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OF COMPUTATION
MATHEMATICS
Volume 71, Number 239, Pages 909-922
S 0025-5718(02)01439-4
Article electronically published on March 22, 2002
APPROXIMATION
DOUGLAS
BY QUADRILATERAL
N. ARNOLD, DANIELE
FINITE
ELEMENTS
S. FALK
1. INTRODUCTION
American
Mathematical
Society
910
D. N. ARNOLD,
D. BOFFI,
AND R. S. FALK
IIu - VI
LP(Q)
0 (h17)
#y
APPROXIMATION
BY QUADRILATERAL
FINITE
ELEMENTS
911
912
D. N. ARNOLD,
D. BOFFI,
AND R. S. FALK
givingits value at the midpointof edges (or its averageon edges), because these
quantitiesdo not comprisea unisolventset of degreesof freedom(the function
(1/2)(y- 1/2) vanishesat the fourmidpointsofthe edges of the unit square).
Hence,variousdefinitions
of nonconforming
elementson rectanglesreplacethe basis functionxy by some otherfunction,
suchas X2 _ 82. Consequently,
the reference
space contains'1 (K), but does not containQi (K), and so thereis a degradationof
convergence
on quadrilateralmeshes.This is discussedand analyzedin the conltext
of the Stokesproblemin [7].
As a finalapplication,we remarkthat manyof the finiteelementmethodsproposed for the Reissner-Mindlinplate problemare based on mixed methods for
the Stokes equations and/orforsecondorderellipticproblems.As a result,many
of them sufferfromthe same sort of degradationof convergenceon quadrilateral
meshes. An analysisof a varietyoftheseelementswill appear in forthcoming
work
by the presentauthors.
In Section 3, we proveour main result,the necessityof the conditionthat the
reference
space containQr(K) in orderto obtainO(hr+l) approximationon quadrilateralmeshes. The proofrelieson an analogousresultforaffineapproximationon
rectangularmeshes,wherethe space Pr(K) entersratherthan Qr(K). Whilethisis
a special case ofknownresults,forthe convenienceofthe readerwe includean elementaryproofin Section2. Also in Section3, we considerthe case ofasymptotically
parallelogrammeshesand show that in this situation,an O(hr?l) approximation
is obtained if the referencespace only contains'P7(K). In the finalsection,we
illustratethe resultswithnumericalcomputations.
2.
APPROXIMATION
-> RIKK
S}
Finally,let Q denotethe unit square (Q and K both denote the unit square, but
we use the notationQ whenwe thinkof it as a fixeddomain,whilewe use K when
we thinkofit as a reference
element).For n = 1,2, ..., let Th be the uniformmesh
of Q inton2 subsquareswhen h = 1/n, and define
Sh = fu:
In this definition,
when we writeulK F S(K) we mean onlythat ulKagrees with
a functionin S(K) almost everywhere,and-so do not impose any interelement
continuity.
The followingtheoremgives a set of equivalentconditionsfor optimal order
approximationof a smoothfunctionu by elementsof Sh.
APPROXIMATION
BY QUADRILATERAL
FINITE
ELEMENTS
913
u C Wjr+ (Q)
2. inf
V
11-V
LP(Q)
A
3. lPr(K) C S.
Proof. For the proofwe assume that p < oc, but the argumentcarriesoverto the
case p = oc withobviousmodifications.The firstconditionimpliesthat
inf ztU-V
VCSh
JLP(Q) = O
for U CPr(Q),
infJu-vsjVp
VESh
VCSh
inf
VKES(K)II
LI
LP(Q)
vJU-VK
VK LP(K)
~KC'yh VCK)KC-yhW
>
if
LP (k),
LP(K)
c := infJIItK
-Wllp(K
C'~~~
is independentof K. Thus
infzju-v~jLP(Q)
VCSh
LP(I7
>3
E
Cc.
The hypothesisthat this quantityis o(1) impliesthat c= 0, i.e., that the constant
functionbelongsto S.
Now we considerthe case r > 0. We again apply (1), thistimeforu an arbitrary
homogeneouspolynomialof degreer. Then
(2)
fKQX)
(XK
+ hx) =
hrv4u) + q(x),
(hx) + q()
where
q C lP, I(K). Substitutingin (1), and invokingthe inductivehypothesis
I
that S D 'Pr-1(K), we get that
inf ztu-v~~
VCSh
LP(Q)
h2+pr
KE
inf ztu-w
wc
L (K)
~hP'
inf ztu-w p
wcS
LP
wherethe last equalityfollowsfromthe factthat the previousinfimumis independentofK. Sincethelast expressionis o(hPr),we immediatelydeducethatu belongs
to S. Thus S containsall homogeneouspolynomialsofdegreer and all polynomials
of degreeless than r (by induction),so it indeedcontainsall polynomialsof degree
D
at most r.
A similartheoremholdsforgradientapproximation.Sincethe finiteelementsare
not necessarilycontinuous,we writeVh forthe gradientoperatorapplied piecewise
on each element.
914
all u C
+l (Q)
2. inf I Vh (U - v)
v CSh
A
Vesh
LP (Q)
KcTh
(3)
||V(u-V)1v)P(K)
inf
KcTVKSK
h2P E
~~~~~~~=
( )
V(U
VK)fLP(
inlflV (iK -
) IILP(I
LP()
KCTYhWCS~
wherewe have made the changeof variablew = VKin the last step.
The proofproceedsby inductionon r, the case r = 0 being trivial. For r > 0,
apply (3) with u an arbitraryhomogeneouspolynomialof degreer. Substituting
(2) in (3), and invokingthe inductivehypothesisthat Po(K) + S D Pr_l(K), we
get that
inf1V((u - w) ILP
LP(K
= h -p+pr
illf |Vh(U-V)P(Q)
VCSh
LK (T
P(`1)
hwS
inf |IV(u
W) IL(K)
APPROXIMATION
THEORY OF QUADRILATERAL
ELEMENTS
t u:
-> RI
UK,F C
V }.
APPROXIMATION
BY QUADRILATERAL
FINITE
ELEMENTS
915
(5)
inf
veVTh
inf
vevTh
|U
V1LP(Q)
1Vh(U-V))
forall u E W
+ (Q)
holds if and onlyif7Pr(K)c V. It is not hard to extendthese estimatesto shaperegularsequencesofparallelogrammeshesas well. However,in thissectionwe show
thatfor these estimatesto holdfor more generalquadrilateralmesh sequences,a
strongerconditionon V is requtired,
namelythatV D Qr(K).
The positiveresult,that whenV D Qr(K), thenthe estimates(4) and (5) hold
forany shape-regularsequenceof quadrilateralmeshesTh, is known.See, e.g., [2],
[1],or [4,SectionI.A.2]. We wishto showthenecessityofthe conditionV D Qr(K).
As a firststep, we show that the conditionVF(K) D Pr(K) is necessaryand
sufficient
to have that V D Qr(K) wheneverF is a bilinearisomorphismofk onto
a convexquadrilateral.This is provenin the followingtwo theorems.
Theorem 3. Suppose thatV D Qr(K). Let F be any bilinearisomorphismof K
onto a convexquadrilateral.Then VF(K) D Pr (K).
Proof. The componentsof F(x, y) are linear functionsof x~and y, so if p is a
polynomialof total degreeat most r, thenp(F(x,, y)) is of degreeat most r in x
and y separately,i.e., p o F C Qr(K) c V. Thereforep E VF(K).
O
The reverseimplicationholds even under the weakerassumptionlthat VF(K)
contains'PF(K) just forthe two specificbilinearisomorphisms
F(,Y=(XY(
+ 1)), F(,Y=(,XY
+ 1)),
D. N. ARNOLD,
916
AND R. S. FALK
D. BOFFI,
(6)
S[V(X
1)]S
(S
r-tyS
1
-
(S>r-t
we see that for0 < s < r, the monomialsIIs is the sum of a polynomialwhich
xr-sys C FPr(K') C V (K'))
clearly belongs to V (since Fi(i,z)rsF2(Q,fls
and a polynomialin Qr-i (K), whichbelongsto V by induction.Thus each of the
monomials xfyS with 0 < s < r belongs to V, and, using F, we similarly see that
0 < s < r, belong to V. Finally,from(6) with s = r, we
all the monomials
see that sVyris a linearcombinationof an elementof V and monomialsxSy7 with
3 < r, so it too belongsto V.
O
We now combinethis resultwiththose of the previoussectionto show the necessityof the conditionV D Qr(K) foroptimal orderapproximation.Let V be
some fixedfinitedimensionalsubspace of LP(K) whichdoes not include Qr(K).
Considerthe specificdivisionof the unit square K into fourquadrilateralsshown
we place the verticesof the quadrilaterals
on the leftin Figure 1. For definiteness
at (0,1/3), (1/2,2/3) and (1, 1/3) and the midpointsof the horizontaledges and
the cornersof K.
relatedto the specific
The fourquadrilateralsare mutuallycongruentand affinely
we
can defineforeach
Theorem
4,
quadrilateralK' definedabove. Therefore,by
1
in
an
K"
of the fourquadrilaterals
shown Figure
isomorphismF" fromthe unit
(K") X 7Pr(K"). If we let S be the subspace ofLP(K) consisting
square so that VF//
whichrestrictto elementsofVF/(K") on each ofthe fourquadrilaterals
offunctions
to any one
K", then certainlyS does not contain1Pr(K), since even its restriction
of the quadrilateralsK"I does not containPr(K").
Next, for n = 1, 2,... considerthe mesh Yh of the unit square Q shown in
Figure lb, obtained by firstdividingit into a uniformn x n mesh of subsquares,
n = 1/h, and then dividingeach subsquare as in Figure la. Then the space of
APPROXIMATION
FINITE
BY QUADRILATERAL
ELEMENTS
917
V||LP(Q)
ITV(u-
V)LP(Q)
ve V(TYh)
||u
o(hr)
nor
inf
vVC(Th)
o(hr-)
iv O
V
FJWPr+i(k)(
<_ C||JF|
<
CIfJF-1fILj(K)fIIVIIWr+1(K)
i=O
W.
(K)
WW2(K)
Now,
IlJFflLoc(k)
< ChK
WJF-
<
ChK,
IIV -WKVI
Z h12
WF 2 (k).
7FKVIILP(K)
<
Chj+ji1v
1lwp+l(K).
D. N. ARNOLD,
918
AND R. S. FALK
D. BOFFI,
2, 4, 8, and 16.
NUMERICAL
RESULTS
-\u = f in Q,
u = g onoQ,
wherethe domain Q is the unit square. In the firstproblem,f and g are takenso
that the exact solutionis the quarticpolynomial
U(X, y) = x3 + 5y2
1oy3 + y4.
APPROXIMATION
BY QUADRILATERAL
FINITE
ELEMENTS
919
Meshes in the second sequence are partitionsof the domain into n x n congruent
trapezoids,all similarto the trapezoidwithvertices(0,0), (1/2,0), (1/2,2/3), and
forthe
(0, 1/3). In Tables 1 and 2 we reportthe errorsin L2 and L?, respectively,
finiteelementsolutionand its gradientbothin absolutetermsand as a percentageof
thenormoftheexact solutionand its gradient,and we also reportthe apparentrate
of convergencebased on consecutivemeshesin a sequence. For this test problem,
the rates of convergenceare very clear: for eithermesh sequence, the mapped
biquadraticelementsconvergewiththe expectedorder3 forthe solutionand 2 for
its gradient.The same is true forthe serendipityelementson the square meshes,
but, as predictedby the theorygiven above, forthe trapezoidal mesh sequence
the orderof convergenceforthe serendipityelementsis reducedby 1 both forthe
solutionand forits gradient.
As a second test example we again solved the Dirichletproblem(7), but this
timechoosingthe data so that the solutionis the sharplypeaked function
u(x, y) = exp(-100[(x
1/4)2+ (y - 1/3)2]).
920
D. N. ARNOLD,
D. BOFFI,
AND R. S. FALK
convergence
forserendipity
elementsis the same as foraffinemeshes.This is clearly
illustratedin Table 5.
While the asymptoticratespredictedby the theoryare confirmed
in theseexamples,it is worthnotingthatin absolutetermsthe effectofthe degradedconvergence
rate is not verypronounced.For the firstexample,on a moderatelyfinemesh of
APPROXIMATION
BY QUADRILATERAL
FINITE
ELEMENTS
921
D. N. ARNOLD,
922
D. BOFFI,
AND R. S. FALK
REFERENCES
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2. P. G. Ciarlet and P.-A. Raviart, Interpolationtheoryover curved elements with applications
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3. H. Federer, Geometric measure theory,Springer-Verlag,New York, 1969. MR 41:1976
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Methods Appl. Mech. Engrg. 179 (1999), 91-109.
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(1992), 1049-1058.
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Meth. Part. Diff.Equations 8 (1992), 97-111. MR 92i:65170
8. P. Sharpov and Y. Iordanov, Numerical solution of Stokes equations withpressure and filtration boundaryconditions,J. Comp. Phys. 112 (1994), 12-23.
9. G. Strang and G. Fix, A Fourier analysis of thefiniteelementvariational method,Constructive Aspects of Functional Analysis (G. Geymonat,ed.), C.I.M.E. II Ciclo, 1971, pp. 793-840.
10. J. Zhang and F. Kikuchi, Interpolationerrorestimates of a modified8-node serendipityfinite
element,Numer. Math. 85 (2000), no. 3, 503-524. MR 2001f:65141
11. 0. C. Zienkiewicz and R. L. Taylor, The finite element method,fourth edition, volume 1:
Basic formulationand linear problems,McGraw-Hill, London, 1989.
INSTITUTE
FOR MATHEMATICS
UNIVERSITY
OF MINNESOTA,
MINNEAPO-
55455
E-mail address: arnold@ima.umn.edu
URL: http: //www.ima .umn. edu/ -arnold/
LIS, MINNESOTA
DIPARTIMENTO
DI MATEMATICA,
UNIVERSITA
OF MATHEMATICS,
RUTGERS
UNIVERSITY,
PISCATAWAY,
NEW
JERSEY
08854