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BIT Numer Math (2011) 51:459–480

DOI 10.1007/s10543-010-0291-3
Theoretical analysis of numerical integration
in Galerkin meshless methods
Qinghui Zhang
Received: 12 May 2010 / Accepted: 6 October 2010 / Published online: 6 November 2010
© Springer Science + Business Media B.V. 2010
Abstract In this paper, we study effects of numerical integration on Galerkin mesh-
less methods for solving elliptic partial differential equations with Neumann bound-
ary conditions. The shape functions used in the meshless methods reproduce linear
polynomials. The numerical integration rules are required to satisfy the so-called zero
row sum condition of stiffness matrix, which is also used by Babuška et al. (Int. J. Nu-
mer. Methods Eng. 76:1434–1470, 2008). But the analysis presented there relies on
a certain property of the approximation space, which is difficult to verify. The analy-
sis in this paper does not require this property. Moreover, the Lagrange multiplier
technique was used to handle the pure Neumann condition. We have also identified
specific numerical schemes, diagonal elements correction and background mesh in-
tegration, that satisfy the zero row sum condition. The numerical experiments are
carried out to verify the theoretical results and test the accuracy of the algorithms.
Keywords Galerkin method · Meshless methods · Numerical integration · Zero row
sum · Convergence order · Background mesh integration
Mathematics Subject Classification (2000) 65N15 · 65N30 · 41A30
1 Introduction
A lot of work has been done on Meshless methods (MM) [4, 9, 23, 29, 32] since their
initial development in [10, 24, 31]. The aim of these methods is to reduce the bur-
Communicated by Ragnar Winther.
This research was partially supported by the China Scholarship Council through the State Scholarship
Program and the Natural Science Foundation of China under grants 11001282 and 11071264.
Q. Zhang ()
Department of Scientific Computing and Computer Applications, Sun Yat-sen University,
Guangzhou 510275, P.R. China
e-mail: zhangqh6@mail.sysu.edu.cn
460 Q. Zhang
den of mesh-generation in the mesh-based methods (e.g., the finite element method,
FEM), when applied to solve complicated engineering problems, e.g., the problems
with crack-propagation or with large deformation.
The cost of implementing MM is generally expensive, and many computational
issues have to be addressed with care. Numerical integration is one of these issues;
in fact, if numerical integration is not done carefully, MM may fail to simulate the
physical phenomena correctly. Even though various ideas have been proposed in the
engineering literature, for instance, background mesh integration [10, 20, 26], nodal
integration [8, 14, 15], partition of unity quadrature [12, 13], stress point integra-
tion [21, 22] and others [1, 2, 18, 19, 25, 28], the issue has not yet been completely
resolved.
In FEM, however, it is well known that quadrature is not so significant. In the
classic work by Ciarlet and Raviart [17] (see also [16] (Sect. 6)), it was shown that
the optimal order of convergence in the energy norm of the approximate solution, i.e.,
O(h
k
), is preserved if the quadrature rule integrates the polynomials of degree 2k −2
exactly, where h is the discretization parameter and k is the degree of the polynomials
on each element.
The analysis of quadrature in FEM depends on the mesh structure and the fact that
the shape functions are polynomials on each element. These properties, however, do
not hold in MM and thus the same analysis on the effects of numerical integration on
MM does not provide a meaningful information. To the best of our knowledge, only
a few recent references [6, 7, 33] in MM address the theoretical aspects of numerical
integration. In [6], the authors studied the effects of numerical integration on MM
in the context of solving the Neumann problem, where the shape functions repro-
duced the polynomials of degree k =1. They proposed a “zero row sum condition”
(of stiffness matrix) and showed that the order of convergence in the energy norm
of the approximate solution is O(h + η), where η is a small parameter represent-
ing the accuracy of the underlying numerical integration rules; the error decreases
as h → 0, provided the accuracy of the integration rules improves with decreasing
h, i.e., η decreases with smaller values of h. The effect of quadrature on MM with
shape functions that reproduce polynomials of degree k ≥1 was analyzed in [7, 33].
The numerical integration rule in these references was assumed to satisfy a discrete
Green’s formula, and it was established (under such rules) that the order of conver-
gence of the approximate solution in the energy norm is O(h
k
+ηh
k−1
). However,
the quadrature schemes satisfying the discrete Green’s formula led to non-symmetric
stiffness matrix. It was shown that the error may grow as h is refined, if the quadrature
rules do not satisfy the zero row sum condition or the discrete Green’s formula.
In the present paper, we consider the effect of numerical integration on MM with
the shape functions that reproduce polynomials of degree k =1, as was done in [6].
Our analysis improves the results in [6] in the following ways: (a) The analysis in [6]
depends on an assumption (Axiom 2 in [6]) on the approximation space that is diffi-
cult to verify. Our analysis in this paper does not require this assumption. (b) We have
addressed and analyzed numerical integration rules based on “background meshes”,
which was not addressed in [6]. These integration rules have been used in the en-
gineering literature, and to the best of our knowledge, were never analyzed before.
(c) We have used the Lagrange multiplier technique [7] to solve the Neumann prob-
Theoretical analysis of numerical integration in Galerkin meshless 461
lem, and do not need another axiom in [6] (Axiom 9 in [6] that ensured the compat-
ibility condition under numerical integration). In this work, we show that the energy
norm of the error is O(h+η), as was obtained shown in [6], but our analysis requires
less assumptions.
We organize the paper as follows: In Sect. 2 we introduce MM based on the
Lagrange multiplier for the pure Neumann boundary problem, and the associated
convergence results are reviewed. In Sect. 3 we propose the numerical integration
schemes for MM, present the conditions that the quadrature must satisfy, and prove
the unique solvability of the variational problem with numerical integration. Two
quadrature rules, satisfying the conditions in Sect. 3, are given in Sect. 4. The con-
vergence properties are analyzed in Sect. 5, where we also address the general Neu-
mann problem with the low order terms. Some numerical results are presented in
Sect. 6.
2 Model problems and meshless methods
In this section we present the model problems and the meshless methods. The associ-
ated results have been developed in [7, 33], and we only state them here; they will be
used in this paper. We begin with notations. Let N be the set of all positive integers.
For a domain D ⊂ R
d
, an integer m ∈ N ∪ {0}, and another element p ∈ N ∪ {∞},
we denote the usual Sobolev space by W
m,p
(D) with the norm ·
W
m,p
(D)
and the
semi-norm | · |
W
m,p
(D)
. We will only consider p = 2, ∞ in this paper. The Sobolev
space W
m,p
(D) will be denoted by H
m
(D) in the case p =2 and by L
p
(D) in the
case m=0. Likewise, for a hypersurface ∂D in R
d
, we will use the space L
p
(∂D)
with its norm ·
L
p
(∂D)
to represent the associated Sobolev spaces.
The Neumann problem we consider in the paper is as follows:
−u +θu = f, in ,
∂u
∂n
= g, on (2.1)
where ⊂ R
d
is a bounded domain in R
d
with the Lipschitz boundary ≡ ∂,
f ∈ L
2
(), g ∈ L
2
(),

∂n
is the exterior normal derivative to the boundary , and
θ =0 or 1.
We first consider the situation θ = 0, and the case θ = 1 will be addressed in
Sect. 5. For θ =0, f and g in (2.1) are assumed to satisfy a so-called compatibility
condition [11, 16]
_

f (x) dx +
_

g(s) ds =0. (2.2)
A conventional variational formulation to address this situation is given by
Find u ∈ H
1
() such that
B(u, v) =L(v), ∀v ∈ H
1
() (2.3)
462 Q. Zhang
where
B(u, v) ≡
_

∇u · ∇v dx and L(v) ≡
_

f v dx +
_

gv ds.
Note L(1) =0, which is precisely the compatibility condition (2.2). It is well known
that the problem (2.3) has a unique solution up to an additive constant.
To develop meshless methods for solving the problem (2.1), we introduce a one
parameter family of finite dimensional approximation spaces
V
h
={φ
h
i
∈ C(
¯
) : i ∈ N
h
},
where h is a parameter, N
h
is an index set and the construction of the shape functions
φ
h
i
’s does not rely on a mesh or only relies on a mesh minimally. Each φ
h
i
is associated
with a particle x
h
i
and has compact support ¯ ω
h
i
with h
i
≡diam( ¯ ω
h
i
). It is convenient
for the later analysis to divide N
h
into two disjoint subsets:
N

h
={i ∈ N
h
: ¯ ω
h
i
⊂} and N

h
={i ∈ N
h
: ∂ω
h
i
∩ =∅}.
We list the main assumptions on V
h
.
A1 For each i ∈ N
h
, let S
i
be the set of index j with ω
h
j
∩ ω
h
i
=∅, and assume that
there exists a positive integer κ, independent of i and h, such that
cardS
i
≤κ. (2.4)
Remark 2.1 The property (2.4) is referred to as finite overlapping property. Let S
x
be
the set of index i such that x ∈ ω
h
i
. It can be shown that (2.4) implies
cardS
x
≤κ, ∀x ∈ . (2.5)
A2 There are positive constants C
1
and C
2
such that
C
1

h
i
h
≤C
2
, C
1


h
i
|
h
d
≤C
2
, and C
1

|∂ω
h
i
∩|
h
d−1
≤C
2
(2.6)
where |D| represents volume of a domain D or area of a hypersurface D in R
d
.
A3 The shape functions reproduce the polynomials of degree 1 with respect to the
particles {x
h
i
}, i.e.,

i∈N
h
p(x
h
i

h
i
(x) =p(x), ∀p ∈ P
1
and x ∈ . (2.7)
A4 There exists a constant C and an integer M such that for all i ∈ N
h
,
D
α
φ
h
i

L

(R
d
)
≤Ch
−|α|
i
, ∀0 ≤|α| ≤M. (2.8)
Theoretical analysis of numerical integration in Galerkin meshless 463
A5 There are positive constants C
1
and C
2
such that for all v
h
=

i∈N
h
v
i
φ
h
i
and
i ∈ N
h
:
C
1
v
h

2
L
2

h
i
)
≤h
d
i

j∈S
i
v
2
j
≤C
2
v
h

2
L
2

h
i
)
, (2.9)
C
1
v
h

2
L
2
(∂ω
h
i
∩)
≤h
d−1
i

j∈S

i
v
2
j
≤C
2
v
h

2
L
2
(∂ω
h
i
∩)
, (2.10)
C
1
|v
h
|
2
H
1

h
i
)
≤h
d−2
i

j∈S
i
(v
j
−v
i
)
2
≤C
2
|v
h
|
2
H
1

h
i
)
(2.11)
where S

i
≡{j ∈ N

h
: ∂ω
h
j
∩(∂ω
h
i
∩) =∅}.
Remark 2.2 Various methods to construct the spaces V
h
satisfying the assumptions
A1–A4, e.g., the RKP methods [29, 30] and the moving least-square (MLS) technique
[10, 32]. In particular, when the particles are distributed uniformly, the shape func-
tions φ
h
i
’s can be obtained by dilation and translation of a reference shape function φ
[4, 5], i.e., φ
h
i
(x) =φ(
x−x
i
h
).
Remark 2.3 The inequalities in the assumption A5 can be proven under some specific
assumptions on distributions of the particles and geometries of the shape functions,
using the local linear independence of the shape functions {φ
j
: j ∈ S
i
} on ω
i
and
a scaling argument, see [33] for their detailed proof. Summing the inequalities (2.9)
and (2.10) over the index sets N
h
and N

h
, respectively, and using the assumptions
(2.4), (2.5) and (2.6), we have
C
1
v
h

2
L
2
()
≤h
d

i∈N
h
v
2
i
≤C
2
v
h

2
L
2
()
, (2.12)
C
1
v
h

2
L
2
()
≤h
d−1

i∈N

h
v
2
i
≤C
2
v
h

2
L
2
()
. (2.13)
Taking v
h
=1 in these two inequalities, we get the estimates on the cardinalities of
N
h
, N

h
, and N

h
, that are,
C
1

|N
h
|
h
−d
≤C
2
, C
1

|N

h
|
h
−(d−1)
≤C
2
, and C
1

|N

h
|
h
−d
≤C
2
. (2.14)
In the rest of the paper, we will write φ
h
i
and ω
h
i
as φ
i
and ω
i
for simplicity. The
approximation properties of V
h
satisfying the assumptions A1–A4 have been studied
extensively in the literature, see [4, 27, 32], for instance. We only present a general
case that will be applied in this paper, and its proof can be found out in the references
[4, 27, 32].
Lemma 2.1 For any u ∈ H
2
(), there exists an element V
h
u ∈ V
h
such that
u −V
h
u
H
s
()
≤Ch
2−s
|u|
H
2
()
, s =0, 1, 2 (2.15)
where C is a constant independent of h and u.
464 Q. Zhang
We will use a meshless method based on Lagrange multipliers to approximate the
solution of (2.3). That approach was also used in [7], and we refer to this paper for
the rationale for using this idea (Remarks 2.4 and 3.1 in [7]). Let : V
h
−→R be a
linear functional on V
h
, defined by
(v
h
) =
||
|N
h
|

i∈N
h
v
i
, ∀v
h
=

i∈N
h
v
i
φ
i
∈ V
h
(2.16)
and denote V
h

≡ {(v
h
, μ) : v
h
∈ V
h
and μ ∈ R}. Some properties about and V
h

have been discussed in [7, 33], and we summarize them as follows:
Lemma 2.2 (a) The functional is bounded on V
h
under L
2
norm, i.e., there exists
a constant C such that
|(v
h
)| ≤Cv
h

L
2
()
, ∀v
h
∈ V
h
;
(b) (V
h

, ·
V
h

) is a Hilbert space, where the norm ·
V
h

is defined by
(v
h
, μ)
2
V
h

≡|v
h
|
2
H
1
()
+(v
h
)
2

2
;
(c) The norm ·
V
h

is equivalent to the norm (v, μ)
H
1
()×R

_
v
2
H
1
()

2
on ∈ H
1
() ×R, i.e., there exists a constant C, independent of h, such that
C(v
h
, μ)
H
1
()×R
≤(v
h
, μ)
V
h


1
C
(v
h
, μ)
H
1
()×R
, ∀(v
h
, μ) ∈ V
h

.
A meshless method based on the Lagrange multiplier to solve the problem (2.1) is
given by
Find (u
h
, λ
h
) ∈ V
h

such that
(2.17)
B

(u
h
, λ
h
; v
h
, μ
h
) =L(v
h
), ∀(v
h
, μ
h
) ∈ V
h

where
B

(u
h
, λ; v
h
, μ) ≡B(u
h
, v
h
) +λ(v
h
) +μ(u
h
).
The following lemma ensures the unique solvability of the problem (2.17) (see
[3]), and we only state it and refer to [7] (Lemma 2.3) for its proof.
Lemma 2.3 (a) Continuity. There exists a constant C such that
|B

(u
h
, λ; v
h
, μ)| ≤C(u
h
, λ)
V
h

(v
h
, μ)
V
h

, ∀(u
h
, λ), (v
h
, μ) ∈ V
h

; (2.18)
(b) Inf-sup condition.
C < inf
(v
h
,λ)∈V
h

sup
(w
h
,μ)∈V
h

B

(v
h
, λ; w
h
, μ)
(v
h
, λ)
V
h

(w
h
, μ)
V
h

; (2.19)
Theoretical analysis of numerical integration in Galerkin meshless 465
(c) For any (w
h
, μ) ∈ V
h

satisfying (w
h
, μ)
V
h

=0,
0 < sup
(v
h
,λ)∈V
h

|B

(v
h
, λ; w
h
, μ)|.
We next consider the approximation property of u
h
to the exact solution u. It can
be shown that the variational problem (2.17) is equivalent to a saddle point problem:
Find (u
h
, λ
h
) ∈ V
h

such that
B(u
h
, v
h
) +λ
h
(v
h
) = L(v
h
), ∀v
h
∈ V
h
(2.20)
μ
h
(u
h
) = 0, ∀μ
h
∈ R
that implies, by the compatibility L(1) =0,
Find u
h
∈ V
h
such that
B(u
h
, v
h
) = L(v
h
), ∀v
h
∈ V
h
(2.21)
(u
h
) = 0,
namely, u
h
is the unique solution of the variational formulation (2.3) on V
h
under a
constrained condition (u
h
) =0. From the above problem and (2.3), we have
B(u −u
h
, v
h
) =0, ∀v
h
∈ V
h
that gives us
|u −u
h
|
H
1
()
≤ inf
v
h
∈V
h
|u −v
h
|
H
1
()
≤|u −V
h
u|
H
1
()
≤Ch|u|
H
2
()
where the last inequality is due to the approximation error estimate (2.15). We for-
mulate the above arguments into the following theorem.
Theorem 2.4 Assume that the approximation space V
h
satisfies the assumptions A1–
A4, then there exists a unique solution, (u
h
, λ
h
), for the variational problem (2.17),
such that
|u −u
h
|
H
1
()
≤Ch|u|
H
2
()
. (2.22)
3 Quadrature in meshless methods
Let the unique solution (u
h
, λ
h
) of the variational problem (2.17) have the represen-
tation (

j∈N
h
u
j
φ
j
, λ
h
) or

j∈N
h
u
j

j

h
E
2
, where set
_

j
≡(φ
j
, 0), E
2
≡(0, 1) : j ∈ N
h
_
466 Q. Zhang
forms a basis of V
h

, then we get a linear system equivalent to (2.17) with the un-
knowns [u
j
]
j∈N
h
and λ
h
:

j∈N
h
γ
ij
u
j
+
||
|N
h
|
λ
h
=l
i

j∈N
h
||
|N
h
|
u
j
=0 (3.1)
where
γ
ij

_

∇φ
j
· ∇φ
i
dx =
_
ω
j
∩ω
i
∇φ
j
· ∇φ
i
dx,
l
i
≡ f
i
+g
i

_

f φ
i
dx +
_


i
ds =
_
ω
i
f φ
i
dx +
_
∂ω
i


i
ds.
The error estimate (2.22) is not valid in practice because the above integral terms γ
ij
and l
i
are computed numerically, and we actually solve the computed version of (3.1),
i.e.,

j∈N
h
γ

ij
u

j
+
||
|N
h
|
λ

h
=l

i

j∈N
h
||
|N
h
|
u

j
=0 (3.2)
where
γ

ij


_

∇φ
j
· ∇φ
i
dx =

_

ij
∇φ
j
· ∇φ
i
dx,
l

i
≡ f

i
+g

i


_

f φ
i
dx +

_


i
ds =

_

i
f φ
i
dx +

_

i

i
ds.
The notation

_
D
represents a numerical integration rule on a set D, and
ij
⊃ω
i
∩ω
j
,

i
⊃ω
i
,
i
⊃∂ω
i
∩ are the associated domains where the numerical integrations
are carried out. These domains will be specified later to design the efficient quadrature
rules. There are two natural questions:
(i) What types of the numerical integration rules guarantee that (3.2) is uniquely
solvable?
(ii) How does the numerical solution u

h

j∈N
h
u

j
φ
j
(if it exists) converge to the
exact solution u?
The question (i) is the main task of this section where we specify some conditions
the quadrature must satisfy and prove the uniqueness of the equation (3.2) under these
conditions. The question (ii) will be dealt with in Sect. 5. To address the question (i),
we develop the variational formulation equivalent to (3.2). To this end, for any v
h
=

i∈N
h
v
i
φ
i
, w
h
=

j∈N
h
w
j
φ
j
∈ V
h
, we have
B(v
h
, w
h
) =

i,j∈N
h
v
i
γ
ji
w
j
and L(v
h
) =

i∈N
h
v
i
l
i
. (3.3)
Theoretical analysis of numerical integration in Galerkin meshless 467
Motivated by above, we naturally define
B

(v
h
, w
h
) =

i,j∈N
h
v
i
γ

ji
w
j
and L

(v
h
) =

i∈N
h
v
i
l

i
. (3.4)
We note from this definition that B

and L

are bilinear and linear on V
h
, respec-
tively, and it can be shown that linear system (3.2) is equivalent to the variational
formulation:
Find (u

h
, λ

h
) ∈ V
h

such that
(3.5)
B

(u

h
, λ

h
; v
h
, μ
h
) =L

(v
h
), ∀(v
h
, μ
h
) ∈ V
h

where
B

(u
h
, λ; v
h
, μ) ≡B

(u
h
, v
h
) +λ(v
h
) +μ(u
h
),
which is a numerical counterpart to the formulation (2.17).
Next, we present a set of assumptions for the numerical integration rules that will
improve the efficiency of quadrature and at the same time, will be used in the analysis
of error in the approximate solution in the presence of quadrature.
QA 3.1 There is a positive constant C independent of h such that
|
ij
| ≤Ch
d
, |
i
| ≤Ch
d
, and |
i
| ≤Ch
d−1
, ∀i, j ∈ N
h
. (3.6)
Remark 3.1 It is quite natural to choose
ij
,
i
, and
i
as ω
i
∩ω
j
, ω
i
, and ∂ω
i
∩,
as in [6]. These domains may, however, have complicated geometry (e.g. “lens” [18,
19]) and numerical integrations becomes difficult to carry out. But ω
i

i
, ω
i

ω
j

ij
can be chosen such that they have regular shapes [2, 7]. Of course, this is
feasible when the shape functions are smooth in .
QA 3.2 Symmetric.
γ

ij


ji
, ∀i, j ∈ N
h
. (3.7)
Remark 3.2 This property implies symmetric stiffness matrix which is an important
feature of FEM. In [6], the integration domain
ij
was chosen to be ω
i
∩ω
j
to impose
the symmetric property; while in [7],
ij
= ω
j
was chosen and associated stiffness
matrix was non-symmetric, since in general,

_

ij
=

_
ω
i
=

_
ω
j
=

_

ji
. However, we
mention that the theoretical framework in the paper [7], allowed the analysis of MM
with the shape functions reproducing the polynomials of degree k, where k is arbi-
trary positive integer. We emphasize that the symmetry is crucial to the analysis of
the present paper.
QA 3.3 The stiffness matrix [γ

ij
]
i,j∈N
h
with quadrature satisfies

j∈N
h
γ

ij
=0, ∀i ∈ N
h
. (3.8)
468 Q. Zhang
Remark 3.3 It can be easily shown that

j∈N
h
γ
ij
=0. (3.9)
Thus (3.8) mimics (3.9) and is called the zero row sum condition for the computed
stiffness matrix. We note that we do not need to impose the compatibility condition
under numerical integration (as required in [6]) because we use the Lagrange multi-
plier framework.
QA 3.4 There exist small positive constants η, ε, and τ , associated with the specific
quadrature rules but independent of h, i, and j, such that for each i, j ∈ N
h

ij
−γ

ij
| ≤ η|
ij
|∇φ
j
· ∇φ
i

L

(
ij
)
, (3.10)
|f
i
−f

i
| ≤ ε|
i
|f φ
i

L

(
i
)
(3.11)
and
|g
i
−g

i
| ≤τ|
i
|gφ
i

L

(
i
)
. (3.12)
Remark 3.4 It is possible to choose small constants η, ε, and τ to make the assump-
tions (3.10), (3.11), and (3.12) hold, respectively, see [7] for specific examples. We
note that these constants are associated with the underlying numerical integration
rules and decrease with increasing accuracy of the integration rules.
We next prove the uniqueness of the solutions to (3.2) or (3.5). We begin with a
relevant lemma.
Lemma 3.1 Consider the bilinear form B

on V
h
is defined as above. Assume


ij
]
i,j∈N
h
satisfies the assumption QA 3.1, (3.7), (3.8), and (3.10). Then there is
a constant C, independent of h, such that
|B(v
h
, w
h
) −B

(v
h
, w
h
)| ≤Cη|v
h
|
H
1
()
|w
h
|
H
1
()
, ∀v
h
, w
h
∈ V
h
. (3.13)
Proof Let v
h
=

i∈N
h
v
i
φ
i
and w
h
=

j∈N
h
w
j
φ
j
. Because both the stiffness ma-
trix [γ
ij
]
i,j∈N
h
and its counterpart with quadrature [γ

ij
]
i,j∈N
h
are symmetric and sat-
isfy the zero row sum condition (3.8), from the results of Lemma 4.1 and Lemma 4.2
in [6], we have
B(v
h
, w
h
) =−
1
2

i,j∈N
h
γ
ij
(v
i
−v
j
)(w
i
−w
j
) (3.14)
and
B

(v
h
, w
h
) =−
1
2

i,j∈N
h
γ

ij
(v
i
−v
j
)(w
i
−w
j
). (3.15)
Theoretical analysis of numerical integration in Galerkin meshless 469
Therefore, using the assumption A1, (3.10), A4, (3.6), and (2.11) in A5, we get
|B(v
h
, w
h
) −B

(v
h
, w
h
)| =
1
2
¸
¸
¸
¸
¸

i∈N
h

j∈S
i
_
γ
ij
−γ

ij
_
(v
i
−v
j
)(w
i
−w
j
)
¸
¸
¸
¸
¸

1
2

i∈N
h
Cηh
−2
h
d
_

j∈S
i
(v
i
−v
j
)
2
_1
2
_

j∈S
i
(w
i
−w
j
)
2
_1
2
≤ Cηh
−2
h
d
_
h

d
2
+1
_
2

i∈N
h
|v
h
|
H
1

i
)
|w
h
|
H
1

i
)
= Cη
_

i∈N
h
|v
h
|
2
H
1

i
)
_1
2
_

i∈N
h
|v
h
|
2
H
1

i
)
_1
2
≤ Cη|v
h
|
H
1
()
|w
h
|
H
1
()
which is the desired result.
Lemma 3.2 Suppose that the conditions in the previous lemma are all satisfied. Then
for small η, the following properties of the bilinear form B

(·, ·) hold:
(a) (Continuity) There is a constant C >0 such that
|B

(v
h
, λ; u
h
, ν)| ≤C(v
h
, λ)
V
h

(u
h
, ν)
V
h

, ∀(v
h
, λ), (u
h
, ν) ∈ V
h

;
(3.16)
(b) (Inf-sup condition) There exists C >0 such that
C < inf
(v
h
,λ)∈V
h

sup
(w
h
,μ)∈V
h

B

(v
h
, λ; w
h
, μ)
(v
h
, λ)
V
h

(w
h
, μ)
V
h

; (3.17)
(c) For any (w
h
, μ) ∈ V
h

satisfying (w
h
, μ)
V
h

=0,
0 < sup
(v
h
,λ)∈V
h

|B

(v
h
, λ; w
h
, μ)|.
Proof Let (v
h
, λ), (u
h
, ν) ∈ V
h

be arbitrary, then we have the equality
B

(v
h
, λ; u
h
, ν) =B

(v
h
, λ; u
h
, ν) +
_
B

(v
h
, u
h
) −B(v
h
, u
h
)
_
. (3.19)
It immediately follows from the continuity property (2.18) of the form B

and
Lemma 3.1 that
B

(v
h
, λ; u
h
, ν) ≤(C +Cη)(v
h
, λ)
V
h

(u
h
, ν)
V
h

.
For each (v
h
, λ) ∈ V
h

, according to the Inf-sup condition (2.19) of B

, there exists
(w
h
, μ) ∈ V
h

such that
B

(v
h
, λ; w
h
, μ) ≥C(v
h
, λ)
V
h

(w
h
, μ)
V
h

,
470 Q. Zhang
With the above estimate and (3.19), we have
B

(v
h
, λ; w
h
, μ) ≥ B

(v
h
, λ; w
h
, μ) −Cη|v
h
|
H
1
()
|w
h
|
H
1
()
≥ (C −Cη)(v
h
, λ)
V
h

(w
h
, μ)
V
h

where the constant is positive for small η. Hence, we get the Inf-sup condition (3.17)
of B

. The last inequality of the lemma can be proved in the same way.
According to this lemma, we know from [3] that the variational problem (3.5) and
the associated linear system (3.2) have the unique solutions, respectively.
4 Construction of numerical integration formula
In this section, we present two numerical integration schemes satisfying the assump-
tions QA 3.1–QA 3.4.
4.1 Diagonal elements correction algorithm
This scheme was introduced in [6]. For i ∈ N
h
, we set
i

i
,
i
=∂ω
i
∩ , and

ij

i
∩ω
j
satisfying the assumption QA 3.1. Unlike [6], the integration rules do
not have to satisfy any conditions other than (3.11) and (3.12). For i = j, we use a
numerical integration rule on
ij
to define γ

ij
satisfying (3.10) of QA 3.4. For i =j,
we define
γ

ii
=−

j∈N
h
, j=i
γ

ij
=−

j∈S
i
, j=i
γ

ij
. (4.1)
Clearly, the computed stiffness matrix [γ

ij
]
i,j∈N
h
satisfies the assumptions QA 3.2
and QA 3.3. Moreover, for i =j, we have

ii
−γ

ii
| ≤

j∈S
i
, j=i

ij
−γ

ij
|

j∈S
i
, j=i
C|
ij
|(∇φ
i
· ∇φ
j
)
L

(
ij
)

j∈S
i
, j=i
C|
ii
|
_

i

L

(
i
)
h
i
__

j

L

(
j
)
h
j
_
(h
i
h
j
)
−1
≤ Cκ|
ii
|(∇φ
i
· ∇φ
i
)
L

(
i
)
h
2
i
(h
i
h
j
)
−1
≤ Cκ|
ii
|(∇φ
i
· ∇φ
i
)
L

(
i
)
,
where we used the assumptions A4 and A2. Thus γ

ij
, with i =j, also satisfies (3.10)
of QA 3.4. Later, we will obtain the same error estimate for this scheme as was
obtained in [6], but we mention again that our analysis does not require V
h
to satisfy
any further assumptions, e.g., the Axiom 2 in [6], which is hard to verify.
Theoretical analysis of numerical integration in Galerkin meshless 471
4.2 Background mesh integration
Numerical integration based on “background mesh”, also known as integration mesh,
have been developed and used in [10, 20, 26]. We explain this approach below and
show that these quadrature rules satisfy the assumptions in Sect. 3.
Assume that domain is covered by a group of disjoint cells {D
k
: k ∈ M
h
}
where M
h
is an index set, namely, ⊂

k∈M
h
D
k
. We note that the cells D
k
are
only employed to do numerical integration and do not have to satisfy the conforming
conditions as in FEM. For k ∈ M
h
, we define standard numerical formulas

_
D
k
as

_
D
k
e(x) dx ≡
p
k

l=1
e(z
kl
)w
kl
, ∀e ∈ C(D
k
)
where z
kl
are the quadrature points and w
kl
are the associated weights. In a similar
way, we set up the integration rule

_
D
k

on the boundary.
We assume that this background mesh satisfies the following conditions.
B1 There exists a constant independent of k and h such that
|D
k
| ≤Ch
d
and |D
k
∩| ≤Ch
d−1
;
B2 For any i ∈ N
h
, let T
i
= {k ∈ M
h
: ¯ ω
i
∩ D
k
= ∅} and assume there exists an
integer κ

such that for all i ∈ N
h
,
cardT
i
≤κ

.
For any i, j ∈ N
h
, let T
ij
≡ {k ∈ M
h
: D
k
∩ ¯ ω
i
∩ ¯ ω
j
= ∅} and T

i
≡ {k ∈ M
h
:
¯ ω
i
∩D
k
∩ =∅}. Set

ij
=
_
k∈T
ij
D
k
,
i
=
_
k∈T
i
D
k
, and
i
=
_
k∈T

i
D
k
∩.
The associated integration formulas on
ij
,
i
and
i
are naturally defined as

_

ij

k∈T
ij

_
D
k
,

_

i

k∈T
i

_
D
k
, and

_

i

k∈T

i

_
D
k

. (4.2)
From the assumptions B1 and B2, it is easy to show that this integration scheme
satisfies the conditions QA 3.1, QA 3.2, and QA 3.4. Furthermore,

j∈N
h
γ

ij
=

j∈N
h

_

ij
∇φ
j
· ∇φ
i
dx
=

j∈N
h

k∈T
ij

_
D
k
∇φ
j
· ∇φ
i
dx
=

j∈N
h

k∈T
i
p
k

l=1
_
∇φ
j
· ∇φ
i
_
(z
kl
)w
kl
472 Q. Zhang
=

k∈T
i
p
k

l=1
_
∇φ
i
· ∇

j∈N
h
φ
j
_
(z
kl
)w
kl
=

k∈T
i
p
k

l=1
_
∇φ
i
· ∇1
_
(z
kl
)w
kl
=0.
Thus the integration scheme satisfies the zero row sum condition QA 3.4.
5 Convergence analysis
We had addressed the unique solvability of the variational problem with quadra-
ture (3.5) in Sect. 3. In this section, we will obtain an estimate for the error
|u −u

h
|
H
1
()
. We begin with a Strang type lemma that provides an abstract frame-
work to analyze the quadrature error. In the end of this section, we will briefly address
the Neumann problem (2.1) with θ =1.
Lemma 5.1 Suppose that (u
h
, λ
h
) and (u

h
, λ

h
) are the solutions of problems (2.17)
and (3.5), respectively. Then there exists a constant C, independent of h, such that
(u
h
−u

h
, λ
h
−λ

h
)
V
h

≤C inf
(w
h

h
)∈V
h

_
(u
h
−w
h
, λ
h
−μ
h
)
V
h

+ sup
(v,ν)∈V
h

¸
¸
B(w
h
, v) −B

(w
h
, v)
¸
¸
(v, ν)
V
h

+ sup
(v,ν)∈V
h

¸
¸
L

(v) −L(v)
¸
¸
(v, ν)
V
h

_
. (5.1)
The proof of this lemma can be obtained from the proof of Lemma 4.1 in [7]
directly, and we omit it here. It is clear from the above Lemma that to analyze the
effects of quadrature on the convergence of the approximate solution u

h
, we need to
estimate the consistency errors
|B(w
h
, v) −B

(w
h
, v)|
(v, ν)
V
h

and
|L

(v) −L(v)|
(v, ν)
V
h

.
We now present the main result of the paper.
Theorem 5.2 Assume the meshless space V
h
satisfies the assumptions A1–A5 and
quadrature satisfies the assumptions QA 3.1–QA 3.4. Let u ∈ H
2
() and (u

h
, λ

h
) ∈
V
h

be the solutions to the problems (2.1) with θ = 0 and (3.5), respectively. Then,
there is a constant C such that
|u −u

h
|
H
1
()
≤Ch|u|
H
2
()
+C
_
η|u|
H
2
()
+εf
L

()
+τg
L

()
_
. (5.2)
Theoretical analysis of numerical integration in Galerkin meshless 473
Proof For any constant D, we take (w
h
, μ
h
) =(V
h
u +D, λ
h
) in Lemma 5.1 and get
(u
h
−u

h
, λ
h
−λ

h
)
V
h

≤C
_
u
h
−V
h
u −D
H
1
()
+ sup
(v,ν)∈V
h

¸
¸
B(V
h
u +D, v) −B

(V
h
u +D, v)
¸
¸
(v, ν)
V
h

+ sup
(v,ν)∈V
h

¸
¸
L

(v) −L(v)
¸
¸
(v, ν)
V
h

_
=C
_
u
h
−V
h
u −D
H
1
()
+ sup
(v,ν)∈V
h

¸
¸
B(V
h
u, v) −B

(V
h
u, v)
¸
¸
(v, ν)
V
h

+ sup
(v,ν)∈V
h

¸
¸
L

(v) −L(v)
¸
¸
(v, ν)
V
h

_
(5.3)
where the last equality is due to the obvious fact B(D, v) = 0 and the property
B

(D, v) = 0, which is the direct result of the definition (3.4) and the assump-
tion (3.8).
Now, we estimate the RHS of the above inequality. Let v =

i∈N
h
v
i
φ
i
. Then
from Lemma 3.1 and the approximation error estimate (2.15), we have
|B(V
h
u, v) −B

(V
h
u, v)| ≤Cη|V
h
u|
H
1
()
|v|
H
1
()
≤Cη|u|
H
2
()
|v|
H
1
()
. (5.4)
For any i ∈ N
h
, we have, from (3.11) and (3.12) of the assumptions QA 3.4, QA 3.1,
and A4,
¸
¸
¸
¸
_

i
f φ
i
dx −

_

i
f φ
i
dx
¸
¸
¸
¸
≤εCh
d
f φ
i

L

(
i
)
≤εCh
d
f
L

()
and
¸
¸
¸
¸
_

i

i
ds −

_

i

i
ds
¸
¸
¸
¸
≤τCh
d−1

i

L

(
i
)
≤τCh
d−1
g
L

()
.
Therefore,
|L(v) −L

(v)|

i∈N
h
|v
i
| |l
i
−l

i
|

i∈N
h
|v
i
|
¸
¸
¸
¸
_

i
f φ
i
dx −

_

i
f φ
i
dx
¸
¸
¸
¸
+

i∈N

h
|v
i
|
¸
¸
¸
¸
_

i

i
ds −

_

i

i
ds
¸
¸
¸
¸

i∈N
h
|v
i
|Cεh
d
f
L

()
+

i∈N

h
|v
i
|Cτh
d−1
g
L

()
≤Cεv
L
2
()
f
L

()
+Cτv
H
1
()
g
L

()
, (5.5)
474 Q. Zhang
the last inequality is derived from (2.12), (2.13), (2.14) of Remark 2.3, the Trace
inequality, and the arguments

i∈N
h
|v
i
| ≤
_

i∈N
h
v
2
i
_1
2
_

i∈N
h
1
_1
2
≤Ch

d
2
v
L
2
()
h

d
2
≤Cv
L
2
()
h
−d
and

i∈N

h
|v
i
| ≤
_

i∈N

h
v
2
i
_1
2
_

i∈N

h
1
_1
2
≤Ch

d−1
2
v
L
2
()
h

d−1
2
≤Cv
H
1
()
h
−(d−1)
.
Therefore, since D is arbitrary, using the Poincaré inequality, and the estimates (5.3),
(5.4), (5.5), we have
(u
h
−u

h
, λ
h
−λ

h
)
V
h

≤C inf
D∈R
u
h
−V
h
u −D
H
1
()
+Cη|u|
H
2
()
+Cεf
L

()
+Cτg
L

()
≤C|u
h
−V
h
u|
H
1
()
+Cη|u|
H
2
()
+Cεf
L

()
+Cτg
L

()
.
Finally, using the estimate (2.15), we get the theorem as follows:
|u −u

h
|
H
1
()
≤ |u −u
h
|
H
1
()
+|u
h
−u

h
|
H
1
()
≤ |u −u
h
|
H
1
()
+(u
h
−u

h
, λ
h
−λ

h
)
V
h

≤ Ch|u|
H
2
()
+C
_
η|u|
H
2
()
+f
L

()
+τg
L

()
_
,
which is the desired result.
Remark 5.1 Applying the above theorem in the context of numerical integration
based on background mesh, we deduce that if the background mesh satisfies B1 and
B2, then |u −u

h
|
H
1
()
=O(h +η +ε +τ). In other words, there is no convergence
if η, ε, τ →0. However, our numerical results (presented in the next section) show
that |u −u

h
|
H
1
()
→0, but with O(h
1/2
). We will investigate this feature in a future
work.
To approximate the solution of the problem (2.1) with θ = 1, the Lagrange mul-
tiplier framework is not needed and the standard Galerkin method could be used.
The lower order terms could be numerically integrated with a more quadrature rule
satisfying the following assumption:
QA 3.4

Assume that there exists a small positive constant η

, independent of h, i
and j, such that

ij
−σ

ij
| ≤η

|
ij

j
φ
i

L

(
ij
)
, ∀i, j ∈ N
h
(5.6)
where σ
ij

_

φ
j
φ
i
dx.
Theoretical analysis of numerical integration in Galerkin meshless 475
Theorem 5.3 Assume the meshless space V
h
satisfies the assumptions A1–A5 and
quadrature satisfies the assumptions QA 3.1–QA 3.4 and QA 3.4

. Let u ∈ H
2
()
be the solution to the problem (2.1) with θ = 1 and u

h
∈ V
h
be the numerical so-
lution computed from the standard Galerkin method, respectively. Then, there is a
constant C such that
u −u

h

H
1
()
≤Ch|u|
H
2
()
+C
_
(η +η

)|u|
H
2
()
+εf
L

()
+τg
L

()
_
.
(5.7)
We do not present the proof of this theorem as it is similar to the proof of Theo-
rem 5.2.
6 Numerical experiments
We present the numerical experiments in 1-dimension for the case θ =0 in (2.1) to
illuminate our theoretical results. Let = (0, 1) and the exact solution u(x) = e
x
,
then ={0, 1}, f (x) =−e
x
and g(0) =−1, g(1) =e.
We next introduce the approximation space V
h
. As in [4, 5], let φ(x) be a reference
shape function with compact support [−R, R] such that functions {φ(x −i) : i ∈ N},
associated with a uniformly distributed set of particles {i : i ∈ N} on R, reproduce
the polynomials of degree 1, i.e.,

i∈N
φ(x −i) =1 and

i∈N
iφ(x −i) =x, x ∈ R. (6.1)
Let N be a positive integer and h =
1
N
, then it can be shown from (6.1) that the
functions {φ
h
i
≡ φ(
x
h
−i) : i ∈ N} reproduce linear polynomials with respect to the
set of particles {x
h
i
=ih : i ∈ N}, namely,

i∈N
φ
_
x
h
−i
_
=1 and

i∈N
x
h
i
φ
_
x
h
−i
_
=x, x ∈ R. (6.2)
Now, let N
h
= {i ∈ N : suppφ
h
i
∩ (0, 1) = ∅} and V
h
= {φ
h
i
: i ∈ N
h
}. Then we
have

i∈N
h
φ
_
x
h
−i
_
=1 and

i∈N
h
x
h
i
φ
_
x
h
−i
_
=x, x ∈ . (6.3)
Example 1 For any i, j ∈ N
h
, denote

i
≡ ω
i
=suppφ
h
i
∩=[ih −Rh, ih +Rh] ∩(0, 1) ≡[a
i
, b
i
],

ij
≡ ω
i
∩ω
j
≡[c
ij
, d
ij
], and
i
≡∂ω
i
∩.
We note that in 1-dimension
i
is only a set of points so that integration on it is exact.
We use the standard p-point Gaussian integration formula on [a
i
, b
i
] and [c
ij
, d
ij
]
476 Q. Zhang
Table 1 Standard Gaussian rule (no correction)
h |u −u

h
|
H
1
()
4 points 8 points 16 points 32 points
1/10 1.1372E+00 6.3099E−02 9.2826E−03 4.5974E−03
1/20 1.4694E+00 2.9034E−01 1.9945E−02 1.8351E−02
1/40 1.6258E+00 8.0305E−01 1.2488E−01 8.3619E−02
1/80 1.7047E+00 1.2821E+00 4.8658E−01 3.0731E−01
1/160 1.7453E+00 1.5347E+00 1.0383E+00 7.8348E−01
1/320 1.7661E+00 1.6599E+00 1.4136E+00 1.2592E+00
1/640 1.7767E+00 1.7232E+00 1.5993E+00 1.5228E+00
1/1280 1.7820E+00 1.7551E+00 1.6925E+00 1.6538E+00
Notes: The H
1
seminorm of the error, |u − u

h
|
H
1
()
, where u

h
is the approximate solution obtained
using the standard Gaussian quadrature; quadrature does not satisfy the zero row sum condition. The
exact solution is u(x) =e
x
and the shape functions reproduce polynomial of degree 1
Fig. 1 The log-log plot of |u−u

h
|
H
1
()
with respect to h. u

h
is the approximate solution obtained using
p-point standard Gaussian quadrature with p =4, 8, 16, and 32. The error grows up as h decreases
to obtain the approximate solution u

h
of (3.5). We note that under this numerical
integration, the computed stiffness matrix [γ

ij
] does not satisfy the zero row sum
condition (3.8). The H
1
-seminorm errors |u −u

h
| and their log-log plot with respect
to h are presented in Table 1 and Fig. 1. It is clear that the errors in the energy norm
of the approximate solutions grow as h is refined.
Theoretical analysis of numerical integration in Galerkin meshless 477
Table 2 Corrected Gaussian rule (diagonal elements correction)
h |u −u

h
|
H
1
()
4 points 8 points 16 points 32 points
1/10 3.2389E−01 9.3789E−03 3.6251E−03 3.3971E−03
1/20 3.3411E−01 7.9097E−03 2.1999E−03 1.7570E−03
1/40 3.3942E−01 7.1116E−03 1.6310E−03 9.1338E−04
1/80 3.4215E−01 6.6953E−03 1.4542E−03 5.0294E−04
1/160 3.4353E−01 6.4826E−03 1.4089E−03 3.2485E−04
1/320 3.4423E−01 6.3749E−03 1.3988E−03 2.6178E−04
1/640 3.4457E−01 6.3208E−03 1.3970E−03 2.4357E−04
1/1280 3.4475E−01 6.2937E−03 1.3970E−03 2.3888E−04
Notes: The H
1
seminorm of the error, |u−u

h
|
H
1
()
, where u

h
is the approximate solution obtained using
the corrected Gaussian quadrature; quadrature satisfies the zero row sum condition. The exact solution is
u(x) =e
x
and the shape functions reproduce the polynomial of degree 1
In the following two examples we use the numerical integration algorithms dis-
cussed in Sect. 4 that satisfy the zero row sum condition (3.8), and we will see that
the errors are reduced significantly.
Example 2 All settings are the same as in the previous example except for γ

ii
, i ∈
N
h
that are corrected by the rule (4.1) so that the computed stiffness matrix [γ

ij
]
satisfies the zero row sum condition (3.8). We obtain the solution u

h
of (3.5) with
this corrected integration rule through the variational problem, and present the H
1
-
seminorm errors |u −u

h
|
H
1
()
, together with their log-log plot with respect to h in
Table 2 and Fig. 2.
Example 3 We employ the background mesh integration schemes in this example. To
this end, we divide into a “mesh”
{D
k
≡[kh, (k +1)h] : 0 ≤k ≤N −1},
which satisfies the assumptions B1 and B2. In each cell D
k
, we use the standard
p-point Gaussian integration rule to get the integration scheme (4.2). We use this
numerical integration scheme in (3.5) and obtain the solution u

h
. We have presented
the H
1
-seminorm errors |u − u

h
|
H
1
()
, and their log-log plot with respect to h, in
Table 3 and Fig. 3.
It is clear from the this example that the error |u −u

h
|
H
1
()
is much smaller than
similar errors in Examples 1 and 2. In fact, we have convergence in this example as
h →0, but the order of convergence appears to be O(h
1/2
). This phenomenon, which
is not explained by the theoretical result in this paper, is very interesting and deserve
further investigation in future.
We also conducted the 1-dimensional numerical experiments for the problems
(2.1) with θ = 1. The behaviors of the errors u −u

h

H
1
()
were analogous to the
478 Q. Zhang
Fig. 2 The log-log plot of |u−u

h
|
H
1
()
with respect to h. u

h
is the approximate solution obtained using
p-point corrected Gaussian quadrature with p =4, 8, 16, and 32. The behavior of the error is O(h +η),
which illuminates the result of Theorem 5.2
Table 3 Standard Gaussian rule (background mesh)
h |u −u

h
|
H
1
()
2 points 3 points 5 points 8 points
1/10 5.1603E−03 3.4197E−03 3.4144E−03 3.3933E−03
1/20 3.8099E−03 1.7577E−03 1.7616E−03 1.7455E−03
1/40 2.7938E−03 9.0189E−04 9.0047E−04 8.8673E−04
1/80 2.0155E−03 4.6708E−04 4.6074E−04 4.4817E−04
1/160 1.4399E−03 2.4740E−04 2.3837E−04 2.2653E−04
1/320 1.0234E−03 1.3620E−04 1.2633E−04 1.1514E−04
1/640 7.2555E−04 7.9012E−05 6.9593E−05 5.9205E−05
1/1280 5.1370E−04 4.8483E−05 4.0299E−05 3.0956E−05
Notes: The H
1
seminorm of the error, |u−u

h
|
H
1
()
, where u

h
is the approximate solution obtained using
the background mesh quadrature; quadrature satisfies the zero row sum condition. The exact solution is
u(x) =e
x
and the shape functions reproduce the polynomial of degree 1
results in Tables 1, 2 and 3 and Figs. 1, 2 and 3, and we do not present those experi-
mental results here.
Theoretical analysis of numerical integration in Galerkin meshless 479
Fig. 3 The log-log plot of |u−u

h
|
H
1
()
with respect to h. u

h
is the approximate solution obtained using
p-point Gaussian rules on each “mesh” with p = 2, 3, 5, and 8. The behavior of the error is O(h +η),
following the result in Theorem 5.2
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460

Q. Zhang

den of mesh-generation in the mesh-based methods (e.g., the finite element method, FEM), when applied to solve complicated engineering problems, e.g., the problems with crack-propagation or with large deformation. The cost of implementing MM is generally expensive, and many computational issues have to be addressed with care. Numerical integration is one of these issues; in fact, if numerical integration is not done carefully, MM may fail to simulate the physical phenomena correctly. Even though various ideas have been proposed in the engineering literature, for instance, background mesh integration [10, 20, 26], nodal integration [8, 14, 15], partition of unity quadrature [12, 13], stress point integration [21, 22] and others [1, 2, 18, 19, 25, 28], the issue has not yet been completely resolved. In FEM, however, it is well known that quadrature is not so significant. In the classic work by Ciarlet and Raviart [17] (see also [16] (Sect. 6)), it was shown that the optimal order of convergence in the energy norm of the approximate solution, i.e., O(hk ), is preserved if the quadrature rule integrates the polynomials of degree 2k − 2 exactly, where h is the discretization parameter and k is the degree of the polynomials on each element. The analysis of quadrature in FEM depends on the mesh structure and the fact that the shape functions are polynomials on each element. These properties, however, do not hold in MM and thus the same analysis on the effects of numerical integration on MM does not provide a meaningful information. To the best of our knowledge, only a few recent references [6, 7, 33] in MM address the theoretical aspects of numerical integration. In [6], the authors studied the effects of numerical integration on MM in the context of solving the Neumann problem, where the shape functions reproduced the polynomials of degree k = 1. They proposed a “zero row sum condition” (of stiffness matrix) and showed that the order of convergence in the energy norm of the approximate solution is O(h + η), where η is a small parameter representing the accuracy of the underlying numerical integration rules; the error decreases as h → 0, provided the accuracy of the integration rules improves with decreasing h, i.e., η decreases with smaller values of h. The effect of quadrature on MM with shape functions that reproduce polynomials of degree k ≥ 1 was analyzed in [7, 33]. The numerical integration rule in these references was assumed to satisfy a discrete Green’s formula, and it was established (under such rules) that the order of convergence of the approximate solution in the energy norm is O(hk + ηhk−1 ). However, the quadrature schemes satisfying the discrete Green’s formula led to non-symmetric stiffness matrix. It was shown that the error may grow as h is refined, if the quadrature rules do not satisfy the zero row sum condition or the discrete Green’s formula. In the present paper, we consider the effect of numerical integration on MM with the shape functions that reproduce polynomials of degree k = 1, as was done in [6]. Our analysis improves the results in [6] in the following ways: (a) The analysis in [6] depends on an assumption (Axiom 2 in [6]) on the approximation space that is difficult to verify. Our analysis in this paper does not require this assumption. (b) We have addressed and analyzed numerical integration rules based on “background meshes”, which was not addressed in [6]. These integration rules have been used in the engineering literature, and to the best of our knowledge, were never analyzed before. (c) We have used the Lagrange multiplier technique [7] to solve the Neumann prob-

We organize the paper as follows: In Sect.p (D) with the norm · W m. ∂u = g. The Sobolev space W m. and θ = 0 or 1. 2 we introduce MM based on the Lagrange multiplier for the pure Neumann boundary problem. they will be used in this paper. For θ = 0. ∞ in this paper. Some numerical results are presented in Sect. The associated results have been developed in [7. 3. where we also address the general Neumann problem with the low order terms. we show that the energy norm of the error is O(h + η). 16] f (x) dx + g(s) ds = 0. we will use the space Lp (∂D) with its norm · Lp (∂D) to represent the associated Sobolev spaces. but our analysis requires less assumptions. 5.Theoretical analysis of numerical integration in Galerkin meshless 461 lem. 4. ∀v ∈ H 1 ( ) (2. we denote the usual Sobolev space by W m. In Sect. We first consider the situation θ = 0. and prove the unique solvability of the variational problem with numerical integration. Likewise. 2 Model problems and meshless methods In this section we present the model problems and the meshless methods. v) = L(v). and we only state them here.p (D) . We will only consider p = 2. present the conditions that the quadrature must satisfy. and another element p ∈ N ∪ {∞}. Two quadrature rules. 3 we propose the numerical integration schemes for MM. an integer m ∈ N ∪ {0}. The Neumann problem we consider in the paper is as follows: − u + θ u = f. 6. and do not need another axiom in [6] (Axiom 9 in [6] that ensured the compatibility condition under numerical integration). ∂n in on .p (D) will be denoted by H m (D) in the case p = 2 and by Lp (D) in the case m = 0.p (D) and the semi-norm | · |W m. Let N be the set of all positive integers. and the associated convergence results are reviewed.1) are assumed to satisfy a so-called compatibility condition [11. as was obtained shown in [6]. ∂n is the exterior normal derivative to the boundary .1) where ⊂ Rd is a bounded domain in Rd with the Lipschitz boundary ≡ ∂ . In this work.2) A conventional variational formulation to address this situation is given by Find u ∈ H 1 ( ) such that B(u.3) . We begin with notations. The convergence properties are analyzed in Sect. 5. (2. 33]. f and g in (2. for a hypersurface ∂D in Rd . are given in Sect. ∂ f ∈ L2 ( ). g ∈ L2 ( ). For a domain D ⊂ Rd . (2. and the case θ = 1 will be addressed in Sect. satisfying the conditions in Sect.

D α φih L∞ (Rd ) ≤ Chi −|α| . Let Sx be h the set of index i such that x ∈ ωi . (2.462 Q.6) where |D| represents volume of a domain D or area of a hypersurface D in Rd . i. We list the main assumptions on Vh . It is convenient for the later analysis to divide Nh into two disjoint subsets: h Nh = {i ∈ Nh : ωi ⊂ } and Nh = {i ∈ Nh : ∂ωi ∩ ¯h = ∅}. (2.4) Remark 2. which is precisely the compatibility condition (2.e. let Si be the set of index j with ωj ∩ ωi = ∅.5) A2 There are positive constants C1 and C2 such that C1 ≤ hi ≤ C2 . (2.1 The property (2. and assume that there exists a positive integer κ. we introduce a one parameter family of finite dimensional approximation spaces Vh = {φih ∈ C( ¯ ) : i ∈ Nh }.2). It is well known that the problem (2.8) . (2. ∀0 ≤ |α| ≤ M. independent of i and h..7) A4 There exists a constant C and an integer M such that for all i ∈ Nh .4) is referred to as finite overlapping property.4) implies card Sx ≤ κ. such that card Si ≤ κ. ∀x ∈ . Note L(1) = 0. Zhang where B(u. v) ≡ ∇u · ∇v dx and L(v) ≡ f v dx + gv ds. p(xih )φih (x) = p(x). A3 The shape functions reproduce the polynomials of degree 1 with respect to the particles {xih }. Nh is an index set and the construction of the shape functions φih ’s does not rely on a mesh or only relies on a mesh minimally. h h A1 For each i ∈ Nh . Each φih is associated ¯h ¯h with a particle xih and has compact support ωi with hi ≡ diam (ωi ).3) has a unique solution up to an additive constant. where h is a parameter. hd and C1 ≤ h |∂ωi ∩ | ≤ C2 hd−1 (2. It can be shown that (2.1). To develop meshless methods for solving the problem (2. h C1 ≤ h |ωi | ≤ C2 . i∈Nh ∀p ∈ P 1 and x ∈ .

Remark 2. the RKP methods [29.e. i.6). φih (x) = φ( x−xi ). 30] and the moving least-square (MLS) technique [10.12) (2. we have C1 v h C1 v h 2 L2 ( ) 2 L2 ( ) ≤ hd i∈Nh vi2 ≤ C2 vh 2 L2 ( ) .5) and (2. h−(d−1) and C1 ≤ |Nh | ≤ C2 . Lemma 2. for instance. h−d C1 ≤ |Nh | ≤ C2 .. we get the estimates on the cardinalities of Nh .10) (2. s = 0.9) and (2. 1. e. L2 (ωi ) 2 . The approximation properties of Vh satisfying the assumptions A1–A4 have been studied extensively in the literature. respectively. see [4.1 For any u ∈ H 2 ( ).4). we will write φih and ωi as φi and ωi for simplicity.11) 2 h L2 (∂ωi ∩ ) ≤ hd−1 i j ∈Si 2 v j ≤ C2 v h C1 |vh |2 1 (ωh ) H i ≤ hd−2 i j ∈Si (vj − vi )2 ≤ C2 |vh |2 1 (ωh ) H i h h where Si ≡ {j ∈ Nh : ∂ωj ∩ (∂ωi ∩ ) = ∅}. h Remark 2. We only present a general case that will be applied in this paper.2 Various methods to construct the spaces Vh satisfying the assumptions A1–A4.9) (2. 2 L2 ( ) . 2 (2. h L2 (∂ωi ∩ ) (2. that are.. Nh .g. using the local linear independence of the shape functions {φj : j ∈ Si } on ωi and a scaling argument. 32]. .13) ≤ hd−1 i∈Nh vi2 ≤ C2 vh Taking vh = 1 in these two inequalities. 32]. 32]. C1 ≤ |Nh | ≤ C2 . h−d (2. and using the assumptions (2.Theoretical analysis of numerical integration in Galerkin meshless 463 h i∈Nh vi φi A5 There are positive constants C1 and C2 such that for all vh = i ∈ Nh : C1 v h C1 v h 2 h L2 (ωi ) and ≤ hd i j ∈Si 2 v j ≤ C2 v h 2 h . and its proof can be found out in the references [4. see [33] for their detailed proof. Summing the inequalities (2. 27. 5]. (2. when the particles are distributed uniformly.14) h In the rest of the paper. In particular. the shape functions φih ’s can be obtained by dilation and translation of a reference shape function φ [4.10) over the index sets Nh and Nh .15) where C is a constant independent of h and u. and Nh . 27. (2.3 The inequalities in the assumption A5 can be proven under some specific assumptions on distributions of the particles and geometries of the shape functions. there exists an element Vh u ∈ Vh such that u − Vh u Hs( ) ≤ Ch2−s |u|H 2 ( ) .

λh . μh ) = L(vh ).e.3) for its proof.1 in [7]). Vh is a Hilbert space.16) and V h and denote V h ≡ {(vh . Lemma 2. vh . independent of h. μ)| ≤ C (uh . μ) Vh. and we only state it and refer to [7] (Lemma 2. Some properties about have been discussed in [7. defined by (vh ) = | | |Nh | vi . i. λ). Let : Vh −→ R be a linear functional on Vh . Zhang We will use a meshless method based on Lagrange multipliers to approximate the solution of (2.e.λ)∈V h inf sup (wh .. where the norm · (vh . there exists L2 ( ) . λ. μ) H 1 ( )×R ≤ (vh . · Vh) ∀vh ∈ Vh . such that C (vh . and we refer to this paper for the rationale for using this idea (Remarks 2. vh .18) . μ) ∈ V h . vh ) + λ (vh ) + μ (uh ). λ.17) (see [3]). λh ) ∈ V h such that (2. (2. μ) 2 Vh is defined by ≡ |vh |2 1 ( H ) + (vh )2 + μ2 . vh ..464 Q. H 1 ( )×R (c) The norm · Vh is equivalent to the norm (v. μ) (vh . There exists a constant C such that |B (uh . μ) Vh ≤ 1 (vh . μ) C H 1 ( )×R . C< (vh Vh ∀(vh .19) . | (vh )| ≤ C vh (b) (V h .1) is given by Find (uh . μ) ≡ v 2 H 1( ) + μ2 on ∈ H 1 ( ) × R. ∀(vh . where B (uh . there exists a constant C. μ) Vh . i∈Nh ∀vh = i∈Nh vi φi ∈ Vh (2. A meshless method based on the Lagrange multiplier to solve the problem (2.3). μ) : vh ∈ Vh and μ ∈ R}. (vh . The following lemma ensures the unique solvability of the problem (2. λ) V h (wh . λ) (b) Inf-sup condition. wh .μ)∈V h B (vh .2 (a) The functional a constant C such that is bounded on Vh under L2 norm. i. (2. ∀(uh .3 (a) Continuity. 33].4 and 3.17) B (uh . That approach was also used in [7]. μh ) ∈ V h (vh . μ) ∈ V h . μ) ≡ B(uh . and we summarize them as follows: Lemma 2. λ.

We formulate the above arguments into the following theorem. namely.17). λh ) of the variational problem (2.17) have the representation ( j ∈Nh uj φj . by the compatibility L(1) = 0.15). λh ) or j ∈Nh uj j + λh E2 . such that |u − uh |H 1 ( ) ≤ Ch|u|H 2 ( ) .21) ∀vh ∈ Vh ≤ inf |u − vh |H 1 ( vh ∈Vh ) ≤ |u − Vh u|H 1 ( ) ≤ Ch|u|H 2 ( ) where the last inequality is due to the approximation error estimate (2. μ) 0< sup (vh . we have B(u − uh . uh is the unique solution of the variational formulation (2. E2 ≡ (0. wh . λh ). that implies.λ)∈V h Vh = 0.20) ∀μh ∈ R ∀vh ∈ Vh (2. Theorem 2. We next consider the approximation property of uh to the exact solution u. vh ) + λh (vh ) = L(vh ). that gives us |u − uh |H 1 ( ) ∀vh ∈ Vh (2. vh ) = L(vh ).3) on Vh under a constrained condition (uh ) = 0. It can be shown that the variational problem (2. (uh . μ)|. where set j ≡ (φj . μh (uh ) = 0. μ) ∈ V h satisfying (wh . (uh ) = 0. vh ) = 0.3). |B (vh . λh ) ∈ V h such that B(uh . 0).Theoretical analysis of numerical integration in Galerkin meshless 465 (c) For any (wh . then there exists a unique solution. Find uh ∈ Vh such that B(uh .22) 3 Quadrature in meshless methods Let the unique solution (uh . λ.4 Assume that the approximation space Vh satisfies the assumptions A1– A4. (2. 1) : j ∈ Nh .17) is equivalent to a saddle point problem: Find (uh . From the above problem and (2. for the variational problem (2.

. To this end. – (3. gφi ds = f φi dx + gφi ds. gφi ds = ωi ωj ∩ωi li ≡ f i + g i ≡ f φi dx + f φi dx + ∂ωi ∩ gφi ds.1) where γij ≡ ∇φj · ∇φi dx = ∇φj · ∇φi dx.e. for any vh = i∈Nh vi φi . we develop the variational formulation equivalent to (3. wh = j ∈Nh wj φj ∈ Vh . To address the question (i). i. There are two natural questions: (i) What types of the numerical integration rules guarantee that (3. ∗ γij u∗ + j j ∈Nh | | ∗ λ = li∗ |Nh | h j ∈Nh | | ∗ u =0 |Nh | j (3.22) is not valid in practice because the above integral terms γij and li are computed numerically.2) under these conditions. and ij ⊃ ωi ∩ωj . 5. are the associated domains where the numerical integrations i ⊃ ωi .17) with the unknowns [uj ]j ∈Nh and λh : γij uj + j ∈Nh | | λ h = li |Nh | j ∈Nh | | uj = 0 |Nh | (3.2) is uniquely solvable? (ii) How does the numerical solution u∗ ≡ j ∈Nh u∗ φj (if it exists) converge to the h j exact solution u? The question (i) is the main task of this section where we specify some conditions the quadrature must satisfy and prove the uniqueness of the equation (3. we have B(vh . – i – – – li∗ ≡ fi∗ + gi∗ ≡ f φi dx + – ij – ∗ γij ≡ ∇φj · ∇φi dx = ∇φj · ∇φi dx. then we get a linear system equivalent to (2. wh ) = i. and we actually solve the computed version of (3. The error estimate (2. These domains will be specified later to design the efficient quadrature rules. i ⊃ ∂ωi ∩ are carried out.3) . Zhang forms a basis of V h .2) where i The notation D represents a numerical integration rule on a set D.466 Q. The question (ii) will be dealt with in Sect.j ∈Nh v i γj i wj and L(vh ) = i∈Nh v i li .2).1).

we present a set of assumptions for the numerical integration rules that will improve the efficiency of quadrature and at the same time. and it can be shown that linear system (3. λ∗ . respectively. ij = ωj was chosen and associated stiffness matrix was non-symmetric. and | i | ≤ Chd−1 . j ∈Nh ∀i ∈ Nh . 19]) and numerical integrations becomes difficult to carry out. μ) ≡ B ∗ (uh . vh . ωi ∩ ωj ⊂ ij can be chosen such that they have regular shapes [2. QA 3.6) Remark 3. wh ) = i. we mention that the theoretical framework in the paper [7]. where k is arbitrary positive integer.2) is equivalent to the variational formulation: Find (u∗ .2 Symmetric. and i as ωi ∩ ωj . μh ) ∈ V h | d i | ≤ Ch . as in [6]. vh ) + λ (vh ) + μ (uh ).1 It is quite natural to choose ij .Theoretical analysis of numerical integration in Galerkin meshless 467 Motivated by above.1 There is a positive constant C independent of h such that | d ij | ≤ Ch . Next.4) We note from this definition that B ∗ and L∗ are bilinear and linear on Vh . (3.j ∈Nh with quadrature satisfies ∗ γij = 0. We emphasize that the symmetry is crucial to the analysis of the present paper. and ∂ωi ∩ . j ∈ Nh . (3. will be used in the analysis of error in the approximate solution in the presence of quadrature. this is feasible when the shape functions are smooth in . have complicated geometry (e. 7]. λ∗ ) ∈ V h such that h h B ∗ (u∗ . allowed the analysis of MM with the shape functions reproducing the polynomials of degree k.2 This property implies symmetric stiffness matrix which is an important feature of FEM. which is a numerical counterpart to the formulation (2. QA 3. since in general. – – – – (3.8) . (3. But ωi ⊂ i .j ∈Nh vi γj∗i wj and L∗ (vh ) = i∈Nh vi li∗ .17). however. μh ) = L∗ (vh ). i . h h where B ∗ (uh . ∀i. However. These domains may. Of course. we naturally define B ∗ (vh . In [6]. j ∈ Nh . “lens” [18.3 The stiffness matrix [γij ]i. the integration domain ij was chosen to be ωi ∩ωj to impose the symmetric property. (3. ∀i. λ. ij = ωi = ωj = j i .5) ∀(vh . ωi . while in [7]. vh . ∗ γij = γj∗i .7) Remark 3. ∗ QA 3.g.

and (3.1.10).1 and Lemma 4.15) . we have B(vh .11) |fi − fi∗ | and ≤ ε| |gi − gi∗ | ≤ τ | i | gφi L∞ ( i ) .10) (3.4 There exist small positive constants η. ∀vh .2 in [6].j ∈Nh are symmetric and satisfy the zero row sum condition (3. (3. wh ) = − 1 2 ∗ γij (vi − vj )(wi − wj ). such that for each i. i. We note that these constants are associated with the underlying numerical integration rules and decrease with increasing accuracy of the integration rules.468 Q.3 It can be easily shown that γij = 0. independent of h.8).5). associated with the specific quadrature rules but independent of h.7).8). (3. We note that we do not need to impose the compatibility condition under numerical integration (as required in [6]) because we use the Lagrange multiplier framework.j ∈Nh 1 2 γij (vi − vj )(wi − wj ) i.13) Proof Let vh = i∈Nh vi φi and wh = j ∈Nh wj φj . and τ . ε. j ∈Nh (3. from the results of Lemma 4. see [7] for specific examples. such that |B(vh . QA 3. j ∈ Nh ∗ |γij − γij | ≤ η| ij | i| ∇φj · ∇φi f φi L∞ ( i) L∞ ( ij ) . wh ∈ Vh .9) Thus (3. Zhang Remark 3. (3. (3.9) and is called the zero row sum condition for the computed stiffness matrix. We next prove the uniqueness of the solutions to (3. Then there is a constant C. (3.4 It is possible to choose small constants η. and τ to make the assumptions (3. and (3. respectively.12) hold. We begin with a relevant lemma. wh ) = − and B ∗ (vh .14) (3. ε.j ∈Nh (3.2) or (3. and j .j ∈Nh and its counterpart with quadrature [γij ]i. Lemma 3.11). i. (3. wh ) − B ∗ (vh .10).8) mimics (3.1 Consider the bilinear form B ∗ on Vh is defined as above. Assume ∗ [γij ]i. Because both the stiffness ma∗ trix [γij ]i. wh )| ≤ Cη|vh |H 1 ( ) |wh |H 1 ( ) .j ∈Nh satisfies the assumption QA 3.12) Remark 3.

·) hold: (a) (Continuity) There is a constant C > 0 such that |B ∗ (vh . according to the Inf-sup condition (2.16) (b) (Inf-sup condition) There exists C > 0 such that C< inf sup B ∗ (vh . λ. ν) Vh. For each (vh . μ) ∈ V h such that B (vh .6).1 that B ∗ (vh . λ) ∈ V h . uh ) − B(vh . sup . λ) Vh (wh .10).2 Suppose that the conditions in the previous lemma are all satisfied.19) and (uh .19) of B . λ. (3. μ) ∈ V h satisfying (wh . wh )| = 1 2 ∗ γij − γij (vi − vj )(wi − wj ) i∈Nh j ∈Si −2 d 1 2 1 2 1 ≤ 2 Cηh i∈Nh h (vi − vj ) j ∈Si 2 i∈Nh 1 2 2 j ∈Si (wi − wj ) 2 ≤ Cηh−2 hd h− 2 +1 d |vh |H 1 (ωi ) |wh |H 1 (ωi ) 1 2 = Cη i∈Nh |vh |2 1 (ω ) H i i∈Nh ) |vh |2 1 (ω ) H i ≤ Cη|vh |H 1 ( ) |wh |H 1 ( which is the desired result. there exists (wh . λ). uh . Then for small η. It immediately follows from the continuity property (2. (uh . λ.11) in A5. λ) Vh (3.18) of the form B Lemma 3. λ. wh ) − B ∗ (vh .μ)∈V h Vh . ν)| ≤ C (vh .Theoretical analysis of numerical integration in Galerkin meshless 469 Therefore. λ. μ) 0< (vh = 0.λ)∈V h |B ∗ (vh . then we have the equality B ∗ (vh . μ) Vh. ν) ∈ V h be arbitrary. using the assumption A1. the following properties of the bilinear form B ∗ (·.17) (c) For any (wh . ν) ∈ V h . and (2. wh . Lemma 3. wh . (3. (uh . ν) + B ∗ (vh . ν) ≤ (C + Cη) (vh . λ. uh . . uh ) .λ)∈V h (wh . wh . λ. λ). A4. λ) V h (wh . μ) ≥ C (vh . uh . (3. λ) Vh (uh . μ)|. ν) = B (vh . μ) Vh (vh . ν) Vh. (3. we get |B(vh . ∀(vh . μ) (vh . Proof Let (vh . uh .

λ. we set i = ωi . 4. we present two numerical integration schemes satisfying the assumptions QA 3. For i = j . Thus γij . we have ∗ |γii − γii | ≤ j ∈Si . μ) ≥ B (vh .3. wh . The last inequality of the lemma can be proved in the same way. j =i ∗ γij . For i = j . j =i ∗ |γij − γij | ij | ≤ j ∈Si . .1–QA 3. λ. (4.17) of B ∗ .19). we know from [3] that the variational problem (3.. respectively. which is hard to verify.1) ∗ Clearly. i = ∂ωi ∩ . Later. j =i ∗ γij = − j ∈Si . Hence. the computed stiffness matrix [γij ]i. the integration rules do not have to satisfy any conditions other than (3.5) and the associated linear system (3.470 Q. μ) Vh where the constant is positive for small η.4. j =i ii | ii | (∇φi · ∇φj ) Dφi L∞ ( ij ) ≤ ≤ Cκ| ≤ Cκ| ii | L∞ ( i) hi Dφj L∞ ( j) hj (hi hj )−1 (∇φi · ∇φi ) (∇φi · ∇φi ) L∞ ( L∞ ( i) i) h2 (hi hj )−1 i .11) and (3. we will obtain the same error estimate for this scheme as was obtained in [6]. wh .j ∈Nh satisfies the assumptions QA 3. ∗ where we used the assumptions A4 and A2. Zhang With the above estimate and (3.1 Diagonal elements correction algorithm This scheme was introduced in [6]. but we mention again that our analysis does not require Vh to satisfy any further assumptions. λ) Vh ) (wh . Moreover. j =i C| C| j ∈Si .2) have the unique solutions.4. the Axiom 2 in [6]. e.12).10) of QA 3.2 and QA 3.1.4. 4 Construction of numerical integration formula In this section. we use a ∗ numerical integration rule on ij to define γij satisfying (3. for i = j . According to this lemma.10) of QA 3.g. we get the Inf-sup condition (3. For i ∈ Nh . with i = j . also satisfies (3. we define ∗ γii = − j ∈Nh . Unlike [6]. and ij = ωi ∩ ωj satisfying the assumption QA 3. μ) − Cη|vh |H 1 ( ) |wh |H 1 ( ≥ (C − Cη) (vh . we have B ∗ (vh .

We note that the cells Dk are only employed to do numerical integration and do not have to satisfy the conforming conditions as in FEM. namely.2. B1 There exists a constant independent of k and h such that |Dk | ≤ Chd and |Dk ∩ | ≤ Chd−1 . ij . ¯ B2 For any i ∈ Nh . it is easy to show that this integration scheme satisfies the conditions QA 3. we set up the integration rule Dk ∩ on the boundary.4. have been developed and used in [10. – – – – (4. and QA 3. j ∈ Nh . we define standard numerical formulas Dk as pk e(x) dx ≡ l=1 e(zkl )wkl . also known as integration mesh. For k ∈ Mh . In a similar way.Theoretical analysis of numerical integration in Galerkin meshless 471 4.2) . 3. j ∈Nh j ∈Nh j ∈Nh k∈Tij pk = j ∈Nh k∈Ti l=1 – = – ∗ γij = ∇φj · ∇φi dx ij ∇φj · ∇φi dx Dk ∇φj · ∇φi (zkl )wkl – – – – – ≡ ≡ ≡ Dk ∩ . and and and i = k∈Ti Dk ∩ . 26]. We assume that this background mesh satisfies the following conditions. let Tij ≡ {k ∈ Mh : Dk ∩ ωi ∩ ωj = ∅} and Ti ≡ {k ∈ Mh : ωi ∩ Dk ∩ = ∅}. i i are naturally defined as . 20. let Ti = {k ∈ Mh : ωi ∩ Dk = ∅} and assume there exists an integer κ such that for all i ∈ Nh . i = k∈Ti Dk . Set ¯ ij = k∈Tij Dk . Assume that domain is covered by a group of disjoint cells {Dk : k ∈ Mh } where Mh is an index set. Furthermore.1. ⊂ k∈Mh Dk . ∀e ∈ C(Dk ) Dk where zkl are the quadrature points and wkl are the associated weights. The associated integration formulas on .2 Background mesh integration Numerical integration based on “background mesh”. card Ti ≤ κ . We explain this approach below and show that these quadrature rules satisfy the assumptions in Sect. ¯ ¯ For any i. ij k∈Tij Dk i k∈Ti Dk i k∈Ti From the assumptions B1 and B2. QA 3.

Lemma 5. (5.17) h h and (3.4. there is a constant C such that |u − u∗ |H 1 ( h ) ≤ Ch|u|H 2 ( ) + C η|u|H 2 ( ) +ε f L∞ ( ) +τ g L∞ ( ) .1–QA 3. λ∗ ) ∈ h h V h be the solutions to the problems (2. Then.1 Suppose that (uh .1) The proof of this lemma can be obtained from the proof of Lemma 4. Thus the integration scheme satisfies the zero row sum condition QA 3.1) with θ = 1.ν)∈V h . ν) V h and |L∗ (v) − L(v)| . respectively. we will obtain an estimate for the error |u − u∗ |H 1 ( ) . (5. v)| (v. It is clear from the above Lemma that to analyze the effects of quadrature on the convergence of the approximate solution u∗ . ν) V h We now present the main result of the paper. independent of h. ν) V h (v.1) with θ = 0 and (3. λ∗ ) are the solutions of problems (2. λh − μh ) + sup (v.2) . v) − B ∗ (wh . We begin with a Strang type lemma that provides an abstract frameh work to analyze the quadrature error. we need to h estimate the consistency errors |B(wh . Zhang = k∈Ti l=1 pk ∇φi · ∇ j ∈Nh φj (zkl )wkl = k∈Ti l=1 ∇φi · ∇1 (zkl )wkl = 0. such that (uh − u∗ . 3.2 Assume the meshless space Vh satisfies the assumptions A1–A5 and quadrature satisfies the assumptions QA 3.5). Let u ∈ H 2 ( ) and (u∗ . λh ) and (u∗ . (v.5) in Sect. ν) V h (v. v) − B ∗ (wh . respectively. and we omit it here.μh )∈V h Vh Vh inf (uh − wh .5).472 pk Q.1 in [7] directly. In the end of this section. Then there exists a constant C.4. λh − λ∗ ) h h ≤C (wh . v) L∗ (v) − L(v) + sup (v. Theorem 5.ν)∈V h B(wh . we will briefly address the Neumann problem (2. In this section. 5 Convergence analysis We had addressed the unique solvability of the variational problem with quadrature (3.

4) and the assumption (3. Now. v) − B ∗ (Vh u.4. we take (wh . we have |B(Vh u.ν)∈V h (5. ν) V h (v.ν)∈V h B(Vh u. and A4.12) of the assumptions QA 3.1 and get (uh − u∗ . ν) V h (v. QA 3.8). v) − B ∗ (Vh u. f φi dx + |vi | gφi ds − gφi ds i (5. we estimate the RHS of the above inequality. Let v = i∈Nh vi φi . v) = 0 and the property B ∗ (D.ν)∈V h H 1( ) uh − Vh u − D sup (v. ν) V h (v. – – ≤ |vi | – gφi ds − i f φi dx − – i f φi dx − f φi dx ≤ εChd f φi L∞ ( i) ≤ εChd f L∞ ( ) gφi ds ≤ τ Chd−1 gφi L∞ ( i ) ≤ τ Chd−1 g L∞ ( ) .1 and the approximation error estimate (2. Then from Lemma 3.ν)∈V h B(Vh u + D. λh − λ∗ ) h h ≤C + =C + Vh H 1( ) uh − Vh u − D sup (v. |L(v) − L∗ (v)| ≤ i∈Nh |vi | |li − li∗ | i∈Nh i i i∈Nh i ≤ i∈Nh |vi |Cεhd f L2 ( ) L∞ ( ) + i∈Nh |vi |Cτ hd−1 g H 1( ) L∞ ( ) ≤ Cε v f L∞ ( ) + Cτ v g L∞ ( ) . v) − B ∗ (Vh u + D. v)| ≤ Cη|Vh u|H 1 ( ) |v|H 1 ( ) ≤ Cη|u|H 2 ( ) |v|H 1 ( ) . ν) V h (v. we have.15). (5.5) . λh ) in Lemma 5. from (3. v) = 0. which is the direct result of the definition (3.1.4) For any i ∈ Nh . v) L∗ (v) − L(v) + sup (v. i and i Therefore.3) where the last equality is due to the obvious fact B(D. μh ) = (Vh u + D.11) and (3.Theoretical analysis of numerical integration in Galerkin meshless 473 Proof For any constant D. v) L∗ (v) − L(v) + sup (v.

ε. i and j . τ → 0. and the arguments 1 2 1 2 |vi | ≤ i∈Nh i∈Nh vi2 i∈Nh 1 ≤ Ch− 2 v d −d L2 ( ) h 2 ≤C v −d L2 ( ) h and 1 2 1 2 |vi | ≤ i∈Nh i∈Nh vi2 i∈Nh 1 ≤ Ch− d−1 2 v − d−1 L2 ( ) h 2 ≤C v −(d−1) . (2. Remark 5. the Trace inequality. independent of h. To approximate the solution of the problem (2. (5. the Lagrange multiplier framework is not needed and the standard Galerkin method could be used. However.14) of Remark 2.6) where σij ≡ φj φi dx. we deduce that if the background mesh satisfies B1 and B2.12). since D is arbitrary. We will investigate this feature in a future h work. then |u − u∗ |H 1 ( ) = O(h + η + ε + τ ). λh h ) ) − λ∗ ) h f Vh + C η|u|H 2 ( + L∞ ( ) +τ g L∞ ( ) . which is the desired result.3. In other words. H 1( )h Therefore. λh − λ∗ ) h h D∈R Vh H 1( ) ≤ C inf uh − Vh u − D ≤ C|uh − Vh u|H 1 ( ) + Cη|u|H 2 ( ) ) + Cε f L∞ ( ) + Cτ g L∞ ( ) + Cη|u|H 2 ( + Cε f L∞ ( ) + Cτ g L∞ ( ) .4). using the Poincaré inequality. and the estimates (5.5). (2. (5.15).3).1 Applying the above theorem in the context of numerical integration based on background mesh. The lower order terms could be numerically integrated with a more quadrature rule satisfying the following assumption: QA 3. Finally. j ∈ Nh (5.13). Zhang the last inequality is derived from (2. using the estimate (2. our numerical results (presented in the next section) show that |u − u∗ |H 1 ( ) → 0. such that ∗ |σij − σij | ≤ η | ij | φj φi L∞ ( ij ) . we get the theorem as follows: |u − u∗ |H 1 ( h ) ≤ |u − uh |H 1 ( ≤ |u − uh |H 1 ( ≤ Ch|u|H 2 ( ) ) ) + |uh − u∗ |H 1 ( h + (uh − u∗ . there is no convergence h if η. but with O(h1/2 ). ∀i. .4 Assume that there exists a small positive constant η . we have (uh − u∗ .474 Q.1) with θ = 1.

h x ∈ R.1) to illuminate our theoretical results. ≡ ∂ωi ∩ . associated with a uniformly distributed set of particles {i : i ∈ N} on R. We note that in 1-dimension i is only a set of points so that integration on it is exact.Theoretical analysis of numerical integration in Galerkin meshless 475 Theorem 5.2) Now. (6. 1) ≡ [ai . reproduce the polynomials of degree 1.7) We do not present the proof of this theorem as it is similar to the proof of Theorem 5. let Nh = {i ∈ N : supp φih ∩ (0.e. Let = (0. f (x) = −ex and g(0) = −1.4 . 1) = ∅} and Vh = {φih : i ∈ Nh }. there is a constant C such that u − u∗ h H 1( ) ≤ Ch|u|H 2 ( ) + C (η + η )|u|H 2 ( ) +ε f L∞ ( ) +τ g L∞ ( ) . denote i ij ≡ ωi = suppφih ∩ = [ih − Rh. We use the standard p-point Gaussian integration formula on [ai . x ∈ R. Let u ∈ H 2 ( ) be the solution to the problem (2. 1}. and i ≡ ωi ∩ ωj ≡ [cij . R] such that functions {φ(x − i) : i ∈ N}. respectively. x ∈ .1) with θ = 1 and u∗ ∈ Vh be the numerical soh lution computed from the standard Galerkin method. g(1) = e..3) φ xih φ h h i∈Nh i∈Nh Example 1 For any i.4 and QA 3. bi ] and [cij . j ∈ Nh . (6. then it can be shown from (6. dij ] .2.1–QA 3. dij ]. Then we have x x − i = 1 and − i = x. i. We next introduce the approximation space Vh .1) that the h ≡ φ( x − i) : i ∈ N} reproduce linear polynomials with respect to the functions {φi h set of particles {xih = ih : i ∈ N}. (5.3 Assume the meshless space Vh satisfies the assumptions A1–A5 and quadrature satisfies the assumptions QA 3. 5]. As in [4. 6 Numerical experiments We present the numerical experiments in 1-dimension for the case θ = 0 in (2. then = {0. ih + Rh] ∩ (0. bi ]. 1) and the exact solution u(x) = ex . namely.1) 1 Let N be a positive integer and h = N . Then. φ(x − i) = 1 and i∈N i∈N iφ(x − i) = x. (6. φ i∈N x − i = 1 and h xih φ i∈N x − i = x. let φ(x) be a reference shape function with compact support [−R.

quadrature does not satisfy the zero row sum condition.5974E−03 1. u∗ is the approximate solution obtained using h h p-point standard Gaussian quadrature with p = 4. where u∗ is the approximate solution obtained h h using the standard Gaussian quadrature. Zhang 8 points 6.2826E−03 1.2821E+00 1.5347E+00 1. It is clear that the errors in the energy norm of the approximate solutions grow as h is refined. 1. the computed stiffness matrix [γij ] does not satisfy the zero row sum condition (3.3619E−02 3.1372E+00 1.8351E−02 8.7767E+00 1.8).8658E−01 1.0731E−01 7. . |u − u∗ |H 1 ( ) . 16.7047E+00 1. We note that under this numerical h ∗ integration.7551E+00 16 points 9.2592E+00 1.6258E+00 1.5993E+00 1. 1 The log-log plot of |u − u∗ |H 1 ( ) with respect to h. The x and the shape functions reproduce polynomial of degree 1 exact solution is u(x) = e Fig.5228E+00 1.7820E+00 Q.5). and 32.8348E−01 1.2488E−01 4.6925E+00 32 points 4.4694E+00 1.9945E−02 1. The error grows up as h decreases to obtain the approximate solution u∗ of (3.6599E+00 1.4136E+00 1.3099E−02 2.0305E−01 1.6538E+00 1/10 1/20 1/40 1/80 1/160 1/320 1/640 1/1280 Notes: The H 1 seminorm of the error.9034E−01 8.7453E+00 1.7661E+00 1. 8.0383E+00 1. The H 1 -seminorm errors |u − u∗ | and their log-log plot with respect h to h are presented in Table 1 and Fig.476 Table 1 Standard Gaussian rule (no correction) h |u − u∗ |H 1 ( ) h 4 points 1.7232E+00 1.

4423E−01 3. we have convergence in this example as h → 0.4357E−04 2.6953E−03 6. |u − u∗ |H 1 ( ) . 4 that satisfy the zero row sum condition (3.3411E−01 3.8). It is clear from the this example that the error |u − u∗ |H 1 ( ) is much smaller than h similar errors in Examples 1 and 2.5) and obtain the solution u∗ . and present the H 1 seminorm errors |u − u∗ |H 1 ( ) .6251E−03 2. To this end. In fact. in h Table 3 and Fig.2389E−01 3. and we will see that the errors are reduced significantly.6178E−04 2.1) with θ = 1.3970E−03 32 points 3. In each cell Dk . We also conducted the 1-dimensional numerical experiments for the problems (2.1338E−04 5. where u∗ is the approximate solution obtained using h h the corrected Gaussian quadrature.3988E−03 1.4353E−01 3.2485E−04 2. i ∈ ∗ Nh that are corrected by the rule (4.3888E−04 1/10 1/20 1/40 1/80 1/160 1/320 1/640 1/1280 Notes: The H 1 seminorm of the error.4089E−03 1. which satisfies the assumptions B1 and B2.3970E−03 1.2937E−03 16 points 3. The exact solution is x and the shape functions reproduce the polynomial of degree 1 u(x) = e In the following two examples we use the numerical integration algorithms discussed in Sect.3971E−03 1.Theoretical analysis of numerical integration in Galerkin meshless Table 2 Corrected Gaussian rule (diagonal elements correction) h |u − u∗ |H 1 ( ) h 4 points 3. we divide into a “mesh” {Dk ≡ [kh. ∗ Example 2 All settings are the same as in the previous example except for γii .0294E−04 3.4475E−01 477 8 points 9.3208E−03 6. which is not explained by the theoretical result in this paper.4215E−01 3. we use the standard p-point Gaussian integration rule to get the integration scheme (4.1116E−03 6. We have presented h the H 1 -seminorm errors |u − u∗ |H 1 ( ) .4542E−03 1. is very interesting and deserve further investigation in future.3789E−03 7.2).7570E−03 9. and their log-log plot with respect to h.3749E−03 6.5) with satisfies the zero row sum condition (3. The behaviors of the errors u − u∗ H 1 ( ) were analogous to the h .4457E−01 3. together with their log-log plot with respect to h in h Table 2 and Fig.8).6310E−03 1. (k + 1)h] : 0 ≤ k ≤ N − 1}.3942E−01 3. 3. This phenomenon. We use this numerical integration scheme in (3. quadrature satisfies the zero row sum condition. but the order of convergence appears to be O(h1/2 ). 2.9097E−03 7.1999E−03 1.1) so that the computed stiffness matrix [γij ] ∗ of (3.4826E−03 6. Example 3 We employ the background mesh integration schemes in this example. We obtain the solution uh this corrected integration rule through the variational problem.

. where u∗ is the approximate solution obtained using h h the background mesh quadrature.4197E−03 1. 1. The behavior of the error is O(h + η). 2 The log-log plot of |u − u∗ |H 1 ( ) with respect to h.0155E−03 1.4144E−03 1. 8. u∗ is the approximate solution obtained using h h p-point corrected Gaussian quadrature with p = 4.1514E−04 5.2653E−04 1.4817E−04 2.3837E−04 1.0956E−05 1/10 1/20 1/40 1/80 1/160 1/320 1/640 1/1280 Notes: The H 1 seminorm of the error. which illuminates the result of Theorem 5. Zhang Fig.1603E−03 3. |u − u∗ |H 1 ( ) .478 Q.2 Table 3 Standard Gaussian rule (background mesh) h |u − u∗ |H 1 ( ) h 2 points 5. The exact solution is x and the shape functions reproduce the polynomial of degree 1 u(x) = e results in Tables 1. 16.8483E−05 5 points 3.9205E−05 3.9593E−05 4.4740E−04 1.2555E−04 5.7577E−03 9. and 32. and we do not present those experimental results here.0189E−04 4.1370E−04 3 points 3. quadrature satisfies the zero row sum condition.0047E−04 4. 2 and 3.0234E−03 7.7455E−03 8.4399E−03 1.0299E−05 8 points 3.3620E−04 7.6708E−04 2.6074E−04 2.2633E−04 6.7616E−03 9.9012E−05 4.3933E−03 1. 2 and 3 and Figs.8099E−03 2.7938E−03 2.8673E−04 4.

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