Lectures On The Finite Element Method: Ph. Ciarlet

Lectures on
The Finite Element Method
By
Ph. Ciarlet
Tata Institute of Fundamental Research

Bombay
1975
Lectures on
By
Ph. Ciarlet
Notes by
S. Kesavan, Akhil Ranjan

M. Vanninathan
Tata Institute of Fundamental Research

Bombay
1975
c Tata Institute of Fundamental Research, 1975

No part of this book may be reproduced in any
form by print, microfilm or any other means without written permission from the Tata Institute of
Fundamental Research, Colaba, Bombay 400005
Printed In India
By
Anil D. Ved At Prabhat Printers, Bombay 400004
And Published By
The Tata Institute of Fundamental Research, Bombay.
Acknowledgements
THE AUTHOR EXPRESSES his deep gratitude to Professor Ramanathan for his very kind invitation to deliver these lectures at Bangalore,
as part of the T.I.F.R.I.I.Sc. Mathematics Programme. Also, the author
tanks the T.I.F.R. for financial support.
Ph. Ciarlet
Preface
OUR BASIC AIM has been to present some of the mathematical aspects of the finite element method, as well as some applications of the
finite element method for solving problems in Elasticity. This is why
important topics, such as curved boundaries, mixed and hybrid methods, time-dependent problems, etc..., are not covered here. No attempt
has been made to give an exhaustive bibliography.
vii
Contents
Acknowledgements
Preface
vii
1 The Abstract Problem
2 Examples
3 The Finite Element Method in its Simplest Form
29
4 Examples of Finite Elements
35
5 General Properties of Finite Elements
53
6 Interpolation Theory in Sobolev Spaces
59
7 Applications to Second-Order Problems...
67
8 Numerical Integration
77
9 The Obstacle Problem
95
10 Conforming Finite Element Method for the Plate Problem 103

11 Non-Conforming Methods for the Plate Problem
ix
113
Chapter 1
The Abstract Problem

SEVERAL PROBLEMS IN the theory of Elasticity boil down to the 1
solution of a problem described, in an abstract manner, as follows:
Let V be a normed linear space over R. Let J : V R be a functional which can be written in the form
(1.1)
J(v) =
1
a(v, v) f (v)
2
for all
v V,
where a(, ) is a continuous, symmetric bilinear form on V and f is an

element of V , the dual of V. Then the problem consists in finding an
element u V such that
(1.2)
J(u) = Min J(v).

vV
Usually J represents the energy of some physical system.

More often, instead of minimising J over the entire space V, we do
so over a non-empty convex subset K of V and find a element u K
such that
(1.3)
J(u) = Min J(v).

vK
Henceforth we shall denote this abstract problem by the symbol (P).

One can ask immediately whether this problem admits of a solution and
if so, is the solution unique? We present in this section the essential
results regarding existence and uniqueness.
1
1. The Abstract Problem
Definition 1.1. Let V be a normed linear space. A bilinear form a(, )

on V is said to be V-elliptic if there exists a constant > 0 such that for
all v V.
a(v, v) ||v||2 .
(1.4)
2
Theorem 1.1. Let V be a Banach space and K a closed convex subset

of V. Let a(, ) be V-elliptic. Then there exists a unique solution for the
problem (P).
Further this solution is characterised by the property:
(1.5)
a(u, v u) f (v u)
for all
v K.
Remark 1.1. The inequalities (1.5) are known as variational inequalities.

Proof. The V-ellipticity of a(, ) clearly implies that if a(v, v) = 0 then
v = 0. This together with the symmetry and bilinearity of a(, ) shows
that a(, ) defines an inner-product on V. Further the continuity and the
V-ellipticity of a(, ) shows that the norm
1
v V a(v, v) 2
(1.6)
defined by the inner-product is equivalent to the existing norm on V.

Thus V acquires the structure of a Hilbert space and we apply the Riesz
representation theorem to obtain the following: for all f V , there
exists f V such that
(1.7)
f (v) = a( f, v)
for all v V.
The map : V V given by f 7 f is linear. Now,

1
a(v, v) f (v)
2
1
= a(v, v) a( f, v)
2
J(v) =
1
1
= a(v f, v f ) a( f, f ).
2
2
3
The symmetry of a(, ) is essential in obtaining the last equality.

For a given f , since f is fixed, J is minimised if and only if a(v
f, v f ) is minimised. But this being the distance between v and
f , our knowledge of Hilbert space theory tells us that since K is a
closed convex subset, there exists a unique element u K such that this
minimum is obtained. This proves the existence and uniqueness of the
solution, which is merely the projection of f over K.
We know that this projection is characterised by the inequalities:
(1.8)
a( f u, v u) 0 for all
v K.
Geometrically, this means that the angle between the vectors ( f u)

and (v u) is obtuse. See Fig. 1.1.
Figure 1.1:
Thus, a( f, v u) a(u, v u) which by virtue of (1.7) is precisely
the relation (1.5). This completes the proof.

We can state the following
Corollary 1.1. (a) If K is a non-empty closed convex cone with vertex at origin 0, then the solution of (P) is characterised by:
a(u, v) f (v) for all v K

(1.9)
a(u, u) = f (u).
(b) If K is a subspace of V then the solution is characterised by

(1.10)
a(u, v) = f (v)
for all
v K.
Remark 1.2. The relations (1.5), (1.9) and (1.10) are all called variational formulations of the problem (P).
Proof.
(a) If K is a cone with vertex at 0, then for u, v K, u + v K.

(cf. Fig. 1.2). If u is the solution to (P), then for all v K applying
(1.5) to (u + v) we get a(u, v) f (v) for all v K. In particular
this applies to u itself. Setting v = 0 in (1.5) we get a(u, u)
f (u) which gives the reverse inequality necessary to complete
the proof of (1.9). Conversely, if (1.9) holds, we get (1.5) by just
subtracting one inequality from the other.
Figure 1.2:
(b) Applying (a) to K, since any subspace is a cone with vertex at 0,
we get (b) immediately. For if v K, then v K and applying
(1.9) both to v and v we get (1.10).
This completes the proof.

Remark 1.3. The solution u of (P) corresponding to f V (for a fixed
a(, )) defines a map V V. Since this solution is the projection of
f on K, it follows that the above map is linear if and only if K is

a subspace. The problems associated with variational inequalities are
therefore nonlinear in general.
Exercise 1.1. Let V be as in Theorem 1.1. For f1 , f2 V , let u1 , u2 5
be the corresponding solutions of (P). If || || denotes the norm in V ,
prove that
1
||u1 u2 || || f1 f2 || .
Remark 1.4. The above exercise shows, in particular, the continuous

dependence of the solution of f , in the sense described above. This
together with the existence and uniqueness establishes that the problem
(P) is well-posed in the terminology of partial differential equations.
Exercise 1.2. If V is a normed linear space, K a given convex subset of V
and J : V R any functional which is once differentiable everywhere,
then (i) if u K is such that J(u) = Min J(v), u satisfies, J (u)(v u) 0
vK
for all v K. (ii) Conversely, if u K such that J (u)(v u) 0 for

all v K, and J is everywhere twice differentiable with J satisfying
J (v)(w, w) ||w||2 , for all v, w K and some 0, then J(u) =
Min J(v).
vK
Exercise 1.3 (1 ). Apply the previous exercise to the functional

1
a(v, v) = f (v)
2
with a(, ) and f as in Theorem 1.1. If K is a subspace of V, show that
J (u)(v) = 0 for all v K. In particular if K = V, J (u) = 0.
J(v) =
It was essentially the symmetry of the bilinear form which provided

the Hilbert space structure in Theorem 1.1. We now drop the symmetry
assumption on a(, ) but we assume V to be a Hilbert space. In addition
we assume that K = V.
Theorem 1.2 (LAX-MILGRAM LEMMA). Let V be a Hilbert space. 6
1
Exercises (1.2)(i) and 1.3 together give relations (1.5)
a(, ) a continuous, bilinear, V-elliptic form, f V . If (P) is the problem: to find u V such that for all v V,
(1.11)
a(u, v) = f (v),
then (P) has a unique solution in V 1 .

Proof. Since a(, ) is continuous and V-elliptic, there are constants M,
> 0 such that
|a(u, v)| M||u|| ||v||,
(1.12)
a(v, v) ||v||2 ,
for all u, v V. Fix any u V. Then the map v 7 a(u, v) is continuous

and linear. Let us denote it by Au V . Thus we have a map A : V V
defined by u 7 Au.
(1.13)
|| Au || = sup
vV
v,0
| Au(v)|
|a(u, v)|
= sup
M||u||.
||v||
||v||
vV
v,0
Thus A is continuous and ||A|| M.

We are required to solve the equation
(1.14)
Au = f.
Let be the Riesz isometry, : V V so that

(1.15)
f (v) = (( f, v)),
where ((, )) denotes the inner product in V. Then, Au = f if and only

if Au = f or equivalently.
u = u ( Au f ),
(1.16)
7
where > 0 is a constant to be specified. We choose such that

g : V V is a contraction map, where g is defined by
(1.17)
1
g(v) = v (Av f )
cf. Corollary 1.1(b).
for
v V.
Then the solution to (P) will be the unique fixed point of this contraction map, which exists by the contraction mapping theorem.
Let v1 , v2 V. Set v = v1 v2 . Then
||g(v1 ) g(v2 )|| = ||(v1 v2 ) A(v1 v2 )||
= ||v Av||.
But,
||v Av||2 = ((v Av, v Av))
= ||v||2 2((Av, v)) + 2 ||Av||2

2
= ||v||2 2Av(v) + 2 ||Av||
||v||2 2||v||2 + 2 M 2 ||v||2
= (1 2 + 2 M 2 )||v||2
2
since Av(v) = a(v, v) ||v||2 and ||A|| M. Choosing ]0, 2 [, we
M
get that
(1.18)
1 2 + 2 M 2 < 1
and hence g is a contraction, thus completing the proof.
Remark 1.5. The problem (P) of Theorem 1.2 is well-posed. The existence and uniqueness were proved in the theorem. For the continuous
dependence of u on f , we have
(1.19)
||u||2 a(u, u) = f (u) || f || ||u||.

8
REFERENCE. For Variational Inequalities, see Lions and Stampacchia [18].
Chapter 2
Examples
WE GIVE IN this section several examples of the abstract problem for- 9
mulated in Sec. 1. We interpret the solutions of these problems as solutions of classical boundary value problems which often occur in the
theory of Elasticity.
Before we proceed with the examples, we summarize briefly the
results (without proofs) on Sobolev spaces which will prove to be very
useful in our discussion.
Henceforth Rn will denote an open set (more often will
be a bounded open set with a specific type of boundary which will be
described presently). A multi-index will denote an n-tuple (1 , . . . , n )
of non-negative integers, and we denote
(2.1)
|| = 1 + + n ,
and call it the length of the multi-index. If v is a real-valued function on

for which all derivatives upto order m exist, for a multi-index with
|| m we define
(2.2)
v =
||v
.
x11 . . . xnn
The space of test functions on is given by

(2.3)
D() = v C (); supp(v) is a compact subset of .
9
2. Examples
10
where
supp(v) = {x ; v(x) , 0}.
(2.4)
10
Definition 2.1. Let m 0 be an integer. Then the Sobolev space H m ()

is given by
n
o
(2.5)
H m () = v L2 (); v L2 () for all || m ,
where all derivatives are understood in the sense of distributions.
On H m () one can define a norm by means of the formula
(2.6)
||v||m,
21
X Z
=
| v|2 dx ,
v H m ().
21
X Z
=
| v|2 dx ,
v H m ().
||m
It is easy to check that || ||m, defines a norm on H m (), which

makes it a Hilbert space. One can also define a semi-norm by
(2.7)
|v|m,
||=m
Note that since for all m 0, D() H m (), we may define,

(2.8)
H0m () = D(),
the closure being taken with respect to the topology of H m (). Since
H0m () is a closed subspace of H m (), it is also a Hilbert space under
the restriction of the norm || ||m, . We also have a stronger result:
Theorem 2.1. Assume that is a bounded open set. Then over H0m ()
the semi-norm | |m, is a norm equivalent to the norm || ||m, .
This result is a consequence of the following:
Theorem 2.2 (POINCARE-FRIEDRICHS

INEQUALITY). If is a
bounded open set, there exists a constant C = C() such that, for all
v H01 (),
(2.9)
|v|0, C|v|1, .
2. Examples
11
11
Henceforth, unless specified to the contrary, the following will be

our standing assumptions: is a bounded open subset of Rn . If is the
boundary of , then is Lipschitz continuous in the sense of Necas [20].
(Essentially, can be covered by a finite number of local coordinate
systems, such that in each, the corresponding portion of is described
by a Lipschitz continuous function).
If L2 () is defined in the usual fashion using the Lipschitz continuity
of , one has the following result:
Theorem 2.3. There exists a constant C = C() such that, for all v
C (),
(2.10)
||v||L2 () C||v||1, .
By virtue of Theorem 2.3 we get that if v C (), then its restriction to is an element of L2 (). Thus we have a map from the space
C () equipped with the norm || ||1, into the space L2 () which is
continuous. We also have:
Theorem 2.4. The space C () is dense in H 1 (), for domains with
Lipschitz continuous boundaries.
Consequently, the above map may be extended to a continuous map
L2 () which we denote by tr . It is called the trace operator.
An important result on the trace is the characterization:
n
o
(2.11)
H01 () = v H 1 (); tr v = 0 .
H 1 ()
When no confusion is likely to occur we will merely write v instead

of tr v. In fact if v is a smooth function then tr v is the restriction of
v to .
is 12
Retaining our assumption on and , the unit outer normal
defined a.e. on . Let = (1 , . . . , n ). If v is smooth then we may

v
by
define the outer normal derivative
v X v
=
.
i
i=1 xi
n
(2.12)
2. Examples
12
We extend this definition to v H 2 (). If v H 2 (), then

H 1 () and hence tr
v
L2 (). We now define
xi
xi
v X
v
=
.
i tr
i=1
xi
n
(2.13)
However when there is no confusion we write it in the form of

(2.12). Then one has the following characterization:
(
)
v
2
2
= 0 on .
(2.14)
H0 () = v H (); v =
Theorem 2.5 (GREENS FORMULA IN SOBOLEV SPACES). Let u,

v H 1 (). Then we have
Z
Z
Z
v
u
(2.15)
u dx =
v dx + u vi d,
xi
xi
for all 1 i n.
If we assume u H 2 (), we may replace u in (2.15) by
ming over all 1 i n, we get for u H 2 (), v H 1 (),
Z
Z
Z X
n
u
u v
dx =
u v dx +
v d,

i=1 xi xi
(2.16)
where =
u
; sumxi
Pn
2
i=1 x2
i
is the Laplacian.
If both u and v are in H 2 (), we may interchange the roles of u and

v in (2.16). Subtracting one formula from the other, we get
!
Z
Z
v u
(uv uv)dx =
u v d,
(2.17)

13
for u, v H 2 ().
2. Examples
13
Finally replacing u by u in (2.17) we get, for u H 4 (), v
H 2 (),
(2.18)
v
uv dx =
u v dx + u d
(u)
vd.
The formulae (2.15) through (2.18) are all known as Greens formulae in Sobolev spaces.
We derive two results from these formulae. These results will be
useful later.
Lemma 2.1. For all v H02 (),
(2.19)
|v|0, = |v|2, .
Consequently over H02 (), the mapping v 7 |v|0, is a norm equivalent to the norm || ||2, .
Proof. Since D() is dense in H02 (), it suffices to prove (2.19) for
v (). Let v D(). Then
n 2 2
X 2 v 2 v
X
v
2
|v| =
.
2 + 2
xi
x2i x2j
1i< jn
i=1
By Greens formula (2.15),
!2
Z
Z
Z 2 2
2 v
v 3 v
v v
dx =
dx =
dx
(2.20)
2
2
2
xi xi x j
xi x j
xi x j
for, the integrals over vanish for v D(). (cf. (2.11)). Now (2.19)
follows directly from (2.20). This proves the lemma.

Lemma 2.2. Let R2 . Then for u H 3 (), v H 2 (),
Z
2 v
2 u 2 v 2 u 2 v
2 u
2 2 2 2 dx
2
x1 x2 x2 x1
x1 x2 x1 x2
(2.21)
!
Z
2
2
u v
u v
=
2
+
d,

where
denotes the tangential derivative.
14
2. Examples
14
= ( , ),
Proof. Let
1 2 = (1 , 2 ) be the unit vectors along the outer
normal and the tangent respectively. Without loss in generality we may
assume 1 = 2 , 2 = 1 . Also note that 21 + 22 = 1. The second
derivatives occurring in the right hand side are defined by
(2.22)
u 2 u 2
2 u
2 u 2
+
2
1
2
x1 x2
x22 2
2 x21 1
2 u
2 u
2 u
2 u
+
2 2 .
=
(
)
+
2 1
x2 1 1 x1 x2 1 2
x22
1
Using all these relations we get
2 u v
2 u v 2 u v
2 u v
1
2
+
=
x1 x2 x2 x22 x1

2
u v
2 u v
(2.23)
2
+
x1 x2 x1 x21 x2

= X
,
where, X = (X1 , X2 ) and
2 u v
2 u v
X
=
x1 x2 x2 x22 x1
(2.24)
2 u v
2 u v
X
=
2
x1 x2 x1 x21 x2
Also note that,
(2.25) div X =
X1 X2
2 v
2 u
2 u 2 v 2 u 2 v
+
=2
2 2 2 2.
x1 x2
x1 x2 x1 x2 x1 x2 x2 x1
15
Now by Greens formula (2.15) applied to functions vi H 1 () and

to the constant function 1,
Z
Z
vi
vi i d.
dx =
xi
2. Examples
15
v = (v , . . . , v ),
Hence summing over all i, if
1
n
Z
Z
v dx =
v
d.
(2.26)
div
(This is known as the Gauss Divergence Theorem and also as the Ostrogradskys formula). From (2.23), (2.25) and (2.26) the result follows.

With this background, we proceed to examples of the abstract problem of Sec. 1.
Example 2.1. Let K = V = H01 (). Let a L () such that a 0 a.e.
in . Let f L2 (). Define the bilinear form a(, ) and the functional
f (), by
!
R Pn u v
+ auv dx,
a(u, v) = i=1
xi xi
(2.27)
f (v) =
f v dx.
The continuity of a(, ) and f () follows from the Cauchy-Schwarz

inequality. For instance
(2.28)
| f (v)| | f |0, |v|0, | f |0, ||v||1, .
We now show that a(, ) is V-elliptic.
!2
Z X
n
2
+ av dx
a(v, v) =
i=1 xi
!2
Z X
n
v
dx (since a 0 a.e. in )
i=1 xi
= |v|21, .
16
Since ||1, is equivalent to ||||1, over V, this proves the V-ellipticity.

Hence by our results in Sec. 1 there exists a unique function u V such
that a(u, v) = f (v) for all v V.
2. Examples
16
Interpretation of this problem: Using the above equation satisfied by

u, we get
Z X
Z
n
u v
(2.29)
+ auv dx =
f v dx, for all v H01 ().
x
x
i
i
i=1
From the inclusion D() H01 (), we get that u satisfies the equation u + au = f in the sense of distributions.
If we assume that u is sufficiently smooth, for example u H 2 (),
then we may apply Greens formula (2.16), which gives
Z
Z
Z
Z
u
f v dx.
v d =
uv dx +
auv dx
(2.30)
Since v H01 (), tr v = 0. Hence the integral over vanishes.

Thus we get
Z
(2.31)
(u + au f )v dx = 0 for all v H01 ().
17
Varying v over H01 (), we get that u satisfies the equation u+au =
f in . Further since u H01 (), we get the boundary condition u = 0
on . Thus we may interpret u as the solution of the classical boundary
value problem:
u + au = f in ,
(2.32)
u = 0 on .
This is known as the homogeneous Dirichlet problem for the operator u + au.
A particular case of this equation arises in the theory of Elasticity,
for which R2 and a = 0. Thus u = f in and u = 0 on . This
corresponds to the membrane problem:
Consider an elastic membrane stretched over and kept fixed along
. Let Fdx be the density of force acting on an element dx of . Let
u(x) be the vertical displacement of the point x R2 , measured
2. Examples
17
in the x3 -direction from the (x1 , x2 )-plane. If t is the tension of the

membrane, then u is the solution of the problem
(2.33)
where f = F/t.
u = f in
u = 0 on
Figure 2.1:
Remark 2.1. To solve the problem (2.32) by the classical approach, one
needs hard analysis involving Schauders estimates. By the above procedure viz. the variational method, we have got through with it more
easily.
The above problem is a typical example of a second-order problem. 18
Exercise 2.1. The obstacle problem. Let , be as in example (2.1).
Let X be an obstacle in this region. Let X 0 on . Let F dx be the
density of the force acting on a membrane stretched over , fixed along
. The displacement u(x) at x in the vertical direction is the solution of
the following problem:
n
o
If V = H01 (), K = v H01 (); v X a.e. in ,
2. Examples
18
let a(u, v) =
Z
Z X
n
u v
dx, f (v) =
f v dx, f L2 (),
x
x
i
i
i=1
X H 2 (), X 0 on .
Show that K is a closed convex set and hence that this problem admits of a unique solution. Assuming the regularity result u H 2 ()
H01 (), show that this problem solves the classical problem,
u X in ,
u = f when
u = 0
u > X,
( f = F/t)
(We will discuss the Obstacle Problem in Sec. 9).
Figure 2.2:
19
Exercise 2.2. Let V = H 1 (). Define a(, ), f () as in example 2.1.

Assume further that there exists a constant a0 such that a a0 > 0 in .
If u0 is a given function in H 1 (), define
n
o
K = v H 1 (); v u0 H01 ()
o
n
= v H 1 (); tr v = tr u0 .
2. Examples
19
Check that K is a closed convex subset. Interpret the solution to be

that of the Non-homogeneous Dirichlet problem,
u + au = f in .
u = u0 on .
Example 2.2. Let K = V = H 1 (). Let a L () such that a a0 > 0,

f L2 (). Define a(, ) and f () as in example (2.1). The continuity
of a(, ) and f () follow as usual. For the V-ellipticity, we can no longer
prove it with the semi-norm | |1, as we did earlier. It is here we use the
additional assumption on a, since
!2
Z X
n
2
+ av dx
a(v, v) =
i=1 xi
min(1, a0 )||v||21, .
Thus we have a unique solution u to the abstract problem satisfying

a(u, v) = f (v). If we assume again that u is sufficiently smooth to
apply the Greens formula (2.16), we get
Z
Z
Z
u
f v dx.
v d =
(u + au)v dx +
(2.34)
If v D(), then the integral over will vanish. Thus u satisfies

the equation u + au = f as in Example 2.11 . However we now get a 20
different boundary condition. In example (2.1) the boundary condition
was built in with the assumption u V = H01 (). Now from (2.34), we
may write:
Z
Z
u
v d
(2.35)
(u + au f )v dx =

for all v H 1 ().
But the left hand side of (2.35) is zero since u Rsatisfies the differential equation as above so that for all v H 1 (), u
v d = 0. Thus
1
As in Example 2.1, the equation u + au = f is always satisfied in the sense of
distributions since D() H 1 ().
2. Examples
20
u
= 0 on , and we may interpret this problem as the classical prob
lem:
u + au = f in
(2.36)
u = 0 on .
This is a homogeneous Neumann problem.
Exercise 2.3. With K, V, a(, ) as in example 2.2., define
Z
Z
f L2 (),
f (v) =
f v dx + gv d,
g L2 ().
21
Show that the abstract problem leads to a solution of the non-homogeneous Neumann problem
u + au = f in
= g on .
Remark 2.2. In these examples one may use the more general bilinear
from defined by
Z X
n
u v
(2.37)
a(u, v) =
+ auv dx,
ai j
x j xi
i, j=1
where the functions ai j L () satisfy the condition that for some

> 0,
(2.38)
n
X
i, j=1
ai j i j
n
X
i2
i=1
for all Rn and a.e. in . This is the classical ellipticity condition for
second order partial differential operators. One should check (exercise!)
in this case that the abstract problem leads to a solution of the boundary
value problem
!
n
X
u
ai j
+ au = f in
(2.39)
xi
x j
i, j=1
2. Examples
21
with the boundary condition
u = 0 on if K = V = H01 (),
n
P
(2.40)
ai j x
i = 0 on if K = V = H 1 ().
j
i, j=1
The latter boundary operator in (2.40) is called the conormal derivative associated with the partial differential operator,
!
n
X
ai j
.
xi
x j
i, j=1
Notice that the term (+ au) contributes nothing.

Example 2.3. System of Elasticity. Let R3 , with Lipschitz continuous boundary . Further assume that can be partitioned into two
portions 0 and 1 such that the d-measure of 0 is > 0. Let

v = (v , v , v ); v H 1 (), 1 i 3 and
v =
K=V=
0 on 0 .
1 2 3
i
Define
(2.41)
22
1 vi v j
i j ( v ) = 2 x + x ,
j
i
v ) + 2 (
v ) = P3 (
i j (
ij
i j v ),
k=1 kk
for 1 i, j 3. The latter relation is usually known as Hookes law.

The constants ( 0) and (> 0) are known as Lames coefficients. We
define the bilinear form a(, ) by,
u ,
v ) =
a(
(2.42)
=
Z X
3
i, j=1
u (
i j (
i j v )dx
v + 2
( div
3
X
u ) (
i j (
i j v )dx.
i, j=1
g = (g , g , g ), g L2 (), be
Let f = ( f1 , f2 , f3 ), fi L2 (), and
1 2 3
i
given.
2. Examples
22
Define the linear functional f (), by,
Z
Z
g
v d.
(2.43)
f( v ) =
f v dx +
The continuity of a(, ) and f () follow from the Cauchy-Schwarz

inequality. For the V-ellipticity of a(, ) one uses the inequality
v ,
v ) 2
a(
23
Z X
3
i, j=1
v ))2 dx
(i j (
and the fact that the square root of the integral appearing in the right
hand side of the above inequality is a norm over the space V, equivalent
v = (v , v , v ) 7 (P3 ||v ||2 ) 12 . This is a nontrivial fact
to the norm
1 2 3
i=1 i 1,
which uses essentially the fact that 0 has measure > 0 and an inequality
known as Korns inequality. We omit the proof here.
u ,
v ) = f (
v ) admits a unique solution. AsAgain the problem a(
suming sufficient smoothness, we may apply Greens formula:
Z X
3
1
u ) (
i j (
i j v )dx =
2
i, j=1
=
!
vi v j
+
dx
i j ( u )
x j xi
i, j=1
Z X
3
Z X
3
i, j=1
u )
i j (
vi
dx
x j
(since i j (v) is symmetric in i and j)

Z X
Z X
3
3
(i j ( u ))vi dx +
=
i j vi j d.
1 i, j=1
i, j=1 x j
Thus, the abstract problem leads to a solution of
3
x j (i j ( u )) = fi (1 i 3) in
j=1
u =
(2.44)
0 on 0 and
i j ( u ) j = gi on 1 (1 i 3).
j=1
2. Examples
23
Note also that

3
3
X
X
u )) =
(i j (
x
x
j
j
j=1
j=1
3
X
j=1
kk ( u )i j + 2i j ( u )
k=1
!!
3
X
ui u j
X uk
i j
2
+
x j
xk
x j
x j xi
j=1
k=1
v ) u .
= ( + )(grad div
i
i
Thus the first equation of (2.44) is equivalent to

(2.45)
u ( + ) grad div
u =
f in .
The equations (2.44) constitute the system of linear Elasticity.
Figure 2.3:
24
If we have an elastic three-dimensional body fixed along 0 , acted

on by an exterior force of density f dx and force of density g d along
1 and if i j is the stress tensor, the displacement u satisfies (2.44); cf.
Fig. 2.3.
u ,
v ) = f (
v ), viz.,
The relation a(
(2.46)
Z X
3
i, j=1
u ) (
i j (
i j v )dx =

f v dx +
g
v d
24
2. Examples
v V is known as the principle of virtual work. The tensor

for all
ij
is the strain tensor and the tensor i j the stress tensor. The expression

1
2 a( v , v ) is the strain energy, and the functional f ( v ) is the potential
energy of exterior forces. This example is of fundamental importance in
that the finite element method has been essentially developed for solving
this particular problem or some of its special cases (membranes, plates,
shells, etc.,) and generalizations (nonlinear elasticity, etc. . . ).
2. Examples
25
Remark 2.3. The above problems are all examples of linear problems2 : 25
The map from the right-hand side of the equation and of the boundary
conditions to the solution u is linear. The non-linearity may occur in
three ways:
(i) When K is not a subspace of V. (e.g. Exercises 2.1 and 2.4);
(ii) If in Example 2.3 we have, instead of the first equality in (2.41):
! X
3
vk vk
1 vi v j
.
+
+
i j ( v ) =
2 x j xi
x
x
i
j
k=1
This is the case for instance when one derives the so-called Von
Karmanns equations of a clamped plate;
(iii) We may replace Hookes law (the second relations in (2.41)) by

non-linear equations connecting i j and i j , which are known as
non-linear constitutive equations. (e.g. Henckys law).
Exercise 2.4. Let V = H 1 (), and a(, ) and f () be as in example 2.2,
and let
n
o
1
K = v H (); v 0 a.e. on .
Show that K is a closed convex cone with vertex 0. Using the results
of Sec. 1 show that the interpretation is
u + au = f in ,
u
u
u 0,
0, u
= 0 on .
(This is called the SIGNORINI problem).

We now examine fourth-order problems.
Example 2.4. Let K = V = H02 (). Define
uv dx,
a(u, v) =
R
(2.47)
f (v) =
f v dx, f L2 (),
Except in Exercise 2.1.
2. Examples
26
26
for all u, v V. The continuity follows as usual. For the V-ellipticity

of a(, ) we have,
Z
(2.48)
a(v, v) =
(v)2 dx = |v|20, = |v|22, .
(by Lemma 2.1. Since | |2, and || ||2, are equivalent on H02 (), the
V-ellipticity follows from (2.48).
Hence there exists a unique function u H02 () such that
Z
Z
f v dx for all v H02 ().
uv dx =
Assuming u to be sufficiently smooth (say, u H 4 ()), then by

Greens formula (2.18),
Z
Z
Z
(u)
v
2
(2.50)
( u f )v dx =
v d u d,
for all v H02 (). Hence by varying v over H02 (), we get that u satisfies
2 u = f in . Since u H02 (), the boundary conditions are given by
(2.14). Thus we interpret this problem as the classical problem
u = f in ,
(2.51)
u =
= 0 on .
27
This is the homogeneous Dirichlet problem for the operator 2 .

When n = 2, this is an important problem in Hydrodynamics. Here
u is known as the stream function and u is the vorticity.
A slight modification of a(, ) leads to an important problem in Elasticity. Again let n = 2. Let f L2 () and if K = V = H02 (), define
(2.52)
R
f (v) = f v dx,
!#
"
R
2 v
2 u 2 v 2 u 2 v
2 u
dx.
u
v
+
(1
)
2
a(u,
v)
=
x1 x2 x1 x2 x21 x22 x22 x21
The integrand occurring in the definition of a(u, v) may also be written as

2 2
2
2
22 u 2 v
u v u v
.
(2.53)
uv + (1 ) 2 2 + 2 2 +
x1 x1 x2 x2 x1 x2 x1 x2
2. Examples
27
1
Usually, from physical considerations, 0 < < .
2
Note that
(2.54)
a(v, v) = |v|20, + (1 )|v|22,
by (2.53) and this leads to the V-ellipticity of a(, ). By virtue of (2.21)

in Lemma 2.2, we get that the relations a(u, v) = f (v) read as
Z
Z
2
f v dx,
uv dx =
(2.55)
assuming sufficient smoothness of u. Thus again we get the same equation as in (2.51). Notice that the additional term in the definition of a(, )
has contributed nothing towards the differential equation.
This latter problem is known as the clamped plate problem:
Consider a plate of small thickness e lying on the x1 x2 -plane. Let
E be its Youngs modulus and its Poisson coefficient. Let there be a
load F acting on the plate. The displacement u is the solution of (2.51),
where f is given by (cf. Fig. 2.4):
(2.56)
F=
Ee3 f
.
12(1 2 )
Figure 2.4:
We will return to this problem in Sections 10 and 11.
28
28
2. Examples
Exercise 2.5. Let K = V = {v H 2 (); v = 0 on } = H 2 () H01 (),

and define a(, ) and f () as in the case of the clamped plate. Assuming
the V-ellipticity of a(, ) show that the solution of the abstract problem
satisfies 2 u = f in and u = 0 on . What is the other boundary
condition? This is known as the problem of the simply supported plate.
Exercise 2.6. Let K = V = H 2 () H01 (), and
Z
a(u, v) =
uv dx;
Z
Z
v
f (v) =
f v dx d, where f L2 (), L2 ().

Show that we may apply the result of Sec. 1 and give an interpretation of this problem.
REFERENCES. For details on Sobolev spaces, see Necas [20] and
Lions and Magenes [17]. For the theory of Elasticity, one may refer to
Duvaut and Lions [10] and Landau and Lipschitz [14].
Chapter 3

in its Simplest Form
MAINTAINING OUR ASSUMPTIONS as in the Lax-Milgram Lemma 29
(Theorem 1.2 we concentrate our attention on the following problem
(P):
(P): To find u V such that a(u, v) = f (v) for all v V.
Let Vh be a finite-dimensional subspace of V. Then we may state
the following problem:
(Ph ): To find uh Vh such that a(uh , vh ) = f (vh ) for all vh Vh .
Vh , being a finite-dimensional subspace, is a Hilbert space for the
norm of V. Hence by Theorem 1.2, uh exists and is unique. We try
to approximate the solution u of (P) by means of solutions uh of the
problem (Ph ) for various subspaces Vh . This is known as the internal
approximation method.
As a first step in this direction, we prove a most fundamental result:
Theorem 3.1. There exists a constant C, which is independent of Vh ,
such that
(3.1)
||u uh || C inf ||u vh ||.

vh Vh
29
3. The Finite Element Method in its Simplest Form
30
Proof. If wh Vh , then
a(u, wh ) = f (wh ) = a(uh , wh ).
Thus for all wh Vh
a(u uh , wh ) = 0.
(3.2)
Using this and the V-ellipticity of a(, ), we get, for all vh Vh ,

||u uh ||2 a(u uh , u uh )
= a(u uh , u vh ) + a(u uh , vh uh )
= a(u uh , u vh ) by (3.2)
M||u uh || ||u vh ||.
30
Hence, ||u uh || M/ ||u vh || for all vh Vh . Setting C = M/

and taking infimum on the right-hand side the result follows.

The above result estimates the error in the solution of (P) when
instead we solve (Ph ). To get an upper bound for the error, we only need
to compute inf ||u vh || which is the distance of u from the subspace
vh Vh
Vh . This is a problem in approximation theory.

Remark 3.1. If a(, ) is also symmetric then we observe the following:
(i) J(uh ) = inf J(vh ) by Corollary 1.1 (b)
vh Vh
(ii) We saw that a(u uh , wh ) = 0 for all wh Vh . Since a(, ) is now

an inner product, we get that uh is the projection of u to the closed
subspace Vh in the sense of this inner-product. Therefore,
p
p
||u uh || a(u uh , u uh ) a(u vh , u vh ) M||u vh ||
for all vh Vh . Hence the constant C in theorem 3.1 can be taken

to be here M/ M/, since the continuity and V-ellipticity
imply jointly that M .
31
We may now describe the finite element method (f.e.m.) in its simplest terms. The method consists in making special choices for the subspaces Vh such that the solutions uh of the problems (Ph ) converge to
u.
We will outline the procedure for obtaining the spaces Vh by consid- 31
ering, for example, a second-order problem.
Let V = H01 () or H 1 (). Let us assume to be a polygonal domain
in Rn . That is, is a polygon in Rn . We then have the following stepby-step procedure:
(i) We first establish a finite triangulation kh of the domain such
S
that =
K. The sets K are called finite elements. If n = 2,
Kkh
they will be, in general, triangles. They will be tetrahedral in n =

3 and n-simplices in any Rn . These have the further property that
any side of a finite element K is either a portion of the boundary
or the side of an adjacent finite element. (See Fig. 3.1).
Figure 3.1:
(ii) The space Vh is such that for each vh Vh , its restriction vh |K to
each K belongs to some finite-dimensional space Pk of real valued
functions over K which are preassigned. In practice we choose PK
to be a space of polynomials.
(iii) We then need inclusions such as Vh H01 () or H 1 (). We establish a simple criterion to realise this.
32
32
Theorem 3.2. If for every K = kh , PK H 1 (K), and Vh C 0 (), then

Vh H 1 (). If in addition v = 0 on for all v Vh , then Vh H01 ().
Proof. Let v Vh . Since v|K L2 (K) for every K kh , it follows that
v L2 (). Hence to complete the proof it only remains to show that for
1 i n, there exist vi L2 () such that for each = D(), we have,
Z
Z
(3.3)
vi dx =
v dx. (1 i n).
xi
v
= vi and hence v H 1 ().
xi
(v|K)
L2 (K) for
However, v|K PK H 1 (K) implies that
xi
1 i n. Let D(). Since the boundary K of any K of the triangulation is Lipschitz continuous, we apply the Greens formula (2.15)
to get
Z
Z
Z
(v|K)
dx = (v|K) dx +
(v|K)i,K dK ,
(3.4)
xi
K
K
K xi
Then it will follow that
= ( , . . . , ) is the outer
where dK is the measure on K and
K
1,K
n,K
normal on K. Summing over all the finite elements K, we get
Z
X Z (v|K)
vi dx =
dx
xi
Kkh K
Z
(3.5)
XZ
v dx +
(v|K)i,K dK ,
=
x
i
K
Kk
h
(v|K)
.
xi
The summation on the right-hand side of the above equation is zero
for the following reasons:
On the boundary , since D(), the integral corresponding to
K is zero. So the problem, if any, is only on the other portions
of the boundary of each K. However, these always occur as common
boundaries of adjacent finite elements. The value of v|K on the common
boundary of two adjacent finite elements is the same (Vh C 0 ()). But
where vi is the function whose restriction to each K is
33
33
the outer normals are equal and opposite from orientation considerations. (See Fig. 3.2).
Figure 3.2:
Hence the contributions from each K along the common boundaries
cancel one another. Thus the summation yields only zero. Hence vi
satisfies (3.3) for 1 i n, and clearly vi L2 (). The last part of the
theorem follows the characterization (2.11).

Exercise 3.1. If for all K kh , PK H 2 (K) and Vh C 1 (), then
v
show that Vh H 2 (). Also if v =
= 0 on , for all v Vh , then
Vh H02 ().
We finally describe the system of linear equations associated with
the space Vh . Suppose {w j ; 1 j M} is a basis for Vh . Let uh be the
solution of (Ph ). If uh is given by
(3.6)
uh =
M
X
u jw j.
j=1
then we have, since a(uh , wi ) = f (wi ) for 1 i M,

(3.7)
M
X
j=1
a(w j , wi )u j = f (wi ),
1 i M.
To find uh , the above system of linear equations must be solved. The

matrix for this system has for its (i, j)-coefficient the value a(w j , wi ). 34
34
Note that the symmetry of a(, ) implies the symmetry of the matrix
and the V-ellipticity says that the matrix is positive definite. In practical
computations these observations are important.
Since we have to handle the matrix of the system, it would be ideal
of course to have a diagonal matrix. We could in principle achieve this
through a Gram-Schmidt orthogonalisation procedure applied to the basis functions. However such a process is not feasible since it is highly
numerically unstable. So the best we may hope for is a matrix with a
lot of zeros in it - what is known as a sparse matrix.
For example in the problem given by
u + au = f in
u = 0 on
the (i, j)-coefficient of the matrix is
Z X
n w j wi
+ aw j wi dx.
(3.8)
a(w j , wi ) =
k=1 xk xk
The matrix will be sparse if the supports of the basis functions are
as small as possible so that their inner-products will be most often
zero. We will study subsequently methods to achieve this. This trivial
criterion extends, of course, to all types of problems.
Chapter 4
Examples of Finite Elements

WE SUMMARIZE BELOW our requirements regarding the finite el- 35
ement subspaces Vh
(i) Let Rn be a polygonal domain. Let kh be a triangulation of
as in Sec. 3. Then Vh is a finite-dimensional vector space such
that for all v Vh , v|K PK for every finite element K, where
PK is a vector space of finite dimension. Usually, PK is a space
of polynomials. This is of practical importance in computing the
matrix of the system. We shall see later that it is of theoretical
importance as well. Observe for the moment that if PK consists
of polynomials, then we automatically have that PK H 1 (K) or
PK H 2 (K).
(ii) By Theorem 3.2, Vh C 0 () implies that Vh H 1 () and by
Exercise 3.1 Vh C 1 () implies that Vh H 2 (). Thus we must
choose a proper basis for the local spaces PK such that these
global inclusions hold.
(iii) There must exist at least one basis {w j } of Vh which consists of
functions with small support.
We bear these points in mind when constructing examples of finite
elements. Before we proceed we need a few definitions.
35
4. Examples of Finite Elements
36
36
Definition 4.1. An n-simplex is the convex hull in Rn of (n + 1) points

n
{a j }n+1
j=1 such that if a j = (ak j )k=1 and A is the matrix
a11 a12 . . . a1,n+1

..
..
..
.
.
(4.1)
A = .
an1 an2 . . . an,n+1
1
1 ...
1
then det A , 0.
The above definition generalises the notion of a triangle to n dimensions. Geometrically the condition det A , 0 simply means that the
points {a j }n+1
j=1 do not lie in the same hyperplane. For det A is equal to,
by elementary column operations, the determinant of the matrix
(a11 a1,n+1 ) . . . (a1,n a1,n+1 )
..
..
.
.
(an1 an,n+1 ) . . . (an,n an,n+1 )
and that this is non-zero means that (a1 an+1 ), . . . , (an an+1 ) are
linearly independent vectors in Rn , which is the same as saying that
a1 , . . . , an+1 do not lie in the same hyperplane.
n
Definition 4.2. Let {a j }n+1
j=1 be (n + 1)-points in R satisfying the conditions of definition 4.1. The barycentric coordinates of any x Rn with
respect to these points are numbers { j }n+1
j=1 such that
n+1
P
x=
ja j,
j=1
(4.2)
n+1
j.
1 =
j=1
The barycentric coordinates exist because they are merely the com
ponents of the unique solution vector of the system of (n + 1) linear

equations in (n + 1) unknowns given by

x1
!
A =
where x = ...

1
xn
37
The functions j = j (x) are all affine functions of x. Also j (ai ) =

i j , where is the Kronecker symbol.
37
Remark 4.1. Given points {a j }n+1
j=1 as in the definition (4.1), the corresponding n-simplex is given by
n+1
n+1
X
X
K=
x
=
a
;
0
1;
=
1
.
j j
j
j
j=1
j=1
Definition 4.3. Let k 0 be an integer. Then, Pk is the space of all

polynomials of degree k in x1 , . . . , xn .
We now proceed with examples of finite elements.
Example 4.1. The n-simplex of type (1).
P
Let K be an n-simplex. Let PK = P1 . We define a set K =
{p(ai ); 1 i n + 1} of degrees of freedom for p PK , where {ai }n+1
i=1
P
are the vertices of K: The set K determines every polynomial p
PK uniquely. For, note that dim PK = dim P1 = n + 1. Consider
1 , . . . , n+1 P1 , the barycentric coordinate functions. These are linP
early independent since k k = 0 implies that its value at each vertex
is zero. Since k (a j ) = k j we get that j = 0 for all j. Thus these
functions form a basis for P1 . Let us write
p=
n+1
X
i i .
i=1
Then
p(a j ) =
n+1
X
i i (a j ) =
i=1
n+1
X
i=1
Thus,
(4.4)
p=
n+1
X
i=1
p(ai )i .
i i j = j .
38

Let K be an n-simplex with vertices {ai }n+1
i=1 . Let ai j (i < j) be the 38
mid-points of the line joining ai and a j , i.e. ai j = 12 (ai + a j ).
Figure 4.1:
P
Let PK = P2 . We define for p P2 , the set K = {p(ai ), 1 i
P
n + 1; p(ai j ), 1 i < j n + 1} of degrees of freedom. Again
n+2 K
determines p P2 completely. To see this note that dim PK = 2 and
there are as many functions in the set {i (2i 1), 1 i n+ 1; i j , 1
i j n + 1}. There are all functions in P2 . Further since
2 if i = k or j,
i (a j ) = i j , i (ak j ) =
0 otherwise,
we see again that these are linearly independent in P2 . Let us write
p=
n+1
X
i=1
i i (2i 1) +
Then
p(ak ) =
n+1
X
i=1
i j i j .
1i< jn+1
i ik (2ik 1) = k .
Further,
p(akl ) =
n
X
i=1
i (22i (akl ) i (akl ))

+
39
i j i (akl ) j (akl ).
1i< jn+1
But since i (akl ) = 0 or 12 , the first sum
n
P
is zero. Further,
39
i=1
4 if (i, j) = (k, l) or (l, k),

i (akl ) j (akl ) =
0 otherwise.
Hence kl = 4p(akl ). Thus we have

(4.5)
p=
n+1
X
i=1
i (2i 1)p(ai ) +
4i j p(ai j ).
1i< jn+1

Let K be an n-simplex with vertices {ai }n+1
i=1 . Let aii j =
ai + a j + ak
i , j. Let ai jk =
for i < j < k.
3
2ai + a j
,
3
Figure 4.2:
Set PK = P3 . Define the set of degrees of freedom
X n
= p(ai ), 1 i n + 1; p(aii j ), 1 i , j n + 1;
K
o
p(ai jk ), 1 i < j < k a + 1 .
40
2
1
Note that i (aii j ) = ; j (aii j ) = ; 1 (aii j ) = 0 if 1 , i, 1 , j;
3
3
1
if 1 = i, j or k and 0 otherwise, etc. Using these, one
1 (ai jk ) =
3
checks the linear independence of the functions
n
i (3i 1)(3i 2), 1 i n + 1; i j (3i 1), 1 i , j n + 1;
o
i j k 1 i < j < k n + 1 .
These then form a basis for P3 , for there are as many functions in the
above collection as dim PK . Using the values of i at the special points
described above, we get
n+1
X
i (3i 1)(3i 2)
p(ai )
p=
2
i=1
X 9
+
i j (3i 1)p(aii j )
2
1i, jn+1
X
27i j k p(ai jk ).
(4.6)
1i< j<kn+1
40
Thus
completely determines p P3 .
P
The points of K at which the polynomials are evaluated to get K
P
are known as the nodes of the finite element. The set K is the set of
degrees of freedom of the finite element.
Exercise 4.1. Generalize these ideas and describe the n-simplex of type
(k) for any integer k 1.
We now show how these finite elements may be used to define the
space Vh .
First of all we show the inclusion Vh C 0 (). Consider for instance
a triangulation by n-simplices of type (1). Number all the nodes of the
P
triangulation by {b j }. Let us define h = {p(b j ); b j is a node.}: This is
the set of degrees of freedom of the space Vh : A function v in the space
Vh is, by definition, determined over each K kh by the values v(b j ) for
those nodes b j which belong to K.
41
Let us examine the two-dimensional case, for simplicity. If K1 and

K2 are two adjacent triangles with common side K (cf. Fig. 4.3), we
need to show that v|K1 = v|K2 along K for any v Vh . Let t be an
abscissa along K .
Figure 4.3:
41
Now v|K1 along

is a polynomial of degree 1 in t. So is v|K2 along
K . But these two agree at the nodes b1 and b3 . Therefore, they must be
identical and hence the continuity of v follows.
This argument can be extended to any simplex of type (k). These
simplices, by Theorem 3.2 yield the inclusion Vh H 1 () and hence
we may use them for second order problems.
Exercise 4.2. The triangle of type (3 ).
P
Let K be a triangle in R2 . Define K to be the values of p at the
points {ai , 1 i 3}, and the points {aii j , 1 i , j 3}. If we define
P
P
P3 = {p P3 ; 12p(a123 ) + 2 3i=1 p(ai ) 3 i, j p(aii j ) = 0}, then show
P
that K uniquely determines p P3 = PK . Further show that P2 P3 .
We now relax our terminological rules about triangulations and

admit rectangles (and in higher dimensions, hyper rectangles or hypercubes) in triangulations. We describe below some finite elements which
are rectangles.
We need another space of polynomials.
42
Definition 4.4. Let k 1 be an integer. Then
i1
in
Qk =
p;
p(x)
=
a
x
.
.
.
x
.
i1 ,...in 1
n
0i j k
1 jn
42
We have the inclusions Pk Qk Pnk .

Example 4.4. The Rectangle of type (1).
Let K be the unit square in R2 , i.e., K = [0, 1]n . Let PK = Q1 .
P
The set of degrees of freedom is given by K = {p(ai ), 1 i 4}; cf.
Fig. 4.4 in the case n = 2.
Figure 4.4:
P
To show that K indeed determines p Q1 uniquely we adopt a
different method now. (There are essentially two methods to show that
P
K completely determines P K ; the first was used in the previous examples where we exhibited a basis for PK such that the corresponding
P
coefficients in the expansion of p in terms of this basis came from K ;
the second is illustrated now).
P
Observe first that dim PK = card K = 2n . To determine a polynoP
mial completely in terms of the elements of K we must solve 2n linear
43
equations in as many unknowns. That every polynomial is determined

this way is deduced from the existence of a solution to this system. But
for such a system the existence and uniqueness of the solution are equiv- 43
alent, and one establishes the latter. Thus we show that if p PK such
that all its degrees of freedom are zero, the p 0.
Returning to our example, consider a polynomial p Q1 such that
p(ai ) = 0 for all 1 i 4. On each side p is a polynomial of degree
1 either in x1 alone or in x2 alone. Since it vanishes at two points, the
polynomial p vanishes on the sides of the square. Now consider various
lines parallel to one of the axes. Here too p is a polynomial of degree 1
in one variable only. Since it vanishes at the points where the line meets
the side, it also vanishes on this line. Varying the line we get p 01 .
Example 4.5. The Rectangle of type (2).
Again consider the unit square (or hypercube in Rn ) to be the finite
P
element K. Set PK = Q2 , and K = {p(ai ), 1 i 9} where the ai are
as in the figure below.
Figure 4.5:
Here again one can prove the unisolvency as above. Now let p Q2
be given such that p(ai ) = 0 for all 1 i 9; then p = 0 on the four
1
It is not necessary to restrict ourselves to a square. Any rectangle with sides parallel
to the coordinate axes would do.
44
44
sides and on the two central (dotted, in Fig. 4.5) lines. Now take lines
parallel to one of the axis and p vanishes on each of these. Thus p 0
P
on K and we get that K uniquely determines p Q2 .
Exercise 4.3. Describe the rectangle of type (3) and generalize to hyperrectangles of type (k).
Exercise 4.4. Prove that in all the preceding examples, we get Vh

C 0 ().
Exercise 4.5. The Rectangle of type (2 ).
Let K be as in example 4.5. However omit the node a9 (the centroid
P
of K). Let K = {p(ai ), 1 i 8} and show that this determines
uniquely a function in the space
4
8
X
X
PK =
p
Q
;
4p(a
)
+
p(a
)
2
p(a
)
=
0
.
2
9
i
i
i=1
i=5
and that P2 PK .
We now turn to different types of finite elements. They differ from

the preceding ones in the choice of degrees of freedom as will be seen
presently.
Example 4.6. The Hermite Triangle of Type (3).
Let K R2 be a triangle with vertices {a1 , a2 , a3 }. Let i , 1 i 3,
be the barycentric coordinate functions. Then one can check that any
polynomial p P3 = PK can be expanded as
p=
3
X
(23i + 32i 71 2 3 )p(ai ) + 271 2 3 p(a123 )
i=1
3 X
X
i=1 j=1
j,i
i j (2i + j 1) Dp(ai )(a j ai ).
P
Thus, K = {p(ai ), 1 i 3; Dp(ai )(a j ai ), 1 i , j 3; p(a123 )}
is the corresponding set of degrees of freedom.

45
45
Note that Dp(ai ) is the Frechet derivative of p evaluated at ai : If

(e1 , . . . , en ) is the standard basis for Rn , then for v : Rn R, we have,
v
(x), the usual partial derivative.
(Dv)(x)(ei ) =
xi
P
Notice that we may replace K by the set
X
K
)
p
p
= p(ai ), 1 i 3; p(a123 );
(ai ),
(ai ), 1 i 3 .
x1
x2
Remark 4.2. The term Hermite means that we assume knowledge of

derivatives at some of the nodes. If only the values of p at the nodes appear in the set of degrees of freedom, as was the case upto Example 4.5,
we refer to the finite elements as of Lagrange type. These ideas will
be made precise in Sec. 5. We usually indicate degrees of freedom involving derivatives by circling the nodes - one circle for first derivatives,
two for first and second derivatives and so on. Thus the finite element
of example 4.6 may be pictured as in Fig. 4.6.
Figure 4.6:
Exercise 4.6. The Hermite Triangle of Type (3 ).
This is also known
( as the Zienkiewicz triangle in) Engineering litP
P
p
p
erature. Set K = p(ai ),
(ai ),
(ai ), 1 i 3 . Show that K
x1
x2
uniquely determines a function in the space
3
3
X
X
.
p
P
;
6p(a
)
2
p(a
)
+
Dp(a
)(a
a
)
=
0
PK =
3
123
i
i
i
123
i=1
i=1
46
All examples cited upto now yield the inclusion Vh C 0 () and 46

consequently are useful to solve second-order problems. In order to
solve problems of fourth order, we need the inclusion Vh C 1 (). Our
subsequent examples will be in this direction.
Remark 4.3. Consider a 1-simplex K R1 . A triangulation is merely
a subdivision of into subintervals. In any subinterval K not only v|K
d(v|K)
but also
must be continuous at both end points. Thus we get
dx
4 conditions on v|K. Consequently PK must contain all polynomials
of degree 3 in it. The analogous result (which is non-trivial) is due
sek [24] that is case of R2 , and K a triangle of R2 , at least
to A. Zeni
polynomials of degree 5 must be contained in PK .
Example 4.7. The Argyris triangle.
This is also known as the 21-degree-of-freedom-triangle. We set
PK = P5 and
p
2 p
p(a
),
(a
),
.
.
.
,
(ai ), 1 i 3;
=
i
i
x1
x22
K
)
p
(ai j ), 1 i j 3 .
Figure 4.7:
47
p
is indicated by a line
The knowledge of the normal derivative
perpendicular to the side at the appropriate point; cf. Fig. 4.7.

P
We now show that any p PK is uniquely determined by K . Let
p PK = P5 be given such that all its degrees of freedom are zero. If K
47
is any side of K and t is an abscissa along K then p|K is a polynomial

dp d2 p
,
p1 (t) of degree 5. The vanishing of p,
at the end points, say b,
dt dt2
b , of K imply that all the 6 coefficients of p1 are 0 and hence p1 0.

p
dp
on K . The polynomial r(t) =
(t) is of degree 4 on
Thus p = 0 =
dt
!
b + b
dr
dr
K and we also have r(b) = r(b ) =

(b) =
(b ) = r
=0
dt
dt
2
p p
,
all vanish on the
which imply that r 0 on K . Hence p,
x1 x2
sides of the triangle K. The sides of K are defined by the equations
i (x1 , x2 ) = 0, (i = 1, 2, 3) where i are the barycentric coordinate functions. We claim that 2i divides p for i = 1, 2, 3. To see this it is enough
p p
to prove that if p is a polynomial such that p,
,
vanish on any
x1 x2
straight line L = {(x1 , x2 ); (x1 , x2 ) = 0} then 2 divides p. In the special
P
j
case, when (x1 , x2 ) = x1 writing p(x1 , x2 ) = 5j=0 a j (x2 )x1 (with deg.
p
= 0 on
a j 5 j) it follows that a0 (x2 ) = a1 (x2 ) = 0 since p =
x1
L. Thus x21 divides p. The general case reduces to this case by an affine
transformation. In fact, by translating the origin to a point P, fixed arbitrarily on L and by rotation of the coordinate axes we can assume that
L = {(X1 , X2 ); X1 = 0} in the new coordinates. If p is the image of p
under this transformation then p is also a polynomial (of degree 5) and
p p
,
vanish on L by chain rule for differentiation. Hence X12 dip ,
X1 X2
vides p . This is the same thing as saying 2 divides p which proves the
claim. Since i are mutually coprime we may now write p = q21 22 23 .
Then we necessarily have q(x1 , x2 ) 0 for, otherwise deg. p 6 which
P
is impossible since p P5 . Hence p 0 on K which proves that K
determines p P5 .
To define the corresponding space Vh , we number all the vertices of
the triangles by {b j } and all midpoints of the sides by {ck }. The the set
of degrees of freedom of the space Vh is
48
2 v
v
v
2 v
2 v
v
(b
),
(b
),
(b
),
(b
),
(b
),
(c
)
=
v(b
),
j
j
j
j
j
k
j
2
2
x1
x2
x1 x2
k
x
x
h
48
is one of the two possible normal derivatives at the mid-point

where
k
ck .
We now show that Vh C 1 (). Consider two adjacent Argyris triangles K1 and K2 with common boundary K along which t is an abscissa
(Fig. 4.8). Let v Vh . Now v|K1 and v|K2 are polynomials of degree 5 in
t along K and they agree together with their first and second derivatives
at the end points. Thus v|K1 = v|K2 on K , proving continuity.
(v|K2 )
(v|K1 )
and
along K are polynomials of degree 4
Now
agreeing in their values with first derivatives at end points and agree at
(v|K1 ) (v|K2 )
the mid-point in their values. Thus
=
on K . Similarly,
(v|K1 ) (v|K2 )
=
on K and hence v C 1 (). Thus Vh C 1 ().
t
t
Figure 4.8:
Exercise 4.7. The 18-Degree-of-Freedom-Triangle
Let K be a triangle in R2 . Let PK consist of those polynomials of
degree 5 for which, along each side of K, the normal derivative is
a polynomial of degree 3, in one variable of course. Show that a
polynomial in PK is uniquely determined by the following set of degrees
of freedom:
2 p
p
(a
),
.
.
.
,
(a
),
1
3
=
p(a
),
i
i
i
.
x
x
K
49
Note that P4 PK and dim PK = 18.
49
Exercise 4.8. The HCT-Triangle.

This element is due to Hsieh, Clough and Tocher. Let a be any interior point of the triangle K with vertices a1 , a2 , a3 . With a as common
vertex subdivide the triangle into triangles K1 , K2 , K3 ; cf. Fig. 4.9. Define
n
o
PK = p C 1 (K); P|Ki P3 , 1 i 3 .
Obviously, P3 PK . The degrees of freedom are given by
)
X (
p
p
p
(ai ),
(ai ), 1 i 3;
(ai j ), 1 i < j 3 .
= p(ai ),
x1
x2
Figure 4.9:
Show that
uniquely determines p PK .
Note: Since we have to determine 3 polynomials pi = p|Ki each of

degree 3, we need to determine 30 coefficients on the whole. For this
we have the following conditions:
(i) The values at the vertices together with first derivatives and also
the normal derivative at the mid points give 7 conditions for each
pi = p|Ki . Thus we have 21 conditions from these.
(ii) p1 (a) = p2 (a) = p3 (a) gives 2 conditions.
(iii)
p1
p2
p3
(a) =
(a) =
(a) for i = 1, 2, gives 4 more conditions.
xi
xi
x1
50
50
(iv)
p2
p1
=
along a1 a and two more similar conditions give 3
conditions.
Thus we have 30 conditions to determine the 30 coefficients. But,

of course this is no proof, which is left as an exercise!
Exercise 4.9. The Bogner-Lox-Schmidt Rectangle; cf. Fig. 4.10.
Figure 4.10:
Let PK = Q3 , the degrees of freedom being given by
)
X (
p
2 p
p
(ai ),
(ai ),
(ai ), 1 i 4 .
= p(ai ),
x1
x2
x1 x2
K
P
Show that K determines uniquely a polynomial p Q3 (a double
dotted arrow indicates that the mixed second derivative is a degree of
freedom). Show also that in this case Vh C 1 ().
51
So far, we have verified requirements (i) and (ii) mentioned at the

beginning of this Section. Let us now examine requirement (iii), which
P
will be fulfilled by a canonical choice for the basis functions. Let h
be the set of degrees of freedom of the space Vh derived in an obvious
P
P
way from the sets K , K kh ; Examples of such sets h have been
given for n-simplices of type (k) and for Argyris triangles. Then if
X n
o
= jh , 1 j M ,
h
51
we let the basis functions w j , 1 j M, be those functions in the space

Vh which satisfies
i (w j ) = i j , 1 i M.
Then it is easily seen that this choice will result in functions with
small support: in Fig. 4.11, we have represented there types of supports encountered in this fashion, depending upon the position of the
node associated
support of basis
function associated
with node
support of basis
function associated
with node
support of basis
function associated
with node
Figure 4.11:
with the degree of freedom.
Chapter 5
General Properties of Finite

Elements
IT WOULD HAVE been observed that upto now we have not defined fi- 52
nite elements in a precise manner. Various polygons like triangles, rectangles, etc. were loosely called finite elements. We rectify this omission
and make precise the ideas expressed in the previous sections.
Definition 5.1. A finite element is a triple (K, , P) such that
(i) K Rn with a Lipschitz continuous boundary K and Int K , .
(ii) is a finite set of linear forms over C (K). The set is said to be
the set of degrees of freedom of the finite element.
(iii) P is a finite dimensional space of real-valued functions over K
N and , 1 i N
such that is P-unisolvent: i.e. if = {i }i=1
i
are any scalars, then there exists a unique function p P such that
(5.1)
i (p) = i , 1 i N.
Condition (iii) of definition (5.1) is equivalent to the conditions that

dim P = N = card and that there exists a set of functions {p j }Nj=1 with
i (p j ) = i j (1 i, j N), which forms a basis of P over R. Given any
53
54
5. General Properties of Finite Elements
p P we may write
(5.2)
p=
N
X
i (p)pi .
i=1
53
P
P
Instead of (K, , P) one writes at times (K, K , PK ) for the finite
element.
In the various examples we cited in Sec. 4 our set of degrees of freedom for a finite element K (which was an n-simplex or hyper-rectangle)
had elements of the following type:
Type 1: 0i given by p 7 p(a0i ). The points {a0i } were the vertices, the
mid-points of sides, etc...
1 ). For instance, in the Hermite
Type 2: 1i,k given by p 7 Dp(a1i )(i,k
1 = a a ,
triangle of type (3) (cf. Example 4.6), we had a1i = ai , i,k
i
k
where a1 , a2 , a3 were the vertices.
2 , 2 ). For example, in the 18Type 3: 2i,kl given by p 7 D2 p(a2i )(i,k
i,l
2 = e = 2 , the unit vecdegree-of-freedom triangle, a2i = ai , i,k
1
i,1
2 p
(ai )
tor in the x1 -direction so that we have D2 p(ai )(e1 , e1 ) =
x21
as a degree of freedom. (cf. Exercise 4.7).
In all these cases the points {ais } for s = 0, 1 and 2, are points of K
and are called the nodes of the finite element.
Definition 5.2. A finite element is called a Lagrange finite element if its
degrees of freedom are only of Type 1. Otherwise it is called a Hermite
finite element. (cf. Remark 4.2)
Let (K, , P) be a finite element and v : K R be a smooth
function on K. Then by virtue of the P-unisolvency of , there exists a
unique element, say, v P such that i (v) = i (v) for all 1 i N,
N . The function v is called the P-interpolate function
where = {i }i=1
of v and the operator : C (K) P is called the P-interpolation
55
operator. If {p j }Nj=1 is a basis for P satisfying i (p j ) = i j for 1 i,

j N then we have the explicit expression
() =
(5.3)
N
X
i ()pi .
i=1
Example 5.1. In the triangle of type (1) (see Example 4.1), P = P1 ,

= {i ; i (p) = p(ai ), 1 i 3} and pi = i , the barycentric coordinate 54
functions. Thus we also have
v =
(5.4)
3
X
v(ai )i .
i=1
Exercise 5.1. Let K be a triangle with vertices a1 , a2 and a3 . Let ai j (i <

j) be the mid-point of the side joining ai and a j . Define K = {p 7
p(ai j ), 1 i j 3}. Show that is P1 -unisolvent and that in general
Vh 1 C 0 () for a triangulation made up of such finite elements.
Exercise 5.2. Let K be a rectangle in R2 with vertices a1 , a2 , a3 , a4 . Let
a5 , a6 , a7 , a8 be the midpoints of the sides as in Fig. 4.5. If = {p 7
p(ai ), 5 i 8}, show that is not Q1 -unisolvent.
Let us now consider a family of finite elements of a given type. To
be more specific, we will consider for instance a family of triangles of
type (2) (see Example 4.2), but our subsequent descriptions extend to all
types of finite elements in all dimensions.
Pick, in particular, a triangle K with vertices {a1 , a 2 , a 3 } from this
family. Let the mid-points of the sides be {a12 , a 23 , a 13 }. Set P = PK =
P2 and define accordingly the associated set of degrees of freedom for
K as
X
X
= {p 7 p(ai ), 1 i 3; p 7 p(ai j ), 1 i < j 3}.

=
K
P)
,
as fixed in the
In as much as we consider the finite element (K,
sequel, it will be called the reference finite element of the family.
Given any finite element K with vertices a1 , a2 , a3 in this family,
there exists a unique invertible affine transformation of R2 i.e. of the
56
55
form F K ( x) = BK x + bK , where BK is an invertible 2 2 matrix and

= K and F K (ai ) = ai , 1 i 3. It is
bK R2 , such that F K (K)
easily verified that F K (ai j ) = ai j for 1 i < j 3. Also, the space
is precisely the space PK = P2 . Hence
{p : K R; p = p F K1 , p P}
the family {(K, , P)} is equivalently defined by means of the following
data:
P),
,
(i) A reference finite element (K,

= K, ai =
(ii) A family of affine mappings {F K } such that F K (K)
F K (ai ),
1 i 3, ai j = F K (ai j ), 1 i < j 3,
and
K = {p 7 p(F K (ai )); p 7 p(F K (ai j ))},
PK = {p : K R; p = p F K1 , p P}.
This special case leads to the following general definition.

P)
,
and (K, , P) are affine
Definition 5.3. Two finite elements (K,
equivalent if there exists an affine transformation F on Rn such that
(i) F( x) = B x + b, b Rn , B an invertible n n matrix,
(ii) K = F(K),
(iii) ais = F(ais ), s = 0, 1, 2,
1 = B 1 , 2 = B 2 , 2 = B 2
(iv) i,k
i,k i,k
i,k i,l
i,l
and
(v) P{p : K 7 R; p = p F 1 , p P}.

This leads to the next definition.
Definition 5.4. A family {(K, K , PK )} of finite elements is called an
affine family if all the finite elements (K, K , PK ) are equivalent to a
P).
,
single reference finite element (K,

56
57
Let us see why the relations given by (iv) must be precisely of that
form. We have by (v), p(x) = p(
x). This must be valid when we use the
basis functions as well. We have:
X
X
1
) p 1i,k ( x)
p ( x) =
p (a0i ) p 0i ( x) +
D p(
a1i )(i,k
i
i,k
2 2
, i,l ) p 2i,kl ( x).
p (a2i )(i,k
i,k,l
1 ) = Dp(a1 )B 1 by a simple application of the chain

Now D p (a1i )(i,k
i
i,k
rule and therefore
1
1
D p(
a1i )(i,k
) = Dp(a1i )i,k
,
by (iv).
By a similar treatment of the second derivative term, we get

X
X
1
)pi,k (x)
p ( x) =
p(a0i )p0i (x) +
Dp(a1i )(i1 )(i,k
i
i,k
D2 p(a2i )(ik2 , il2 )pikl (x) = p(x).
i,k,l
Thus the relations (iv) and (v) are compatible.

P)
,
be affine equivalent with F K
Theorem 5.1. Let (K, , P) and (K,
as the affine transformation. If v : K R induces v : K R by
(x = F K ( x)), then v
v ( x) = v(x) for x K,
b = v .
N , = { } N . By definition,
Proof. Let = { i }i=1
i i=1
i (v)
b = i (v) = i (v), 1 i N. i (v ) = i (v) = i (v), 1 i N.
Thus, i (v ) = i (v)
b for 1 i N. Hence v = v
b by uniqueness
of the function v .
57
Let us consider a polygonal domain with a triangulation th . Suppose to each K th is associated a finite element, (K, K , PK ), K being
the set of degrees of freedom, and PK the finite dimensional space such
that K is PK -unisolvent. Then we have defined the interpolation operator K . All these make sense locally i.e. at a particular finite element K.
We now define the global counterparts of these terms. The comparison
is given in the following table.
58
Table 5.1.
Local definition
1.
Finite element K.
1.
Global definition
S
The set =
K
K=tn
2.
3.
4.
5.
6.
7.
58
The boundary of K, K.
The space PK of functions
K R, which is finitedimensional.
P
N of
The set K = {i,K }i=1
degrees of freedom of K.
2.
3.
Basis functions of PK are

N
{pi,K }i=1
.
The nodes of K are
{a0i , a1i , a2i , . . .}.
5.
K is the PK -interpolation
operator,
defined
by
i,K (K v) = i,K (v), for all
P
i,K K .
Notice that, by definition,

(5.5)
(h v)|K = K (v|K)
4.
6.
The boundary of , = .
The space Vh of functions
R, which is also finitedimensional.
The set of degrees of freeP
N , where
dom h = {i }i=1
i (p|K) = i,K (p|K).
Basis function of Vh are {w j }.
The nodes of th are by defS
{Nodes of K} =
inition,
Kth
7.
{b j } say.
The Vh interpolation operator h is defined by h v
Vh such that, i,K (h v|K) =
P
i,K (v|K) for all i,K K .
for all
K th .
It is this property and the conclusion of theorem 5.1 that will be

essential in our future error analysis.
Definition 5.5. We say that a finite element of a given type is of class
C 0 , resp. of class C 1 , if, whenever it is the generic finite element of a
triangulation, the associated space Vh satisfies the inclusion Vh C 0 (),
resp. Vh C 1 (). By extension, a triangulation is of class C 0 , resp. of
class C 1 if it is made up of finite elements of class C 0 , resp. of class C 1 .
Reference: A forthcoming book of Ciarlet and Raviart [5].
Chapter 6
Interpolation Theory in
Sobolev Spaces
WE OUTLINED THE internal approximation method in Sec. 3. We are 59
naturally interested in the convergence of the solutions uh Vh to the
global solution u V. As a key step in this analysis we obtained the
error estimate (cf. Theorem 3.1):
(6.1)
||u uh || C inf ||u vh ||.

vh Vh
To be more specific let us consider an example. Given R2 a

polygon, consider the solution of the following problem, which is therefore posed in the space V = H01 ():
u + au = f in ,
(6.2)
u = 0 on .
Let th be a triangulation of by triangles of type (1), (2) or (3).
Then uh Vh H01 () and (6.1) reads as
(6.3)
||u uh ||1, C inf ||u vh ||1, .

vh Vh
We know a priori that u H01 (). Let us assume for the moment
that u C 0 (). (Such assumptions are made possible by the various
59
60
6. Interpolation Theory in Sobolev Spaces
regularity theorems. For instance, u H 2 () C 0 () if f L2 ()

and is a convex polygon). If u C 0 (), then we may define the
Vh -interpolate of u, i.e., h u by h u(b j ) = u(b j ) for the nodes b j of the
triangulation. Note also that h u|K = K u (cf. (5.5)). Now from (6.3)
we get,
||u uh ||1, C||u h u||1,
21
X
2
||u h u||1,K
= C
Kth
12
X
= C
||u K u||21,K
Kth
60
Thus the problem of estimating ||u uh ||1, is reduced to the problem

of estimating ||u K u||1,K . This is one central problem in the finite element method and motivates the study of interpolation theory in Sobolev
spaces.
We consider more general types of Sobolev spaces for they are no
more complicated for this purpose than those defined in Sec. 2.
Definition 6.1. Let m 0 be an integer, and 1 p +. Then the
Sobolev space W m,p () for Rn , open, is defined by
W m,p () = {v L p (); v L p () for all
|| m}.
Remark 6.1. H m () = W m,2 ().

On the space W m,p () we define a norm || ||m,p, by
1/p
Z
X
| v| dx
(6.4)
||v||m,p, =
||m
and the semi-norm | |m,p, by

Z
(6.5)
|v|m,p, =
||=m|
1/p
| v| p dx
61
If k 1 is an integer, consider the space W k+1,p ()/Pk . If v stands

for the equivalence class of v W k+1,p () we may define the analogues
of (6.4) and (6.5) respectively by
(6.6)
||v||k+1,p, = inf ||v + p||k+1,p,

pPk
and
61
|v|k+1,p, = |v|k+1,p, .
(6.7)
These are obviously well-defined and || ||k+1,p, defines the quotient

norm on the quotient space above. We then have the following key
result, whose proof may be found in Necas [20] for instance.
Theorem 6.1. In W k+1,p ()/Pk , the semi-norm |v|k+1,p, is a norm
equivalent to the quotient norm ||v||k+1,p, , i.e., there exists a constant
C = C() such that for all v W k+1,p ()/Pk
(6.8)
|v|k+1,p, ||v||k+1,p, C|v|k+1,p, .
Equivalently, we may state

Theorem 6.2. There exists a constant C = C() such that for each
v W k+1,p ()
(6.9)
inf. ||v + p||k+1,p, C|v|k+1,p, .
pPk
(Note: This result holds if has a continuous boundary and if it is

bounded so that Pk W k+1,p ().)
We now prove the following
Theorem 6.3. Let W k+1,p () and W m,q () be such that W k+1,p ()
W m,q () (continuous injection). Let L (W k+1 , (), W m,q ()), i.e.
a continuous linear map, such that for each p Pk , p = p. Then there
exists C = C() such that for each v W k+1,p ()
|v v|m,q, C||I ||L (W k+1 ,P(),W m,q ()) |v|k+1,p,
62
62
Proof. For each v W k+1,p () and for each p Pk , we can write

v v = (I )(v + p).
Thus,
|v v|m,q, ||v v||m,q,
= ||I ||L (W k+1,p (),W m,q ()) ||v + p||k+1,p, ,
for all p PK . Hence,

|v v|m,q, ||I ||L (W k+1,p (),W m,q ()) inf ||v + p||k+1,p,
pPk
|C||I ||L (W k+1,p (),W m,q ()) |v|k+1,p,

By theorem 6.2, this completes the proof.
of Rn are said to be affine equivDefinition 6.2. Two open subsets ,

alent if there exists an invertible affine map F mapping x to B x + b, B an
= .
invertible (n n) matrix and b Rn , such that F()
are affine equivalent, then we have a bijection between their
If ,
points given by x x = F( x). Also we have bijections between smooth
defined by (v : R) (v :
R) where
functions on and
v(x) = v ( x).
The following theorem gives estimates of |v|m,p, and |v|m,p, each
in terms of the other.
63
Rn be affine equivalent. Then there exist

Theorem 6.4. Let ,
constants C, C such that for all v W m,p ()
(6.11)
|v|m,p, C||B||m || det B|1/p |v|m,p,
and for all v W m,p ()

(6.12)
Note:
|v|m,p, C||B1 ||m | det B|1/p |v|m,p, .
63
(i) It suffices to prove either (6.11) or (6.12). We get the other by

We will prove the
merely interchanging the roles of and .
former.
(ii) ||B|| is the usual norm of the linear transformation defined by B,
||Bx||
= , F( x) = B x + b).
. (Recall that F()
viz. ||B|| = sup
n ||x||
xR
x,0
Proof. Let {e1 , . . . , en } be the standard basis for Rn . Let be a multiindex with || = m. By choosing a suitable collection {e1 , . . . , em }
with appropriate number of repetitions from the basis, we may write,
( v )( x) = (Dm v )( x)(e1 , . . . , em ),
where Dm v is the mth order Frechet derivative of v and Dm v ( x) is consequently an m-linear form on Rn . Thus,
| v ( x)| ||Dm v ( x)|| = sup |Dm v ( x)(1 , . . . , m )|.
||i ||=1
1im
Since this is true for all || = m, we get

|v|m,p, C1
(6.13)
||D v ( x)|| d x
!1/p
C2 |v|m,p, .
The first inequality is a consequence of our preceding argument.

The second follows by a straightforward argument. By composition of
functions in differentiation:
(6.14)
Dm v ( x)(1 , . . . , m ) = Dm v(x)(B1 , . . . , Bm);
This gives
64
||Dm v ( x)|| ||Dm v(x)|| ||B||m .
(6.15)
Hence the first inequality in (6.13) may be rewritten as

Z
|v| p C1p ||B||mp
||Dm v(F( x ))|| p d x
m,p,
64
=
p
C1 ||B||mp | det B|1
||Dm v(x)|| p dx
C p ||B||mp | det B|1 |v|m,p, .

by an inequality similar to the second inequality of (6.13). Raising to
power 1/p on either side we get (6.11). This completes the proof.

We now estimate the norms ||B|| and ||B1 || in terms of the sizes of
More precisely, if h, (resp. h)
the supremum of the diameters
and .
we have the following:
of all balls that can be inscribed in , (resp. ),
Theorem 6.5. ||B|| h/,
and
||B1 || h/.
Proof. Again it suffices to establish one of these. Now,

!
1
||B|| = sup ||B|| .
||||=
such that = y z. Then
Let Rn with |||| = .
Choose y , z
B = By Bz = y z, where F(y) = y, F(z) = z. But y, z and hence
||y z|| h. Thus ||B|| h. Hence ||B|| h/,
which completes the
proof.

We conclude this section with an important, often used, result.
P)
,
be a finite element. Let s(= 0, 1 or 2) be
Theorem 6.6. Let (K,
Assume that:
the maximal order of derivatives occurring in .
65
C s (K)
(i) W k+1,p (K)

W m,q (K)
(ii) W k+1,p (K)
(iii) Pk P W m,q (K)
P)
,
such that for all affine
Then there exists a constant C = C(K,
equivalent finite elements (K, , P) we have
(6.16)
|v K v|m,q,K C(meas K) q p
hk+1
K
|v|k+1,p,K
m
K
for all v W k+1,p (K), where hK is the diameter of K and K is the

supremum of diameters of all balls inscribed in K.
65
for any polynomial p Pk we have p = p. We

Proof. Since Pk P,
may write
X
X
1
v =
v (a0i ) p 0i +
(Dv(a1i )(i,k
)) p 1i,k
(6.17)
i,k
X
2 2
= + (D2 v (a2i )(i,k
, i,l )) p 2i,k,l ,
i,k,l
all these sums being finite (the second and third may or may not be
W m,q (K)).
present). We claim that L (W k+1 , p(K),

Since P
m,q
m,q
all the basis functions in (6.17) are in W (K).
Thus,
W (K)
X
||v ||m,q,K
|v(a0i )| || p 0i ||m,q,K
i
(6.18)
X
i,k
X
i,k,l
1
|Dv(a1i )(i,k
)| || p 1ik ||m,q,K
2 2
|D2 v (a2i )(i,k
, i,l )| || p 2ikl ||m,q,K
C s (K)
and all the numbers v (a0 ), etc. . . , are
Since W k+l,p (K)
i
bounded by their essential supremum over K,

||v ||m,q,K C||v||k+1,p,K .
66
Hence the claim is valid. Now by virtue of (ii) and also our observation on preservation of polynomials, we may apply theorem 6.3 to .
P)
,
such that
Hence there exists C = C(K,
|v v |m,q,K C|v|k+1,p,K
for
v W k+1,p (K).
Notice that v = d
v = v d
K v. Thus
K v by Theorem 5.1. Thus v
= K where F K ( x) = BK x + bK , we get
if F K (K)
(6.19)
m
1/q
|v K v|m,q,K C1 ||B1
|v v |m,q,K ,
K || | det B K |
by Theorem 6.4. Also by the same theorem

(6.20)
|v|k+1,p,K C2 ||BK ||k+1 | det BK |1/p |v|k+l,p,K .
66
Further | det BK | being the Jacobian of the transformation, we have

hK
meas K
and ||BK ||
| det BK | =
, ||B1
K || h/K by theorem 6.5.
meas K
,
Since h,
meas K are constants, combining (6.19), (6.20) and the preceding observation we complete the proof of the theorem.

References: See Bramble and Hilbert [28], Bramble and Zlqmal [2],
sek
Ciarlet and Raviart [7], Ciarlet and Wagschal [8], Strang [21], Zeni
[23, 24] and Zlamal [25, 32].
Chapter 7
Applications to
Second-Order Problems
Over Polygonal Domains
WE APPLY THE results of the preceding section in studying the conver- 67
gence of the finite element method, i.e. the convergence of the solutions
uh of (Ph ) to the solution u of a problem (P) which corresponds to the
choice V = H 1 () or H01 (), which we saw in Sec. 2 led to second-order
problems.
Let be a polygonal domain throughout.
Definition 7.1. A family (th ) of triangulations of is regular is
(i) for all th and for each K th , the finite elements (K, , P) are
P)
,
called the
all affine equivalent to a single finite element, (K,
reference finite element of the family;
(ii) there exists a constant such that for all th and for each K th
we have
(7.1)
hK
where hK , K are as in Theorem 6.6;

67
7. Applications to Second-Order Problems...
68
(iii) for a given triangulation th if

h = max hK ,
(7.2)
Kth
then h 0.
Remark 7.1. The condition (ii) in definition 7.1 assures us that as h 0
the triangles do not become flat; cf. Exercise 7.1.
68
Exercise 7.1. If n = 2 and the sets K are triangles, show that condition
(ii) of definition 7.1 is valid if and only if there exists 0 > 0 such that
for all th and K th , K 0 > 0, K being the smallest angle in K.
Exercise 7.2. Consider the space Vh associate with th . Since Vh is finite
dimensional all norms are equivalent and hence
|vh |0,, Ch |vh |0,
for all
vh Vh ,
for some constant Ch , a priori dependent upon h, which we may evaluate

as follows: If (th ) is a regular family of triangulations, show that there
exists a constant C, independent of h, such that
(7.3)
|vh |0,,
C
|vh |0,
hn/2
for
vh Vh .
Also show that there exists a constant C such that

(7.4)
|vh |1,
C
|vh |0,
h
for all
vh Vh .
We now obtain an estimate for the error ||u uh ||1, when the family
of triangulations is regular, which also gives convergence.
Theorem 7.1. Let (th ) be a regular family of triangulations on of
P).
,
We
class C 0 (i.e. Vh C 0 ()) with reference finite element (K,
assume that there exists an integer k 1 such that
(i) PK P H 1 (K)
C s (K)
where s(= 0, 1, or 2) is the maximal order of
(ii) H k+1 (K)
P
derivatives in .
69
(iii) u H k+1 () (Regularity assumption).
Then there exists a constant C (independent of Vh ) such that

||u uh ||1, Chk |u|k+1, .
(7.5)
Proof. Since Vh C 0 (), PK H 1 (K), we have Vh V. By (ii) and 69

(iii) of the hypothesis we have that the Vh -interpolate of u, viz. h u is
well-defined. Since h u Vh , by our fundamental result (see Theorem 3.1 or relation (6.1)), it suffices to estimate ||u h u||1, . Now,
C s (K),
H k+1 (K)
H 1 (K)
(k 1),
H k+1 (K)
Pk P H 1 (K),
and we may apply Theorem 6.6 with p = q = 2, m = 1 to get
(7.6)
|u K u|1,K C|u|k+1,K
hk+1
K
K
C|u|k+1,K hkK
(Since
hK
).
K
Similarly with m = 0 we get

(7.7)
|u K u|0,K C|u|k+1,K hk+1

K .
These together give

(7.8)
||u K u||1,K ChkK |u|k+1,K .
Now since hK h,
||u h u||1,
21
X
2
||u K u||1,K
=
Kth
21
X
|u|2k+1,K
C hk
Kth
= C h |u|k+1, .
70
Example 7.1. Consider triangulations by triangles of type (1). Then 70

C 0 (K).
If u H 2 (),
k = 1, P = P1 and if n = 2 or 3, H 2 (K)
Theorem 7.1 says that
||u uh ||1, C h|u|2, .
We conclude the analysis of convergence in the norm || ||1, with
the following result.
Theorem 7.2. Let (th ) be a regular family of triangulations of , of
Then (with the
class C 0 . Let s = 0 or 1 and let P1 P H 1 (K).
1
1
assumption that u V = H () or H0 ()) we have
lim ||u uh ||1, = 0
(7.9)
h0
Proof. Let V = V W 2, (). Since s 1, W 2, () C s () and

W 2, () H 1 (). The second inclusion follows a fortiori from the
Thus we may apply Theorem
first with s = 1. Also, P1 P H 1 (K).
6.6 with k = 1, p = , m = 1, q = 2. Then for all v V ,
1
||v K v||1,K C(meas K) 2 h|v|2,,K

1
C(meas K) 2 h|v|2,, .
Summing over K, we get
||v h v||1,
12
X
meas K
C h|v|2,,
Kth
= C h|v|2,, ,
since
(7.10)
Kth
meas K = meas , a constant. Thus, for all v V ,

lim ||v h v||1, = 0
h0
71
Notice that V = V. Hence choose v0 V such that ||uv0 ||1, /2

where > 0 is any preassigned quantity. Then once v0 is chosen, by
71
(7.10) choose h0 such that for all h h0 , ||v0 h v0 ||1, /2. Now, by
(6.1)
||u uh ||1, C||u h v0 ||1,
C ||u v0 ||1, + ||v0 h v0 ||1,
C, for h h0 .
This gives (7.9) and completes the proof.

We now have, by Theorem 7.1, |u uh |0, ||u uh ||1, = 0(hk ).

We now show, by another argument that |u uh |0, = 0(hk+1 ), (at least
in some cases) there by giving a more rapid convergence than expected.
This is done by the Aubin-Nitsche argument (also known as the duality
argument). We describe this in an abstract setting.
Let V be a normed space with norm denoted by || ||. Let H be a
Hilbert space with norm | | and inner product (, ) such that
(7.11)
(i) V H,
(ii) V = H.
and
For second-order problems: V = H 1 () or H01 () and H = L2 ().

Since H is a Hilbert space, we may identify it with its dual. Further
since V is dense in H, we have that H may be identified with a subspace
of V , the dual of V. For, if g H, define g V by g (v) = (g, v) g V
since |g(v)| C|g| ||v||. If g (v) = 0 for all v V, then (g, v) = 0 for all
v H as well since V = H. Thus g = 0. This proves the identification.
In the sequel we will set g = g .
72
Recall that u and uh are the solutions of the problems:
for all v V,
(P)
a(u, v) = f (v)
(Ph )
a(uh , vh ) = f (vh ) for all vh Vh V,
and that the assumptions on (P) are as in the Lax-Milgram lemma. Then
we have the following theorem.
72
Theorem 7.3. Let the spaces H and V satisfy (7.11). Then with our
above mentioned notations,
)
(
1
inf || h || ,
(7.12)
|u uh | M||u uh || sup
gH |g| h Vh
where for each g H, V is the corresponding unique solution of the

problem
(P )
a(v, ) = (g, v)
for all v V,
and M the constant occurring in the inequality giving continuity of

a(, ).
Remark 7.2. Note that unlike in (P), we solve for the second argument
of a(, ) in (P ). This is called the adjoint problem of (P). The existence
and uniqueness of the solution of (P ) are proved in an identical manner.
Note that if a(, ) is symmetric, then (P) is self-adjoint in the sense that
(P) = (P ).
Proof. From the elementary theory of Hilbert spaces, we have
|u uh | = sup
(7.13)
gH
g,0
|(g, u uh )|
.
|g|
For a given g H,
(7.14)
73
(g, u uh ) = a(u uh , )
Also if h Vh we have,
(7.15)
a(u uh , h ) = 0.
Thus (7.14) and (7.15) give

(7.16)
(g, u uh ) = a(u uh , h ),
which gives us
|(g, u uh )| M||u uh || || h ||,

and hence
73
!
|| h ||
|u uh | M||u uh | sup
.
|g|
gH
g,0
by (7.13). Since this is true for any h Vh we may take infimum over
Vh to get (7.12), which completes the proof.

For dimensions 3 and Lagrange finite elements we now show that
|u uh |0, = 0(hk+1 ). For this we need one more definition.
Definition 7.2. Let V = H 1 () or H01 (), H = L2 (). The adjoint
problem is said to be regular if the following hold:
(i) for all g L2 (), the solution of the adjoint problem for g
belongs to H 2 () V;
(ii) there exists a constant C such that for all g L2 ()
||||2, C|g|0, ,
(7.17)
where is the solution of the adjoint problem for g.

Theorem 7.4. Let (th ) be a regular family of triangulations on with
P).
,
Let s = 0 and n 3. Suppose there
reference finite element (K,
Assume 74
exists an integer k 1 such that u H k+1 (), Pk P H 1 (K).
further that the adjoint problem is regular in the sense of Definition 7.2.
Then there exists a constant C independent of h such that
(7.18)
|u uh |0, C hk+1 |u|k+1, .
Proof. Since n 3, H 2 () C 0 (). Also, H 2 () H 1 () and P1 P

Thus for H 2 (), by Theorem 7.1,
H 1 (H).
|| h ||1, C h||2, .
Hence
(7.19)
inf || h ||1, C h||2, .
h Vh
74
By (7.12) and (7.19).
|u uh |0, M||u uh ||1, sup
gL2 ()
!
1
Ch||2, .
|g|0,
By the regularity of (P ),
||2, ||||2,
constant.
|g|0,
|g|0,
(7.20)
Thus, |u uh |0, C h||u uh ||1,

C h(hk |u|k+1, )
(by theorem 7.1).
This gives (7.18) and completes the proof.
We finally give an estimate for the error in the L -norm.

Theorem 7.5. Let (th ) be a regular family of triangulations on Rn ,
where n 3. Assume further that for all th and K th .
(7.21)
75
0<
hK
, f rm[o],
h
being a constant.
L (K).
If (P ) is regular,
Let u H 2 () and P1 P H 1 (K)
then there exists a constant C independent of h such that
|u uh |0,, C h|u|2, ; if n = 2
(7.22)
|u uh |0,, C h|u|2, if n = 3.
Proof. Assume n = 2. Now

(7.23)
|u uh |0,, |u h u|0,, + |h u uh |0,, .
Note that since (uh h u) Vh , we may apply Exercise 7.1 to get

(7.24)
|uh h u|0,,
C
|uh h u|0, .
h
Thus,
|uh h u|0,,

C
|uh u|0, + |u h u|0,
h
75
i
Ch
C1 h2 |u|2, + C2 h2 |u|2,
h
C h|u|2, (by Theorem 7.4 and Theorem 6.6).
Thus,
Also H 2 () C 0 (); H 2 () L () and P1 P L (K).
by Theorem 6.6 with k = 1, p = 2, m = 0, q = ,
1
|u K u|0,,K C(meas K) 2 h2 |u|2,K .

Since n = 2,
meas K C2K
C2 2
C 2
h
h
2 K
2
by (7.1), so that (meas K) 2 C h1 and therefore,

|u K u|0,,K C h|u|2,K .
Hence we obtain (7.22) for n = 2 since
|u h u|0,, = max |u K u|0,,K C h|u|2, .
Kth
76
For n = 3, the only variation in the proof occurs in the fact that
|uh h u|0,,
C
|uh h u|0,
h3/2
as in Exercise 7.1 and that now

meas K C3K
C
C3 3
3
h .
K
3
3
References: One may refer to Ciarlet and Raviart [6] for 0(h) convergence in the norm | |0,, for any n. See also Bramble and Thomee
[1].
Chapter 8
Numerical Integration
LET US START with a specific problem. Let be a polygonal domain 77
in Rn . Consider the problem
(8.1)
n
P u
xi ai j x j = f in ,
i, j=1
u = 0 on = .
where the (ai j ) and f are functions over which are smooth enough.
Let us further assume that there exists > 0 such that, for all Rn ,
(8.2)
n
X
i, j=1
ai j i j
n
X
i2 .
i=1
It has been seen earlier (cf. Remark 2.2) that the above problem (8.1)
is obtained from a problem (P) with a(, ) and f () being defined by
(8.3)
R Pn
u v
a(u, v) = i, j=1 ai j x j xi dx
R
f (v) =
f v dx
for u, v V = H01 ().

Approximating the solution by the finite element method, i.e. by
constructing a regular family of triangulations (th ) with reference finite
77
8. Numerical Integration
78
P),
,
we get the problems (Ph ), i.e., to find uh Vh such
element (K,
that
(8.4)
for all vh Vh .
a(uh , vh ) = f (vh ),
M for V , then we may write

If we choose a basis {wk }k=1
h
(8.5)
uh =
M
X
uk wk .
k=1
Thus to solve (Ph ) we have to solve the linear system

(8.6)
M
X
k=1
a(wk , wm )uk = f (wm ), 1 m M.
78
Notice that
a(wk , wm ) =
(8.7)
f (wm ) =
n
XZ X
Kth
K i, j=1
Kth
XZ
ai j
wk wm
dx
x j xi
f wm dx.
Thus we have ended up with the computations of integrals over K

th . These are, in general, difficult or impossible to evaluate exactly and
one thus has to resort to numerical methods. We now study briefly how
this may be done.
= K, where, F K ( x) = BK x +bK , with det BK >
Let us assume F K (K)
0. There is no loss in generality in the last assumption. Then if is a
function over K, we have
Z
Z
(
x)d x
(8.8)
(x)dx = (det BK )
K
the functions and being in the usual correspondence. We then replace the expression in the right-hand side by the following:
(8.9)
b
(
x)dx
L
X
1=1
1 (
b 1 ).
79
In this section will denote the right-hand side replacing the expression in the left hand side in similar relations). In (8.9) the quantities
1 are called the weights and the points b 1 are called the nodes
of the quadrature scheme. While in general we may assume
1 R
and b 1 Rn , we will restrict ourselves to the most common case where
1 l L.
1 > 0 and b 1 K,
We may now define the error functional E by
(8.10)
E ()
=
(
x)d x
L
X
1 (
b 1 ).
1=1
79
We will be interested in finding spaces of polynomials for which

E ()
= 0, i.e., again we need polynomial invariance, an idea already
found in interpolation theory. The above quadrature scheme for K induces one on K as well since if we set
1,
1,K = (det BK )
(8.11)
b1,k = F K (b 1 ),
we then deduce the numerical quadrature scheme

(8.12)
(x)dx
L
X
1,K (b1,K ).
1=1
We shall therefore define the error functional

Z
L
X
(x)dx
(8.13)
EK () =
1,K (b1,K ).
K
l=1
Notice that the following relation holds:

(8.14)
EK () = (det BK )E ().
Example 8.1. Consider K to be an n-simplex in Rn . Let a be its centroid.

Let
Z
(
(
x)d x (meas K)
a).
K
80
Exercise 8.1. Show that E ()

= 0 for P1 in Example 8.1.
Example 8.2. Let K be a triangle in R2 . With the usual notations, set
Z
X
1
(
ai j ).
(
x)d x (meas K)
3
K
1i< j3
80

= 0 for P2 in Example 8.2.
Example 8.3. Let K be as in Example 8.2. Let (cf. Fig. 8.1):
Z
3
X
X
1
.
3
(
a
)
+
8
(
a
)
+
27
(
a
)
(
x)d x (meas K)
i
i
j
60
K
i=1
1i< j3
Figure 8.1:
= 0 for P3 , in Example 8.3.
Let us now review the whole situation. We had the original approximation problem (Ph ): To find uh Vh such that a(uh , vh ) = f (vh )
for all vh Vh .
This led to the solution of the linear system (8.6). By virtue of the
quadrature scheme we arrive at a solution of a modified approximation
problem (Ph ): To solve the linear system
(8.15)
M
X
k=1
ah (wk , wm )uk = fh (wm ), 1 m M,
where
(8.16)
81
n
P PL
P
wk wm
ah (wk , wm ) =
ai j x j xi (b1,K )
l=1 1,K
Kth
i, j=1 !
L
P P
1,K ( f wm )(b1,K ) .
fh (wm ) =
Kth l=1
While uh was given by (8.5) we now obtain

uh =
(8.17)
M
X
uk wk .
k=1
Thus the problem (Ph ) (not to be confused with any adjoint problem!) consists in finding uh Vh such that, for all wh Vh ,
81
ah (uh , wh ) = fh (wh )
(8.18)
where
(8.19)
L
n
P P
P
vh wh
ah (vh , wh ) =
ai j x j xi (b1,K )
1,K
Kth l=1
i, j=1
L
P P
1,K ( f vh )(b1,K ),
fh (vh ) =
Kth l=1
for vh , wh Vh .
Remark 8.1. The bilinear form ah (, ) : Vh Vh R and the linear

form fh : Vh R are not defined over V in general. For instance if
V = H01 ()(n = 2) in one of the examples, then as they require point
values of the nodes, we see that they are not in general defined over V.
Having obtained the approximate solution uh by numerical integration, we are naturally interested in its efficacy. Thus we require to know
the error ||uuh ||. We now carry out the error analysis, first in an abstract
setting.
Let us maintain our assumptions as in the Lax-Milgram lemma and
consider the problem (P). Then we have problems (Ph ) to find uh Vh
V such that for all vh Vh , ah (uh , vh ) = fh (vh ) where fh Vh and ah (, )
is a bilinear form on Vh . Then we would like to answer the following
questions:
82
(i) What are sufficient conditions such that (Ph ) have unique solutions?
(ii) Can we find an abstract error estimate for ||u uh ||?
(iii) If ||u uh || = 0(hk ), i.e., without numerical quadrature, under what
conditions is this order of convergence preserved, i.e. when can
we say ||u uh || = 0(hk )?
82
The assumption of Vh -ellipticity of the bilinear forms ah (, ) answers

the first question (by the Lax-Milgram lemma) and we will see in Theorem 8.2 under which assumptions it is valid. The following theorem
answers the second question.
Theorem 8.1. Let the bilinear forms ah (, ) be Vh -elliptic uniformly with
respect to h, i.e., there exists a constant e
> 0, independent of h, such
that for all h and for all vh Vh ,
ah (vh , vh ) e
||vh ||2 .
(8.20)
Then the approximate problems (Ph ) all have unique solutions uh ,

and further we have the estimate:
||u uh ||
(8.21)
C inf
vh Vh
||u vh || + sup
wh Vh
)
!
| f (wh ) fh (wh )|
|a(vh , wh ) ah (vh , wh )|
+ sup
.
||wh ||
||wh ||
wh Vh
Remark 8.2. If a = ah , f = fh then we get our original estimate (3.1).

Thus (8.21) generalizes our previous result.
Remark 8.3. The terms involving a, ah and f , fh merely mean that if uh
is to converge to u, then ah and fh must be close to a and f respectively. Their convergence to 0 with h may be viewed as consistency
conditions which are so often found in Numerical Analysis.
Proof. The existence and uniqueness of the uh are obvious by the LaxMilgram lemma applied to the Vh . Since, for all vh Vh , we have
ah (uh , uh vh ) = fh (uh vh ),
83
a(u, uh vh ) = f (uh vh ),
83
we have the identity
(8.22)
ah (uh vh , uh vh ) = a(u vh , uh vh ) + {a(vh , uh vh )
ah (vh , uh vh )} + { fh (uh vh ) f (uh vh )}.
Hence by (8.20) we get

e
||uh vh ||2 M||u vh || ||uh vh ||
+ |a(vh , uh vh ) ah (vh , uh vh )|
+ | fh (uh vh ) f (uh vh )|.
Thus,
e
||uh
|a(vh , uh vh ) ah (vh , uh vh )|
vh || M||u vh || +
||uh vh ||
| fh (uh vh ) f (uh vh )|
+
||uh vh ||
M||u vh || + sup
||wh ||
wh Vh
| f (wh ) fh (wh )|
+ sup
||wh ||
wh Vh
since (uh vh ) Vh . Hence,

||u uh || ||u vh || + ||uh vh ||

M
1
1+
||u vh || + sup
e
e
wh Vh
||wh ||
| f (wh ) fh (wh )|
1
.
+ sup
e
wh Vh
||wh ||
Varying vh over Vh and taking the infimum, and replacing (1+ M/e
), 84
(1/e
) by a larger constant C, we get (8.21), which completes the proof.
84
The following theorem tells us when the uniform Vh -ellipticity assumption of Theorem 8.1 is satisfied in the example we started with.
Theorem 8.2. Let ah (, ) and fh () be as in (8.19). Assume further that
L
S
(i)
1 > 0, 1 l L, (ii) P Pk , and (iii) {b l } contains a Pk 1
l=1
unisolvent subset. Then the ah (, ) are Vh -elliptic uniformly with respect

to h.
Proof. We must produce an > 0, free of h, such that ah (vh , vh )

|v
h |21, for all vh Vh . We have
n
L
X
XX
v
v
h
h
(b )
ai j
ah (vh , vh ) =
1,K
l,K
x
x
j
i
i, j=1
Kth l=1
(8.23)
n
!2
L
XX
X pK
l,K
(bl.K )
xi
Kt l=1
i=1
h
where pK = vh |K . The inequality (8.23) is a result of the ellipticity

condition (8.2) on the matrix (ai j ) and the fact that l,K > 0, since
e1 >
0 and we assumed without loss in generality that det BK > 0. Now let
p K (b
x) = pK (x), where x = BK x + bK . Let BK = (bi j ), so that
xj =
n
X
b jl xl + bK, j .
l=1
Then
p K X pK (x) x j X pK (x)
=
=
b ji .
xi
x j xi
x j
j=1
j=1
n
Thus is
p K ( x)
p K ( x)
,...,
D =
x1
xn
and
D=
!
pK (x)
pK (x)
,...,
,
x1
xn
2 ||D||2 ||BK ||2 . Thus,

we have D = DBK . Hence ||D||
!2
!2
n
n
X
X
pK
p K
2
(8.24)
(bl,K ) ||BK ||
(b1 ) .
xi
xi
i=1
i=1
85
85
Now suppose p P is such that

L
X
(8.25)
l=1
!2
n
X
p
(b1 ) = 0.
1
xi
i=1
p
(bl ) = 0 for all 1 l L and 1 i
xi
p
p
Pk 1 and hence
= 0 by the Pk 1 n. Since P Pk , we have
xi
xi
0
unisolvency. Thus p P0 , and on the finite dimensional space P/P
we have a norm defined by the
(in practice we always have P0 P)
square-root of the left hand side of (8.25). By the finite dimensionality
this is equivalent to the norm defined by the | |1,K norm on P. Hence we
have a constant > 0 such that
Then since
1 > 0, we have
(8.26)
L
X
l=1
!2
n
X
p
p|
(bl ) |
2l,K .
i
i=1
We will apply this to p K . We also have

(8.27)
2
1
2
| p K |2l,K C||B1
K || (det B K ) |pK |l,K ,
by Theorem 6.4. Combining the inequalities (8.23), (8.24), (8.26) and

(8.27), we get
X
1 2
1
2
ah (vh , vh )
(det BK )||BK ||2 C||B
K || (det B K ) |pK |l,K
Kth
= C
Kth
2
2
(||BK || ||B1
K ||) |pK |l,K
Kth
|pK |2l,K
= C|v
h |2l,
h |1, = |v
2 by Theorem 6.5. This proves the theorem.
since (||BK || ||B1
K ||)
86
Let us now review our Examples 8.1 through 8.3 to see if the condi- 86
tions of Theorem 8.2 are satisfied.
Let n = 2 and consider Example 8.1. Clearly
= meas K > 0. Also
P
P = P1 for triangles of type (1). Since K = {p(a)} is P0 -unisolvent, we

have that for triangles of type (1) and the quadrature scheme of Example
8.1 the corresponding ah (, ) are Vh -elliptic uniformly with respect to h.
For triangles of type (2), P = P2 . The weights
1 are all > 0 in
Example 8.2. Further we saw in Exercise 5.1 that {ai j }1i< j3 is P1 unisolvent. Hence Theorem 8.2 is valid for this quadrature scheme as
well.
For triangles of type (3), consider the quadrature scheme of Example 8.3. We have
1 > 0 and P = P3 . It was seen in Example 4.2 that
the set {ai ; 1 i 3} {ai j ; 1 i < j 3} is P2 -unisolvent. Hence
the corresponding bilinear forms ah (, ) are Vh -elliptic uniformly with
respect to h.
Exercise 8.4. Let (H, | |) be a Hilbert space and V a subspace with norm
|| || such that V H and V = H cf. Sec. 7. Then with the usual
notations show that
n1
inf (M||u uh || || h || + |a(uh , h ) ah (uh , h )|
|u uh | sup
gH |g| h Vh
o
+| f (h ) fh (h )|)
where is the solution of adjoint problem for g.
We now turn our attention to the evaluation of the bound for ||u uh ||
given by (8.21). For second-order problems, for which the norm is ||
||1, , we will take as usual for vh Vh the element h u Vh so that we
now get the bound
"
|a(h u, wh ) ah (h u, wh )|
||u uh ||1, C ||u h u||1, + sup

||wh ||1,
wh Vh
#
(8.28)
| f (wh ) fh (wh )|
+ sup
.
||wh ||1,
wh Vh
87
Let us assume that we may apply Theorem 7.1, so that
(8.29)
87
||u h u||1, C hk |u|k+1, .
In order to keep the same accuracy, we will therefore try to obtain

estimates of the following form:
(8.30)
C(u)hk ,
sup
||wh ||1,
wh Vh
| f (wh ) fh (wh )|
C( f )hk ,
wsup
||w
||
h
1,
V
h
h
and these will in turn be obtained from local estimates. (cf. Theorem 8.4 and Exercise 8.5).
As a preliminary step, we need two results which we prove now.
The first of these is a historically important result in the interpolation
theory in Sobolev spaces.
Theorem 8.3 (BRAMBLE-HILBERT LEMMA; cf. Bramble and
Hilbert [27]). Let Rn be open with Lipschitz continuous boundary . Let f W k+1,p ()) which vanishes over Pk . Then there exists a
constant C = C() such that, for all v W k+1,p (),
(8.31)
| f (v)| C|| f ||k+1,p, |v|k+1,p, .
Proof. For v W k+1,p () and all p Pk , we have

f (v) = f (v + p),
so that
| f (v)| = | f (v + p)| || f ||k+1,p, ||v + p||k+1,p, ,
and thus,
88
| f (v)| || f ||k+1,p, inf ||v + p||k+1,p,
pPk
C|| f ||k+1,p, |v|k+1,p, ,
by Theorem 6.2, which completes the proof.
88
Lemma 8.1. Let W m,q (), w W m, (). Then w W m,q (), and
there exists a numerical constant C, independent of and w such that
(8.32)
|w|m,q, C
M
X
j=0
||m j,q, |w| j,, .
Proof. The result is an immediate consequence of the Leibniz formula:

For any || = m,
(w) =
m X
X
C, () (w)
j=0 ||= j
which yields (8.32).
We may now apply Lemma 8.1 and Theorem 8.3 to get the estimates
(8.30). We do this in two stages (Theorem 8.4 and Exercise 8.5) in
which, for the sake of simplicity, we present our results for the special
case PK = P2 .
Theorem 8.4. Let PK = P2 and consider a quadrature scheme such that
)
for all P2 , (
= 0. Then there exists a constant C, independent of
K, such that for all ai j W 2, (K) and for all p, p PK we have
#
"
p
p
p p
||1,K |
|0,K .
| C h2K ||ai j ||2,,K ||
(8.33)
|EK (ai j )
x j xi
x j
xi
p p
,
P1 , it suffices to find a suitable estix j xi
mate for EK (avw), for a W 2, (K), v, w P1 . Further, since
Proof. Since we have
(8.34)
89
EK (avw) = (det BK )E (av w),
and v ,
we will first find an estimate for E (av w),
with a W 2, (K)
w P1 . Let 0 w be the orthogonal projection of w onto the subspace P0
Then we may write
in the sense of L2 (K).
(8.35)
E (av w)
= E (av 0 w)
+ E (av (w 0 w)).
89
(i) Estimate for E (av 0 w).
R defined by
Consider the functional E : W 2, (K)
=
7 E ()
x)d x =
(
L
X
b 1 ).
1 (
l=1
|
||
C|
0,,K C||
2,,K . Thus E is a continuous linear func|E ()|
2,
Hence by Theorem 8.3, since E vanishes on P1 (
tional on W (K).
1
P2 ) , we have a constant C such that
(8.36)
|
C|
2,,K .
|E ()|
Thus
av 0 w|
|E (av 0 w)|
C|
2,,K
av |2,,K |0 w|
C|
0,,K
since 0 w P0 is a constant function. By Lemma 8.1 (recall that v
P1 ),
h
i
0 w|
|E (av 0 w)|
C|
0,,K |a|1,,K |v|1,,K + |a|2,,K |v|0,,K .
By the equivalence of the L2 and L norms on P0 , and since the
projection has norm less than that of the vector itself in any Hilbert
space we have the chain of inequalities
0 w|
w|
|0 w|
0,,K C|
0,K C|
0,K .
90
Similarly we may replace |v|1,,K by |v|1,K and |v|0,,K by |v|0,K since

the L2 and L norms are equivalent on P1 . Thus we get
(8.37)
a|1,,K |v|1,K + |a|2,,K |v|0,K )|w|

|E (av 0 w)|
C(|
0,K .
1
In this estimate, we do not use the full polynomial invariance of the quadrature
scheme.
90
(ii) Estimate for E (av (w 0 w)).
Then
Let w P1 be fixed and let W 2, (K).
(
|E ((
w 0 w))|
C|
w 0 w)|
0,,K
C||
0,,K |w 0 w|
0,,K
w 0 w|
C|
0,,K ||||
2,,K .
defined by 7 E ((
Thus the functional on W 2, (K)
w 0 w))
is
w
continuous, linear with norm C|
0 w|
0,,K . Since for P1 , (
w
0 w)
P2 , we have that the functional vanishes on P1 . By Theorem 8.3,
w 0 w|
|E ((
w 0 w))|
C|
0,,K ||
2,,K .
Set = a v . Now,
a|2,,K |v|0,,K + |a|1,,K |v|1,,K ).
|av |2,,K C(|
Again we may use the equivalence between the L -norms of v and
w 0 w and the L2 -norms of the same functions as in (i) since they belong to the finite dimensional space P1 . Also, by the triangle inequality,
w|
|w 0 w|
0,K C|
0,K .
Thus we get
(8.38)
a|2,,K |v|0,K + |a|1,,K |v|1,K )|w|

|E (av (w 0 w))|
C(|
0,K .
91
(iii) We can now complete the proof. Recall that EK (avw) = (det BK )
E (av w).
Also,
|a|m,,K C hm
K |a|m,,K
(8.39)
2
|v|2m,K C h2m
K (det B K ) |v|2m,K .
1
|w|
0,K C(det BK ) 2 |w|0,K ,
91
by Theorems 6.4 and 6.5. Combining (8.37), (8.38) and (8.39),

we get
|EK (avw)| C h2K (|a|1,,K |v|1,K + |a|2,,K |v|0,K )|w|0,K
C h2K ||a||2,,K ||v||1,K |w|0,K .
Setting a = Ai j , v =
the proof.
p
p
,w =
we obtain (8.33), thus completing
x j
xi
We leave the second stage as an exercise:

Exercise 8.5. Let PK = P2 and let the quadrature scheme be such that
E ()
= 0 for all P2 . Then show that for q such that W 2,q (K)
C 0 (K), there exists C independent of K such that for all f W 2,q (K)
and all p PK ,
1
|EK ( f p)| C h2K (det BK ) 2 q || f ||2,q,K ||p||1,K .

[Hint: If 1 is the orthogonal projection to P1 in the L2 -sense then write
E ( fp ) = E ( f 1 p ) + E ( f( p 1 p ))].
Remark 8.4. The inclusion W 2,q (K) C 0 (K) is true if, for instance,
2 nq > 0, by the Sobolev imbedding theorem.
We now come to the final stage in the estimation of ||u uh ||.
Theorem 8.5. Let (th ) be a regular family of triangulations on by 92
n-simplices of type (2). Let us assume that the Vh -ellipticity is uniform
with respect to h. Let E ()
= 0 for all P2 . Then if u H 3 ()
C 0 ()(n 5), ai j W 2, () and f W 2,q () for some q 2, we have
the estimate
(8.40)
||u uh ||1, C h2 [||u||3, + || f ||2,q, ].
Proof. We estimate the various quantities in (8.28). We have:

92
n
XX
Kth i, j=1
n
XX
Kth i, j=1
2
n
X
i, j=1
|EK (ai j
(h u|K) (wh |K)

|
x j
xi
C h2K ||ai j ||2,,K ||
(h u|K )
(wh |K)
||1,K |
|0,K
x j
xi
12
X (h u|K)
2
||1,K
||ai j ||2,,
||
x j
Kth
21
X (wh |K)
||
||0,K
xi
Kth
(since hK h, and we may apply the Cauchy-Schwarz inequality)

C h2 ||h u||2, ||wh ||1,
Now,
||h u||2, ||u||2, + ||u h u||2, C||u||2, ,
using Theorem 6.3 with P1 PK = P2 . Therefore, for all wh Vh , we

have
Ch2 ||u||2, .
||wh ||1,
(8.41)
Similarly, we have
| f (wh ) fh (wh )|
93
Since q 2,
X
Kth
1
2
Kth
Kth
|EK ( f wh |K )|
1
C h2K (meas K) 2 q || f ||2,q,K ||wh ||1,K .
1
0 and by the general Holders inequality,
q
1
(meas K) 2 q || f ||2,q,K ||wh ||1,K
21 1q
X

meas K
Kth
q1
X
||
f
||
2,q,K
Kth
21
X
||w
||
h
1,K
Kth
93
= C|| f ||2,q, ||wh ||1, .

Hence we get, fot all wh Vh ,
(8.42)
| f (wh ) fh (wh )|
Ch2 || f ||2,q, .
||wh ||1,
Combining (8.28), (8.29), (8.41) and (8.42) we get (8.40), thus completing the proof.

Remark 8.5. The condition n 5 (needed for the continuous inclusion
H 3 () C 0 ()) was already necessary for the definition of h u.
References: For a survey on numerical quadrature in general one may
refer to Habers survey article [13]. For application to the finite element
method, the Sec. 4.2 of the book by Strang and Fix [22] or Chapter 2 of
the forthcoming book of Ciarlet and Raviart [5].
Chapter 9
The Obstacle Problem

In Sec. 2 we cited the Obstacle Problem as an example of a non-linear 94
abstract problem of Sec. 1. Let us recall a few facts about this to start
with.
Consider an elastic membrane (cf. Fig. 9.1) stretched over an open
set R2 and fixed along the boundary which is assumed to be
Lipschitz continuous. Let a force of density Fdx act on the membrane.
Let us assume the existence of an obstacle given by (x), for x .
Then vertical displacement given by u is the solution of the abstract
problem where
R P
2 u v
dx
a(u, v) =
(9.1)
i=1 xi xi
f (v) =
f v dx, f L2 ()
for u, v V = H01 (), where f = F/t, t being the tension. The subset K
is given by
K = {v H01 (); v a.e. in}.
If v1 , v2 are in K and vi < in Ai with meas Ai = 0 for i = 1, 2, then

v1 + (1 )v2 on (A1 A2 )c i.e. the complement of A1 A2 and
meas (A1 A2 ) = 0. Thus K is convex. If v K, let vn K such that
vn v in H01 (). Let vn in Acn , meas An = 0. Then all the vn are
on (n An )c and meas (n An ) = 0. Hence v a.e. as well. Thus
95
9. The Obstacle Problem
96
v K and K is closed as well. We have the regularity assumption that

H 2 (). Of course it is
Figure 9.1:
95
The solution u satisfies

(9.2)
J(u) = min J(v),

vK
where J(v) = 21 a(v, v) f (v) and is also characterized by the variational

inequalities (cf. Theorem 1.1):
(9.3)
a(u, v u) f (v u),
for all
v K.
We proposed as a problem to show that this problem is interpreted

as the following classical problem (assuming u H01 () H 2 ()).
u in ,
(9.4)
u = f where u > ,
u = 0 on .
We have a few regularity results which are listed below:
(i) If is convex and is a C 2 -boundary then u H01 () H 2 ().

(ii) If f = 0 and a convex polygon then also u H01 () H 2 ().
96
(iii) The norm ||u||2, is bounded above by a function of || f ||0, and

||||2, in cases (i) and (ii).
97
Our aim in this section is to use the finite element method to approximate this problem and obtain error estimates. We list our assumptions
now:
Let be a convex polygon, f L2 (), H 2 () and let u
2
H () H01 ().
Remark 9.1. We cannot assume any more smoothness on u other than
H 2 (). For instance in the 1-dimensional case if f = 0, and even if
the function is very smooth the points of contact of u with will have
discontinuous second derivatives in general; cf. Fig. 9.2.
Figure 9.2:
With the above assumptions we proceed to the approximate problems, first in the abstract setting, as usual.
We have the problems (Ph ) associated with the subspaces Vh V =
1
H0 (). We now choose closed convex subsets Kh Vh . One has to bear
in mind that, in general, Kh 1 K (we will see that this is the case in our
approach, sub-sequently).
We find uh Kh such that for all vh Kh ,
(9.5)
a(uh , vh uh ) f (vh uh ).
The existence and uniqueness of the uh follow from Theorem 1.1.

Let H be a Hilbert space with norm | | and inner-product (, ). Let 97
(V, || ||) be a subspace such that V H, V = H. Then, as usual, if we
identify H and H, then H will be identified with a subspace of V . (We
98
will take V = H01 () and H = L2 ()). Also as in Sec. 1 (cf. proof of

Theorem 1.2), for all u, v V we have
(9.6)
a(u, v) = (Au)(v),
where A : V V is a linear map. We now pass on to an abstract error

bound.
Theorem 9.1 (FALK). Assume that f H, Au H. Then there exists a
constant C, independent of Vh and Kh , such that
(9.7)
"
# 21
||u uh || C inf (||u vh || + |u vh |) + inf |uh v| .
2
vh Kh
vK
(Note: The condition Au H = L2 () is satisfied if u H 2 () since

Au = u L2 ().)
Proof. Let stand for the Vh -ellipticity constant. Then
(9.8)
||u uh ||2 a(u uh , u uh )
= a(u, u) + a(uh , uh ) a(u, uh ) a(uh , u).
For any v K and any vh Kh , by (9.3) and (9.5), we have
a(u, u) a(u, v) + f (u v),

(9.9)
a(uh , uh ) a(uh , vh ) + f (uh vh ).

Substituting in (9.8) we get
||u uh ||2 a(u, v) + f (u v) + a(uh , vh )
+ f (uh vn ) a(u, uh ) a(uh , u)
= a(u, v uh ) f (v uh ) + a(u, vh u) f (vh u)

+ a(uh u, vh u)
= ( f Au, u vh ) + ( f Au, uh v) + a(uh u, vh u)
| f Au| |u vh | + | f Au| |uh v| + M||uh u|| ||vh u||.
98
Notice that since (
99
||u uh ||
M
||u uh || ||u vh ||
M
||u vh ||)2 0, we have

1
M
||u uh ||2 + ||u vh ||2 ,
2 M
and hence
||u uh ||2 C[|u vh | + |uh v|] +
M2
||u uh ||2 +
||u vh ||2
2
2
Or,
||u uh ||2 C[(|u vh | + ||u vh ||2 ) + |uh v|].
Varying vh Kh and v K and extracting the square root after
taking the infima we get (9.7). This completes the proof.

Remark 9.2. If we have a linear problem then f = Au gives the solution
and we get the original bound (3.1).
Remark 9.3. From (9.8) we see that this estimate holds even if a(, ) is
not symmetric.
We now apply this to the specific membrane problem. Maintaining
our assumptions on , let th be a triangulation by triangles of type (1),
and let Vh be the corresponding subspace of V = H01 ().
Remark 9.4. It is of no practical use if we go to more sophisticated finite
elements, unlike the linear problem. Since u H 2 () is the maximum
smoothness, we may atmost use our abstract estimate theorems only on
the spaces P1 .
One may be tempted to try for Kh those vh which are a.e. in .
However this is not of value from numerical and computational points
of view for we do not easily know where exactly our piecewise linear 99
solution functions would touch . We set instead
(9.10)
Kh = {vh Vh ; At all nodes b of th , vh (b) (b)}.
100
Remark 9.5.
Figure 9.3:
As seen in Fig. 9.3, though for nodes b, vh (b) (b), it does not
guarantee that vh a.e. Thus we see that Kh 1 K. Now the relation
(9.10) is very easy to implement using the computer.
We now have our main result on the error bound.
Theorem 9.2 (FALK). There exists a constant C depending on || f ||0,
and ||||2, such that for a regular family of triangulations (th ) as above
we have
||u uh ||1, C h.
(9.11)
Remark 9.6. The order of convergence is therefore the same as that for
the linear problems when we use piecewise linear approximations.
Proof. By Theorem 9.1,
# 21
"

2
||u uh ||1, C inf ||u vh ||1, + |u vh |0, + inf |uh v|0, .
vh Kh
100
vK
(i) We first estimate the infimum over Kh . Note that if vh = h u, then

vh Vh . Also for all nodes b, vh (b) = h u(b) = u(b) (b). Thus
vh Kh as well. Thus,

inf ||u vh ||21, + |u vh |0, ||u h u||21, + |u h u|0,
vh Kh

C h2 |u|22, + |u|2, .
101
(ii) For the infimum over K, consider v1 = max(uh , ). Clearly v1

and v belongs to H 1 () because uh and also belong to H 1 ()
(this is a non-trivial result which we assume here). Hence v1 K,
and thus,
inf |uh v|0, |uh v1 |0, .
vK
We have
|uh
v1 |20,
|uh |2 dx, where h = {x; (x) uh (x)}.
If h is the Vh -interpolate of , then for all nodes b, uh (b) (b) =

h (b). Since both uh and h are piecewise linear, we may now assert
that uh h everywhere. Thus uh h 0 on . Thus for all x h ,
we have
0 < |( uh )(x)| = ( uh )(x) ( h )(x)
|( h )(x)|
and for x h , ( uh )(x) = 0, so that

|uh v1 |0,
21
| h |2 dx = | h |=0, C h2 ||2, .
Hence
||u uh ||1, C(h2 ) 2 = Ch,

where C depends on ||2, and |u|2, . However the regularity result (iii) 101
helps us to bound |u|2, above by a constant C depending on | f |0, and
||||2, which completes the proof of the theorem.

References: Two important references are Falk [11] and [12]. For
regularity results refer Brezis and Stampacchia [3] and Lewy and Stampacchia [16].
Another references is Mosco and Strang [19].
Chapter 10
Conforming Finite Element

Method for the Plate
Problem
In Sec. 2 (cf. Example 2.4), as an example of fourth-order problem, we 102
described the plate problem. In abstract terms it is to find the solution of
a(u, v) = f (v),
for all
v V,
where
(10.2)
K = V = H02 (), R2 ,
(
)!
2
R
2 v
2 u 2 v 2 u 2 v
a(u, v) = u v + (1 ) 2 u
dx,
x1 x2 x1 x2 x21 x22 x22 x22
f (v) = f v dx, f L ().
The problem was interpreted as the classical boundary value problem

(10.3)
u = f in ,
u =
= 0 on = .
103
104
10. Conforming Finite Element Method for the Plate Problem
Remark 10.1. It was commented in Sec. 2 that the second term of the
integrand in the definition of a(, ) does not contribute to the differential
equation. Our method here will be equally applicable to both the cases.
viz. with the second term present (the plate problem) or with that term
absent (as it happens in Hydro-dynamics). In our next section, on nonconforming methods, we will see that the second term is essential in
order that we may apply that method.
We assume that is a polygonal domain in R2 . We saw in Sec. 3
that for fourth-order problems we need the inclusion Vh C 1 (). (cf.
Exercise 3.1). Thus we need to use finite elements of class C 1 , such as
the Argyris triangle, the Bogner-Fox-Schmidt rectangle and so on (cf.
Sec. 4).
103
When such finite elements can be imbedded in an affine family, then

we have the approximation theory, for regular families of triangulations, available to us. We show that this is the case for the BognerFog-Schmidt rectangle. However for the Argyris triangle or for the 18degree-of-freedom triangle such an imbedding is not possible and we
have to modify the usual argument to obtain error estimates. The minimal assumptions for 0(h) convergence in the || ||2, norm are that
P2 P and that u H 3 () H02 (). We have that if is a convex
polygon and if f L2 (), then u H 3 () H02 (). This result is due
to Knodratev.
We will go through the various examples of triangulations of class
C 1 and study convergence in these cases.
Example 10.1. The Bogner-Fog-Schmidt rectangle (cf. Exercise 4.9).
Let PK = Q3 (dim PK = 16). We then have (cf. Fig. 10.1):
(10.4)
X
K
)
(
p
2 p
p
(ai ),
(ai ),
(ai ); 1 i 4 .
= p(ai ),
x1
x2
x1 x2
105
Figure 10.1:
Equivalently, one may also use the PK -unisolvent set
(10.5)
X
K

= p(ai ), Dp(ai )(ai+1 ai ), Dp(ai )(ai1 ai ),

D2 p(ai )(ai+1 ai , ai1 ai ); 1 i 4
(all indices being read modulo 4).

104
Recall that for an affine family of finite elements, the degrees of
freedom p(a0i ), Dp(a1i )(ik1 ), (D2 p(a2i )(ik2 , il2 ) are such that (cf. Sec. 5):
a0i = F(a0i ), . . . , a2i = F(a2i ),

(10.6)
1 = BK 1 , . . . , 2 = BK 2
i,k
i,k
i,1
i,1
for then d
v which is essentially what we need for the abstract
Kv =
error analysis.
P
In K note that
(10.7)
ai+1 ai = F(ai+1 ) F(ai ) = BK (ai+1 a i ),
and so on. Thus it is clear that this rectangle can be imbedded in an

affine family of finite elements. Now PK P Q3 for k = 3. By our
abstract error analysis, we therefore have
(10.8)
||u uh ||2, Ch2 |u|4, .
assuming sufficient smoothness on u as usual.
106
105
A word about the boundary conditions. As in Exercise 3.1, we get

v
= 0 on , for v Vh . Thus in choosing our
that Vh H02 () if v =
basis functions we must assure ourselves that this condition is satisfied.

This in turn depends on the values at the boundary nodes. Let b and c be
two nodes on such that the line joining them is parallel to (say) the x1 axis. Since we need v = 0 on this line, and since v will be a polynomial
v
(b) =
in x1 of degree 3 on this line we must have v(b) = v(c) = 0,
x1
v
v
v
v
= 0 on this line and since
=
(c) = 0. Also since we need
x1
x2
v
v
(b) =
(c) = 0
is a polynomial in x1 of degree 3, we need to set
x2
x2
2
2
v
v
(b) =
(c) = 0. Thus the degrees of freedom on all
and
x1 x2
x, x2
boundary nodes must be zero. The only free or unknown parameters
are the degrees of freedom at the interior nodes. This takes care of the
boundary conditions.
Let us now turn to the Argyris triangle (cf. Example 4.7).
Figure 10.2:
P
We recall that PK = P5 , dim PK = 21, and K is given by (cf.
Fig. 10.2)
(10.9)
p
3 p
p
(ai ), . . . , 2 (ai ), 1 i 3; (ai j ), 1 i < j 3

.
=
p(ai ),
x1
x
K
107
We may replace the first and second derivative values at the vertices
by Dp(ai )(ai+1 ai ), Dp(ai )(ai1 ai ), D2 p(ai )(ai+1 ai , ai+1 ai ),
D2 p(ai )(ai+1 ai , ai1 ai ), D2 p(ai )(ai1 ai , ai1 ai ) in order to get
degrees of freedom for which the relations of the type (10.6) may be
p
(ai j ),
satisfied. However, one cannot replace the normal derivatives
1 i < j 3, by such quantities since affine transformations do not

preserve orthogonality.
In order to estimate the errors we describe an intermediary finite
element:
Example 10.2. The Hermite Triangle of Type (5).
Let PK = P5 (dim PK = 21). Define
X n
= p(ai ), Dp(ai )(ai+1 ai ), Dp(ai )(ai1 ai ),
K
D2 p(ai )(ai+1 ai , ai+1 ai ), D2 p(ai )(ai+1 ai , ai1 ai ),

D2 p(ai )(ai1 ai , ai1 ai ), 1 i 3;
o
Dp(ai j )(ak ai j ), 1 i < j 3, k , 1, , j .
That is to say, the only change compared to the Argyris triangle is

that we have replaced the normal derivatives at ai j by the derivatives
along the line joining ai j to ak , the opposite vertex.
Symbolically we can represent such a triangle as in Fig. 10.3.
Figure 10.3:
This element can be put in an affine family as is readily seen. If K
106
108
is the associated interpolation operator, our error analysis yields

(10.10)
|v K v|m,K
h6K
C m |v|6,K , 0 m 6,
K
for v H 6 (K).
Remark 10.2. Though the Hermite triangle of type (5) yields an affine
family, one cannot use it since Vh C 0 () but, in general, Vh 1 C 1 ()
as is necessary for fourth-order problems. This is so because the adjacent triangles will not patch up, in general, in their derivatives along the
medians; cf. 10.4.
Figure 10.4:
107
Again we show how to take care of the boundary conditions in the

v
= 0 on . Let us have two nodes
Argyris triangle. We need again v =
b, b , the vertices of a triangle lying on with mid-point c. On this line

v will be a polynomial of degree 5 in , an abscissa along this line.
v
will be a polynomial in of degree 4 on this line. Hence for v = 0
v
v
2 v
on we need to set, v(b) = v(b ) = 0,
(b) =
(b ) = 0, 2 (b) =
v
v
v
v
2 v
= 0 on we set,
(b) =
(b ) =
(c) = 0,
(b ) = 0. For
2
2 v
2 v
(b) =
(b ) = 0. Thus the only free or unknown parameters
2 v
are 2 at vertices on and the degrees of freedom at all interior nodes.
109
We now get an error estimate when we have triangulations of Argyris triangles. We use our usual terminology more loosely here1 . By a
regular family of triangulations made up of Argyris triangles we mean
hK
, a
that all th consist only of Argyris triangles and that for all K,
K
constant. We also assume that if h = max hK , then h 0.
Kth
Theorem 10.1. For a regular family (th ) of triangulations made up of

Argyris triangles
(10.11)
|v h v|m, C h6m |v|6, , 0 m 6.

108
Proof. Let us denote the opposite vertex of ai j (i < j) by ak . Let

K
be the unit vector along the line
be the unit outernormal at ai j and
K
[ai , a j ], at ai j (cf. Fig. 10.5).
Figure 10.5:
Let K be the interpolation operator for the Argyris triangle K and
let K be that for the corresponding Hermite triangle of type (5).
1
Because we have to drop the assumption that all the finite elements are affine equivalent to a reference finite element.
110
Set = K v K v. Then P5 . Now
(ai j ) =
(K v K v)(ai j ) =
(v K v)(ai j ).
K
K
K
Also since K v = K v along any side of K (since the values of
these polynomials of degree 5 as well as those of their first and second
= 0.
derivatives agree at the end-points), we have
K
Since
D(ai j )(ak ai j ) =
i + (a )ha a ,
(ai j )hak ai j ,
K
ij
k
i j K i,
K
K
where h, i is the Euclidean inner-product, substituting for

at ai j , we get
D(ai j )(ak ai j ) =
(10.12)
109
and
K
K
i
(v K v)(ai j )hak ai j ,
K
Since P5 , using the unisolvency in the Hermite triangle we may

express in terms of its basis functions. Since all degrees of freedom
except those of the type D(ai j )(ak ai j ) are zero for , we have
=
(10.13)
ip .
(v K v)(ai j )hak ai j ,
K i jk
K
1i< j3
k,i,k, j
Now
i| ||a a || ||
|| h ,
|hak ai j ,
K
k
ij
K
K
(10.14)
and
|
(v K v)(ai j )| |v K v|1,,K
K
6
1 h
C(meas K) 2 K |v|6,K .
K
111
(Theorem 6.6 with m = 1, k = 5, p = 2, q = ). Also, meas K C2K ,

and we have
|
(10.15)
h6
(v K v)(ai j )| C 2K |v|6,K .
K
K
Finally, by Theorem 6.4 and 6.5

|pi jk |m,K C
(10.16)
hK
| p i jk |m,K .
m
K
Combining (10.14), (10.15) and (10.16), we get

||m,K
(10.17)
1i< j3
k,i,k, j
h8K
m+2
K
i| |p |
(v K v)(ai j )| |hak ai j ,
K
i jk m,K
K
|v|6,K ,
and hence,
|v K v|m,K |v K v|m,K + ||m,K
h6K
h2K
C m 1 + 2 |v|6,K (Using (10.10) and (10.17))

K
K
hK
).
C h6m |v|6,K (since hK h,
K
110
This on summing over K gives (10.11), thus completing the proof.

Exercise 10.1. Perform the same analysis for the 18-degree-of freedom
triangle. (cf. Exercise 4.7).
For the interpolation theory of the HCT-triangle (cf. Exercise 4.8),
the normal derivatives are handled as in the present case. However the
arbitrariness of the interior point is an obstacle to be overcome. For a
discussion of this, see Ciarlet [4].
112
Another finite element, similar in its principle to the HCT-triangle

used in the conforming finite element method for the plate problem is
the Fraeijs de Veubeke and Sander Quadrilateral. See Ciavaldini and
Nedelec [9].
These are all essentially the finite elements used in the conforming
methods to approximate the plate problem (we will define such methods
at the beginning of Sec. 11).
Chapter 11
Non-Conforming Methods
for the Plate Problem
WE START WITH a brief classification of finite element methods. The 111
first class of methods are called conforming methods, which we have
described upto now, except when we considered numerical integration.
The second class consists of methods other than conforming. In the
latter class we have the Non-conforming methods included:
Given the abstract problem, the conforming methods deal with the
finding of subspaces Vh V and solving the problems
(Ph )
ah (uh , vh ) = fh (vh ),
for all
vh Vh ,
where ah = a and fh = f for all h and uh Vh is the required solution.

When we employ methods other than conforming we commit, in
the terminology of G. Strang, Variational Crimes. (See Strang and
Fix [22]). These may occur in the following ways:
(i) When performing numerical integration, we may have ah and fh
different from a and f respectively. However, Vh is a subspace of
V;
(ii) The boundary of may be curved. In this case triangles lying
in the interior will be triangles of straight edges while those meeting the boundary will have curved edges like parabolas. These are
113
114
11. Non-Conforming Methods for the Plate Problem

the so-called isoparametric finite elements. Hence if h is the
union of the finite elements of the triangulation th , then, in general, h , and consequently Vh 1 V (where Vh is a space of
functions defined over h ), ah , a, fh , f ; for a discussion of
these, see Ciarlet and Raviart [30], [31].
(iii) When employing non-conforming methods (which will be dealt

with subsequently) though h = , fh = f , we will have Vh 1 V
and ah , a.
112
(iv) One may employ any combination of the above three.
Let us return to the plate problem. For a conforming method we

need the inclusion Vh H02 () which essentially results from the inclusion Vh C 1 (). Because of this necessity, when compared with
second-order problems, we either have the dimension of PK large (as
in the case of the Argyris triangle) or that the structure of PK is complicated (as in the HCT-triangle). Also one would like to have just PK = P2
since u is only in H 3 () in most cases, but this is impossible by the
sek result (cf. Remark 4.3) which stresses that at least polynomials
Zeni
of degree 5 must be present in PK .
Hence the desire to surmount these difficulties led to the devising of
non-conforming methods, essentially developed by the Engineers.
Since the root of all trouble is the inclusion Vh H02 (), we drop
this condition. Thus we start with Vh C 0 () and it is much easier
from the computer programme view point. This of course, works only
for a few finite elements, and we describe one of them.
Example 11.1. The Adinis rectangle; cf. Fig. 11.1.
115
Figure 11.1:
The element K consists of a rectangle with vertices {ai , 1 i 4};

the space PK is given by PK = P3 {x1 x32 } {x31 x2 }, by which we mean
polynomials of degree 4 whose only fourth-degree terms are those
involving x1 x32 and x31 x2 . Thus P3 PK . We have the set of degrees of
freedom:
X
K
)
p
p
(ai ),
(ai ), 1 i 4 .
= p(ai ),
x1
x2
(
113
Of course this element can be used only for plates with sides parallel
to the coordinate axes, such as rectangular plates.
P
Exercise 11.1. Show that in Example 11.1, K is PK -unisolvent and
that Adinis rectangle is a finite element of class C 0 , and, in general, not
of class C 1 .
Thus we get a priori that Vh H 1 (). For the boundary condition,
we set all degrees of freedom on the boundary nodes as zero. This gives
us that Vh H01 (). Thus the only unknown or free parameters are
vh
is zero only
the degrees of freedom at the interior nodes. Note that
at the boundary nodes, in general.
116
In the abstract problem, we have a(, ) and f () given by
(11.1)
2
R
2 u 2 v 2 u 2 v
2 v
uv + (1 ) 2 u
dx,
a(u,
v)
=
x1 x2 x1 x2 x21 x22 x22 x21
f (v) = f vdx, f L ().
The second integral is defined over Vh as well. Thus for the discrete
problem (Ph ) we may set fh = f . However while for u, v Vh the first
integral is defined over each K th , we cannot define it over , since
we get Dirac measure-like terms along the boundary. To get over this,
we now define
!#
2 uh 2 uh 2 vh
2 uh 2 vh
dx
uh vh + (1 ) 2
ah (uh , vh ) =
x1 x2 x1 x2
x21
x22 x21
Kth
K
(11.2)X Z "
!#
2 uh 2 vh 2 uh 2 vh
2 uh 2 vh
dx,
uh vh + (1 )
=
+
+
2
x1 x2 x1 x2
x21 x21
x22 x22
Kt
XZ "
h K
and we have the discrete problem (Ph ): To find uh Vh such that for all
vh Vh
(11.3)
ah (uh , vh ) = f (vh ).
114
We now prove the existence and uniqueness of the solution uh for

(Ph ). We define on Vh the seminorm
(11.4)
21
X
|vh |22,K |22,K .
||vh ||h =
Kth
Notice that this may be defined over V = H02 () as well and for
v V, ||v||h = |v|2, . In the same way for u, v V, ah (u, v) = a(u, v).
We now show that the seminorm || ||h is indeed a norm on Vh . Let
vh
vh Vh with ||vh ||h = 0. This gives that
= constant over any K. But
x1
vh
at the common vertices
given adjacent finite elements the value of
x1
vh
is constant over . But this is zero on the
coincide and hence
x1
117
vh
vh
= 0 on . Similarly
= 0 on . Since
x1
x2
Vh C 0 () and vh = 0 on , the above conditions give that vh = 0 over
. Thus (11.4) defines a norm on Vh .
To show the existence and uniqueness of the solution of (Ph ), we
show that ah (, ) is Vh -elliptic. In fact we do more than this. We show
that the ah (, ) are Vh -elliptic uniformly with respect to h.
Recall that from physical considerations, 0 < < 12 (see Sec. 2).
Now
XZ
a(vh , vh ) =
(vh )2 dx + (1 )||vh ||2h
Kth K
(11.5)
boundary nodes. Hence
(1 )||vh ||2h .
Remark 11.1. It was mentioned in passing in Sec. 10 that in order to
apply non-conforming methods one needed the second term involving
in the integral defining a(, ). The uniform Vh -ellipticity could not be
got in the Hydrodynamical case where this term is absent.
We now proceed with the abstract error analysis.
Theorem 11.1 (STRANG). Let ah (, ) be Vh -elliptic uniformly with respect to h with e
> 0 so that for all vh Vh
(11.6)
ah (vh , vh ) e
||vh ||h .
e such that for all uh , vh Vh

Let in addition, there exist M
(11.7)
e h ||h ||vh ||h .

|a(uh , vh )| M||u
Assume that ah = a and || ||h = || || on V. (These are needed to

extend the definition of ah and || ||h to V). Then there exists a constant
C, independent of h, such that
)
(
| f (wh ) ah (u, wh )|
(11.8) ||u uh ||h C inf ||u vh ||h + sup
vh Vh
||wh ||h
wh Vh
uh being the solution of (Ph ).
115
118
Proof. For all vh Vh we have

||u uh ||h ||u vh ||h + ||uh vh ||h .
(11.9)
Now for any vh Vh , f (uh vh ) = ah (uh , uh vh ), so that we may

write
e
||uh vh ||2h ah (uh vh , uh vh )
and thus,
= ah (u vh , uh vh ) + f (uh vh ) ah (u, uh vh )
e vh ||h ||uh vh ||h + | f (uh vh ) ah (u, uh vh )|,
M||u
e
M
||u vh ||h +
e
e
M
||u vh ||h +
e
||uh vh ||h
116
1 | f (uh vh ) ah (u, uh vh )|
e
||uh vh ||h
1
| f (wh ) ah (u, wh )|
sup
.
e
wh Vh
||wh ||h
Substituting in (11.9) and varying vh Vh and taking the infimum

we get (11.8). This completes the proof.

Remark 11.2. In case the method is conforming, then ah (u, wh ) = a
(u, wh ) = f (wh ) and the second term disappears in (11.8), leaving us
with the original bound (3.1).
We note that for the ah (, ) defined for the plate problem by (11.2),
the conditions of Theorem 11.1 are satisfied. The condition (11.6) is
embodied in (11.5). The condition (11.7) follows from the similar (continuity) condition on a(, ) and an application of the Cauchy-Schwarz
inequality.
Exercise 11.2. Let (H) be a Hilbert space with innerproduct (, ) and
norm | |. Let (V, || ||) be a subspace such that V H and V = H. Let
Vh H. Define
Eh (u, v) = ( f, v) ah (u, v),
for all
u, v Vh V.
119
Then show that
1
e uh ||h sup
inf || h ||h
|u uh | M||u
gH |g| h Vh
#
"
1
inf (Eh (u, h ) + Eh (, u uh ))
+ sup
gH |g| h Vh
where for all v V, a(v, ) = g(v).
We now go on with the error analysis and study the order of convergence. We assume that u H 3 () H02 () which is quite realistic from
the regularity results.
Now, since h u Vh , we have that
inf ||u vh ||h ||u h u||h .
vh Vh
117
Again applying error bounds for each K and then summing over all
K we get
||u h u||h Ch|u|3, .
Thus
inf ||u vh ||h Ch|u|3, .
(11.10)
vh Vh
Our aim is to get a similar estimate for the second term in (11.8). In
fact we show that
(11.11)
sup
wh Vh
| f (wh ) ah (u, wh )|
Ch||u||3, .
||wh ||h
This entails more work. We define

Eh (u, wh ) = f (wh ) ah (u, wh )
(11.12)
for u H 3 () H02 (), wh Vh . Since wh H01 (), there exists a

sequence {wnh } in D() converging to wh in H01 (). Hence,
Z
f wnh dx =
Z "
uwnh + (1 ) 2
2 u 2 wnh
2 u 2 wnh 2 u 2 wnh
2
2
x1 x2 x1 x2 x1 x22
x2 x21
!#
dx
120
=
(grad u)(grad wnh )dx,
by Greens formula. The term involving (1 ), by Lemma 2.2, can

be converted to an integral over . All integrals over vanish since
wnh D(). Since both sides of the above relation are continuous linear
functionals on H01 (), we can pass to the limit to obtain
(11.13)
f (wh ) =
f wh dx =
(grad u)(grad wh )dx
for all wh Vh . Now,

ah (u, wh ) =
XZ
Kth
"
#!
2 u 2 wh 2 u 2 wh
2 u 2 wh
2
uwh + (1 ) 2
dx
x1 x2 x1 x2 x1 x22
x22 x21
X Z
grad u grad wh dx
=
Kth
(11.14)
wK
u h d + (1 )
K
118
!
2 u wh
2 u wh
d ,
2
+
K K
K
K
K
by Greens formula (2.15) and Lemma 2.2 again. Notice however that
by standard orientation arguments and the continuity of wh over ,
(11.15)
XI
Kth
2 u wh
d = 0.
K K K
Using (11.13), (11.14) and (11.15), we substitute in (11.12) to get
(11.16)
X I
2 u wh
u + (1 )
Eh (u, wh ) =
d.
2
K
K
Kt
h K
121
Figure 11.2:
Splitting the boundary into four parts as in Fig. 11.2, we get
(11.17)
Eh (u, wh ) =
Kth
1,K
!
!!
wh
wh
u,
+ 2,K u,
,
x1
x2
where for j = 1, 2, we define

j,K
(11.18)
! Z
wh
=
u,
x j
K j
!!
2 u wh
wh
u + (1 )
d
K
x j
2K x j
!!
Z
wh
2 u wh
K
d,
u + (1 ) 2
x j
K x j
Kj
K being the Q1 -interpolation operator associated with the values at the 119
four vertices.
Note that (11.17) is the same as (11.15). This is evident provided
we show that the contribution of the terms involving K is zero. This is
so because
! wh = 0 on the boundary and on the common boundaries,
wh
is linear and equal in value for both adjacent finite elements
K
x j
since it agrees at the vertices, but occurs with opposite signs as is obvi
ous from Fig. 11.3 (K11 = K12 ).
122
Figure 11.3:
We also record that
(11.19)
wh
j PK where
x j K
(
)
p
j PK =
: K R; p PK .
x j
We now prove a result analogous to the Bramble-Hilbert lemma

which will help us to estimate that j,K s and hence Eh (u, wh ).
120
Theorem 11.2 (BILINEAR LEMMA). Let Rn be open with Lipschitz continuous boundary . Let W be a subspace of W l+1,q () such
that P1 W. Let b be a continuous bilinear form over W k+1,p () W
such that
b(p, w) = 0 for all p Pk , w W
b(v, q) = 0 for all v W k+1,p (), q P1 .

Then there exists a constant C = C() such that for all v W k+1,p
(), w W,
(11.21)
|b(v, w)| C||b|| |v|k+1,p, |w|l+1,q, .
Proof. For a given w W, b(, w) : v 7 b(v, w) is a continuous linear form on W k+1,p () vanishing on Pk . Hence by the Bramble-Hilbert
lemma,
(11.22)
|b(v, w)| C||b(, w)||k+1,p, |v|k+1,q, .
123
However for all q P1 , b(v, w) = b(v, w + q) so that

|b(v, w)| ||b|| ||v||k+1,p, ||w + q||l+1,q,
and hence
|b(v, w)| ||b|| ||v||k+1,p, inf ||w + q||l+1,q,
qP1
C||b|| ||v||k+1,p, |w|l+1,q, , by the theorem 6.2,

so that
||b(, w)||k+1,p, C||b|| |w|l+1,q, .
and substituting in (11.22), we get (11.21), which completes the proof.

We may now prove the theorem on our error estimate and order of
convergence.
Theorem 11.3. For a regular family (th ) of triangulations made up of
Adinis rectangles
(11.23)
||u uh ||h C h||u||3, .
Proof. Let us first estimate | j,K | for j = 1, 2. Set
2 u
=
u
+
(1
)
H 1 (K), since u H 3 (),
wh
1 P K .
v =
x1
Define
(11.24)
1,K (, v) =
K1
(v K v)d
K1
(v K V)d,
for v 1 P, H 1 (K). If h2 is the length of K1 (and K1 ) and h1 is that

of K2 (and K2 ) we have by a simple change of variable
(11.25)
1,K (, v) = h2 1,K (,
v ),
121
124
where K is the reference finite element. Since P0 Q1 which is pre 1,K (,

served by K we have that for all v P0 , H 1 (K),
v ) = 0.
d
Now let P0 and v 1 P. We wish to show that 1,K (,
v ) = 0:
We may take for K, the unit square. Since P0 , its value on K is

a constant, say, b0 . Now let v d
is of the form
1 P. Then v
(11.26) v = a0 + a1 x1 + a2 x2 + a3 x21 + a4 x1 x2 + a5 x22 + a6 x21 x2 + a7 x32 .
Taking the values at the four vertices we get
K v = a0 + (a1 + a3 )x1 + (a2 + a5 + a7 )x2 + (a4 + a6 )x1 x2 .
(11.27)
Now K1 is the line x1 = 1 and K1 is the line x1 = 0. Thus

= (a5 + a7 )x2 + a5 x22 + a7 x32 ,
v K v
x1 =0

v K v
= (a5 + a7 )x2 + a5 x22 + a7 x32 .
x =1
1
Hence,
Z
(
v K v )d =
Z1
0
(11.28)K1
=
K1
122
b0 ((a5 + a7 )x2 + a5 x22 + a7 x32 )dx2

(
v K v )d.
Thus 1,K (,
v ) = 0 for P0 , v d
1 P.
Note further that the bilinear form 1,K is continuous, for
|1,K (,
v )| C||||
L2 (K)
v||L2 (K)
||
.
C||||
1,K ||v||1,K , by the Trace theorem (cf. Th. 2.3).
Thus we may apply the bilinear lemma to the bilinear form 1,K with
l = k = 0 to get
(11.29)
|1,K (,
v )| C||
1,K |v|1,K .
125
We also have the relations
1,K C||BK || | det BK | 2 ||1,K ,

||
(11.30)
|v| C||BK || | det BK | 12 |v|1,K .

1, K
Now ||BK || C hK and | det BK | = meas K/ meas K C2K , and thus

C hK
1
||BK || | det BK | 2
C. Also h2 hK , so that
K
(11.31)
where
|1,K (, v)| C hK ||u||3,K ||wh ||2,K
2 u
= u + (1 ) 2K ,
v = wh ,
x1
and similarly,
(11.32)
|2,K (, v)| C hK ||u||3,K ||wh ||2,K .
These inequalities lead us to the estimate

(11.33)
| f (wh ) ah (u, wh )| Ch||u||3, ||wh ||h ,
for a regular family of triangulations made up of Adinis rectangles. 123

Thus varying wh over Vh and taking the supremum, we get the estimate
(11.11).
Using (11.10) and (11.11) and substituting in (11.8) we get the required estimate as given in (11.23). This completes the proof.

Remark 11.3. By the Duality Argument, Lesaint and Lascaux [15] have
proved that ||u uh ||1, Ch2 ||u||4, assuming u H 4 (). They have
also got an improved 0(h2 ) convergence order in the || ||h norm, when
all the rectangles are equal - a superconvergence result.
We close this section with a brief description of other types of finite
elements used in non-conforming methods.
126
Example 11.2. The Zienkiewicz triangle (cf. Exercise 4.6) cf. Fig. 11.4.
Figure 11.4:
We get Vh C 0 () only and hence the method is non-conforming.

It does not always yield convergence. The method works if the sides of
all triangles are parallel to three directions only, as in Fig. 11.5.
Figure 11.5:
124
This is not so if the number of directions is four, as in Fig. 11.6.

(The Union Jack Problem).
127
Figure 11.6:
Example 11.3. Morleys Triangle (cf. Fig. 11.7).
Figure 11.7:
Here PK = P2 . We always get convergence for regular families, of
course. In fact if u H 4 (), then
(11.34)
||u uh ||h Ch||u||4, .
What is astonishing is that this finite element is not even of class C 0 .

Example 11.4. Fraeijs de Veubeke triangle. This finite element is again
a triangle. Apart from the values of the polynomials at the vertices and
the mid-points of the sides, we also take the average normal derivative
along the sides. Here the space PK , which we will not describe, satisfies
the inclusion
P2 P K P3 ,
128
and
X
K
=
d,
1
3
p(a
),
1
3;
p(a
),
1
i
<
j
3;
.
i
ij
K
i
125
The finite element is shown symbolically in Fig. 11.8.
Figure 11.8:
Here also the finite element is not of class C 0 in general, but the
method always yields convergence.
References: For general reference on non-conforming methods, see
Strang and Fix [22], for the bilinear lemma, see Ciarlet [29]. For a detailed study of the Zienkiewicz triangle, Moreleys triangle and Fraeijs
de Veubeke triangle, see Lascaux and Lesaint [15]. For a nonconforming method with penalty, see Babuska and Zlamal [26].
Bibliography
V.
[1] BRAMBLE, J.H: THOMEE,
Interior maximum norm estimates for some simple finite element methods. Revue FranC
aise dAutomatique, Informatique,
Recherche Operationelle (RAIRO), R-2, (1974), pp.-5-18.
[2] BRAMBLE, J.H; ZLAMAL,

M.
Triangular elements in the finite element methods, Mathematics of
Computation, 24, (1970), pp. 809-820.
[3] BREZIS, H; STAMPACCHIA, G.
Sur la regularite de la solution dinequations elliptiques, Bull. Soc.
Math. France, 96(1968), pp. 153-180.
[4] CIARLET, P.G.
Sur lelement de Clough et Tocher, RAIRO, R-2, (1974), pp. 19-27.
[5] CIARLET, P.G; RAVIART, P.-A.
ements Finis pour les Probl`ems aux Limites
La Methodes des El
Elliptiques, (to appear).
Maximum principle and uniform convergence for the finite element method, Computer Methods in Applied Mechanics and Engineering, 2, (1973), pp. 17-31.
129
126
BIBLIOGRAPHY
130
General Lagrange and Hermite interpolation in Rn with applications to finite element methods, Arch. Rational Mech. Anal. 46,
(1972), pp. 177-199.
[8] CIARLET, P.G; WAGSCHAL, C.
Multipoint Taylor formulas and applications to the finite element
method, Numer. Math., 17, (1971), pp. 84-100.
[9] CIAVALDINI, J.F; NEDELEC, J.C.
Sur lelement de Fraeijs de Veubeke et Sander, RAIRO, R-2,
(1974), pp. 29-45.
[10] DUVAUT, G; LIONS, J.-L.
Les Inequations en Mecanique et en Physique, Dunod, Paris
(1972).
[11] FALK, R.S.
Error estimates for the approximation of a class of variational inequalities, Math. Comput. (to appear).
127
[12] FALK, R.S.

Approximation of an elliptic boundary value problem with unilateral constraints, RAIRO, (to appear).
[13] HABER, S.
Numerical evaluation of multiple integrals, SIAM Review, 12,
(1970), pp. 481-526.
[14] LANDAU, L; LIFCHITZ, E.
Theorie de lElasticite, Mir, Moscow (1967).
[15] LASCAUX, P; LESAINT, P.
Some non-conforming finite elements for the plate bending problem, RAIRO, (to appear).
BIBLIOGRAPHY
131
[16] LEWY, H; STAMPACCHIA, G.

On the regularity of the solution of a variational inequality, Comm.
Pure Appl. Math., 22, (1969), pp. 153-188.
[17] LIONS, J.-L; MAGENES, E.
Probl`emes aux Limites non Homogenes et Applications. Vol. 1,
Dunod, Paris, (1968).
[18] LIONS, J.-L; STAMPACCHIA, G.
Variational inequalities, Comm. Pure Appl. Math., 20, (1967).
pp. 493-519.
[19] MOSCO, U; STRANG, G.
One-sided approximation and variational inequalities, Bull. Amer.
Math. Soc. 80 (1974), pp. 308-312.
J.
[20] NECAS,
Les Methodes Directes en Theorie des Equations Elliptiques, Masson, Paris, (1967).
[21] STRANG, G.
Approximation in the finite element method, Number. Math.,
19(1972), pp. 81-98.
[22] STRANG, G; FIX, G.J.
An Analysis of the Finite Element Method, Prentice-Hall, Englewood Cliffs, (1973).
[23] ZENI
SEK,
A.
Interpolation polynomials on the triangle, Numer. Math., 15,
(1970), pp. 283-296.
[24] ZENI
SEK,
A.
Polynomial approximation on tetrahedrons in the finite element
method, J. Approximation Theory, 7, (1973), pp. 334-351.
BIBLIOGRAPHY
132
[25] ZLAMAL,
M.
On the finite element method, Numer. Math., 12, (1968), pp. 394409.
[26] BABUSKA,
I.; ZLAMAL,
M.
Nonconforming elements in the finite element method with
penalty, SIAM J. Numer. Anal., 10(1973), pp. 863-875.
[27] BRAMBLE, J.H.; HILBERT, S.R.
Estimation of linear functionals on Sobolev spaces with application to Fourier transforms and spline interpolation, SIAM J. Numer.
Anal., 7, (1970), pp. 113-124.
[28] BRAMBLE, J.H.; HILBERT, S.R.
Bounds for a class of linear functionals with applications to Hermite interpolation, Numer. Math., 16, (1971), pp. 362-369.
[29] CIARLET, P.G.
Conforming and nonconforming finite element methods for solving the plate problem, in Conference on the Numerical Solution
of Differential Equations (G.A. WATSON, Editor), pp. 21-31,
Lecture Notes in Mathematics, Vol. 363, Springer-Verlag, Berlin
(1974).
[30] CIARLET, P.G.; RAVIART, P.-A.
Interpolation theory over curved elements, with applications to finite element methods, Comp. Methods in Appl. Mech. and Engineering, 1, (1972), pp. 217-249.
[31] CIARLET, P.G.; RAVIART, P.-A.
The combined effect of curved boundaries and numerical integration in isoparametric finite element methods, in The Mathematical Foundations of the Finite Element Method with Applications to
Partial Differential Equations (A.K. AZIZ, Editor), pp. 409-474,
Academic Press, New York, (1972).
128
BIBLIOGRAPHY
133
[32] ZLAMAL,
M.
A finite element procedure of the second order of accuracy, Numer.
Math., 16, (1970), pp. 394-402.
BIBLIOGRAPHY
134
129
Additional References
Books (Additional References)
BABUSKA, I; AZIZ, A.K. First part of The Mathematical Foundations of the Finite Element Method with applications to Partial
Differential Equatios (Symposium, University of Maryland, Baltimore, June-26-30, 1972) (Edited by A.K. AZIZ) Academic
Press, New York, (1972).
NORRIE, D.H; DE VRIES, G. The Finite Element Method - Fundamentals and Applications, Academic Press, New York, (1973).
ODEN, J.T. Finite Elements of Nonlinear Continue, McGraw Hill,
New York, (1972).
ZIENKIEWICZ, O.C. The finite Element Method in Engineering Science, McGraw Hill, London, (1971).
130
Journals (where articles dealing with the finite element method may
be regularly found).
Revue Francaise dAutomatique, Informatique, Recherche Operationelle (RAIRO), Red Series
Computer Methods in Applied Mechanics and Engineering.
International Journal for Numerical Methods in Engineering.
Mathematics of Computation.
SIAM Journal on Numerical Analysis
Numerische Mathematik.
Proceedings of Conferences totally or partially devoted to the finite
element method:
The Mathematics of Finite Elements and Applications, (Conference,
Brunel University, 18-20 April, 1972), Edited by J.R. WHITEMAN,
Academic Press, London, 1973.
Conference on the Numerical Solution of Differential Equations,
(Conference, Dundee, 03-06 July 1973), Edited by G.A. WATSON, Lecture Notes in Mathematics, Vol. 363, Springer-Verlag, New York, 1974.
The Mathematical Foundations of the Finite Element Method with
BIBLIOGRAPHY
135
Applications to Partial Differential Equations, (Symposium, University of Maryland, Baltimore, 26-30 June. 1972), Edited by A.K. AZIA,
Academic Press. New York, 1972.
Computing Methods in Applied Science and Engineering, Vol. 1
and 2 (International Symposium IRIA LABORIA, Versailles, 17-21 December, 1973) Edited by R. GLOWINSKI and J.L. LIONS, Lecture notes
in Computer Science, Vol., 10 and 11, Springer-Verlag, New York, 1974.
Topics in Numerical Analysis (Royal Irish Academy Conference on
Numerical Analysis, Dublin, 1972), Edited by J.J.H. MILLER, Academic Press, New York, 1973.
Mathematical Aspects of Finite Elements in Partial Differential
Equations (Symposium, 01-03 April, 1974, Mathematics Research Center, The University of Wisconsin, Madison), Edited by C. de BOOR, Academic Press, New York, 1974.
Proceedings of the Second Conference on the Mathematics of Finite
Elements and Applications, (Brunel University, April 07-10, 1975, to
appear.)

Lectures On The Finite Element Method: Ph. Ciarlet

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Lectures on

The Finite Element Method

Tata Institute of Fundamental Research

S. Kesavan, Akhil Ranjan

Tata Institute of Fundamental Research

c Tata Institute of Fundamental Research, 1975

1 The Abstract Problem

3 The Finite Element Method in its Simplest Form

4 Examples of Finite Elements

5 General Properties of Finite Elements

6 Interpolation Theory in Sobolev Spaces

7 Applications to Second-Order Problems...

9 The Obstacle Problem

10 Conforming Finite Element Method for the Plate Problem 103

The Abstract Problem

where a(, ) is a continuous, symmetric bilinear form on V and f is an

J(u) = Min J(v).

Usually J represents the energy of some physical system.

J(u) = Min J(v).

Henceforth we shall denote this abstract problem by the symbol (P).

1. The Abstract Problem

Definition 1.1. Let V be a normed linear space. A bilinear form a(, )

Theorem 1.1. Let V be a Banach space and K a closed convex subset

Remark 1.1. The inequalities (1.5) are known as variational inequalities.

defined by the inner-product is equivalent to the existing norm on V.

The map : V V given by f 7 f is linear. Now,

1. The Abstract Problem

The symmetry of a(, ) is essential in obtaining the last equality.

Geometrically, this means that the angle between the vectors ( f u)

a(u, v) f (v) for all v K

1. The Abstract Problem

(b) If K is a subspace of V then the solution is characterised by

(a) If K is a cone with vertex at 0, then for u, v K, u + v K.

1. The Abstract Problem

f on K, it follows that the above map is linear if and only if K is

Remark 1.4. The above exercise shows, in particular, the continuous

for all v K. (ii) Conversely, if u K such that J (u)(v u) 0 for

Exercise 1.3 (1 ). Apply the previous exercise to the functional

It was essentially the symmetry of the bilinear form which provided

Exercises (1.2)(i) and 1.3 together give relations (1.5)

1. The Abstract Problem

then (P) has a unique solution in V 1 .

for all u, v V. Fix any u V. Then the map v 7 a(u, v) is continuous

Thus A is continuous and ||A|| M.

Let be the Riesz isometry, : V V so that

where ((, )) denotes the inner product in V. Then, Au = f if and only

where > 0 is a constant to be specified. We choose such that

cf. Corollary 1.1(b).

1. The Abstract Problem

= ||v||2 2((Av, v)) + 2 ||Av||2

= ||v||2 2Av(v) + 2 ||Av||

||v||2 2||v||2 + 2 M 2 ||v||2

and hence g is a contraction, thus completing the proof.

||u||2 a(u, u) = f (u) || f || ||u||.

REFERENCE. For Variational Inequalities, see Lions and Stampacchia [18].

and call it the length of the multi-index. If v is a real-valued function on

The space of test functions on is given by

Definition 2.1. Let m 0 be an integer. Then the Sobolev space H m ()

It is easy to check that || ||m, defines a norm on H m (), which

Note that since for all m 0, D() H m (), we may define,

Theorem 2.2 (POINCARE-FRIEDRICHS

Henceforth, unless specified to the contrary, the following will be

When no confusion is likely to occur we will merely write v instead