Finite Element Methods

for Partial Differential Equations

MAC-MIGS and SMSTC

Emmanuil (Manolis) Georgoulis

Department of Mathematics
School of Mathematical and Computer Sciences
Heriot-Watt University, UK

and

Department of Mathematics
School of Mathematical and Physical Sciences
National Technical University of Athens, Greece

email: E.Georgoulis@hw.ac.uk

Jan 2023

1
Error analysis in the L2 -norm

Theorem (Convergence in the L2 -norm)

Let u ∈ H10 (Ω) ∩ H2 (Ω) be the solution to Problem. Moreover, let Ω ⊂ Rd be such
that the elliptic regularity estimate

∥u∥H2 (Ω) ≤ Cell−rec ∥∆u∥L2 (Ω)

holds. (For instance Ω being polygonal/hedral and convex, or Ω having a

C2 -surface as boundary, suffices to ensure the last estimate.)
If uh ∈ Vh is the solution to Method, then we have the error bound
X  12
∥u − uh ∥L2 (Ω) ≤ Chmax h2T |u|2H2 (T) ≤ CL2 h2max |u|H2 (Ω) ,
T∈T

for hmax := maxT∈T hT and CL2 := C2app,H1 Cell−rec .

115
Error analysis in the L2 -norm
Proof. For the proof, we will employ the, so-called, Aubin-Nitsche duality
argument.

Consider the (dual) problem

−∆z = u − uh in Ω, z=0 on ∂Ω.

Since Ω such that the elliptic regularity estimate holds, we deduce

∥z∥H2 (Ω) ≤ Cell−rec ∥∆z∥L2 (Ω) = Cell−rec ∥u − uh ∥L2 (Ω) (⋆)

Then, Z
∥u − uh ∥2L2 (Ω) = (u − uh )(−∆z) dx
Z Ω

= ∇(u − uh ) · ∇z dx
ZΩ
= ∇(u − uh ) · ∇(z − zI ) dx,
Ω

from Galerkin Orthogonality, since the interpolant zI ∈ Vh ; recall (u − uh )|∂Ω = 0.

116
Error analysis in the L2 -norm
Employing Cauchy-Schwarz inequalities, we get

∥u − uh ∥2L2 (Ω) ≤ ∥∇(u − uh )∥L2 (Ω) ∥∇(z − zI )∥L2 (Ω) .

Using now the interpolation estimates, we deduce

X  12  X  12
∥u − uh ∥2L2 (Ω) ≤ C2app,H1 h2T |u|2H2 (T) h2T |z|2H2 (T)
T∈T T∈T
X  12
≤ C2app,H1 h2T |u|2H2 (T) hmax |z|H2 (Ω) .
T∈T

Using now (⋆), we arrive at

X  12
∥u − uh ∥2L2 (Ω) ≤ C2app,H1 h2T |u|2H2 (T) hmax Cell−rec ∥u − uh ∥L2 (Ω)
T∈T

and the result follows.

117
Going high order...
The error analysis for high order elements is completely analogous.
Indeed, we only need a suitable best approximation result for high order elements.

Theorem (“Bramble-Hilbert Lemma” / best approximation estimatea )

a see, eg, B&S Thm (4.4.4)

Let T̂ the reference simplex and a function v̂ ∈ Hk (Ω), k ∈ N, k ≥ 2. Then, the

nodal interpolant v̂I ∈ Pp (T̂) to v̂ at the reference element nodes x̂i ,
i = 1, . . . , dim(Pp (T̂)), satisfies the estimate

∥v̂ − v̂I ∥Hs (T̂) ≤ C(s, r)|v̂|Hr (T̂) ,

for any s < r ≤ min{p + 1, k}, for constant C(s, r) > 0, depending only on s and r.

 X  12
Here |v̂|Hm (ω) := ∥Dα v̂∥2L2 (ω)
α:|α|=m

118
Going high order...
We need to extend this to a general element T ∈ T . Again, we employ the affine
mappings FT : T̂ → T with FT (x̂) = BT x̂ + c.
Consider a function w ∈ Hk (T) and change variables:
Z
2 2 2
|w|H1 (T) = ∥∇w∥L2 (T) = ∇w(x) dx
T
Z
−⊤ ˆ 2 ⊤
= B ∇w(FT (x̂)) det BT dx̂
T (recall JFT = BT )
T̂
Z
2
≤ ∥B−1 2
T ∥2 | det BT | ∇w(F
ˆ T (x̂)) dx̂
T̂
= ∥B−1 2 2
T ∥2 | det BT ||w ◦ FT |H1 (T̂) .

Inductively, for s ∈ N, we can show

|w|Hs (T) ≤ ∥B−1
1
s
T ∥2 | det BT | |w ◦ FT |Hs (T̂)
2

Completely analogously, we also have

1
|w ◦ FT |Hs (T̂) ≤ ∥BT ∥s2 | det BT |− 2 |w|Hs (T)

119
Going high order...

Noting vI ◦ FT = (v ◦ FT )I , the best approximation estimate gives for v ∈ Hk (T):

∥v − vI ∥Hs (T) ≤ ∥B−1

1
s
T ∥2 | det BT | ∥(v − vI ) ◦ FT ∥Hs (T̂)
2

= ∥B−1
1
s
T ∥2 | det BT | ∥v ◦ FT − (v ◦ FT )I ∥Hs (T̂)
2

≤ ∥B−1
1
s
T ∥2 | det BT | C(s, r)|v ◦ FT |Hr (T̂)
2

≤ ∥B−1
1 1
s r −2
T ∥2 | det BT | C(s, r)∥BT ∥2 | det BT | |v|Hr (T)
2

or
∥v − vI ∥Hs (T) ≤ C(s, r)∥B−1 s r
T ∥2 ∥BT ∥2 |v|Hr (T)

120
Going high order...

∥v − vI ∥Hs (T) ≤ C(s, r)∥B−1 s r

T ∥2 ∥BT ∥2 |v|Hr (T)

It is an elementary geometric exercise to show:

∥BT ∥2 ≤ ChT
hT = diam(T) hT = diam(T)
hT = diam(T)

∥B−1 −1
T ∥2 ≤ CρT
ρT
ρT

for C > 0 independent of T ρT

giving
hrT
∥v − vI ∥Hs (T) ≤ C |v|Hr (T)
ρsT
for any s < r ≤ min{p + 1, k}, for some C > 0 depending only on r, s.
121
Shape-regular mesh families

Definition
A family of meshes {Th }h∈H , for some index set H, is called shape-regular if there
exists a constant Csh > 1, independent of h, such that

hT ≤ Csh ρT ∀T ∈ Th and ∀h ∈ H.

For a shape-regular family, therefore, we have

∥v − vI ∥Hs (T) ≤ Cap hr−s

T |v|Hr (T)

for any s < r ≤ min{p + 1, k}, with Cap := CCssh .

122
Error Analysis

Theorem (Convergence in the V-norm)

If u ∈ H10 (Ω) ∩ Hk (Ω) is the solution to Problem and uh ∈ Vhp the solution to
Method, then
X  21
2(r−1)
∥u − uh ∥V ≤ Cap hT |u|2Hr (T) ≤ Cap hr−1
max |u|Hr (Ω) ,
T∈T

for 2 ≤ r ≤ min{p + 1, k}, and hmax := maxT∈T hT .

If r = k = p + 1, we have p-th order convergence rate in the ∥·∥V -norm.

123
Error analysis in the L2 -norm

Theorem (Convergence in the L2 -norm)

Let u ∈ H10 (Ω) ∩ Hk (Ω) be the solution to Problem. Moreover, let Ω ⊂ Rd be such
that the elliptic regularity estimate

∥u∥H2 (Ω) ≤ Cell−rec ∥∆u∥L2 (Ω)

holds.
If uh ∈ Vhp is the solution to Method, then we have the error bound
X  12
2(r−1)
∥u − uh ∥L2 (Ω) ≤ Chmax hT |u|2Hr (T) ≤ CL2 hrmax |u|Hr (Ω) ,
T∈T

for 2 ≤ r ≤ min{p + 1, k}, and hmax := maxT∈T hT and CL2 := Cap Cell−rec .

The proof is left as an exercise.

Completely analogous considerations (and error bounds) can be proven for
tensor-product elements.
124