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One_Dimensional Finite Element Methods
___ Introduction
The piecewise_linear Galerkin _nite element method of Chapter _ can be extended in
several directions_ The most important of these is multi_dimensional problems_ however_
we_ll postpone this until the next chapter_ Here_ we_ll address and answer some other
questions that may be inferred from our brief encounter with the method_
__ Is the Galerkin method the best way to construct a variational principal for a partial
di_erential system
_ How do we construct variational principals for more complex problems Speci_cally_
how do we treat boundary conditions other than Dirichlet
__ The _nite element method appeared to converge as O_h in strain energy and O_h_
in L_ for the example of Section ____ Is this true more generally
__ Can the _nite element solution be improved by using higher_degree piecewise_
polynomial approximations What are the costs and bene_ts of doing this
We_ll tackle the Galerkin formulations in the next two sections_ examine higher_degree
piecewise polynomials in Sections __ and ___ and conclude with a discussion of approx_
imation errors in Section ___
___ Galerkin_s Method and Extremal Principles
_For since the fabric of the universe is most perfect and the work of a most
wise creator_ nothing at all takes place in the universe in which some rule of
maximum or minimum does not appear__
_
One_Dimensional Finite Element Methods
_ Leonhard Euler
Although the construction of variational principles from di_erential equations is an
important aspect of the _nite element method it will not be our main objective_ We_ll
explore some properties of variational principles with a goal of developing a more thorough
understanding of Galerkin_s method and of answering the questions raised in Section ___
In particular_ we_ll focus on boundary conditions_ approximating spaces_ and extremal
properties of Galerkin_s method_ Once again_ we_ll use the model two_point Dirichlet
problem
L_u_ __ __p_xu___ _ q_xu _ f_x_ _ _ x _ __ ____a
u__ _ u__ _ __ ____b
with p_x _ __ q_x _ __ and f_x being smooth functions on _ _ x _ __
As described in Chapter __ the Galerkin form of ____ is obtained by multiplying
____a by a test function v _ H_
_ _ integrating the result on ___ ___ and integrating the
second_order term by parts to obtain
A_v_ u _ _v_ f_ _v _ H_
_ _ ___a
where
_v_ f _ Z _
_
vfdx_ ___b
and
A_v_ u _ _v__ pu_ _ _v_ qu _ Z _
_
_v_pu_ _ vqudx_ ___c
and functions v belonging to the Sobolev space H_ have bounded values of
Z _
_
__v__ _ v__dx_
For _____ a function v is in H_
_ if it also satis_es the trivial boundary conditions
v__ _ v__ _ __ As we shall discover in Section ___ the de_nition of H_
_ will depend on
the type of boundary conditions being applied to the di_erential equation_
There is a connection between self_adjoint di_erential problems such as ____ and
the minimum problem_ _nd w _ H_
_ that minimizes
I_w_ _ A_w_w _ _w_ f _ Z _
_
_p_w__ _ qw_ _ wf_dx_ ____
____ Galerkin_s Method and Extremal Principles _
Maximum and minimum variational principles occur throughout mathematics and physics
and a discipline called the Calculus of Variations arose in order to study them_ The initial
goal of this _eld was to extend the elementary theory of the calculus of the maxima and
minima of functions to problems of _nding the extrema of functionals such as I_w__ _A
functional is an operator that maps functions onto real numbers_
The construction of the Galerkin form ___ of a problem from the di_erential form
____ is straight forward_ however_ the construction of the extremal problem ____
is not_ We do not pursue this matter here_ Instead_ we refer readers to a text on the
calculus of variations such as Courant and Hilbert ____ Accepting _____ we establish
that the solution u of Galerkin_s method ___ is optimal in the sense of minimizing
_____
Theorem ______ The function u _ H_
_ that minimizes _______ is the one that satis_es
______a_ and conversely_
Proof_ Suppose _rst that u_x is the solution of ___a_ We choose a real parameter _
and any function v_x _ H_
_ and de_ne the comparison function
w_x _ u_x _ _v_x_ ____
For each function v_x we have a one parameter family of comparison functions w_x _ H_
_
with the solution u_x of ___a obtained when _ _ __ By a suitable choice of _ and
v_x we can use ____ to represent any function in H_
_ _ A comparison function w_x
and its variation _v_x are shown in Figure ____
0 1
v(x)
w(x)
u, w
u(x)
x
Figure ____ A comparison function w_x and its variation _v_x from u_x_
Substituting ____ into ____
I_w_ _ I_u _ _v_ _ A_u _ _v_ u _ _v _ _u _ _v_ f_
_ One_Dimensional Finite Element Methods
Expanding the strain energy and L_ inner products using ___b_c
I_w_ _ A_u_ u _ _u_ f _ __A_v_ u _ _v_ f_ _ __A_v_ v_
By hypothesis_ u satis_es ___a_ so the O__ term vanishes_ Using _____ we have
I_w_ _ I_u_ _ __A_v_ v_
With p _ _ and q _ __ we have A_v_ v _ __ thus_ u minimizes _____
In order to prove the converse_ assume that u_x minimizes ____ and use ____ to
obtain
I_u_ _ I_u _ _v__
For a particular choice of v_x_ let us regard I_u _ _v_ as a function ____ i_e__
I_u _ _v_ __ ___ _ A_u _ _v_ u _ _v _ _u _ _v_ f_
A necessary condition for a minimum to occur at _ _ _ is ____ _ __ thus_ di_erentiating
____ _ _A_v_ v _ A_v_ u _ _v_ f
and setting _ _ _
____ _ _A_v_ u _ _v_ f_ _ __
Thus_ u is a solution of ___a_
The following corollary veri_es that the minimizing function u is also unique_
Corollary ______ The solution u of ______a_ _or ________ is unique_
Proof_ Suppose there are two functions u__ u_ _ H_
_ satisfying ___a_ i_e__
A_v_ u_ _ _v_ f_ A_v_ u_ _ _v_ f_ _v _ H_
_ _
Subtracting
A_v_ u_ _ u_ _ __ _v _ H_
_ _
Since this relation is valid for all v _ H_
_ _ choose v _ u_ _ u_ to obtain
A_u_ _ u__ u_ _ u_ _ __
If q_x _ __ x _ ___ __ then A_u_ _ u__ u_ _ u_ is positive unless u_ _ u__ Thus_ it
su_ces to consider cases when either _i q_x _ __ x _ ___ ___ or _ii q_x vanishes at
isolated points or subintervals of ___ __ For simplicity_ let us consider the former case_
The analysis of the latter case is similar_
When q_x _ __ x _ ___ ___ A_u_ _ u__ u_ _ u_ can vanish when u_
_ _ u_
_ _ __ Thus_
u_ _ u_ is a constant_ However_ both u_ and u_ satisfy the trivial boundary conditions
____b_ thus_ the constant is zero and u_ _ u__
____ Galerkin_s Method and Extremal Principles _
Corollary ______ If u_w are smooth enough to permit integrating A_u_ v by parts then
the minimizer of ________ the solution of the Galerkin problem ______a__ and the solution
of the two_point boundary value problem _____ _ are all equivalent_
Proof_ Integrate the di_erentiated term in ____ by parts to obtain
I_w_ _ Z _
_
__w_pw__ _ qw_ _ fw_dx _ wpw_j_
_
_
The last term vanishes since w _ H_
__ thus_ using ____a and ___b we have
I_w_ _ _w_L_w_ _ _w_ f_ ____
Now_ follow the steps used in Theorem ___ to show
A_v_ u _ _v_ f _ _v_L_u_ _ f _ __ _v _ H_
_ _
and_ hence_ establish the result_
The minimization problems ____ and ____ are equivalent when w has su_cient
smoothness_ However_ minimizers of ____ may lack the smoothness to satisfy _____
When this occurs_ the solutions with less smoothness are often the ones of physical
interest_
Problems
__ Consider the _stationary value_ problem_ _nd functions w_x that give stationary
values _maxima_ minima_ or saddle points of
I_w_ _ Z _
_
F_x_w_w_dx ____a
when w satis_es the _essential_ _Dirichlet boundary conditions
w__ _ __ w__ _ __ ____b
Let w _ H_
E
_ where the subscript E denotes that w satis_es ____b_ and consider
comparison functions of the form ____ where u _ H_
E
is the function that makes
I_w_ stationary and v _ H_
_ is arbitrary_ _Functions in H_
_ satisfy trivial versions of
____b_ i_e__ v__ _ v__ _ __
Using ____ as an example_ we would have
F_x_w_w_ _ p_x_w__ _ q_xw_ _ wf_x_ _ _ _ _ __
Smooth stationary values of ____ would be minima in this case and correspond
to solutions of the di_erential equation ____a and boundary conditions ____b_
_ One_Dimensional Finite Element Methods
Di_erential equations arising from minimum principles like ____ or from station_
ary value principles like ____ are called Euler_Lagrange equations_
Beginning with _____ follow the steps used in proving Theorem ___ to determine
the Galerkin equations satis_ed by u_ Also determine the Euler_Lagrange equations
for smooth stationary values of _____
___ Essential and Natural Boundary Conditions
The analyses of Section _ readily extend to problems having nontrivial Dirichlet bound_
ary conditions of the form
u__ _ __ u__ _ __ _____a
In this case_ functions u satisfying ___a or w satisfying ____ must be members of
H_ and satisfy _____a_ We_ll indicate this by writing u_w _ H_
E
_ with the subscript E
denoting that u and w satisfy the essential Dirichlet boundary conditions _____a_ Since
u and w satisfy _____a_ we may use ____ or the interpretation of _v as a variation
shown in Figure ____ to conclude that v should still vanish at x _ _ and _ and_ hence_
belong to H_
_ _
When u is not prescribed at x _ _ and_or __ the function v need not vanish there_
Let us illustrate this when ____a is subject to conditions
u__ _ __ p__u___ _ __ _____b
Thus_ an essential or Dirichlet condition is speci_ed at x _ _ and a Neumann condition is
speci_ed at x _ __ Let us construct a Galerkin form of the problem by again multiplying
____a by a test function v_ integrating on ___ ___ and integrating the second derivative
terms by parts to obtain
Z _
_
v___pu__ _ qu _ f_dx _ A_v_ u _ _v_ f _ vpu_j_
_
_ __ ____
With an essential boundary condition at x _ __ we specify u__ _ _ and v__ _ __
however_ u__ and v__ remain unspeci_ed_ We still classify u _ H_
E
and v _ H_
_ since
they satisfy_ respectively_ the essential and trivial essential boundary conditions speci_ed
with the problem_
With v__ _ _ and p__u___ _ __ we use ____ to establish the Galerkin problem
for ____a_ ____b as_ determine u _ H_
E
satisfying
A_v_ u _ _v_ f _ v____ _v _ H_
_ _ _____
____ Essential and Natural Boundary Conditions _
Let us reiterate that the subscript E on H_ restricts functions to satisfy Dirichlet _essen_
tial boundary conditions_ but not any Neumann conditions_ The subscript _ restricts
functions to satisfy trivial versions of any Dirichlet conditions but_ once again_ Neumann
conditions are not imposed_
As with problem _____ there is a minimization problem corresponding to _____
determine w _ H_
E
that minimizes
I_w_ _ A_w_w _ _w_ f _ w____ _____
Furthermore_ in analogy with Theorem ____ we have an equivalence between the Galerkin
_____ and minimization _____ problems_
Theorem ______ The function u _ H_
E
that minimizes ______ is the one that satis_es
_______ and conversely_
Proof_ The proof is so similar to that of Theorem ___ that we_ll only prove that the
function u that minimizes _____ also satis_es ______ _The remainder of the proof is
stated as Problem _ as the end of this section_
Again_ create the comparison function
w_x _ u_x _ _v_x_ _____
however_ as shown in Figure _____ v__ need not vanish_ By hypothesis we have
x
u, w
0 1
u(x)
v(x)
w(x)
Figure _____ Comparison function w_x and variation _v_x when Dirichlet data is pre_
scribed at x _ _ and Neumann data is prescribed at x _ __
I_u_ _ I_u _ _v_ _ ___ _ A_u _ _v_ u _ _v _ _u _ _v_ f _ _u__ _ _v_____
_ One_Dimensional Finite Element Methods
Di_erentiating with respect to _ yields the necessary condition for a minimum as
____ _ _A_v_ u _ _v_ f _ v____ _ __
thus_ u satis_es ______
As expected_ Theorem ____ can be extended when the minimizing function u is
smooth_
Corollary ______ Smooth functions u _ H_
E
satisfying _______ or minimizing ______ also
satisfy _____ a_ ____ b__
Proof_ Using ___c_ integrate the di_erentiated term in _____ by parts to obtain
Z _
_
v___pu__ _ qu _ f_dx _ v___p__u___ _ __ _ __ _v _ H_
_ _ _____
Since _____ must be satis_ed for all possible test functions_ it must vanish for those
functions satisfying v__ _ __ Thus_ we conclude that ____a is satis_ed_ Similarly_ by
considering test functions v that are nonzero in just a small neighborhood of x _ __ we
conclude that the boundary condition _____b must be satis_ed_ Since _____ must be
satis_ed for all test functions v_ the solution u must satisfy ____a in the interior of the
domain and _____b at x _ __
Neumann boundary conditions_ or other boundary conditions prescribing derivatives
_cf_ Problem at the end of this section_ are called natural boundary conditions be_
cause they follow directly from the variational principle and are not explicitly imposed_
Essential boundary conditions constrain the space of functions that may be used as trial
or comparison functions_ Natural boundary conditions impose no constraints on the
function spaces but_ rather_ alter the variational principle_
Problems
__ Prove the remainder of Theorem _____ i_e__ show that functions that satisfy _____
also minimize ______
_ Show that the Galerkin form ____a with the Robin boundary conditions
p__u___ _ __u__ _ ___ p__u___ _ __u__ _ __
is_ determine u _ H_ satisfying
A_v_ u _ _v_ f _ v_____ _ __u__ _ v_____ _ __u___ _v _ H__
Also show that the function w _ H_ that minimizes
I_w_ _ A_w_w _ _w_ f _ __w__ _ __w___ _ __w__ _ __w___
is u_ the solution of the Galerkin problem_
____ Piecewise Lagrange Polynomials _
__ Construct the Galerkin form of ____ when
p_x _ _ __ if _ _ x _ _
_ if _ _ x _ _
_
Such a situation can arise in a steady heat_conduction problem when the medium
is made of two di_erent materials that are joined at x _ _ _ What conditions
must u satisfy at x _ _
___ Piecewise Lagrange Polynomials
The _nite element method is not limited to piecewise_linear polynomial approximations
and its extention to higher_degree polynomials is straight forward_ There is_ however_ a
question of the best basis_ Many possibilities are available from design and approximation
theory_ Of these_ splines and Hermite approximations ___ are generally not used because
they o_er more smoothness and_or a larger support than needed or desired_ Lagrange
interpolation __ and a hierarchical approximation in the spirit of Newton_s divided_
di_erence polynomials will be our choices_ The piecewise_linear _hat_ function
j_x ___
__
_
x_xj__
xj_xj__
_ if xj__ _ x _ xj
xj___x
xj___xj
_ if xj _ x _ xj__
__ otherwise
_____a
on the mesh
x_ _ x_ _ _ _ _ _ xN _____b
is a member of both classes_ It has two desirable properties_ _i j_x is unity at node
j and vanishes at all other nodes and _ii j is only nonzero on those elements contain_
ing node j_ The _rst property simpli_es the determination of solutions at nodes while
the second simpli_es the solution of the algebraic system that results from the _nite
element discretization_ The Lagrangian basis maintains these properties with increasing
polynomial degree_ Hierarchical approximations_ on the other hand_ maintain only the
second property_ They are constructed by adding high_degree corrections to lower_degree
members of the series_
We will examine Lagrange bases in this section_ beginning with the quadratic poly_
nomial basis_ These are constructed by adding an extra node xj____ at the midpoint of
each element _xj___ xj __ j _ __ _ _ _ _ _N _Figure _____ As with the piecewise_linear basis
_____a_ one basis function is associated with each node_ Those associated with vertices
are
__ One_Dimensional Finite Element Methods
x x 0 x x x x 2 xN-1
U(x)
1/2 1 3/2 N-1/2 N x
x
Figure _____ Finite element mesh for piecewise_quadratic Lagrange polynomial approxi_
mations_
j_x _ __
__
_
_ _ __x_xj
hj
_ _x_xj
hj
__ if xj__ _ x _ xj
_ _ __x_xj
hj__
_ _x_xj
hj__
__ if xj _ x _ xj__
__ otherwise
_ j _ __ __ _ _ _ _N_ ____a
and those associated with element midpoints are
j_____x _ _ _ _ __x_xj____
hj
__ if xj__ _ x _ xj
__ otherwise
_ j _ __ _ _ _ _ _N_ ____b
Here
hj _ xj _ xj___ j _ __ _ _ _ _ _N_ ____c
These functions are shown in Figure ____ Their construction _to be described invovles
satsifying
j_xk _ _ __ if j _ k
__ otherwise
_ j_ k _ __ _ _ __ _ _ _ _N _ __N _ _ _N_ _____
Basis functions associated with a vertex are nonzero on at most two elements and those
associated with an element midpoint are nonzero on only one element_ Thus_ as noted_
the Lagrange basis function j is nonzero only on elements containing node j_ The
functions ____a_b are quadratic polynomials on each element_ Their construction and
trivial extension to other _nite elements guarantees that they are continuous over the
entire mesh and_ like ______ are members of H__
The _nite element trial function U_x is a linear combination of ____a_b over the
vertices and element midpoints of the mesh that may be written as
U_x _
N
Xj__
cjj_x _
N
Xj__
cj____j_____x _
_N
Xj__
cj__j___x_ _____
____ Piecewise Lagrange Polynomials __
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
−0.2
0
0.2
0.4
0.6
0.8
1
1.2
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
Figure ____ Piecewise_quadratic Lagrange basis functions for a vertex at x _ _ _left and
an element midpoint at x _ ____ _right_ When comparing with _____ set xj__ _ ___
xj____ _ _____ xj _ __ xj____ _ ____ and xj__ _ __
Using ______ we see that U_xk _ ck_ k _ __ _ _ __ _ _ _ _N _ _ _N_
Cubic_ quartic_ etc_ Lagrangian polynomials are generated by adding nodes to element
interiors_ However_ prior to constructing them_ let_s introduce some terminology and
simplify the node numbering to better suit our task_ Finite element bases are constructed
implicitly in an element_by_element manner in terms of shape functions_ A shape function
is the restriction of a basis function to an element_ Thus_ for the piecewise_quadratic
Lagrange polynomial_ there are three nontrivial shape functions on the element _j __
_xj___ xj __
_ the right portion of j___x
Nj___j_x _ _ _ __
x _ xj__
hj
_ _
x _ xj__
hj
__ _____a
_ j_____x
Nj_____j_x _ _ _ __
x _ xj____
hj
__ _____b
_ and the left portion of j_x
Nj_j_x _ ____
x _ xj
hj
_ _
x _ xj
hj
__ x _ _j _ _____c
_Figure _____ In these equations_ Nk_j is the shape function associated with node k_
k _ j _ __ j _ _ _ j_ of element j _the subinterval _j_ We may use _____ and _____
to write the restriction of U_x to _j as
U_x _ cj__Nj___j _ cj____Nj_____j _ cjNj_j_ x _ _j _
_ One_Dimensional Finite Element Methods
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
−0.2
0
0.2
0.4
0.6
0.8
1
1.2
Figure _____ The three quadratic Lagrangian shape functions on the element _xj___ xj __
When comparing with ______ set xj__ _ __ xj____ _ ____ and xj _ __
More generally_ we will associate the shape function Nk_e_x with mesh entity k of
element e_ At present_ the only mesh entities that we know of are vertices and _nodes
on elements_ however_ edges and faces will be introduced in two and three dimensions_
The key construction concept is that the shape function Nk_e_x is
__ nonzero only on element e and
_ nonzero only if mesh entity k belongs to element e_
A one_dimensional Lagrange polynomial shape function of degree p is constructed
on an element e using two vertex nodes and p _ _ nodes interior to the element_ The
generation of shape functions is straight forward_ but it is customary and convenient to
do this on a _canonical element__ Thus_ we map an arbitrary element _e _ _xj___ xj _
onto __ _ _ _ _ by the linear transformation
x__ _
_ _ _
xj__ _
_ _ _
xj _ _ _ ____ ___ _____
Nodes on the canonical element are numbered according to some simple scheme_ i_e__ _
to p with __ _ ___ _p _ __ and _ _ __ _ __ _ _ _ _ _ _p__ _ _ _Figure _____ These are
mapped to the actual physical nodes xj___ xj_____p_ _ _ _ _ xj on _e using ______ Thus_
xj___i_p _
_ _ _i
xj__ _
_ _ _i
xj _ i _ __ __ _ _ _ _ p_
____ Piecewise Lagrange Polynomials __
1
1
N
−0 k N
k,e
Figure _____ An element e used to construct a p th_degree Lagrangian shape function
and the shape function Nk_e_x associated with node k_
The Lagrangian shape function Nk_e__ of degree p has a unit value at node k of
element e and vanishes at all other nodes_ thus_
Nk_e__l _ _kl _ _ __ if k _ l
__ otherwise
_ l _ __ __ _ _ _ _ p_ _____a
It is extended trivially when _ _ ____ ___ The conditions expressed by _____a imply that
Nk_e__ _
p
Y l___ l__k
_ _ _l
_k _ _l
_
__ _ ____ _ __ _ _ _ __ _ _k____ _ _k__ _ _ _ __ _ _p
__k _ ____k _ __ _ _ _ __k _ _k____k _ _k__ _ _ _ __k _ _p
_
_____b
We easily check that Nk_e _i is a polynomial of degree p in _ and _ii it satis_es conditions
_____a_ It is shown in Figure _____ Written in terms of shape function_ the restriction
of U to the canonical element is
U__ _
p
Xk__
ckNk_e___ _____
Example ___ _ Let us construct the quadratic Lagrange shape functions on the
canonical element by setting p _ in _____b to obtain
N__e__ _
__ _ ____ _ __
___ _ _____ _ __
_ N__e__ _
__ _ ____ _ __
___ _ _____ _ __
_
N__e__ _
__ _ ____ _ __
___ _ _____ _ __
_
__ One_Dimensional Finite Element Methods
Setting __ _ ___ __ _ __ and __ _ _ yields
N__e__ _
___ _ _
_ N__e__ _ __ _ ___ N__e__ _
__ _ __
_ _____
These may easily be shown to be identical to ____ by using the transformation _____
_see Problem _ at the end of this section_
Example _____ Setting p _ _ in _____b_ we obtain the linear shape functions on the
canonical element as
N__e _
_ _ _
_ N__e _
_ _ _
_ ______
The two nodes needed for these shape functions are at the vertices __ _ __ and __ _ __
Using the transformation ______ these yield the two pieces of the hat function _____a_
We also note that these shape functions were used in the linear coordinate transformation
______ This will arise again in Chapter __
Problems
__ Show the the quadratic Lagrange shape functions _____ on the canonical ____ __
element transform to those on the physical element ____ upon use of _____
_ Construct the shape functions for a cubic Lagrange polynomial from the general
formula _____ by using two vertex nodes and two interior nodes equally spaced on
the canonical ____ __ element_ Sketch the shape functions_ Write the basis functions
for a vertex and an interior node_
___ Hierarchical Bases
With a hierarchical polynomial representation the basis of degree p _ _ is obtained as a
correction to that of degree p_ Thus_ the entire basis need not be reconstructed when
increasing the polynomial degree_ With _nite element methods_ they produce algebraic
systems that are less susceptible to round_o_ error accumulation at high order than those
produced by a Lagrange basis_
With the linear hierarchical basis being the usual hat functions ______ let us begin
with the piecewise_quadratic hierarchical polynomial_ The restriction of this function to
element _e _ _xj___ xj _ has the form
U__x _ U__x _ cj____N_
j_____e_x_ x _ _e_ _____a
where U__x is the piecewise_linear _nite element approximation on _e
U__x _ cj__N_
j___e_x _ cjN_
j_e_x_ _____b
____ Hierarchical Bases __
Superscripts have been added to U and Nj_e to identify their polynomial degree_ Thus_
N_
j___e_x _ _ xj_x
hj
_ if x _ _e
__ otherwise
_ _____c
N_
j_e_x _ _ x_xj__
hj
_ if x _ _e
__ otherwise
_____d
are the usual hat function _____ associated with a piecewise_linear approximation U__x_
The quadratic correction N_
j_____e_x is required to _i be a quadratic polynomial_ _ii
vanish when x _ _e_ and _iii be continuous_ These conditions imply that N_
j_____e is
proportional to the quadratic Lagrange shape function _____b and we will take it to be
identical_ thus_
N_
j_____e_x _ _ _ _ __x_xj____
hj
__ if x _ _e
__ otherwise
_ _____e
The normalization N_
j_____e_xj____ _ _ is not necessary_ but seems convenient_
Like the quadratic Lagrange approximation_ the quadratic hierarchical polynomial has
three nontrivial shape functions per element_ however_ two of them are linear and only
one is quadratic _Figure _____ The basis_ however_ still spans quadratic polynomials_
Examining ______ we see that cj__ _ U_xj__ and cj _ U_xj_ however_
U_xj____ _
cj__ _ cj
_ cj_____
Di_erentiating _____a twice with respect to x gives an interpretation to cj____ as
cj____ _ _
h_
_
U___xj_____
This interpretation may be useful but is not necessary_
A basis may be constructed from the shape functions in the manner described for
Lagrange polynomials_ With a mesh having the structure used for the piecewise_quadratic
Lagrange polynomials _Figure _____ the piecewise_quadratic hierarchical functions have
the form
U_x _
N
Xj__
cj_
j
_x _
N
Xj__
cj_____
j
_____x ____
where _
j
_x is the hat function basis _____a and _
j
_x _ N_
j_e_x_
Higher_degree hierarchical polynomials are obtained by adding more correction terms
to the lower_degree polynomials_ It is convenient to construct and display these poly_
nomials on the canonical ____ __ element used in Section ___ The linear transformation
__ One_Dimensional Finite Element Methods
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
Figure _____ Quadratic hierarchical shape on _xj___ xj __ When comparing with ______
set xj__ _ _ and xj _ __
_____ is again used to map an arbitrary element _xj___ xj_ onto __ _ _ _ __ The vertex
nodes at _ _ __ and _ are associated with the linear shape functions and_ for simplicity_
we will index them as __ and __ The remaining p__ shape functions are on the element
interior_ They need not be associated with any nodes but_ for convenience_ we will asso_
ciate all of them with a single node indexed by _ at the center __ _ _ of the element_
The restriction of the _nite element solution U__ to the canonical element has the form
U__ _ c__N_
____ _ c_N_
_ __ _
p
Xi__
ciNi
_
___ _ _ ____ ___ _____
_We have dropped the elemental index e on Ni
j_e since we are only concerned with ap_
proximations on the canonical element_ The vertex shape functions N_
_
_ and N_
_ are the
hat function segments ______ on the canonical element
N_
____ _
_ _ _
_ N_
_ __ _
_ _ _
_ _ _ ____ ___ _____
Once again_ the higher_degree shape functions Ni_
___ i _ _ __ _ _ _ _ p_ are required to have
the proper degree and vanish at the element_s ends _ _ ___ _ to maintain continuity_
Any normalization is arbitrary and may be chosen to satisfy a speci_ed condition_ e_g__
N_
___ _ __ We use a normalization of Szab o and Babu!ska ___ which relies on Legendre
polynomials_ The Legendre polynomial Pi___ i _ __ is a polynomial of degree i in _
satisfying ____
____ Hierarchical Bases __
__ the di_erential equation
__ _ __P__
i _ _P_
i _ i_i _ _Pi _ __ __ _ _ _ __ i _ __ _____a
_ the normalization
Pi__ _ __ i _ __ _____b
__ the orthogonality relation
Z _
__
Pi__Pj__d_ _
i _ _ _ __ if i _ j
__ otherwise
_ _____c
__ the symmetry condition
Pi___ _ ___iPi___ i _ __ _____d
__ the recurrence relation
_i _ _Pi____ _ _i _ __Pi__ _ iPi_____ i _ __ _____e
and
__ the di_erentiation formula
P_
i____ _ _i _ _Pi__ _ P_
i_____ i _ __ _____f
The _rst six Legendre polynomials are
P___ _ __ P___ _ __
P___ _
___ _ _
_ P___ _
___ _ __
_
P___ _
____ _ ____ _ _
_ P___ _
____ _ ____ _ ___
_
_ _____
With these preliminaries_ we de_ne the shape functions
Ni_
__ _ ri _ _
Z _
__
Pi___d_ i _ _ _____a
Using _____d_f_ we readily show that
Ni_
__ _
Pi__ _ Pi____
p_i _ _
_ i _ _ _____b
__ One_Dimensional Finite Element Methods
Use of the normalization and symmetry properties _____b_d further reveal that
Ni_
___ _ Ni_
__ _ __ i _ _ _____c
and use of the orthogonality property _____c indicates that
Z _
__
dNi_
__
d_
dNj
_ __
d_
d_ _ _ij _ i_ j _ _ _____d
Substituting _____ into _____b gives
N_
_ __ _
_
p_
___ _ __ N_
_ __ _
_
p__
____ _ __
N_
_ __ _
_
_p__
____ _ ___ _ __ N_
_ __ _
_
_p__
____ _ ____ _ ___ _____
Shape functions Ni_
___ i _ _ __ _ _ _ _ __ are shown in Figure ____
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
−0.8
−0.6
−0.4
−0.2
0
0.2
0.4
0.6
Figure ____ One_dimensional hierarchical shape functions of degrees _solid_ ____ _
_ _ _ ___ and _ _" on the canonical element __ _ _ _ __
The representation _____ with use of _____b_d reveals that the parameters c__ and
c_ correspond to the values of U___ and U___ respectively_ however_ the remaining
parameters ci_ i _ _ do not correspond to solution values_ In particular_ using ______
____ Hierarchical Bases __
_____d_ and _____b yields
U__ _
c__ _ c_
_
p
Xi____
ciNi_
___
Hierarchical bases can be constructed so that ci is proportional to diU__ d_i_ i _
_cf_ ____ Section ___ however_ the shape functions _____ based on Legendre polynomials
reduce sensitivity of the basis to round_o_ error accumulation_ This is very important
when using high_order _nite element approximations_
Example ____ _ Let us solve the two_point boundary value problem
_pu__ _ qu _ f_x_ _ _ x _ __ u__ _ u__ _ __ _____
using the _nite element method with piecewise_quadratic hierarchical approximations_
As in Chapter __ we simplify matters by assuming that p _ _ and q _ _ are constants_
By now we are aware that the Galerkin form of this problem is given by ____ As
in Chapter __ introduce _cf_ ______
ASj
_v_ u _ Z xj
xj__
pv_u_dx_
We use _____ to map _xj___ xj_ to the canonical ____ __ element as
ASj
_v_ u _
hj Z _
__
p
dv
d_
du
d_
d__ ______
Using ______ we write the restriction of the piecewise_quadratic trial and text functions
to _xj___ xj _ as
U__ _ _cj___ cj_ cj______
_
N_
_
_
N_
_
N_
_
_ V __ _ _dj___ dj_ dj______
_
N_
_
_
N_
_
N_
_
_ ______
Substituting ______ into ______
ASj
_V_U _ _dj___ dj_ dj_____Kj_
_
cj__
cj
cj____
_____a
where Kj is the element sti_ness matrix
Kj _
p
hj Z _
__
d
d__
_
N_
_
_
N_
_
N_
_
d
d_
_N_
___N_
__N_
_ _d__
_ One_Dimensional Finite Element Methods
Substituting for the basis de_nitions ______ ____
Kj _
p
hj Z _
__
___
__
_
_q_
_
_
___ _ _ _ _r_
_d__
Integrating
Kj _
p
hj Z _
___
_
_ _ __ _ __p_ _
__ _ _ _ _p_ _
__p_ _ _p_ _ ___
d_ _
p
hj_
_
_ __ _
__ _ _
_ _
_ _____b
The orthogonality relation _____d has simpli_ed the sti_ness matrix by uncoupling the
linear and quadratic modes_
In a similar manner_
AMj
_V_U _ Z xj
xj__
qV Udx _
qhj
Z _
__
V Ud__ ______a
Using ______
AMj
_V_U _ _dj___ dj_ dj_____Mj_
_
cj__
cj
cj____
_
_
_
_
_
_
b
where_ upon use of ______ _____ the element mass matrix Mj satis_es
Mj _
qhj
Z _
___
_
N_
_
_
N_
_
N_
_
_N_
___N_
__N_
_ _d_ _
qhj
__
_
_ _p_
_ _p_
_p_ _p_ _ _
_
______c
The higher and lower order terms of the element mass matrix have not decoupled_ Com_
paring _____b and ______c with the forms developed in Section ___ for piecewise_linear
approximations_ we see that the piecewise linear sti_ness and mass matrices are contained
as the upper portions of these matrices_ This will be the case for linear problems_
thus_ each higher_degree polynomial will add a _border_ to the lower_degree sti_ness and
mass matrices_
Finally_ consider
_V_ fj _ Z xj
xj__
V fdx _
hj
Z _
__
V fd__ ______a
Using ______
_V_ fj _ _dj___ dj_ dj_____lj ______b
____ Hierarchical Bases _
where
lj _
hj
Z _
___
_
N_
_
_
N_
_
N_
_
f_x__d__ ______c
As in Section ____ we approximate f_x by piecewise_linear interpolation_ which we write
as
f_x N_
____fj__ _ N_
_ __fj
with fj __ f_xj_ The manner of approximating f_x should clearly be related to the
degree p and we will need a more careful analysis_ Postponing this until Chapters _ and
__ we have
lj _
hj
Z _
___
_
N_
_
_
N_
_
N_
_
_N_
___N_
_ _d_ fj__
fj _ _
hj
__
_
fj__ _ fj
fj__ _ fj
_p_ _fj__ _ fj
______d
Using ___a with _____a_ ______a_ and ______a_ we see that assembly requires
evluating the sum
N
Xj__
_ASj
_V_U _ AMj
_V_U _ _V_ fj_ _ __
Following the strategy used for the piecewise_linear solution of Section ____ the local
sti_ness and mass matrices and load vectors are added into their proper locations in
their global counterparts_ Imposing the condition that the system be satis_ed for all
choices of dj_ j _ _ _ __ _ _ _ _ _ _N _ __ yields the linear algebraic system
_K _Mc _ l_ ______
The structure of the sti_ness and mass matrices K and M and load vector l depend on
the ordering of the unknowns c and virtual coordinates d_ One possibility is to order
them by increasing index_ i_e__
c _ _c____ c__ c____ c__ _ _ _ _ cN___ cN_____T _ ______
As with the piecewise_linear basis_ we have assumed that the homogeneous boundary
conditions have explicitly eliminated c_ _ cN _ __ Assembly for this ordering is similar
to the one used in Section ___ _cf_ Problem at the end of this section_ This is a natural
ordering and the one most used for this approximation_ however_ for variety_ let us order
the unknowns by listing the vertices _rst followed by those at element midpoints_ i_e__
c _ cL
cQ __ cL __
____
c_
c_
___
cN__
___
_ cQ __
____
c___
c___
___
cN____
___
_ ______
One_Dimensional Finite Element Methods
In this case_ K_ M_ and l have a block structure and may be partitioned as
K _ KL _
_ KQ __ M _ ML MLQ
MT
LQ MQ __ l _ lL
lQ _ ______
where_ for uniform mesh spacing hj _ h_ j _ __ _ _ _ _ _N_ these matrices are
KL _
p
h
_______
__
__ __
_ _ _
_ _ _
_ _ _
__ __
__
_____
_ KQ _
p
h
_______
_ _ _
_____
_ ______
ML _
qh
_
_______
_ _
_ _ _
_ _ _
_ _ _
_ _ _
_ _ _
_ _
_____
_ MLQ _ _
qh
_ r_
_______
_ _
_ _
_ _ _
_ _ _
_ _
_ _
_____
_
MQ _
qh
_
_______
_
_
_ _ _
_
_
_____
_ _____
lL _
h
_
_____
f_ _ _f_ _ f_
f_ _ _f_ _ f_
___
fN__ _ _fN__ _ fN
___
_ lQ _ _
h
p_
_____
f_ _ f_
f_ _ f_
___
fN__ _ fN
___
_ _____
With N _ _ vertex unknowns cL and N elemental unknowns cQ_ the matrices KL and
ML are _N __ _N ___ KQ and MQ are N N_ and MLQ is _N __ N_ Similarly_
lL and lQ have dimension N __ and N_ respectively_ The indicated ordering implies that
the _ _ element sti_ness and mass matrices _____b and ______c for element j are
added to rows and columns j _ __ j_ and N _ _ _ j of their global counterparts_ The
_rst row and column of the element sti_ness and mass matrices are deleted when j _ _
to satisfy the left boundary condition_ Likewise_ the second row and column of these
matrices are deleted when j _ N to satisfy the right boundary condition_
The structure of the system matrix K _M is
K _M _ KL _ML MLQ
MT
LQ KQ _MQ __ ____
____ Hierarchical Bases _
The matrix KL _ ML is the same one used for the piecewise_linear solution of this
problem in Section ____ Thus_ an assembly and factorization of this matrix done during a
prior piecewise_linear _nite element analysis could be reused_ A solution procedure using
this factorization is presented as Problem _ at the end of this section_ Furthermore_ if
q _ _ then MLQ _ _ _cf_ _____b and the linear and quadratic portions of the system
uncouple_
In Example ______ we solved _____ with p _ __ q _ __ and f_x _ x using piecewise_
linear _nite elements_ Let us solve this problem again using piecewise_quadratic hier_
archical approximations and compare the results_ Recall that the exact solution of this
problem is
u_x _ x _
sinh x
sinh _
_
Results for the error in the L_ norm are shown in Table ____ for solutions obtained
with piecewise_linear and quadratic approximations_ The results indicate that solutions
with piecewise_quadratic approximations are converging as O_h_ as opposed to O_h_
for piecewise_linear approximations_ Subsequently_ we shall show that smooth solutions
generally converge as O_hp__ in the L_ norm and as O_hp in the strain energy _or H_
norm_
N Linear Quadratic
DOF jjejj_ jjejj_ h_ DOF jjejj_ jjejj_ h_
_ _ ______ _______ _ _______ _______
_ _ ________ _______ __ ________ _______
__ __ ________ _______ __ ________ _______
_ __ ________ _______
Table _____ Errors in L_ and degrees of freedom _DOF for piecewise_linear and piecewse_
quadratic solutions of Example _____
The number of elements N is not the only measure of computational complexity_
With higher_order methods_ the number of unknowns _degrees of freedom provides a
better index_ Since the piecewise_quadratic solution has approximately twice the number
of unknowns of the linear solution_ we should compare the linear solution with spacing h
and the quadratic solution with spacing h_ Even with this analysis_ the superiority of
the higher_order method in Table ____ is clear_
Problems
__ Consider the approximation in strain energy of a given function u___ __ _ _ _ __
by a polynomial U__ in the hierarchical form ______ The problem consists of
_ One_Dimensional Finite Element Methods
determining U__ as the solution of the Galerkin problem
A_V_U _ A_V_ u_ _V _ Sp_
where Sp is a space of p th_degree polynomials on ____ ___ For simplicity_ let us take
the strain energy as
A_v_ u _ Z _
__
v_u_d__
With c__ _ u___ and c_ _ u___ _nd expressions for determining the remaining
coe_cients ci_ i _ _ __ _ _ _ _ p_ so that the approximation satis_es the speci_ed
Galerkin projection_
_ Show how to generate the global sti_ness and mass matrices and load vector for
Example ____ when the equations and unknowns are written in order of increasing
index _______
__ Suppose KL _ML have been assembled and factored by Gaussian elimination as
part of a _nite element analysis with piecewise_linear approximations_ Devise an
algorithm to solve ______ for cL and cQ that utilizes the given factorization_
___ Interpolation Errors
Errors of _nite element solutions can be measured in several norms_ We have already
introduced pointwise and global metrics_ In this introductory section on error analysis_
we_ll de_ne some basic principles and study interpolation errors_ As we shall see shortly_
errors in interpolating a function u by a piecewise polynomial approximation U will
provide bounds on the errors of _nite element solutions_
Once again_ consider a Galerkin problem for a second_order di_erential equation_ _nd
u _ H_
_ such that
A_v_ u _ _v_ f_ _v _ H_
_ _ _____
Also consider its _nite element counterpart_ _nd U _ SN
_ such that
A_V_U _ _V_ f_ _V _ SN
_ _ ____
Let the approximating space SN
_ _ H_
_ consist of piecewise_polynomials of degree p on
N_element meshes_ We begin with two fundamental results regarding Galerkin_s method
and _nite element approximations_
____ Interpolation Errors _
Theorem ______ Let u _ H_
_ and U _ SN
_ _ H_
_ satisfy _____ _ and ________ respectively_
then
A_V_ u _ U _ __ _V _ SN
_ _ _____
Proof_ Since V _ SN
_ it also belongs to H_
_ _ Thus_ it may be used to replace v in ______
Doing this and subtracting ____ yields the result_
We shall subsequently show that the strain energy furnishes an inner product_ With
this interpretation_ we may regard _____ as an orthogonality condition in a _strain
energy space_ where A_v_ u is an inner product and pA_u_ u is a norm_ Thus_ the
_nite element solution error
e_x __ u_x _ U_x _____
is orthogonal in strain energy to all functions V in the subspace SN
_ _ We use this orthog_
onality to show that solutions obtained by Galerkin_s method are optimal in the sence of
minimizing the error in strain energy_
Theorem ______ Under the conditions of Theorem ____ _
A_u _ U_ u _ U _ min
V _SN
_
A_u _ V_ u _ V _ _____
Proof_ Consider
A_u _ U_ u _ U _ A_u_ u _ A_u_ U _ A_U_ U_
Use _____ with V replaced by U to write this as
A_u _ U_ u _ U _ A_u_ u _ A_u_ U _ A_U_ U _ A_u _ U_ U
or
A_u _ U_ u _ U _ A_u_ u _ A_U_ U_
Again_ using _____ for any V _ SN
_
A_u _ U_ u _ U _ A_u_ u _ A_U_ U _ A_V_ V _ A_V_ V _ A_u _ U_ V
or
A_u _ U_ u _ U _ A_u _ V_ u _ V _ A_U _ V_U _ V _
Since the last term on the right is non_negative_ we can drop it to obtain
A_u _ U_ u _ U _ A_u _ V_ u _ V _ _V _ SN
_ _
We see that equality is attained when V _ U and_ thus_ _____ is established_
_ One_Dimensional Finite Element Methods
With optimality of Galerkin_s method_ we may obtain estimates of _nite element
discretization errors by bounding the right side of _____ for particular choices of V _
Convenient bounds are obtained by selecting V to be an interpolant of the exact solution
u_ Bounds furnished in this manner generally provide the exact order of convergence in
the mesh spacing h_ Furthermore_ results similar to _____ may be obtained in other
norms_ They are rarely as precise as those in strain energy and typically indicate that
the _nite element solution di_ers by no more than a constant from the optimal solution
in the considered norm_
Thus_ we will study the errors associated with interpolation problems_ This can be
done either on a physical or a canonical element_ but we will proceed using a canonical
element since we constructed shape functions in this manner_ For our present purposes_
we regard u__ as a known function that is interpolated by a p th_degree polynomial U__
on the canonical element ____ ___ Any form of the interpolating polynomial may be used_
We use the Lagrange form ______ where
U__ _
p
Xk__
ckNk__ _____
with Nk__ given by _____b_ _We have omitted the elemental index e on Nk for clarity
since we are concerned with one element_ An analysis of interpolation errors whith hi_
erarchical shape functions may also be done _cf_ Problem _ at the end of this section_
Although the Lagrangian and hierarchical shape functions di_er_ the resulting interpola_
tion polynomials U__ and their errors are the same since the interpolation problem has
a unique solution __ ___
Selecting p__ distinct points xii _ ____ ___ i _ __ __ _ _ _ _ p_ the interpolation conditions
are
U__i _ u__i __ ui _ ci_ j _ __ __ _ _ _ _ p_ _____
where the rightmost condition follows from _____a_
There are many estimates of pointwise interpolation errors_ Here is a typical result_
Theorem ______ Let u__ _ Cp______ __ then_ for each _ _ ____ ___ there exists a point
___ _ ____ _ such that the error in interpolating u__ by a p th_degree polynomial U__
is
e__ _
u p____
_p _ _#
p
Yi__
__ _ _i_ _____
Proof_ Although the proof is not di_cult_ we_ll just sketch the essential details_ A com_
plete analysis is given in numerical analysis texts such as Burden and Faires ___ Chapter
__ and Isaacson and Keller ____ Chapter __
____ Interpolation Errors _
Since
e___ _ e___ _ _ _ _ _ e__p _ _
the error must have the form
e__ _ g__
p
Yi__
__ _ _i_
The error in interpolating a polynomial of degree p or less is zero_ thus_ g__ must be
proportional to u p___ We may use a Taylor_s series argument to infer the existence of
___ _ ____ _ and
e__ _ Cu p____
p
Yi__
__ _ _i_
Selecting u to be a polynomial of degree p _ _ and di_erentiating this expression p _ _
times yields C as _ _p _ _# and ______
The pointwise error _____ can be used to obtain a variety of global error estimates_
Let us estimate the error when interpolating a smooth function u__ by a linear polyno_
mial U__ at the vertices __ _ __ and __ _ _ of an element_ Using _____ with p _ _
reveals
e__ _
u____
__ _ ___ _ __ _ _ ____ __ _____
Thus_
je__j _
_
max
______ ju____j max
______ j__ _ _j_
Now_
max
______ j__ _ _j _ __
Thus_
je__j _
_
max
______ ju____j_
Derivatives in this expression are taken with respect to __ In most cases_ we would
like results expressed in physical terms_ The linear transformation _____ provides the
necessary conversion from the canonical element to element j_ _xj___ xj__ Thus_
d_u__
d__ _
h_
j_
d_u__
dx_
with hj _ xj _ xj___ Letting
kf__k__j __ max
xj___x_xj jf_xj ______
_ One_Dimensional Finite Element Methods
denote the local _maximum norm_ of f_x on _xj___ xj__ we have
ke__k__j _
h_
j_ ku____k__j_ ______
_Arguments have been replaced by a _ to emphasize that the actual norm doesn_t depend
on x_
If u_x were interpolated by a piecewise_linear function U_x on N elements _xj___ xj __
j _ __ _ _ _ _ _N_ then ______ could be used on each element to obtain an estimate of the
maximum error as
ke__k_ _
h_
_ ku____k__ _____a
where
kf__k_ __ max
__j_N kf__k__j_ _____b
and
h __ max
__j_N
_xj _ xj___ _____c
As a next step_ let us use _____ and _____ to compute an error estimate in the L_
norm_ thus_
Z xj
xj__
e__xdx _
hj
Z _
__
_
u______
___ _ ___d__
Since j__ _ _j _ __ we have
Z xj
xj__
e__xdx _
hj
_ Z _
__
_u________d__
Introduce the _local L_ norm_ of a function f_x as
kf__k__j __ _Z xj
xj__
f__xdx____
_ ______
Then_
ke__k_
_
_j _
hj
_ Z _
__
_u________d__
It is tempting to replace the integral on the right side of our error estimate by ku__k_
_
_j _
This is almost correct_ however_ _ _ ____ We would have to verify that _ varies smoothly
with __ Here_ we will assume this to be the case and expand u__ using Taylor_s theorem
to obtain
u____ _ u____ _ u_______ _ _ _ u____ _ O_j_ _ _j_ _ _ ___ __
____ Interpolation Errors _
or
ju____j _ Cju____j_
The constant C absorbs our careless treatment of the higher_order term in the Taylor_s
expansion_ Thus_ using ______ we have
ke__k_
_
_j _ C_ hj
_ Z _
__
_u______d_ _ C_ h_
j __ Z xj
xj__
_u___x__dx_
where derivatives in the rightmost expression are with respect to x_ Using ______
ke__k_
_
_j _ C_ h_
j __ku____k_
_
_j _ ______
If we sum ______ over the N _nite elements of the mesh and take a square root we
obtain
ke__k_ _ Ch_ku____k__ ______a
where
kf__k_
_
_
N
Xj__
kf__k_
_
_j _ ______b
_The constant C in ______a replaces the constant C _ of _______ but we won_t be
precise about identifying di_erent constants_
With a goal of estimating the error in H__ let us examine the error u___ _ U____
Di_erentiating _____ with respect to _
e___ _ u_____ _
u_____
d_
d_
___ _ __
Assuming that d_ d_ is bounded_ we use ______ and _____ to obtain
ke_k_
_
_j _ Z xj
xj__
_
de_x
dx
__dx _
hj Z _
__
_u_____ _
u_____
d_
d_
___ _ ___d__
Following the arguments that led to _______ we _nd
ke___k_
_
_j _ Ch_
j ku____k_
_
_j _
Summing over the N elements
ke___k_
_ _ Ch_ku____k__ ______
__ One_Dimensional Finite Element Methods
To obtain an error estimate in the H_ norm_ we combine ______a and ______ to get
ke__k_ _ Chku____k_ ______a
where
kf__k_
_
__
N
Xj__
_kf___k_
_
_j _ kf__k_
_
_j__ ______b
The methodology developed above may be applied to estimate interpolation errors of
higher_degree polynomial approximations_ A typical result follows_
Theorem ______ Introduce a mesh a _ x_ _ x_ _ _ _ _ _ xN _ b such that U_x is a
polynomial of degree p or less on every subinterval _xj___ xj and U _ H__a_ b_ Let U_x
interpolate u_x _ Hp___a_ b_ such that no error results when u_x is any polynomial of
degree p or less_ Then_ there exists a constant Cp _ __ depending on p_ such that
ku _ Uk_ _ Cphp__ku p__k_ ______a
and
ku _ Uk_ _ Chpp
ku p__k__ ______b
where h satis_es _____ _c__
Proof_ The analysis follows the one used for linear polynomials_
Problems
__ Choose a hierarchical polynomial _____ on a canonical element ____ __ and show
how to determine the coe_cients cj_ j _ ___ __ _ _ _ _ _ p_ to solve the interpolation
problem ______
Bibliography
___ M_ Abromowitz and I_A_ Stegun_ Handbook of Mathematical Functions_ volume __ of
Applied Mathematics Series_ National Bureau of Standards_ Gathersburg_ _____
__ R_L_ Burden and J_D_ Faires_ Numerical Analysis_ PWS_Kent_ Boston_ _fth edition_
_____
___ G_F_ Carey and J_T_ Oden_ Finite Elements A Second Course_ volume II_ Prentice
Hall_ Englewood Cli_s_ _____
___ R_ Courant and D_ Hilbert_ Methods of Mathematical Physics_ volume __ Wiley_
Interscience_ New York_ _____
___ C_ de Boor_ A Practical Guide to Splines_ Springer_Verlag_ New York_ _____
___ E_ Isaacson and H_B_ Keller_ Analysis of Numerical Methods_ John Wiley and Sons_
New York_ _____
___ B_ Szab o and I_ Babu!ska_ Finite Element Analysis_ John Wiley and Sons_ New York_
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Chapter _
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