Effective operators and variational principles for discrete networks 3
such a triple (J0,E,J)is called a solution of the Z-problem at
E0. If there exists a (bounded) linear operator
σ
∗∈L(U)
such that
J0=
σ
∗E0,(17)
whenever E0∈Uand (J0,E,J)is a solution of the Z-problem
at E0, then
σ
∗is called an effective operator of the Z-problem.
For instance, it follows from this definition that Exam-
ple 1defines a Z-problem (H,U,E,J,
σ
), where H=
L2
#(Ω)dhas the orthogonal triple decomposition (1) with
U,E,Jgiven by (2), (3), (4) (which is a special case of
a Hodge decomposition) and the effective conductivity
σ
∗is
an effective operator of that Z-problem according to our defi-
nition above.
B. Overview of the paper
To every Z-problem (H,U,E,J,
σ
)(e.g., Example 1),
there are three important sets of problems that naturally arise:
(i) (Solvability of the Z-problem) Under what conditions
does the Z-problem (16) have a solution; a unique so-
lution? If possible, find a formula for all solutions in
terms of
σ
and parameterized by those E0∈Ufor
which solutions exist.
(ii) (Existence, uniqueness, and representation formulas for
the effective operator) Under what conditions does the
effective operator
σ
∗exist; is unique? If it exists, find
representation formulas for it in terms of
σ
.
(iii) (Variational principles & bounds) If
σ
∗=
σ
(i.e., self-
adjoint) and
σ
≥0 (i.e., positive semidefinite), are there
variational principles: (1)for the solutions of the Z-
problem? (2)that define the effective operator
σ
∗?(3)
that can be used to derive upper and lower bounds on an
effective operator
σ
∗in terms of
σ
?
In this paper, we will focus on answering these questions.
To do so, we will first consider classical results in Sec. II.
Here, certain “strong hypotheses" will be used such as
σ
∗=
σ
≥0 and
σ
invertible (the “classical" hypotheses). Often the
latter will be too restrictive though and the invertibility of the
subblock
σ
11 of
σ
[see (18)-(20)] will be enough. Second, in
Sec. III, we discuss how we plan to relax or weaken the hy-
potheses and then give insight into the reason these “weaker
hypotheses" [see (H1)-(H4)] will naturally occur. Next, in or-
der to extend the results in Sec. II under the weaker hypothe-
ses, we introduce a unified framework for treating the varia-
tional principles associated to constrained linear equations in
Sec. IV. Then, in Sec. V, we use this framework to prove the
main results of this paper on the Z-problem and effective oper-
ator which answer the sets of questions (i),(ii), and (iii) above
under the weaker hypotheses. After this, we will develop in
Sec. VI, three important examples of discrete electrical net-
work problems for which our abstract framework and results
apply. These examples provide far more than just evidence
that our abstract framework can be used to solve for their asso-
ciated effective operators but also, equally as important, there
exists a connecting relationship between all of them, which
becomes apparent from the results in this paper. In Appen-
dices Aand B, we provide some fundamental results on the
abstract theory of composites, effective operators, and Hodge
decompositions that are needed in this paper and interesting
in their own right, but are best placed in these appendices.
In regard to the approach we use in this paper to treat the
problems (i)-(iii), it is new, even in the classical setting. It is
based on block operator methods and Schur complement the-
ory. As such, we will review the classical results and include
proofs using this new approach, before generalizing them later
in the paper.
Finally, although our focus is on weakening the hypotheses
on the operator
σ
to achieve comparable results in the classi-
cal setting, we will still assume, in general, some form of self-
adjoint hypotheses, e.g.,
σ
∗=
σ
, when we state and prove our
results. The reason for this is two fold. The first is that
σ
∗=
σ
is the most common hypothesis in the examples we consider
in this paper. The second reason is that the other typical hy-
potheses on
σ
, that it has positive imaginary or positive real
part (see, for instance, Refs. 3, 8, 17, and 27), is important
enough to deserve a separate study of which the current paper
will be useful.
II. CLASSICAL RESULTS
In the classical setting, i.e., with the strong assumptions
that
σ
∗=
σ
≥0 and
σ
invertible, all these problems can
solved3,8,16,17. We will review this now and include proofs
using a new approach to solving these problems which
emphasizes block operator methods and the use of Schur
complements28 (although the importance of it in the theory
of composites was originally recognized in Ref. 29). Later
in the paper we generalize our approach when we relax the
invertibility hypothesis.
Let (H,U,E,J,
σ
)be a Z-problem (as defined in Def.
4). Then we can write the operator
σ
= [
σ
i j]i,j=0,1,2∈L(H)(18)
as a 3 ×3 block operator matrix with respect to the orthog-
onal triple decomposition (15) of the Hilbert space H=
U⊥
⊕E⊥
⊕J. More precisely, we introduce the orthogonal
projections Γ0,Γ1,Γ2of Honto H0=U,H1=E,H2=J,
respectively, and define
σ
i j ∈L(Hj,Hi),
σ
i j =Γi
σ
Γj:Hj→Hi,(19)
for i,j=0,1,2. In particular, for i=j=1,
σ
11 is the com-
pression of
σ
to E, that is,
σ
11 =Γ1
σ
Γ1|E,(20)
i.e., the restriction of the operator Γ1
σ
Γ1on Hto the closed
subspace E. Then the Z-problem (16) is equivalent to the sys-