On the mixed finite element method with Lagrange multipliers

In this note we analyze a modified mixed finite element method for second‐order elliptic equations in divergence form. As a model we consider the Poisson problem with mixed boundary conditions in a polygonal domain of R ². The Neumann (essential) condition is imposed here in a weak sense, which yields the introduction of a Lagrange multiplier given by the trace of the solution on the corresponding boundary. This approach allows to handle nonhomogeneous Neumann boundary conditions, theoretically and computationally, in an alternative and usually easier way. Then we utilize the classical Babu?ka‐Brezzi theory to show that the resulting mixed variational formulation is well posed. In addition, we use Raviart‐Thomas spaces to define the associated finite element method and, applying some elliptic regularity results, we prove the stability, unique solvability, and convergence of this discrete scheme, under appropriate assumptions on the mesh sizes. Finally, we provide numerical results illustrating the performance of the algorithm for smooth and singular problems. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 192–210, 2003     

A mixed hybrid formulation based on oscillated finite element polynomials for solving Helmholtz problems

A mixed-hybrid-type formulation is proposed for solving Helmholtz problems. This method is based on (a) a local approximation of the solution by oscillated finite element polynomials and (b) the use of Lagrange multipliers to “weakly” enforce the continuity across element boundaries. The computational complexity of the proposed discretization method is determined mainly by the total number of Lagrange multiplier degrees of freedom introduced at the interior edges of the finite element mesh, and the sparsity pattern of the corresponding system matrix. Preliminary numerical results are reported to illustrate the potential of the proposed solution methodology for solving efficiently Helmholtz problems in the mid- and high-frequency regimes.     

Review and complements on mixed-hybrid finite element methods for fluid flows

Mixed and hybrid finite element methods for the resolution of a wide range of linear and nonlinear boundary value problems (linear elasticity, Stokes problem, Navier–Stokes equations, Boussinesq equations, etc.) have known a great development in the last few years. These methods allow simultaneous computation of the original variable and its gradient, both of them being equally accurate. Moreover, they have local conservation properties (conservation of the mass and the momentum) as in the finite volume methods.The purpose of this paper is to give a review on some mixed finite elements developed recently for the resolution of Stokes and Navier–Stokes equations, and the linear elasticity problem. Further developments for a quasi-Newtonian flow obeying the power law are presented.     

Mixed finite element methods for linear elasticity with weakly imposed symmetry

In this paper, we construct new finite element methods for the approximation of the equations of linear elasticity in three space dimensions that produce direct approximations to both stresses and displacements. The methods are based on a modified form of the Hellinger-Reissner variational principle that only weakly imposes the symmetry condition on the stresses. Although this approach has been previously used by a number of authors, a key new ingredient here is a constructive derivation of the elasticity complex starting from the de Rham complex. By mimicking this construction in the discrete case, we derive new mixed finite elements for elasticity in a systematic manner from known discretizations of the de Rham complex. These elements appear to be simpler than the ones previously derived. For example, we construct stable discretizations which use only piecewise linear elements to approximate the stress field and piecewise constant functions to approximate the displacement field.

     

Coupled FEM-BEM for elastoplastic contact problems using Lagrange multipliers

The coupling of the elastoplastic finite element and elastic boundary element methods for two-dimensional frictionless contact stress analysis is presented. Interface traction matching (boundary element approach), which involves the force terms in the finite element analysis being transformed to tractions, is chosen for the coupling method. The analysis at the contact region is performed by the finite element method, and the Lagrange multiplier approach is used to apply the contact constraints. Since the analyses of elastoplastic problems are non-linear and involve iterative solution, the reduced size of the final system of equations introduced by combining the two methods is very advantageous, especially for contact problems where the nature of the problem also involves an iterative scheme.     

A posteriori error estimates for the mixed finite element method with Lagrange multipliers

We consider the mixed finite element method with Lagrange multipliers as applied to second‐order elliptic equations in divergence form with mixed boundary conditions. The corresponding Galerkin scheme is defined by using Raviart‐Thomas spaces. We develop a posteriori error analyses yielding a reliable and efficient estimate based on residuals, and a reliable and quasi‐efficient estimate based on local problems, respectively. Several numerical results illustrate the suitability of these a posteriori estimates for the adaptive computation of the discrete solutions. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

Bounded sets of Lagrange multipliers for vector optimization problems in infinite dimension

The aim of this paper is to point out some sufficient constraint qualification conditions ensuring the boundedness of a set of Lagrange multipliers for vectorial optimization problems in infinite dimension. In some (smooth) cases these conditions turn out to be necessary for the existence of multipliers as well.     

Optimal error estimates of mixed finite element methods for a fourth-order nonlinear elliptic problem

A mixed finite element method is developed for a nonlinear fourth-order elliptic problem. Optimal L² error estimates are proved by using a special interpolation operator on the standard tensor-product finite elements of order k?1. Then two iterative schemes are presented and proved to keep the same optimal error estimates. Three numerical examples are provided to support the theoretical analysis.     

A wavelet-based stabilization of the mixed finite element method with Lagrange multipliers

We present a new stabilized mixed finite element method for second order elliptic equations in divergence form with Neumann boundary conditions. The approach introduces first the trace of the solution on the boundary as a Lagrange multiplier, which yields a corresponding residual term that is expressed in the Sobolev norm of order 1/2 by means of wavelet bases. The stabilization procedure is then completed with the residuals arising from the constitutive and equilibrium equations. We show that the resulting mixed variational formulation and the associated Galerkin scheme are well posed. In addition, we provide a residual-based reliable and efficient a posteriori error estimate.     

An augmented mixed finite element method with Lagrange multipliers: A priori and a posteriori error analyses

In this paper, we provide a priori and a posteriori error analyses of an augmented mixed finite element method with Lagrange multipliers applied to elliptic equations in divergence form with mixed boundary conditions. The augmented scheme is obtained by including the Galerkin least-squares terms arising from the constitutive and equilibrium equations. We use the classical Babuška–Brezzi theory to show that the resulting dual-mixed variational formulation and its Galerkin scheme defined with Raviart–Thomas spaces are well posed, and also to derive the corresponding a priori error estimates and rates of convergence. Then, we develop a reliable and efficient residual-based a posteriori error estimate and a reliable and quasi-efficient Ritz projection-based one, as well. Finally, several numerical results illustrating the performance of the augmented scheme and the associated adaptive algorithms are reported.     

A mixed finite element method with Lagrange multipliers for nonlinear exterior transmission problems

Summary. We apply a mixed finite element method to numerically solve a class of nonlinear exterior transmission problems in R ² with inhomogeneous interface conditions. Besides the usual unknowns required for the dual-mixed method, which include the gradient of the temperature in this nonlinear case, our approach makes use of the trace of the outer solution on the transmission boundary as a suitable Lagrange multiplier. In addition, we use a boundary integral operator to reduce the original transmission problem on the unbounded region into a nonlocal one on a bounded domain. In this way, we are lead to a two-fold saddle point operator equation as the resulting variational formulation. We prove that the continuous formulation and the associated Galerkin scheme defined with Raviart-Thomas spaces are well posed, and derive the a-priori estimates and the corresponding rate of convergence. Then, we introduce suitable local problems and deduce first an implicit reliable and quasi-efficient a-posteriori error estimate, and then a fully explicit reliable one. Finally, several numerical results illustrate the effectivity of the explicit estimate for the adaptive computation of the discrete solutions. Mathematics Subject Classification (2000): 65N30, 65N38, 65N22, 65F10This research was partially supported by CONICYT-Chile through the FONDAP Program in Applied Mathematics, and by the Dirección de Investigación of the Universidad de Concepción through the Advanced Research Groups Program.     

New formulation of iterative substructuring methods without Lagrange multipliers: Neumann–Neumann and FETI

This article is devoted to introduce a new approach to iterative substructuring methods that, without recourse to Lagrange multipliers, yields positive definite preconditioned formulations of the Neumann–Neumann and FETI types. To my knowledge, this is the first time that such formulations have been made without resource to Lagrange multipliers. A numerical advantage that is concomitant to such multipliers‐free formulations is the reduction of the degrees of freedom associated with the Lagrange multipliers. Other attractive features are their generality, directness, and simplicity. The general framework of the new approach is rather simple and stems directly from the discretization procedures that are applied; in it, the differential operators act on discontinuous piecewise‐defined functions. Then, the Lagrange multipliers are not required because in such an environment the functions‐discontinuities are not an anomaly that need to be corrected. The resulting algorithms and equations‐systems are also derived with considerable detail. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008     

Numerical treatment of realistic boundary conditions for the eddy current problem in an electrode via Lagrange multipliers

This paper deals with the finite element solution of the eddy current problem in a bounded conducting domain, crossed by an electric current and subject to boundary conditions appropriate from a physical point of view. Two different cases are considered depending on the boundary data: input current density flux or input current intensities. The analysis of the former is an intermediate step for the latter, which is more realistic in actual applications. Weak formulations in terms of the magnetic field are studied, the boundary conditions being imposed by means of appropriate Lagrange multipliers. The resulting mixed formulations are analyzed depending on the regularity of the boundary data. Finite element methods are introduced in each case and error estimates are proved. Finally, some numerical results to assess the effectiveness of the methods are reported.

     

Least-squares finite element methods for the elasticity problem

A new first-order system formulation for the linear elasticity problem in displacement-stress form is proposed. The formulation is derived by introducing additional variables of derivatives of the displacements, whose combinations represent the usual stresses. Standard and weighted least-squares finite element methods are then applied to this extended system. These methods offer certain advantages such as that they need not satisfy the inf-sup condition which is required in the mixed finite element formulation, that a single continuous piecewise polynomial space can be used for the approximation of all the unknowns, that the resulting algebraic systems are symmetric and positive definite, and that accurate approximations of the displacements and the stresses can be obtained simultaneously. With displacement boundary conditions, it is shown that both methods achieve optimal rates of convergence in the H¹-norm and in the L²-norm for all the unknowns. Numerical experiments with various Poisson ratios are given to demonstrate the theoretical error estimates.     

Existence of optimal Lagrange multipliers for certain nonconvex allocation problems

The use of Lagrange multipliers for decentralization of large resource allocation problems is well known. However, these dual techniques may suffer from the drawback ofduality gaps, to guarantee the absence of which various functions are required to be convex. This limits greatly the applicability of the decentralized approach. We show that less restrictive conditions can be formulated for a certain class of allocation problems, which we call resource management problems, which typically occur in large operational systems. We present a theorem for the existence of optimal multipliers, while placing almost no restrictions on the forms of the resource usage functions or the domains of the decision variables. Efficient solution algorithms, with provable convergence properties, have been given in a companion paper. Our results justify the application of dual methods to this class ofreal-world problems.The author is indebted to Mr. G. Karady and Professor Y. C. Ho of Harvard University for their valuable comments, and also to the referees for their helpful suggestions. This research was partially supported by the Office of Naval Research, under the Joint Services Electronic Program, Contract No. N0001475-C-0648, and by the National Science Foundation, Grant No. ENG-78-15231.     

A mixed finite element method for the unilateral contact problem in elasticity

In this paper, we provide a new mixed finite element approximation of the varia-tional inequality resulting from the unilateral contact problem in elasticity. We use the continuous piecewise P2-P1 finite element to approximate the displacement field and the normal stress component on the contact region. Optimal convergence rates are obtained under the reasonable regularity hypotheses. Numerical example verifies our results.     

On the existence and nonexistence of Lagrange multipliers in Banach spaces

The paper deals with the existence of Lagrange multipliers for a general nonlinear programming problem. Some regularity conditions are formulated which are, in a sense, the weakest to assure the existence of multipliers. A number of related conditions are discussed. The connection between the choice of suitable function spaces and the existence of multipliers is analyzed.This work was partly supported by the National Science Foundation, Grant No. GF-37298, to the Institute of Automatic Control, Technical University of Warsaw, Warsaw, Poland, and the Department of Computer and Control Sciences, University of Minnesota, Minneapolis, Minnesota.The author wishes to thank Professor A. P. Wierzbicki for many important remarks concerning the subject of this paper.     

Boundary subspaces for the finite element method with Lagrange multipliers

Summary The paper is concerned with the problem of constructing compatible interior and boundary subspaces for finite element methods with Lagrange multipliers to approximately solve Dirichlet problems for secondorder elliptic equations. A new stability condition relating the interior and boundary subspaces is first derived, which is easier to check in practice than the condition known so far. Using the new condition, compatible boundary subspaces are constructed for quasiuniform triangular and rectangular interior meshes in two dimensions. The stability and optimal-order convergence of the finite element methods based on the constructed subspaces are proved.This work was supported by the Finnish National Research Council for Technical Sciences and by the Finnish-American ASLA-Fulbright Foundation     

A note on the method of multipliers

Implementation of the penalty function method for constrained optimization poses numerical difficulties as the penalty parameter increases. To offset this problem, one often resorts to Newton's method. In this note, working in the context of the penalty function method, we establish an intimate connection between the second-order updating formulas which result from Newton's method on the primal problem and Newton's method on the dual problem.The author wishes to thank Professor R. A. Tapia for his careful review of this note. He has contributed significantly to its content through several crucial observations.     

Combination of mixed finite element and Dirichlet-to-Neumann methods in nonlinear plane elasticity

We study the solvability and Galerkin approximation of an exterior hyperelastic interface problem arising in plane elasticity. The weak formulation is obtained from an appropriate combination of a mixed finite element approach with a Dirichlet-to-Neumann method. The derivation of our results is based on some tools from nonlinear functional analysis and the Babuska-Brezzi theory for variational problems with constraints.