Ainsworth Optimally Blended Spectral Fe Scheme For Wave Propagation and Nonstandard Reduced Integration

Copyright by SIAM. Unauthorized reproduction of this article is prohibited.
SIAM J. NUMER. ANAL. c 2010 Society for Industrial and Applied Mathematics
Vol. 48, No. 1, pp. 346371
OPTIMALLY BLENDED SPECTRAL-FINITE ELEMENT SCHEME
FOR WAVE PROPAGATION AND NONSTANDARD REDUCED
INTEGRATION
MARK AINSWORTH
AND HAFIZ ABDUL WAJID
Abstract. We study the dispersion and dissipation of the numerical scheme obtained by taking
a weighted averaging of the consistent (nite element) mass matrix and lumped (spectral element)
mass matrix for the small wave number limit. We nd and prove that for the optimum blending the
resulting scheme (a) provides 2p +4 order accuracy for pth order method (two orders more accurate
compared with nite and spectral element schemes); (b) has an absolute accuracy which is O(p
3
)
and O(p
2
) times better than that of the pure nite and spectral element schemes, respectively; (c)
tends to exhibit phase lag. Moreover, we show that the optimally blended scheme can be eciently
implemented merely by replacing the usual Gaussian quadrature rule used to assemble the mass and
stiness matrices by novel nonstandard quadrature rules which are also derived.
Key words. numerical dispersion, numerical dissipation, high order numerical wave propagation
AMS subject classications. 65N15, 65N30, 65N35, 35J05
DOI. 10.1137/090754017
1. Introduction. The development and analysis of numerical methods for wave
propagation frequently centers on the issue of controlling errors due to numerical
dispersion and dissipation [4, 8]. The dispersive properties of standard Galerkin nite
element methods of arbitrary order were considered in [1]. However, spectral element
methods [9, 10, 11, 12] have attracted considerable interest in the computational wave
propagation community thanks in part to the fact that the mass matrix is diagonal,
and their superior phase accuracy compared with standard nite elements [2].
Even as early as 1984, the possibility of employing a weighted average of the
nite element and spectral element schemes has been conjectured as a means by
which to obtain the most promising, cost-eective method for computational wave
propagation [13]. Many authors have even commented on the eectiveness of the
scheme obtained by forming a simple average of the spectral and nite element schemes
in the case of rst order elements, but no systematic treatment or analysis seems to
be available. Seriani and Oliveira [15] consider the possibility of blending the methods
using a criterion whereby the phase error vanishes at a particular, user-specied, value
of the normalized wave number. However, this approach means that the blending
parameter is frequency and mesh dependent and may actually result in an increase
in the phase error at frequencies that were originally resolved by the pure nite and
spectral element approaches.
A more natural approach to the selection of the blending parameter that is more in
the spirit of the design of methods for computational wave propagation is to maximize
the order of accuracy in the phase error. This criterion is adopted in the present work.
Received by the editors March 26, 2009; accepted for publication (in revised form) December 3,
2009; published electronically April 16, 2010.
http://www.siam.org/journals/sinum/48-1/75401.html
Mathematics Department, University of Strathclyde, 26 Richmond Street, Glasgow G1 1XH,

Scotland (M.Ainsworth@strath.ac.uk, rs.hwaj@maths.strath.ac.uk). The rst author was supported
by the Engineering and Physical Sciences Research Council under grant EP/E040993/1. The sec-
ond author was supported by COMSATS Institute of Information Technology, Pakistan through a
research studentship which is gratefully acknowledged.
346

OPTIMALLY BLENDED SCHEME FOR WAVES 347
We show that the optimal choice of blending parameter for elements of order p N
is given by weighting the spectral element to the nite element in the ratio p : 1. A
rigorous proof of this fact is provided along with precise error estimates and orders
of accuracy in the phase error. In particular, we show that the optimally blended
scheme gives an additional two orders of accuracy compared with the pure schemes.
An ostensibly dierent approach to the construction of nite element-like schemes
for wave propagation consists of using nonstandard quadrature rules. The thesis of
Challa [3] presents nonstandard quadrature rules for both linear and quadratic nite
elements that lead to an improvement in the order of accuracy of the phase error.
Subsequently, Guddati and Yue [6, 7] studied such schemes for linear nite elements
and commented on the relation with blended spectral-nite element schemes in the
case of rst order elements.
The nonstandard quadrature rule provides an attractive means by which to im-
plement the blended spectral-nite element approach in the case p = 1. Accordingly,
we investigate whether or not suitable nonstandard quadrature rules exist in the case
of elements of arbitrary order p N, such that the resulting scheme is identical to
the optimally blended spectral-nite element method described above. We show such
nonstandard quadrature rules exist for all orders, give an explicit construction for the
weights and nodes, and study their properties.
In summary, we believe that the present work conrms the earlier remark made by
Marfurt [13] and provides a simple means by which optimally blended spectral-nite
element schemes can be eciently realized in practice.
2. Motivation and overview of main ideas and results. In order to moti-
vate the ideas, we begin by presenting the discrete dispersion analysis of the simple
1D model problem
(2.1)

2
U
t
2

2
U
x
2
= 0, x R, t > 0,
along with appropriate initial and boundary conditions. Our chief interest in the
present work is the study of the impact of the spatial discretization on the phase
accuracy, and we therefore consider a time-harmonic solution of the form U(x, t) =
e
it
u(x) for a given temporal frequency R. This leads us to consider the spatial
discretization of the model problem:
(2.2) u
(x)
2
u(x) = 0, x R.
2.1. Piecewise linear approximation in one dimension. Suppose we dis-
cretize (2.2) using piecewise linear nite elements on a uniform mesh of size h > 0
and seek an approximation of the form
jZ
u
j
j
(x),
where
j
is the usual piecewise linear hat function associated with node x
j
. We obtain
the following equation for the value u
j
of the approximation at node x
j
= jh, j Z:
(2.3) u
j+1
2u
j
+u
j1
+

2
6
(u
j+1
+ 4u
j
+u
j1
) = 0,
where = h. This equation admits nontrivial solutions of the form u
j
= e
ij
(1)
h
provided that
(1)
h satises
(1)
h = cos
1
_
6 2
2
6 +
2
_

348 MARK AINSWORTH AND HAFIZ ABDUL WAJID
or, writing the above expression as a series in ,
(2.4)
(1)
h =

3
24
+ .
This result shows that the nite element approximation tends to exhibit phase lead
compared with the corresponding solutions of the continuous equation (2.2).
An alternative approach is to approximate the problem using the spectral element
method. This results in the following equation for the coecients u
j
:
(2.5) u
j+1
2 u
j
+ u
j1
+
2
u
j
= 0,
leading to nontrivial solutions of the form u
j
= e
ij
(1)
h
, where

(1)
h = cos
1
_
1

2
2
_
or, again expanding as a series in ,
(2.6)
(1)
h = +

3
24
+ .
This means that the spectral element scheme tends to exhibit phase lag. In search of
a numerical scheme with superior phase accuracy, we follow the suggestion of Marfurt
[13] and form a blended scheme by taking a linear combination of (2.3) and (2.5):
(2.7) u
j+1
2u
j
+u
j1
+

2
6
_
(1 )u
j+1
+ 2(2 +)u
j
+ (1 )u
j1
= 0,
where [0, 1] is a parameter whose value is to be determined.
Proceeding as before, we discover that the scheme admits nontrivial solutions of
the form u
j
= e
ij
(1)
h
, where
(1)
depends on , and is given by

(2.8)
(1)
h = cos
1
_
2
(2 +) 6
2
( 1) 6
_
,
or, writing the above expression as a series in ,
(2.9)
(1)
h = +

3
24
(2 1) +

5
1920
(20
2
20 + 9) + .
The above expression reduces to those obtained for the nite and spectral element
schemes in the cases = 0 and = 1, respectively. However, more interestingly, we
observe that by choosing = 1/2, two additional orders of accuracy in the phase are
obtained.
2.2. Implementation via nonstandard quadrature rules. The practical
implementation of the blended scheme may at rst sight appear to entail the assembly
of the mass matrices for both the nite and spectral element schemes, which would
be rather unattractive. We can construct another piecewise linear nite element
approximation in which the entries in the mass and stiness matrices are approximated
using the nonstandard quadrature rule
(2.10)
_
1
1
f(x)dx Q
(1)
(f) = f () +f () ,

where =
_
1
3
(1 + 2). This rule is exact for linear functions, but not products of
linear functions, meaning that the entries appearing in the mass matrix are under-
integrated. The quadrature rule (2.10) is used to develop a composite quadrature rule
I
(1)
,h
on R given by
_
R
f(x)dx
h
2
jZ
_
f(
+
j
) +f(
j
)
_
= I
(1)
,h
(f),
where
j
= (j +
1
2
)h
h
2
, j Z.
The new piecewise linear nite element approximation is then dened by seeking
a nontrivial function of the form
U
h
(; x) =
jZ
u
j
j
(x), x R,
such that
(2.11) I
(1)
,h
(
x
U
h
r
)
2
I
(1)
,h
(U
h

r
) = 0
for all r Z. Interestingly, the resulting scheme gives precisely the same stencil as
(2.7) for the coecients
_
u
j
_
jZ
, where, as before, = h:
u
j+1
2u
j
+u
j1
+

2
6
_
(1 )u
j+1
+ 2(2 +)u
j
+ (1 )u
j1
= 0.
In other words, the scheme coincides with the blended scheme in the case of linear
elements, meaning that the blended scheme can be realized in practice by replacing
the standard Gaussian quadrature rule by the nonstandard rule (2.10). Similarly,
the optimally blended scheme can be obtained by using the quadrature rule (2.10) in
conjunction with the choice = 1/2.
In summary, the nonstandard quadrature rule leads to a scheme which admits a
nontrivial solution given by
(2.12) U
h
(; x) =
jZ
e
ij
(1)
j
(x),
where
(1)
is dened in (2.8) with = h.

2.3. Extension to multiple spatial dimensions. We now turn to the case
of higher dimensional problems and investigate whether the blending of spectral and
nite element approximation oers similar advantages to those observed in one spatial
dimension. Suppose we discretize the equation
(2.13) u
2
u = 0 in R
3
using a tensor product grid hZ
3
on R
3
, in conjunction with trilinear basis functions.
A standard nite element implementation requires the use of a quadrature rule to
approximate the integrals over the reference element

K = [1, 1]
3
. Generally, a tensor
product GaussLegendre rule would be applied. However, prompted by the earlier
observation we propose to use instead a tensor product rule based on the nonstandard
quadrature rule (2.10):
_
K
f(x, y, z)dxdydz f(, , ) +f(, , ) +f(, , ) +f(, , )
+f(, , ) +f(, , ) +f(, , ) +f(, , ), (2.14)

where =
_
1
3
(1 + 2). If we choose = 0, then the scheme reduces to the standard
nite element approximation while the choice = 1 gives the spectral element scheme.
Consequently, the scheme with a general choice of may be considered as a blended
approximation. We wish to analyze the dispersive properties of the resulting scheme.
Based on our experience in the one dimensional case, we seek a nontrivial solution in
the three dimensional case in the form
u(x, y, z) = U
h
(k
x
; x)U
h
(k
y
; y)U
h
(k
z
; z),
where k
x
, k
y
, k
z
R are constants to be determined and U
h
is dened in (2.12).
Observe that, thanks to (2.12), we could also write
u(x, y, z) =
,m,n
e
ih[
(1)
(k
x
)+m
(1)
(k
y
)+n
(1)
(k
z
)]
(x)
m
(y)
n
(z),
where
(1)
(k) is given by (2.8) with = h, which, as one would expect, indicates

that u corresponds to a plane wave. Inserting this expression into the approximate
bilinear form associated with the quadrature rule (2.14) and using a test function
v(x, y, z) =
q
(x)
r
(y)
s
(z) leads to
I
(1)
,h
(
x
U
h
(k
x
; x)
x
q
) I
(1)
,h
(U
h
(k
y
; y)
r
) I
(1)
,h
(U
h
(k
z
; z)
s
)
+I
(1)
,h
(U
h
(k
x
; x)
q
) I
(1)
,h
(
y
U
h
(k
y
; y)
y
r
) I
(1)
,h
(U
h
(k
z
; z)
s
)
+I
(1)
,h
(U
h
(k
x
; x)
q
) I
(1)
,h
(U
h
(k
y
; y)
r
) I
(1)
,h
(
z
U
h
(k
z
; z)
z
s
)
=
2
I
(1)
,h
(U
h
(k
x
; x)
q
) I
(1)
,h
(U
h
(k
y
; y)
r
) I
(1)
,h
(U
h
(k
z
; z)
s
) (2.15)
for all q, r, s Z. Recalling that U
h
satises (2.11) leads to the following condition

for the parameters k
x
, k
y
, and k
z
:
(k
2
x
+k
2
y
+k
2
z

2
)I
(1)
,h
(U
h
(k
x
; x)
q
)I
(1)
,h
(U
h
(k
y
; y)
r
)I
(1)
,h
(U
h
(k
z
; z)
s
) = 0
and as a consequence, we deduce that the new scheme admits a nontrivial solution
provided that
k
2
x
+k
2
y
+k
2
z
=
2
.
The wave number of the discrete solution is given by k
h
, where
k
2
h
=
(1)
(k
x
)
2
+
(1)
(k
y
)
2
+
(1)
(k
z
)
2
,
and then, thanks to (2.9), we deduce that
k
2
h
=
2
+
h
2
12
(2 1)[(k
x
)
4
+ (k
y
)
4
+ (k
z
)
4
] +O(h
4
6
).
We again see that there exists an optimal choice of blending parameter, and moreover,
it coincides with the optimal parameter for the one dimensional case. The arguments
used above extend to any number of dimensions meaning that the optimal blending
parameter is independent of the number of spatial dimensions.

2.4. Numerical example. In practice, by making use of the nonstandard
quadrature rule, the cost of using the optimally blended scheme is virtually the same
as that of using the pure nite or spectral element scheme, but can result in markedly
superior numerical results. In order to illustrate the potential of such an approach in
multidimensions, we consider the problem
(2.16)
2
u(x, y)
2
u(x, y) = 0 in (0, 1)
2
subject to Dirichlet boundary conditions:
u = e
ik
1
x
on
1
= {x (0, 1), y = 0},
u = e
ik
2
y
on
4
= {y (0, 1), x = 0},
where k
1
and k
2
are user-specied constants satisfying k
2
1
+k
2
2
=
2
, and nonreecting
boundary conditions:
u
x
Gu = 0 on
2
= {y (0, 1), x = 1},
u
y
Gu = 0 on
3
= {x (0, 1), y = 1},
where Gis the usual Dirichlet to Neumann map [8]. The Dirichlet boundary conditions
are chosen so that the exact solution to the boundary value problem (2.16) is the plane
wave solution u(x, y) = e
i(k
1
x+k
2
y)
, with the coecients chosen to be k
1
= 20 and
k
2
= 1. The accuracy of the real components of the spectral, nite, and optimal
scheme solutions obtained with 20 linear elements are compared in Figure 2.1, where
the cuts of the two dimensional solution along the lines y = x and y = 2x relative
to the edge
1
are shown. The phase lead and lag are evident and correspond to
numerical approximations obtained using the nite and spectral element schemes,
respectively. Moreover, the phase accuracy of the numerical approximation obtained
using the optimal scheme is noticeably better than that of nite and spectral element
schemes. In Figure 2.2, we show the eect of increasing the number of elements in
each direction along the same lines as used in Figure 2.1. It is clear that with 30
linear elements the numerical approximations obtained using the nite and spectral
element schemes converge to the exact solution but phase lead and phase lag are still
prominent, while the numerical approximation corresponding to the optimal scheme
is virtually completely resolved.
2.5. Extension to quadratic elements. In the case of quadratic elements, we
obtain two discrete equations corresponding to the nodal and midpoint degrees of
freedom {u
j
} and {u
j+1/2
}, for all j Z, respectively:

_
10 +
2
(1 )
_
u
j1
+u
j+1
_
+
_
140 2
2
(4 +)
_
u
j
+
_
2
2
( 1) 80
(u
j1/2
+u
j+1/2
) = 0 (2.17)
and
_
2
( 1) 40
_
[u
j1
+u
j+1
] +
_
80 2
2
( + 4)
_
u
j+1/2
= 0
with = h. We use the latter relation to express the midpoint degree of freedom
u
j+1/2
in terms of the nodal degrees of freedoms u

j1
and u
j+1
as follows:
u
j+1/2
=

2
( 1) 40
2(
2
( + 4) 40)
_
u
j
+u
j+1
_
, j Z.

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
1.5
1
0.5
0
0.5
1
1.5
2
x
U

Numerical real wave obtained using the spectral element scheme
Numerical real wave obtained using the finite element scheme
Numerical real wave obtained using the optimal scheme
Exact real wave
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
1.5
1
0.5
0
0.5
1
1.5
2
x
U

Exact real wave
Fig. 2.1. Variation of the numerical approximations of the solution with linear spectral, nite,
and optimal schemes to (2.16) using h = 1 along the lines (a) y = x and (b) y = 2x.
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
1.5
1
0.5
0
0.5
1
1.5
2
x
U

Exact real wave
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
1.5
1
0.5
0
0.5
1
1.5
2
x
U

Exact real wave
Fig. 2.2. Variation of the numerical approximations of the solution with linear spectral, nite,
and optimal schemes to (2.16) using h = 0.67 along the lines (a) y = x and (b) y = 2x.
Now substituting these values into (2.17), we obtain a single equation corresponding
to nodal degrees of freedom:
4
( 1) + 2
2
(3 8) 240
2(
2
( + 4) 40)
_
u
j1
+u
j+1
_
+

4
(2 + 3) 2
2
(3 + 52) + 240
2
( + 4) 40
u
j
= 0, j Z.
This relation is of the same form as (2.3) and (2.5), and we may therefore proceed
as before by inserting a nontrivial solution of the form u
j
= e
ij
(2)
h
into the above
equation. Proceeding as before, we arrive at the expression
(2.18) cos(
(2)
h) =

4
(2 + 3) 2
2
(3 + 52) + 240
4
(1 ) 2
2
(3 8) + 240
,
and hence, for 1, there exists a solution of the form
(2.19)
(2)
h = +
3 2
2880

5
+
63
2
126 + 88
2419200

7
+ .

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
1.5
1
0.5
0
0.5
1
1.5
2
x
U

Exact real wave
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
1.5
1
0.5
0
0.5
1
1.5
2
x
U

Exact real wave
(a) y = x (b) y = 2x
Fig. 2.3. Variation of the numerical approximations of the solution with quadratic spectral,
nite, and optimal schemes to (2.16) using h = 2.5 along the lines (a) y = x and (b) y = 2x.
For = 0 and = 1, the above expression reduces to the ones obtained for nite
element [1] and spectral element [2] schemes. The choice = 2/3 means the rst term
of the above expression vanishes and gives two additional orders of accuracy in the
phase compared with the standard schemes. Furthermore, the absolute value of the
coecient of the leading term with the optimum value of is decreased by factors of
50 and 25 compared to the leading coecient obtained with the nite and spectral
element schemes, respectively.
We can extend the scheme to higher numbers of spatial dimensions in precisely
the same way as we described earlier for linear elements, provided that a suitable
nonstandard quadrature rule can be identied. One obtains the optimally blended
scheme in the case of quadratic elements if the following quadrature rule,
(2.20)
_
1
1
f(x)dx
1
3(3 + 2)
_
5f
_
_
1
5
(3 + 2)
_
+4(2+3)f(0)+5f
_
_
1
5
(3 + 2)
__
,
is used to approximate the entries in the mass and stiness matrices. Moreover, for the
optimum value of = 2/3, (2.20) reduces to the quadrature rule given in [3]. In Figure
2.3, we show the eect of using piecewise quadratic elements instead of piecewise
linear elements along the lines y = x and y = 2x relative to the bottom edge
1
.
As expected, the numerical approximations corresponding to the nite and spectral
element schemes are, respectively, leading and lagging even with quadratic elements,
but again the optimal scheme performs much better even when h is relatively large.
The results obtained by reducing the size of the elements are given in Figure 2.4.
2.6. Extension to cubic elements. Turning to the case of cubic elements, we
have the following expression for the discrete wave number for the blended scheme:
(3)
h = +
4 3
604800
7
+
4
2
15 + 11
63504000

9
+ ,
where the rst term vanishes corresponding to the optimum value of the blending
parameter = 3/4, and we again observe that two additional orders of accuracy are
achieved.

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
1.5
1
0.5
0
0.5
1
1.5
2
x
U

Exact real wave
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
1.5
1
0.5
0
0.5
1
1.5
2
x
U

Exact real wave
(a) y = x (b) y = 2x
Fig. 2.4. Variation of the numerical approximations of the solution with quadratic spectral,
nite, and optimal schemes to (2.16) using h = 2 along the lines (a) y = x and (b) y = 2x.
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
1.5
1
0.5
0
0.5
1
1.5
2
x
U

Exact real wave
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
1.5
1
0.5
0
0.5
1
1.5
2
x
U

Exact real wave
(a) y = x (b) y = 2x
Fig. 2.5. Variation of the numerical approximations of the solution with cubic spectral, nite,
Once again, we can extend the scheme to higher numbers of spatial dimensions
provided a suitable quadrature rule is available. For cubic (and higher order) elements,
no such rule seems to be known in the literature. However, we may use the following
new quadrature rule (which is a special case of Theorem 2.1):
(2.21)
_
1
1
f(x)dx
7840
681
_
(f(
+
) +f(
+
))
(39 +
681)(
681 3)
+
(f(
) +f(
))
(39
681)(3 +
681)
_
,
where
=
_
2730 70
681/70, to approximate entries in the stiness and mass

matrices which gives us the optimally blended scheme in the case of cubic elements.
The numerical approximations obtained with piecewise cubic elements are shown in
Figures 2.5 and 2.6 for four and ve cubic elements in each direction, and once again
the optimal scheme performs noticeably better compared to the nite and spectral
element schemes.
2.7. Extension to arbitrary order elements. The question naturally arises
of how the above results extend to elements of arbitrary order. In Theorem 3.2 we

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
1.5
1
0.5
0
0.5
1
1.5
2
x
U

Exact real wave
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
1.5
1
0.5
0
0.5
1
1.5
2
x
U

Exact real wave
(a) y = x (b) y = 2x
Fig. 2.6. Variation of the numerical approximations of the solution with cubic spectral, nite,
show that for elements of order p N, the discrete wave number for the blended
scheme is given by
(p)
h = +
_
_
1 +
1
p
_
1
_
F
(p)
() + C
(p)
F
(p+1)
() +O()
2p+5
,
where F
(p)
() and C
(p)
are dened in Theorem 3.2. In the case = 0, this result

agrees with Theorem 3.2 in [1], while in the case = 1 we obtain the result given in
Theorem 4.2 of [2]. One immediate consequence of this new result is that the optimal
blending parameter is given by =
p
p+1
. With this choice, we obtain
(p)
h = +C
(p)
F
(p+1)
() +O()
2p+5
,
showing that in general we obtain two additional orders of accuracy with the optimal
choice of blending parameter . Moreover, in Corollary 3.3, we show that the absolute
value of the leading coecient in the error
(p)
h is considerably reduced by the

use of blending. The proof of these statements forms the topic of section 4.
2.8. Nonstandard quadrature rule for elements of arbitrary order. The
use of such nonstandard quadrature rules in the implementation of the optimally
blended scheme is rather attractive in practice and provides a simple way to extend
the blended schemes to a higher number of spatial dimensions. More specically it
means that an existing, standard nite element code can be adapted to implement the
optimally blended scheme merely by replacing the usual Gaussian quadrature rule by
the nonstandard quadrature rule. Unfortunately, the existence of suitable nonstandard
quadrature rules for general pth order elements does not seem to be available in the
existing literature.
If we denote the bilinear form for the nite and spectral elements schemes by
B(, ) and

B(, ), respectively, then the bilinear form for the blended scheme is given
by
(2.22) B
(u, v) = (1 )B(u, v) +

B(u, v)
for piecewise polynomials u and v. The dierence between the bilinear forms for the
nite and spectral element schemes lies in the fact that the spectral element scheme

uses the GaussLobatto quadrature rule which we denote by Q
(p)
to evaluate the
integrals, while the nite element scheme evaluates (via GaussLegendre quadrature)
the integrals exactly. Consequently, the bilinear form for the blended scheme (2.22)
should be based on a quadrature rule Q
(p)
for which
Q
(p)
(f) = (1 )
_
1
1
f(x)dx +Q
(p)
(f) f P
2p+1
,
where P
2p+1
denotes the space of polynomials of degree 2p + 1. The following result
constitutes the extension of the nonstandard quadrature rules to elements of arbitrary
order.
Theorem 2.1. Let [0, 1) be xed, and denote the zeros of L
p+1
L
p1
by
{
i
}
p
i=0
. Then {
i
}
p
i=0
are distinct and contained in (1, 1). Let {w
i
}
p
i=0
denote the
weights dened by the rule
(2.23) w
i
=
2[p(1 +) +]
p(p + 1)L
p
(
i
)[L
p+1
(
i
) L
p1
(
i
)]
i = 0, 1, . . . , p.
Then, the weights {w
i
}
p
i=0
are well-dened and positive. Moreover, if we use the
weights and nodes to dene a (p + 1)-point quadrature rule Q
(p)
, then Q
(p)
satises
the following identity:
(2.24) Q
(p)
(f) = (1 )
_
1
1
f(x)dx +Q
(p)
(f) f P
2p+1
,
where Q
(p)
is the (p +1)-point GaussLegendreLobatto quadrature rule dened in [2,
eq. (2.7)]. Consequently, Q
(p)
is exact for all f P

2p1
.
The fact that the nodes are distinct means that the term L
p+1
(
i
) L
p1
(
i
)
appearing in the denominator for the quadrature weights (2.23) is nonzero. Moreover,
the factor L
p
(
i
) is also nonzero. This can be seen by rst noting that, thanks to the
recurrence relation for Legendre polynomials,
2p + 1
p + 1

i
L
p
(
i
) = L
p+1
(
i
) +
p
p + 1
L
p1
(
i
)
=
_
+
p
p + 1
_
L
p1
(
i
).
If
i
is nonzero, then the right-hand side is nonzero (otherwise we have L
p1
(
i
) =
L
p
(
i
) = L
p+1
(
i
) = 0 which would imply all subsequent Legendre polynomials have
a common zero), and hence L
p
(
i
) is nonzero. Equally well, if
i
does vanish, then
L
p1
(
i
) also vanishes meaning that p is even, and hence L
p
(0) is nonzero.
The proof of this result is given in section 4. Observe that for = 0 and = 1,
Q
(p)
reduces to the standard GaussLegendre and GaussLegendreLobatto rules,

respectively.
In Table 2.1, nodes and corresponding weights of the optimal quadrature rule
Q
(p)
are given for the optimum value of the blending parameter = p/(p + 1). It
is a simple matter to compute the higher order rules using the expressions given in
Theorem 2.1.
The quadrature rule Q
(p)
can then be used to extend the one dimensional scheme

to higher dimensions for elements of arbitrary order as described in section 2.3 for

Table 2.1
Nodes and corresponding weights of the optimal quadrature rule Q
(p)
for = p/(p + 1) and

orders p = 1, . . . , 4.
Order p Abscissas
i
Weights w
i
1 0.8164965809 1
2 0 1.2307692308
0.9309493363 0.3846153846
3 0.9643352759 0.1998260144
0.4293520583 0.8001739855
4 0 0.6937669377
0.9783156780 0.1217872771
0.6387313983 0.5313292541
rst order elements. Using the same arguments used there leads to the conclusion
that the wave number of the discrete solution is given by k
hp
, where
k
2
hp
=
(p)
(k
x
)
2
+
(p)
(k
y
)
2
+
(p)
(k
z
)
2
,
where k
2
x
+k
2
y
+k
2
z
=
2
. Thanks to (3.2) given in Theorem 3.1, we obtain
k
2
hp
=
2
+
_
p!
(2p)!
_
2
_
_
1 +
1
p
_
1
_
h
2p
2p + 1
[k
2p+2
x
+k
2p+2
y
+k
2p+2
z
]
+O(h
2p+2
2p+4
),
which is valid for general and for all p 2. For the optimal choice of = p/(p +1),
using Corollary 3.3, we have
k
2
hp
=
2
+
8
(2p 1)
_
(p + 1)!
(2p + 2)!
_
2
h
2p+2
2p + 3
[k
2p+4
x
+k
2p+4
y
+k
2p+4
z
] +O(h
2p+4
2p+6
).
3. Analysis of dispersion for elements of arbitrary order. Our rst result
gives the discrete dispersion relation for the blending of spectral-nite element ap-
proximation for elements of arbitrary order p N, with blending parameter [0, 1],
and generalizes the particular cases given in section 2. The proof of the following
theorem follows exactly the same arguments used in [2] for the proof of Theorem 4.1
and is therefore omitted.
Theorem 3.1. Let > 0 and consider the sequences {a
p
}
p=1
and {b
p
}
p=1
dened
by the recursion relations
(3.1)
a
p+1
=
2p + 1
b
p
+a
p1
b
p+1
=
2p + 1
a
p
+b
p1
for p N with a
0
= 1, a
1
= 1, b
0
= 0, and b
1
= 1/. Then, the discrete dispersion
relation for the optimal scheme of order p N is given by
(3.2) cos
(p)
h = R
(p)
(2) = (1)
p
(p)
1
() +
(p)
2
()
(p)
1
()
(p)
2
()
,

where = h, and
(p)
1
() = a
p
(b
p1
((p + 1) +p) +p(2p + 1)a
p
)
and
(p)
2
() = b
p
(a
p1
((p + 1) +p) p(2p + 1)b
p
) .
The sequences {a
p
}
p=1
and {b
p
}
p=1
originally appeared in Lemma 5.2 of [2] in the
analysis of the pure spectral element scheme. In particular, we note that the denom-
inator appearing in (3.2) is nonvanishing. This can be seen by rst noting that
(p)
1
()
(p)
2
() = p(2p + 1)(a
2
p
+b
2
p
),
for 1, and then using the following identity,
(3.3)
_
sin( n/2) cos( n/2)
cos( n/2) sin( n/2)
_ _
a
n
b
n
_
=
_
2
_
J
n+1/2
()
Y
n+1/2
()
_
,
proved in [2] to see that
a
2
p
+b
2
p
=

2
_
J
p+1/2
()
2
+Y
p+1/2
()
2
,
where J and Y are cylindrical Bessel functions of the rst and second kinds, respec-
tively [5]. Finally make use of the identity in the rst equation of (8.479) of [5] to
deduce that
a
2
p
+b
2
p
> 1
for all and p N.
In the case when = 1, the expression (3.2) reduces to the discrete dispersion
relation (4.6) obtained in [2] for spectral element methods, while in the case = 0
expression (3.2) gives an alternative form of the discrete dispersion relation (3.2)
obtained in [1] for nite element methods. As pointed out in [1], R
(p)
(2) is a rational
function of degree [2p/2p] in for all p N which, in the case of the pure nite element
method ( = 0), corresponds to certain types of Pade approximants.
The following theorem proved in section 4 gives the leading term for the error in
the discrete dispersion relation for the blended scheme with parameter [0, 1].
Theorem 3.2. Let p 2 and [0, 1]. Then, the error in the discrete dispersion
relation (3.2) is given by
cos
(p)
h cos =
_
1
_
1 +
1
p
__
F
(p)
() C
(p)
F
(p+1)
() +O()
2p+6
or, if is suciently small,
(3.4)
(p)
h =
_
_
1 +
1
p
_
1
_
F
(p)
() +C
(p)
F
(p+1)
() +O()
2p+5
,
where
C
(p)
=
2
(2p + 3)
(2p 1)
_
1 +
1
p
_
2
(2p + 3)
_
1 +
1
p
_
+ 2
2p
2
+p + 1
2p 1

and
F
(p)
(s) =
1
2
_
p!
(2p)!
_
2
s
2p+1
2p + 1
.
As expected, when = 0 or = 1, the above result reduces to spectral and nite
element schemes, respectively. More interestingly, (3.4) indicates that the blending
term in the error can be eliminated by choosing = p/(p+1), resulting in an additional
two orders of accuracy in the discrete dispersion relation.
Corollary 3.3. Let p 2. For = p/(p+1), the error in the discrete dispersion
relation (3.2) is given by
(3.5)
(p)
h =
4
(2p 1)
_
(p + 1)!
(2p + 2)!
_
2
2p+3
2p + 3
+O()
2p+5
.
Proof. Substitute = p/(p +1) in (3.4), and applying straightforward manipula-
tions, we obtain (3.5) as required.
In Table 3.1 we give closed form expressions for the rational function R
(p)
()
obtained from Theorem 3.1 along with the leading terms in the error for 1
obtained from Theorem 3.2 for orders p from 1 up to 3 and [0, 1]. Moreover, the
error in the leading term for the optimum value of , i.e., = p/(p+1) obtained from
Corollary 3.3 is given for a small wave number limit.
Table 3.1
The discrete dispersion relation R
(p)
() = cos
(p)
h for order p approximation given in The-

orem 3.1. We also indicate the leading term in the series expansion for the error when 1 for
both general [0, 1] (see Theorem 3.2) and = p/(p + 1) (see Corollary 3.3) for p 2.
Order p R
(p)
()
1

2
( + 2) 6
2
( 1) 6
2

4
(2 + 3) 2
2
(3 + 52) + 240
4
(1 ) 2
2
(3 8) + 240
3

6
(3 + 4) 4
4
(26 + 135) + 240
2
( + 48) 25200
6
( 1) + 2
4
(8 15) + 120
2
(2 9) 25200
Order p cos
1
R
(p)
() cos
1
R
(p)
() , = p/(p + 1)
1

3
(2 1)
24
+O(
5
)

5
480
2

5
(3 2)
2880
+O(
7
)

7
75600
3

7
(4 3)
604800
+O(
9
)

9
31752000
We make the following observations regarding the optimally blended scheme:
1. The leading term is two orders more accurate compared with the standard
spectral and nite element schemes; see [16, 1, 2, 8], where the leading term in the

10
2
10
1
10
0
10
1
10
15
10
10
10
5
10
0
10
5
|
(
R
(
p
)
(
)
)
2
(
c
o
s
(
)
)
2
|
,
=
0
,
1
,
p
/
(
p
+
1
)

Finite element scheme
Spectral element scheme
Optimal scheme
4
1
1
6
10
2
10
1
10
0
10
1
10
15
10
10
10
5
10
0
10
5
|
(
R
(
p
)
(
)
)
2
(
c
o
s
(
)
)
2
|
,
=
0
,
1
,
p
/
(
p
+
1
)

Optimal scheme
6
1
1
8
(a) p = 1 (b) p = 2
10
2
10
1
10
0
10
1
10
15
10
10
10
5
10
0
10
5
|
(
R
(
p
)
(
)
)
2
(
c
o
s
(
)
)
2
|
,
=
0
,
1
,
p
/
(
p
+
1
)

Optimal Scheme
1
1
10
8
10
2
10
1
10
0
10
1
10
15
10
10
10
5
10
0
10
5

|
(
R
(
p
)
(
)
)
2
(
c
o
s
(
)
)
2
|
,
=
0
,
1
,
p
/
(
p
+
1
)

Optimal scheme
1
12
1
10
(c) p = 3 (d) p = 4
Fig. 3.1. Error in discrete dispersion relations of orders p = 1 to 4 versus wave number for
nite, spectral, and optimal schemes. For pth order nite and spectral element schemes the slope of
the lines is 2p + 2, whereas for optimal scheme the slope of the line is 2p + 4.
expressions was accurate to order O()
2p
. This is illustrated in Figure 3.1, where
it is observed that for a pth order scheme the slope of the lines with spectral and
nite element schemes is 2p + 2, whereas with the optimal scheme the slope is
2p + 4.
2. The coecient of the leading term in the error obtained with the blended
scheme for the optimum value of is 2/(4p
2
1)(2p + 3) and 2p/(4p
2
1)(2p + 3)
times better compared with the leading terms in the error obtained with nite [1] and
spectral [2] element schemes, respectively. This is also illustrated in Figure 3.1, where
it is observed that the absolute value of the error for the optimized scheme is superior
to that of the standard schemes even for modest values of .
3. Figure 3.2 shows the frequency spectra of the nite element, spectral element,
and optimally blended scheme for elements of order p = 1, . . . , 4. In particular, one
can see the so-called cuto frequencies of the schemes corresponding to the values of
at which the magnitude of the rational function R
(p)
() becomes greater than unity.

For such frequencies, the discrete wave number
(p)
is imaginary and the discrete

waves cease to propagate. These frequencies can be computed explicitly for the rst
order elements p = 1 by considering when the inequality |R
(p)
()| > 1 is satised.

Inserting the expression for R
(p)
() from Table 3.1 reveals that the inequality holds

0 0.5 1 1.5 2 2.5 3 3.5 4
0
0.5
1
1.5
2
2.5
3
3.5
4
Normalized Wavenumber real(
(1)
h)
N
o
r
m
a
l
i
z
e
d

F
r
e
q
u
e
n
c
e
y

Optimal scheme
Exact continuum
= 3.46
= 2.00
= 2.45
Cutoff frequencies
0 1 2 3 4 5 6 7
0
1
2
3
4
5
6
7
8
9
10
(2)
h)
N
o
r
m
a
l
i
z
e
d

F
r
e
q
u
e
n
c
e
y

Optimal scheme
Exact continuum
(a) p=1 (b) p=2
0 1 2 3 4 5 6 7 8 9 10
0
2
4
6
8
10
12
14
(3)
h)
N
o
r
m
a
l
i
z
e
d

F
r
e
q
u
e
n
c
e
y

Optimal scheme
Exact continuum
0 2 4 6 8 10 12 14
0
2
4
6
8
10
12
14
16
18
20
(4)
h)
N
o
r
m
a
l
i
z
e
d

F
r
e
q
u
e
n
c
e
y

Optimal scheme
Exact continuum
(c) p=3 (d) p=4
Fig. 3.2. Frequency spectra of the one dimensional spectral, nite, and optimally blended
scheme for elements of order p = 1, . . . , 4.
for greater than
(3.6) =
_
12
1 + 2
.
For the nite element scheme ( = 0) and spectral element scheme ( = 1) we obtain
cuto frequencies of 2
3 and 2, respectively, in agreement with the results presented

in [16]. For the optimally blended scheme, the cuto frequency is given by
6. These
frequencies are indicated in Figure 3.2(a). All of the schemes corresponding to p = 1
elements fail to admit propagating waves for higher frequencies and thus have a single
stopping band extending to innity. In general, the schemes based on elements of
order p have p stopping bands, as shown in Figure 3.2(b)(d).
The so-called spatial resolution limit is dened [16] to be the number of elements
per wavelength corresponding to the cuto frequency. The spatial resolution limit for
p = 1 elements is obtained by inserting (3.6) into (2.8) to obtain
cos
(1)
h = R
(1)
_
_
12
1 + 2
_
= 1

or
(1)
h = ,
giving a spatial resolution limit for the p = 1 elements of
h
=
2
(1)
h
=
2
= 2.
Examination of Figure 3.2(b)(d) reveals that for a pth order scheme, the spatial reso-
lution limit is given by 2/p elements per wavelength in agreement with the observation
of [16].
4. Proofs of the results. This section provides the proofs of general results for
the error in the discrete dispersion relation for the blended scheme.
4.1. Basic polynomials. Let p N be given and [0, 1] be a parameter to
be determined. Dene the bilinear form
(4.1)

B
(v, w) = (1 )
_
1
1
(v
2
vw)dx +Q
(p)
(v

2
vw),
where Q
(p)
is the (p+1) point GaussLobatto quadrature rule and > 0 is a constant.
If v, w P
p
, then v
P
2p2
and the quadrature rule Q
(p)
integrates this product
exactly. Hence, if v, w P
p
, then
(4.2)

B
(v, w) =
_
1
1
v
dx
2
_
(1 )
_
1
1
vwdx +Q
(p)
(vw)
_
.
We introduce basic polynomials
p
,
p
P
p
for p N dened in [2] by
(4.3)
p
(1) = 1,
p
(1) = (1)
p+1
:

B
(
p
, w) = 0 w P
p
H
1
0
(1, 1)
and
(4.4)
p
(1) = 1,
p
(1) = (1)
p
:

B
(
p
, w) = 0 w P
p
H
1
0
(1, 1).
Observe that if is suciently small, then (4.3) and (4.4) admit a unique solution.
From (4.3) and considering the parity of
p
, we deduce that
p
P
p1
for all p N.
Moreover, w
p
and w
p
P
2p1
, for w P
p
H
1
0
(1, 1), and it follows that the
quadrature rule Q
(p)
is exact in (4.1) for w =
p
, so that
(
p
, w) =
_
1
1
_
p
w
p
w
_
dx = 0 w P
p
H
1
0
(1, 1).
Hence, for
p
the bilinear form (4.1) coincides with the bilinear form
B(v, w) = Q
(p)
(v
)
2
Q
(p)
(vw)
considered in [2], and we may, therefore, for
p
quote results for
p
directly from [2].
In particular, from Theorem 5.1 of [2], we have
(
p
,
p
) =

B(
p
,
p
) = 2
a
p
b
p
,

where a
p
and b
p
are dened in Theorem 3.1. We shall require the corresponding
expression for

B
(
p
,
p
).
Theorem 4.1. Let p = 2, 3, 4, . . . . Then
(4.5)

B
(
p
,
p
) = 2
pa
p+1
+(p + 1)a
p1
pb
p+1
+(p + 1)b
p1
,
where {a
p
} and {b
p
} are dened in Theorem 3.1 and 2 = .
Proof. For the duration of this proof the superscript on
p
will be omitted since no
confusion is likely to arise. Suppose w P
p1
H
1
0
(1, 1), then w P
2p1
. Using
the fact that the quadrature rule in the bilinear form (4.1) is exact for functions
belonging to P
2p1
, and using denition (4.4), we obtain
(4.6)
_
1
1
(
+
2
)wdx = 0 w P
p1
H
1
0
(1, 1).
Now, we can write F(x) =
(x) +
2
(x) P
p
in the form
(4.7)
(x) +
2
(x) =
p+1
j=1
j
L
j
(x),
where
j
are the scalars and L
j
is the Legendre polynomial of degree j. Now inserting
w(x) = (1 x
2
)L
(x) for 1 p 2 together with (4.7) into (4.6), we obtain
1
=
2
= =
p2
= 0. Also, parity considerations imply that
p
= 0. Hence,
(4.8) F(x) =
(x) +
2
(x) =
p+1
L
p+1
(x) +
p1
L
p1
(x).
Now, choosing w(x) = (1 x
2
)L
p1
(x) P
p
H
1
0
(1, 1) in denition (4.4), we get
(4.9)
_
1
1
F(x)w(x)dx
2
__
1
1
(x)w(x)dx Q
(p)
(w)
_
= 0.
Also, using (4.8) together with the rst term of the last expression gives
_
1
1
F(x)w(x)dx =
_
1
1
(1 x
2
)
_
p+1
L
p+1
(x)L
p1
(x) +
p1
[L
p1
(x)]
2
dx,
and then exploiting the orthogonality property of the Legendre polynomials, we obtain
(4.10)
_
1
1
F(x)w(x)dx =
2p(p 1)
2p 1

p1
.
The error in the GaussLobatto quadrature rule is given by
(4.11) E =
_
1
1
(x)w(x)dx Q
(p)
(w) =
(p + 1)p
3
2
2p+1
[(p 1)!]
4
(2p + 1)[(2p)!]
3
D
2p
(w),
using (4.10-27) from [14]. Now using the Leibniz rule, we get
(4.12) D
2p
(w) =
(2p)!
p!
2

(p)
(0)w
(p)
(0),

where
(4.13)
(p)
(0) =

p+1
2
L
(p+1)
p+1
(0)
obtained by dierentiating (4.8) p times with respect to x. Moreover,
w
(p)
(x) = D
p
_
(1 x
2
)L
p1
(x)
.
Now using the identity D
p
_
(1 x
2
)L
p1
(x)
= p(p 1)L
(p1)
p1
(x), we get
(4.14) w
(p)
(0) = p(p 1)L
(p1)
p1
(0).
Hence, using L
(p)
p
(0) =
(2p)!
p!
1
2
p
, together with (4.13) and (4.14), (4.12) simplies to
give
D
2p
(w) =
p+1
2
(2p + 1)(p 1)[(2p)!]
3
p
3
2
2p
(2p 1)[(p 1)!]
4
.
Now substituting this value into (4.11) and performing ordinary manipulations gives
(4.15) E =
_
1
1
(x)w(x)dx Q
(p)
(w) =
2
2
(p
2
1)
2p 1

p+1
.
Inserting the values from (4.10) and (4.15) into (4.9), we obtain
p1
=
(p+1)
p

p+1
.
Consequently, (4.8) can be rewritten in the form
(4.16) F(x) =
(x) +
2
(x) =
p+1
_
_
1 +
1
p
_
L
p1
(x) +L
p+1
(x)
_
.
Observe that we may write
(4.17) (x) =
p
(x) +
p2
(x)
for suitable constants and where is given in [2, 5.10] and dened as
(4.18)
p
(x) =
p/2
j=0
_
2
_
j+1
L
(2j+1)
p+1
(x)
and satises the property
(4.19)
p
(x) +
2
p
(x) = L
p+1
(x).
Consequently, we have
F(x) =
_
p
(x) +
2
p
(x)
_
+
_
p2
(x) +
2
p2
(x)
_
;
using the property (4.19), we get
F(x) = L
p+1
(x) L
p1
(x).

Comparing the last equation with (4.16), we are led to the choices =
p+1
and
=
p+1
(p + 1)/p, and with these values, (4.17) becomes
(4.20) (x) =
p+1
_
_
1 +
1
p
_
p2
(x) +
p
(x)
_
.
Applying the boundary condition (1) = 1, we obtain
p+1
= p/(1), provided
that (1) is nonzero, with (1) = (p +1)
p2
(1) +p
p
(1). Consequently, may be
written in the form
(4.21) (x) =
(x)
(1)
.
We want to obtain a closed form expression for (4.1), and for this we dene
I
(x) =
(x + 1)/2 + (1)
p
(1 x)/2, so
(, ) =

B
(,
I
) +

B
(,
I
)
= [
I
]
1
1
_
1
1
(
+
2
)
I
dx,
and applying integration by parts together with (4.16), we get
(, ) = 2
(1) 2
p+1
_
1 +
_
1 +
1
p
__
=
2
(1)
[
(1) + (p +(p + 1))]. (4.22)

Now, as in [1, 2], using the values of and its derivatives at the boundary x = 1
in terms of the series a
p+1
, a
p1
, b
p+1
, and b
p1
which can be obtained from the
recurrence relation (3.1) and are proved in [2], (1) and
(1) can be written as

(1) =
1
((p + 1)b
p1
+pb
p+1
)
and
(1) +(p + 1) +p = (p + 1)a

p1
+pa
p+1
.
Hence, inserting the above values into (4.22) and simplifying gives
(4.23)

B
(
p
,
p
) = 2
_
(p + 1)a
p1
+pa
p+1
(p + 1)b
p1
+pb
p+1
_
which completes the proof.
For
p
we rewrite expressions (5.20) and (5.22) given in [2] in terms of F
(p)
(2)
with higher order terms as the quadrature rule is exact for
p
in the bilinear form
(4.1). Moreover, the estimates (5.20) and (5.22) are the same as (4.16) and (4.15)
in [1], for p = 2N and p = 2N + 1, respectively. Therefore, when p is even and
= (m+ 1/2), m Z, then
E
(p)
(2) = 2
F
(p)
(2)
2
(2p + 1)
2
2p 1
F
(p+1)
(2)
+O(2
2p+4
),

and when p is odd and = m, m Z, then
E
(p)
(2) = 2F
(p)
(2)
(2p + 1)
2
2p 1
2F
(p+1)
(2) +O(2
2p+6
).
Theorem 4.2. Let p N satisfy p 2. Then
1. if p is even, and = (m + 1/2), m Z, then
(4.24) E
(p)
(2) = 2
_
1 +
1
p
_
F
(p)
(2) 2F
(p+1)
(2)
C
(p)
+O(2
2p+6
);
2. if p is odd, and = m, m Z, then
E
(p)
(2) = 2
_
1 +
1
p
_
F
(p)
(2)
2
F
(p+1)
(2)
C
(p)
+O(2
2p+4
), (4.25)
where
C
(p)
=
2
_
1 +
1
p
_
2
2p + 3
2p 1

_
1 +
1
p
_
(2p + 3) 1
and
F
(p)
(2) =
1
2
_
p!
(2p)!
_
2
(2)
2p+1
2p + 1
p 2.
Proof. First, consider the case when p is even. Writing the series {a
p
} and {b
p
}
in (4.23) in terms of Bessel functions using the identity (3.3), we get
(
p
,
p
) =
2
(p + 1)(J
p1/2
() cot +Y
p1/2
()) p(J
p+3/2
() cot +Y
p+3/2
())
(p + 1)(J
p1/2
() Y
p1/2
() cot ) p(J
p+3/2
() Y
p+3/2
() cot )
, (4.26)
where J and Y are cylindrical Bessel functions of the rst and second kinds, respec-
tively, and = (m + 1/2) for all m Z. Adding 2tan to (4.26) and applying
straightforward manipulations give
(4.27)

B
(
p
,
p
) + 2tan =
2
cos
2
Q
p+3/2
()
_
1 Q
p+3/2
() tan
_
1
,
where
(4.28) Q
p+3/2
() =
(p + 1) J
p1/2
() pJ
p+3/2
()
(p + 1) Y
p1/2
() pY
p+3/2
()
,
and for small , i.e., when 1 is given by
(4.29) Q
p+3/2
() =
_
1 +
1
p
_
F
(p)
(2) +

C
(p)
F
(p+1)
(2) + .
With the aid of this estimate, we obtain that
E
(p)
(2) = 2
_
1 +
1
p
_
F
(p)
(2) 2F
(p+1)
(2)
C
(p)
+ .

The assertions concerning polynomials of odd order are proved in a similar fashion.
Again, using the identity (3.3), we write the series {a
p
} and {b
p
} in (4.23) in terms
of Bessel functions and get
(
p
,
p
) =
2
(p + 1)(Y
p1/2
() cot J
p1/2
()) p(Y
p+3/2
() cot J
p+3/2
())
(p + 1)(J
p1/2
() +Y
p1/2
() cot ) p(J
p+3/2
() +Y
p+3/2
() cot )
, (4.30)
where = m for all m Z. Subtracting 2cot from (4.30) and after simplication,
we obtain
(4.31)

B
(
p
,
p
) 2cot =
2
sin
2
Q
p+3/2
()
_
1 +Q
p+3/2
() cot
_
1
.
Now, using (4.29) in the above expression and simplifying gives
E
(p)
(2) = 2
_
1 +
1
p
_
F
(p)
(2)
2
F
(p+1)
(2)
C
(p)
+
as required.
4.2. Proof of Theorem 3.2. We now prove Theorem 3.2 by using expressions
derived in [2] for cos
(p)
h cos 2 valid for small wave numbers; i.e., 1 for both

even and odd order polynomials.
Proof. First consider the case when p is even. We reconsider expression
(4.32) cos
(p)
h cos 2 =
2
E
(p)
+ E
(p)
+
obtained in [2] for small ; i.e., 1. Now,
2
E
(p)
= 2F
(p)
(2) 2F
(p+1)
(2)
(2p + 1)
2
2p 1
+
and
E
(p)
(2) = 2
_
1 +
1
p
_
F
(p)
(2) 2F
(p+1)
(2)
C
(p)
+ .
Inserting these values into (4.32) and simplifying gives
(4.33) cos
(p)
h cos 2 = 2
_
1
_
1 +
1
p
__
F
(p)
(2) 2C
(p)
F
(p+1)
(2) + ,
where C
(p)
=
2
(2p+3)
(2p1)
(1 +
1
p
)
2
(2p + 3)(1 +
1
p
) + 2
2p
2
+p+1
2p1
.
For the case when p is odd, we reconsider
(4.34) cos
(p)
h cos 2 =
2
E
(p)
+ E
(p)
+
obtained in [2], where
2
E
(p)
= 2
_
1 +
1
p
_
F
(p)
(2) 2F
(p+1)
(2)
C
(p)
+

and
E
(p)
(2) = 2F
(p)
(2) 2F
(p+1)
(2)
(2p + 1)
2
2p 1
+ .
Now, substituting these values into (4.34) and simplifying results in (4.33), which is
what was required. Finally, for small
(p)
h, the approximation
cos
(p)
h cos 2 = 2(
(p)
h 2) +
gives us the required estimate (3.4).
4.3. Proof of Theorem 2.1.
Proof. Let f P
p
be written in the form
f(x) =
p
j=0
j
(x)f(
j
),
where
j
P
p
satises
j
(
k
) =
jk
j = 0, 1, 2, . . . , p. Applying the quadrature rule
Q
(p)
gives
Q
(p)
(f) =
p
j=0
w
j
f(
j
),
where {
j
}
p
j=0
and {w
j
}
p
j=0
are the nodes and weights of Q
(p)
, respectively. Later,
we show that the quadrature weights dened in (2.23) satisfy
(4.35) w
j
=
_
1
1
j
(x)dx.
Hence, for f P
p
Q
(p)
(f) =
p
j=0
f(
j
)
_
1
1
j
(x)dx =
_
1
1
p
j=0
f(
j
)
j
(x)dx =
_
1
1
f(x)dx,
and so Q
(p)

p
. Now, let f P
2p1
f(x) =
p
f(x) +(x)q(x)
for q P
p2
, where (x) = L
p+1
(x)L
p1
(x) and
p
f P
p
denotes the interpolent
to f at the nodes {
j
}
p
j=0
. Integrating the above equation and using the orthogonality
property of the Legendre polynomials, we get
_
1
1
f(x)dx =
_
1
1
p
f(x)dx.
Moreover, since vanishes at the nodes of Q
(p)
, we can write
_
1
1
p
f(x)dx = Q
(p)
(
p
f) = Q
(p)
(
p
f +q) = Q
(p)
(f),

and it follows that Q
(p)

2p1
. Since the GaussLegendreLobatto
rule is also exact for f P
2p1
, it follows that
(4.36) Q
(p)
(f) = (1 )
_
1
1
f(x)dx +Q
(p)
(f) f P
2p1
,
and hence identity (2.24) holds for f P
2p1
.
Now let f P
2p
f(x) = (x)L
p1
(x) +q(x)
for suitable constant R and q P
2p1
. Since vanishes at the quadrature points
of Q
(p)
, we have
(4.37) Q
(p)
(f) = Q
(p)
(q) = (1 )
_
1
1
q(x)dx +Q
(p)
(q),
where the second step follows from (2.24) applied to q P
2p1
. The orthogonality
property of Legendre polynomials means that
(1 )
_
1
1
(x)L
p1
(x)dx = (1 )
_
1
1
(L
p+1
(x) L
p1
(x))L
p1
(x)dx
= (1 )
_
1
1
L
2
p1
(x)dx.
Furthermore, since L
p+1
and L
p1
coincide at the nodes of the GaussLobatto quadra-
ture rule, we have
Q
(p)
(L
p1
) = Q
(p)
([L
p+1
L
p1
]L
p1
) = (1 )Q
(p)
(L
2
p1
),
and since the GaussLobatto rule has precision 2p 1, we obtain
Q
(p)
(L
p1
) = ( 1)
_
1
1
L
2
p1
(x)dx.
Consequently, we deduce that
(1 )
_
1
1
(x)L
p1
(x)dx +Q
(p)
(L
p1
) = 0,
and then adding times this identity to (4.37) shows that
Q
(p)
(f) = (1 )
_
1
1
f(x)dx +Q
(p)
(f)
for all f P
2p
. It is trivial to see that (2.24) now holds for all f P
2p+1
since both
sides of (2.24) vanish identically when f is the odd function f(x) = x
2p+1
.
The positivity of the weights can be seen by inserting f(x) =
2
j
(x) P
2p
into
(2.24) to obtain for [0, 1)
w
j
= (1 )
_
1
1
2
j
(x)dx +Q
(p)
(
2
j
) > 0.

We now show that the nodes {
i
}
p
i=0
are real, are distinct, and lie within the
interval (1, 1). Suppose this were not the case. Let {
i
}
m
i=0
with m < p be the
points where (x) P
p+1
changes sign in (1, 1), and then the polynomial W(x) =
(x
0
)(x
1
) (x
m
)(x) vanishes at the nodes of Q
(p)
but does not change

sign in (1, 1); i.e.,
(4.38)
_
1
1
(x
0
)(x
1
) (x
m
)(x)dx = 0.
Hence, thanks to (2.24) applied to W P
2p+1
, we obtain
0 = Q
(p)
(W) = (1 )
_
1
1
W(x)dx +Q
(p)
(W),
but the right-hand side is nonzero since W does not change sign, and we obtain a
contradiction. Hence m = p.
Above, we have shown that (2.24) holds provided that the weights satisfy (4.35).
We now show that choosing the weights according to (4.35) implies (2.23) holds.
Observe that
J
(x) = (x)/(x
J
)
(
J
) P
p
so that
(4.39) w
J
=
_
1
1
J
(x)dx =
1
(
J
)
_
1
1
(x)
x
J
dx.
We recall the ChristoelDarboux identity [14, 4.7-3]:
p
k=0
L
k
(x)L
k
(y)(2k + 1) =
L
p+1
(x)L
p
(y) L
p
(x)L
p+1
(y)
x y
(p + 1), x = y.
Choose y =
J
and integrate from 1 to 1 with respect to x to get
(4.40)
_
1
1
L
p+1
(x)L
p
(
J
) L
p
(x)L
p+1
(
J
)
x
J
dx =
2
p + 1
, p N.
Now, inserting L
p+1
(x) = (x) +L
p1
(x) and L
p+1
(
J
) = L
p1
(
J
) gives
2
p + 1
= L
p
(
J
)
_
1
1
(x)
x
J
dx +
_
1
1
L
p1
(x)L
p
(
J
) L
p
(x)L
p1
(
J
)
x
J
dx,
and then using (4.40), we obtain
2
p + 1
= L
p
(
J
)
(
J
)w
J

2
p
.
Inserting
(
J
) = L
p+1
(
J
) L
p1
(
J
) in the above equation and performing
straightforward manipulations, we arrive at the conclusion
w
J
=
2[p(1 +) +]
p(p + 1)L
p
(
J
)[L
p+1
(
J
) L
p1
(
J
)]
J = 0, 1, . . . , p
as required.

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Ainsworth Optimally Blended Spectral Fe Scheme For Wave Propagation and Nonstandard Reduced Integration

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Ainsworth Optimally Blended Spectral Fe Scheme For Wave Propagation and Nonstandard Reduced Integration

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AND HAFIZ ABDUL WAJID

Mathematics Department, University of Strathclyde, 26 Richmond Street, Glasgow G1 1XH,

depends on , and is given by

is dened in (2.8) with = h.

(k) is given by (2.8) with = h, which, as one would expect, indicates

satises (2.11) leads to the following condition

}, for all j Z, respectively:

in terms of the nodal degrees of freedoms u

681/70, to approximate entries in the stiness and mass

are dened in Theorem 3.2. In the case = 0, this result

h is considerably reduced by the

is exact for all f P

reduces to the standard GaussLegendre and GaussLegendreLobatto rules,

can then be used to extend the one dimensional scheme

for = p/(p + 1) and

h for order p approximation given in The-

() becomes greater than unity.

is imaginary and the discrete

()| > 1 is satised.

() from Table 3.1 reveals that the inequality holds

3 and 2, respectively, in agreement with the results presented

(x) for 1 p 2 together with (4.7) into (4.6), we obtain

(1) + (p +(p + 1))]. (4.22)

(1) can be written as

(1) +(p + 1) +p = (p + 1)a

h cos 2 valid for small wave numbers; i.e., 1 for both

is exact for all f P

is exact for all f P

but does not change

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