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Energetic space

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In mathematics, more precisely in functional analysis, an energetic space is, intuitively, a subspace of a given real Hilbert space equipped with a new "energetic" inner product. The motivation for the name comes from physics, as in many physical problems the energy of a system can be expressed in terms of the energetic inner product. An example of this will be given later in the article.

Energetic space

Formally, consider a real Hilbert space X {\displaystyle X} with the inner product ( | ) {\displaystyle (\cdot |\cdot )} and the norm {\displaystyle \|\cdot \|} . Let Y {\displaystyle Y} be a linear subspace of X {\displaystyle X} and B : Y X {\displaystyle B:Y\to X} be a strongly monotone symmetric linear operator, that is, a linear operator satisfying

  • ( B u | v ) = ( u | B v ) {\displaystyle (Bu|v)=(u|Bv)\,} for all u , v {\displaystyle u,v} in Y {\displaystyle Y}
  • ( B u | u ) c u 2 {\displaystyle (Bu|u)\geq c\|u\|^{2}} for some constant c > 0 {\displaystyle c>0} and all u {\displaystyle u} in Y . {\displaystyle Y.}

The energetic inner product is defined as

( u | v ) E = ( B u | v ) {\displaystyle (u|v)_{E}=(Bu|v)\,} for all u , v {\displaystyle u,v} in Y {\displaystyle Y}

and the energetic norm is

u E = ( u | u ) E 1 2 {\displaystyle \|u\|_{E}=(u|u)_{E}^{\frac {1}{2}}\,} for all u {\displaystyle u} in Y . {\displaystyle Y.}

The set Y {\displaystyle Y} together with the energetic inner product is a pre-Hilbert space. The energetic space X E {\displaystyle X_{E}} is defined as the completion of Y {\displaystyle Y} in the energetic norm. X E {\displaystyle X_{E}} can be considered a subset of the original Hilbert space X , {\displaystyle X,} since any Cauchy sequence in the energetic norm is also Cauchy in the norm of X {\displaystyle X} (this follows from the strong monotonicity property of B {\displaystyle B} ).

The energetic inner product is extended from Y {\displaystyle Y} to X E {\displaystyle X_{E}} by

( u | v ) E = lim n ( u n | v n ) E {\displaystyle (u|v)_{E}=\lim _{n\to \infty }(u_{n}|v_{n})_{E}}

where ( u n ) {\displaystyle (u_{n})} and ( v n ) {\displaystyle (v_{n})} are sequences in Y that converge to points in X E {\displaystyle X_{E}} in the energetic norm.

Energetic extension

The operator B {\displaystyle B} admits an energetic extension B E {\displaystyle B_{E}}

B E : X E X E {\displaystyle B_{E}:X_{E}\to X_{E}^{*}}

defined on X E {\displaystyle X_{E}} with values in the dual space X E {\displaystyle X_{E}^{*}} that is given by the formula

B E u | v E = ( u | v ) E {\displaystyle \langle B_{E}u|v\rangle _{E}=(u|v)_{E}} for all u , v {\displaystyle u,v} in X E . {\displaystyle X_{E}.}

Here, | E {\displaystyle \langle \cdot |\cdot \rangle _{E}} denotes the duality bracket between X E {\displaystyle X_{E}^{*}} and X E , {\displaystyle X_{E},} so B E u | v E {\displaystyle \langle B_{E}u|v\rangle _{E}} actually denotes ( B E u ) ( v ) . {\displaystyle (B_{E}u)(v).}

If u {\displaystyle u} and v {\displaystyle v} are elements in the original subspace Y , {\displaystyle Y,} then

B E u | v E = ( u | v ) E = ( B u | v ) = u | B | v {\displaystyle \langle B_{E}u|v\rangle _{E}=(u|v)_{E}=(Bu|v)=\langle u|B|v\rangle }

by the definition of the energetic inner product. If one views B u , {\displaystyle Bu,} which is an element in X , {\displaystyle X,} as an element in the dual X {\displaystyle X^{*}} via the Riesz representation theorem, then B u {\displaystyle Bu} will also be in the dual X E {\displaystyle X_{E}^{*}} (by the strong monotonicity property of B {\displaystyle B} ). Via these identifications, it follows from the above formula that B E u = B u . {\displaystyle B_{E}u=Bu.} In different words, the original operator B : Y X {\displaystyle B:Y\to X} can be viewed as an operator B : Y X E , {\displaystyle B:Y\to X_{E}^{*},} and then B E : X E X E {\displaystyle B_{E}:X_{E}\to X_{E}^{*}} is simply the function extension of B {\displaystyle B} from Y {\displaystyle Y} to X E . {\displaystyle X_{E}.}

An example from physics

A string with fixed endpoints under the influence of a force pointing down.

Consider a string whose endpoints are fixed at two points a < b {\displaystyle a<b} on the real line (here viewed as a horizontal line). Let the vertical outer force density at each point x {\displaystyle x} ( a x b ) {\displaystyle (a\leq x\leq b)} on the string be f ( x ) e {\displaystyle f(x)\mathbf {e} } , where e {\displaystyle \mathbf {e} } is a unit vector pointing vertically and f : [ a , b ] R . {\displaystyle f:\to \mathbb {R} .} Let u ( x ) {\displaystyle u(x)} be the deflection of the string at the point x {\displaystyle x} under the influence of the force. Assuming that the deflection is small, the elastic energy of the string is

1 2 a b u ( x ) 2 d x {\displaystyle {\frac {1}{2}}\int _{a}^{b}\!u'(x)^{2}\,dx}

and the total potential energy of the string is

F ( u ) = 1 2 a b u ( x ) 2 d x a b u ( x ) f ( x ) d x . {\displaystyle F(u)={\frac {1}{2}}\int _{a}^{b}\!u'(x)^{2}\,dx-\int _{a}^{b}\!u(x)f(x)\,dx.}

The deflection u ( x ) {\displaystyle u(x)} minimizing the potential energy will satisfy the differential equation

u = f {\displaystyle -u''=f\,}

with boundary conditions

u ( a ) = u ( b ) = 0. {\displaystyle u(a)=u(b)=0.\,}

To study this equation, consider the space X = L 2 ( a , b ) , {\displaystyle X=L^{2}(a,b),} that is, the Lp space of all square-integrable functions u : [ a , b ] R {\displaystyle u:\to \mathbb {R} } in respect to the Lebesgue measure. This space is Hilbert in respect to the inner product

( u | v ) = a b u ( x ) v ( x ) d x , {\displaystyle (u|v)=\int _{a}^{b}\!u(x)v(x)\,dx,}

with the norm being given by

u = ( u | u ) . {\displaystyle \|u\|={\sqrt {(u|u)}}.}

Let Y {\displaystyle Y} be the set of all twice continuously differentiable functions u : [ a , b ] R {\displaystyle u:\to \mathbb {R} } with the boundary conditions u ( a ) = u ( b ) = 0. {\displaystyle u(a)=u(b)=0.} Then Y {\displaystyle Y} is a linear subspace of X . {\displaystyle X.}

Consider the operator B : Y X {\displaystyle B:Y\to X} given by the formula

B u = u , {\displaystyle Bu=-u'',\,}

so the deflection satisfies the equation B u = f . {\displaystyle Bu=f.} Using integration by parts and the boundary conditions, one can see that

( B u | v ) = a b u ( x ) v ( x ) d x = a b u ( x ) v ( x ) = ( u | B v ) {\displaystyle (Bu|v)=-\int _{a}^{b}\!u''(x)v(x)\,dx=\int _{a}^{b}u'(x)v'(x)=(u|Bv)}

for any u {\displaystyle u} and v {\displaystyle v} in Y . {\displaystyle Y.} Therefore, B {\displaystyle B} is a symmetric linear operator.

B {\displaystyle B} is also strongly monotone, since, by the Friedrichs's inequality

u 2 = a b u 2 ( x ) d x C a b u ( x ) 2 d x = C ( B u | u ) {\displaystyle \|u\|^{2}=\int _{a}^{b}u^{2}(x)\,dx\leq C\int _{a}^{b}u'(x)^{2}\,dx=C\,(Bu|u)}

for some C > 0. {\displaystyle C>0.}

The energetic space in respect to the operator B {\displaystyle B} is then the Sobolev space H 0 1 ( a , b ) . {\displaystyle H_{0}^{1}(a,b).} We see that the elastic energy of the string which motivated this study is

1 2 a b u ( x ) 2 d x = 1 2 ( u | u ) E , {\displaystyle {\frac {1}{2}}\int _{a}^{b}\!u'(x)^{2}\,dx={\frac {1}{2}}(u|u)_{E},}

so it is half of the energetic inner product of u {\displaystyle u} with itself.

To calculate the deflection u {\displaystyle u} minimizing the total potential energy F ( u ) {\displaystyle F(u)} of the string, one writes this problem in the form

( u | v ) E = ( f | v ) {\displaystyle (u|v)_{E}=(f|v)\,} for all v {\displaystyle v} in X E {\displaystyle X_{E}} .

Next, one usually approximates u {\displaystyle u} by some u h {\displaystyle u_{h}} , a function in a finite-dimensional subspace of the true solution space. For example, one might let u h {\displaystyle u_{h}} be a continuous piecewise linear function in the energetic space, which gives the finite element method. The approximation u h {\displaystyle u_{h}} can be computed by solving a system of linear equations.

The energetic norm turns out to be the natural norm in which to measure the error between u {\displaystyle u} and u h {\displaystyle u_{h}} , see CÊa's lemma.

See also

References

  • Johnson, Claes (1987). Numerical solution of partial differential equations by the finite element method. Cambridge University Press. ISBN 0-521-34514-6.
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