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f3.
STRANG
AND
G.
FIX
dal
2 7 giugno a1 7 luglio
1971
These lectures were prepared f o r a CIME Advanced Summer Institute held in 1971. ? h ' e 'first author has been supported by the Office of Naval Research and the National Science Foundation (GP - 13778), and the second by AEC Contract
7158
9 . Apologia
.This paper has been taken from a preliminary d r a f t of our book "An Analysis of t h e F i n i t e Element Method", t o be published by Prentice-Hall about the end of 1972. In this f i r s t draft w e developed the theory of
f i n i t e elements on a regular mesh, w i t h Fourier -analysis a s the principal tool, and we were able t o discuss the connections w i t h f i n i t e differerne equations and t o include a p a r t of the theory of splines. we now c a l l the "abstract f i n i t e element method".
lhis framework
- we r e f e r t o a forthcoming paper of
Numerische Mathematik on "Approximations in t h e F i n i t e Element Method". Furthermore it becomes possible to examine t h e e r r o r s due to the presence
of curved boundaries and inhomogeneous boundary data. Ve hope that the book w i l l give a reasonably complete and r e a l i s t i c treatment of t h e e s s e n t i a l f i n i t e element theory f o r l i n e a r problems, and t h a t the reader w i l l accept the present paper a s an interim report.
821
G . Strang-G. Fix
The c r u c i a l i d e a i n t h i s synthesis i s t o choose t h e b a s i s such a way t h a t t h e variati.ona1 eauations f o r t h e . v j be difference eouations. way below.
in wj t u r n out t o
I n f a c t it i s J u s t
these p o i n t s which represent f o r u s t h e main contrjbutions of the\ method t o f i n i t e difference theory; they a r e innovations which could have been devised independently, but never were. Our goal w i l l be t o decide when t h e f i n i t e element method i s convergent and numerically s t a b l e , and t o estimate t h e e r r o r ,
Al-
though ne do not discuss a t t h i s point t h e i r r e g u l a r meshes and general boundary conditions which a r e met i n applications, we have t r i e d t o r e t a i n t h e mathematical e s s e n t i a l s of t h e method; t h e s e we .study i n some generality. Of course t h e ultimate question i s whether t h e f i n i t e element method i s more e f f e c t i v e than i t s competitors, namely those techniques which l i e ou$side t h e above i n t e r s e c t i o n . The evidence sugGests t h a t although difference scliemes can be constructed which require fewer operations f o r a given order of accuracy, nevertheless t h e v a r i a t i o n a l approach has an important coherence which derives from t h e f a c t t h a t , once t h e b a s i s i s chosen, t h e r e s t i s l a r g e l y automatic. This coherence seems
'Pj
t o be r c f l e c t c d i n a more regular behavior both of t h e e r r o r and of t h e user, who has othcrv:ise t o make a separate choice of f i n i t e
difference replacement f o r each term i n t h e d i f f e r e n t i a l equation
G. Strang-G. Fix
very l i m i t e d , however, and we s h a l l t r y t o remain n e u t r a l . The nenie we have adopted was o r i g i n a l l y chosen by engineers [ I ] , who decompose a continuous s t r u c t u r e , f o r numerical purposes, i n t o a s e t of " f i n i t e elements". mathematics i s l e s s c l e a r . The h i s t o r y of t h e underlying Both Courant [2] and p61ya [3] commented
on t h e merits, i n c e r t a i n v a r i a t i o n a l problems, of seeking ap-. proximate s o l u t i o n s which a r e l i n e a r within each ( t r i a n g u l a r ) element; accuracy i s . improved by i n c r e a s i n g t h e number of elements r a t h e r than t h e .complexity of t h e approximating functions. t h i s t r i a l space, t h e Laplace operator a c t i n g on vector v u
With
induces i t s
f a m i l i a r 5-point d i f f e r e n c e analogue, a c t i n g on t h e c o e f f i c i e n t
idea was proposed even e a r l i e r . The development of t h e method has l e d n a t u r a l l y from p i c e c u i s e l i n e a r functions t o s p i i n e s and o t h e r piecewise polynomials of f i x e d dcgree p ; each i n c r e a s e i n p adds both t o t h e accuracy
A s usual, t h e e x t r a accuracy
popular than i t s higher-order analogues, questions of convenience soon become paramount, cubic approximants point. I n a p p l i c a t i o n s t o second-order equations, (p = 3 ) . a r e apparently c l o s e t o t h e t u r n i n g
of t h e region i n t o f i n i t e elements, and t h e choice of a so-called local b a s i s f o r t h e space of approximating f u n c t i o n s b a s i s con~posedof functions which vanish over a l l b u t
- that
tL
is, a
few elements.
G. Strang-G. Fix
W e analyze i n t h i s paper t h e case of subdivision by a regular mesh, of width functions functions variable h-30
, with
a l o c a l b a s i s constructed i n t h e
w i l l be t h e number of b a s i s functions
W e s t a r t with a fixed s e t of t r i a l
...,uN(~) ; N
f o r each meshpoint.
vanish f o r l a r g e h
1x1
x by t h e mesh width
, and
r e s c a l e t h e independent
equations w i l l take t h e form of difference equations i f t h e b a s i s h functions vi, associated with each meshpoint ( jlh,. ,jnh)
..
cDi(~/h)
The
, of
t h e functions
Of course t h e r e have t o be modifications a t boundaries. I n t h e piecevrise l i n e a r case t h e r e i s a s i n g l e parameter f o r each meshpoint, namely t h e value of t h e function a t t h a t point; thus of
N =l
The graph
v1
G . Strang- G . Fix
It should be c l e a r t h a t t h i s
cpl
of a l l continuous functions i n t h e plane which a r e l i n e a r within each element. I n some exemples our description (1.1) of t h e b a s i s
w i l l seem l e s s transparent than a description of t h e space i t s e l f ,
i n terms of t h e functions admitted within each element and t h e compatibility conditions across element boundaries. Nevertheless, both f o r p r a c t i c a l computations and f o r t h e general theory, t h e d e f i n i t i o n of the b a s i s i s crucial; it i s from combinations of t h a t t h e Rayleigh-Ritz-Gal-erkin p r i n c i p l e w i l l s e l e c t an approximation uh The fundamental questions f o r a numerical analyst a r e those of convergence and s t a b i l i t y :
i) k a c c u r e t e i s t h e apnroxixftc s o l u t i o n
these functions
oi,
uh
, and
ii)
The answers can only come from t h e connections between t h e given d i f f e r e n t i a l problem, t h e t r i a l functions tpl,...,qN
, and
the W e
, for
q u i t e general
with t h e spaces
-u
xS
and
I I ~
qi
, and
f o r t n e norms associated
and i t s d e r i v a t i v e s
of order
In1 = xuj ( s
I
respectively:
Our arguments make constant use of the Fourier"transfo?m, which operates at full strength only on problems which are either periodic, or defined on the whole of Euclidean space R "
We
are convinced that (as in the theory of elliptic differential operators) the investigation of these special problems is fundamental to the understanding of more general boundary conditions. Thus we regard the present work as a necessary first step in analyzing the wide variety of problems, with irregular meshes and boundaries, vihich are actually being solved. Fortunately,
school, has successfully analyzed the solution of boundary problems by means of splines
all trial
(He mention, in addition to his forthcoming manuscript, The third step is the study of more general
meshes, particularly those formed by an arbitrary triangulation of the region. This is a major point in our forthcoming book.
G . Strang-G. Fix
Rn
, the
index (jl,'.
of a l l m u l t i - i n t e g e r s
..,jn) .
i n (1.1) W e
adopt t h e d e f i n i t i o n
... + xntn..
= (,...,E~)
and
xg
denotes
AS a f i r s t a p p l i c a t i o n of t h e Fourier transform,
P a r s e v a l t s formula can be used t o replace (1.2) by t h e equivalent and more convenient norm
R*
Using t h e con-
I f the coefficients
a r e bounded, t h e form
i s defined when-
ever u
and
l i e i n t h e space
7j"
G .Strang-G. F i x
The most familiar example is the form associated with the Laplace equation, a(ualv) = $ au ai;
As it stands this is not ??'-elliptic, corresponding to the fact that Laplace' s equation has non-zero solutions, e , g . u = constant.
, find
u in
so that
(1.5)
a(u,w)
( f , v , )
for all w
in
i p
.
the in-
, provided
homogeneous data f is such that the right side makes sense; since w ranges over %? , this places f . in the adJoint space
IC-"
, so that
The elliptic problem (1.5) can equally well be put into the more familiar opcrationcl form
G. Strang-G. Fix
i s t h e map from
ji)n t o u - ~
mininlization
and t h e minimization is
- ( f , u ) - (u,f)
l e a d s exactly t o t h e same v a r i a t i o n a l
LU = f
problem (1.5).
I n f a c t t h e operational equation
nothing but t h e x e r eauation from t h e c a l c u l u s of variations. The Ritz-Galerkin technique i s now simple and very familiar; t h e space i s replaced i n t h e v a r i a t i o n a l statement (1.5) by
sh
Thus t h e approximating uh in in
sh
so t h a t
(1.7)
wh
sh
.
fdr
E l l i p t i c i t y implies the existence and uniqueness of concerned with i t s computation. problem a l s o i n t o operational form. Choosing a b a s i s
uh ; we a r e
sh , we
expand
vh u
G . Strang-G. Fix
vh of unlmovrn c o e f f i c i e n t s .
Substituting
h Since t h i s holds f o r a l l c o e f f i c i e n t s wv
Thus t h e v e c t o r . vh
s a t i s f i e s t h e d i s c r e t e operational equation
Since a l l t h e s e e n t r i e s have t o Be calculated, e i t h e r a n a l y t i c a l l y o r by numerical quadrature, one wants a s simple a b a s i s a s possible. The use of t h e c l a s s i c a l special functions, i n o t h e r words a r e t u r n t o stage one, i s by no means obsolete; both Urabe and Clenshaw have made successful application of Chebyshev polynomials. interested, however, i n t h e b a s i s functions for'problems on R"
f ,u,
M e are if
i,J
Z"
defined e a r l i e r ;
...
t h e index
runs over
j
, whereas
a l l have period
0 ( jv < h-'
1 , we require t h a t
h-I
be an i n t e g e r I n t h i s periodic
and ' t h a t
f o r cach component of
case
sh
has f i n i t e dimension
i
N h-n
The index
assumes t h e values
1,. .,N
, so
~t is n a t u r a l
of
a t a time.
1 1
This p a r t i t i o n s t h e matrix
Ah
i n t o blocks of
order
,a
t y p i c a l block being
Thus t h e f i 3 i t e element r e l a t i o n
Ah vh = f h
i s a coupled system
of
ct
d i s c r e t e equations.
continuous one, i n which t h e o r i g i n a l d i f fe r c n t i a l equation i s coupled t o some of i t s d i f f e r e n t i a t e d forms t h e d i s c r e t e system can be formally
Lu = f
I n t h e Hernite case
recombined t o y i e l d a s i n g l e s p l i n e - l i k e equation, J u s t a s t h e Hcrmite b a s i s functions, with small support, can be combined w i t h t h e i r t r a n s l a t e s t o yield the spline basis. .
a rehas already appeared [5] i n Studies i n Applied ~~lathematics, Journal of Mathematics and Physics. and W e
5-
9- point d i f f e r e n c e analogues, w i l l
For t h e moment wc
fundamental question i s whether o r not t h e independencc of t h e b a s i s h elements qi, i s uniform a s h e 0 ; i n L2 ,with our normalization (1.1) of t h e b a s i s elements, t h i s means
ci qi
and r e a l
satisfies
(1.14)
u(so
2sj) = 0
for a l l
j e
zn
.
This i s an
qi ; only gross f e a t u r e s of t h e d i f f e r e n t i a l problem, i t s order and e l l i p t i c i t y , a r e r e l e v a n t t o t h e condition number. a t t r a c t i o n , a t l e a s t t o t h e a n a l y s t , which should not disappear
not
shovm how deep t h e s t a b i l i t y problem a c t u a l l y i s , even i n comparison with t h e 'corresponding question i n t h e general theory of e l l i p t i c boundary problems. be e l l i p t i c . i) Thc r a t c of -convergence of uh depends on t h e
S terminology [ 7 ] I n ~homgel
,.
(1.14) i s
"density" of t h e spaces
sh ; t h e r c f o r c
G. Strang- G . Fix
N = l
takes
sh
no~nialsi n
..,xn
Q
--
,if
of degree ( p
can be w r i t t e n a s l i n e a r Fourier a n a l y s i s l e a d s
; i t must have zeros
cor;lb:inatlons of
and i t s t r a n s l a t e s .
p -1- 1 a t a l l t h e p o i n t s
4 = 2nj
,j #
(0,.
.,,0)
Here
fJP
i n 52. With
N > 1 , the
qi
thnt
sh
Since t h i s
Hermite space contains t h e s p l i n e subspace,. whose elements have .continuous second d e r i v c t i v e s a s well, t h e s p l i n e b a s i s f u n c t i o n s must be combinations of t h e Hermite b a s i s ; t h e former i s i n and t h e l a t t e r only i n only t h a t t h e
??
2 (
mi
are i n
vq , q(p , and
hP'l-S
i s p o s s i b l e i n ?lS ( f o r
p
can be produced
and t h e i r t r a n s l a t e s .
sh
\re mention i n p i r t i c u l a r t h e e a r l y
, and
the detailed
G . Strang-G. Fix
treatment of multi-dimensional spline and Hermite functions in Birkhoff, Schultz, and Varga. [ 9 ] and in recent papers by Schultz (cf. [lo])
single arbitrary
this problem was so striking that it was attacked independently by di Guglielmo [U], ~abuxka[12], and the two of us. (We regret is small.)
that the order just given is chronological, although At Our o r v n contributions to the theory of approximation on possible constants in the error estimate c hPS1-s \ 1u + possible when polynomials can be manufactured from
?? with
'
J
, .
and
Obviously
this gives a special plzce to piece~iisepolynomial approximatingfunctions; they not only lead LO ~inplecu~npu-l;etions, which has until now been their real justification, but they also provide the most efficient basis from which to produce pol~momials. (Of course one may use polynomials themselves in the Ritz method, but this produces major difficulties. If monomials xJ are used as the basis, then the matrix Ah is both .hopelesslyill-conditioned and full of non-zero entries. The alternative, a basis of orthogonal polynomials, is awkward to compute numerically.) We note that our converse result was anticipated by ~051 [13], who considered' only a very limited class of app'roximating functions, and that di GuQielmo has discovered
[u] a
as possible. Splines are optimal in one dimension, as is the pyramid function drn~mabove when n = 2 ,p = 1 "triangulates"
In general he
nn
G . Strang- G. Fix
leads to
In the,splines over rectangular elements introdued by de Boor and Birkhoff, the last factor disappears and the remaining exponents have to be increased to p + l
sh
= 205
# 0 are evident.
, the proofs
are
different but the results are the same. Here we construct an explicit approximation
C V , ~ a ~
The 6,
...,wN
The estimate
by comparing Taylor s e r i e s .
Again
if
f -
5s s u f f i c i e n t l y smooth, t h e e r r o r i n e i t h e r t h e norm s a t i s f i e s
?fS
o r the
. : w
i s new, although i n
rfS , a t l e a s t
that the
, it
e r r o r i n t h e R i t z method o f t e n i s not of t h e same order a s t h e e r r o r i n t h e b e s t a7proxiriation; t h e second expression i n well be smaller than t h e f i r s t . For t h e s p e c i a l value
r may
the
s = m
sh ,
inf s c sh \\u s\ltpl
W e always assume
p2m
, which
t o g e t h e r with s t a b i l i t y i s necessarx
W e note t h a t f o r s p l i n e s and
, the
error i s in
i s only
0(h2)
~ ( h )in 0 = L 2 (R n ) ?l
Our proof of t h e e r r o r estimate (1.17) i s severely c l a s s i c a l ; w e regard (1.8-1.9) a s inducing a f i n i t e d i f f e r e n c e scheme and This allows us t o t r e a t t h e
WE , which i n v a r i a t i o n a l arguments a r e
h Furthernore, t h e l o c a l e r r o r i s well-defined
avrkvard a t best; of course Sobolev's imbedding theorems may be used t o deduce pointwise estimates, b u t t h e c o s t i n powers of i s unacceptably high.
even i n t h e absence of g l o b a l p r o p e r t i e s l i k e e l l i p t i c i t y ; our technique should extend f o r example t o p a r a b o l i c and hyperbolic operators. It may a l s o be used t o j u s t i f y "Richardson extrapolation", Be n o t e t h a t
which i s a u s e f u l t o o l f o r i n c r e a s i n g t h e accuracy.
difference
, in
t o be superior; they provide s o l u t i o n s which can be d i f f e r e n t i a t e d a n a l y t i c a l l y , whereas more conventional d i f f e r e n c e schemes y i e l d only mesh functions. However, ~hom&e has shown [ l b ] t h a t t h e order of accuracy i s not reduced when t h e s e mesh functions a r e differenced, while our p r e s e n t estimates (which a r e b e s t p o s s i b l e ) imply t h a t t h e accuracy i s . g e n e r a l l y decreased by each d i f f e r e n t i a t i o n and f i n a l l y disappears, The paradox e n t e r s i n t o t h e f i n i t e u at
element method, which i s both a Ritz system and a d i f f e r e n c e scheme: appprently t h e d e r i v a t i v e s of by differentiating uh
+ ,
, but
r a t h e r by regarding
G . Strang.-G. Fix
Un-
round-off e r r o r gener.ally r e v e r s e s
with a given d i f f e r e n t i a l equation, v;hich can b e produced by t h e f i n i t e elemcnt method? Certainly not a l l , since self-adJoint
(L = L+ 0) l e a d o n l y t o s e l f -
n o n n e g a t i v e - d e f i n i t e problecls
(fib =
L 0)
e n t e r s t h e X i t z eauations,
f'pj
, which
t h a n so:ne of t h e
W e n o t e t h a t Herbold,
S c h u l t ~ jand Varga [ 16J have observed how t h e u s u a l numerical quadratures of t h e s e i n t e g r a l s l e a d t o familf a r 4 , ~ ' f e r e n c e schemes. I f we c o n s i d e r only t h e l e a d i n g term -uxx
f o r second-crder
all
consistent self-adjoint nonnegative-definite difference matrices can b e produced. p r o p e r t i e s of The proof dcpends on t r a n s l a t i n g t h e s e a c t i o n i s t y p i c a l l y given by
, whose
i n t o p r o p e r t i e s of i t s symbol
G. Strang- G. F i x
e2
is real
for all
The dj,er-~iesz theorem allorvs us to facsor such a nonnegative trigonometric polynomial into
Now we let cp
Bj in
cp
<x<
Consistency at
0
= 0
, so
that
satisfies it vanishes
the csscntial condition for the finite element method: outside a conpact set. Comparing coefficients of
eiee in (1.19)~
Unhappily, the result we have just proved is misleading; the proper analoee of the differential equation Lu simply the explicit system vh = fh
f is Instead it is the
=
not
sh ; in
cxpnnsion is
G. Strang-G. F i x
uh(kh)
assumed a t t h e mesh-
becomes
B~
a r e t h e values
ri(k-J)
uh
by solving
this equation
which y i e l d s an estimate of
uh
-u .
There i s a
equations
..,vN .
G.Strang- G. Fix
9 2.
Approxir,m.L;ion
I n t h i s s e c t i o n w e s h a l l i s o l a t e those conditions on t h e
f i n i t e elemcnt spaces
approximation.
sh
, that
i s with
N = 1
, we
pro;.frnal;ion
?lS by
expansions of t h e form
vmishes f o r large
1x1
i s a band
v ! : W
1 j-kl
. (
i s sui'f'icicatly l a r g e .
denote t h e
orc!cx
lic in
L2
q
.;
i n many a p p l i c a t i o n s t h e d e r i v a t i v e s
of order l e s s than
v ; i l l be contlnu.ous, and t h e
q th
vrriting
Z:
...
f o r clcments of
zn
j
and
a,$,
...
for. e l e n e n t s o$ uv
i s an integer,. each
is a
G. Strang- G. Fix
> p -
a ,
2 P,
.
t h e range
zn , and
of i n t c c r a t i o n i s
TiiEORFki I.
R"
, when
m
nothing i s s a i d t o t h e contrary.
Suppose
is i n
?fz .
Then t h e following
conditions a r e equivalent:
(5.)
v ( ~# ) 0
, but
co
p+1
n . t t h e o t h e r p o i n t s of
(ii)
for
l a 1
, ) ,
?!p-kl
ja cp(t-J)
is a polynomial i n
tl'
...,tn
(iff) h
jczn
eta , C #
in
t h e r e a r e weights
that as
wh S
such
The c o n s t a n t s Proof.
cs
and
a r e independent of
( i =
G. Strang- G. Fix
vnlucs of a function
on t h e l a t t i c e
A
zn
on t h e l a t t i c e
If
Y'
number of terms,. and t h e secolld i s absolutely convergent. a Applied t o t h e function Y(x) = x ~ ( t - x ) , this y i e l d s
Then f o r any
l a 1 (p
, the
# 0 a l l vanish.
Therefore we
j = 0 :
eta , with
C = $(o)
# 0 as
Taking
a = 0
, this
A Therefore ~ ( 0# ) 0
# 0
.
a = (1,0,.
A ,m ( 2 ~ j )=
Next we considcr
..,0) ; t h e
r l g h t s i d e of (2.4) i s
G . Strang-G. Fix
have
A arn/asl
( 2 1 . j ) = 0 for ' j # 0
, we,establish the
.
Parseval's formula, into inequalities for
> (iii)
, by
2r/h
in each variable
F ,
zy
, and
remark that
_I h/h
, the
us
G . Strang- G. F i x
(2.7)
nn
lu(5)
- vh(5)$(h?) 1
s a t i s f y i n g these conditions, we f i r s t choose
To construct coefficients
wh
a ,
la1
5p
so t h a t
Recalling t h a t
6(0) #
by ( i )
, we
begin with
is
I n f a c t , since
q = 0
i s non-zero a t
, this
i n order of increasing
by
wh
so t h a t % ( h ~ )i ~ n t h e period cube
C/h
wh(5) = b ( 5 ) la19
in C/h
1 ~ (~ cIGI 1
estimates by
G.Strang-Gy Fix
are a l l bounded by
L C
( r
For
o u t s i d e 'C/h
, we
notice t h a t
Ih%l 2 1 ; t h e r e f o r e
In
we use t h e p e r i o d i c i t y of
wh
t o change variables:
G. Strang-G. Fix
, we
remainder t e n
The evalu~tionpoint
O j = 0j(h<)
is in
To bound thcorcm:
S uniformly in 5
E
?fE
A inlplies that g
entire functions of exponential type, and that for any s ( p they satisfy
St
, as
G. Strang-G. Fix
I n our case
, with
' j
s i d e s of l e n g t h
, and
vre do g e t
S(2) ( c
S u b s t i t u t i n g back i n t o (2.10)
( i i => ( i )
A t t h i s s t e p we use, not t h e f u l l s t r e n g t h
of '(iii)
, but
?fp
is
i n the b a l l
B = (111 5
11
'(')
Since U (2.11)
E
outside
J3
9lP"
, (iii)
J
provides I\$~( 1 ~C ) S I
wh
such t h a t
5 constant
C/h
, where
~ ( h ) , it follows t h a t
G . Strang-G. Fix
$(o)
$0.
- C/h , where
0 :
J#O C / h
'
l~~(~)$(h; + 2vj) I
' ( l + l-lYdt
(periodicity of W)
for 'every j # 0
Therefore
,j#
.
impl lest function
, the
which has the zeros required by condition (i) is the.one which ceneratcs the local -basis for splines of degree -p :
Furthermore, any
which s a t i s f i e s .(i)
i s a multiple of
6P '
where E
i s a s u i t a b l e e n t i r e function.
a I f n > 1 (or N > 1) P ' no such common d i v i s o r e x i s t s , but condition (i)should make 1-b
from convolution with t h e "B-spline" possible t o i d e n t i f y a l l u s e f u l bases. W e have learned t h a t t h i s condition vras known mcch e a r l i e r t o Schoenberg; it appears i n h i s fundamental paper [18] a s t h e condition f o r a smoothing formula t o map onto i t s e l f t h e space of polynomials of degree The Poisson formula, which i s t h e c r u c i a l connection between transforms an p
zn
and
R"
, also
f i g u r e s i n t h e valuable
Theorem I d i f f e r s a l i t t l e from t h e r e s u l t In t h e
s t a t e d i n t h e introduction, where we assumed ' s t a b i l i t y but gave weaker forms f o r t h e conditions i n t h e theorem. t h i r d condition, f o r exemple, t h e weaker statement imposed no r e s t r i c t i o n (2.3) on t h e weigizts; given t h e s t a b i l i t y condition (1.14), however, t h i s r e s t r i c t i o n i s automatic. polynomials
In t h e second
combinations of
G . Strang-G. Fix
We, t h e r e f o r e want t o show t h a t s t a b i l i t y f o r c e s these weights presentation (2.14) unique; t h e only rcpresent.ation of tllc zero .function has a l l weights zero. vect4r ev ' i n t h e
t,,
- t o be equal.
By uniqueness
p j-ev
= Pj
for a l l
j and
, and. t h e
weights
a r e equal
For an expension
o S-e, we add
= oj
for
v = 2,. ..,n
; after
1 t o find
uo
jlp
, .so t h a t
This means t h a t t h e l a s t sum i s a polynomial of t h e form required by ( i i ) t t h e induction i s obvious. Thus t h e statement i n t h e introduction may be rcgarded a s a corol.lary t o Theorem I Remnrk.3.
G . Stkang-G. Fix
Suppose f o r a t the p
has a zero of o r d e r
p
replaced by h-'
+
W e
of order
such t h a t (2.2)
A
vanishes Therefore
all
2nd
, and
(1.14) i s s a t i s f i e d a t
so
= 0
un-
i s t o be avoided.
number of d i r e c t i o n s .
i n t e r e s t t o t h e s e n s i b l e reader, who wants to. .get on with t h e p l o t ; he can s a f e l y disregard Thcorem It. ) show t h a t t h e exponent pkl-s b e s t p o s s i b l e f o r any u f 0
First, we can
in t h e e r r o r estimate (2.2) i s
, and
f i n d t h e infinum of constznts
This r e l a t i o n i s t h e most e f f i c i e n t
I n p r a c t i c e , anc! consequently t h e most common, but t h e r e i s n o . a n r i o r i reason why t h e two i n d i c e s must agree. folloiring we allovr rp where
.q
q (p
Insthe i n W:
.
cp
>
, since
In
, involving
s
p f 2
,m
, the
following
l i e s i n :(?
, {(o) #
, and
(ii)
. cp
lies in
1~:
, and
for
la1
(p
ja * ( t - j)
i s a polynomial Xn
term
eta , c + o .
u in
XP+l
tl ,.
..,tn
, the
&th
function
leading
wh
such t h a t a s
pi-1-s p
i s b c s t p o s s i b l e . f o r every
and
,if
i s t h e l a r g c s t i n t e g e r f o r which ( i )
G. Stran.g:G. Fix
holds.
constants cs i s
With' n
>
1 t h e l a s t f a c t o r becomes
where " :a
w
i s t h e d e r i v a t i v e of order
Cs
p+l
i n the direction
Q
(This constant
;)'
M e must emphasize t h a t we have estimate (2.2) holds, with know only t h a t f o r every u range h cs = Cs
not
established t h a t t h e
, for
each h ; vre
<
b(e,u)
Our constants Cs
Ve know from condition ( i i ) i n Theorem I t h a t p can 'be reproduced exactly, and any smooth function w i l l Therefore it should be no u
t h e polynomials of degree
I n f a c t we make t h e f o l l o v i n g conSecture:
f o r every snooth
of one variable, t h e r a t i o of e r r o r i n b e s t
approximation in constant Cs
~ ' ' ~ h
This means that the constents Cs are a very useful criterion for the comparison of two different finite element ) functions cp (given that they have the same value of p
j
, but
>
, the situation
be a tiny subset namely
(We hope to show elsewhere that this conjecture extends also to ripproximation in the ,maximumnorm.) 'Novr we consider the approximation problem when the space is generated by several functions p l . h case there are N unknowns viJJ i lJ...JN
S "
; :
...,*
In this
, to be
their support can be small, so that frequently the required inner products are easier to compute and boundary conditions simpler to match, and they can have additional interpolating propcrtics. each In the one-dimensional Hermitc case, for example,
vi
, and the
1-1 st
G. Strang-G. Fix.
which
satisfy the finite element equation have physical significance in themselves, as the "displacement", "slope", "stress", etc. of the approximate solution at the meshpoint x has been found very attractive by users.
=
jh
This
TIEOREM 11.
Suppose
in ?lz
Then the
of the q i which
satisfy (2.194
A
= 0
for j #
for all j E z n , 1 s l a 1 L p
of the cpi
which
in ?tP+l there,areweights w
. .q,
i, j
wch
G. Strang- G. Fix
Remark 5 .
vi
t h e r e i s a f i n i t e l i n e a r combination and t h e i r t r a n s l a t e s
of
..,%
via
which s a t i s f i e s t h e
(2.23)
,j #
W e s h a l l prove t h a t
t h e simpler case
( i ) => ( i v ) => ( i i i )
, so
t h a t Babuska's
W e note t h a t t h e t r a n s l a t e s admitted
i n . ( i v ) a r e t h e functions
G. strang-G. Fix
C w?
J .
oh can be used t o
To prove t h a t
Jy-l 5 P
J
approximate
u a s required i n (2.21-22).
e l e t t, 191, denote t h e unique such t h a t
( i ) => ( i f f ) p
, we
jointlyin
..., e
Since t, Y, l a t e s of
i s t h e trznsform of a f i n i t e combination of t r a n s -
Y ,
, this
n i s indeed a f i n i t e l i n e a r combination
and W e i r t r a n s l a t e s .
t,
of t h e o r i g i n a l qi
By t h e p e r i o d i c i t y of t h e
j = 0
, we
use t h e Leibniz r u l e f o r . t h e d e r i v a t i v e
G..Strang-G. Fix
replacinp, a
by
-P .
h
property (2.19~)of t h c
, 2nd
, when
Tnus t h e
qa
, when
rve a r e approximating
by combinations of t h e functions
".
h
The l a t t e r i s c r u c i a l nwncrically, even th0up.h t h e origfr:al d i f f e r e n t i a l problem ( e . ~ .t h a t of minimizing a quadratic f u n c t i o n a l ) l e s d s more n a t u r a l l y t o t h e former. tv:o p toqcthcr.
It i s a
o r t h e b a s t approximetion i s t h e sane i n t h e t m
r
uh
G. Strang-G. Fix
This exponent
i s t h e smaller
.
cpi
The following estimate includes known r e s u l t s f o r spline approximation, i n t h e special case of equally spaced knots. Splines a r e t y p i c a l of many important choices of t h e t h a t t h e i r derivatives of some order
q
,in
( I n t h e spline w e note t h a t t h i s leaves them s a f e l y i n W ; case, q i s the. degree of t h e polynomial i n each interval, and coincides h%th t h e accuracy exponent T H E O R E M 111. Then i f Suppose p .) s a t i s f y t h e conditions of
q
Q1,...,vN
i t follows t h a t
W e write
and
x=kh+ th
, where
i s the integral
O l t v < l
l i e s i n t h e u n i t cube
Expanding
G . Strang-G. Fix
will be a t best of the o r d e r hptl-s determined i n Theorems I The question i s whether the approsimation produced by the finite Thcre i s no a p r i o r i reason
(3 i n
H~ and i n c r e a s e the
It exceeds
o r d e r 2m of the equation, t h e r e i s every reason to think otherwise. s e e m s unlikely that the e r r o r in 14' would stay of o r d e r p
+ 1 until m
accuracy will depend on m a s a c l l a s p and s . Thc c o r r e c t o r d e r can in fact he d e t e r ~ ~ l i n e over d the range
0
Q
Marlin Schultz. A special but still typical c a s e of this argument h a s been published by Nitsche ( 2 1 1 , and Aubin has shown us all alternative route to the s a m e result. We begin with the fundamciltal result (cf. Varga 1221) that i n the case s
= m, the c r r o r uh
equations (1. 5) and (1. 7) that ment, we deduce from the v a r i a t i o ~ l a l a(uh
- u, wh ) = (f, wh ) 2 -ullHm
h (f, w ) = h
o
-u)
1 1. h for a l l w ~n s
(2.31)
G. Strang-G. Fix
ior a l l w
h
p 1-1 IIerc we ticed u i n 13 i n o r d e r l o apply T h e o r e m s I and 11, and t h e r e fore we a s s u m e that f l i c s in Hp'1-2m. If i is l e s s smooth, the e s t i It i s t o the e s t i m a t e
(2.33)
Taking y = ul' h (U h . i o r a l l w in
U,
- u,
I)
= a(uh
- u, v - wh ) .
(2.35)
sh.
Therefore
I(u"-u,E)~
K~~u''-uII~~~~h v -llHm w
(2.36)
r
iipf 1 4 2m-s (2.37) i f p f l > Z m - s
I1
G. Strang-G. Fix
r = min(p
+ 1 - s, 2(p + 1 - in)) .
(2.38)
Now a s g r u n s over thc unit b a l l i n I - I - ~ , the s u p r e m u m of the left side is exactly the n o r m of uh e r r o r estimate i s T h e r e f o r e the finai - u i n t h e d u d space H ~ .
r =p
+ 1 - rn in agreement with
(2.32).
G . Strang-G. Fix
C. C , Zienkiewicz, "The f i n i t e element method i n s t r u c t u r a l and continuum mechanics, " London: McGraw-Nil1 (1967)
R. Courant, "Variationel methods f o r the s o l u t i o n of problems of e u i l i b r i m znd vibrations," Bull. Amer. Math. Soc. 49, 1-23?1943)
f i n i e s c j u i peut fournir des bornes superieures ou i n f e r i e u r e s , " Comptes Hendus 235, 995-997 (1952)
solutions of boundary value problems f o r l i n e a r e l l i p t i c operators by Galerkin's and f i n i t e difference methods," Rem. Sem. Mat. Pado-ra.
G. Fix and 6 . Strang, "Fourier analysis of t h e f i n i t e elernent method i n Ritz-Galerkin theory," Studies i n Appl. Math. 48, 265-273 (1969)
D. Schaeffer, "Approxination of e l l i p t i c boundary value problemllby difference equations; I. Factorization of t h e symbol, J. Functional Analysis 1970.
G. Birkhoff, M. H. Schultz and R. S. Varga, "Hermite i n t e r polation i n one and more v a r i a b l e s with applications t o p a r t i a l d i f f e r e n t i a l equations, " Elmer. Math., 11, 232-256 (1968)
dimensional problems,
"
F. DiGuglielmo, "Methode des elements f i n i s : une famille dlapproximations des espaces de Sobolev par l e s t r a n s l a t e s de p-fonctions," Manuscript, 1970.
I. Babuska,
"Approximation by H i l l functions,
''
t o appear.
J . J. Goel, "Construction of basic functions f o r numericAl u t i l i z a t i o n of R i t z l s method," Numer. Math. 12, 435-447 (1968). V. Thomee,"On t h e convergence of difference quotients i n
)I.
Zlamal, "On the. f i n i t e el ernent method, " Numer. Math. 12, 394-!+09 (19.58)
G. Strang-G. Fix
. Varga, "Quzdrature [16] R. J. lierbold, M. H. Schultz, and R. S schemes for the numerical ,solution of boundary value problems by variational techniques, Aequationes Mathenaticae 3, 96-119 (1959). .
Numerical Solution of Partial Differential Equations I1 (SYI'TSPADE), Academic Press, 1971. [21] J. Nitsche, "Ein Kriterium fur die auasi-optimilifat des Ritzschen verfahrens," Numer. Math. .11, 346-348 (1968).
1221