Journal of Inequalities in Pure and Applied Mathematics POINTWISE ERROR ESTIMATE FOR A NONCOERCIVE SYSTEM OF QUASI-VARIATIONAL INEQUALITIES RELATED TO THE MANAGEMENT OF ENERGY PRODUCTION volume 3, issue 5, article 79, 2002. MESSAOUD BOULBRACHENE College of Science Department of Mathematics and Statistics Sultan Qaboos University P.O. Box 36 Muscat 123 Sultanate of Oman. EMail: boulbrac@squ.edu.om Received 27 May, 2002; accepted 24 July, 2002. Communicated by: R. Verma Abstract Contents JJ J II I Home Page Go Back Close c 2000 Victoria University ISSN (electronic): 1443-5756 058-02 Quit Abstract This paper is devoted to the approximation by a piecewise linear finite element method of a noncoercive system of elliptic quasi-variational inequalities arising in the management of energy production. A quasi-optimal L∞ error estimate is established, using the concept of subsolution. Pointwise Error Estimate for a Noncoercive System of Quasi-Variational Inequalities Related to The Management of Energy Production 2000 Mathematics Subject Classification: 49J40, 65N30, 65N15. Key words: Quasi-Variational Inequalities, Subsolutions, Finite Elements, L∞ -Error Estimate. Messaoud Boulbrachene Contents 1 2 3 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . The Continuous Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.1 Notations, Assumptions . . . . . . . . . . . . . . . . . . . . . . . . 2.2 Existence, Uniqueness and Regularity . . . . . . . . . . . . 2.3 A Continuous Iterative Scheme . . . . . . . . . . . . . . . . . . 2.4 A Monotonicity Property . . . . . . . . . . . . . . . . . . . . . . . 2.5 A Continuous L∞ Stability Property . . . . . . . . . . . . . . 2.6 Characterization of the solution of system (1.1) as the least upper bound of the set of sub-solutions . . . . The Discrete Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.1 A Discrete Iterative Scheme . . . . . . . . . . . . . . . . . . . . . 3.2 A Discrete Monotonicity Property . . . . . . . . . . . . . . . . 4 6 6 7 8 9 10 11 13 14 15 Title Page Contents JJ J II I Go Back Close Quit Page 2 of 22 J. Ineq. Pure and Appl. Math. 3(5) Art. 79, 2002 A Discrete L∞ Stability Property . . . . . . . . . . . . . . . . Characterization of the solution of system (3.2) as the least upper bound of the set of discrete subsolutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 The Finite Element Error Analysis . . . . . . . . . . . . . . . . . . . . . . 4.1 Definition of Two Auxiliary Coercive System of QVIs 4.2 L∞ - Error Estimate For System (1.1) . . . . . . . . . . . . . References 3.3 3.4 15 15 17 17 18 Pointwise Error Estimate for a Noncoercive System of Quasi-Variational Inequalities Related to The Management of Energy Production Messaoud Boulbrachene Title Page Contents JJ J II I Go Back Close Quit Page 3 of 22 J. Ineq. Pure and Appl. Math. 3(5) Art. 79, 2002 1. Introduction A lot of results on error estimates in the L∞ norm for the classical obstacle problem in particular and variational inequalities (VIs) in general have been achieved in the last three decades. (cf., e.g [6], [7], [8], [9]). However, very few works are known in this area when it comes to quasi-variational inequalities (QVIs) (cf., [10], [11]), and especially the case of systems which is the subject of this paper.(cf. e.g [3] Indeed, we are concerned with the numerical approximation in the L∞ norm for the noncoercive problem associated with the following system of QVIs: Find U = (u1 , . . . , uJ ) ∈ (H01 (Ω))J satisfying i i a (u , v − ui ) = (f i , v − ui ) ∀v ∈ H01 (Ω) (1.1) i u ≤ M ui ; ui ≥ 0; v ≤ M ui Pointwise Error Estimate for a Noncoercive System of Quasi-Variational Inequalities Related to The Management of Energy Production Messaoud Boulbrachene Title Page in which, Ω is a bounded smooth domain of RN , N ≥ 1, ai (·, ·) are J- elliptic bilinear forms continuous on H 1 (Ω)×H 1 (Ω), assumed to be noncoercive, (·, ·) is the inner product in L2 (Ω) and f i are J- regular functions. This system arises in the management of energy production problems, where J-units are involved (see e.g. [1], [2] and the references therein). In the case studied here, M ui represents a “cost function” and the prototype encountered is (1.2) M ui = k + inf uµ . Contents JJ J II I Go Back Close Quit µ6=i Page 4 of 22 In (1.2) k represents the switching cost. It is positive when the unit is “turned J. Ineq. Pure and Appl. Math. 3(5) Art. 79, 2002 on” and equal to zero when the unit is “turned off”. Note also that operator M provides the coupling between the unknowns u1 , . . . , uJ . The L∞ -error estimate for the proposed system is a challenge not only for the practical motivation behind the problem, but also due to the inherent difficulty of convergence in this norm. Moreover, the interest in using such a norm for the approximation of VI and QVIs is that they are types of free boundary problems (cf. [4], [5]). The coercive version of (1.1) is mathematically well understood. The numerical analysis study has also been considered in [3] and a quasi-optimal L∞ -error estimate established. In this paper we propose to demonstrate that the standard finite element approximation applied to the noncoercive problem corresponding to system (1.1) is quasi-optimally accurate in L∞ (Ω). For that purpose we shall develop an approach mainly based on both the L∞ - stability of the solution with respect to the right hand side and its characterization as the least upper bound of the set of subsolutions. It is worth mentioning that the method presented in this paper is entirely different from the one developed for the coercive problem. The paper is organized as follows. In Section 2 we state the continuous problem and study some qualitative proerties. In Section 3 we consider the discrete problem and achieve an analogous result to that of the continuous problem. In Section 4, we prove the main result. Pointwise Error Estimate for a Noncoercive System of Quasi-Variational Inequalities Related to The Management of Energy Production Messaoud Boulbrachene Title Page Contents JJ J II I Go Back Close Quit Page 5 of 22 J. Ineq. Pure and Appl. Math. 3(5) Art. 79, 2002 2. 2.1. The Continuous Problem Notations, Assumptions We are given functions aijk (x) in C 1,α (Ω̄), aik (x), ai0 (x) in C 0,α (Ω) such that: X aijk (x)ξj ξk = α |ζ|2 ; ζ ∈ RN ; α > 0, (2.1) 1≤j,k≤N ai0 (x) = β > 0 (x ∈ Ω). (2.2) We define the second order differential operators Pointwise Error Estimate for a Noncoercive System of Quasi-Variational Inequalities Related to The Management of Energy Production N X i Aϕ= (2.3) 1≤j,k≤N ∂ i ∂ϕ X i ∂ϕ ajk + ak + ai0 ϕ ∂xj ∂xk k=1 ∂xk and the associated variational forms: for any u, v ∈ H01 (Ω) (2.4) ai (u, v) Z = Ω Title Page Contents ! N X ∂u ∂v ∂u + aik (x) v + ai0 (x)uv)dx . aijk (x) ∂x ∂x ∂x j k k 1≤j,k≤N k=1 X We are also given right hand side f 1 , . . . , f (2.5) Messaoud Boulbrachene i f ∈C 0,α i J such that 0 (Ω); f ≥ f > 0. Throughout the paper U = ∂(F, M U ) will denote the solution of system (1.1) where F = (f 1 , . . ., f J ) and M U = (M u1 , . . ., M uJ ). JJ J II I Go Back Close Quit Page 6 of 22 J. Ineq. Pure and Appl. Math. 3(5) Art. 79, 2002 2.2. Existence, Uniqueness and Regularity To solve the noncoercive problem, we transform (1.1) into the following auxiliary system: find U = (u1 , . . ., uJ ) ∈ (H01 (Ω))J such that: i i b (u , v − ui ) = (f i + λui , v − ui ) ∀v ∈ H01 (Ω) , (2.6) i u ≤ M ui ; ui ≥ 0; v ≤ M ui , where (2.7) bi (u, v) = ai (u, v) + λ(v, v) and λ > 0 is large enough such that: Pointwise Error Estimate for a Noncoercive System of Quasi-Variational Inequalities Related to The Management of Energy Production bi (v, v) ≥ γ kvk2H 1 (Ω) γ > 0; ∀v ∈ H 1 (Ω). Messaoud Boulbrachene Let us recall just the main steps leading to the existence of a unique solution to system (1.1). For more details, we refer the reader to ([1]). J 1 J i ∞ Let H+ = (L∞ + (Ω)) = {V = (v , . . ., v ) such that v ∈ L+ (Ω)}, equipped with the norm: (2.9) kV k∞ = max v i L∞ (Ω) , Title Page (2.8) Contents JJ J II I 1≤i≤J ∞ where L∞ + (Ω) is the positive cone of L (Ω). We introduce the following mapping (2.10) T : H+ −→ H+ W −→ T W = (ζ 1 , . . ., ζ J ) Go Back Close Quit Page 7 of 22 J. Ineq. Pure and Appl. Math. 3(5) Art. 79, 2002 where ∀ i = 1, . . ., J, ζ i = σ(f i + λwi ; M wi ) is solution to the following VI: (2.11) i i b (ζ , v − ζ i ) = (f i + λwi , v − ζ i ) ∀v ∈ H01 (Ω) ζ i ≤ M wi , . v ≤ M wi Problem (2.11), being a coercive variational inequality, thanks to [12], it has a unique solution. Let us also define the vector Û 0 = (û1,0 , . . ., ûJ,0 ), where ∀i = 1, . . ., J, ûi,0 is solution to the equation (2.12) ai (ûi,0 , v) = (f i , v) ∀v ∈ H01 (Ω). Since f i ≥ 0, there exists a unique positive solution to problem (2.12). Moreover, ûi,0 ∈ W 2,,p (Ω), p < ∞ (Cf. e.g., [1]). Proposition 2.1. (Cf. [1]) Under the preceding notations and assumptions, the mapping T is increasing, concave and satisfies: T W ≤ Û 0 , ∀ W ∈ H+ such that W ≤ Û 0 . The mapping T clearly generates the following iterative scheme. Pointwise Error Estimate for a Noncoercive System of Quasi-Variational Inequalities Related to The Management of Energy Production Messaoud Boulbrachene Title Page Contents JJ J II I Go Back 2.3. A Continuous Iterative Scheme Starting from Û 0 defined in (2.12) (resp. Ǔ 0 = (0, . . ., 0)) , we define the sequences below Close Quit Page 8 of 22 (2.13) Û n+1 = T Û n ; n = 0, 1, . . . J. Ineq. Pure and Appl. Math. 3(5) Art. 79, 2002 (resp.) Ǔ n+1 = T Ǔ n ; n = 0, 1, . . .. (2.14) Theorem 2.2. (cf. [1]) Let C = {W ∈ H+ such that W ≤ Û 0 }. Then, under conditions of Proposition 2.1 the sequences (Û n ) and (Ǔ n ) remain in C . Moreover, they converge monotonically to the unique solution of system (1.1). Theorem 2.3. (cf. [1]) Under the preceding assumptions, the solution (u1 , . . ., uJ ) of system (1.1) belongs to (W 2,p (Ω))J ; 2 ≤ p < ∞. In what follows, we shall give a monotonicity and an L∞ stability property for the solution of system (1.1). These properties together with the notion of subsolution will play a crucial role in proving the main result of this paper. 2.4. A Monotonicity Property Let F = (f 1 , . . ., f J ) ; F̃ = (f˜1 , . . ., f˜J ) be two families of right hands side and U = ∂(F, M U ) = (u1 , . . ., uJ ); Ũ = ∂(F̃ , M Ũ ) = (ũ1 , . . ., ũJ ) the corresponding solutions to system (1.1), respectively. Theorem 2.4. If F ≥ F̃ then ∂(F, M U ) ≥ ∂(F̃ , M Ũ ). Pointwise Error Estimate for a Noncoercive System of Quasi-Variational Inequalities Related to The Management of Energy Production Messaoud Boulbrachene Title Page Contents JJ J II I Go Back Proof. We proceed by induction. For that let us associate with U and Ũ the following iterations n Û = (û 1,n , . . ., û J,n en ě1,n , . . ., u ěJ,n ) ) and Û = (u Close Quit Page 9 of 22 J. Ineq. Pure and Appl. Math. 3(5) Art. 79, 2002 respectively. Then, from (2.10), (2.11), (2.13) we clearly have ei,n+1 = σ(f i + λû ei,n , M û ei,n ), ûi,n+1 = σ(f i + λûi,n , M ûi,n ) and û f e1,0 . . ., û eJ,0 ) are solutions to equation where Û 0 = (û1,0 , . . ., ûJ,0 ) and Û 0 = (û (2.12) with right hand sides F and F̃ , respectively. ei,0 . So, f i +λ ûi,0 ≥ f˜i +λû ei,0 and M ûi,0 ≥ Clearly, f i ≥ f˜i implies ûi,0 ≥ û ei,0 . Therefore, using standard comparison results in coercive variational M û ei,1 . inequalities, we get ûi,1 ≥ û ei,n−1 . Then, as f i ≥ f˜i , applying the same Now assume that ûi,n−1 ≥ û ei,n . Finally, by Theorem 2.2, comparison argument as before, we get ûi,n ≥ û making n tend to ∞, we get U ≥ Ũ . This completes the proof. 2.5. A Continuous L∞ Stability Property Using the above notations we have the following result. Theorem 2.5. Under conditions of Theorem 2.4, we have 1 (2.15) ∂(F, M U ) − ∂(F̃ , M Ũ ) ≤ F − F̃ . β ∞ ∞ Pointwise Error Estimate for a Noncoercive System of Quasi-Variational Inequalities Related to The Management of Energy Production Messaoud Boulbrachene Title Page Contents JJ J II I Go Back Close Proof. Let us denote by ui = σ(f i , M ui ); ũi = σ(f˜i , M ũi ) the ith components 1 of U and Ũ , respectively. Then, setting Φi = f i − f˜i , using (2.2) it β L∞ (Ω) Quit Page 10 of 22 J. Ineq. Pure and Appl. Math. 3(5) Art. 79, 2002 is easy to see that ∀i = 1, 2, . . ., J f i ≤ f˜i + f i − f˜i L∞ (Ω) ai (x) i ˜i ≤ f˜i + 0 f − f ∞ ≤ f˜i + (ai0 (x)Φi ). β L (Ω) Hence, making use of Theorem 2.4, it follows that σ(f i , M ui ) ≤ σ(f˜i + (ai0 (x)Φi , M (ũi + Φi )) ≤ σ(f˜i , M ũi ) + Φi . Thus, ui − ũi ≤ Φi . Interchanging the roles of f i and f˜i , we similarly get Pointwise Error Estimate for a Noncoercive System of Quasi-Variational Inequalities Related to The Management of Energy Production Messaoud Boulbrachene ũi − ui ≤ Φi . This completes the proof. Title Page Contents 2.6. Characterization of the solution of system (1.1) as the least upper bound of the set of sub-solutions Definition 2.1. ([1]) W = (w1 , .., wJ ) ∈ (H01 (Ω))J is said to be a subsolution for the system of QVIs (1.1) if i i b (w , v) ≤ (f + λwi , v) ∀v ∈ H01 (Ω) v ≥ 0, (2.16) i w ≤ M wi ; i = 1, . . ., J. JJ J II I Go Back Close Quit Page 11 of 22 J. Ineq. Pure and Appl. Math. 3(5) Art. 79, 2002 Let X be the set of such subsolutions. Theorem 2.6. The solution of system of QVIs (1.1) is the maximum element of the set X. Proof. It is a straightforward adaptation of ([1, p.358]) Pointwise Error Estimate for a Noncoercive System of Quasi-Variational Inequalities Related to The Management of Energy Production Messaoud Boulbrachene Title Page Contents JJ J II I Go Back Close Quit Page 12 of 22 J. Ineq. Pure and Appl. Math. 3(5) Art. 79, 2002 3. The Discrete Problem Let Ω be decomposed into triangles and let τh denote the set of all those elements; h > 0 is the mesh size. We assume the family τh is regular and quasiuniform. Let Vh denote the standard piecewise linear finite element space and Bi , 1 ≤ i ≤ J be the matrices with generic entries: (3.1) (Bi )ls = bi (ϕl , ϕs ); 1 ≤ l, s ≤ m(h), where ϕs , s = 1, 2, . . .m(h) are the nodal basis functions and rh is the usual interpolation operator. The discrete maximum principle assumption (dmp): We assume that the i B are M -matrices (cf. [13]). In this section, we shall see that the discrete problem below inherits all the qualitative properties of the continuous problem, provided the dmp is satisfied. Their respective proofs shall be omitted, as they are very similar to their continuous analogues. Let Vh = (Vh )J . The noncoercive system of QVIs consists of seeking Uh = (u1h , . . ., uJh ) ∈ Vh such that i i a (uh , v − uih ) = (f i , v − uih ) ∀v ∈ Vh (3.2) i uh ≤ rh M uih , v ≤ rh M uih , or equivalently i i b (uh , v − uih ) = (f i + λwi , v − uih ) ∀v ∈ Vh (3.3) i uh ≤ rh M uih , v ≤ rh M uih . Pointwise Error Estimate for a Noncoercive System of Quasi-Variational Inequalities Related to The Management of Energy Production Messaoud Boulbrachene Title Page Contents JJ J II I Go Back Close Quit Page 13 of 22 J. Ineq. Pure and Appl. Math. 3(5) Art. 79, 2002 Let Ûh0 be the piecewise linear approximation of Û 0 defined in (2.12): (3.4) i ai (ûi,0 h , v) = (f , v) ∀v ∈ Vh ; 1 ≤ i ≤ J and consider the following discrete mapping (3.5) Th : H+ −→ Vh W −→ T W = (ζh1 , . . ., ζhJ ) where, ∀ i = 1, . . ., J, ζhi is the solution of the following discrete VI: i i b (ζh , v − ζhi ) = (f i + λwi , v − ζhi ) ∀v ∈ Vh , (3.6) i ζh ≤ rh M wi , v ≤ rh M w i . Pointwise Error Estimate for a Noncoercive System of Quasi-Variational Inequalities Related to The Management of Energy Production Messaoud Boulbrachene Proposition 3.1. Let the dmp hold. Then Th is increasing, concave and satisfies Th W ≤ Ûh0 ∀W ∈ H+ , W ≤ Ûh0 . 3.1. Contents A Discrete Iterative Scheme We associate with the mapping Th the following discrete iterative scheme: starting from Ûh0 defined in (3.4), and Ǔh0 = 0, we define: (3.7) Ûhn+1 = Th Ûhn n = 0, 1, . . . (3.8) Ǔhn+1 = Th Ǔhn Title Page and n = 0, 1, . . . respectively. Similar to the continuous case, the following theorem establishes the monotone convergence of the above discrete sequences to the solution of system (3.2). JJ J II I Go Back Close Quit Page 14 of 22 J. Ineq. Pure and Appl. Math. 3(5) Art. 79, 2002 Theorem 3.2. Let Ch = {W ∈ H+ such that W ≤ Ûh0 }. Then, under the dmp, the sequences (Ûhn ) and (Ǔhn ) remain in Ch . Moreover, they converge monotonically to the unique solution of system (3.2). 3.2. A Discrete Monotonicity Property Let F = (f 1 , . . ., f J ) and F̃ = (f˜1 , . . ., f˜J ) be two families of right hand sides, and Uh = ∂h (F, M Uh ), Ũh = ∂h (F̃ , M Ũh ) the corresponding solutions to system (3.2), respectively. Theorem 3.3. Under the dmp, if F ≥ F̃ then ∂h (F, M Uh ) ≥ ∂h (F̃ , M Ũh ). 3.3. A Discrete L∞ Stability Property Theorem 3.4. Under conditions of Theorem 3.3, we have 1 (3.9) ∂h (F, M Uh ) − ∂h (F̃ , M Ũh ) ≤ F − F̃ . β ∞ ∞ 3.4. Characterization of the solution of system (3.2) as the least upper bound of the set of discrete sub-solutions Definition 3.1. W = (wh1 , .., whJ ) ∈ Vh is said to be a subsolution for the system of QVIs (3.2) if i i b (wh , ϕs ) ≤ (f i + λwhi , ϕs ) ∀ϕs ; s = 1, . . ., m(h); (3.10) i wh ≤ rh M whi . Pointwise Error Estimate for a Noncoercive System of Quasi-Variational Inequalities Related to The Management of Energy Production Messaoud Boulbrachene Title Page Contents JJ J II I Go Back Close Quit Page 15 of 22 J. Ineq. Pure and Appl. Math. 3(5) Art. 79, 2002 Let Xh be the set of discrete subsolutions. Theorem 3.5. Under the dmp, the solution of system of QVIs (3.2) is the maximum element of the set Xh . Pointwise Error Estimate for a Noncoercive System of Quasi-Variational Inequalities Related to The Management of Energy Production Messaoud Boulbrachene Title Page Contents JJ J II I Go Back Close Quit Page 16 of 22 J. Ineq. Pure and Appl. Math. 3(5) Art. 79, 2002 4. The Finite Element Error Analysis This section is dedicated to prove that the proposed method is quasi-optimally accurate in L∞ (Ω), according to the approximation theory. To achieve that, we first introduce two auxiliary coercive systems of QVIs and give some intermediate error estimates. 4.1. Definition of Two Auxiliary Coercive System of QVIs 1. A Continuous system of QVIs: Find Ū (h) = (ū1(h) , . . ., ūJ(h) ) ∈ (H01 (Ω))J solution to: i i(h) b (ū , v − ūi(h) ) ≥ (f i + λuih , v − ūi(h) ) ∀v ∈ H01 (Ω); (4.1) i(h) ū ≤ M ūi(h) ; v ≤ M ūi(h) , where Uh = (u1h , . . ., uJh ) is the solution of the discrete system of QVIs (3.2). Lemma 4.1. (cf. [3]) (4.2) Messaoud Boulbrachene Title Page Contents JJ J (h) Ū − Uh ≤ Ch2 |Logh|3 . ∞ 2. A Discrete System of Coercive QVIs: Find Ūh = ū1h , . . ., ūJh solution to: i i b (ūh , v − ūih ) ≥ (f i + λui , v − ūih ) ∀v ∈ Vh ; (4.3) u ≤ rh M ūih ; v ≤ rh M ūih , Pointwise Error Estimate for a Noncoercive System of Quasi-Variational Inequalities Related to The Management of Energy Production ∈ Vh II I Go Back Close Quit Page 17 of 22 J. Ineq. Pure and Appl. Math. 3(5) Art. 79, 2002 where U = (u1 , . . ., uJ ) is the solution of the continuous system of QVIs (1.1). Lemma 4.2. (cf. [3]) (4.4) Ūh − U ≤ Ch2 |Logh|3 . ∞ 4.2. L∞ - Error Estimate For System (1.1) Theorem 4.3. Let U and Uh be the solutions of the noncoercive problems (1.1) and (3.2), respectively. Then, then under conditions of Theorem 2.3, and Lemmas 4.1, 4.2, we have the error estimate Pointwise Error Estimate for a Noncoercive System of Quasi-Variational Inequalities Related to The Management of Energy Production kU − Uh k∞ ≤ Ch2 |Logh|3 . Messaoud Boulbrachene (4.5) Proof. The proof will be carried out in three steps. Step 1. It consists of constructing a vector of continuous functions β (h) = (β 1(h) , . . ., β J(h) ) such that: (4.6) β (h) ≤ U and β (h) − Uh ∞ ≤ Ch2 |Logh|3 Indeed, Ū (h) being solution to system (4.1) it is easy to see that Ū (h) is also a subsolution, i.e., ∀i = 1, . . ., J i i(h) b (ū , v) ≤ (f i + λuih , v) ∀v ∈ H01 (Ω), v ≥ 0, ūi(h) ≤ M ūi(h) ; v ≤ M ūi(h) . Title Page Contents JJ J II I Go Back Close Quit Page 18 of 22 J. Ineq. Pure and Appl. Math. 3(5) Art. 79, 2002 This implies i i i(h) i(h) i i(h) b ū , v ≤ f + λ u − ū + λū , v ∀v ∈ H01 (Ω), v ≥ 0, h L∞ (Ω) ūi (h) ≤ M ūi(h) ; v ≤ M ūi(h) , and, from Theorem 2.6, it follows that Ū (h) ≤ Ũ = ∂(F̃ , M Ũ ) with F̃ = F + λ Ū (h) − Uh ∞ . Therefore, using both the stability Theorem 2.5 and estimate (4.2) we get 3 (4.8) U − Ũ ≤ λ Ū (h) − Uh ∞ ≤ Ch2 |Logh| (4.7) ∞ Pointwise Error Estimate for a Noncoercive System of Quasi-Variational Inequalities Related to The Management of Energy Production Messaoud Boulbrachene which combined with (4.7) yields: Ū (h) ≤ U + Ch2 |Logh|3 . Finally, taking β (h) = Ū (h) − Ch2 |Logh|3 , (4.6) follows. Step 2. Similarly to Step 1., we construct a vector of discrete functions αh = (αh1 , . . ., αhJ ) satisfying αh ≤ Uh and kαh − U k∞ ≤ Ch2 |Logh|3 . (4.9) Indeed, Ūh being solution to system (4.3), it is also a subsolution, i.e. i i b (ūh , ϕs ) ≤ (f i + λui , ϕs ) ∀ϕs ; s = 1, . . ., m(h); u ≤ M ūih ; Title Page Contents JJ J II I Go Back Close Quit Page 19 of 22 v ≤ M ūih , J. Ineq. Pure and Appl. Math. 3(5) Art. 79, 2002 which implies i i b (ūh , ϕs ) ≤ (f i + λ kui − ūih kL∞ (Ω) + λūih , ϕs ) ∀ϕs ; s = 1, . . ., m(h) u ≤ M ūih ; v ≤ M ūih . Hence, letting F̃ = F + λ Ūh − U ∞ and applying Theorem 3.5, we obtain that Ūh ≤ Ũh = ∂h (F̃ , M Ũh ). (4.10) Therefore, using both Theorem 3.4 and estimate (4.4), we get 3 (4.11) Uh − Ũh ≤ λ Ūh − U ∞ ≤ Ch2 |Logh| ∞ which combined with (4.10), yields Pointwise Error Estimate for a Noncoercive System of Quasi-Variational Inequalities Related to The Management of Energy Production Messaoud Boulbrachene Ūh ≤ Uh + Ch2 |Logh|3 . Finally, taking αh = Ūh − Ch2 |Logh|3 , we immediately get (4.9). Step 3. Now collecting the results of Steps 1 and 2., we derive the desired error estimate (4.5) as follows: Uh ≤ β (h) 2 3 + Ch |Logh| ≤ U + Ch2 |Logh|3 ≤ αh + Ch2 |Logh|3 ≤ Uh + Ch2 |Logh|3 . Thus kU − Uh k∞ ≤ Ch2 |Logh|3 . Title Page Contents JJ J II I Go Back Close Quit Page 20 of 22 J. Ineq. Pure and Appl. Math. 3(5) Art. 79, 2002 References [1] A. BENSOUSSAN AND J.L. LIONS, Impulse Control and Quasivariational Inequalities, Gauthier Villars, Paris (1982). [2] G.L. BLANKENSHIP AND J.L. 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