similar way, for the case of an arbitrary division d„: From the
The Equation cujct + AU = f 197
integral identities
((., z;)) + 1 {v, 2," - z"j_ 0 = {v, f) V. e F (11.73)
K
which are analogues of the identities (11.52), we get for 7 = 1 and u = zj
(taking into account that zl{x) s 0 and ((z", z")) ^ 0)
f ik"rîk-"iiii/ih (11-74)
K
giving
ll^'?ll ^ /'.||/i • (11-75)
Subtracting from (11.73) the same integral identity written for 7 — 1 and
putting V = z"j — z'j_y we get, similarly as in (11.65),
jl-j - =j-i|| ^ i|2j-i - ZJ-2II . 7 = 2, ..., « . (11.76)
This implies, simultaneously with (11.75),
V-A-A^K\I\, (11.77)
and finally
VA ^ Afl. (11-78)
li^;!! ^ i / i = (11-79)
7" = 1, ..., 2"~^p, where
ZXx) = 1 > ( ^ I ^ ^ 1 ^ A M . (11.80)

K
The meaning of the inequahties (11.78) and (11.79) is that the norms (in
L2(G)) of the functions z"(x), Z"(.\-) are uniformly hounded with respect
to j and n, thus independently of the division d„.
The same conclusion follows easily even for the norms of the functions
z" in the space W^''\G), i.e. there exists a constant c- > 0 such that
fAz'-HG) ^C (11.81)
holds for all 7 and n. In fact, if we write the integral identity (11.73) in the
form
{{v,z'^)) + {v,Z"j) = {v,f) yveV (11.82)
198 Chapter 11
and put V = z", we get
((4î)) + (4z,") = ( 4 / ) - (11-83)

Now,
|(z;, z;)| ^ ||.;|i i|z;|], l(zj,/)l ^ ||z;|| 11/11, (ii.84)
((zj, z;)) ^ a||z;|^,,.„c, (11-85)
(according to (11.13)). From (11.84), (11.85) and (11.78), (11.79), the uni-
form boundedness of ||2"|J^2(I.)(G), i.e. (11.81), immediately follows.
In the following text, the brief notation

\\v\\y (11.86)
will be used instead of
if t; e K Applying (11.86), the inequahty (11.81) can be rewritten in the form

\\z"j\\yS_c. (11.87)
(11.78), (11.79) and (11.87) are the desired apriori estimates.
It is convenient to examine the Rothe sequence (11.50) in the space
L2{l, V) of abstract functions from the interval / into the space V, square
integrable in the Bochner sense. The reason is that in this space it is possible
to obtain, in a relatively very simple way, the needed results concerning
convergence and leading to the desired existence theorem. On some refine-
ments of the obtained results see in the following chapters, in particular
in Chapter 21.
For a reader who is not very familiar with the space L2{l, F) let us present,
in brief, basic definitions and results concerning abstract functions and the
Bochner integral.
Let / = [0, T] (as above) and let H be a Hilbert space^). A mapping
y{t):I-*H (11.88)
is called an abstract function from I into H.
') In what follows, H= V OT H = £2(0) will be considered most often. Let us men-
tion that the definition of an abstract function introduced here may be generalized
substantially — see e.g. [6].
The Equation ciijct + Au = f 199
Thus, an abstract function is a mapping defined on the interval / and

such that to every tela certain element y e H is assigned. We write y[t].
An example of an abstract function is the Rothe function (11.49) (to

emphasize this fact we shall often write u„{t) instead of u„{x, t)):
ult) = zU^"-^~-^ {t-t)-,) in /; = K - „ ( } ] ,

;• = ] , . . (11.89)
By (11.89), to every tela certain function from the space F i s assigned.

For example,
if t = t",, u„ = z\e V,
if / = f ?"i , M„ = z1 + ' ^1 K A + A BV,
etc. Thus, an abstract function from / into V is given here, piecewise linear
obviously, as seen from (11.89). Its "symbolical graph" is sketched in Fig. 11.
r—iTti-^ Rg-ii-
As a further example, let us present an other abstract function denoted

by u„(t) and given in 1 by
",,(0) = z\ ,
ii,it) = z) in / ; , j = 1,...,2"-V: (11.90)
where
(11.91)
The "symboHcal graph" of this function is sketched in Fig. 12. Even here
we have a mapping from / into V.
200 Chapter 11
Let us note that the functions :"ix), being from V, belong to L2{G) as
well. Thus, the presented functions are both also abstract functions from /
into 1.2(G).
An abstract function (11.88) is called continuous at an inner point
teJiito every s > 0 a ^ > 0 can be found such that
\At\ < 5 => ||>'(f + At) - y{t)\\i{ < e , (11.92)
z;
Fig. 12.
o\ 1; t2 (; /
where is the norm in the space H. Similarly, the continuity from the
right, or from the left, is defined. The function (11.88) is called continuous
in the interval (0, T) if it is continuous at every point t e (0, T); it is called
continuous in the interval I = [0, T] if it is continuous in (O, T) and
continuous from the right at the point t = 0, from the left at t = T.*)
In a similar manner the limit (limit from the right or from the left)
is defined.
The function (11.88) is said to have the derivative
y'{t) = geH , (11.93)
at an inner point t e I, if
y{t + At) - y{t)

hm = 0. (11.94)
At
Similarly, the one-sided derivatives are defined. A function (11.88) is said
to have the derivative in the interval I = [0, T] if it has the derivative at
every inner point of the interval / and the derivative from the right, or from
the left, at the point t = 0, or t ~ T, respectively,
) These definitions are quite similar to those from classical analysis.

The Equation Bn/ct ^ An = f 201
The set of all abstract functions (11.88) continuous in /, equipped with

the norm
]|v||c„,„, = max]j>.(0|!/), (11-95)
tel
is called the space C(l, H). Convergence of a sequence of functions y„ e
6 C{L H) to the function v e C(/, H) is defined in the famihar way:
lim||y-y„||ca,H) = 0 . (11.96)
n-» 00
(11.96) and (11.95) imply that the convergence in the space C(I,H) is
uniform convergence in H on the interval J, i.e. that to every s > 0 an
«o(£) (thus not depending on tel) can be found such that
" > "0 =* hit) - v„(i)|U < s Vr 6 / . (11.97)
For abstract functions the so-called Bochner integral can be defined,
which is an analogue of the Lebesgue integral of a real function and has
similar properties: First, a simple function is defined as such an abstract
function (11.88) which attains, on /, only a finite number of "values"
Qi,..., g„,e H, on (Lebesgue) measurable sets Ni,...,N„ with measures
Hi,...,fi„„ respectively. The Bochner integral of such a simple function
is defined by
[ y{t)dt = Yîlh-
1= 1
Thus, the Bochner integral of an abstract function (11.88) is an element of H.

(11-98)
An example of a simple function is the function u„(f) given by (11.90)

which attains, on /, only a finite number of "values"
_i,...,z"2„-,peF (11.99)
on the corresponding intervals
I1 = [tlt'[-], /l,...,/l„-.p (11.100)
which are measurable sets of measures h„. According to (11.98) we have
I,,
u„{t)dt= X ''«2" = ''. I
i=l i=l
^".
and this is an element of K(as a hnear combination of elements of V).

(11-101)
^) This maximum is actually attained if the function y(t) is continuous in /.

202 Chapter 11
Measurable functions in the Bochner sense are functions which can be

approximated, to arbitrary accuracy, by simple functions. More precisely:
An abstract function (11.88) is called strongly Bochner measurable if there
exists a sequence of simple functions y„(i) such that
hm IIv(0 - yn{t)lH = 0 for almost all tel. (l 1.102)
n~*co
Jf, moreover,
l i m r | 3 - ( 0 - > ' « ( 0 i ! H d / = O, (11.103)
we say that the function (11.88) is Bochner integrable and define
y{t) dt = hm j y„{t) dt. (11.104)
For the details and for the generalization of these concepts see [6].
An easy computation (which we are not going to carry out here) leads
to the conclusion that each of the Rothe functions u„(?) given by (11.89),
being piecewise hnear in t, is strongly measurable and Bochner integrable.
Moreover, we have
j;.('H'-'rjk- 1 +
^J-1
( ' - ' ; - i ) dt =
a—'p ^"-'"z^-z;,, h'„ __

= /,„ I z;_, + I ^ ^
z",„-.,_0 + --- +
;=i 2
(11.105)
(since zS = 0). Thus (11.105) and (11.101) yield
"„(0 dt = «„(r) di + ^ z",„. (11.106)

The Equation oujdt + Au = f 203
The space £2(1, H) is the space of functions which are square integrable
in the Bochner sense, i.e. Bochner integrable and satisfying
1, ||y(0||^d(< + 0 0 ,
with the scalar product

(11.107)
(yu J'2Xa(/.H) = [ (>'l(4 y2{t))H dt , (11.108)
where, for every fixed t
(3'i(0. 3^2(0)^
is the scalar product in H. The space H being a Hilbert space, it can be shown
that L2{l, H) is a Hilbert space as well.
A primitive function
Y{i) = ('V(T)dT (11.109)

Jo
to the function >>(/) can be defined, in this case, on the basis of the Riesz
theorem by
{Y{t),g)^=[\y{x),g\dT'') ^g e H . (11.110)
It can be shown that for y e Ljij, H) the function Y{t) is a continuous

abstract function in the interval / ,
Ye C{I, H) (11.111)
even absolutely continuous^^) — we write
YeAC{l,H), (11.112)
and has a derivative almost everywhere equal to y(t). We write
y'(0 = >'(0 in LîhH). (11.113)

^'^) For afixed/, the right-hand side in (11.110) is a bounded linear functional in H,
representable thus (uniquely) by an element (called Y(_t) here) from H.
^') The definition being quite similar to the classical one.
204 Chapter 11
Choose now, for H, the space Fdefined by (11.ll). In the space Ljf/, V),
the scalar product is given by (11.108), i.e. by
{yuy2)LAi.y)= {yi{t),y2{t))vdt (11.114)

Jl
(for the scalar product in the space V see (11.9)) and, consequently, the
norm given by
'IvF
\yU2(.i.y) \\y{t)\\v^t- (11.115)
Here (cf. (11.86)), we write briefly, for v, v^, ^2 e V,

{vi,V2)y, or \\v\\y,
instead of
respectively.
In accordance with (11.115) convergence is defined:
;„->• in L2(/,F) (11.116)
means that
lim { \\y - y„l^dt = 0. (11.117)
In the space £2(7, F) consider the Rothe sequence of abstract functions

{u„{t)] (11.118)
given by (11.89), i.e. by
w„(0 = z;-x + i ^ ^ ^ ^ ( r - ? ; - i ) in /; = K - i , r ; ] .
(11.119)
According to (11.87) we have
ilz}|y ^ c Vn = l , 2 , . . . and Vj = 0, 1, ..., 2"-^p . (11.120)
Now, „
0 ^ L~ ^J-^ ^ 1 in / ; , (11.121)
The Equation c'u;ct + An = f 205
SO that by (11.119) we obtain, for an arbitrary t e I,
Kt)\\y = -..(i-îlÛ.;!^ <
t — t"
{^-•-^y--'- V
+ <
t - tj
<ii-^^^-^ C + - i
c = c . (11.122)
[Thus, (11.120) implies (11.122).]

By (11.115) we tlien get, for n =-- 1, 2 , . . . ,
•r
Km 2
\u,lt)\\v(it ^ c^T. (11.123)
Thus, the Rothe sequence (11.118) is bounded in the space £2(1, V).
Since this space is a Hilbert space a subsequence
{«J0} (11-124)
can be found weakly convergent in this space to an abstract function
ueL2{l,V). (11.125)
We write
w„^-« in L,{I,V).'^) (11.126)
'^) We apply a well-known theorem here: If -Y is a Hilbert space and {x„] a bounded
sequence in this space (i.e.
UnWx^ C forall«),
then a subsequence {x„^ can be found which converges weakly in X to an element
xe X,
x„^-^x in X. (11.127)
(11.127) means that for every bounded linear functional g defined on X we have
g(x„) -> g(x).
According to the Riesz theorem, every bounded linear functional defined on the
Hilbert space X can be expressed as a scalar product with an appropriate (uniquely
determined) element y e X. Thus the weak convergence x„ -^ j ; in X can be charac-
206 Chapter 11
In what follows, we will show that precisely this function u{t) is the re-
quired solution (in the sense of Theorem 11.1, p. 217).
Recall, first, the definition (11.80) of the functions Z^x),
ZXx) = ^^"(^)~^î(^) . (11.129)
Using this notation, the functions (11.119) can be rewritten in the form
u„{t) = z%,+Z%t-fj_,) in / ; . (11.130)
Define the abstract functions
U„{t):I->L,{G), n = l,2,..., (11.131)
by
Z" for 1 = 0,
Un{t)( (11.132)
^ z ; for tei'; = {f;._„t'}], ; = i,...,2"-v.
From (11.79) it follows immediately (cf. (11.123)) that the sequence
{Unit)] (11.133)
is bounded in the space Lzih ^2(0)). This space being a Hilbert space,
a subsequence
{Udt)V') (11-134)
can be found converging weakly in this space to a function U e L2{l, L2.{G)),
U„^-U in LîhLîG)). (11.135)
terized by
(xn^,y)x^(^-yh Vj'G^. (11.128)
The weak limit is unique, i.e. a sequence cannot have two different weak limits.
Note that if a sequence has a limit in A" in the ordinary sense (called the strong limit,
if we wish to distinguish it from the weak one), this limit is also its weak limit. The
converse is not true.
^^) A subsequence with the same indices n^ as in (11.124) can be considered without
loss of generality.
The Equation cujct — An ^ f 207
Thus, the integral

t
V{x)dx-= \v{t) (11.136)
exists (cf. (11.109), (11.110), where H = LîG)). Now, from (11.132), ( U . l 30)
it follows immediately that in the space L2(/, ^2(G)) we have
J:
/o
t^J^)dT = t<JO, (11.137)
wherefrom, by (11.135), (11.126)

w = u in L2(/, L2(G)) .1*) (11.138)
Similarly as in (11.112), (11.113) we get, by (11.138), (11.136),
ueAC{l,L2{G)) (11.139)
and
u'{t) = U{t) in LîG) for almost all tel. (11.140)
'*) In detail: The weak limit being unique it is sufficient to show that u„^ -^ w
in L2U, Z-^CG)), i.e. to show that
lim r {v{t), u„Xi)) df - f {lit), w{t)) df = 0 ^ve Lîl, LîG)).

nu-^cc J Q JQ
First, let, v(t) = ve LjiG) for all / e / . We have (see (11.110), p. 203)
lim (t-, u„St) - vv(0) = lira (v, \\u„lx) - U(T)] dx\ =
= hm [\v, U„J,x) - U{x)) di = 0 Vi 6 /

"k-oo Jo
because of (11.135). Since the norms of the considered functions are uniformly bounded
with respect to both tel and w^ the Lebesgue theorem can be applied giving
CT I'T
hm (v, u„^{t) - n-(f)) d( = [ hm (v, M„^(r) - u(f))] df = 0 ,
) J o "fc^=o
In the same manner this result can be derived for the case when v(t) is a piecewise
constant function of t in /. Since these functions are dense in L2(I, LjC^)), it remains
valid for every function v e £2(1, L2(G)), which was to be shown. (Cf. a similar consider-
ation carried out in detail on pp. 208—211.)
208 Chapter 11
Finally, from
«(0 U(T)dT (11.141)

0
we have
u(0) = 0 in C{I,L2{G)).'') (11.142)
Thus the function u(t) possesses several characteristic properties. First,
since u e L2{l, V) we have, for almost a\\ tel, ue V. In this sense the stable
boundary conditions of the given problem (11.1) —(11.4) are satisfied.
The initial condition (11.2) is fulfilled in the sense of (11.142). What is of
particular interest now is the question in which sense is the given differential
equation ( l l . l ) satisfied. To answer this question is the aim of the following
text.
Let us prove, first, that if

V - M in L2{I,V) (11.143)
then also
M„^-M in L.ihV), (11.144)
where {u„(t)} is the sequence (11.90) defined by
= z"i for / = 0,
u„{t)( (11.145)
\ = z; in l"j=={t"j^„t']].
To prove (11.144) we have to show, in accordance with the definition of the
weak convergence, that
{v, u - M Ji,(,,K) -> 0 Vi; e L2(/, V), (l 1.146)
'^) Note that the equality (11.138) was completed by "in L2{I, L2(G))". When doing
this we express that (similarly as in the Lebesgue space Lj of "ordinary" functions)
equality in the sense of "almost everywhere in the interval / " is understood. Thus, in
(11.139), we should have said that the function u{t) could be made absolutely continu-
ous in / when changed properly on a set of measure zero, if necessary. The "uiO) == 0
in C(/, Z,2(G))" means that the function u(t), as a contiriucus abstract function from /
into L2(G), assumes, for / = 0, the "value" zero in L2(G) (i.e. that «(0) is a function
equivalent to the function z s 0 in G).
The Equation Bu/dt + Au = f 209
or, in more detail, that (cf. (11.114))
hm f {v{t), u{t) - M„,(/))K dt = 0 Vr e L2(/, V). (11.147)

"fc-x" J o
However,
u - «„, = (u- uj + (M„, - aJ (11.148)
and w„^ -^ u in ^2(7, K), so that
hm I {v{t), u{t) - U,„(0)K dt = 0 Vt? e L2(/, F) . (11.149)
Thus it is sufficient to prove that
hm {v{t), u„,(0 - u„^{t))y dt^-0 Vr e Lîl, V) . (11.150)

nfc-> 00 0
We show that it is sufficient to prove even less:

Denote by M the set of such abstract functions v e £2(7, V) which are
equal to a certain function g e Fon an interval [a, )9] c / and equal to zero
outside this interval. Here, the function g{x) as well as the interval [a, j8] are
different for different functions from M, in general. (A "symbolical graph"
vftj
Fig. 13.
of a function from M is sketched in Fig. 13.) We assume, moreover, that

the points a, ji lie at some points of a division of the interval/ for a sufficient-
ly large n, i.e. that
a = ah„, iS = i 5 \ , , (11.151)
where a, jS are nonnegative integers,
0 g a < /5 g 2"-^p.
Further, denote by N the set of all linear combinations of the functions
from M (thus a set of "piecewise constant" abstract functions, or step
functions, with discontinuities at the points (11.151)). As well as in the theory
210 Chapter 11
of the Lebesgue integral, it can be shown that the set N is dense in L2([, V).
Since each of the functions from iV is a linear combination of functions
from M, it is sufficient to prove (11.150) only for the functions from M,
i.e. to prove that
Hm f {v{t), t(„,Xf) - ujj))y dt = 0 VJ; 6 M . (11.152)
Choose a fixed function v[t) from M, thus equal to a function ve V

in an interval [a, 0] and to the zero function outside this interval. Perform-
ing the integration in (11.152), we may assume that n^ is so large that (11.151)
is fulfilled, i.e. that
a=âh„,, p-PK^ (11.153)

with
a, jS nonnegative integers. Then we can write, for the integral in (11.152),
{v, M„,(f) - u„Xt))y dt = (v, </„,(0 - ujt))y dt.
In each of the intervals /"" we have, according to (11.119), (11.145),
«jo - <(0 - -"-1 + ^ ^ i=T - --?-0 - -T =
« . - . - . - ) ( - ^ - ) =
f — t"''
= (z--z;i,)^-^ (11.154)
since h„^ = t"}"

'"" - - '""tjL^. Further,
t;,(z^^-z-0-
J'7-1 \ "/Ik
~(f _ /"kV-I^nic
(V, Zj - Zj_i)y — - [V, ^j_y Zj )y
_ -"nt J'/-l
The Equation ciiict + Au = f 211
We thus have
I {v, «„,(0 - a„^{t))y dt =
^ {v,{zl'' - z7^,) + ( z - , - z^';^) + ... + ( z ^ i - z^"))^ =
= ^ (., . i " - r?-V . (11.155)
Now,
/i„, -» 0 for n, -> CO ,
|(..z--z^^),|.î|.||,!|z^--4-||,g2c||.||,
according to (11.87). Because i; is fixed, we get
lim f (t<f), M„^(0 - u„Si))y dt = 0 . (11.156)

"*-»<» J 0
However, the function v(t) from M has been chosen arbitrarily, where-
from (11.156) is proved for all ve M, and, in consequence of the density
of the functions from N (see p. 210), for all v e L2{l, V). Thus,
u„^--u in L,(/, F ) , (11.157)
which was to be proved.
Now we are prepared to show in which sense the function u[t) satisfies
the given equation (H.l):
Consider the integral identities (11.73) written for n^:
{{v, 2f)) + - 1 - (r, 2f - 2j_,) = {v, f) Vr 6 V, (11.158)

K
or
{{v, zf)) + {v, Z";) = (vj) Vr £ V, (11.159)
j = 1,..., 2"''~^p. Let v(t) be an arbitrary function from L2{l, V). Recalling
the definition of the functions u„(t) and U„(t) and defining the abstract
function / e £2(1,1-2(G)) by
f{t)^f V?e[0,r], (11.160)
212 Chapter 11
we have
{{v{t), u„M + « 0 . U„,it)) = Ht),m for almost all
telO,TY^). (11.161)
Integrate (11.161) between 0 and T. We obtain
\H'1 Um dt + Civit), u,M dt = ("(.(/), fit)) dt.

I Jo Jo
(11.162)
All these integrals exist since v e Lîl, V) (and, consequently, also v e
e L,{I, LîG))), w„, 6 L3(/, V), V„êL,{l, L,{G)), fe Lîl, LîG)). Now, for
Mj -* 00, we have
t/,„-^«' in L,{I,L2{G)) (11.163)
according to (11.135) and (11.140), so that
{v{t), t / J f ) ) dt ^ f (t;(r), u'{t)) dt for n, -^ O) .1^) (11.164)

Jo Jo
Further, for a fixed v e L2{l, V)
L iHt),sit)))dt
is a bounded linear functional in I'2(/, F).Linearity is obvious. Boundedness

(11.165)
*^) In fact, let t s [0, T] befixed.Then t = Q, or t belongs to an interval if. At the

same time, for almost all t e [0, T] we have
i;(')6 V.
Thus, (11.161) is fulfilled in virtue of (11.159), (11.145) and (11.132).
'"') Note that
i;
>r
so that, by (11.163) (and (11.128), taking X= L^d, LîG))),
{v, t/„jL.(z,t.(G)) -* {v, «')L2(/.I.2(G)) = (KO. "'(0) dl •

Jo
The Equation 8uj8t + Au = f 213
follows from (11.12), p. 188, by which
\(vit), s(0)) d/Yg K' ( HIKOIIK Ht)lvdtJ^
<K^ \\vit)\\'ydt. r\\sit)\\ldt = K'\\v\\l,r.v, IHIia.n

Jo
(in virtue of the Schwarz inequality), wherefrom (for v(t) fixed)
I
Thus, (11.165) is actually a bounded linear functional in L2{l, V). Conse-
(11.166)
quently, from
u„^ — u in £2(7, V)
it follows (cf. Footnote 12, p. 205) that
{{vit),u„St)))dt {{v{t), u(t))) dt for n^->• 00 . (11.167)
Further, the integral on the right-hand side of (11.162) remains unchanged,

for n^ -> 00, being equal to
1: {v{t),f)dt,
because f(t) is a constant function in L2(/, V) (independent of t).

(11.168)
Summarizing, (11.162) yields, for the chosen function veL2{l, V) and

f o r M^ ->• 0 0 ,
I ( « r ) , «(0)) df + I (t<t), «'(0) df = I (KO./) df. (11-169)

Jo Jo Jo
However in (11.162) r(i) was an arbitrary function from L2(/, V). Thus,
(11.169) is valid for all functions from L2(/, V), i.e.
{v{t),u'(t)dt= f (KO>/)df
0 Jo
Vi'eL2(/, F) (11.170)
214 Chapter 11
In this sense, the function u{t) satisfies the differential equation (U-l).
Let us recall all the properties of this function derived above:
u eLîl, V), (11.171)
u eAC{l,L^{G)), (U.172)
u'eLîULîG)), (11.173)
M(0) = 0 in C(/,L2(G)), (11.174)
[\{v{i),u{i)))dt + \\v{t),u'{t))dt = \\v{t),f)dt

Jo Jo Jo
VreL2(/, F ) . (11.175)
DEFINITION 11.1. A function u{t) with properties (11.17l)-(tl.l75)

is called a weak solution of the problem (11.1) —(11.4).
We have just proved the existence of such a weak solution.
U n i q u e n e s s : Let ii[t), u(t) be two weak solutions of the problem

(11.1)-(11.4). Denote by
u{t) = u{t) - u{t) (11.176)
their difference. Because of the linearity of the considered spaces, u{t)

satisfies (11.17l)-(ll.l74). Further,
r fT
{{v{t), «(;))) df + (t;(f), M'(0) <^' = 0 "^^ e ^2{i, V) . (11.177)
lo Jo
Let a 6 / be arbitrary. For v[t) in (11.177) choose the function
u{t) for 0 g I^ a
v{t)( (11.178)
0 for a < t ^ T.
(«(/) belonging to L^Q, V), the same holds for v{t) obviously.) Now, u e
The Equation cujct 4- Aii = f 215
e ^C(/, L2(G)), thus
f {v{i), u'{i)) At = ^{u{t\ u'(0) d( =

Jo Jo
= illt,(a)f - i i M ( 0 ) f =i|!H(fl)r (11,179)
(||.|i being the norm in LaC^^))- Further,
((.(0. KO)) dr = ((w(r), M(J))) dr ^ 0 . (11.180)

0
Thus, from (11.177), (11.179) and (11.180) it follows

||M(a)|| = 0 . (11.181)
However, a has been chosen arbitrarily. Thus,
u(<) s 0 i n / , (11.182)
Before summarizing all the obtained results into a theorem, let us present
two remarks.
REMARK 11.1. Uniqueness of the weak solution u{t) implies that not only
the sequence {M„^(f)} converges weakly to u{t) in L2(/, F), but that the whole
sequence {«„(')} does. In fact, let {u„(f)} n o t converge weakly to u{t) in
h^, F ) . Then there exists at least one function v e L2(/, F) and an e > 0
such that
If
I Jo
{v{i), u{i) - M„(/))K d/ ^ £ (11.183)
holds for an infinite number of n. Denote the sequence of those terms

of {«„(0}, for which (11.183) holds, by {ui(0]-
This sequence, being a subsequence of \u,j(tfi, is bounded in Lî.1, V).
Consequently, a subsequence {wi^(f)} can be found converging weakly,
in 12(7, F), to a function s e Lîl, F). This function can be shown to have
all the properties (11.171) —(11.175) similarly as the function w(f). Thus,
it is also a weak solution of the problem (11.l) —(11.4). At the same time,
216 Chapter II
u + s in L2{l, V) because of (11.183). This is in contradiction with the just

proved property of uniqueness. Thus,
«„-u in 12(1, V). (11.184)
REMARK 11.2. Now,

M„-M in L2{l,V)û„--u in 12(1, LîG)) .'^) (11.185)
For every fixed tel, the sequence {uni^)} is bounded in K and therefore
compact in L2{G). Moreover, the functions u„{t) are not only uniformly
bounded in L2(G), but in consequence of the uniform boundedness of
j|Z"(x)|| also equicontinuous. Thus, a subsequence {u„.(t)] of the sequence
{«„(/)} can be found converging strongly in 1.2(0) and uniformly with
respect to tel^^) (i.e. in C{l, £2(0))) to the function u{t) (because of (11.185)).
The uniqueness of the weak solution yields, by a similar consideration
as in the preceding remark, that not only the subsequence {u„.(t)}, but the
whole sequence {u„{t)] converges in L2(G) to u[t) uniformly with respect
to tel. i.e. that
w„->M in C(/, L2(G)). (11.186)
(This result can be derived also in another way. See Remark 12.7, p. 243.)
Thus, we have proved the following theorem:
1^) We have
I f e «)L2(/,t2(C))| ^ \\V\\LZ(I,L2(.G))\\U\\L2(.I,L2(G)) ^ \\V\\L2(I,L2(.G))\\"\\L2U,V) •
Thus, for every v e £2(1, L2(G)) fixed, (v, U)L2(I,L2(G)) is a bounded linear functional
on L2(I, V). Consequently, «„ ^ « in L2{I, V) implies
("' "n)t2(/,t2(G)) - ^ (". «)X.2(I,I.2(G))
for every v e Z-2(^> ^^2^^^^' which means that u„ -^ « in L2{I, LjCG)).

Let us note that
«„ - - tt in L2{I, V) => D'U„ - - DiU in Z,2(/, L2(G))
for all [i\ ^ k. (Here, D'ii„{t) is an abstract function from /into L2(G) defined at every
point TQ e / as the derivative D'U^(TQ) e LjC^) of the function tt„(ro) e V, etc.).
' ' ) The proof is entirely similar to the proof of the classical Arzela theorem.
The Equation cujct -r- Au = f 217
THEOREM 11.1. Let G be a bounded domain in E^f with a Lipschitz

boundary F. Let the problem
-^ + Au =f in 0 = G X (0, r ) , (11.187)
dt
u{x,0) = 0, (11.188)
BiU=0 on rx(0, r), i = ],...,/(, (11.189)
CiU = 0 on r x ( 0 , T), (• = 1, ...,/c - / i , (11.190)
iie given. Here,
feLîG), (11.191)
^^= Z (-1)I'ID'K(A)D^), (11.192)
(11.189), or (11.190) are boundary conditions stable, or unstable with respect

to the operator A, respectively.^^) Let the bilinear form
{{v, u)) = /l(i;, u) + a{v, u) (11.193)
corresponding to the given problem^^) be bounded in the space W^^\G)

and V-elliptic (see (11.12) and (11.13)), with
V= {v;ve l'Ff*(G), 5iU = 0, ...,B^v = 0 in the sense of traces} .

(11.194)
Then there exists exactly one weak solution u(t) of the given problem in the
sense of Definition 11.1, i.e. possessing the properties (11.171) —(11.175).
This solution is the weak limit, in I.2(/, V), of the sequence of Rothe
functions u„(t) (or of the functions u„[t); see (11.119), or (11.145)) and
the strong limit of the sequence {u„(t)} in C{l, Liipy).^^)
^°) See p. 188.

) I.e. corresponding to the operator A and to the given boundary conditions. In the
sense of Footnote!, p. 190, a mathematician familiar with these problems, can consider
the form ((v, «)) to be given and the boundary conditions to be "derived" on its base.
^^) I.e., «„(f) -> u{t) in LjCG) uniformly with respect to / e [0, T]. On a generalization
of the assumption on F-ellipticity see Chapter 21, p. 433.
218 Chapter U
REMARK 11.3. (Continuous dependence of the weak solution of the

right-hand side of eifuation (11.l).) Once more, consider the sequence
of Rothe functions u„(t). In an entirely similar manner as in (11.122) we
arrive at the result that for every fixed ( e / we have
i"«(')ll ^ T\\fl (U.195)

(by (11.78)). From (11.186) we obtain immediately:
THEOREM 11.2. For the weak solution u{t) of the problem ( l l . l ) - ( l l . 4 )

we have
ll"(Oica.L.,G), ^ rjl/li . (11.196)
This problem, being linear, we get
THEOREM 11.3. Let u(t), or u(t), be the weak solution of the problem
(11.l) —(11.4) with the right-hand side f, or f, respectively. Then
ll«(0-"(OI|c(/,L.(G))^r||/-/i|. (11.197)
Thus, if the difference of the right-hand sides of equation ( l l . l ) is small
in LJIG), the diiference of the corresponding weak solutions is small in
C{l, L2{G)), i.e. small in L2{C) uniformly for all teL
Chapter 12
Regularity Questions. Error Estimates
Under the assumptions imposed on the form ((r, u))^) and on the function
/ in the foregoing chapter, not much more can be said about the weak
solution of the problem (11.1) —(11.4) than has been done in Theorem
11.1. In the present chapter, we show that under additional assumptions
stronger results can be obtained. Moreover, relatively simple error estimates
can be derived.
a) SMOOTHER SOLUTIONS
a) Regularity "with respect to r"
Let the assumptions of Theorem 11.1, p. 217, be preserved; in particular,

let the form ((y, u)) be
(i) bounded in W^'''>{G) and
(ii) I'-elliptic.
Moreover, let us assume, that
/e V (12.1)
and that a constant M (independent of v) exists such that
|((t;,/))| ^ Ml|t;|| ^veV.') (12.2)
') Especially on the operator A (to have, for example, only bounded measurable
coefficients).
^) This assumption is satisfied if, for example, Afe LîG) and ((f,/)) = (v, Af) Vf s V.
In this case M = \\Af\\. See Footnote 11, p. 82.
219
220 Chapter 12
Consider the integral identities (11.82), p. 197:

{{v,z'[)) +(f,Z"i) =(.,/), (12.3)
((r,z^)) +iv,Zl) =(.,/), (12.4)
({v, -U)) + (v, Z-- 0 = (^./)> (12.5)

{{v, m + (v, z-}) -i^J), (12.6)
{{v,z%-.^)) + {v,Zl„-.^) = {v,f) (12.7)

(to be satisfied for all u e F), n = 1,2,....
Write (12.3), divided by h„, in the form
((t-, Z1)) + Uv,Z]-f) = 0 Vi; 6 F. (12.8)

K
Taking (12. l) into account, we can write
{{v, Z\ - /)) + f (t;, Z5 - / ) = - ((., /)) V^ e F. (12.9)

K
Putting V = Z\ — /(this is possible because of (12.1)), we obtain
{{Z\ - / , Z\ - /)) + f \Z\ - /IP = -{{Z1 - f,f)) . (12.10)

K
But
((z:; - / , z ; - / ) ) s? 0, (12.11)
|((z",-/,/))! g M l I z - ; - / !
by (12.2), whence
f fz-; - / f Âf||z; -/I

and
IZl -f\SMK. (12.12)
Subtracting (12.3) from (12.4) and dividing by /;„ we get, similarly,
((r, Zl)) + - {v, Z\ - Z^) = 0 Vt; e F . (12.13)

Regularity. Error Estimates 221
Now, (12.8) subtracted from (12.13) gives
(( V, Z\ - Z\)) + i {v, Z\ -Z\)^\- {v, Z\ - / ) Vr e V.

K h,
Putting V = Zl - Z",vfe have ^ " ''
\\Zl - Z"4 ^ \\Z1 - f\\ (12.15)
and, taking (12.12) into account,
\\Z'<-Z1\\^Mh„. (12.16)
In general, we obtain, in the same way,
| Z ; - Z ; _ , | ! g ||Z;_, - Z ; _ , | | , ; = 3,...,2"-V, (12.17)
and with regard to (12.16),
||Z," - Z;_ 1II g M/,„ for J = 2, ..., 2"- V . (12.18)
If we define
Z5=/2) (12.19)
and _
^." = ^ 7 ^ ^ ' - / • = l . - - . 2 " - V , ^) (12.21)
we can write (12.12) and (12.18) briefly as

||s;|| ^ M , j = 1,...,2"-V- (12.22)
Now, (12.8) and (12.13) can be rewritten in the form (corresponding,

formally, to equation ( l l . l ) differentiated with respect to t)
{{v, Z1)) + {v, si) =^ 0 VtêF,
{{v, Zl)) + {v, si) ^ 0 \/veV,
^) When doing this, we extend the integral identities (12.3) —(12.7) by the "zero
identity"
(fr, 4 ) ) + (V, Zg) = (vj) (12.20)
(taking into account that Zg = 0), thus defining z'Lj = ~l'nf- ^r, which is the same,
(12.19) is the consequence of (12.20).
'^) Thus, s'j corresponds to dûjdt'^ at the point t = t" = jh„.
222 Chapter 12
respectively; in general, we have

{{v, Z-})) + (v, s]) = 0 WveV, (12.23)
_ / = ! , . . . , 2"~'p. Putting V = Z"j and noting that
((z;,z;))â||z;|!^
I(z;.s,")| g ||z;|! Ilsjll ^ Ml|z^|i
by (12.22) and
II7" II < II7" II
we get, from (12.23),

4Z"j\\'y ^ MlZ-jWy
which yields
I|Z;||K^-. (12.24)
a
Thus, under the additional assumptions (12.1), (12.2), \\Z"\\y and \\sj\\ are
uniformly bounded with respect to both] and n.
This fact has interesting consequences: In the preceding chapter, we have
seen that sequence {U„{t)] of functions defined in the interval / by
Z" for f = 0
UXt) = ( (12.25)
^Z]{x) in / ; = (f;_,.f}]
(see (11.132), p. 206) converges weakly in L2(/, LaC^)) to a function U{t)
which is the derivative of the function u{t) in that space.*) Now, on the basis
^) More precisely, only a subsequsnce {Unjt)^ of the sequence {t/„(/)} was investigated
there. However, from the considerations of Remark 11.1, p. 215, it follows that this
assertion holds for the whole sequence {UJit)}.
Let us remind here that, speaking about the function u{t), we always mean the
absolutely continuous function, given by the integral (11.136), p. 207, thus the original
function (11.125) properly changed on a set of measure zero, if necerrary (cf. Footnote
15 on p. 208). Also in what follows, speaking about smoothness of the function «, we will
always mean smoothness of this function "properly changed on a set of measure zero",
without reminding this fact any more.
of (12.24), we conclude in the same way as in the quoted chapter that

in the present case {U„(t)} converges weakly to [/(f) in the space L2{l, V)
and that V(t) is the derivative of w(f) in that space,
u' e L2(I, V). (12.26)
Consequently, under the assumptions (12. l), (12.2) we have
M e AC{I, V) . (12.27)
Moreover, if we consider a sequence of functions [/„(/) defined in / by
O„(f) = z;_. + ^î^î(r-f;_o in n^lfj-uf}],

K
(12.28)
we prove, first, in the same way as in the preceding chapter, that it conver-
ges weakly to the same function u'{t) as the sequence {Uj(t)Y) and then that
the sequence {s„(f)] defined in / by
si for f= 0
s„{t) = ( (12.29)
^5; for tel)^{t''j.„f;]
converges weakly in £2(7,1'2(<5)) to the derivative of that function,
s,--u" in L2{I,L2{G)). (12.30)
Consequently,
«' e AC{I, LîG)) . (12.31)
Moreover, for every fixed t el we have
II^^WIIK^- (12.32)
a
(see (12.24) and (11.122), p. 205). Thus, for every such t the sequence
{0„{t)] is compact in £2(0).') Further, the functions 0„{t) are uniformly
*) The sequences {0„(t)j and {U„(t)} are analogues of the sequences {«„(/) and {u„(,t)}.
^) Even in W^''~ ^ *(G), however, this fact is not of interest at this moment.
224 Chapter 12
bounded in C(/, -^2(6)), and because of
g M (12.33)
they are equicontinuous in this space. Thus (see a similar consideration

in Remark 11.2, p. 216), {Lf„(f)}*) converges uniformly to u'{t) in LJ^G\
f/„ -> u' in C(/, L2(G)). (12.34)
Summarizing, we have
THEOREM 12.1. Let the assumptions of Theorem 11.1, p. 217, be preserved,

in particular, let the form {(v, u)) be
bounded in W^^XG) , (12.35)
and
V-elliptic . (12.36)
Moreover, let
feV (12.37)
and let a constant M (independent of v) exists such that
\{{v,f))\SM\\vl V.eF.^) (12.38)
Then
u e AC{1, V) , (12.39)
u' e L^{I, V) n AC{I, LîG)), (12.40)
u" e L2{I, £2(0)) . (12.41)
Moreover, (12.34) holds.
REMARK 12.1. Thus, under the supplementary assumptions (12.1), (12.2),

the weak solution u{t) of the problem (11.1)—(11.4) is considerably smoother
than under the assumptions of Theorem 11.1 only. Imposing further
*) Not only a subsequence {[/„^(/)}, see the quoted remark.

*•) See Footnote 2, p. 219.
conditions on the given data, smoother and smoother solutions can be

obtained. Thus, for example, under the assumptions
AfeV, {{v,f)) = {v, Af), \{{v, Af))\ g M|jt;|j ^veV (12.42)
(practically, A^fs 12(C) and {{v, Af)) = (v, A^f) holds for all veV) one
derives without difficulties that
I|s;ii = g M , (12.43)
K
yielding in the same way as above
M' £ AC{I, V), (12.44)

u" eLîl, V)nAC{l,L2{G)), (12.45)
u" e L2{1, L2{G)),
etc.
In the following text, we discuss a different approach to the questions
of regularity "with respect to t". Here, the symmetry of the form ((v, 11))
will be required (instead of supplementary assumptions on the function/),
regularity properties of the weak solution are derived on an interval [A?, T ]
with ;; > 0.
Thus, let the form [{y, u)) be

bounded in W^^\G), (12.46)
F-elliptic (12.47)
and, moreover,
F-symmetric, (12.48)
i.e. let
{{v, u)) = ((«, !.')) Vf,', ueV. (12.49)
Let us choose a fixed division d„ of the interval / = [0, T], with step h^,
and a certain point r° e (0, T) which is a point of this division, thus
f° = }h,„ , j being a positive integer. (12.50)
226 Chapter 12
Subtract the integral identity (12.5), p. 220, written for m and / instead
of n and j , from (12.6). One obtains
{{v, zT - 2r_0) + {^>, zr - zr_0 = 0 vr e K. (12.51)
Noting that
m _ m
•7m _ ±i ±i-l
K~
and taking into account (12.3) with z'^ — z" — z" because of z" = 0,
we get, successively,
/i„,((^,ZT)) + ( j ; , z r - / ) = 0 , (12.52)
h^{{v, Zfi) + {v, Z'"^-Z1) = Q, (12.53)
hJiv, Z7)) + {v, Z7 - Z7_ 0 = 0 (12.54)
for all VEV. Put v = Z^ in (12.52) and write

{zr„ zi-f) = i(zT, zi) + i[(ZT, ZT) - 2(ZT,/) + (/,/)] -
- i(/'/) = iiizrir + iii^T - ff - iii/r, (12.55)
etc. One obtains
hJiz-,, zD) + i(||ZTf + |ZT - ff - |i/|r) = 0,
/i„((z^, z^)) + i(||z-f + Ijz^ - z r f - \\zif) = 0,
hJizj, z-)) + i(||z7i^ + ||Z7 - Z7_,p - ||z7_,f) == o.

Performing the summation and neglecting the nonnegative terms
||Z7-Zr_if (or||ZT-/f) and ||Z7|^
we come to the inequality
/.„i:((zr,zr))îil/ir- (12.56)
i=l
Now, if we put u = Z" — Z7 in (12.53) and make use of the symmetry

of the form {{v, «)), we get

ihMZz, Z2)) + {{Z2 - zr, z" - Z7)) - ((ZT, zm +
+ ||Z^ - Z^P = 0 (12.57)
Neglecting the nonnegative terms ((Z^ - Z^, Z^ - Z7))and ||Z^ - Z^f,
(12.57) gives
((Z^, Z-)) ^ ((ZT, zr)). (12.58)
Similarly, we get
((z^, z-)) g ((Z-, z^)) ^ ((zr, ZT)), (12.59)
{{zy, zyj) ^ {{zj_„ zj_,)) ^ • • • g {{z7, z^)). (12.60)

Thus, if we replace ((Zf, Z^)) by {{ZJ, Zf)) in the sum (12.56), for j = 1,...
...,j — 1, we obtain
A„((z7,zT))gi||/|^ (12.61)
and, in consequence of (12.50),
((ZJ, ZT)) ^ ^ l | / i r (12.62)
Continuing this process we get all the more
((Z7,,Z7,,))g27o"^"'' ' = 1'2.-- (12-63)
F-ellipticity of the form ((f, u)) then yields
«|Z?*.PS^|I/r. (12.64)
i = l,2, ....
If we consider the division J„, + i with step /i„+i = /2„,/2, so that

228 Chapter 12
we get, similarly as in the preceding text, the inequahties
||Z-\.||, g -J— l/ll , (12.66)

V(2af°)
/ = 1, 2 , . . . . Proceeding in this manner and taking into account the form
of the functions U„{t) (see (12.25)), we come finally to the estimate
\\U„(t)\\r ^ —^- 11/11 (12.67)

" •^" " v'(2aO
valid for all sufficiently large n^°) and for all t e [t°, T].
Having obtained these results it is possible to continue the applied
procedure and get additional useful estimates:
Let us return to the integral identities (12.51). Using our usual notation
Z- = li ii^ , sT = ^ =î^ (12.68)
K, K
and starting with i = / + 1, we have
hJ{v,Z%,)) + hJ^v,s^^,)^0, (12.69)
hJiv,Z'J^^)) + hJy,s'J^,) = Q, (12.70)
/z„((y, ZT;)) + hjv, 5-,) = 0 (12.71)

for all veV. Insert v = s^+i into (12.69). We obtain
((Z7î - z j , zjÔ) + Kisl.y, 57.1) = 0 ,
or, making use of the symmetry of the form ((r, «)),
i[((z7.i. Z7,0) + ((zj.i - zj, 27,, - Z7)) - ((z;, Z7))] +
+ /J™(S7+I.-^7+I) = O-
Similarly, we get
i[((z7,„z7,3)) + ((zj^3 - z-^.^zj,, - Z7,0) -
- ((zjv„ zj.O)] +/i„(s7,„ 57,2) = 0,
i[((z?,, z?,)) + (Z-, - z?,_i, zr, - z^,_0) -
-((Z2;-i,z^,_0)] + /j„,(s7„sTy) = o.
•*) In order that f° be a point of division of d„.
Summing up and neglecting the nonnegative terms

{{Zr-Z7_„ZT~ZT_,)) and ((Z7,, Z",)),
we reach the inequahty
h,„ i: {s7,s7)^m7'^l))^ôlfV (12.72)

i-j+l 4(
At the same time
{^2j^ Si) ^ {slj-u sl_0 ^ • - ^ (^J+1. ^7+1) •'') (12-73)
Now, (12.73) applied in (12.72) gives
Mslj, sD) ^ ^ Iff ,

or
iî' î) ^ ( ^ i/,r.
I.e.
Ils?,il g
2t'
The more does it hold (see above) that
hl.M ^î/!l' '=-1.2,... (12.75)

and
s7;M^-J\fh '-=-1,2,..., (12.76)
etc.
" ) The difference (12.70) minus (12.69) gives
h„(v, ZJ+ 2 - Zf+ i)) + hjv, sy^2 ~ sj+ i) = 0.

Then
V-~Sj+2- .
"m
yields
(.7+2..7+2 - ^7+1) ^ o=> ||.7+2li s II.7+1II.
etc.
230 Chapter 12
Consequently for the functions s„(t) (see (12.29)) we have the estimate
II4')II g ^ il/ll (12-77)

valid for all sufficiently large n and all t £[2t°, Tl}^) Now, according
to (12.67),
PMv ^ -^h^, in (»2-78)

holds for all sufficiently large n and all t e [t°, T], thus also for all / e [2t°, T].
Similarly as when deriving Theorem 12.1, we can then conclude that the
sequences of restrictions U„{t) and s„[i) of the functions U„{t) and s„{t)
on the interval [2t°, T]^^) converge weakly, in 7-.2([2f°, T], V), orL2{[2t^, T],
L 2 ( G ) ) , to the function u'(t), or u"{t) respectively. Here, u'{t) is the restriction
of the function u'(t) and u"(t) is the derivative of u'{t) on the considered
interval.
It then follows that

a E AC{[2t°, T], V), u'e AC{[2t'', T], L2{G)). (12.79)
In an entirely similar manner we derive (assuming 4t° e (0, T)) that
lte.,ll-s;^ltel!s,^ll/!l. (.^.80)
I = 1, 2 , . . . , and
\K.4^~^JsU^~y\\fh (12-81)
j = 1, 2 , . . . (where, in accordance with our current notation,
etc., yielding by a similar consideration as above,

u' 6 AC{[4t°, T], V) , u" e AC{\Af, T}, LîG)), (12.82)
etc.
^^) Assuming 2/^6 (0, T), of course.

^') Thus, the sequences of these functions considered for / 6 [2?°, T] only.
Let an arbitrary rj e (0, T) and a positive integer q be given. Choose

a 1° e (0, r ) such that it is a point of a division d„ with a sufficiently large n
and that it satisfies
1° <
2{q + 1)
Continuing the process leading to (12.79) and (12.82), after q steps we come
to the result that
i7'«> e AC{[ri, T], V). (12.83)
Hence we can present the following theorem:
THEOREM 12.2. Let the assumptions of Theorem 11.1, p. Ill, be fulfilled,

in particular, let the form {(v, u)) be bounded in W^^{G) and V-elliptic,
fe LîG). Moreover, let ((u, w)) be V-symmetric. Let rj e (O, T) be arbitrary.
Then in the interval [r], 7"] the weak solution u(t) of the problem (U.l) to
(il.4) has derivatives of all orders (with respect to /, as an abstract function
from / into V), and for the restrictions i?**'(f) of u^''\t) on that interval
we have
li*"* 6 AC{[,u r ] , V), q = 0,1,2,.... (12.84)
p) Regularity "with respect to x"
Till now, regularity of the weak solution of the problem (11.1) —(11.4)
"with respect to the variable t" was in the center of our considerations. Let
us turn to questions on regularity "with respect to x".
Here, we shall follow, to a certain extent, the idea of the paper [16] by
J. Kacur and A. Wawruch, and make use of Theorem 4.1.3 of the mono-
graph by J. Necas [2], p. 200 (with x = 0 and I = k + I in the notation
of that theorem). We present this theorem in a special form here:^'*)
'*) Its general formulation would require the introduction of some new concepts.
Moreover, our aim is to present the following results in a form as simple as possible.
Note that different requirements may be imposed on the coefficients a;^(x) of the form
A{v, u) according to how many times should these coefficients be differentiated if we
write formally
^= X {-iy'^D'{a,j{x)DJ); (12.85)
\i\.\J\Sk
further, note that more general assumptions concerning g(x) may be considered, etc.
232 Chapter 12
LEMMA 12.1. Let u e W^''\G) be a weak solution of the equation

An = g (12.86)
in a bounded domain G, let the form
A{v, M) = E I «.X'^') ^'^ ^ ' " dx (12.87)

I'I.IJIS''JG
be Wi'^^^Gyelliptic. Let G' be a suhdomain of G such that G' a G. If
aijeO'^^XG) and g e L2{G), (12.88)
then
ue W^J^XG') • (12.89)
and
^ C(G') (II«|U.<'->(G,+ Ikll). (12.90)
Here, C(G') means that the constant C depends on G' only.
REMARK 12.2. If (12.88) is fulfilled, if « £ F i s the weak solution of the

problem
({v, u)) = {v, g) WveV (12.91)
in G where. F is the subspace ( U . l l ) of the space W^''\G) (p. 188), and
if the form ([v, u)) is F-eUiptic, then the assumptions of the just presented
lemma are fulfilled. Because, first,
(p e Cô"\G) =>(peV, (12.92)

so that (12.91) implies
A{<p, u) == (cp, g) V</9£C^"'(G)'=) (12.93)
and this means that u{x) is the weak solution of the equation (12.86).
Further, F-ellipticity means that
{(v, v)) 2: alv\\y (12.94)
({v, u)) = A(v, u) + a(v, «),

where the boundary form a(v, u) contains integrals over the boundary only and vanishes,
consequently, for <f e C^°°'(G).
is fulfilled for all v e V and in consequence of (12.92) for all cp e Co*'(G),

thus for all v e f#^''(G) since this space is the closure of C'Q'^^C) in the metric
of the space Pff^G).
Let us consider the integral identities

{{v, z;)) + {v, Z;) = {v, f) ^veV, (12.95)
j = 1. ..., 2"~^p. Rewrite them in the form
((f,z;)) = ( . , / - Z , " ) ^VEV, (12.96)

i.e. so that they be of the form (12.91) with
g"j=f- Z"j . (12.97)
Now, / e L2(G), and for all n a n d j we have
Z"jeL2{G) with ||Zj"|| ^ ||/|| (12.98)
(see (11.79) p. 197). Thus, g] E L2(G) and
lk"ll ^ 2|i/|| , (12.99)
i.e. the norms \\g"\\ are uniformly bounded with respect to n and J. The same
is true for ||z"|r2<'')(G)' because by (11.87). p. 198, we have
Mlv^c. (12.100)
Thus, if a,j e C**'"^^'(G), then, according to Lemma 12.1 and Remark 12.2,
we have
:"j e W^''\G') , / = 1,2,...,2"-V, (12.101)
and
ll-1IUa<^^.(G', ^ C ( G ' ) ( c + 2!|/|!). (12.102)
This result holds, of course, as well for the functions ZQ(X), since «o = 0.
Hence the functions z"(x) are uniformly bounded in Tfj^'^X^')- Consequently,
the functions u„(t) which are the functions u„{t) restricted to x s G' (instead
of X e C), are uniformly bounded in L2{l, WP'^\G')). Thus, we can conclude
that the sequence
{uXtyn (12.103)
' ) Not only a subsequence, cf. Remark 11.1, p. 215.

234 Chapter 12
converges weakly in L2{l, I'I'2^*^(G')) to the function u[t) which is the func-
tion u{t) restricted to x e G'.'^)
So we can present
THEOREM 12.3. Let the assumptions of Theorem 11.1, p. 217, be fulfilled,

in particular let the form ((r, M)) be bounded in Ifj'X^) ^"'^ V-elliptic
feL2{G). Moreover, let
a,jeC^'^'\G). (12.104)
Let G' be a subdomain of G, G' c G. Then
KeL,(/, l^f^XG')). (12.105)
REMARK 12.3. Similarly as above, stronger results can be obtained

under stronger assumptions. For example, we show that if the supplement-
ary assumptions (12.1), (12.2), p. 219, are fulfilled and if
a,jeC'''^'\G), f€-nr'\G),'') (12.106)
then
ueL2{LW^'"'\G'). (12.107)
Let us start by noting that if we replace in Lemma 12.1 (12.88) by
«,,eC<^*^'>(G), geW^^'^G),
we get
u e Wf *'(G') (12.108)
and
Mw,i'"<HG') S C{G') {\\u\\^r^ûi^G) + lklU2(2'<)<G)) (12.109)
where, as before,
G'cG'cG.'^) (12.110)
^^) It actually converges to this function. In fact, the sequence {«„(?)} converges
weakly in L2(I, L2(G)) to u(t) (see Remark 11.2, p. 216). This insures the weak con-
vergence of {«„(')} precisely to u(t).
1^) Note that (12.106) insures A/e LiiG). If, moreover, ((u,/)) = (v, Af'^v E V (and
this case is very frequent), then (12.2) is fulfilled.
^') We denote the constant (depending on G') in (12.109) by the same symbol C as
in (12.90), although these two constants may be different.
Let G" be a subdomain of G such that

G' c G' c= G" <= G" <= G. (12.111)
Because of the F-ellipticity of the form ((v, u)) this form is fF^''(G)-elliptic
as well as fl'i*^'(<5")-elliptic (cf. the text following (12.94) in Remark 12.2).
Now, let (12.1), (12.2) be fulfilled. Then
||s;|| ^ M and \\Z'}\\y S — (12.112)

a
(see (12.22) and (12.24)). Thus, from (12.23), i.e. from the integral identities
((i;,Z:;))= - ( r . s ; ) >^veV, (12.113)
it follows, first, by Lemma 12.1, that
Z-j e W^^'^G") (12.114)
and
!|Z"||»'2(2k)(G") ^C(G")[" + M y (12.115)
Now, from the inetgral identities (12.96),
{{v,z'\))=:{v,f-Z'}) ^VEV, (12.116)
and from (12.106) we get
z"j e W^^'^'KG') (12.117)

and
F!;IU2('""(G') = C(G', G")(||z"||^. + ll/lriC^xKG) + li2"||if2(2'')(G")) •
(12.118)
Since the functions z"(x) are thus uniformly bounded in W^'*'''\G'), (12.107)
follows by a similar consideration as above.
REMARK 12.4. A similar results can be obtained when applying the above
procedure which leads to results on regularity "with respect to t" on an
interval [;?, T], thus without assumptions (12.1), (12.2), assuming F-sym-
metry of the form {(v, u)) only:
236 Chapter 12
Let ((v, w)) be F-symmetric. Then the inequahties (12.112) can be replaced
by the inequalities (12.65), (12.75) (p. 227 and 229) - let them be written
here in the form
vahd for t 2^ 2f°.'^°) Thus, if (12.106) holds, precisely the same procedure
as in Remark 12.3 can be applied, leading to the result
II e L2{[2t°, T], I f f "(G')) • (12.120)

Continuing this process, assuming
a,j€C^"''-'\G), feWt'\G), (12.121)
and using inequahties of the form (12.80), (12.81), p. 230, instead of the
inequalities (12.65), (12.75), we reach the result
«eL2([4J°, r ] , Wf'(G'))> (12.122)

etc. Proceeding in this way, we can thus arrive at
u e L,{[{2r - lY, T], Wt'^G')), (12,123)
with r arbitrarily large, provided the functions ciij{x) and /(x) have in G
continuous derivatives of all orders with respect to x.^^)
In order to be able to formulate the regularity result with respect to x
in an as simple form as possible, let us carry out the following consideration:
According to Theorem 12.2, the function u (changed on a set of measure
zero, if necessary) is such that u{t) e V for every / e [//, T]. Let t e [t], T]
be fixed. Denote by u(t) the restriction of the function u(f) (of the variable x)
on G'. Let q be an arbitrary, but fixed positive integer. Now, if the functions
a,,(x) and the function/(x) have in G continuous derivatives of all orders
with respect to x (see Footnote 21), then, as just proved, we can attain
that in the interval [t], T], we have, for all n larger than a certain «o('?>'/),
) Assuming that n is sufficiently large so that / " be a point of the division (/„ (and
2t° e{0, T)).
^') Hereby derivatives with respect to the variables Xj are understood.
At the same time, the norms of the functions z" are uniformly bounded
in this space. Thus the sequence {«„(?)} of the restrictions of the functions
u„(f) on G' (f is always kept fixed!) is bounded in W^^''^{G'). (This is easy
to calculate, see (11.122), p. 205.) Thus a subsequence {u„j{t)} can be found,
weakly convergent in this space to a certain function w(t) e W^^''\G'). Now,
M„ -> u in C(/, L 2 ( G ) ) , so that u„(t) -> M(() in L2(G). Consequently «„(r) -^
->• ti{t) in L2{G), and thus as well in L2(G'). So w(t) =^ u{t). Thus u(t) belongs
to W^^^^G').
If we remind that the number q has been chosen arbitrarily and apply
the well-known immersion theorem, we can complete Theorem 12.2 by the
following one:
THEOREM 12.4. Let the assumptions of Theorem 12.2. be fulfilled. Let,

moreover, the functions a;j{x) and f{x) have in G continuous derivatives
of all orders with respect to x. Let G' be such a subdomain of G that G' e G
holds. Then for every t e [>;, T], the function u(t) = u{x, t) has in G'
continuous derivatives of all orders with respect to x.'^'^)
b) ERROR ESTIMATES
Let us turn to the question of error estimates, i.e. to the problem of estimat-
ing the difference between the weak solution u(t) of problem (11.1)-(11.4),
p. 187, and its approximation obtained by the method of discretization
in time, taking the step h.
Under the assumptions of Theorem 11.1, p. 217, only, there is no possi-
bihty of obtaining an efficient error estimate. (Cf. also Remark 12.7, p. 243.)
In what follows, we will assume that besides these assumptions the assump-
tions (12.1), (12.2), p. 219, are fulfilled. We will show that in this case quite
satisfactory error estimates can be derived.
First, let us recall, that (i2.l), (12.2) imply
||s;|| g M (12.124)
^^) >i s (0, T) being arbitrary, this result holds for all / 6 (0, T].
Let us note here that there follows from Theorems 12.2, 12.4 and from Theorem
3.7.8 and Example 3.7.1 from [2], pp. 192 and 193, that the function u, as the function
of the variables x^, ..., Xj^, t, has in G' X [/;, T] continuous partial derivatives of all
orders (in the classical sense).
238 Chapter 12
(see (12.22). p. 221). Let us investigate the original division di of the interval
/ = [0, r ] into p subintervals of lengths h. At the point tj = jh we have
((., zj)) + I (v, z] - z j _ 0 = {v, f) MveV. (12.125)

h
For the division ^2 (with the step hjl) we get, for tlj = 2y . hj2,
{{v, zlj)) + J {v, zjj - zlj_0 = (v, f) WVEV. (12.126)

h
To obtain information about the difference zfy — zj at the common point

tj = tlj — this information will be the first step to finding an error estimate
- let us subtract (12.125) from (12.126). We get
((., z | , - zj)) + 1 (., (zlj - zj) - {zlj_, - zj_0) =

h
= -j{v, zij - 2zij_, + zlj_,) V.£ V. (12.127)

h
INow,
^fy - 2zlj., + zlj., = ^ {Zlj - Zlj_,) = ^ slj . (12.128)
Denote
zlj-zj =qj, j = Q,l,...,p. (12.129)
(In particular,
g^ = z^ - z^ = 0 (12.130)
in consequence of the given zero initial condition.) The function ^X-"^)
satisfies the integral identity (see (12.127))
{{v,qj)) + '(v,qj-qj.,)=-';^{v,slj) V.eF. (12.131)

n 4
Putting 7 = 1 and v = ql into (12.131), considering (12.124), (12.130)
and the fact that
{{qlql))^0,
we get
I k l i ^ ^ - (12.132)
Similarly, for j = 2 we have

II HI / II III h^M ^ Ih'-M
and, in general,
\q]\\^}^^, ; = 0,l,...,p. (12.133)
Analogously, denoting
z 2j 2j = rj, j = o,i,...,2p
and. in general,
lli;|a- ' • J = 0, 1 , . . . , 2 - - V . (12.134)

where
'/" = ^ 2 r - ( 2 ; ^ J ' ./ = 0 , 1 , . . . , 2 ' - V . (12.135)
Take a fixed k and consider the just discussed differences at the point
t^ - kh. Taking into account that for the division d„ we have to take
j = 2"~^k to get the point we obtain
||"„('.) - "lO.)|| ^ !|"„(0 - l'n-l{k)\\ +••• + hhit,) ~ U,{t,)\\ S
^ ik + — + . . . +
4 V 2^ (2"~')'>
1 + - + ...+ ;]^ .
4 V 2 2"-7 2
(12.136)
240 Chapter 12
Now, the sequence {«„(<)} converges to u{t) in C{l, L2{G)), thus in L2(G),
at every point t^. Then (12.136) gives, for n -> oo ,
li«(.,)-".MI^^- (12.137)
This is the required estimate.
As pointed out in Footnote 2, p. 219, it is sufficient (under the assumptions

of that footnote) to put, in (12.137),
M = \\Af\l . (12.138)
REMARK 12.5. Before formulating the obtained result into a theorem,

let us note that the estimate (12.137) can be slightly improved if there is a
possibility of easily finding the constant C of positive definiteness of the
form {{v, u)), i.e. a number C such that
{{v, v)) ^ C'\\v\\' (12.139)
holds for all ve V. (See Examples 4.1-4.4, pp. 86—99.)

Thus, let (12.139) be fulfilled. Put, in (12.131), ;; = q]. We get
((«]. ^j)) + \ i^j]^ l]) = (î> ^ - I ^-2^) . (12.140)

Taking into account (12.124) and (12.139) one obtains
(l+/iC^)li,J!|^l|,]_,||+^, (12.141)
j = 1,..., p, with
HI = 0 (12.142)
Let us majorize the ||gj|], j = 1, ..., p. First replace inequality in (12.141)
by equality,
Ikill - iki-il! + hC' \\q]\\ = ' ^ , j= l,...,p, (12.143)

then replace the subsequent solutions of the equations
M M k k l l ! + c^lj.jll = /IM , ,- = 1,..., , , (12.144)

h 4
by the values of the solution of the differential equation
^ -f C^y = ' ^ (12.145)
dt 4
with the initial condition
y{0) = 0 , (12.146)
at the points tj = jh, j = 1,..., p.^^)

^^ In fact, we have y(Jh) ^ WqjW : For j= 0 this fact follows immediately from
(12.142), (12.146). Further, the solution of (12.145), (12.146) is an increasing function
(see (12.148)). Denote y(h) = y^. On the interval [0, h] we have
nivi
y' = C'y,
4
Ik; I hM
- clkJ
h 4
Subtracting, we get
y _ M l ^ C \ \ q \ \ \ - y ) . (12.147)
h
Should llîll > 7j be true, then the right-hand side of (12.147) would be positive
on the interval [0, h]. Consequently, the left-hand side of (12.147) would be positive
on that interval as well, i.e. we would have
_,/ > M l on [0, /i] ,

h
and this fact would lead to a contradiction with the assumption
.I'l < h\\,

etc.
242 Chapter 12
The solution of (12.145), (12.146) is

hM ,. ^_c^.
'' = ^ ( 1 - « - ' ' ) • (12.148)
Thus
|U„^||g^^(l-e---). (12.149)
Similarly, we get
etc. Following the same idea as before, we come finally to the error estimate
ll"(0-"i(OII^^.(l-e-^^^*) (12.150)
which is better than the estimate (12.137).^*)

For the practical application of the estimate (12.150) see Chap. 4 where
it was proved to be very efficient; under the assumptions made it cannot
be practically improved.
If we solve (12.141) successively for y — 1, 2 , . . . , without employing

the majorization by the solution of equation (12.145) with the initial condi-
tion (12.146), we come — in a not very complicated manner - to the
estimate
viti) - ust,)\ <^ri-;—^ /iC^)"

(12.151)
which is still slightly better than the estimate (12.150). P'rom the practical
point of view, these two estimates are equivalent.
Let us summarize the obtained results in the following theorem:
^'^) The estimate (12.137) is obtained from (12.150) by expanding the exponential
function into a series and taking its first two terms only.
THEOREM 12.5. Let the assumptions of Theoremll.l, p.lll, be fulfilled,

in particular let the form ((f, tij) be bounded in M^j'''(G) and V-elliptic.
Moreover, let the assumptions (12.1), (12.2) be satisfied, i.e. let
feV (12.152)
and let a constant M exist such that
\{{v,f))\SM\\v]\ yveV.") (12.153)
Then the following error estimate'^^) is valid:
\\u{t,) - u,{t,)\\ ^ ^ . (12.154)
//, moreover, the constant of positive definiteness C,for which we thus have
({v,v)) 2: C^||t;|f Vre F , (12.155)
is known, then (12.154) can be replaced by
|KO-«.(/,)||^^(l-e-^^*'), (12.156)
2C^
or by
< Ml
= 2C^
— ^1
(1 + hCjj
(12.157)
REMARK 12.6. On the basis of the uniform boundedness of ||Z"|| error

estimates valid for all t e I (thus not only at the points 4) can be derived
without difficulties. We do not go into the details here because these esti-
mates are by far not so important from the practical point of view.
REMARK. 12.7. We mention here yet an another error estimate; the

approach to its derivation is due to J. Kacur [15]. This estimate, although
practically unefficient, is of considerable theoretical importance.
^^) As pointed out above (12.153) is fulfilled if ^ / e ijCG) and ((v,f))=(v, Af) for
all f 6 V. Then we take M = p / | | .
) I.e. the estimate of the difference between the solution u{t) and the approximation
Uj(/) obtained by the method of discretization in time at the points of division t^^ = kh,
where h is the step of the discretization.
244 Chapter 12
First, recall the definitions of the functions u„(t), u„[t) and U„(t):
«„(0 = z;_i +{t- t"j^,)z"j in / ; = K _ i , t-;], (12.158)
z1 for t = 0,
u„{t) = ( (12.159)
^z:; in /; = (r^ „/:;],
Z"i for f = 0,
C/„(0 = ( (12.160)
^ Z ; in I-}.
From j|z;|! ^ ||/|| (see (11.79)), it follows that
II C/„(ON 11/11 We/ = [ 0 , r ] . (12.161)

Further,
||«„(0)-„„(0)|! = ||Z:||| = | | Z ' : M ^ | | / | | / , „ ,
Unit) - u„(0 = 2," - -^;-i - 0 - ';-i)z" =
= z;[/,„-(f-f,"_0] in /;.
However, in I" we have
so that
il«„(0 - "«(OII ^ l|/i^« V/E/. (12.162)
Let u(/) be an arbitrary function from C(/, V). (We choose the space
C{l, V) here to avoid the lengthy writing "for almost all t e / " in what
follows.) Rewrite the integral identity (11.161), written for n instead of for
«t, in the form
{{v{t), i\{t))) =: {v{t),f{t)) - {v{t), UXt)) Vtel, (12.163)
where f[t) = / f o r all tel.Jn consequence of (12.161), we have
|((t<0, « « ! ^ 2||/|| IKOII Vre/. (12.164)

From the integral identity (12.163) subtract the same identity written for m:
{{v{t), u„{t) - uM) + (4tl U„{t) - UM = 0 ytel.

(12.165)
Put v{l) = !/„(() - u„,(t):
{(I'nit) - uM ^Xt) - iiM) + (""(0 - "™(0. ^"(0 - ^-(0) = 0-

12.166)
The function U„(t) — U„,{t) is the derivative of the function u„{t) — u„,(t)
so that
{u„{t) - u,„{t), UXt) - UM = i 1 !!u„(0 - u„(01|^ . (12.167)
2 at
(At the points of division, d/dr stands for the left-hand derivative.) Thus,
we can rewrite (12.166) in the form
((«„(o - u„{t), u„{t) - u„it))) + - T i««(o - "m(oir =

2 at
= {{uXt) - a^{t) - u„{t) + uM u„{t) - uM) • (12.168)
The first term on the left-hand side of (12.168) is nonnegative. (To reach
this was one of our aims when rearranging (12.166)). Thus, we have
^ l(([("«0) - ".(0) - iUt) - uMl ".(0 - ".(0))l ^

^ 4||/|| (||,7„(0 - K{t)\\ + \\u„,{t) - uM\) (12.169)
according to (12.164). By (12.162) we get, finally,
i 11|«„(0 - u,„{t)r S M\fV {K + h„). (12.170)

2 at
However,
!|u„(0) - iv„(0)| = 0 ,
so that
i"„(0 - u„{t)\\' S CslfW' {h„ + h„)dt = 8||/|P T{h„ + h„)
Vf£/. (12.171)
246 Chapter 12
Now, M,„(/) -» u{t) in LjiG) for every t e I and h,„ -> 0 for m ^ oo, thus
\\u„{t) - u{t)\\ ^ 2||/|| v'(2T/7„) Vf e / . (12.172)
In particular, for « = 1, (12.172) yields the desired estimate
\\u{i) - u,{t)\\ ^ 2||/|| v'(2T/0 ytel. (12.173)
As error estimates (12.172) and (12.173) are quite unefficient from the
practical point of view, involving h to the power 1/2 only. Nevertheless,
the method presented is of particular theoretical interest. Among other
things, from (12.171) it follows directly (as proved in Chap. 11 in another,
undirected, way) that {i(„(/)} is a Cauchy sequence in C(l, L2{G)).
Chapter 13
Nonhomogeneous Initial and Boundary Conditions
Let us turn to the rather more general problem with nonhomogeneous

initial and boundary conditions,
~ + Au = f in 0 = G X (0, 7 ) , (13.1)
dt
M(X, 0) = »,(x), (13.2)
/?,.H = gi on r X (0, T ) , i = 1, . . . , / / , (13.3)
C,u = 0 on r x ( 0 , T ) , i = 1,...,/c - / < . ' ) (13.4)
As in Chap. 11, we assume that G is a bounded domain in £,v with a Lip-
schitz boundary F, the form [(v, u)) corresponding to the operator A and
to the given boundary conditions is bounded in W2''\G) and K-elliptic, i.e.
|((i;, u))\ ^ K|H|^,,.,(e) IHk.c-XG) Vr, u e nf\G) (13.5)
and
{{v, v))'^, (x\\v\\^ V u e F , (13.6)
where the notation
llHUa""(G)= \\4v for veV (13.7)

is used. Here,
V = {v; ve W2''\G), B^v = 0 on F in the sense of traces,
i = l,...,A(}. (13.8)
) The case of nonhomogeneous unstable boundary conditions requires a slightly

different approach and is mentioned in Chap. 21. The results are similar.
247
248 Chapter 13
Further, it is assumed that

/ eL^G), (13.9)
UoeL2{G), (13.10)
gieL,{G) (13.11)
and that such a function w e W^''\G) exists that
î'v — 9i on ^ in the sense of traces, / = 1,..., /'.. (13.12)
The problem (13.1) —(13.4) being hnear, its solution can be found as the
sum of the solutions of the following three problems:
^ + Au==f in e = G X (0, r ) , (13.13)

at
u{x, 0) = 0 , (13.14)
BiU = 0 on r X (0, T'), / = 1,..., /t, (13.15)
CjM = 0 on r X (0, T), f = 1, ...,fc- ,(( : (13.16)
— + .4M = 0 in e = G X (0, r ) , (13.17)

dt
u{x, 0) = Uo{x), (13.18)
BiU = 0 on r x ( 0 , r ) , i=-l,...,fi, (13.19)
CiU = 0 on r X (0, r ) , i =-• 1, . . . , / : - / ( ; (13.20)
3II
— + .4M = 0 in 0 = G X (0, T ) , (13.21)
u{x, 0) = 0 , (13.22)
B-u = Qi on r X (0, T), / = 1, . . . , / ( , (13.23)
C,M = 0 on r X (0, r ) , i = \,...,k- n. (13.24)
The problem (13.13) —(13.16) was treated in the two preceding chapters.
In this chapter, we shall be concerned with the problems (13.17) —(13.20)
and (13.21)-(13.24).
Nonhomogeneous Conditions 249
a) NONHOMOGENEOUS INITIAL CONDITIONS. THE VERY

WEAK SOLUTION
Thus, let us start with the first one, i.e. with the problem (13.17) —(13.20).
Applying the method of discretization in time, with step h — Tjp, one has
to find, successively for j = 1, ..., p, the functions
zj e V (13.25)
{{v, Zj)) + I {v, Zj - zj_,) = 0 \/veV, (13.26)

h
with
Zo=MoeL2(G), (13.27)
Thus, the problems (13.25) —(13.27) differ from the problems (11.51) to
(11.53), p. 194, only in the homogeneity of the integral identities (/ = 0)
and the nonhomogeneity of the initial condition (ZQ 4= 0). However, this
dilTerence is the source of some complications as will be seen later.
Before discussing these questions, let us state that under the assumptions
(13.5), (13.6), (13.10), each of the problems (13.25), (13.26) has exactly one
solution. (The form
{{{v,u)))={{v,u)) + -{v,u) (13.28)
h
is bounded and F-elliptic, ZQ e L 2 ( G ) , thus there exists exactly one zê V
for which
{{{v, z,))) ^ Uv, zo) ^VEV (13.29)
h
is satisfied, etc.) Thus, we can construct, similarly as in Chap. 11, the Rothe
function Ui{t) = MI(X, t) defined in each of the intervals Ij = [tj-i, tjl,
j = 1,..., p, by
Ml(«) = Zy-, +it-tj_^)Zj, (13.30)
where
Z.(x) = ^ ^ ( ^ ) ~ ^ ^ - ' ( ^ ) . (13.31)
250 Chapter 13
In the same way, we can construct, for the division d„, the Rothe function
u„(f) = M„(x, 0 defined in Fj = K - i , f,"], ; = 1..., 2"-'p, by
".(0 = ^ ; - ! + 0 - 0 " - 1 ) 2 ; , (13.32)

with
Z".{x) = ^ ^-J^M . (13.33)
However, the investigation of the convergence of the Rothe sequence

{u„{t)] is not as simple here as in the quoted Chap. 11. The reason is that
by (13.26), written for the division c/„, we get the inequahties
I! yn II ^ II yn I
as before, but that under the only assumption UQ 6 L2(G) no estimate similar
to the estimate |z:||| < ||/|| (see (11.72), or (11.75), pp. 196, 197) can be ob-
tained.^) This fact represents considerable difficulties.
If
Uoe W^^''\G)n V, (13.34)
it seems natural to use the substitution
u = Uo + z (13.35)
and to convert the given problem into a problem with right-hand side — AUQ
and with zero initial condition. It follows that it is then necessary to impose
additional assumptions on the operator A (or on the corresponding bilinear
form). In [ l ] , where only the Dirichlet boundary conditions are considered,
it is assumed that
y e WJ''\G) nV,veV=Âye L,{G), {{v, >•)) = {v, Ay). (13.36)
In particular, for UQ satisfying (13.34) this means that
Auo e L.XG) , {{v, Uo)) = {v, Au^) Mv e V. (13.37)
(Cf. also additional assumptions in the paper [14], etc.) In the just mentioned
paper [1] by the author, assumption (13.34) was removed by a proper
limiting process. However, the assumption (11.36) was removed only in the
) Roughly speaking, the norm of the function Sujdt, obtained formally by (13.17)
for / = 0, may become arbitrarily large if the function UQ(X) is sufficiently "wiid".
paper [7] by the author and M. Ludvikova. In this chapter, we shall fol-
low, to a certain extent, the idea of that work while the results obtained
there will be strengthened substantially here.
First, let us return to the integral identities (13.26) written for the
division c/„:
{iv,z';))+~iv,z'}-z';_,) = 0 WveV. (13.38)

h„
Putting V = z"j and noting that ((z", z")) ^ 0, we get
||z,!! S \\zj-4, ./= l,...,p. (13.39)
Since (13.39) yields
i-"ll ^ ll-^"oil = i"o|l (13.40)

for j = 1, we have
-4 ^ "0 (13.41)
(uniformly for; and n). From (13.32) we then get by an easy computation
(cf. p. 205)
\\u„{t)\\ ^ Iwoli Vfe/. (13.42)
This inequality represents the continuous dependence, in C(/, L 2 ( G ) ) ,
of the norms of the Rothe functions M„(f) on ||u(,||. This fact will be utihzed
in what follows, simultaneously with an important assertion from [2]: Since
the form ((f, u)) is V-elliptic, a set M exists ([2], pp. 131, 132), dense
in V and consequently in L2(G), with the following property: If se M,
then precisely one g e L2(G) exists such that
({v, sj) = {v, g) yueV (13.43)
is fulfilled?)
First, let
Mo = s e M . (13.44)
) The corresponding operator B : M ^ 1^2(0) is unbounded, of course.

252 Chapter 13
In this case, the first of the integral identities (13.38) becomes
((v, zXj) + - (u, z"i - s) = 0 Vi; 6 F . (13.45)

K
Substituting
z\=-z\+s (13.46)
and taking (13.43) into account, we get
{{v, z\)) + f {v, z\) = -{v,g) Vt; e K. (13.47)
Similarly, putting
z; = z; + 5, ,/ = 2 , . . . , p , (13.48)
the integral identities (13.38) become
{{v, z'])) + f (v, z] - z ; _ 0 = - ( . , g) \fve V, (13.49)

n
j — 2,..., p. (13.47), (13.49) are precisely the integral identities (11.73), p.
197, with feL2{G) replaced by —geL2{G), thus corresponding to the
problem (reminding that z" = 0 by (13.44) and (13.46))
— + Aii = -g in Q = G x (0, T) , (13.50)

ct
u{x, 0) = 0 , (13.51)
Bfi = 0 on r X (0, T ) , / = !,...,//, (13.52)
Cfi = 0 on r X (0, r ) , / = 1,..., ic - /; . (13.53)
Applying the results obtained in Chap. 11, it is possible to assert that the
sequence of abstract functions «„(/), defined in I'j by
Kit) = S;î + ^ ^ ^ (t - tU) > (13.54)
converges weakly in L2(l, V) and strongly in C{l, L2{G)) to a (unique)

function u{t), the so-called weak solution of the problem (13.50) —(13.53).
The function u{t) satisfies (cf. (ll.l7l)-(11.175), p. 214)

u e Lîl, V), (13.55)
u e AC{I, LîG)), (13.56)
tJ' 6 Lîl, LîG)) , (13.57)
u{0) = 0 in C{I, L2{G)) (13.58)
and fulfills the integral identity
{{v{t), u{t))) dt + f {v{t), »'(0) df = - f (i<0= .^/) df

Jo Jo Jo
Vt;eL2(/, F ) . (13.59)
Then the function
u{t) = il{t) + s (13.60)
is the weak limit in L2{l, V) and strong limit in C(/, L2(G)), of the Rothe
sequence {u„{t)} defined by (13.32), has the properties (13.55) —(13.57),
with
u{0) = s in C{I, L2(G)) (13.61)
instead of (13.58), and satisfies the integral identity
{{v{t), u{t) - s)) dr + f {v{t), (M(0 - s)') dr = - f {v{t), g) dt

Jo Jo Jo
VD£L2(/, F), (13.62)
i.e., the integral identity
r f-T
{{v{t), ii{t))) dt +
{v{t), M'(0) d' = 0 yve Lîl, V) (13.63)
0 Jo
since [{v, s)) = {v, g) for (almost) all tel and s' = 0,(s being independent
of/).
DEFINITION 13.1. The function u{t) is called the weak solution of the
problem (13.17)-(13.20) with
I/O = s e M . (13.64)
254 Chapter 13
Thus, the weak solution satisfies (13.55)—(13.57), (13.61), (13.63) and is

unique, as follows in a similar way as in Chap. 11. Moreover, the sequence
of Rothe functions u„(t) converges to this solution weakly in £2(7, V) and
strongly in C{l, L2{G)).
Let us turn to the case

u{0) = uo e L2{G). (13.65)
Let {5,} be a sequence of functions from M for which
lim S; = MQ in L2(G). (13.66)
(Such a sequence exists, M being dense in ^2(0).) To every S; there exists

a unique weak solution u'(t) according to Definition 13.1.
Let us investigate two fixed terms S; and 5*. of the considered sequence
together with the corresponding weak solutions u'[t), u''(t). Their difference
r{t) = u%t) - u'{t) (13.67)
is thus the weak solution of the problem (13.17) —(13.20) with the initial
condition
r(0) = s,-s,. (13.68)
Now. according to (13.42), we have for all n and for all f e /
!|r„(0|| = Hit) - u'(Oi| g h - 'i\\ • (13-69)

In consequence of the convergence of w^(f), to i/(f) of «^(«) to u'{t), in
C{I, L2{G)), (13.69) yields, for « -> 00,
\\u%t) - uXt)\\ g 11%-5,11 Vre/. (13.70)
It follows that if (13.66) holds, then {u'(t)} is a Cauchy sequence
in C(/, 1-2(0)), thus converging in this space to a function u e C(/, ^,(0)),
Hm u'{t) = u{t) in C(l, £2(0)) . (13.71)
It is thus natural to define:
DEFINITION 13.2. The function u{t) given by (13.71) is called the very
weak solution of the problem (13.17) —(13.20).
To establish this definition, we have to show that the function u{t) does
not depend on the choice of the sequence {s,} satisfying (13.66). However,
this is quite easy: Let S; e M, Sj e M, i = 1, 2 , . . . , be two such sequences,
thus satisfying
Hni Sj = MQ > ^™ î ~* "o in ^2(p) • (13.72)
Let e > 0 be arbitrary. To ej2 there exists ig such that

E F
i > (o => ||MO - Si\\ < - , ||MO - î\\ < - =* IK- - •^;i < e •
X. 2.
By (13.70), for the corresponding weak solutions u'(t), u\t) we have

\\u'{t) - uXt)\\ < e Vi > io and \ft e I. (13.73)
The number e > 0 being arbitrary, it follows that the sequences {u'(/)},
{«'(;)} cannot converge, in C(/, ^2(0)), to two different functions.
Thus we have
THEOREM 13.1. The very weak solution of the problem (13.17)-(13.20)

is unique.
Consider, again, the inequality (13.70). Approaching the limit for i -> 00
(which is allowed because of (13.71)), one gets, for every k,
||t.*(/) - „(0J! g lis, - «o|! W e / . (13.74)
is the (strong) limit, in C(/, L2(G)), of the Rothe sequence {u„(t)] given by
(13.32), i.e.
lim M„(f) = u{t) in C{l, 12(0)).'^) (13.75)
•*) Recall that the functions z'jix) in (13.32) are the weak solutions of the problems
((v,z-l)) + Uv,z'}-z"j_,) = 0 WveV, (13.76)

h
j = 1, ..,p, with
z; = Mo L2{G), (13.77)
thus of the problems obtained by applying the method of discretization in time to the
given problem (13.17)—(13.20), not to auxiliary problems with the initial functions
ij e M. The assertion of Theorem 13.2 is that {«„(')} converges to u{t) in C(l, L2(G)),
i.e. in i2(G) uniformly for all t e I.
256 Chapter 13
The p r o o f is very simple. We have to prove that to every e > 0 an MQ > 0

can be found such that
n > no =* ]lM(f) - M„(t)|| < £ V<e/ . (13.78)
Thus, let E > 0 be given. Denote
/? = - > 0 . (13.79)
3
*
To this r], a function s,- e M exists such that
hi -Uol<ri. (13.80)
Moreover, to the same tj, an HQ can be found, such that
n> no=> \\u'{t) - ul,{t)\\ <r] \/teI. (13.81)
(Having S; e M, {u^(i)} converges to u'{t) in C{l, ^2(0)).) Then
1 > "o ^ !|w(0 - «„(f)ll ^

^ ||.(0 - .'(01 + ||«'-(r) - ui(011 + il"i(0 - «n(OII ^
^ ^ + ,j + ;, = fl V i e / , (13.82)
because of (13.80) and (13.74) (the first term), (13.81) (the second term),
and (13.80) and (13.42) written for s,- — UQ instead of MQ (the third term).
THEOREM 13.3. {Continuous dependence of the very weak solution

on the initial condition.) Let UQ e L2{G), u* e L2{G) and let u[t), u*[t) be
the corresponding very weak solutions. Then
\\u{t) - u*{t)l ^ \\uo - ut\\ Vfe/. (13.83)
In particular (putting u* = 0) we hawe
\\u{t)\\ g |Moi VfE/. (13.84)
The p r o o f is trivial. By (13.42), we have
hit) - u*„{t)\\ g IIMO - "ol! (13.85)

for all n and for all t e /. Keeping t fixed and letting n tend to infiinity, we
get, by (13.75), the inequality (13.83) (for every t e l). The inequality (13.84)
is this special case.
NonhomogeneoLis Conditions 257
b) REGULARITY OF THE VERY WEAK SOLUTION.

PROBLEM OF ERROR ESTIMATES
Both questions — regularity as well as an efficient error estimate — are not

as easy to answer here as in the case of the problem (13.13) —(13.16).
First, let us note, that if
uo e V, Auo e 12(0), {{v, Uo)) = {v, AUQ) Vy e V, (13.86)
then the problem (13.17) —(13.20) is reduced to the just mentioned problem
(13.13)-(13.16): In fact, we then have MQ e M (p. 251) and the integral
identities
((r,zj)) + i ( r , z j - z , " _ i ) = 0 V . e F (13.87)
are transformed, by the substitution

z"j = z-j + Mo (13.88)
(cf. p. 252), into the identities
((., 2;)) + i (v, z) - z)_ 0 = -(i.. An,) V. e V (13.89)
corresponding to the problem (13.13) —(13.16) with

/ = -AuêLjyG). (13.90)
Thus, the weak solution u(i) of the "transformed" problem as well as the
function
u(x) - u(() + Mo (13.91)
have similar properties as the weak solution of the problem (13.13) —(13.16),
in particular:
M e Lll, F) n AC{l, L^G)) , u' e Lîl, LîG)) (13.92)
(see (13.55)-(13.57), p. 253 and the text which follows).
From these simple considerations, especially from (13.90), it can be seen

that to obtain an analogue of Theorem 12.1, p. 224, rather strong assumpti-
ons on the function MO(A') have to be imposed. Let us assume, in accordance
258 Chapter 13
with (12.37), (12.38) and (13.90), that

AuoeV, [((u, ^Wo))| ^ M||!;|| \/veV') (13.93)
If the supplementary assumptions (13.86) are fulfilled. Theorem 12.1 can be
applied, yielding
u 6 AC (I, V), (13.95)
u' e L2 (/, V) n AC{I, L2{G)), (13.96)
u" e L, {I, L,{G)). (13.97)
We shall not go into details here, since the assumptions imposed on the
function MO(^) to yield (13.95) —(13.97) are rather artificial, and it is of no
practical use to continue in solving regularity questions this way.
On the other hand, the method developed in the preceding chapter and
leading to Theorem 12.2 will prove to be very useful here. In fact, let the
form ((i', M)) be bounded in If^''(0), F-elliptic and in addition, F-symmetric,
i.e. let
{{v, u)) = ((M, V)) VU, W e F . (13.98)
Let us assume that
I/O e LîG) (13.99)
only. Choose a fixed division d„, of the interval / = [0, T] into subintervals
of lengths h„ and let f° e (0, T) be a point of this division, thus
'" = jhm •, i a positive integer. (13.100)
Write the integral identities
((<;, zT)) + - (r, zT - zo) = 0 V r e F , (13.101)

K
{{v,z"^) + ^{v,z'",-zT} = 0 VreF, (13.102)
{{v, z7)) + - ^ [v, z j - z7_0 = 0 v. 6 F, (13.103)
5
) The second of the conditions (13.93) is then fulfilled if e.g.
AÛoeLîG) and ((v, Au^)) = (v, AÛQ) V y e F , (13.94)
vvithM= M^«oll-
with 2o = UQ. Put i; = z" in (13.101), i; = z™ in (13.102), etc., and write,

similarly as in (12.55), p. 226, the results in the form
hJiz-, z-)) + KllzTiP + IJzT - uof - lIuoiH = 0, (13.104)
/a(^T, ^t)) + KIkTir + 11^2 - ^Tir - IkTf) = 0, (13.105)
Km^m + iihjr + Ik; - -T-if - II-T-III') = O. (13.106)

Performing the summation we obtain in the same way as in (12.56) the
inequality
/j„,t((zr,zr))î||uo|P. (13.107)
Now, putting i; = z^ - z7 in (13.102),..., f = zj - zj.j in (13.103) and

using the symmetry of the form {{v, u)), we get
{{z-,, z-^)) ^ ({z"!, z-)), (13.108)
((z-, z^)) ^ ((z5, z^)) ^ ((zT, zT)) , (13.109)
((--J, zj)) ^ ((z7_i, zj_0) ^ ... g ((zT, zT)) . (13.110)

By (13.107) and (13.100) we thus obtain
ro((z7,zj))î||uof , (13.111)
and, the more,
fo((z7+i, z7+,.)) ^ -i||"o||' , / = 1, 2,.... (13.112)
Using the F-ellipticity of the form ((f, u)) we then get, finally,
1 M „
< (13.113)
V'(2ar°)
and, the more,
!k7..|k^;yî"o||, /=1,2,.... (13.114)
Thus an analogue of (12.65), p. 227, is obtained.

260 Chapter 13
In the same way, following (12.69)-(12.73), pp. 228, 229 (thus writing
etc.), we come to the analogue of (12.75), p. 229,
iZ2;.4^ÎK|i, .• = 1,2,.... (13.115)
Similarly, for the division d„, + i^ we get

J
aAMk ^ - 7 7 ^ - ^ ||«oi| , ' • = 1,2,..., (13.116)
|Z^;^\.|1 g ^ i w o l l , ' = 1,2,... (13.117)
(cf. (12.66), p. 228 and (12.76), p. 229)), etc. Thus, quite similar considerations
as above lead to the conclusion that
(i) for the functions u„(f) and U„{t) we have
"""^^
'"" - V(^"""''' il^"^'^l''-il'"°'l ^^^-"^^
for all t e [2/°, T], and that, consequently,
(ii) the restrictions of the functions u„{t) and [/„(/) on the interval [2r°, T]
converge weakly, in L2([2f°, T], V), and in L2([2r°, T], L2(G)), respectively,
to the restrictions u{t) and u'{t) of the functions u{t), or ii'{t) on that interval.
It then follows that

u e Lîilf, r ] , V), u'e Lîllf, T], L2(G)). (13.119)
Continuiting this process we get (assuming 4^° e (0, T))
l|Z3,+ , L < i ||Z7,|I < ^ ||«oll , (13.120)

II ^j^^Wv - ^^2a,o) " 2^1' - 2f\/(2ar°) " °" ^ ^
i = 1, 2, ..., and
1 „,„„ . 1
^:y.,-|i ^ - ||Z",|i < — ^ IIMOII , (13.121)
i = 1.2,..., (cf. (12.80), (12.81), p. 230, yielding, by a similar consideration,
u e L,([4t°, T], V), u" e L,i[4t°, T], LîG)), (13.122)

thus
UEAC{[4t\TlV), u'e AC{[4t\ T], L,(G)), (13.123)
etc. Hence, we can present an analogue of Theorem 12.2, p. 231:
THEOREM 13.4 Let the form {{v, u)) be bounded in Wf\G), V-elliptic
and V-symmetric, MQ e -^2(0). Let rj e (0, T) be arbitrary. Then for every
te\r\,T'\ the very weak solution u{t) of the problem (13.17) —(13.20)
belongs to V. As an abstract function from \r], T] into V, u(t) has derivatives
«*'''(?) of all orders, and we have
u^"^ e AC{[t], T], V) for all q = 0,1,2,.... (13.124)
REMARK 13.1. The integral identity
f {{v{t), 1/(0)) dt 4- f {v{t), u'(0) dt = 0, (13.125)

Jn Jn
valid for all v e L2{[>], T], V) can be easily estabUshed then.
REMARK 13.2. Even the identity

/•r I'T
{{v{t), u{t))) dt + {v{t), u'(0) df = 0 Vt; e L2{l, V) (13.126)
Jo Jo
holds. In fact, each of the function u^'\t) from (13.71) satisfies the integral
identity (13.63),
'\{v{t), u<»(0)) dt + r{v{t), «(-"(0) dt = 0 V. e Lîl, V).

0 Jo
Inserting v(t) = u^'^(f) and performing the integration in the second term,
we get
'\{u^%t), u^'\t)))dt + ^{\\u^'iT)\\' - fsJH = 0 ;

262 Chapter 13
or, recalling that

•r
i: y>Udt=^
.,(0112 A, -. i"<"'"'
ll„(0„
and using the F-ellipticity of the form {{v, «)),
h'nUv^^-^hV- (13-127)
2a
Then (13.66) implies the uniform boundedness of |M''^|j;,2m.)With respect
to ('. Thus, a subsequence {«'*(0} can be found, weakly convergent in
L2(l, V) precisely to the function u{t) (because (see above)
u'*->M in C{l,L2{Gy),
so that the more
«'*-« in L2{I,L2{G)),
and (11.185), p. 216, can be applied). Thus, the very weak solution satisfies
ueL2{l,V). (13.128)
Consequently, for every fixed v e L2{1, V), the limit process for ;; -* 0 in the
first term of (13.125) can be carried out. Since the equality (13.125) is valid
for every /; > 0, the same limit process in the second term can be performed
yielding finally (13.126).
REMARK 13.3. Regularity of the very weak solution "with respect to x "
can be treated similarly as in the preceding chapter:
For the coefficients of the operator A, let the condition
«;,. £€'"+>'(G) (13.129)

(cf. (12.88), p. 232) be fulfilled, let
UoeWf'\G), (13.130)
so that
AUOBL2{G). (13.131)
Moreover, let
Mo e V, {{v, uo)) = {v, Au^) Vi; e V. (13.132)
Thus, the conditions (13.86), p. 257, are satisfied and the integral identities
(13.87) can be converted, by the substitution (13.88), into the integral
identities (13.89) corresponding to the problem (13.13) —(13.16). In this
way, the uniform boundedness of ||Z"|| is ensured. Thus the procedure
similar to (12.96)-(12.102), p. 233, can be apphed leading to the assertion
of Theorem 12.3, p. 234:
ueLîLW^^'XC')'). (13.133)
Here (see the quoted theorem) G' is a subdomain of G, G' cz G, and u(t)
is the function u(t) = u(x, t) restricted to x e G'.
When imposing further assumptions on the function i/o(^) and on the

coefficients of the operator A, stronger results can be obtained. We shall
not go into the details since these assumptions are rather artificial.
What is of use here is to assume the F-symmetry of the form {(v, i/)),
UQ e L2(G) being sufficient, and to follow the procedure (13.101) —(13.110),
pp. 258-259, leading to the inequalities (13.114), (13.115), (13.120), (13.121),
etc., as well as the procedure of Remark 12.4, pp. 236 — 237, leading to
Theorem 12.4, p. 237. In this way we obtain:
THEOREM 13.5. Let the assumptions of Theorem 13.4, p. 261, be fulfilled.

Let, moreover, the coefficients aij{x) of the operator A have, in G, conti-
nuous derivatives of all orders with respect to x^). Let G' be a subdomain
of G such that G' c: G. Then, for every t e [>?, T], the very weak solution
u{t) = w(x, t) of the problem (13.17) —(13.20) has, in G', continuous
derivatives of all orders with respect to x.*)
REMARK 13.4. [Error estimate.) To obtain an efficient error estimate

in the case of nonhomogeneous initial conditions is rather difffcult.
The reason lies in the fact, that for small t, the derivative of u with respect
to t may be arbitrarily "unreasonable" if MO(X) has a similar property (see
*) When taking (13.130) into account because of the substitution (13.i

^) I.e. with respect to the variables Xj.
*) See also Footnote 22, p. 237.
264 Chapter 13
Footnote 2, p. 250). Thus we present only a modification of the error

estimate (12.156), p. 243, here and show, on a numerical example, that
nothing much better can be expected in this case.
THEOREM 13.6. Let the form ((«, «)) be bounded in ^Vf X<^) and V-elliptic,
with the constant of positive definiteness C (see (12.139), p. 240). Let
UoeV, AuoeV (13.134)
and
{{v, Mo)) = (v, Auo) , \{(v, Auo))\ S M\\v\\ ^v e V ^). (13.135)
Then
|KO-u,(0|lg^(l-e---). (13.137)
This result is an immediate consequence of the earlier result (12.156):

Under the conditions (13.134), (13.135), the substitution (13.88),
z';. = z"j + Mo , (13.138)
can be applied which converts the integral identities
((t;,z;)) + l ( i ) , z ; - z ; _ 0 = O ^veV (13.139)
into the identities

{{v, z;)) + f (v, z] - z;_ i) = - {v, Au,) Vi; e V. (13.140)
The latter correspond to the problem (13.13) —(13.16) with / = —AUQ

(and with the zero initial condition). However, (13.134), (13.135) imply
(12.1), (12.2), p. 219, insuring the validity of (12.156) and, consequently,
of (13.137).
The conditions (13.134), (13.135) are rather restrictive, the condition

(13.136) having obviously a negative influence on the practical efficiency
*) The second of the conditions (13.135) is fullfilled if

Aû e L-,{G) and {{v, AUQ)) = (v, AÛQ) VU G V. (13.136)
Then M = |!^^«o!!- Cf. Footnote 5.
NonhomogeneoLis Conditions 265
of the estimate. However, nothing much can be improved if the order

of approximation is required as in (13.137), as seen from the following
example:
f - S = 0 in (0,.)x(0,l) (13.141)
ct ox
M(X, 0) = sin 30x , (13.142)
M(0) = 0 , u{n) = 0 . (13.143)
The function MO(X) = sin 30A- fulfils all the assumptions (13.134), (13.135),
with
AÛo = 30*sin30x. (13.144)
Further, C = 1 (see, e.g., Example 4.1, p. 90). Choose h = 0.01. Taking
M = II^^Moi = 30*. / - (13.145)

by (13.136), we obtain
8100 / ^
\\u{t,) - u,{t,)\\ ^ - J - ^ (1 - e - ° - ° " ) , (13.146)
which represents an entirely unsatisfactory error estimate. However, an

error estimate of the type (13.137) with a "small" M does not exist. If, for
example,
M = lûoll = 30^ / - 1°)
would have been taken instead of (13.145), then (13.137), i.e.
1"W-".('.)! S-^(l-e'"") (13.147)
'°) An analog of how Mis obtained in (12.156).

266 Chapter 13
for this case, would be valid no more. In fact, the explicit solution of the
problem (13.141) —(13.143) as well as its discrete approximations are known:
u = sin30xe"'°°', (13.148)
uJt.) = z. = sin 30x = — sin 30x (13.149)

^ ' (1 + 900hf 10" ^ ^
(cf. Example 4.4, p. 98). For k = 1, we have
||M(0.01) - Mi(O.Ol)|| = |e-^ - j ^ \ . ||sin30x[| > 0.09 / - ,
while (11.147) would give ^ ' ^
\\uiO.Ol)-u,iom)\\^^-fJj. (13.151)
The considered questions are discussed in detail in Chap. 4, simultane-

ously with an example on how to continue if the initial function Uo(x) does
not fulfil the conditions (13.134), (13.135) (in particular, the condition
"0 e V).
REMARK 13.5. As mentioned many times above, if the conditions MQ £ K

Auo e L 2 ( G ) , {(V, MQ)) = {v, AUQ) "ive V are satisfied, the solution of the
problem (13.17) —(13.20) is reduced to the solution of the problem (13.13) to
(13.16). Thus, the method of Remark 12.7, p. 243, can be apphed, yielding
estimates of the form (12.173). We shall not go into the details, because
these estimates are of theoretical significance only.
REMARK 13.6. [Rate of the decrease of the very weak solution of the
problem (13.17) —(13.20) with t.) Let the assumptions concerning the
boundedness and F-ellipticity of the form ({v, u)) be preserved and let the
constant of positive definiteness of this form be known, i.e. such a number
C > 0 for which
{{v, v)) ^ C^\\v\\^ WveV (13.152)
is vahd.^'). Then simple formulae can be derived showing the rate of decrease
of \\u{t)\\ with t:
^^) Here C need not be the largest possible one. For many examples see Chap. 4.
Putting V = z" in the first integral identity
{{v, z"i)) + -i- {v, z1 - zS) = 0 Vt' 6 V (13.153)

K
(with ZQ = Mo) one obtains
(c^ + ^ ) i . i i r g ^ ( z " „ t < o ) , (13.154)
yielding
=1 ^
(13.155)
1 + C^h„
Similarly, z^ inserted for v into the second identity yields
|U"|| < _ J M _ < IM ; (13.156)
and, in general,
hlW S , ^'""i ,, • (13.157)
Now, let
)t/i„ = f 6 [0, T] (13.158)
be fixed. We have
Thus, (13.157) can be written in the form
2j,\2"-».t/fc
(-S)
At the same point
t = 2fc/i„+i = 2 / c . ^ = kh„
2
268 Chapter 13
we get
<
'-2. n^z ::77rv7T7.-> (13-160)
C^hV"-""
(-?)
etc. Approaching the limit for n -• co and taking into account the uniform
convergence, in £2(6), of the sequence {u„(t)] to the very weak solution
u{t) of our problem in the interval / = [0, T], we obtain, finally,
IKON ^ = !l"o!| e-^' W e / . (13.161)
This is the desired estimate of the rate of decrease of \\u{t)\\ with t.

Let us note that this estimate cannot be improved, in general. In fact,
for the problem
^ - ^ = 0 in (0,K)x(0,l), (13.162)
dt dx
u(x, 0) = sin X , (13.163)
w(0) = 0 , U{K) = Q, (13.164)
we haveC = 1 (see Example 4.1, p. 90). The solution is
u(x,t) = e~'smx. (13.165)
Thus, the character of the decrease of the solution is given precisely by

(13.161) here.
Of course, in special cases, the rate of decrease may be more rapid.

For example, the solution (13.148) of the problem (13.141)-(13.143)
decreases with t much more rapidly than the function e"'.
c) NONHOMOGENEOUS BOUNDARY CONDITIONS
Let us turn to the problem (13,21) —(13.24), i.e. to the problem
~ + Au =0 in 0 = G X (0, T) (13.166)
ct
u(x,0) = 0 , (13.167)
B;u = y,- on f x (O, T ) , i = !,...,/(, (13.168)
CjW = 0 on r X (0, T ) . i = l,...,k ~ fi. (13.169)
Here, the existence of a function
weW^'XG) (13.170)
is assumed which satisfies
'î^ = 01 > on r, j — l,...,/i, in the sense of traces. (13.171)
The method of discretization in time leads, in the weak formulation,

to the problem of finding such functions z"{x)e W^''\G), / = 1,..., 2"~'p,
which satisfy
z1-weV (13.172)
and for which the integral identities
{{v,z';)) + ~{v,z-'j-z%,) = 0 VreF, ; = 1,..., 2"" V ,
(13.173)
are fulfilled, with
zl = 0 (13.174)
(according to (13.167). The space Fis defined by
V= {v;veWf\G), B,v ==0 on T , /=1,...,/i,

in the sense of traces} . (13.175)
The method of putting i; = z" in (13.173), used in Chap. 11 and leading

to simple apriori estimates, cannot be applied here because z" ^ V^'^).
Thus another procedure has been developed in [7] consisting in the proper
decomposition of the function w into the sum of two functions Wj + Wj
and in the application of certain orthogonality properties. To that purpose,
*^) The case we V can be excluded, of course, being of no interest. (The solution
of the considered problem would be a zero function.)
270 Chapter 13
the form {(v, u)) was assumed to be symmetric (in order that
{{v, u)) + {v, u) (13.176)
be an equivalent scalar product on WJ'^^G)).

Here, we use a modified method which does not require this additional
assumption.
Thus, let w e (t2*'(G) be given. Let us solve the following elliptic problem:
To find u 6 Wf *(C) such that
u-weV, (13.177)
((y, M)) = 0 \/veV. (13.178)
Since the form ((v, u)) is bounded in W^''\G) and F-elliptic, there exists
precisely one solution if this problem; let us denote it by
u*(x). (13.179)
Thus,
u* - we V, (13.180)
{{v,u*))=--0 VveV. (13.181)
Now, let us apply, in (13.173), the substitution
r ; = z"j + u* . (13.182)
We get
zJeF (13.183)
and
{{v, z"j + u*)) + ^ {v, z] - z;_i) = 0 Vi; 6 K. (13.184)
K
But
{{v, u*)) = 0 VD e F
by (13.181). Thus, we have to find, successively for 7 = 1,..., 2"''-p, such

functions
z]eV (13.185)
{{v, 2;)) + ~ {v, z"j - 2;_ 0 = 0 Vr e V, (13.186)
with
z"o = - u * (13.187)
by (13.174) and (13.182).
Now, (13.185) —(13.187) are precisely the problems obtained by applying

the method of discretization in time to the problem (13.17)—(13.20), with
Uo{x) = -u*(x) . (13.188)
Here,
u*eL2{G) (13.189)
is ensured since u* e W^''\G). In this way, the solution of the problem
(13.21)-(13.24) is reduced to the solution of the problem (13.17)-(13.20).
Thus, it is natural to define:
DEFINITION 13.3. Let ii(t) be the very weak solution of the problem
(13.17)-(13.20) with
Mo(x) = -M*(x), (13.190)
where M*(X) is the weak solution of the problem (13.177), (13.178). The
function
u{t) = u{t) + u* (13.191)
is called the very weak solution of the problem (13.21) —(13.24).
REMARK 13.7. Intuitively (and roughly speaking): The function u*(x)

is the solution of the equation
Au = 0 (13.192)
with the given boundary conditions. The function u{t) is the solution of the
equation
^"- + Au = 0 (13.193)
8t
272 Chapter 13
with corresponding homogeneous boundary conditions and with the initial

condition M(0) = —u*. Thus, the function
u{t) = u{t) + u*
is the solution of the equation (13.193) with the given boundary conditions
and the zero initial condition.
Since the weak solution of the problem (13.177), (13.178) is unique

(moreover, independent of the choice of the function W'(.Y) satisfying (13.171))
and so is the very weak solution of the problem (13.17)—(13.20) with the
initial function —u*e L2{G), we have:

is unique.
According to Theorem 13.2, the sequence of Rothe functions ujt)

converges in C(/, i-2(^)) ô the very weak solution z7(/) of the problem
(13.17)—(13.20). Since in our case we obtain
u„(t) = M„(0 + u* (13.194)
according to (13.182), we have
THEOREM 13.8. The Rothe sequence {u,,{t)} obtained by application of

the method of discretization in time to the problem (13.21) —(13.24)'^)
converges in C{l, i.2(G)) ^'^ '''^ ^^^'y weak solution of this problem.
Further, the form {{v, u)) is F-elliptic; thus, a constant c exists (indepen-
dent of vv) such that
||M*||„-,(.,(G) S cilw||^,,.,(G) • (13.195)

The more do we have
IIMII ^ C | | H ' | | ^ , , „ ( G ) . (13.196)
Thus (13.84), p. 256, and (13.191), yield
^•') Thus, constructed from the functions z"(x) obtained by the solution of (13.172) to
(13.174).
THEOREM 13.9. [Continuous dependence on the boundary conditions.)

There exists a constant c > 0^'*) such that
\\u{t)\\ ^ 2c||-,.|^,<.,(c, (13.197)
holds for all t e I.
REMARK 13.8. (Regularity.) As mentioned above, by the substitution

(13.182) the problem (13.21)-(13.24) is converted into the problem (13.17)
to (13.20), and its (very weak) sohition is therefore of the form (13.191),
where u(t) is the very weak solution of the problem (13.17) —(13.20) with
the initial function
"o = -u*eL2{G)
and u*{x) is the weak solution of the problem (13.177), (13.178). In particular
if the form ([v, u)) is symmetric. Theorems 13.4 and 13.5 are valid for the
function ii[t). Moreover,
(i) the function M*(X), being independent of /, has, taken as an abstract
function from / into W2'\G), derivatives of all orders with respect to t,
(ii) if the coefficients fli/x) have, in G, continuous derivatives of all
orders with respect to x (i.e. with respect to the variables Xj,j = I, ..., N),,
then the same holds for the function u*[x) in G.
Thus, we obtain
THEOREM 13.10. Let the problem (I3.2l)-(13.24) be given with

w e W2'\G) and with the form [{v, u)) bounded in W2'\G), V-elliptic and
V-symmetric. Let rj e (0, T) be arbitrary. Then for every t e [rj, T] the very
weak solution u[t) of this problem belongs to H^j'X^)'')- ^^ ^" abstract
function from [??, T] into M'j**(G), u(t) has derivatives t(*'''(f) of all orders,
belonging to AC {[rj, T], W^^XG)).
Moreover, let the coefficients a,j[x) of the operator A have, in G, continu-
ous derivatives of all orders with respect to x. Let G' be a subdomain of G
^*) This constant depends on the coefficient a of F-ellipticity of the form {(v, «)),
see [3], Chap. 33.
^^) Note that u e V, while u* e J^2***(G), however, u* ^ V.
274 Chapter 13
such that G' a G. Then, for every t e [;?, T], the function u(t) = u[x, t)
has, in G', continuous derivatives of all orders with respect to x.
See also Footnote 22, p. 237.
REMARK 13.9. Regularity results on the whole interval / (similar to those

of (13.92), or (13.95) —(13.97)) cannot be derived here, because the initial
condition Uo{x) s 0 is not "compatible" with the boundary conditions
given by the function w ^ V. For the same reason, it is not possible to consider
error estimates of the form (13.137) (we do not have
- H * e V).
See, however, Remark 13.10, p. 275.
d) THE PROBLEM (13.1)-(13.4)
Because of the linearity of the original problem (l3.l) —(13.4) we can

define (cf. p. 248):
DEFINITION 13.4. Let û(t), or û{t), or û{t) be the weak solution of the
problem (13.13) —(13.16), or the very weak solution of the problem (13.17)
to (13.20), or of (13.21)-(13.24), respectively. Then the function
u{t) = û{t) + û{t) + û{t) (13.198)
is called the very weak solution of the problem (13.1) —(13.4).
From the uniqueness of the (very) weak solutions of the corresponding
problems (Theorems 11.1, p. 217, 13.1, p. 255 and 13.7, p. 272), we have im-
mediately:

is unique.
Further, Theorems 11.1, 13.2, 13.8, or 11.2, 13.3, 13.9, or 12.2, 12.4,
13.4, 13.5, 13.10, yield the following three theorems, respectively:
THEOREM 13.12. The very weak solution of the problem (l3.l)-(13.4)

is the limit, in C(l, £2(0)), of the sequence of the corresponding Rathe
functions u„(<).
Note that when solving the problem (13.1) —(13.4) by the method of dis-
cretization in time with step h = Tjp we have to find, successively for
./• = 1,..., p, the functions
zj e Wf >(G) , Zj- weV, (13.199)
with
zoix) = uoix) , (13.200)
such that the integral identities
{{^,^j)) + j{'^,^j-^j-^) = {vJ) (13.201)

h
be satisfied for all v e V.
THEOREM 13.13. The very weak solution of the problem (13.l)-(13.4)

depends continuously on the right-hand side of the given equation and
on the initial and boundary conditions. In detail: A constant k exists
such that
\\u{t)\\ ^ k{\\f\\ + IMO!! + llw||^,<.,(c,) (13.202)
holds for every t e I.
THEOREM 13.14. / / the form {{v,u)) is bounded in Vi'fXG), V-elliptic

and, moreover, V-symmetric, then the verp weak solution u[t) of the
problem (13.1) —(13.4) belongs to W^''\G) in every interval [rj, T], with
0 < rj < T. As an abstract function from [f/,T] into W^''\G) it has deriv-
atives !(<'"(«) of all orders belonging to AC{[ri, T], W^^XG)).
Moreover, let the coefficients aj,(x) of the operator A as well as the
function /(x) have, in G, derivatives of all orders with respect to x. Let G'
be a subdomain of G such that G' <= G. Then for every t e [;;, T] the
function u[t) = u[x, t) has, in G', derivatives of all orders with respect to x.
See also Footnote 22, p. 237.
REMARK 13.10. In individual cases, it is possible to obtain results con-

cerning regularity on the entire interval /, without the assumption of V-
symmetry of the form {[v, u)). However, under some other supplementary
assumptions. See, in particular, Theorem 12.1 and the results (13.92),
(13.95)-(13.97).
276 Chapter 13
Let us note that it may occur for the problem (13.1) —(13.4) that regularity
results on the entire interval cannot be obtained when this problem is
"decomposed" into the problems (13.13)-(13.16), (13.17)-(13.20) and
(13.21)-(13.24) as accompHshed in this chapter. However, they may be
obtained when this problem is considered "on the whole". The situation
can be often simphfied if a suitable "particular solution" is found. Especially,
if
Ho ^ V, w iV, Uo - we V, (13.203)
then by the substitution
M = M* + z , (13.204)
where u* is the function (13.179) (cf. Remark 13.7. p. 271), the solution
of the given problem is reduced to the solution of a problem with homo-
geneous boundary conditions and with the initial function UQ — u* e V, etc.
Chapter 14
Approximate Solution of Elliptic Problems Generated by the Method

of Discretization in Time
Let us return to the problem (13.1) —(13.4), i.e. to the parabolic problem
— + Au =f in 0 = G X (0, r ) , (14.1)
dt
u{x, 0) = Uo(x) , (14.2)
J5iM = ,9; on r X (0,T), (• = 1, . . . , / i , (14.3)
CiU = 0 on r X (0, T ) , J = 1,..., fc - /(.*) (14.4)
Let the assumptions of the preceding chapter be preserved; in particular,
let the corresponding bilinear form [{v, u)) be bounded in W^''\G) and
F-elliptic, with
V= {v;ve W^''\G), BiV = 0 on T, i = 1,..., / j , in the sense
of traces} , (14.5)
let a function w e IKj'X^) ^^^^^ ^"'''^ ^^^^
Bjw = Qi on r in the sense of traces , i = l , . . . , ,u, (14.6)
let
feL,{G), (14.7)
uo e L,{G). (14.8)
The solution by the method of discretization in time leads to the problems
(see (13.199)-(13.201), p. 275) of finding, successively for ; = 1, ..., .o,
such functions
ZjeW^'XG), Zj-weV, (14.9)
*) Recall that 2k is the order of the operator A.
277
278 Chapter 14
with
Zo(x) = «o(^), (14.10)
that the integral identities
{{v, z,)) + Uv, z, -z,) = {v,f) (14.11)

h
i{v,z,)) + Uv,z,-z,) = {v,f) (14.12)

h
{{v,z,))+j{v,z,-z,)^{v,f) (14.13)
h
{{v,z,)) + ^{v,z^-z^_,)-^{v,f) (14.14)

h
be fulfilled for all v e V.
Each of the problems (14.11) —(14.14) is uniquely solvable, and its
solution does not depend on the function w(x) in the sense that if Wi(x),
H'2(x) satisfy (14.6) (so that
H'l - w ^ e F ) , (14.15)
then the same solution is obtained.
Having obtained the functions Zj{x) it is possible to construct the so-called
Rothe function Ui(x, t) defined in the intervals Ij = [ O - i ' O ] ' where
tj = jlij = 1, ••-,?, by
u,{x, t) = zj.,{x) + 'J^^hLEl^M (, _ , , , , ) . (14.16)
h
Now, if the division of the interval / = [0, T] is refined (choosing /i„ =
= Tj{2"~^p), n = 2, 3,...), a sequence {u„{x, t)] of the Rothe functions
is obtained which converges, in L2{G) uniformly with respect to te I,
to the very weak solution of the problem (14.1) —(14.4). (Theorem 13.12,
p. 274; roughly speaking: The norm
\\u{x, t) - uXx, t)\\ (14.17)
can be made arbitrarily small for all t e [0, T] if /J„ is sufficiently small.)
The Ritz-Rothe Method 279
As recalled above, each of the problems (14.11) —(14.14) is uniquely

solvable. However, explicit solutions can be obtained in the simplest cases
only. In general, approximate methods are to be appHed, among them
direct variational ones most frequently. A question then arises how "close"
are these approximations to the solution M(X, t).
To clarify these questions we consider the Ritz method, thus assuming

the form ([v, u)) to be symmetric.^) Nevertheless, whichever method with
similar properties, concerning the approximations investigated below, can
be applied.
Thus, let
Vi{x),V2{x),...,v„{x),... (14.18)
be a base in V. Consider the first problem, i.e. the problem to find z^ e
6 VFf >(G) such that
Zi - weV, (14.19)
{{v, z j ) + I (t., zi - z„) = {v,f) yveV. (14.20)

h
Choose a positive integer s^ and assume the approximate solution z*(^x)
of (14.19), (14.20) in the form
z*{x) = w(x) + t «.; ^ji^), (14.21)

j= i
where the coefficients a^j are to be determined by the Ritz method. The
number Sj being given, such a function is unique.
Having obtained z*(x), insert it instead of Zi(x) into (14.12) and assume
the approximate solution z*{x) of the so obtained problem in the form
z*(x) = w(x) + y; a,, vlx) (14.22)

j = i
with coefficients 02; determined by the Ritz method again. Then insert
z*{x) instead of Z2(;i.) into (14.13) and find, by the Ritz method, the appro-
^) The idea of the author's paper [1], or [7] is followed here.

280 Chapter 14
ximate solution
z*(x) = w(x) + X a^j v{x), (14.23)
j = i
etc.
Having received the approximations zj(x),j=l,...,p, construct
a function u*{x, t), the so-called Ritz-Rothe function, defined in Ij =
= [f;-i, tjl similarly as the function Ui{x, t):
u%x, t) = z;_ ,{x) + ^ M j L i M O (t-tj^,), (14.24)

11
with zl{x) = ZQ(X) = Mo(x).
We show that the norm

\\u(x, t) - u*(x, t)\\ (14.25)
can be made arbitrarily small for all t e I if h is sufficiently small and
Si,..., Sp are sufficiently large.
Thus, let e > 0 be given. According to Theorem 13.12, p. 274 (cf. also
the text related to (14.17)), a sufficiently fine division of the interval /
exists — let the notation h be preserved for its step and, consequently,
the notation Ui(x, t) for the corresponding Rothe function — such that
||M(X, t) - Mi(x, ;)|| < - V/e/ (14.26)
is valid. Now, it is sufficient to show that
||ui(x, t) - ut(x, t)\\ < - ^tel (14.27)
can be attained for s^,..., Sp sufficiently large. Because of the form of the
functions Ui(x, t), u*{x, t) (being piecewise hnear in t), it is even sufficient
to show that
||z, - z*|| < ^ (14.28)
can be attained for all7 = I,..., p .

The Ritz-Rothe Method 281
Denote
-^ = r] (14.29)
and choose, in (14.21), Sj sufficiently large, to ensure that
!!--. - 4 1 < n • (14.30)

be satisfied. It is always possible to find such an Si (even to ensure that
(14.30) be fulfilled in VVi'"(G)).^) Insert z*{x) into (14.12) instead of Zi(x).
Thus, we solve the problem of finding a function Zj e M^2*''(G) which fulfils
fj - weV (14.31)
and
{{v,~z2)) + Uv,z,-z*)=:{v,f) ^veV, (14.32)
/)
This problem is uniquely solvable. Denote
z,(x) - z,(x) = /-,(x). (14.33)
By (14.12) and (14.32), the function TJ e Iff'(G) satisfies
r . e V,
{{v, r^)) + ^ {v, r2 - (zi - zX)) = 0 Vc £ F , (14.34)
/;
implying, in the usual way (we put v = r2, etc.)
||.,!| < \z, - z t i . (14.35)
Or, by (14.33) and (14.30),
||z2 -Z2II < j j . (14.36)
Let us assume an approximate solution of the problem (14.31),
(14.32) in the form (14.22) and choose Sj so large that
Ijz, - z * | | < , , . (14.37)
Then, by (14.36),
| | z 2 - z * | ! < 2;?. (14.38)
•') Let us note that on the basis of the well known property of the Ritz method, .Sj
being found, (14.30) is satisfied for every positive integer ~s^> s^.
282 Chapter 14
Putting z|(x) instead of 22(x) in (14.13) and denoting by Z3(A) the solu-
tion of the obtained problem, we get, quite similarly,
Iz, - z4 ^ \\z, - zt\\ < 2^ . (14.39)
Thus, choosing S3 in (14.23) sufficiently large, so that
|]Z3 - r*|| < r^ (14.40)
be fulfilled, we get
1^-3 - ^3|! < 3»7 . (14.41)

In the same way we obtain, in general,
| j - - - r * | | <j,i, 7 = l,...,p, (14.42)
and finally, by (14.29),
fz, - r * i < ^ , ./=1,...,P. (14.43)
Thus (see the text preceding (14.28)), (14.27) is obtained, yielding together
with (14.26)
||I/(A-, t) - wf (x, Oil < E Vf 6 / . (14.44)
Consequently, the norm, in ^2(0), of the difference u[x, t) — u*(x, t) can

be made arbitrarily small, for all t el, if h is sufficiently small and s,,..., Sp
are sufficiently large.
This result is briefly expressed in the following
THEOREM 14.1. The Ritz-Rothe method described above is convergent.

REMARK 1.1. Note that error estimates derived in the two preceding
chapters and the well-known estimates of the error for the Ritz method
make it possible to get, in many cases, effective (not only theoretical)
estimates of the norm
||u(x, t) — u*{x, t)\\ .
See, in particular, Example 4.6, p. 107.

Chapter 15
Problem with Time-Variable Coefficients
In this chapter, the parabohc problem
— + A{t) u = f{t) in O = G X (0, r ) , (15.1)

dt
u{x, 0) = 0 , (15.2)
Bit! = 0 on r x ( 0 , T), / = !,...,/(, (15.3)
C.M =: 0 on r x ( 0 , T), i = l,...,k - n (15.4)
is treated. Here, as usual, G is a bounded domain in £,v with a Lipschitz
boundary f, A{t) is a differential operator of order 2fc given formally by
^(0= I (-l)''li)'(a,X.^-,0)/)^ (15.5)

\i\.\J\Sk
(15.3) and (15.4) are, respectively, stable and unstable boundary conditions
with respect to the operator A.
For a fixed t, the corresponding elliptic problem reads:
A{t) u = f{t), (15.6)
Bill = 0 on r, i = 1, . . . , / ( , (15.7)
C,« = 0 on r , / = 1,..., /c - M
, . (15.8)
Thus, the bilinear form ((v, «)) (cf. Remark 2.15, p. 60) depends on t here^).
This fact will be pointed out, if necessary, by writing
{{v,u)),. (15.9)
^) The case Bi{t) « = 0, C;(^) « = 0 can as well be considered if the space K(see (15.15))
remains independent of /.
283
284 Chapter 15
In particular, when applying the method of discretization in time with

points of division tj we shall write
{{v,u)X, (15.10)
or briefly
{{v,u))j (15.11)
if there is no danger of misunderstanding.
As concerns the investigation of parabolic problems with time-dependent

A and / by the method of discretization in time, some interesting results
have been obtained in my seminar. See, especially, the paper [8] by M.
Valesova. The assumptions given below as well as Theorem 15.1 are, in essen-
ce, taken over from that work. The mentioned theorem is completed
in this chapter by the assertion on the strong convergence of the sequence
of Rothe functions to the weak solution u(t) in C(l, L2(G)). Also, remarks
concerning the so-called very weak solution and questions on regularity
are added (Remarks 15.4 and 15.5, p. 298). The concluding part of this
chapter which deals with the error estimate is taken over completely
from [8].
Assumptions: Throughout this chapter, we shall assume that the form

((f, «)) is uniformly bounded in W^'^\G) and uniformly I-elliptic with respect
to t, i.e. that there exist constants JC > 0, a > 0, independent of v, u and t,
such that
|((r, u))\ ^ X||i>||^^<.,,e) ||Mi^,,.,(c;, Vr, u e W^''\G) and Vr e /
(15.12)
and
((f, I.')) g; a||i;|j^ VueF and \ftel. (15.13)
Here,
/ = [0, r ] , (15.14)
V= {v;ve W^^XG), B,V = 0 on T, / = ! , . . . , / ( ,
in the sense of traces} , (15.15)
\\v\\y (15.16)
Time-Variable Coefficients 285
is the brief notation for
\v\ W2<'<)(C)
if u e V.
Moreover, the form ({v, w)) will be assumed F-symmetric for the sake
of simplicity, i.e.
((y, „)) = ((u, I,)) WV,UEV and Vt e I. (15.17)
As to the dependence of ((i;,«)) on t, we shall assume that positive
constants K^, K2 exist, independent of v, u, t, h such that
h
for all r, u e Fand f, ? + /?,< + 2h el,h > 0.^)
Further, let
f{t)eL2{G) \ftel, (15.20)
and let a constant d exist such that
fit + h) - f{t)
^d ^t,t + hel. (15.21)
h
Here, a remark similar to Footnote 2 can be added referring to the
function / ( x , t).
REMARK 15.1. In consequence of (15.21), \\f{t)\\ is a continuous function

in /. Thus, there exists a maximum for \\f{t)\\ on /. We denote it by [|/|!,
max ||/(/)l| = ||/|j . (15.22)
tel
Further, we denote, in brief,

/(.v, tj) = fj (15.23)
at the points of division tj.
^) Practically, the assumptions (15.18), (15.19) mean that the functions aiAx,t)
and their first partial derivatives with respect to t satisfy in Q the Lipschitz condition
with respect to 1.
286 Chapter 15
REMARK 15.2. With regard to (15.17) (and to the other assumptions)

{{v, M)) defines for every fixed tela, new scalar product on V, generating, on
V, an equivalent norm. This norm is denoted by
M' (15.24)
in what follows, or by
ll^ll,^ (or briefly by ||!;||,) (15.25)
at the points of division tj. Thus, we have
IKil< = %%t;)),. (15.26)
REMARK 15.3. The following well-known estimate will be applied several

times in the text below:
Let «!,..., Ky be nonnegative numbers satisfying
a^ ^ A, (15.27)
a , - ^ / I + B % i + ... + a , _ i ) , i = 2,...,j, (15.28)
where A, B, h are positive constants. Then
«; ^ . 4 e « ^ ' - ' ' \ / = 1, . . . , ; . (15.29)

If
<Xi^ A + Bh{(Xi + . . . + «,), /•= 2, ...,;•, (15.30)
holds instead of (15.28) and
Bh< I, (15.31)
then
y_.<^±^sBii~iWii-BH) i=.2,...,j. (15.32)
" I - Bh
Applying the method of discretization in time, we divide the interval /
into p subintervals of lengths h = Tjp and replace, at the points of division
0 =7/1, 7 = 1, •••, P, the derivative du'idt in (15.1) by the corresponding
difference quotient. In this way, the problem (l5.l) —(15.4) is reduced
to the solution of p elliptic problems. In the weak formulation, we have
to find p functions
ZJEV, j = 1,...,P (15.33)

(approximations of the function u{x, t) at the points / = tj), satisfying the

integral identities
{{v, zj))j + ~ {v, zj - z,_,) = (vjj) Vr 6 V, (15.34)

n
with
zo = 0 (15.35)
according to (15.2). (For the notation see (15.11), (15.23).)
Each of the problems (15.33), (15.34) has exactly one solution: First, let
j = 1. We have
Zo = 0 , / i e Li
(see (15.20)) so that
^+/ieL2(G).
/)
Since the form ((y, w))i is bounded and F-elliptic (see (15.12), (15.13)), so
is the form
{{v, M))I + -- (u, u)
h
(Lemma 3.1, p. 78). Thus, there exists precisely one Zi € V satisfying
(15.34) for j = 1. Now,
Zi 6 K=> Zi 6 L2{CJ) so that
— + /z e lîi^^).
h
and there exists exactly one Zj e ^satisfying (15.34) (orj = 2, etc.
In this way, the functions Zj, ..., z„6 F are uniquely determined. It is
thus possible to construct the Rothe function Ui(x, t), or Ui(t) if it is con-
sidered as an abstract function from / into V, defined in / by
u,{t) = z,_i + Zj . {t - O-i) in / , = [ 0 - 1 , tj] , (15.36)
j = 1,..., p. Here
ZJ = ^J^LIJ^ . (15.37)
288 Chapter 15
Similarly, for the division d„ of the interval / into 2"""^ subintervals

of lengths h„ = 7/(2""" V ) , with the points of division (" = jh„, it is possible
to construct the «-th Rothe function w„(() defined in / by
"^(0 = ^"-1 + Z" • (' - '."-i) in Fj = [0"-i, f}-] , (15.38)

where
z'jeV (15.39)
are (uniquely determined) functions satisfying the integral identities
and
Z" = ^ ^ - 7 ^ ^ > (15.41)

K
rj=f{^,t]). (15.42)
Simultaneously with the functions u„{t), let us construct abstract functions
u„{t), 0„{t) defined in / by
z" for f = 0 ,
iJ„(0 == ( (15.43)
^z;; for tsi] = {t]_„f;\,
Z"i for r = 0 ,
C7„(0 = ( (15.44)
"Z; for tel),
j = 1,...,2"-V.
To be able to say something about the behaviour of the sequences
{u„(f)}, {u„{i)] and {Vn{t)} we have to derive some apriori estimates.
Consider the first of the integral identities (15.34) and insert z^ for v.
Inasmuch as ZQ ~ 0, we get
((zi,zi))i+|(zi,zi) = (zi,/i)' (15.45)

h
wherefrom
ll-'ii ^ H|/i!! (15.46)

for
((-î,z.))iÔ
according to (15.13)
Similarly, putting r = c, in the second of the integral identities (15.34),
and taking into account that
{{Z„ Z2))2 ^ 0 ,
we obtain
-iz„z,-z,)^{z„f,) (15.47)
h
and
\m ^ 1^4 + Hf2\\ ^ M!l/ii + liAlD- (15.48)
In general, we get, in this way,
ii-.-ii = '(ii.A!i + ..- + \\fj\\)^jm^nn (15.49)

in the notation of (15.22).
If we denote
T||/[! = fi , (15.50)
we can write
||z,.|! ^ c , 7 = l,...,p. (15.51)
Thus, it is very easy to obtain an estimate for \\zj\\. However, the simple
way of estimating |]Zj|| shown in Chap. 11 cannot be apphed here, since
the difference of the consecutive integral identities gives
(i^^ ^j))j - iiv, ^j-i))j-i + - {v^ ^j - ^j-i - 2 ; - i + ^j-i) =

h
^{vjj-fj^,). (15.52)
and
((^' ^-j))j - ((^-^ --.-.));-1 + {{^> ^j - ^j-:)); > (15-53)
in general. Here, it is more natural to obtain an estimate for \\zj\\\' in the
first place.
290 Chapter 15
In the i-th of the integral identities (15.34), put
V = z, - Zi_i , i-=l,...,j. (15.54)

W e get
((zi - Zo, Zi))i + -- (zi - Zo, Zi - Zo) = (zi - Z o , / i ) ,

h
((Z2 - Zi, Z2))2 + - (Z2 - Zi, Z2 - Zi) = (Z2 - Z i , / 2 ) ,

h
{{Zj - Z,._i, Zj))j + - {Zj - Zj_i,Zj- Zj_i)== {Zj - Zj_i,fj) ,

h
(15.55)
where z,, is written only for symmetry here.
In virtue of the symmetry of the form {(v, «)), we have
((z; - Zi-i.Zi))i =
= 2[((z,-, z,))i + ((z; - Z i - i , Z; - z,-i)).- - ( ( z , - i , z , - i ) ) . ] •

(15.56)
Thus, summing up all the equalities in (15.55) and omitting the nonnega-
tive terms
(Z; - Z f - l . Zf - Z;_l) , ((Z; - Zi_i, Z; - Zi_l))i ,
we obtain (multiplying by two, for convenience)
((zj> zj))j - ( ( z j - 1 . z ; - 1 ) ) ; + ( ( z j - 1 , Zj._ 1 ))j - 1 -
- ((Zl, Zi))2 + ((Zl, Zl))l ^

^ 2[(Z,,/,) + ( Z , . _ ! , / , _ ! - / , ) + . . . + (z2,/2 - / 3 ) +
+ (zi,A-/2)]. (15.57)
Now, we have
((z;,z,)),â||z,||^ (15.58)
by (15.13),
| ( ( z , _ i , z , _ 0 ) , - i - {{zj-u z;_0),| ^ ^ I H N ; - I 1 I K > (15.59)

etc., by (15.18), and

\\fj_,-fj\\^dh, (15.60)
etc., by (15.21). Thus,
|(z,_j,/,_i - / , ) | ^ ||z,_i|| ||/,_, - / , | | g c, dh , (15.61)
etc., in the notation of (15.50). Further,
|(-../y)|^î||/|!- (15.62)
Thus, (15.57) yields
a
+ 2ci||/|| + 2 c , 4 ; - l ) / 0 . (15.63)
Replacing [j — l)/i by T here, we find that (15.63) is an inequality of the
form
| ! z , | | ^ ^ ^ + B/,(||z,||^ + ... + ||z,.,||^) (15.64)
with
^ = ? ( | | / | + Td)c,, (15.65)
a
B =^ . (15.66)
a
According to relation (15.29) in Remark 15.3, we then have
|]z,||^^ê«<-''\ j=-l,...,p, (15.67)
and, finally, replacing (_/' — l)/i by Tonce more,
||z,||^^ê«^ (15.68)
with A, B given by (15.65), (15.66).
Or, brieHy written, we have
\2JIV^C2, j=h...,p, (15.69)
with
c2 / r ^ ( l | / | ! + W)e^-'^/^1. (15.70)
292 Chapter 15
Let us turn to the estimate of ||Zyj|. Subtracting the consecutive integral

identities in (15.34) one obtains
((^.^;))y - (('^.^;-i));-i + i'^'^j - Zj_,) = ( . , / , - / , . i ) .

(15.71)
Let us insert
,; = Z, . (15.72)
We get
({Zj, ^j))j - ((Zj, z , _ 0 ) . - i + {Zj, Z, - Z,_ j =
= (z,,/,-/,_0. (15.74)
An easy computation yields
((Z„z,)), = i - ( i z J j - | | z , _ , | j j + /,^!JZjj),
2h (15.75)
((Z„z,_0),-, -Uh-Wl. - i^y-.i;-. - h^Zj\\j_,).

2/i
(15.76)
Thus,
{{Zj,Zj))j-{iZj,Zj_,))j_,=
h
^(IM + IM-O + ^dl-'Jj-
At the same time, we have

(Z,, Z, - Z,_,) = K||Z,IP + \\Zj - Z,_,P - ||Z,_.f) (15.78)
and
fj-fj-i
Zj, ^\{\\Zjr +
(15.79)
(for d see (15.21)).
Let us sum up all the equalities (15.74) from 2 toy. Using (15.77) —(15.79),
omitting the nonnegative terms
7 P 7-r \7 - 7
and multiplying by two, at the same time, we get
i w - iivif + liviir - iz;-2ii^ +... + iiz.r-

- | | z , f ^/,[(||z,f+ ^^) + (l|z,_,p +rf^) + ...+
+ i|z3l|^ - 11Z3|^ + iz,||^ - iz^ll^ +

+ \\z2\\l-\\m + fMl-Ml)- (15.80)
In the last bracket of (15.80) we find the sum of the two terms
N!l-INIl-i> \N\l-Ml
and of terms of the form
-N|^,+2ilz,.||f-||z4f_,.
According to (15.18), (15.19), we have
||z..||f - ||z,l|f_,| ^ hK^z^Wr S hK,c\ , (15.81)
Mli - n4i + hiWl^ ^ h'K^z^y ^ h'KA . (15.82)
Thus we get, finally,
\Zjf ^ \\Z,f + {j - 1) hd' + 2K,cl + (j - 2) hKA +
+ /,(||Z,f + ... + | | Z , f ) . (15.83)
Now, putting V = Zi, (15.34) yields immediately
!iZiiî/ii^li/|l- (15.84)
Thus, if we replace, at the same time, (j — 1) h and (; — 2) h by T in
(15.83), we get
l l Z , P ^ ^ + B / , ( i Z , r + . . . + iZ,r) (15.85)
294 Chapter 15
with
A = | | / P + Td' +{2K^ + TK2)cl
and
B = 1. (15.86)
If convergence questions are discussed, h < ^ can be considered without
loss of generahty. (15.30) and (15.32) then yield
||Z,.f ^ lAe'^J-'^'- ^ lAe^'', (15.87)

or
||Z,.|| ^ C 3 , j = l , . . . , p , (15.88)
with
c, = e^ v/{2[||/P + Tel' + (IK, + TK^) c|]] . (15.89)
The constants c^, Cj, c^ in the estimates (15.51), (15.69), (15.88) do not
depend on h. Thus, these estimates remain valid for an arbitrary division
d„. Consequently, we may write
14\ ^ '•i ' (15-90)

M\y S c, (15.91)
\7't ^ 's (15.92)
for every positive integer n and 1 ^ 7 ^ 2""^p, with the constants Ci, Cj, c^
given by (15.50), (15.70) and (15.89).
In virtue of (15.91), (15.92) the sequence of functions u„{i), or t7„(f),
given by (15.38), or (15.44), is bounded in the space £2(7, V), or L2(/, 1-2(0)),
respectively. Thus, a subsequence {u„Jî)], or {U„Jifj\, may be found,
converging weakly in L2{l, V), or in L2(/, ^2(0)), to a function u e L2{I, V),
OT U e L2{l, -^2(0)), respectively,
u„^ - u in L2{I,V), (15.93)
U„,-U in L2(/,L2(G)). (15.94)
In the same way as in Chap. 11 we conclude that
u{t) = U{T) dr in £2(7,12(0)).

Jo
Thus,
u e AC{I, L2{G)) , (15.95)
U = u'e Lîl, L2(G)) , (15.96)
u(0) = 0 in C(/, L2{G)). (15.97)
Moreover, (15.93) implies
»„,-« in L,{1,V) (15.98)
(cf. Chap. 11, pp. 208 — 211), where u„(t) are the functions (15.43). Further
(the same indices can be used without loss of generality),
u„^-*u in C{I,L2{G)) (15.99)
(cf. Remark 11.2, p. 216).
Let us define the sequence of abstract function f„(t) from / into L^l^j) by
/," for r= 0
lit) = ( (15.100)
^/; for tei] = {fj_„f;\.
P'urther, let us denote by
\v,ul, (15.101)
the form {{v, u)), modified in the interval 7 in the following way: When
considering the division J,,, then in each of the intervals 7" the form (((,-, i;)),
is replaced by the form {{v, w)),-^)
Let v{t) be an arbitrary function from L2(7, V). In virtue of the integral
identities (15.40), of the definitions of the functions u„(t), lJ„(t),J„{t) and
of the form [v, u]„, we have
[v{t), u„{t)l + {v{t), U„{t)) = {v{t),f„{t)) for (almost) all f e 7 .

(15.102)
^) Practically, this means that the coefficients aij(x, t) of the operator A are replaced
by the function a;,-(;c, /") in these intervals.
296 Chapter 15
In particular, for the subsequences mentioned above (15.102) turns into

[v{t), u„Mr.. + i<t), U„St)) = {v{t),f„J,t)) for (almost) all
Mtel. (15.103)
Integration from f = 0 to t = T yields
Now, Jo
r \y{t), u„Xt)\^ dt +
)
{v{t),u„j,t))dt:^
Jo
(KOJJO)d/.
(15.104)
[\v{t), C7Jr)) dt - . [\v{t), u'{t)) dt (15.105)

Jo Jo
since L/„^ -- u' in Lj,!, L2{G)) (see (15.94) and (15.96)). Moreover,
Ht),fjt))dt iv{t),f{t))dt, (15.106)
as follows almost immediately from (15.100) and (15.21). Further,

for every fixed v e L2{I, V),
i: {(v(t), u{t))) dt
is a continuous linear functional in LiiL V) because of (15.12).*) Thus,

(15.107)
((KO>«JO))df (Ht), uit))) dt. (15.108)
We also easily show that

-T
Clvit), M Jr)]„, dt -> r V ( 0 . "(0)) df. (15.109)
Jo Jo
In fact, let, first, v e £2(7, V) be independent of t,
v(t) s V in / . (15.110)
*) QV(0.«(0))d^J^(£x||KO|K||"WiKd/J^
<K' \v{t)\\^dt. \u(t)\\'ydl.
We have
If
IJo
(WO. "JO].. - Mt), <7„i0))} dt <
/ Y r \[^^m..,.-{i^,^T))\<i'^l^n,TK,c4vl (15.111)
in virtue of (15.18). (For Cj see (15.70).) Thus, (15.109) is vahd for the case
v{t) = r. In a similar way, validity of (15.109) is proved for the case that
veN. (For N see Chap. 11, p. 209; thus, v{t) is a step function in /.) Since
the set A' is dense in £2(7, V), (15.109) is valid for every function v e £2(1, V).
Thus, the limit process n^ -» 00 in (15.104) gives
{{v{t), u{t))) dt + [ {v{t), u'it)) df = r {v{t),f{t))dt. (15.112)

I Jo Jo
Summarizing, we have for the function u{t):
u €L2{I,V), (15.113)
u e .4C(/, L2(G)), (15.114)
u'eL2{l,L,{G)), (15.115)
H(0) = 0 in C(/, £2(0)), (15.116)
['((.(0, "(0)) dt + r{v{t), u'{t))dt = r(v{t),f{t))dt

Jo Jo Jo
VoeL2(/, F ) . (15.117)
DEFINITION 15.1. A function with the properties (15.113)-(15.117) is

called a weak solution of the problem (15.1) —(15.4).
The existence of a weak solution has been proved in the text above.
U n i q u e n e s s follows in precisely the same way as in Chap. 11. Note (cf.
Remark 11.1, p. 215) that uniqueness implies that the whole sequence
{u„(r)] (not only the subsequence {w„^(<)}) converges to the weak solution
weakly in £2(7, V) and strongly in C{l, I-2(G)).
298 Chapter 15
In this way, the following theorem is proved:
THEOREM 15.1. Let the parabolic problem (I5.l)--(15.4) be given. Let

the form {{v, u)), satisfy the assumptions (15.12), (15.13), (15.17), (15.18),
(15.19) and let the function f satisfy the assumptions (15.20), (15.21).
Then there exists precisely one weak solution of the given problem, i.e.
exactly one function «(t) satisfying (15.113) —(15.117). This function is
a weak limit in L2{l, V) and a strong limit in C(/, I-2(G)) of the sequence
of Rothe functions (15.38).
REMARK 15.4. Similarly as in Chap. 13, the case of nonhomogeneous

initial conditions can be treated starting with a sufficiently smooth initial
function MO(^')- ^ ^ ^ shows continuous dependence, in C(/, £2(0)), of the
corresponding weak solution on ||MO||- This makes it possible to come,
by a limit process, to the concept of a very weak solution for the case
Uo e L2{G).
REMARK 15.5 (concerning regularity. Regularity properties of the solu-

tion "with respect to .v" may be studied similarly as in Chap. 12 (using the
ideas of the paper [16]). What is of interest is the fact that even the ideas
of the method developed in Chapters 12, 13 and concerning regularity
"with respect to /" can be applied:
Let us consider the problem with a homogeneous differential equation
(/(.') = 0) and with a nonhomogeneous initial condition
u(x, 0) = Uo 6 L2(^') • (15.118)

The corresponding integral identities ar
{{v, Zi))i + 7 {v, 2i - Zo) = 0,

h
({l^' ^j-2))j-2 + - {V, Zj-2 - Zj-3) = 0 ,

((t;, Zj-i))j-i + - {v, zj_i - Zj_2) = 0 ,

h
n
to be satisfied for all v e V. Here,
Zo = Mo e LiiG),
while
||uoi + 0 (15.120)
is assumed.
Insert v = Zj, i; = Zj, ..., tJ = Zj successively into (15.119) and perform
the summation. One gets
i:((-.a. + :^(ikr + iki--o!i^-iNr +

+ I k f + ||z, - zJP - llzJP +
+ hr + h~^j-4' -h-4') = o (15.121)

or, omitting the nonnegative terms
II 112 II7 _ _ ||2 •_ i •
t{{î^-.))i^^bor. (15.122)
1=1 2/7
On the other hand, inserting v = Z2 — z^ into the second of the integral

identities (15.119) and using symmetry of the form ((f, u)), one obtains
((Z2 - Z l , Z2))2 + (Z2 - Z i , Z2 - Zi) = 0 ,
i(||z2||^ + | | z 2 - Z , | | ^ - | | z , | | ^ ) + i | z 2 - Z , f = 0 ,
whence
N|^îz,l|^ (15.123)
300 Chapter 15
Similarly, we get
ll-3i^^Ni^
lk;-2||^.^llz;-3i|j-.,
From assumption (15.120) it easily follows that ||z,|| 4= 0.') Thus, positive
numbers j?;, i — 1, ...,j — 1, exist such that
H\4\lx-\H"- (15.125)
Then we get
Pj-i
whence
||z,_,||j_,^^,_,||z,||j, (15.126)
and, similarly,
Ijzillt ^Pj_jj.,...p4zjlj. (15.127)
From (15.18) and (15.13) it follows that
_ llz IP < ^^ lU IP (15.128)

Fi||i = Fijli+i
a
Dividing by ||z|!f+i 4= 0 we get
Nif.t" - ^
') The first of the integral identities (15.119) cannot be satisfied for Zj = 0, etc..
from where, by (15.125), we have
P , ^ l - ^ , / = l,...,j. (15.129)
a
Thus (we may assume that K^hla. < l),
ft-A.....fts(i-^)
\P
= fl-^Y"^fl-^Y. (15.130)
For all p sufficiently large we have
1 _:?î.lY> 4e-*'''/".
ap
Assuming that /; possesses this property already,*) we get
((zi,zO)i + ( ( z „ z , ) ) , + ... + ((z,,z,)), ^
îe-^'^/'X(z;.z.));- (15.131)
(15.122) then yields
ie"" ' ^ ^ ^ • / , ( ( z , > - . • ) ) . ^ ^

2
and, finally,
-ol! ^ (15.132)
^>-.))/^^
0
The obtained inequality is an analogue of inequality (13.111), p. 259,
and leads, by the same reasoning as in that chapter, to the conclusion that
u e L2([>/, T], V) (15.133)
for an arbitrary j? > 0 (cf. (13.119), p. 260).
*) In the opposite case, a division d^ with sufficiently large n could be considered.

302 Chapter 15
Thus, the method developed in Chaps 12 and 13 and leading to regularity

results "with respect to t" in the case of a time-independent operator A
remains appUcable although rather labourious here.
REMARK 15.6. {An error estimate) Similarly as in Chap. 11, an error

estimate can be derived for our problem solved by the method of discretiza-
tion in time. The basic result in this direction was obtained in the paper
quoted above [8]. Although the main idea how to derive this estimate is
similar to the one applied in the case of a time-independent operator,
corresponding apriori estimates are rather complicated. We shall not go
into the details here, and present only the final result, referring the reader
to the work [8] for the complete procedure.
When deriving error estimates in Chap. 12, some supplementary assump-
tions have been imposed on the bilinear form {{v, u)) and on the right-hand
side/of the given equation. Such is the case here. Following [8], we assume
that in addition to the assumptions of Theorem 15.1 the foUowing require-
ments concerning the form ((y, u)), and the function f{t) are fulfilled:
There exist positive constant K^,, K^ such that in the interval / the follow-
ing inequalities are satisfied
\{{v, M)),+3>, - 3((t;, u)),+2h + 3((f, tj)),+ft - {{v, u))\

<
^K4v\\ylu\\y, (15.134)
A g K4v\\y My (15.135)
h
where
A = \{{v, «)),+4A - 4((t', M)),+ 3ft -I- 6{{v, u)),^2H -
- 4((i;, u)),^„ + {{v, u)),\
for all v,ue V{h > 0). Further, positive constants dz, d^ exist such that the
inequaUties
1/(0 -f- 2h) - 2f{t + h) +/(0[ ^ ^^^ ^ (^3^3^^
1
h
|/(t + 3/2)-3/(f + 2/») + 3/(f + / 0 - / ( t ) | ^ ^^ ^^5_^3^-,
hold in the interval /. Moreover, we assume that

/(f) 6 F Vfe7 (15.138)
and that positive constants M^, Mj exist such that
\\f{t)\\y^M, WtGl (15.139)
and
\{{v,f)),\^ M2\\v\\ ^tel and \fveV.') ^(15.140)
Under these supplementary assumptions apriori estimates for ||Z"||,, and

||sj|j are obtained in [8], where
||Z;i|, g c ^ , (15.143)
where
C4 = / j - riCM?(l + TKi) + cl(^ + 2K2 + TK,\ +
+ c^{2d + TOj)! e^'^'^/'l , (15.144)
\\4\ ^ cs , (15.145)
with
CK = \{M2 + df + ^ - K i A f J + 2cl{Ky + 2K2T+ KjT^) +
+ cl{8K2 + K^T^) + ^3(2^2 + Td,)\. (15.146)
To derive the estimates (15.143), (15.145) is rather complicated, in both

cases.
On the basis of these estimates, the desired error estimate is obtained
in the form
\\u{t,) - zj\\ ^ ^cjh' , (15.147)
^) In practice, this assumption means, most often, that

AfeL2(G) and \\Af\\ ^ M2 V ^ e / . (15.141)
304 Chapter 15
which is a certain analogue of the estimate (12.137), p. 240. This estimate

is effective for small h and for small Tonly (thus for "short" time intervals),
as well seen on Example 4.7, pp. 125, 126. The reason hes in the repeated
apphcation of inequalities (15.29), (15.32), p. 286, with the aid of which the
corresponding norms in the apriori estimates are majorized. Cf., e.g.,
(15.68), (15.69), (15.87), (15.88), etc. In this direction the estimate (15.147)
can be substantially improved.
REMARK 15.7. Convergence of the "Ritz-Rothe method" can be derived

here in an entirely similar way as in Chap. 14.
Chapter 16
Nonlinear Parabolic Problems
The method of discretization in time can be well apphed to the solution

of nonlinear problems also. See, in particular, [13], [14], [15], [16], [17].
Consider the parabolic problem
Su
— + Au =f in O = G X (0, r ) , (16.1)
dt
u{x, 0) = 0 , (16.2)
BiU = 0 on r x ( 0 , T), i = l,...,/z, (16.3)
C,H = 0 on r x ( 0 , T ) , i = l,...,k - n, (16.4)
where ^ is a nonlinear differential operator or order 2k, G, F have the same
meaning as before, (16.3) are stable boundary conditions with respect
to the operator A, (16.4) are unstable boundary conditions (in general
nonUnear).
The "corresponding" elliptic problem is:
Au =f in G, (16.5)
B.M = 0 on r, J = !,...,/«, (16.6)
C.M = 0 on r, i= l,...,k - ^. (16.7)
Let us assume that we are able to find a form
{{v, u)), (16.8)
linear in v and nonlinear in u, in this case, such that the weak formulation
of the problem (16.5) —(16.7) reads: To find
ueV (16.9)
305
306 Chapter 16
such that the integral identity

{{v,u)) = {v,f) ^veV (16.10)
holds, where F is a space characterizing the given stable boundary condi-
tions.
— " + 20u^ = sin Kx in G = (O, l) x (O, l ) , (16.11)
u{x, 0) = 0 , (16.12)
u(0, 0 = 0 , M(1, f) = 0 . (16.13)
The "corresponding" elhptic problem is
— u" + 20u^ = sinKX , 0 < x < 1 , (16.14)
M(0) = 0 , u(l) = 0 . (16.15)
Choosing
F = {v,veW^'\0, 1), v{0) = 0, i;(l) = 0} = Wi'\0, l ) , (16.16)
multiplying (16.14) by an arbitrary function ve Fand integrating between
0 and 1, we get, in the usual way,
v'u' dx + 20 I'M'' dx = V sin

si KX dx . (16.17)
) Jo
Thus, we have to find an u e Fsuch that the integral identity
{{v,u))^{v,f) VveV (16.18)
be satisfied, where
and
((., »)) v'u' dx + 20
L' vu^ dx (16.19)
/(x) = sin 7tx . (16.20)

In this very simple example, IF2^'(0, l) could be chosen for F. In fact,
Nonlinear Parabolic Problems 307
in the case of one variable we have

V e W^'\a, b)=>ve AC{[a, bj), (16.21)
so that the integral
pi
vu^ d.\- (16.22)
Jo
has sense for all v, ueV. (At the same time, the boundary conditions v{0) — 0
t;(]) = 0 are satisfied in the classical sense here.) How to choose an appro-
priate space in a more general case, see e.g. in [5].
REMARK 16.1. The theory of nonlinear elliptic problems is not simple. Al-
ready the formulation of such problems requires the introduction of a lot of
new concepts. The purpose of our book is not to acquaint the reader with
a general nonlinear theory. In this direction, the reader is referred to other
books, especially to [5]. Our aim here is to show the reader how can the
method of discretization in time be applied to the solution of nonlinear
parabohc problems. To keep the main ideas of the method as clear as
possible, a rather narrow class of such problems will be treated here, in order
that assumptions as simple as possible could be chosen which are sufficient
for deriving an existence theorem. (For more general results see the papers
referred to at the beginning of this chapter, in particular, the "classical"
paper [14] by J. Kacur.) In the first place, we shall assume that the space V
and the form {{v, u)) corresponding to the problem (16.5) —(16.7) are given,
((f, u)) being the Gateaux differential (see below) of a functional with some
special properties. This conception will make it possible, moreover, to give
some information concerning numerical aspects of the solution of elhptic
problems generated by the method of discretization in time.
a) BASIC CONCEPTS. THE GATEAUX DIFFERENTIAL
Let F be a normed space.^) A functional F defined on this space is called

continuous at a point u^ if
u„ -^ UQ in K=> Fu„ -> FUQ, (16.23)
') Thus a linear space with a norm i|.|| satisfying (2.9)—(2.13), p. 10. Examples of
normed spaces are Hilbert spaces, Banach spaces, etc. See, e.g., [3], Chapter 7.
308 Chapter 16
(or, which is the same, if

M„ -^ UQ in F=> \FUQ — Fu„\ -> O). (16.24)
It is called continuous on Kif it is continuous at every point Ug e V.
We say that the functional F has the Gateaux dijferential at the point
Mo € Vif for every fixed v e F there exists the derivative
^ F(uo + tv%ô •') (16.25)

at
The notations
F'{v, Wo) , DF{v, Uo), AF{v, MQ) . etc. (16.26)
are used. Thus,
F(i;, Mo) = f f ("0 + ft>)|, = o •') (16.27)

df
Thus the Gateaux differential of a functional is as well a functional.
The second Gateaux differential is defined by
F"{vo, w, Mo) = - F'{vo, Uo + tw)Uo • (16.28)

at
REMARK 16.2. In this chapter only such fuuctionals will be considered

which fulfill the following assumptions:
1) the functional F is defined on the whole space V and has the second
differential F"(v, w, ii) everywhere; (16.29)
2) for every fixed u, F"(v, w, u) is a linear functional in v as well as in w,
i.e. F"(v, w, M) is bilinear in v and w; (16.30)
3) for V and w fixed, F"(v, w, u) is continuous in u. Thus
v,weV, u„ -> u in V=> F"(v, w, u„) -> F"[v, w, u) ; (16.31)
^) Note that, ug, v being fixed elements of V, F(UQ + tv) is a function of the real
variable /.
^) The common notation is F'(UQ, V). We use the notation F'(v, UQ) to be in conformity
with our standard notation ((v, «)) for integral forms. (As announced above, we shall
consider problems where ((y, «)) is the Gateaux differential of a functional.)
4) the functional F"[v, w, u) is bounded in the following sense: Let M

be the set of all functions u e V for which |ujy ^ k. Then there exists
such a number C (dependent on k, in general) that
\F"{V, W, U)\ S Cfvjy \\w\\y \fv, weV. (16.32)
5) F\v, 0) is a bounded linear functional on V, thus
a) linear in v,
b) there exists such a number K that \F'{V, 0 ) | ^ ^||f ||K- (16.33)
REMARK 16.3. It can be shown that under these assumptions the relations
F'{v, u + z) — F'{v, u) = F"{v, z,u + tz) dt, (16.34)
F{u + z) - F{u) = j F'{z, M + tz) dt (16.35)
hold for all v,u, z E V,'^) whence

6) F'[v, u) is a bounded Hnear functional for every fixed u. Thus linear
and such that a number x exists (dependent on the number k from assump-
tion 4)) that
\F'{v,u)\ S4v\\v yveV; (16.37)
'^) We have
d ^,. X ,. F'(v, u + (t + At) z) - F'(v, u + tz)
— F'{v, u + tz) = hm —^ 5^ '-^ ^- =
df A(ô Af
_ F'{v, u + tz + z At) - F'{v, u + tz) _
Al-O At
= — F'{v, u + tz + Tz)L=o = F"{v, z, u + tz) ,

di
so that
•1
F"{v, z,u + tz) dt = F'{v, u + tz)\'-Jo = F'{v, u + z) - F'{v, u) ,
(16.36)
because F"(v, z, u + tz) is a continuous function of the variable ; in consequence of the
assumption 3).
310 Chapter 16
7) for every fixed v, F'{v, u) is a continuous functional in u, i.e.
veV, u„->u in K=> F'{i\ u„) -> f'(y, u) ; (16.38)
8) f is a continuous functional on V.^)
EXAMPLE 16.2. Let
F = fF^^)(0, 1), (16.39)
Fu^^-[ u'^(x) dx + 5 I n'*(x) dx . (16.40)

2 Jo Jo
The functional (16.40) is defined on the whole 1'.*)
The Gateaux differential:
f (MO + /t;) = - (MQ + tv')- dx + 5 (MQ + tvf dx =

2 Jo Jo
= - UQ^ dx + / u'ov' dx -I i;'^ dx +

2jo Jo 2jo
+ 5 j M^ dx + 20t j u^r dx + 30f^ j MQI^^ dx +

Jo Jo Jo
(•1
+ 20f^ MQU'' dx + 5« v'^ d x . (16.43)

0
^) Let us note that if 5) is omitted, 6) and 8) need not hold, in general. (It is sufficient
to consider the case of an unbounded linear functional on V; then F'{v, u) = Fv, while
F"(v, w, u) = 0, so that the assumptions 1)—4) are fulfilled.)
^) The xistence of the first integral follows from (16.39). Further, u e Kimplies ue AC.
• ([0, 1]) (what has been applied in the preceding text already), so that the second in-
tegral is well defined for every ue V.
Let us note further that there exists such a number y (see e.g. [2]) that the inequality
!l"l|c([o,i]) g 7|i«lk.u)(o.i) VME wf\Q, 1) (16.41)
holds, with
ll"i|c([o,)]) = "lax \u{x)\ . (16.42)
^cstO.l]
Thus
F'{v,
^'{v, UQ)
Uo) == I V'U'Q
v'u'o dx + 20 rug dx (16.44)
Jo
The second d i f f e r e n t i a l :
F'{vo, Uo + <w) = v'o{uo + tw') dx + 20 !;O(MO + twf dx =••

Jo Jo
= v'fyu'f) dx + M V'QW' dx + 20 VQUI dx +

Jo Jo Jo
+ 60/ VQUI\w dx + 60f^ VQUQW dx + 20t VQW dx

Jo
(16.45)
wherefrom
F"{vo, w, Uo) = — F'{vo, Wo + tw)\,ô =

dt
V'QW' dx + 60 iôWUo dx (16.46)
Let us verify assumptions 2 ) - 5 ) from Remark 16.2:
2) The hnearity of the functional F"(v, w, u) in i' (u, w being fixed) as well
as in w (u, v being fixed) is obvious.
3) (16.41) yields
u„û in V=> u„ -> u in C([0, l]) => u^-^ u^ in C([0,1]).
Denote
y - ul\\c = max \u'{x) - u'„{x)\ = k„. (16.47)
xe[0,l]
Thus k„ -+ 0 if u„ -> M in V. Now
\F"{V, W, W) — F"{v, w, M„)| = v'w' dx + 60 vwu-^ dx
— v'w' dx — 60 vwu^ dx = 60 (u^ - ul) dx <

Jo Jo
312 Chapter 16
S 60fc„ \v\ \w\ dx < 60k„\\v !vvl!-

•niriii.2(0,l) l | " ! i L 2 ( 0 , l ) <
0
< eokJvL
because v and w are fixed elements from V. (16.48)
4) Further, let ue M, i.e. let lu\\y ^ k. Then by (16.41)
u e M => [|i/||c = max \u{x)\ ^ yk . (16.49)
xe[0,l]
Consequently
f1
tjwu^ d x <
r ^y| Iw] y^fc^ dx g y^/c^|]y||K |!vv|| (16.50)
«0 «0
In (16.32) it is thus sufficient to put
C = 1 + 60y^k^ . (16.51)
5) From (16.44) we get F'{v, 0) = 0, so that (16.33) is obviously fulfilled.

Let us note, moreover, that F'{v,u) is exactly the form (16.19) from
Example 16.1. Conversely, from (16.19) the functional (16.40) follows
by (16.35) (putting f(0) = O):
Fu = Fii - F(0) =
u'(x). tu'(x) dx df + 20 r r j u{x). tû\x) dx dt

Jo LJ
u'-(x) dx + 5 u*(x) dx , (16.52)

2jo Jo
and this is exactly the functional (16.40).
From the results of [5], in particular from Theorem 28.7, it follows:
LEMMA 16.1. Let V be a Hilbert space and G a functional which fulfills

the assumptions 1) —5) from Remark 16.2. Let such a number c > 0
exist that for all v,u e V
G"{v, V, u) ^ c||r{l^ . (16.53)

Then)
a) there exists exactly one point UQ e V, at which the functional G
assumes its minimum on V,
min Gu = GUQ ; (16.54)
b) precisely at this point the Gateaux differential of the functional G

is a zero functional,
G'{v,iio) = 0 VueK. (16.55)
Let us note that this lemma implies existence (and uniqueness) of a weak
solution of the problem (16.14), (16. 15). In fact, let
^ - ^ ^ • ^ ( O , 1). (16.56)
Thus Kis a Hilbert space. Let us define, on V, the functional G by
Gu = Fu — \ fu dx , u e V, (16.57)
where F is the functional (16.40) and / = sin 7tx. We have feL2{0, 1),
so that G is defined on the whole V. Now,
~ (/, u + /.)|, = o = Y K^' ") + <^' ^)]|' = o = (^' ^') • (16-5^)

at at
Consequently,
G'{v, u) --= F'{v, u) - (/, v) =
= v'u' dx + 20 vu^ dx — i; sin TTX dx (16.59)

Jo Jo Jo
by (16.44). The last term in (16.59) being independent of u, we have
pi pi
G"(v, w, u) = F"{v, w, u) = v'w' dx + 60 vwu^ dx (16.60)
Jo Jo
^) From (16.53) and from the assumptions of Remark 16.2 it follows that Fis a coer-
cive and strictly convex functional on V, and this ensures validity of Lemma 16.1.
314 Chapter 16
according to (16.46). Thus the functional G"{v, w, u) has all the properties
2) —4) from Remark 16.2. At the same time,
G"(v, V, «) = v'2 dx + 60 vû^ dx

^'l':" dx =
= - I* i;'^ d.x + - f v'^ dx > - hVy (16.61)

2J0 2J0 - 2 " ' '
(cf. (4.31), p. 89).
Further, by (16.59) we have
G'{v, 0) = — i; sin nx dx ,
Jo
and this is a bounded linear functional on V (because
— I V sin nx dx
0
|(i;, sin nx)\ ^ ||sin 7tx|| < sin nx\: H')-
Thus the functional G satisfies all the assumptions of Lemma 16.1.
Consequently, there exists exactly one Uo ^ I^for which its Gateaux difleren-
tial is equal to zero,
V'U'Q dx + 20 vul dx — v sin nx dx = 0 Vy e K, (16.62)

Jo Jo Jo
i.e. for which holds, with the notation (16.19), (16.20),
{{v,u,)) = {v,f) VPGK. ;i6.63)
b) EXISTENCE AND CONVERGENCE THEOREM
Let us turn to the solution of the problem (16. l) —(16.4) by the method
of discretization in time. As announced above, we assume everywhere that
the space Fas well as the form ({v, u)) are given.
Assumptions:
(i) Fis the space W2''\G) or some of its subspaces.^)
') For example, the space 1F^''*(G).

(ii) The form [(v, u)) is the Gateaux differential of a functional F,

{{v, «)) = F'(t\ u) Vt; e V, (16.64)
while
{{v, 0)) = F'{v, 0) = 0 Vu 6 F . ' ) (16.65)
(iii) The functional F satisfies the assumptions l)—4) from Remark 16.2.
(iv) There exists such a number c > 0, independent of v, u, that the
following inequality holds:
F"{v, V, u) ^ c||uj|^ Vy, u 6 F . (16.66)
(v) feL,(G). (16.67)
REMARK 16.4. As concerns the problem (16.11)—(16.13), we have

V = Wi'\0, 1) , (16.68)
so that the assumption (i) is fulfilled. The form
v'u' d.x + 20 vu^ dx (16.69)

0 Jo
is the Gateaux differential of the functional
Fu = - f u'^ dx + 5 w* dx (16.70)
2J0 Jo
which satisfies, as shown above, all the assumptions l) —4) from Remark
16.2. Further, (16.66) follows from (16.60) and (16.61).
The assumptions (16.65) and (16.67) are obviously fulfilled.
REMARK 16.5. The assumption (16.66) implies the so-called strong

monotony of the form ((u, «)):
((f, u + v)) - {{v, u)) ^ c||!;||^ Vr, ueV. (16.71)
' ) This not very essential assumption is introduced here in order to obtain the inequality
(16.72) and to simplify further considerations, in this way.
The reader may wonder why this assumption has not been introduced in Remark
16.2 already, because it implies the assumption 5) from the quoted remark. However,
it was necessary to consider a rather more general assumption 5) there, since the
functional (16.57), investigated in connection with J-emma 16.1, does not have the
property (16.65).
316 Chapter 16
(It is sufficient to put z = i; in (16.34) and to apply (16.66).) By (16.65)

it then follows
((r, v)) ^ c\\tfy . (16.72)
(We put M = 0 in (16.71) and use (16.65).)
Having discussed the introduced assumptions, let us turn to our method
itself.
In the weak formulation, the method of discretization in time leads to the
problem of finding such functions
ZjeV, j = l,...,p,'°) (16.73)
{iv,^j))+Uv,Zj-Zj_,) = {v,f) VreF (16.74)

h
are satisfied, with
z„ = 0 (16.75)
Consider, first, / = 1 and construct on V the functional H^ as follows:
WiM = Fu + — j u^ dx - j fu dx , (16.76)
where F is the functional from assumption (ii) satisfying thus

F'{v, ii) = {{v, u)) Vy, u 6 F . (16.77)
The functional F is defined on the whole V. It follows from (16.76) that
the same holds for the functional / / j . Further,
H\[v, u) = F'[v, u) -\— t)u dx — vfdx =

t^Jo JG
= {{v,u)) + l{v,u)-{v,f), (16.78)

h
H';{v, w, u) = F"{v, w, u) + - {v, w). (16.79)
/)
'°) The notation of Chap. 11 is preserved.
Now, according to the assumption, the functional F has all the properties
2 ) - 4 ) from Remark 16.2. Since l//i > 0 is fixed, it follows from (16.79)
that the same holds for the functional Hi. Moreover, by (16.79) we have
H';{v, V, u) = F"{v, V, u) + i (v, v) ^ c\\v\\y Vu, u e F (16.80)

h
in consequence of (16.66) and /) > 0. Further, putting M = 0 in (16.78),
we obtain
H[{v,0)= -iv,f),
and it is a bounded hnear functional on F(see p. 314).
Thus, the functional H^ satisfies all the assumptions of Lemma 16.1,
p. 312. It follows that there exists precisely one function z^ e Ffor which
H\{v, zj) = {{v, z,)) + \ {v, z,) - (vj) = 0 \/VEV (16.81)

h
holds. Thus, there exists exactly one z^ e Fsatisfying (16.74) for j = 1.
For j = 2, we consider the functional

1
/7,M = Fu + u^dx ~ \ [- 2i +f\u dx (16.82)
2h
and come, in an entirely similar way as above (noting that
ir, +/eL,(G)),
/?
to the conclusion that there exists precisely one Z2£V for which (16.74)
is satisfied if j = 2, etc.
Having found the functions Zj(x) (j — \,..., p) and defining
Z.(x) = lM^ll^M^ J = 1,...,P, (16.83)

h
we can construct, similarly as in Chapter 11, the Rothe function t/i(x, t),
or ifi(/), if considered as an abstract function from / = [O, T'] into V,
318 Chapter 16
in the following way:

Mi(0 = zj_, + Zj. {t - f,._i) in /,. = [tj_i, tj] , (16.84)
;• = 1 , . . . , p.
Similarly, the "step functions"

zi for f = 0,
"i(0= x (16.85)
'^"^zj for f e / , . = (?;_!, t^.],
Zy for t = 0,
t/i(0 = ( (16.86)
Zj- for telj,
j = 1, ..., p, are defined in /.
If the division d„ of the interval I into 2 " " ^ subintervals of lengths

h„= Tj{2"~^p) is considered, with points of division t" = jh„, we find,
in quite a similar way as above, the functions
z^jsV, j = U...,2'''p, (16.87)
{{v, z;)) + 1 (z; - z;_ i) = {v, f) V. 6 K, (16.88)
with
zS = 0 . (16.89)
Denoting
Z;(x) = ^ f c l z i i l ^ l M , (16.90)
we construct the functions u„{t), u„(t), U„{t), defined in I by

«„(0 = z:;_, + z ; . ( f - r ; _ o in /," = K-i,f"], (16.91)
z"i for r= 0
«„(0 = ( (16.92)
^z; for i 6 / ; = (i;_i,f,"].
Z\ for ?= 0
(7„(0 =. ( (16.93)
^Z; for tel),
To be able to say something on the properties of sequences of these

functions we have to derive some apriori estimates.
Consider the first of the integral identities (16.74) and put v = z^. We
obtain
((zi,z0) + | ( z i , z i ) = ( z i , / ) . (16.94)
n
Now, ((zi, zi)) ^ 0 by (16.72). Thus,
or, taking (16.83) and (16.75) into account,
l|2iNi/||. (16.95)
Subtracting from (16.74) the same integral identity written fory — 1 (j ^ 2)

and inserting v = Zj — Zjî, one gets
((Z; - Z,--l, Z;)) - {{Zj - Zj_„Zj.l)) +
+ 7 (-'; - 2y-i. zy " ^j-i - ^y-i + ^j-z) = 0• (16.96)

n
Now,
ii^J - ^j-u z;)) - ((z, - z , _ „ z,_0) ^ 0 (16.97)
by (16.71) written for
« = Z;_i, t) = ZJ. - Z;_i .11)
Thus, dividing by /i, (16.96) yields
(z,,z,-z,_oô.
11) It is seen from the preceding text (as well as from the following one) that monotony
of the form {{v, u)) (implied by (16.66)) and the property 4) from Remark 16.2 play an
essential role in the whole theory. This is the case in more general problems (where,
for example, a Banach space is investigated instead of a Hilbert space considered here).
320 Chapter 16
from where
||Z;|| ^ ||Z,_i||, j = 2,...,p. (16.98)
Consequently,
||Z,|| ^ | | / | | , .7 = 1,..., p., (16.99)
by (16.95).
It follows immediately (we have ZQ = O) that
|jz,||^/<||Z,i+...+ |Z,ll)^;/,||/|i^T||/||. (16.100)
Finally, putting v = Zj into (16.74), we obtain
and, by (16.72), (16.99), (16.100),

c||z,||^^((z„z,))^||z,|||!Z,|| + ||z,i||/j|,
z Ji\y < '2^^ i/i . (16.101)

c
The estimates (16.99) —(16.101), being independent of h, remain valid
for every division r/„. This means that
||z,"|| S r||/!| = c, , (16.102)
2T\
M\y^^(jj\\f\\ = c,, (16.103)
^ ||z;|i ^ 11/11 = C3 . (16.104)
By definition of the functions (16.9l)-(16.93),^^) it follows that
\\u„{t)\\ ^c,, ' (16.105)
lu„{t)\\y S C2 , (16.106)
\\0M ^ c, (16.107)
holds for all n and t e /.
^•^) Note that the function (16.91) is piecewise linear in t and assumes the "values"
z" at the points t" of division.
In particular, the sequence {u„} is uniformly bounded in L2(/, V). Thus,

a subsequence can be found such that
u„^-û in L2{1,V). (16.108)
In the usual way (see Chapter 11) we then get that, at the same time,
u„^û in L2{I,V). (16.109)
By a proper choice of {«^} it is even possible to obtain that
u„,->« in C(/,L2(G)).'^) (16.110)
A simple computation (utilizing the uniform boundedness of ||2"||) then
gives
u„^-* u in L2(G) uniformly in / . (16.111)
Moreover, the functions U„{t) being uniformly bounded in £2(1, -^2(6)), the
sequence {/i^} can be chosen in such a way that
U„^-Û in L2(/,L2(G)). (16.112)
The same argumentation as in Chap. 11 leads to the conclusion that
u{t)= j t/(T)dT (16.113)
and
U = u' in L2(L L2(G)). (16.114)
Consequently,
u eAC{l,L2{G)), (16.115)
M'6 L2(/, L2(G)), (16.116)
t/(0) = 0 in C{I,L2{G)). (16.117)
Now, let i;(f) be an arbitrary function from £2(7, V). Let us define the
abstract function / from I into L2(G) by
f{t)==f Vie/. (16.118)
^^) See Remark 11.2, p. 216. Compactness of the identity mapping from Kinto L2(G}
is applied here as well as equicontinuity of the functions «„(r)in C(I, Z,2(<?))-
322 Chapter 16
Noting (16.74) and taking (16.92), (16.93) into account, we can write
{{v{t), u„(f))) + (lit), C7„(f)) = {v{t),f{t)) for (almost) all

<e[0, T]. (16.119)
In particular, for the considered subsequence we get
{{v{t),u„St))) + ivit)),U„M = «t)Jit))

for almost all t e [0, T ] . (16.120)
Integration between / = 0 and t = T yields
[\m> um d^ + fV(o. v„j,t)) dt = \\v{t),f{t)) At. -)

Jo Jo Jo
(16.121)
F o r n^ - • 00,
{v{t), U„St)) dt -> [ {v{t), u'{t)) dt (16.122)

Jo Jo
o n base of (16.112), (16.114). In what follows, we prove that
f {{v{t), «„,(())) dr -> [\{v{t), u{t))) dt \/v 6 L2{I, V).'') (16.123)

Jo Jo
To this aim, let us consider, first, the equality (16.120), vahd for almost
all t e I. Choose a fixed t e I, for which this equality is fulfilled, and put
V = u„^[t) — «(/). We obtain (omitting to write t, for simplicity)
{ « - ", " J ) = « - " , / ) - («„. - «, UJ . (16.124)
^*) A question may arise concerning the existence of the first integral in (16.121).
However, this existence can be easily established: For n fixed, «„(/) is a step function
in L2U, V)- If v(t) is a step function too, then the considered integral is well defined.
Now, for every ue Vfixed, ((y, u)) is a linear (bounded) functional in V. Moreover,
the step functions form a set dense in L2U, V) (cf. the set A^ applied in Chap. 11, p. 209).
In this way, the existence of the first integral in (16.121) is ensured. For the two re-
maining integrals this fact is obvious.
* ^) Existence of the second of the considered integrals can be established without dif-
ficulties using step functions as in Footnote 14. (The so-called Minty trick can also be
applied to prove (16.123).)
Now
\Uj gcj V«6 7. (16.125)
u,,^ -+ II in 1.2(0) uniformly in / (16.126)
according to (16.107) and (16.111). Thus
{u„^ — u, f) — (u„^ — u, {7„J ->• 0 uniformly for almost all

tel. (16.127)
Consequently
•r
I ( ( < ( 0 - u{t), u„^{t))) dt-^0 for n, CO . (16.128)
Further,
u„^ -- u in L2{I, V) (16.129)
by (16.108), so that
((M„Jr) - u{t), u{t))) dt-^0 for n, - 03 . (16.130)

Jo
Thus
['(("-.-.(0 - "(0. "niO)) d' - f ^(("«.(0 - <t), u{t))) dt -. 0

Jo Jo
for /jj -> CO . (16.131)
Now, according to (16.34), we have
{{v, u + z))- ((r, u)) = I F"{v, 2,u + Tz) dr . (16.132)
Inserting v = z = u„^{t) — u{t) we obtain (omitting the argument t again)
(("«. - "' <)) - (("n. - «>")) =
F"{u„^ - u,u„^- u,u + x{u„^ - u)) dx ^
(16.133)
= "-irik "iiv'
324 Chapter 16
by (16.66). Consequently,
r{(u„Xt) - U(0, < m At - {\{ujt) - U{t), U{t))) dt ^

Jo Jo
\\u„J^t) - u{t)\\l At. (16.134)
(16.131) and (16.134) then imply

u„^ -» u in Lîl, V) (16.135)
(strongly).
Now, on base of uniform boundedness of ||u„(<)||p. (see (16.106)) and
of (16.108) it is easily shown that the norms of |ju(()j|p, are uniformly bounded
for almost all tel}^) Thus (16.32) can be applied, yielding for a fixed
{{v{t), u J O ) ) - m), u{t))) =
F"{v{t), u„St) - u{t), u{t) + x{u„St) - u(f))) dt ^
SC\\v{t)\\y\u„St)-u{t)\\y (16.136)
for almost all tel. Thus
\\{v{t),u„St)))At-[\{y{t),umdt <
Jo Jo
= ^^ll'^lkza.n il"nfc - «||L,(/.K) -> 0 for "k -* °o (16.137)

Hereby, (16.123) is proved.
Thus the limit process in (16.121) leads to the integral identity
\\{v{ti u{t))) dt + fivit), u'it)) dt = Cititim dt

Jo Jo Jo
VJ; e L2(I, V). (16.138)
16
) One shows that u e L„{I, V), see Chapter 21, p. 431.
Summarizing, we have for the function ii(t):
ueL2{l,V), (16.139)
ueAC{l,L2{G)), (16.140)
u'e Lîl, L,{G)), (16.141)
u(0) = 0 in C{I, L2(G)), (16.142)
C{{v{t),u{t)))dt + {\v{t),u'{t))dt = \\v{t),f{t))dt

Jo Jo Jo
^veL2{l,V) (16.143)
is fulfilled.
DEFINITION 16.1 A function u{t) satisfying (16.139)-(16.143) is called

the weak solution of the problem (16.1) —(16.4).
U n i q u e n e s s : Let two weak solutions of the problem exist. Then their

diff'erence
u{t) = M(2)(r) _ „(!)(;) (16.144)
has the properties (16.139)~(16.142) and satisfies
!\{v{t), u^^\t)))dt - \\{v{t), u<^\t))) dt + \\uit), «'(0) dt = 0

Jo Jo Jo
yveL2{l,V). (16.145)
Let a e J be arbitrary. Choose, for v(t), the function defined in I by
u{t) for te[0,a'],

v{t) = (^ (16.146)
^ 0 for te {a, T] .
Obviously,
veL2{l,V). (16.147)
326 Chapter 16
Now,
'\{v{t),u<->{t)))dt - C{{v{t),u<'\t)))dt =^ ["[(("^^'(0-

Jo Jo Jo
- u'''(f), u^'\t})) - ({u^'\t) - u^'\t), u<^'(0))] d« ^ 0 (16.148)
in consequence of (16.71), and
'\vit), u'{t))dt = r{u{t), uXt))dt = i||u(a)P - 4|j«(0)P '') =

Jo Jo
= i\Ha)V (16.149)
because of (16.142). From (16.145), (16.148) and (16.149) we obtain
u(a) =i 0 in L2{G).
The point ae Tbeing chosen arbitrarily, we have
M(0 = O in C{I,L2{G)), (16.150)
Unicity imphes, in the usual way (see Remark 11.1, p. 215), that not
only the subsequence {M„,(/)} but the entire sequence {«„(?)} converges to
u{t) weakly in LzQ, V), and strongly in C(l, L2{G)).
Consequently, we can state the following theorem:
THEOREM 16.1. Let G be a bounded domain in Ef^ with a Lipschitz

boundary F. Consider the nonlinear parabolic problem (16.1) —(16.4).
Let the space V and the form {(v, tij) corresponding to the elliptic problem
(16.5) —(16.7) in the sense (16.9), (16.10) be given, and let the assumptions
(i) —(v)(pp. 314,315) be satisfied. Then there exists exactly one weak solution
of the given problem in the sense of Definition 16.1. This solution is the
weak limit, in L2(l, V) and the strong limit, in C{l, L2(G)), of the sequence
(16.91).
1^) (16.140) is applied here.

REMARK 16.6. Regularity questions "with respect to .v" discused in Chap.

12 can be treated similarly — at least in the first step — using well-known
properties of the solutions of nonhnear elliptic problems inside the domain
G. See, e.g., the paper [16] by J. Kacur and A. Wawruch.
REMARK 16.7. The existence of a weak solution for the case of nonhomo-
geneous initial conditions can be derived similarly, provided that the initial
function UQ{X) (and other data of the problem, if needed) are sufficiently
smooth. Thanks to the monotony of the form ((v, «)), continuous depen-
dence in L2(G) of the solution on the initial function UQ{X) can be easily
proved. By a limit process shown in Chap. 13 it is then possible to arrive
at the concept of a very weak solution for the case that MQ e ^2(0) only.
Such a problem (thus with an initial function UQ e L2{G)) is treated numeric-
ally in Chap. 5.
(c NUMERICAL SOLUTION OF ELLIPTIC PROBLEMS

GENERATED BY THE METHOD OF DISCRETIZATION
IN TIME. CONVERGENCE OF THE "RITZ-ROTHE" METHOD
The method of discretization in time reduces the solution of the given

parabolic problem to the solution of p elliptic problems. In practice, these
problems have to be solved approximately. In the linear case, the Ritz
method is well-known: Let
Vi,iu, ...,v„,... (16.151)
be a base in V. Choose a fixed s and consider the first s terms of this base.
Denote by F, the finite-dimensional subspace of the space V, spanned
by these 5 terms, i.e. the space of all Hnear combinations
tb^v, (16.152)
i=l
of these functions. If the considered problem is symmetric (and satisfies

further well-known assumptions) its solution minimizes, in V, a certain
functional. The Ritz method consists in minimizing this functional not
on V, but on the just mentioned subspace F,. A similar idea is followed
by the finite element method, etc. We show that this idea can be realized
in the nonlinear case as well.
328 Chapter 16
To be able to say something about convergence, in this case, let us consider

a sequence of complete subspaces V„ (not necessarily generated by a sequence
(16.151)) of the space Fwith the following property:
To every u 6 F there exist u„ 6 F„, n = 1, 2 , . . . , such that
lim||M - U„J|K = 0 . (16.153)
If (16.151) is a base in V, then the sequence of subspaces V^ mentioned

above, s = 1, 2 , . . . , possesses this property.
Now, recall Lemma 16.1, p. 312: Let F b e a Hilbert space, G a functional

on F satisfying the assumptions l) —5) from Remark 16.2, p. 308, while
G"{v, y, M) ^ c|jt)||^ Vy, UEV (16.154)
holds for a c > 0 independent of v, u. Then there exists exactly one UQE V
for which G assumes its minimum on V,
min Gu = GUQ , (16.155)
ueV
and precisely at that point we have

G'(i;, Mo) = 0 V u e F . (16.156)
Theorem 28.7 from [5] then yields:
LEMMA 16.2. Let the assumptions of Lemma 16.1 be fulfilled. Let {V„}
he a sequence of complete subspaces of V, satisfying (16.153). Then:
(i) there exists exactly one u„e V„ for which the functional G assumes
its minimum on V„,
min Gu = GM„ ; (16.157)
ueV„
(ii) limM„ = «o in V.'^) (16.158)

For Mo see (16.155).
^ ^) The simple applicability of Lemma 16.2 was one of the main reasons for the above
chosen conception of this chapter.
Lemma 16.1 was apphed to prove the existence of a unique z^ e F satis-

fying the integral identity (16.74),
((t;, z,)) + I {v, zj - z;_,) = (t., / ) Vu 6 V, (16.159)
assuming/, Zj_i e L2{G). There, the functional

1
H:U = FU + u^ dx [-zj_i+f\udx (16.160)
' 2/1 G
was used (see pp. 316 — 317 where the functional H j , / / , were investigated
in detail) satisfying all the assumptions of that lemma provided the functional
F satisfied the assumptions (i) —(v), pp. 314, 315. In that way, the unique
solvability of the problems (16.73), (16.74) was proved by (16.156) because
H'j{v, u) = {{v, «)) + i {v, u) - U i z;_i + A . (16.161)
While Lemma 16.1 ensures the existence of (unique) solutions of such

problems, Lemma 16.2 gives a numerical method of solving them appro-
ximately:
Let a sequence of complete subspaces V„, satisfying (16.153), be given.
For each of them there exists precisely one Zy_„ for which the functional Hj
assumes its minimum on this subspace, and moreover,
lim z,.,„ = Zj in V (16.162)
n->co
by (16.158). In particular if these subspaces are generated by the terms

of the base (16.151), a "modified" Ritz method is obtained the convergence
of which is ensured by (16.162).
REMARK 16.8. Thus, let us apply this method. Practically, this means
that we assume Zy ^ in the form (16.152), then put this sum for w into (16.160)
and look for the minimum of the so obtained function — let us denote it
briefly by
Hj{b„...,K)- (16.163)
on the set of vectors (foj,..., b^). This problem leads to the solution of the
330 Chapter 16
system
—^ = 0 , . . . , ^ = 0 . (16.164)
dbi dbs
Since this system is nonlinear its solution need not be simple. In this case,
the following procedure can be applied:
Choose
K...,b',) (16.165)
arbitrarily and minimize the function Hj(î, b^, •••, b°) of one variable
Ci (keeping b^, •••, b° fixed). Obtaining <^° in this way, minimize the func-
tion Hj{tu £,2, bl,..., b°) (keeping ^?, fo°,..., fe° fixed), etc. This iterative
process can be shown to be convergent provided the functional //, satisfies
the assumptions of Lemma 16.1. (See [5].)
This approach was chosen in the numerical solution of the example
treated in Chap. 5.
REMARK 16.9. (Convergence of the "Ritz-Rothe" method.) Let us solve

the given parabolic problem by the method of discretization in time, and
let the just mentioned Ritz method (or any other method with similar
properties) be applied to the approximate solution of the obtained elliptic
problems.
The functional Hi attains, on V, its minimum at the point Zj. Assume
the Ritz approximation of Zj in the form
16,,..,, (16.166)
i= 1
thus choosing the subspace Fj.. On this subspace, a unique minimum is

attained (see Lemma 16.2, (i)) at the point Zj j . . To simplify the notation,
let us denote this point by z*. Put z* instead of z^ into the functional H2.
Denote the thus obtained functional by ^2- On V, this functional attains
its minimum at a point Zj (different from Zj, in general) while on the sub-
space Fj,, thus assuming the Ritz approximation of Z2 in the form
S2
Vfe^^tv, (16.167)
•-1
at a point z*. Inserting z* into H^ instead of Zj, we obtain the functional

Hi with its minimum reached on Fat a point z^, and on V^^ at a point z*, etc.
In this way, the functions z*,..., z* are (uniquely) determined. Similarly
as to how was the Rothe function Ux{t), defined in / by
" i ( 0 = z;-i + - ' " / ' ' " ' {t - O-i) in ^- = [ 0 - 1 ' 0 ] .
/i
(16.168)
constructed on the basis of the functions Zj, let the function u*{t), defined
in I by
u t ( 0 = z*_, + i ^ ^ ( ^ - 0 - 0 in /,, (16.169)

h
be constructed on the basis of the functions z*.
The question is now natural how "close" is the function w*(f) to the weak
solution u(f) of the given problem. In what follows, we show that the norm
\\u{t) - u*{t)\\ (16.170)
can be made arbitrarily small, for all tel, if h is sufficiently small and
Si,.... Sp are sufficiently large. In such a case, we shall say, briefly, that
the Riiz-Rothe method is convergent for our problem.
Thus, let e > 0 be given. We have to show that
lu{t) - u*{t)\\ < E Wtel (16.171)
can be achieved.
According to Theorem 16.1, the sequence {u„{t)} of Rothe functions

converges, in C{l, ^-2(6)), to the weak solution u{t) of the given problem.
Thus, to e/2 a sufficiently fine division of the interval / — with step denoted
by h again, for the sake of simplicity — can be found such that
|M(0 - M I ( / ) | | < ~ Vfe/. (16.172)

332 Chapter 16
It remains to show that
\\u,{t)-ut{t)\\<'- We/ (16.173)
can be attained if S j , . . . , s^ are sufficiently large.

Because of the piecewise linearity in t of the functions u*(t) and Ui(t),
it is even sufficient to show that
\\zj - z*\\<- \/teI (16.174)
for all 7 = 1,..., p, can be achieved.
In virtue of the monotony of the form {{v, «)) (see (16.71), p. 315), we
can proceed in almost hterally the same way as in Chap. 14.
Denote
n = ^ , (16.175)
2p
where, as usual, p = Tjh. Choose s^ in (16.166) so large that
llzi - ztll ^ /;. (16.176)
According to Lemma 16.2, such a choice is possible. ^^)
Insert z* into H2 instead of z^. According to the above text, the obtained
functional H2 attains its minimum, in V, at a point Z2. For the function
Z2, the integral identity
{{v,S2)) + -iv,Z2-z*) = {v,f) yveV (16.177)
h
holds. Subtract this identity from the identity for the function Z2,
((i',Z2)) + - ( r , Z 2 - Z i ) = (!'>/) V r e F . (16.178)

h
^ ) It is even possible to achieve
(this even in the case that the iterative process mentioned in Remark 16.8 is applied).
We get, putting y = Z2 — Zj at the same time,
((Z2 - Z 2 , Z2)) - ((Z2 - Z2> Z 2 ) ) +
+ i (Z2 - Z2, Z2 - Z2 - (zi - zt)) = 0 . (16.179)

h
From (16.71), with
1; = Z2 - Z2 , u = Z2 ,
it follows that
((Z2 - Z2, Z 2 ) ) - ((Z2 - Z 2 , Z2)) ^ 0 .
Hence, by (16.179),
IIZ2-Z-2I ^ izj - z t l l ^ ^ . (16.180)
Choose S2 in (16.167) so large that
p2 - 4\\ ^ n • (16.181)
Then
IU2 - z*|| ^ In . (16.182)
In the same way as in (16.179) —(16.180), we deduce that
IIZ3-Z3II ^ ||z2 - z * | | <,2ri. (16.183)
Chosing S3 so large that
\\h-z%\\^r,, (16.184)
we obtain
JI23 _ z*|| = in , (16.185)
etc., till we find, finally, that
\\z^ - z*\\ ^ pn , (16.186)
if S4,..., Sp are sufficiently large.

334 Chapter 16
Thus, for J = I,..., p, we have
\\zj - z*\\ ^ pn = ~ (16.187)
which implies (16.173) and with (16.172) the required result (16.171).
According to what has been said above we can summarize the obtained
results briefly into the following
THEOREM 16.2. The Ritz-Rothe method is convergent for our problem.

Chapter 17
Integrodifferential Parabolic Problems
The method of discretization in time is well applicable to the solution

of integrodifferential parabolic equations of the form
~ + Au = I K{x, X, u{x, T)) dt + / ( x , t) in g = G x (0, T)

(17.1)
(with given initial and boundary conditions), or of equations with an integral
condition,
— + ^M = f{x, t, u{x, t), r{x, t)) in Q = G x (0, T), (17.2)

dt
r{x, t) = f{x, X, u{x, x), r{x, x)) d t . (17.3)
The motivation for such problems lies in different branches of physics,

in rheology, and especially in the theory of heat conduction when inner
heat sources are of special types. For example, equations (17.2), (17.3) are
encountered in the so-called problem of hydratational heat, where the
intensity of heat sources depends on the amount of heat already developed
(/ in (17.2) depends on r given by (17.3)). Typical examples of such problems
are given in Chaps. 6 and 7, including their numerical treatment.
The first steps dealing with the theoretical as well as numerical aspects of
these problems were undertaken in my seminar (A. Wohlmutova, F. Bubenik).
A more profound investigation of problems connected with equation (17.1)
and solved by the method of discretization in time can be found in [10].
This paper was taken as the basis for the conception of the present chapter.
335
336 Chapter 17
Questions concerning equation (17.2) with condition (17.3) will be treated

in Chap. 18.
Thus, let us consider the problem
du
+ û = K{x, T, u{x, T)) dt + / ( x ) ' ) in Q = G x {0, T),
dt Jo
(17.4)
u(x, 0) = 0 , (17.5)
BiU = 0 on rx(0, r), i = l,...,n, (17.6)
CiU = 0 on r X (0, r ) , i = 1,..., fc - A(. (17.7)
Here (as in the preceding chapters), G is a bounded domain in £^ with

a Lipschitz boundary T, ^ is a linear differential operator of order 2k
written formally as
A= 1 (-l)l'l7)'(fl,,(x)D^), (17.8)
with respect to this operator, the operators 6,-, C; satisfy conditions from
Chap. 2. (In particular, the operators JB,- are of the form (2.214), p. 53, and
satisfy (2.215).)
The bilinear form
{iv,u)) (17.9)
corresponding to the operator A and to the boundary operators B„ C,-

(i.e. corresponding to the problem
All = f in O,
B,M = 0 on r , ! = 1, ..., ju ,
CiU = 0 on r , i = 1, ..., k — n
*) The function/is assumed to depend on x only, in order that the idea of the method
be well visible on this more simple case. Extension of the obtained results to the case
f=f(x, t) makes no difficulties.
Integrodifferential Parabolic Problems 337
in the sense of Remark 2.15, p. 60) is assumed to be bounded in Pfj'X^)

and K-elliptic with
V = {v; V 6 H^2*X^)' ^'^ ~ ^ '^^ ^ ^n ^^^ sense of traces,

i = l,...,n}, (17.10)
i.e. positive constants K and a (independent of v, u) exist such that the
inequalities
|((i;, w))| Â:||(;||^^<.,(e) ||M||^^(„(G) for all t;, M e Wf >(G) ,

(17.11)
{{v, v)) ^ <x\\v\\^ for all veV (17.12)
are satisfied. Here, we write briefly
if V G K
Further,
feLîG); (17.13)
the kernel K{x, t, u) is Lipschitz continuous in the variables t and u- in th&
following sense:
!|X(x, t2, U2) - K{x, tu u,)\\ S C{\t2 ~h\ + 1|«2 - Mill), (17.14)
and it satisfies
tel = [0,T], ueV=>KeL2{G). (17.15)
Under these assumptions, Theorem 17.1, p. 352, will be derived which is
an existence theorem for the given problem and a convergence theorem for
the corresponding method of discretization in time.
REMARK 17.1. A simple computation shows that if the function K{x, t, u)

is Lipschitz continuous in t and u in the ordinary sense, then (17.14) is
fulfilled.
The condition (17.15) is fulfilled for every function of the form
K = c{x} + d{x) u
(with bounded measurable coefficients). However, this condition is more
338 Chapter 17
general. For example, if the given equation is of the fourth order (k = 2)

in three dimensions (AT = 3), then for the function
K = 1 + «•* (17.16)
(17.15) is fulfilled. In fact, the immersion theorems then imply
u e F=>H6 C{G)
so that the function (17.16) is even continuous in G, thus the more
K e L2{G).
On the practical verification of the discussed assumptions^) see Chap. 6.

Applying the method of discretization in time, the derivative dujdt in
(17.4) is replaced by a difference quotient and the integral by a sum. Then
we solve, successively for j = I,..., p, the following problems (with ZQ(X) =
s 0 according to (17.5)):
^'~ ^'-' + Azj = /,(Ko +Ky+ ...+Kj^,)+f (17.17)

h
(or, which is the same,
Azj + ^ = ^ i ^ + h{Ko + K,+ ...+Kj_,) +f), f 17.18)

h h
BiZjÔ on r, i = l,...,/i, (17.19)
CiZj = 0 on r, (• = 1, ..., fc - ^ . (17.20)
Here,
Xo(x) = K{x, 0, Zo(x)),
K,{x) = K{x, It, zi(x)),
Kj{x) =K{x,jh,Zj{x)),')
(17.21)
^) Note that boundedness of ||«|| is not assumed so that some preliminary investigations
or estimates are to be carried out frequently. See the quoted chapter.
^) We take
K{x, T, M(X, T)) dt = h K{x, 0, Zo{x)) = h Ko(x),

In the weak formulation, we have to find, successively for _/ = 1,..., p,

the functions
ZjeV, (17.22)
with
^0 = 0 , (17.23)
1
((i'' 2j) + 7 C*^' ^j - 2/-i) = % - K o + ... + Kjî) + {v,f)
h
Vre V (17.24)
(or, which is the same, the integral identities
{{''' ^j)) + 7 (^' ^j) = 7 (^' 2y-i) + K^' Ko + ...+ X,._i) + (vj)
h h
Vy e F ) . (17.25)
Note, first, that under the given assumptions each of the considered
problems has precisely one solution: Since the form ((f, w)) is bounded
and F-elliptic, so is the form
{{{v, «))) = ((r, u)) + 1 {v, u) (17.26)

h
for /! > 0 fixed (Lemma 3.1, p. 78). Further,/e L2(G),
ZQ = 0 => ZQ e V => ZQ e 1.2(G) and KQ e L2{G)
according to (17.15), so that
^Zo + hKo+feLîG)
/•2h
K(X, T, ti(x, T)) di = K{X, T, U{X, T)) dt +
Jo
X(x, T, M(X, T)) di = h K{x, 0, Zo(^)) + h K{x, h, 2i(x)) =--
= h Ko{x) + h Ki(x), etc.

340 Chapter 17
and there exists precisely one z^ e F satisfying (17.25) for 7" = 1. Similarly,
we have
zi e F=> zi 6 £2(0) and K^ e LîG),
so that
|zi +b{Ko+K,)+feL,{G),
h
and there exists precisely one Zj e F satisfying (17.25) fory = 2, etc.
In this way, the functions
Zi6F,...,z,6F (17.27)
are obtained. Thus we can construct, in a similar way as in Chapter 11,

the Rothe function Ui(t) = MI(X, t) defined in the intervals Ij = [<j-i, f;],
j = l,...,p, by
u,{t) = zj_, + 'J-'J-^ (t - r,_,) (17.28)

h
or by
Mi(0 = z,._i +Zj.{t-tj_,) (17.29)
with
Z.{x) = ^J^^hÎi^M . (17.30)
h
In the same way we get, for the divisions cl„, n = 2, 3 , . . . , with

h„ = h
jn-l'
the Rothe functions
Unit) = 2;_, + ^ ^ " ^ ^ - ^ (/ - r;_.) (17.31)
or
i/„(0 = z;.i + z ; . ( f - f ; _ o , (17.32)
Integrodiflferential Parabolic Problems 341
where
and z"(jc) are weak solutions of the analogues of the problems (17.22) to
(17.24)
Following the idea of Chap. 11, we show (for the precise formulation
of the results see Theorem 17.1, p. 352) that the sequence of Rothe functions
u„(i) is convergent in a certain sense and that its hmit u{t) is the solution
(in a weak sense) of the problem (17.4) —(17.7). Since many of the corres-
ponding investigations are similar to those carried out in detail in Chap. 11
we shall proceed slightly more rapidly, using some auxiliary results of the
quoted chapter.
To begin with, we derive an apriori estimate for the norms of the functions
Zj(x) in L2(G). This represents the fundamental step toward obtaining
apriori estimates needed for the proof of convergence mentioned above.
Consider the first of the integral identities (17.24). Put v = Z^. We get*)
||Zi|| ^ / i | K o | | + |i/i|. (17.33)
Subtracting the integral identity (17.24) written for j = 1 from itself written
for i = 2, we obtain
{{v, Z2 - z,)) + {v, Z,_ - Z,) = (r, /iKi) Vr e V, (17.34)
*) In the familiar manner, see Chap. 11: Zj = z-Jh, thus
((Zi,zi)) = -((zi,zi)):£ 0
h
by (17.12). Consequently,
( Z i , Z i ) ; g ( Z i , A ^ o + / ) = > | l Z i | | ^ \\hK^^-f\\
because
\{Z^,hK^+f)\-^ IIZJI llAiiTo +/II
by the Schwarz inequality.
342 Chapter 17
from where, putting v - Zj,

| | Z , i ^ | | Z i | | + /:||K,||. (17.35)
Similarly, we get
IZ3II ^ ||Z,!| + h\\K,\\ ,
(17.36)
||z,||^||z,_,|| + /.K._,|.
Adding up (17.33) and (17.35)-(17.36) yields
N I ^ I | / i + Hliô|! + 11^.11 +... + ||K;-.||). (17.37)
Now, by (17.14) (with ZQ = 0) we have
\\K4 ^ \\K4 + \\K, - KoW ^ \\K4 + c{h + \\z4) =
= |Xo|| + C/i(l + liZ.II),
\\K4 ^ \\Ko\\ + \\K, - A'oll ^ \\Ko\\ + C{2h + \\z4) ^
g \\K4 + ch (2 + I^^-::!^! + M] ^
\ h hJ
= |K!| + C/i(2+I|Z,|| + ||Z,||),
^ \\Ko\\ + Ch{j - 1 + ||Zi|| + ||Z,|| + ... + ||Z,_i||). (17.38)

Inserting these results into (17.37), we obtain
||Z,|| ^ ||/|i + j/i||A-o|| + Ch\\ + 2 + . . . + ; • - 1) +
+ Ch\{i - 1) 1|Z,!| + (; - 2) ||Z,|| + ... + ||Z,..,I|] . (17.39)
Now,
(;• - 1) /i < p/j = T
holds, etc. Thus, we have

||Z,|| ^ (ll/ll + TilKoll + CT^) +
+ Cr/,(||Zi|| + | Z , | | + . . . + ||Z,_,||). (17.40)
Using Remark 15.3, p. 286, we get, finally,
l|2;!l ^ ( i / | | + T||Ko|| + C r ^ ) e " ( ^ ' - ' " ' ^

= (ll/ll + TlKoW + CT')^"\ j = l,...,p. (17.41)
(17.41) is the desired apriori estimate for ||Zj||. Since this estimate is
independent of h it remains valid for every division d„, n — 1, 2 , . . . . Thus,
we have
I|Z;II^ (ll/ll + ^ l l ^ o | | + C r ^ ) e " ^ = c (17.42)
for all n = 1, 2 , . . . , and 1 g j ^ 2"~ V-
At the same time, because of ZQ = 0, (17.42) yields
ll-;NIN"ll + lk2--"ll + - + ||^-;--"-.ll =

= K{\Z\\\ + \\Zll + ... + ||ZJ_i|| g Tc. (17.43)
(17.43) and (17.42) express the uniform boundedness of ||z"|| and \\Z"\\,
thus independent of the considered division as well as of 7.
Further, (17.38) written in the form

||iC,|| ^ \\Ko\\ + Clij + \\Z,\\ + ||Z,|| + ... + ||Z,]|)
gives
\\Kj\\ ^ \\K4 + CT + CTc = c, (17.44)
and, similarly, for the division d„,
M ^ c, , (17.45)
where
K"j{x)=K{x,jh„,z%x)). (17.46)
(17.24) written for the division d„ reads
((r, z'})) + {v, Z;) = h{v, KI+...+ K-j^,) + {v,f)
Vre K.
(17.47)
Putting r = z", we get, using the F-ellipticity (17.12) of the form ((c, u))
and noting that ||z;| ^ ||z}||,,,
aWz^y S ((z;,z;)) ^ |!z,"||,[||Z,"|| + ||/|! + /,(|!K"O|| + ... +
344 Chapter 17
from where, by (17.42) and (17.45),
| | z ; | ! , - g i ( c + ll/ll + Tc,)^c,. (17.48)
Thus, \\K""\ and \\z"j\\y are uniformly bounded with respect to n and j
as well.
Now, each of the Rothe functions u„(t) —- u„{x, t) is piecewise linear

in ?; it follows, by a simple computation (cf. 11.122, p. 205), that
l|w„(t)||^. ^ max llz^ll^. ^ C2 ^tel, (17.49)

J
where the notation
/ = [0, r]
is used as above. Thus, the sequence of functions u„(t) is uniformly bounded
in Kfor all n and all t e I, and, the more, bounded in the space L2(/, V)-')
Consequently, a subsequence {w„^(f)} can be found converging weakly
in this space to a function u e 1.2(1, y),
u„^--u in L2{I,V). (17.50)
In the following text we show, in a similar manner as in Chap. 11, that

the function u{t) = u{x, t) is the required solution of our problem — in the
sense made precise in Theorem 17.1, p. 352.
Note that besides (17.50) it holds
u„f)û (strongly) in C(/, £2(0)) (17.51)
(see Remark 11.2, p. 216).
^) On this space see Chap. 11, p. 204.

*) Without loss of generality, the same indices rt/^ can be used. (Otherwise, a sub-
sequence of the sequence {rti^} would be considered in order to reach (17.50) and
(17.51) simultaneously. The same argumentation is used in what follows, without
remembering this fact again.)
Lei us define the "abstract step functions" Ujl) from / into ^2(0) by
Z"i for t = 0
Ht) = (
^ Z"j in the intervals ij = {fj.^, /;] , ./ = 1,... 2"- V ,
(17.52)
In consequence of (17.42), the norms |lL'„(t)|| are uniformly bounded with
respect to ;? and t, so that the sequence {U„(t)] is bounded in L2(/, L2(G)).
Thus, a subsequence {U„^(t)] (cf. Footnote 6) can be found converging
weakly, in this space, to a function U{t),
U„^Û in L,{1,L,{G)). (17.53)
Similarly as in Chap. 11, the function U(f) can be shown to satisfy
[JI
Jo
U{T) dr = u{t) (17.54)
^""^ U{t) = u'{t) in L^{I, L,{G)). (17.55)

From (17.55) and (17.54) it follows that
u e AC{1,1.2(0)) (17.56)
^"'^ tv(0) = 0 in C{I,L,{G))J) (17.57)
Summarizing the results obtained up to now, we can state: The weak
limit u{t) of the subsequence {u„{t)} is a function from L2(/, V). Thus for
almost all i 6 / we have u{t) e V. In that sense, the conditions (17.6) are sa-
tisfied. Moreover, (17.56), (17.57) holds; in this sense, the initial condition
(17.5) is fulfilled. Of fundamental importance is now to clarify in what
sense is the integrodifferential equation (17.4) satisfied.
To this aim, let us consider, first, the sequence {u„{t)} of abstract functions
from 1 into V defined by
z"i for / = 0
"„(0 = ( (17.58)
^z"j in 7; = ( f ; - i , t ; ] , 7 = i,...,2"-v.
' ) Or in AC(I, L.iG)), if required.

346 Chapter 17
Similarly as in Chap. 11 (p. 208), one proves that (17.50) imphes

<-« in L,{I,V). (17.59)
Further, denote by w„(t) the abstract functions from / into L2(G) defined by
^K"o for r = 0,
w„(0 = ( (17.60)
^ X;_ 1 in / ; = {fj_ „f}], ;• = 1, ..., 2"- V ,
and let
w{t) = w{x, t) = K{x, t, u{x, 0 ) , (17.61)
where u(t) ~ u{x, t) is the function (17.50). Since ue F for almost all t e I
we have, by (17.15),
we L2(G) for almost all te 1. (17.62)
We show, first, that
||w(/) - w„J/)|| < 8 for almost all tel (17.63)
if n, > no{ey)
For a fixed division d„^ and for an arbitrary t£l"\i we have, by (17.14),
KO - ^'nM = ll^(-^' ^ "(0) - ^Gv, ;•/,„,, zj")! g

<c{\t - jhj, + Ht) - ^Tl) ^ c[h„^ + l"(0 - "O"''-.)! +
+ \\u(jhj - zTU . (17.64)
Let £ > 0 be given. Denote
e
rj = — .
3C
Now, all the three terms in the last bracket in (17.64) can be made smaller
than rj for all n^ larger than a certain MQ: For the first term this fact is obvi-
ous, for the second it follows from (17.56) and for the third from (17.51).
In this way, (17.63) is proved. It follows, first, that
Urn w„Xt) =• w{t) in L2(G) for almost all tel. (17.65)
) I.e. for all sufficiently fine divisions of the interval /; here, w^ are indices from (17.50).
Moreover, since the functions w„{t) are simple functions (Chap. 11, p. 201)
from I into L2(G), (17.65), (17.63) imply that the function w[t) is Bochner
integrable as an abstract function from / into L2(C) (Chap. 11, p. 202).
Denote
Wit) IV(T) d t , (17.66)
H ; ( 0 = rvv„(T)dT, (17.67)
h„Kl for (= 0
\^„{t) = ( (17.68)
^hjKi + ... + K ; _ O in I-;.
(17.63) impHes, immediately, that
lim W„, = W in Lîl, L,{G)) .') (17.69)
From (17.67), (17.68) we get, for (s /",
W„{t) - W„{t) = f ''W„(T) dt + . . . + f ' "H~„(T) dt +

Jo J(j-2)ft„
+ [' H.„(T) dt - w„{t) = K{Ki + . . . + x;_2) +
+ [t - (j - 1) K] x;_, - KiK + ... + x;-.) = (t - jit„)K"j^ 1.

Thus, for t e 7" it holds that
In consequence of (17.69) and of the uniform boundedness of \\K"j\\, (17.70)

yields
lim W„^ = ly in Lîl, L,{G)).'°) (17.71)
' ) Even in C(I, LjiG)). However, this fact will not be exploited in what follows.
*°) Here, we cannot write "in C{I, LiiG))", because the functions W„^<,t) are not
continuous in /. Nevertheless, the convergence in L2{G) is uniform in /.
348 Chapter 17
Now, we are prepared to show in what sense is the equation (17.4)

satisfied.
Consider the integral identities (17.47) for the division cl„:

{{v,z;)) + (r,z;) = hXv,xs + ... + x;_o + (vj) v.e F.
(17.72)
Let v{t) be an arbitrary (fixed) abstract function from LjQ, V). Using the
notation (17.58), (17.52), (17.68) and defining the abstract function /(f)
from / into L2{G) by
/(f) = / Vfe/,
we can write (cf Chap. 11, Footnote 16, p. 212)

{(v, i7„)) + (v, U„) = {v, W„) + {v,f) for almost all f e / . (17.73)
Take into consideration the indices n^^ from (17.50) only and integrate^')
(17.73) with n replaced by Wj between the hmits f = 0 and f = T. We get
\\{v, »„j) df + {\v, t/„j df = \\v, »y„j df + [\v, f) df.

Jo Jo Jo Jo
(17.74)
Now,
veL2{l,V)^veL2{l,L2{G)).
Thus, (17.53), (17.55) imply
hm f {v, V„^) df = f {v, u') df. (17.75)

"k-** Jo Jo
Similarly, by (17.71) (where the convergence is even strong) we have
lim {v, ^„J d/ {v,W)dt, (17.76)

0 0
where
W{t) = f K{x, T, u{x, t)) d- (17.77)
by (17.66), (17.61).
' ' ) This is possible, cf. Chap. 11, p. 212.

Integrodiflferential Parabolic Problems 349
Finally, for v e L2{l, V) fixed,

r
{{v, u)) d(
is a bounded linear functional in L2{h VY^)- Thus,
liim {{v,i'nk)) {iv,u))dt (17.78)

"k ^•^ Jo
holds by (17.59). Consequently, for /1^ -> oo, (17.74) gives
»T I'T I'T I'T
{{v,u))dt+\ {v,ii')dt=\ {v,W)dt+ iv,f)dt. (17.79)
Jo Jo Jo Jo
The function v e L2{l, V) having been chosen arbitrarily, (17.79) holds
for every v e L2(/, V).
In this weak sense, equation (17.4) is fulfilled.
Thus, the function u{t) satisfies (see (17.50), (17.56), (17.55), (17.57))
u e Lîh V) n AC{l, LîG)), (17.80)

u'{t)sL2{l,L2{G)), (17.81)
M(0) = 0 in C{I, L2{G)) , (17.82)
'T f-T r-T
({v, u)) df + {v,u')dt= {v,W)dt+ {v,f)dt
0 Jo Jo
VveL2{I,V). (17.83)
Recall that the function W{t) is given by (17.77).
DEFINITION 17.1. A function u{t) satisfying (17.80)-(17.83) is called

a weak solution of tlie problem (17.4) —(17.7).
) The form ((v, u)) is bounded in V. For the details see Chap. 11, p. 213.
350 Chapter 17
U n i q u e n e s s : Let two weak solutions û(t), û(t) exist. Denote their

difference by
u{t) = û{t) - !«(?). (17.84)
We have to show that
u =0.1^)
By (17.80)-(17.83), u{t) satisfies
u e Lîl, V), (17.85)
u e AC{I, LîG)), (17.86)
u' € £,(/, LîG)), (17.87)
M(0) = 0 in C{I, L,{G)), (17.88)
•T /T
{(v, u)) dt + {v, u') dt =
0 Jo
[K{x, T, Û(T)) - K{x, r, 1U(T))] dt J dt Vy e £2(1, 1).
" ^ (17.89)
According to (17.14), we have, first,
!'[K{x,T,'u{^)) - K{x,T,h,{TM dr <

Jo I
^ f V(^. ^. '«W) - ^G^' ^. '"W)i dt 1*) ^
g ("CPH(T) - 'u(t)\\ dr = C r i u ( T ) | dr . (17.90)

Jo Jo
Let us divide the interval / into a finite number of subintervals of lengths
/, with / satisfying
Cf < i {I ^T). (17.91)
' ) More precisely, we have to show that « = 0 in LîG) for all t e I.

'•*) Weusethe well known property of the Bochner integral, HJQS'W drjl ^ Jo II^Wll
.dr. See, e.g., [6], p. 110.
IntegrodifFerential Parabolic Problems 351
The function «(r) belongs to C(/, L2(G)) so that the (real) function ||u(f)||
is continuous in / and the more in the interval [0, / ] . Consequently, ||M(0!|
attains its maximum on this interval at a certain point 4 e [0, /J,'^)
max \\u{t)\\ = j|«(^t)l| . (17.92)
te[0,U
Let us put, in (17.89),

u{t) for telO,U]
v(t) = (17.93)
0 for te{H,T).
Obviously, veL2{I,V). Thus, (17.89) is valid for this function, while
integrals between the limits 0 and T can be replaced by integrals between
the limits 0 and ^t.
F-ellipticity of the form ((r, u)) implies, first, that
i: ((((, M)) dtÔ.
Further, u e AC{l, £2(0)) so that (w(0) = 0 by (17.88))

(17.94)
r(M,u')df = i||<Oir- (17.95)
(17.90) yields
M, [K{x, T, û{z)) - K{x, T, Î((T))] dx\dt

) /
^ f '||u(Oil • {\K{X, T, 'U{X)) - K{x, T, 'U{T))] di dt <

Jo Jo
^ jVcoii • (c jjwt)ii dr) dr ^ c/îKoir (17.96)
From (17.89) (with T = 4 and i}{t) given by (17.93)) and (17.94)-(17.96),

it then follows that
iiKOf ^ cp\\uct)r, (17.97)

15
) This point need not be the only one in the interval [0, /], of course.
352 Chapter 17
from where, with regard to (17.91),
il"COil = 0 • (n.9E)
(17.92) then imphes
u{t) = 0 in LîG) V? G [0, /] . (17.99)
Performing the same consideration in the interval [/, 2/] with the function
u{t) for te[0,^t]
v(t) = (^ (17.100)
^0 for tE{^t,T],
where ^Ms a point at which \\u{t)l attains its maximum in the interval
[/, 2/], and using the just obtained result (17.99), we get
u{t) = 0 in L2(G) \/t e [/, 2/] . (17.101)
After a finite number of steps we thus come to the conclusion that
w(r) == 0 in L2(G) "itel, (17.102)
REMARK 17.2. The uniqueness just proved imphes that not only the se-
quence {M,„XO but the whole sequence {u„{t)} converges to the weak solu-
tion u{t), weakly in L2{l, V) and strongly in C(/, ^2(0)). See Chap. 11, Re-
marks 11.1 and 11.2, pp. 215-216.
Let us summarize the obtained results into the following theorem:
THEOREM 17.1. Let us consider the integrodifferential parabolic problem

(17.4)-(17.7),
du
+ Au = \ K{x, T, u{x, T)) dir + f{x) in O = G x (0, T ) ,
ct
•'° (17.103)
M(X, 0) = 0 , (17.104)
BiW = 0 on r x ( 0 , 7), i = !,...,;(, (17.105)
C,M = 0 on r x ( 0 , T), i = l,...,k - 1.1, (17.106)
where G is a bounded domain in E,^ with a Lipschitz boundary F, A is the

operator (17.8); / - [O, T].
Let the assumptions stated at the beginning of this chapter be fulfilled,
in particular, let the form ((u, «)), corresponding to the operator A and
to the boundary operators B^, C,-, be bounded and V-elliptic (see (17.11),
(17.12)), l e t / e L2(G), and let the function K[x, t, u) satisfy the conditions
(17.14), (17.15) (see Remark 17.1).
Then there exists precisely one weak solution u{t) of this problem
(Definition 17.1, p. 349). This solution is the weak limit in £2(7, V) and
the strong limit in C(/, £-2(0)) of the sequence of Rathe functions (17.31).
REMARK 17.3. [The Ritz-Rothe method, convergence.) Let the assump-

tions of Theorem 17.1 be fulfilled and let, moreover, the form ((r, u)) be
F-symmetric. Let us solve the elliptic problems (17.22) —(17.24) approxim-
ately, using the Ritz method (or a method with similar properties; we speak
briefly about the Ritz-Rothe method). Thus, let
t'„...,t;„,... (17.107)
be a base in V. (On Fsee (17.10), p. 337.) Let us assume an approximate
solution z* of the first of the problems (17.22) —(17.24) in the form
2t=t"uVi, (17.108)
1=1
where the coefficients a^j are to be determined by the Ritz method. The
number .s, being given, the function z* is unique.
Consider the second of the integral identities (17.24) (thus for j = 2)
and replace Zj, and Ki, by z*, and K*, respectively. Here,
K*ix) = K{x, h, z*{x)). (17.109)
Denote by
Z2GF (17.110)
the (unique) function satisfying the thus obtained integral identity
{(v, z,)) + I {v, z, - z*) = h{v.Ko + K*) + {v,f) Vre F .

h
(17.111),
354 Chapter 17
Let us assume an approximate solution z* of the problem (17.110), (17.111)

in the form
2*=-|a,,r,, (17.112)
i=l
where (s2 being fixed) a2i are found by the Ritz method again. Then insert
z*, K*, KI, where
Kt{x) = K{x, 2/1, z*(,x)), (17.113)
into (17.24), written for j = 3, instead of Zj, K^, K2, respectively, denote by
zêV (17.114)
the (unique) function satisfying the thus obtained integral identity
{{v, Z3)) + J {v, Z3 - zt) + h{v, Ko+Kt+ Kt) + {v, f) ^veV

h
(17.115)
and by z* its Ritz approximation
^-t^ziVi (17.116)
i=l
with S3 fixed, etc. In this way, we obtain the functions
zl...,z*. (17.117)
Thus, we can construct the so-called Ritz-Rothe function u*{t), defined

in the intervals Ij — [fj-i, iy] by
u\{i) = z*_i + i i : il--i {t - r,_0 , (17.118)

h
with z^ = ZQ = 0. This function is an analogue of the Rothe function
(17.28), defined in l^ by
«i(0 = ^ ; - i + ^ ^ ^ r ^ ( ' - 0 - 1 ) . (17.119)

h
J = 1 , •••, P -
We show that the weak solution u(t) = u(x, t) of the problem (17.4) to
(17.7) can be approximated, to arbitrary accuracy, by the function u*{t).
In detail, we show that e > 0 being given, the inequality
\\u{t) - u*{t)\\ < £ Vre7 (17.120)
can be satisfied if the numbers p, s^,..., Sp are sufficiently large.
In fact, from Theorem 17.1 it follows, first, that
\\u{t) - Mi(0|l < - "^'e/ (17.121)
can be reached if p is sufficiently large. Thus, it remains to show that it is

possible to find Sj, j = \,..., p, such that we shall have
lu,{t) - u*{t)\\< '^ ^tel. (17.122)
Since the functions uîf), uX{t) are piecewise Hnear in t, it is sufficient to show
that we are able to achieve
ll«i(0) - «t(0)ll = h - -n <\ Vj = I , . . . , p . (17.123)
Thus, let p be so large that (17.121) be fulfilled. Let ;; > 0 be given (to
be specified later). Choose Sj in (17.108) such that
Ijzi - z t l l ^r]. (17.124)
Such a choice is possible. Further, choose Sj so large that
1^2 - 22*11 ^ n (17.125)

holds, where Z2 is the solution of the problem (17.110), (17.111). Thus,
we have
1^2 - A\\ ^ |!z2 - Z2II + p2 - 411 ^ |lz2 - ^2! + n . (17.126)
Now, the function Zj satisfies the integral identity (17.111), the function Zj
satisfies
{{v, z^)) + I {v, z, - zi) = h{v,Ko + Xi) + {v,f) ^veV.
h
(17.127)
356 Chapter 17
Subtracting (17.111) from (17.127) we get
{{v, z, - z^)) + \ {v, {z2 - z,) - (zi - zX)) + h{v, K, - KX)

h
Vt'eF. (17.128)
Inserting v = Z2 — Z2 îid taking into account that
\\K, - K\\ = ||K(x, h, zO - K,{x, h, zt)\\ ^ C\\z, - zt|| ,
(17.129)
we obtain, in the usual way,
I--2 - h\\ g hi - ztll + h'CJz, - zf!! . (17.130)
The inequality (17.126) then yields
|z, - ztW S \\z, - ztll + h'C\\z, - zti + r, . (17.131)
Similarly, choosing 53 sufficiently large in order that
||z3 - z*|| g r] (17.132)
be fulfilled, we arrive, in the same way, at the inequality
||Z3 - Z*|| S I|Z3 - Z3i + ||Z3 - Z*i ^
S \\z2 - zM + /T^C(||zi - zti + !!-'2 - A\) + n . (17.133)
and, in general, at the inequality
+ /i^C(||zi-zt|| + ||z, - Z I I I + . . . +
+ I|z,_i-z*_J|) + ;,. (17.134)
Addition of the inequalities (17.124), (17.131), (17.133), ..., (17.134) yields
| z , - z ; | | g ^ + /i^C[(;-l)||z, - z t | l +
+(;-2)||z,-z*||+...+||z,_.-z^.||].
Now,
( ; - i ) ; i < T, ( ; - 2 ) ; j < T,...,h < T,
iQtegrodiflferential Parabolic Problems 357
so that, finally,
\\zj - z*\\ Sjl + hCT{\\z, - z*4 + \\Z2 - z1!| + ... +
+ ||z,_,-z*_,]|). (17.135)
Noting (17.124) and applying Remark 15.3, p. 286, we get
||z, - z*\\ S Pn e^^"-'" ^ Pil ^"', y/ = 1, ..., p . (17.136)
Thus, it is sufficient to choose
and then to fulfill (17.124), (17.125), (17.132), etc., to obtain (17.123).

Or, see (17.121), (17.122) and the related text to ensure the inequality
\\u{t) - u%t)\\ < e yte I. (17.138)
The obtained result can be briefly expressed by the following
THEOREM 17.2. The Ritz-Rothe method for the problem (17.4)-(17.7)

;.s convergent.
Chapter 18
A Problem with an Integral Condition
In this chapter, a parabolic problem with an integral condition, mentioned

in the foregoing chapter ("the problem of hydratational heat"), will be
treated:
— + Au= f{x, t, u{x, t), r{x, 0) in 6 = G x (O, T), (18.1)

dt
r{x, f) = r f{x, T, u{x, T), r{x, T)) d t , (18.2)
u{x, 0) = 0 , (18.3)
Biu = 0 on r X (0, 7"), i = l,...,fi, (18.4)
C,(M) = 0 on r X (0, T) , i - 1,..., fc - /(. (18.5)
As concerns the domain G, the operator A, the boundary operators B„ C,
and the bilinear form ((r, w)) corresponding to these operators (i.e. to the
elliptic problem
Au — f in G,
Bû = 0 on r . i = 1,...,/(,
C,« = 0 on r , i = 1, ...,/< — /(,
in the sense of Remark 2.15, p. 60) see the foregoing chapter.
Similarly as in that chapter, we shall assume that the form {{v, «)) is
bounded in W^^{G) and F-elliptic, i.e. that positive constants K and a
exist (independent of u, v) such that
\{{v, u))\ ^ Xii;||V.(^>(G) ll"IU.<^'(C) Vi;, u E W^'XG) (18.6)
358
and
{{v, v)) ^ o(\\v\\^ ^veV, (18.7)
where
V = {v; V 6 W^''\G), B,V = 0 on r in the sense of traces,
/=1,...,A']- (18-8)
(Here
stands for
if t; 6 V.)
As concerns the function / ( x , t, u, r), we shall assume that a constant
C > 0 exists such that
||/(.x, t2, U2, ra) - f{x, ti. Hi, ?-i)|| ^
^ C{\t2 - fi| + |i"2 - "ill + Ih - r.W) (18.9)
and that, moreover,
tel = lO,T], ue V, r e L2(G) =>fe L2(G). (18.10)
REMARK 18.1. To the assumptions (18.9), (18.10) a remark can be added

similar to Remark 17.1, p. 337. For an example see Chap. 7.
Applying the method of discretization in time, we divide the interval

/ = [0, T ] into p subintervals of lengths h = TJp, replace the derivative
dujdt by the corresponding difference quotient and the integral by a sum
(similarly as in the foregoing chapter). In this way, we come to the problems
^z, + i z , = i z , _ i + / , _ ! , (18.11)
h h
BiZj = 0 on r, i=l,...,ti, (18.12)
CiZj = 0 on r , i = 1, ..., /c - ,« , (18.13)
to be solved successively for j — 1,..., p, with
Zo(x) = 0 (18.14)
360 Chapter 18
(according to (18.3)) and

fj{x)=f(x,jh,zj{x),sj{x)), (18.15)
^.W = h[fo{x) + •••+ fj-ii^)] , ô(-v) ^ 0 . (18.16)
In the weak formulation, these problems read: To find, successively for
j = 1, ...,/>, such functions
ZjeV, (18.17)
with
zo = 0 , (18.18)
which fulfil the integral identities
{{v, z,)) + ^ {v, zj) = i {v, z,_.) + (.,/,_ 0 Vt; e V, (18.19)
the functions/j(x) and Sj(x) being given by (18.15), (18.16).

Each of these problems is uniquely solvable: Take, first,; = 1 in (18.19).
By (18.14), we have
ZQ e F , thus also ZQ e L2{G) .
Further, SQ e L2(G) according to (18.16), so that /o e L2(G) by (18.15) and
(18.10). So we have
- Zo + /o 6 L2(G) .
h
The form ((r, M)) being bounded and F-elliptic, the same holds for the form
{{{v,u))) = {{v,u)) + j{v,u) (18.20)

h
for every fixed /i > 0 (Lemma 3.1, p. 78). Consequently, there exists
precisely one z^ e F satisfying (18.19). At the same time,
s, =hfoeL2{G) (18.21)
by (18.16).
Similarly, for j = 2, we get
Zi E K (so that also z^ e U{G)) (18.22)
which gives, with (18.21),
so that
y =1 + A 6 LîG) ,
It
and there exists precisely one 22^ V satisfying (18.19). At the same time,
^^2 = / i ( / o + / i ) e L , ( G ) ,
etc.
Thus, it is possible to construct the (abstract) functions Ui(t), Ui{t) and
ri(r) defined in the interval
/ = [0, T] (18.23)
by
«i(0--;-!+ " ^ ^ = ^ 0 - 0 - 0 . (18.24)

h
or, defining
Z, =. i i ^ ' , (18,25)
h
by
u,{t) = Zj_,+{t~tj^,)Zj (18.26)
for 1 elj = [fj_i, fj], where tj — jb;
zi for t = 0
Slit) = ( (18.27)
^zj for telj=--{tj,utj],
Si for f = 0,
^'i(0 = { . (18-28)
Sj- for telj,
j = 1, • • . , p-
Similarly, taking the division d„ of the interval / into 2"~^p subintervals

of lengths h„ = Tl{2"'^p) (with points of division t" = jh„) we solve the
362 Chapter 18
problems of finding, successively for 7 = 1, ...,2"~^p, functions
z"jeV (18.29)
such that the integral identities
{{v, z;)) + 1 {v, 2;) = 1 {v, z-j.,) + ( r , / ; _ 0 V. 6 V (18.30)

K h„
be satisfied, with
zS = 0 , (18.31)
f]=f{^,jlrn,^"j,s]), (18.32)
s;=/T„(/o" + ... + / ; _ , ) , sS = 0 . (18.33)
Since these problems are uniquely solvable again, the abstract functions
u„{t), u„{t) and r„{t) can be defined in / similarly as before:
«„(0 = z;_, + i ^ ^ (t - t-;._,), (18.34)
or, denoting
n n
7" — i J-1
K
uli) = 2)_, ^.{i-f._,)Z] (18.35)
Nortel) = \t]_„f^,;
z\ for r = 0
x\(t) = ( (18.36)
^z; for tel] = (t)_„f;\,
for t = 0
(18.37)
for
7 = 1, •.., 2"-V.
To be able to say something about the behaviour of the sequences {M„(t)}.
{t/„(?)} and {/'„(')}> we derive some apriori estimates.
Putting V = z" into (18.30), written for j = 1, and taking (18.31) into
account we get
Ikii ^ '^«l|/oll •
Similarly, we obtain, putting v = z^ into (18.30) forj = 2, etc.,
HI ^ \\z"\\ + h„\\f4,
\\zl\\ ^ \\zl\\ + K\\f4 .
Upon addition, these inequalities yield

Iz-jl ^ Kilnl + ... + ||/;_i||), ;• = 1,...,2-V. (18.38)
At the same time, by (18.33) we have
i5,"||^/,„(!|/o"i+... + ||/;_,||). (18.39)
Now, according to (18.9),
ll/;-! ^ ||/o"|| + c{K +iîli + IKil), (18.40)
i/"l!î/o1+C(2/,„+|iz5!| + Ki|), (18.41)
etc., so that
IIz;I ^ /i„[ji|/o"|| + C/i„(l + . . . + ; • - 1 ) +
+ Cdl^lll + ... + h-;._4 + \\sl\\ +... + \\s%4)] , (18.42)
ll^;ll ^^«D1|/o"|l +C/i„(l + . . . + ; - l ) +
+ C(||z",|| + ... + |lz;_,|l + llsî + ... + ||5,"_,1|)] (18.43)
(forj = 1, ..., p).
Noting that
JK^ T, Chl{l + . . . + J - 1 ) ^ ^ ,
we can write
]|z;|| ^ fl + c/,„x\lN"ll + ll^"il). (18-44)
M^^ + cK'y:m\\ + is-i\\), (18.45)

1=1
364 Chapter 18
- ^ - . = r i / o i + ^ . (18.46)
Summing up and denoting

i-iil + !l^"i = ^ - ^ 0 , (18.47)
we get the inequalities
bj ^2a + 2Ch„ ^ fc; (18.48)

1=1
{j — 1,..., p), giving, in a well-known way,

bj ^ 2a e"^^^-""'" ^ t\ (18.49)
where
ci = 2a e^" . (18.50)
From (18.49) and (18.47), the uniform boundedness of ||2;|j, \\s"j\\ with
respect to n andj immediately follows:
\\z"j\\ ^ c, , (18.51)
\\sj\\ ^ ci . (18.52)
By (18.40), (18.41), etc., the same holds for | / ; | | :
||/;il ^ c, (18.53)
(where it is possible to take
^2 = ||/o|| +CT+2Ccr).
Further, (18.30) yields, for; = 1 (putting v = Zl = z\jh„)
llîli ^ i/o"l!- (18-54)
Subtracting (18.30), written for /' = 1, from the same identity written for
j = 2 and putting v = Z^, we get
iZ2l| ^ IZî + | | / ? - / o " | ! - (18.55)

Similarly, we obtain
\\zi\\ ^ \\zm + \\r, -r,\\, (18.56)
iK"!iîK"-iii + li/;-i-/;-2ii- (18.57)
The sum of (18.54)-(18.57) gives
llz;i^||/o"|+iVr-/."-ill- (18-58)
By (l8.9), we have the more
l|2;i! ^ | /o"|| + icih„ + \\z", - z^,|| + lis? - 5^,||) =

i=l
=• ll/oll +ich„(l + \\Z1\\ + l|/r_,|i) (18.59)

i= 1
(using (18.33)). Thus,

||z;l| ^ (||/o"|| + CT+ cTc^) + CK~Y llziP, (I8.6O)
J = l
7" I!
from where the uniform boundedness of |]Z"[j,
\\Z"A g c,, (18.61)
follows in a way similar to (18.49). From (18.30) and from the F-elhpticity
of the form ({v, u)) we then get, similarly as in the foregoing chapter, the
uniform boundedness of \\z",\\y ,
I-J!!''
(18.62)
It follows (cf. the preceding chapter) that the sequences {M„(0} ^^d
{f„{t)] are bounded in the spaces L2{l, V) and L2(l, L2{G)), respectively,
so that subsequences {u„^{t)] and {r„^{t)] can be chosen such that
u„, - u in L2{I, y) (18.63)
and
?„-/- in L2{I,L2iGy). (18.64)
Moreover, the sequence {u„^{t)] can be chosen in such a way that
u„^û in C{I,L2{G)). (18.65)
Tn what follows, we show that the pair of functions
u e L2{I, V), re L2{l, LiiG)) (18.66)
is the required solution of our problem (in the sense given in Theorem 18.1).
366 Chapter 18
Because many steps of the proof are similar to those from the preceding
chapter, we shall proceed more rapidly here, without explaining the details
once more.
First, (18.63) yields

u„^û in 1.2(1, V), (18.67)
where {«„(?)} is the sequence defined by (18.36). If we define, in /, a sequence
{UM by
Z"i for f= 0
U„(t) = ( (18.68)
^ Z"; for t e l-j = {fj_ 1, tj] , i = 1, ..., 2"- V ,
we conclude, as in the preceding chapters, that
U„^--u' in Lîl, LîG)).') (18.69)
Consequently,
u e AC{I, L2(G)) (18.70)
and
M(0) = 0 in C{I,L2{G))^). (18.71)
In this way, fundamental properties of the functions u{t), r(t) are derived.
In what follows, we show in which sense equations (18. l), (18.2) are ful-
filled. The crucial step consists in showing that the sequence {r„^{t)} con-
converges to the function r[t) not only weakly in L2(/, L2(G)), but even
strongly in L2(G), uniformly with respect to t el,
f„Jî) -> r{t) in £2(0) uniformly in / . (18.72)
To this aim, let us define the following functions (from / into ^2(6)):
n for t = 0,
m = ( (18.73)
^/; for tePjîtU^f;],
' ) Without loss of generality, the same indices tif^ can be chosen as in (18.63). The same
holds for selected sequences in the following text.
^) Or in AC{I, LîG)), if required.
/;• for / = 0 ,
m =( (18.74)
^/(.x,/, zj, s^) for r e / ; ,
i = 1, ...,2""V> where
/;=/(x,A,4s;), (18.75)
s) = /i„(/o + . . . + / ; _ , ) , ^0 = 0 , (18.76)
see (18.32), (18.33). Thus, the difference between the functions (18.73),
(18.74) consists only in the second argument (in (18.73) ih„ stands for t
in (18.74)).
The functions (18.73) are simple functions') from / into £2(0). Thus,
they are Bochner integrable in /. An easy computation leads to the result
that the same is true for the functions (18.74)."*) Consequently, we can define
ali)=[)lx)dx'). (18.78)
Let us choose an arbitrary t el and estimate the norm of the difference

«•„(() — r„(f). Note, firstly, that in consequence of (18.36), (18.37), the func-
tions /„(/) and f„{t) can be written for tel"m the form
m-f{x,iK,uXt),fn{t)), (18.79)
/„(/) = f{x, t, u„{t), Ut)) • (18-80)
For r = 0, we have
||a„(0) - r„(0)|| = /i„||/o"i ^ c,b„ . (18.81)
by (18.37), (18.78) and (18.53). Thus, let te{Q, T] be arbitrary. Let it lie
^) Seep. 201.
*) By (18.9), we have, for every t e I,
\\f„{t) - f„{t)\\ ^ Ch„ , (18.77)

etc.
' ) All the above introduced functions are defined quite intuitively: The functions
(18.73), (18.74) are "approximations" of the function/, (18.78) are "approximations"
of its integral.
368 Chapter 18
in an interval 7" = (f"_i, f"]. We have
lk«(0 - ^(011 = f/„(T)dT-.:' = r'/(x,T,Z^5';)dT + ...+

Jo Jo
'"i-1
+ /(X, T, z"_i,s"_i)dT +
<"i-2
+ I /(x, T, zl si) dr - /i„[/(x, 0,2o, s„) + ... +
+ f{x,ii-l)h„,zUus1-t)] g
^ r '||/(X, T, Z^l, S^) - /(X, /l„, Z-;, 5!;)|| dT + ... +
+ f' 'i|/(x,T,Zî,S?_i)-
Jt"i-2
- / ( x , (i - 1) /7„, z ^ i , 5^l)i dr + /i„||/o"|! +
+ f ||/(x, T, z;;, si) - /(X, /;i„, Z?, Sl)\\ dT +
J<"i-l
+ r ||/(x, ih„, z1, sll dr S

J(",-i
J ("
îCh'„+2c,K')^{CT+2c2)h„. (18.82)
Having in mind that

u ^
and denoting
{CT+2c,)r
(18.83)
we have iinally
(18.84)
^) Withe, from (18.53).

Now, it is easy to prove the uniform convergence of the sequence {f„^(t)}

mentioned above. To simplify the notation, let us write, for a moment,
r„{t), u„{t) instead of ?'„,(?), M„^(t), respectively.
Since the functions u„{t) are piecewise constant in /, the norm
attains its maximum in I. Denote

max ||t<„(() - i(„(0|| = u„„. (18.85)
(6/
From the uniform convergence (in L2(G)) of {«„(')} in the interval / (see
(18.65)), the same property follows for the sequence {u„{t)] by a simple
computation.^) Thus,
u^„ ->• 0 for m, n -y CO . (18.86)
Divide the interval I into subintervals of the same length /, choosing /
so small that
C/ < 1 . (18.87)
Consider the first one i.e. the interval [0, / ] . Because the functions r„(f)
are piecewise constant in this interval, the norm \\r„{t) — r^{t)\\ attains
its maximum there. Let this occur at a point /j e [0, Z]. Denote
max \\f„{t) - r,„(0|| = \\f„{h) " Uh)\\ = dV • (18.88)
(e[0,/]
At the point f = /^ we have:
rl' = WUh) - KM ^ \Hh) - <T„(/:)|| +
+ \K{li) - 'Uh)\\ + IHh) - ^4'i)ll • (18.89)
The sum of the first two terms does not exceed fei/2"~^ + kijl'"'^ according
to (18.84). Further,
lk„(/i) - ^„(/i)|i s (x, T, M„(T), f„(T)) -
- f{x, T, iiîr), f,„(T)|| dt S Ch{u„„ + rlV) (18.90)
^) We have
!"«(') - ""(Oil ^ '•'if^n

withcj from (18.61).
370 Chapter 18
by (18.9), (18.85), (18.88). Thus Qi S I),
' • - ^ ^1 ( ^ + ^ i ) + C'C"- + ' • - ) • (18-91)
from where (remembering (18.87))
'î~l+~^^ + C'"^'
Ji) <
1 - CI
= ^ i ( ^ + ^ ) + B,«„ (18.92)
Similarly, let
ril' = max ||r„(r) - r„(Oi = il^Ca) - ^'2) (18.93)

le[/,21]
We get
^ ||r„(/,) - t7„(/2)|| + \\aM2) - fM2)\\ +

+ hXl2) - cr„il2)\\ • (18.94)
Now,
\Hl2) - crîk)]] ^
< \\f{x, T, U„(T), f„(T)) - f{x, X, ujx), fjj:))} dx +
|j/(x, T, u„{x), f„{x)) - f{x, X, u^{x), r„{x))\\ dx ^
S Cl{u^„ + riV) + C/(M„„ + r^l'). (18.95)
Thus, taking into account (18.84) and (18.92) and denoting
A = /ci ( - ^ + ~ ) +
+ 2C/u„„ + CI Bi«.
L \2'""^ 2"~^
"^^^^^ A / I 1 \
•^
'^"^ - r r ^ - - ^ 4 ^ + _^) + ^^"- • ^''-''^
After a finite number of steps (depending on /, i.e. on C by (18.87)) we
come to the result that
r„„ = niax \\r„it) - r^{t)\\ S A ( ^ ^ + ^ ) + S"- • (18.97)
Now (see (18.86)), the right-hand side of (18.97) tends to zero for m, n -* co
independently of r e / and thus the same holds for r„„. This means that
{r„(f)} is a Cauchy sequence, and thus r„[t) -+ r{t) in L2(G) uniformly with
respect to f e /.
Because of our convention concerning the simplification of the notation,
we have finally the required result:
f„^{t) -^ r{t) in L2{G) uniformly in / .^) (18.98)

Having obtained this result, what follows is rather simple: The function
f{x, t, u, r) being given, we put for u and r the functions (18.63), (18.64).
Thus, we obtain the function
g{t) = g{x, t) = /(.x, t, u{x, t), r{x, t)). (18.99)
Since u e V and r e L2{G) for almost all f e / ' ) we have
g e L2{G) for almost all tel. (18.100)
Moreover, the function g{t), considered as an abstract function from /
into L 2 ( G ) , is Bochner integrable. This fact can be proved in a similar way
as the integrability of the function w{i) in the preceding chapter (p. 347;
we shall not go into the details here). Thus, the function
h{t) = j g{T)dr (18.101)
can be defined. Now, by (18.65), (18.98) and (18.9) we obtain immediately

f„^{t)->• g{t) in L2(G) uniformly in / , (18.102)
) We cannot speak about convergence in the space C(I, LjiG)) because the functions
?„ are not continuous in /.
^) As follows from (18.63), (18.64).
372 Chapter 18
and the more

(T„^{t)-* h{t) in L2{G) uniformly in / . (18.103)
Now,
^«.(0 - ^ . W -> 0 in L2{G) uniformly in / (18.104)
by (18.84), from where, by (18.98) and (18.103),
r{t) = I f{x, T, u{x, T), r(x, T)) dt (18.105)
holds in L2(G) for all t e I.

It follows that
r 6 C(/, L2(G)). (18.106)
Let us turn to the question in which sense equation (18.1) is fulfilled. Since
fj-i appears instead of/" in the integral identities (18.30), it is useful to
define the functions
0 for r= 0,
«„(;) = ( (18.107)
^z;_i for fe/;=j/;_i,f,"],
0 for t = 0,
K{t) = ( (18.108)
s;_ 1 for telj,
Jl for f = 0,
m = ( (18-109)
^/;_i for tel-j,
j = l,...,2"-\p.
From (18.65) and (18.98) we get, by an easy computation, that
M„^-+u , f'n^-* r in £2(0) uniformly in / . (18.110)
Since it is possible, for t e (0, T] (even for t e /), to write
m = f{x, 0 - 1) h„, «„(0, ^„(0), (18.111)

it follows immediately, by (18.9), that
f„^-^g in L2(C) uniformly in / . (18.112)
Let US write the integral identities (18.30) in the form

((.,z;)) + ( . , Z j ) = - ( t . , / ; _ 0 MveV. (18.113)
Let v{t) be an arbitrary function from L2(/, V). Recalling the definitions
of the functions u„{i), U„{t) and /„(f), we have, for almost all tel,
{{v{t), u„M + m UM - {<t)JM . (18.114)

Integrating^") between the hmits 0, Twe obtain
['((". (0> "«.(0)) di + fm UM df = f WO JJO) df •

Jo Jo Jo
(18.115)
Applying (18.67), (18.69) and (18.112) we get, with the same argumentation
as in Chap. 11, for «(. ->• oo
f {{v{t), u{t)) dt + [ {v{t), u'{t)) dt = f {v{t), g{t)) dt. (18.116)

Jo Jo Jo
Since the function veL2{l,V) was chosen arbitrarily, (18.116) holds
for all V e Lîl, V).
Let us summarize the properties of the functions (18.63), (18.64) proved

till now:
u e Lîh V) n AC{l, 12(6)), (18.117)
u'eL2{l,L2(G)), (18.118)
M(0) = 0 in C{I,L2{G)), (18.119)
r € C(/, L2(G)), (18.120)
'\(v{i), u{t))) dt + [\v{t), u'(0) dr = [\v{t), g{t)) dt

Jo Jo Jo
VDeL2(/, F ) , (18.121)
r{t) = j g{r) >

dx "it el, (18.122)
to ) This is possible. For the details see Chap. 11.

374 Chapter 18
where
g{t) = g(x, t) = f{x, t, u{x, t), r{x, t)) . (18.123)
DEFINITION 18.1. The pair of functions u{t) = u{x, t), r{t) = r(x, t)
satisfying (18.117) —(18.122) is called the weak solution of the problem
(18.1)-(18.5).
U n i q u e n e s s : Let
'u{t), V(0, (18.124)
û{t), ^r{t) (18.125)
be two weak solutions of the given problem; then their difference
1/(0 = 'u{t) - 'u{t), r{t) = V ( 0 - V(i) (18.126)
has the properties (18.117)-(18.120) and satisfies
I {{v, M)) dt + \ {v, u') dt = \ {vj{x, t, 2«, V) -

Jo Jo Jo
-f{x,t,'û,h))dt Vt;eL2(/, F ) , (18.127)
KO = f'[/(^'' ^. '"' 'O - /(^' ^' '«' ''•)] dt. (18.128)
Divide the interval / = [O, T] into subintervals of the same lengths d, with
ACd < 1 . (18.129)
Since the functions u{t), r(t) are continuous (as functions from / into 1.2(G))
on /, the norms |«(0||5 ||K')II attain their maxima on the interval [0, d],
max \\u{t)\\ = Uo , (18.130)

telO.d)
max |jr(t)|| = r^ . (18.131)

(e(0,il]
For |jw(')ii. let this maximum be attained at the point t = d^. For v in
(18.127), put the function

u{t) for ; e [ 0 , rf,],
v{t) = ( (18.132)
^0 for te{di,T].
It is actually a function from L2(/, V). Now, we have
\{v, u)) dt = f '((«, »)) dtÔ (18.133)

Jo Jo
by (18.7),
(D, u ' ) d ? = (M, w')df = i||u(Ji) (18.134)

Jo) J0
(because u e v4C(/, L2{0))),
[ (r,/(x, (, ^M, 'r) - f{x, t, 'u, 'r)) dt ^ f 'ii«(f)j| .

Jo Jo
. ||/(x, t, 'u, 'r) - f{x, t, 'u, V)i| dt S
1
Mo • C(MO + ro) dt = Cdi Uo(wo + '"o) • (18.135)
(18.127), (18.133), (18.134), (18.135) yield
lul g Cdi Ho(wo + ''o) ^ Cd Mo(wo + ''o) • (18.136)

At the same time it follows from (18.128) that
||r(0|| ^ Cd,{uo + ro) ^ Cd{uo + ro) (18.137)

holds for all t e [0, d] so that
To ^ Crf(uo + To) , (18.138)
from where
Cdup Mo
''o = : = — (18.139)
I - Cd 3
according to (18.129). Putting this result into (18.136), we obtain
H ^ Wo, (18.140)
376 Chapter 18
which yields
Mo=0, (18.141)
and
ro = 0 (18.142)
by (18.139). Thus,
u{t) = 0 , r(t) = 0 in [0, d] . (18.143)
Repeating this procedure for the interval [d, 2d] and using the just
obtained result (18.143), we get
u{t) = 0,' r{t) = 0 in [d, 2d] . (18.144)
After a finite number of steps we obtain
u(t)sO, r{t) = 0 in I. (18.145)
In this way, uniqueness of the weak solution is proved. Note that it implies
(cf. Remark 11.1, p. 215) the convergence of the entire sequences {«„(<)},
{r„{t)} in the corresponding spaces (thus, not only the convergence of the
subsequences {u„^{t)], {r„^{t)]).
Let us summarize the results obtained in this chapter into the following
theorem:
THEOREM 18.1. Let the problem (18.1)-(18.5) be given with the form
{{v, u)) satisfying the conditions (18.6), (18.7) of boundedness and V-ellip-
tictiy and with the function f(x, t, u, r) satisfying the conditions (18.9),
(18.10). Then there exists precisely one weak solution of this problem in
the sense of Definition 18.1. The function u(t) is the weak limit in Liif, V)
and the strong limit in C{l, L2(G)) of the Rothe sequence (18.34). The
function r{t) is the strong limit in ^2(0), uniformly with respect to t el, of
the sequence (18.37).
REMARK 18.2. {The Ritz-Rothe method.) If, in addition to the assumptions

of Theorem 18.1, the form [(v, u)) is F-symmetric,* the Rothe method (or
the finite-element method, etc.) can be applied for the approximate solution
of corresponding elliptic problems: Let
t-i, ...,y„, ... (18.146)
be a base in V. Let us consider the first of the problems (18.17)-(18.19)

and let us solve it approximately, assuming its approximate solution r*
in the form
m,
z* = Y.auVi, (18.147)
i=l
where the coefficients a^ are to be found by the Ritz method. Choosing

n)i fixed, the function z* is uniquely determined. Denote
ftix)=f{x,h,z*ix),s*{x)), (18.148)
where
s*{x) = s,{x) = hfoix). (18.149)
Insert z*, f* instead of Zj, / j into the second of the integral identities
(18.19) (thus written for 7 = 2). Then there exists exactly one function
zêV (18.150)
satisfying this identity,
{{v, Z2)) + J {v, z, - zt) = (vJt) Vt> e V. (18.151)

h
Let us assume an approximate solution 2* of the problem (18.150),
(18.151) in the form
mi
= T,a,,v,, (18.152)
where (m2 being fixed) the coefficients aji are to be found by the Ritz
method again. Having found them, denote
/*(x) = f{x, 2/1, z%x), s*{x)), (18.153)

where
slix) = h[fo{x) + ftix)] , (18.154)
put z*,/* instead of Zj, / j into the third of the integral identities (18.19),
thus satisfied by a unique function
heV,
378 Chapter IS
I.e.
{{v, Z3)) + i (v, 23 - 4 ) = {v,f*) V. e V. (18.155)
Find the Ritz approximation

mi
zt = l'hiVi (18.156)
of this function (choosing a fixed nj^), etc.

In this way, we obtain, successively, the functions z* as well as the func-
tions sj,j — I, ..., p, and we are able to construct the functions u*(t) and
r*(f), defined in the intervals Ij = [^j_i, tj] and Ij = {tj-i, f j , respecti-
vely, by
«t(0 = ^ ; - i + i ^ ^ {t - / ; - . ) , (18.157)
h
or
5* for f = 0,
f*=(^ (18.158)
^ s* for telj,
i — 1, ..., p. These functions are analogues of the functions (18.24), (18.28)
defined by
"i(') = 2 ; - , + ^ ^ ^ ^ - ^ ^ (f - r,.-i) in /,., (18.159)

h
sj for i = 0,
ri(0 = (" ^ (18.160)
Sy for t e IJ .
In what follows, we show that the functions u(i) and r(t) from Theorem
18.1 can be approximated to arbitrary accuracy by the function ii*(t) and
r*{t), respectively. More precisely: To every e > 0 is it possible to find
sufficiently large numbers p, m^,..., nip such that the inequalities
||w(/) - ut(Oi < £ "^tel, (18.161)

\\r{t) - f\{t)\\ <s ^tel (18.162)
hold.
In fact, in virtue of Theorem 18.1 it is possible, first, tofindto the number

sj2 such a (sufficiently large) number p that we have
\\u{t) - Hi(«)|| < - V i e / , (18.163)
|]r(f) - ri(f)[| < - V f 6 / . (18.164)
This p being found, it is then sufficient to prove that (sufficiently large)

numbers m^, .•.,m^ can be found such that
||"i(0 - w!(OII < - "^tel , (18.165)
||fi(0 -?r(f)|] < - V f e / . (18.166)
With regard to the form of the functions Ui{t), M*(t), ri(r), f\{t) it is even
sufficient to show that such numbers m^,..., nip can be found that the in-
equalities
II--, - z ; ] ! < ^ Vj = l , . . . , p , (18.167)
lis, - s*|| < - Vj = 1, ..., p (18.168)
be satisfied.
Let us choose ?/ > 0 (to be specified later). To this t] an Wi can be found
such that
||r, -z*\\^ri. (18.169)
Similarly, an nij can be found such that
1=2-41^^, (18.170)
where fj e I'is the function satisfying the integral identity (18.151), At the
same time, the function Zj e F satisfies
{{v,z,)) + Uv,z,-z,) = {v,f,) VreF. (18.171)

h
380 Chapter 18
{{v, Z2 - Z2)) + 7 {v, (z2 - Z2) - (zi - zf)) + {vJi - fi)

h
Vi;e V.
The choice v — Z2 — Z2 yields, in the usual way,
j|z,-z,iiîiz,-ztii + /»iA-/rii. 18.172)
Thus,
hi - 41 ^ hi - SJW + p2 - 4\\ ^
^ \\z, - z*\\ + h\\f, - f*\\ +n 18.173)
in virtue of (18.170).
Simiilarly, if m^ is chosen in such a way that
11^3 - Z3II ^ r, 18.174)

be satisfied, we obtain
||z3-Z*||^||z,-Z*i+/.||A-/*||+^, 18.175)
and, in general
|jz,-z*||^|!z,_,-z;_,||+/,||/,_,-y^^,|l + , , 18.176)
provided that nij is sufficiently large that

18.177)
Summation of (18.169), (18.173), (18.175),..., (18.176), gives
i z , - z * | ^ ; , + /Ki|A-/f|| +
.-||/2-/.*||+... + !|/,-X-/Ali). 18.178)
Now, according to (18.9), we have

11/, -/*|j^C(||z..- Zfi + 115,-5*1). 18.179)
Thus, (18.178) yields

||z, - z*!! <,jr, + hC[{\\z, - z*\\ + ... + !|z,_, - z*_, +
+ (|l5, - 5 r | | + . . . + ||5,_, - 5 * _ , I | ) ] . 18.180)
At the same time,
'j~'jw = ' i | ! ( / o + / i + ...+/,._ 0 -

- (/c + / i * + ••• + / ^ i ) l ! ^ hC[{\\z, - z*\\ + ... +
+ Zj_, - Z*_i|) + (||si - S\\ + ... + ||s,._i - S*_i|!)] .
18.181)
Let us denote
|!Z;-Z*|| + ||S,. -5*11 = h,. 18.182)
The sum of (18.180) and (18.181) then gives
h^ ^ pr] + IChTbi, j = l,...,p, 18.183)
yielding, in the usual way,

bj^pri^'^^J-'^'-^pne'^^, j = l,...,p. 18.184)
Thus, it is sufficient to take
j; < 18.185)
2pe^
to ensure (18.167), (18.168), i.e. to ensure (18.165), (18.166), and, taking
account of (18.163), (18.164), also (18.161), (18.162).
We express briefly this result in the following
THEOREM 18.2. The Ritz-Rothe method for the problem (I8.l)-(18.5)

is convergent.
Chapter 19
Hyperbolic Problems. Homogeneous Initial Conditions.
Existence and Convergence Theorem. Error Estimate.
a) EXISTENCE AND CONVERGENCE THEOREM
In this chapter, the following hyperbolic problem is treated by the method

of discretization in time:
- - + /4u = / in (2 = G X (0, r ) , (19.1)
u{x, 0) = 0 , (19.2)
— (x, 0) = 0 , (19.3)
BiU =0 on r X (0, r ) , i = 1, . . . , / ( , (19.4)

C,.M == 0 on rx(0, r), / = 1, ..., fe - / ( . (19.5)
Here (as usual) G is a bounded domain in Ejy with a Lipschitz boundary
r, Ais a linear differential operator of order 2k given formally by
A= Y. D^'Kc,,j{x)D'), (19.6)
\n.\j\sk
with respect to the operator A (in the sense of Chap. 2; in particular, the
operators H,- are of the form (2.214), p. 53, and satisfy (2.215)),/is a given
function.
As concerns the application of the method of discretization in time

to the solution of hyperbolic problems related, in particular, to questions
concerning error estimates, convergence of the so-called Ritz-Rothe method,
382
Hyperbolic Problems. Homogeneous Initial Conditions 383
etc., basic results have been obtained in my seminar ( see the papers [9j
by J. Streiblova and [11] by F. Bubenik). In [9] an existence and convergen-
ce theorem is derived for the problem (19.1) —(19.5) (or, more precisely,
for a slightly more special problem) and an interesting error estimate
obtained. However, this estimate is unefficient for "small" t. The reason
of this inefficiency lies in an improper choice of the "initial function"
z_i (see Remark 19.2, p. 385), thus in an inappropriate difference formula-
tion of the homogeneous initial conditions. Therefore, in [11] a slightly
different approach is chosen. Moreover, unhomogeneous initial conditions
and convergence of the "Ritz-Rothe" method are investigated there.
In this chapter, as well as in the next one, many ideas of the just quoted
works are utilized although the approach chosen here is rather different
in some directions.
A s s u m p t i o n s : The form ((r, u)) corresponding to the operator A and

to the boundary operator £,-, C,- (i.e. corresponding to the elliptic problem
Au = f in G,
Bill — 0 on r , j = 1, . . . , / ( ,
CjM = 0 on r, i = I, ..., k — 1.1
in the sense of Remark 2.15, p. 60) is assumed to be bounded in W^''^(G)
and K-elliptic, i.e. positive constants K and x (independent of u, v) exist
such that
|((i;, M))| g X!!i;||^,<.,(«) ||u|^,c..(G) Vi;, u s Wf >(G) , (19.7)

{{v, v)) ^ ix\\v\\^ \/veV. (19.8)
Here,
V = [v; V e 14'2'X^)' î'^ = 0 on r in the sense of traces,
i = l,...,/(} (19.9)
and
Mv (19.10)
is written briefly instead of
384 Chapter 19
if ve V. Moreover, in what follows the form [{v, u)) is assumed to be V-

symmetric for the sake of simplicity, i.e. satisfying
((f, M)) = ((M, V)) Vr, ueV. (19.11)
Under the given assumptions, a new scalar product on V is given by ((v, u))
generating a norm
IIÎIF (19.12)
equivalent with the norm (19.10). Let the new space, the elements of which
are the elements of the space Fand the scalar product on which is defined by
{v,u)y = {{v,u)), (19.13)
be denoted by V. In consequence of the equivalence of the norms (19.10),
(19.12), a sequence {v„] is convergent (or is a Cauchy sequence) in Fprecisely
if it is convergent (or is a Cauchy sequence) in V. This fact will often be used
in what follows without reminding it again.
In particular, V is complete, thus it is itself a Hilbert space.
Further,
feL,{G) (19.14)
is assumed.
REMARK 19.1. As concerns the case / = /(x, t), it does not represent
particular difficulties and is not considered here. Under some assumptions
concerning Lipschitz properties of / ( x , t) with respect to /, the whole
procedure described below can be applied. The corresponding calculations
are rather lengthy.
Applying the method of discretization in time to the problem (19.1) to

(19.5), we divide, similarly as in the preceding chapters, the interval
1 = [0, T] (19.15)
into p subintervals
^j = bj-utj'], ;• = l , . . . , p , (19.16)
of lengths h = Tjp (tj = jh) and replace the second derivative with respect
to t by the corresponding difference quotient. In this way, we obtain the

following problems, to be solved successively for7 = 1,..., p:
Azj + ^^^lzl-±-^l^ = / in G, (19.17)

h
B;Zj = 0 on r, i = l,...,n, (19.18)
CfZj = 0 on r , i = l,...,k - n. (19.19)
Or, in the weak formulation, the problems to find, successively for j = 1, ...
..., p, the functions
ZjeV,') (19.20)
((«> Z;)) + A ('^ ^J - 2z,-i + 2,-2) = {vj) Vi;e V, (19.21)

/)
or, which is the same, the integral identities
((^'> ^j)) + r, (^'. '^h = 7^ {^^ 2z,_, - z,_, + /rV) V. 6 V.

h Ir
(19.22)
Here, we choose, according to (19.2),
Zo(x) =. 0 , (19.23)
and, further,
z_,(x) = i/<^/(x). (19.24)
REMARK 19.2. The choice of z_i is very important for obtaining the
"right" order of convergence. It would seem natural to choose
z_i(x) = 0 (19.25)
to express the condition (19.3) in an appropriate difference form. This is
reahzed in [9] and leads to the same concept of a weak solution of the given
problem (thus with the same properties) as when choosing z_i(x) by
^) By (19.4).
386 Chapter 19
(19.24)). However, the order of convergence is lower for small t (see the
quoted work [9]) than the order obtained in the second section of this
chapter (p. 403), where (19.24) is appHed.^)
Each of the problems (19.20), (19.22) (with (19.23), (19.24)) is uniquely
solvable: Since the form ((t>, w)) is bounded and F-elliptic so is the form
(((.,«))) = ( ( . , u ) ) + ! ( . , « ) (19.26)
h
for every fixed /i > 0 (cf. Lemma 3.1, p. 78). Take / = 1 in (19.22). We have
feL2{G), so that
h
and there exists exactly one zêV satisfying (19.22), etc. Thus, we can
construct similar functions as in the preceding chapters (considered as
abstract functions from the interval / into For L2(G)):
" i ( 0 = z , - i + ^' ^'-' (t - 0_i) in /,. = [tj_„ f j ,

h
(19.27)
or, denoting
Z. = ?i ^J^ , (19.28)
h
«i(') = 2,-1 + Zj. (t - tj_,) in IJ ; (19.29)
Zi for t = 0,
"i(0 = ( ^ (19.30)
U,{t) = Zj_, + '^^^^^{t-tj^,) in /,, (19.31)

h
^) The motivation of (19.24) lies in simple considerations when solving the ordinary
differential equation
with the initial conditions

>'(0)=0, / ( 0 ) = 0
by the "implicit" Euler method.
or, denoting
(19.32)
h
17,(0 = Zj_, + sj. (t - lj_,) in /,. ; (19.33)
Zi for t = 0,
(7,(0 = ( (19.34)
^Z, in /,,
5, for t = 0,
Y,{t) = ( (19.35)
Sj m Ij,
j = l,...,p.
Similarly, choosing the division d„ of the interval / into 2"~ *p subintervals

of lengths h„ = Tj[2"~^p) (with points of division t" = jh„), we have
to find, successively for j =• 1,..., 2"~^p, the functions
z"jeV, (19.36)
((.,z;)) + l ( . , z ; - 2 z ; . , +z,"_,) = (t;,/) Vt'eF, (19.37)
or, which is the same, the identities
((^''-i)) + ~(^>^") = A('^-'2z;_, - z,"_, + h'f) WvsV,

••n 'n
(19.38)
with
4 = 0, (19.39)
z"-i =i/'„V. (19.40)
Each of these problems is uniquely solvable. Denoting
n n
(19.41)
K
•70 -70
(19.42)
388 Chapter 19
as above, we can define, in the interval / = [0, T], the abstract functions
uXi) = z''j_, + z).{t-fj_,) in /; = [r;_„r;], (19.43)

Zi for f = 0,
u„{t) = ( (19.44)
•-z) in /; = (r;_i,f:],
V„{t) = Z"j_, + s] . (t - f;_0 in /; , (19.45)
ZI for t = 0,
OXt) = ( (19.46)
^Z; in l"j,
s\ for f= 0,
F„(0 = ( (19.47)
s) in /;
;• = i,...,2"-V
To be able to describe the behaviour of the "Rothe sequence" («„(()} and
discuss the other sequences defined above we have to derive some apriori
estimates. These estimates will be derived for the division d^ with step h
and then easily generalized for the division i/„.
Taking (19.23), (19.24) into account and defining
z-2 = 2/iV, (19.48)

we can extend, first, the integral identities (18.21) by the identity
((r, zo)) + 1 (f, zo - 2z_i + z_,) = {vj) ^veV. (19.49)
Thus, in the notation (19.28), (19.32) we can write
((i;,z,.)) + (i;,s,.) = (t;,/) SveV, j = 0, 1,..., p . ^) (19.50)
^) When doing this, we can assume, if we wish, that the entire process does not start
with the initial functions ZQ{X), Z_^{X), but that it begins with the functions z_^{x),
z_2(x), which uniquely determine the function ZQ(X) = 0 from (19.49). This will
appear convenient below when deriving the estimates for \\sj\\ y and |15^||.
Let us define, further,
S.=='J^^, ; = l,...,p, (19.51)

h
or, for the division d„,
Z-2=2/i„7, (19.52)
S", ^ 'j-')-r ^ J = 1,..., r-'p . (19.53)

K
Choose an arbitrary j , 2 ^ j ^ p'^), and subtract the integral identity
(19.50) written for j — 1 from (19.50) written fory. Applying (19.28), we get
h{{v, Zj)) + (v, sj - s;_0 = 0 Vt; 6 F. (19.54)
Choose
v= Zj- Zj_i = hsj. (19.55)
Dividing by h, one obtains
{{ZJ - Zj_„ Z,)) + {sj, Sj - sj_,) = 0 . (19.56)
If then the symmetry of the form {{v, u)) (see (19.11)) with the notation
(19.12) are used, one can write
{{ZJ - Zjû Z,)) = i((Z,, ZJ)) + \{{Zj - Zjû ZJ - Z,_,)) -
-K(Z;-i,Z,_i)) ^ i l l Z , | ^ + i | | Z , - Z , _ i | | ^ - i | Z , _ i | | ^ (19.57)
Similarly,
(5,, s, - 5,_0 = ill^.f + iih; - ^y-if - ill V i i r

Thus, we get, by (19.56),
l|Z;||.^ + ||Z, - Z;-i||^ - iZ;-i||^ + ||5;|P + ||s, - Sj.,f -
- | | V i i r = 0. (19.58)
If we neglect the nonnegative terms \Zj — Zy_i||^, \&j — S/_iP, we obtain
INIr+||^;r^||Z;..i||^+||s,_,p. (19.59)
''•) The reason why ;' = 1 is excluded here will become clear in (19.55). (Under the only
assumption (19.14) we would not have Zj — Zj^j e Kfor all the considered/.)
390 Chapter 19
In this way we get, finally,
\N\v + hr ^ \\z4y + hV ^ j = 2,...,p. (19.60)

For the right-hand side of (19.60) we are able to give an estimate with
the aid of j|/j| only: Consider the integral identity (19.50) for7 = 1,
{(v, zi)) + I (t>, Z. - Zo) = (vj) Vr 6 V, (19.61)

h
and put V —- Zi = Zijh (because of ZQ = O). We obtain (multiplying by h)
h\{Z„ Z,)) + (Zi, Zi) = (Z„ Zo + hf), (19.62)
or, in virtue of
Zo = 0 , z_, = i / i y => Zo + hf= W, (19.63)
llîirîZiillWll, (19.64)
from where
\\Z4 ^_ ih\\f\\ . (19.65)
In (19.61), choose v = Z^ again and divide by h,
{{Z„ Z,)) + -^ (Z„ Z, - Zo) = ^ ( Z i , / ) .
or
S;llz,li!/|!- ("•««)
Taking into account that
h
and that (19.65) holds, we get, finally (multiplying (19.66) by two),
2\\z4^ + \\s,rîifr + ifr. (19.6?)
Thus, according to (19.60), we have
WÂv + ll^.-r ^ llfV (19-68)

for ally = ],..., p.
In this way, the desired estimates of the norms in V, or in L2{G), of the

difference quotients Zj, or Sj, "corresponding" to the derivatives dujdt,
or dûjdt^, are obtained, respectively.
In the following text, apriori estimates for the norms of higher difference
quotients will be derived, although they will be needed only in Section b)
when deriving an error estimate. In contrast to the preceding text, feV
is assumed here.
Dividing (19.54) by h, we get, using the notation of (19.51):

{{v, Zj)) + {v, Sj) = 0 Vt; e F . (19.69)
Subtracting the same integral identity, written for ./ — 1, and putting
' h
one obtains
{{sj - Sj_uSj)) + iSj,Sj -- s , - i ) = o (19.70)
In quite a similar manner as in which (19.59) has been obtained from
(19.56), the equahty (19.70) yields
and, finally,
||5,||^+|lS,rî5,|!^+|S,f, j = 2,...,p'). (19.72)
Let us try to estimate the right-hand side of (19.72) with the aid of ||/||^
only. We have, by (19.23), (19.24), (19.48),
-0=0, z_i = Ih'f, z_2 = 2hV, (19.73)
^) Here we use the "additional" integral identity (19.49), see Footnote 3 on p. 388.
392 Chapter 19
so that
So = =^^^~^--^ = f, (19.74)
si - / = si - So = hS, (19.75)
by (19.51), and
/i
Write the integral identity (19.50) for j = 1 in the form
((i;,zi)) + (r,5i - / ) = 0 ^veV, (19.77)
or, using (19.76) and (19.75), in the form
h'{{v, si - i / ) ) + h{v. Si) = 0 Vt; 6 F , (19.78)

and put
u = Si = ^ i - ^ . (19.79)
h
One obtains, dividing by /;,
((si - / , si - i / ) ) + (Si, Si) = 0 , (19.80)

or
((5i - / , s i - i / ) ) ^ 0 . (19.81)
Now, if we write
we get, by (19.81),
((^1 - if, s, - if)) ^ {{if, si - 1/)),
from where
IK - iflv ^ i\\f\\v , (19.82)

or, finally,
llîlk^ I1/||F- (19.83)

(19.80) and (19.82) then yield

iisir = i((s,-/,s,-i/))i^-
^ \iisi - if, s, - i/)) - ((i/, s, - i/))l g
^mv-my + my• ill/Ik == i||/!l^ (19.84)
From (19.72) it follows that
\\4v ^ \\f\\v S , (19.85)

IK II S< |I | /fl\||F \ M2 )
IPJII (19.86)
for all / = 1,..., p.
The estimates (19.68), (19.85), (19.86) do not depend on /;. Consequently,
they remain valid for an arbitrary division J„:
iz;i|r S ^ ll/ij , (19.87)
\\sj\\ ^^\\f\\, (19.88)
Mv ^.V(f)l|/|lr, (19.89)
ll^'"i ^MWfWv (19.90)
From (19.87) and (19.23) we then get
M\v ^ K{\\Z"Ay + ... + \\Z1\\y) g ^ Tii/ll . (19.91)
Note that the inequalities (19.87), (19.88), (19.91) have been obtained
under the assumption/e L2(G) only.
In consequence of the K-eliipticity of the form {(v, u)) and of the inequali-
ties \\z"j\\ ^ Wz^Wy, ||Z;;|| ^ |]Zj|j^-, (19.91) and (19.87) imply uniform boun-
dedness-(with respect to both n and j) of |z"|| and ||Z"||.
Having obtained these results, all what follows is similar to the para-
bolic case (see the preceding chapters):
Consider the functions u„, U„ and Y„ given by (19.44), (19.46) and (19.47),
p. 388, the first two as abstract functions from / into V (or V), the third as
an abstract function from I into L2(G). The estimates (19.91), (19.87), (19.88)
394 Chapter 19
imply that the sequences

{«„} and {t7„} (19.92)
are bounded in £2(7, F) (and, consequently, in L2{l, V)), while the sequence
{y„} (19.93)
is bounded in Ljf/, i-zC^))- It follows that subsequences
{"J' {On.}, {YJ (19.94)

can be found such that
«„, - M in £2(1, F ) , (19.95)
i7„,-^L' in L2{I,V), (19.96)
y„, -- y in Lîl, L2(G)). (19.97)
Similarly as in the preceding chapters, one finds that
(i) (19.95), (19.96) implies
u„,û in L2{I,V), (19.98)
and that
(ii) u{t) = I 1/(T) d i in L2{l, V). (19.99)
Jo
Similarly, we get
U„, - U in L2(/, F) => t/„, - L/ in 12(1, L2(G)) ^
^ t/„, -V [/ in L2(/, L2(G)) (19.100)
and
(iii) U{t)=\Y{r)dT in L2(/, L2(G)). (19.101)
Thus,
M 6>1C(/, F ) , (19.102)
M' 6 L2(/, F) n ^C(7, L2(G)) , (19.103)
«" e L2(/, L2(G)) , (19.104)
u(0) = 0 in C{I,V), (19.105)
u'(0) = 0 in C(/, L2(G)). (19.106)
At the same time, in virtue of (19.37) and (19.44), (19.47),
((.(0, Kim + m, Y,M = m, m) (19.107)

holds for every function v e L2{l, V) and for almost all t e [O, T]. Here,
/(f) is a function defined by
f(t) = f for every t e [0, T] .
Integrating (19.107) between t = 0 and t = T and passing to the limit

for «t —>• 00, we get
{{v{t), u{t))) dt + f (t-(0, u'W df = r iv{t),f{t)) dt (19.108)

0 Jo Jo
for every v e L2{I, V).
DEFINITION 19.1. A function u{t) satisfying (19.102)-(19.106) and

(19.108) is called a weak solution of the problem (I9.l)-(19.5).
In the preceding text, the existence of such a solution has been proved.
U n i q u e n e s s : Let two solutions Wi(f), «2(0 of the problem (19.1)-(19.5)

exist. Then their difference
u{t) = U2{t) - Ui(/) (19.109)
has the properties (19.102) —(19.106) and satisfies the integral identity
{{v{t), u{t))) dt + {v{t), u"{t)) dt = 0 Vt> E £2(7, V). (19.110)

0 Jo
We show that
u = 0 in C{I,V). (19.111)
Let a € / be arbitrary. In (19.110), choose for v(t) the function defined by
u'{t) for telO,a],

r(0 = ( (19.112)
^0 for t 6 (a, r ] .
396 Chapter 19
This is a function from L2(/, V). We get
!\{u'{t), u{t))) dt + r{u'{t), «"(0) di = 0 . (19.113)
Now, (19.102), (19.103) ensure that
I 0
{{u{t), u'{t)y) dt + \u'{t), u"{t))dt = i\\u{a)\\^ - i-i|u(0)||f +
+ i||u'(a)l|-ii"'(0)i.
0
(19.114)
(19.113), (19.114) and (19.105), (19.106) yield
\\u{a)\\^ + \\u'{a)l^ = 0, (19.115)
from where u{a) = 0 in K Since the function u{t) belongs to C(/, V) and
a e I is arbitrary, we have
w - 0 in C{I, V) (19.116)
Before stating an existence theorem, let us add the following remarks:
REMARK 19.3. Uniqueness of the weak solution implies, in the usual way,
that Hj can be replaced by n in (19.95) —(19.97), i.e. that not only the sub-
sequences {jJ„J, {t7„J, {y„J but the entire sequences {«„}, {L/„}, {Y„}
converge weakly to the corresponding functions w, U, Y in L2{l, V) or
£2(7, L2{G)). The same holds for the subsequences (u„,} and {U„^}.
REMARK 19.4. In the usual way again, one shows that

u„->u in C{I,L2{G)) (19.117)
(strongly). For the details see Remark 11.2, p. 216. Here, compactness
of the identical mapping from V into 1-2(0) is utihzed. On the other hand,
it does not follow immediately, in this way, that
M„ ->i( in C{I,V), (19.118)
U„-Û in C{hL2{G)). (19.119)
Nevertheless, the vahdity of (19.118), (19.119) can be established in another

way. Because the idea of the proof is similar to that of Remark 12.7, p. 243,
we shall not go into the details: First, one shows *) that constants Ci > 0,
Cj > 0 (independent on ii) exist such that
1, \\u„{t) -uXt)\\ydt^C,h„, (19.120)
rpXt)- U„{l)\\dt ^ C,h„. (19.121)
Now, from (19.37) and from the definition of the functions u„{t) and Y„(t),
it follows that
{{v{t), u„{t))) + m y„(0) = (K0> / ) (19.122)
holds for every v e L2{l, V) and for almost all t e I. Similarly, we have
{(v{t), uM) + {<t), Y„,{t) = {v{t),f). (19.123)
Subtracting and putting
v=U„-U„, (19.124)
we get
((«„ - M„„ V„ - U„)) + {U„ - [/„, 7„ - y„,) = 0 . (19.125)
Now,
tin - "m = "n- "m + ("« " "») + ("m " "m)
and ^
2 at
where at the points of division of the interval / one-sided derivatives are
to be understood, and similarly for the functions U„ — U^. Thus, we get,
by (19.125),
2 at 2 at
^ Ky{\\u„ - u„\\r + |u„ - ii^y) + K,{\\U„ - U„l +
+ ||L^„- U,„|)^). (19.126)
*) It follows immediately from the uniform boundedness of ||Z"|]j' and \\s"j\\.
' ) In consequence of the uniform boundedness of the norms
\\u„-ujL and ||y„-y„l|.
398 Chapter 19
Integrating between 0 and t, using (19.120), (18.121) and
||u„(0) - uJO)\\l = 0 , ||[/„(0) - t/„,(0)|| ^ i||/|| [h, + hj
(by (19.39), (19.40)), we reach, finally, the result
||n„(f) - u,„{t)\\'y + \\U„{t) - U,„{t)\\' ^ C{h„ + /,„,). (19.127)
It means that the sequence {u„(t)}, or {U„(t)} is a Cauchy sequence in C(/, V),
or C(i, 1.2(0)), respectively, from where (19.118) and (19.119) follow
immediately.
Moreover, when passing to the hmit for m -f 00 estimates of the form
\\ult) - u{t)fy ^ ^l{Ch„), \\uXt) - V{t)\\ ^ ,/(C/i„) (19.128)
can be obtained, which although inefficient from the practical point of view,
are of theoretical importance.
Thus, we are entitled to present the following theorem:
THEOREM 19.1. Let the hyperbolic problem (19.1)-(19.5) be given.

Lei the corresponding bilinear form ((y, u)) be bounded in J'F2*''(G), V-elliptic
and V-symmetric, i.e. (see (19.7), (19.8), (19.11)) let
\i{v, »))! ^ K\\v\\^^,u,â, ll«|k.<M(G, v., u 6 Wr\G), (19.129)
{{v, v)) ^ a\\v\\^ V r e F , (19.130)
((D, U)) = ((«, v)) Vf, usV (19.131)
be satisfied. Let
f€L,(G). (19.132)
Then there exists exactly one weak solution of this problem in the sense
of Definition 19.1, i.e. exactly one abstract function u(t) with the properties
(19.102)-(19.106), (19.108). This function is a (strong) limit, in C{L V), of
the sequence of Rothe functions (19.43). Moreover, U„ -> u' in C(/, L2(C)),
where {U„[t)} is the sequence (19.45).
b) ERROR ESTIMATE
In this section, an error estimate is derived at the points of division, i.e.

an estimate of the norm
l!"(0) - «i(0)ll > (19.133)

where u{t) is the weak solution of the problem (19.1)-(19.5) and Ui(t)
is its Rothe approximation for the step h.
Throughout this section, the assumption
fe V (19.134)
is essential.
The idea of deriving an error estimate is similar here to the parabolic

case (Chap. 12). First, let us investigate the divisions d^ and di, with steps h
and hj2, respectively. At the point t = tj = jh of the first division the integral
identity
ii^' ^j)) + ^ i'^' ^] - 2^]-i + -^)-2) = ( f . / ) Vr e V (19.135)

h
holds, at the point / = t\j = 2/ . hjl = jh (i.e. for the same t) of the second
one we have the identity
{{v, zlj)) + ~ - {v, zlj - 2rlj_, + zlj_,) = {v,f) Vt; e F.
(19.136)
Denote
p. = Pj~Pj-^ ^ (19.138)
h
cjj = ^ ~ ^•'"^ . (19.139)
) Thus, Pj means the difference between the first and second Rothe function at the
common point t = tj — t\j.
400 Chapter 19
In particular,
Po = 0 (19.140)
since zj = 0, ZQ = 0 and
n = 0 , (19.141)
because
Subtract (19.135) from (19.136). Using the notation of (19.137)-(19.139),

we get, by a simple calculation,
{{"' Pj)) + i^' ^j) + ^ i'^' ^Îj - 8 4 - 1 + 6zlj_2 - zlj_^) = 0
Vt>6K. (19.142)
Let us note that
->c2 _ ^{îj ~ ^Z2j-\ + 3z2j_2 — 227-3)

3S., - j ^ ^ .
r.2 _. ^ 2 j - l ->^2j-2 + ^^2J-3 ^2j-4
v2
Thus,
{{v, pj)) + (v, cjj) =-- -~ (v, 3Slj + Sl._,) Vr 6 F . (19.143)
o
We shall write, briefly,

{{v, pj)) + {v, oj) = {v, Qj) Vt; e V (19.144)
with
gj= -^{3Slj + Sij_,). (19.145)
^) The choice of the "initial function" z_i in [9] does not lead to (19.141). This is just
the reason why the error estimate in [9] is not efficient for small values of t.
Insert
into (19.144). We obtain, multiplying by h,
{{PP Pj - Pj-i)) + (Pp Pj - Pj-1) = h{Pr 9j) , (19.146)

or
i\\Pj\\y + i\\Pj - Pj-4y - ^Pj~4v +
+ ill^.ll^ + m - Pj-4' - i\\PJ-^r = KPj- 9j) • (19.147)
Neglecting the nonnegative terms \\pj — Pj-i\\y, \\Pj — Pj-i\\^ and using
the Schwartz inequality, we get
llP.Ii^ + ll^.r ^ i|P.-i||^ + \\Pj~4' + 2Hi^.ll hi . (19.148)
If we write down all these inequahties, starting by j = 1, and carry out
the summation, we obtain
l|P;IIr + ||P,|P ^ WPOVV + ilPof +2ht m hi\\ • (19.149)

i=l
Now, IIPOIF = 0 and ||Po|| = 0 by (19.140), (19.141). Further,
N!=^l|3SL- + S,VJ|^^V(i)||/||, (19.150)
according to (19.90), p. 393. Neglecting then the nonnegative term ||Pjj|^

in (19.149), we get
J
z
\\Pjr^h\'ii)\\f\\,Y.\\P,\\^.ch^Y^\\P,\\
1=1
(19.151)
with
c = ,/(f) ||/|!, . (19.152)
Denote
^-^ = Q,^ 0. (19.153)
Then (19.151) can be written in the form
Qj îQi ( i = h..;P). (19.154)

402 Chapter 19
We assert that (19.154) implies

Qj^j, j = l,...,p. (19.155)
In fact, if j = 1, then Ql g Q^ implies Qi g 1. (At the same time Qi ^ 0
by (19.153), of course.) Let (19.155) hold for; = 1, ..., k. We have
or, the more,
QL,-Q..,-''^^~^^0. (19.156)
The corresponding quadratic equation

kjk+l)
\ik-t 1 \ik+i — "J
has a positive discriminant, thus it has two distinct real roots (Qt+Ji <
< {Qi,+i)2- For the larger root we have
.,, ^ _ 1 + V [ l + 2fc(/c + 1)] , 1 + v'(4fc^ + 4k + l]
(Q/..i)2 - 2 - 2 -
= L ± ^ i = , + l. (19.157)
Thus, if (19.155) is fulfilled for j = 1. ..., k, it follows that it is valid for

J = k + 1 as well.
Thus, (19.155) is proved by induction. Now, (19.155) and (19.153) yield

\\Pj\\ ^cjh\ j = l,...,p, (19.158)
and by (19.138), (19.140)
|1P;| ^ h X ||P,| ^ ch'-'-^^^^ , (19.159)

i=i 2
i.e. (see (19.137))
Mtl,)-u,{t))\\^ch^''^^- (19.160)
Hyperbolic Problems. Homogeneous Initial Conditions 403,
Similarly, we derive
IH'lj) - uMM g c (^J. M?L±J), (19.161)
fMttj) - "3('^;)i g c Q ' . ^ ^ ^ ^ ^ ^ , (19.162)
etc. Noting that

yjv + 1 ) ^ ,2 jQ + 1 )
2 2
etc., and that t^j = 'Ij = ijj = t] = tj according to the usual notation,
we can write
\Htj) - u,{tj)i g —i^^—11^1 + _ + _ + ... + _ _ j .

(19.163)
Passing to the limit for n -> crj (which is allowed, because «„ -» M in C{I, V),
and the more in C(/, L2(C))), we get the desired estimate
lu{t,)-u,{tj)l^ch'j{j + l), (19.164)

with
c = X (f) |!/|1F (19.165)
by (19.152).
This error estimate is sufficiently efficient, as shown in Chap. 8. If we
take into account that jh = tj, we can say, roughly speaking, that the error
(in £2(0), at the points of division) is
H'j) - "i(0)ll * c/,r^. (19.166)
REMARK 19.5. Following the work [11] by Bubenik, we have chosen

z_j = i/,2/ (19.167)
(see (19.24)). The requirement that the auxihary integral identity (19.49)
be fulfilled leads then to the choice
^-2 2h^f. (19.168)

404 Chapter 19
This "parabolic" type of approximation is very natural for the given hyper-
bolic equation with homogeneous initial conditions and makes it possible
to obtain a quite satisfactory error estimate (19.164) which is much better
than that derived in [9] when choosing
z-i = 0 . (19.169)
However, this approach is the source of the following difficulty: In the
quoted work by Bubenik, the hyperbolic problem with n o n h o m o g e n e o u s
initial conditions
u{x, 0) = Mo(x), ^ (x, 0) = C/o(x) (19.170)

at
is considered. If the functions WQ, UQ fulfil certain assumptions — they
belong to the so-called set M — then the problem (in the discretized form)
can be converted by the substitution
zj = rj + uo + jhUo , (19.171)
into a problem with homogeneous initial conditions. An analogue of
the function (19.167) is a certain function
r_i = \h^g (19.172)
there. In this way, a so-called weak solution is obtained, provided WQ ^ M.

t/o e M. In case that Wg E V, Uê L2(G) only, a limiting process is carried
out, leading to the concept of a very weak solution. However, the operator
B: UQ -> g being unbounded, the condition (19.172) loses its sense in the
limit and it is not clear how to construct the corresponding Rothe functions
for that case.
This is a certain drawback of Bubenik's approach.
We show another possibility of choosing z_i here. This choice leads

to an only slightly worse error estimate than the choice (19.167) (see (19.204),
p. 409.) and removes the just mentioned difficulty (see the following chapter).
Thus, let the problem (19.1)-(19.5) be given with / e L2(G) and with
the form ((r, u)) bounded in Wf\G), F-elliptic and F-symmetric. The method
of discretization in time leads to the integral identities (19.21),
(("> 2;)) + ^ (^> h - 2^7-1 + -^;-2) = {^J) V<; 6 V (19.173)
(with Fgiven by (19.9), p. 383), 7 = 1,..., p. Similarly as in (19.23) we put

zo = 0 (19.174)
(by (19.2)). However, z_i is determined by the requirement
Z_i = Zi (19.175)
here. In particular, (19.174), (19.175) and (19.173) yield, for; = 1,
{{v,z,))^^{v,z,)^(vj) Vt'eF. (19.176)
According to the given assumptions there exists exactly one zê V satis-
fying (19.176). Then there exists exactly one Zj e F satisfying (19.173)
for; ~ 2, etc. Thus, it is possible to construct the functions (19.29), (19.30),
(19.31), (19.34), (19.35), pp. 386, 387, again, or, for the division d„, the
functions (19.43)-(19.47), p. 388, where z"e F satisfy the integral identities
((^. 2")) + h (^' ^" - 2^"-! + 'j-2) = i^'f) Vê F (19.177)

K
with
zl=0, (19.178)
z"_i = z"i 1°) (19.179)
Apriori estimates (19.68), p. 391, can be easily obtained for the choice
(19.175):
We have
Zi = ^ , Zo = - ^ , (19.180)
h h
^°) Note that the functions (19.45), defined in / by
L/„(/) = z ; _ i + 5 : ; ( t - t ; _ o in /; = K - i , ( ; ] ,
belong to L2(I, V) now, which was not the case when z_j was chosen by (19.167)
since then we had ZQ ^ Vii f$ V.
406 Chapter 19
from where
||Zo|| = ||Zi||. (19.181)
Inserting v =• z^ into (19.176), we get
2hM^h'\\f\\, (19.182)
thus
||ZoI| = | i Z i | | ^ i - / ' i / | l . (19.183)
Now, (19.60), p. 390, remains valid. The same holds on (19.66), p. 390, which
yields
2i|Z.||^+lKP^^1Z,ii/i|+l Z,0 II2

:
Thus, by (19.183) we have

||Z,||^ + ||s,|P^ Ill/IP (19.184)
and, by (19.60),
Similarly, for the division d„ this approach leads to
\mv + pir ^ mr • a^.ise)

Thus, all the conclusions concerning the boundedness of the sequences
(19.43)-(19.47) as well as properties (19.102)-(19.106), (19.108), pp. 394,
395, of the function u defined by (19.95), p. 394, remain vahd. In particular,
the same concept of the weak solution of the problem (19.1) —(19.5) is
obtained in this way. Also, the considerations of Remark 19.4 concerning
the convergence of the sequence {u„(t)}, or {U„{t)], in C(l, V), or C(/, i.2(G)),
to the function u(f), or u'[t), respectively, remain unchanged.
Thus, we may conclude:
THEOREM 19.2. Let the assumptions of Theorem 19.1 be fulfilled so that

exactly one weak solution of the problem (19.1) —(19.5) in the sense
of Definition 19.1. exists. This solution is the strong lirnit, in C{l, V), of
the Rothe sequence (19.43), where the functions z" e V, j = 1, ..-, 2"^'p,
satisfy the integral identities (19.177), z j , z!Li being given by (19.178),

(19.179).
Moreover, U„ -> u' holds in C(/, £2(6)).
As concerns the error estimate (19.164), p. 403, the same apriori estimates
as in (19.85), (19.86), p. 393, are obtained in the case of (19.175). In fact, let
feV. (19.187)
Consider the integral identities (19.50), p. 388. Let us write the first of these
in the form
{{v, zO) + \ {v, 2zi - h'f) = 0 WveV

h
and insert r = Zj — ^h^f. We obtain
((zi - ih'f, 2,)) + ^ \\z, - hh'ff = 0, (19.188)

h
or
((z, - ih'f, z, - ih'f)) + ^ i|z, - i/,vr =

= -iiî-WLlh'f)), (19.189)
from where
hi-^h'f\\rSih^f\\y. (19.190)
(19.189) then yields
l\\,^-lh'f\\^^lh^flyJ,h^f\\y,
or
Iz, - ^h'fl ^^ h^f\\y . (19.191)
2 V2
In order that (19.49), p. 388, be true (to ensure (19.72), p. 391), we have
to define
z_2=2zi+/iV- (19.192)
408 Chapter 19
Then
_ Zi - 3zo + 3z_i - z_2 _ 2zi - h^f
and by (19.191)
\\s4^-Â\f\\v- (19.193)
Now, (19.188) yields

\\z4ySih'\\f\\y,
so that
llî|!r^l|/iF, (19.194)
because
s = ^1 - 2zo + z_i ^ 2zi
From (19.72), (19.193) and (19.194) it follows that
and, in general, for the division J,„
M\v + lS"jr S Mv • (19-195)

Especially, we have
\M\Âi)\\nv. (19.196)
Thus, the necessary basic inequality (19.86), p. 393, remains unchanged.
It follows that so does the inequahty (19.149), p. 401, with \\gi\\ estimated
by (19.150). Now,
remains valid. On the other hand, we get, because of (19.175), (19.192),
p ^ Po - P - i ^ _ P ^ ^ _ z i z - z - i ^
° /j h h
•1 ^^1 ^ /
4
l(2.;-„v)-l(2z;-^/)
/i 2/j
Thus, by (19.191) we have
lôl ^ ^ /r i|/||. + ^ h^\\f\\y = ^ h^Wflv . (19.197)
Now, from the inequality (19.149), p. 401, it follows that
|iP,||^ ^ ||F,||^ + 2h t \\P,l </,.!! ^ ^,h^f\\} + ch' t IP^

(19.198)
with
c=-M\\f\\y (19.199)
Dividing by c^/i* and denoting, as in the (19.153),
^ - e,. > 0, (19.200)

cli
we obtain the inequalities
ej^fsT + i e . . ;•- i,...,p. (19.201)

i= 1
Similarly as on p. 402 we conclude that

2; ^ 1 . 2 ; , j = l,...,p. (19.202)
(If; = 1, then
e? = ^ + ei
yields Q^ < 1.2, if; = 2, then
Ql^^, + Q, + Q,=>Q2^ 2. 1.2,
etc.) Thus,
||P,.| ^ 1.2c;/7^ (19.203)
Following (19.159)-(19.163), pp. 402, 403, we come, finally, to the estimate
\\u{tj) - u,{t,)\\ S. 1.2ch%j + 1) (19.204)
with
c = V'(i) i/lk
which is only 1.2-times worse that the estimate (19.164), p. 403, derived
for the choice z_i = ih^f.
Chapter 20
Hyperbolic Problems. Nonhomogeneous Initial Conditions
Consider the problem
^ + Au = 0^) in Q = G X (0,T) (20.1)
u{x, 0) = Uo{x) , (20.2)
(20.3)
BiU = 0 on r X (0, r ) , / = 1, ... , /z, (20.4)

CjM = 0 on /' X (0, r ) , I = 1,..., /c - Ai. (20.5)
Let the assumptions from the foregoing chapter be preserved, i.e. let the
form {{v, «)) corresponding to the operator A and to the operators 6,-, C\
be bounded in WP{G), F-elliptic and F-symmetric (cf. (19.7), (19.8), (19.11),
pp. 383, 384), with K given by (19.9). Further, let
uêV, (20.6)
1^0 e LîG) . (20.7)
The method of discretization in time leads, in the weak formulation,
to the problem to find, successively, such functions
z-jSV, j = \ , (20.8)
) Thus with/== 0. If both the equation and the initial conditions are norhomogenecus,
then the problem (being linear) can be "decomposed" into a problem with homogeneous
initial conditions and with/=H 0 (considered in the preceding chapter) and a problem
with nonhomogeneous initial conditions and / = 0 (considered here). See also Remark
20.5, p. 424.
410
Hyperbolic Problems. Nonhomogeneous Initial Conditions 411
{{v, z,")) + 1 {v, z] - 2z,"_ 1 + z)^,) = 0 Vt, 6 K (20.9)

K
are satisfied. Here, we put
4 = Mo (20.10)
according to (20.2), and
z"_i =z"i -2/7„L/o (20.11)
which represents a modification of (19.179) for the case of the initial condi-
tions (20.2), (20.3). Obviously, if UQ = 0, L/Q = 0, the conditions (20.10),
(20.11) turn into the conditions (19.178), (19.179).
For./ = 1, (20.9) yields
((., z\)) + ^ {v, z\ - 2zl +z\- 2h„Uo) = 0 Vt) e K. (20.12)
Under the conditions imposed on the form {{v, u)) and on the functions
UQ, t/o' the existence of exactly one function z\eV satisfying (20.12) is
ensured. Having found it, precisely one zê V exists satisfying (20.9)
for J = 2, etc. Consequently, the famihar functions u„{t),..., Y„{t) (cf. p. 388)
can be defined in / = [0, T] by
u„{t) = z% ,+Z"j.{t- fj_ 0 in / ; = [r;_ 1, fH , (20.13)

z" for / = 0 ,
ii„{l) = ( (20.14)
^z] in nîfj.ufj],
Vlt) = Z;_i + s) . {t - t%,) in l) (20.15)
^ Z\ for 1 = 0 ,
c„ (0 (20.16)
Z] in Jj >
^1 for t = 0,
ut)
nv }
/
\
(20.17)
^; in I"
412 Chapter 20
j = 1,..., 2"~ V ^ vvhere
Z"j{x) = -^^"^''^"^^"-'^''^, (20.18)
,;(x) = gX-^) - ^"-i(-^). (20.19)
To obtain the necessary information about the behaviour of the sequences

{u„{t)],..., {Y„{i)], some apriori estimates are to be derived.
REMARK 20.1. It turns out that the assumptions (20.6), (20.7) are very
natural in the hyperbolic case. However, under these only assumptions,
certain difficulties arise when deriving apriori estimates — cf. similar
problems encountered in Chap. 13. Therefore, the case when the considered
functions are smoother is treated first — in more detail, if they belong to the
so-called set M (see p. 209). This assumption leads to the concept of a weak
solution of the problem (20.1)-(20.5). In Section b), (20.6), (20.7) is assumed
only, and the so-called very weak solution of this problem is obtained.
REMARK 20.2. If the data of the problem are sufficiently smooth, the
problem can be converted, by the substitution
u = r + Uo + tVo, (20.20)
into the problem with homogeneous initial conditions. This idea will be
followed, in a certain sense, in Section a), although not in such a "classical"
way.
a) THE WEAK SOLUTION {uosM, UosM)
In what follows, we use the result from the book [2] by J. Necas, pp. 131,
132 (or, rather, a special case of it), applied in Chap. 13, p. 251, already:
The form ((v, u)) being F-elliptic, a set M dense in Fexists such that for every
se M a unique h e L2{G) can be found that
{{v, s)) = {v, h) V y e F . (20.21)

In this section, we shall assume that

Uo 6 M , Uo 6 M (20.22)
(implying
UoeV, UosV (20.23)
by definition). Let the corresponding elements of L2(G) be denoted by g and
G, so that
{{v,Uo)) = {v,g) ^veV, (20.24)
{{v,Vo)) =={v,G) \^veV. (20.25)
Following (20.20), let us define new functions r" e F by
z"j = r"j + uo + jKUo , J = - 1 , 0, 1,..., 2 " - V • (20.26)
Put (20.26) into (20.9). We get (noting that
z-j - Iz-j., + zj_2 =r"j- 2r"j_, + rj^^) (20.27)
{{v, r] + Wo + JKVo)) + 77 (i^> '•" - 2rJ_i + r).^) = 0 (20.28)

K
or, using (20.24), (20.25),
((^^ '•;)) + A C'^' '•" - 2'-"-i + rî) = -{v, g + JKG) >/v e V,
(20.29)
;• = 1,..., 2 " " ^ . Moreover,
ro - 0 , (20.30)
r"-! = r\. (20.31)
In fact, (20.30) follows immediately from (20.26), (20.10). Further, (20.26)

written for 7 = 1, or _/ = — 1 gives
-^ = r5 + Mo + /)„t/o ,
or
z"_i = r"_, + „ „ - / , „ L / o ,
t
414 Chapter 20
respectively. Subtracting, we get

2\ - z l i =r\ - r " _ i +2/i„[/o,
and, on the basis of (20.11),
2/i„[/o = r"i - r " _ i +2/2„[/o
which yields (20.31).
Thus, by (20.26), the problems in z" are converted into problems in r"
which correspond to the case of nonhomogeneous differential equation
with homogeneous initial conditions.
However, the right-hand side of this equation is not independent of t.
Thus, let us "decompose" the just obtained problem into two: Put
r) =-• f] + f] , (20.32)
where the functions
r"j e V (20.33)
satisfy the integral identities
((^' n)) + ~2 (''. n - 2^1-1 + r;- 2) = - {v, g) ^veV, (20.34)
j = 1,..., 2"p, with

fl = 0, (20.35)
r"-i
-1 = nK ., (20.36)
while
f] e V (20.37)
satisfy
((''' n)) + Ti {^^ ^"j - 2^"-i + ^"-2) - -Mv, G) \/v 6 V,

(20.38)
;• = l,...,2"-'p, with
^3=0, (20.39)
r i = f\ . (20.40)
The problems (20.33)-(20.36) correspond to the problem (19.1)-(19.5)

from the preceding chapter, with the right-hand s i d e / e L 2 ( G ) replaced
hy —g 6 L2(G). Thus, the sequence of corresponding Rothe functions, i.e.
the sequence of functions (20.13) with z" replaced by r", converges, in C(l, V),
to a function r{t) which satisfies:
f e AC{I, V), (20.41)
F e Lîl, V) n AC{l, LîG)) , (20.42)
r" e Lîl, L,{G)) , (20.43)
f(0) = 0 in C{I, V), (20.44)
f'(0) = 0 in C{I, LîG)), (20.45)
f {{v, r}) dt + f {v, f") d? = - [ {v, g) dt Vi; 6 L,(/, V) ') .

Jo Jo Jo
(20.46)
us consider the problems (xJ0.37)-(20.40).3) Denoting

r" — r"
(20.47)
(20.48)
J I. '
?" - ?"
(20.49)
K
we can rewrite, first, the integral identities (20.38) in the form
{{v, ;>;)) + {v, s]) = -}h„{v, G) yv e V. (20.50)
^) At the same time, the corresponding sequence (20.15) (with z" replaced by }")
converges, in C(I, L2(G)), to the function ?'(/), see Theorem 19.2, p. 406. We are not
going to recall this fact in what follows, formulating the final result in Theorem 20.1.
•*) These problems correspond to the problem (19.1)—(19.5) with the right-hand side
f(x) replaced by ~tG(x). This problem can be treated as well as a special case of the
problem (19.1)—(19.5) with/=/(A:, /), the solution of which was suggested in Remark
19.1. However, the direct way of its solution is much more simple.
416 Chapter 20
Subtracting from (20.50) the same integral identity, written for j — I,

we get (dividing by /i„)
{{u, Zj")) + {v, §1) = -{v, G) VD 6 V. (20.51)
Continuing this process, we obtain
/,„((.,.;")) + (., 5 ; - S ; _ 0 = 0 V . 6 F . (20.52)
Let us insert
v = S"j = ' " j " ' " j ' ' . (20.53)

K
We get
((i;-^_„^;)) + (5;,s;-s;_o = o,
or, using F-symmetry of the form ({v, u)),
i/|Un||2 I 11'B -n 112 11-n | | 2 \ ,
4- J-CII^"1I^ -I- li ^" — ^" IP — 11^" P\ — 0
from where
PTv+lS-jr^Pj-dr+lSj-.r- (20.54)
If we define
r_2 = 2f"_i = 2r"i , (20.55)
so as to extend the integral identities (20.38) to the case; = 0, the inequali-
ties (20.54) can be written for all j = 2, ...,2"~^p, giving finally
l l ^ J l l F + i ^ J i ^ K l i . + ilSî. (20.56)
However, by (20.39), (20.40), (20.55),
•fn
^1 —
' 1
' Z"o = n (20.57)
/'„ h,.
So = 0 . 1 (20.58)
2f\
(20.59)
h„ hi •
Inserting (20.58), (20.59) into (20.50), written f o r ; = 1, we obtain
(U '^\\ + {v, hjl) = -(v, h,fi). (20.60)
Choosing
^ = hi
-i
we then get
m'^V)) + {s'ij'[) = -{s\,G),

from where
il^Ji ^ liG||, •
-illfJi^ + ll^^-ll^^llGp,
and, finally
(20.56) thus yields uniform boundedness, in V, of fj with respect to n and;,
ll^;i^ ^ 2||G,f.
The same holds on uniform boundedness of s" in Lji^)- Writting
1] = 21+ {zi - z;) + ... + (z; - z;_i) =
f] = n + {f''2-n) + ... + {f)-f]_,) =

= h„z\ + /,„(z5 + ... + z;),
uniform boundedness of 7,] and rj with respect to n and j in the space V
immediately follows, and (in consequence of the F-elhpticity of the form
((t, I/))) also in the space /-^(G).
Having obtained these results, all the considerations carried out in the
preceding chapter can be reproduced. In particular, the sequence of Rothe
418 Chapter 20
functions (20.13) with z" replaced by f" converges in C(/, V) *) to a (unique)^)

function r(i). This function has the properties (20.41) —(20.45) and satis-
fies the integral identity
{{v, P)) d/ + I ((', r") df = - f (v, tG) dt Vy e 12(1, V) .

0 Jo Jo
(20.62)
Taking into account (20.32) and (20.46), we conclude that the sequence
of Rothe functions (20.13) with z" replaced by
r;; = ?; + r;; (20.63)
converges in C(l, V) ®) to the function
r{t) = r(() + f(t) (20.64)
which has the properties (20.41) —(20.45) and satisfies the integral identity
•T fT r'T
((D, r)) dt + (v, r") dt = - i (v, g + tG) dt Vy e £3(7, V) ,
Jo Jo Jo
(20.65)
or, in consequence of (20.24), (20.25) valid for all v e V,
j {{v, r + iio + tUo)) dt + \ {v, r") dt = 0 Vu 6 £2(7, V) .

Jo Jo
(20.66)
However,
(i/o + tUo)" = 0 Vr6[0, T ] .
Thus, (20.66) can be rewritten in the form
j {{v, r + «o + tUo)) dt + \ {v, {r + Uo + tUo}") dt = 0

Jo Jo
Vu £ 12(1, V). (20.67)
Now, from the form of the function Wg + tUo it follows that each of the
^) Cf. also Footnote 2, p. 415.

^) Uniqueness follows in just the same way as in the preceding chapter.
*) Cf. Footnote 2 once more.
"Rothe functions" constructed from the functions
coincides with the function WQ + tUo for all / e [0, T]. Thus, the sequence
of Rothe functions (20.13) converges in C(l, V) ' ) to the function
u{t) = r{t) + Mo + tUo (20.68)
which has the properties
ueAC{l,V), (20.69)
u' e LîL V) n AC{I, £2(6)) (20.70)
u" e £2(7, L2(G)), (20.71)
u(0) = Mo in C(/, F ) , (20.72)
M'(0) = b'o in C(/, L2(G)) (20.73)
and satisfies the integral identity
f {{v{t), u{t))) df + f (t(f), M"(0) df = 0 Vi; 6 Lîl, V) . (20.74)

Jo Jo
DEFINITION 20.1. A function satisfying (20.69)-(20.74) is called the

weak solution of the problem (20.1) —(20.5) with UQGM, UQGM.
In the above text, we have proved the existence of such a weak solution.
Uniqueness follows in quite a similar manner as in the preceding chapter.
We thus have:
THEOREM 20.1. Let the problem (20.1)-(20.5) be given. Let the bilinear
form ({v, u)) corresponding to the operator A and to the boundary operators
Bj, Cj (p. 383) be bounded in W2''(G), V-elliptic and V-symmetric (see
(19.7), (19.8), (19.11), pp. 383, 384), with Vgiven by (l9.9). Let MQ, L'O satisfy
(20.22). Then there exists exactly one weak solution of the given problem
in the sense of Definition 20.1, i.e. exactly one function u(f) satisfying
'') Footnote 2, p. 415, can be quoted again.

420 Chapter 20
(20.69)-(20.74). This function is the (strong) limit, in C{l, V), of the se-
quence of Rothe functions (20.13), ii'(t) is the (strong) limit, in C(l, £2(0)),
of the sequence (20.15).
REMARK 20.3. Let the problem with both nonhomogeneous differential

equation and nonhomogeneous initial conditions be given, i.e. the problem
dû
+ Au = f in e = G X (0, r ) , (20.75)
u{x, 0) = UQ{X,Q) , (20.76)
^ {x, 0) = L/o(.x) , (20.77)

ot
Bû = 0 on r X (0, T), / = 1, ...,/( , (20.78)
C,w = 0 on r X (0, T) , i = 1, ..., A: - 11 (20.79)
with feL2{G). Then, in virtue of Theorem 19.2, p. 406, Theorem 20.1

holds almost literally. Under the weak solution the function n{t) is under-
stood with the properties (20.69)—(20.73), satisfying the integral identity
f
Jo
{{v{t), u{t))) dt + {v{t), u"{t)) dt = iv{t),f{t))dt
Vv 6 Lîl, V), (20.80)
The problems (20.8) —(20.11) are replaced by the problems to find such
functions
zêV, ; = 1,...,2n - l , (20.81)
which satisfy
{{v, z;)) + - {v, z] - 2z]_, + z;_ 2) = {v, f) V. e K, (20.82)

h„
with
•"0 ! (20.83)
2h„Uo . (20.84)
The weak solution u{t), or its derivative w'(t), is the (strong) hmit in C[l, V),
or in C(/, L2(G)), of the corresponding sequences (20.13), or (20.15), re-
spectively.
b) THE VERY WEAK SOLUTION (UQ e V, UQ e 1,(0))
In this section, the previous results are extended to the case «o e V,

Uo e LiiG).
To begin with, let us present the following theorem:
THEOREM 20.2. The weak solution of the problem (20.l)-(20.5) depends

continuously on the initial functions UQ, UQ. In more detail:
UOEM , UQEM =^\\u{t)\\y ^ \\uo\\r + 2\\Uol Vre/. (20.85)
The p r o o f is simple: Consider the integral ientities (20.9) written in the
form
{{v, z})) + {v, s]) = 0 "iveV, (20.86)
and put V = Z". Multiplying by /;„, we have
((z; - z;_,, z;)) + {zi z) - z;_,) ^ o, (20.87)
from where, by the usual procedure, we obtain
||ZJ||F + IKJI! ^ F ; - I | I F + Vj-i\ .

and, finally,
II .T" II 2 I II 7 " II 2 ^^ I I - " I I 2 _i II 7 " 112 ( " o n Qfi^
For./ = 1, (20.87) yields

{{z\ - zS, z\)) + {Z\, Z\ - ZS) = 0 . (20.89)
Now, (20.11), p. 411, implies
°' -Zl = Z\- 2Uo .

Inserting into (20.89), we obtain
{{zl ~zlzl)) + 2{Z'l,Z'l -Uo) = 0,
422 Chapter 20
from where, similarly as above,

|lzî!^ + 2 | | Z ' ; | | ^ ^ ! | z S ! | ^ + 2 | | [ / o r . (20.90)
This result, together with (20.88), gives (recalling that ZQ == UQ for all n)
\\z"jUS:\\uorv + 2\\Uoj\
and the more
^r ^ \\uo\\y + ifUoW .
! • ' "
(20.91)
The Rothe function (20.13) being piecewise linear in t and assuming the
"values" z" at the points of division, we have
l!«„(Oik ^ i«o||7 + 2||(7o|| Wtel. (20.92)
In consequence of the uniform convergence, in V, of the sequence {"„(?)}

to the function u(t) (Theorem 20.1), the limit process for n -» co gives
||u(Oi|F^ ||«ol|F + 2|!t7o|| Vie/. (20.93)

This completes the proof of Theorem 20.2.
REMARK 20.4. The coefficient 2 at the norm of UQ in (20.85) can be remo-

ved, using a shghtly modified approach based on the uniform boundedness
of j|si||. We shall not go into the details. Besides, the estimates of ||s"j| are
dependent on the norms of the functions g and G in general, and this fact
represents difficulties when deriving certain properties of the very weak
solution, where exphcit dependence on UQ and VQ is required (see, e.g., the
proof of Theorem 20.5, p. 424).
Theorem 20.2 gives a possibihty to extend, in a natural manner, the con-

cept of the solution of the problem (20.1) —(20.5) to a more general class
of initial functions than are the functions from M. Let
UoeV, UoeL2{G). (20.94)
Since the set M is dense in V, and consequently, in ^2(6), sequences of

functions p„, e M, Pê M can be found such that
p^ -* uo in V, P„ - Uo in LîG). (20.95)
Denote by '"u(f) the weak solution of the problem (20.1)-(20.5) with the
initial conditions given by the functions p,„, P„„ In consequence of (20.95)
and of Theorem 20.2, {'"u[t)} is a Cauchy sequence in C(/, V). Thus, a func-
tion u e C(/, V) exists such that
lim "« = u in C{l, V) . (20.96)
From the just presented construction it follows that this function does not
depend on the choice of the functions p„, P„„ satisfying (20.95). Thus,
we are entitled to define:
DEFINITION 20.2. The function u e C{l, V), given by (20.96), is called

the very weak solution of the problem (20.1) —(20.5)/or UQ e F, L/Q ^ ^2(G).
We thus have:
THEOREM 20.3. Let the form [(v, «)) satisfy the assumptions of Theorem
20.1, let KQ e V, UQE L2{G). Then there exists exactly one very weak
solution of the problem (20.1) —(20.5).
From (20.96), (20.93) we can conclude, immediately:
THEOREM 20.4. The very weak solution of the problem (20.l)-(20.5)

depends continuously on the given initial conditions. In more details:
MoeF, L/oeL2(G)=* ||M(f)||p ^ ||MoiiF +2||C/o|| Vfe/. (20.97)

Further properties of the very weak solution can be established following
from the properties of the weak solution, from the hmit process (20.96)
and from the proof of Theorem 20.2. In particular, we have
u e C{I, V) , (20.98)
u'eC(/,L2(C)), (20.99)
u{0) = Mo in C{I, V), (20.100)
u'(0) = C/Q in C(/, £2(0)), (20.101)
We shall not go into the details here and pass over to the proof of the follow-
ing theorem:
424 Chapter 20

is the (strong) limit, in C(l, V), of the sequence of Rothe functions (20.13),
where the functions ~"{x) are solutions of the problems (20.8) —(20.11)
(for «o eV,Uoe L,(G)).
In fact, let e > 0 be given. We have to show that WQ can be found such that
« > ;io =* \\u{t) - u„{t)\\y <s \ftel. (20.102)
However,
||M(0 - uXt)\\v S. Ht) - -"uit^y + W"u{t) - '"«„(Oir +
+ f'ult) - u,it)\\y , (20.103)
where m corresponds to a function "u from (20.96), thus to some functions

p^, P„ appearing in (20.95). Let m be so large that
||"0 - Pnlr + 2\h'o - P,r\\ < ~.
Then
||u(f)-"•«(?)||p < - Vie/ (20.104)
by Theorem 20.4. Also, we have
||u„(0 - X l k < ^ Vie/, (20.105)
which follows in a similar manner as in which (20.92) was derived on p. 422

(starting by (20.86)). Finally, according to Theorem 20.1, n^ can be found
such that
n> Ho^ \\'"u{t) - X ( 0 | | F < - Vr e / . (20.106)
(20.104)-(20.106) yield (20.102).
REMARK 20.5. If both the initial conditions (20.2), (20.3) and the equa-
tion (20.1) are nonhomogeneous, Theorem 20.5 remains vahd, with the
only difference that integral identities (20.9) are replaced by the integral
identities
{{v, z-}) + 1 (i., z-j - 2z"j_ 1 + z,"_2) = {v, f) Vr 6 F . (20.107)
This result is an immediate consequence of Theorems 20.5 and 19.1.
c) CONVERGENCE OF THE RITZ - ROTHE METHOD

In this section, the case is treated when the elliptic problems generated by
the method of discretization in time are solved approximately. On the basis
of Remark 20.5, problems with both nonhomogeneous initial conditions
and nonhomogeneous equations can be considered. Thus, let
By the method of discretization in time, the given problem is reduced to the

problems of finding such functions
ZJEV, j ^l,...,p, (20.108)
((^^;)) + ^ ( ^ ' ^ ; - 2 z , - t + - V 2 ) = (^,/) Vt;eF (20.109)

h
are satisfied, with
Zo = uo, z_i = Zi ~ 2hUo .
Let us solve these problems approximately, applying the Ritz method

(or another method with similar properties). Let
VuV2,V3,... (20.110)
be a base in V (and, consequently, in V). Consider the first of the problems

(20.108) —(20.109) and assume its approximate solution z* in the form
z*^tauv,, (20.111)
1=1
where 5j is a positive integer (see below). Using the Ritz method, the coeffi-
cients flj; in (20.111) are uniquely determined, and so is z*.
426 Chapter 20
Consider now the second of these problems, replacing Zj there by the just
obtained function z*. Assume the approximate solution in the form
4 = E«2it;,., (20.112)
1=1
find the coefficients AJ; by the Ritz method again and consider the third
of the problems (20.108), (20.109) with z* and z | substituted for r , and Zj,
etc. This process yields the functions
z*{x),...,z;(x). (20.113)
Similarly as was the first Rothe function
v,{t)^zj_,+^l^^^{t-tj) in Ij = [tj-^,tj] (20.114)

h
constructed, let us construct the "Ritz-Rothe function" defined in the inter-
val / = [0, T] by
"tfO = ^*-i + i ^ ; ^ {t - tj) in / , . (20.115)

h
A natural question arises here, how "close" is this function to the weak
solution u{t) of our problem.
We show that to every e > 0 it is possible to find such a fine division

of the interval / and positive integers s^, ...,Sp (denoting the number of
summands in the individual Ritz approximations) such that
\\u{t) - u*{t)\\y < E ytel. (20.116)
In such a case we say, briefly, that the Ritz-Rothe method applied to our
problem is convergent.
Thus, let £ > 0 be given. According to Theorem 20.5, or Remark 20.5,

to s/2 is is possible to find a sufficiently fine division with step h such that
\\u{t)- tii{t)\\r < - V?e/. (20.117)

Thus, it remains to show that it is possible to satisfy
\\ui{t) - ii*{t)\\v < - Vi e / , (20.118)
if Sj..... Sp are sufficiently large. Moreover, since the functions Mi(f) and
u*(() are of the form (20.114), (20.115), thus piecewise Hnear in t, it is
sufficient to prove that it is possible to satisfy
|L-, - z * | | p < - Vi = l , . . . , p . (20.119)
Let f? be a positive number to be specified later. Let Si in (20.111) be so

large that
\\z,-z*\\r^ti. (20.120)
This is possible to attain. ((20.120) then holds for all s > s^.)
Consider the second of the integral identities (20.109),
{{v, z^)) + -^ {v, Z2 - 2z, + zo) =^ {v,f) \/v e V (20.121)
and replace z^ by the just obtained function z*. Denote by Z2 e Fthe func-
tion satisfying the thus obtained integral identity:
{{v, Z2)) + \ {v, z, - lz\ + Zo) = {v, / ) Vi; E V. (20.122)
((f,Z2 - z,)) + ~ {y, z , - z , - 2(zt - zO) = 0 Vt.6 F . (20.123)

h
Put
t; = Z2 - Z2 - 2(zt - Zi) . (20.124)
This choice of t; is possible because the function (20.124) lies in V. We get
||z2 - z^lr ^ 2||zt - z i | j . ^ 2n . (20.125)

Choose S2 in (20.112) so large that
IJZ2 - zl\\y ^ n (20.126)
428 Chapter 20
be valid for the Ritz approximation (20.112) of the function Zj. Then, by
(20.125), we have
|]z2 - z t W v ^ ^ l . (20.127)
Similarly, replace the integral identity
((j^' ^s)) + -T {v, Z3 - 2z2 + zi) = {v, f) Vr 6 F
by the identity
{{v,~z,))+ -^ {v, Z3 - 2z* + zt) = {v, f) ^veV. (20.128)

h
Subtracting, we get
{{v, Z3 - Zj)) + - - {v, z^-z^- 2{z2 - zj) + (zt - Zi)) = 0 Vi' 6 V.

h
(20.129)
Inserting
f = ^3 - Z2 - 2(z* - Z2) + {z* - Zi), (20.130)
(20.129) yields
||f3 - Z3I;. g 2|jz| - z^lj^ + \\zt - z,\\y ^ In . (20.131)
Choosing S3 sufficiently large in order to get
W^-i - A\v < n,

we have
\z,-zt\\ySin. (20.132)
It follows, by an easy computation, that in general
lij - z*\\y ^ cj,u (20.133)
where CjS are given by a recursion formula
Cj = 2c,._i + cj^, + 1 , ;• = 1, ..., p , (20.134)
with
Co = 0 , c_i = 0 . (20.135)
Now, h being fixed (in order that (20.117) be fulfilled), p is fixed. After p
steps we come to the number c^ which is the largest of the numbers Cj.
Thus, it is sufficient to choose r] so small that
t] <— (20.136)
be valid. Then (20.119), i.e. (20.118) is fulfilled, and in consequence of

(20.117) we have (20.116).
In accordance with what has been said above, we can express this result
briefly in the following form:
THEOREM 20.6. The Ritz-Rothe method for our problem is convergent.

Chapter 21
Concluding Remarks
In this chapter, some questions are discussed, in a concise form, concerning

further properties of the obtained solutions,
generalizations of the conditions under which existence and convergence
theorems have been proved.
(a) Some other properties of the obtained solutions.
The proofs of the individual existence theorems have a constructive
character: The solutions are limits, in a certain sense, of the corresponding
Rothe sequences. When examining the corresponding convergence questions,
it was convenient to work with Lj-spaces of abstract functions (the
spaces L2{l, V), Liij, L2(G))) and, consequently, to investigate the proper-
ties of the obtained weak or very weak solutions in these spaces, in the first
place. However, further properties of these solutions can be established
without difficulties, using the derived apriori estimates (cf. also the Ka-
cur papers [14], [15]). To make the idea clear, let us consider the parabolic
problem (11.l) —(11.4) discussed in Chapter 11:
a) Lipschitz continuity. In the quoted chapter, uniform boundedness
of \Z% was proved, ||z;|| ^ ||/|| (see (11.79), p. 197). Whence the Lip-
schitz continuity of the Rothe functions u„{t) with the same Lipschitz
constant | j / | follows:
||«„(0 - ««0')i ^' \\f\\ • V - A •

The uniform convergence of the sequence {M„(f)} to the weak solution u{t)
(u„ -> u in C(l, LîG))) implies Lipschitz continuity of u(t) with the same
constant ||/||:
li«(o - "(01 ^ ii/i • k - '1 •

430
Concluding Remarks 431
|3) 1/ £ L^{I, V), u' e L^{I, L2{G)). First, let us recall that L^{I, H) is
the space of strongly intergrable abstract functions u from / into a normed
space H, with i|u(()||H bounded almost everywhere in / and with the norm
defined by
il"IU^(7,H) = sup ess |iu(0|iH-

uel
The space L^(l, V) can be shown to be the dual space to the separable
Banach space Li{l, V). Thus, every bounded set in L^[l, V) is weakly com-
pact (in the weak-star topology).
The estimate |jz"||y ^ c ((11.87), p. 198) implies that the Rothe sequence
{u„] is bounded in L2(/, V). This fact was utihzed in Chap. 11: A sub-
sequence {u„^} could be found weakly convergent, in that space, to a func-
tion u which was later shown to be the desired (weak) solution. However,
the sequence {((„] is bounded in L^(/, V) as well. According to what was
said about this space, a subsequence {u,} can be chosen from {u„^} again
converging weakly to a function w e L^{l, V), which is easily shown to be
equal to the function w. Thus, w e L^{l, V).
The second assertion, u' e L^{l, L2{G)), is obtained similarly.
Y) I/„ -• u in C{l, V). Let us remind that, in the interval /, the function
u„[t) is defined by
.." _"
u„{t)^z';.,+'-^j^ît-fj^,) for tel-} = [f}.,,fpi.
K
Define, similarly,
L/„(0 = Z;_, + ÂJZJ^ (t - 1%,) for re/; ,
as we have done in Chapter 12 already. Here
7" — "J ~J~1

' " K •
The function z", or z"„,, satisfies the integral identity
( ( I > , Z : ; ) ) + ( . , Z , " ) = (.,/) ^veV,
•or
432 Chapter 21
respectively. Let us choose an arbitrary, but fixed t e I", multiply the first,
or second of these identities by the number (t — r"_ i)'/;,,, or 1 —(( — ?"_ i) :
h„, respectively, and make the sum. We obtain
(iv,u„{t))) + {v,U„{t)) = {o,f) V.eF.
Because the interval /" has been chosen arbitrarily, the obtained integral
identity is valid for all te I. Similarly, for the m-th division of the interval
/ the integral identity
((i;, M„(0)) + (r, L/„(0) = ( ^ , / ) VveF,
valid for all tel, is obtained. Subtract this identity from that for the «-th
division, choose an arbitrary, but fixed t e / and put
V = u„{t) - Mm(0 •
We get
((u„(0 - uM <t) - "™(0)) + ("-.(0 - uM ^n{t) - v„it)) = 0.
Now
M\ ^ \\f\\
for all n a n d ; (see (11.79), p. 197), so that
' i i z i WfW J. / 1 _ -^ 'Mi± \ II f\\ = ||/j[ .

K "
Thus {t is always kept fixed)
((u„(0 - uM ult) - «„,(0)) ^ 2||/j| \\uXt) - u,„{t]\\ .
Herefrom, it follows immediately that {ujj)} is a Cauchy sequence in V,

because the form ((D, M)) is F-elliptic and M„ -+ M in C(l, L2(G)), so that
the more \u„[t) — M,„(f)i -^ 0 for m, n ->• oo. At the same time, the limit
function is equal exactly to u(t), since u„(t) -> u{t) in L2(G). The considered
inequahty and M„ -> M in C(/, LjG)) then imply that {it„{t)] is a Cauchy
sequence in F u n i f o r m l y in /, so that actually i(„ -> u in C'(/, V).
Similar properties can be derived, analogously, for solutions of other

problems. For example, in the hyperbolic case u" e L^{l, i-2(G)) can be
shown to hold i f / e £2(0) using (19.68), p. 391), u"eL^{l,V), u'" e
G L^{I, £2(0)) if/G F (using (19.85), (19.86), p. 393), etc.
(b) Replacing V-elUpticity by V-coercivity

The requirement of K-ellipticity of the form {{v, «)) can be replaced
by the requirement of F-coercivity only, i.e. by the requirement that a posi-
tive constant c exists such that
{{v, v)) + c{v, v) ^ a\\vl^ \fve V.') (21.1)
To show the idea, let us write the integral identities
(iv,z,)) + {v,Z,) = {v,f) Wve\^, (21.2)
{{v,z,)) + {v,Z,) = {v,f) VueK, (21.3)
{{v, Zp)) + {v, Z,) = (vj) \fveV, (21.4)

corresponding to the parabolic problem (11.l) —(11.4), p. 187). (For brevity,
the index n, corresponding to the division d„, is omitted here.)
Let IIQ be sufficiently small so that
— - c > 0, (21.5)
''0
and consider only such divisions of the interval / for which h ^ /IQ holds.
Then also
^ - c > 0 (21.6)
h
is valid.
Put u = Z, into (21.2) and divide by h. One gets
((Z„Z,)) + y ( Z „ Z , ) = 7 ( Z i , / ) ,
h h
) A typical case is that of the operator A — —S. with the Neumann boundary condi-
tion cuitv = 0 on r . The form (v, u)) itself is not K-elliptic in this case, while (21.1) is
fulfilled.
434 Chapter 2!
or
((Zi, Z,)) + c{Z,. Zi) + ([-') (2i, Z.) = ^ ( Z i , / ) , (21.7)
from where, by (21.1),
||Z,|| g J ^ (21.8)
1 — he
is obtained in the familiar way.
Subtracting (21.2) from (21.3), dividing by h and putting t- — Zj, we
obtain, similarly,
|jZ,||<J^<-^L, (21.9)
i — he (1 — he)
and, in general,
I N S ^ , . (2,.,0)
However,
1 <__1_ = 1 < (21.11)
(1 - he)' (1 - /ic)" / _ eTV
for all p sufficiently large (i.e. for all sufficiently fine divisions t/„ of the
interval /). In this way, uniform boundedness of ||Z"|j by the constant
2j|/j| e"^ follows for all such divisions.
This basic estimate being obtained, the whole further procedure (the
proof of uniform boundedness of ||2"|j as well as of |iz"!|F with the aid
of (21.1), etc.) remains unchanged.
In what follows, the possibihty of a generalization of the assumptions

imposed on the right-hand side/of the given equation and on the boundary
conditions is discussed. For simplicity, the parabolic problem with a time-
-independent operator .4 is considered.
(c) Concerning the function f

In Chapter 15, the case of a time-dependent right-hand side /(t) was
investigated. In more detail, the Lipschitz continuity of this function — as
of an abstract function from / into LjiG) — was required, i.e. the existence
of a constant C > 0 such that

\\f{t + h) - f{t)\\ ^ Ch (21.12)
holds for all the points t, t + he I with h > 0.
This requirement is very natural in our theory, based on apriori estimates
of |Zj||. (We omit here the index n again, for simplicity.) May be the re-
ader did not pay much attention to this fact in the quoted chapter, because
time-dependency of the operator A was in the centre of interest there.
However, the nature of the property (21.12) becomes very clear if A is
a time-independent operator: Thus, let (21.12) be preserved and let us
write the corresponding integral identities (homogeneous initial and bound-
ary conditions are assumed)
((D, Z,)) + (v, ZO = (t;,/(/0) Vy 6 F , (21.13)
{{v, z,)) + (v, Z,) = iv,f{2h)) \/u e V, (21.14)
((r, z,)) + {v, Z,) = {v, f(ph)) 'ivsV. (21.15)

Put V = Zi into (21.13). In the familiar way, we get
l|z.NII/('Oi-
Subtracting (21.13) from (21.14), putting v = Zj and using (21.12), we obtain
| | Z , | | ^ | | Z , | | - t - | | / ( 2 / , ) - / ( / i ) | | ^\\fih)\\ +Ch.
In general, we have
||Z,|| g |I/(/,)|| + (j -l)Ch£M +TC, (21.16)
where
M - max ||/(0|! . (21.17)
tel
In this way, the necessary uniform boundedness of |Z"|| is obtained,

leading to the well-known line of proof of the corresponding existence and
convergence theorem.
The assumption (21.12) can be weakend. In fact, let us replace Zj in

(21.13)-(21.15) by
436 Chapter 21
;• = ],..., p, and put, successively, v = z^, v = Z2, •••, v = z^. We obtain
lkiNHI/WII>
|z2|i^||z,||+/,|]/(2/,)|g/,(||/(/0|| + 1/(2/011),
etc., and, in general,
||z,!| ^ h{\\f{h)\\ + ... + \\f{jh)l)SjhM ^ MT. (21.18)

However, in its consequences, (21.18) means nothing less than the conti-
nuous dependence of the solution (in the C{l, 1.2(0)) norm) on the right-hand
side of the considered equation. Thus, t a k i n g / E C(/, £3(0)), one can
come to the concept of a very weak solution, using the idea of Chapter 13
(i.e. approximating, in C(/, £2(0)), the function / by functions satisfying
(21.12)^) and passing to the limit).
When generalizing the condition (21.12), the integral identity (11.175),
p. 214 (or (15.117), p. 297), can be applied as well. Inserting v = u, one
obtains
•r
((",")) dt (w, M')df = (u,/)dr.
0 0 Jo
Now,
[ (M, M')df = i|i«(T)P ^ 0.

Jo
F-ellipticity of the form ((t;, w)) and the Schwarz inequality then yield
*lrlU2(/,F) = ||"||L2(/,L2(G)) i|/|U2(7,£2(G)) =

< II II II f II
= Irlkic/.K) i|/iiL2a,L2(G))
giving
li"!U.a.K,^-i/|k2(/,i.(G,,. (21.19)
a
This inequahty represents another form of the continuous dependence
of u on / , permitting to extend the concept of the solution to the case
o f / e L2(/, 1,(0)).
^) By polynomial functions in t, for example.

(d) Time-dependent stable boundary conditions

Let us consider the following problem:
~ + Au = 0 in Q = G X (0, T), (21.20)

dt
u(x, 0) = 0 , (21.21)
B,.u = g^t) on r X (O, T), / = 1, ..., /( (21.22)
C,M = 0 on r X (0, T ) , i = l,...,k - n. (21.23)
Here, the existence of such a function w[t) (we W^''\G) V?e/) is assumed
that the relations
B,w(t) = g,(t) on T, /=!,...,/i, Vfe/ (21.24)
(in the sense of traces) are satisfied.
In what follows, let us assume that constants K^, K2 exist such that
w(t + h)- w(r)[j^^,.,(e) ^ K,h , (21.25)
vvi(t + 2/i) - 2w(t + h) + u'(f)|i,f.<«(G) ^ ^ 2 / ! ' (21.26)

holds for all the points t, t + h, t + 2h el, h > 0.
Applying the method of discretization in time, we have to find such
functions
ZjeW^'\G), j = l,...,p, (21.27)
which fulfil
Zj-w(jli)eV (21.28)
and
((.,z,)) + i ( r , z , - z , _ 0 = 0 \fveV, (21.29)
h
with
zo - 0 (21.30)
by (21.21).
The existence as well as unicity of these functions is ensured. In Chapter 13,
Section c), the line of the further treatment of this problem was shown
for the case w(t) = tv e l^j'Y^)- Let us follow a similar idea here:
438 Chapter 21
Let f e 7 be fixed. Solve the elliptic problem of finding a function u*(/) e

€ W2'*'(C;) for which
u*{t) - \i{i) e V, (21.31)

((i;, u*(r))) = 0 V r e K . (21.32)
Such a function exists and is unique. Moreover, the form ((r, u)) being
F-elliptic, a constant c (independent of f e /) exists such that
[["•(Olk.-o.c, ^ cimO|.r.<''.(G, Vre/. (21.33)

It follows that if the function w satisfies (21.25), (21.26), then the same
holds for the function u*{l): The inequalities
\\ii*{t + h) - w*(/)!| g cKih , (21.34)

\\u*{t + 2h) - 2u*{t + h) + u*{t)\\ S cK^h"- (21.35)
are fulfilled for all t, t + h, t + 2heL h > Q.

Following Chapter 13, let us substitute
Zj^Zj-TU*{jh), ./ = 1 , . . . , / ) . (21.36)
In this way, the problem (21.27) —(21.30) turns into that of finding such
functions
ZjeV, .7 = 1 , . . . , P , (21.37)
«., y) +1 (. \. - -v.) = - (., "•'^•'•'--f - •'"')

Vi;e|/, (21.38)
are satisfied, with
zo=-u*(0). (21.39)
This problem (being linear) can be "decomposed" into a problem with

the nonhomogeneous initial condition (21.39) and "homogeneous"' integral
identities, and a problem of finding such functions
ZjeV, j = i,...,p, (21.40)
VreF, (21.41)
with
fo = 0 . (21.42)
The first of these problems was treated in Chapter 13, Section a). Thus,
it is sufficient to investigate the problem (21.40)—(21.42). Denoting
2. = v ^ i i z i , j = i,...,p,
h
and inserting v = 2^ into the first of the integral identities (21.41), we get,
with regard to (21.34),
11:^1 I ^ c K , .
Subtracting then the first of these identities from the second one and putting
V = ^2, one obtains, using (21.35),
ll^jjl ^ {|Zi|| + cK^h ^ cXi + cKih .
In general, we get
\lj\\ ^ cK, + (j - 1) cK^h ^ c{Ki + K^T) . (21.43)
This inequality represents the fundamental estimate for the usual approach
to proving an existence and convergence theorem.
On the other hand, inserting, successively, v = Zj into the j-th. of the
integral identities (21.41), we get, using (21.34) only,
||zi|| ScK.h,
m S l|fx|| +cK,h^2cK,h,
(21.44)
II2,.II ^jcK,h^cK,T.
440 Chapter 21
However, the inequalities (21.44) lead to a statement on the continuous

dependence of the solution of the problem (21.20) —(21.23) on the coeffi-
cient Ki of Lipschitz continuity of the function \v(/). In this direction, the
original assumptions (21.25), (21.26) can be reduced to the assumption
(21.25) only.
Let us note that nothing much better can be expected here. This can be
easily seen when making the formal substitution
u{t) = ii{t) + u*{t) (21.45)
in (21.20). (Because the function du*ldt appears formally on the right-hand

side of the obtained equation.)
Let us note, further, that in the hyperbolic case, boundedness of the
third difference quotient should be required, in addition to the assumptions
(21.25), (21.26), to obtain the necessary estimates. Finally, this additional
assumption can be dropped, as well as in the previous case. However, the
assumptions (21.25), (21.26) cannot be removed, as can be well seen when
inserting (21.45) into the given hyperbohc equation (obtaining 8'û*ldt^ on
the right-hand side, formally).
(e) Nonhomogeneous unstable boundary conditions

As mentioned in Chapter 13 already, this case requires a slightly different
approach. In fact, here the term
y I jjM^S (21.46)
(see (2.266), p. 62; hieL2{r)) does not vanish. When considering the
problem
— + Au = 0 in e = G X (0, r ) , (21.47)
dt
u{x, 0) = 0 , (21.48)
Bû = 0 on rx(0, r), i = - l , ..., ju, (21.49)
C,M = /t; on r x ( 0 , T), i = \,...,k- n, (21.50)

the method of discretization in time leads to the integral identities
{{v, z,)) + Uv, zO = l " { ^^h^dS yveV, (21.51)
{{v, z,)) + i (., z, - z,) = X' f f^ h, dS V. 6 V, (21.52)
{{v, z j ) + f (t;, z, - z,_,) = 1 ' f ^ /z; dS v . e V, (21.53)

/i •=i. r 5 v
where
ZjB V, j = l,...,p, (21.54)
are the functions to be found (to satisfy (21.51) —(21.53)),
zo = 0 . (21.55)
In particular, if ^ = —A and the condition
du
=K (21.56)
dv
on r X (O, 7') is prescribed, the integral identities (21.51) —(21.53) become
(cf. Example 2.6, p. 46)
{{v, zi)) + - {v, z,) = r vh^ dS Vy e V, (21.57)

/' Jr
{{v, z^)) + y {v, Z2 - z,) = uAi dS VueF, (21.58)
((f'. ^p)) + T I ^ ' ' ^ ; - - -P-1

'=1;/!idS VueF.
Even in this very simple case, the usual approach to obtaining apriori
(21.59)
estimates, familiar from Chapter 11 (and from other chapters), cannot be

applied directly. Indeed, on the one hand we have
y/ii dS = |(^, h,l'i2(r)| = lrl|L2(r) \%\

||"J||i2(r) (21.60)
442 Chapter 21
However, nothing better can be said about HfJlLjcr) than that

!!^lk2(r) ^ c|t;||^^(.,(e) = C|!I;||K , (21.61)
where c is the constant from (2.141), p. 39. Inserting v = Z^ into (21.57),
we get
.((Zi,zO) + {Z„Z,) ^ c\\Z,\\y ||/i,|U,cr), (21.62)
from where no useful conclusions on 12^11 (and the less on the uniform
boundedness of ||Z"||) can be drawn.
Thus, let us apply a more suitable procedure:

Denote, as usual, by a the constant of F-ellipticity,
{{v,v))^_a.\vfy VreF. (21.63)
Recall, further, that a constant c can be found such that
g cv (21.64)
dv'' i2(r)
holds for all ve V and for all i = I,..., k — n. (For the details see [3],
Chapter 33.) Finally, the well-known inequality
\ab\ <-a^ + -b^

' ' 2 2£
(e > 0 arbitrary) implies
d"v
av" M Liin
t2(r)
^44vl^'ihîn^'jHy^YJN\lin•
Consequently, such positive constants rji, r\2 can be found, with
f/i < a , (21.65)

that
k-n
dS ^r,iHl + îlM\Lin'iv^V. (21.66)
holds.
Let us assume, first, that the functions /?,• depend on t and satisfy the
following assumptions:
hi{0) - 0 , (21.67)
" l 11^.(^2) - /i,(Ti)||L(r, ^ C^|T2 - t , P (21.68)

i = l
(a Lipschitz condition with respect to /).

Inserting v = Zj into (21.51), we then get
((zi,zO) + ( z i , z , ) = V r ^/,,(;,) ds,

from where, by (21.66),
((z„ zO) + h{Z„ ZO ^ ^,i|z,i|^ + »7a Z l h i W | | l . ( n • (21.69)
1=1
Now,
by (21.65),
i=X 1=1
because of (21.67), (21.68). Thus, (21.69) gives

\\Z,f ^ f^.C'h . (21.70)
Let us subtract (21.51) from (21.52) and put r = Zj — Zj. Similarly,
we come to the result
h{Z2, Z2 - Z i ) ^ rj^C'h' ,
i{lz4' + lZ,~Z,r~\\Z,r)^rj,C^,
from where
\\Z2f ^ | | Z i f +2;?2C'/J- (21.71)
Similarly, we obtain
IIZ3P g IJZall" + 2)72C2/T, (21.72)
|]Z,P ^ | | Z , _ i f +2;?2C^/,. (21.73)

444 Chapter 21
Adding up (21.70)-(21.73), we get, finally,
which represents the basic estimate needed for the proof of existence and
convergence.
A generalization of the conditions (21.67). (21.68) can be obtained

in the following way: Denote
max'f||/^(/)||z,(^) = /f. (21.74)

tsl i=l
Similarly as before, putting n = Zi, y = Zj, etc., we come to the inequalities
||zJP ^ llzJP + 2ri^Hh,
\\zjf ^|iz,_,|P+2^,H/,
which yield
\zjf S 2t]2HT. (21.75)
This inequality leads, in the usual way, to the conclusion on the continuous
dependence of the solution on H, i.e. on the given boundary functions
(in the L2(r) norm). This fact makes it possible to generalize assumptions
(21.67), (21.68), in particular to take into considerations such functions
which do not fulfil the condition (21.67).
For problems containing derivatives with respect to t in the boundary

conditions see [17].
Summarising, it is possible to say about the method to which this book

is devoted:
From the point of view of numerical mathematics, it represents a power-
ful method, applicable to a wide range of evolution problems. At the
same time, convergence questions can be answered in a relatively very
simple way.
From the point of view of the theory of partial differential equations,

it yields, in the first place, sufficiently general existence theorems, even
in nontraditional cases. (See, e.g.. Chapter 18.) As concerns traditional
existence theorems, nothing very new is obtained in comparison with results
received by other methods. (Cf., for example. Lions - Magenes [31], etc.)
However, our method, being a very natural one, makes it possible to get
a particularly good insight into the structure of the corresponding solutions,
enabling, in this way, another approach to the investigation of their pro-
perties. (See, especially, Chapters 12 and 13.)
References
There are too many works related to the problems of evolution equations,
more than can be presented here. Therefore, only such papers are contained
in this list which are quoted in the text, or are in close connection with
questions discussed in this book.
[1] Rektorys, K.: On AppHcation of Direct Variational Methods to the
Solution of Parabolic Boundary Value Problems of Arbitrary Order
in the Space Variables. Czech. Math. J. 21 (1971), pp. 318-339.
[2] Necas, J.: Les methodes directes en theorie des equations elliptiques.
Prague, Academia 1967.
[3] Rektorys, K.: Variational Methods in Mathematics, Science and
Engineering. 2-nd Ed. Dordrecht — Boston, Reidel 1979.
[4] Rektorys, K.: Survey of Applicable Mathematics. London, Iliffe 1969.
(2nd Ed.: Dordrecht-Boston-London, Reidel; in preparation)
[5] Fucik, S. - Kufner, A.: Nonlinear Differential Equations. Amsterdam
- O x f o r d - N e w York, Elsevier 1980.
[6] Kufner, A. - John, O. - Fucik, S.: Function Spaces. Prague, Academia
1977.
[7] Rektorys, K. - Ludvikova, M.: A Note on Nonhomogeneous Initial
and Boundary Conditions in Parabohc Problems Solved by the Rothe
Method. Aphkace matematiky 25 (1980), pp. 5 6 - 7 2 .
[8] Valesova, M.: Solution of the Equation dujdt + A[t) u = f{t) by the
Rothe Method. Habilitation. Bull, of the Faculty of Civil Engineering
in Prague. (To appear.)
[9] Streiblova, J.: Solution of Hyperbohc Problems by the Rothe Method.
Habilitation. Bull, of the Faculty of Civil Engineering in Prague
(To appear.)
446
References 447
[10] Wohlmuthova, A.: Solution of Integrodifferential Parabolic Problems

by the Rothe Method. Disertation. Bull, of the Facuhy of Civil Engi-
neering in Prague. (To appear.)
[11] Bubenik, F.: A Note to the Solution of Hyperbolic Problems by the
Rothe Method. Dissertation. Bull, of the Faculty of Civil Engineering
in Prague. (To appear.)
[12] Strunc, A.: Solution of Creep in an Axially Pressed and Vertically
Loaded Bar by the Method of Discretization in Time. Communication
on a students scientific conference at the Faculty of Civil Engineering
in Prague. (In Czech.)
[13] Necas, J.: Apphcation of Rothe's Method to Abstract Parabolic
Equations. Czech. Math. J. 24 (1974), pp. 496-500.
[14] Kacur, J.: Method of Rothe and Nonlinear Parabolic Boundary Value
Problems of Arbitrary Order. Czech. Math. J. 28 (1978), pp. 507 - 524.
[15] Kacur, J.: Apphcation of Rothe's Method to Nonlinear Equations.
Mat. cas. 25 (1975), pp. 6 3 - 8 1 .
[16] Kacur, J. - Wawruch, A.: On an Approximate Solution for Quasilinear
Parabolic Equations. Czech. Math. J. 27 (1977), pp. 220-241.
[17] Kacur, J.: Nonlinear Parabohc Boundary Value Problems with the
Time Derivatives in the Boundary Conditions. Proceedings Equadiff
IV, Lecture Notes in Mathematics, Springer 1979.
[18] Kacur, J.: Nonlinear Parabolic Boundary Value Problems in Orlicz —
Sobolev Spaces. Proceedings of the Banach Center Semester on Partial
Diiferential Equations. To appear.
[19] Pultar, M.: Nonlinear Parabolic Problems with Maximal Monotone
Operators Solved by the Method of Discretization in Time. Disserta-
tion. (In Czech.)
[20] Ladyzenskaja, O. A.: Solution of the Third Boundary Value Problem
for Quasilinear Parabohc Equations. Trudy Mosk. Mat. Obs. 7 (1958).
(In Russian.)
[21] Iljin, A. M. - Kalasnikov, A. S. - Oleinik, O. A.: Linear Equations
of the Second Order of Parabohc Type. Uspechi XVII (1962). (In
Russian.)
[22] Ladyzenskaja, O. A.: On the Solution of Nonstationary Operator
Equations. Mat. Sbornik 39 (1956). (In Russian.)
448 References
[23] Ibragimov, S. I.: On the Analogy of the Method of Lines for Differen-
tial Equations in Abstract Spaces. Dokl. Azerb. Ak. Nauk XXI (1965).
(In Russian.)
[24] Dubinskij, J. A.: Quasilinear Elliptic and Parabolic Equations of
Arbitrary Order. Usp. Mat. Nauk 25 (1968), pp. 4 5 - 9 0 . (In Russian.)
[25] Mosolov, P. P.: Variational Methods in Nonstationary Problems.
Izv. Akad. Nauk 34 (1970), pp. 425-457. (In Russian.)
[26] Browder, F. E.: Existence Theorems for Nonlinear Partial Differential
Equations. Proceedings Symp. Pure Math. 16, pp. 1 — 60. Amer.
Math. Soc. 1970.
[27] Douglas, J. - Dupont, T.: Galerkin Methods for Parabohc Equations.
SIAM J. Num. Anal. 7 (1970).
[28] Raviart, P. A.: Sur I'approximation de certaines equations d'evolution
I., II. J. math, pure et appl. 46(1967), pp. 11-107, 108-183.
[29] Rothe, E.: Zweidimensionale parabolische Randwertaufgaben als
Grenzfall eindimensionaler Randwertaufgaben. Math. Ann. 102 (1930).
[30] Jerome, J.: The Method of Lines. J. Diff. Eqs. 30 (1978), No. 1.
[31] Lions, J. L. - Magenes, E.: Problemes aux limites non homogenes
et applications. Paris, Dunod 1968.
[32] Vejvoda, O. et al.: Partial Differential Equations. Alphen—Rockvill,
Noordhoff 1981.
Subject Index
Almost everywhere 10 — of an abstract function 200

Determinant, Gram 31
Base 14 Differential, Gateaux 308
Boundary, Lipschitz 8 Distance of elements in a Hilbert space
15
Coefficients, Fourier 13 — — — — — Sobolev space 37
—
Conditions, boundary, Dirichlet 42, 52 — — — the space L2(,G) 9
-, homogeneous 16 Domain of definition of an operator 16
- . N e u m a n n 46 — with a Lipschitz boundary 8
-, Newton 47
-, nonhomogeneous 52 0" Elements, orthogonal 12, 15
-, stable 41 —, orthonormal 12, 15
- , — , time-dependent 437 Equations, hyperbolic 157, 382, 410
-.unstable 41,440 - , parabolic 85, 127, 137, 147, 187, 283,
Continuity of an abstract function 200 305, 335, 358
Convergence of a sequence 11,15 — , R i t z 30
— — — series 12, 15 Error estimates for hyperbolic problems
— of the Ritz-Rothe method 277—282, 403, 409
304, 3 3 0 - 3 3 4 , 3 5 3 - 3 5 7 , 3 7 6 - 3 8 1 , — — — parabolic problems 83, 243,
425-429 264, 303
Definition of the weak solution of an Form, bilinear 50, 60

elliptic boundary value problem 61, —, —, corresponding to a given problem
45, 47, 48 60
— — — — — — an elliptical differ- —, boundary 56
ential equation 52, 44 — , bounded 62
Density 13, 15 —, K-elliptic 62
Dependence continuous of the weak, or Formula, Green 43, 21
very weak solution of a hyperbolic Function, abstract 198
problem on the given data 423 —, admissible 16
— — — — — — — — — — a pa- — , comparison 16
rabolic problem on the given data —, Ritz-Rothe 280
218, 256, 273, 275 —, Rothe 192, 194
Derivative, generalized 38 —, spline 32
449
450 Subject Index
—, square integrable 9 Operators S,- 49, 53

— with compact support 9 — C,- 49
Functions equal almost everywhere 10
— , equivalent 10 Problem, Dirichlet 42, 52
—, orthogonal in L2{G) 12 —, Neumann 46
Functional, continuous 307, 308 — , Newton 47
— convex 313 —, positive 21
— of energy 25 — , positive definite 21
—, symmetric 21
Heat, hydratational 147, 335 —, K-elliptic 63
Problems, hyperbolic 157, 382, 410
Identity, integral 43 — in rheology 170
Inequality, Friedrichs 41, 34 - , parabolic 85, 187 if
—, Schwarz 11 —, parabolic, integrodifferential 137,
—, triangle 10 335
Integral, Bochner 201 —, —, nonlinear 127, 305
— of an abstract function 201 —, — with an integral condition 147,
358
Limit of an abstract function 200 Product, inner 9
Lipschitz continuity of a weak solution — , scalar in a Hilbert space 14
430 —, — Sobolev space 37
—, — — the space LjCG) 9
Method, Galerkin 31
— of discretization in time 2 Rate of decrease of a very weak solution
— of finite elements 31 266
- , R i t z 29 Regularity of the very weak solution
- , Ritz-Rothe 277-282, 304, 330- •334 of a parabolic problem 257 ff, 273,
353-357, 376-381,425-429 275
- , Rothe XI — — — weak solution of a parabolic
Metric 11 problem 219 ff, 298 fT
Monotony, strong 315 — with respect to t 219
Multiindex 36 X 231
Rheology 170
Norm 9, 15
—, energetic 28 Sequence, Cauchy (fundamental) 14
— in a Sobolev space 37 —, convergent in a Hilbert space 15
— in the space L2(G) —, — — the space LjC^) '1
— of partial sums 12
Operator, linear differential of order 2k — of Rothe functions 194
16,49 —, orthogonal 12, 15
— , positive 18 —, orthonormal 12, 15
— , positive definite 18 —, weakly convergent 205
—, symmetric 18 Series, convergent in a Hilbert space 15
Subject Index 451
—, — — the space LjCG) 12 — C(I,H) 201

—, Fourier 13 — AC{I,H) 203
Set, dense 13, 15 —, complete 14, 15
- , linear 14 —, Hilbert 15
- of measure zero 10 —, metric 11
Solution, generalized 27 —, separable 14, 15
—, very weak of a hyperbolic problem - , Sobolev W^^\G) 37
423 — . u n i t a r y 15
—, — — — — parabolic problem — with a quadratic metric 15
254, 271, 274, 327 Sum of a series 12
—, weak, of a hyperbolic problem 395, —, partial of a series 12
419 Support, compact 9
—, — — — parabolic problem 214, System, complete 13
253. 297, 325, 349, 374 —, orthogonal 12, 15
—,— — an elliptic problem 61 —, orthonormal 12,15
Space C(G), C(G) 9 —, Ritz 30
- C'-'VO, C'-^^dG) 8
- C'''^\G), C'^'"\G) 9 Theorem, Green 43, 21
- C^S\G) 9 —, Lax-Milgram 36
~ L2(G) 9 Theorems on existence, uniqueness and
- Wf>(G) 37 convergence for hyperbolic problems
- ^f^''>(C) 40 398, 406, 419, 423, 424
- Lîn 39 — — — — — — — parabolic prob-
- V 42, 55 lems 217, 255, 272, 274, 298, 326,
- i2(/, H) 203 352, 376
- L2{I,L2iG)) 206
- L,(/, V) 204 K-coercivity 433
- LU,H) 431 K-ellipticity 62
Mnthp
and Pattial Diffsrentraf Equattbns
K A R E L REKTORYS
Technical University, Prague
The method of discretization in time is a powerful numerical method

applicable to the solution of a wide range of mixed boundary value problems,
i.e. parabolic problems (linear as well as non-linear, and including integro-
differential problems), to hyperbolic problems, problems in rheology etc.
Broadly speaking, it is the Rothe method (or method of lines) expanded by
a new technique of treating the corresponding elliptic problems.
Part I of the book contains numerical examples, w i t h corresponding programs
where necessary, and is aimed at non-mathematicians who utilise the
discipline. Part i i is aimed at mathematicians, although it is written in such a
way as to be comprehensible to the non-mathematician reader. The book
contains many original results, the majority of them published here for the
first time, concerning existence theorems, regularity of the weak or very
weak solutions, convergence theorems (including cases where elliptic
problems generated by the method of discretization are solved approximately),
error estimates etc.
Audience
The book will be of interest to mathematicians (pure as well as applied),
scientists, and engineers.
D. REIDEL PUBLISHING COMPANY

Dordrecht, Holland / Boston, U.S.A. / London, England

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Mathematics and Its Applications

recht, Holland / Boston, U.S.A. / London, Englan

Translated from the Czech by Karel Rektorys.

All Rights Reserved.

a) Regularity with respect to / 219

Growing specialization and diversification have brought a host of mono-

Because of the wealth of scholarly research being undertaken in the Soviet

Krimpen aid IJssel , » . , • • i, . . .

Many years ago, E. Rothe suggested a method which made it possible to

to the solution of elliptic problems by variational methods and needed

Prague, April, 1981 Karel Rektorys

u e M [or u 4 M) u belongs (or does not belong) to the set M.

[•h (xi, ..., A>) dxi ... dx,v. If N = 1,

then u{x) dx = M(X) dx.

C'^'^~*{G) (or C*'^'(G)) the set of functions infinitely times continuously

W2^\a, b) which satisfy the conditions v{a) = 0,

The idea of the approximate solution of mixed boundary value problems

EXAMPLE 1.1. Solve the problem

(see Fig. l) that

zXO) = 0 , Z,(K) = 0 (1.8)

It is well seen that the quotient

^kA - -/-iW (1.9)

or, with regard to (1-5),

Consequently, we solve an o r d i n a r y differential equation (I.IO) with

z,{x) = (l-j^yinx. (1.13)

— hz'^ + Z2 = h sin x + z,(x) = /z sin x 4- I 1 I sin x

Assuming the solution in the form

again, we get, in the same way as before,

zJx) = \l Isinx. (1.16)

Similar results are easily obtained for j = 3, 4 and 5. Thus we have

Zi(x) = 0.1667 sin x ,

Mi(x, t) = zi{x) + — - ^ [z2(x) - zi(x)] =

= 0.1667 sin x + ^ ~ ^'^ . 0.1389 sin x.

Let us divide the interval / = [0, 1] into 5 . 2 = 10, 5 . 2^ = 20, 5 . 2^ =

1 1 sin X = 0.1805 sin X, (1.22)

1 sin X = 0.3284 sin X , (1.23)

\l i 1 sin X = 0.6303 sin X . (1.24)

Although no general conclusions can be drawn from this special case,

are to be solved approximately, as a rule. Many, especially those encountered

A Brief Survey of Variational Methods

In this chapter we present a brief survey of variational methods of solution

Throughout the book, G means a bounded domain in the N-dimensional

... M(XI, . . . , x ^ ) d x i , . . . , dxjv

By C^^\G), or C^-''(G), respectively, we denote the set of all functions

boundary). Here, by the zero derivative of a function u we mean this

the scalar product

(w, v) —- u(.x) i;(x) dx , (2.2)

Q{U, V) = e{v, t() , (2.17)

g[u, z) ^ Q(U, V) + Q(V, Z) . (2.18)

REMARK 2.2. Inequality (2.12) is called the Schwarz inequality. When

| r u ( x ) D ( x ) d x S. / u\x)dx. \v\x)dx, (2.19)

lim / (w - I'nf dx = 0 : (2.23)

or (what is the same) if

lim (M — u„y dx = 0 . (2.24)

For example, the sequence of functions M„(X) defined in the interval

lim (0 — u„y dx = lira cos^ nx dx = \im — = 0 .

On base of the concept of convergence of a sequence, the convergence

Xu„(x), u„eL,{G), (2.25)

is defined: We construct the sequence of the so-called partial sums

s^ix) = i «„(x) (2.26)

Let (2.30) be an orthonormal system in L2(G), let u(x) be an arbitrary

?)sin^, „ = ],2,.... (2.35)

A set M of functions from L2(G) is called dense in this space, if every

C'^'^~{G) (or C'^'(G)) the set of functions infinitely times continuously