Lecture Notes in Mathematics
Editors:
J.-M. Morel, Cachan
F. Takens, Groningen
B. Teissier, Paris
C.I.M.E. means Centro Internazionale Matematico Estivo, that is, International Mathematical Summer
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C.I.M.E. Director
Pietro ZECCA
Dipartimento di Energetica “S. Stecco”
Università di Firenze
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50139 Florence
Italy
e-mail: zecca@unifi.it
C.I.M.E. Secretary
Elvira MASCOLO
Dipartimento di Matematica
Università di Firenze
viale G.B. Morgagni 67/A
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Italy
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For more information see CIME’s homepage: http://www.cime.unifi.it
CIME’s activity is supported by:
– Istituto Nationale di Alta Mathematica “F. Severi”
– Ministero dell’Istruzione, dell’Università e delle Ricerca
Daniele Boffi · Franco Brezzi
Leszek F. Demkowicz · Ricardo G. Durán
Richard S. Falk · Michel Fortin
Mixed Finite Elements,
Compatibility Conditions,
and Applications
Lectures given at the
C.I.M.E. Summer School
held in Cetraro, Italy
June –July ,
Editors:
Daniele Boffi
Lucia Gastaldi
123
and Istituto di Matematica Applicata e
Tecnologie Informatiche del C.N.R.
Via Ferrata 3, 27100 Pavia, Italy
brezzi@imati.cnr.it
http://www.imati.cnr.it/∼brezzi
Leszek F. Demkowicz
Institute for Computational Engineering
and Sciences
Daniele Boffi
Dipartimento di Matematica
Università degli studi di Pavia
Via Ferrata 1, 27100 Pavia, Italy
daniele.boffi@unipv.it
http://www-dimat.unipv.it/boffi
Franco Brezzi
Istituto Universitario di Studi Superiori (IUSS)
The University of Texas at Austin
ACES 6.332, 105
Austin, TX 78712, USA
leszek@ices.utexas.edu
http://users.ices.utexas.edu/∼leszek
Ricardo G. Durán
Departamento de Matemática
Facultad de Ciencias Exactas y Naturales
Universidad de Buenos Aires
Ciudad Universitaria. Pabellón I
1428 Buenos Aires, Argentina
rduran@dm.uba.ar
http://mate.dm.uba.ar/∼rduran
Richard S. Falk
Department of Mathematics - Hill Center
Rutgers, The State University of New Jersey
110 Frelinghuysen Rd.
Piscataway, NJ 08854-8019, USA
falk@math.rutgers.edu
http://www.math.rutgers.edu/∼falk
Michel Fortin
Département de mathématiques
et de statistique
Pavillon Alexandre-Vachon
Université Laval
1045, avenue de la Médecine
Québec (Québec)
G1V 0A6, Canada
mfortin@giref.ulaval.ca
http://www.mat.ulaval.ca
Lucia Gastaldi
Dipartimento di Matematica
Università degli Studi di Brescia
Via Valotti 9
25133 Brescia, Italy
gastaldi@ing.unibs.it
http://dm.ing.unibs.it/gastaldi
ISBN: 978-3-540-78314-5
DOI: 10.1007/978-3-540-78319-0
e-ISBN: 978-3-540-78319-0
Lecture Notes in Mathematics ISSN print edition: 0075-8434
ISSN electronic edition: 1617-9692
Library of Congress Control Number: 2008921921
Mathematics Subject Classification (2000): 65-02, 65N30, 65N12, 35M10, 74S05, 76M10, 78M10,
58A10, 58A12
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Preface
This volume is a collection of the notes of the C.I.M.E. course “Mixed finite ele-
ments, compatibility conditions, and applications” held in Cetraro (CS), Italy, from
June 26 to July 1, 2006.
Since the early 1970s, mixed finite elements have been the object of wide and
deep study by the mathematical and engineering communities. The fundamental role
of mixed methods for many application fields has been recognized worldwide and
their use has been introduced in several commercial codes. An important feature
of mixed finite elements is the interplay between theory and application: on the
one hand, many schemes used for real life simulations have been cast in a rigor-
ous framework, and on the other, the theoretical analysis makes it possible to design
new schemes or to improve existing ones, based on their mathematical properties.
Indeed, due to the compatibility conditions required by the discretization spaces to
provide stable schemes, simple minded approximations generally do not work and
the design of suitable stabilizations gives rise to challenging mathematical problems.
The course had two main goals. The first one was to review the rigorous setting
of mixed finite elements and to revisit it after more than 30 years of practice; this
resulted in developing a detailed a priori and a posteriori analysis. The second one
was to show some examples of possible applications of the method.
We are confident this book will serve as a basic reference for people exploring
the field of mixed finite elements. This “Lecture Notes” cover the theory of mixed
finite elements and applications to Stokes problem, elasticity, and electromagnetism.
Ricardo G. Dur´an had the responsibility of reviewing the general theory. He
started with the description of the mixed approximation of second-order elliptic prob-
lems (a priori and a posteriori estimates) and then extended the theory to general
mixed problems, thus leading to the famous inf–sup conditions.
The second course on Stokes problem has been given by Daniele Boffi, Franco
Brezzi, and Michel Fortin. From the basic application of the inf–sup theory to the
linear Stokes system, stable Stokes finite elements have been analyzed, and general
stabilization techniques have been described. Finally, some results on visco-elasticity
have been presented.
VI
Preface
Richard S. Falk has dealt with the mixed finite element approximation of the
elasticity problem and, more particularly, of the Reissner–Mindlin plate problem.
The corresponding notes are split into two parts: in the first one, recent results linking
the de Rham complex to finite element schemes have been reviewed; in the second,
classical Reissner–Mindlin plate elements have been presented, together with some
discussion on quadrilateral meshes.
Leszek Demkowicz has given a general introduction to the exact sequence (de
Rham complex) topic, which turns out to be a fundamental tool for the construction
and analysis of mixed finite elements, and for the approximation of problems arising
from electromagnetism. The results presented here use special characterization of
traces for vector-valued functions in Sobolev spaces.
We thank all the lecturers and, in particular, Franco Brezzi, who laid the foun-
dation for the analysis of mixed finite elements, for his active participation in this
C.I.M.E. course.
Daniele Boffi, Pavia
Lucia Gastaldi, Brescia
Contents
Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . V
Mixed Finite Element Methods
Ricardo G. Dur´an . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2 Preliminary Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3 Mixed Approximation of Second Order Elliptic Problems . . . . . . . . . . . . . . .
4 A Posteriori Error Estimates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5 The General Abstract Setting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1
1
2
8
25
34
42
Finite Elements for the Stokes Problem
Daniele Boffi, Franco Brezzi, and Michel Fortin . . . . . . . . . . . . . . . . . . . . . . . . . 45
45
1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2 The Stokes Problem as a Mixed Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
46
46
2.1 Mixed Formulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
50
3 Some Basic Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
56
4 Standard Techniques for Checking the Inf–Sup Condition . . . . . . . . . . . . . . .
4.1 Fortin’s Trick . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
56
57
4.2 Projection onto Constants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.3 Verf¨urth’s Trick . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
58
60
4.4 Space and Domain Decomposition Techniques . . . . . . . . . . . . . . . . . . . .
61
4.5 Macroelement Technique . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.6 Making Use of the Internal Degrees of Freedom . . . . . . . . . . . . . . . . . . .
63
66
5 Spurious Pressure Modes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
69
6 Two-Dimensional Stable Elements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
6.1 The MINI Element . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
69
6.2 The Crouzeix–Raviart Element . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
70
− P0 Approximation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
71
6.3 P N C
6.4 Qk − Pk−1 Elements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
72
1
VIII
Contents
7 Three-Dimensional Elements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
7.1 The MINI Element . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
7.2 The Crouseix–Raviart Element . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
− P0 Approximation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
7.3 P N C
7.4 Qk − Pk−1 Elements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
8 Pk − Pk−1 Schemes and Generalized Hood–Taylor Elements . . . . . . . . . . . .
8.1 Pk − Pk−1 Elements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
8.2 Generalized Hood–Taylor Elements . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1
9 Nearly Incompressible Elasticity, Reduced Integration Methods
and Relation with Penalty Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
9.1 Variational Formulations and Admissible Discretizations . . . . . . . . . . .
9.2 Reduced Integration Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
9.3 Effects of Inexact Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
10 Divergence-Free Basis, Discrete Stream Functions . . . . . . . . . . . . . . . . . . . . .
11 Other Mixed and Hybrid Methods for Incompressible Flows . . . . . . . . . . . . .
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
73
73
74
74
75
75
75
76
85
85
86
88
92
96
97
Polynomial Exact Sequences and Projection-Based Interpolation
with Application to Maxwell Equations
Leszek Demkowicz . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
2 Exact Polynomial Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102
2.1 One-Dimensional Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102
2.2 Two-Dimensional Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
3 Commuting Projections and Projection-Based Interpolation Operators
in One Space Dimension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115
3.1 Commuting Projections: Projection Error Estimates . . . . . . . . . . . . . . . . 115
3.2 Commuting Interpolation Operators: Interpolation Error Estimates . . . 117
3.3 Localization Argument . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125
4 Commuting Projections and Projection-Based Interpolation Operators
in Two Space Dimensions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128
4.1 Definitions and Commutativity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128
4.2 Polynomial Preserving Extension Operators . . . . . . . . . . . . . . . . . . . . . . 131
4.3 Right-Inverse of the Curl Operator: Discrete Friedrichs Inequality . . . . 132
4.4 Projection Error Estimates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
4.5 Interpolation Error Estimates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137
4.6 Localization Argument . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
5 Commuting Projections and Projection-Based Interpolation Operators
in Three Space Dimensions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
5.1 Definitions and Commutativity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
5.2 Polynomial Preserving Extension Operators . . . . . . . . . . . . . . . . . . . . . . 145
5.3 Polynomial Preserving, Right-Inverses of Grad, Curl, and Div
Operators: Discrete Friedrichs Inequalities . . . . . . . . . . . . . . . . . . . . . . . 145
5.4 Projection and Interpolation Error Estimates . . . . . . . . . . . . . . . . . . . . . . 149