Ralf Hiptmair

Multilevel Preconditioning for Mixed Problems in Three Dimensions

Dissertation zur Erlangung des Doktorgrades der Mathematisch{Naturwissenschaftlichen Fakultat der Universitat Augsburg

Augsburg, Marz 1996

This work is dedicated to all those modest graduate students who did not dare to dedicate their theses to themselves


Mathematicians are all too frequently portrayed as lonely individuals hunched over their desks carrying on their sophisticated ruminations in isolation. This is rather the exception than the rule. Like in any other eld of science also in mathematics communication and mutual inspiration is essential for research. In a sense, this work would not have been possible without the advice and assistance of many people. First of all, I wish to thank my supervisor Prof. R.H.W. Hoppe who brought the subject into my focus and gave me unrelenting support throughout the preparation of this thesis. I am also much indebted to Prof. P. Oswald, whose suggestions helped advance the work on several occasions when my e orts stalled. Another substantial contribution with respect to problems of elliptic regularity was made by Prof. M. Costabel. In addition I wish to thank Prof. V. Girault for her hints on vector valued functions spaces. Prof. P. Monk provided me with valuable information about Maxwell's equations and C. P aum pointed out to me a way to proof regularity on the unit cube. Credit goes to D. Spencer for consulting me on English usage and W. Schmid for proofreading. Finally, I am grateful to all my colleagues at the Lehrstuhl fur Angewandte Mathematik at the Universitat Augsburg. They created a climate highly conducive to concentrated and creative work. Augsburg, March 1996 Ralf Hiptmair

). applied to the saddle point system arising from the mixed nite element discretization of an ordinary scalar second order elliptic problem. duality arguments according to Zhang 119] yield the stability of the nodal splitting. built upon a sequence of nested triangulations. the preconditioner must not be adversely a ected by large values of the augmented Lagrangian parameter r. For the treatment of the crucial divergence free vector elds we resort to a nodal BPX{type (see 20]) decomposition of Nedelec spaces. . Of course. Thus. In addition. By the extension theorem this result carries over to general domain if no boundary values are imposed. which involve the di erential operators div and curl. independent on the number of re nement levels. Our main focus is on the augmented Lagrangian technique 52]. The ndings also show that the direct elimination of the non{solenoidal part of the ux suggested by Ewing and Wang 48] for 2D applications is just as e cient for mixed problems in 3D. in the dual formulation of elliptic boundary value problems. Moreover. Also they enable us to construct fast solvers for rst order system least squares discretizations of second order elliptic problems. curl )L2 ( ) . in which case they are posed over subspaces of H (div. as well. We discover that with slight modi cations the hierarchical bases scheme of Cai. Welfert and Yserentant 4] provide algorithms for its iterative solution. we managed to establish approximation estimates in fractional Sobolev spaces and new discrete extension theorems. We extend the approach of Vassilevski and Wang 109] in two dimensions to obtain a multilevel splitting of Raviart{Thomas spaces in 3D. viewing them from the angle of di erential forms. Such kinds of problems occur. Goldstein and Pasciak 30] is covered. v)L2 ( ) + r (div u. Uzawa algorithms. The investigations are set in a nite element framework relying on simplicial meshes and the nite element schemes introduced by Raviart and Thomas 99] and Nedelec 87].iv Abstract This work aims to provide a rigorous theoretical examination of multilevel preconditioning schemes for some discrete variational problems in three dimensions. We show that it takes only an e cient preconditioner for discrete operators related to the bilinear form (u. we investigate the stability of the decompositions of lowest order Nedelec spaces with respect to the bilinear form (curl . the results prove useful for designing multilevel schemes for the computation of vector potentials in magnetostatics. Under certain assumptions on the regularity of a curl curl{boundary value problem. ) and H (curl. Based on algebraic multilevel theory 115]. we arrive at a fairly canonical procedure to obtain these particular nite elements and forge a uni ed analysis of their properties. for instance. div v)L2 ( ) to achieve methods of optimal computational complexity. To cope with its nontrivial kernel we switch to the related quotient space. the minimal residual method and the method of Bank. We take a fresh look at the construction of these spaces.

. . . . . 66 66 71 77 81 5 Stable Splitting of Stream Functions 5. . . . . . . . . . . . . . . Di erential Forms . . Finite Element Spaces . . . . . . . . . . . . . . . . . Triangulations . . . . . . . . 88 5. . . .7 Function Spaces . . . . . . .4 2. . . . . . . . . . . . . . . . . . . . .2 4. . . . . . . .2 Quotient Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A Mixed Finite Element Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . A Discrete Extension Operator . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Upper Bound . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 4. . .3 4.3 2. . 94 v 88 .5 2. . . . . . . . . . . . . . . . . . . . . . . . . . . . Treatment of Saddle Point Problems . . . . .2 3. . . . . . . . . . . . . . . . Multilevel Splitting of Raviart{Thomas Spaces Lower Bound . . . . . . . . .1 2. . . . . . . . . . . . . 46 46 49 53 58 63 4 Multilevel Preconditioning 4. . . . . . . . . . . . . . . . . . . . . . . . . . . .Inhaltsverzeichnis 1 Introduction 2 Continuous and Discrete Spaces 2. . . .1 3. . . . . . . . . . . . . . . . . . . . . Discrete Estimates . . . . . . . . . . . . . . . . . . . . Approximation Properties . . . . . . . . . . . . . . . . .5 Survey of Variational Approaches . . . . . . . . . . . . . . .3 3. . . . . .4 3. . . . . . . . . . . . . . .6 2. . . . . . . . . . . . . . . Iterative Solution of Augmented Lagrangian System Least Squares Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 5 10 17 19 32 34 41 5 3 Second Order Elliptic Boundary Value Problems 3. . . . . . . . . . . . . . . . . . . . . . . . . . .4 Principles and Abstract Theory . . . . . . . .2 2.1 Results on Regularity . . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . .4 5. . . . . . . . . . . . . . . . . . . .2 Computation of Vector Potentials . . . . . . . . . 117 6. . . . . . Inhaltsverzeichnis . . . . . . . . . . . . . .6 Stable Splitting on the Unit Cube The General Case . . . . . . .3 5.3 Multilevel Preconditioned Iterative Scheme . . . . . .vi 5. . . . 119 116 7 Conclusion 127 . .5 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116 6. . . . . . Hierarchical Basis Decomposition Proof of Uniform Upper Bound . . . . . . . . . . . . . . 99 107 112 114 6 Further Applications 6. . . .1 Stokes Equations with Non{standard Boundary Conditions . . . . . . . . . .

Th := Simplicial quasiuniform triangulations h(T ) := Diameter of tetrahedron T b T := Reference simplex spanned by the unit vectors in IR3 Mi(T ) := Geometrical objects of dimension i belonging to tetrahedron T F (Th) := Faces of elements of triangulation Th E (Th) := Edges of elements of triangulation Th V (Th) := Vertices of elements of triangulation Th := Xu's notation for one sided estimate := Xu's notation for equivalence up to constants l (T ) := Finite element polynomial ansatz space on reference Xk b tetrahedron Pk (T ) := Space of multivariate polynomials of degree k over T H (div. ) . ) Page 6 6 6 6 6 7 7 8 8 8 8 9 10 11 11 13 13 13 13 17 18 19 19 19 19 19 19 19 20 20 .Notations vii List of notations Symbol := q 2 L2( ) . ) . ) := v 2 H (div. curl = 0g q k kH (curl. ) H := fv 2 H (div. : : : . ) := 2 L2 ( ) . ) := f 2 H (curl. div v 2 L2 ( ) v k kH (div. ) . n v = 0 in H001=2 (?0 ) curl := Curl operator H (curl.m( ) of di erential forms onto k vector elds T0 . i := Euclidean scalar product in IRn n o ? H ?0 (div. curl 2 L2 ( ) H 0 (curl. div v = 0g D( ) := Space of scalar test functions n := Unit exterior normal vector h.m ( ) DF := m{times continuously di erentiable k{forms ^ := External product of di erential forms d? := Arclength measure d := Surface measure dx := Lebesgue{measure in IRn := Mapping from the space DF k. TL. ) := k k2 2( ) + kcurl k2 2( ) L L := Cross product of vectors in IR3 4k := Vector space of alternating k{multilinear forms k. ) := k k2 2( ) + kdiv k2 2( ) L L 0 (div.

Th) ND0k ( . Th) := Spaces of continuous. ){conforming nite element functions of order k over triangulation Th RT k ( .Th RT k .0( . piecewise polynomial (degree k) nite element functions over triangulation Th with homogeneous boundary conditions := Nedelec spaces of H (curl.Th := Spaces of continuous. Th) (see Table 2. Th) (see Table 2. Th) := \Polynomial" di erential forms := General canonical interpolation operator := Degrees of freedom for nite element space Sk ( . ){conforming nite element functions of order k over triangulation Th with homogeneous boundary conditions. Th) (see Table 2.Th Sk .2 on page 27) := Nodal interpolation operator in Raviart{Thomas space RT k( .2 on page 27) := Nodal interpolation operator in Nedelec space NDk ( . Th) := Nedelec spaces of H (curl. Th) := spaces of piecewise polynomial functions of degree k over mesh Sk. piecewise polynomial (degree k) nite element functions over triangulation Th NDk ( .viii Symbol ~ Pk (T ) Notations Page 21 20 21 22 22 23 23 23 23 23 23 23 23 23 24 27 26 26 26 27 27 27 := Space of homogeneous multivariate polynomials of degree k over T Sk+1(T ) := Degree k + 1 polynomial over T NDk+1(T ) := Local Nedelec space over element T RT k (T ) := Local Raviart{Thomas space over element T Qk (T ) := Space of multivariate polynomials of degree k over T Sk ( . := Raviart{Thomas spaces of H (div.2 on page 27) Th .Th RT k . ){conforming nite element functions of order k over triangulation Th with homogeneous boundary conditions. ){conforming nite element functions of order k over triangulation Th Qk ( . Th ) NDk. Th) := Degrees of freedom for Raviart{Thomas space RT k ( . Th) RT k. Th) := Nodal interpolation operator in nite element space Sk ( . Th) DP ld l Xk . := Space of curl{free vector elds in NDk ( . Th) RT 0k ( . Th) := Space of divergence free vector elds in RT k ( . Th) := Degrees of freedom for Nedelec space NDk ( .0( .Th NDk . Th) := Raviart{Thomas spaces of H (div.Th NDk .0( .Th Sk .

8' 2 H0 ( ) 95 0 n o ND+0( . := Canonical projection onto ND+0( . ) := Bilinear form (curl .2 on page 27) := Canonical basis function of Nedelec space belonging to degree 27 of freedom (see Table 2.7 on 55 page 55) ar ( . Tl) 96 k.Notations ix Page Symbol Qk . 1 90 ?(curl. s( .2 on page 27) j := Canonical basis function of Raviart Thomas space belonging 27 to degree of freedom (see Table 2. ).73 pistion of Raviart{Thomas spaces hb := Hierarchical basis function for lowest order Raviart{Thomas 75 l. 8'h 2 Sk. ) := 2 H 0 (curl. Tl ) 96 l. ( h.2 on page 27) := Canonical basis function of Sk { nite element space belonging 27 to degree of freedom (see Table 2. Th ) (see Ta. ) () := Canonical projection onto H 0 95 n o 1 H ?(curl. ) onto subspace X 75 PX r 3 C := Unit cube ]0. Tl ). 'h)L2( ) = 0.Th := Nodal projector onto nite element space Qk ( .e space a := ar {orthogonal projection from H (div. ) := Bilinear form associated to augmented Lagrangian operator 71 Hl := Local divergence{absorbing components of multilevel decom.0( .k k.0( . grad ')L2 ( ) = 0. curl )L2( ) 100 .2 on page 27) j j := Euclidean vector norm in IRn 51 Ar := Augmented Lagrangian operator (de ned in Theorem 3. ( . Tl) := h 2 NDk.27 ble 2.

x Notations .

Small wonder then. each equation is tightly linked to a fundamental physical law. so{called mixed methods recently gained popularity. in general. that those are pervasive in physical models. A nite element approach o ers maximum exibility in this respect. Finally. We dwell on this point. They di er in their bias towards di erent physical laws. This classi cation re ects the fact that the quantities obey di erent physical laws.Kapitel 1 Introduction What is the prime target of many e orts in computational simulation? Among possible answers certainly is the computation of equilibrium states described by macroscopic models of continuum physics. The core outcome of physicists' theories and at the outset of mathematicians' investigations are systems of partial di erential equations equipped with suitable boundary conditions. The de nite article might be misleading. the Navier{Stokes equations of viscous ow and a wide array of di usive processes. quantities subject to di erent operators have an entirely di erent nature. and curl from vector analysis. as normally several variational formulations of a single problem are available. and current laws as major examples. when we zero in on a numerical point of view. The nite element method is based on the observation that the equations can be cast as a variational problem set in function spaces. as at this stage we face an embarrassment of riches. permeation laws. discrete in the sense that a nite set of data su ces for complete characterization. translate into unknown functions when we shift to a mathematical point of view. Let us cite conservation laws. Tersely speaking. According to the tenet stated above we aim to tailor the approximation to the underlying physical nature of the functions. What are quantities in physical models. we have to seek a discrete approximation of these functions. Even more satisfactorily. Prominent examples are stationary problems from the theory of electromagnetism. For a broad range of applications. A closer scrutiny reveals that this list is almost exhaustive. A shrewd decision can only be made against the physical or engineering background of the problem. 1 . In their very original form these systems reveal much about the principles that helped forge them. div. strictly enforcing one and assigning less importance to others. because these considerations o er a valuable guideline in the development of a sound numerical scheme. these laws possess a concise mathematical description by means of the familiar di erential operators grad. Also this linkage highlights the signi cance of the | super cially purely formal | distinction of quantities by the type of the di erential operator applied to them.

Conventional wisdom recommends iterative schemes to solve them. and div as close kin.2 1 Introduction Though the term is rather vague. At rst glance these may strike one as odd and whimsical. once we resort to the theory of di erential forms. as well? Their profound relationships only emerge fully. Indirectly. ) and H (curl. since in the eld of multilevel methods we witness mathematical research on the fast track. ). We do not deny that in practical computations those might be preferred to the augmented Lagrangian method. It serves as a model case of sorts. This is essential for a meaningful constraint. we end up with large sparse systems of linear equations. ) are apparently unrelated. if we search for discrete nite element spaces that are contained in the continuous function spaces. Our focus will be on the the augmented Lagrangian method as one way to gear the linear system to iterative solution procedures. we cling to the mixed formulation. isn't this true for the di erential operators div and curl. this concept plays a supreme role. Through the usual procedure. ) and H (curl. Fortunately. The particular choice of an algorithm strongly depends on the problem under consideration. These are branded \incomplete". ) can be ruled out. the unknown functions have to be taken from the Hilbert spaces upon which the di erential operator is de ned. its raw application falls short of providing a competitive solver. ) and H (curl. Moreover the schemes for H (div. vigorous research has come up with viable suggestions for discrete vector elds. at least in modern references. This is why we have to prune our ambition and return to the \notorious" second order elliptic model problems in Chapter 3. the di erential operators simply do not act uniformly on the components. Then we recognize grad. since they feature nontrivial null{spaces. This opens up a way towards a uni ed treatment of the nite element spaces. A general recipe is not available and a sweeping discussion does not make sense. So we are not barking up the wrong tree. Browsing through literature on fast methods for the solution of elliptic problems. they all have in common the feature that a basic physical law is converted into a linear constraint. Our interest is not motivated by its superior performance rather than by the host of enticing issues popping up during its study. In the case of vector elds plain tensor product approximations of H (div. No matter. Stationary equilibrium states lead to elliptic boundary value problems as governing equations. as it grants some leeway to the quantity a ected. The need to reconcile both satisfactory accuracy and stability of the approximation turns the task into a formidable challenge. and we do not object. too. we inevitably come across an idea labeled \multilevel". The standard recipe to boost convergence is preconditioning. but. what kind of iteration procedure is used in the end. frankly speaking. We are rewarded with a rather canonical description of the nite element spaces. Speed of convergence is generally found wanting. Chapter 2 will be devoted to this pursuit of uni cation on the basis of di erential forms. curl. the choice of these spaces re ects the relevant physical principle. Only twenty years ago there was no sign of the forthcoming revolution ushered in by the arrival . The formulation of this constraint usually relies on the \incomplete" di erential operators div and curl. Although apparently casually \equilibrium" was used as an attribute for the physical problems cited as starting point of our investigations. For the constraint to make sense. we stress that many answers found for the augmented Lagrangian method will be of great value for the analysis of other approaches. In particular. Of course. These bear telltale tags like H (div.

Theory could hardly keep up. it is their nontrivial kernels that foil a straightforward application of established techniques. it was widely felt that a full understanding of the algebraic roots of the methods had not yet been achieved. multilevel methods have become an indispensable tool in practical simulations. On the one hand. self{adjoint case. Since this is a thesis and not a funding proposal. Meanwhile the theory has reached a mature state for scalar elliptic problems. In contrast to scalar problems leaping to three dimension meets a lot of fresh di culties. This is the main thrust of the current work. Admittedly. unless the scope of our results reached beyond those notorious second order model problems. researchers started poking into dark corners not yet covered by the mainstream theory. founded on the concept of subspace decomposition of the approximation spaces. where we will apply the preconditioner for the curlcurl{operator to an nonstandard formulation of Stokes equations and a problem from magnetostatics. But let me close this introduction with a few general remarks: My rst remark is on style. The nal breakthrough in this respect happened around 1990. we would be guilty of hype. In Chapter 4 we nally dip into multilevel theory. The emergence of a new kind of operator. the principles had been discovered earlier.1 Introduction 3 of the rst multigrid schemes. Barely two decades later. Virgin territory is trodden in Chapter 5. the special nite element spaces form an awkward environment. reducing the amount of work required for solving the problem to a mere linear dependence on the number of unknowns. hints at this. triggered by insights gleaned from the related eld of domain decomposition. However. but their potential had not been realized. Though it did not lack mathematical rigor. Armed with the technical devices from ordinary multilevel theory we adjust them to the new setting and seek to prove that the suggested splitting actually yields an optimal preconditioner. the goal is to extend multilevel theory to mixed problems. Moreover. In view of the initial words. this thesis is de nitely targeted at an expert audience. The current work is part of this continuing endeavor. It is hard to imagine the rise of scienti c computing without them and the unprecedented dent they made in computational costs. the curl{operator. For the multilevel theory these are hideous foes. We delve deep into algorithmic details to demonstrate that an implementation is possible as cheap as that of standard multigrid schemes. It does. What emerged was a powerful and amazingly elegant theory for the strongly elliptic. So I assume familiarity with most of the nite element and standard multilevel . In the beginning a phenomenological approach prevailed based on Fourier analysis. The main ground being tidied up. To be accurate. but only in two dimensions. I had better stop wa ing now and buckle down to thorough considerations and rigorous proofs. pioneering work in this eld has already been done. They have touched the nal frontier of e ciency. as will be illustrated in the sixth chapter. The particular corner we venture into is populated by the very incomplete di erential operators that gure heavily in mixed schemes. The crucial subspace decompositions are speci ed partly taking our cue from the policy in two dimensions. where the curlcurl{operator is tackled. many properties of the di erential operators make them vulnerable to an attack on the multilevel front. No sooner had multigrid methods been devised than practitioners eagerly snapped them up and churned out a urry of applications.

let alone in 3D. On today's workstations this is hardly feasible in two dimensions. Putting it bluntly. Nevertheless I can defend the omission of computations. which does not necessarily enhance readability. This is where numerical experiments can give vital clues. though they may be decisive for practical performance. Thirdly. On the other hand. Korner in his book about Fourier analysis: \Between the land of the pure mathematician where the formula is the solution and the real world of simple men and stubborn machines lies the twilight domain of the theoretical numerical analyst." 1 Secondly. many a scheme is known whose performance in a nite precision environment does not live up to the predictions of algebraic analysis. abstraction ultimately promotes insight since it captures the principles behind the phenomena. the results are riddled with ominous constants. \Die Darstellungen wenden sich nicht allein an Fachmathematiker. in keeping with the opinion of T. This renders some proofs fairly lengthy but I consider this policy appropriate for a thesis. I should warn that no numerical experiments are included. Furthermore. I have tried to present the ideas as completely as possible including occasionally tedious manipulations. There should not be any passages where a reader is forced to \believe" in the correctness of my arguments. So. I was in too much of a hurry to implement the fairly complex algorithms. Yet. On the other hand.4 1 Introduction theory. tongue in cheek. which are \merely" bounded. but also to anybody for whom doing mathematics is a source of pure delight (From the preface of a Birkhauser series) 1 . denen die Tatigkeit des Mathematisierens an sich eine Quelle reiner Freude bedeutet. So numerical experiments have to proceed to extremely ne grids before the predicted tendency becomes visible in the gures. to my mind. sondern auch an solche. citing that the main results deal with asymptotic behavior. since the details should all be laid out. one could coin the the phrase \pure numerical analysis" to refer to this thesis. Their actual values prove elusive." The presentation is targeted not only to expert mathematicians. I have aimed at abstraction.

Secondly it de nes the nite element subspaces that form the basis of discretization. a ne transformation rules.Kapitel 2 Continuous and Discrete Spaces This chapter zeros in on spaces. With this in mind we x such elementary concepts as nested uniform triangulations. The mathematical way to state such pro5 . degrees of freedom. 2. ). In particular. It summarizes some crucial properties that can be found in literature.5. Unless further speci ed. and H (div. This is done in an unorthodox way exploiting the theory of di erential forms.1 Function Spaces The foundation of the nite element method is the concept of weak solutions of elliptic boundary value problems (see 2]). x4. and canonical bases. The appropriate setting for the study of these variational problems are certain function spaces. The principal reference on the subject is 56]. Flux Spaces The ultimate source for many boundary value problems governing physical systems are conservation laws for vector valued quantities. They help establish profound discrete extension results and approximation properties. the fact that these can be phrased as variational problems. Yet the enhanced e cacy of the method is purchased with a less intuitive handling of these spaces. rst it deals with those Hilbert spaces H 1( ). This property permits us to establish the existence and uniqueness of weak solutions. ) required for stating the variational problems under consideration. In contrast to the classical spaces C m ( ) of m times continuously di erentiable functions they are explicitly constructed as Hilbert spaces. domains with polyhedral boundaries belong to this class. This section introduces several nonstandard function spaces. A guiding principle is to stress the shared properties of the spaces and to opt for a uni ed treatment in a canonical fashion. H (curl. which we are going to need in the sequel. denotes a bounded open subset of IR3 with a Lipschitz{ continuous boundary ? in the sense of 1]. especially Chapter 2.

) onto H ?1=2 (?). ) := kuk2 2 ( ) + kdiv uk2 2( H L L ) : In addition we adopt the notation H 0 (div. nij?. among others. Remark 2. Crudely speaking. with norm kuk2 (div.4): . C 1( n Theorem 2. ). The same convention will be used for spaces of vector valued functions and in the case of pure tensor product spaces. ) := fv 2 H (div. A thorough theoretical treatment of the fractional Sobolev ? spaces H ?1=2 and H001=2 can be found in 77]. Chapter 1. grad )L2 ( ) 8 2 D( ) There we wrote D( ) for the space of test functions in and brackets are used to designate scalar products in Hilbert spaces. ) := v 2 L2 ( ) . The following straightforward consequence of this result will bulk large in the construction of suitable nite element spaces (see Section 2.6 2 Continuous and Discrete Spaces perties relies on the divergence of a vector eld. too. Theorem I. Following. Since we are concerned with boundary value problems. whereas plain Greek letters are used for scalar functions from standard Sobolev spaces. Further. div v = 0g for the closed subspace of divergence free vector elds which will play a prominent role in the development of the numerical scheme. we dispense with explicitly stating the number of components.2 (Trace theorem for H (div. ). 28]. since usually no ambiguity can arise. The answer is given by the following trace theorem (where n denotes the unit exterior normal vector eld on ?): : v 7! hv. ) . div v 2 L2 ( ) . 112] x1) as the formal adjoint of the gradient operator: (div u.1 We wish to point out that we shall distinguish vectors by bold{face characters.2. Note that the divergence has to be understood in the sense of distributions (cf. See 56]. we stick to the convention that elements of ux spaces be labeled with bold Roman characters. we have to pay attention to the issue what kind of functions on ? comply with vector elds in H (div. Elements from tensor product spaces will normally be tagged with a ~ and all norms are naturally extended as product norms. we are led to introduce the Hilbert space H (div. )L2( ) = ? (u. de ned on ) can be extended by continuity to a linear and continuous mapping with operator norm 1 from H (div. the theorem rules out that anything else but normal components on the boundary make sense for a generic vector eld from H (div. )) The mapping Proof. In other words.5.

5. ) . Then consider the Neumann problem In variational form it can be stated as (see 65]. ) if and only if ? v j 1 . ) beyond the domain : Theorem 2.1). Ch.4 (Extension theorem for H (div.1. ) 7! H 0 (div. )) Given a simply connected domain n IR with polyhedral boundary there exist continuous extension operators EH (div) : H (div. n ?1=2 n v = 0 in H00 (?0 ) o on a part ?0 @ .e. i. and is based on solving an elliptic problem in IRn= . Theorem 2..7.1) . Section I.2.3 (Patching condition for H (div. )H 1(IRn= ) = ?h . there exists a unique solution of (2. we brie y write H 0 (div.2).). IRn) 0 such that EH (div) vj = v and EH (div) vj = v for all admissible arguments v. The proof draws on ideas of 56].3) ~ ~ Setting v := grad ' we immediately get from (2. Testing (2.3) yields the estimates: k'k2 1(IRn= ) k'kH 1=2 (?) k kH ?1=2 (?) H k'kH 1 (IRn = ) k kH ?1=2 (?) : (2. n = ? v j 2 . ) and de ne := hv. 1 ) and v j 2 2 H (div. IRn) 0 EH (div) : H 0(div. A major consequence of Theorem 2. If ?0 covers the entire boundary. We start with an arbitrary v 2 H (div. ) 7! H (div. 2 ) belongs to H (div.2) at hand.1 Function Spaces 7 Corollary 2.2 involves the possibility to extend functions in H (div.7. since div v = ': ~ L ~ H kvk2 (div. n in H001=2 (@ 1 \ @ 2 ) : With the trace theorem (2. 2 . we can proceed to de ne sets of functions satisfying homogeneous boundary conditions H ?0 (div. )) Let be partitioned into two open Lipschitz subdomains 1 .2. Proof.2) with this solution and using the trace theorem for functions in H 1(IRn= ) ( 61].2. Theorem 1. iH 1=2 (?) H ?1=2 (?) 8 2 H 1(IRn= ) : (2. ) := v 2 H (div. (1) First we deal with the operator EH (div) . = 1 2 and 1 \ 2 = . A vector eld v with v j 1 2 H (div.IRn = ) = kgrad 'k2 2(IRn = ) + kdiv v k2 2 (IRn = ) = k'k2 1 (IRn= ) L H ? ' + ' = 0 in IRn= @' @ n = ? on ? (2. nij? 2 H ?1=2 (?).2) According to the Lax{Milgram lemma ( 24]. 7) Seek ' 2 H 1(IRn= ) such that ('. ).

8 2 Continuous and Discrete Spaces Next.3 holds. It can be safely omitted.1. Section 2) H (curl. for x 2 IRn = : Eventually. the vector elds v and v have the same trace on ?. ) ~ By construction. so they can be safely glued together to yield the desired extended function ( v (x) . 2. In other words. curl ~ 8 ~ 2 D( ) . 0 (2) The proof for EH (div) can be copied almost verbatim. the trace theorem 2. where we wrote D( ) := (D( ))3. Therefore we con ne the presentation to the three dimensional case. they arise from a potential.3. ) := k k2 2 ( ) + kcurl k2 2 ( L L H ) : . The nature of these stream functions is vastly di erent in 2D and 3D situations. page before). preceding page) can be used to ~ bound kvkH (div.2 on page 6 together with (2. ) := f 2 H (curl. physically speaking.IRn = ) : ~ kvkH(div. we recall the classical de nition of the curl operator for vector elds := ( 1.IRn = ) k kH ?1=2 (?) kvkH (div. curl 2 L2 ( ) H 0 (curl. for x 2 EH (div)v(x) := ~ v (x) . Based on the weak concept of curl we de ne the Hilbert spaces of stream functions (like in 56]. the patching condition 2. ) is a trivial consequence of the previous estimates. 3)T in C 1( ): 0@3 @ 1 ? @x23 C B @x12 @ C curl := B @x3 ? @x31 C B@ @@2 @1 A @x1 ? @x2 Observing that curl is selfadjoint with respect to the L2 inner product in the space of test functions. dubbed stream function in this special context. ~ = . we get the weak notion of curl : curl . Section I. EH (div) v H (div. curl = 0g .3 and 54].2. with corresponding norm L2 ( ) L2 ( ) k k2 (curl. Stream Function Spaces Strict conservation of a vector valued quantity in a physical model means that a zero divergence condition has to be enforced. Such vector elds have neither sinks nor sources and. To begin with.IRn) kvkH(div. except that we discard the zero order term in (2. ) . ) := 2 L2 ( ) .

We refer to the proof of Theorem I. Formula 2. See 56]. Examining their interconnections from the point of view of function spaces. In analogy to Theorem 2. H (curl.1 Function Spaces 9 We wish to point out that vector elds in a space of stream functions will be written as bold Greek letters.2 on page 6.11. bounded. ~ d? : E (2. ~ 2 H 1( ) holds ZD curl . A function 2 L2 ( ) satis es curl = 0 if and only if = grad ' for a ' 2 H 1 ( ). From this theorem we can derive a suitable patching condition for stream functions: Corollary 2. ).22): For all 2 H (curl. H t : t nj? can : H (curl.5 identi es proper function spaces for the following analogue of Green's formula ( 56]. @ Interrelationships The signi cance of the spaces H (div. curl E ~ dx = ZD n. dx ? E ~ ZD . ).2. Theorem I.8 (Representation of divergence{free vector elds) Under the assumptions on the domain of Theorem 2.7 (Representation of curl{free vector elds) Assume that Proof. ) 7! 7! Proof.3 on page 7. simply{connected open subset of IR3 with Lipschitz continuous boundary. another trace theorem provides the clue to de ning proper boundary conditions: Theorem 2. is a Theorem 2. ) if and only if n= j 2 ? n in H001=2 (@ 1 \ @ 2) : The trace theorem 2. Theorem 2.2. )) The mapping C 1( be extended from ) to a surjective continuous linear mapping ?1=2 (?) with operator norm 1. Then a vector eld whose restriction to either subdomain belongs to H (curl. i ). the results are by no means trivial. throughout. lies also in H (curl.6 (Patching condition for H (curl.5 (Trace theorem for H (curl. )) Assume that is split into two j 1 Lipschitz domains like in Corollary 2.9 in 56]. ) satis es div u = 0 if and only if there exists a divergence free vector potential 2 H 1( ) such that u = curl .2. ) is largely due to their close relationships with each other and the classical Sobolev space H 1( ) (see 1]). In the next section a di erent perspective is taken to unveil the ultimate origin of these results.4) We had to invest a slightly enhanced smoothness of ~ to make the right hand side well{ de ned.7 a vector eld u 2 H (div. .

they can be de ned as follows .9 (Existence of smooth stream function) Apart the assumptions of Theorem 2. That this is in fact true is the statement of Theorem 3. all these concepts were developed long ago (see 39]). Yet this appearance is treacherous. Moreover.6 in 56]: Theorem 2. we cannot help regarding the de nitions of div and curl as fairly canonical. In a rather abstract fashion. we shall recover the basic transformations occurring in the de nition of nite element spaces in later sections. For special domains it is possible to prescribe some additional properties for the stream function of the previous theorem as was shown by Nedelec in 88]: Theorem 2.10 2 Continuous and Discrete Spaces Proof. ) has exactly 0 one divergence{free vector potential 2 H 0 (curl. as soon as we consider the relationship of di erential operators and di erential forms. Compare the proof of Theorem 2. p Proof.4. they still receive too little attention among numerical analysts. in the author's opinion. ). In fact.3. the domain is supposed to be convex.2 in 54] We may guess that a vanishing H (div. ){trace of a divergence{free vector eld could be matched by homogeneous boundary conditions for its stream function. at rst glance.7. Then for any divergence free vector eld u in Lp ( ) there is a 2 W 1 ( ) such that curl = u and nj? = 0. their construction does not follow a general pattern. The assertion is taken from 56]. This section is devoted to exposing how the classical theory of di erential forms spawns the key operators of vector analysis. Theorem I.2 Di erential Forms The de nition of the di erential operators in the previous section may strike one as a good deal \whimsical". It is characterized as the only solution of the boundary value problem ? = curl u div = 0 n = 0 in in on @ : 2. so that a comprehensive and profound treatment of di erential forms is not intended. Yet. This section was devised with the application to nite element schemes in mind.10 For bounded and simply connected each u 2 H 0(div. Concept of Di erential Forms Di erential forms have been known since long and were originally introduced as a trim calculus in di erential geometry and physics.

5) of k{multilinear forms.5). See e. : : : .12 (Derivative of di erential forms) Assume m 1. (i1 . Thus any ! 2 DF k.:::.g.:::. then the transformed di erential form ! 2 DF k. Chapter 1.ik ) ('i1. The elementary building blocks fdx1. ? a detailed explanation.:::. According to 51].6) lends itself to de ne the di erential of !.m( ) : 2 (2. 1 l k.m ( ) be given by (2.m( ) = C m( ) we de ne its external derivative (di erential) by d' := n X @' @xi dxi : i=1 In the case k > 0 let the k{form ! 2 DF k. These mappings form a vector space denoted by DF k. Then its external derivative is given by d! := X (i1 .6) De nition 2.2 Di erential Forms 11 De nition 2.m( ). is paramount.ik 2 C m( ). A di erential form ! of order k 2 IN0 and class C m de ned on the open set IRn is a m{times continuously di erentiable n 7! 4k .m( ) has a representation != X where the indices run through all admissible combinations according to (2. For a 0{form ' 2 DF 0. in 4k a so{called external product ^ : 4k 4m 7! 4m+k . n) carries b IRn to .5) and 'i1. the really intriguing fact about this transformation of di erential forms arises from its compatibility with external products and di erentiation: .m( ).6).6)) is given by ! := X (i1 .::: . ng. dxng form the canonical dual basis of (IRn)0.:::. i1 < i2 < : : : < ik g (2. If the C m{mapping := ( 1.ik dxi1 ^ : : : ^ dxik . x19 the space 4k for for k 1 has dimension n and a basis is given by the set k fdxi1 ^ : : : ^ dxik .2.:::. . As simple implication of this de nition we mention that for k d d ! = 0 8! 2 DF k.::: .ik )d i1 ^ : : : ^ d ik : Obviously acts as a linear operator on DF k. The basis representation (2. : : : . Yet. (2.7) Another important device is the transformation of a di erential form under a smooth mapping. 33]. a bilinear and alternating mapping.11 (Din erential forms) Write 4k for the vector space of alternating k{ multilinear forms (IR )k 7! IR and set 40 = IR.ik ) 'i1. mapping ! : IR Apart from ordinary vector space operations for multilinear forms.ik ^ dxi1 ^ : : : ^ dxik . il 2 f1.ik ) d'i1 . : : : .m( b ) (! as in (2. with the sum covering the index set from (2.

The next section sets out to shed light on this amazing relationship.9) (U ) We conclude this small collection of properties of di erential forms with a rather nontrivial result.m( ) and k. Again.9.8) This serves as the starting point for introducing the concept of an integral of a k{form over a orientable k-dimensional manifold U in IRn.13 (Properties of the transformation of di erential forms) If : b 7! is of class C m. . We aim at choosing particular basis forms so that the isomorphism preserves features beyond the mere structure of a vector space. The outcome most signi cant in the present context is that the transformation of di erential forms also meshes with integration: Z != Z U ! (2.m( ) and vector elds in (C m( ))D .n remains.12 2 Continuous and Discrete Spaces Theorem 2. The procedure is rather technical and involves local charts of U . By the same procedure we can k immediately identify DF k.:::.2.2. A detailed proof of the above results is supplied in 33]. Section 2.:::.8 of the previous chapter.m( ). only the case n = 3 is treated. then we have for all ! 2 DF k. which can be read as complementary to (2. In other words. Thus the following de nition of the integral of an n{form ! 2 DF n. preceding page): Theorem 2. IRn every ! 2 DF k.m( ) makes sense: Z ! := Z '1.m( ) 1. in the representation (2. m 1.7 and 2. 2 DF l.m( ) of n{forms can be identi ed with C m( ). Di erential Forms and Vector Fields By introducing a basis of the nite dimensional space 4k an isomorphism (of vector ? spaces) between 4k and IRD with D = n is established.n dx (2. page before) only a single function '1. We skip the details and refer the reader to 51]. l 2 IN0 : (i) (! ^ ) = ! ^ (ii) d( !) = (d!) Proof.6. m 1) with vanishing external derivative is the di erential of a k ? 1{form over This result bears a still uncanny resemblance to the messages of the Theorems 2.14 (Poincare's lemma) For star{shaped (k .7. Since dim 4n = 1 the space DF n. x19.

thanks to the clever choice of basis forms. 0 k 3 where D0 = 1. D1 = 3. we select the following. For a 1{form ! we get Z S ! = Z S h 1 !. a manifold of dimension 0). dx3 ^ dx1 .10) k : DF ( ) 7! (C ( )) . the basic di erential operators from vector analysis turn out to be the proper counterparts of the external di erential. sets of basis forms (see 59]. the external product of di erential forms in IR3 is linked to basic operations for vectors (see 59].m ( ) (2. 51] x19 Theorem 3.2. Chapter 4). With hindsight. partly awkward looking.15) 3 (! ^ ) = h 1 !. D2 = 3.m( ) (2. 2 i Finally. In the case of a 3{form ! and an open set IR3 we simply have Z ! = Z 3! dx : (2.12) for a two{dimensional di erentiable oriented manifold ? with exterior unit normal vector n. dx1 ^ dx2g For 43 : fdx1 ^ dx2 ^ dx3 g Equipped with these bases we readily have the isomorphisms Dk k.e.14) 2 (! ^ ) = 1 ! 1 8! 2 DF 1. t its unit tangent and d? its arclength measure.13) Similarly.11) where S is a smooth (directed) curve in IR3 .m( ). 2 DF 1. For 40 : f1g (by convention) For 41 : fdx1. integrals of di erential forms correspond to familiar expressions for functions and vector elds: For 0{forms the integral means evaluation of the related function at a single point (i. we point out that. IV x1): 8!. the following commutative . 2 DF 2. D3 = 1. dx2. Precisely speaking. ni d (2. To begin with. states that Z ? ! = Z ? h 2 !.2 Di erential Forms 13 In particular. ti d? (2. this choice turns out to be the most sensible. If ! is a 2{form.m m (2. dx3 g For 42 : fdx2 ^ dx3.

1: Relationships of function spaces and di erential forms Canonical Transformations Now we seek to exploit the properties of the transformation of di erential forms to nd the correct transformation rules for vector elds. ( ) curl 2{forms DF 2. elementary application of (2. For 0{forms ! : For 1{forms ! : For 2{forms ! : 1 (d! ) = grad( 0 ! ) 2 (d! ) = curl( 1 ! ) 3 (d! ) = div( 2 ! ) (2. Th ) Tabelle 2.17) (2.12 on page 11 mechanically.1).e. First we have to unravel the meaning of Theorem 2.16){(2. In a sense. Putting it bluntly. ( ) div 3{forms DF 3. ) Function space H 1( ) H (div. det D > 0. vector elds from ux spaces are 2{forms in disguise.19) . Further orientation must be preserved. stream functions mask 3{forms (For a concise overview see Table 2. 87]) these rules are simply conjured up. IR3 and consider a C 1 {di eomorphism : b 7! . The theory of di erential forms o ers a tool to develop them in a canonical way. ( ) 0 FE space Sk ( . con rming their close relationship: Sloppily speaking. Th) Qk ( .18) we cite the well{known \exact sequence property" curlgrad ' = 0 8' 2 H 1( ) and div curl = 0 8 2 H (curl.f. we are strongly encouraged to bid for a uni ed treatment of the function spaces introduced earlier. ) L2 ( ) Di erential forms External derivative 0{forms DF 0. whose proof reduces to applying De nition 2. This tenet will guide our search for nite element spaces. i.18) This ts the di erential operators into the abstract theory of di erential forms. ' := b 0 ! =) ' = (' b ) : (2. we trivially have ' := 0! .14 2 Continuous and Discrete Spaces relationships hold. 28. Th) NDk ( . which are plain scalar functions. We now assume b .13 on page 12 for scalar functions and vector elds. ( ) grad 1{forms DF 1. in the bulk of nite element literature (c. ) H (curl. For 0{forms !.16) (2. Th ) RT k( . As a rst.

3. ){vector elds presented in 87].2.45)). we conclude := 1! . Formula (3.6). ).20) So we have recovered the correct transformation formula for the contravariant transformation of H (curl.m ( ) with representation ! := u1(dx2 ^ dx3 ) + u2(dx3 ^ dx1) + u3(dx1 ^ dx2) we get ! = (u1 ) (d 2 ^ d 3) + (u2 ) (d 3 ^ d 1) + (u3 ) (d 1 ^ d 2) @ 2 @ 3 ? @ 3 @ 2 (dx2 ^ dx3) + = (u1 ) @x2 @x3 @x2 @x3 b b 3 2 3 2 b b + @ 3 @ 1 ? @ 3 @ 1 (dx3 ^ dx1 ) + @x @x @x @x 3 2 3 2 b b + @ 1 @ 2 ? @ 1 @ 2 (dx1 ^ dx2 ) + @x @x @x @x @ 3 @ 1 ? @ 1 @ 3 (dx2 ^ dx3) + + (u2 ) @x2 @x3 @x2 @x3 b b 3 1 1 3 b b + @ 3 @ 1 ? @ 3 @ 1 (dx3 ^ dx1 ) + @x @x @x @x 1 3 1 3 b b + @ 1 @ 2 ? @ 1 @ 2 (dx1 ^ dx2 ) + @x @x @x @x @ 1 @ 2 ? @ 2 @ 1 (dx2 ^ dx3) + + (u3 ) @x2 @x3 @x2 @x3 b b 2 1 2 1 b b + @ 3 @ 1 ? @ 3 @ 1 (dx3 ^ dx1 ) + @x @x @x @x 2 1 2 1 b b + @ 1 @ 2 ? @ 1 @ 2 (dx1 ^ dx2 ) @x @x @x @x The key to this formidable expression is a formula expressing the inverse of a matrix by means of its adjoint (see 50].21) This is exactly Piola's transform (see 99]. . a covariant transform of vector elds in H (div.17) and 28]. u := 2 b ! =) u = det D (D )?1 (u ): (2.2 Di erential Forms 15 For a 1{form ! := P3 i=1 i dxi 3 X the De nition of its transformation implies )d i= ( i 3 X != = 3 X X i=0 3 ( i j =1 i=0 ) @ i dxj : @ xj ^ ^ i=0 ! ( i ) 3 X@ i ^ j =1 @ xj ^ dxj Recalling how di erential forms and vector elds are linked. b := 1 ! =) b=D T ( ): (2. Formula (5). For ! 2 DF 2. Theorem 4. For 2{forms the task of nding the associated transformation of a vector eld is much harder. Thus we immediately end up with u := 2! b . Formula (1.

13) we instantly get all the important transformation rules. They are stated in the most general formulation.12.13 on page 12: \ b grad ' = grad ' and curl = curl b and div u = div u : b \ (2. ) (2. keep in mind that the actual transformation depends on the nature of the function it is applied to: The proper transformations for functions in H 1( ) (0{forms). However.19. curl b dx b . p. page before). (2. To cope with erratic orientations of elements each transformation formula has to be multiplied with sgn(det D ). 2 H (curl. if necessary. ) (2. In addition. p. H (curl.13. and (2. from (2. u 2 H (div. ). (2. (2.22).21. ) (2{ forms). u dx b 8 2 H (curl. ui dx = b. In sum. We stick to the above setting and are going to mark transformed functions over b with a ^.28).23) In short. Now that we have at our disposal the explicit transformations corresponding to (2. respectively. 12) let us cite the straightforward consequences of the commutative property stated in Theorem 2. preceding page). p. scalar functions arising from 3{forms have to be transformed like w := 3! . (2.30)). canonical transformations and di erential operators are interchangeable. 13).24) 8 . p. (2. w := b 3 ! =) w = det D (w b ): (2. combined with suitable di erential operators: Z ZD E b b h . H (div.15 In a nite element environment might violate det D > 0. 14). p.22) Remark 2. we have to pick smoother functions to allow meaningful traces. ) (1{forms).25) Z ZD E b h . Product of 1{forms and 2{forms.20.11. obtained by continuous extension. 13). Where this procedure fails to take us to the full function spaces is indicated below (Formulas (2. L2( ) (3-forms) are (2.9. curl i dx = b. These rules reward us with a wealth of invariance results.16 2 Continuous and Discrete Spaces For a 3{form ! := w dx1 ^ dx2 ^ dx3 the transformation reads: ! = (w = (w ) (d 1 ^ d 2 ^ d 3 ) ! 3 3 3 P @ 1 dx ^ P @ 2 dx ^ P @ 3 dx b i j=1 @xj b j bk ) i=1 @xi k=1 @xk P sgn( ) @ 1 @ 2 @ 3 dx ^ dx ^ dx = (w ) @x (1) @x (2) @x (3) b 1 b 2 b 3 2 3 b b b = det D (w ) dx1 ^ dx2 ^ dx3 where we used the anti-commutative properties of ^{product along with the de nition of the determinant of a matrix.

Chapter 2). ni ' d = hu. i. ). ).3 Triangulations A basic prerequisite of nite element methods is a suitable triangulation. is supposed to be a simply{connected. i d = @b n. ' 2 W H 1( ) (2.28) Product of a 0{form and a 2{form on a two{dimensional manifold: Z @ b b hu.26) (2. Appendix I. ti ' d? = b.A and 14].3 Triangulations Z b hu. ' 2 H 1( ) (2. ) Product of two 1{forms integrated over a two{dimensional manifold: Z @ h ZD b n. We take a simplicial initial triangulation T0 of (coarse mesh) for granted.16 For the rest of the thesis.e.2. ). neither slits nor cuts must occur. grad 'i dx = hu. bounded open subset of IR3 with polyhedral boundary. Some more restrictions are imposed: Assumption 2. It has to be shape regular in the familiar sense (see 56]. a partitioning of the computational domain into numerous small polyhedrons. grad 'i dx b b b Z ' div u dx = Z 17 8u 2 H (div. ). only domains with polyhedral boundary are admitted. (2. ) and H (curl. u 2 H (div.30) To these invariants we owe the gift of a ne equivalent families of conforming nite elements in the function spaces H (div. We con ne ourselves to simplicial meshes. Since we rule out curved boundary elements. t ' d? b b 8 2 V H (curl.29) Product of a 0{form and a 1{form integrated over a path: Z @? ZD E h . ' 2 H 1( ) (2.31) . which obey a few restrictions (see 34]. 2 x5) that there is a \reasonably small" constant (a measure of degeneracy) such that h(T )= (T ) 8T 2 T0 . @ = @ . the so{called elements. Further. Ch.27) Product of 0{forms and 3{forms: Z b ' div u dx b b b 8' 2 H 1( ). ) (2. consisting of tetrahedra in 3D and perfectly tiling the domain. ni ' db @b b @? Z 8u 2 H (div. 2. b db 8 2 H (curl. 2 V E H (curl. ).

page before) holds with a constant independent of the current Tl and only slightly worse than that in (2. Figure 2. To x the framework of our analysis. 47]).31. Several viable schemes have been proposed for this task (see 3. Schramm and M. 1 1 son 6 2 son 5 2 3 0 3 son 4 son 7 0 son 3 son 0 son 1 son 2 Abbildung 2.1 illustrates the procedure. Starting with an initial triangulation T0 . 7. a sequence of ner meshes T1 . T3. Their common virtue is that (2.1: Regular re nement of a tetrahedron. T2. Bey outlined in 7]. (Courtesy of K.18 2 Continuous and Discrete Spaces where h(T ) denotes the length of the longest edge of a tetrahedron and (T ) stands for the diameter of the largest ball housed by T . we use the tetrahedral grid re nement scheme of J. preceding page).31. Ramsteiner ) . : : : is spawned by regular re nement: This means that each tetrahedron is subdivided into smaller ones. Its main local action is to chop up a tetrahedron into eight smaller elements (sons).

using the symbols and for one{sided and two{sided generic estimates. E (Th) the edges.32) T l The positive constants C1. Unless speci ed di erently. shape regularity also makes C 3 h3 j det BT j C 3 h3 (2.e. For a tetrahedron T . H (curl. both on the local and global level. Remark 2. M2(T ) is the set of the four faces of T . By reference simplex T we mean the convex hull of the canonical basis 3 . we opt for a uni ed treatment of nite element subspaces of H 1( ). More precisely. b For any tetrahedron T 2 Tl there is a (non unique) a ne{linear mapping T (x) := b. In principle. C > 0 : C T2 T1 C T2 For later use we have to x some notation. BT 2 IR3 3 an invertible matrix and t 2 IR3. which whisks the reference b b BT x + t.4 Finite Element Spaces 19 The index l of Tl is called the level of Tl henceforth. All variants of re nement involve an exponential decline of the meshwidth in the process. ) and L2 ( ). the size of the largest element. we take great pains to track constants in estimates meticulously. and hl stands for the meshwidth of Tl .33) l l hold with the same nice behavior of the constants. and M0(T ) contains the four vertices of T . in order to underscore the common . i. All the constants are \generic" in the sense that they only depend on \fundamental characteristics" of the problem.17 This is the right point to clarify our policy on constants. the nite element scheme and/or the initial mesh T0. In addition. the current scheme leads to a behavior of the form hk 2?k (dyadic re nement). Mi(T ) denotes the set of all \adjacent geometrical objects of dimension i". What they actually depend on will be made clear at each occurrence. without sacri cing generality we may set h0 = 1. 14]) reveal that kBT k C1 hl and kB?1k C2 h?1 : (2. and V (Th ) the vertices of Th. More speci cally. Moreover.2. x 2 T b b simplex T onto T . with which the following investigations are teeming. C2 > depend on only. F (Th) denotes the faces. For the global sets of geometrical objects that are part of a mesh Th we are going to use the following symbols: As before. Th itself stands for the set of elements. They can be distinguished by the token \C". So constants whose individual values need to be referenced later are indexed with an integer subscript. respectively: T1 T2 :() 9C > 0 : T1 C T2 T1 T2 :() 9C. 2.4 Finite Element Spaces Similar in spirit to the rst section. ). H (div. like the domain . M1(T ) covers the six edges. M3 (t) is the element itself. Now geometrical arguments (cf. symbols bearing a roof b are reserved for vectors of IR vectors and functions related to the reference tetrahedron. To curb the proliferation of individual constants we will sometimes stick to the recommendation of Xu 114].

a space of polynomials. See also Table 2. to be accurate. x2. B fk = 0 Pk (T ) P k (T )]. b In a rst step the local ansatz for the reference simplex T is constructed: For an order k b (k 2 IN0 ) nite element approximation the polynomial space Xkl (T ) has to measure up to the following requirements: b b (A) B Xkl (T ) Pk (T ) (B) (C) b P k (T )].(2.3). mapping it by the canonical transforms (2. by coincidence or by deeper mathematical truth remains a puzzle to the author. b Xkl (T ) is maximal in the sense that it has the largest dimension of all spaces ful (A) and (B). ). n o b b b fk 2 Xkl (T ) .19. In the process we shall make heavy use of the canonical transforms (2. B f 2 L2 ( ) 2 L2 ( )] . 16) provides the correct local ansatz space (shape functions) Xkl (T ) for an arbitrary element T (compare 34]. Chapter 2. p. 15). and a set of unisolvent degrees of freedom.(2.20 2 Continuous and Discrete Spaces features of the constructions rather than their di erences. ).1 on page 14. p.22. According to Ciarlet 34] a de nition of a nite element entails specifying a mesh. lling b b Pk (T ) is the space of multivariate polynomials of degree k over T .3).21. p. p. p.1 is a de nition of the form X := f 2 L2 ( ) 2 L2( )] . Chapter 2.34) . The meshes have already been introduced and now. Thus the notion that some of these spaces are \exotic" (see 84]) will be refuted. Now let us examine the individual spaces: For X 0 = H 1( ) (B0 = grad) the choice b b Xk0(T ) := Pk+1(T ) (2. B1 := B = curl for X 1 := X = H (curl. For the sake of clarity we remark that B0 := B = grad for X 0 := X = H 1( ). The superscript indices hint at the order of the related di erential forms. step by step. where B is a suitably de ned di erential operator of order 1. the other ingredients will be supplied. Local De nition A common feature of the continuous function spaces of Section 2. Remark 2. B2 := B = div for X 2 := X = H (div. x2. 16) to gain a ne families of nite element spaces (see 34]. 15). and (2. In our cases everything works out ne.20. the above requirements do by no means guarantee that the local ansatz can be assembled into a proper nite element space. p.22. 14) { (2. B3 := B = 0 for X 3 := X = L2 ( ).19.18 The ansatz is not necessarily meaningful. Once we have found that space. Many classical nite element spaces will naturally crop up from the abstraction. 14).

p has the b b representation p = grad ' with ' 2 H 1(T ). if there existed a g b larger space NDk+1(T ) ful lling both (A) and (B). Somewhat inconsistently.19 Vector elds in ND1 (T ) can be written more tersely: they are of the form b b b b x 7! a + b x . This means that the homogeneous polynomials from the second set in (2. Proposition 4). In spherical coordinates p reduces to p(r. b 2 IR3 : For X 2 = H (div. A little combinatorics yields ?n+k+1 (see 34]. b dim Sk+1(T ) = k+1 For X 1 = H (curl.2. b Remark 2. p(x) x = 0 o : (2. hp(x). Nedelec (see 87]) is credited with the discovery of this ansatz which b b 1 is denoted by NDk+1(T ). Property (A) is obvious and (B) is proved by contradiction as before: Let ~ b b b p 2 P k+1 (T ) be given and assume p(x) x = 0 and div p = 0. So there had to be a 2 NDk+1(T )=NDk+1(T ) with curl = 0. x 2 T to see that ' = const: and conclude p = 0. its image under the curl operator g b b would be the same. ) (B1 = curl) we nd b b Xk1 (T ) := P k (T ) n ~ b b b b b p 2 P k+1 (T ) . According to Theorem 2. x 2 T . div q = 0 n o is surjective. we have arrived at a contradiction to (B). xi = 0 and curl p = 0. we write Sk+1(T ) for this space.36) This choice was rst proposed by Raviart and Thomas in 99] and is usually denoted b by RT k (T ). a. The proof is elementary (cf. . but in compliance with wib despread convention. ) ~ r : ~ e . b To show that NDk+1(T ) is maximal we rely on the fact that the mapping b b curl : NDk+1(T ) 7! q 2 P k (T ) .35) do not contribute to the kernel of curl. we make use of the formula ~ b Pk (T ) stands for the set of homogeneous multivariate polynomials of degree k over the '(x) = '(0) + Z1 1 0 b b b b t hgrad '(tx). ) (B = div) the construction yields the following space b Xk = P k (T ) n ~ b b b p 2 P k+1 (T ) . Since is a polynomial of degree k + 1. As T is star{shaped with respect to 0. hence. xi = 0. ) = rk+1 p( . 87]. Now. Formula (2.4 Finite Element Spaces 21 needs not be further explained.2)). txi dt . 8x 2 T o : (2. ~ b Now we test the requirements: (A) is obviously met. The rst condition characterizes radial vector elds. To con rm (B) we pick a p 2 P k+1(T ) b b with hp(x). He calculated dim NDk+1(T ) = 2 (k + 1)(k + 3)(k + 4) (see 87]).35) reference element.2.7 on page 9.

20). preceding page) is the largest space possible follows by the same reasoning as above from the surjectivity of b b div : RT k (T ) 7! Pk (T ) : (See 87] for a proof of this contention.38) .) Remark 2. but we won't be concerned with them any further. because those preserve complete sets of polynomials. See 26] and the monograph 28] for H (div.35. page before) is unduly complicated. Remark 2. page before). In general.g.36. Section 3. The survey paper 73] even explores mixed nite elements based on prismatic elements. B3 = 0. i.34.22 Since 2 Continuous and Discrete Spaces @ div p = r?2 rk+3p( . ){conforming nite element spaces these have been explored e. ) were suggested. the global nite element spaces are xed: b b Xk3(T ) := Pk (T ) : (2. and more customary. Raviart{Thomas elements were generalized to curved boundary elements. That (2.38) remain unchanged for any element. For H (div. preceding page) and (2.22 We mention the fact that many more local ansatz spaces are conceivable. Remark 2. A simpler. with the local ansatz and a simplicial triangulation Th of at hand. Then. (2. we expect them to be contained in the continuous function spaces.36. ){conforming nite elements on bricks. we evidently have b We are going to use the symbol Qk (T ) for this (complete) space of polynomials if we refer to it as a building block for a global nite element space. ) = 0 . Section 2. For the forthcoming analysis conformity of the nite element spaces is crucial. The same was done with Nedelec spaces in 43]. @r ~ p has to be the zero polynomial. Remark 2. in 27] and 25]. This might reap some computational bene ts. So the representations (2. In 89] alternatives for H (curl.23 Though this presentation is biased towards tetrahedra we must add that other kinds of elements are perfectly feasible. these alternatives dismiss requirement (C) and are based on smaller sets of polynomial shape functions.24 Assuming a polyhedral boundary for simpli es the treatment but is not essential to the nite element approach: In 25].20 We admit that (2.e. de nition of the Raviart{Thomas ansatz runs (see 28]) b b ~ b b RT k(T ) := P k (T ) Pk (T ) x : (2. (2. (B) and (C) that had to be met by the local constructions are invariant under canonical a ne transformations of the nite element functions. p.37) For X 3 = L2( ). Remark 2.21 We point out that the abstract conditions (A).36.

Switching to the global level is done by means of canonical transformations. : : : . Also it helps accommodate boundary conditions. RT k.25 The signi cance of the third condition for the construction of conforming nite element spaces is quickly understood if one remembers the message of the patching conditions (2. ). 8T 2 Th The spaces of piecewise polynomial functions: Qk ( . i 2 f1. Th) := ). 8T 2 Th In analogous manner nite element spaces Sk. : : : . Remark 2. NDk.39) NDk ( . or b the interior of T .@ ( .3. RT k( .6. (2. Th ). The evaluation of any ^i involves weighted integrals over vertices. We are looking for a set b f^1.2. 3g. faces. p. ){conforming nite element functions: (2.l g is a basis of the dual space Xkl (T )0 . Note that ambiguities can only be avoided. ^Nk. Th ) := w 2 L2 ( ). 'jT 2 Sk (T ). b b The trace of an f 2 Xkl (T ) at a face of T is completely determined by the degrees of freedom associated with this face (i. p. ){conforming nite element functions: u 2 H (div. Th) can be de ned that comply with suitable homogeneous boundary conditions imposed on a part of ?. A small subscript 0 instead of @ refers to the situation where this part covers the entire boundary. piecewise polynomial nite element functions: Sk ( .41) (2.42) The Raviart{Thomas spaces of H (div.l = dim Xkl (T ). 7). 9). Th) := 2 H (curl.lg that satis es the requirements: b Unisolvence: f^1 . Th). Nk.@ ( . jT 2 NDk (T ). belonging to those vertices/edges forming a part of the face or the face itself).4 Finite Element Spaces 23 The spaces of continuous.e. wjT 2 Qk (T ).@ ( . ^ Nk. Th) := ' 2 H 1( ). k k Degrees of freedom b As usual.40) (2. Nk. Th) and RT 0 ( . curl{free and divergence{free nite element functions are contained in ND0 ( . edges.l g. l 2 f0. 8T 2 Th The Nedelec spaces of H (curl. 8T 2 Th (2. our initial focus is on the reference element T . : : : . Finally. : : : . Th). k 2 IN0 of linear forms b ^i : Xkl (T ) 7! IR . if the transformations are based upon a xed a ne . ujT 2 RT k (T ). respectively.

p. we take for granted that orientation ^ is observed. If we have Z then ! is identically zero.43) For a triangulation Th of the set of global degrees of freedom of the global nite element spaces X compiled in this way is designated by the symbols X. Consider a closed polynomial di erential form ! 2 DP lk (i. 13)) as (2. geometrical object.30.24. As the calculus of di erential forms brought about the invariant integrals. we pick an arbitrary element T such that o T . Care has to be taken that the prescription (2. (In addition.il 2 Pd(T ) in representation (2.) Then we set o (f) = o (f ) : ^ bb (2. 3g let 4 be a n{simplex in IR3. ? where DP ld = . is to choose a linearly independent subset X of all these b T functionals. This carries an important restriction: Degrees of freedoms have to be based upon suitable invariant integrals furnished by (2. but to a. A strong hint is that all degrees of freedom can only vanish for a zero polynomial. edge.Th .e. p. This reference entity is called o. there is no evidence that this yields an unisolvent set.26 For n 2 f0.45) ^ o2Mi (T ) ?1 (f) ^ ! l for some ! 2 DP ik?li+l .10.24 2 Continuous and Discrete Spaces mapping of the geometrical object o the degree of freedom is attached to. A priori. it seems sensible to use this device also for expressing degrees of freedom in a general way. the resulting linear form must be independent of the choice of T . 17). possibly lower dimensional. l i 3 . 16){(2. whose trace on @ 4 is supposed to vanish. p.6. or face of T (or T itself).44) b Then any degree of freedom ^ for Xkl (T ) can be written (with ^ : f 7! Z from (2. This is a sophisticated result due to the e orts of several people. b 'i1.1(T ). This re ects the perception that degrees of freedom do not belong to an element. Further there is an a ne b b b mapping : T 7! T such that o is related to a speci c vertex. p. Lemma 2.43) is well de ned. d! = 0) with k < n. First we de ne as a stock of \weighting functions" DP ld := n ! 2 DF l. The main technical di culties are hidden in the proof of the following lemma.1(IR3) . 11)o : b l (2. What remains to be done. In detail. : : : . 4 ! ^ d = 0 8 2 DF n?k?1.:::. for d 0.

Further we demand Z o2Mi (T ) b ^ i p ^ ! = 0 for ! 2 DP k?li+l . ig for a i l.4 Finite Element Spaces 25 Proof.46) The proof that p = 0 relies on \ nite induction": For l = 3 it is obvious that p must be zero. then this shape function must be identically zero: b f 2 Xkl (T ) and ^(f ) = 0 8^ 2 X =) f = 0 b T b Proof. the main being 99] and 87]. How this can be dealt with in full generality remains unresolved so far. The technical details will be postponed to the proof of Theorem 2. and the rst b b step of the induction is successfully carried out. The second. pjo has no other option but vanish. The proof is scattered over several papers. The induction assumption then implies dp = 0. since @ o 2 Mi(T ). Let us return from this formidable abstraction to cozier formulas for concrete spaces: @o b p^ ? Z o b dp ^ = 0 : . l 2 f0. Theorem 2.e applying Stokes' theorem) that for an arbitrary 2 DF i?l.26 forces pjo = 0. for each space separately. : : : . We can con rm this by another b b \inner" induction argument: To satisfy condition (B). b Now we claim that pjo = 0 for o 2 Mi(T ) and i = l. p. The same is true of its trace on a o 2 Ml (T ). 1. we have the desired result p = 0. Carrying on this argument up to i = 3 nishes a step of b the induction. xIII. Thanks to the isomorphisms (2. because dp = 0 is already known. 3. Now assume that the contention has already been established for all shape functions arising from di erential forms of order > l. : : : .45) vanish. Then for any o 2 Mi+1(T ) we see by integrating by parts b b (i. In the end. The authors consider vector elds and con rm the assertion of the lemma for various cases separately.27 (Unisolvence of degrees of freedom) If a shape function makes all degrees of freedom (2. p can be regarded as an l{form.3.30 on page 27. that the number of degrees of freedom matches the dimension of the local space. Section 5.46) tells us that this trace is b weighted with a basis of Pk (o). b By requirement (A) dp belongs to p 2 Xkl+1(T ). as the assertion for i = 3 is tantamount to pjT = 0. b So Lemma 2. In the beginning. p now must be a (potentially vector valued) polynomial of degree b k.2. 13). Now (2. 2g. l i 3 : ? (2.1(T ) (?1)l Z o b p^d = Z b The rst term is zero. hence.3 and 28]. and parts can be found in 56].10. b To complete the proof of unisolvence one veri es. b We suppose that the trace of p has already been shown to vanish on all o 2 Mi0 (T ). b b i0 2 fl. we select an arbitrary shape function p 2 Xkl (T ).

p.45.45.26 2 Continuous and Discrete Spaces b For Sk+1 (T ). p. ni d for f^ 2 M2(T ) and suitable p 2 Pk (f ) ^(u) := f R hp.28 The selection of the individual polynomial weighting functions is a matter of convenience. 13) and (2. De nition 5.12.11. b T b for suitable p 2 Pk?1(T ) 3 : Z b T b p w dx for suitable p 2 Pk (T ) : Remark 2. The degrees of freedom being xed. ti d? e ^ R hp. 13) to (2.1): b For 2 NDk+1(T ) ^( ) := ^( ) := ^( ) := b for e 2 M1(T ) and suitable p 2 Pk (^) ^ e b for suitable p 2 Pk?2(T ) 3 ^ b for f 2 M2(T ) and suitable p 2 Pk?1(f^) 2 b For a proof of NDk+1(T ){unisolvence see 87]. k 2 IN0 . i dx b T b for suitable p 2 Pk?3(T ) : b In the case of Nedelec's spaces NDk+1(T ). p. p. Those are known as nodal bases in nite element literature and establish the vital isomorphism between discrete function spaces and IRN (with N as the dimension of the nite element space). p. no distinguished choice is conceivable. We put an arrow ~ on top . ui dx ^ b T : b The degrees of freedom for Qk (T ) are trivial ^(w) := They emerge from applying (2. ni d f^ R hp. (2.14. (2. p. also the related bidual bases | sets of basis functions for the nite element spaces | are well{de ned.15. De nition 3.3): For ' 2 Sk+1(T ) b ^(') := '(x) for x 2 M (T ) R p ' d? for e 2 M 0(T ) and suitable p 2 P (^) ^ ^(') := 1 b k?1 e ^(') := ^(') := e ^ R p 'd f R^ p ' dx ^ b for f 2 M2(T ) and suitable p 2 Pk?2(f^) b That these degrees of freedom are Sk+1(T ){unisolvent is classical. p.45. According to 28] for Raviart{Thomas spaces the appropriate degrees of freedom are R ^ b ^(u) := p hu. Except for the lowest order case. R p h . 13) and (2. 24) motivates a somewhat nonstandard choice of b degrees of freedom (see also 55]. 24). 24) into degrees of freedom of the following form (see 56]. 13) convert (2.

3). Th) RT k ( .Th Qk . : : : .4 Finite Element Spaces 27 of the symbol for a nite element function. Th) Global d. So we have to dismiss this alternative (compare Remark 3. j N g fq1.Th RT k .1 in 55]). if it is to be understood as the IRN {vector of its coe cients with respect to the nodal basis.f NDk . N g fj 1. : : : . A little more regularity of the argument functions is needed as explained in 28]. so{called quasi{interpolants. Remark 2. sometimes used to keep formulas short.2. A nasty trait of the nodal projectors has to be stressed: for l = 1. 2. and 55]. Projectors onto \nonexistent" spaces.6. : : : .Th : C ( ) 7! Xkl ( . Section 3). Section 3.Th RT k . which reproduce nite element functions and whose domains cover the entire continuous function space.3.Th Pk . Oswald 93] proposed local projection operators. FE space Sk ( . Th) are also declared by assigning to a continuous function that unique nite element function with the same nodal values (The procedure is detailed in 24].2. canonical interpolation operators (nodal projectors) l Xk . are to be read as zero mappings.Th Tabelle 2.30 (Commuting diagram property) Given the above de nitions of the spaces and the degrees of freedom the following diagram commutes .2: Notations in connection with nite element spaces A far{reaching consequence of the choice of the global degrees of freedom is the \commuting diagram property" (see 28]. We are going to take a closer look at this problem in Section 2. Given nodal bases. xIII.Th Sk .o. Th) NDk ( .3. 3 they cannot be extended to the respective function spaces. we get projectors that violate the pivotal \commuting diagram property" discussed below. Th) Qk ( .Th Sk . N g f 1. : : : . Its signi cance was rst noticed in 41]. Applying these techniques to Raviart{Thomas and Nedelec spaces. xII. qN g Nodal projector NDk . Clement 35] and P. The notations are listed in Table 2.29 For H 1 ( ){conforming nite element spaces Ph.Th Nodal basis f 1. Theorem 2.2.

47) i Integrating by parts we get for 2 DP k?li?1l+1. since the theorem is set in the space of smooth functions. l + 1 i 3 ?+ Z dp ^ = Z d (p ^ ) ? (?1)l Z p^d : ^ o2Mi (T ) ^ o2Mi (T ) ^ o2Mi (T ) The second integral evaluates to zero as d 2 DP ik?li+l. we remark that the statement of the theorem is purely local and b proving it for the reference element T will do. The rst term is eligible for an ? application of the classical Stokes' theorem (see 51]. By the de nition of the nodal b T interpolation operator and (2.0 In other formulas. x21. we have for l = 0. Theorem 1): Z ^ o2Mi (T ) d (p ^ ) = Z ^ @o2Mi?1 (T ) p^ ^ ^ Obviously @o 2 Mi?1(T ) for o 2 Mi(T ). 13) throughout.10. we set p := f ? Xk f. To begin with. 24) we see that Z ^ o2Mi (T ) p ^ ! = 0 for ! 2 DP ik?li+l .28 X l \ C1 2 Continuous and Discrete Spaces Bl X l+1. so that (2. Moreover. l i 3 : ? (2.1(T ). 2 Bl l Xk = l Xk+1 Bl on C 1( ) : Proof. hence.45. p. we can exploit the full potential of the calculus of di erential forms.47) also forces the rst term to vanish. p. Thus follows bl bl Xk+1 d f ? Xk f = 0 . bl b For f 2 DF l.0 \ C 0 l Xk l Xk+1 Xkl Bl Xkl+1. 0 l < 3. b b T T . We are going to make tacit use of the isomorphisms (2. 1.

the di erential operators respect the hierarchical splitting. with X0l. Denote the hierarchical components by Xkl. The canonical nodal basis functions are de ned accordingly.4 Finite Element Spaces 29 and since d bl Xk b T f 2 Xkl+1 we obtain through the unisolvence of the degrees of freedom b T bl Xk+1 (df) = d bl Xk b T f : Taking into account that nodal values are left unchanged by canonical a ne transformations.Th f = 0 The second corollary has to do with the p{hierarchical splitting of higher order nite element spaces.34 We impose a hierarchical pattern on the sets of global degrees of freedom: More precisely. Th) := k X d=0 l l Xk?1 Xk .33 With the notations introduced above we have Bl Xkl. Corollary 2.HB( . Th). i. .Th ? .2.31 So far the theorem applies only to smooth functions. Th) . we get the commutativity for any element and. we require for all k > 0. Th) Xkl+1. . It is naturally induced by the family of nodal interpolation operators parameterized by the polynomial order k.e.HB( . nally. This arrangement of degrees of freedom will be used throughout the remainder of the thesis. 2. for the entire nite element spaces. Th) : . By continuity it remains valid for all functions that lie in the domain of de nition of the interpolation operators. 3g l l (f) = 0 8 2 XkTh = XkT?h1 8f 2 Xkl?1( .HB( . Th) := X0l ( .32 The nodal interpolation operators preserve the kernels of the respective di erential operators: Bl f = 0 for f 2 Xkl =) Bl l Xk .HB( . Remark 2. Th ) is a direct splitting.Th Xkl ( . 1. Remark 2. l 2 f0. Th) (k 1) : (2.48) Then. Xdl. Two immediate consequences of this theorem are worth mentioning: Corollary 2. Th ) = Xkl ( .HB( .

The b b same argument permits us to con ne the examinations to a single face f of T . we are not going to dip deeper into this issue than necessary to provide tools for further investigations. Thj? ). k Proof. piecewise polynomial functions on the boundary mesh. checking the assertion for the reference tetrahedron b b b and a face f of T will do. However. According to prior remarks. thus. almost elementary calculations reveal: the explicit de nitions of the spaces Xk b For Sk ( . at this point we forgo a discussion of di erential forms and head straight for a concrete result: Lemma 2. Th ) (i. Th) are the spaces Qk ( . a study on the reference element provides comprehensive insights into the local properties of traces. Here the trace operator involves the outer normal component on ?. external derivatives of di erential forms give rise to classical di erential operators on ?. since we only deal with a ne equivalent nite elements.30 2 Continuous and Discrete Spaces Trace Spaces A triangulation Th of generates a mesh Thj? on ?.e. curl = 0) is a divergence{free k vector eld (with respect to the div{operator div@ on ?. Locally ? can be mapped onto plane domains ( IR2 ). b First observe that ND0 (T ) P k?1(T ). which means that for 2 ND0 (T ) we have k b k b 2 b b njfb 2 Pk?1 (f ) . Yet. using l (T ). njfb 2 RT k?1 (f ) is con rmed. The trace spaces associated with RT k ( . So we have any reason to consider the traces of nite element functions as nite element functions in IR2. The trace can be explicitly calculated 0 1 1 = @ 2 A =) 3 0 1 001 0 1 1 2 njfb = @ 2 A @ 0 A = @ ? 1 A 3 1 0 We conclude that the trace vector eld is really solenoidal: div@ ( n) = @ 2 ?@ 1 =0 x1 x2 . Thj?) of discontinuous piecewise polynomials. see 43]) in RT 0 ( . Once more. Th ) belong to the space RT k?1( . Th) of 2D Raviart{Thomas nite element functions (see 99]) on Thj?. The traces n of vector elds in NDk ( .35 The trace nj? of 2 ND0 ( . We may choose f as a part of the fx3 = 0g{plane. Th ) the trace space is Sk ( . Like in three dimensions. Then. Thj?) of continuous.

2.4 Finite Element Spaces


Discrete Representation Theorem
Now we are going to establish discrete versions of the Theorems 2.7 on page 9 and 2.8 on page 9 (see also 55], Section 3):

Theorem 2.36 Let

IR3 be polyhedrally bounded, simply connected, and equipped with a simplicial mesh Th. Then the following sequences of vector spaces are exact for any k > 0:
Id div P0 ( ) 7! Sk ( ; Th) grad NDk ( ; Th) curl RT k?1( ; Th) 7! Qk?1 ( ; Th) 7! f0g 7! 7! Id div f0g 7! Sk;0( ; Th) grad NDk;0( ; Th) curl RT k?1;0( ; Th) 7! Qk?1;0( ; Th) 7! f0g 7! 7!

Proof. The proof will be con ned to the more di cult case incorporating homogeneous boundary conditions. One part of the theorem is a trivial consequence of (2.7, p. 11). At greater length, the more interesting message reads:

(A) ' 2 Sk;0( ; Th) and grad ' = 0 (B) 2 NDk;0( ; Th ) and curl = 0 (C) u 2 RT k?1;0( ; Th ) and div u = 0 (D) w 2 Qk?1;0( ; Th )

=) =) =) =)

'=0 9' 2 Sk;0( ; Th); = grad ' 9 2 NDk;0( ; Th); u = curl 9u 2 RT k?1;0( ; Th); w = div u

for an arbitrary w 2 Qk?1;0( ; Th). A solution exists, since boundary values and right hand side are compatible. According to a result of M. Dauge ( 38]) and P. Grisvard (Corollary

(A) is an immediate consequence of Friedrich's inequality (see 65], Lemma 6.2.11). (B) has been shown in 56], Lemma 5.10, 87], Lemma 11. To show (C) we rst extend to a large convex domain e , which features a polyhedral e boundary as well. Adding further elements to Th we get a triangulation Th of e . Given an 0 0 e e arbitrary vh 2 RT k?1;0( ; Th) we denote by v h 2 RT k?1;0( e ; Th) its extension by zero. Theorem 2.9 on page 10 tells us that there is a unique divergence free vector potential e 2 W 1( ) for a p > 2 such that v h = curl . Following 56], Section 5.3, e h := NDhk p e ;T f e h = vh. e is well de ned and owing to Theorem 2.30 on page 27 we have curl The trace v@ := e h nj@ , viewed from the exterior of , is that of a curl{free vector eld h 0 ( e = ; T ). So Lemma 2.35 tells us that v @ 2 RT 0 (@ ; T eh in NDk h j@ ). Now (see 48, 71]) k h there is a '@ 2 Sk (@ ; Thj@ ) such that grad@ '@ = v@ . This nite element function on h the boundary can be extended to a 'h 2 Sk ( ; Th). Eventually h := f ? grad 'h is a h nite element function in NDk;0( ; Th), whose curl agrees with vh. Our approach to (D) makes use of the boundary value problem = w in @ @ n = 0 on @


2 Continuous and Discrete Spaces

2 2.6.7 in 62]) we have 2 H 3 + ( ), so that u := grad 2 H 2 + ( ) and hu; ni? = 0. RT k?1 u is well{de ned and again Theorem 2.30 on page 27 ensures Therefore uh := ;Th that div uh = w. Remark 2.37 Like in the continuous setting results on situations where homogeneous boundary conditions are only imposed on a (contiguous) part of @ or on several isolated parts are in short supply. In the former case Theorem 2.36 carries over. In the latter case probably spaces with nonzero, but constant traces on sections of the boundary have to be employed. We eschew a discussion of these complications.

2.5 Discrete Estimates
For the practical handling of nite element spaces two kinds of relationships turn out to be crucial: 1. Stability estimates, which relate the discrete l2{norm of the vector of nodal values of a nite element function to its L2 {norm. 2. Inverse estimates, which provide mesh{dependent bounds for the norms of di erential operators.

b Either result can be proved by a ne techniques, by switching to the reference element T . b b b The appropriate vehicle is the a ne mapping : T 7! T ; x 7! Bx + t (cf. Section 2.4).

Stability estimates
To begin with, we have to study the behavior of the L2 {norm under canonical transforms. For an arbitrary tetrahedron T we get by merely plugging de nitions into each other for ' 2 H 1(T ) ; j det Bj k'k2 2 (Tb) = k'k2 2(T ) bL L j det Bj kbk2 2 b for 2 H (curl; T ) ; j det Bj kbk2 2 b k k2 2 T) T L (T ) L (T ) L (T ) max (BB min(BB ) T T min (BB ) kuk2 2 b L (Tb) kuk2 2(T ) max(BBj ) kuk2 2(Tb) for 2 H (div; T ) ; L j det Bj j det B b L

jdet Bj?1 kwk2 2(Tb) = kwk2 2 (T ) bL L

for w 2 L2 (T ) :

Thanks to (2.33, p. 19), (2.32, p. 19) these expressions can be simpli ed, if T is assumed to be shape regular. Then, switching to nite element spaces, we notice that, by construction, b the transformed quantities on T belong to a nite dimensional space. All norms on nite dimensional spaces are known to be equivalent. So we can replace the L2 {norms on T by the Euclidean norm of the nodal values. This just a ects the constants. Eventually, we bene t from the invariance of nodal values under canonical transforms; by summing over

2.5 Discrete Estimates


all elements of a mesh Tl we end up with (for notations see Table 2.2 on page 27)

k'k2 2( L k k2 2 ( L kuk2
L2 ( )

) )

C4 h3 l C5 hl C6 h?1 l C7 h?3


2 2


Sk ;Tl

(')2 ( )2

for ' 2 Sk ( ; Tl ) for 2 NDk ( ; Tl )

(2.49) (2.50) (2.51) (2.52)

kwk2 2 ( ) L



NDk RT k


P ;Tl (w)2 P

(u)2 for u 2 RT k ( ; Tl ) for w 2 Qk ( ; Tl )

for all admissible k 2 IN0. Only the shape regularity of the initial triangulation T0 and, of course, the actual nite element space (i.e. the order k) have an in uence on the constants. In detail, C4 and C7 just depend on k and C3, whereas C5 and C6 are functions of C1 and C2, besides. In the parlance of Hilbert space theory, the two{sided estimates (2.49) { (2.52) mean that the nodal bases of the respective nite element spaces are L2{stable. We add a simple implication of (2.49) { (2.52), namely


l Xm f k

L2 ( )

C8 (m; l) kf kL2(


8f 2 Xkl ( ; Th); 0 m l; l 2 f0; 1; 2; 3g ;


where the constant C8(m; k) > 0 depends on the shape regularity and the parameters m l and l only. (2.53) is not a mystery, since Xm f can be obtained by simply dropping a few higher order hierarchical basis functions from the nodal representation of f.

Inverse Estimates
The inverse estimates for all nite element spaces declared so far are summarized in

Theorem 2.38 (Inverse estimates) Under the usual assumption on the sequence of meshes fTl gl from Section 2.3, we obtain for all l 2 IN0 , k 2 IN0 , m 2 f0; 1; 2; 3g kB f kL2 ( ) C9(m; k) h?1 kf kL2( ) 8f 2 Xkm( ; Tl ) l where C9(m; k) > 0 depends only on the shape regularity of T0 , k and m.
Proof. We give the proof only for m = 2, i.e. Xkl = NDk+1 ( ; ). The other spaces are treated analogously. For m = 0 the result is commonplace , anyway (see 14], Theorem 6.8). It su ces to con rm the contention of the theorem on the element level. Summing up over all elements then nishes the proof.

Write l for the set of degrees of freedom of Xl . We make the following assumptions: (A1) The nodal bases are L2 {stable: kvk2 2 ( L ) C11 hp l X 2 l j (v)j2 for a p 2 Z (A2) The nite element space Xl contains all continuous.54) and our knowledge of the behavior of the L2 {norm under transformations of 1{forms we get 2 T C10 (k) max(BB2 ) k k2 2 (T ) kcurl k2 2(T ) L L j det Bj 4 so that we end up with C9(m.55) and (2.e. 3 2. Tl ) Xl (S1 ( . piecewise linear functions on Tl .34 2 Continuous and Discrete Spaces We single out an element T 2 Tl and 2 NDk (T ) (k 1).55) Merging (2.6 Approximation Properties Now we tackle the second pillar of nite element analysis. k) = C10 (k)C1 C ?2. We are concerned with with rather special approximation properties and pass over the ordinary simultaneous approximation results. From (2.39 Let fXl gl2IN0 denote a nested sequence of nite element spaces built upon the quasiuniform family fTl gl of meshes. Our main objective are L2 approximation estimates for the nodal projectors in fractional Sobolev spaces. So we have to retreat to spaces of slightly smoother functions.54) b We cite the equivalence of all norms on NDk (T ) as an argument. Lemma 2. p. Since b 2 member of a xed nite dimensional space of polynomials. S1 ( . a ne equivalence techniques are the key to the results. i. curl b behaves like a 2{form. we conclude b NDk (T ) is a (2. Tl ))3 Xl ]. 55. 56]. The reason why we resort to such odd tools is the failure of the interpolation operators to make sense for the full function spaces. Again. Those can be found in 28.23. Obviously C10 is a constant for xed k. 16) we know Further. . which tells us j det Bj kcurl k2 2 : kcurl bk2 2(Tb) L L (T ) max (BBT ) \ curl b = curl : kcurl bkL2 (Tb) C10 (k) kbkL2 (Tb) : (2. the issue how well the nite element functions manage to approximate the continuous functions.

6 Approximation Properties (A3) If 2 l 35 and vk 2 Xk with k > l we have with integers q. each element is part of only a small number N of supports . l k L where is the support of the nodal basis function associated with the degree of freedom and C > 0 does not depend on k. Then. (A4) The nodal projector X is a continuous mapping of the Sobolev space H s( ) onto l 1 Xl for s > 2 (p + q). . evidently L?1 ?2s+p j (vl )j2 hl 2 l l=0 2 L L?1 ?2s+p ? (v ) (hk ) hk C 11 hl k 2 l k=l+1 l=0 L L?1 h?2 j (vk )j2 C 11K h?2s+p h2 l k l 2 l k=l+1 l=0 L L?1 h?2 +r hq kvk k2 2 ( ) : C 11C12 K h?2s+p h2 l k l l L 2 l k=l+1 l=0 a bound for 1 h2 . r such that p + q + r = 0 j (vk )j2 C12 hq hr kvk k2 2 ( ) 8vk 2 Xk . L2 ( ) v? Xv l Proof. l. we get vk ? X 1 l? l?1 v = vl + X l L X ! k=l k=l+1 vk : For the sake of brevity we set el := v L?1 l=0 X l L X ! k=l+1 vk 2 Xl : Making use of the stability of the nodal basis (A1) we obtain for these functions and > 0 P h?2ske k2 2 v l l L( ) with K := 1=(1 ? 2? ) as (A3). Since the meshes are shape regular throughout. In substantial steps we closely follow the ingenious proof of Theorem 12 in 93]. Tk ) 2 (S1 ( . and v. for 1 (p + q) < s 2. Then. L . we can bound 2 C13 (s) hs kvkH s( ) 8v 2 H s( ) H s( )] l with C13 (s) > 0 neither depending on the level l nor on v. In the bottommost line we employed k=0 k C 11 P e P P ? P P P P P P P P P X 2 l kvk k2 2( L ) N kvk k2 2( ) .56) l ? 1. First consider a v 2 XL that can be represented as ? Since (A2) leads to X ? l ? X? X l v= L X k=0 vk X l?1 with vk 2 S1( .2. Tk ))3] : vk = 0 for k L X ! (2.

2.56. In this special special setting this norm is equivalent to the k kH s( ) {norm ( 91]. Now the right hand side of (2. preceding page) of v was admitted.57) for a nite element function v that can be represented as a nite sum of piecewise linear. l L where C16 := 1 + 2C15C14 . continuous components. we have L?1 X l=0 (2. Applying the Cauchy{Schwarz inequality once more nishes the proof l=0 h?2s l ? X? l X l?1 v 2 L2 ( ) C16 inf P v = vl L?1 X h?2skvl k2 2 ( l L ) v ? Xv k 2 L2 ( ) = C16C13 (s) 2?2kskvk2 s l=k+1 1 P ? X? X v 2 l l?1 l=k+1 2 1 1 P 2?2sl P 22sl ?L (X )? l=k+1 l H( ) X l?1 v 2 L2 ( ) : . Theorem 2 and 93]. Tl ). Since any decomposition (2. For small enough becomes positive. Ch. Then we can exploit the continuity of the interpolation operator (A4) to establish the validity of the bound for in nite sums and arbitrary functions v 2 H s( ) H s( )].36 L?1 l=0 2 Continuous and Discrete Spaces and we can continue estimating with C14 := C 11 C12 K N : P h?2ske k2 2 v l l L( ) C14 1 with := s ? ? 2 (p + q).5). Theorem 8) for 0 < s 2. P C14 h?2 +r k L( ) l k l=0 k=1 L?1 L k?1 X l=0 h?2 l = k?1 X l=0 22 l 22 k ? 1 = 2 2 ?1 h?2 : 4 {z 1 } k | ? =:C15 1 We use r + p + q = 0 and conclude the estimate: L?1 X l=0 h?2ske k2 2 v l l L( ) C14 C15 L X k=1 h?2s kvk k2 2( k L ) So far.57) for L ! 1 is the de nition of a Besov space norm of v (see 107]. and P P h?2(s? )+p+q h?2 +r kv k2 2 k L( ) l k l=0 k=l+1 k?1 L P h?2 kv k2 2 . we have shown L?1 X l=0 h?2s l ? X? l X l?1 v 2 L2 ( ) = L?1 X l=0 h?2skvl + el + el?1 k2 2( v v L l L?1 X l=0 ) C16 h?2skvl k2 2 ( ) . First we point out that the union of the spaces S1( . l 2 IN0 is dense in H s( ).

The same techniques also work in the case of Raviart{Thomas spaces. respectively.T NDk RT k v . p. onto the corresponding nite element spaces.1) on polygonal domains that bjfb 2 H 1=2+ (fb) bjeb 2 H (b) e b b for any face f 2 M2 (T ). This establishes b T NDk b with C19 only a function of k. We elaborate the proof for Nedelec spaces. The next lemma claims that assumption (A4) holds true for concrete nite element spaces Lemma 2. the contention of Lemma (2. L2 (T ) bjfb . Theorem 1. 24) that jb(b)j and kbjekH (e) b b and kbjfbkH 1=2+ (fb) kbkH 1+ (Tb) kbjfbkH 1=2+ (fb) bjfb b H 1=2+ (f ) b C19 kbkH 1+ (Tb) : b H 1=2+ (f ) . p. So we focus on an arbitrary element T 2 b Tk and denote by : T 7! T the associated a ne linear mapping from the reference b tetrahedron T .39.6 Approximation Properties 37 Remark 2.2. 34) would hold for all 1 < s 2 m + 1. By canonical transformation a similar estimate holds for T . b Since L2 is continuously embedded in any Sobolev space with positive index. b For b 2 H 1+ (T ) we conclude from the trace theorem for Sobolev spaces ( 61].T .40 If assumption (A2) stated that Xl contains all (vector) Lagrangian C 0 elements of degree m. which are endowed with the L2 ( ){norm: L2 ( ) L2 ( ) C17 ( ) k kH 1+ ( ) ) 8 2 H 1+ ( ) 8v 2 H 1=2+ ( ) C18 ( ) kv kH 1=2+ ( The continuity constants C17 ( ) and C18( ) do no depend on the level l of re nement. Proof.2. Applying the trace theorem again shows that b for any edge e 2 M1(T ). Only the shape regularity of T0 enters the constants.45.41 For any > 0 the nodal interpolation operators NDl k (k 1) and RTl k .Tl . we immediately have for any degree of freedom b given by (2.5. besides. Obviously a purely local examination will do.Tl (k 0) are bounded linear operators from H 1+ ( ) and H 1=2+ ( ).

By simple computations we e e see N N X n (0) b X n ? 1 (1) b (0) b beb ( ) = N ebn ( ) + en ( ) : b n=1 n=1 N A straightforward application of the Cauchy{Schwarz inequality yields: b(0) (b) e b 2 N 2 X n2 N 2 n=1 N X n=1 ! X N n=1 j (0) (b)j2 + j (1) (b)j2 en b en b ! 2N j (0) (b)j2 + j (1) (b)j2 : en b en b ! A canonical transform of 1{forms takes us back to T without a ecting the degrees of freedom. 2. We aim to bring Lemma 2. Next. Then we use the stability estimate (2. 1 < s 2 . The assumption (A1) was dealt with in Section 2.42 (Approximation estimate for nodal interpolation) Under the assumptions on the sequence fTl gl of triangulations of made above we get C20(s) hsk kHs ( ) 8 2 H s( ). ? NDl 2 L2 ( ) l .q . (A2) is implied by our guidelines for the construction of nite element spaces. we study the degrees of freedom attached to a face f of T . we treat di erent kinds of degrees of freedom separately . (1) We claim that (A3) holds for ND2 ( . and (A4) has just been con rmed in Lemma 2. 2 where (i) is linear along b and (i)(pq ) = i. Proof. yielding b b a mesh T covering T .50.41. 33) for the nodal basis to obtain (2. . b e b is split into N := 2k?l edges fb1. Tk ) with p = 1.39 on page 34 is true for the nite element spaces of Nedelec and Raviart/Thomas. 1 . : : : . First. We point out that we temporarily e depart from the p{hierarchical de nition of degrees of freedom.38 2 Continuous and Discrete Spaces Theorem 2.5. b First we deal with degrees of freedom associated with an edge b = p1. bN g of the mesh T . r = ?2. The only point that has not yet been resolved is whether assumption (A3) of Lemma 2. u ? . They are given by Z b) := D (i). p2 ] of T : e b b) := (i) e ( b Z e b (i) Db E . q = 1. b b (i) b f ( b f n d E i = 0. b b Secondly. 1=2 < s 2 .58) j e( )j2 C 5hl h?2k k2 2( e ) : k L Recall that uniform re nement allows to exchange powers of 2 and meshsizes freely. respectively.Tl L2 ( ) l with constants not depending on the level l and the speci c functions.T RT 1 u C21(s) hskukH s( ) 8u 2 H s( ). observe that again b b we can switch to the reference element T : T is being regularly re ned k ? l times. i. p.39 on page 34 to bear. t d? i = 1.

33) for the RT 1 nodal basis: j f (u)j2 C 6 h2 h?1 kuk2 2 ( l k L f) . Please be aware that the weighting functions have to be transformed like 0{forms (2.k N k=1 fbn.k.k N k=1 fbn.k b N k=1 fbn. A close scrutiny reveals that for instance b(1) (u) b f b = N n n P 1 ? n ? 1 P b(1) (u) + 1 ? n P b(2) (u) + b(3) (u) + b a a ba fn. Taking into account that the weighting (i) have to be transformed like 1{forms according to (2. we get as functions degrees of freedom on the small patches: Z b) = DN b (i) b fn ( ? ? b fn (i) .51. we return to the original element T and take into account the stability estimate (2. we study the degrees of freedom located at a face f of T .j . The N 2 smaller triangles fi. b ba=b where (i) are the barycentric coordinate functions on f . ni d i = 1. They can be written as Z (i) b bfb (u) := (i) hu.20.19. p.2.6 Approximation Properties 39 b where (0) = 1 . p. b n d E i = 0. 2. r = ?1. (2) The veri cation of (A3) for RT 1( . are arranged and labeled as indicated in Figure 2.2. Tk ) (with q = 2. 1 : This leads to the representation N2 X 1 (i) b b b) = N bfbn ( ) : n=1 (i) b f ( The Cauchy{Schwarz inequality permits us to estimate b b) (i) b f ( 2 N N2 X 2 n=1 N 1 b(i) (b) 2 = X b(i) (b) 2 b fn N fbn n=1 2 We end up with a even more favorable estimate than for degrees of freedom on edges. 3 .k b N k=1 fbn. (1) = 0 are constant vector elds on f .i ) bf(bin.k (u) a b 2 ( b + bfbib) (u) n.k b n=2 2 b f Applying the Cauchy{Schwarz inequality to this sum we arrive at a bound of the form b(1)(u) b f b CN X 2 n. b b To begin with. 15). b arising by subdividing f k ? l times.k 2 ! : Finally. relying on a re nement of the reference tetrahedron in a rst step.k b n=1 N n n P 1 ? n P b(1) (u) + 1 ? n ? 1 P b(2) (u) + b(3) (u) : + b b b bb fn. p = ?1) goes along the same lines. p. 14). In the course of the re nement 0 1 b bb of T f is cut up into N 2 congruent triangles fn.

1. 15) now. 0)T . 0. Since the estimates for s = 2 are standard (see 87].1 b f1a. 3 . this approach will turn out to be technically simpler than the current proof of Theorem 2. Then similar arguments as in the case of Nedelec spaces help to establish (A3) also for this set of degrees of freedom. Probably. p.5).1 b f3a. Remark 2. where (1) := (1.42 on page 38 for Raviart{Thomas elements was stated in Formula (1. given by b b (i) b T (u) := ZD b T (i) . Theorem 6. again without proof.1 b f2a. We remark that the weighting functions undergo the transformations of a 1{form (2. (3) := (0. u E b dx i = 1. We are skipping the details at this point.20. .42 on page 38 and.2 b f2b.1 b f3a. Formula (0. 1)T . (2) := (0.1 b b Abbildung 2.10).2 b f2a. A related estimate is given in 40].1). Theorem 2) straightforward Sobolev{scale interpolation bridges the gap. 0.2 b f3b.2: Subdivided face f of T . b Next we deal with degrees of freedom in the interior of T . moreover. (3) Only s < 3=2 is covered so far.3 b f3b. 2.40 2 Continuous and Discrete Spaces b f3a. but no hint on the proof was provided. 0)T . The proof can be based on a ne equivalence and the version of the Bramble{Hilbert lemma for fractional order Sobolev spaces (see 44].43 Shortly before the completion of this work the author learned that in 80] the assertion of Theorem 2. Another category of approximation estimates targets the \di erential seminorms". can cope with lowest order elements.

Additionally.59) C25 kwl kL2( ) 2 k'kH 1 ( ) . 8 .39 on page 34 we have for l 2 IN0 . we confront the task of nding a ' 2 H 1( ) (of course dependent on wl ) such that 2 2 2 h?2 ('. Tl ). since all projectors preserve constant functions.7 A Discrete Extension Operator 41 i. Recalling the de nition of negative Sobolev norms. This result strongly suggests that a discrete analogue might hold as well. we constructed an extension operator for H 0 (div.e.5. Theorem 2. Brandts in 23] the proof can be based on the commutative property of Theorem 2. l with C25 > 0 independent of wl and the meshwidth hl of Tl . k 1 grad ' ? Sk. Theorem 2.45 (Inverse estimate in negative scales) Let IR2 be equipped with a sequence of simplicial triangulations fTl gl arising from the regular (dyadic) re nement of a uniform shape{regular initial mesh T0 . Proof. 8u.Tl ' curl ? NDl k . If Q0 ( .44 (Di erential approximation properties) Under the assumptions on and the sequence fTl gl of meshes made in Lemma 2. Proof.2.T L2 ( ) L2 ( ) C22 (k) hl jgrad 'jH 1( C23 (k) hl jcurl jH 1( C24 (k) hl jdiv ujH 1 ( ) ) ) where only the shape regularity of the coarsest mesh and the polynomial order k of the spaces a ect the constants. Tl ) denotes the space of piecewise constant functions over Tl the following inverse estimate holds true: kwl kL2( ) C25 h?1 kwlkH ?1 ( ) 8wl 2 Q0 ( . Results of this kind are well{known (see e. 28]. We start with an arbitrary wl 2 Q0 ( . they explore what approximation properties hold after applying the proper di erential operator. To structure the proof of the discrete extension theorem let us start with two preliminary lemmata: Lemma 2.1. wl )L2 ( ) : (2.8 and 56]. 2.4 on page 7.30 on page 27. it relies on familiar a ne techniques and the Bramble-Hilbert lemma used on the reference tetrahedron. ). Following an idea of J. curl 2 H 1( ) . Theorem III. L2 ( ) 8' 2 H 2( ) .T div u ? RTl k?1 u .7 A Discrete Extension Operator In Section 2.4) and stated in the next theorem. div u 2 H 1( ) . In contrast to Theorem 2. Tl ) . This section will con rm this conjecture.4 on page 7 we consider extensions to a larger bounded domain instead of the entire space.g. This is possible. The proof parallels that of a related inverse estimate in Section 5 of 16]. x3 Proposition 3.

as sketched in Figure 2.42 2 Continuous and Discrete Spaces For the construction of ' set up the dual mesh of Tl by connecting the barycenters of the elements. N 1X : '(x) = N i i=1 . the solid lines those of Tl . per de nitionem. Due to the shape regularity of Tl only a small number N of triangles share x. N is also the number of e triangles in Tl that x is a part of. Cx x e The dashed lines show edges belonging to Tl . The shape regularity makes the area of these triangles behave like h2 . Abbildung 2. l Then. The e resulting triangulation is denoted by Tl . piecewise linear function on Tl that coincides with wl at every barycenter and assumes the average of the values of wl on the adjacent triangles in every node of Tl . We augment the dual mesh by the vertices of Tl .3: Elementary cell Cx of enhanced dual mesh for the construction of '. N for the values of wl on the elements around x. making repeated use of the Cauchy{Schwarz inequality in IRn now e ' is then de ned as the continuous. Let Cx be an elementary cell of the dual mesh surrounding the vertex x of Tl . Lengthy computations. Now write 1 . : : : .3.

Tl ) 7! RT 0 ( e . p. Tl ) for ?1 s 0. They give us kwl kL2 ( ) C (s) h?skwl kH ?s ( ) 8wl 2 Q0 ( . Lemma 2. Proof. Tl ) 7! RT 1 ( e . the K{method. For a proof of this fundamental result see the appendix of 21]. Theorem 2. too. Moreover the common bound depends exclusively e on .47 (Discrete extension theorem for Raviart{Thomas spaces) Under the Assumption 2. . where real interpolation (see 77]. indirectly. uniformity. 1. Cx R ' w dx l Lemma 2. equipped with a sequence of uniform. Then any function wl that is piecewise polynomial on Tl belongs to H " ( ) for any 0 " < 1=2 and satis es the inverse estimate kwl kH "( ) C26(") h?"kwl kL2( ) . 41). Tl ) .0 :RT 0( .2. indeed.7 A Discrete Extension Operator 43 N P i=1 N P i=1 N P i=1 N P i=1 2 i 2 i 2 i 2 i yield kwlk2 2 (Cx) L k'k2 2 (Cx) L j'j2 1 (Cx) H . is used as main tool.15). Finally Then there is a sequence of linear continuous extension operators e Elh :RT 1( . e Elh. shape{regular simplicial triangulations fTl gl created by regularly re ning an initial mesh T0 . Further e must allow to extend the initial e triangulation T0 of to a triangulation T of e without a loss of shape regularity or e has to engulf in the sense that @ \ @ e = .59. Ch. So. e and the initial triangulation T0 . the maximal degree of the polynomials and the order " of the Sobolev space.. : The constants in these inequalities depend only on N and the ratios which relate the areas of the triangles in Cx to h?2.16 on page 17 on IR3 let e be a larger domain containing that meets Assumption 2. with C26 (") > 0 only depending on the shape regularity of T0 . . A quick glance tells that these inequalities imply (2.45 on page 41 is the \launching pad" for interpolation techniques (see 6]). .46 (\Unexpected" regularity of nite element functions) Let IRn be a polyhedrally bounded domain. Tl ) .16 on page 17. they are only in uenced by T0 . 1 1 whose norms are bounded uniformly in l.

Owing to the properties of the Raviart{Thomas spaces. no compatibility conditions over edges of ? need to be enforced. Next. Grisvard (Coand k kH 3=2+" ( e = ) rollary 2. With the previous lemma this implies 2 H (?) for a 0 < < 1=2. Dauge 38] and P. that is. Now consider the boundary value problem ? Corollary 2.Tel e e longs to RT 1( e = .4 on page 7 we derive the bound C kv hkH (div. Th ) vector elds) Given setting of Theorem 2. ) for the e e L2{norm of v. Tl ) e Elh. Theorem 2.4 on page 7. we add the L( ) L( ) . e e Now set v := grad and observe v 2 H (div. e e L ( = ) e v ? RT 1Tl v 2 e h1=2+" kvkH 1=2+" ( e = ) l h1=2+" k kH 3=2+" ( e = ) l 1=2+" hl k kH " (?) k kH ?1=2 (?) kvhkH(div.6. e = ). e e h k kH 1 ( e = ) k kH ?1=2 (?) : div v ? RT 1Tl v 2 = ? Q= . hence.0.2 on page 6.47 there is a sequence of linear operators e Elh :RT 0 ( . The rst steps parallel those in the proof of Theorem 2.45 on page 41 was applied to . is piecewise linear. The discrete extension of vh is then built in the very same manner as in the continuous case elaborated in Theorem 2.42 on page 38 gives e e= . ) : In the last but one line the inverse estimate of Lemma 2.7 in 62]) states that 2 H 3=2+"( e = ) with 0 < " k kH "(?) . Tl ) 7! RT 0 ( e . Afterwards we used the trace inequality of Theorem 2.30 on page 27 to see e e= . Tl ). Then a regularity result due to M.4 on page 7. We start with an arbitrary v h 2 RT 1 ( . Since our actual target are the lowest order Raviart{Thomas elements. The trace mapping @u H 3=2+ ( e = ) 7! H (?) . This is the last rung in bounding kvhkL2 by C kvhkH(div. theorem 11.Tel 2 e1 Proof.0 :RT 0 ( . This is also a vector eld in 1=2+" ( e = ) and therefore the nodal projection v := RT 1 v is well de ned and beeh H e = . Tl ) 0 0 Like in the proof of Theorem 2. Tl ) and denote by h 2 H ?1=2 (?) its normal trace hv h . u 7! @ n is surjective. The proof was inspired by ideas in the proof of Lemma 3.4). All the considerations remain valid for the operator Elh.44 2 Continuous and Discrete Spaces + = 0 in e = @ = ? on @ @n @ on @ e : @n = 0 Now.2 in 18]. In addition.48 (Continuous extension of RT 0( . ). Tl ) 7! RT 0 ( e . we can apply Theorem 2. nij? . keep in mind that functions in H (?) are fully decoupled ( 77].

Remark 2.49 In 94] it was demonstrated how the construction of discrete extension operators could be grossly simpli ed by means of local quasi{interpolation. 33) guarantees continuity with bounds independent of the level of re nement.7 A Discrete Extension Operator that are uniformly continuous in l. p. ) defy this approach for want of a quasi{interpolation operator that obeys the essential commuting diagram property of Theorem 2.T theorem. Just apply RTh0 to the extension in RT 1 ( e . Subspaces of H (div. .30 on page 27 ensures that the result is actually divergence{free. Theorem 2. 45 e Proof. Tl ) obtained through the previous . So we cannot help but switch to the continuous spaces intermittently.53.30 on page 27. (2.2.

1 Survey of Variational Approaches In this chapter our focus is on the most important and best known class of elliptic boundary value problems.e. The former spawns a saddle point problem which can be solved by a variety of iterative algorithms. We discuss the mixed method and least squares techniques. Along with the requirement c 0 . in (3. The source term f is taken from L2 ( ) and the Dirichlet boundary values should belong to H 1=2 (?D ).2) and and c 2 L1( ).e. xi with positive constants a.1) @u = 0 @n The entries of the 3 3{matrix D (\di usion coe cients") are supposed to be functions in L1( ) and D itself should be a symmetric. Furthermore an analysis of this method provides answers for alternative schemes from the direct elimination of constraints to least squares methods. The augmented Lagrangian technique is introduced as a device to control the spectral properties of the saddle point problems.Kapitel 3 Second Order Elliptic Boundary Value Problems Even plain second order elliptic problems o er a rich array of variational formulations if we consider nonstandard approaches. uniformly positive de nite matrix. its boundary being partitioned into a part ?D of positive 46 jxj2 8x 2 IR3 a. The domain IR3 itself is to comply with Assumption 2.. 3. this ensures ellipticity. In a very general form they are given by u = g (3.16 on page 17. In the end the issue of an e cient solution of the discrete nonstandard variational problems is reduced to the task of nding a preconditioner for a bilinear form arising from the augmented Lagrangian approach. that is ? div(D grad u) + c u = f in on ?D on ?N : jxj2 hDx. namely scalar problems of second order.

1). A taxonomy suggested for Krylov subspace methods for the iterative solution of discrete variational problems by Freund. So we wind up with D?1j ? grad u = 0 in div j ? c u = f in (3. Pursuing the minimal residual idea for (3. Also there is a substantial body of literature on discretization schemes based on (3. obviously.4). For our purposes weak formulations of (3. 34]) dwells long on the relationship between (3. 14.5) means that we aim to minimize the tensor product L2{norm of the residuals of both equations by choosing j and u suitably: 1 Seek (j . Golub and Nachtigal in 53] will guide us at rst. The authors make a distinction between minimal residual methods and orthogonal residual methods. ) (H?D ( ) + u0) such that D?1=2 j ? D1=2 grad u 2 L2 ( ) ! + kdiv j ? cu ? f k2 2( ) = min : L (3. Despite its towering prominence.5) is being referred to as constitutive relation.3) 0 2 with u0j?D = g.1) is converted into a system of two rst order partial di erential equations by introducing the ux j = D grad u as a separate unknown. J (u) := 1 hD grad u. Possible alternatives instantly emerge when (3.4). grad ui + c u2 dx J : H ?D R (3.1) was born out of the observation that any (classical) solution is the unique minimizer of the convex functional Z 1 ( ) + u 7! I . grad i + c u dx = f dx 8 2 H?D ( ) : Z (3. the rst equation of (3.6) This is the so-called rst order system least squares variational formulation of (3. the second as continuity equation. Boundary faces of have to be entirely contained either in ?D or ?N . equivalently.5) u = g on ?D hj .6) agree. 24. or.5) are of interest. can be obtained from the the primal variational problem 1 Seek u 2 H?D ( ) + u0 such that Z 1 hD grad u. (3. This is the point where our considerations fork.3.1).1 Survey of Variational Approaches 47 measure where Dirichlet boundary conditions are imposed and a part ?N for homogeneous Neumann boundary conditions. The nite element method for solving (3. we have quite a few options for deriving weak versions of (3. ni = 0 on ?N : Sticking to parlance from physics.4) and (3. .3) and (3. u) 2 H ?N (div.5).4) Any textbook on the nite element method ( 2. The appropriate choice of spaces guarantees that the solutions of (3.4) is by no means the only variational problem related to (3.

) and u 2 L2 ( ).e. we have to make a decision which unknown smoothness requirements should be relaxed for. w)L2 ( ) ? (cu. .7) It is immediate that for smooth di usion coe cients the constitutive relation j = D grad u is satis ed in a strong sense. using Green's formula. the mixed method (in the sense of 28]) ignores the regularity of u.7) and (3.5.5. at the same time maintaining that of j .8) the continuity equation is strongly enforced.5. This constraint o ers a natural classi cation of weak orthogonal residual formulations of (3. only one equation can be satis ed in strong sense.8) can be obtained more rigorously as the dual problem of the constrained minimization problem over H ?N (div. page before) against suitable function spaces. almost everywhere.5.4. In other words. ) (div j . by requiring j 2 H ?N (div. v)L2( ) + (div v. grad !)L2 ( ? (grad u. preceding page) is lost for general D. respectively. as di erent averaging schemes take e ect in the evaluation of the inner products (see 29]. When choosing the spaces we are faced with a dilemma: In the rst equation greater smoothness is required for u than for j . The related mixed{hybrid variational problem reads: 1 Seek (j . v)L2( ? (cu. i. Conversely. This accounts for the appeal of mixed schemes for applications where a conservation law is dominant.8) In (3. u) 2 H ?N (div. ) (see 45]) Z 1 J (j ) = divinf?f J (v) . !)L2( ) ) = 0 = (f. In the case c = 0 (3. A lucid derivation rephrases the equalities in (3.9) v= ) ) (D?1j . page before) by means of test functions from H ?N (div. Remark 3. Ultimately. (3. Prominent examples are semiconductor equations (see 68]). nuclear reactor kinetics (see 103]). v)L2( ) ? (j . J (v) := 2 D?1v. we have recovered the primal method. Then. w)L2( ) = ? (f. preceding page): The hybrid method (according to the terminology of 28]) sacri ces the smoothness of j 1 on behalf of u by demanding j 2 L2( ) and u 2 H?D ( ) + u0. and ground{water ow 110]. !)L2( 8v 2 L2( ) 1 8! 2 H?D ( ) : when the constraint is enforced by means of a Lagrangian multiplier.48 3 Second Order Elliptic Boundary Value Problems The orthogonal residual approach amounts to the customary procedure of testing the equations of (3. u) 2 L2( ) (H?D ( ) + u0) such that (3. ni)L2(?D ) 8v 2 H ?N (div. ) and L2 ( ) for the constitutive relation and the continuity equation. ) L2 ( ) such that (D?1j . In the second things turn out vice versa. v dx . u)L2( ) = (g. preceding page) can be cast into the dual variational formulation: Seek (j . whereas this is not true of the continuity equation. since the de nition of j may simply be plugged into the second equation.1 Once we proceed to the discrete case the equivalence of (3. Section 2). w)L2( ) 8w 2 L2 ( ) : (3. hv. Plainly speaking. (3.

12) (3. . ) and c( .11) (3.15) Bj ? Cu = f : Taking into account that both a( . (3. w) := (cu. A road map for the above considerations is charted in Figure 3.2 A Mixed Finite Element Method 49 First order system (3. 3. 47) Minimal residual approach Orthogonal residual approach Primal method Constitutive rel. the least squares scheme thrusts all responsibility for boundary conditions onto the spaces.: Strong Least squares method Abbildung 3. Denoting by A : V 7! V 0.15) turns out to be an extended saddle point problem in the terminology of 28].15) are established. .1: Tentative classi cation of variational approaches. . b.3.: Strong Continuity equ.1. and C : W 7! W 0 the continuous linear operators naturally associated with the bilinear forms a. . v L2 ( ) b(j .10) (3. hv.: Weak Continuity equ. ) and W := L2 ( ) and introduce the abbreviations a : V V 7! IR b : V W 7! IR c : W W 7! IR g : V 7! IR f : W 7! IR . in the mixed method the natural boundary conditions are incorporated into the space of uxes whereas Dirichlet boundary values enter the variational equations. a(j . and c. It is worth while mentioning the role reversal of the boundary conditions.8) can be stated as Aj + B u = g (3. In the same reference existence and uniqueness of a solution of (3. w) := (div j .14) . B : V 7! W 0 .2.1. w)L2( ) g(v) := (g. Finally. w)L2 ( ) c(u. w)L2 ( ) : ? (3. respectively. xII. (3. ) are positive (semi{)de nite. ni)L2 (?D ) f (w) := ? (f.2 A Mixed Finite Element Method To streamline the presentation we write V := H ?N (div.5.: Weak Dual method Constitutive rel. v) := D?1j . In stark contrast to the primal approach.13) (3. p.

xII. in order to ensure that the problem is well{posed. In fact. Th) for a k 2 IN0. 48). wh) = 0 for all wh 2 Wh .e. For the case ?D = @ we present a novel proof. recall that owing to Theorem 2.17) ~ B~ ? C ~ = f | u To explain the necessity for an e ective preconditioning strategy a closer scrutiny of some matrices related to (3. Lemma 3. p. Pick an arbitrary wh 2 Qk ( .30 on page 27 b(v h ? v.2 (Stability of Raviart{Thomas discretization) In the setting detailed above the stability condition vh 2V h sup holds with a constant > 0 only depending on the domain the elements (.@ ( . xIV. Grisvard 62]. the spaces Qk ( .1) hold.16) for this special vh con rms the Babuska{Brezzi condition(3. ) \ H 1=2+ ( ). kvhkH(div.15. which. The Euclidean norm of a vector ~ 2 IRn v is denoted by j~ j.41 on page 37 with kvhkH(div. v . once V h is xed: Both spaces have to match to make the Babuska{Brezzi stability condition (see 28]. Th) provide a natural choice for Wh W .4. The pure Dirichlet problem ' = wh in ' = 0 on @ has a solution ' 2 H 3=2+ ( ) for a positive according to the regularity results of M.T to Lemma 2.17) will be undertaken. Set v := grad ' 2 H (div. \natural" is an understatement. i.2. Too see this. We assume that is equipped with a uniform shape{ regular simplicial triangulation Th with meshwidth h as introduced in Section 2. Th) L2( ). Capital Roman characters serve as symbols for matrices in IRm.2 Theorem 2. preceding page): A~ + BT ~ = ~ | u g (3. which is chosen to match the zero out ow conditions on ?N . wh) ) kwhkL2 ( ) 8wh 2 Wh (3. unlike the techniques in 28]. since there is little freedom left with respect to Wh. 48).31. p.8.16) with > 1=C .1. dispenses with Ls ( )-spaces for s > 2. A proof of this basic result can be found in 28]. we obtain an inde nite linear system with a block structure exactly like (3. Plugging the canonical bases of the spaces Vh. Dauge 38] and P. p.8. 17)). where C is the constant in the leftmost of the above inequalities. Wh into the variational problem (3. the constant from (2. Then vh := RThk v is well de ned according .50 3 Second Order Elliptic Boundary Value Problems The previous chapter provided the nite element spaces necessary for a conforming Galerkin discretization of (3. Further. As nite dimensional subspace V h of V we pick the space RT k. b(v h. since it is the matrix problems which have to be solved at last. ) kvkH 1=2+ ( ) k'kH 3=2+ ( ) kwhkL2 ( ) : Evaluating the left hand side of (3. On purpose we utterly rely on the matrix setting.n.16) and the shape regularity of Proof.

~ Proof. positive de nite matrix and assume that B 2 IRn. The upper bound is even simpler.3. xII. p. Then the minimal and maximal eigenvalue min and max of the symmetric.3) Let A 2 IRm.@ ( . where only the shape regularity of Th enters the constants C 27 and C 27 . 28]. k) C 6C 7 and C 27 = C 3?1 .w~ hji v v v h 2V h j~ Z vh2V h wh2Wh j~ hjj ~ h hB~ h. k) h 9 6 7 j~ hjjwhj v ~ v h 2V h wh 2Wh p In sum. Then the Z ~ T div j h dx = Z To begin with. that is ( ~ ?1 ~ qh(x) = jT j for x 2 T 0 else : ~ Analogously. Th) assigned to T . p. Recall that the sets of basis functions have been arranged in p{hierarchical fashion. we have C 27 = C9(2. ni d = hj h. ni d = 1 : e Z Lemma 3. 49). Th) discretization of the bilinear form b : V W 7! IR from (3. p. (2.m (m > n) has full rank. these selections imply j~hj = j~hj = 1.11. 49). pick an element T of Th. ~hi = q div j dx = jT j?1 C ?1 h?3 . p. p.33.2 A Mixed Finite Element Method 51 Euclidean operator norm of B can be estimated by kBk C27 h?3 . 33): kdiv vhkL2( ) kwhkL2 ( ) kBk sup sup j~ hjjwhj v ~ v h 2V h wh 2Wh q ?1 sup sup kv hkL2 ( ) kwhkL2 ( ) C (2.52. From the de nition of RT0 degrees of freedom we infer Lemma 3. using the de nition | q (3.4 (cf. ~ i j~ j2 y ~2IR xx y x . 19) depends only on the shape regularity of Th. | q ~ 3 h h j~hjj~hj | q where the constant C 3 from (2. ~ T ~ @T hj h. So we simply set qh to equal the ~ lowest order canonical basis function of Qk ( . Then. Th ){ Qk ( .38 on page 33) and the stability of nodal bases (2. starting with the Cauchy{Schwarz inequality. To estimate kBk from below. ~i2 xy ?1 BT ) = sup sup max (BA n =f0g ~ 2IRm =f0g hA~ . we get from the inverse estimate in Raviart{Thomas spaces (Theorem 2. 33). j h is the canonical RT0 basis function fastened to an edge e of T . which is located in the interior of . ~ i j~ j2 xx y y ~2IR x hB~ .m be a symmetric.3 Let B denote the rectangular matrix arising from the RT k. a straightforward computation nishes the proof: v w v kBk = sup jB~j j = sup sup hB~ h.11. ~i2 : xy ?1 BT ) = inf sup min(BA n =f0g ~ 2IRm =f0g hA~ . positive de nite matrix BA?1 BT are given by hB~ . k) C C h?3 C9(2.51.

10. the largest and smallest singular value of X coincide with the square root of min and max. The proof resembles that of Theorem 1 in 4]. ~ = xy sup j~j z j~j z ~2IRm =f0g z ~ 2IRm =f0g hA~ . p. 50) and the bilinear forms of the mixed variational problem in connection with Lemma 3. ~ i1=2 ~2IRm =f0g x z xx From this it is clear that y ~2IR =f0g T UT ~ y : sup n T UT ~ y T UT ~ y j~j y j~j y = sup n ~ 2IR =f0g v j~ j = v T~ v T~ v n inf y ~2IRn =f0g = ~2IRn=f0g inf v j~ j = 1 : v Theorem 3. 33).m. 49) we obtain 1 and use this to get kvhk2 2( L ) hA~ h. ~ hi v v 1 kv hk2 2( L ) 8vh 2 V h .17. p. Proof.17.5 (Condition of Schur{complement system) Using the above notations for extremal eigenvalues we get min(BA ?1 BT ) C 28 h?3 and max (BA ?1 BT ) C 28 h?5 for the Schur{complement matrix belonging to the saddle point problem (3. Employ the relationships between the matrices of the discrete saddle point problem (3. which contains the singular values 0 < 1 : : : n in its diagonal. We write BA?1 BT = XXT with X := BA?1=2 2 IRn.4: First observe that from the de nition (3.m and a pseudo{diagonal matrix 2 IRn. p inf sup w 2W =f0g h h b(vh.m. Ch. The constants C 28 and C 28 depend only on the shape regularity of the tetrahedra. Exploiting the orthogonality of U and V we derive for ~ 2 IRn=f0g y zy zy hB~ .51.52 3 Second Order Elliptic Boundary Value Problems Proof. Obviously. ~ = sup U VT ~. So. V 2 IRm. p. 8) X = U VT with orthogonal matrices U 2 IRn. wh) ~ v h 2V h f0g kv h kL2 ( ) jwh j T ?1 1=2 min(B A B) p inf sup w 2W =f0g h h b(vh. . ~i = sup BA?1=2~.n. p. let us start with the singular value decomposition (see 58]. and the ellipticity constants . the stability constant from (2. 50). wh) : (3. respectively.18) ~ v h 2V h f0g kv h kL2 ( ) jwh j .

) ) T A?1 B)1=2 C 7?1=2 p C7 ?1=2 p inf sup w 2W =f0g h h h?3=2 . positive de nite Schur{complement system ? ? BA?1 BT + C ~ h = f ? BT A?1~ u ~ g (3. the inner iteration is reasonably fast on any mesh. In principle. rv)L2( ) for u. Remark 3. w 2 Wh : v ~ ~ v ~ Lemma 3.17. targeting the matrix A and BA?1BT + C. b(vh. 7 The same arguments combined with an inverse estimate (Theorem 2. respectively.19). ) h kwh kL2 ( so that we nd C 28 = C ?1 2. 50) deliver min(B kvhkH (div.16. (3.19) is perfectly suited for combined inner and outer iterations. The di culties can be overcome by strategies exploiting the special structure of (3. Theorem 3.3. The development of a preconditioner might start with the observation that the operator BA?1B corresponds to the bilinear form (u. wh) 3=2 vh 2V h f0g kv h kH (div. the trivial fact that kvhkL2 ( and the Babuska{Brezzi condition (3. p. since the Schur{complement system should behave like a discrete 2nd order elliptic operator.3 Treatment of Saddle Point Problems 53 ) Then the stability estimate (2. k) h?5=2 hA~ h. a very natural idea is to eliminate the ux unknowns ~h.3 Treatment of Saddle Point Problems The saddle point problem (3. p. p. 50) is an inde nite linear system. impairing the performance of an iterative solver. 33). thus speeding up the outer iteration. Since A is the RT k mass matrix. vhi1=2 jwhj 8~ h 2 V . This lives up to our expectations. 50). k)2 .17. v su ciently smooth. v) 7! (Dru.4 on page 51 now completes the proof and C 28 = C9(2. This urges for preconditioning of the Schur{complement system (3. k) h?1kvhkL2 ( ) kwhkL2 ( ) p C9(2.6 According to the previous theorem we have for the spectral condition (BT A?1 B) = O(h?2). | thus arriving at a symmetric.38 on page 33) show hB~ h. Yet. wh)L2 ( ) kdiv vhkL2( ) kwhkL2 ( ) v ~ C9(2. which thwarts the straightforward application of many conventional iterative schemes like the CG method.5 warns that BA?1 BT +C might become unacceptably ill{conditioned on ne grids. Intuition .19) for the remaining scalar unknown uh. Some of them are presented below with the emphasis on potential acceleration achieved through preconditioning. whi = (div vh. 3. Schur{complement Approach Since the matrix A is regular.52. p.

We have to restrict the discussion to the case of vanishing matrix C. Section 8.15.20) r > 0 is called the penalty parameter. one could try to get rid of ~ h. which was demonstrated in 21]. Unfortunately. the discrete spaces Wh lack the kind of regularity required for these ideas to work in a straightforward manner.p. Though the perturbation tends to zero for large r (see Theorem 8. 49) has to pave the way for an elimination of ~ h. x4. Obviously penalization a ects the solution of (3. Let us only add that the variational origin of the method accounts for its failure in the presence of a zero order term. The real parameter r > 0 governing the strength of penalization is called the augmented Lagrangian parameter in this context. x4. but we will skip this aspect here. p. Penalization Methods Alternatively.d. 49). This results in the penalized system u A~h + | B~h ? | BT ~ h u = ~ g ~ C + 1 W ~h = f : r u 0 We adopted the notation W : Wh 7! Wh for the isometric Riesz{isomorphism in Hilbert space Wh . A popular choice for the u penalty term is 1=r W ~ h with r > 0.54 3 Second Order Elliptic Boundary Value Problems might suggest that it can be tackled by the very same strategies that have successfully been employed for (3.3) on the left{hand side of the second equation of (3. W essentially describes the switching from the nodal basis of 0 Wh to the (dual) basis of Wh. u adding a penalty term (see 56]. system u ?A + rBT (rC + ?1 | ?1 ~ g T W ) B ~ h = ~ + B (rC + W ) f : (3.15. 47). Be careful not to confuse W with the identity matrix. Augmented Lagrangian Method The augmented Lagrangian approach seeks to exploit the advantages of the penalty method and to steer clear of its drawbacks at the same time. A cell{centered multigrid approach removed from the nite element background is presented in 100].7 in 63] for the case C = 0). More sophisticated techniques. Elimination of ~ h now yields the s.4. Since the matrix C is not necessarily invertible. p. which abandon the framework of nested spaces can overcome these di culties. most prominently multilevel methods. The deeper rationale behind this approach is most conspicuous in the framework of minimization under linear constraints (see 57]. To this end a two track strategy is pursued in the treatment of the linear constraint for the ux: Both a Lagrangian multiplier and an additional penalty term are introduced (compare 56].4). there are no rigorous rules on how to chose an optimal value for r in practice. hence. No distinction will be made between the operator W itself and its matrix representation with respect to the nodal basis of Qk ( . Th ). p. . Chapter 3).

the exact solution of (3. p.17. ~ hi : v v j~ hj2 v Thus (Ar ) displays an asymptotic behavior like O(h?2 ) for h ! 0.21) Unlike the penalty method this scheme does not a ect the solution. wh i hB~ h. The idea to use the augmented Lagrangian method to alter the saddle point problem in advance of the actual solve is not totally new.51. 33) C 7?1 h3 kBk2 C 7?1h3 kBk2 : .52. 33) and (2. Proof. p.21): Theorem 3. p.21). The following two theorems help assess the impact of a particular choice of r on important spectral properties of the system (3. p. 49) can be recovered from (3. Being relieved from the need to watch out for gross deviations of the discrete solution.) and therefore we conclude T ?1 min(A) + r max (B W B) max (Ar ) T ?1 max (A) + r max (B W B) : The customary stability estimates yield max (BT ?1 B) = W hB~ h. whi2 v ~ sup sup ~ 2 ~ ~ v h 2V h wh 2Wh jv h j h W wh .15. Obviously Ar is symmetric positive de nite (s. Recently Vassilevski and Lazarov broached it in 108]. v ~ = sup sup 2 kw k2 2 v v h 2V h wh 2Wh j~ h j h L( ) T ?1 max (B W B) and thanks to the stability estimates (2.p. whi2 . Then Ar is invertible for any choice of r number (Ar ) satis es min(A) 0 and its spectral condition + r C 29 h3 kBk 2 (Ar ) 2 (A) + rC 29 h3 kBk min (A) where min(A) denotes the smallest eigenvalue of A and := ~ 2N (B) inf v h hA~ h. the only consideration guiding the choice of r is the objective to make (3.21) as amenable as possible to an iterative solver.21).7 Let Ar := A+ rBT ?1 B be the upper left block of the augmented Lagrangian W system (3.d.3. no matter what the value of r might be. 50) (for C = 0) by rBT ?1 and adding the result to the rst. This yields the equivalent system W ?A + rBT ?1B ~ W |h B~h | + BT ~ h = ~ + rBT ?1 f u g W~ ~ = f (3.3 Treatment of Saddle Point Problems 55 On the algebraic level the equations of the augmented Lagrangian approach are easily derived: It boils down to simply multiplying the second equation of (3.

p.10 For the largest and smallest eigenvalue of the Schur{complement system condensed from (3. Proposition 2. r . The details are omitted.10) is that ( ?1 BA?1BT ) ! 1 as r ! 1. Repeated application of the stability estimates (2.3 on page 51 this means that for r ! 1 (Ar ) r h?2 : Theorem 3. For iterative solvers relying on two tiers of iterations. Corollary 3. Moreover. 33) and (3.8 In 52]. 33) allows to drop the matrix W .9 Let and min denote the largest and smallest eigenvalue of the symmetric positive de nite matrix ?1=2 BA?1 BT ?1=2 .3 on page 51 gives us the asymptotic estimate of the growth of (Ar ) on ever ner meshes.51. Then the extremal eigenvalues of the W W matrix ?1 BA?1 BT are given by r W max ?1 ?1 T max( W BAr B ) = max 1 + r max and ?1 ?1 T min ( W BAr B ) = min 1 + r min : Proof. p.2. 46) imply min (A) min(Ar ) = v inf 2V ~ v hAv h.21. B~ h W v v 2 j~ hj v h C6 ?1 h?1 j~ j2 v h ?1 kv k2 2 h L( ) ~ ~ hAvh. C 7C 28 ?1h5 + r with the usual properties of the constants. The gist of corollary (3. Remark 3. as well: 3 Second Order Elliptic Boundary Value Problems ~ ~ inf(B) hAvh. not even conr W tinued re nement of the mesh (h ! 0) can lead to an explosion of the condition number. observe that the stability estimate (2.1). 33) and (2.56 Symmetry makes hold. Proof. Details of the proof can be looked up both in 71] (proof of Theorem 3. vhi ?1 kv k2 2 h L( ) C6 ?1 h?1 jv j2 : ~ h Throwing in Lemma 3. p.51. the following asymptotic behavior was proved for r ! 1: kBk2 k ?1k W (Ar ) ' r In light of Lemma 3. p.2) and 108] (proof of Lemma 3. preceding page) we have the estimates min (BAr ?1 BT ) C7 and C 7 C 28?1 h3 + r max (BAr ?1 BT ) C7 . vhi = ~ h 2N v j~ hj2 v h These estimates can be merged into the assertion of the theorem. This accounts for the appeal of the augmented Lagrangian approach. ~ hi + r ?1 B~ h. (BA?1BT ) determines the speed of the outer iteration.3. Next.52.

3 at greater length. This can be done directly and cheaply.15.22) leads to a semide nite linear system.3 Treatment of Saddle Point Problems 57 It will converge signi cantly faster for large values of r.7 on page 55. Direct Elimination of Constraint In a series of papers 48. A closer look at speci c iterative procedures is taken in the next section. It is obtained from the rst equation of (3. This means sweeping simpli cation as the bilinear form b can be dropped completely. 2.22) (3. making use of the underlying multilevel structure. TL) such that for all 2 NDk+1( . curl h h L2 ( ) = (g. TL ) ? ?1 ?D?1 curl . p. the consistent right hand side guarantees the existence of solutions. ( . ) 7! (curl . since for large r the algorithms become vulnerable to inevitable rounding errors.). curl )L2 ( ) . How one of these can be computed by means of the preconditioned CG method is discussed in Section 6. When Neumann boundary conditions are excluded (?N = . ) H (curl. hcurl h . the augmented Lagrangian scheme does not pay o . The condition number of Hr Ar must not increase as r ! 1. Their key discovery was that the solution for the ux j h can be determined in two separate successive steps. p. Among others. The condition number of Hr Ar must remain bounded independently of the number of re nement levels involved. 102]). The overall performance does not necessarily improve. unless an e ective preconditioner Hr of Ar is available. The bottom line is that a preconditioner for the operator related to the bilinear form H (curl. curl h L2 ( ) : (3. as explained above in Theorem 3. the condition of Ar becomes worse for larger r and ner meshes. This involves a trade{o in the form of an ill{conditioned problem faced by the inner iteration which creates the need for preconditioning. this was observed in two dimensions (see 70. ) 7! IR . the remaining variational problem can be stated as Seek h 2 NDk+1( . ni)L2 (?D ) + D j h . 48) restricted to the space of divergence free vector elds. it must meet two requirements 1.3. Afterwards we are faced with the computation of the divergence free part j h ? j h. The bottom line is that the augmented Lagrangian approach takes great pains to provide the outer iteration with a well conditioned linear system. For details the reader is referred to 48]. For these reasons. in light of Theorem 2.kTL f is computed. 49) in two dimensions and without zero order term. 2D numerical experiments also sent the reassuring message that that we can bene t from the properties of the augmented Lagrangian system already for moderate values of r. crippling the inner iteration. TL) with div j h = Q. 49] Ewing and Wang elaborated a powerful multilevel method for the solution of (3.11 In the presence of roundo the above statements have to be quali ed. the inner iteration signi cantly slows down when meshes are re ned or r is increased. At least. Remark 3. First a j h 2 RT k ( .8. In other words. Despite its lack of regularity.36 on page 31.

possibly. ~ y which allows to solve Ar x = ~ iteratively with minimum e ort and remains e ective even for large augmented Lagrangian parameters r. As extension of the algorithm. p. 5) will be devoted to the construction of such powerful multigrid/multilevel method. if a fast linear iteration is available. p. The principal result is that the outer iteration does not slow down on ne grids. The error propagation operator for the outer iteration with damping factor > 0 reads (if the iteration error of the inner iteration is neglected): Id ? A BT ?1 B 0 A BT B C =: Id ? M We set S := BA?1 BT and e := BA?1 BT + C for di erent kinds of Schur{complements. moved onto the right hand side u and that the classical Ewing/Wang scheme is applied to the resulting genuine saddle point problem. this assumes the inner saddle point problem to be solved exactly. Precisely speaking. This iteration can be thought of as a multigrid/multilevel method set in Raviart{Thomas spaces. ~ h hC~ h. They suggested that the term C~ h is frozen. Perhaps the result can be extended to realistic situations by considering a perturbed inner system.58 3 Second Order Elliptic Boundary Value Problems is sought. preferably a multilevel scheme to suit the framework of the Ewing/Wang approach. A S brief manipulation then yields M = A BT ?1 0 I I 0 0 S?1e S A BT 0 I : The last identity teaches that M and S?1e have the same eigenvalues except.5 on page 52 we see that the spectral radius (Se) stays bounded S independent of the meshwidth of the triangulation. the primary goal is to demonstrate optimal computational complexity of the schemes. for S the eigenvalue 1. 4 and Cf. Later chapters (Ch. in Chapter 5 we will show that.17. .4 Iterative Solution of Augmented Lagrangian System In this section we review the properties of a few preconditioned iterative methods for saddle point problems applied to the augmented Lagrangian system (3. we study how performance is boosted. by and large. this is not a futile bid. Hoppe 72] devised a way to tackle (3. 55). ~ hi u u 1+ min max (C) (BA?1 BT ) along with Theorem 3. R.21. In particular. At present. 3. 50) in the case C 6= 0. This is done repeatedly in a sort of outer iteration until the desired accuracy is reached. Taking into account (S?1e) = 1 + sup S u u uh 6=0 BA?1 BT ~ h .

This innocently looking requirement taints the theory. Of course. Indeed. the following bound for the asymptotic rate of convergence of the Richardson{Uzawa methods is established: p 1 (1 ? ) + 2(1 ? )2 + 4 . we require that there exists a 0 < < 1.23) for small > 0. 2.4 Iterative Solution of Augmented Lagrangian System 59 Uzawa{type Algorithms Methods of this class essentially arise from applying ordinary iterative schemes for positive de nite systems to the Schur{complement of (3. In the former reference the nite number of inner iteration steps is accommodated by small perturbations ~ k of the right hand side. We assume that the s. d Formula (8)): for k = 0.p. 2 . Richardson's iteration and conjugate gradients. || r | | r | | which means that the linear iteration converges asymptotically with rate . In plain English. the inexact evaluation of A?1 tremendously complicates the analysis of the r algorithms. A termination threshold (3. matrix Hr is an excellent preconditioner for Ar related to a (damped) linear iteration.23) will throw the inner iteration though Ar~k + B uk g | into an in nite loop then. 1. only methods that exclusively rely on matrix{vector products are eligible. where potentially useful results were recently obtained by Elman and Golub 46] and Bramble. The picture is not as bleak with Richardson{Uzawa. Thus the scheme can be formulated as (see 46]. | ~ T ~ 6= ~ . : : : endfor Compute ~ k+1 such that Ar~ k+1 = ~ ? BT ~ k ? ~ k | | g u d ~) Compute ~ k+1 = ~ k + (B~k+1 ? f u u | The foundation of the convergence analysis is a requirement on the accuracy of the inner iteration of the form j~ k j jB~ k ? f j d | ~ (3. since there might be cases where B~ k ? f = 0. Unfortunately. p.3.~ hAr~ . Pasciak and Vassilev is devoted to a convergence theory for Richardson{Uzawa that is better suited to the current setting. The evaluation of BA?1 BT wh in each step involves the ~ r solution of yet another linear system. a rigorous convergence theory of CG{Uzawa has proved elusive so far despite the immense popularity of the algorithm. more precisely. Furthermore.d. 55). the restriction ?1 T ?1 max (BAr B ) is imposed the damping parameter > 0 of he outer Richardson iteration. Theorem 1.17. such that (1 ? ) H?1~ . Pasciak and Vassilev 19]. The latter work by Bramble. which is approximately done in an inner iteration.~ i H?1~ . 50) has to be considerably smaller than that of the second.21. this means that the residual of the rst equation of (3. p. In particular. Then in 19].~ .

the speed of the Richardson{Uzawa iteration enhanced by preconditioning the inner iteration does not founder on ne meshes. In particular. and Yserentant in 4] also clings to the concept of nested iterations.21. Welfert. it yields an optimal iterative solver. b The symmetric positive de nite matrix Ar serves as a replacement for a symmetric multigrid V{cycle used to approximate Ar . We point out that the use of a preconditioned CG method instead of a multigrid cycle does not t the theory of Bank. Due to the inherent non{linearity of the method. Sloppily speaking. A second level of inner iterations deals with the approximate Schur{complement system er := BA?1BT . This gives rise to the following linear update formula to improve an approximate solution (~k . Welfert and Yserentant The method proposed by Bank. and b Yserentant. those can be bounded independently of the level of re nement. Their speed is satisfactory. so that we recombr S mend a xed number of plain CG iterations. it supplements the Uzawa idea with another enveloping linear iteration for the full saddle point problem. In a sense.60 3 Second Order Elliptic Boundary Value Problems where := 1 ? min(BA?1BT ). Welfert. This makes a xed number of inner iterations su ce for convergence towards the exact solution. any matrix associated with CG iterations depends on the right hand side. b A r BT b B D ! = b Ar 0 B I br A?1 0 0 ?br S ! b A r BT 0 I . Its purported e ciency means that Ar with rate of convergence < 1 on any level. as well. ~ k ) 2 V h Wh of the saddle point problem (3.10 on page 56 we do not have r to worry about and . For a good preconditioner Hr the rate stays bounded away from 1. 5). 55): | u ! !?1 ! ~ b ~k ~ k+1 = ~ k + Ar BT | ~ ? BT ?1 f ? Ar BT g | | W : ~ b ~k u B 0 ~k u ~ k+1 u B D f br br I ? A?1=2 Ar A?1=2 . Thanks to Corollary 3. p. this scheme can be regarded as a cure for the de ciencies just observed with some convergence theories of plain Uzawa methods. The Algorithm of Bank. Ch. the saddle point system A?1 0 A r BT A r BT = A r 0 r 0 I B I 0 ?Sr B 0 with Sr := BA?1 B is approximated by r b br b where D := BA?1B ? Sr . as Ar must not vary in di erent solves of the innermost linear problem. In sum. since by Theorem 8 in 4] 1+ br (BA?1 BT ) (BA?1 B) : r 1? . Here the above mentioned restriction does not apply. Incorporated into a nested iteration (see 65].

d. Use a xed number of CG steps to get an approximate solution ~ of BA?1BT dk = ?(~k ? B~ k ).2: Algorithm of Bank.::: Solve Ar~ k = ~ k?1 by means of a single multigrid V{cycle based v r on the multilevel concept to be developed in chapter 4. Welfert. 86]). 1? Again. Perform updates ~ ~ of solution: ~ k = ~ k?1 + wk ~ k = ~ k?1 + dk | | u u ~ ~ of residual: ~ k = ~ k?1 ? Ar wk r r ~k = ~k?1 ? Bwk s s Abbildung 3. A single multigrid V{cycle serves s v r as inner iteration to approximate A?1 .2 (cf. Lemma 9 in 4] teaches that for each invocation of the CG method there exists a s.3. ~ 0) is outlined in Figure 3. . In this case Theorem 5 in 4] guarantees the convergence of the outer linear iteration with a rate of 2 : max . r ~ ~ r Tackle Ar wk = ~ k?1 ? BT dk by means of another V{cycle. and Yserentant applied to the augmented Lagrangian system. matrix br modeling its e ect S and satisfying the estimate : I ? b?1=2 er b?1=2 e Sr S Sr Sr < 1 denotes the factor by which the error in the k ker {norm is reduced by the xed S 1 number of CG iterations. Preparatory calculations: ~ 0 = ~ + rBT ?1 f ? Ar~ 0 ? BT ~ 0 r g | u W~ ~0 ~ 0 = ~ ? Bj s g for = 1 2 k . The entire algorithm with initial guess (~ 0. The same applies to .10 on page 56 sends the reassuring message that no degradation of the performance of this CG iteration occurs as h ! 0 or r ! 1.4 Iterative Solution of Augmented Lagrangian System 61 Thus Corollary 3.p. we stress that neither depends on the depth of re nement nor on the speci c choice of r. As many should be chosen as to get < 3 . A | u brief examination of the individual steps along with the convergence results stated above .

5). Proof.62 3 Second Order Elliptic Boundary Value Problems con rms that the amount of work required for a single step of the outer iteration is in fact linearly dependent on the number of unknowns on the nest grid. Like for standard CG. max (rBAr B )g ?1 T min(Hr Ar ).p. Then the error of the iterates ~ k generated by the preconditioned minimal u residual method applied to the linear system of equations M~ = f with initial guess ~ 0 u ~ u ful lls 2q k=2] ~ k ? ~ MW?1 M u u ~ 0 ? ~ MW?1 M .24) which obviously meets the requirements of Lemma 3.5. Returning to the augmented Lagrangian system (3. we propose a preconditioner of the form W?1 = Hr 0 0 rI . So the algorithm of Bank. See 66]. p. matrix W is available. p. it lends itself for the iterative solution of the augmented Lagrangian system (3. preconditioned versions of the algorithm are also well established and suitable preconditioning can signi cantly enhance the speed of convergence. Ch. assume that the s. Consequently (com- . Kuznetsov in 75].12. u u 1 + q2 k=2] where q := ( ? 1)=( + 1) and stands for the spectral condition number of W?1 M. (3. 55).13. min(rBAr B )g .21. matrix Hr represents a good preconditioner for Ar with properties as detailed above. which converges for any symmetric matrix (see 66]. Taking into account the assumptions on Hr and Corollary 3.p. Minimal Residual Method The minimal residual method is a modi cation of the CG algorithm.d.21.10 on page 56 we nd that the condition number 0 := Hr 0 0 rI Ar 0 ?1 BT 0 BAr = maxf minf ?1 T max (Hr Ar ). Welfert and Yserentant quali es as an optimal method: When it teams up with nested iteration (see 65].12 (Convergence of minimal residual method) Let M 2 IRn. for which a preconditioner in the form of a s.n be a sym- metric and regular matrix.d. Theorem 9. Its rate of convergence depends on the distribution of the eigenvalues of the symmetric matrix (see 101]). 9. Lemma 3. Ch. is bounded independently of the augmented Lagrangian parameter r > 0 and the meshwidth of the uniform triangulation the discretization was built upon. 5) the iteration error can be brought down to the size of the discretization error with an operation count of a xed multiple of the number of unknowns. Thus. Following an idea of Y. 55).

3. u) 2 H ?N (div. div v)L2 ( ) ? ) ? (j .5 Least Squares Methods The concept of derivatives in Banach spaces (Frechet derivative) provides a necessary condition for the pair (j . There the authors established spectral equivalence of the preconditioner (3.5 Least Squares Methods 63 pare Corollary 2. ) (H?D ( ) + u0) such that 1 aLS ((j .1 in 75]) we have Ar BT Hr 0 = B 0 0 rI Ar BT A?1 0 Ar 0 Hr 0 r = B 0 0 S?1 0 Sr 0 rI r A r BT A?1 0 Ar 0 Hr 0 r . (3. cu)L2 ( ) = = (div v. Ch. c')L2 ( ) 8' 2 H?D ( ) : Adding both equations formally gives 1 Seek (j . since the minimal residual method involves only a single evaluation of the preconditioner and two of the saddle point system per iteration sweep (see 75] for details of the algorithm). In 108] (Proposition 3. u) 2 H ?N (div. ')) = fLS (v. f )L2 ( ) 8v 2 H ?N (div. if the preconditioned minimal residual method is used in combination with nested iteration (see 65]. (v.6. u) to solve (3. u). This conclusion is valid. 2 1 + 5 . ?1 B 0 0 Sr 0 Sr 0 rI where Sr = BA?1 BT is the Schur{complement. 5). ) + (D grad u. From 76] we learn that p p 1 1 A r BT A?1 0 r 2 2 1 ? 5 . ) H?D ( ) . grad u)L2( ) ? (div v.25) = 1 = ? (f.24) provides a viable specimen of a preconditioner for the augmented Lagrangian saddle point problem. ) (H?D ( ) + u0) such that (D?1j . ') 8(v. grad ')L2 ( ) + (cu. c')L2( ) (3. ?1 B 0 0 Sr so that p 1 + p5 Hr 0 Ar BT : B 0 0 rI 1? 5 0 Indeed. a fast iterative scheme results.24) and the augmented Lagrangian saddle point problem through a generalized eigenvalue problem. Now.2) the same operator was suggested. 1. v)L2 ( ) + (div j . which reduces the error in the MW?1 M{norm down to the size of the discretization error with a computational e ort proportional to the number of unknowns. 47): It must satisfy the variational problem 1 Seek (j . 3. p. c')L2( (v. grad ')L2( ) ? (div j . . ') 2 H ?N (div.

preceding page) encounters few di culties. grad ')L2 ( L2 ( ) : (3. ')L2 ( ) + (D grad . Th) introduced in Chapter 1. p.27) is spectrally equivalent to aLS. we note that in (3. div v)L2 ( ) + ( .26) is that (3. ')) 7! (3. ). like the Babuska{Brezzi stability condition (3. ) : . grad 'i + ' dx for . spectral equivalence alone does not justify high hopes.26) also guarantees solvability of the discrete problem. Equally important. div v )L2 ( ) + ( . grad ')L2 ( ) aLS ((j . page before) has a unique solution and that aLS gives rise to a positive de nite operator. A rst consequence of (3. the ellipticity constants depend on D and only. ') 7! (D?1j . v + div j div v dx for j . has to be met. ) H 1 ( ) 7! IR 1 aLS : H ?N (div. any pair of nite element subspaces 1 of H ?N (div. grad ')L2( ) Z hD grad . div v)L2 ( ) + + ( . v)L2( ) + (div j . (v. Yet. As second consequence of (3. ')L2( ) + (D grad . ' 2 H 1( ) : It is the standard bilinear form related to 2nd order elliptic operators and its e cient multilevel solution has already become classical.26) ) As is shown in 96]. ) H?D ( )){ ellipticity of aLS : There exist positive constants LS and LS such that LS ?D?1j .26) is that hLS ((j .25. v) 7! Z D?1j .25.1) and 31] asserts the (H ?N (div. (3. Th) and Sk ( . since in a least squares context no matching criterion for the spaces. ')) ?D?1j . So the evaluation of the preconditioner boils down to solving the following two problems independently: The rst emerges from the bilinear form ( . ) H?D ( ) ?N ?D and linear form 1 fLS : H ?N (div. page before). This is generally advertised (see 8]) as big advantage of the least squares method compared to mixed schemes.27) holds the promise of an excellent preconditioner for the least squares problem (3.27) variables from di erent spaces are totally decoupled. ) H?D ( ) 7! IR : 1 The core result of 96] (Theorem 2. ). The second problem is related to the bilinear form (j . (v.25. At present we chose the nite element spaces RT k ( . ')L2 ( ) + (D grad .64 3 Second Order Elliptic Boundary Value Problems with an appropriately de ned bilinear form ? ?H (div. v 2 H (div. 50) in the mixed case. v LS + (div j . So the usual Galerkin nite element discretization of (3. v L2 ( ) + (div j .16. ) and H?D ( ) will do. So the operator related to (3.

13 In 32] the least squares problem itself was modi ed by adding an extra constraint curl j = 0. Then the authors could exploit the H 1( ){ellipticity of the resulting bilinear form to return to the turf of standard theory.3.3 is useful here as well.5 Least Squares Methods 65 At second glance. our approach deals with the original least squares problem. So the very same preconditioner H1 for A1 that gured heavily in Section 3. Remark 3. we recognize the operator A1 which we have come across when examining the augmented Lagrangian approach. On the contrary. .

hence. Only in special situations so{called \fast" Poisson solvers based on FFT are available. It would stir no objections if we called these properties \elementary". We nd that a lower bound for the eigenvalues hinges on the existence of a stable nodal decomposition of Nedelec spaces.!i being eigenfunctions of any di erential operator de ned on a function space over IRn. Yet for various reasons it took decades before the relationships were fully understood. the very same decomposition still missing for the direct elimination method of Ewing and Wang. The picture brightens when we put up with merely approximate solutions for 66 .Kapitel 4 Multilevel Preconditioning This chapter starts with an overview of the nuts and bolts of multilevel methods in order to drive home the reasons why those ideas do apply to the operator Ar of the augmented Lagrangian approach. and Pasciak. This re ects the Fourier modes' x 7! eihx. the viability of the multilevel approach appears to be fairly obvious.1 Principles and Abstract Theory Philosophical Remarks Multilevel methods have their roots in fundamental properties of elliptic operators. because Fourier techniques are plagued by the high computational costs of the transformation and their notable failure in the presence of boundary values on complex geometries. as they are by no means obscure and profound. 4. With hindsight. Though tremendously important in theory. this insight is of little immediate value for numerical purposes. We separately study both ends of the spectrum of the preconditioned operator. Modern reading now provides at least two intuitive justi cations for pursuing multilevel strategies: The rst line of reasoning shifts the focus to the frequency domain: It is a well known fact that linear di erential operators with constant coe cients reduce to simple multiplication after Fourier transform. Goldstein. Solving a partial differential equation in the frequency domain boils down to plain division. As concrete examples of the multilevel schemes for the Raviart{Thomas spaces we present the decompositions of Vassilevski and Wang and the hierarchical basis method of Cai.

) From the above considerations these authors developed the representation A?1Q0 + 0 L X l=1 4?l (Ql ? Ql?1) for an approximate inverse of a linear second order scalar elliptic di erential operator A. assign them a common ampli cation factor. The term \multilevel" already betrays how these groups of functions with similar spectral characteristics will eventually be chosen: Simply pick nite element functions living on di erent levels of re nement. This view came to prevail not before the pioneering work 20] of Bramble. The examination of two{level splittings is the key idea. A second path leading to the idea of multilevel preconditioning starts from a variational point of view: Solving an elliptic boundary value problem is equivalent to minimizing a convex energy functional.e. Iterative solvers attempt to edge towards the global minimum by solving several smaller minimization problems. since there is no point in minimizing in the same direction repeatedly. Oswald 91]. Pasciak and Xu. we seek to split the function spaces into small subspaces invariant . This suggests that we form clusters of functions of similar \wavelength" and treat them alike. when it is fed into the elliptic operator. Fourier modes are mutually L2 {orthogonal. but the rst to notice the links was P. There Qk stands for the L2{orthogonal projection onto the nite element space on level k. (To be honest. Early multigrid theories 22. Consequently L2 {orthogonal decompositions are promising tools for generating functions mimicking Fourier modes. For instance. care has to be taken to ensure su cient decoupling of the directions. Physically speaking. decoupling of subspaces means that they are energetically separated. In mathematical terms.1 Principles and Abstract Theory 67 the sake of preconditioning. is only a function of its frequency. i. 105] stressed this idea and peaked in the comprehensive theory by Hackbusch (see 64]). The coarse grids house low frequencies. the search for simpler substitutes is guided by two observations: The very concept of ellipticity means that the ampli cation of a Fourier mode. the Gauss{Seidel method performs minimization along a coordinate line in each step. whereas on ne grids high frequencies can be represented. It goes without saying that a richer supply of directions (subspaces) can boost the odds of a signi cant improvement of the intermediate solution in one step. whose concepts still o er the most powerful devices for the analysis of practical multigrid methods. Yet.4. The factors 4?l crudely model the damping e ected by A?1 on functions of a wavelength that for the rst time occurs on level l. Naturally this approach failed to stress that a decomposition of the entire space of functions into classes with similar spectral properties was at the heart of the method. moreover. the idea had been around in the theory of function spaces since long. Why not dump the cumbersome Fourier modes proper in favor of more convenient functions that are su ciently close to them? Once this key idea is conceived. and a smooth and monotonous function.

nodal basis functions over the entire stack of meshes are a sensible choice.3) . By (Au.d. Parallel subspace correction (Additive Schwarz methods): In this case the preconditioner B : V 0 7! V .p. They o er plenty of search directions and are su ciently decoupled: Those on the same level have only a small overlap of their supports. regarded as approximate inverse of A is given by the sum N X k=0 BPSC = Pk X A?1 = A?1 Q N k=0 k k . two distinct ways of conducting the subspace corrections are conceivable. Assume that we are given a decomposition V= N X k=0 Vk (4. equipped with a scalar product ( . Eigenspaces lend themselves immediately. In the terminology of Xu in 115] these are 1. By no means (4. the corrections are simply added up. we conclude that nite element functions on all levels of re nement should be incorporated. Successive subspace correction (Multiplicative Schwarz methods): This variant is marked by each correction step making use of the results of earlier steps.1) of V into closed subspaces Vk V . In particular. The preconditioner can be described by BSSC = Id ? N Y k=0 (Id ? Pk ) A?1 : ! (4. The term has originally been coined for domain decomposition methods but was recently generalized to cover any kind of inexact solver based on decompositions and subspace corrections 42. Basically. ){orthogonal projections Pk : V 7! Vk . These ideas culminate in the notion of the \semide nite system" devised by M. This quali es them as Schwarz methods in a general sense. 8u. Thus we have rediscovered the Fourier modes as most favorable search directions for iterative solvers. The customary setting is as follows: On a real Hilbert space V .1) has to be a direct sum. v). operator A : V 7! V 0 . 78. 79]. (4. v)0 := a(u. v 2 V we relate to it a s. As before. 2. Solving on the subspaces Vk is equivalent to evaluating a( .68 4 Multilevel Preconditioning with respect to the di erential operator. Griebel 60]: Multilevel schemes are constructed by supplying traditional iterative methods with the combined set of basis functions on all levels as search directions.2) that is. )0 we consider the symmetric positive de nite bilinear form a : V V 7! IR. Schwarz Methods It has just been outlined that multilevel methods seek to construct preconditioners based on combining solutions obtained on subspaces: A number of local minimizations are joined to yield an approximate solution of the entire problem. those on di erent levels feature di erent wavelengths and do not interact much according to the above spectral perspective.

partly summarizing the work of several precursors 79.5) . A small number of subspaces is used. 2. the crucial criteria that the preconditioners BPSC and BSSC from (4.2) and (4. This perspective is endorsed by J. It must be underscored that many methods t both frameworks. This has earned this point of view the name \exact subspace correction". A N X k=0 vk = v.3) has only a formal meaning.3). though the second allows for somewhat greater exibility in the analysis. The drawback lies in the scores of subspaces which have to be dealt with. Basically. Yserentant 118] and J. since in the author's opinion it is superior in clarity. vk iV 0 V 8vk 2 Vk (4. Of course. In the next section we are going to examine the algorithmic details of an additive Schwarz scheme. Bramble 15] and was dubbed \approximate subspace correction".4. rendering (4.4) is a key concern in the design of the multilevel splitting. which can cheaply be solved exactly. 116]. We favor the rst. to solve (4. Instead.3) must meet to qualify as suitable preconditioners for A are remarkably simple.2) and (4. Quantitative Results However compelling.4) a local variational problem posed a in low{dimensional space.2) and (4. Verify that uk := Pk A?1 f for f 2 V 0 is obtained by solving a(uk . Ak is approximated by an easily inverted operator Rk . vk 2 Vk ) CStab kvk2 8v 2 V : A (4.4) exactly is not feasible then. the heuristic arguments bolstering the multilevel idea are of little value without quantitative underpinning in the form of rigorous bounds for the condition numbers of the preconditioned operators.4) to see that A?1 in (4. Cracking down on the computational e ort involved in solving (4. it is not a mistake that A?1 is present in the formulas (4. Xu 115]. two inequalities have to be established: A stability estimate of the form inf (X N k=0 kvk k2 . for B has to be applied to an element of the dual space V 0 . usually one per level. A comprehensive exposition is given by J. For further information the reader is referred to the survey papers of H. Xu 115]. Two strategies have been devised to achieve this goal: 1. Fortunately.1 Principles and Abstract Theory 69 By the way. The subspaces Vk are introduced as the span of only a few nodal basis functions. vk ) = hf.

Proof. Proof. See 114].j )0 k.5. Lemma 1(ii) in 10]) Given the strengthened Cauchy{Schwartz inequality (4. that is. or 119] for the details of the proof. Stab if (4. the condition number of the preconditioned discrete elliptic operator should remain below a small bound independent of the number of levels employed. 66]. we have (E) as an upper bound for the largest eigenvalue of BPSC A. vj 2 Vj : (4.3. The most desirable outcome of the analysis is that the preconditioning scheme performs equally well. Proof of Corollary 1). The elementary proof can be looked up in 115].5.j Cqjk?jj =) (E ) C 1 ? q : In the multiplicative case. page before) and (4. Proof.2 (Bound for largest eigenvalue) (cf.6. Theorem 11. Theorem 5.j N .4 and 118]. for 0 < q < 1 we have 1+q "k.1.1.3 (Convergence of multigrid V{cycle) A linear iterative method for the solution of Au = f based on the preconditioner BPSC converges with a the rate kI ? BPSC AkA 1 ? C (11+ (E)) . where (E) is the spectral radius of the N +1 N +1{matrix ("k. Theorem 4.1. vk ) 2 a(vj .j a(vk . once the entries of E decrease geometrically away from the diagonal. vj ) 1 8vk 2 Vk . i. If this property is accompanied by low computational costs for the evaluation of the preconditioner | it should take about the same amount of elementary operations as the evaluation of the discrete elliptic operator itself | the whole method is called optimal. See 115]. Bounds for (E ) are at hand (see 10].1 (Lion's lemma) (cf. no matter how far re nement is pushed. Lemma 4. the ?1 smallest eigenvalue of the preconditioned operator BPSC A is bounded from below by CStab . for the classical multigrid V{cycle.e.6) These two estimates are all it takes to gain quantitative results on the behavior of the preconditioners BPSC and BSSC : Lemma 4.6) hold true. vj ) "k. the results can be summarized in similarly elegant fashion: Theorem 4. and 111].6). Theorem 4. 4. Lemmata 4. Lemma 1.5. page before). . Lemma 1(i) in 10]) Assuming (4.70 4 Multilevel Preconditioning A strengthened Cauchy-Schwarz inequality expressed by 1 2 a(vk .

matrix Ar := A + rBT ?1 B from Theorem 3.2 Multilevel Splitting of Raviart{Thomas Spaces 71 4. we can retreat to the L2 {orthogonal complement N (div)? of the subspace of divergence{free vector elds. Spectral Properties Earlier discussions conveyed that a problem must possess ellipticity to be eligible for multilevel preconditioning. !3) denotes the (j j j ! independent variable (frequencies). i. ) 7! IR (j . ar is H (div. Recalling Remark 2.4.e. If ~ = (!1. since high frequency components with !1^1 + !2^2 + !3^3 = 0 fail to be ampli ed: The nontrivial kernel of the div{operator j j j thwarts H 1{coercivity. The following observations bolster the idea that for r > 0 ar has this essential quality: ar is symmetric. However.2 Multilevel Splitting of Raviart{Thomas Spaces The gist of Chapter 3 is that we urgently need a preconditioner for the s. r) kj k2 (div. j )j min(1. the discussion will be con ned to lowest order elements. ignoring boundary conditions.37 on page 32 we have to exclude mixed boundary conditions in this chapter and go back to pure Dirichlet boundary conditions. ) H (div.d.7) in Raviart{Thomas spaces. !2.p. ^3 ) for the Fourier transform of j 2 H (div. ) Examinations in the frequency domain permit us to re ne the last statement: Temporarily ^ switching to the entire space IR3. IR3 ).7 on page 55. H ) 8j 2 H (div. !3^1 ? !1^3 = 0 . ar is continuous. div v)L2 ( ar : ) (4. jar (j . we write j := ^1 . but a matter of lucidity. Moreover. This matrix can be retrieved by W discretizing the bilinear form H (div. that is. ){coercive. which in the frequency domain can be characterized by j j j j j j !2^3 ? !3^2 = 0 . This is no material restriction. v)L2 ( ) + r (div j . !1^2 ? !2^1 = 0 : . then we have ar (j . v) 7! (j . for the greater part. apart from increased technical di culties the results carry over to higher order nite elements. j ) = Z ^1 + ^2 + ^3 + r !1^1 + !2^2 + !3^3 j2 j2 j2 j j j 2 d~ : ! IR3 We see that ar falls short of a neatly elliptic behavior. ^2.

whose construction sets out from di erent starting points and end at similar schemes. regardless.4. with being equipped with a stack of ever ner meshes T0 .36 on page 31 discloses a possible remedy in multilevel context: Sloppily writing. L 2 IN. curl )L2( ) becomes the next target for multilevel preconditioning. This time we do not have to take care of N (curl). The bottom line is that on appropriate subspaces the bilinear forms sport ellipticity. They can only be mastered with substantial technical e ort. the conditions for a successful application of multilevel techniques are met. ) 7! (curl . In a sense. )jN (div) () (curl . which consists of vector elds satisfying !1 ^1 + !2 ^2 + !3 ^3 = 0 : For such functions the following identity is at our disposal 2 2 2 ? 2 2 2 2 2 2 !3 ^2 ? !2 ^3 + !3 ^1 ? !1 ^3 + !2 ^1 ? !1 ^2 = !1 + !2 + !3 ^1 + ^2 + ^3 . The rst decomposition was proposed by Vassilevski and Wang in 109] and re ects our policy to treat the divergence free part of RT k ( . we switch to N (curl)?. TL ) and the remainder separately. The . since no zero order term is present. as before. curl )L2( ) (4.72 If j meets these constraints.8) So genuine ellipticity is recovered on N (div)?. and. : : : .9) Z !3 ^2 ? !2 ^3 + !3 ^1 ? !1 ^3 + !2 ^1 ? !1 ^2 2 2 2 d~ ! IR3 Again. Dropping boundary conditions for the moment we have in the frequency domain: (curl . and thus we can formulate the equivalence with the right hand side being restricted to a suitable subspace of H (curl. we confront a nontrivial kernel N (curl). since the shift of focus has converted the nettlesome zero order term into something close to a benign second order operator. N (div) = R(curl). curl )L2 ( ) = ar ( . on N (div) only a zero order term is present. We are going to investigate two types of decompositions. we have the identity 4 Multilevel Preconditioning 2 2 2 ^1 + ^2 + ^3 + r !1^1 + !2^2 + !3^3 2 = ?1 + r(!1 + !2 + !3 ) ^1 + ^2 + ^3 : j2 j2 j2 j j j j2 j2 j2 (4. Concrete Multilevel Decompositions Assume the usual \multilevel setting" laid out in Section 2. which illustrates ellipticity on N (curl)?. Theorem 2. Yet we must not gloss over the di culties inherent in con ning the multigrid idea to subspaces. ). And a promising one. TL. Conversely. Consequently the bilinear form ( .

:= (vl .10) resulting in the desired one{dimensional components: Hl X 2 RT k l. Tl ).11) The condition (vl . let us start with an arbitrary vh 2 RT k ( .T curl (Span f g) (4. T0)) + L X l=1 X 2 NDl k+1 .int interior of elements of Tl?1 . Tl ) and thus wards o hassle k.int Span fj g 1 l L (4. functions from Qk ( . TL) := with div Dh = f0g and L X l=0 Hl + D h ) (4.12) where the set RT k covers all degrees of freedom of RT k ( . curl )L2(T ) = 0 in the de nition of Hl can be regarded as a kind of regularization: It forces Hl jT to be orthogonal to RT 0 0(T . Vassilevski and Wang still treat the di erent parts in the framework of a joint splitting. T0 ) : ( (l 1) (4. Heeding the lessons of the spectral investigations.9). The ne structure involves further chopping up of the components of (4. 49] in connection with the \direct elimination of constraints" addressed in Section 3. called macroelements in the sequel.0(T . Recall that.10) Hl H0 v l 2 RT k ( . curl )L2 (T ) = 0. Tl ). this equals the hierarchical splitting of Qk ( .3. it rst cropped up in a series of papers by Ewing and Wang 48. In symbolic notation its crude structure looks like RT k( . 8 2 NDk+1. There it was taken to its extreme by taking care of those two main components of the decomposition in di erent parts of the algorithm. caused by localized divergence free vector elds.4.2 Multilevel Splitting of Raviart{Thomas Spaces 73 idea is not utterly original. 8T 2 Tl?1 .10) rst. Following 109]. nij@T = 0.14) By the way. by de nition. in particular (4. the decomposition of Dh is being constructed from a BPX{type nodal splitting of the Nedelec space: Dh = curl (NDk+1( . TL). we have to investigate the feasibility of the splitting (4. Tl ) and setting Q?1 = 0 we can represent div vh in the following way: div vh = L X l=0 (Ql ? Ql?1 ) div vh (4. 8T 2 Tl?1 := RT k ( .13) Yet. Tl ) are . Tl ) that are located in the l. hv l . Section 3. For simplicity we are now writing zl := (Ql ? Ql?1) div vh. Denoting by Ql the L2 ( ){ orthogonal projection onto the space Qk ( . Tl ) .

TL) = Hl + curl ND1 ? ND1 . TL) RT 0 ? RT 0 . along with the properties of the L2{projection.Tl . T. ph)L2( ) ) It goes without saying that vh ? L=0 ql has vanishing divergence and therefore a reprel sentation as curl of a vector eld from NDk+1( .13.Tl?1 RT k ( . This fact. Now observe that thanks to Theorem 2.Tl?1 ND1( .20) the equality following from the fact that (4.18) and (4.13.74 4 Multilevel Preconditioning totally decoupled across inter-element boundaries and contain locally constant functions. T0 ) Qk ( . namely zl 2 Qk.16) 0 h RT k( . T0 ) such that (q0. l 1 : (4. vh)L2 ( ) (div q0. A q0 2 RT k ( . TL) (4. On the one hand.17) constitutes a direct splitting.Tl?1 RT 0( . Yet appearances are deceptive. That it can be split according to (4. TL) = L X l=0 RT k ? RT k .19) (4.Tl?1 RT 00( .17) suggested by Cai. and Pasciak in 30].17) and (4. 8T 2 Tl?1 .Tl . The genuine hierarchical basis splitting arises by laying out further details of (4.20). ph) 2 RT k ( . Another natural multilevel splitting of RT k ( . In the case k = 0 a rst glimpse of the close relationship with the above splitting is furnished by the simple inclusion which is implied by the very de nition of Hl and the degrees of freedom in lowest order Raviart{Thomas spaces.Tl . TL) .18) curl ND1 ? ND1 . on the coarsest grid the following global variational problem has to be solved to get q0 : Seek (q0 . TL) is given by the hierarchical decomposition P = 0 R z w dx 8vh 2 RT( k (. page before) have little in common. T 2 Tl?1 .Tl . .19) give evidence that RT 0 ? RT 0 . TL) .Tl .15) (4. TL ). TL) : (4. (4. )T0) = 8wh 2 Qk 0 (4. Tl ).0(T . wh)L2 ( + (div vh.30 on page 27 Hl RT 0 ? RT 0 .Tl?1 ND1( . which allows to determine a ql 2 Hl such that div ql = zl . At rst glance (4.36 on page 31 applied to each macroelement T 2 Tl?1. ensures that Z T zl dx = 0 .Tl (4. Goldstein. This is a consequence of Theorem 2. page before) is clear then.Tl?1 RT 0( . .15) means a consistency condition. T0 ) with div q0 = z0 cannot be determined locally.

23) . TL) = X Span curl hb l. TL ) (any nodal basis function is easily seen to e. The representation (4. p. l=0 e2E (Tl ) RT 0( .23) might not crush all doubts about the feasibility of a \cheap" evaluation even for lowest order elements.e (4. new edges are created cutting through the interior of elements. ) 7! X mean ar {orthogonal projections. (4. 68) takes the shape 1 0 L L BP ar ar ar C r B RT 0( . the hierarchical basis functions hb on level l (1 l L) are given by e. TL): ND1 ? ND1 hb hb = m.12. This is con rmed by the quantitative analysis of additive Schwarz methods with exact subspace corrections presented in Theorems 4. On the other hand.13. p.4 In all the splittings (4. e edge of Tl?1 : On the coarsest mesh the nodal and hierarchical bases coincide.22) Remark 4.l (4. 73) along with (4.Tl L X l=0 .2 on page 70 in the rst section of this chapter. Obviously all the vector elds hb form a basis of ND1( . Keep in mind that the examination in function spaces requires the argument rh0 of the preconditioner to be a linear form.T (4. 73) and (4.Tl?1 . 73) formula (4. So the component curl ND1( .Tl?1 ND1( .l have a hierarchical representation).int l=1 2 NDl 1 .13.4. Further insights can be gained by inspecting the small problems on subspaces. TL) as follows: In each step of uniform re nement all edges are broken apart in the middle.21) the portion providing the divergence free vector elds on the coarsest level is contained in the coarse grid space H0. In sum.e 0 l.e hb = l.e e for the \H{part" of (4. to deal with the divergence free part we rst specify a hierarchical basis of ND 1( .20) the decomposition relies on (4. m L m.10.2. TL) = Hl + curl ND1( . the hierarchical basis splitting reads: e2E (Tl ) curl ND1 ? ND1 . 73). In addition. T0) + L XX Span curl hb l.e Implementation of Additive Preconditioner For the additive preconditioner based on (4. T0 ) can simply be dropped without detrimental impact on the quality of the splitting.21) encompassing only one{dimensional spaces.Tl Eventually we have the detailed splitting hb = l.10. p. 2 RT k l. which matches the hierarchical decomposition of ND1( .1 on page 70 and 4. Writing e for the canonical ND1 basis function pegged to the edge e 2 E (Tl ). 73) and (4.l m.12.e . 73).T0) + X X PSpanfj g + X X PSpanfcurl j gC A?1 Cr := @ A l=1 a where PXr : H (div. p. p. p. p.2 Multilevel Splitting of Raviart{Thomas Spaces 75 if e T for T 2 Tl?1 e0 ? e1 for e = e0 e1 .

As a consequence. pick a single edge e and observe that due to Stokes' theorem X curl e = 1 jf where the sum covers all faces adjacent to e. as the a ne faces f . the weights needed for prolongation and restriction. Tl ) (for the general procedure see 65]). The computation of the right hand sides of (4. equivalent to the evaluation of ordinary di erence stencils. from the edges back to the faces. are the coe cients occurring in the representation of a coarse grid basis function on the next ner grid (see 65].24) (4. In the process take into account orientation through suitable weighting with -1 and 1. Distribute: Transfer the result of scaling.25) Given a rather coarse initial mesh the solution of the problems on T0 requires negligible e ort. Tl?1) RT 0( . transfers are no more costly than an evaluation of the discrete operator. since the nite element spaces involved are nested and the basis functions locally supported.25) can be done in the usual multigrid fashion. This representation suggests to solve the subspace problems for the divergence free components on a single level in three steps (compare the 2D case discussed in 70]): 1.6).Tl . 3. Scale: Perform a scaling of the nodal values located at the edges according to (4.T . 2.1. inter{grid transfers in Nedelec's spaces need not be applied: To understand why. PSpanfj g Ar h a (j . r (4. will give all expressions rh0(j ). respectively. Their evaluation is a purely local process. These are exactly the coe cients of the dual basis representation of the argument of the preconditioner on all levels. Ch. Collect: For every edge sum up the nodal values obtained by restriction of adjacent faces.T remark in Section 5 of 117]). 2 ND1 r . j ) 2 RT 0 l.24) and (4. The entire algorithm is outlined in Figure 4. again weighted appropriately by -1 or 1. Besides. The actual signs of the summands depend on the orientations of the faces with respect to the edge.76 4 Multilevel Preconditioning The subspace corrections emerging from the H{parts are given by 0 ar ?1 r = rh (j ) j .25) . 2 RTL0 . Thus little e ort has to be spent on computing them. which involves gathering values from a small number of nodes and forming weighted combinations. 3. 2 RTl 0 (0 l L) (compare the nal .int r The problems a liated with the divergence free components yield: rh0 ) ar PSpanfcurl gA?1 rh = a (curl(curlcurl ) curl . Restriction and prolongation mentioned in the context are the canonical intergrid transfer operators stipulated by the embedding RT 0( . Moreover. Therefore successive restrictions of ne grid nodal values rh0(j ).

RT 0( . This yields rl?1. . if the decompositions of RT 0 presented before are used to construct an additive preconditioner (see Section 4. Distribute results to ux nodes and add them to cl . Solve local problems on re ned elements of Tl : Take restrictions of rl as right hand sides and add results to cl Solve coarse grid problem Ar. Scale values at the edges.4.3 Lower Bound 77 invariant de nition of degrees of freedom renders them independent of the shape of the coarse grid element. 104].0c0 = r0 for l := 0 to L ? 1 do Add cl 2 V l prolongated to V l+1 to cl+1.3 Lower Bound This section explores the behavior of the smallest eigenvalue of the preconditioned operator Ar . Abbildung 4. Then our task amounts to verifying the assumptions of Lion's lemma (Lemma 4. Correction in divergence free subspaces: Collect values of rl from ux nodes in faces. Consult 102] for details of a 2D implementation of the scheme. a priori calculation gives the weights once and for all. A full{ edged implementation of a multilevel algorithm in lowest order Nedelec space in three dimensions. is presented in 98. for l := L to 1 do Restrict rl to Vl?1.1).1 on page 70). based on the GOOFE package 67]. TL)0. The bottom line is that given a geometric increase of the number of nodal values as one travels from coarse to ne meshes | this is guaranteed by regular re nement | the method achieves optimal computational e ort.1: Evaluation of additive preconditioner applied to rL := rh 2 4.

69).1 on page 70) as soon as the following assumptions are true i j Assumption 4. B : V h 7! Wh is a di erential operator with nontrivial null space and : V h V h 7! IR is a scaled L2 inner product ?1 kuk2 2 (u.6 the additive Schwarz preconditioner Cr based on (4. a kqi k2r C32 kqhk2r . we can take advantage of Lion's lemma (Lemma 4. v) := (u.26) for the crucial bilinear form ar : V h V h 7! IR. Given the Assumptions 4. Lemma 4. notations have been chosen to conform with those of the preceding sections. u) ?1kuk2 2 8u 2 V h L L with 0 < < . which govern the proof.27) where Dh N (B ). j L X j v 0 = v 0 .27) ful lls (C32C31 + C30 (1 + C31 ))?1 : min(Cr Ar ) To see this consider (4. v) + r (B u.28) Assumption 4.5 We can nd a C30 > 0 so that for any v0 2 N (B ) h inf addition (X j v0 2 2 .1 on page 70.5. For the reader's guidance.29) a . v 0 2 Dj j h j ) C30 v0 h 2 L2 (4. Of course. B v )L2 (4. which contain only square integrable functions.78 4 Multilevel Preconditioning Abstract Framework In order to expose the principles. and the following chain of inequalities 2 2 C32kqhk2r + C30 kvh ? qhk2r P inf q kqi kar + P v0inf ?q v 0 L2 j a a q = =v qi 2 i iH h i j j h h v 0 2Dj j (C32C31 + C30 (1 + C31)) kvhk2r : (4. For positive augmented Lagrangian parameter r > 0 we can formally write ar (u. The general policy behind the splittings requires us to seek a separate treatment of N (B ) and the remaining part. we are rst studying the problem in an abstract setting. a a where the constants C31 > 0 and C32 > 0 can be chosen independently of the functions. ).5 and 4. The general pattern of the decompositions was X X V h = Hh + D h = Hi + D j (4. We are writing k kar for the norm induced by ar ( . We denote by V h and Wh two Hilbert spaces. p.6 For any vh 2 V h we can nd a qh 2 Hh such that B qh = B vh and in kqhk2r a P inf q q = i i h q i 2Hi X i C31 kvhk2r .

22.31) have turned out to imply Assumption 4. kqhk2r a ( ?1 kq k2 2 + rkB q k2 2 h L h L ?1 C 2 + r) kB q k2 2 h L 35 ?1 C 2 35 kv h k2 2 1+ r L Finally.6 with 2 2 C33 C35 : C32 = C34 1 + r and C31 = 1 + (4. p.30) with C33 > 0 independent of i and qi.6 is quickly gained by means of the Cauchy{Schwarz P inequality: For any sum qh = i qi according to (4.12.30) and (4.10.6. p. 75).4. (4.6 can be streamlined signi cantly in a multilevel context.31) to get the assertion of Assumption 4.31) Assumption 4. p.3 Lower Bound 79 The bloated Assumption 4. This motivates the assumption kqikL2 C33 hi kB qi kL2 8qi 2 Hi. (4.31) From (4. B = div and the decompositions given by (4. The second assumption is concerned with the stability of the decomposition of Hh with respect to the \elliptic part" of ar : Piinf qh qi = qi 2 X i Hi kB qik2 2 C34 kB qhk2 2 8qh 2 Hh : L L (4. TL). The spaces Hi are naturally associated with di erent levels of re nement and contain only oscillatory functions. v0 2 Dh: h h 1. 73). p.30) and (4. 0 i L (4. . Wh = Qk ( . Concrete Setting Now we return to the problem with V h = RT k ( .30) is a rigorous statement of the fact that the shorter the wavelength of an oscillatory function the more di erentiation boosts its norm. 73).13. (4.32) r So we can retreat to the more agreeable task of verifying the elementary properties (4. 73) and (4.31) we have kqhkL2 X i kqi kL2 C33 X i hikB qikL2 C33 X 2!1=2 X i hi i kB qi k2 2 L !1=2 and by switching to the in mum 4 kqhkL2 C33 C34 3 kB qhkL2 : | {z } =:C35 r We made use of the geometrical decrease of meshwidth and the common agreement h0 This estimate means for a representation vh = v0 + qh. (4. TL). qh 2 Hh.30) and (4.

This introduces an additional factor hi?1 along with constants depending on ~ the angles of T .0(T . .2 in 109] and Lemma 4. Now we have to make sure that for the concrete splittings of Section 4. page before) is that we do not need to bother about a soaring r as long as the augmented Lagrangian parameter does not enter the constants. p. which ts the de nition (4. Prop. Proof.36 on page 31 teaches us that any b ment. Lemma 3.11. 28]. creating a triangulation T bb bb b wh 2 Qk. which is obviously the case.8 For q0 from (4.0(T . p.7 (cf. In an intuitive sense. Since Theorem 2. The real issue is.3) immediately yield the bound above. T )? . b In the end.80 4 Multilevel Preconditioning respectively. The principal goal is to establish a lower bound for min(Cr Ar ) independent of the depth of re nement and r 0. p.2 these constants show the desired behavior. C34 and C30 stay bounded as the number of subspaces involved increases. p. we observe that the assertion of the lemma needs only be shown ~ for a single macroelement T 2 Tl?1 . This paves the way for another application of the powerful tool of a ne transformations: b Consider the reference tetrahedron T .16. Lemma 4. Th) is the divergence of a qh 2 RT k. Proof. b b div q = wh b ~ with C only depending on the degree k of the ansatz. The considerations above have already furnished bounds as functions of several constants. whereas the right hand side undergoes the transformation of a 3{form.32. kql kL2( ) C36 (k) hl kdiv ql kL2( ) 8ql 2 Hl . A cheering message of (4. 74) we can estimate kq0 kL2 ( ) max 2 ? 1 . 74). 1 kdiv q k 0 L2 ( ) with de ned in (3. q 0 is de ned via the saddle point problem (4. Small wonder then.16. 73) of H as an orthogonal complement RT k. preceding page) holds: Lemma 4. the left hand side behaves like a 2{form. When switching back to T .1 in 71]) For ql 2 Hl (i > 0) we have with a constant C36 (k) > 0 depending only on the shape regularity of elements of T0 and the polynomial order of the Raviart{Thomas space. 0 < l L . 1.0 l l jT of the local divergence{free space. Th) we have by the open mapping theorem b b b inf kqhkL2 (T ) C kwhkL2 (T ) . the functions from Hi (i > 0) pass as oscillatory for they consist of isolated bumps in the interior of macroelements.30. whether C33. which has experienced one step of regular re nebh of T . that (4. Standard stability estimates (cf. elementary functional analysis tells us that the in mum is attained for qh 2 0 (T . To begin with.16. 50).

4 Upper Bound According to Lemma 4. 73) it amounts to the following assertion: Theorem 4. The estimate (4. 0 2 NDk+1( . TL ) we can nd a 2 NDk+1 ( . lemma 4.4. Its proof is postponed to Chapter 5. 1. (4.T L X l=1 where 2 Span f g . 73) we tackle its basic components separately. T0) . 4. p. with C36 (0) from Lemma 4. Then we have for any z m 2 RT 0( .10. p.30. p. throughout. C36(k)g.13.5 on page 78 has to be tackled.31. kcurl 0 L2 ( ) + k2 X 2 NDl k+1 . Tm) and qk 2 Hk 1 k?m div qk m ar jT~ (qk . h Proof. The proof of this theorem is by far the most di cult of all steps towards controlling the smallest eigenvalue of the preconditioned problem. We remark on how to extend the results to higher order schemes.12.6 on page 70 the behavior of the largest eigenvalue of the preconditioned operator Ar is conveniently gauged by means of a strengthened Cauchy{Schwarz inequality.4 from 113] and Lemma 6. First we establish a local precursor of the strengthened Cauchy{Schwarz inequality for components with nonzero divergence: ~ Lemma 4. : : : . p.9 for the hierarchical basis decomposition is straightforward and will not be stated separately.7. 79) with C33 := maxf2= ? 1.1 from 71]) Let T be an arbitrary element of Tm (m 2 f0.9 (Stability of nodal splitting of divergence free vector elds) For any v 0 2 RT 0 ( . In the case of the splitting based on (4. however. Also we restrict ourselves to the case k = 0.T kcurl k2 2( L ) kcurl k2 2( ) . which is the only reasonably manageable. k = 0 is the default. Now Assumption 4. 73).10 (cf. The version of Theorem 4. Guided by the crude pattern of the splitting (4. zm) 2C36(0) 2 ~ ~ L2 (T ) kz kL2 (T ) . 73) and (4. p. p. TL ) such that curl = v 0 and there k h h exists a nodal decomposition = 0+ L X l=1 X with the stability property 2 NDl k+1 . . 79) is trivial for the current decompositions as the spaces div Hi are mutually L2 {orthogonal. L ? 1g) and L k > m. L with the constants not depending on the depth L of re nement and the particular v 0 .4 Upper Bound 81 This establishes (4.10.

In this case we have to resort to Green's formula. denoted by E (Tl) into a xed small number of subsets (classes) Eil].1.33) ~ @T since the normal components of vector elds from Hk vanish on the boundaries of elements on a coarser level.7 on page 80 and taking into account that hk h?1 m an estimate resembling the statement of the lemma: ar jT~ (qk . for further expositions. Remark 4. z m) 2 maxf C36(k) .10.34) and (4. 21g such that the edges of each tetrahedron belong to di erent classes. Initially we point out that div z m is constant on T . We divide the set of edges of Tl . forms a valid triangulation of T . 73) takes the cue from the approach of F. d? = 0 . .5) ~ kgrad wkL2(T~) C37 h?1 kwkL2(T~) 8w 2 Pk?1 (T ) m to get Since h0 Z ~ T div qk div z m dx C37 h?1 kqkL2 (T~) kdiv z mkL2 (T~) : m (1=2)k?m leads to Applying Lemma 4. It furnishes the estimate Lemma 4. and 115].12 (Edge coloring) Given an arbitrary simplicial triangulation Th of a 3D domain there is a way of partitioning its set E (Th) of edges into 21 di erent classes Ei. proof of Lemma 6.11 For higher order nite elements (4. p.A. Therefore we can apply ~. Yserentant 116].1. Bornemann in 10]. i 2 f1. z m ? ~ L2 (T ) 1 qk ~ L2 (T ) kzm kL2(T~) : (4. restricted to T . At most 21 classes will do: Lemma 4. Consult 118]. (4. the Cauchy{Schwarz inequality and an inverse estimate (cf. this was the reason why we have preferred a (unnecessarily) weak bound in the statement of the lemma.35). zm ) = a?1 qk .35) 1 we infer the assertion from merely joining the estimates (4. such that no element owns two edges of the same class.82 4 Multilevel Preconditioning ~ Proof. The devices were originally invented by H.T~) In fact. Lemma 6. Section 4.34) ~ ~ The mesh Tk . This implies ar jT~ (qk . For q k 2 Hk we have Z ~ T div qk div z m dx = (div z m) ~ jT Z qk . 24]. C37g 1 2 k?m div qk ~ L2 (T ) kz mkH (div.7 on page 80 to T qk ~ L2 (T ) C36(0)hk div qk ~ L2 (T ) : (4. : : : .33) no longer holds. Our treatment of the divergence free parts of (4.

The rules governing the coloring of faces make sure that all edges of an element must di er in their color. At worst.37) fully preserves the orthogonality properties of (4. In addition. 73)) X (4.13. being the canonical RT 0 basis function attached to the edge e. This completes the induction argument. all its faces have been painted in the same color (A number of blank faces only simpli es the argument). creating 21 = 6 7=2 di erent tinges. Based on this partitioning of the edge set we de ne (see also (4. at the same time complying with the constraints imposed by the color pattern of the neighboring elements.36) Dli := Span f eg . (2) Now imagine blending the colors of faces at joint edges. Consider one more element. ) inner product.13. dist(x. @T ) < 2 h(T )g denote a the element. The statement is trivial for one tetrahedron. Then 1 Lemma 4. 21g . On the reference simplex we have thanks to the equivalence of all norms on nite dimensional spaces: b L b L kpk2 2 (?) j?j kpk2 1(Tb) C (k)j?j kpk2 2 (Tb) L b A ne transformations back to T then give the desired result.4.4 Upper Bound 83 Proof. Another preliminary lemma facilitates its proof: narrow zone beneath its surface. the portion of the mesh bearing a valid painting has grown by one element. ? kpkL2 (?) C38(k) jjT jj kpkL2(T ) 8p 2 Pk (T ) . i 2 f1. (4. enabling us to obtain a local strengthened Cauchy{Schwarz inequality. : : : . 73). The supports of canonical ND1( .13 For a tetrahedron T let ? := fx 2 T . Consequently the decomposition e e2Eil] Dh := L 21 XX l=0 i=1 Dli (4. (1) First we show that seven di erent \colors" su ce to paint the four faces of each tetrahedron di erently: The proof relies on induction by the number of elements. with C38 (k) > 0 only dependent on the degree k 2 IN0 of the polynomials and the shape of s Proof. So we have to alter the color of three faces ( picked arbitrarily) to obtain a legal coloring. p. This leaves three eligible colors for each face. Tl ) basis functions attached to distinct edges in a set Eil] are disjoint. Now assume that the faces of some elements have already been painted in the prescribed fashion.37) is more easily investigated due to the smaller number of subspaces involved. p. . rendering their curls orthogonal with respect to the ar ( . So this \post{processing" produces a desired partitioning of the edge set. Since there are also three faces to be painted it is possible to dye them distinctly. In short.

e2Eil] k e( i ) e : The classical idea from 10] is to isolate an internal part of k i = X | Z ~ T e @T.40) The rst factor can be easily bounded.36. k i.bd L2 (?) kz kL2 (?) : (4. because of i curl k .2 in 71]) Pick an arbitrary triangle T 2 Tm (m 2 k 2 Dk . In sum.bd dx = Z ? curl k .int k (Remember that the supports of these functions are disjoint by construction): curl i.bd dx . preceding page). integration can be con ned to ~. zm i dx = Z ~ T curl k . This permits to drop the internal part of k . e @T g ~ is a sort of narrow fringe along the boundary of T .int n=0 on @ T {z n dx = 0 : } ~ (4.bd curl k i. we can provide the basis representation k i = X ~ e T .int (4. curl z m i.84 4 Multilevel Preconditioning ~ Lemma 4. as k i.int =0. L ? 1g) and a L k > m.14 (Compare Lemma 6. zm i. As a preliminary result we have by the Cauchy{Schwarz inequality a small part of T Z ~ T curl k .int =0.38) {z } This approach is motivated by an interesting feature of the RT 0 ux ansatz: we have curl(a + x) = 0. For any di 0 ~ i 1 ar jT~ (dk . as curl z m =0 {z dx ? Z } @|T~ zm.bd L2 (?) curl k ~ i L2 (T ) . Tk ) with curl k = dk . thanks to the orthogonality of curl k and i.bd k e( i ) e + X k i and a boundary part: k e( i ) e {z k } e | T. zm i.int dx = Z T |~ k . (1 i 4) and z m 2 RT (T ) holds f0.bd dx curl k m i. e 2 Eil] =: i. e 2 Eil] =: k i.39) How we bene t from this is illustrated by Z ~ T curl k . Recalling the i i i i De nition (4. where ? := fsupp e. : : : . As div dk = 0 there is a k 2 ND1 (T . zm i. zm ) C38(1) p i 2 k?m 1 dk i ~ L2 (T ) kzm kL2 (T~) ~ Proof. zm i.

k. Y li := Dli Y li (4. we can deduce i.4. if k and m di er widely.40) is determined making use of the fact that the area ~ of ? is only a fraction of jT j. : : : .int dx Chk h?1 curl m : The remainder is obvious. zm i.39) alone makes a di erence: Recalling the \puckered" shape of k (a quilt of separated scaled basis functions).13 on page 83 completes the proof. C38(1) i.m do neither i i l l depend on y k .m 1 p jk?mj 2 } yk i m ar ky l kar for all yk 2 Y k . Remark 4. For the sake of an uni ed treatment we change notations Y l0 := Hl Vh = .16 (Strengthened Cauchy{Schwarz inequality) (compare Lemma 6.int a \hierarchical surplus property" similar to that expressed in Lemma 4.15 For higher order Raviart{Thomas elements the canonical basis functions of NDk+1 can be put into classes whose members have disjoint support.4 Upper Bound 85 A bound for the second factor in (4. we have the bound j?j 2 1 k?m jT j : ~ 2 Feeding this into the estimate of Lemma 4.42) Theorem 4.int L2 (T ) hk curl k ~ i. too. The positive constants ei.k. as well.38) is straightforward. The generalization of (4. ym nor on the number L of re nement levels. ym 2 Y m .41) and we are now concerned with the splitting L 21 XX l=0 i=0 (4.l.l.int L2 (T ) kz kL2 (T ) ~ Z ~ T k .42) of Vh holds a strengthened Cauchy{Schwarz inequality of the form ar (yk .int L2 (T ) Throwing in the inverse estimate of Theorem 2. l. i 2 f0. .38 on page 33 kcurl z mkL2(T~) yields h?1 kzm kL2(T~) m k m ~ i.2 in 71]) For the splitting (4. 4g.7 on page 80: k ~ i. (4. More precisely. ym ) i l | 1 C (0) max 36p r p {z =:e .

45) y i ar kz m kar C38 (1) p i 2 where C38 (1) is the constant from Lemma 4. From Theorem 4. 71) we conclude 1 k 2 y 0 ar div yk 2 2 ( ) .44) and (4.k C38 (1) i. p. First consider a yk 2 0 z m 2 RT 0 ( .m.43) yield for a divergence free vector eld yk 2 Y k .k for the largest eigenvalue of the preconditioned operator. 0 L r m k2 2 : m k2 (4.T 8ql 2 Hl : a ~ RT 0 2 Te. Combining (4.7.86 4 Multilevel Preconditioning Proof. 73) in our investigations.int0 ~ the RT 0 degrees of freedom located inside T . zm) ar (y0 (4. Then with constants only depending on the ~ and .44) y0 ar kz m kar : pr 2 In a similar fashion Lemmata 4.45) we are nished.12. we have shape of T X (ql )2 kql k2r . So far we neglected the detailed decomposition (4. zm ) 0 0 T 2Tm Y k. Without loss of generality we may assume k > m. We remark that a higher order setting does not make any di erence for this proof. i 2 f1.int !1 mk L2 (T ) !1 . 21g: i i 1 k?m k ar (yk . Precisely speaking. : : : . zm ) (4. we obtain the following equivalence: RT ~ Lemma 4.16 we gain the bound p X 1 (p2 + 1) maxf1.43) kz ar kz L ( ) So we end up with p C36(0) 1 k?m k k .10 on page 81 to each element of Tm : X ar jT (yk .14 on page 84 and (4. p g : (E ) max ei. p. and apply Lemma 4. zm) ar (yk . A local examination on the level of macroelements based on a ne transformation techniques is lling this last gap.13 on page 83. Tm ).l. 0 C36(0) 1 2 k?m X T 2Tm div yk 0 L2 (T ) kz 2 X m2 2 C36(0) 1 k?m X div yk 2 kz kL2 (T ) 0 L2 (T ) 2 T 2Tm T 2Tm C36(0) 1 k?m div yk m = 0 L2 ( ) kz kL2 ( ) 2 From the de nition of the bilinear form ar in (4.17 For 1 l L select an arbitrary macroelement T 2 Tl?1.m r ( 2 ? 1) l. Denote by Te.

p. p. 73) does not introduce new dependencies into the constants of earlier estimates. 33) and can be found in 70].12. The proof amounts to a straightforward application of the stability estimate (2.4. Thus the kind of lumping e ected by (4.1. .51. Lemma 7.4 Upper Bound 87 Proof.

Practitioners are used to applying the methods regardless of a possible lack of regularity. be aware that concerns about regularity in multilevel theory are mainly a theorists' obsession.9 on page 81 up to now. the tools forged in 17] take e ect if the elliptic problem has only slightly stronger regularity than the barest minimum.46 on page 43. Virtually all meaningful problems are covered thus. In fact. To 88 . Regularity of Stream Functions An indispensable tool for further explorations are certain fractional Sobolev spaces. which have already gured heavily in Theorem 2. They are brie y described in Section 5. 5.Kapitel 5 Stable Splitting of Stream Functions We have postponed the proof of Theorem 4.42 on page 38 and Lemma 2. whereas the proof for homogeneous boundary values exacts an additional regularity requirement. it is not comprehensive with respect to boundary conditions.3.1 Results on Regularity In the realm of multilevel methods regularity free proofs for the optimality of preconditioners are much cherished. The second strategy (see e. the present chapter is largely dedicated to this task. Nevertheless. it then can be shown that the quality of preconditioning for the regular problem carries over to the original problem. However. We pursue the second approach. 11. Unfortunately. But it can be dispensed with later on by linking any problem to a regular one. 119]) hinges on regularity for the core proof. only free boundary values are fully covered. since the rst encounters severe di culties we could not overcome in this work. Two di erent paths lead to this goal: First. so that we intend to give a comprehensive treatment in the form of a two{sided stability estimate. the considerations of the previous chapter and those pursued in connection with the direct elimination approach are in no way the only motive to examine the properties of nodal multilevel decompositions of Nedelec spaces. This is an issue in its own right.g.

1 would be true for any positive " (cf. nij@ = 0 through Stokes' theorem.1) and the boundary value problem from Theorem 2. (3) Sobolev scale interpolation (see 6]) between the limit cases " = 0 and " = 1 fully proves the theorem. Then a vector eld 2 H 0 (curl. ) with vanishing divergence and its curl in H "( ) for a 0 " 1 belongs to H 1+" ( ). (5. (2) For " = 1 the result is new.3 If the boundary of was smooth.2 A closer scrutiny reveals that (5. Now we can apply Theorem 2.10 on page 10 to u := curl . In addition. we observe that (5. It follows that for " = 1 we have curl curl 2 L2 ( ) and div curl = 0.1 Results on Regularity 89 harness the power of these results we have to bridge the gap between the \incomplete" di erential operators div and curl.1 in 5]). The main result in this direction is provided by Theorem 5. Remark 5. Since the vector potential under the restrictions of Theorem 2. the assertion of Theorem 5. Remark 5.1) needs only be H 1+" ( ){regular to make the assertion of Theorem 5. we have the estimate k kH1+" ( ) C39 kcurl kH "( ) : and " only.10 on page 10 de ning the vector potential coincide. Lemma 2. . and the full set of derivatives conventional Sobolev spaces are based on.1 (Lifting of vector elds with regular curl) Given a convex domain . assume that the boundary value problem ? = f div = 0 n = 0 in in on @ : (5. that is was a compact C 1{manifold.1 hold.1) with divergence free right hand side f 2 L2 ( ) is H 2( ){regular. we get again as the solution of ? = curl u div = 0 n = 0 in in on @ : Owing to the H 1+"( ){regularity of problem (5.2) with a constant C39 > 0 depending on Proof.5.1) we get 2 H 2( ) and k kH 2 ( ) kcurlcurl kL2( ) kcurl kH 1 ( ) : This is the contention of the theorem for " = 1.10 on page 10 was unique and happens to meet all these restrictions. curl is a rst order di erential operator so that for 2 H s( ) curl is an element of H s?1( ). Moreover the boundary conditions imposed on readily yield hcurl . (1) For " = 0 the statement of the theorem repeats that of Theorem 3.7 in 56].

3) ) This problem is H 2 -regular.90 5 Stable Splitting of Stream Functions Regularity on the Unit Cube Thanks to the perfect symmetry. blem for the Laplacian: Lemma 5. 2 H 2( ) for f 2 L2 ( ) and k kH 2 ( Proof. 1 3 we consider the following boundary value pro? = f = 0 @ = 0 @n in C on fx1 = 0g fx1 = 1g fx2 = 0g fx2 = 1g on fx3 = 0g fx3 = 1g (5. x3 x2 C x1 e Abbildung 5. The symmetric arrangement of boundary conditions permits to apply a re ection e principle: Regard C as one octant of C :=] ? 1. This special domain will serve as the setting for the larger part of the following investigations.1: Embedding of C in C. . with C independent of f . 1 3.4 On the unit cube C :=]0. as illustrated in Figure 5. we have C kf kL2( ) .1. the regularity problem is most easily attacked on a cube. that is.

mapping a function 2 C (C) 2 (C) by the rules: to e 2 L e e (x1.2 in 97] tells us that this problem is H 2 {regular. ?1 < x2 < 0. grad )L2 (C) = 0 : Moreover. x3 ) ? (?x1 . the H 1 patching conditions are satis ed for both e and grad e on the boundaries of the octants. ?1 < x3 < 0 In short. ?1 < x3 < 0 for ? 1 < x1 < 0.1 Results on Regularity 91 e We consider an extension by symmetry S : C (C) 7! L2(C). grad )L2 (C) = ( + curl curl . 0 < x3 < 1 for ? 1 < x1 < 0. x2.5 Starting with the same symmetric extension procedure S . if f 2 L2( ) and div f = 0. ?1 < x2 < 0. x2 {plane the function is continued to an even function. 0 < x2 < 1. x2. x3) = = = = = = = = (x1 . x2. x2. grad )L2 (C) + (curl curl . Consequently. x3) e (x1. Mapping the right hand side by S as well. So. x2. this carries over to the original problem. Now Theorem 7. x2. the assertion of the theorem could be shown by means of Fourier transforms. 0 < x3 < 1 for 0 < x1 < 1. 0 < x2 < 1. as well. x3{planes to an odd function. ni = 0 n = 0 in C on @ C on @ C (5. Applying the contention of the above theorem componentwise shows that the boundary value problem for 2 H 1(C) ? = f @ @ n h . ?x2 . x2. we can shift to a boundary value problem for e the Laplacian in C. by identifying opposite e faces of C. ?x2 . across the x3 . 0 < x2 < 1. ?1 < x3 < 0 for ? 1 < x1 < 0. This wrapping around also preserves 2 {functions. we nd that for every 2 H01(C) (grad div . This transformed problem sports periodic boundary conditions.4) mean that div has to vanish on the boundary. Remark 5. x3 ) (x1 . ?1 < x3 < 0 for 0 < x1 < 1. 0 < x3 < 1 for 0 < x1 < 1.5. x3) e (x1. In particular. the boundary conditions of (5. x2. x2. ?1 < x2 < 0. ?x3 ) for 0 < x1 < 1. x2. we arrive at a problem on the 3{torus. ?x3 ) (?x1 . x3) e (x1. div is the solution of = 0 = 0 in on @ : . By H reversing the transformations.4) is also H 2 (C){regular. as well. By continuity S can be declared on the whole of L2 (C). ?1 < x2 < 0. ?x3 ) ? (x1 .3) gives rise e to e 2 H 2(C). ?x2 . x3) e (x1. x2. We observe that any 2 H 2(C) ful lling the boundary conditions of (5. x3) e (x1. x2. grad )L2 (C) = (f . ?x2 . 0 < x2 < 1. which is restricted to functions in the image of S . x3) e (x1. x3) e (x1. x3 ) ? (x1 . x3 ) ? (?x1 . x2{ and x1 . across the x1 . ?x3 ) (?x1 . 0 < x3 < 1 for ? 1 < x1 < 0.

Costabel 36]. p. Since it cannot be found in literature we give a full exposition. x2 1 Ω’ ω0 1 x1 Abbildung 5. '). r 0.2. Consider a domain := 0 I IR3 with cross{section 0 IR2 and I :=]0. where (r. looking like a wedge with a rounded butt.2: 2D x1 =x2 cross section of model domain for Costabel's counterexample Using the C 1(IR){function | a classical molli er | 8 >1 > < 1 f (x) := >exp 1 ? 4(1 ? x)2 >0 : for x < 1=2 for 1=2 x 1 for x > 1 . Disappointingly enough. 0 < ' < !0g for !0 < .1 on page 89 is valid for the unit cube C. The intended shape of 0 is illustrated in Figure 5. ') refers to polar coordinates in the plane. Defective Regularity In 89] Nedelec dropped a remark that problem (5.5) Ultimately. we have made sure that the assertion of Theorem 5. . this conjecture is refuted by the ensuing cunning counterexample crafted by M. page before) is fully equivalent to ? = f div = 0 n = 0 in C in C on @ C : (5. 89) might be H 2 ( ){regular on any convex domain. 1 . div = 0 is immediate. 0 is constructed by smoothly cutting o the sector S := f(r. The bottom line is that (5.92 5 Stable Splitting of Stream Functions Since div 2 H 1(C).4. Thus we get a domain with smooth boundary except for a single corner.1.

we point out that 62 H 2( ).1 Results on Regularity 93 the de nition (r. p. is used to with a smooth function g vanishing in a neighborhood of 0. 1 C: C A 1 where 2 C0 (I ). ni = 0 in 0 on @ 0 . r > 0. since and coincide in the vicinity of 0.1. so that we conclude for this part of the boundary @ n= 0 @ B @x@2 (x3 ) B ? @x1 @ 0 1 C C A 0 1 B n1 C = (x ) hgrad . Then we set := curl q. which evaluates to (x) = 0 @ B @x@2 (x3 ) B ? @x1 @ 0 To begin with. x2) + 00 (x3) 1 C 2 (C 1( C 0 A ))3 : . we get: The factor in the de nition of ensures that vanishes in some neighborhood of @ \ fx3 = 0 ^ x3 = 1g. x = (x1. 0)T with n1. grad cannot be contained in H 2( 0 ) then. ') := r'=!0 cos( ) . div = 0 is immediate as a consequence of div curl = 0. 89) are met. x2. what means 0 B = curl q = curl B @ 0 0 g(x1 . The function de ne a vector eld q on : 0 q (x) := @ 0 0 (x1 . observe that n = (n1 . p. ni = 0 : B n2 C 3 @ A 0 In sum. the boundary conditions of (5. n2 2 IR on @ \ f0 < x3 < 1g. 89). Another ingredient is the well known harmonic singularity function ' (r. Consequently. x3)T 2 . ') := f (r) gives a smooth function on 0 without angular variation. Furthermore. Applying the formulas of vector analysis. which is easily seen to ful ll = g hgrad . Next. Multiplying and yields a function := .1. is shown to satisfy (5.5. ' 2]0. !0 : !0 Lengthy computations and an examination of the singularity at 0 con rm 62 H 3( 0 ) for !0 > =2. x2) (x3 ) 1 A . For smooth functions di erential operators commute. n2.

p. the norm .2 Quotient Spaces The principal target of the investigations in this chapter is the H (curl. Both in the continuous and discrete case. 5. So. But a comprehensive analysis of the regularity of problem (5.1. the kernel of the H 1( ){seminorm is at worst one{dimensional. This can create an environment amenable to the technical arsenal of multilevel theory presented in Section 4.94 5 Stable Splitting of Stream Functions Hence. )=Ker(curl) Note that symbols for equivalence classes in a quotient space bear a dot on top.1. 89) does not necessarily belong to H 2 ( ). in this section we require: Assumption 5. ){seminorm 7! kcurl kL2( ) . Remark 5. Conversely. So the message of the counterexample is not atly daunting.6 The above example does not rule out H 1+" ( ){regularity of the boundary value problem (5.7 We assume that boundary. To that end.2 on page 89 we mentioned that this was su cient for the vital estimate (5. the kernel of the curl{operator is an in nite dimensional space (compare Theorem 2. It will turn out that (5.1. )=Ker(curl). IR3 is a bounded convex open set with polyhedral The Continuous Case The present goal is to nd a subspace of H 0 (curl. ) isometrically isomorphic to H 0 (curl.2. p. p. containing only constant functions. It plays a role similar to that of the H 1( ){seminorm in the theory of classical multilevel methods for 2nd order elliptic problems. 89). p. 89) on convex domains and for small " > 0. In Remark 5. 89) is the tightest requirement on regularity in the following proof. p. )=Ker(curl) := 2Ker(curl) k + kH(curl.2. This motivates the search for isomorphic models. even for smooth f the solution of (5. Alternatively.7 on page 9). 89) is beyond the scope of this work. It is a natural impulse to elude the di culties accompanying the unruly kernel by switching to quotient spaces. recall the de nition of norms on quotient spaces: k _ kH 0 (curl. Yet the similarity fails in one important respect. The proof will sometimes rely on the Dirichlet problem for the Laplacian to be H 2{regular. Yet in practice quotient spaces are fairly cumbersome to handle. the current approach might well cover all convex domains. ) and the Nedelec spaces are explored that correspond to quotient spaces modulo Ker(curl).7 on page 9 we know that Ker(curl) = grad H01( ). From this single source most of the challenges we face in the construction of a viable multilevel splitting arise. By Theorem 2. Thus the seminorm can be converted into a genuine norm. subspaces of H 0(curl. inf ) _ 2 H 0 (curl.1. which constitutes the main subject of the present section.

)=Ker(curl) = k + grad kH (curl.7) is usually called a gauge condition.3. H ?(curl. ) 0 0 Now. ) leaves the curl of a vector 0 eld unscathed.3 in 81]) H 0 (curl. More precisely. In strong form the variational problem reads ? = div in (5.8 To adjust the gauge condition (5. 8' 2 H0 ( ) : 0 (5. ) { check the weak notion of divergence { must be a subspace of 0 H 0 (div.7) is a special case of a Coulomb gauge. which is a closed subspace of L2( ). ) (see also Corollary I.4 in 56]. grad is the L2{orthogonal projection of ? into the space Ker(curl). )=Ker(curl) 7! H ?(curl. Lemma 4. Hence. the vector eld ( ) 2 H 0(curl. grad ')L2 ( ) = 0. ) H ?(curl.3. the developments of this section remain valid for free boundary values only after tri e adjustments.5. since it forces the divergence to vanish in a weak sense.3.7) so that we are led to de ne n o 1 H ?(curl. grad )L2( ) = ? ( . we have found k _ kH 0 (curl. grad ')L2 ( ) = 0 8' 2 H01( ) (5. Setting ( ) := + grad . This term from physics refers to extra requirements imposed on vector potentials to ensure uniqueness. ) is uniquely characterized by ( ( ). according to Corollary I. ). ) . ( . Remark 5. ) describes an 0 isometric isomorphism of Banach spaces.8) we can state: Corollary 5.9 The mapping _ : H 0(curl.8) (5. in general. ) as well.6) = 0 on @ : In sum. ) = H 0 (curl.4 in 56]. from Theorem I. Observe that the mapping : H 0(curl. ) 7! H ?(curl.7 in 56] we can draw the following conclusion (since we assume to be convex): .6). With the notation (5.7) to free boundary values we have to allow ' 2 H 1( ). ) := 2 H 0 (curl. Thus. (5. grad )L2 ( ) 8 2 H01( ) : Stated verbally. we immediately obtain an orthogonal decomposition of H 0(curl. )=Ker(curl) := kcurl k2 2 ( ) + inf k + grad 'k2 2 ( ) : L L H 1 '2H0 ( ) This minimization problem can be cast in variational form: 1 Find 2 H0 ( ) such that (grad .2 Quotient Spaces 95 on the quotient space may be de ned by k _ k2 0(curl. with from (5.

k. Tl ) o where the image ND+0( . can be 0 recovered in the discrete setting. Tl) 6 ND+0( .3. l 2 IN0. Tl ) are not k. 0 (5. ) 0 These traits will compound the di culties on the way to a stable multilevel splitting. proceeding as above. i. Tl ) := n h. ) \ H 0 (curl.1 in 56]. with considerable e ort. nested. Tl ) k.9) with C40 := C40 ( ). See Theorem 9 in 87] or Proposition 5.k : NDk. Tl) 6 k. Tl ) is an isometrically isomorphic model for the quotient space k. Many successful solutions have been suggested in these cases (see . Proof. ). H ?(curl.4.12 We must not miss the decisive fact that the spaces ND+ 0( . with the usual properties laid out in Section 2.36 on page 31) Ker(curl) = f h 2 NDk. )" excel0 lently conveys the character of (5.0( . we can de ne a mapping l.e. Tl ){spaces. ( h. Nor are they contained in the continuous space: ND+0( . Tl ) and. grad 'h)L2 ( ) = 0. where the latter space is equipped with the k kH 1( ) {norm.96 5 Stable Splitting of Stream Functions Theorem 5.0 h = 0g = grad Sk.4 in 56]): k kL2 ( ) C40 kcurl kL2 ( ) 8 2 H ?(curl. modulo Ker(curl).0( . ). The estimate (5. calling it \Friedrichs inequality in H ?(curl. which is trivial in the case of H ?(curl. By the way. ND+0( . with C41 > 0 independent of h and the level l of re nement.9).10 (Embedding of 1H ?(curl. ) is algebraically 0 0 and topologically isomorphic to H ( ) \ H 0 (div. Tl+1) : k. the very same di culties plague multilevel approaches to nonconforming nite element discretizations.0( . Remark 5. We purport.9). 8'h 2 Sk.0( . Then the previous considerations remain largely valid in the discrete case of NDk. ) . however: Lemma 5.11 (Discrete Friedrich's inequality in Nedelec spaces) For all l 2 IN0 and k 2 IN we have the estimate k hkL2( ) C41 kcurl hkL2 ( ) 8 h 2 ND+0( . )) The space H ?(curl.0( . Now we have (compare Theorem 2. Tl ). Tl ) 7! ND . curl + ( k. Honoring its exceptional signi cance for our investigations we explicitly state a straightforward consequence of the theorem (Lemma I. The Discrete Case Let us provide with a sequence of meshes fTl gl .

k. Tl ) are a blend of nite element spaces and contik. : ND+0( . the de nition of the projection teaches us that k.14 The spaces ND?0( . yet lack a piecewise polynomial nature and neatly localized basis functions. along with the variational equation that has been de ned by. grad ')L2( ) 8' 2 H0 ( ) : h = grad . what makes them an attractive setting for multilevel investigations. ) k hkH (curl. Lemma 5. ) ? kgrad kH (curl. grad ')L2( ) = ? ( h. with the norm of the inverse being uniformly bounded with respect to the level l of re nement. Tl ) : k. Lemma 5. 1 + C41 h H(curl. ) : C41 An application of the triangle inequality nishes the proof k ( h)kH(curl. ( h) ? with 2 H01( ) satisfying 1 (grad . Proof.2 Quotient Spaces 97 e. Further. they are nite dimensional. k. is bijective. ) C42 k ( h)kH(curl. Owing to the contraction property of .5. Since we are badly in need of a nested sequence of spaces. For an arbitrary h 2 ND+0( . Yet crucial components of these schemes are speci cally tailored to particular settings. Tl) ND?0( . Tl ) 7! ND?0( . On the other hand. Tl )) we nd that k. 95]). though.g. they are perfectly nested ND?0( . So typical properties of nite element spaces like inverse estimates are hard to obtain. we turn to the images of the discrete spaces under the projection operator of the continuous setting.11. where C42 > 0 is a ected only by the polynomial order k and the shape regularity of T0. ) 8 2 ND+0( . ) 1 k k . so that they o er no clue on how to treat the current problem. Remark 5. Tl ) := (ND+0( . implies C kgrad kL2( ) k hkL2( ) 1 + 41 k hkH (curl.13 Setting ND?0( . nuous function spaces. Tl ) k. k. where kcurl kL2( ) de nes a norm. . Tl+1) k. ) and yields C42 = 1=(1 + C41). Tl ). all we have to establish is a stability estimate of the form k hkH(curl.

Bornemann in 12] proclaims that \thus the essential step is to use the fact that linear nite elements are a little bit smoother than one usually thinks". however. In view of the result of the preceding section.15 With C43 > 0 independent of the depth l of re nement and the function we have h k hkL2 ( ) C43 k ( h)kL2( ) + hl kcurl hkL2( ) 8 h 2 ND+.46 on page 43. of course. Now Lemma 2. Unfortunately the inverse of the mapping from Lemma 5. So we need a link between these two families of spaces. Tl ). curl ( ) = curl is piecewise ND2. ND+0( . Then Lemma 2.42 on page 38 and the triangle inequality to see that ND2 ( ( )) 2 1+" h L (C) k ( h )kL2 (C) + C20 hl k ( h )kH 1+" (C) .13 is a promising candidate. C. according to Theorem 5. In addition. Again Theorem 5.1 on page 89 is useful for continuing the estimate: ND2 ( ( )) 1+" h L2 (C) k ( h )kL2 (C) + C20 C39 hl kcurl h kH " (C) C. we intend to make use of the nesting of the ND?0( . 1=2 .0 (C.13 is not uniformly bounded in the meshwidth h with respect to the L2{norm. p. C.0(C. Pick an arbitrary h 2 ND+.98 5 Stable Splitting of Stream Functions Semicontinuous Projection We stick to a double track strategy. Tl ) : 2 Proof.0 l h h linear.10) In the nal step we employed the inverse estimate of Lemma 2.2. to Lemma 5. we can rely on Theorem 2. Tl+1) as well. Now we x ". Since the mapping : ND+. C stands for a domain with this property in the sequel. A weaker estimate holds.0 (C. Tl){spaces and bene t from the properties of the nite element spaces k. The same feature of Nedelec spaces forms the foundation of the current approach. Lemma 5. that ( h) 2 H 1+"(C) and k ( h)kH "+1(C) C39kcurl ( h)kH "(C) . if the second order Nedelec space is examined and (5.1 on page 89. Thanks k. where we made tacit use of div ( h) = 0.41 on page 37 convinces us that the nodal interpolation operator NDl2 is well de ned for ( h).Tl k ( h)kL2 (C) + C20C39 C26 h1 kcurl hkL2 (C) l (5.Tl where " enters the constant C20 .T This has a stunningly familiar ring: In his analysis of optimal multilevel splittings for H 1( ){elliptic problems F. T ) does not a ect the curl of its argument. This means.11) .46 on page 43 shows that curl ( h) 2 H "(C) for " 2 ]0. From basic properties of the mapping we conclude curl ( h ? ( h)) = 0 : (5. so that it can be regarded as a constant from now on. 89) holds for the domain under consideration. Tl ) 7! 2 2 ? (C.

Tl whose use can be traced back to an idea of Nedelec in 87] and which is thoroughly illuminated in 81].11).Tl ND2 ( ( )) h C.Tl Consequently.5) the lemma can be established for lowest order nite element in the very same fashion (compare Remark 2.10) into this estimate completes the proof and gives C43 = maxf1. TL. Section 4. grad ' + h h k hkL2(C) ND2 ( ( )) h C.5. h ND2 ( ( )) h C.1. Tl ) .Tl L2 (C) = ? .16 If the assertions of Theorem 2.3 Stable Splitting on the Unit Cube In the preceding section we have already xed the main thrust of our attempt to establish a stable multilevel splitting in H (curl.10 in 56]) h? ND2 ( ( )) = grad 'h for 'h 2 S2. Using the contention of 80]. Remark 5. Tl ): 2 k hk2 2 (C) = L ? .0(C. h C. greater generality would come at the expense of clarity.T curl Further linearity and idempotence of the projector ensure ? ? h ND2 ( ) = 0 : h C. so would the previous lemma.0(C.36 on page 31 there is a representation (see also Lemma III. Tk) be the L2{orthogonal projection.0(C.0 (C.2.5. TL) 1 kQ0 Lk2 2 (C) + L L X k=1 4k k(Qk ? Qk?1) 2 L kL2 (C) C44 kcurl Lk2 2(C) .15 has to tamper with higher order Nedelec spaces.3 Stable Splitting on the Unit Cube 99 We have already found out that the nodal projection is de ned for both summands in (5.42 on page 38 held for the nodal interpo- lation in any Nedelec space NDk (C. k 2. Now we are going to exploit h 2 ND+.30 on page 27 yields ? curl NDl2 ( h ? ( h)) = 0 : C. . C20C39 C26g. In this section a partial victory will be scored. for instance the unit cube C. we can show Lemma 5. p. Formula (1. by Theorem 2.42 on page 38 that Lemma 5.Tl L2 (C) L2 (C) Plugging (5. Remark 5.18 (Stable splitting on the unit cube) For 0 k L let Qk : L2(C) 7! ND1. 5. Indeed. so that Lemma 2. Yet. L with a constant C44 > 0 independent of L and L. For any domain maintaining (5. ). Then we have for each L 2 ND+. there is little doubt they do. Tl ).43 on page 40).17 It is the fault of the approximation estimate of Theorem 2. so that we decided to stick with the lowest order case. : : : . L 2 IN of ever ner meshes. equipped with a nite sequence T0 . 89).


5 Stable Splitting of Stream Functions

The proof of this lemma loosely follows the path shown by X. Zhang in 119], which falls into the category of regularity based proofs of variational multigrid theory. Other variants can be found in the appendix of 117] and Section 3 in 118]. Yet a straightforward application of these ideas is not always possible, since we have to handle the delicate interplay between the spaces ND+;0(C; Tl ) and ND?;0(C; Tl ). Lem2 2 ma 5.15 on page 98 and Theorem 5.13 on page 97 are the principal instruments for this task. The temporary use of second order Nedelec spaces is accounted for by the assumptions of Lemma 5.15 on page 98.

Speci cation of Multilevel Decomposition To begin with, we specify the wanted splitting of L 2 ND+;0(C; Tl ) into multiples of no2 ? := ( ) 2 ND? (C; T ). Then de ne ? 2 ND? (C; T ), dal bases on all levels: Set L L k L 2;0 k 2;0
k 2 f0; : : : ; Lg, as solutions of the variational problems Seek ? 2 ND?;0 (C; Tk ) such that 2 k s( ?; k
?) = s( ?; ?)
k L k



ND?;0(C; Tk) : 2

(5.12) (5.13)

To avoid bulky formulas, we have adopted the notation

s( ; ) :=



hcurl ; curl i dx :

The existence of a unique solution of (5.12) is guaranteed since s( ; ) is H 0 (curl; C){ elliptic in H ?(curl; C) (compare (5.9, p. 96)). Writing Pk : H ?(curl; C) 7! 0 ND?;0(C; Tk ), 0 k L, for the s( ; ){orthogonal projection we have ? = Pk ?. L k 2 As usual P?1 = 0, and thus we get the s( ; )-orthogonal decomposition


L X k=0

(Pk ? Pk?1)




?? ? k?1 k k=0 | {z ? } =:

with the evident property

L X k=0

kcurl ?k2 2(C) = kcurl ?k2 2 (C) : L L k L

Thanks to Lemma 5.13 on page 97, it is possible to de ne a unique nite element function + ?1 ( ?), k 2 f0; : : : ; Lg. If k in ND2;0 (C; Tk ) formally by k := k; stands for the k ND2 , the following sum nodal basis function belonging to the degree of freedom 2 C;Tk provides a decomposition of k


2 NDk2 C;T

( k)


1 k


5.3 Stable Splitting on the Unit Cube


which now consists of strictly locally supported components. Cramming all these steps into a single formula we get as the desired splitting:



L X X k=1

? ?1 (P ? P ) k {zk?1 ND2 | =: k; 2 C;Tk





Unpleasantly, the sum does not yield the original L. This is no reason to worry, because at least curl 0L = curl L. Later a remedy for this inconvenience will be devised.

Auxiliary Results
We claim that the decomposition (5.14) is stable in that there is a constant C45 > 0 independent of L and 0L such that


0 L2 (C) +



k=1 2 ND2 C;Tk


2 k; L2 (C)

C45 kcurl 0Lk2 2 (C) : L


The proof is rather intricate and is divided among several lemmata. The rst is the analogue of Formula (8) in 119] and Formula (3.7) in 118].

with a constant C46 > 0 not depending on k and L.

Lemma 5.19 Using the notations introduced above we have for 0 k L ? C46 hk curl ? L2 (C) ; k k L2 (C)

Proof. The proof is carried out in two steps: (1) To begin with, we probe the approximation properties of the s( ; ){orthogonal projector Pk . To this end, we rely on classical duality techniques (\Nitzsche's trick", see 24], Section 5.4). For an arbitrary ? 2 H ?(curl; C) we set ? := Pk ? that is 0 k s( ?; ) = s( ?; ) 8 2 ND?;0(C; Tk ) : k 2

In addition, for ! 2 L2 (C), div ! = 0, we write #? 2 H ?(curl; C) for the unique solution ! 0 of Seek ? 2 H ?(curl; C) such that 0 s( ?; ) = (!; )L2 (C) 8 2 H ?(curl; C) : (5.16) 0 Now we apply the customary duality technique: ? ? ? ?; ! k s( ? ? ?; #?) L2 (C) k ! k ? ? ?kL2 (C) = ? sup = sup k k!kL2 (C) k!kL2(C) ? (curl;C) !2H 0 (curl;C) !2H 0 ? inf kcurl #? ? k kL2(C) ! ? ?? ? k k 2ND?0 (C;Tk ) 2; kcurl sup k L2 (C) k!kL2(C) !2H ? (curl;C) 0

102 The strong form of (5.16, preceding page) is

5 Stable Splitting of Stream Functions

curlcurl #? = ! !
div #? = 0 ! ? n = 0 #!

in C in C on @ C :

According to Formula (4.6) from 54] curl #? lies in H 1(C), as both div ! = 0 and C is ! convex. Furthermore, j curl #?jH 1 (C) C47 k!kL2(C) ; ! where the constant depends only on C. Thus Theorem 2.44 on page 41 delivers
k 2ND2;0 (C;Tk )

inf ?

curl #? ? !



L2 (C)

C23 hk curl #? H 1(C) : !

This permits us to continue the estimates:

k ? ? ?kL2(C) k
What we have shown by now is (Id ? Pk ) ?
L2 (C)

C23C47 hk curl C23C47 hk curl

? ??


L2 (C)

L2 (C)


C23 C47 hk curl

L2 (C)


? 2 H ?(curl; C) :


(2) The previous result is applied to ?. Owing to the basic properties of projections, we k conclude from (5.18):

k ?kL2(C) = k(Pk ? Pk?1) ?kL2 (C) = k(Id ? Pk?1) (Pk ? Pk?1) ?kL2 (C) k L L ?(P ? P ) ? C23 C47 hk?1 curl k k?1 L L2 (C) C46 hk curl ? L2(C) ; k
with C46 := 2C23C47.

2 ND2 (C; Tk ) and 2 NDk2 the following estimate C;T holds with constants independent of , k , and k 2 f1; : : : ; Lg:

Lemma 5.20 For arbitrary curl ( k )





L2 (


C48 kcurl k k2 2( L

) + hk

?2 k

2 k kL2 ( )

Proof. The proof again (compare Section 2.5) exploits that Nedelec spaces belong to ND a ne equivalent nite element schemes: For a ND2 {degree of freedom b0 2 T 2 on the b reference simplex, the projection

b h :=


ND b2 Tb 2

b( b h) b b 7! b0( b h) b b0

They are initiated by an application of Lemma 5.T ) b b C49 k b hkH (curl.18 on page 99) (1) In a rst step the s( .50.T k2 curl 2 k.20. kcurl 0 L2 (C) + k2 L X X k=1 2 NDk2 C. b0 ( b h ) b b0 H (curl.T ) 8 b h 2 ND2(T ) : b 2 C49 k b hk2 2 (T ) + kcurl b hk2 2 (T ) : L b L b An immediate consequence is curl b0 ( b h) b c 0 2 L2 (T ) b Transformation to a general element by the rules (2.14. An argument based on the uniformity of 6 5 the mesh nishes the proof. because it makes sure that any element belongs to only a small number of at most N of supports of canonical basis functions. as k.19) 5 6 L L 0 2 L2 (T ) 2 By this.3 Stable Splitting on the Unit Cube 103 b onto the span of the nodal basis function b b0 on the reference tetrahedron T is a lib near mapping of the nite dimensional vector space ND2 (T ). 33) and (2. As such it is necessarily continuous. the proof shrinks to a couple of simple estimates. i.e. p. 15) (for curl b h) combined with the transformation formulas (2. 33) for L2 {norms yield C ?1h(T ) curl 6 ? 0( h) 2 C49 C ?1 h(T )?1 k hk2 2 (T ) + C ?1 h(T ) kcurl hk2 2(T ) : (5. p. . we see C48 = C49C 6 maxfC ?1.51. p. p. 15) (for b h) and (2. p. ){stability of the full decomposition (5.T (kcurl k k2 2( L ) + hk ?2 k 2 k kL2 ( ) ) kcurl 0k2 2 (C) + NC48 L kcurl k k2 2(C) + h?2 k k k2 2 (C) k L L . Afterwards we take advantage of uniform shape regularity.5.20. L2 (C) kcurl 0 L2 (C) + C48 L X X k=1 L X k=0 2 NDk2 C. C ?1g. (Of Lemma 5. we are now in a position to tackle the main result: Proof.21. = ( k ) k. Proof of Stability Armed with these insights. 101) is established: Thanks to the profound preparations.

TL). 101). p.0 (C.Tk } {z k.48. p. L2 (C) kcurl 0 L2 (C) + NC48 L X k=1 curl ? 22 k L (C) + 2 + 2C43 h?2 k kcurl 0 k2 2(C) + NC48 L L X k=1 2 ? 2 k L2 (C) + hk 2 2C43 h?2 ? k k 2 curl + ? 2 k L2 (C) ! 2 + (1 + 2C43) curl L X ? 2 2 NC48 1 + 2C43(1 + C46) kcurl 0 k2 2(C) + curl L k=1 ?1 + 2C 2 (1 + C 2 ) curl ? 2 = NC48 46 } L L2 (C) | {z43 ? 22 k L (C) ! L2 (C) ? 22 ! k L (C) = =: C50 The nal step could be accomplished on the basis of Lemma 5. because its curl coincides with that of the lowest order nite element function L.20) where the superscript HB tags hierarchical components according to (2.104 5 Stable Splitting of Stream Functions Now Lemma 5.TL ) 2 NDHB (C.{z } |2 C.T we can recast (5. TL ) vector eld. Even worse.0 (C. At second glance we see that this is not entirely true.0 (C.TL ) k=1 2.14.0 (C. = = L + grad 2 ND2. 29).TL ) 2S2 (C.14.15 on page 98 bridges the gap to the semicontinuous spaces kcurl 0 L2 (C) + k2 L X X k=1 2 NDk2 C.14. p. Remember that the degrees of freedom in NDk2 are by default arranged in a hierarchical fashion.0(C.TL ) 2 S1 (C. We immediately conclude that 0 = + grad with 2 S (C.TL ) Tk |2 C. 2 L L L We now contend that switching back to lowest order Nedelec spaces can be done by simply dumping the higher order components in the nodal splitting (5.0 .T k2 curl 2 k. the present decomposition (5. TL). (2) Our ultimate objective is to nd a suitable decomposition of ND+.19 on page 101. So C. it shows that grad 2 2 NDHB(C. 101) reaches into ND2. T ). even if 0 + L 2 ND1.Tk =HBC.33 on page 29. TL ). + X ND2 ND1 1 |{z} k. p. TL).0 (C. Thanks 2. at rst glance L appears to be a generic ND2. 101) as L (2) (1) + + 0 0 2 ND1. On the 1 contrary.0 (C. (5. Then we can apply Corollary 2.TL ) + 2 |{z} HB .0 |{z} |{z} X X ND1 2 ND1.

0 (C. the argument drawing on shape regularity and the stability of nodal bases as before: ND 2 C. we keep the old notations for the new ND1{decomposition (5. were introduced as multiples of nodal basis functions.21) also for the modi ed functions. The fact that k 2 ND+. which means + k 2 ND1.0 (C.0 (C.0(C. = grad 2 : The chief message is that the overall sum of higher order components is curl{free.1 ( k )kL2 (C) C 6C ?1C50 curl 5 ? 2 L L2 (C) We retain the symbols k and 0L from (5.1 is a projection.1 ( 0L). grad h)L2(C) = ? ( 0L. (4) Still we have to resolve the mismatch between L and 0L in (5. we nd L = L.0(C.3 Stable Splitting on the Unit Cube 105 to the uniqueness of the p{hierarchical decomposition we can relate (2) 0 + L X k=1 X 2 ND2 = ND1 C.0 (C. 0 k L can be replaced by ND+. since the curl is una ected and the L2{norm cannot increase: 1 kcurl k. TL). TL) : We denote by Qk the L2 {orthogonal projection L2(C) 7! ND0. the left hand side of the stability estimate can only decrease in the process. TL) is the unique solution of (grad h.21). hence.22) k.0(C. L.Tk1 k. Tk ) from now on. we are concerned with from now on. Tk ) onto the nite 1 element subspaces with zero curl and set Q?1 := 0.5. they satisfy a \hierarchical surplus type" inequality. In addition. This is achieved by showing that the decomposition is not spoilt by incorporating the di erence 0L ? L: We note that the curls of both vector elds agree.1 ( k ) 2 We point out that in (5.21). TL). Tk).22) any component k .1 ( 0 L2 (C) + )k2 L X k=1 h?2k k 2 k. which can be veri ed on the basis of a ne equivalence: C 1=2 C ?1=2 hk curl k. := L X k=0 k (5. As both belong to ND1. (3) Since the functions k.0 (C. is a pure ND1. L2 (C) 5 6 Evidently this implies.Tk k. L2( ) : k.0(C. Dropping them maintains the crucial equalities of curls. The splitting.Tk C.21) kcurl 0 L2 (C) + k2 L X k=1 h?2k k k2 2 (C) k L C 6C ?1C50 curl 5 ? 2 L L2 (C) (5. h)L2(C) 8 h 2 S1. Thus grad h := L ? 0L 1 with h 2 S1. and L 2 ND+. Tk ) 1 . TL) decomposition and runs: 0 L := L + grad 1 = (1) 0 + L X X k=1 For convenience.

which relies on k 2 ND+. Tk ) =) 1 L X j =k+1 k? ND01. Next this result is the key to bounding the whole sum. Qk grad h ! ? = ? 0L. Qk grad h ! L2 (C) .0 (C. Tj ) L X for j k: The continuation is technically subtle and relies on a trick already employed in the proof of Lemma 2. with C51(") = 1=(4" ? 1).0 (C. In a rst step we make use of hk 2?k and obtain L X k=0 h?2 k Qk grad 2 L2 (C) C51 (") C51 (") L L XkX k=0 L j =1 4 X L X j =1 j =k+1 j ?1 4?k" 4j" 4k(1?") X ! } 2 j L2 (C) = (4 ) ? 1 41?" ? 1 4j 2 j L2 (C) |?"k=0 {z 1 j 4j" 2 j L2 (C) 4j(1?") C51 (") C51 (")C 6C ?1 C50 curl | {z 5 } =:C52 ? 2 L L2 (C) : We immediately have L X k=1 h?2 Qk ? Qk?1 grad k 0 k ? 2 h L2 (C) 2C52 curl ? L 2 L2 (C) : Setting := k+ ?Q ? Q grad .0(C. k k?1 h .39 on page 34: At rst we have from the above equations with small 1=2 " > 0: Qk grad h L2 (C) 2 2 !2 j L2 (C) C51 (") 4?k" L X j =k+1 j L2 (C) j =k+1 4j" 2 j L2 (C) . k = 0. but turns out to be crucial to obtain 1 the following identity Qk grad 2 h L2 (C) = grad h. Qk grad =? L X j =k+1 h L2 (C) L2 (C) j . TL) may not be conspicuous.106 5 Stable Splitting of Stream Functions and L 2 ND+. : : : . Qk grad =? L X j =0 ? h L2 (C) j . L .

9 on page 81: Theorem 5. proceeding as in 92]. we obtain kcurl 0 L2 (C) + k2 L X k=1 h?2 k(Qk ? Qk?1) k 2 L kL2 (C) C44 kcurl Lk2 2 (C) . TL) the 1 L2 {orthogonal multilevel decomposition with components in the spaces ND1 ( . Hardly surprising. for any nite element vector eld L in ND+( . General Domains with Free Boundary Values We start with an IR3 that meets the requirements of Assumption 2. L. T1. Proof. 5 5.18 on page 99. On a sequence of meshes T0 . provided that only natural boundary conditions are prescribed. : : : .4 should be available. : : : .6 on page 94.4 The General Case So far we know that an a( .4 The General Case 107 L X k=1 L we nally have a genuine decomposition of which satis es (2C52 + C 6C ?1 C50) kcurl Lk2 2 (C) : 5 L (5. TL. The procedure is inspired by the approach in 11] and helps to con rm the stability of the nodal splitting on any admissible domain. we are nished for convex domains. see remark 5. L (5. Section 3. TL onto the whole of C producing (dyadically . (At best. Then we get as main result. L 2 IN as in Section 2.16 on page 17. k = 0. which is equivalent to Theorem 4. the proof involves a journey from to C and back.23) kcurl 0 L2 (C) + k2 h?2k 0k k2 2 (C) k L Eventually. : : : . From there it is still a long way to go to cope with Dirichlet boundary conditions on parts of ? and they have de ed all attempts to cover them in a proof.5. So we have to put up with a rough outline of a potential approach.48 on page 44.) Porting Lemma 5. is supposed to lie in the interior of the unit cube C.18 on page 99 to general domains relies on the extension Theorem 2.21 (Stability of nodal splitting for free boundary values) In the setting just outlined.24) with C44 = 6C 6C ?1C50 . ){stable splitting can be constructed if the domain is the unit cube. Tk ). This is exactly the assertion of Lemma 5. Without loss of generality. is stable in the sense that kcurl Q0 L L2 (C) + k2 L X k=1 h?2 k(Qk ? Qk?1) k 2 L kL2 (C) kcurl Lk2 2 (C) : L with constants just depending on the shape regularity of T0 and . To prepare the trip we have to grow meshes T0.

Applying Theorem 2. 11]) suggests that massive technical di culties might lurk behind Dirichlet boundary values. They turned out to be impossible to overcome for the author. Then the journey covers the following important stations: (1) We start with a L 2 ND+( .whose components are denoted by k . Obviously property (5. (3) The last step is almost trivial after all relevant techniques have been introduced in Section 5. Spaces of vector elds whose trace on the Dirichlet boundary parts vanishes will be labeled by a subscript @ .0(C.0 (C.25) to yields a decomposition of a 0 2 ND ( . T ) with curl 0 = curl . With the requirements on as above.26) remains valid for the 1 L L L restricted splitting. T1 .48 0 e e e e on page 44 we arrive at a v L 2 RT 0. : : : . TL).108 5 Stable Splitting of Stream Functions e e e re ned) triangulations T0. This can be done in many ways. Yet we are going to outline a tentative approach to Dirichlet boundary values in order to illustrate the di culties and to point out which gaps still need to be bridged.25) e with f 2 ND1.36 on page 31 in the opposite direction gives us a eL 2 e f ND+.18 on page 99 we can nd curl{free corrections of the k such that their sum exactly equals L and kcurl 0 L2 ( ) + k2 L X k=1 h?2k k k2 2 ( k L ) kcurl Lk2 2 ( ) : L Again.3: Restricting the components of (5. TL).18 on page 99 we showed the existence of L X k=0 f =: e0L k kcurl e0LkL2(C) 2 (5. where free boundary values are admitted. 0 (2) Now we face the task of nding a decomposition on C and realize that we have already mastered it in the previous section. Tk ). Employing the extension operator of Corollary 2.36 on page 31 its curl 1 is a vector eld in vL 2 RT 0 ( . curl eL = curl eL and k 0 kcurl e 0 k2 L2 (C) + L X k=1 h2 k e k kL2 (C) k kcurl L k2 2( ) : L (5. General Boundary Conditions Experience with multilevel theory for H 1{elliptic variationl problems (cf. TL of C. TL) such that v Lj = vL and kvLkL2 (C) 0 kvL kL2( ) . we refer to 92] on how to complete the proof. There in Lemma 5. According to Theorem 2. we assume a partition of ? into several Dirichlet parts ?Di m 1 i ND and a remainder ?N . . preserving shape regularity in the process.0(C. Like in the proof of Lemma 5. TL) with curl eL = vL.26) The nal estimate is justi ed by the properties of the extension operator.

'k 2 S1 (?.22 We can nd a constant C > 0 not depending on L such that for any 0 + L 2 ND1.27) is the precarious one. @ h L j? where curl@ denotes the 2D vector{curl operator.35 on page 30 0 L 2 for a h 2 S1 ( . TLj?) such that 0 n = curl ' . the curl of L alone determines 0L.27) would be to examine decompositions of nite element functions on the boundary. TL j? ) 0 4k j'k j2 1=2 (?) H for a multilevel decomposition 'h = k 'k . We are still at a loss about a rigorous proof and are forced to put forth an assumption: Assumption 5. To catch a glimpse of what it boils down to. TL ) .21 on page 107 L := L ? L . Our choice of 0L is is well motivated. L (5. but which does not necessarily satisfy the boundary conditions. we require 0L 2 ND+( .@ ( . 0L possesses a decomposition according to Theorem 5. Severe complications arise because the results of the previous section only provide the desired nodal splitting for a 0L 2 ND1( .0( . For grad h 2. Now we nd that (5. h 2 S1 ( .Tk ) k=0 k 0 X kcurl L k2 2( ) : L (5. Further. curl 0L = curl 3. TL ) with the following properties 1.27) Remark 5. TL). In a rst and essential step we need to make sure that the curl{free \distortion" L ? 0L can be absorbed by the components of the decomposition of 0L. Moreover. TL ) we have L Pk inf= h 4k kgrad k k2 2( ) L k 2S1 ( . TL). This means that there exists a 2D nite element function 'h 2 S1 (?. TL ) whose curl agrees with that of L .23 The third requirement (5. The equivalence can be easily established using harmonic extensions of the scalar functions 'k 2 H 1=2 (?) into the interior of . we infer from curl RT 00.27) is equivalent to L X k=0 nj? = grad h nj? 2 RT 0 (?. for the sake of simplicity. TL) and Lemma 2. Two major hurdles have to be overcome: P kcurl Lk2 2 ( ) . Its 1 components must not cover basis functions on Dirichlet boundary parts. curl = curl n L o : L Evidently.28) .@ ( . because 0L is uniquely characterized as the solution of the minimization problem inf k kL2( ) . So one way to prove (5. Tk j?).4 The General Case 109 We start with a L 2 ND+. 1 set ?D = ?. 2 ND1( . TL ) there is a L 2 ND1 ( . TL) for which we seek a stable nodal decomposition.5.

Tn) by simply canceling basis functions on Dirichlet boundary 1 e( n) = ( 0 e ( 0n ) if e 6 ?D if e ?D (5. K j?D ) we have kvk k2 2 (?D ) L X 0 2 RT.29). Usually an estimate like (5. We combine it with a similar result for Raviart{Thomas spaces in 2D (cf. 0 n L: Now de ne parts: n 2 ND0. that the components 0k usually fail to comply with the boundary conditions. p. The proof draws on the approach employed to establish Corollary 3 in 91]. Proof. we set 0 n := n X k=0 0 k.@ ( . whose signi cance for multilevel nite element theory has been realized by P.Tk j?D ?D (vk )2 : (5. 33) for the canonical bases of Nedelec's spaces.110 5 Stable Splitting of Stream Functions We have to relate the norm kcurl LkL2( ) to some norm of 'h.@ ( . however. we see that L X k=0 (Qk ? Qk?1) 0l + grad | {z =: 0k k }= L provides a decomposition of L that satis es L X k=0 kcurl 0 k2 2 0 L( )+ 4k k 0k k2 2 ( L ) kcurl Lk2 2 ( ) : L (5. we can wrench the components into the desired shape: Theorem 5.29) Note.1 in 71]): For vk 2 RT 0(?D . By means of a procedure.@ ( .31) . Tk ) such that 1 kcurl 0 L2 ( ) + L 2 ND+. a kind smoothness 'h lacks.22 we can nd for every decomposition into components k 2 ND0. Accepting Assumption 5.24 Under the assumption 5. Starting with a decomposition like (5.30) Next we make use of the stability estimate (2. preceding page) requires the function to be decomposed to belong to H 3=2(?). TL) a 1 k2 L X k=1 L 4k k k k2 2( L ) kcurl Lk2 2( ) . L with constants independent of both and L.50.22 for the time being. Lemma 2. Oswald in 91].28.

33) Besides. Tk ) by ( k n now yield the desired components for k = 0 for k 2 f1. : : : . By the Cauchy{Schwarz inequality it is plain to see that for 0 n < L L X k=n+1 2k=2k 0k kL2 ( ) 2?n(1=2?") L X k=n+1 L X k=n+1 22k(1?")k 0k k2 2 ( L !1=2 ) : Thus we end up with k n ? 0nkL2( ) 2?n(1?") 22k(1?")k 0k k2 2 ( L !1=2 ) (5.31) and (2.35 on page 30.@ ( .32) k for any small " > 0. according to Lemma 2.32) pays o : 4k k 0k ? k k2 2( ) L X X ! X i=2 k=1 i=k+1 i?1 4k" 4k" 4i(1?") k 0ik2 2 ( L ) ) ) 4i(1?") k 0ik2 2 ( L 4ik 0i k2 2( L ) kcurl Lk2 2( L .4 The General Case 111 Bear in mind that. we can estimate the di erence of both sums: k n ? 0nk2 2( L ) 2?n 2?n 2?n 2?n X e ?D ( e( 0n))2 L? k=0 n X 0! k 2?nk 0n nk2 2 (?D ) L n 2 L2 (?D ) L X k=n+1 L k 0 k nkL2 (?D ) ) !2 X k=n+1 2k=2k 0k kL2( !2 The last line was obtained by reversed application of the above{mentioned stability estimate (5. now the e ort spent on getting (5. 33).50. The partial sums ND01.5. p. Lg 0 0 2 := A careful examination reveals that k L X k=1 0 k ? k?1 = ( 0k ? k ) + ( k?1 ? k?1 ) ? k L X k=1 L i=2 L L X : (5. Then. since L nj?D = 0. the lowest order Raviart{Thomas spaces are the trace spaces of the simplest Nedelec spaces.

in the current setting.112 5 Stable Splitting of Stream Functions Now. It turns out that we can easily settle it relying on the results about the BPX{type nodal splitting. The obstacles remain the same: The decomposition obtained on the virtual uniform mesh sums up to a vector eld di erent from that we started from. as it founders in the quotient spaces we must switch to. a straightforward application of these devices is not possible.9 on page 81 the condition numbers achieved through hierarchical preconditioning grow only linearly as a function of L2 . p. ) 0 5. The issue of an analogue of Theorem 4. The main statement is that in situations where the nodal splitting (4.27. at any rate. in 11] and 20] relatively elementary techniques were devised to handle patchwise re nement. In this setting it seems all but impossible to get one pivotal estimate of the theory in 17].6).9 on page 81 for the hierarchical approach is still pending. p. For standard H 1{conforming nite elements quasi{interpolation operators from the theory of function spaces were needed in 37] to get stability estimates.26 The ideas of Bramble and Pasciak published in 17] help skirt tight regularity requirement in the case of H 1{elliptic problems.21. 109) is needed. In the H 1{elliptic standard case. but a tricky estimate similar to (5. Remark 5. . L2 ( ) kcurl kL2( ) 8 H ?(curl. Remark 5. Those are curl{free. they boil down to scraping the ne grid components of an initial decomposition obtained for uniform re nement in regions where no local re nement has taken place.33. Loosely speaking. We mean the estimate curl Q? k for the L2 {orthogonal projection Q? : L2( ) 7! ND?. since they do not preserve the kernel of the curl{operator. TL) as an alternative to the BPX-type splitting.0( . a straightforward application of the triangle inequality to (5. p. General adaptive re nement is even harder to deal with.13. preceding page) nishes the proof. This is daunting news for the intricate situation we are faced with. since for H 1{elliptic problems hierarchical preconditioners fail to curb the exponential growth of condition numbers in three dimensions (see 90]). Unfortunately.5 Hierarchical Basis Decomposition In Section 4. In particular this vector eld has ne grid components also outside the locally re ned areas. Theorem 3. Tk ). Even the result needed 1 k by Bramble and Pasciak. For our purposes this approach leads nowhere.24 on page 110. namely the H 1{stability of the L2 {orthogonal projection onto nite element spaces. This is surprisingly good news. 75) of the nite element space ND1 ( . is hard to obtain (compare 114]. 73) is optimal in the sense of Theorem 4. The policy resembles that in our treatment of boundary conditions in the proof of Theorem 5.2 we proposed the hierarchical decomposition (4. The authors manage to show uniform stability of the nodal BPX{type splitting of standard H 1{conforming nite element spaces assuming a scant H 1+"{regularity of the underlying problem.25 Coping with an adaptive setting in the framework of the existing theory seems even more out of reach than general boundary conditions.

A similar proof for conventional H 1 ( ){conforming nite element spaces has been given by P.39 on page 34.35) crucially enters the following estimates. Oswald in 93]. Proof. Observing that ND1 ? ND1 .35) with C 5 > 0 from (2. L?1 X l=0 h?2 k ~ l l k2 L2 ( ) L?1 X L?1 X l=0 l=0 2l 2l X 2 NDl1 .T0 L L2 ( 2 )+ 2 L X k=1 4k L ND1 ? ND1 .21 on page 107. (5.5 Hierarchical Basis Decomposition 113 L Theorem 5.5. It states that for 0 l < k L j ( )j2 C 5 hl h?2 k k2 2( k L ) 8 2 ND1( .39 on page 34.Tk . Tk ) we arrive at L X ! ND1 k ? .42 on page 38.58.T (5. 38) only depending on the shape regularity of the initial mesh.Tk?1 L L2 ( ) 2 L2 kcurl Lk2 2( L ) with a constant independent of and L.T ) ( k) 2 L?1 L XX 2 NDl1 .Tl?1 L = l+ ND1 | .34) from Theorem 5.Tl . the proof follows the same policy as that of Lemma 2. In this sense we start with the multilevel splitting L = Q0 L + L X k=1 (Qk ? Qk?1) k L := L X k=0 k (5. .Tl L X ! 2 ND1( . 38) during the proof of Theorem 2. In principle.27 (Stability estimate for ND1 hierarchical basis) For any ND+( . 8 2 NDl 1 . p.Tl?1 k : k=l {z } } | k {z=l+1 ~l ~ l?1 Now we are reusing a nding obtained as estimate (2. p.58. Tk ). The other tricks resorted to have already been explained in the proof of Lemma 2. TL) we have the estimate 1 curl ND1 .T j (~ l )j2 (L ? l ? 1) L?1 X L X l=0 2l L X X X 2 NDl1 k=l+1 .T k=l+1 2?l 4k k k k2 2( L ) ) X k=1 l=0 k=l+1 L 4k L2 k 4k (L ? l ? 1)k k k2 2 ( L 2 k kL2 ( ) L2 kcurl Lk2 2 ( L The remainder of the proof then boils down to applying the triangle inequality.

Next. the very same techniques from 11] govern the proof in this case.4. T0) + L 21 XX l=1 k=1 Span l k : (5. According to Lemma 4.bd e } |2T~ {z k k e( i ) e =: i. : : : .28 (Strengthened Cauchy{Schwarz inequality for ND1 splitting) For 0 k. As ~ ~ ~ in the proof of Lemma 4.12 on page 82 the canonical basis functions of ND1 ( .int } m k Since k i. So no loss of quality is encountered when switching from the nodal decomposition to ND1( . l21 such that the supports of the basis functions in any set are mutually disjoint.int . for the sake of completeness. As in Section 4. TL) = ND1( .4 we single out a T 2 Tm .6 Proof of Uniform Upper Bound The previous sections were devoted to the proof of Theorem 4. Yet. Green's formula (2. curl )L2 ( ) .37) = const:. we outline the proof. Therefore we are also going to answer the question how the largest eigenvalue behaves if the nodal decomposition is used as the basis of an additive preconditioner for the bilinear form (curl .int nj@ T = 0. Again the rst step involves \condensing" the one{dimensional subspaces into a few larger units.4.14 on page 84 the boundary zone ? comprises all elements T ~. We are at liberty to assume k > m. A terse answer could solely cite Section 4.9 on page 81. Indeed.36) satisfy a strengthened Cauchy{Schwarz inequality: Lemma 5. Tl ) can be divided into 21 sets l1. 9) makes curl i. p. By elementary geometrical considerations we see on level k that touch the surface of T that ? ~ j?j 2m?k+1 jT j : Since curl m j jT ~ (5. arguments similar to those in the proof of Lemma 4.14 on .114 5 Stable Splitting of Stream Functions 5. ~ distinguish between an internal and a boundary part of k with respect to T : i k ~ i jT = X e |2@T~ {z k k e( i ) e + X =: i. in light of applications beyond the augmented Lagrangian method it appears worth while to make the treatment of the nodal splitting of the lowest order Nedelec space self{contained. curl i k i L2 ( ) 1 p 2 r !jk?mj 1 2 curl k i L2 ( ) curl k i L2 ( ) : ~ Proof. j L2 (T ) vanish. Yet.36) The components of (5. Then holds j j i i ?curl k. m L pick arbitrary k 2 Span k and m 2 Span m .

curl i m j L2 (T ) ~ ? s curl j?j curl ~ jT j k . summing up over all eligible T 2 Tm and.5.bd ~ m k i. curl m j L2 (T ) i.2 on page 70 can be used to get 21( 2 + 1)=(1 ? 1 2) 2 as an upper bound on the largest eigenvalue .37).6 Proof of Uniform Upper Bound 115 = curl page 84 help establish ?curl k. . the Cauchy{Schwarz inequality nishes the proof.bd L2 (?) curl j L2 (?) k ~ i L2 (T ) curl m ~ j L2 (T ) ~ Plugging in (5. nally. p p Then the formula from Lemma 4.

From a mathematical point of view they are discussed in 54.Kapitel 6 Further Applications The physical background of many problems from uid mechanics and electromagnetic theory strongly suggests the use of curl{conforming nite element spaces to discretize vector elds. 6. The usual boundary conditions = 0 model the situation where the uid sticks to the walls of the container.2) = 0 on @ : Another meaningful choice is h . After suitable scaling they amount to the following system of partial di erential equations 106]: ? + grad = f in (6.3. ni = 0 on @ (6.3) curl n = 0 on @ : 116 . We examine a few of those problems and study how the nodal multilevel decomposition of Nedelec's nite element spaces investigated before can yield an e cient preconditioner in the framework of a preconditioned conjugate gradients method for semide nite systems. Yet. The rst set of (homogeneous) boundary conditions.1 Stokes Equations with Non{standard Boundary Conditions The steady state ow of an incompressible highly viscous uid is described by the linear Stokes equations. other boundary conditions are also conceivable. The results also complete the discussion of the direct elimination approach in Section 3.1) div = 0 in The vector eld represents the velocity of the uid and the scalar quantity stands for the pressure. so{called no{slip conditions. 55]. The constant 2 IR+ is a measure for the viscosity of the uid. reads n = 0 on @ (6.

6.2 Computation of Vector Potentials


Equipped with these boundary conditions the Stokes problem (6.1) can be cast into a variational formulation. Using the identity = grad div ? curlcurl for smooth vector elds we immediately deduce the proper variational problem associated with the boundary value problem (6.1) and (6.2) (compare Remark 2.2 in 55] and Section 3.3 in 87]): Seek 2 H ?(curl; ) such that 0 (curl ; curl )L2 ( ) = (f ; )L2 ( ) 8 2 H ?(curl; ) : (6.4) 0 Seek 2 H01( ) such that (grad ; grad ')L2 ( ) = (f ; grad ')L2( ) 8' 2 H01( ) : (6.5) The boundary conditions (6.3) can be accommodated by the variational problem (compare Remark 2.3 in 55]): Seek 2 H ?(curl; ) such that (curl ; curl )L2( ) = (f ; )L2 ( ) 8 2 H ?(curl; ) : (6.6) Seek 2 H 1( )=IR such that (grad ; grad ')L2 ( ) = (f ; grad ')L2(

8' 2 H 1( )=IR


We observe that each variational formulation decouples into a system for the velocity and a Poisson equation for the pressure. Thus we can conclude from the respective Friedrichs inequalities (Theorem 1.5 in 14] and (5.9, p. 96)) that a unique solution exists. Also note that the incompressibility condition div = 0, which arises from the conservation of mass, has been incorporated into the spaces over which the variational problems (6.4) and (6.6) for the velocity are posed. Recalling the de nition (5.8, p. 95) of H ?(curl; ), we notice that the divergence{free condition is now only enforced in a weak sense. The nite element approximation for the pressure is clear; any standard H 1( ){ conforming scheme will do, for instance the space S1 ( ; Th) of piecewise linear, continuous nite element functions over the mesh Th equipped with suitable boundary conditions. The variational problems (6.4) and (6.6) stipulate the use of curl{conforming nite element spaces to approximate the velocity. Also the boundary conditions (6.2) can easily be taken into account in Nedelec spaces. Yet, for H ?(curl; ) no practical nite element subspaces are available, as was discussed in Remarks 5.12 on page 96 and 5.14 on page 97. Nevertheless, in 55] the spaces ND+( ; Th) were suggested as a preliminary choice. How 1 to overcome the problem that those are not readily available is investigated in the next but one section.

6.2 Computation of Vector Potentials
The most fundamental laws of electromagnetic theory can be condensed into a small number of coupled rst order partial di erential equations, the famous Maxwell equations.


6 Further Applications

They are the key to a quantitative investigation of a vast array of physical phenomena. Owing to their very general nature, Maxwell's equations may be considerably simpli ed in special situations: prominent are stationary problems where they spawn elliptic boundary value problems. All kinds of vector elds and di erential operators are present in Maxwell's equations and their special versions. So the nite element spaces introduced in Chapter 2 are needed for proper discretization (see 13] for a discussion). Indeed, it was an applications to Maxwell's equations which prompted Nedelec to develop the NDk {spaces (see 87], Section 5). In this eld of scienti c computing these spaces have attracted attention ever since; For example, Kikuchi 74] and Monk 82{84] explored Nedelec's elements for the spatial discretization of time{dependent problems. We are concerned with a stationary problem from magnetostatics. Imagine a cavity IR3 lled with a conducting material with magnetic permeability . A stationary current j is assumed to ow in generating a magnetic eld h according to Faraday's law. From Maxwell's equations we learn that div j = 0 and that h must ful ll the following (scaled) equations: div

curl h = j

= 0

in in


The equations can be supplemented by boundary conditions in various ways: If the cavity is entirely wrapped in a superconducting coating, we get

hh; ni = 0 on @ :
Alternatively, an ferromagnetic material outside leads to
h n = 0 on @ :

(6.9) (6.10)

According to Theorems 2.8 on page 9 and 2.10 on page 10, h can be expressed as the curl of a vector potential for simply connected domains . Uniqueness of can be ensured by means of a gauge condition; we resort to the usual Coulomb gauge div = 0. This converts (6.8) into

curlcurl = j
div and the boundary conditions (6.9) reappear as

= 0

in in ;


n = 0 on @ ;

whereas (6.10) is expressed by

h ; ni = 0 and curl

n = 0 on @ :

We refer to Green's formula (2.4, p. 9) when claiming that the variational formulation of (6.11) exactly agrees with the problems (6.4, preceding page) and (6.6, page before) of the

6.3 Multilevel Preconditioned Iterative Scheme


previous section. So again, a discretization by means of ND1 {elements is fairly natural (cf. 43]). Once the issue of discretization is settled, we have to devise an e cient way to solve the resulting sparse linear system of equations. In 85] Monk and Zhang presented a multigrid method for the computation of the vector potential in two dimensions. Their method is based on regularization and rephrases (6.4, p. 117) as a problem set in the whole of H (curl; ). The altered problem is shown to sport discrete H 1 {ellipticity. Convergence of a multigrid scheme with non{inherited quadratic forms can then be proved on uniform grids. A multilevel method employing the direct elimination of the constraint curl h = j was proposed by Hoppe and the author in 69]. It resembles the approach discussed in Section 3.3 in that two stages are involved, a direct computation providing an intermediate h with curl h = j and a subsequent iteration making sure that nally div h = 0. The shortcoming of this method is that no information about the vector potential is gained. However, in electromagnetic applications it is sometimes desirable to approximate itself. The next section is partly devoted to this goal.

6.3 Multilevel Preconditioned Iterative Scheme
In the previous sections we encountered the general problem (stated from homogeneous boundary conditions) Find h 2 ND+;0 ( ; Th) such that 1 (curl h; curl h)L2( ) = (f ; h)L2 (

8 h 2 ND+;0( ; Th) ; 1


where f 2 L2( ) was a given vector eld. Problems of this type occurred both with homogeneous boundary values in (6.4, p. 117) and free boundary values (6.6, p. 117). Please note that it does not matter whether f is solenoidal or not, because the L2 {inner product with a vector eld of ND+;0( ; Th) weeds out non{solenoidal components. More 1 precisely, there is always a ' 2 H01( ) such that f + grad ' 2 H 0 (div; ). On the other hand, f can always be replaced by a divergence{free vector eld. This is what we are assuming now. A similar problem surfaced during the discussion of the direct elimination of constraints in Section 3.3. As the second stage of the method we confronted the variational problem Seek h 2 ND1( ; Th) such that

?D?1 curl ; curl h

h L2 ( )

= '0 ( h ) 8


ND1( ; Th) ;


where the linear form '0 2 H (curl; )0 had the special property that it vanished for all curl{free arguments. For the analysis below we discard the matrix D?1, which is possible thanks to (3.2, p. 46). The problems (6.12) and (6.13) raise several issues, among them:

V 0h designates the dual space of V h and h . curl h = 0g. 8 h 2 V 0 h 0 : 2 V h.0( . Th). but h. This forces us to return to a full saddle point problem by augmenting (6. preceding page) reads: Seek 2 V h such that with '0h 2 V ?. hiV 0 V = (curl h.120 6 Further Applications The spaces ND+. Th) or Vh := ND1. ) inner product.12. grad 'h)L2 ( ) = 0 8'h 2 S1 ( . preceding page) by the linear constraint which characterizes ND+. 8 h 2 V h 8 h 2 Vh : Elements of the dual space | continuous linear forms | are distinguished by a prime. since 1 no convenient. curl h)L2 ( ) hA h. which is denoted by ( . basis is available. We aim at a common abstract treatment of both problems (6. hiV 0 V = h'0h. )V . ( h. (6. With respect to this pair of spaces A?1 h h h makes sense. Further. Th) and consider these as Hilbert spaces equipped with the H (curl. since the treatment in function spaces is rewarded with enhanced succinctness.12. which provides the desired divergence{free correction in the direct elimination context. iV 0 V h the related duality pairing. Th) are elusive from an implementational point of view.13. preceding page) and (6. h 0h.0( . 1 When plugging in a nite element basis. hiV 0 V 8 h 2 V h . h hA h. Then an abstract version of (6. page before). will be unique. Th) .13. that is well localized. A is selfadjoint and positive semide nite with kernel N (A) = V 0 and range h R(A) = V ?. will not. page before) will result in a positive semide nite linear system with consistent right hand side. A few concise notations may be introduced also for this purpose: We are writing Vh := ND1( . (6.0( . the problem (6. we are using the abbreviations ( h.14) V? h + Vh := := h h 0 2 V 0h. It must be pointed out that this time we depart from the matrix point of view preferred in Chapter 3.13. which is the quantity actually computed. The solution for curl h. we are setting V 0 := f h 2 V h. The operator A : V h 7! V 0h is de ned by Obviously. h)V = 0.15) Preconditioned Conjugate Gradient Method The following considerations are based upon a central assumption: . hiV 0 V = 0. and A : V + 7! V ? is a bijection. Following convention.

This assumption always holds true for ND+( . 2 2 . A?1 0 0 0 0 0 C 53 h h h V V h h V V C 53 h h . The analysis is more involved for the preconditioned conjugate gradient method. we assume the existence of a nodal BPX{type decomposition for any 2 V + . In detail. since for free boundary values it is 1 equivalent to the assertion of Theorem 5. x4) applied to (6.T 0 2 .T 1 .Tl . iV0 V + ++ + 0 := C h . with the coe cients obtained as a solution of the following singular and consistent linear system: ? 0 ~ := ( ) = A 1 . In this case the iteration essentially carries on in the orthogonal complement of the kernel of the operator. C h iV 0 V 8 h 2 V h . The PCG method (according to 14]. We use it to get a modi ed preconditioner C + : V 0 7! V by simply dropping the V 0 {contributions: L X X X h 0h.21 on page 107 and Lemma 5.6. C h 0 h hA .3 Multilevel Preconditioned Iterative Scheme 121 Assumption 6. Recalling the message of Lemmata 4. iV 0 V 2 ND01 .1 means that the BPX{type preconditioner C . semide nite and consistent linear systems.C 0 i 0 0 .T0 2 .15) is sketched in Figure 6. iV 0 V ND1 l=1 where A] is the pseudo{inverse and P0 denotes an A{orthogonal projection onto V +(T0). but not on the number of re nement levels.16) where the constants C 53 and C 53 depend only on and T0. This means that X P0 A] 0h = .1 on page 89.2 on page 70. Th).Tl 2 ND01 . because the preconditioner might mingle components in the kernel and its orthogonal complement. For vector elds in ND+. Th) a stable splitting was shown to exist if guarantees the 1 extra regularity stated in Theorem 5.0 ( . Assumption 6.1 Given the multilevel setting in which the results of Chapter 5 have been obtained.1. C has to be evaluated according to L 0 0 := P A] 0 + X X h h .T Now we devise a fast iterative method to determine a solution of (6.28 on page 114. IV. 2 V 0 V ] ND1 h h . ND1 ND1 hA .15) based on a multilevel preconditioned conjugate gradient (PCG) scheme. Recall the little advertised fact that the ordinary conjugate gradient method works well with symmetric. To simplify the analysis we introduce the orthogonal splitting = 0 + + . h which is A{stable uniformly with respect to the depth of re nement. + 2 V+ h of the canonical basis functions. 0 2 V0 .1 on page 70 and 4. iV 0 V 8 0 2 V 0h . (6. V 0h 7! V in Nedelec spaces is spectrally equivalent to A?1 restricted to V ?: h ? 0 . iV 0 V l=1 2 .

Implementing h h the PCG method with this (hypothetical) preconditioner results in a method. So the iterations can be restricted h to V + and then be viewed as a conventional PCG scheme for s. In the end. All the h classical convergence estimates are then at our disposal. operators.p. h .17) with := ( ? 1)=( + 1). where the iterates k stay in V +. : : : := k + k k 0 := 0 + A k k+1 k k+1 h 0k .1: Preconditioned conjugate gradient method for linear problem A = '0 with preconditioner C and tolerance > 0. we get a preconditioner C + : V ? 7! V +. A thorough inspection of the PCG algorithm in Figure 6. k iV 0 V k+1 := ? k+1 + k k Abbildung 6. it is h safe to replace by + in the expressions de ning the scalar factors. Theorem 3. 1.122 Initial guess: 0 0 := A ? '0 0 0 0 0 := C 0 0=? 0 6 Further Applications for k = 0.d.1 con rms that the residuals 0k actually belong to V ?. k iV 0 V k if k 0k kL2( ) < h1=2 stop k+1 if h 0k .7) k k ? kA 2 k k 0 ? kA . p p (6. most prominently ( 14]. k iV 0 V k := hA k . if C + is used as a preconditioner in this PCG method. provided this held true for 0 . So. k iV 0 V < stop := C 0k+1 0 . k+1 0 k+1 V V k := h 0k . which avoids \pollution" from V 0. the generalized spectral condition number of C +A and the solution of A = '0 in V +. 2.

121) remains valid for C + as well. the h A{seminorm of the error can be expressed by k h ? hkA = k 0hkA?1 . curl h)L2 ( ) h h kA hkV 0 = sup hA k. makes sense with respect to the desired reduction of the A{seminorm of the error. where 0h := '0h ? A h is the residual.17) h h remains intact also for the preconditioner C . as we can only monitor computationally available quantities to get an idea of the size of the error. h iV 0 V khA + kA h kV 0 k 0hkV 0 0h 2V ? h 2V h h q 2 h 0h. hiV 0 V 1 + C41 sup+ 41 41 + C41 q kcurl hkL2 ( 2 1 + C41k 0hkL2( ) . which relies on the L2 {norm of the residual. if h is a solution of A = '0h 2 V ?. One might wonder. Then we use Lemma 5. Unfortunately C + is merely a theoretical device.11 on page 96 kcurl hkL2( independent of the depth of re nement. p.3 Multilevel Preconditioned Iterative Scheme 123 Note that the V 0 {components are irrelevant for the A{seminorm to understand that the spectral equivalence (6. A hiV 0 V = sup h h .16. To detect this condition is a murky issue.1. First observe that. So the estimate (6. h 2V h ) h 2V h k hkL2 ( ) since according to Lemma 5. one realizes that replacing C + by C does not a ect the V +{components of the iterates. as the L2( ){orthogonal h projection of C 0h onto V + agrees with C + 0h for any 0h 2 V ?. The two stopping criteria usually employed are given in Figure 6. hiV 0 V C q1 + C 2 sup h 0h. ) ? C411k hkL2( ) with C41 . kiV 0 V = sup+ q 2 h h V h 2V h k hkL2 ( ) + kcurl hk2 2 ( ) h 2V h L 1 1 h. since the functions + are both purely localized and hard to compute. However. Consequently C 53 + C 53 which gives a rate of convergence not zzling out on ner meshes. This is obvious. They need to be reexamined in the semide nite case.1.11 on page 96 to derive (curl . and thus not eligible for a practical preconditioner.6. p1 + C 2 sup+ (curlcurlcurl 2h)L2( ) = p1 + C 2 kcurl hkL2( ) : k h kL ( ) 41 h 2V h 41 This enables us to estimate 0 0 ?1 0 0 k ?1 = sup h h . p p C 53 ? C 53 p p Termination criteria We should bail out of the iteration when the error has become su ciently small. whether the \left" termination criterion in Figure 6. looking at the details of the PCG algorithm.

a similar reduction of the error in the A{seminorm. also guarantees. Bornemann in 9]. as a mere upper bound is employed. k iV 0 V can easily be obtained as the Euclidean inner product of the coe cient vectors ~ 0k and ~ k as explained above. 119).Th is the canonical dual basis of V 0h. k iV 0 V : 53 53 The numbers h 0k . hiV 0 V = C ?1h?1=2 j~ 0 j . how the norm k 0k kL2 ( ) can be computed: Consider the representation 0 . We could wind up with far too many iterations compared to what is actually needed. because now we are really interested in . p. at least. This yields a solution ~h with correct curl. Finally we should answer the question. 5. By the usual arguments based on the estimate (6.12.124 6 Further Applications The lesson of all of this is that quitting the iteration once a su cient reduction of the L2 { norm of the residual is achieved. hiV 0 V ) = sup k k 2 h L( ) h 2V h C ?1 h 0k . p. p. 119) in the unconstrained space V h by the preconditioned conjugate gradient method outlined above.12. Solve the variational problem (6. Note that only the V +{components of h ? 0 k enter the termination criterion. Ch. In the presence of an optimal preconditioner C the second criterion (the right branch in Figure 6.T h 0h. An immediate consequence of (6. . the application of the curl{operator will suppress any spurious V 0 { h components introduced by the preconditioner. In a sense. k iV 0 V = C ?1 h 0k . Two approaches are conceivable: Separate iterations: 1.1 on page 122) is superior.17.16. p. 122) the optimality of the iterative scheme can be con rmed. which fails to meet the constraint (6. 120). 0 = X h where f 0 g 2 0k ND1 . Two{stage Computation of Vector Potential For what is needed in the context of direct elimination of constraints our method is fully satisfactory. but not e cient. 121) is h 0h. Setting ~ 0h := ( ) we nd 2 NDh1 . A] 0 k k V 0 V = k k ? kA C ?1 h 0k . C 0k iV 0 V 53 53 0 . p. as observed by F. k k L2 ( sup 5 h 1=2 h 2V h C 5 hL j ~ h j where h is the meshwidth of the nest mesh TL. C 0k iV 0 V = C ?1 h 0k . the termination threshold is reliable.14. because we have k 2 V h under any circumstances. however. It is not as simple as that with respect to problem (6. The rightmost quantity j~ 0hj is readily at hand as it is the coe cients that are actually handled in a computer code.

Joint iterations: A viable alternative consists in intertwining the two solution processes. 119).12. A rash conclusion would claim that the combination of two fast methods | this is what the proposed schemes basically are | should perform as well as either does. Use the vector eld prolongated from the next coarser mesh as initial guess.0( . p.12.0 ( . If it becomes larger as ner and ner meshes . Then the other iteration would face a huge initial error forcing a large number of iterations.3 Multilevel Preconditioned Iterative Scheme 125 h 2. grad 'h)L2 ( ) = ? ~h. Satisfy the gauge condition by adding a curl{free correction grad h. 119) on T0 taking into account the linear constraint (6. So far we cannot gure out the size of this spurious V 0h{components at the end of the PCG stage. 120). Carry out a small number of mutlilevel preconditioned PCG steps on level l to reduce the error in the V +{components h by a prescribed factor. Determine a curl{free correction by solving (6.18) approximately on level l by means of a few multigrid/multilevel PCG sweeps with initial guess 0. Th) : (6. The structure of the algorithm is depicted in Figure 6. grad 'h L2 ( ) has 8'h 2 S1. p. Abbildung 6. advancing to ner grids in a single enveloping nested iteration.18) This amounts to solving standard discrete second order boundary value problem for which we can select among a wide range of optimal iterative solvers. Th ) such that (grad h.14. where to be determined as the solution of Seek h 2 S1. p. Solve the variational problem (6. For l = 1 to L do Prolongate the solution from level l ? 1 to level l.6. But the argument is leaky: Note that in the course of the PCG cycles the V 0 {contributions of h the preconditioner might pile up.2.2: Joint iteration method to solve (6.

126 6 Further Applications are visited. the second iteration will take longer and longer to get rid of them. The overall e ciency would greatly su er. the contributions of repeated PCG runs might well cancel. . This cannot replace a rigorous estimate. of course. So far this is merely an optimistic assessment. but we consider this an extremely hard problem. Nevertheless the growth of the spurious components is not inevitable. which must be con rmed through empirical explorations.

of their common features and interrelationships could be gained by linking them to di erential forms. Under the same conditions. The following major results could be achieved in this thesis: A new understanding of the H (curl. As the core result (Theorem 5. estimate for the hierarchical basis decomposition (Theorem 5. The extension result of Theorem 2. we must acknowledge the failure to settle several issues. We have pointed out how the results o er a way for the fast multilevel computation of vector potentials. but probably sharp. ){conforming nite element spaces. In Chapter 4 the ideas of Vassilevski and Wang have been adapted to the three{ dimensional case and the relationship with hierarchical decompositions has been explored. Furthermore. During the investigations much care was devoted to a thorough analysis of the nite element spaces the discretization of the variational problems relied upon. Yet. a weaker.Kapitel 7 Conclusion The current work is part of the e ort to close the gap between theory and algorithmic developments in the eld of multilevel methods for dual variational problems in 3D. In Chapter 3 we carefully examined how the augmented Lagrangian method can be used to control the spectral properties of a saddle point problem.27 on page 112) has been obtained.21 on page 107) we could give a rigorous proof of the asymptotic stability of the nodal decomposition of lowest order Nedelec spaces in the case of regular re nement and free boundary values. ){ and H (div. These are 127 . some attention has been paid to algorithmic and implementational aspects in order to establish optimal computational performance of the multilevel preconditioners and multigrid methods.47 on page 43 has not been | as far as the author knows | discovered earlier.

I have had to leave many an interesting problem to future research. similar to the di culties faced with zero boundary values. and perhaps too ambitious. the stability of multilevel decompositions of Nedelec spaces if homogeneous boundary values are imposed. .128 7 Conclusion a complete proof of unisolvence of the general degrees of freedom presented in formula (2.45. Putting it bluntly. I have stopped halfway towards the initial. unruly contributions in the kernel of the curl{operator scuttle the techniques. whether and how our theoretical devices can cope with an adaptive setting created by local re nement. the question. 24). Classical multilevel theory for H 1( ){elliptic problems can handle the case of of patchwise re nement. the treatment of mixed boundary conditions and the proper characterization of the kernels of curl and div in this case. goal of developing a comprehensive theory of multilevel methods in Raviart{Thomas and Nedelec nite element spaces. Being short of time. but. p.

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