Part III, Chapter 11

H 1 -, H(curl)-, and H(div)-conforming spaces

In this chapter, we construct H 1 -, H(curl)-, and H(div)-conforming sub-

spaces of the broken finite element spaces P x,b (Th ), where P g,b (Th ) is built
using a Lagrange or the canonical hybrid element, P c,b (Th ) using a Nédélec
element, and P d,b (Th ) using a Raviart–Thomas element. The foundations of
this construction have been laid out in the previous chapter, namely the notion
of γ x -jumps across mesh interfaces for a piece-wise smooth function (see Fig-
ure 11.1 for a simple illustration in the case of H 1 -conformity and d = 1) and
that of finite element traces on matching meshes. We now complete the con-
struction by introducing the notion of connectivity classes (still on matching
meshes) so as to regroup degrees of freedom in P x,b (Th ) into suitable equiva-
lence classes. Then, under the mild assumption P x,b (Th ) ⊂ W 1,∞ (Th ; Rq ) so
that functions in P x,b (Th ) have well-defined γ x -traces and jumps, we identify
the shape functions and degrees of freedom in the space

P x (Th ) := {vh ∈ P x,b (Th ) | [[vh ]]xF = 0, ∀F ∈ Fh◦ }. (11.1)

The resulting interpolation operators satisfy optimal approximation proper-

ties on smooth functions, and those associated with the canonical finite el-
ement complex (canonical hybrid, Nédélec, and Raviart–Thomas) commute
with differential operators. Finally, we show how to construct the subspace
P0x (Th ) of P x (Th ), where a zero-trace condition is enforced at the boundary.

Fig. 11.1. One-dimensional example with two piecewise quadratic functions; the
one on the left is not in H 1 , the one on the right is.
 150 Chapter 11. H 1 -, H(curl)-, and H(div)-conforming spaces

11.1 Connectivity classes

The goal of this section is to introduce an equivalence relation among degrees
of freedom in P x,b (Th ) so as to regroup these degrees of freedom into con-
nectivity classes. Various examples are presented. In what follows, we assume
that Assumptions 10.10 and 10.11 hold.

11.1.1 Regrouping degrees of freedom into classes

Recall from §9.1 that the global shape functions in P x,b (Th ) are indexed by
the pairs (K, i) ∈ Th × N . We consider the following equivalence relation
between these pairs: (K, i)R(K ′ , i′ ) if and only if:
(i) K = K ′ and i = i′ ;
(ii) or there is a path (Kn , in )n∈{0: N } , N ≥ 1, such that (K0 , i0 ) = (K, i),
(KN , iN ) = (K ′ , i′ ), and for all n ∈ {1: N }, there is Fn = ∂Kn−1 ∩ ∂Kn
in Fh◦ and in = χFn (in−1 ) where χFn : NKn−1 ,Fn −→ NKn ,Fn is the
bijective map from Assumption 10.11 or its inverse.
The connectivity classes in Th × N are the equivalence classes for R. For all
(K, i) ∈ Th × N , its equivalence class is denoted CK,i , the set of equivalence
classes is denoted Ah , and a generic equivalence class is denoted a ∈ Ah . Let
◦
(K, i) ∈ Th × N . If i ∈ ∪F ∈FK◦ NK,F (recall from (10.8) that FK collects the
faces of K that are interfaces), then by construction card(CK,i ) ≥ 2 since there
is K ′ ∈ Th , K ′ 6= K, with F = ∂K ∩ ∂K ′ , i ∈ NK,F , and χF (i) ∈ NK ′ ,F , so
that (K ′ , χF (i)) ∈ CK,i ; instead, if i 6∈ ∪F ∈FK◦ NK,F , CK,i = {(K, i)} so that
card(CK,i ) = 1.
We collect the mesh cells in the generic class a ∈ Ah and the points in
these cells in the sets
Ta := {K ∈ Th | ∃i ∈ N , (K, i) ∈ a}, (11.2a)
Z
Da := {x ∈ D | ∃K ∈ Ta , x ∈ K}. (11.2b)

Observe that Ta = {K} and Da = K if card(a) = 1. Identifying the cells in Ta

with the nodes of a connected graph (two nodes are connected if the two cells
share an interface), one can see that the path in condition (ii) can be chosen
so that it cross each interface only once. In what follows, we assume that
Verify the crossing
[ (K, i)R(K, i′ ) ] =⇒ [ i = i′ ], ∀K ∈ Th , (11.3)
meaning that each mesh cell appears at most once in each class a ∈ Ah . That
the usual finite elements satisfy (11.3) is discussed in §11.1.3.

11.1.2 Geometric sets

Before presenting examples of connectivity classes, we introduce some useful
geometric sets. Let Th be a matching mesh. We assume that d = 3. The
Part III. Finite Element Spaces 151

construction can be devised in any space dimension. Let z ∈ Vh be a mesh

vertex, let E ∈ Eh be a mesh edge, and let F ∈ Fh be a mesh face, see §10.2.
We consider the sets

Tz := {K ∈ Th | z ∈ ∂K}, (11.4a)
TE := {K ∈ Th | E ⊂ ∂K}, (11.4b)
TF := {K ∈ Th | F ⊂ ∂K}, (11.4c)

collecting the mesh cells having z as vertex, E as edge, or F as face, re-

spectively. The set Tz is illustrated for d = 2 in Figure 11.2 (left panel).
The above sets are often called element patches or macro-elements. Note that
card(TF ) = 2, while card(Tz ) and card(TE ) cannot be determined a priori.

K ∈ Tz

Fig. 11.2. Left: vertex z, patch Tz composed of six mesh cells with one cell K ∈ Tz
highlighted in gray; Right: P2 Lagrange nodes in the same connectivity class for a
patch Tz composed of four mesh cells (drawn slightly apart).

Proposition 11.1 (Neighboring cells). Let (Th )h>0 be a shape-regular se-

quence of matching affine meshes. Then, for all z ∈ Vh , the cardinal number
of Tz is uniformly bounded, and the sizes of all cells in Tz are uniformly
equivalent. The same assertion holds for the sets TE and TF .
Proof. Since TE ⊂ Tz for all z ∈ E and TF ⊂ Tz for all z ∈ F ,
it suffices to prove the two assertions for Tz . The first one follows from
card(Tz ) minK∈Tz ωK,z ≤ 4π in R3 , see Remark 5.5. Concerning the second
assertion, we first observe that if K ′ , K ′′ ∈ Tz , K ′ 6= K ′′ , share a common
face, say F with diameter hF , then hK ′ ≤ σ♯ ρK ′ ≤ σ♯ hF ≤ σ♯ hK ′′ , and sim-
ilarly, hK ′′ ≤ σ♯ hK ′ . This shows that the sizes of K ′ and K ′′ are uniformly
equivalent. Now, for any two cells K ′ and K ′′ in Tz , there is a finite path of
cells linking K ′ to K ′′ so that any two consecutive mesh cells in the path share
a common face; hence, the sizes of K ′ and K ′′ are uniformly equivalent. ⊓ ⊔

11.1.3 Examples
Let (K, i) ∈ Th × N and set a = CK,i . Let (K ′ , i′ ) ∈ a, i.e., (K, i)R(K ′ , i′ ).
Consider a path (Kn , in )n∈{0: N } from (K, i) to (K ′ , i′ ), such that, for all
152 Chapter 11. H 1 -, H(curl)-, and H(div)-conforming spaces

n ∈ {1: N }, there is Fn ∈ Fh◦ and in ∈ NKn ,Fn with F = ∂Kn−1 ∩ ∂Kn and
in = χFn (in−1 ).

Example 11.2 (Lagrange elements). We infer that the Lagrange nodes

satisfy aKn−1 ,in−1 = aKn ,in for all n ∈ {1: N }, see Figure 11.2 (right panel).
Hence, if aK,i is a vertex z of K, Ta = Tz ; if aK,i is in the interior of an edge
E of K, Ta = TE ; if aK,i is in the interior of a face F of K, Ta = TF ; and
finally, if aK,i is in the interior of K, Ta = {K}. Moreover, if K ′ = K, then
aK,i = aK,i′ so that i = i′ , i.e., (11.3) holds. ⊓
⊔

Example 11.3 (Canonical elements). Consider first the canonical hybrid

element. If σK,i is the evaluation at a vertex z of K, then all the degrees of
freedom σKn ,in in the path are an evaluation at that vertex, so that Ta = Tz .
Similarly, if σK,i involves an integral over an edge E (resp., face F ) of K, all
the degrees of freedom σKn ,in in the path involve an integral over that edge E
(resp., face F ), so that Ta = TE (resp., TF ). Finally, if σK,i involves an integral
over K, then Ta = {K}. Let us verify that (11.3) holds. In the case of an edge
integral, (K, i)R(K, i′ ) implies that i = i′ since {µm }m∈{1: nesh } is a basis of
Pk−2,1 so that all the degrees of freedom in K involving an integral over that
edge are linearly independent; we proceed similarly for faces. For Nédélec and
Raviart–Thomas elements, the same reasoning applies (when verifying (11.3),
we note that the orientation of edge and face tangent or normal vectors is the
same for all the degrees of freedom in the path.) ⊓
⊔

Remark 11.4 (Traces on edges and vertices). The verification of (11.3)

can be formalized by introducing suitable finite element traces on edges and
vertices; more generally, one considers finite element traces on all l-faces of
K (see Definition B.9) with l ∈ {l0 : d − 1} where l0 is the smallest dimension
of the geometric objects considered in the degrees of freedom (l0 = 0 for
Lagrange and canonical hybrid elements, l0 = 1 for Nédélec elements, and
l0 = d − 1 for Raviart–Thomas elements). ⊓
⊔

11.2 The spaces P g (Th ), P c (Th ), P d (Th )

The goal of this section is to exhibit shape functions and degrees of freedom
in P x (Th ) defined by (11.1) and to present examples for x ∈ {g, c, d}.

11.2.1 Shape functions and degrees of freedom

For all a ∈ Ah and all K ∈ Ta , we denote by ia,K the unique index in N such
that (K, ia,K ) ∈ a. We define the global shape functions ϕa : D −→ Rq such
that (
θK,ia,K K ∈ Ta ,
ϕa|K = (11.5)
0 otherwise,
Part III. Finite Element Spaces 153

for all a ∈ Ah . Observe that supp(ϕa ) = Da .

Lemma 11.5 (Conformity). ϕa ∈ P x (Th ) for all a ∈ Ah .

Proof. The fact that ϕa ∈ P x,b (Th ) results from (11.5), so that it remains to
verify that [[ϕa ]]xF = 0 for all F ∈ Fh◦ . Let F ∈ Fh◦ with F = ∂Kl ∩ ∂Kr . We
distinguish three cases.
(1) F ⊂ Da , so that both Kl and Kr are in Ta (this case is possible only if
card(a) ≥ 2). There are il ∈ NKl ,F and ir ∈ NKr ,F such that (Kl , il ) ∈ a,
(Kr , ir ) ∈ a, and ir = χlr (il ). We infer that

σKl ,i (ϕa|Kl ) − σKr ,χlr (i) (ϕa|Kr ) = δiil − δχlr (i)χlr (il ) = 0,

for all i ∈ NKl ,F , since χlr is a bijective map. Owing to Assumption 10.11,
we infer that [[ϕa ]]xF = 0.
(2) F ⊂ ∂Da , so that only one of the two adjacent cells is in Da . With-
out loss of generality, we assume that Kl ∈ Ta and Kr 6∈ Ta . Then,
(Kl , il ) ∈ a, but il 6∈ NKl ,F since otherwise Kr would be in Ta . As a re-
sult, σKl ,i (ϕa|Kl ) = σKl ,i (θK,il ) = 0 for all i ∈ NKl ,F . Owing to (10.9), we
x
infer that γK l ,F
(ϕa|Kl ) = 0. Moreover, since Kr 6∈ Ta , ϕa|Kr = 0, and (10.5)
x
implies that γK r ,F
(ϕa|Kr ) = 0. We conclude that [[ϕa ]]xF = 0.
(3) Otherwise, ϕa is zero in Kl ∪ Kr , so that [[ϕa ]]xF = 0 − 0 = 0. ⊓
⊔

The global degree of freedom of a function vh ∈ P x (Th ) associated with

a ∈ Ah is defined to be σa (vh ) := σK,i (vh|K ) for (K, i) ∈ a; since the γ x -
jumps of vh vanish, this definition is independent of the choice of (K, i) ∈ a,
i.e., σK,i (vh|K ) = σK ′ ,i′ (vh|K ′ ) whenever (K, i)R(K ′ , i′ ). Hence, σa (vh ) is well-
defined, and σa ∈ L(P x (Th ); R). Moreover, the following holds:

σa (ϕa′ ) = δaa′ , a, a′ ∈ Ah . (11.6)

Proposition 11.6 (Basis). {ϕa }a∈Ah is a basis of P x (Th ), and {σa }a∈Ah is
a basis of L(P x (Th ); R).

to prove the assertion on {ϕa }a∈Ah owing to (11.6).

Proof. It sufficesP
(1) Assume that a∈Ah λa ϕa vanishes identically on D for some real numbers
{λa }a∈Ah . Then, applying σa′ for any a′ ∈ Ah , we infer that λa′ = 0.
x x
(2) To show that P{ϕa }a∈Ah is a spanning set of P (Th ), let vh ∈ P (Th ) and
set δh := vh − a∈Ah σa (vh )ϕa . To show that δh vanishes identically in D,
we prove that σK,i (δh|K ) = 0 for all (K, i) ∈ Th × N . Let a ∈ Ah be such that
(K, i) ∈ a; then σK,i (δh|K ) = σa (δh ) = 0 owing to (11.6)). ⊓
⊔

11.2.2 The H 1 -conforming space P g (Th )

b Pbg , Σ
Let (K, b g ) be a Lagrange or the canonical hybrid finite element (see
Chapter 3) of degree k ≥ 1. The broken finite element space is P g,b (Th ) :=
{vh ∈ L1 (D) | vh ◦ TK ∈ Pb g , ∀K ∈ Th }, and its H 1 -conforming subspace is
 154 Chapter 11. H 1 -, H(curl)-, and H(div)-conforming spaces

P g (Th ) = {vh ∈ P g,b (Th ) | [[vh ]]F = 0, ∀F ∈ Fh◦ }. (11.7)

Conformity results from (10.7) which yields P g (Th ) ⊂ V g,p (D) = {v ∈
Lp (D) | ∇v ∈ Lp (D)} for all p ∈ [1, ∞].
Lagrange and canonical hybrid finite elements of the same degree lead to
the same space P g (Th ), but shape functions and degrees of freedom differ for
k ≥ 2. The dimension of P g (Th ) is card(Vh ) for k = 1, card(Vh ) + card(Eh )
for k = 2, card(Vh ) + 2 card(Eh ) + card(Fh ) for k = 3, and for k ≥ 4,




dim(P g (Th )) = card(Vh ) + k−1
1 card(Eh ) + k−1
2 card(Fh ) + k−1
3 card(Th ).
Global shape functions for Pk , k ∈ {1, 2}, Lagrange finite elements in dimen-
sion d = 2 are illustrated in Figure 11.3.

Fig. 11.3. Global shape functions in dimension d = 2: P1 (left) and P2 (center and
right) Lagrange finite elements.

11.2.3 The H(curl)-conforming space P c (Th )

b Pb c , Σ
Let (K, b c ) be one of the Nédélec finite elements from Chapter 8 of
degree k ≥ 0. The broken finite element space is P c,b (Th ) := {vh ∈
L1 (D) | ψK
c
(vh|K ) ∈ Pb c , ∀K ∈ Th } with covariant Piola transformation
c T
ψK (v) = JK (v ◦ TK ), and its H(curl)-conforming subspace is
P c (Th ) := {vh ∈ P c,b (Th ) | [[vh ]]F ×nF = 0, ∀F ∈ Fh◦ }. (11.8)
Conformity results from (10.7) which yields P c (Th ) ⊂ V c,p (D) = {v ∈
Lp (D) | ∇×v ∈ Lp (D)} for all p ∈ [1, ∞].
The dimension of P c (Th ) is card(Eh ) for k = 0, 2 card(Eh ) + 2 card(Fh ) for
k = 1, and for k ≥ 2,




dim(P c (Th )) = k+1
1 card(Eh ) + 2 k+12 card(Fh ) + 3 k+1
3 card(Th ).
(The factors 2 and 3 come from the choice of the face and cell tangent vectors.)
A global shape function attached to an edge is illustrated in the left panel of
Figure 11.4 for k = 0; note that the tangential component is continuous across
the interface, but the normal component is not.
add a few refs
Part III. Finite Element Spaces Xd3d 7.86 (2/09/2002)
155
17/02/04 ern Xd3d 7.86 (2/09/2002)

mesh.avoir2D 17/02/04 ern

Ned mesh.avoir2D
Triangles 2D P1 RT
noeuds : 182 Triangles 2D P1
éléments: 288 noeuds : 182
ss. dom.: 2 éléments: 288
ss. dom.: 2

Fig. 11.4. Global shape functions for the lowest-order Nédélec (left) and Raviart–
Thomas (right) elements. element in dimension 2.

11.2.4 The H(div)-conforming space P d (Th )

b Pb d , Σ
Let (K, b d ) be one of the Raviart–Thomas finite elements from Chap-
ter 7 of degree k ≥ 0. The broken finite element space is P d,b (Th ) := {vh ∈
L1 (D) | ψK
d
(vh|K ) ∈ Pb d , ∀K ∈ Th } with contravariant Piola transformation
ψK (v) = det(JK ) J−1
d
K (v ◦ TK ), and its H(div)-conforming subspace is

P d (Th ) := {vh ∈ P d,b (Th ) | [[vh ]]F ·nF = 0, ∀F ∈ Fh◦ }. (11.9)

Conformity results from (10.7) which yields P d (Th ) ⊂ V d,p (D) = {v ∈

Lp (D) | ∇·v ∈ Lp (D)} for all p ∈ [1, ∞].
The dimension of P d (Th ) is card(Fh ) for k = 0 and for k ≥ 1,



dim(P d (Th )) = k+2 2 card(Fh ) + 3 k+2
3 card(Th ).

A global shape function attached to a face is illustrated in the right panel of

Figure 11.4 for k = 0; note that the normal component is continuous across
the interface, but the tangential component is not. See Brezzi and Fortin [93,
§III.3], Boffi et al. [55, §2.3-2.6], Monk [320, §5.4,§6.2] for further results on
H(div)-conforming spaces.

11.3 Global interpolation operators

In this section, we analyze the global interpolation operators resulting from
the above construction. We introduce them in the unified setting of the space
P x (Th ) and then present their approximation properties for x ∈ {g, c, d}, as
well as the commuting properties with differential operators for the interpo-
lation operators based on the canonical finite element complex.

11.3.1 Unified setting

x
Let IK : V x (K) −→ PK be the local interpolation operator with domain
V (K) for all K ∈ Th . We assume that V x (K) ֒→ W s,p (K; Rq ) with p ∈ [1, ∞]
x
156 Chapter 11. H 1 -, H(curl)-, and H(div)-conforming spaces

and s > p1 if p > 1 or s = 1 if p = 1, so that functions in V x (K) have a well-

defined γ x -trace. Define the space

V x (D) = {v ∈ L1 (D; Rq ) | v|K ∈ V x (K), ∀K ∈ Th ; [[v]]xF = 0, ∀F ∈ Fh◦ }.

(11.10)
The global degrees of freedom {σa }a∈Ah can be extended to V x (D) by setting
σa (v) = σK,i (v|K ) for (K, i) ∈ a. This definition is meaningful since v|K ∈
V x (K) so that σK,i (v|K ) is well-defined. Moreover, since the γ x -jumps of v
vanish, the definition of σa (v) is independent of the choice of (K, i) ∈ a. The
global interpolation operator Ihx : V x (D) −→ P x (Th ) acts as follows:
X
Ihx (v)(x) = σa (v)ϕa (x), ∀x ∈ D. (11.11)
a∈Ah

Let K ∈ Th , set AK := {a ∈ Ah | K ∈ Ta }, and observe that AK = {CK,i | i ∈

N }. Recalling that ϕa|K is nonzero only if K ∈ Ta , we infer that
X X
Ihx (v)|K = σa (v)ϕa|K = x
σK,i (v|K )θK,i = IK (v|K ), (11.12)
a∈AK i∈N

for all v ∈ V x (D). This is the key property to analyze the approximation
properties of Ihx since it shows us that we can reason cell-wise exploiting
x
the local approximation properties of IK . It is convenient to introduce the
following spaces (see (10.1)):

W s,p (Th ; Rq ) := {v ∈ Lp (D; Rq ) | v|K ∈ W s,p (K; Rq ), ∀K ∈ Th }, (11.13)

for real numbers s > 0 and p ∈ [1, ∞], and to define the following mesh-
weighted semi-norms for t > 0:
! p1
X
t
|ℏ v|W s,p (Th ;Rq ) := htp p
K |v|K |W s,p (K;Rq ) ,
K∈Th

if p ∈ [1, ∞) and |ℏt v|W s,∞ (Th ;Rq ) := maxK∈Th htK |v|K |W s,∞ (K;Rq ) ; the semi-
norm |v|W s,p (Th ;Rq ) is defined as above for t = 0. We will use these mesh-
weighted semi-norms to bound the interpolation error estimates. Since hK ≤ h
for all K ∈ Th , we infer that |ℏt v|W s,p (Th ;Rq ) ≤ ht |v|W s,p (Th ;Rq ) .

Example 11.7 (H 1 -conforming interpolation). Consider a Lagrange or

the canonical hybrid finite element from Chapter 3. The resulting global H 1 -
conforming interpolation operator are denoted IhL and Ihg , respectively. Set
V g (K) := W s,p (K) with p ∈ [1, ∞] and s > dp if p > 1 or s = d if p = 1
(notice that functions in V g (K) have well-defined traces). Both interpolation
operators have domain

V g (D) := {v ∈ W s,p (Th ) | [[v]]F = 0, ∀F ∈ Fh◦ }. ⊓

⊔
Part III. Finite Element Spaces 157

Example 11.8 (H(curl)-conforming interpolation). Consider a Nédélec

finite element from Chapter 8, assume d = 3, and set V c (K) := W s,p (K)
with p ∈ [1, ∞] and s > p2 if p > 1 or s = 2 if p = 1 (notice that functions
in V c (K) have well-defined traces). The resulting global H(curl)-conforming
interpolation operator Ihc has domain
V c (D) := {v ∈ W s,p (Th ) | [[v]]F ×nF = 0, ∀F ∈ Fh◦ }. ⊓
⊔
Example 11.9 (H(div)-conforming interpolation). Consider a Raviart–
Thomas finite element from Chapter 7 and set V d (K) := W s,p (K) with
p ∈ [1, ∞] and s > p1 if p > 1 or s = 1 if p = 1 (notice that functions
in V d (K) have well-defined traces). The resulting global H(div)-conforming
interpolation operator Ihd has domain
V d (D) := {v ∈ W s,p (Th ) | [[v]]F ·nF = 0, ∀F ∈ Fh◦ }. ⊓
⊔

11.3.2 Commuting with differential operators

d
Let p ∈ [1, ∞] and assume that d = 3. Let s > p if p > 1 or s = d if p = 1.
Consider the following functional spaces:
1
V̌ g (D) = {f ∈ W s,p (D) | ∇f ∈ W s− p ,p (D)}, (11.14a)
1 2
s− p ,p s− p ,p
V̌ c (D) = {g ∈ W (D) | ∇×g ∈ W (D)}, (11.14b)
2
d s− p ,p 1
V̌ (D) = {g ∈ W (D) | ∇·g ∈ L (D)}, (11.14c)
∇ ∇× ∇·
Observe that the sequence V̌ g (D) −→ V̌ c (D) −→ V̌ d (D) −→ L1 (D) is exact.
Let Th be a simplicial affine mesh of D. Consider the canonical interpo-
lation operators Ihg , Ihc , Ihd mapping respectively onto the conforming spaces
P g (Th ) of order (k + 1), P c (Th ) of order k, P d (Th ) of order k, and let Ihb be
the L2 -orthogonal projection onto the broken finite element space P b (Th ) of
order k. Extending the results of Propositions 10.4 and 10.5 to functions in
W r,p (Th ) and W r,p (Th ), respectively, with r > p1 if p > 1 or r = 1 if p = 1, it
is seen that
We need to prove
V̌ g (D) ⊂ V g (D), V̌ c (D) ⊂ V c (D), V̌ d (D) ⊂ V d (D), (11.15) this with fractional
regularity
so that Ihx can act on functions in V̌ x (D).
comment on exact-
Lemma 11.10 (De Rham complex). The following diagrams commute: ness (or not) of the
sequence, refer to
∇ ✲ c ∇× ✲ ∇· ✲ 1 chapter 13
V̌ g (D) V̌ (D) V̌ d (D) L (D)

Ihg Ihc Id Ib
❄ ❄ ❄h ❄h
∇ ✲ c ∇×✲ d ∇· ✲ b
P g (Th ) P (Th ) P (Th ) P (Th )
Proof. Combine Lemma 8.17 with (11.12). ⊓
⊔
158 Chapter 11. H 1 -, H(curl)-, and H(div)-conforming spaces

11.3.3 Approximation properties

The following approximation properties of the global interpolation operators
are straightforward consequences of the corresponding local interpolation re-
sults owing to (11.12); the two rightmost diagrams from Lemma 11.10 are also
used for the bounds on the curl and divergence in Corollary 11.13 and 11.14,
respectively.
Corollary 11.11 (H 1 -conforming interpolation). Let (Th )h>0 be a shape-
regular sequence of affine matching meshes. Let k ≥ 1 be the degree of the
canonical finite element. Let p ∈ [1, ∞]. Let l be the smallest integer such that
l > dp if p > 1 or l = d if p = 1. The following holds (uniformly in p):
(i) If l ≤ k + 1,
|v − IhL v|W m,p (Th ) ≤ c |ℏr−m v|W r,p (Th ) , (11.16)
for all r ∈ {l: k + 1}, all m ∈ {0: r}, and all v ∈ W r,p (Th ) ∩ V g (D).
(ii) If l > k + 1,

|v − IhL v|W m,p (Th ) ≤ c (|ℏk+1−m v|W k+1,p (Th ) + . . . + |ℏl−m v|W l,p (Th ) ),
(11.17)
for all m ∈ {0: k + 1}, and all v ∈ W l,p (Th ) ∩ V g (D).
The same error estimates hold for Ihg .
Remark 11.12 (Non-affine meshes). The estimates from Corollary 11.11
can also be extended to Lagrange interpolation on non-affine meshes, hinging
on Theorem 6.9 instead of Theorem 5.12, and adapting the notion of shape-
regularity accordingly. ⊓
⊔
Corollary 11.13 (H(curl)-conforming interpolation). Let (Th )h>0 be a
shape-regular sequence of affine matching meshes. Let k ≥ 0 be the degree of
the Nédélec finite element. Let p ∈ [1, ∞]. Let l be the smallest integer such
that l > p2 if p > 1 or l = 2 if p = 1. The following holds (uniformly in p):
(i) If l ≤ k + 1,

|v − Ihc v|W m,p (Th ) ≤ c |ℏr−m v|W r,p (Th ) , (11.18)

for all r ∈ {l: k + 1}, all m ∈ {0: r}, and all v ∈ W r,p (Th ) ∩ V c (D).
(ii) If l > k + 1, i.e., if l = 2, k = 0, and p ∈ [1, 2] (see Remark 8.16),

|v − Ihc v|W m,p (Th ) ≤ c (|ℏ1−m v|W 1,p (Th ) + |ℏ2−m v|W 2,p (Th ) ), (11.19)

for all m ∈ {0: 1} and all v ∈ W 2,p (Th ) ∩ V c (D).

Moreover, the following holds (uniformly in p):

|∇×(v − Ihc v)|W m,p (Th ) ≤ c |ℏr−m ∇×v|W r,p (Th ) , (11.20)

for all r ∈ {1: k+1}, all m ∈ {0: r}, and all v ∈ V c (D) with ∇×v ∈ W r,p (Th ).
Part III. Finite Element Spaces 159

Corollary 11.14 (H(div)-conforming interpolation). Let (Th )h>0 be a

shape-regular sequence of affine matching meshes. Let k ≥ 0 be the degree
of the Raviart–Thomas finite element. Let p ∈ [1, ∞]. The following holds
(uniformly in p):

|v − Ihd v|W m,p (Th ) ≤ c |ℏr−m v|W r,p (Th ) , (11.21)

for all r ∈ {1: k +1}, all m ∈ {0: r}, and all v ∈ W r,p (Th )∩V d (D). Moreover,
the following holds (uniformly in p):

|∇·(v − Ihd v)|W m,p (Th ) ≤ c |ℏr−m ∇·v|W r,p (Th ) , (11.22)

for all r ∈ {0: k + 1}, all m ∈ {0: r}, and all v ∈ V d (D) with ∇·v ∈ W r,p (Th ).

11.4 Subspaces with zero boundary trace

In this section, we briefly review the main changes to be applied when one
wishes to enforce some homogeneous boundary condition to the functions in
P x (Th ). Let p ∈ [1, ∞] and let s > dp if p > 1 and s = d if p = 1. We consider
the trace operator γ x : W s,p (Th ; Rq ) −→ L1 (∂D; Rt ) such that

γ g (v) = v|∂D (q = t = 1), (11.23a)

c
γ (v) = v|∂D ×n (q = t = d = 3), (11.23b)
d
γ (v) = v|∂D ·n (q = d, t = 1), (11.23c)

where n is the outward unit normal to D, so that γ x (v)|F = γK

x
F ,F
(v|KF ) for
∂ x
all F ∈ Fh , with F = ∂KF ∩ ∂D and the local γ -trace defined by (10.3). We
are interested in the following subspace of P x (Th ):

P0x (Th ) := {vh ∈ P x (Th ) | γ x (v) = 0}. (11.24)

Definition 11.15 (Boundary, internal classes). Let a ∈ Ah be a con-

nectivity class. We say that a is a boundary class if there are F ∈ Fh∂ and
i ∈ NKF ,F , with F = ∂KF ∩ ∂D, such that (KF , i) ∈ a. The collection of
boundary classes is denoted A∂h ; the classes in A◦h := Ah \ A∂h are called in-
ternal classes.

Example 11.16 (Lagrange elements). Since functions in P0x (Th ) vanish at

the boundary, we infer that CK,i ∈ A∂h if and only if aK,i ∈ ∂D.

Example 11.17 (Canonical elements). For the canonical hybrid element,

we infer that CK,i ∈ A∂h if and only if σK,i involves the evaluation at a vertex,
along an edge, or on a face located in ∂D. The characterization of A∂h for
Nédélec and Raviart–Thomas elements is similar.
160 Chapter 11. H 1 -, H(curl)-, and H(div)-conforming spaces

Proposition 11.18 (Shape functions, degrees of freedom). {ϕa }a∈A◦h

is a basis of P0x (Th ), and {σa }a∈A◦h is a basis of L(P0x (Th ); R).
Proof. See Exercise 11.2. ⊓
⊔
Let V0x (D) x x x
:= {v ∈ V (D) | γ (v) = 0} with V (D) defined by (11.10).
x
We assume that for all K ∈ Th and all F ∈ FK , the linear forms σK,i can
x x x
be extended to V (F ) := γK,F (V (K)) for all i ∈ NK,F , so that σK,i =
x x
σK,i ◦ γK,F for V x (K). The interpolation operators with prescribed boundary
x
conditions are such that Ih0 : V0x (D) −→ P0x (Th ) and act as follows:
X
x
Ih0 (v)(x) = σa (v)ϕa (x), ∀x ∈ D. (11.25)
a∈A◦
h

Since σa (v) = 0 for all v ∈ V0x (D) and all a ∈ A∂h (see Exercise 11.2), we infer
that
x
Ih0 (v) = Ihg (v), ∀v ∈ V0x (D). (11.26)
The same holds for the Lagrange interpolation operator Ih0 L
: V0g (D) −→
g L L g
P0 (Th ), so that Ih0 (v) = Ih (v) for all v ∈ V0 (D).
Let V̌0x (D) := {v ∈ V̌ x (D) | γ x (v) = 0} with V̌ x (D) defined by (11.14).
∇ ∇× ∇·
Then, the sequence V̌0g (D) −→ V̌0c (D) −→ V̌0d (D) −→ L1 (D) is exact, since
the tangential boundary trace of ∇f is zero if γ g (f ) = 0 and the normal
trace of ∇×g is zero if γ c (c) = 0. Since V̌0x (D) ⊂ V0x (Th ), the interpolation
x
operator Ih0 can act on V̌0x (D), and the following diagrams commute (with
g c d
Ih0 of order (k + 1), and Ih0 , Ih0 , Ihb of order k):
∇ ✲ c ∇× ✲ ∇· ✲ 1
V̌0g (D) V̌0 (D) V̌0d (D) L (D)
g c
Ih0 Ih0 Id Ib
❄ ❄ ❄h0 ❄h
∇ ✲ c ∇×✲ d ∇· ✲ b
P0g (Th ) P0 (Th ) P0 (Th ) P (Th )
L g c d
Finally, the interpolation operators Ih0 , Ih0 , Ih0 , and Ih0 enjoy the approx-
imation properties stated in Corollaries 11.11, 11.13, and 11.14, respectively,
provided the function to interpolate satisfies γ g (v) = 0, γ c (v) = 0, and
γ d (v) = 0, respectively.
Remark 11.19 (Enforcement on part of boundary). The above mate-
rial can be readily adapted if one wishes to enforce a zero trace on a part of
the boundary that corresponds to a subset of the boundary faces Fh∂ . ⊓
⊔

11.5 A discrete Sobolev inequality in P g (Th )

The question we address here is whether the L∞ -norm of a function in P g (Th )
can be uniformly bounded by its H 1 -norm in dimension d = 2. Functions
Part III. Finite Element Spaces 161

in P g (Th ) are, by construction, bounded on D. Moreover, P g (Th ) ⊂ H 1 (D)

which embeds continuously in all Lebesgue spaces Lp (D), p ∈ [1, ∞), for d = 2,
but there are unbounded functions in H 1 (D) (see, e.g., Example B.100). The
situation is, therefore, subtle, and we may expect a bound on the L∞ -norm
in P g (Th ) that mildly blows up with the mesh size. This result has been
derived in Bramble et al. [78]. In our statement, we specify the dependency
on a certain length scale associated with D. Following [78], we observe that
there are δD > 0 and ω ∈ (0, 2π) defining (in polar coordinates) the cone
C = {(r, θ) | r ∈ (0, δD ), θ ∈ (0, ω)} such that any point x ∈ D is the vertex
of a cone C(x) ⊂ D which is the image of C by a translation and rotation.

Theorem 11.20 (Discrete Sobolev inequality). Let D be a domain in R2 .

Let δD be the above-defined length scale. Assume (Th )h>0 to be shape-regular.
Then, there is c > 0, uniform with respect to h, such that
  21
−1 δD
c kvh kL∞ (K) ≤ δD kvh kL2 (D) + ln k∇vh kL2 (D) , (11.27)
hK

for all vh ∈ P g (Th ) and all K ∈ Th such that hK ≤ 12 δD .

Proof. Let vh ∈ P g (Th ) and let K ∈ Th be such that hK ≤ δ2D . Fix x ∈ K. Set
C♯ (x) := {y ∈ C(x) | ky−xkℓ2 (R2 ) ≥ δ2D }. Let y be arbitrary in C♯ (x) with po-
Rr
lar coordinates (r, θ) with respect to x. Since vh (x) = vh (y)− 0 ∂ρ vh (ρ, θ) dρ,
Rh
we infer that |vh (x)|2 ≤ 2|vh (y)|2 + 2(I1 + I2 )2 , with I1 = 0 K ∂ρ vh (ρ, θ) dρ
Rr
and I2 = hK ∂ρ vh (ρ, θ) dρ. Concerning I1 , let B(x, hK ) be the ball of center
x and radius hK and set Tx := {K ′ ∈ Th | K ′ ∩ (B(x, hK ) ∩ C(x)) 6= ∅}.
Then, |I1 | ≤ hK maxK ′ ∈Tx k∇vh kL∞ (K ′ ) . Using the inverse inequality (9.12)
with p = ∞ and q = 2 and the fact that all the mesh cells in Tx have a size
equivalent to that of K owing to mesh regularity (see Proposition 11.1), we
infer that |I1 | ≤ c hK maxK ′ ∈Tx h−1
K ′ k∇vh kL2 (K ′ ) ≤ c k∇vh kL2 (B(x,hK )∩C(x)) .
Concerning I2 , we employ a Cauchy–Schwarz inequality to infer that
Z r 2  Z r
2 − 12 1 r
|I2 | = ρ ρ ∂ρ vh (ρ, θ) dρ ≤ ln
2 |∂ρ vh (ρ, θ)|2 ρ dρ,
hK hK hK

and the logarithmic factor is bounded by ln( hδD K

). We regroup the above
bounds on I1 and I2 and integrate the inequality for all y ∈ C♯ (x) to infer that
there is c > 0 such that c |C♯ (x)||vh (x)|2 ≤ kvh k2L2 (D) + |C♯ (x)|k∇vh k2L2 (D) +
 
ln hδD
K
δD2
k∇vh k2L2 (D) , where integrals over C(x) have been bounded by inte-
Rδ RωRr
grals over D and where we have used that 1 D δD 0 0
|∂ρ vh (ρ, θ)|2 ρ dρ dθ dr ≤
2
2
δD k∇vh k2L2 (D) to bound the last term on the right-hand side. The assertion
follows by dividing by |C♯ (x)| which scales like δD
2
. ⊓
⊔
162 Chapter 11. H 1 -, H(curl)-, and H(div)-conforming spaces

Exercises
Exercise 11.1 (NK,F ). Let (K, P, Σ) be a simplicial finite element satisfying
Assumption 10.10. Let i ∈ N . We say that the degree of freedom σK,i is of
order k ∈ {0: d + 1} if card({F ∈ FK | i ∈ NK,F }) = k.
x
(i) Prove that PK = +F ∈FK ker(γK,F |PK ) (non-direct sum of vector spaces)
if and only if all the degrees of freedom are of order ≤ d. (Hint: use
Exercise 10.4.)
(ii) Determine the order of the degrees of freedom for the canonical hybrid,
Nédélec, and Raviart–Thomas finite elements for d = 3.

Exercise 11.2 (Zero trace).

(i) Let a ∈ A∂h . Prove that σa (vh ) = 0 for all vh ∈ P0x (Th ). Explain why this
property extends to V0x (D).
(ii) Prove that ϕa ∈ P0x (Th ) for all a ∈ A◦h . (Hint: use the definition of ϕa
and Exercise 10.4.)
(iii) Prove Proposition 11.18. (Hint: use (i) and Proposition 11.6.)

Exercise 11.3 (Approximability in Lp ). Prove that

 
lim infg kv − vh kLp (D) = 0, (11.28)
h→0 vh ∈P (Th )

for all p ∈ [1, ∞) and all v ∈ Lp (D). (Hint: use a density argument.)

Exercise 11.4 (Lagrange). Let IhL be the P1 Lagrange interpolation op-

erator on a simplicial mesh. Prove that for all v ∈ C 0 (D), kIhL vkC 0 (D) ≤
kvkC 0 (D) . Does this property still hold when using the P2 Lagrange elements?

Exercise 11.5 (Hermite). Let Th = {[xi , xi+1 ]}0≤i≤N be a mesh of D =

(a, b). Recall the Hermite finite element from Exercise 1.2. Specify global shape
functions {ϕi,0 , ϕi,1 }0≤i≤N +1 in Hh = {vh ∈ C 1 (D) | ∀i ∈ {0: N }, vh|[xi ,xi+1 ] ∈
P3 }. (Hint: consider values of the function or of its derivative at mesh nodes.)
Can the bi-cubic Hermite rectangular finite element from Exercise 2.7 be used
to enforce C 1 -continuity for d = 2?

Exercise 11.6 (Discrete Sobolev inequality). Assume d ≥ 3. Prove that

1−d/2
kvh kL∞ (K) ≤ chK kvh kH 1 (K) , for all K ∈ Th and all vh ∈ P g,b (Th ) (H 1 -
conformity is not needed). (Hint: use Theorem B.99.)
Part III. Finite Element Spaces 163

Solution to exercises
Exercise 11.1 (NK,F ).
x
(i) Assume that PK = +F ∈FK ker(γK,F ) (we drop the restriction to PK for
x
simplicity). Let i ∈ N . Owing to Definition 10.8, ker(γK,F ) ⊂ ker(σK,i )
x
for all F ∈ FK such that i ∈ NK,F . Hence, +F ∈FK ,i∈NK,F ker(γK,F )⊂
ker(σK,i ). Reasoning by contradiction, if σK,i is of order (d + 1), then
PK ⊂ ker(σK,i ), which contradicts that σK,i (θK,i ) = 1. Conversely, as-
sume that all the degrees of freedom are of order ≤ d. Then, for all i ∈ N ,
there is F ∈ FK such that i 6∈ NK,F . Using Exercise 10.4, we infer that
x
θK,i ∈ ker(γK,F ). Since any function in PK can be written as a linear com-
x
bination of the functions θK,i , we conclude that PK = +F ∈FK ker(γK,F ).
(ii) The degrees of freedom involving evaluation at a vertex are of order d = 3,
those involving an integral on an edge are of order 2, those involving an
integral on a face are of order 1, and those involving an integral on K
are of order 0.

Exercise 11.2 (Zero trace).

(i) Since a ∈ A∂h , there are F ∈ Fh∂ and i ∈ NKF ,F , with F = ∂KF ∩∂D, such
that (KF , i) ∈ a. Let vh ∈ P0x (Th ). By definition, σa (vh ) = σKF ,i (vh|KF ).
Since v ∈ P0x (Th ), γK x
F ,F
(vh|KF ) = 0, and since i ∈ NKF ,F , we infer
that σKF ,i (vh|KF ) = 0. Finally, the same reasoning holds for v ∈ V0x (D)
x x x
leading to σKF ,i (v|KF ) = σK F ,i
(γK F ,F
(v|KF )) = 0 since σK F ,i
can be
extended to V x (F ) by assumption.
(ii) We need to prove that γ x (ϕa ) = 0 on ∂D. Let F ∈ Fh∂ . Then, γ x (ϕa )|F =
x
γK F ,F
(ϕa|KF ). If KF 6∈ Ta , ϕa|KF vanishes identically in KF so that
γ x (ϕa )|F = 0. Otherwise, we know that ϕa|KF = θKF ,i for some i ∈ N ,
and since a ∈ A◦h , we infer that i 6∈ NKF ,F . Using Exercise 10.4, we
x
conclude that θKF ,i ∈ ker(γK F ,F
), so that γ x (ϕa )|F = 0.
(iii) The family {ϕa }a∈A◦h being linearly independent, it suffices to Pprove that
it is a generating set of P0x (Th ). Let vh ∈ P0x (Th ). Then vh = a∈Ah va ϕa
owing to Proposition 11.6. For all a′ P ∈ A∂h , using (i) and (11.6), we infer
that 0 = σa′ (vh ) = va′ . Hence, vh = a∈A◦ va ϕa .
h

Exercise 11.3 (Approximability in Lp ). Let ǫ > 0. Let l be as in Corol-

lary 11.11 and set s = max(l, k + 1). Since W s,p (D) is dense in Lp (D), there is
vǫ ∈ W s,p (D) such that kv − vǫ kLp (D) ≤ ǫ. Since IhL (vǫ ) ∈ P g (Th ), we obtain
using the triangle inequality that

inf kv−vh kLp (D) ≤ kv−IhL (vǫ )kLp (D) ≤ kv−vǫ kLp (D) +kvǫ −IhL (vǫ )kLp (D) .
vh ∈P g (Th )

Owing to Corollary 11.11 with m = 0, we infer that the second term tends
to zero as h → 0. Hence, lim suph→0 (inf vh ∈P g (Th ) kv − vh kLp (D) ) ≤ ǫ, and the
conclusion follows since ǫ is arbitrary.
164 Chapter 11. H 1 -, H(curl)-, and H(div)-conforming spaces

Exercise 11.4 (Lagrange). For all K ∈ Th , since K is convex and (IhL v)|K
is affine, IhL v reaches its extrema at a vertex of K, where its value coincides
with that of v. This property fails for piecewise quadratic functions since the
basis functions can take negative values.

Exercise 11.5 (Hermite). Let {θbi }1≤i≤4 be the shape functions of the Her-
mite finite element on the reference interval [0, 1], see Exercise 1.2. Then,
  

 b3 x−xi−1
θ if x ∈ [xi−1 , xi ],
  x i −x i−1 
ϕi,0 (x) = θb1 x−xi
if x ∈ [xi , xi+1 ],

 xi+1 −xi

0 otherwise,

and   

 h i−1
b4 x−xi−1
θ if x ∈ [xi−1 , xi ],
  xi −xi−1 
ϕi,1 (x) = hi θb2 x−xi
if x ∈ [xi , xi+1 ],

 xi+1 −xi

0 otherwise,
with hi = xi+1 − xi for all i ∈ {0: N }. Proceeding as in the proof of Proposi-
tion ?? shows that these global shape functions are linearly independent and
form a spanning set the whole space Hh . Finally, the bi-cubic Hermite rectan-
gular finite element can indeed be used to enforce C 1 -continuity. For instance,
consider p ∈ Q3 in dimension d = 2. On the face {x1 = 1}, the function
∂x1 p|{x1 =1} is in P3,1 as a function of x2 . Owing to the choice of degrees of
freedom, its values and x2 -derivatives are the same on both sides of the face.

Exercise 11.6 (Discrete Sobolev inequality). It suffices to apply the in-

2d
verse inequality (9.12) with p = ∞ and q = 2∗ = d−2 followed by Theo-
rem B.99.