Notes on Finite elements

Daniel Alves Paladim

1 Basic definitions
All the derivatives are weak derivatives(see 2).

Trial function The approximation is a linear combination of those.

Test function The approximation must fulfil the weak form for those.
An important idea to keep in mind is that in the Galerkin method, we
impose that our approximation (a linear combination of the trial functions)
is orthogonal to all the test functions (the solution is orthogonal to any test
function) under a certain inner product 1 For instance,

u00 (x) = f (x)

Multiplying by v, integrating over the domain and doing integration by parts,

Z
(u0 v 0 f v)d = 0

If we define the left-hand side to be our inner-product then, a solution to the

problem is a function that is orthogonal to any function v and an approximation
to the solution will be orthogonal to many v.
p
kvkV = (v, v)

Bounded (or continuous) linear form |L(v)| c0 kvkV v V

Bounded (or continuous) bilinear form |a(u, v)| c1 kukV kvkV u, v V

They are called continuous, because |L(v) L(u)| = |L(v u)| c0 kv uk and
therefore L(v) L(u) when v u. A similar argument can be derived for the
bilinear form.

V -elliptic (or coercive) bilinear form a(v, v) c2 kvk2V v V

L2 () = {v| v 2 d < }
R

v
H 1 () = {v L2 ()| xi
L2 () for i = 1, ..., n}
1 Inner product is not the correct name

1
H01 () = {v H 1 ()|v = 0 on E }
R
(u, v)H 1 () =
(uv + u v)d

1
kvkH 1 () = (v, v)H
2
1 ()

R
Seminorm |v|H 1 () =
v v d = kvkL2 ()

2v
R P P
Seminorm |v|H 2 () = r s rs d

Residue The residue is usually defined as, R(v) = L(v) a(uh , v). The
following equality is useful R(v) = a(e, v). It can be proved by adding and
subtracting a(u, v) to the residue and seeing that L(v) a(u, v) = 0.

2 Weak derivatives
Let u be a function in the Lebesgue space L1 ([a, b])2 . We say that v in L1 ([a, b])
is a weak derivative of u if,
Z b Z b
u(t)0 (t)dt = v(t)(t)dt (1)
a a

for all infinitely differentiable functions with (a) = (b) = 0. This

definition is motivated by the integration technique of integration by parts.
Generalizing to n dimensions, if u and v are in the space L1loc (U ) of locally
integrable functions for some open set U Rn , and if is a multi-index 3 , we
say that v is the th -weak derivative of u if
Z Z
||
uD = (1) v (2)
U U

for all Cc (U ),
that is, for all infinitely differentiable functions with
compact support in U . If u has a weak derivative, it is often written D u since
weak derivatives are unique (at least, up to a set of measure zero).

3 Integrable functions and partition of unity

Just some short notes on integrable functions. First, integral is defined in closed
rectangles. The concept of upper and lower sum is introduced and the integral
exist if the supremum of the lower sums is equal to the infimum of the upper
sums.
Then it is proven that if f is bounded and the set

B = {x A|f is discontinuous in x} (3)

is measure zero, then f is integrable in A.

qR
2 Lk = {v| p |v|p d < }
3 = ( , , ..., ), D = D 1 D 2 ...D n and || = + + ... +
1 2 n 1 2 n

2
 Integrals over arbitrary domains C are introduced using the concept of char-
acteristic functions: (
1 xC
C = (4)
0 x 6 C
Then, Z Z
f= f C (5)
C A
where A is some closed rectangle that contains C. This integral exists if f is
integrable on A and the frontier of C is measure zero.
It is shown that there exists open sets that have non-measure zero fron-
tiers and therefore, integrals over those domains are not defined. To solve this
problem, the concept of partition of unity is introduced.
It is proved that for any set in Rn , there always exist a partition of unity.
Then it is shown, that under certain conditions (less restrictive) than the
previous, the following integral exists
XZ
f (6)
A

and this integral independent of the partition of unity choosen. Then the (ex-
tended) integral of f is defined to have this value.

4 Properties
5 Theorems
5.1 Cauchy-Schwarz inequality
5.2 Poincainre inequality
5.3 Greens lemma
The first Greens identity reads,
Z Z
f g ndS = (f 2 g + f g)dV (7)

Normally, it is presented with the following form,

Z Z Z
2
f gdV = f g ndS f gdV (8)

which is sometimes called high-order integration by parts. Equation 7 can be

easily proved by applying the divergence theorem,
Z Z
(f g) = f g n (9)

and then expanding the left hand side. There is another version of the first
identity, Z Z Z
h (f g) = hf g n f h g (10)

3
 The second identity states that,
Z Z
(f g gf ) ndS = (f 2 g g2 f )dV (11)

and can also be easily proved using the divergence theorem.

6 Equivalent minimization problem

Given a weak formulation of a problem,
Find u V , such that

a(u, v) = L(v) v V0 (12)

thus the boundary conditions, under certain assumptions (TODO state those
assumptions) the problem is equivalent to the following minimization problem:
1
min a(u, u) L(u) (13)
uV 2

Indeed, this can be shown quite easily. Let u be the function that minimizes the
functional. Then, lets introduce g = u + v ( is a scalar and v is any function
that is 0 on the Dirichlet boundary) on the functional,
1 1
a(g, g) L(g) = (a(u, u) + 2 a(v, v) + 2a(u, v)) L(u) L(v) (14)
2 2
Since the functional was transformed in a function on , we can minimize by
taking its derivative and making it equal to 0,

a(v, v) + a(u, v) L(v) = 0 (15)

Thus, we also know that the minimum is achived when  = 0 (we assumed u to
be the function that minimizes the functional), we have initial weak formulation

a(u, v) = L(v) v V0 (16)

The equivalent minimization problem can be written in matrix form as,

1 T
min d Kd dT F (17)
d 2
Again, this can be proven by choosing g = d + c.

7 Lagrange multipliers
8 Penalty method
9 Best approximation property
The best approximation property states that

kuh uka kv uk v V h (18)

4
where, uh is the FE solution and u is the exact solution. This means that the
FEM approximation uh has the smallest error in energy-norm among all the
functions in V h . This statement can be proved in 2 steps. We have,
First, we have to prove that the error is orthogonal to all the functions in
V h . This result is quite meaninful by itself. We have
a(uh , v) = L(v) v V h (19)
and also that,
a(u, v) = L(v) v V (20)
h h
This last equation also holds for v V (since V V ). Then subtracting the
two equations and defining the error, e = u uh , we have
a(e, v) = 0 v V h (21)
which means that the error is orthogonal to all the elements of V h . Making use
of that and that our bilinear form fulfills,
a(v, v) 0 v (22)
we can finally prove the result:
kv uk2 = a(v u, v u) = a(v uh + uh u, v uh + uh u)
= a(v uh , v uh ) + a(u uh , u uh ) 2a(u uh , v uh )
(23)
= a(v uh , v uh ) + a(e, e) 2a(e, v uh )
= a(v uh , v uh ) + a(e, e) a(e, e) = kuh uk2

10 Least squares smoothing

The derivative of a finite element field
n
X Nj
q= uj (24)
i=1
x

is a discontinuous function. We want to build a continuous representation of

this field q, using the shape functions
n
X
q = Nj qj (25)
i=1

Either using least squares Z

min (q q)2 d (26)

(or Galerkin4 ) we obtain the following system of equations
Ax = b (27)
Z Z
Aij = Ni Nj d bi = Ni qd (28)

and xi = qi . Usually to simplify the solution process, the matrix A (which is a
mass matrix) is lumped.
4 Not very clear to me how to use Galerkin

5
11 Moving least squares
Given the pairs (xi , fi )ni=1 function (x (called weighting function), and a func-
tion f (x) that depends of several constants (ci )m i=1 , the moving least squares
method assign values to the constants such that
n
X
(|x xi |)kf (xi ) fi k2 (29)
i=1

is minimized. It is important to notice that this expression depends on x and

therefore, the values of the constants vary point by point. That is why the
method is called moving least squares. There are several possible choices for
the weighting function, i.e.
d2
(d) = e h (30)
where h is called the smoothing parameter that determines the radius of influ-
ence of the point.

12 Patch test
Patch test is a technique proposed to check whether a certain FE mesh will
converge. The patch test is not a necessary nor sufficient criteria to guarantee
convergence. However, and it is widely used. The idea is to choose is to define
the patch of a node (the node where we want to perform the patch test) and
solve a batch of boundary problems over this domain. The boundary conditions
are for 2D are:

1. ux = 1 uy = 0
2. ux = 0 uy = 1
3. ux = x uy = 0

4. ux = 0 uy = x
5. ux = y uy = 0
6. ux = 0 uy = y
The solution must be exact inside the domain must be exact, otherwise it is
considered that patch test has failed. This can be easily generalized for other
problems and three-dimensional problems.

13 Results regarding interpolation

Let v H s () then,

kv Ih vkL2 Chs |v|H s

kv Ih vkL2 Chs1 |v|H s

6
14 Results regarding norms
The energy norm is equivalent to the trial space norm (H s )

c2 kvkH s kvka c1 kvkH s

Poicares inequality:

kvk2L2 C kvk2L2 v H01 (31)

Best approximation property

ku uh ka ku vka v V h (32)

Best approximation property in H s norm

r
h c1
ku u kH s ku vkH s v V h (33)
c2

where
|a(u, v)| c1 kukH s kvkH s u, v H s (34)
and
c2 kvk2H s kvk2a v H s (35)