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Approximation by Quadrilateral Finite Elements

Author(s): Douglas N. Arnold, Daniele Boffi, Richard S. Falk


Source: Mathematics of Computation, Vol. 71, No. 239 (Jul., 2002), pp. 909-922
Published by: American Mathematical Society
Stable URL: http://www.jstor.org/stable/2698890 .
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OF COMPUTATION
MATHEMATICS
Volume 71, Number 239, Pages 909-922
S 0025-5718(02)01439-4
Article electronically published on March 22, 2002

APPROXIMATION
DOUGLAS

BY QUADRILATERAL

N. ARNOLD, DANIELE

FINITE

BOFFI, AND RICHARD

ELEMENTS
S. FALK

We considerthe approximationpropertiesof finiteelementspaces


on quadrilateral meshes. The finiteelement spaces are constructed starting
with a given finitedimensional space of functionson a square referenceelement,whichis then transformedto a space of functionson each convex quadrilateral element via a bilinear isomorphismof the square onto the element. It
is knownthat foraffineisomorphisms,a necessary and sufficientcondition for
approximationof order r + 1 in LP and order r in Wl is that the given space
of functionson the referenceelement contain all polynomial functionsof total
degree at most r. In the case of bilinear isomorphisms,it is known that the
same estimates hold if the functionspace contains all polynomial functionsof
separate degree r. We show, by means of a counterexample,that this latter
conditionis also necessary. As applications, we demonstratedegradation ofthe
convergenceorder on quadrilateral meshes as compared to rectangularmeshes
forserendipityfiniteelementsand forvarious mixed and nonconformingfinite
elements.
ABSTRACT.

1. INTRODUCTION

Finite elementspaces are oftenconstructedstartingwith a finitedimensional


elementK and a class S ofisomorspace V ofshape functionsgivenon a reference
phic mappingsof the referenceelement. If F C S, we obtain a space of functions
VF(K) on the imageelementK = F(K) as the compositionsoffunctionsin V with
F-1. Then, givena partitionT of a domainQ intoimagesof K undermappingsin
S, we obtain a finiteelementspace as a subspace' of the space VT of all functions
on Q whichrestrictto an elementof VF(K) on each K C 'Y.
space V
elementK is the unittriangle,thereference
For example,ifthereference
is the space 'Pr(k) ofpolynomialsofdegreeat mostr on K, and the mappingclass
of K into R2, then VT is the familiar
S is the space Aff(k)of affineisomorphisms
space of all piecewisepolynomialsof degreeat most r on an arbitrarytriangular
as in this case, we speak of affinefiniteelements.
mesh T. When S = Aff(k),
elementK is theunitsquare,thenit is oftenusefulto take S equal
Ifthereference
to a largerspace than Aff(K),namelythe space BFil(K)ofall bilinearisomorphisms
of K into R2. Indeed, if we allow only affineimages of the unit square, then we
Received by the editor March 10, 2000.
2000 Mathematics Subject Classification. Primary 65N30, 41A10, 41A25, 41A27, 41A63.
Key words and phrases. Quadrilateral, finiteelement,approximation,serendipity,mixed finite
element.
1The subspace is typicallydeterminedby some interelementcontinuityconditions. The imposition of such conditionsthroughthe association of local degrees of freedomis an importantpart
of the constructionof finiteelement spaces, but, not being directlyrelevantto the present work,
will not be discussed.
(?2002
909

American

Mathematical

Society

910

D. N. ARNOLD,

D. BOFFI,

AND R. S. FALK

obtainonlyparallelograms,and we are quite limitedas to the domainsthat we can


mesh (e.g., it is not possible to mesha trianglewithparallelograms).On the other
haand,withbilinearimagesofthe square we obtain arbitraryconivexquadrilaterals,
whichcan be used to mesh arbitrarypolygons.
The above framework
is also wellsuitedto studyingthe approximation
properties
of finiteelementspaces (e.g., see [2] and [1]). A fundamentalresultholds in the
case ofaffinefiniteelements:S = Aff(K). Underthe assumptionthat the referenlce
space V D P, (k), the followingresultis well kniown:if Tl, J2, ... is anlyshaperegularsequence of triangulationsof a domain Q and u is any smooth function
on Q, then the LP errorin the best approximationof u by functionsin VT- is
O(hr+l) and the piecewiseWl erroris O(hr), whereh = h(T,,) is the maximum
elementdiameter. (Here, and throughoutthe paper,p can take anlyvalue between
1 and oc, inclusive.) It is also true, even if less well-known,that the condition
that V D PrP(k) is necessaryif these estimatesare to hold. In fact,the problem
of characterizingwhat is needed foroptimalorderapproximationarises naturally
in the studyof the finiite
elementmethodand has been investigatedforsome time
(see [9]).
The above resultdoes niotrestrictthe choiceofreference
elemenit
K, so it applies
to rectangularand parallelogrammeshesby takingK to be the unitsquare. But it
does not applyto generalquadrilateralmeshes,sinceto obtainthemwe mustchoose
S = Bil(K), and the resultonlyapplies to affinefiniteelements.In this case there
is a standardresultanalogousto the positiveresultin the previousparagraph([21,
[1], [4, SectionI.A. 2]). Namely,if V D Qr(K), thenforanlyshape-regularsequence
ofquadrilateralpartitionsofa domainQ and anysmoothfunctionu on Q, we again
obtain that the errorin the best approximationofu by functionsin VT" is O(hr+l)
in LP and O(h') in (piecewise) W1. It turnsout, as we shall show in this paper,
that the hypothesisthat V D Qr(K) is strictlynecessaryforthese estimatesto
hold. In particular,if V D Pr(K) but V X Qr(K), thenthe rate of approximation
achievedon generalshape-regularquadrilateralmesheswill be strictlylowerthan
is obtained usingmeshesof rectanglesor parallelograms.
More precisely,we shall exhibitin Section3 a domainQ and a sequence,T1, J2,
... of quadrilateralmeshesof it, and provethat wheneverV(K) X Qr(K), then
thereis a functionu on Q such that
illf

IIu - VI

LP(Q)

0 (h17)
#y

(and so, a fortiori,is 74 O(hr+l)). A similarresultholds forWIl approximation.


The couniterexample
is farfrompathological.Indeed, the domainQ is as simpleas
possible,namelya square; the meshsequenceT, is simpleand as shape-regularas
possiblein that all elementsat all meshlevelsare similarto a singlefixedtrapezoid;
and the functionu is as smoothas possible,namelya polynlomial
of degreer.2
The use ofa reference
space whichcontains2r (K) but not Q, (K) is not unusual,
but the degradationofconvergenice
orderthat thisimplieson genleralquadrilateral
meshesin comparisonto rectangular(or parallelogram)meshesis not widelyappreciated.
2However,as discussed at the end of Section 3 and illustrated numericallyin Section 4, fora
sequence of meshes which is asymptoticallyparallelogram (as definedat the end of Section 3), the
hypothesisV(K) D 'Pr(K) is sufficientforoptimal order approximation.

APPROXIMATION

BY QUADRILATERAL

FINITE

ELEMENTS

911

We finishthis introductionby consideringsome examples. Henceforthwe shall


with the
always use K to denote the unit square. First, considerfiniteelemenlts
simplepolynomialspaces as shape functionis:V = W1.(K). These of course yield
O(hr+l) approximationin LP forrectangularmeshes. However,since 'P,(K) D
QLr/2i (k) but -P (k) X QLr/2j+1(K), on generalquadrilateralmeshesthey only
affordO(h Lr/2i+1) approximation.
A similarsituationholds forserendipityfiniteelementspaces, whichhave been
computationforthirtyyears. These spaces are constructed
popular in engineering
using as referenceshape functionsthe space Sr(K) which is the span of 'P,(K)
togetherwith the two monomialsxry and yxr. (The purpose of the additional
two functionsis to allow local degreesof freedomwhich can be used to ensure
continuity.)For r = 1, S1(K) = Q1(K), but forr > 1 the situationis
interelement
similarto thatforlPr(K), namelySr(K) D Q Lr/2i(K) butSr (K) X Q L?T/2j
+1(K)
So, again,the asymptoticaccuracyachievedforgeneralquadrilateralmeshesis only
about halfthat achievedforrectangularmeshes: Q(hLr/2i+l) in LP and O(hLr/2i)
in Wp. In Section4 we illustratethiswitha numericalexample. The factthat the
space S2 does not performas wellas the nine-nodespace Q2
eight-nodeserendipity
on distortedmesheshas been notedpreviouslyby severalauthors,oftenas a result
of numericalexperiments.See, forexample,[11, Section 8.7], [6], [5], [10].
elementsare commonlyused forsolvingsecondorderdifferWhiletheserendipity
entialequations,the pure polynomialspaces 'P, can onlybe used on quadrilaterals
is not required. This is the case in several mixed
when interelement
conitiniuity
methods. For example, a popular elementchoice to solve the stationaryStokes
equationsis bilinearlymapped piecewiseconltinuous
Q2 elementsforthe two componentsof velocity,and discontinuouspiecewiselinear elementsforthe pressure.
This is knownto be a stable mixedmethodand givessecond orderconvergencein
H1 forthe velocityand L2 forthe pressure.If one wereto definethe pressurespace
instead by using the constructiondiscussed above, namelyby composinglinear
functionson the referencesquare withbilinearmappings,thenlthe approximation
propertiesof mapped 'P discussedabove would implythat the methodcould be
at most firstorderaccurate, at least forthe pressures. Hence, althoughthe use
of mapped 'P as an alternativeto unmapped 'P pressureelementsis sometimes
proposed [8],it is probablynot advisable.
Anotherplace where mapped Pr spaces arise is forapproximatingthe scalar
variable in mixed finiteelementmethodsforsecond orderellipticequations. Alin orderto provestabilityit is generally
thoughthe scalarvariableis discontinuous,
withthe mapping
it by compositioin
necessaryto definethespace forapproximating
to the reference
elemen-t
(whilethe space forthe vectorvariableis definedby a contravariantmappingassociated withthe mappingto the referenceelement). In the
case ofthe Raviart-Thomasrectangularelements,the scalar space on the reference
fullO(hr+l) approximationpropertiesunderbisquare is Qr (K), whichmainitains
linearmappings.By contrast,the scalar space used withthe Brezzi-Douglas-Marini
and the Brezzi-Douglas-Fortin-Marini
spaces is 7P,(K). This necessarilyresultsin
a loss ofapproximationi
orderwhenmapped to quadrilateralsby bilinearmappings.
is the simplestnonconAnothertype of elementwhich shares this difficulty
formingquadrilateralelement,whichgeneralizesto quadrilateralsthe well-known
elementon triangles,with degreesof freedomat
piecewiselinear nonconforming
is not well-defined
the midpointsof edges. On the square, a bilinearfuLnction
by

912

D. N. ARNOLD,

D. BOFFI,

AND R. S. FALK

givingits value at the midpointof edges (or its averageon edges), because these
quantitiesdo not comprisea unisolventset of degreesof freedom(the function
(1/2)(y- 1/2) vanishesat the fourmidpointsofthe edges of the unit square).
Hence,variousdefinitions
of nonconforming
elementson rectanglesreplacethe basis functionxy by some otherfunction,
suchas X2 _ 82. Consequently,
the reference
space contains'1 (K), but does not containQi (K), and so thereis a degradationof
convergence
on quadrilateralmeshes.This is discussedand analyzedin the conltext
of the Stokesproblemin [7].
As a finalapplication,we remarkthat manyof the finiteelementmethodsproposed for the Reissner-Mindlinplate problemare based on mixed methods for
the Stokes equations and/orforsecondorderellipticproblems.As a result,many
of them sufferfromthe same sort of degradationof convergenceon quadrilateral
meshes. An analysisof a varietyoftheseelementswill appear in forthcoming
work
by the presentauthors.
In Section 3, we proveour main result,the necessityof the conditionthat the
reference
space containQr(K) in orderto obtainO(hr+l) approximationon quadrilateralmeshes. The proofrelieson an analogousresultforaffineapproximationon
rectangularmeshes,wherethe space Pr(K) entersratherthan Qr(K). Whilethisis
a special case ofknownresults,forthe convenienceofthe readerwe includean elementaryproofin Section2. Also in Section3, we considerthe case ofasymptotically
parallelogrammeshesand show that in this situation,an O(hr?l) approximation
is obtained if the referencespace only contains'P7(K). In the finalsection,we
illustratethe resultswithnumericalcomputations.
2.

APPROXIMATION

THEORY OF RECTANGULAR ELEMENTS

In this section,we provesome resultsconcerningapproximationby rectangular


elementswhichwill be needed to provethe main resultsin Section 3. The results
in this sectionare essentiallyknown,and many are true in far greatergenerality
than stated here.
If K is any square with edges parallel to the axes, then K = FK(K), where
R
22 and hK > 0 the side length. For any function
FK(QI) := XK + hKO withXK
u C L1(K), we define
UiK= u a FK C L1(k), i.e., iiK(?) = Q(XK + hKX). Givena
subspace S of L1(K), we definethe associated subspace on an arbitrarysquare K
by
S(K) = {u: K

-> RIKK

S}

Finally,let Q denotethe unit square (Q and K both denote the unit square, but
we use the notationQ whenwe thinkof it as a fixeddomain,whilewe use K when
we thinkofit as a reference
element).For n = 1,2, ..., let Th be the uniformmesh
of Q inton2 subsquareswhen h = 1/n, and define
Sh = fu:

Q - R IU|KC S(K) forall K CTh}

In this definition,
when we writeulK F S(K) we mean onlythat ulKagrees with
a functionin S(K) almost everywhere,and-so do not impose any interelement
continuity.
The followingtheoremgives a set of equivalentconditionsfor optimal order
approximationof a smoothfunctionu by elementsof Sh.

APPROXIMATION

BY QUADRILATERAL

FINITE

ELEMENTS

913

Theorem 1. Suppose1 < p < oo. Let S be a finitedimensionalsubspaceofLP(K),


and r a nonnegativeinteger.The followingconditionsare equivalent:
1. There is a constantC such that inf IU- v LP(Q) < Chr+luwr+i (Q) for all
VCSh

u C Wjr+ (Q)

2. inf
V

11-V

= o(hr) for all u CFPr(Q).

LP(Q)
A

3. lPr(K) C S.
Proof. For the proofwe assume that p < oc, but the argumentcarriesoverto the
case p = oc withobviousmodifications.The firstconditionimpliesthat
inf ztU-V

VCSh

JLP(Q) = O

for U CPr(Q),

and so impliesthe second condition.The factthat the thirdconditionl


impliesthe
firstis a well-known
consequenceof the Bramble-Hilbertlemma. So we need only
showthat the second conditionimpliesthe third.
The proofis by inductionon r. First considerthe case r = 0. We have
(1)

infJu-vsjVp

VESh
VCSh

inf

VKES(K)II

LI

LP(Q)

vJU-VK
VK LP(K)

~KC'yh VCK)KC-yhW

>

if

LP (k),
LP(K)

wherewe have made the changeofvariablew= iK in the last step.


In particular,foru- 1 on Q, UK-1 on K forall K, so the quantity

c := infJIItK
-Wllp(K
C'~~~

is independentof K. Thus

infzju-v~jLP(Q)

VCSh

LP(I7

>3
E

Cc.

The hypothesisthat this quantityis o(1) impliesthat c= 0, i.e., that the constant
functionbelongsto S.
Now we considerthe case r > 0. We again apply (1), thistimeforu an arbitrary
homogeneouspolynomialof degreer. Then
(2)

fKQX)

(XK

+ hx) =

hrv4u) + q(x),

(hx) + q()

where
q C lP, I(K). Substitutingin (1), and invokingthe inductivehypothesis
I
that S D 'Pr-1(K), we get that
inf ztu-v~~

VCSh

LP(Q)

h2+pr

KE

inf ztu-w

wc

L (K)

~hP'

inf ztu-w p

wcS

LP

wherethe last equalityfollowsfromthe factthat the previousinfimumis independentofK. Sincethelast expressionis o(hPr),we immediatelydeducethatu belongs
to S. Thus S containsall homogeneouspolynomialsofdegreer and all polynomials
of degreeless than r (by induction),so it indeedcontainsall polynomialsof degree
D
at most r.
A similartheoremholdsforgradientapproximation.Sincethe finiteelementsare
not necessarilycontinuous,we writeVh forthe gradientoperatorapplied piecewise
on each element.

D. N. ARNOLD, D. BOFFI, AND R. S. FALK

914

Theorem 2. Suppose1 < p < oo. Let S be a finitedimensionalsubspaceofLP(K),


and r a nonnegativeinteger.The followingconditionsare equivalent:
1. There is a constantC such that inf lVh(U -v) LP(Q) < Chf ujw-+i(Q) for

all u C
+l (Q)
2. inf I Vh (U - v)
v CSh
A

Vesh

LP (Q)

= o(hr-l ) for all u C 1Pr(Q).

3. Pr(K) C 'Po (K) + S.


Proof. Again, we need only provethat the second conditionimpliesthe third. In
analogyto (1), we have
inf

KcTh

(3)

||V(u-V)1v)P(K)

inf

KcTVKSK

h2P E
~~~~~~~=

( )

V(U

VK)fLP(

inlflV (iK -

) IILP(I
LP()

KCTYhWCS~

wherewe have made the changeof variablew = VKin the last step.
The proofproceedsby inductionon r, the case r = 0 being trivial. For r > 0,
apply (3) with u an arbitraryhomogeneouspolynomialof degreer. Substituting
(2) in (3), and invokingthe inductivehypothesisthat Po(K) + S D Pr_l(K), we
get that
inf1V((u - w) ILP
LP(K

= h -p+pr

illf |Vh(U-V)P(Q)

VCSh

LK (T

P(`1)

hwS

inf |IV(u

W) IL(K)

Since we assume that this quantityis o(hP(r-l)), the last infimummust be 0, so


u differsfroman elementof S by a constant. Thus Po(K) + S containsall homogeneouspolynomialsof degreer and all polynomialsof degreeless than r (by
D
induction),so it indeed containisall polynomialsof degreeat most r.
Remarks. 1. If S contains'P (K), whichis usuallythe case, thenthethirdcondition
of Theorem2 reducesto that of Theorem1.
2. A similarresultholds forhigherderivatives(replace Vh by V' in the first
in the third).
two conditions, and Po(K) by Pm-l(K)
3.

APPROXIMATION

THEORY OF QUADRILATERAL

ELEMENTS

In this,the main sectionofthe paper, we considerthe approximationproperties


of finiteelementspaces definedwithrespectto quadrilateralmeshesusingbilinear
V on the
mappingsstartingfroma givenfinitedimensionalspace of polynoimials
unit square k = [0,1] x [0,1]. For simplicity,we assume that V D Po (K). For
example, V mightbe the space 7Pr(K) of polynomialsof total degreeat most r,
or the space Qr(K) of polynomialsof degreeat mostr in each variableseparately,
or the serendipityspace Sr(K) spanned by 7,(K) togetherwith the monomials
Let F be a bilinearisomorphismof K onto a convexquadrilateral
and x
xpvx2
K = F(K). Then foru e L1 (K) we defineiiK,F e L1 (K) by iiK,F = u o F, and set
VF(K) =

t u:

-> RI

UK,F C

V }.

APPROXIMATION

BY QUADRILATERAL

FINITE

ELEMENTS

915

(Note thatwe have changednotationslightlyfromSection2 to includethe mapping


F, sincevariousdefinitions
depend on the particularchoiceof the bilinearisomorphismF of K onto K. Wheneverthe space V is invariantunderthe symmetries
of
the square,whichis usuallythe case in practice,this will not be so.) We also note
that the functionsin VF(K) need not be polynomialsifF is not affine,i.e., ifK is
not a parallelogram.
Given a quadrilateralmesh T of some domain, Q, we can then constructthe
space of functionsVT consistingof functionson the domainwhichwhenrestricted
to a quadrilateralK E T belongto VFK(K), whereFK is a bilinearisomorphismof
K onto K. (Again, if V is not invariantunderthe symmetriesof the square, the
space VT will depend on the specificchoiceof the maps FK.)
It followsfromthe resultsofthe previoussectionthat ifwe considerthe sequence
ofmeshesofthe unitsquare intocongruentsubsquaresofside lengthh 1/n,then
each of the approximationestimates
(4)

(5)

inf

veVTh

inf

vevTh

|U

V1LP(Q)

1Vh(U-V))

< Ch1?+ |1lur+i(,)


LP(Q)
A

forall u E W

+ (Q)

< Chn'u|wr+i(Q) forall u E Wprj+(Q)

holds if and onlyif7Pr(K)c V. It is not hard to extendthese estimatesto shaperegularsequencesofparallelogrammeshesas well. However,in thissectionwe show
thatfor these estimatesto holdfor more generalquadrilateralmesh sequences,a
strongerconditionon V is requtired,
namelythatV D Qr(K).
The positiveresult,that whenV D Qr(K), thenthe estimates(4) and (5) hold
forany shape-regularsequenceof quadrilateralmeshesTh, is known.See, e.g., [2],
[1],or [4,SectionI.A.2]. We wishto showthenecessityofthe conditionV D Qr(K).
As a firststep, we show that the conditionVF(K) D Pr(K) is necessaryand
sufficient
to have that V D Qr(K) wheneverF is a bilinearisomorphismofk onto
a convexquadrilateral.This is provenin the followingtwo theorems.
Theorem 3. Suppose thatV D Qr(K). Let F be any bilinearisomorphismof K
onto a convexquadrilateral.Then VF(K) D Pr (K).
Proof. The componentsof F(x, y) are linear functionsof x~and y, so if p is a
polynomialof total degreeat most r, thenp(F(x,, y)) is of degreeat most r in x
and y separately,i.e., p o F C Qr(K) c V. Thereforep E VF(K).
O
The reverseimplicationholds even under the weakerassumptionlthat VF(K)
contains'PF(K) just forthe two specificbilinearisomorphisms

F(,Y=(XY(

+ 1)), F(,Y=(,XY

+ 1)),

both ofwhichmap K isomorphically


onto the quadrilateralK' withvertices(0, 0),
(1, 0), (0, 1), and (1, 2). This factis establishedbelow.
Theorem 4. Let V be a vectorspace offunctionson K. Suppose thatVp(K') D
Pr (K') and Vp(K') D Pr(KI). Then V D Qr(K).
Proof. We provethat V D Qr(K) by inductionon r. The case r = 0 beingtrueby
assumption,we considerr > 0 and showthat the monomialsxrys and xsfr belong

D. N. ARNOLD,

916

AND R. S. FALK

D. BOFFI,

1. a. A partitionof the square into fourtrapezoids.b. A


FIGURE
meshcomposedof translateddilates of thispartition.
to V fors
(6

(6)

0, 1, ... , r. Fromthe identity


y

S[V(X

1)]S

(S

r-tyS

1
-

(S>r-t

we see that for0 < s < r, the monomialsIIs is the sum of a polynomialwhich
xr-sys C FPr(K') C V (K'))
clearly belongs to V (since Fi(i,z)rsF2(Q,fls
and a polynomialin Qr-i (K), whichbelongsto V by induction.Thus each of the
monomials xfyS with 0 < s < r belongs to V, and, using F, we similarly see that
0 < s < r, belong to V. Finally,from(6) with s = r, we
all the monomials
see that sVyris a linearcombinationof an elementof V and monomialsxSy7 with
3 < r, so it too belongsto V.
O
We now combinethis resultwiththose of the previoussectionto show the necessityof the conditionV D Qr(K) foroptimal orderapproximation.Let V be
some fixedfinitedimensionalsubspace of LP(K) whichdoes not include Qr(K).
Considerthe specificdivisionof the unit square K into fourquadrilateralsshown
we place the verticesof the quadrilaterals
on the leftin Figure 1. For definiteness
at (0,1/3), (1/2,2/3) and (1, 1/3) and the midpointsof the horizontaledges and
the cornersof K.
relatedto the specific
The fourquadrilateralsare mutuallycongruentand affinely
we
can defineforeach
Theorem
4,
quadrilateralK' definedabove. Therefore,by
1
in
an
K"
of the fourquadrilaterals
shown Figure
isomorphismF" fromthe unit
(K") X 7Pr(K"). If we let S be the subspace ofLP(K) consisting
square so that VF//
whichrestrictto elementsofVF/(K") on each ofthe fourquadrilaterals
offunctions
to any one
K", then certainlyS does not contain1Pr(K), since even its restriction
of the quadrilateralsK"I does not containPr(K").
Next, for n = 1, 2,... considerthe mesh Yh of the unit square Q shown in
Figure lb, obtained by firstdividingit into a uniformn x n mesh of subsquares,
n = 1/h, and then dividingeach subsquare as in Figure la. Then the space of

APPROXIMATION

FINITE

BY QUADRILATERAL

ELEMENTS

917

functionsu on Q whose restrictionson each subsquare K C Th satisfy fK (si) =


from
U(XK + hz) with IK C s is preciselythe same as the space V(Th) constructed
the initialspace V and the meshTh. In view ofTheorems1 and 2 and the factthat
S lPr(K),the estimates(4) and (5) do not hold. In fact,neitherofthe estimates
inf

V||LP(Q)

ITV(u-

V)LP(Q)

ve V(TYh)

||u

o(hr)

nor
inf

vVC(Th)

o(hr-)

holds,even foru E 1Pr(Q).


While the conditionV 2 Qr(K) is necessaryfor O(hr?l) approximationon
generalquadrilateralmeshes,the conditionV D 'P (K) sufficesformeshesof parallelograms.Naturally,the same is trueformesheswhose elementsare sufficiently
close to parallelograms.We concludethis sectionwith a precisestatementof this
resultand a sketchof the proof. If V D Pr(K) and K = F(K) with F C Bil(K),
thenby standardarguments,as in [1],we get
||V -7f[KVIILP(K)

iv O
V
FJWPr+i(k)(

<_ C||JF|

whereJF is the Jacobiandeterminant


of F and WFKdenotesany convenientprojeco F), e.g., the L2 projection.Now,
tion or interpolantsatisfying(1rKV)o F = rFK(v
usingthe formulaforthe derivativeof a composition(as in, e.g., [3, p. 222]), and
the factthat F is quadratic,and so its thirdand higherderivativesvanish,we get
that
L(r+l)/21
|VFWpr+?(k)

<

CIfJF-1fILj(K)fIIVIIWr+1(K)

i=O

W.

(K)

WW2(K)

Now,
IlJFflLoc(k)

< ChK

WJF-

< Ch7 IF, Fwi(k)


IILOO(K)

<

ChK,

wherehK is the diameterof K and C depends onlyon the shape-regularity


of K.
We thus get
LP(K) < CI V11wp+1(K)

IIV -WKVI

Z h12

WF 2 (k).

It followsthat if |F W.2(K)= O(h2), we get the desiredestimate


||V

7FKVIILP(K)

<

Chj+ji1v

1lwp+l(K).

Following[7],we measurethe deviationof a quadrilateralfroma parallelogram


by the quantity(TK := max(1 - 011, 1r- 021), where01 is the angle betweenthe
outwardnormalsoftwooppositesides ofK and 02 is the anglebetweenthe outward
normalsofthe othertwo sides. Thus 0 <_ K < w, withUK = 0 ifand onlyifK is a
? Ch(hK + UK). This motivates
parallelogram.As pointedout in [7], IFIW2(K)
the definition
that a familyof quadrilateralmeshesis asymptotically
parallelogram
if (TK = O(hK), i.e., if UK/hK is uniformly
bounded forall the elementsin all
the meshes. From the foregoingconsiderations,if the referencespace contains
'Pr(K) we obtain 0(hr+1) convergencefor asymptoticallyparallelogram,shaperegularmeshes.

D. N. ARNOLD,

918

AND R. S. FALK

D. BOFFI,

FIGURE 2. Three sequencesof meshesof the unit square: square,


trapezoidal,and asymptotically
parallelogram.Each is shownfor

2, 4, 8, and 16.

As a finalnote, we remarkthat any polygoncan be meshedby an asymptotically parallelogram,shape-regularfamilyofmesheswithmeshsize tendingto zero.


Indeed, ifwe begin withany meshof convexquadrilaterals,and refineit by dividing each quadrilateralin fourby connectingthe midpointsof the oppositeedges,
and continuein this fashion,as in the last row of Figure 2, the resultingmesh is
parallelogramand shape-regular.
asymptotically
4.

NUMERICAL

RESULTS

In this section,we reporton resultsfroma numericalstudyof the behaviorof


finiteelementson quadripiecewisecontinuousmappedbiquadraticand serendipity
lateral meshes (i.e., the finiteelementspaces are constructedstartingfromthe
spaces Q2(K) and S2(K) on the referencesquare and then imposingcontinuity).
We presentthe resultsoftwotestproblems.In both we solvethe Dirichletproblem
forPoisson's equation
(7)

-\u = f in Q,

u = g onoQ,

wherethe domain Q is the unit square. In the firstproblem,f and g are takenso
that the exact solutionis the quarticpolynomial
U(X, y) = x3 + 5y2

1oy3 + y4.

Tables 1 and 2 showresultsforbothtypesofelementsusingmeshesfromeach ofthe


firsttwo meshsequencesshownin Figure 2. The firstsequenceof meshesconsists
ofuniformsquare subdivisionsofthe domaininton x n subsquares,n = 2,48, ....

APPROXIMATION

BY QUADRILATERAL

FINITE

ELEMENTS

919

forthe test problem


1. L2 errorsand rates of conivergence
TABLE
withpolynomialsolution.

Meshes in the second sequence are partitionsof the domain into n x n congruent
trapezoids,all similarto the trapezoidwithvertices(0,0), (1/2,0), (1/2,2/3), and
forthe
(0, 1/3). In Tables 1 and 2 we reportthe errorsin L2 and L?, respectively,
finiteelementsolutionand its gradientbothin absolutetermsand as a percentageof
thenormoftheexact solutionand its gradient,and we also reportthe apparentrate
of convergencebased on consecutivemeshesin a sequence. For this test problem,
the rates of convergenceare very clear: for eithermesh sequence, the mapped
biquadraticelementsconvergewiththe expectedorder3 forthe solutionand 2 for
its gradient.The same is true forthe serendipityelementson the square meshes,
but, as predictedby the theorygiven above, forthe trapezoidal mesh sequence
the orderof convergenceforthe serendipityelementsis reducedby 1 both forthe
solutionand forits gradient.
As a second test example we again solved the Dirichletproblem(7), but this
timechoosingthe data so that the solutionis the sharplypeaked function
u(x, y) = exp(-100[(x

1/4)2+ (y - 1/3)2]).

As seen in Table 3, in this case the loss of convergenceorderin the L2 normfor


elementson the trapezoidalmesh is not nearlyas clear. Some loss
the serendipity
is evident,but apparentlyveryfinemeshes(and veryhighprecisioncomputation)
would be requiredto see the finalasymptoticorders.
Similarresultshold when the errorin the L? normis considered,as shownin
Table 4.
Finally we returnto the firsttest problem,and considerthe behavior of the
serendipityelementson the thirdmesh sequence shown in Figure 2. This mesh
sequencebeginswiththe same meshof fourquadrilateralsas in previouscase, and
as describedat the end of the last section,
continueswith systematicrefinement
and so is asymptotically
parallelogram.Therefore,as explainedthere,the rate of

920

D. N. ARNOLD,

D. BOFFI,

AND R. S. FALK

TABLE 2. L? errorsand ratesofconvergence


forthe testproblem
withpolynomialsolution.

convergence
forserendipity
elementsis the same as foraffinemeshes.This is clearly
illustratedin Table 5.
While the asymptoticratespredictedby the theoryare confirmed
in theseexamples,it is worthnotingthatin absolutetermsthe effectofthe degradedconvergence
rate is not verypronounced.For the firstexample,on a moderatelyfinemesh of

APPROXIMATION

BY QUADRILATERAL

FINITE

ELEMENTS

921

forthe test problem


TABLE 4. L? errorsand ratesofconvergence
withexponentialsolution.

16 x 16 trapezoids,the solutionerrorwith serendipityelementsexceeds that of


mapped biquadraticelementsby a factorof about 2, and the gradienterrorby a
factorof2.5. Even on the finestmeshshown,with64 x 64 elements,the factorsare
onlyabout 5.5 and 8.5, respectively.Of course,ifwe wereto computeon finerand
high precision,these factorswould tend to infinity.
finermesheswith sufficiently
element,the
Indeed,on any quadrilateralmeshwhichcontainsa nonparallelogram
analogous factorscan be made as large as desiredby choosinga problemin which
close to- or even equal to' a quadratic function,
the exact solutionis sufficiently
whichthe mapped biquadraticelementscaptureexactly,whilethe serendipityelementsdo not (such a quadraticfunctionalwaysexists). However,it is not unusual
that the serendipityelementsperformalmost as well as the mapped biquadratic
elementsforreasonable,and even forquite small, levels of error. This, together
withtheiroptimalconvergenceon asymptoticallyparallelogrammeshes,provides
an explanationof whythe lowerrates of convergencehave not been widelynoted.

D. N. ARNOLD,

922

D. BOFFI,

AND R. S. FALK

REFERENCES
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9. G. Strang and G. Fix, A Fourier analysis of thefiniteelementvariational method,Constructive Aspects of Functional Analysis (G. Geymonat,ed.), C.I.M.E. II Ciclo, 1971, pp. 793-840.
10. J. Zhang and F. Kikuchi, Interpolationerrorestimates of a modified8-node serendipityfinite
element,Numer. Math. 85 (2000), no. 3, 503-524. MR 2001f:65141
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Basic formulationand linear problems,McGraw-Hill, London, 1989.
INSTITUTE

FOR MATHEMATICS

AND ITS APPLICATIONS,

UNIVERSITY

OF MINNESOTA,

MINNEAPO-

55455
E-mail address: arnold@ima.umn.edu
URL: http: //www.ima .umn. edu/ -arnold/

LIS, MINNESOTA

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E-mail address: boffi@dimat .unipv. it


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DEPARTMENT

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UNIVERSITY,

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URL: http://www.math.rutgers .edu/-falk/

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