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MATHEMATICS OF COMPUTATION

Volume 81, Number 279, July 2012, Pages 12471262

S 0025-5718(2012)02602-0
Article electronically published on February 29, 2012

FINITE ELEMENT METHODS FOR THE DISPLACEMENT

OBSTACLE PROBLEM OF CLAMPED PLATES

Abstract. We study nite element methods for the displacement obstacle

problem of clamped Kirchho plates. A unied convergence analysis is pro-
vided for C 1 nite element methods, classical nonconforming nite element
methods and C 0 interior penalty methods. Under the condition that the ob-
stacles are suciently smooth and that they are separated from each other and
the zero displacement boundary constraint, we prove that the convergence in
the energy norm is O(h) for convex domains.

1. Introduction
Let R be a bounded convex polygonal domain, f L2 (), 1 , 2
2
1 < 2 on ,
C 2 () C(), and 1 < 0 < 2 on . In this paper we consider
the following displacement obstacle problem for a clamped Kirchho plate:
Find u K such that
(1.1) u = argmin G(v),
vK

where
(1.2) K = {v H02 () : 1 v 2 on },
1
(1.3) G(v) = a(v, v) (f, v),
2
 
(1.4) a(w, v) = D2 w : D2 v dx and (f, v) = f v dx.

2
Here D2 w : D2 v = i,j=1 wxi xj vxi xj is the Frobenius inner product between the
Hessian matrices of w and v.
Since a(, ) is symmetric, bounded and coercive on H02 () and K is a nonempty
closed convex subset of H02 (), by the standard theory (cf. [41, 38, 45, 32]) the
obstacle problem (1.1) has a unique solution that is also uniquely determined by
the variational inequality
(1.5) a(u, v u) (f, v u) v K.

Received by the editor November 13, 2010 and, in revised form, November 14, 2010 and
May 4, 2011.
2010 Mathematics Subject Classication. Primary 65K15, 65N30.
Key words and phrases. Displacement obstacle, clamped Kirchho plate, fourth order, varia-
tional inequality, nite element, discontinuous Galerkin.
This work was supported in part by the National Science Foundation under Grant No. DMS-
10-16332 and by the Institute for Mathematics and its applications with funds provided by the
National Science Foundation.
2012
c American Mathematical Society
Reverts to public domain 28 years from publication

1247

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1248 SUSANNE C. BRENNER, LI-YENG SUNG, AND YI ZHANG

Remark 1.1. One can also use an equivalent formulation of (1.1) where the bilinear
form a(, ) is given by a(w, v) = (w)(v) dx. However, the choice of a(, ) in
(1.4) is more appropriate for nonconforming nite element methods because the
corresponding norms provide more local information.

Finite element methods for second order displacement obstacle problems have
been investigated in [29, 20, 24, 34, 49, 36, 51]. An important ingredient in their a
priori error analysis is the H 2 (and higher) regularity of the solution of the obstacle
problem which holds if the domain and the data are suciently smooth. The main
dierence/diculty in the a priori error analysis of nite element methods for the
fourth order obstacle problem (1.1) is the lack of H 4 regularity for the solution u.
It is known (cf. [30, 31, 21, 46, 32]) that u Hloc
3
() C 2 () under the assump-

tions on i . Since i C() and 1 < 0 < 2 on , we have 1 < u < 2 in a
neighborhood N of . Then (1.5) implies 2 u = f in N and hence u H 3 (N )
by the convexity of (cf. [8, 35, 26, 39]). It follows that u H 3 (). However,
4
in general u does not belong to Hloc () even when f , i and are smooth (cf.
). As far as we know, a thorough analysis of nite element methods for (1.1) is
still missing from the literature because of the lack of H 4 regularity.

Remark 1.2. The C 2 regularity result in [31, 21] is obtained for the one-obstacle
problem and f = 0. But it can be extended in a standard fashion to the two-
obstacle problem (1.1) under our assumptions on 1 , 2 and f (cf. Appendix A).
Note also that u does not belong to C 2 () in general if we only assume 1 2 in
(cf. ).

Remark 1.3. Mixed nite element methods for fourth order obstacle problems were
discussed in  without convergence rates. Nonconforming nite element methods
were studied in , where an O(h) error estimate was obtained for convex do-
mains. However, in that paper 2 u is erroneously treated as a function in L2 ().
Discontinuous Galerkin methods were also investigated in  under a mistaken H 4
regularity of u.

In this paper we take advantage of the fact that H 2 () is compactly embedded

to give a convergence analysis that uses only the minimization/variational
in C()
inequality formulations of the continuous and discrete problems. We prove that the
error in the energy norm is of magnitude O(h).
The rest of the paper is organized as follows. We introduce three types of nite
element methods in Section 2 and present a general framework for the analysis of
these methods. In Section 3 we study an auxiliary obstacle problem that plays a key
role in the convergence analysis of the nite element methods, which is carried out
in Section 4. We end the paper with some concluding remarks in Section 5 and three
appendices. The extension of the C 2 regularity result to the two-obstacle problem is
discussed in Appendix A. Appendix B contains an estimate for the Morley element
and Appendix C provides a concise unied analysis of nite element methods for
the biharmonic problem using the tools introduced in Section 2.

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FEM FOR THE OBSTACLE PROBLEM OF CLAMPED PLATES 1249

2. A general framework for finite element methods

for the obstacle problem
Let Th be a regular triangulation of with mesh size h. The piecewise Sobolev
space H 3 (, Th ) is dened by

H 3 (, Th ) = {v L2 () : vT = v T H 3 (T ) T Th }.

Remark 2.1. The energy space H 3 (, Th ) is needed for C 0 interior penalty methods
(cf.
 Example 2.4). We can use the larger space H 2 (, Th ) = {v L2 () : vT =

v T H (T ) T Th } for the classical nonconforming nite element methods
2

Let Vh be a nite element space associated with Th and ah (, ) be a symmetric

bilinear form on H 3 (, Th ) such that

(2.1) v, w H02 () H 3 (, Th ).
ah (w, v) = a(w, v)
 
We assume there exists a norm  h on Vh + H02 () H 3 (, Th ) such that
 
(2.2) |ah (v, w)| C1 vh wh v, w Vh + H02 () H 3 (, Th ) ,
(2.3) ah (v, v) C2 v2h v Vh .

From here on we use C (with or without subscripts) to denote a generic positive

constant independent of h that can take dierent values at dierent appearances.
Let Vh be the set of the vertices of Th . We assume the functions in Vh are
continuous at the vertices p Vh and there exists an operator h : H02 () Vh
such that

(2.4) (h )(p) = (p) H02 (), p Vh ,

(2.5)  h h Ch||H 3 () H 3 () H02 ().

Furthermore, we assume there exists an operator Eh : Vh H02 () H 3 (, Th )

such that, for any v Vh and H 3 () H02 (),

(2.6) (Eh v)(p) = v(p) p Vh ,


12
(2.7) v Eh vL2 () + h |v Eh v|2H 1 (T ) + h2 |Eh v|H 2 () Ch2 vh ,
T Th
(2.8) |ah (, v Eh v)| Ch||H 3 () vh ,
(2.9)  Eh h L2 () + h| Eh h |H 1 () + h2 | Eh h |H 2 ()
Ch3 ||H 3 () .

Example 2.2 (C 1 Finite Elements [9, 5, 52, 23]). We take Vh H02 () to be

the Hsieh-Clough-Tocher macro element
space or the quintic Argyris nite element
space, ah (, ) = a(, ),  h = a(, ) = | |H 2 () , h to be a quasi-local inter-
polation operator [25, 47, 33], and Eh to be the natural injection. The properties
(2.6)(2.9) are trivial in this case. In the case where can be triangulated by
rectangles, we can also use the Bogner-Fox-Schmit element.

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1250 SUSANNE C. BRENNER, LI-YENG SUNG, AND YI ZHANG

Example 2.3 (Classical Nonconforming Finite Elements [2, 7, 43, 27, 48]). Let
Vh L2 () be the Morley nite element. We take

ah (w, v) = D2 w : D2 v dx,
T Th T

 h = ah (, ), h to be the interpolation operator determined by the function
values at the vertices and the integrals of the normal derivatives on the edges, and
Eh to be an enriching operator dened by averaging. Details about the construction
of Eh can be found in [13, 14], where the properties (2.6), (2.7) and (2.9) are
established. The derivation of estimate (2.8) is given in Appendix B. Similar
constructions (cf. ) can also be carried out for the Zienkiewicz element and the
de Veubeke element, and in the case where can be triangulated by rectangles,
also for the Adini element and the incomplete biquadratic element.
Example 2.4 (C 0 Interior Penalty Methods [28, 17]). These are discontinuous
Galerkin methods. We take Vh H01 () to be a Pk Lagrange nite element space
(k 2) and
 
ah (w, v) = 2 2
D w : D v dx + {{ 2 w/n2 }}[[v/n]] ds
T Th T eEh e
 
+ {{ 2 v/n2 }}[[w/n]] ds + |e|1 [[w/n]][[v/n]] ds,
eEh e eEh e

where Eh is the set of the edges in Th , {{ 2 v/n2 }} (resp. [[v/n]]) is the average
(resp. jump) of the second (resp. rst) order normal derivative of v across an edge,
|e| is the length of the edge e and > 0 is a penalty parameter. The norm  h is
dened by

v2h = |v|2H 2 (T ) + |e|{{ 2 v/n2 }}2L2 (e) + |e|1 [[v/n]]2L2 (e) .
T Th eEh eEh

The penalty parameter is assumed to be large enough so that (2.3) holds. We

take h to be the nodal interpolation operator and Eh to be an enriching operator
dened by averaging. Details of the construction of Eh can be found in , where
the properties (2.6), (2.7) and (2.9) are established. Property (2.8) is a simple
consequence of integration by parts and (2.7).
Remark 2.5. The estimates (2.7) and (2.8) are useful tools for analyzing nite
element methods for the biharmonic problem (cf. Appendix C). The estimates
(2.7) and (2.9) are also useful for the analysis of fast solvers for the resulting discrete
problems [11, 13, 14, 15].
The nite element method for (1.1) (equivalently (1.5)) is: Find uh Kh such
that
(2.10) uh = argmin Gh (v),
vKh

where
(2.11) Kh = {v Vh : 1 (p) v(p) 2 (p) p Vh },
1
and Gh (v) = ah (v, v) (f, v).
2

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FEM FOR THE OBSTACLE PROBLEM OF CLAMPED PLATES 1251

Since ah (, ) is symmetric positive denite on Vh , it follows from the standard

theory that the discrete obstacle problem (2.10) has a unique solution uh , which is
also characterized by the following variational inequality:
(2.12) ah (uh , v uh ) (f, v uh ) v Kh .
The nite element function uh provides an approximation to u. A preliminary
error estimate is given in the following lemma.
Lemma 2.6. There exist positive constants C and C independent of h such that

(2.13) u uh 2h C h u u2h + C ah (u, h u uh ) (f, h u uh ) .
Proof. From (2.2), (2.3), (2.12) and the arithmetic-geometric mean inequality, we
have
h u uh 2h C1 ah (h u uh , h u uh )

= C1 ah (h u u, h u uh ) + ah (u, h u uh ) ah (uh , h u uh )

C2 h u uh h u uh h + C1 ah (u, h u uh ) (f, h u uh )
1
h u uh 2h + C3 h u u2h + C1 ah (u, h u uh ) (f, h u uh ) ,
2
and hence

h u uh 2h 2C3 h u u2h + 2C1 ah (u, h u uh ) (f, h u uh ) .
The estimate (2.13) then follows from the triangle inequality. 
In view of (2.5), it only remains to nd an estimate for the term
ah (u, h u uh ) (f, h u uh )
on the right-hand side of (2.13).

3. An auxiliary obstacle problem

The analysis of the term ah (u, h u uh ) (f, h u uh ) should of course involve
the variational inequality (1.5). But it is not easy to connect Kh directly to K.
However, by (1.2), (2.6) and (2.11), we have
h
Eh v K v Kh ,
h H02 () is dened by
where K
(3.1) h = {v H02 () : 1 (p) v(p) 2 (p) p Vh }.
K
Thus we are led to consider the following intermediate obstacle problem: Find
h K
u h such that
(3.2) u
h = argmin G(v),
h
vK

where the functional G is given by (1.3)(1.4).

The unique solution of (3.2) satises the following variational inequality:
(3.3) uh , v u
a( h ) (f, v u
h ) h.
v K
Our strategy is to rst estimate the dierence between u and u
h in this section
and then combine it with the variational inequalities (1.5) and (3.3) to complete
the convergence analysis in Section 4.

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1252 SUSANNE C. BRENNER, LI-YENG SUNG, AND YI ZHANG

Note that K is a subset of K h and the problems (1.1) and (3.2) involve the
same functional G. We can therefore consider u as an internal approximation of u
h
and it is known (cf.  and Remark 3.5) that the distance between uh and u can
be bounded by the square root of the distance between u h and K. Below we will
estimate the distance between uh and K through several lemmas.
Lemma 3.1. There exists a positive constant C independent of h such that
uh H 2 () C.

h , we deduce from (3.2) that
Proof. Since K K
(3.4) uh ) G(u)
G(
and hence, by the Cauchy-Schwarz inequality, a Poincare-Friedrichs inequality 
and the arithmetic-geometric mean inequality,

1
|
uh |2H 2 () G(u) + fuh dx
2
1
G(u) + f L2 () 
uh L2 () G(u) + Cf 2L2 () + |
uh |2H 2 () .
4

Lemma 3.2. The solution u
h of (3.2) converges uniformly on to the solution u
of (1.1) as h 0.
Proof. It suces to show that given any sequence hn 0 there exists a subsequence
hnk such that uhnk converges uniformly on to u as k .
By Lemma 3.1 and the weak sequential compactness of bounded subsets of a
Hilbert space , there exists a subsequence hnk such that
(3.5) hnk converges weakly to some u H02 () as k .
u
Since H 2 () is compactly embedded in C() by the Rellich-Kondrachov Theorem
hnk implies that
, the weak convergence of u
(3.6) hnk converges uniformly on to u as k .
u

In view of (3.1) and the fact that the set jk Vhnj is dense in for any k, we
obtain by (3.6) the relation 1 u 2 on , i.e., u K.
Since the functional G is convex and continuous, it is also weakly lower semi-
continuous (cf. ). Therefore we have, by (3.4) and (3.5),
G(u ) lim inf G(
uhnk ) G(u).
k

We conclude from (1.1) that u = u and hence u

hnk converges uniformly on to u
by (3.6). 
Let Ii (i = 1, 2) be the coincidence set of the obstacle problem (1.1) dened by
(3.7) Ii = {x : u(x) = i (x)}.
The boundary condition of u and the assumptions on i imply that the compact
sets , I1 and I2 are mutually disjoint.
For any positive , let the compact set Ii, (i = 1, 2) be dened by
(3.8) : dist(x, Ii ) }.
Ii, = {x

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FEM FOR THE OBSTACLE PROBLEM OF CLAMPED PLATES 1253

We can choose i > 0 (i = 1, 2) small enough so that the compact sets I1,21 , I2,22
and remain mutually disjoint.
Lemma 3.3. There exist positive numbers h0 , 1 and 2 such that
(3.9) h (x) 1 (x) 1
u and dist (x, I1 ) 1 ,
if x
(3.10) 2 (x) u
h (x) 2 and dist (x, I2 ) 2 ,
if x
provided h h0 .
Proof. Since u 1 (resp. 2 u) is strictly positive on the compact set {x
: dist (x, I1 ) 1 } (resp. {x
: dist (x, I2 ) 2 }), this is an immediate
consequence of Lemma 3.2. 
Let Ih be the nodal interpolation operator for the conforming P1 nite element
space associated with Th . We can rewrite the displacement constraints on u
h as
(3.11) Ih 1 Ih u
h Ih 2 on .
Let the number h,i be dened by
(3.12) h,i = (
uh Ih u
h ) + (Ih i i )L (Ii,i ) for i = 1, 2.
Since i C () and the compact set Ii,i is disjoint from , Taylors Theorem
2

implies that
(3.13) i Ih i L (Ii,i ) Ch2 for i = 1, 2.
Moreover, from the standard interpolation error estimate (cf. [24, 16])
(3.14)  Ih L () Ch||H 2 () H 2 ()
and Lemma 3.1, we have
uh Ih u
 h L () Ch|
uh |H 2 () Ch,
and hence
(3.15) h,i Ch for i = 1, 2.
Lemma 3.4. There exists a positive constant C independent of h such that
(3.16) h |2H 2 () C(h,1 + h,2 )
|u u
provided h is suciently small.
Proof. Let h0 , 1 and 2 be as in Lemma 3.3.
Without loss of generality, we may assume h h0 . We have, by (3.11) and
(3.12),
(3.17) h (x) 1 (x)
u
=uh (x) Ih u
h (x) + Ih u
h (x) Ih 1 (x) + Ih 1 (x) 1 (x)
h,1 x I1,1 ,
(3.18) 2 (x) u
h (x)
= 2 (x) Ih 2 (x) + Ih 2 (x) Ih u
h (x) + Ih u
h (x) u
h (x)
h,2 x I2,2 .
In view of (3.15) we may also assume that, for h h0 ,
(3.19) max h,i < min i .
i=1,2 i=1,2

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1254 SUSANNE C. BRENNER, LI-YENG SUNG, AND YI ZHANG

Let i (i = 1, 2) be a function in C ()
such that

(3.20) 0 i 1
on ,
(3.21) i = 1 on Ii,i ,
(3.22) i = 0 \ Ii,2 .
on i

We claim that
(3.23) u h + h,1 1 h,2 2 K.
h = u
Since the compact sets I1,21 , I2,22 and are mutually disjoint, it is clear from
h H02 (). It only remains to show that
(3.22) that u
(3.24) 1 (x) u
h (x) 2 (x) x ,
which
 we will establish
 by considering the following three possibilities: (i) x
\ I1,21 I2,22 , (ii) x I1,21 and (iii) x I2,22 .  
In view of (3.9) and (3.10), it is trivial that (3.24) holds for x \ I1,21 I2,22 .
For the case where x I1,21 , we note that (3.10), (3.19), (3.20) and (3.22) imply
u h (x) + h,1 1 (x) 2 (x) 2 + h,1 < 2 (x).
h (x) = u
Furthermore, if x I1,21 \ I1,1 , then
u h (x) + h,1 1 (x) 1 (x) + 1 > 1 (x)
h (x) = u
by (3.9) and (3.20). Finally, if x I1,1 , then
u h (x) + h,1 1 (x)
h (x) = u
by (3.17) and (3.21). Therefore (3.24) holds for x I1,21 .
The proof that (3.24) holds for x I2,22 is completely analogous.
From (1.3), (1.4), and Lemma 3.1, we have
1
uh ) =
G( uh + h,1 1 h,2 2 , u
a( h + h,1 1 h,2 2 )
2
(f, u h + h,1 1 h,2 2 )
1
(3.25) = a( h ) (f, u
uh , u uh , h,1 1 h,2 2 )
h ) + a(
2
1
+ a(h,1 1 h,2 2 , h,1 1 h,2 2 ) (f, h,1 1 h,2 2 )
2  
G(uh ) + C h,1 + h,2 .
From (1.1), (1.3), (1.4), (3.3), (3.23) and (3.25) we then obtain
1 1 1
|u u
h |2H 2 () = a(u, u) a( h ) a(
uh , u uh , u uh )
2 2 2
1 1
a(u, u) a( h ) (f, u u
uh , u h )
2 2  
= G(u) G(
uh ) G( uh ) G(uh ) C h,1 + h,2 . 

Remark 3.5. According to (3.23) the distance between u

h and K is bounded by
|h,1 1 h,2 2 |H 2 () C(h,1 + h,2 ),
and hence the estimate (3.16) shows precisely that the distance between u
h and u
is bounded by the square root of the distance between uh and K.

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FEM FOR THE OBSTACLE PROBLEM OF CLAMPED PLATES 1255

We now take a closer look at the numbers h,1 and h,2 . Since u C 2 () and
the compact set Ii,i is disjoint from , we have, by Taylors Theorem,
(3.26) u Ih uL (Ii,i ) Ch2 for i = 1, 2.
Combining (3.14) and (3.26) we nd

uh Ih u
h L (Ii,i ) (u u
h ) Ih (u uh )L () + u Ih uL (Ii,i )
 
C h|u uh |H 2 () + h2 ,
which together with (3.12) and (3.13) implies
 
(3.27) h,i C h|u uh |H 2 () + h2 for i = 1, 2.
It now follows from (3.16), (3.27) and the arithmetic-geometric mean inequality
that
1
h |2H 2 () Ch2 + |u u
|u u h |2H 2 () ,
2
and hence we have
(3.28) |u u
h |H 2 () Ch.
Finally, we note that (3.27) and (3.28) imply
(3.29) h,i Ch2 for i = 1, 2,
which improves the estimate (3.15).

4. Convergence analysis
With Lemma 3.4, the estimate (3.29), and the two variational inequalities (1.5)
and (3.3) at our disposal, we can now complete the convergence analysis of the
nite element methods.
In our analysis we will also need the estimate
(4.1) |a(, v)| C||H 3 () |v|H 1 () H 3 (), v H02 (),
which follows immediately from (1.4) and integration by parts.
Lemma 4.1. There exists a positive constant C independent of h such that
(4.2) ah (u, h u uh ) (f, h u uh )
 1 1   
C h + h,1 2 2
+ h,2 h u uh h + h2 + h,1 + h,2 ,

where h,i is dened in (3.12).

Proof. We have
 
(4.3) ah (u, h u uh ) = a(u, Eh h u Eh uh ) + ah u, h u uh Eh (h u uh )
because of (2.1), and it follows from (2.8) that
  
(4.4) ah u, h u uh Eh (h u uh )  Chh u uh h .

Moreover, we have
(4.5) a(u, Eh h u Eh uh ) = a(
uh , Eh h u Eh uh ) + a(u u
h , Eh h u Eh uh ),

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1256 SUSANNE C. BRENNER, LI-YENG SUNG, AND YI ZHANG

and it follows from (2.7) and (3.16) that

 
(4.6) h , Eh h u Eh uh ) |u u
a(u u h |H 2 () |Eh (h u uh )|H 2 ()
 12 1 
C h,1 + h,2 2
h u uh h .
Now we use (3.3) to derive
(4.7) uh , Eh h u Eh uh ) = a(
a( h Eh uh ) + a(
uh , u uh , E h h u u
h )
(f, u
h Eh uh ) + a(
uh , E h h u u
h ).
Note that
(4.8) uh , Eh h u u
a( uh u, Eh h u u
h ) = a( h ) + a(u, Eh h u u)
+ a(u, u u
h )
and
 
(4.9) a( h ) + a(u, Eh h u u)
uh u, Eh h u u
|u u
h |H 2 () |(
uh u) + (u Eh h u)|H 2 ()
+ C|u|H 3 () |u Eh h u|H 1 ()
 
C |u u
h |2H 2 () + |u Eh h u|2H 2 () + |u|H 3 () |u Eh h u|H 1 ()
 
C h2 + h,1 + h,2
by (2.9), (3.16) and (4.1).
Without loss of generality, we may assume that h is suciently small so that
(3.23) holds. Therefore we can use (1.5) to obtain
h ) = a(u, u u
a(u, u u h ) + h,1 a(u, 1 ) h,2 a(u, 2 )
(4.10) (f, u u
h ) + h,1 a(u, 1 ) h,2 a(u, 2 )
= (f, Eh h u uh ) + (f, u Eh h u)
   
h,1 (f, 1 ) a(u, 1 ) + h,2 (f, 2 ) a(u, 2 ) ,
and, we have, because of (2.9),
 
(4.11) (f, u Eh h u) f L u Eh h uL2 () Ch3 .
2 ()

Combining (4.3)(4.11), we nd
 
(4.12) ah (u, h u uh ) f, Eh (h u uh )
1 1
C (h + h,1
2
+ h,2
2
)uh h uh + (h2 + h,1 + h,2 ) .
The estimate (4.2) follows from (2.7) and (4.12). 
Theorem 4.2. There exists a positive constant C independent of h such that
(4.13) u uh h Ch.
Proof. It follows from (2.5), (2.13), Lemma 4.1, and the arithmetic-geometric mean
inequality that
 1 1   
u uh 2h C u h u2h + h + h,1 2
+ h,2
2
h u uh h + h2 + h,1 + h,2
 1 1    
C h + h,1
2
+ h,2
2
h u uh + u uh h + h2 + h,1 + h,2
  1
C h2 + h,1 + h,2 + u uh 2h
2

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FEM FOR THE OBSTACLE PROBLEM OF CLAMPED PLATES 1257

and hence  
u uh 2h C h2 + h,1 + h,2 ,
which together with (3.29) implies the estimate (4.13). 

5. Concluding remarks
The results in this paper are also valid for the one-obstacle problem. In fact, the
analysis of the one-obstacle problem is slightly simpler since we only have to deal
with one coincidence set.
For simplicity we have assumed to be convex. But the results can be extended
to a nonconvex polygonal domain , in which case u H 2+ () for some ( 12 , 1)
(cf. [8, 35, 26, 39]), and the error estimate (4.13) becomes u uh h Ch .
It is also possible to extend the results in this paper to obstacle problems with
nonhomogeneous boundary conditions. Let g H 4 () such that 1 < g < 2 on
, and
K = {v H 2 () : v g H02 () and 1 v 2 in }.
Finite element methods for (1.1)(1.3) can be developed for this closed convex set
K. Since there are many dierent treatments for the nonhomogeneous boundary
conditions depending on the choice of the nite element space and the variational
form, we prefer to discuss them separately in future work together with numeri-
cal solutions of the discrete obstacle problems. Numerical results in  for the
quadratic C 0 interior penalty method have conrmed the error estimate (4.13) for
obstacle problems with homogeneous or nonhomogeneous boundary conditions.
Finally, we note that the results in [30, 31, 21] also hold for simply supported
plates and hence the methodology of this paper can be applied to the obstacle
problem for simply supported plates.

Appendix A. C 2 regularity for the two-obstacle problem

First we will extend the C 2 regularity result in [31, 21] to the one-obstacle
problem with nonhomogeneous data. Let D R2 be a smooth bounded domain
< 0 on D, and
(not necessarily connected), f L2 (D), C 2 (D),
K0, = {v H02 (D) : v on D}.
Consider the following obstacle problem:
Find z0,,f K0, such that
(A.1) z0,,f = argmin GD (v),
vK0,

where the functional GD is dened as in (1.3)(1.4), but with replaced by D.

Lemma A.1. The solution z0,,f of (A.1) belongs to C 2 (D).
Proof. Let aD (, ) be dened as in (1.4) but with replaced by D, and H02 (D)
be dened by
(A.2) aD (, v) = (f, v) v H02 (D).
It follows from elliptic regularity (cf. [3, 42, 37]) and the Sobolev embedding theo-

rem  that H 4 (D) C 2 (D).
Let = and
K0, = {w H02 (D) : w on D}.

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1258 SUSANNE C. BRENNER, LI-YENG SUNG, AND YI ZHANG

< 0 on D, and w K0, if and only if v = w +

Then we have C 2 (D),
K0, . By a simple calculation using (A.2) we nd
1 1
aD (w, w) = GD (v) + aD (, ),
2 2
and hence z = z0,,f K0, satises
1
z = argmin aD (w, w).
wK0, 2
It follows from the C regularity result in [31, 21] that z C 2 (D)
2 and hence

z0,,f = z + C 2 (D). 
Next we consider the obstacle problem of nding zg,,f Kg, such that
(A.3) zg,,f = argmin GD (v),
vKg,

satises g > on D and

where g H (D) C (D)
4 2

Kg, = {v H 2 (D) : v g H02 (D) and v on D}.

Lemma A.2. The solution zg,,f of (A.3) belongs to C 2 (D).
Proof. Let = g and
K0, = {w H02 (D) : w }.
< 0 on D, and w K0, if and only if v = w + g
Then we have C 2 (D),
Kg, . By another simple calculation we nd
1 1
aD (w, w) (f 2 g, w) = GD (v) aD (g, g) + (f, g)
2 2
and hence z = zg,,f g K0, satises
1 
z = argmin aD (w, w) (f 2 g, w) ,
wK0, 2

i.e., z = z0, ,(f 2 g) in the notation of (A.1). Therefore Lemma A.1 implies that
and hence zg,,f = z + g C 2 (D).
z C 2 (D) 
We are now ready to tackle the two-obstacle problem dened by (1.1)(1.3).
Since (1.5) implies 2 u = f on \ (I1 I2 ), from interior elliptic regularity (cf.
[3, 42, 37]) we know that u Hloc4
\ (I1 I2 ) and hence u is C 2 outside the
coincidence sets I1 and I2 .
Let D be a smooth domain such that I1 D and D is disjoint from
and I2 . Since u belongs to the Sobolev space H (N ) in an open neighborhood N
4

of D, we have u = g on D, where g H 4 (D) is the product of u and a smooth

cut-o function. Because D is outside the coincidence set I1 , we also have g > 1
on D. 
We claim that uD = uD satises
(A.4) uD = argmin GD (v),
vK

where
K = {v H 2 (D) : v g H02 (D) and 1 v 2 on D}.

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FEM FOR THE OBSTACLE PROBLEM OF CLAMPED PLATES 1259

Indeed, if there exists a function v K such that GD (v ) < GD (uD ), then the
function u dened by

v (x) if x D
u (x) =
u(x) if x \ D
belongs to K and G(u ) < G(u), which is impossible because of (1.1).
Next we claim that uD also satises
(A.5) uD = argmin GD (v),
vKg,1

where
Kg,1 = {v H 2 (D) : v g H02 (D) and v 1 on D}.
We will establish (A.5) by showing that uD satises the equivalent variational in-
equality
(A.6) aD (uD , v uD ) (f, v uD ) v Kg,1 .
Let v Kg,1 be arbitrary. Since uD is strictly less than 2 on the compact set
the function wt = (1 t)uD + tv belongs to K for any suciently small non-
D,
negative number t and GD (uD ) GD (wt ) for such t because of (A.4). It follows
that (d/dt)GD (wt ) is non-negative at t = 0, which is equivalent to (A.6).
In view of (A.5) and Lemma A.2, we have uD = zg,1 ,f C 2 (D). Similarly, we
can prove that u is C 2 in a neighborhood of the coincidence set I2 . We conclude
that u C 2 ().

Appendix B. Estimate (2.8) for the Morley finite element space

 A function v belongs to the Morley nite element space Vh if and only if (i)
v T P2 (T ) for all T Th , (ii) v is continuous at the vertices of Th and vanishes
at the vertices along , and (iii) the normal derivative of v is continuous at the
midpoints of the edges in Th and vanishes at the midpoints of the edges along .
Note that v (and hence (v Eh v)) is continuous at the midpoints of the edges
in Eh and vanishes at the midpoints of the edges along .
Let H 3 () H02 (), v Vh and vT be the restriction of v to a triangle
T Th . Using integration by parts and the midpoint rule, we nd

ah (, v Eh v) = D2 : D2 (v Eh v) dx
T Th T
 
= () (v Eh v) dx + D2 : (vT Eh v) nT ds
T Th T T Th T

= () (v Eh v) dx
T Th T

+ D2 (D2 )e : [[(v Eh v) n]]e ds,
eEh e

where nT is the unit outward normal along T , (D2 )e is the mean of D2 over the
edge e and [[(v Eh v) n]]e is the sum of (vT Eh v) nT over the triangles
that share e as a common edge.

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1260 SUSANNE C. BRENNER, LI-YENG SUNG, AND YI ZHANG

It follows that

1/2
|ah (, v Eh v)| ||H 1 () |v Eh v|2H 1 (T )
T Th

1/2 
1/2
+ |e|1 D2 (D2 )e 2L2 (e) |e|[[(v Eh v) n]]2L2 (e)
eEh eEh

1/2
C||H 3 () |v Eh v|2H 1 (T ) Ch||H 3 () vh ,
T Th

where we have used the Cauchy-Schwarz inequality, the trace theorem (with scal-
ing), the Bramble-Hilbert lemma  and (2.7).

Appendix C. Finite element methods for the biharmonic problem

When the obstacles are absent we have K = H02 (), Kh = Vh , and the nite
element methods in Section 2 become nite element methods for the biharmonic
problem. A concise unied analysis of these methods can be performed using the
tools introduced in Section 2.
Let z H02 () and zh Vh satisfy
(C.1) a(z, v) = (f, v) v H02 (),
(C.2) ah (zh , v) = (f, v) v Vh ,
where f L2 (). The convexity of implies that z H 3 () and
(C.3) zH 3 () C f L2 () .
We have a standard abstract error estimate [16, Lemma 10.1.1]


(C.4) z zh h C inf z vh + sup ah (z, w) (f, w) /wh

vVh wVh \{0}

that follows from (2.2), (2.3) and (C.2), and for any w Vh , we have
(C.5) ah (z, w) (f, w) = ah (z, w Eh w) (f, w Eh w)

C h|z|H 3 () + h2 f L2 () wh
by (2.1), (2.7), (2.8) and (C.1).
Combining (2.5) and (C.3)(C.5), we nd
z zh h Chf L2 () .

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MR0275014 (43:772)

Department of Mathematics and Center for Computation and Technology, Louisiana

State University, Baton Rouge, Louisiana 70803

Department of Mathematics and Center for Computation and Technology, Louisiana

State University, Baton Rouge, Louisiana 70803