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The aim of this chapter is to introduce the basic theory of finite element methods. Nowadays, finite el-
ement methods are widely used in almost every field of engineering analysis. The German mathematician
Richard Courant (1888-1972) shall probably be credited for formulating the essence of what is now called
a finite element [Courant, 1943]. The development of these methods became effective with the advent
of computers and is now recognized as one of the most powerful and versatile method for construction
approximations of the solutions of boundary-value problems. We will give here a brief overview of the
fundamental mathematical ideas that form the core of the method.
Contents
7.1 General principle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
7.2 The one dimensional case . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
7.3 Triangular finite elements in higher dimensions . . . . . . . . . . . . . . . . . 120
7.4 The finite element method for the Stokes problem . . . . . . . . . . . . . . . 132
In Chapter 4 we have seen the principle of the variational approximation of elliptic problems. The main
idea of the finite element method is to replace the Hilbert space V in which the variational formulation
is posed by a finite dimensional subspace Vh . We will first briefly return to the internal variational
approximation principle and present finite elements in one dimension.
99
100 Chapter 7. The finite element approximation
The bilinear form a(·, ·) and the linear form l(·) are defined on Vh × Vh and Vh , respectively and the
problem (P) is replaced by the following discrete problem:
(Ph ) : Find uh ∈ Vh such that a(uh , vh ) = l(vh ) , for all vh ∈ Vh .
We introduce the keyword internal related to the approximation because we suppose here that Vh ⊂ V .
If N !
= dim Vh , we consider a basis (ϕi )1≤i≤N of Vh . The decomposition of uh in the basis of Vh ,
uh = N i=1 ui ϕi , leads to rewrite the problem (Ph ) in the following form:
N
"
uj a(ϕj , ϕi ) = l(ϕi ) , ∀1 ≤ i ≤ N . (7.1)
j=1
Introducing the stiffness matrix Ah = (aij ) ∈ RN,N of coefficients aij = a(ϕj , ϕi ), for all 1 ≤ i, j ≤ N ,
the vector Uh = (ui )1≤i≤N and the vector Fh = (fi )1≤i≤N such that fi = l(ϕi )1≤i≤N allow us to conclude
that we have the equivalence:
uh solution of (Ph ) ⇐⇒ Ah Uh = Fh .
Obviously, the V -ellipticity assumption on the bilinear form a implies the existence and the uniqueness
of the solution uh to the problem (Ph ). However, this assumption is too strong for our purposes. As we
are considering a finite dimensional space Vh , it is sufficient to consider that:
Since the bilinear form a is V -elliptic, then the matrix Ah is positive definite (cf. Proposition 4.2).
Proposition 7.1 Under the previous assumptions, we have the orthogonality identity:
∀vh ∈ Vh , a(u − uh , vh ) = 0 .
7.1. General principle 101
Proof. Since Vh ⊂ V , we have trivially that a(u, vh ) = l(vh ) = a(uh , vh ), for all vh ∈ Vh . !
If the bilinear form a(·, ·) is symmetric, continuous and V -elliptic on V × V of constant α, then it defines
an inner product and an energy norm associated to it as:
The approximate solution uh is thus the orthogonal projection for the inner product a(·, ·), of the solution
u on the subspace Vh .
A strong advantage of the internal variational approximation is that it provides an optimal estimate
of the error between the exact solution u of the problem (P) and the approximate solution uh of the
problem (Ph ). The error #u − uh #V is comparable to the minimum of #u − vh #V when vh covers Vh . This
error estimate in norm # · #V is given by Céa’s lemma (cf. Chapter 4) that we recall here.
Lemma 7.1 (Céa) Under the previous hypothesis, we have the following error estimates.
(i) If the bilinear form is not V -elliptic, we have:
$ %
#a# a(vh , wh )
#u − uh #V ≤ 1 + inf #u − vh #V , where #a# = sup .
αh vh ∈Vh vh ,wh ∈Vh #vh #V #wh #W
(ii) If the bilinear form a(·, ·) is continuous and V -elliptic with a coercivity constant α, then we have:
M
#u − uh #V ≤ inf #u − vh #V .
α vh ∈Vh
(iii) If in addition the bilinear form a(·, ·) is symmetric the previous estimate becomes:
&
M
#u − uh #V ≤ inf #u − vh #V .
α vh ∈Vh
Corollary 7.1 Under the previous hypothesis, let (Vh )h denotes a set of finite dimensional subspaces of
V and let us assume that
h→0
∀v ∈ V , inf #v − vh #V −→ 0 .
vh ∈Vh
The objective for the “ideal” approximation method is to define suitable approximation spaces Vh to
apply the Galerkin approach. To this end, we search for a compromise between the dimension N of Vh
(and thus the dimension of the matrix A) and the accuracy of the numerical solution uh . We shall also
consider spaces Vh that allow to compute easily the quantities a(ϕj , ϕi ) and l(ϕi ). Finally, specific spaces
Vh may result in sparse matrices A where the number of nonzero elements is small, or well-conditioned
matrices with a small condition number and thus easy to solve. In this spirit, the finite element method
tends to answer all these requirements. Before detailling the main concepts of the finite element methods,
we give a few words about Ritz and Petrov-Galerkin methods.
where Ah = (aij ) ∈ RN,N with aij = a(ϕi , ϕj ) and Fh = (fi ) ∈ RN is such that fi = l(ϕi ). Hence, solving
the minimization problem (P(h ) is equivalent to solving the following problem:
(P-
h,R ) find U ∈ RN such that J (U ) = inf J (V ) , where J (V ) = 12 V t Ah V − V t Fh .
V ∈RN
For obvious reasons, the stiffness matrix Ah is symmetric positive definite and thus the functional
J is quadratic on RN . This is sufficient to ensure the existence and uniqueness of U ∈ RN solving the
minimization problem (P- -
h,R ). Furthermore, the solution U of the minimization problem (Ph,R ) is also
the solution of the linear system Ah U = Fh .
Remark 7.1 When the bilinear form a(·, ·) is symmetric, the Galerkin and Ritz methods are strictly
equivalent.
The principles of Petrov-Galerkin and Galerkin methods are very similar in the sense that they both
will attempt to solve the problem (P). However, in the Petrov-Galerkin approach, we consider two
finite-dimensional approximation subspaces Vh and Wh in V such that
dim Vh = dim Wh = N .
The approximate solution uh is searched in the space Vh but the test functions in the variational formu-
lation are now the shape functions of Wh . For these reasons, Vh is called the approximation space and
Wh is the space of test functions. The problem to solve is now the following:
(Ph,P G ) find uh ∈ Vh , such that a(uh , vh ) = l(vh ) , for all vh ∈ Wh .
Suppose (ϕj )1≤j≤N is a basis of Vh and (ψj )1≤j≤N a basis of Wh , then every uh ∈ Vh can be decomposed
"N
as uh = ui ϕj and we can rewrite the problem as follows:
j=1
N
"
find uh ∈ Vh , such that uj a(ϕj , ψi ) = l(ψi ) , i = 1, . . . , N ,
j=1
And the linear system to solve is Ah U = Fh , where Ah = (aij ) ∈ RN,N with aij = a(ϕj , ψi ) and
Fh = (fi ) with fi = l(ψi ), for all i = 1, . . . , N .
h = max diam(K) .
K∈Th
Typically, a basis of Vh will be composed of functions whose support is restricted on one or a few elements
of Th and the polynomials are usually of low degree. Hence, when h → 0 the space Vh will better and
better approximate the space V and the stiffness matrix A will be sparse, most of its coefficients being
zeros.
104 Chapter 7. The finite element approximation
−∆u = f in Ω
u=0 on ∂Ω
With the finite difference method, the domain Ω is covered by a regular uniform grid. At each internal
node xi,j = (ih, jh), we search a discrete value ui,j to approximate u(xi,j ) and we assume for example
that the Laplacian operator is approximated using a 5 points scheme, thus leading to write:
and we discretize the left-hand side term using a formula mixing the unknowns on K and on the neigh-
boring elements. Considering a square domain, we have:
and if ui,j is the approximation of u on Ki,j , the flux integrated on the interface Ki,j ∩ Ki+1,j is then
/discretized by ui+1,l − uk,l . Repeating the procedure for the other fluxes and approximating the term
Ki,j f by h 2 f (x ) yields the equation:
i,j
The resulting linear system is very similar to that obtained using a finite difference scheme.
Actually, the vast majority of finite difference methods can be deduced from finite element methods if
the problem at hand has a variational formulation. It is less obvious for finite volume methods. Moreover,
we have strong theoretical mathematical tools to study finite element methods. In addition, the latter
have several intrinsic advantages:
1. the versatility of the formulation on arbitrarily complex geometries, and the possibility to locally
refine the partition Th to approximate solutions with singularities,
2. the boundary conditions are naturally taken into account in the space V in the variational formu-
lation and in its internal approximation Vh ,
3. the general framework of the variational approximations is convenient for the error analysis.
Other variational methods have been developed, like spectral methods, that are especially adapted to
the approximation of smooth solutions but are limited to simple geometries and methods using wavelets
basis.
7.2. The one dimensional case 105
Here, a mesh is simply a set of points (xj )0≤j≤N +1 or intervals Kj = [xj , xj+1 ] such that 0 = x0 <
x1 < · · · < xN +1 = 1. The mesh is said to be uniform if the points (xj ) are equidistributed along the
segment [0, 1], i.e. such that xj = jh, with h = 1/(N + 1), 0 ≤ j ≤ N + 1. More generally, we denote by
h = max |xj+1 − xj | the size parameter.
More generally, Pk denotes the vector space of polynomials in one variable and of degree less than or
equal to k:
"k
Pk = p(x) = αj xj αj ∈ R .
j=0
The finite element method consists in applying the internal variational approximation approach to the
1 . In this context, the functions of V 1 can be represented using very simple shape
spaces Vh1 and V0,h h
functions.
Lemma 7.2 The space Vh1 is a subspace of H 1 (Ω) of dimension N + 2. Every function vh of Vh1 is
uniquely determined by its values at the mesh vertices (xj )0≤j≤N +1 :
N
" +1
vh (x) = vh (xj )ϕj (x) , ∀x ∈ [0, 1] ,
j=0
where (ϕj )0≤j≤N +1 is the basis of the shape functions ϕj with compact support in each interval [xj−1 , xj+1 ]
defined as:
x − xj−1
x ∈ [xj−1 , xj ]
ϕj (x) = h such that ϕj (xi ) = δij . (7.3)
xj+1 − x
x ∈ [xj , xj+1 ]
h
106 Chapter 7. The finite element approximation
ϕ0 ϕj ϕN +1
1
x0 xj−1 xj xj+1 xN +1
Proof. We know that piecewise C 1 continuous functions belong to the space H 1 (Ω). Hence, Vh is a subspace of
H 1 (Ω). Moreover, since we have ϕj (xi ) = δij , where δij is the Kronecker symbol, the result follows. !
Remark 7.2 Notice that the functions (ϕj )0≤j≤N +1 can be expressed using only two functions:
ω0 (x) = 1 − x , ω1 (x) = x .
The basis functions are defined as the composition of a shape function of a reference finite element (i.e.
that depends only of the polynomial approximation) and of an affine transformation (depending only on
the discretization) as, for all 0 ≤ j ≤ N :
$ %
x − xj−1
ω1 x − x , x ∈ [xj−1 , xj ]
j j−1
ϕj (x) = $ %
x − xj
ω0 , x ∈ [xj , xj+1 ]
xj+1 − xj
and ϕN +1 (x) = ω1 ((x − xN )/h). This will be useful to compute the coefficients of the matrix in the linear
system to solve.
Corollary 7.2 The space V0,h 1 is a subspace of H 1 (Ω) of dimension N and every function v of V 1 is
0 h 0,h
uniquely determined by its values at the mesh vertices (xj )1≤j≤N :
N
"
vh (x) = vh (xj )ϕj (x) , ∀x ∈ [0, 1] ,
j=1
Remark 7.3 Notice that functions vh ∈ Vh1 are not twice differentiable on Ω and thus it is meaningless
to attempt solving the problem (7.2) as the second derivative of any vh ∈ Vh1 is a sum of Dirac masses
at the mesh vertices. However, it is meaningful to solve a variational formulation of this problem with
functions vh ∈ Vh1 since only the first derivatives are involved.
The variational formulation of problem (7.2) consists in finding u ∈ H01 (Ω), such that:
. . .
! !
u (x)v (x) dx + c(x)u(x)v(x) dx = f (x)v(x) dx , ∀v ∈ H01 (Ω) , (7.4)
Ω Ω Ω
and the variational formulation of the internal approximation consists in finding uh ∈ V0,h , such that:
. . .
u!h (x)vh! (x) dx + c(x)uh (x)vh (x) dx = f (x)vh (x) dx , ∀vh ∈ V0,h . (7.5)
Ω Ω Ω
7.2. The one dimensional case 107
Introducing the notation uh (xj )1≤j≤N for the approximate value of the exact solution at the mesh vertex
xj , leads to the approximate problem:
find uh (x1 ), . . . , uh (xN ) such that for all i = 1, . . . , N
N $.
" . % .
ϕ!j (x)ϕ!i (x) dx + c(x)ϕj (x)ϕi (x) dx uh (xj ) = f (x)ϕi (x) dx .
j=1 Ω Ω Ω
Since the shape functions ϕj have a small support, most of the coefficients in Ah are zeros. More precisely,
for a given index i, there is only three consecutive values of j such that the coefficient aij is potentially
not equal to zero. The structure of the matrice is then easy to deduce: Ah is a tridiagonal matrix. The
coefficients of Ah are thus given by:
. xj+1 . xj+1
!
ajj = (ϕj (x)) dx +
2
c(x)(ϕj (x))2 dx
xj−1 xj−1
. xj . xj
ajj−1 = ϕ!j (x)ϕ!j−1 (x) dx + c(x)ϕj (x)ϕj−1 (x) dx
x x
. j−1
xj+1 .j−1
xj+1
ajj+1 = ϕ!j (x)ϕ!j+1 (x) dx + c(x)ϕj (x)ϕj+1 (x) dx
xj xj
For the sake of simplicity, we consider here the function c as being constant, c(x) = c0 for all x ∈ Ω.
Hence, we write:
. xj . xj $ % $ %
x − xj−1 x − xj−1
mjj = c0 ϕj (x)ϕj−1 (x) dx = c0 ω1 ω0
xj−1 xj−1 h h
. 1 . 1
h
= c0 h ω1 (y)ω0 (y) dy = c0 h (1 − y)y dy = c0 ,
0 0 6
where we posed y = (x − xj−1 )/h. Finally, we find the coefficients of Ah :
1 h 2 2h 1 h
ajj−1 = − + c0 ajj = + c0 and ajj+1 = − + c0 ,
h 6 h 3 h 6
108 Chapter 7. The finite element approximation
Remark 7.4 Instead of regarding the node contributions, we could have analyzed the elements. Consider
the element Kj = [xj , xj+1 ]; on this element there is only two non-zero shape functions:
xj+1 − x xj+1 − x x − xj x − xj
ϕj |Kj = = ϕj+1 |Kj = =
xj+1 − xj h xj+1 − xj h
−1 −1 1 1
ϕ!j |Kj = = ϕ!j+1 |Kj = =
xj+1 − xj h xj+1 − xj h
Then, we can arrange the elementary contributions of the element Kj to the stiffness matrix and to the
mass matrix as 2 × 2 symmetric matrices EKj and EMj :
: ; : ;
j j
k11 k12 mj11 mj12
EKj = j j and EMj =
k21 k22 mj21 mj22
with
. xj+1 . xj+1 . xj+1
j j j j
k11 = (ϕ!j (x))2 dx , k12 = k21 = ϕ!j (x)ϕ!j+1 (x) dx , k22 = (ϕ!j+1 (x))2 dx
xj xj xj
. . .
xj+1
1 1 xj+1
1 1 xj+1
1 1
= 2
dx = = − 2 dx = − = 2
dx =
xj h h xj h h xj h h
. xj+1 . xj+1 . xj+1
mj11 = c(x)(ϕj (x)) dx , 2
mj12 = mj21 = c(x)ϕj (x)ϕj+1 (x) dx , mj22 = c(x)(ϕj+1 (x))2 dx
xj xj xj
We will see that this point of view is more practical when dealing with the matrix assembly, especially in
higher dimensions.
Matrix assembly
The assembly of the matrix Ah is easy and is obtained algorithmically using a loop over all mesh elements
Kj and adding their contributions to the right coefficients of the global system. Assuming a(i, j) denotes
the coefficients aij of Ah , a pseudo-code to perform this task would be:
for k=1, N+1 do // loop over all elements
for i=1,2 do // local loop
for j=1,2 do
ig = k+i-2 // global indices
jg = k+j-2
Usually, the function f is not known analytically. Hence, we decompose f in the basis of the shape
functions (ϕj )1≤j≤N :
N
" −1
f (x) = fj ϕj (x) dx
j=1
that gives the exact result for polynomial of degree one and leads here fj = hf (xj ); or the Simpson
formula: . xk+1
xk+1 − xk
θ(x) dx = (θ(xk+1 ) + 4θ(xk+1/2 ) + θ(xk )) ,
xk 6
that gives the exact result for polynomials of degree lesser than or equal to 3, and leads here to
h
fj = (f (xj ) + 4f (xj+1/2 ) + f (xj+1 )) .
6
Ah Uh = Fh
with Uh = (uh (xj ))0≤j≤N +1 and the stiffness matrix Ah is defined as:
$. . %
! !
Ah = ϕj (x)ϕi (x) dx + c(x)ϕj (x)ϕi (x)) dx .
Ω Ω 0≤i,j≤N +1
110 Chapter 7. The finite element approximation
is called P1 interpolation operator. Furthermore, for every v ∈ H 1 (Ω), the interpolation operator is such
that:
lim #v − Πh v#H 1 (Ω) = 0 .
h→0
The P1 interpolate of a function v is the unique piecewise affine function that coincide with v at the mesh
vertices xj . The convergence of the finite element method is related to a series of results that we give
here.
Suppose that the function v is sufficiently smooth, i.e. v ∈ H 2 (Ω). Since the derivative of the affine
functions in Vh is constant on the intervals Kj = [xj , xj+1 ], we have then:
.
! v(xj+1 ) − v(xj ) 1 xj+1 !
(Πh v) (x) = = v (t) dt , ∀x ∈ [xj , xj+1 ] .
h h xj
Since we assumed v ∈ H 2 (Ω) then v ! ∈ H 1 (Ω) and thus v is a continuous function. Using Rolle’s theorem,
we deduce that there exists a point θj ∈ [xj , xj+1 ] such that:
.
! 1 xj+1 !
v (θj ) = v (t) dt = (Πh v)! (x) , ∀x ∈ [xj , xj+1 ] .
h xj
N −1 .
h2 " xj+1 !!
#v − Πh v#H 1 (Ω) ≤ |v (t)| dt
2 xj
j=1
h2
≤ #v !! #2L2 (Ω) .
2
This leads to enounce the following result, that we already partly proved.
Lemma 7.3 (Interpolation error) If v ∈ H 2 (Ω) then, there exists two constant C1 and C2 indepen-
dent of h such that:
#v − Πh v#H 1 (Ω) ≤ C1 h2 #v !! #L2 (Ω) and #v ! − (Πh v)! #L2 (Ω) ≤ C2 h #v !! #L2 (Ω) .
And we can establish the convergence of the finite element method for the Dirichlet boundary-value
problem as follows.
Theorem 7.1 (Convergence) Suppose u ∈ H01 (Ω) and uh ∈ V0,h are the solutions of (7.2) and (7.5),
respectively. Then, the Lagrange P1 finite element method converges, i.e. we have:
lim #u − uh #H 1 (Ω) = 0 .
h→0
Proof. Here, since the bilinear form a(·, ·) is V0,h -elliptic, we can consider the ellipticity constant α = 1:
. 1 . 1
a(u, u) = u (x) + cu (x) dx ≥
"2 2
u"2 (x) dx = #u#2H 1 (Ω) ,
0
0 0
where we assumed that 0 ≤ c1 = supx∈[0,1] c(x) ≤ +∞. Thus, the continuity constant M is taken here as 1 + c1 .
Using Céa’s lemma 7.1, we can easily conclude that:
√
#u − uh #H01 (Ω) ≤ 1 + c1 inf #u − vh #H01 (Ω) . (7.9)
vh ∈V0,h
Lemma 7.4 There exists a constant C independent of h such that for all v ∈ H 1 (Ω):
#Πh v#H 1 (Ω) ≤ C#v#H 1 (Ω) , and #v − Πh v#L2 (Ω) ≤ Ch#v ! #L2 (Ω) .
Furthemore, for all v ∈ H 1 (Ω), we have:
lim #v ! − (Πh v)! #L2 (Ω) = 0 .
h→0
We obtain the second identity by using Cauchy-Schwarz, by integrating with respect to x and then by summation
over j.
Since C ∞ (Ω) is dense in H 1 (Ω), for every v ∈ H 1 (Ω) there exists w ∈ C ∞ (Ω) such that
#v " − w" #L2 (Ω) ≤ ε , for ε > 0 .
Since Πh is a linear mapping verifying the first identity, we have then:
#(P ih v)" − (Πh w)" #L2 (Ω) ≤ C#v " − w" #L2 (Ω) ≤ Cε .
From Lemma 7.3, we deduce that, for h sufficiently small:
#w" − (Πh w)" #L2 (Ω) ≤ ε .
We can the write, by adding the last identities:
#v " − (Πh v)" #L2 (Ω) ≤ #v " − w" #L2 (Ω) + #w" − (Πh w)" #L2 (Ω) + #(Πh v)" − (Πh w)" #L2 (Ω) ≤ Cε ,
Suppose the domain is decomposed into two intervals [−1, 0] and [0, 1] and let consider the finite element
space V0,h
1 generated by a single piecewise affine function v defined as:
h
0
x + 1, x ∈ [−1, 0]
vh (x) =
1 − x, x ∈ [0, 1]
The exact solution u and the approximate solution uh are given Figure 7.2, left. The approximation error
in H 1 seminorm is: $. % 1/2
|u − uh |1,2 = |u! (x) − u!h (x)|2 dx ≈ 0.683667 .
Ω
On the other hand, assume a single quadratic element covers the domain [−1, 1]. A basis of the finite
2 is composed of the function v (x) = 1 − x2 . The exact solution u and the approximate
element space V0,h h
solution uh are given Figure 7.2, right. The approximation error is then:
|u − uh (x)|1,2 ≈ 0.20275 .
1 u 1 u
1-x 1-x^2
x+1
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
0 0
-1 -0.5 0 0.5 1 -1 -0.5 0 0.5 1
Figure 7.2: .Exact solution u with piecewise affine approximation uh (left-hand side) and with quadratic
approximation uh (right-hand side).
114 Chapter 7. The finite element approximation
This is a clear indication that high-order finite elements are better to approximate smooth functions.
Conversely, less regular functions can be approximated accurately using lower degree finite elements.
This will be emphasized by Theorem 7.2.
Lagrange P2 elements
We return to problem (7.2) and we consider a set of points (xj )0≤j≤N +1 or intervals Kj = [xj , xj+1 ]
forming a uniform mesh of Ω. The finite element method for Lagrange P2 elements involves the discrete
space:
Vh2 = {vh ∈ C 0 ([0, 1]) , vh |Kj ∈ P2 , 0 ≤ j ≤ N } ,
and its subspace:
2
V0,h = {vh ∈ Vh2 , such that vh (0) = vh (1) = 0} .
These spaces are composed of continuous, piecewise parabolic functions (polynomials of degree less than
or equal to 2). The P2 finite element method consists in applying the internal variational approximation
approach to these spaces.
Lemma 7.5 The space Vh2 is a subspace of H 1 (Ω) of dimension 2N + 3. Every function vh ∈ Vh2 is
uniquely defined by its values at the mesh vertices (xj )0≤j≤N +1 and at the midpoints (xj+1/2 )0≤j≤N =
(xj + h2 )0≤j≤N :
N
" +1 N
"
vh (x) = vh (xj )ϕj (x) + vh (xj+1/2 ) ϕj+1/2 (x) , ∀x ∈ [0, 1] .
j=0 j=0
where (ϕj )0≤j≤N +1 is the basis of the shape functions ϕj defined as:
$ % $ %
x − xj x − xj+1/2
ϕj (x) = φ ,0 ≤ j ≤ N + 1 and ϕj+1/2 (x) = ψ ,0 ≤ j ≤ N ,
h h
with
(1 + x)(1 + 2x) −1≤x≤0
0
1 − 4x2 |x| ≤ 1/2
φ(x) = (1 − x)(1 − 2x) 0≤x≤1 and ψ(x) =
0 |x| > 1/2
0 |x| > 1 ,
Corollary 7.3 The space V0,h 2 is a subspace of H 1 (Ω) of dimension 2N + 1 and every function v ∈ V 2
0 h 0,h
is uniquely defined by its values at the mesh vertices (xj )1≤j≤N and at the midpoints (xj+1/2 )0≤j≤N :
N
" N
"
vh (x) = vh (xj )ϕj (x) + vh (xj+1/2 ) ϕj+1/2 (x) , ∀x ∈ [0, 1] .
j=1 j=0
7.2. The one dimensional case 115
ϕj ϕj+1/2
1
The variational formulation of the internal approximation of the Dirichlet boundary-value problem (7.2)
consists now in finding uh ∈ V0,h
2 , such that:
. . .
u!h (x)vh! (x) dx + c(x)uh (x)vh (x) dx = f (x)vh (x) dx , 2
∀vh ∈ V0,h . (7.10)
Ω Ω Ω
Here, it is convenient to introduce the notation (xk/2 )1≤k≤2N +1 for the mesh points and (ϕk/2 )1≤k≤2N +1
for the basis of V0,h
2 . Using these notations, we have:
2N
" +1
uh (x) = uh (xk/2 )ϕk/2 (x) .
k=1
Ah Uh = Fh ,
where Uh = (uh (xk/2 ))1≤k≤2N +1 and it is easy to see that the matrix Ah of the linear system to solve is
now defined as:
$. . %
Ah = ϕ!k/2 (x)ϕ!l/2 (x) dx + c(x)ϕk/2 (x)ϕl/2 (x) dx ,
Ω Ω 1≤k,l≤2N +1
Since the shape functions ϕj have a small support, the matrix Ah is mostly composed of zeros. However,
the main difference with the Lagrange P1 finite element method, the matrix Ah is no longer a tridiagonal
matrix.
Coefficients of Ah
The coefficients of the matrix Ah can be coputed more easily by considering the following change of
variables, for t ∈ [−1, 1]:
xj+2 − xj h
x = xj+1 + t = xj+1 + t , ∀x ∈ [xj , xj+2 ] , 0 ≤ j ≤ 2N − 1 .
2 2
116 Chapter 7. The finite element approximation
Hence, the shape functions can be reduced to only three basic shape functions (Figure 7.4):
t(t − 1) t(t + 1)
ω−1 (t) = ω0 (t) = −(t − 1)(t + 1) ω1 (t) = ,
2 2
and their respective derivatives:
0.8
0.6
0.4
0.2
-1 -0.5 0 0.5 1
Figure 7.4: The three quadratic Lagrange P2 shape functions on the reference interval [−1, 1].
Matrix assembly
for k=1, N do // loop over all elements
for i=1,3 do // local loop
for j=1,3 do
ig = 2*k+i-3 // global indices
jg = 2*k+j-3
2N
"
f (x) = f (xj )ϕj (x) dx .
j=0
It is easy to see that we obtain expressions very similar to that of the mass matrix. More precisely, the
element Kj = [xi , xi+2 ] will contribute to only three components of indices i, i+! and i + 2 as:
fik 4 2 −1 fi
k = h 2
fi+1 16 2 fi+1 ,
30
k
fi+2 −1 2 4 fi+2
for a continuous and V -elliptic bilinear form a(·, ·) defined on Vh1 × Vh1 . Suppose now that f ∈ H 1 (Ω),
then u ∈ H 3 (Ω) and if the function c is sufficiently smooth then:
In order to find an upper bound on the right-hand side of the previous estimate, we introduce a mapping
2 such that for all 1 ≤ i ≤ N , w (x ) = u(x ) and such that w |
wh ∈ V0,h h i i h [xi ,xi+1 ] is a polynomial of degree
two or less. To this end, on each interval [xi , xi+1 ], we consider the polynomial functions:
αi
wi,1 (x) = (x − xi )2 , wi,2 (x) = wi,1 (x) + βi (x − xi ) ,
2
118 Chapter 7. The finite element approximation
where . .
1 xi+1
!! 1 xi+1
αi = u (t) dt , βi = (u − wi,1 )! (t) dt
h xi h xi
By definition, we have:
. xi+1 . xi+1 . xi+1
(u − wi,1 )!! (t) dt = 0 , !!
(u − wi,2 ) (t) dt = 0 , (u − wi,2 )! (t) dt = 0 .
xi xi xi
and the previous relations show that wh is defined and continuous on [0, 1], that wh (xi ) = u(xi ) for all
0 ≤ i ≤ N and that wh is a polynomial of degree 2 on each [xi , xi+1 ]. We conclude easily that:
& &
M M
#u − uh #H 1 (Ω) ≤ inf #u − vh #H 1 (Ω) ≤ #u − wh #H 1 (Ω) .
α vh ∈V0,h
1 α
Introducing the notation rh u = u − wh , we can see from the previous identities that rh u ∈ H 3 (Ω) and
rh u|[xi ,xi+1 ] ∈ H01 ([xi , xi+1 ]). Furthermore, we have:
. xi+1 . xi+1
!!
(rh u) (t) dt = 0 , and (rh u)! (t) dt = 0 .
xi xi
Then, we have:
. b . b
b−a
u (t) dt ≤
2
u! (t) dt , ∀ u ∈ W[a,b] .
a 2 a
Using this result and the previous identities, we deduce that rh!! u ∈ W[xj ,xi+1 ] , for all 0 ≤ i ≤ N and thus:
. xi+1 . xi+1
!! h2
|(rh u) (t)| dt ≤
2
|(rh u)!!! (t)|2 dt
xi 2 xi
. xi+1
.
h2 !!!
≤ |u (t)| dt2
2 xi
Theorem 7.2 (Convergence) Suppose u ∈ H01 (Ω) and uh ∈ V0,h 2 are the solutions of (7.2) and (7.10),
respectively. Then, the Lagrange P2 finite element method converges, i.e. we have:
lim #u − uh #H 1 (Ω) = 0 .
h→0
Furthermore, if u ∈ H 3 (Ω) (i.e. f ∈ H 1 (Ω)), then there exists a constant C independent of h such that:
Remark 7.6 The convergence rate of the P2 finite element method is better than with the P1 finite
element method. However, the data f must be sufficiently smooth, here f ∈ H 1 .
In each interval Kj , a function of Vhk is uniquely determined by its values at k + 1 distinct points along
the segment. Hence, on each interval Kj , we introduce a set of nodes:
l l
yj,l = xj + (xj+1 − xj ) = xj + hj , 0 ≤ l ≤ k − 1,
k k
and yN +1,0 = xN +1 .
Lemma 7.7 The space Vhk is a subspace of H 1 (Ω) of dimension k(N + 1) + 1. Every function vh of Vhk
is uniquely determined by its values at the mesh nodes (yj,l )0≤j≤N,0≤l≤k−1 and yN +1,0 . Furthermore, the
shape functions are such that:
ϕj,l (yj " ,l" ) = δjj " δll" .
The space V0,h
k is a subspace of H 1 (Ω) of dimension k(N + 1) − 1.
0
120 Chapter 7. The finite element approximation
. . .
u!h (x)vh! (x) dx + c(x)uh (x)vh (x) dx = f (x)vh (x) dx , k
∀ vh ∈ V0,h . (7.11)
Ω Ω Ω
Following the same analysis than for the Lagrange P2 element, we have the following convergence result.
Theorem 7.3 (Convergence) Suppose u ∈ H01 (Ω) and uh ∈ V0,h k are the solutions of (7.2) and (7.11),
respectively. Then, the Lagrange Pk finite element method converges, i.e. we have:
lim #u − uh #H 1 (Ω) = 0 .
h→0
Furthermore, if u ∈ H k+1 (Ω) (i.e. f ∈ H k−1 (Ω)), then there exists a constant C independent of h such
that:
#u − uh #H 1 (Ω) ≤ C hk #f #H k−1 (Ω) .
Remark 7.7 1. The approximate solution uh converges toward the exact solution u in H 1 (Ω) when
h → 0. The Lagrange Pk method is of order k in h, if the function f is sufficiently smooth.
2. The matrix assembly becomes more and more difficult as the value of k increases. Since the size of
the problem increases as well, this may result in additional difficulties in solving the resulting linear
system.
3. The computation of the components of the right-hand side vector Fh must be carried out with a
sufficiently accurate method.
We already know that this problem has a unique solution u ∈ H01 (Ω).
d-Simplices
Definition 7.2 A d-simplex K is the convex hull (envelope) of d + 1 points (aj )1≤j≤d+1 in Rd , called
the vertices of K, that are not all lying in the same hyperplane. It is the smallest convex passing through
all these points.
Remark 7.8 Let consider d + 1 points (aj )1≤j≤d+1 in Rd and let denote (ai,j )1≤i≤d the coordinates of
vector (aj ). These points are affinely independent, i.e. not lying in the same hyperplane, if the matrix
a1,1 a1,2 ... a1,d+1
a2,1 a2,2 ... a2,d+1
M = ... .. .. ..
. . .
ad,1 ad,2 ... ad,d+1
1 1 ... 1
is invertible. In such case, the simplex is not degenerated. Any d-simplex has the same number of faces
and vertices, each face being itself a d − 1-simplex.
hK
(iii) the aspect ratio σK = : a measure of the non-degeneracy of K.
ρK
Barycentric coordinates
Any simplex K can be represented by the barycentric coordinates {λj }1≤j≤d+1 of its vertices. Barycentric
coordinates are a form of homogeneous coordinates.
Definition 7.3 For every 1 ≤ j ≤ d+1, the barycentric coordinate λj of a point x ∈ Rd is the first-degree
polynomial:
λj (x) = c1 x1 + · · · + cd xd + cd+1 ,
For each j, the d + 1 coefficients of the barycentric coordinate λj are the unknowns of a linear system of
d + 1 equations. All d + 1 systems share the same matrix M t and give a unique solution if the simplex
K is not degenerated.
Proposition 7.2 For every point x ∈ Rd , there exists a unique vector (λj (x))1≤j≤d+1 such that the
following identites hold:
d+1
" d+1
"
x= aj λj (x) , and λj (x) = 1 .
j=1 j=1
122 Chapter 7. The finite element approximation
Figure 7.5: Example (left) and counter-example (right) of conforming triangulation, in two dimensions.
Proof. For each point x = (xi )1≤i≤d , the scalar values (λj (x))1≤j≤d+1 are the solutions of a d + 1 × d + 1 linear
system that admits M as asociated matrix. Hence, there is a unique solution to this system if the simplex K is non
degenerated. Each function λj is an affine function and one can check easily that λj (ai ) = δij will be a solution of
this system. Since there is only one such affine function, it is then the barycentric coordinates function. !
Since the λj are affine functions of x, then we can write:
K = {x ∈ Rd , 0 ≤ λj (x) ≤ 1 , 1 ≤ j ≤ d + 1} ,
the faces of K are the intersections of K with the hyperplans λj (x) = 0, 1 ≤ j ≤ d + 1. We observe
also that the change from Cartesian coordinates to barycentric coordinates is an affine transformation.
Hence, a polynomial of total degree k in Cartesian coordinates can be expressed as a polynomial of total
degree k in barycentric coordinates, and conversely. For a first-degree polynomial p we have:
d+1
"
p(x) = p(aj )λj (x) . (7.13)
j=1
(ii) the intersection Ki ∩ Kj of any two simplices is a m-simplex, 0 ≤ m ≤ d − 1, such that all its
vertices are also vertices of Ki and Kj .
This definition states that the intersection of two triangles, if it is not empty, shall be reduced to either
a common vertex or an edge. Similarly, in three dimensions, the intersection of two tetrahedra can be
either empty, or reduced to a single common entity (vertex, edge or face). Such a mesh is often called a
conforming mesh (cf. Figure 7.5). The vertices or nodes of the mesh Th are the vertices of the d-simplices
Kj that compose the mesh. Algorithms to construct such triangulations will be described in Chapter 9
and we refer the reader to [Frey-George, 2000] for more information on this topic.
We introduce two conditions on the geometry of a triangulation, with respect to the diameter and
the roundness of its elements.
7.3. Triangular finite elements in higher dimensions 123
Definition 7.5 Suppose (Th )h>0 is a sequence of meshes of Ω. This sequence is said to be a sequence of
regular meshes, or a quasi-uniform sequence, if:
1. the sequence h = max hK tends toward 0,
K∈Th
Remark 7.9 In dimension two, if K is a triangle, the condition 7.14 is equivalent to the existence of
an angle θ0 > 0 such that
∀h > 0 , ∀K ∈ Th , θ K ≥ θ0 ,
where θK is the smallest vertex angle in triangle K.
Polynomial spaces
We introduce the set Pk of the polynomials p with scalar coefficients of Rd in R of degree less than or
equal to k:
"
i1 id
Pk = p(x) = αi1 ,...,id x1 . . . xd , αij ∈ R , x = (x1 , . . . xd ) .
i1 ,...,id ≥0
i1 +...id ≤k
Σ1 Σ2 Σ3
ϕj (σi ) = δij , 1 ≤ i, j ≤ Nk .
Proof. At first, we notice that the cardinal of Σk and the dimension of the vector space Pk coincide:
(d + k)!
card(Σk ) = dim(Pk ) = .
d!k!
Indeed, we can write the elements of Σk as follows:
" d
αj 8 " d
αj 9
Σk = ai + 1 − α0 , 0 ≤ α1 + · · · + αd ≤ k ,
k k
j=1 j=1
where the αj ∈ N. We know that the mapping associating to every polynomial Pk its values on the lattice Σk is a
linear mapping. Hence, it is sufficient to show that it is an injection to have the bijective property. We will prove
by recurrence on the dimension d that if p ∈ Pk is such that p(x) = 0 for all x ∈ Σk the p = 0 on Rd . At first,
notice that a polynomial of degree k that vanishes in k + 1 points of R is identically null. Suppose this is also true
for the dimension d − 1. We use a recurrence on the degree k. For k = 1, an affine function that vanishes at the
vertices of a non-degenerated simplex K is identically null according to the relation (7.13). Suppose this property
is true for all polynoials of degree k − 1 and let consider a degree k polynomial p that vanishes on Σk . We observe
that Σk contains the subset
Σ"k = {x ∈ Σk , λ0 (x) = 0} ,
that corresponds to the principal lattice of order k of the d − 1-simplex of vertices (a1 , . . . , ad ). Since the restriction
of p to the hyperplane generated by (a1 , . . . , ad ) is a polynomial of degree k in d − 1 variables, then p = 0 on this
hyperplan, tnaks to the recurrence hypothesis. If we introduce a system of coordinates (x1 , . . . , xd ) such that the
hyperplane is now defined by xd = 0, then
p(x! , . . . , xd ) = xd q(x1 , . . . , xd−1 ) ,
where q is a polynomial of degree d − 1 that vanishes on the set Σk − Σ"k since xd is non null on this set. The set
Σk − Σ"k is a principal lattice of order k − 1 and thus the recurrence hypothesis leads to conclude that q = 0 and
consquently that p = 0. The results follows. !
In practice, we consider only polynomials of degree 1 or 2. Equation (7.13) provides the character-
ization of a polynomial of degree one. Given a d-simplex K of vertices (aj )1≤j≤d+1 , we define the edge
midpoints (ajj " )1≤j<j " ≤d+1 by their barycentric coordinates:
1
λj (ajj " ) = λ!j (ajj " ) = , λl (ajj " ) = 0 l 2= j, j ! , .
2
7.3. Triangular finite elements in higher dimensions 125
The principal lattice Σ2 is exactly composed of the vertices and the edge midpoints and every polynomial
p ∈ P2 can be written as:
d+1
" "
p(x) = p(aj )λj (x)(2λj (x) − 1) + 4p(ajj " )λj (x)λj " (x) , (7.16)
j=1 1≤j<j " ≤d+1
Definition 7.7 A triangular Lagrange Pk finite element is locally defined by a triad (K, Pk , Σk ), where:
Σk is called the set of nodes of the degrees of freedom of the finite element (K, Ph , Σk ).
We consider the set of points (ai )1≤i≤Ndof of the principal lattices of order k of each of the simplices
Ki ∈ Th , where Ndof is the number of degrees of freedom of the Pk finite element method. We call
degrees of freedom of a function vh ∈ Vhk the set of the values of v at the so-called nodes (ai )1≤i≤Ndof .
Remark 7.10 We observe that the nodes of the degrees of freedom coincide exactly with the vertices of
the simplices Ki ∈ Th , when k = 1. The nodes of the degrees of freedom are composed by the mesh vertices
and the edge midpoints, when k = 2.
Lemma 7.9 The space Vhk is a subspace of the space H 1 (Ω) of finite dimension corresponding to the
number of degrees of freedom. Furthermore, there exists a basis (ϕj )1≤j≤Ndof of Vhk defined by:
Ndof
"
vh (x) = vh (ai )ϕi (x) .
i=1
126 Chapter 7. The finite element approximation
Proof. It is easy to see that the elements of Vhk belong to H 1 (Ω). The Lemma 7.8 allozs to conclude that each
function vh ∈ Vhk is exactly known by assembling on each Ki ∈ Th polynomials of degree k that coincide on the
degrees of dreedom of the d-faces. By assembling the basis of Pk on each Ki , the basis (ϕj )1≤j≤Ndof is defined. !
Corollary 7.4 The subspace V0,h k is a subspace of H 1 (Ω) of finite dimension corresponding to the number
0
of internal degrees of freedom, i.e.] not taking the nodes on ∂Ω into account.
Definition 7.8 The triad (K, Pk , Σk ) is said to be unisolvent if and only if the mapping v ∈ Pk -→
(ϕ1 (v), . . . , ϕNdof (v)) ∈ RNdof is an isomorphism.
The unisolvency property is equivalent to say that every function in the polynomial space Pk is entirely
determined by its node values.
. . .
(∇uh · ∇vh )(x) + c(x)uh (x)vh (x) dx = f (x)vh (x) dx , k
∀vh ∈ V0,h , (7.17)
Ω Ω Ω
By decomposing uh on the canonical basis (ϕj )1≤j≤Ndof and considering as test functions vh = ϕi , we
obtain:
Ndof
" $. . % .
uh (aj ) (∇ϕj · ∇ϕi )(x) dx + c(x)ϕj (x)ϕi (x) dx = f (x)ϕi (x) dx .
j=1 Ω Ω Ω
Ah Uh = Fh ,
/
where we have introduced the notations Uh = (uh (aj ))1≤j≤Ndof and Fh = ( Ω f ϕi dx)1≤i≤Ndof and
$. . %
Ah = (∇ϕj · ∇ϕi )(x) dx + c(x)ϕj (x)ϕi (x) dx .
Ω Ω 1≤i,j≤Ndof
It is easy to see that the matrix Ah can be decomposed as a sum of a stiffness matrix Kh and a mass
matrix Mh . Actually, this result is independent of the dimension.
Coefficients of Ah
Since the shape functions ϕj have a small support around a node ai , the intersection of the supports of
ϕj and ϕi if often the emptyset and thus the resulting matrix Ah will contains lot of zero coefficients. It
is a sparse matrix. The coefficients of Ah can be computed via an exact integration formula. Let denote
(λi (x))1≤i≤d+1 the barycentric coordinates of the point x in a simplex K ∈ Th . For every (αi )1≤i≤d+1 we
have: .
α1 + . . . αd+1 ! d!
λ1 (x)α1 . . . λd+1 (x)αd+1 dx = |K| < " = ,
K αj + d !
1≤j≤d+1
7.3. Triangular finite elements in higher dimensions 127
a3
a 23
a 13
a2
a 12
a1
where |K| represents the area of simplex K, while the following formula is exact for ϕk ∈ P3 :
Ω ⊂ R2
. k = 1
|K| " " k
ϕhk (x) dx ≈
T N ϕk (ai ) + 8 V h k (a01),
ϕk (aij ) + 27ϕ (ϕ . . .,, ϕN )
K 60 A ∈ R N,N
1≤i≤3 1≤i<j≤3
! " !
1 ! Aij = ∇ϕi · ∇ϕj =here the ∇ϕ i · ∇ϕj , of
1≤
where the point a0 = d+1 a denotes
Ω i
1≤i≤d+1 K
barycenter K.i, j ≤ N.
K∈Th
Remark 7.11N eAs we mentioned in one dimension of space, the analysis can be simplified by considering
K(m)allowing
an affine transformation 1 ≤to
m consider
≤ Ne (θm,1 ,K
any d-simplex . . .∈, θTm,nas
)
h f the image of a reference element
G K(m) n = 3 k = 1 n = 6 k = 2
K. Hence, all computations can be performed on this reference simplex.
f f
(ϕ1 , . . . , ϕN )
(K1 , . . . , KN e )
7.3.4 The reference finite element
(θm,1 , . . . , θm,nf )
By convention, the vertices of the reference simplex K G are given by the origin â0 = (0, . . . , 0) and the
points âi = (0, . . . , 1, . . . , 0) , for which all coordinates
noeud(1 : nf ,are
1:Nequal
e), to zero except the dth coordinate that
is equal to one. For a non-degenerated simplex K, we denote by FK : Rd → Rd the unique affine
transformation that maps âi on ai for all i = 0, . . . , d. Hence, we write;
noeud(ni, m) = ϕ
K(m)
FK (x) = a0 + BK x , θm,ni .
128 Chapter 7. The finite element approximation
a3
â3 FK
a1
!
K a2
â1 â2
Figure 7.8: Affine transformation of the reference linear triangle in two dimensions.
where BK is a d × d matrix such that the column i is given by the coordinates of ai − a0 . Since the
simplex K is non-degenerated, BK is invertible and FK is a one-to-one mapping that maps KG on K and
we have:
G = |det(BK )| .
|K| = |det(BK )| |K|
d!
We use the notation ˆ· in the reference element. Moreover, to simplify, we denote q̂ any quantity
obtained by transporting a quantity q using the transformation FK . Hence, we denote:
−1 −1
x̂ = FK (x) = BK (x − a0 ) ⇔ x = FK (x̂) .
G as:
For every function v defined on K, we define v̂ defined on K
Similarly, if ψ is a linear form acting on the functions defined on K, we define the transported linear
form ψ̂ acting on the functions defined on KG as:
ψ̂(v̂) = ψ(v) .
Notice that the barycentric coordinates are preserved by the affine trasnformation FK :
This leads to conclude that the principal lattice of order k of the simplex K is the image by FK of the
G denoted by Σ
principal lattice of order k of K, G k . Finally, we observe that the space of polynoials of degree
k is left invariant by the transformation FK .
Proposition 7.3 We denote by # · # the Euclidean norm of Rd and its subordinate norm. Hence, we
have:
hK −1 hb |K|
#BK # ≤ , #BK # ≤ K, |det(BK )| = .
ρKb ρK G
|K|
7.3. Triangular finite elements in higher dimensions 129
Proof. by definition,
#BK v# #BK v#
#BK # = sup = sup ,
v∈Rd #v# &v&=ρK
c
ρKb
and the sup is attained. Let v ∈ Rd be a vector of norm ρKb that correspond to the sup. Hence, there exists two
G such that v = ŷ − ẑ. Thus,
points ŷ and ẑ on the boundary of the inscribed sphere of K
!
As a consequence, we deduce that there exists two constants C1 and C2 , independent of K such that:
with C = (d!)1/p . Moreover, we observe that if v(x) = v̂(x̂), i.e. if v̂ = v ◦ FK , then we have:
∇v̂(x̂) = BK
t
∇v(x) ,
and then:
hK
|v|H 1 (K) ≤ C ρK |v̂|H 1 (K)
b , (7.19)
|K|1/2
G we obtain similarly:
where C depends only on the dimension d. By interchanging the role of K and K,
|K|1/2
|v̂|H 1 (K)
b ≤ C |v|H 1 (K) . (7.20)
ρK
We give the following generalization result.
130 Chapter 7. The finite element approximation
Theorem 7.4 If v ∈ H m (K), then v̂ ∈ H m (K) G and there exists a constant C1 , independent of K, such
that:
−1/2
∀v ∈ H m (K) , b ≤ C1 #BK # |det(BK )|
|v̂|H m (K) m
|v|H m (K) . (7.21)
G then v ∈ H m (K) and there exists a constant C2 , independent of K, such that:
If v̂ ∈ H m (K),
G ,
∀v̂ ∈ H m (K) −1 m
|v|H m (K) ≤ C2 #BK # |det(BK )|1/2 |v̂|H m (K)
b . (7.22)
Remark 7.12 Now, we are able to construct finite elements from a unisolvent triad (K, G PGk , Σ
G k ) by
defining directly the finite element (K, Pk , Σk ) as the transport of these quantities by the transformation
FK . It is easy to see that the new finite element is unisolvent.
Furthermore, if u ∈ H k+1 (Ω), then there exists a constant C independent of h such that:
Proof. To show the convergence, we use Theorem (4.11) where we consider V = Cc∞ (Ω) ⊂ H k+1 (Ω) dense in
H 1 (Ω). The estimate in the previous proposition allows to verify the assumption of Theorem (4.11). Then, we use
Céa’s lemma to write:
Remark 7.13 This result involves the exact solution uh of the internal approximation problem in V0,h k .
This requires computing all integrals in Ah and Fh exactly. Since numerical integration formulas are used
in practice, this result may not be valid. Nonetheless, if these integration formulas are exact or at least
very accurate, the order of convergence of the Lagrange finite element method is preserved,
7.3. Triangular finite elements in higher dimensions 131
The Theorem 7.5 shows that the regularity of the exact solution has a direct impact on the order
of convergence of the finite element approximation. Hence, it is often important to have an a priori
knowledge of its regularity. The following result gives an indication for a convex domain.
Theorem 7.6 Let Ω be a convex polygon and let f ∈ R2 . Then, the solution u of the homogeneous
Dirichlet problem:
find u such that: . .
∇u.∇v = fv , ∀v ∈ H01 (Ω) ,
Ω Ω
is in H 2 (Ω) and we have the following estimate:
∀f ∈ L2 (Ω) , #u#H 2 (Ω) ≤ #f #L2 (Ω) .
Remark 7.14 We have shown that the approximation error between the exact solution u and the Galerkin
finite element solution uh is bounded by above by a constant times the ”distance” between he spaces V
and Vh . The smaller the distance, the better the approximation error will be. Is seems then natural to
increase the dimension of the approximation space Vh in order to improve the accuracy of the solution.
To this end, we can either:
132 Chapter 7. The finite element approximation
1. increase the number of elements and thus increase the global number of degrees of freedom while
preserving the local reference element. This strategy is known as h-refinement,
2. increase the degree of the polynomials and thus modifying the local reference element while preserving
the total number of elements. Obviously, this choice can be only be applied if the exact solution u
is suffciently smooth. This strategy is known as p-refinement.
We will discuss these adaptation options and others in the chapter 9.
The formulation above is the not the only weak formulation possible for the Stokes problem. An alternate
view consists in including the divergence constraint (for instance the incompressibility constraint div u =
0) directly in the space of test functions. To this end, we introduce the space:
Since the divergence operator is surjective, there exists a function ug ∈ H01 (Ω)2 such that for every
g ∈ L20 (Ω), we have:
div ug = g , and #ug #H 1 (Ω)2 ≤ c#g#L2 (Ω) ,
where c > 0 is a constant (see [Brezis, 2005] for more details). Introducing the change of variables
u! = u − ug leads to the condition div u! = 0 and to consider the following weak formulation:
find u! ∈ V0 such that:
a(u! , v) = 6f, v7 − a(ug , v) , ∀v ∈ V0 . (7.25)
This weak formulation is called a constrained formulation, since the restriction on the test functions to
be in the space V0 leads to discard the term b(v, p) that vanishes here.
Proof. It is a direct application of Lax-Milgam theorem. ! Although this new formulation has some
theoretical advantages, many practical drawbacks prevent its application for solving a discrete problem.
It is indeed difficult to construct divergence-free finite elements. The reader interested is referred to the
book [Brezzi-Fortin, 1991] for more details on this topic.
Theorem 7.7 The discrete problem (7.26) is a well-posed problem if and only if the spaces Xh and Mh
satisfy the following compatibility condition:
.
qh div vh
∃βh > 0 , inf sup Ω
≥ βh . (7.27)
qh ∈Mh vh ∈Xh #qh #L2 (Ω) #vh #H 1 (Ω)
134 Chapter 7. The finite element approximation
#p − ph #L2 (Ω) ≤ c3h inf #u − vh #H 1 (Ω) + c4h inf #p − qh #L2 (Ω) (7.29)
vh ∈Xh qh ∈Mh
Proof. We know that the bilinear form a(·, ·) is V -elliptic on H01 (Ω)2 × H01 (Ω)2 and the result is then a direct
consequence of Theorem 4.12. !
The following result provides a practical method for checking whether the compatibility condition is
satisfied or not.
Lemma 7.10 (Fortin) Let consider the spaces X = H01 (Ω)2 and M = L20 (Ω) and let b ∈ L(X, M ).
Suppose there exists β > 0 such that:
b(v, q)
inf sup ≥β.
q∈M v∈X #v#X #q#M
Then, there exists βh > 0 such that:
b(vh , qh )
inf sup ≥ βh ,
qh ∈Mh vh ∈Xh #vh #Xh #qh #Mh
if and only if there exists γh > 0 such that for every v ∈ X, there exists a restriction operator rh ∈
L(X, Xh ), i.e. rh (v) ∈ Xh , such that:
If we denote by nu (resp. np ) the dimension of the space Xh (resp. Mh ), we introduce the basis (ϕj )1≤j≤nu
of Xh and the basis (ψj )1≤j≤np of Mh defined using the basis shape functions of the finite elements and
we decompose uh and ph on these basis:
nu np
" "
uh = uh (aj )ϕj (x) , and ph (x) = ph (a!j )ψj (x) .
j=1 j=1
The vectors Fh = (fj )1≤j≤nu and Gh = (gk )1≤k≤np are defined as:
. .
fi = f · ϕi dx , and gk = g ψk dx .
Ω Ω
Lemma 7.11 The vector 1 ∈ Rnp is always contained in the kernel Ker(Bht ). The discrete pressure ph
is defined up to an additive constant.
For a given element K ∈ Th , we denote (aiK )1≤i≤3 its vertices. Then, we have:
. " .
∀vh ∈ Xh , ph div vh = (div vh )|K ph ,
Ω K∈Th K
" 3
|K| "
= (div vh )|K ph (aj,K ) ,
3
K∈Th j=1
Now, let us consider the pressure field ph defined on the triangulation Th by its values 0, −1, 1 at the
three vertices of every triangle K ∈ Th . In this case, we have
3
"
ph (aj,K ) = 0 ,
j=1
1 -1 0 1 -1
0 1 -1 0 1
-1 0 1 -1 0
1 -1 0 1 -1
0 1 -1 0 1
Figure 7.9: A regular Cartesian mesh of the unit domain Ω =]0, 1[2 and the unstable pressure mode for
the P1 /P1 finite element.
7.4. The finite element method for the Stokes problem 137
t = 2vi + vb − 2 ,
This last relation indicates that there is at least vb − 3 spurious pressure modes. In other words, the
space Mh is too rich to impose the Bh uh = 0 constraint. A function uh ∈ Xh is thus overconstrained and
a locking phenomenon occurs. In general, uh = 0 is the only discrete divergence-free function of Xh such
that Bh uh = 0; i.e. Bh is not surjective.
where (λi )1≤i≤3 denote the barycentric coordinates on K. The degrees of freedom associated with P1 are
defined as: .
Σk = {v -→ v(ai ) , 1 ≤ i ≤ 3} ∪ {v -→ v · ni dσ} .
ei
Then, we consider the approximation spaces:
244 Chapitre 11
138 Chapter 7. The finite element approximation
Vitesse Pression
rh (v) = Ch (v) + αK bK ,
Figure 11.2 – Élément Mini en dimension 3 (O(h))
where Ch (v) = (Ch (v1 ), Ch (v2 )) is the Clément interpolate defined hereafter and αK ∈ R2 is chosen so as
to satisfy the equation: .
(rh (v) − v) = 0 .
liberté en vitesse et 3 en pression dans leKcas bidimensionnel (respectivement 15 et 4 en dimension
To 3).
thisCet
end,élément est très utilisé, particulièrement en dimension 3 (voir la figure 11.2) en raison de
we define:
$. %−1 .
son faible nombre de degrés de liberté. Cet élément converge à l’ordre 1 car l’approximation en
α =
vitesse ne contient que les polynômes de degré 1.
K b K (v − Ch (v)) .
K K
Le deuxième élément illustré est celui de Taylor-Hood souvent appelé P2 − P1 en raison de
For every v ∈ Xh and qh ∈ Mh , we write:
l’approximation . quadratique des composantes . de vitesse et de . l’approximation P1 de la pression
(voir les figures 11.3 et 11.4. Les noeuds de calcul sont situés " aux sommets (vitesses et pression) et
qh div(v − rh (v)) = ∇qh (rh (v) − v) = ∇qh (rh (v) − v) = 20 ,
aux milieux des Ω arêtes (vitesses seulement).Ω Cet élément converge à l’ordre 2 (O(h )) en vertu du
K∈Th K
théorème 11.14 car l’approximation en vitesse contient les polynômes de degré 2 et l’approximation
since
en ∇q h is piecewise
pression contientconstant on every
ceux d’ordre 1. K Th .
Des∈ équivalents quadragulaires et hexaédriques, également
d’ordre 2, sont illustrés aux figures 11.5 et 11.6.
Definition 7.9 Let Th be a triangulation of Ω, Γh be the set of the internal vertices of Th . We introduce
Θh Remarque
the space of11.4 continuous piecewise linear functions on Th which are zero on the boundary and we
denote (ϕ )
Dans leγ cas the basis ofà P
γ∈Γhd’éléments 1 finite elements
pression continue, with
il esthomogeneous boundary
parfois nécessaire conditions.
d’imposer We introduce
une condition sup-the
operator
plémentaire
Ch ∈ L(H sur 0le(Ω),
1 Θh ), proposed
maillage pour avoirby l’existence
Clément inet1975, and de
l’unicité defined as follows:
la solution. On devra par exemple
supposer qu’aucun élément n’a deux côtés sur la frontière : . du domaine (voir les exercices de fin de
;
" 1
chapitre). ! Ch (v) = v ϕγ ,
|ωγ | ωγ
γ∈Γh
where the set ωγ is defined as the union of all triangles K ∈ Th for which γ is a vertex.
In this definition, the nodal value v(γ) is replaced in the definition of the interpolant rh by the local
average value around γ. The Clément operator can be applied to any function in L2 (Ω). We have the
following result.
Lemma 7.12 If the family of triangulations (Th )h>0 is quasi-uniform, then the operator Ch satisfies the
local estimates:
∀v ∈ H01 (Ω) , #v − Ch (v)#L2 (K) ≤ C hK |v|H 1 (ωK ) ,
7.4. The finite element method for the Stokes problem 139
Theorem 7.8 If the family of triangulations (Th )h>0 is quasi-uniform, the approximation spaces Xh and
Mh are uniformely compatible with respect to h, i.e. there exists a constant βh , independent f h, satisfying
the condition (7.27).
Proof. Let consider v ∈ H01 (Ω)2 . We construct the operator rh (v) ∈ Xh such that
. .
∀qh ∈ Mh , qh div(rh (v)) = qh div(v) .
Ω Ω
Since the operator rh is composed of two terms, we analyze them separately. Regarding the Clément interpolate
Ch , we invoke the previous estimate:
and finally:
|rh (v)|H 1 (K) ≤ C |v|H 1 (ωK ) ,
By taking the square of this expression and summing over all K ∈ Th we conclude that:
Proposition 7.7 Suppose the solution (u, p) of the problem (7.24) is sifficiently smoth, i.e. u ∈ H 2 (Ω)2 ∩
H01 (Ω)2 and p ∈ H 1 (Ω) ∩ L20 (Ω). Then, the solution (uh , ph ) of the problem (7.26) with the spaces defined
by (7.32) is such that:
(Sh P, Q) = 6ph , qh 7M ,
where (·, ·) and 6·, ·7M denote the standard Euclidean scalar product in Rnp and the inner product in M ,
respectively. In the system (7.35), ε is a penalization coefficient sufficiently small.
The main idea is simple. Suppose Ah is a positive definite symmetric matrix, the system (7.31) is
then equivalent to: > ?
1
inf (Ah Vh , Vh ) − (Fh , Vh ) .
Bh Vh =Gh 2
If Sh is any positive definite matrix in Rnp ,np , the previous expression can be replaced by:
> ?
1 1 −1
inf (Ah Vh , Vh ) + (Sh (Bh Vh − Gh , Bh Vh − Gh ) − (Fh , Vh ) ,
Vh 2 2ε
By replacing the quantity Pε in the first equation, we obtain the linear system:
$ %
1 t −1 1
Ah + Bh Sh Bh Uε = Fh + Bht Sh−1 Gh . (7.37)
ε ε
7.4. The finite element method for the Stokes problem 141
If the matrix Sh−1 is a sparse matrix, this provides an efficient technique to solve our problem. This system
can be solved by an iterative technique like the conjugate gradient, since the matrix is now positive definite
and symmetric. Notice however that the term 1/εBht Sh−1 Bh has a strong negative impact on the condition
number of the linear system (7.4.3).
We now investigate the effect of changing the constrained problem to a penalized problem. We have
the following error estimate.
Proposition 7.8 Let consider ε > 0 and let (U, P ) and (Uε , Pε ) denote the solutions of system (7.34)
and (7.36), respectively. Then, we have the error estimate:
αβ#U − Uε #X + αβ 2 #P − Pε #M ≤ Cε#P #M . (7.38)
or equivalently:
∀P ∈ Rnp , β#P #M ≤ #Bht P #∗ .
The continuity of the form b implies that:
∀P ∈ Rnp , #Bht P #∗ ≤ #b# #P #M .
Using these inequalities leads to write the first equation of the system as:
1 t
#P − Pε #M ≤ #B (P − Pε )#∗
β h
1 C
= #Ah (U − Uε )#∗ ≤ #U − Uε #X .
β β
By multiplying the first equation by (U − Uε ) and using the V -ellipticity of the form a we obtain for the second
equation:
α#U − Uε #2X ≤ (Ah (U − Uε ), U − Uε ) = (Bht (Pε − P ), U − Uε ) = (Pε − P, Bh (U − Uε )) = −ε(Pε − P, Sh Pε )
= −ε(Pε − P, Sh (Pε − P )) − ε(Pε − P, Sh P )
≤ −ε(Pε − P, Sh P )
≤ ε#Pε − P #M #P #M .
The error estimate is obtained by combining the two previous inequalities. !
Remark 7.16 Notice that discretizing a penalized problem is not necessarily equivalent to penalize a
discrete problem [Brezzi-Fortin, 1991]. The penalty method is considered in this last case as a procedural
(algorithmic) technique, since a choice of spaces Xh ⊂ X and Mh ⊂ M has been done. On the other
hand, discetizing the penalized problem consists in choosing Qh = Bh Vh that is in general a poor choice.
142 Chapter 7. The finite element approximation
Uzawa’s operator
To conclude this section, we introduce an iterative, although very efficient, algorithm to solve such
problem when th operator Ah associated with the bilinear form a is invertible. We know since Chapter
4 that the Stokes equations are equivalent to solving a problem of energy minimization. More precisely,
the resolution of the linear system (7.31) is equivalent to the following minimization:
1
J(Uh ) = min J(Vh ) with J(Vh ) = (Ah Vh , Vh ) − (Fh , Vh ) . (7.39)
Vh ∈KerBh 2
In the optimization terminology, the pressure is the Lagrange multiplier that imposes the constraint
div u = g when the energy is minimized.
First, we eliminate the variable Uh from the linear system (7.31), if the matrix Ah is invertible, thus
leading to:
Uh = A−1
h (Fh − Bh P )
t
Bh A−1 −1
h Bh Ph = Bh Ah Fh − Gh .
t
(7.40)
Proposition 7.9 If matrix Ah is positive definite, this matrix is also positive definite.
Remark 7.17 If the family of mesh (Th )h>0 is quasi-uniform, the condition number κ(Sh ) is a constant
independent of h. Hence, the previous estimate shows that the conditioning of Uzawa’s operator is of order
one (if α and β are of order one, which is a reasonable hypothesis). The iterative techniques converge
fast without any preconditioning.