A Finite Element Method for

First Order Elliptic Systems in Three Dimensions

Ching-Lung Chang
Department of Mathematics
Cleveland State University
Cleveland, Ohio 44115
and
Max D. G u n z b u r g e r

Department o f Mathematics*
Carnegie-Mellon University
Pittsburgh, Pennsylvania 15213

ABSTRACT

We consider finite element approximation schemes for boundary value problems

for linear first order elliptic systems in three dimensions. We also discuss div-curl type
systems in three independent variables. Both a least squares method and a new
subdomain-colloeation-least-squaxes method are considered. The analysis yield opti-
mal asymptotic Ht([~) and L2(~) error estimates.

. INTRODUCTION

I n this paper we study the use of the finite-element approach for the
solution of systems of the type

L u - - Au x + B u y + C u x (1.1)

w h e r e the coefficients A = ( a i t ), B = ( b i j ) , and C = (c i j) are given real

*The work of M.D.G. was supported by the Air Force Office of Scientific Research under Grants
No. AFOSR-83-0101and AFOSR-85-0277.

APPLIEDMATHEMATICSAND COMPUTATION23:171-184 (1987) 171

© Elsevier Science Publishing Co., Inc., 1987
52 Vanderbilt Ave., New York, NY 10017 0096-3003/87/$03.50
172 CHING-LUNG CHANG AND MAX D. GUNZBURGER

2n X2n matrices with C~¢(ll) entries, 12 c R 3 is a bounded, simply con-

nected domain with piecewise continuously dffferentiable boundary F, and u
is the unknown 2n-vector.
The symbol o of the system (1.1) is defined by

o(x, y, z; f, n, ~) = fA + nR + ~C, (1.2)

where ~, ~l, and ~ are real scalars. The system (1.1) is called elliptic in the
sense of Petrovski if the symbol o is invertible for each nonzero vector
(~, 71, ~). In this case, Lu is also strongly elliptic in the sense of Agmon,
Doughs, and Nirenberg [1].
The problem which we approximate is given by

Lu = Au x + Bu u + Cuz= f in ~2,
Ru = g o n F, (1.3)
Aj(u) = a p j = 1,2 ..... N,

where N is the nullity of the problem, R is a given n × 2 n matrix, and

A j : R z " ~ R are linear hmetionals which span the null space. N is finite
whenever (L, R) is regular elliptic, i.e., L is an elliptic operator and R
satisfies the complementing condition given by Agmon, Doughs, and
Nirenberg. Then the following summarizes the existence-uniqueness result on
the problem (1.3) [1]. [Throughout, H~(12) will denote the usual Sobolev
space of functions with square integrable derivatives of order up to s.]

THEOREM 1.1. Let A, B, C, and R have smooth elements, and let 12 be a

bounded domain in three dimensional space with piecewise-smooth boundary
F. Let f ~ [H~-l(fl)] 2" and g ~ [H'-}(F)] ", for s >/1, be given functions
satisfying the required compatibility conditions. Let A i(u), j = 1..... n, be
bounded linear functionals on [HS(ll)] ~" which are independent on the null
space o f ( L, R), where N is the nullity. Then (1.3) has a unique solution in
[HS(fl)] 2". Moreover, there exists a constant C depending only on II and n,
such that

1 N
~[lull,~<llLull~-~+llRu[Is-},r + E IAi(u)l~<Cllull~ • (1.4)
i=1
First Order Elliptic Systems 173

Here I1"11,denotes the usual norm for HS(fl), and II'll,-l,r denotes the r u m s
on H*-~(F), the space o f traces o f H*(fl) functions.

2. A SUBDOMAIN-COLLOCATION-LEAST-SQUARES FINITE
ELEMENT METHOD

Here we introduce a new finite element method for regular elliptic

systems. For simplicity, we consider the case N = 0 only, i.e., whenever a
solution of (1.3) exists, it is unique. The extension to the more general case is
straightforward. Thus we have

Lu = Au x + Bu u + Cu z = f in ~ ,

Ru =0 in F, (2.1)

where (L, R) is regular elliptic. We assume the three dimensional domain

can be subdivided into a regular subdivision "rh consisting of T tetrahedrons
~i, i = 1..... T, parametrized by a parameter h which tends to zero. It
follows that there exists a constant 0 < K < ov such that

Max Vol(fl,) ~<K Min Vol(fl,)

l~i~T 14i~T

Then we have

1
~ Vol(~) ¢ T Vol(~,) ~ K Vol(~), i = 1 , 2 ..... T. (2.2)

We define the solution space for (2.1) by

H}(O) = { v e [H'(f~)]2"; R v = 0 o n F } , (2.3)

and the approximating trial space by

S h = (u h ~ H i ( f l ) ; each component of u h in each tetrahedron

is a polynomial of degree ~<1 }. (2.4)

We choose h to be the maximal diameter of any tetrahedron in ~h"

174 CHINGLUNG CHANG AND MAX D. GUNZBURGER

2.1. Zmphnentation
We define the vector valued functions cPij of dimension 2n x 1 by

for i=1,2 ,..., Tand j=1,2 ,..., n,where

'jk in the i th tetrahedron,

$ijk =
i 0 otherwise.

Consider the system of equations

[Vol(f&)] -“s~h.*ij= [vo1(52,)] --“sQ.Qij (2.5)

for i=1,2 ,..., T and j=1,2 ,..., 2n, where uh E Sp. The space of trial
functions S: is a finite element space which satisfies the boundary condition,
but the test functions are constant in one component in a tetrahedron and
zero otherwise. The test functions are not required to satisfy the boundary
conditions or the continuity requirement of the trial space.
Therefore, by choosing a basis for SF, (2.5) may be written as a linear
algebraic system

Ax=b, (2.6)

where A is a real valued m X I matrix, b E R m, x E R is the vector of

coefficients in the representation of uh with respect to the chosen basis for
SF, m = 2nT, and 1 is the total number of unknown coefficients in the
representation of uh in terms of the chosen basis for S: (2n for each inner
vertex, and 2n less the number of boundary conditions for boundary vertices).
Evidently, m is always greater than 2. We cannot expect, in general, to have
a solution x; however we can find an x that minimizes the quadratic
functional

p2(x)= IlAx - blft; (2.7)

e.g., solve

ATAx = ATb. (2.8)

 First Order Elliptic Systmns 175

2.2. H1-Norm Convergence

Consider the quadratic functional corresponding to the subdivision ch:

1 , ( v ) = E [Vol(fl,)]-1 E - O,.i , (2.9)

iffil j-I

defined for any v ~ HEI(fl). Now clearly, the u h which minimizes (2.9) in S h
is equivalent to the vector coefficient x which minimizes (2.7). Also the u
which solves (2.1) yields l(u) = 0.
The minimization of (2.9) over the space S~ results in

B ~ ( u h , v h) = G , ( v h) (2.10)

for any v h ~ S h, where

T 2n
B,(u,v) ffi , ~ [ V o l ( f l , ) ] - ' Z f~ L u . O , / ~ Lv.Oq

and

T 2n
G,(v) = E [Vol(aJl-IE
i--I j--I
f~t.~,,f~lLV.,~,,.
B~(uh, v h) is uniformly Sh-eUiptic; this can be shown using the a pr/or/
estimate (1.4). Since Lu h and Lv h are constants in each component and each
tetrahedron, we have that

IT 2n
B,(uh,u') = E [VoI(~,)]-x E f Luh. f Lab
i- 1 j ffi 1 "~t ~t

= f L u h. Lu h

1
176 CHING-LUNG CHANG AND MAX D. GUNZBURGER

It is also easy to verily that B~(u,v) and G,(v) are bounded on H ~ ( ~ ) ×

H~(f~) and H~([~) respectively. Therefore, the Lax-Milgramtheorem [2,3]
can be applied to (2.10) in the space S h, i.e., there exists a unique solution
u h ~ S~ such that (2.10) is valid for any v h ~ S~. Furthermore, ff u solves
(2.1), then we have

B~(u - uh,vh) = 0 for any vh~S h (2.11)

Combining the above properties, we have

Clllu h - vh]l~ ~< B T . ( u h - - v h , u h - - Vh)

= B,(u - v h , u h -- V h )

C211u - vhlll • Ilu h - vhlll.

Then, by the triangle inequality we have

Ilu - uhlll ~< Ilu - vhllx + Iluh - vhl[1

C2 )[[u - vh[li

for any v h (~ S h. Thus

C2) in[ I l u - vhllz.

I l u - u h l l l ~< l+~-~l vheS h

Then, by approximation theory, whenever u ~ [HZ(~)] z", there exists C > 0

such that

Ilu - uhLIx~< Chllull2. (2.12)

2.3. L a-Norm Convergence

To derive the L~-norm error estimates, we define the negative norm by

I(u,v) t
Ilull_m = sup (2.13)
vEHU(~) IlVllm

By (2.1), the operator L maps H~(~) to a subspace of [H+-t(f~)] z". Since

(L, R) in (2.1) is regular elliptic, it is a Fredholm operator. Then the mapping
First Order Elliptic Systems 177

has a null space of finite dimension N; we have assumed N = 0. Let N * be

the eodimension of the range space S0. We know the adjoint form of (L, R)
satisfies an a pr/or/ estimate, so N * is finite. Therefore, there exist N *
linearly independent orthonormal function vectors Ik(x), k ffi 1,2 ..... N * ,
such that

,, {f = Lu; u Hi }. (2.14)

Then the extended problem of (2.1),

N*
Lu+ ~ a K I K -~ f,
K-I (2.15)

Ru = 0,

admits exactly one solution u ~ H i , a = ( a l ..... Ot*)E R N• for every given

f ~ [HS-~(~)] ~".
The norm of the Hilbert space H s × R N* is [lUlls + [a[. The mapping
T: H i × R ~* --, [Hs-l(G)] ~" is one-one and onto, so it is bijective. Then T -1
is continuous (Banach bounded inverse theorem). And by the closed graph
theorem the a pr/or/estimate (1.4) can be written as follows: There exists a
constant c > 0 such that

C(llulls + I~1) <

II
L u + ~ aKl K
kffil II
s-1
(2.16)

for any u ~ H i and 0 ~< s ~<m, where m is the degree of the piecewise
polynomial.
The ineqnallty (1.4) has been extended by Dikanskij [7] from the case
s>~l to s >~ 0 as:

L E ~ t ~ 2.1. Let [~ be the domain which has piecewise continuously

differentiable boundary F, and At(u) be bounded linear functional on
[HS(f~)] 2". Then for regular elliptic operator (L,R), there exists a constant
C > 0 such that

N
c-Xllulls < IILulls-1 + IIRulls-br + ~ [Ai(u) 1~ CIlulls (2.1;)
/ffil

holds for all u ~ [HS(~)] 2n.

178 CHING-LUNG CHANG AND MAX D. GUNZBURGER

LEM~O, 2.2. ( Le, Lw h) = 0 for any w ~ S h i f the subdivision of ~ has

equal volume tetrahedrons.

PROOF. For any w h ~ Sh, since Lw h is constant vector,

T 2n
(Le, Lwh) = E E f (Le'(~q)(Lwh'c~ij)
i~l j = 1 al~i

= Br(e,w h )

-~0.

LEMMA 2.3. I f f E [HI(12)] 2" in (2.1) satisfies all of the compatibility

conditions, then

IILell_x ~<Chl~llx. (2.18)

PtaOOF. For any given g E [HI(~)] 2", by (2.14) and (2.15) there exist w
and aK, K = 1, N*, such that g = LW+F.K=XaKI K and (Lv, I r ) = 0 for
any v ~ [nt(~2)].
Apply Lemma (2.2), we have

I(Le,g)l=
( N.
Le, L w + E a r I r
)
K~I

= I(Le, Lw)l

=I(Le, L(w--wh))I Vwh ~S~

~<IILellollL(w - wh) I10

~< Cl~elll" Itw - whlll
~< Chllellc Ilwll2
Chllel[ x"IILw[I 1.
First Order Elliptic Systems 179

Therefore

I(Le,g)[ [(Le,g)[
Hglh IILwih + lal

Chl~ll~,

i.e.,

](Le,g) l
[[Lel[_ 1 -- sup ~<ChiSel[a.

Then l_emma 2.3 follows.

From (2.17), l.emma 2.3, and (2.12),

Ilello ~< CIILell_x ~< Chl~elll ~< Ch~llu 2 •

3. DIV-CURL SYSTEMS

Consider the operator Lu in three dimensions defined by

(divu)
Lu = ~curlu "

u has three components while the operator Lu has four components. Thus L
is not an elliptic operator in the sense of Petrovski. We study the system

divu = f in f~,

curlu = g in ~,

Ru=n.u=0 onF, (3.2)

where f~ is a bounded polyhedral domain in R 3 with a Lipsehitz continuous
boundary F, and n is the exterior normal on the boundary F of ~. The
fimetions f and g are prescribed and satisfy the compatibility condition

/d~ = O,
(3.3)
divg = 0 in ~.
180 CHING-LUNG CHANG AND MAX D. GUNZBURGER

These express necessary conditions so that the overdetermined first order

system (3.2) has a solution.

3.1 A Basic Inequality

We want to find some relation between the norm of Ilullx and the norm of
the operator Lu:

IlLullo~ = f ~ivul 2 + Jcurlul z.

In very special cases, e.g., when fl is a rectangle [4], one can show that

f gradu : gradu = f bdivul2 + tcurlul ~. (3.4)

But (3.4) fails to hold in the general case. For a counterexample, suppose fl is
a unit ball with center at the origin. The vector hmction

u=(y- z,z-x,x-y)r
satisfies n . u = 0 on F, but (3.4) is no longer true.
We extend Lu to the operator

( divu }
L ill 1 = ~ curlu + grad ~b in 12, (3.5)

where

has four components and ¢ is an auxiliary hmction. Along with this exten-
sion, the system (3.2) is extended to the form

Llul = ( divu ]
c u r l u + g r a d O ] = (gf ) in~,
(3.6)
RlU 1 = ( nl
0
n2
0
n3
0
o)o
1 1=0 on F.
First Order Elliptic Systems 181

The operator L 1 can be written as

Llu I = Auxx + Bulv + Culs,

where

1 0
A= 0 0 0 1 ,
0 0 -1
0 1 0

Bffi

-1
0
0
0
1oi),
0
0
0
0
0
0 ,

0 0
C= 0 -1 0
1 0 0 ~'
0 0 0

Then, for any given nonzero real vector (a, b, c),

a b c 0
0 -c b a
det(aA + b B + c C ) =
c 0 -a b
-b a 0 c

= aS + b~ + c 2

S0.

Thus the operator L I is ellipticin the sense of Petrovsld. In addition, L I is

elliptic in the sense of Agmon, Douglis, and Nirenberg [1], since it can be
shown that the boundary conditions n. u -- 0, ~ ffi0 satisfy the complement-
ing conditions. Then the following inequality fCdiows form (1.4): there exists a
constant c > 0 such that

I
~lluxllB ~g IILluzllo ~ CIlulllx (3.7)
182 CHING-LUNG CHANG AND MAX D. GUNZBURGER

for all u ~ n = H i × Hol(~), where

H~(f~) = { u ~ [Hl(f~)]3:n.u = 0 on F } ,

Then by choosing ~ = 0 in ~, the inequality (3.7) can be rewritten as

1
~llulll ~<Ilaullo ~ CllulI1,

i.e., there exists a constant C > 0 such that

1
~llull~ ~<fg~livul2 + Icurlul e ~<Cllull ~ (3.8)

for any u ~ H~(~). Thus the error estimates of Section 2 are valid for the
method of that section applied to (3.2). Other boundary conditions can be
treated in a similar manner.

3.2. A Least Squares Finite Element Approximation

We can conclude by briefly considering a standard least squares finite
element method for (3.2). We subdivide the three dimensional polyhedral
domain into a regular subdivision "rh. The finite dimensional subspace S h C H i
is associated with the subdivision ¢h, and h is the maximum diameter of this
subdivision.
We define the quadratic functional

l(v) = lily - t@

= f Idivv - f l 2 + Icurlv - gl 2 (3.9)

Evidently, the u which solves (3.2) will minimize/(v). If the u h minimizes

](v) over S h, we have

f divuhdivvh+curluh.curlvh=fJdivvh--fg.curlv h
First Order Elliptic Systems 183

for any v h ~ S~, which can be written in the form

a(uh,v h) = G(v h) for any v h ~ S h. (3.10)

Applying the inequality (3.8), a(u,v) is coercive and continuous; on the

other hand, G(v) is a bounded linear functional on the space [Hl(f~)] 3. By the
Lax-Mflgram theorem [3], there exists a unique u h E S h such that (3.10) is
valid for any v h ~ S h, i.e., once a basis of S~ is chosen, we have an n × n
positive definite linear system.
Take the u which solves (3.3). It minimizes (3.9), so we have

a (u, v) = G (v) Vv ~ HE1.

Since S h c H~,

a(u,v h)-- C(v h) e Sh,

so that

a(u - u h , v h ) ----0 V v h e S h.

Then

Ilu - uhlh~ < C'a(u - uh,u - u h)

= C ' a ( u - uh,u - v h ) VV h E S h

< C l l u - uhlllll u - vhlll,

or

[lu - uh[[x < Cllu - vhllx.

B y approximation theory, we have

Ilu - uhllx < Chl~all~ (3.11)

Furthermore, by using standard duality arguments [4, 6], one may establish
the error estimate in L~ norm:

Ilu - uhll0 < Chllu - uhlh

for piecewise linear elements.

184 CHING-LUNG CHANG AND MAX D. GUNZBURGER

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1 S. Agmon, A. Douglis, and L. Nirenberg, Estimates near the boundary for solution
of elliptic partial differential equations satisfying general boundary conditions (2),
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2 C. P. Ciarlet, The Finite Element Method for Elliptic Problems, North Holland,
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3 K. Yosida, Functional Analysis, Springer, Berlin, 1965.
4 G.J. Fix and Milton E. Rose, A comparative study of finite element and finite
difference methods for Canchy-Pdematm type equations, SIAM J. Numer. Anal.
~z(z):mO-~l (1~').
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