An optimal order multigrid method for biharmonic,C 1 finite element equations

Summary In this paper, we study a special multigrid method for solving large linear systems which arise from discretizing biharmonic problems by the Hsieh-Clough-Tocher,C ¹ macro finite elements or several otherC ¹ finite elements. Since the multipleC ¹ finite element spaces considered are not nested, the nodal interpolation operator is used to transfer functions between consecutive levels in the multigrid method. This method converges with the optimal computational order.     

Monotone iterative methods for finite difference system of reaction-diffusion equations

Summary This paper presents an existence-comparison theorem and an iterative method for a nonlinear finite difference system which corresponds to a class of semilinear parabolic and elliptic boundary-value problems. The basic idea of the iterative method for the computation of numerical solutions is the monotone approach which involves the notion of upper and lower solutions and the construction of monotone sequences from a suitable linear discrete system. Using upper and lower solutions as two distinct initial iterations, two monotone sequences from a suitable linear system are constructed. It is shown that these two sequences converge monotonically from above and below, respectively, to a unique solution of the nonlinear discrete equations. This formulation leads to a well-posed problem for the nonlinear discrete system. Applications are given to several models arising from physical, chemical and biological systems. Numerical results are given to some of these models including a discussion on the rate of convergence of the monotone sequences.     

Monotone iterative methods for nonlinear equations involving a noninvertible linear part

Summary We study monotone iterative methods for the numerical solution of a class of nonlinear elliptic boundary value problems by applying a theorem of Ortega and Rheinboldt. This generalizes the work of earlier authors to the case of nonlinear perturbations of linear problems with a nontrivial kernel.     

On the construction of optimal mixed finite element methods for the linear elasticity problem

Summary The mixed finite element method for the linear elasticity problem is considered. We propose a systematic way of designing methods with optimal convergence rates for both the stress tensor and the displacement. The ideas are applied in some examples.     

On the finite volume element method

Summary The finite volume element method (FVE) is a discretization technique for partial differential equations. It uses a volume integral formulation of the problem with a finite partitioning set of volumes to discretize the equations, then restricts the admissible functions to a finite element space to discretize the solution. this paper develops discretization error estimates for general selfadjoint elliptic boundary value problems with FVE based on triangulations with linear finite element spaces and a general type of control volume. We establishO(h) estimates of the error in a discreteH ¹ semi-norm. Under an additional assumption of local uniformity of the triangulation the estimate is improved toO(h ²). Results on the effects of numerical integration are also included.This research was sponsored in part by the Air Force Office of Scientific Research under grant number AFOSR-86-0126 and the National Science Foundation under grant number DMS-8704169. This work was performed while the author was at the University of Colorado at Denver     

Mixed finite element approximation of the vector potential

Summary We consider a mixed finite element approximation of the three dimensional vector potential, which plays an important rôle in the simulation of perfect fluids and in the calculation of rotational corrections to transonic potential flows. The central point of our approach is a saddlepoint formulation of the essential boundary conditions. In particular, this avoids the wellknown Babuka paradox when approximating smooth domains by polyhedrons. Using piecewise linear/piecewise constant elements for the vector potential/the boundary terms, we obtain optimal error estimates under minimal regularity assumptions for the solution of the continuous problem.     

On the multi-level splitting of finite element spaces

Summary In this paper we analyze the condition number of the stiffness matrices arising in the discretization of selfadjoint and positive definite plane elliptic boundary value problems of second order by finite element methods when using hierarchical bases of the finite element spaces instead of the usual nodal bases. We show that the condition number of such a stiffness matrix behaves like O((log )²) where is the condition number of the stiffness matrix with respect to a nodal basis. In the case of a triangulation with uniform mesh sizeh this means that the stiffness matrix with respect to a hierarchical basis of the finite element space has a condition number behaving like instead of for a nodal basis. The proofs of our theorems do not need any regularity properties of neither the continuous problem nor its discretization. Especially we do not need the quasiuniformity of the employed triangulations. As the representation of a finite element function with respect to a hierarchical basis can be converted very easily and quickly to its representation with respect to a nodal basis, our results mean that the method of conjugate gradients needs onlyO(log n) steps andO(n log n) computer operations to reduce the energy norm of the error by a given factor if one uses hierarchical bases or related preconditioning procedures. Heren denotes the dimension of the finite element space and of the discrete linear problem to be solved.     

Some upwinding techniques for finite element approximations of convection-diffusion equations

Summary A uniform framework for the study of upwinding schemes is developed. The standard finite element Galerkin discretization is chosen as the reference discretization, and differences between other discretization schemes and the reference are written as artificial diffusion terms. These artificial diffusion terms are spanned by a four dimensional space of element diffusion matrices. Three basis matrices are symmetric, rank one diffusion operators associated with the edges of the triangle; the fourth basis matrix is skew symmetric and is associated with a rotation by /2. While finite volume discretizations may be written as upwinded Galerkin methods, the converse does not appear to be true. Our approach is used to examine several upwinding schemes, including the streamline diffusion method, the box method, the Scharfetter-Gummel discretization, and a divergence-free scheme.The work of this author was supported by the Office of Naval Research under contract N00014-89J-1440The work of this author was supported through KWF-Landis/Gyr Grant 1496, AT & T Bell Laboratories, and Cray Research     

On finite element methods for the Neumann problem

Summary The Neumann problem for a second order elliptic equation with self-adjoint operator is considered, the unique solution of which is determined from projection onto unity. Two variational formulations of this problem are studied, which have a unique solution in the whole space. Discretization is done via the finite element method based on the Ritz process, and it is proved that the discrete solutions converge to one of the solutions of the continuous problem. Comparison of the two methods is done.     

Some new families of finite elements for the stokes equations

Summary We introduce a way of using the mixed finite element families of Raviart, Thomas and Nedelec [13, 14], and Brezzi et al. [5–7], for constructing stable and optimally convergent discretizations for the Stokes problem.     

A family of mixed finite elements for linear elasticity

Summary A family of finite elements for use in mixed formulations of linear elasticity is developed. The stresses are not required to be symmetric, but only to satisfy a weaker condition based upon Lagrange multipliers. This is based on the same formulation used in the PEERS finite element spaces. Elements for both two and three dimensional problems are given. Error analysis on these elements is done, and some superconvergence results are proved.     

Convergence of mixed finite element approximations for the shallow arch problem

Summary The stability and convergence of mixed finite element methods are investigated, for an equilibrium problem for thin shallow elastic arches. The problem in its standard form contains two terms, corresponding to the contributions from the shear and axial strains, with a small parameter. Lagrange multipliers are introduced, to formulate the problem in an alternative mixed form. Questions of existence and uniqueness of solutions to the standard and mixed problems are addressed. It is shown that finite element approximations of the mixed problem are stable and convergent. Reduced integration formulations are equivalent to a mixed formulation which in general is distinct from the formulation shown to be stable and convergent, except when the order of polynomial interpolationt of the arch shape satisfies 1tmin (2,r) wherer is the order of polynomial approximation of the unknown variables.     

Pointwise error estimates for a streamline diffusion finite element scheme

Summary Pointwise error estimates for a streamline diffusion scheme for solving a model convection-dominated singularly perturbed convection-diffusion problem are given. These estimates improve pointwise error estimates obtained by Johnson et al.[5].     

Analysis of some low-order finite element schemes for Mindlin-Reissner and Kirchhoff plates

Summary We set up a framework for analyzing mixed finite element methods for the plate problem using a mesh dependent energy norm which applies both to the Kirchhoff and to the Mindlin-Reissner formulation of the problem. The analysis techniques are applied to some low order finite element schemes where three degrees of freedom are associated to each vertex of a triangulation of the domain. The schemes proceed from the Mindlin-Reissner formulation with modified shear energy.Dedicated to Professor Ivo Babuka on the occasion of his 60th birthday     

Compactness method in the finite element theory of nonlinear elliptic problems

Summary Finite element approximation of a nonlinear elliptic pseudomonotone second-order boundary value problem in a bounded nonpolygonal domain with mixed Dirichlet-Neumann boundary conditions is studied. In the discretization we approximate the domain by a polygonal one, use linear conforming triangular elements and evaluate integrals by numerical quadratures. We prove the solvability of the discrete problem and on the basis of compactness properties of the corresponding operator (which is not monotone in general) we prove the convergence of approximate solutions to an exact weak solutionuH ¹ ). No additional assumption on the regularity of the exact solution is needed.     

Alternating methods for sets of linear equations

Summary A generalization of alternating methods for sets of linear equations is described and the number of operations calculated. It is shown that the lowest number of arithmetic operations is achieved in the SSOR algorithm.     

Finite element approximation on incompressible Navier-Stokes equations with slip boundary condition

Summary We consider a mixed finite element approximation of the stationary, incompressible Navier-Stokes equations with slip boundary condition, which plays an important rôle in the simulation of flows with free surfaces and incompressible viscous flows at high angles of attack and high Reynold's numbers. The central point is a saddle-point formulation of the boundary conditions which avoids the well-known Babuka paradox when approximating smooth domains by polyhedrons. We prove that for the new formulation one can use any stable mixed finite element for the Navier-Stokes equations with no-slip boundary condition provided suitable bubble functions on the boundary are added to the velocity space. We obtain optimal error estimates under minimal regularity assumptions for the solution of the continous problem. The techniques apply as well to the more general Navier boundary condition.     

An asymptotic finite element method for improvement of solutions of boundary layer problems

Summary A scheme that uses singular perturbation theory to improve the performance of existing finite element methods is presented. The proposed scheme improves the error bounds of the standard Galerkin finite element scheme by a factor of O(ⁿ⁺¹) (where is the small parameter andn is the order of the asymptotic approximation). Numerical results for linear second order O.D.E.'s are given and are compared with several other schemes.     

A family of higher order mixed finite element methods for plane elasticity

Summary The Dirichler problem for the equations of plane elasticity is approximated by a mixed finite element method using a new family of composite finite elements having properties analogous to those possessed by the Raviart-Thomas mixed finite elements for a scalar, second-order elliptic equation. Estimates of optimal order and minimal regularity are derived for the errors in the displacement vector and the stress tensor inL ²(), and optimal order negative norm estimates are obtained inH ^s () for a range ofs depending on the index of the finite element space. An optimal order estimate inL () for the displacement error is given. Also, a quasioptimal estimate is derived in an appropriate space. All estimates are valid uniformly with respect to the compressibility and apply in the incompressible case. The formulation of the elements is presented in detail.This work was performed while Professor Arnold was a NATO Postdoctoral Fellow     

Theh,p andh-p versions of the finite element method in 1 dimension

Summary This paper is the first one in the series of three which are addressing in detail the properties of the three basic versions of the finite element method in the one dimensional setting The main emphasis is placed on the analysis when the (exact) solution has singularity of x-type. The first part analyzes thep-version, the second theh-version and generalh-p version and the final third part addresses the problems of the adaptiveh-p version.Supported by the NSF Grant DMS-8315216Partially supported by ONR Contract N00014-85-K-0169