Collocation FOR Equations : AC Finite Element Method Elliptic

SIAM J. NUMER. ANAL.
(6) 1980 Society for Industrial and Applied Mathematics

Vol. 17, No. 5, October 1980 0036-1429/80/1705-0001 $01.00/0
A C 1 FINITE ELEMENT COLLOCATION METHOD

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FOR ELLIPTIC EQUATIONS*

PETER PERCELL AND MARY FANETT WHEELERS
Abstract. Collocation at Gaussian quadrature points as a means of determining a C finite element

approximation to the solution of a linear elliptic boundary value problem on a square is studied. Optimal
order L and H error estimates are established for approximation in a function space consisting of tensor
products of C piecewise polynomials of degree not greater that r, where => 3.
1. Introduction. In this paper we shall consider the linear elliptic partial differential
equation with variable coefficients
Lu=O inR,
(1.1)
u 0 on OR,
where
Lu =V. (aVu)+b Vu + cu
and R is the open unit square (0, 1) x (0, 1). In particular, we shall study approximations
U to u which are C piecewise polynomials of degree r _-> 3 defined by collocation at the
Gaussian quadrature points. In other words, the piecewise polynomial approximation
U is defined by
LU=f On’r,
U=0 onOR,
where (r is an appropriately chosen finite set of points. We shall demonstrate bounds on
the error u- U measured in the L 2 and H norms which are of optimal order in the
mesh size and which require no more smoothness of u than is necessary in one
dimension.
The well-known advantage of collocation finite element procedures over Galerkin
finite element procedures is that the formation of the coefficients in the equations which
determine U is very fast since no integrals need be evaluated or approximated.
The idea of collocating at Gaussian points was introduced and analyzed for
problems in one dimension by deBoor and Swartz [2]. C collocation methods for
parabolic equations in a single space variable were intensively studied by Douglas and
Dupont in [3] and [4]. Prenter and Russell [6] have analyzed C collocation at Gaussian
points for a class of elliptic boundary value problems similar to (1.1) when r 3. The
method of analysis used in this paper is substantially different from that used in [6] and
we have improved on the results in [6] by working with piecewise polynomials of
arbitrary degree r _-> 3 and by removing certain undesirable hypotheses used there, such
as the assumption of existence and uniqueness of the collocation approximation and the
assumption that the collocation approximation satisfies certain bounds.
The outline of this paper is as follows. In 2 we shall establish our notation and
state auxiliary results which will be used to prove the error estimates. In 3 we shall
* Received by the editors October 1, 1979.
"
Department of Mathematics, University of Houston, Houston, Texas 77004. The work of this author
was supported in part by the National Science Foundation under Grant MCS78-02123.
/Department of Mathematical Sciences, Rice University, Houston, Texas 77001. The work of this
author was supported in part by the National Science Foundation under Grant MCS78-00913.
6O5
606 PETER PERCELL AND MARY FANETT WHEELER
prove error estimates for the special case L A and in 4 we shall prove the same
estimates for the general form of the operator L. The last two sections of the paper are
devoted to proving the auxiliary results which were asserted in 2. Most of the auxiliary
results are not new, but proofs are included here in order that this paper be essentially
self contained.
1
2. Preliminaries. Let I be the open unit interval (0, 1) and let (., )t and l" denote
the inner product and norm for L2(I). For the unit square R I x/, let (.,.) and 11"
denote the inner product and norm for L2(R). Denote by H k (R) the Sobolev space of
functions v L2(R) whose weak derivatives, Dv, through order k are also in L2(R).
Provide H k (R) with the usual norm, I1" 11, defined by
Given a partition 8 of I, i.e.,

8 {X0, Xl, "’’, XN}, 0 XO < X <" < XN 1,
let I (X-l, x), h x-x_a, h(6)= max=k=Nh and n(6)=maxa==N(h(6)/h).
For E a subinterval of I and r a nonnegative integer, let P(E) be the set of polynomial
functions on E of degree not greater than r. Let
-l(r, 6)={V6L2(): V[I Pr(I), k 1,... ,N}
and, for k a nonnegative integer, let
(r, ) _(r, )
and
t(r, )={vet(r, )" v(o)= v() 0}.
Given two partitions 6a and 62 of L let
h max {h (6a), h (62)}
and
rt =max {r/(61), r/(62), (h(6a)/h(82)), (h(62)/h(61))}.
Let T be the collection of open rectangles p cR determined by the grid points

6a x 62 c R. The constant h measures the mesh size of the partition T of R and rt
measures the deviation from uniformity of the partition T. Define the "broken"
Sobolev space H (T) by
H’(T)={veL2(R) vloH(o),p T}
and let its norm 11" II,r be defined by
Let A be the collection of grid lines h in R of the form {Xk} X I or I x {yl}, xk 61 and
yl 82, let L2(A) be the set of functions v on A such that via L2(A) for each h c A and
let (.,.) and[. [A be the inner product and norm on L2(A). Let A" be the set of grid lines
lying in the interior R and define L2(A’), (.,.)A" and[. [A" similarly.
If F and G are two spaces of functions on/, then F (R) G is defined to be the space of
functions on R consisting of all finite linear combinations of products of the form
A C FINITE ELEMENT COLLOCATION METHOD 607
f(x)g(y), fF and g G. Let

J//r J///10 (r, 51)()J/// (r, 52)
J/g0(r, 1)@//0(r,
r J{g-l(r, Sl)@g{//-l(r,
Let r(A) be the set of V L2(A) such that VIh Al_l(r, ) when h is a horizontal grid
line and V]A ff//-x(r, 2) when h is vertical.
The elementary trace inequality
for p 6 T and e an edge of p, will be needed in 4. The following easily verified "local
inverse assumptions" will also be needed" for V r, P T and e an edge of p,
(2.2) IIv vll =(o <- ch-Xll vll =(o>,
(2.3)
(2.4)
where V,, n x or y, is the normal derivative of V. Here and throughout the paper, C is
a generic constant which depends only on r and the uniformity constant rt; it may be
different each time it is written.
For the rest of the paper, assume r-_> 3. Let
1 d r-
Lr(x)=
(r 1)------.’dxr-1 [xr-l(1--X)r-l]
be the Legendre polynomial of degree r- 1. Then Lr(x) 0 has r- 1 simple roots, all in
L denoted by
0<1<’"
which are the quadrature points for the Gaussian quadrature formula with r- 1 points.
The weights wi > 0, 1, , r 1, for the Gaussian quadrature formula are chosen so
that
p(x) dx ,
i=1
wip(i), P V2r-3 (I);
in other words, the Gaussian quadrature formula with r-1 points is exact for poly-
nomials of degree not greater than 2r-3. Given a partition 6 -{Xo,’’’, xr} of I, let
i, Xk-l + hki, l <- <- r-1, l <- k <=N.
For v C(f) define an approximate integral, denoted Y’. v, by piecewise Gaussian
quadrature"
N r-1
Z E
Zv= k=l i=1
For the remainder of the paper, the Riemann integral of v over I will be denoted by
o
rather than v(x)dx. Note the "integration by parts" relationship (see [4])
v
(2.5)
whose proof is also in 5. Let 1, be the Z 2 type seminorm on C([) defined by

2 2
It will be proved in 5 that on (r, 6), [. I, and 1. I, are equivalent norms, i.e., there
exists a constant a > 0, depending only on r and r/, such that
(2.6) a -Ivl, vl,, v 6 J/1 (r, 6).

(Actually, a can be replaced by a constant c which is independent of r/.) This result
-1
was stated without a complete proof in [4].

For iterated integrals of functions v(x, y) in C(/), use x and y as subscripts to
and to indicate the variable of integration. x
is piecewise Gaussian quadrature with
respect to x based on a partition 61 of I and Yy piecewise Gaussian quadrature with
is
respect to y based on a partition 6 2 Of I. The iterated expressions Ix y, x y, x Iy
and
xy are defined in the obvious way. For functions v 6 C(/) which are C on each
p T, define a semidiscrete seminorm IIIvlllx by
where x or y used as a subscript to a function denotes a partial differentiation. For

V and e an edge common to px, p T, let V lie, n x or y, be the absolute value
of the difference between the normal derivatives (Vlpx), and (V]p),, on e. The
analogues of (2.5) and (2.6) which will be needed are:
(2.7) I I viii1 (A V) V + CIE V.]IA’I vl ’,
for all V Wr with V 0 on OR there is a positive constant fl fl (r, r) such that
Again, see 5 for proofs.

Given two partitions
61--’{X0, Xl," ", XN} and 62---{YO, Y l,""", YM}
of L let
i,k (61)-- Xk-1 -’1- h (61)i, l<_i<_r-1, l<=k<=N,
and
l<_]<_r-1, l<_l<__M.
Then the set cCr of collocation points is defined by

r={(i,k(61),i,(a2))eR: l<=i,j<=r-1, l<-k<-N, l<_l<_M}.
For u e H2(R) with u 0 on OR, define a projection W e r of U by
(2.9) (zX(u W), V)=. O, V N-2.
Since ,-2 (04/c]X2Oy2)[,/r], (2.9) is equivalent to

(2.10) (A(u- W), Vxxyy) O, V e /,.
In 6 (or see [5]) it will be proved that if u H+I(R), then

(2.11) Ilu wll,, <- Ch "+*-llull+ 1, k O, 1, 2,
and
(2.12) wIl, Cllull/,

It will also be proved that if Uxy H (R), then
(2.13) or+2w2
oxroy O,T "+-iiox"oy O,T
--< Cllux, ll.
The use of W as a comparison function is a key ingredient in the proofs in 3, the heart
of the paper.
3. Error estimates for L = A. In this section we shall consider the problem
ku=f inR,
(3.1)
u 0 on OR.
We begin by proving the existence and uniqueness of the collocation approximation
U /// defined by
(3.2) AU f on %..
PROPOSITION 3.1. Iff is continuous on R, then there exists a unique U /[r which
satisfies (3.2).
Proof. It is easily checked that the cardinality of c equals the dimension of
Thus existence and uniqueness of U are equivalent, so it suffices to show that if V
,.
and
AV=0 on %
then V 0 on R. But, by (2.7),
Il vll[l --< -Yx Y ( v) v o,
so V 0 because Ill" III1 is a norm on
THEOREM 3.2. If u nr+2(R satisfies (3.1) and U J/l, satisfies (3.2), then
(3.3) IlV(u U)ll Chrllul[,.+2
Proof. By (2.11) and (2.8)it suffices to estimate IIIU-
will1. Let y be the piecewise
constant function on R whose value on a rectangle O e T is the average value of U- W
on 0. Then, by (2.7), (3.1) and (3.2),
Illg- will1-<_-ExE, (g- w)(g- w)
-Zx E a(u w)(u- w)
-Ex E, (u w)(u- w- ) Ex 2, (u w).
We now estimate the last two expressions separately. First, with ux an appropriate
interpolant of u,
lynx E A(u- W)(U- W-

<-Ch Y IIA(u- w)llo)llu
pT
oT
Ch 2 (h-ll]l.o + h-l(. W)o)]lV(V W)ll(o

oT
Ch 2 (h-[lulo + h-ll( W)]]o)llV(V-

oT
by the definition of ,,
Ch[[ul+llv wlll.
approximation properties of and u,, (2.3), Sobolev’s lemma,
(2.11) and (2.8). Second, since
((u w), ) 0,
by the definition of W, and
cllv( v- w)ll clll u- wll.
it follows that
Ch
o ((ul L(o) + L(o)
Chllull.llg
by exactness properties of the quadrature formula and the Bramble-Hilbert lemma [1]
applied to the quadrature formula. Together these estimates yield
which proves the theorem.

The next result will be used in estimating the L norm of the error u- U when
r 3. Its analogue for r N 4 will not be needed.
LEMMA 3.3. Let r= 3. Iu eH(R) satisfies (3.1) and U 3 satisfies (3.2), then
(3.4) IIV(gxx.)llo,r Cllu[16.
Proof. By (2.2) and (2.13)
IIV(u.)[IO.T tt< u- W).lo,T + IIv(w.)llo. T
so it suffices to show that

IIv(u W)xll Ch llu 116.
To see this, note that
,[V(U W)xy[[ 2
Ix fy [(U w) 2 2
=Exit(u-w) xx + Ix L, (u-W)x.
<- -Ex E a( u- w)( u- W)xx.
-E E
[(a(u w), u w)
Ch 4 ((u- W)(U- W)xxyy)
oT LX(o)
Ch 411(U
In this string of relationships we have used exactness properties of the quadrature

formula, (2.5), (3.1), (3.2), (2.10), the-Bramble-Hilbert lemma, (2.2), (2.12) and (2.13).
THEOREM 3.4. If u Hr+3(R) satisfies (3.1) and U Alrsatisfies (3.2), then
(3.5) Ilu Ull Ch+llullr+3.

Proof. Let q be defined by
-Aq=u-U inR,
(3.6)
q 0 on OR,
so that
(3.7) 11,112--< Cllu uII,
and let o* be a C O piecewise bilinear approximation to o such that
Then
Ilu- ull = -(a, u- u)
(v, V(u- u))
(v( *), V(u u)) (*, a(u u))
<-Ch+lllq, ll21lull.2-(*, a(u- u))
<-- Ch+llullr+21lu uII-(q,*, a(u
by (3.3), (3.6), (3.7) and (3.8), so we can finish the proof by estimating the last term.
Thus, note that
<= h r+l ((0" An) -[ ((49mu)

p oxr+ Ll(p) 3y
r+i
Ll(p)
oT L(o [[OY r=
Chr+al[*l[ [[Ullr+3+ +
0 0, 0x2O y2r-3 o,r
Chr+lllll21lullr+3
Chr+lllullr+llu UII,
where we have used (3.1), (3.2), the Bramble-Hilbert lemma applied to the quadrature
formula, the fact that U piecewise has degree at most r in each variable, (3.4), (3.8) and
(3.7).
4. Error Estimates tor Lu = (au) + b u + cu.We shall now use the results
of the last section to prove error estimates for the collocation approximation to the
solution of
Lu f in R,
(4.1)
u=0 on0R,
where
Lu=V.(aVu)+b.Vu+cu,
the coefficients a, b (bl, b2) and c are C on/ and a is strictly positive on/. We
assume that if fELZ(R), then (4.1) has a unique solution u E HZ(R).
THEOREM 4.1. For h sufficiently small, if u EHr+Z(R) satisfies (4.1) and U /lr
satisfies
(4.2) LU [ on %,
then
(4.3) IIV(u u)ll_-< Chllull+2.
Proof. Define Y e ,////r by
(4.4) Ay Au =_ _1 [_[_ (V a + b) u cu
a
Then, by Theorem 3.2,
(4.5) IIV(u Y)[I--< Chr[lull/2
Note that, on
1-[(Va
(4.6) A(U- Y) + b). V(u U)+ c(u U)].

a
Now, define O R, by
AQ=A(U-y) onCG,
(4.7)
Q 0 on ,9p, p T.
Then
111011112 -Z Z (ao)o
=-2x2 Ya-[(Va +b).V(u-U)+c(u-U)]O
<= Ch 2 pT
2 (llV(u u)llo<,)+llu
by (2.7), (4.6) and (4.7). But
4.8 1. 11= + IIv 11= C{hr-[ll+o + h-ll
by an argument, similar to a part of the proof of Theorem 3.2, which uses an interpolant
ut of u and inverse assumptions. Also,
by (2.3) and Poincar6’s inequality. Thus,
so, using (2.8) and the fact that u- U 0 on OR, we see that
(4.9) 117 olt C{h’Xllull +2 + hll(u u)[l.
Next, let Z U- Y-O. Then
IIIzlll -E g (az)z + cl[z.
c-/ll oil Ilzll
c{(-/lloll)ll(u- Y)II + -/lloll

ll(u- Y)ll + c-lloll ,
by (g.?), (4.?), the fact that U and Y are C (g 1) (2.4) and some common
Thus
Ilv- )11 cilia- 111
= cllzlll + I1o111)
[[v- ) + Ch-llVOll ,
by (2.8) and the estimate for IIIzlll, so

IIv(u Y)II--<
<- C{hr+/:ZllUllr+:z + h /=llV(u g)ll},

by (4.9). Therefore, by (4.5),
IlV(u s)ll <--IIv (u g)ll + IIv(g g)ll
<- C{hllull/= + h 1/=llV(u U)II);
hence if h is sufficiently small, then (4.3) holds.
COROLLARY 4.2. For h sufficiently small, if]’ is continuous on R, then there exists a
unique U ff/l which satisfies (4.2).
Proof. Since U 0 on OR, uniqueness follows from (4.3) used when f, hence u, is
zero. Uniqueness implies existence.
LEMMA 4.3. Let r 3. For h sufficiently small, if u H 5 (R satisfies (4.1), U ,////3
satisfies (4;2) and Y tl3 satisfies (4.4), then
(4.10) IIv(u- Y)xx.llo, T <= Cllulls.
Proof. By (2.2) it suffices to show that
IIv( u- Y)xrll <- Ch =llulls.
To see this, note that
’IV(U-Y)xy[’2 fxf,[<u-y)2 xxr + (U

2
Y)xyy]
=Ef
-Ex E
--<
(U-Y)x + E( u )
A(U Y)( U Y)xxy
x
--Ex EyX[(
a
7a + b)" V(u U)+ c(u U)](U- Y)xxyy
<- Ch : E (h =llullm(o) / h-Xllu UIIH(o)(h-IIV( U-

or
<- Ch =llu IIIIV(U- g)x, II,

by exactness of the quadrature formula, (2.5), (4.6), (4.8), (2.2), (2.3) and (4.3).
THEOREM 4.4. For h sufficiently small, if u Hr+3(R) satises (4.1) and
satisfies (4.2), then
Ilu uIl-< Chr+X]lUllr+3.
Proof. Let Y ff//r still be defined by (4.4), so that, by Theorem 3.4,
Ilu YII--< Ch’+lllUllr+3.
Then it suffices to estimate I[U- YII. Let o be defined by
(4.11)
-Ao=U-Y inR,
q 0 on OR,
SO that
(4.12)
and let o* be a C O piecewise bilinear approximation to q, for example the Lagrange

interpolant, such that
(4.13) IIq o*11 <-- Ch Ilq, l12
and
(4.14) II*llL<o>----< CllllH=<o>, O Z.
Then
IIs- gll == -(Aq,, U- Y)
(Vq, V(U- Y))
(V(q- q*), V(U- g))-(p*, V(U- Y))
(V((- (*), V(U- Y))+ [.x 2y (*A(U- Y)-Ix i (*A(U- Y)]

Y’,x Y’.y (*A(U- Y).
We shall estimate these three terms individually. By (4.3), (4.5), (4.13) and (4.12),
(X7(, **), X7(V Y))l--< 11, q,*llallV(U Y)]]
<_ Ch+ lllq, ll211ull,.+
2
<- Ch"/l[ull,./211U- YI[.

The difference between the approximate and exact integrals of o*A(U-Y) is zero
except when r 3, in which case
],x ’,y q*A(U- Y.)- I Iy q*A(U- Y)

<=Ch4 2 (q*A(g- g)) + (q*A(U- g))
oeT OX4 LI(o) OY 4 LI(o)
<-_ Ch 4]]q,lllllX7(g g)xx,,,,llo.r
<-_ Ch
<-- Chr+lllull,./2[lU- YII,
by the Bramble-Hilbert lemma, (4.10), (4.13) and (4.12). To estimate the last term,
note that
E (h-llull-=(o + h-llu glll(o311qllm(o

<-- Ch 2 pT
C(hr+[lUllr+2 +. hllX7(u u)ll)llqll=
Chr+’llullr+zl[U YII,
by (4.6), (4.8), (4.14), (4.3) and (4.12). Thus

which completes the proof.

5. Properties of the discrete integrals and norms. Our first lemma is proved in [4],
but we re-prove it here in the interest of completeness and because the notation
developed in the proof will be used later.
LEMMA 5.1. Given real numbers V,k, 1 <= <= r- 1 and 1 <= k <= N, there exists a
unique V l (r, such that
V(i,k) Vi,, 1 <= <- r 1, 1 <= k <= N.
Proof. Let Oi, 1 -< <_- r- 1, be the unique polynomial in Pr(I) such that
0,(0)=0(0)=0 and 0(scj)=&j, l<=j<-r-1.
Also, let 0, Oa Pr(I) be defined by the conditions
(0) 1, 0’ (0) 6 (1) 0 (-1) O,
and
(0) 1, a(O) -/d (1) /d (r-1) O.
Clearly {0, Od, ///1, /r-1) is a basis for P(I). Note that
(5.1) O(x)Oa(x) >= O, x I,
(5.2) 0(1)’(1) > O,
(5.3) Oa(1)O’d(1) > O,
(5.4) 0,(1)01(1)>0.
their derivatives. Thus, for example, 0 (1),

sign, by (5.1), (5.2) and (5.3). For x I,,, define
, ,
These facts can be checked by considering the location of the zeros of the functions and
(1), ,a (1) and (1) all have the same
Ov, m(X)--Ov(X-Xm-I’)
hm
Od, m(X) Od(X Xm-I’)
hm
Oi, rn(X)’-- Oi(X-Xrn-l’) l<i<r--1.
Since dim X (r, a)

N(r- 1), to prove the lemma it suffices to show that if
V(sc,) O, 1-<i_-<r-1, l<_k<=N,
and V e J// (r, a), then V =- O. But clearly
VIIm V(xm--)Ov, + hmV’(xm-1)d/d,m,
SO
(5.6) V(xm)-- V(Xm-1)Ov(1)+ hmV’(xm-1)Od(1),

(5.7) V’(x,,) h V(Xm=l)O(1)+ V’(x,,,-1)@(1).
Thus, since V(0)=0, if V’(0) is also zero, then we see immediately that V=0.
However, if V’(0)0, then it follows from (5.1), (5.2), (5.3), (5.6) and (5.7) and
induction on m that V(x,,) V’(xm) > 0 for all m. In particular, V’(0) 0 implies V(1) 0
which contradicts V 0 (r, 6), so the lemma is proved.

I"
COROLLARY 5.2. 1, is a norm on lt (r, 8).
COROLLARY 5.3. The functions qg, (r, 6), 1 <- <= r 1, 1 <= k <- N, defined by
q9 i,k (],l)
form a basis ]’or J/l (r, 8) and
r--1 N
V E k=l
2 V(,,k)qi,k, V 6 J//a (r,
By counting zeros of ,,
i=1
it is easy to show that ,

cannot vanish on any open
interval, so this basis is not a local basis, which is why the proof of (2.6) is nontrivial. The
following lemma will be used in the proof of (2.6).
LEMMA 5.4 c3 1 N N r 1, 1 N k, m N N.
Proof. Assume m N k. The case m k can be handled by applying the same
argument to ff,, where
i,k(X)=i,k(1--X), xL
Using the representation
tr(X)=(--1)r-1 H (X--i)
i=1 i=1
which follows from the fact that Lr(O) 1, and noting that Lr(1) (-1)-a is equivalent
to
r--1 r--1
(.8)
i=1
i H
i=1
(-),
it is easy to show that
]v(X) [ ( r’, 1/i)x]Lr(x)

1’ -+"
i=l
and
td(X)= XLr(X),
and hence that
(5.9) 4,,(1) (--1) r-1 1 +

i=1
)
1/sC
and
(5.10) 4,5(1) (-1) r-1 1 + ( 1/(1 -() )

From (5.8) we also see that sC’s must lie on both sides of
(5.10) that
i=1
, so it follows from (5.9) and
(5.11) 10(1)1,105(1)1 3.
Fist we consider (i,k lira for 1 _-< m -< k 1. Clearly

(5.12) i,k, lIm (49i, k(Xm-1)Ov, "1" hmqg ,k(Xm-1)Od,
SO
(5.13) qi,k (Xm (X,,,-1)6o(1) + hq l,k (X,-l)d/a(1),

qi,k
(5.14) ,k(X,,) h-m,,(xm-)6’(1) + ’i,g(Xm-)O(1).

Since i, (0) 0 while ,(0) cannot be zero, it follows by (5.1), (5.2), (5.3), (5.13), and
(5.14) and induction on m that
(5.15) ,(Xm), (x)>0, l<m<k-1
(Note that by applying the argument used to prove (5.15) to the function ffg, g we can also
show that
(5.16) i,k(Xm),k(Xm)<O, kmN-1.)
Thus by (5.1), (5.2), (5.3), (5.11), (5.13), (5.14), and (5.15), for 1 m k-1,
(5.7 I,(xl I,(x-16(1 31,(x_1[,
(5.18) II,(x)ll,(X-l)(1)lal,(x-)l.
Therefore, by (5.1), (5.12), (5.15), (5.17) and (5.18),
(5.19) max {lO,,k (Xk-1)[, lho’, (Xk-1)l} SUp_

xI
when l <-m <-k-1.

Since
(5.20) qi, kllk qi,k(Xk-1)O,,k + hkq ,k(Xk-1)Oa, k + Oi, k,
to finish the proof we just have to estimate qi,k(Xk-1) and hkq,k(Xk-1), it follows from
(5.15), (5.16) and (5.20) by counting zeros of q.k[Ik that
(5.2) o, (x)() _-> 0,
(5.22) ,k(Xk)O (1) < 0.
By (5.20) and (5.22),
[i, (X-l)O (1) + h, (x-1)5(1)]" @’i (1) < O,
so, by (5.1), (5.2), (5.3), (5.4), (5.15) and (5.20),
(5.23) [i,k(Xk_l)@v(1) + hki,k(Xk_l)@d(1)] i(1) < 0.
Thus, by (5.20), (5.21) and (5.23),
(5.24) ,,(x_)6(1)+h,(x._)6(1)6(1).
Therefore, since ,(x_)6(1) and h,(xa_)6(1) have the same sign (except for
the trivial case in which ,(x_)= 0 because k 1), it follows that
and
Ih;., (x,,-)[-< IOi(1)l/lOd(1)l.
A C’ FINITE ELEMENT COLLOCATION METHOD 619
THEOREM 5.5. There exist positive constants a a(r, rl) and 8 (r) such that
Proof. The existence of an c such that the first inequality holds is easily proved by
working interval by interval. We omit the details.
We shall use Lemma 5.4 to get an estimate of the L z inner product of Oi, k with
For convenience, assume for the moment that k <- I. Then
m=l
N
Y 3 -(Im-kl+lm-ll)
<= Ch m=l
k N
Ch 3-(k-re+l-m)’+" 3-(m-k+l-m)+ 3
m=l =k+l m=/+l
k N
Ch3-(l-k)
m=l
3-2(k-m)+
m=k+l
1+
m=l+l
3 72(m-/) }
<= Ch3-(l-k)(l k + )
<= Ch 2 -(l-k).
Thus, regardless of the relation between k and l,
I((.i,k, (O],l)I[ Ch 2 -II-kl.

Therefore, if Vd/t(r, 6) and V/,k V(i,k), then
r-1 N
V[ i,jE k,lE Vi, k W’,l(i,k, j.l)I
r-1 N
<- Ch E
E k,l=l Vi, kl V,tl 2-1’-kl
ij=l
r--1 N
<- Ch Y Y {2-1-11 g,, = + 2-1/-11 g, }
.i,] k,l
<=Ch
i,]=l
E Iv,
k=l
+ Z IVl
/=1
i=1 =1 l=
r-1 N
i=1 k=l
r-I N
<=a 2 Z WihklVik 12
E k=l
i=1
2
(2.8)
COROLLARY 5.6 There exists a positive constant
t3-lll vlll <--IIv vii--< 3111 VIii1, V /, or V .
(r, rl) such that
Proof. On A/r this follows immediately from Theorem 5.5 because in the definition
of III, III1 the discrete integral is taken with respect to the undifferentiated variable. On
r the result is easy because it can be localized since V rimplies V[Op 0 for each
peT. ]
We shall now prove the "integration by parts" relationships (2.5) and (2.7). They
both follow easily from the following simple result from [4.
LEMMA 5.7. Suppose 6 is the trivial partition of I, i.e., (0, 1, so is just
Gaussian quadrature on L For V P(I),
(5.26) (V’)2-(V")V.(V’(1)V(1) V’(0) V(0)).
Proof. Since (V") V P2r-2(I) and L has degree 2r 2, it follows that
Vn(X) V(x) r( v(r))2(tr(X)) 2 + p(x),
where is a positive constant independent of V, V ( is the (constant) rth derivative of
V and p P2r-3 (I). Thus
E(v" v +Ep
=<--I- (r’)2(r’(1)r(1) g’(o)r(o))-r(r(r))2( )

v’(0)v(0)), fi
The relationship (2.5) follows immediately from this lemma because after (5.26) is
used in each interval determined by 6, the boundary terms at partition points all drop
out because V J//(r, 6). To see (2.7), let l" IA’.* be the discrete analogue of I" la’.
Then, for V r
with V 0 on OR,
where the first inequality follows by a short argument based on (5.26) and the second
inequality is essentially the inequality in (2.6).
6. Properties o[ the projection W. in this section we shall verify the properties
used earlier of the projection W of u into /r defined by
(6.1) (A(u W), Vxxyy) 0, V r.
The results can also be found in [5]. They are re-proved in this paper both for
completeness and because the proofs we shall give here are more direct in places than
those in [5].
PROPOSITION 6.1. If W e[r satisfies (6.1), u 0 on OR and uxy H (R for some
2 <=s <- r, then
(6.2) 117(u W)xyll <= ChS-llluxyl[s.
Proof. Define (uxy)I e AZr-1 by
(Uxy --(/xy)I, V) O, V r-3,
(Uxy --(Uxy)Z, V)A O, V lr-3(A),
(Uxy) Uxy, on 61 x 62.
Since (uxy)i is a locally defined interpolant of Uxy, it follows from a standard Bramble-
Hilbert lemma argument that
Furthermore,
2
0
(02/OxOy) [r] is the subset of Wr-1 consisting of those functions in Wr_ with the
property that their average value along each horizontal or vertical section of R is zero.
But uy has this property since u 0on OR and it is easy to check that the interpolation
operation preserves the property.
Integrating by parts, we see that (6.1) is equivalent to
(v(u w), v v,) o,

Therefore
IIV (u W),y inf IIv (u rx

<_-[IV(ux,
<- Ch-llu,,,ll, 2 <- s <-_ r.
COROLLARY 6.2. If W g satisfies (6.1), u 0 on OR and Uxy H" (R) for some
2 <- s <- r, then
os+Ew os+2w
Proof. This result follows from (6.2) by an inverse assumption argument.

THEOREM 6.3. If W d/l satisfies (6.1), u 0 on OR and u H r+l(R ), then
(6.4) I[u wll Ch+l-’Cllull+a, k o, 1, 2,
and
(6.5) Wllr, Cllull,-+.
Proof. For Z Jr-2-" (04/OX20y 2) [,//’/r] appropriately chosen,
[IA(u- w)l12 (A(u- W), (u- W)-Z)
Chr-ltlA(u w)ll{ oxr_ Z(bl- W) 0,r
-+- oyr_i A(bl W)
0 T
Chr-llullr+llA(u W)ll,
by (6.1), approximation theory and (6.3). Thus
IlzX(u w)ll--<
For k 0 the estimate (6.4) follows by the usual "duality argument" and then (6.4) for
k 1, 2 and (6.5) follow by inverse assumption arguments.
REFERENCES
[1] J. H. BRAMBLE AND S. R. HILBERT, Bounds for a class of linear functionals with applications to
Hermite interpolation, Numer. Math. 16 (1971), pp. 362-369.

[2] C. DEBOOR AND B. SWARTZ, Collocation at Gaussian points, this Journal, 10 (1973), pp. 582-606.
[3] J. DOUGLAS, JR. AND T. DUPONT, A finite element collocation method ]or quasilinear parabolic
equations, Math. Comp. 27 (1973), pp. 17-28.
[4] , Collocation Methods for Parabolic Equations in a Single Space Variable (Lecture Notes in
Mathematics Vol. 385), Springer-Verlag, New York, 1974.
[5] J. DOUGLAS, JR., T. DUPONT, H. H. RACHFORD, JR. AND M. F. WHEELER, LocaIH -1 Galerkin and
adjoint local H -1 Galerkin procedures ]or elliptic equations, RAIRO Numer. Anal. 11 (1977), pp.
3-12.
[6] P. M. PRENTER AND R. D. RUSSELL, Orthogonal collocation for elliptic partial differential equations,
this Journal, 13 (1976), pp. 923-939.

Collocation FOR Equations : AC Finite Element Method Elliptic

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Collocation FOR Equations : AC Finite Element Method Elliptic

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SIAM J. NUMER. ANAL.

(6) 1980 Society for Industrial and Applied Mathematics

A C 1 FINITE ELEMENT COLLOCATION METHOD

FOR ELLIPTIC EQUATIONS*

Abstract. Collocation at Gaussian quadrature points as a means of determining a C finite element

* Received by the editors October 1, 1979.

Given a partition 8 of I, i.e.,

Let T be the collection of open rectangles p cR determined by the grid points

f(x)g(y), fF and g G. Let

whose proof is also in 5. Let 1, be the Z 2 type seminorm on C([) defined by

(2.6) a -Ivl, vl,, v 6 J/1 (r, 6).

was stated without a complete proof in [4].

where x or y used as a subscript to a function denotes a partial differentiation. For

(2.7) I I viii1 (A V) V + CIE V.]IA’I vl ’,

for all V Wr with V 0 on OR there is a positive constant fl fl (r, r) such that

Again, see 5 for proofs.

Then the set cCr of collocation points is defined by

Since ,-2 (04/c]X2Oy2)[,/r], (2.9) is equivalent to

In 6 (or see [5]) it will be proved that if u H+I(R), then

(2.12) wIl, Cllull/,

lynx E A(u- W)(U- W-

Ch 2 (h-ll]l.o + h-l(. W)o)]lV(V W)ll(o

Ch 2 (h-[lulo + h-ll( W)]]o)llV(V-

which proves the theorem.

so it suffices to show that

To see this, note that

In this string of relationships we have used exactness properties of the quadrature

(3.5) Ilu Ull Ch+llullr+3.

<= h r+l ((0" An) -[ ((49mu)

(4.6) A(U- Y) + b). V(u U)+ c(u U)].

by (2.3) and Poincar6’s inequality. Thus,

c{(-/lloll)ll(u- Y)II + -/lloll

by (2.8) and the estimate for IIIzlll, so

<- C{hr+/:ZllUllr+:z + h /=llV(u g)ll},

’IV(U-Y)xy[’2 fxf,[<u-y)2 xxr + (U

<- Ch : E (h =llullm(o) / h-Xllu UIIH(o)(h-IIV( U-

<- Ch =llu IIIIV(U- g)x, II,

and let o* be a C O piecewise bilinear approximation to q, for example the Lagrange

(V((- (*), V(U- Y))+ [.x 2y (*A(U- Y)-Ix i (*A(U- Y)]

<- Ch"/l[ull,./211U- YI[.

],x ’,y q*A(U- Y.)- I Iy q*A(U- Y)

E (h-llull-=(o + h-llu glll(o311qllm(o

by (4.6), (4.8), (4.14), (4.3) and (4.12). Thus

which completes the proof.

their derivatives. Thus, for example, 0 (1),

Since dim X (r, a)

(5.6) V(xm)-- V(Xm-1)Ov(1)+ hmV’(xm-1)Od(1),

which contradicts V 0 (r, 6), so the lemma is proved.

it is easy to show that ,

]v(X) [ ( r’, 1/i)x]Lr(x)

(5.9) 4,,(1) (--1) r-1 1 +

(5.10) 4,5(1) (-1) r-1 1 + ( 1/(1 -() )

, so it follows from (5.9) and

Fist we consider (i,k lira for 1 _-< m -< k 1. Clearly

(5.13) qi,k (Xm (X,,,-1)6o(1) + hq l,k (X,-l)d/a(1),

(5.14) ,k(X,,) h-m,,(xm-)6’(1) + ’i,g(Xm-)O(1).

(5.19) max {lO,,k (Xk-1)[, lho’, (Xk-1)l} SUp_

when l <-m <-k-1.

I((.i,k, (O],l)I[ Ch 2 -II-kl.

=<--I- (r’)2(r’(1)r(1) g’(o)r(o))-r(r(r))2( )

(v(u w), v v,) o,

IIV (u W),y inf IIv (u rx

Proof. This result follows from (6.2) by an inverse assumption argument.

(V((- (), V(U- Y))+ [.x 2y (A(U- Y)-Ix i (*A(U- Y)]

],x ’,y qA(U- Y.)- I Iy qA(U- Y)