Coraputt'rs & Structure~ Voi 16. Nu I--4. pp.

53--65, 1983
Printed in Great Britain

0045-7949!83{010053--13503.00/0
Pergamon Press Ltd

THE HIERARCHICAL CONCEPT IN FINITE

ELEMENT ANALYSIS
O. C. ZIENKIEWlCZ,J, P. DE S. R. GAGO and D. W. KELLY
Department of Civil Engineering, University College of Swansea, Singleton Park, Swansea SA2 8PP, Wales
Abstract--The hierarchical concept for finite element shape functions was introduced many years ago as a
convenient device for mixed order interpolation. Its full advantages have not been realized until a much later
time--and these include in addition
(a) improved conditioning;
(b) ease of introducing error indicators if successive refinement is sought.
Further, it is possible to use the ideas to construct a range of error estimators which compare well with
alternatives and are ideally suited for adaptive refinements of analysis.
As the hierarchical elements are equally simple to implement as "standard" fixed order elements it is felt that
more programs will. in the furore, turn to utilize their advantages. This is especially true in the field of nonlinear
analysis where even today computational economies are necessary.

INTRODUCTION

Fourier series expansion. Here as new terms are called

the previous terms remain unaltered and a single term is
introduced at a time, the refinement ceasing when the
accuracy of solution is deemed sufficient.
Why the difference between the two approaches when
we are all aware that both the finite element process
AND the series solutions are mathematically precisely of

Despite the wide usage of finite elements today little

attention has been given to the problem of estimating
errors occurring in the analysis and to correcting these
errors by automatic refinement. These aspects of the
problems are of obvious importance if intelligent use of
programs is to be made in engineering practice.
In typical application today the experienced analyst
decides on the mesh of elements to be used and
generates the information necessary automatically[l-3].
In distributing his nodes he is guided by
(1) Previous solutions which gave satisfactory answers when tested against benchmark problems.
(2) Guidelines generated by previous investigations
into mesh "optimality" to which much attention has been
given in the past [4--8].
When presented with the computer output a quick
check on some obvious errors such as static force
balances, stress discontinuities between elements reassures him that all is well and he then proceeds to draw
necessary design conclusions. Generally if all is NOT
well, a new mesh is generated from scratch and the
problem resolved with much of the costly human intervention duplicated.
In regenerating the mesh the user has often the choice
of saving some data preparation efforts by retaining the
original mesh and refining locally, either by
(a) Introducing new elements of the type used originally but of smaller size (h) or
(b) Using same element definitions but increasing the
order of polynomials used (p) involving new modes
placed on such elements.
In Fig. 1 we illustrate the two possibilities, often called
h or p refinements respectively.
Once the new subdivision is accomplished a completely new solution is generally performed and convergence observed. The computer at this stage repeats all
the computations and makes no use of the previously
generated solution.
The reader can contrast this procedure with a more
classical Ritz (or Galerkin) approach in which a generally
simple geometry may be solved utilizing a trigonometric

//I
OriginoL mesh

h- Refinemen+~ (subdivision)

_2/f

p-Refinement (increose of polynomiaL, order)

Fig. 1. Possible refinements of an inaccurate mesh.

53

54

~). C. ZiENK,.'EWiCZ et

aL

the same kind? The answer lies in the fact that generally
the sequence of meshes derived in subdivision is NOT
hierarchical while the Fourier series expansion is. By
hierarchical we mean the following: if u is the unknown
function (e.g. the structural displacement) and its approximation is
u = ~ = ~ ] Nia,

(l)
Ns

then approximation is hierarchical if an increase of n to

n + 1 does not alter the shape functions N~(i = l to n).
Clearly this is not the case in a standard finite element
formulation where a subdivision of an element is accompanied by introducing entirely new functions (Fig.
2a).
This could of course be remedied by introducing the
new approximation hierarchically as shown in Fig. 2(b),
but here the conventional concept of elements, each
formulated by an immutable procedure would have to be
partially abandoned. The only "element" in such a form
would remain as the original one.
Such an idea is of course possible although rather
special integration rules would have to be designed for
the element to allow for the interaction of "senior"
hierarchical functions (such as Nt) with "juniors" (typical of N~).
Hierarchical functions are introduced more simply in a
"p" type context and here their simplicity is evident. In
Fig. 3 we show for instance the generation of hierarchical and non-hierarchical functions for a quadratic
isoparametric element. It was indeed in this environment
that hierarchical functions were initially introduced by
Zienkiewicz et aL[9] as early as 1971. At that time the
objective was simply the introduction of p-graded
meshes in an a priori chosen manner. Since that time
some use of the hierarchical subdivision has taken
place[10] Fig. 4, and indeed new and useful families of
hierarchical p type elements were introduced by Peano
et aL[l 1-13].
We discuss some such functions in more detail
elsewhere [20], but would like to stress that the hierar-

(o1 Standard

N~

[~i Nier~rc~J

Fig. 3. Increase of polynomialsin element (p-refinement).Standard (a) and hierarchical(b) shape functions.

chical forms have other advantages additional to the ease

of introducing local refinements and that their use could
well become much more widespread than it is at present.
7. mmrrs oF ~ mmumcmc~ coNcv.vr
2.1 Structure o/equations
Let us consider a typical linear problem for which a
discrete approximation is sought. Such a problem could
well be the solution of the elasticity equations in a
typical stress analysis situation but for generality we
shall state it is satisfying a set of differential equations
and boundary conditions
Lu + q = 0 in fl

(domain)

(2)
Mn + S = 0 on F (boundary).
In the above L and M are linear differential operators.
When an approximate solution is sought in the form
n

= ~ N~a~= Nat"'

(3)

i=t

where a(") are undetermined parameters and a Galerkin

type weighting is used in a standard approach we obtain
a set of algebraic equations
8

/n NrL(Na~"') dll + fn Nrq dfI + b = 0

N6

(4)

Ns

where b is dependent on boundary conditions, or (on

integration by parts)

I~.@" =
( a ) Standard

( b ) Hierarchic

Fig. 2. Subdivisionof an element (h-refinement)standard (a) and

hierarchical (b) shape functions.

f"'

~5)

where I ~ , ) i s an appropriate stiffness matrix involving

the derivates of the shape functions N and f is the
"force" vector.
Details of the computation are well known and need
not be repeated here [14].

The hierarchical concept in finite element analysis

55

DEGENfRA'~rE
ELEMEN1

la~

h~ERA~J,
eC.~E~.EME~

Fig. 4. Three dimensional analysis of a pressure vessel indicating advantages in idealization provided by
hierarchical elements.

When the mesh is "subdivided", or new degrees of

freedom introduced, the number of parameters is increased to a ~'+m~, and identical discretization process
results in algebraic equations
(6)
If the refinement is made hierarchically the original
stiffness coefficients reappear and eqn (6) could be written a s
/LK.....

KI,.,,~/~
i, =
g,,,, J I.a"~'J [ f " ' J

(7)

Immediately we observe the first merit, i.e. that the

matrix K,,~ is preserved, possibly saving some coefficient
computations on refinement. This by itself may be
significant if elements are complex but more important
perhaps is the possible use of the original solution of the
unrefined mesh {eqn 5) which we could denote as
(8)

a-,~. = (Kl,,~)-'.f I'>

to start the next solution. Peano[19] discusses the possibility of storing the triangularized form of (K,,>) -~ in
attempting solution of eqn (7) and such a procedure has
much to commend it. More importantly however a~,,*
could be used as a start of an iterative solution giving the
first approximation for a '"> as
a I~'* = K . , , ~ ( f

-Kl~.,.a

).

(9i

2.2 Equation conditioning

With the hierarchical degrees of freedom appearing as
perturbations on the original solution rather than its
substitute we would expect eqn (7) to have a more
dominantly diagonal form than that obtainable in a direct
approximation involving the identical number of nonhierarchic degrees of freedom. This has important consequences of ensuring an improved conditioning of the
matrix K,+,,~ of eqn (6) and a faster rate of iteration
convergence than would be possible with non-hierarchical forms.
In Fig. 5 we show in detail this improvement in conditioning on the basis of a single cubic element and an
assembly of four such elements. In both cases the condition number of the stiffness matrix is improved by an
order of magnitude and in larger assemblies yet more
dramatic improvements may be expected.
This clearly is of importance in the equation solution if
a limited number of digits is carried. With the increasing
use of micro-computers this aspect alone could well
"sell" the concept to many users. In Table 1 and Fig. 6
we show a very simple example of a slender cantilever
and the roundoff errors occurring with different slenderness ratios for both hierarchical and non-hierarchical
elements which being of the same order should give
precisely identical results.
At this point it is useful to digress and mention that
precisely this point of conditioning was advanced early
by others. Wilson in the U.S. and Japan Seminar of 1975
and elsewhere[15, 16] has addressed the problem showing the usefulness of introducing variables involving

(). (7. ZIENK;EWICZ et aL

~6

{:7 :]. ~!07

ELEMENTWISE

:: - Ic

~ame hierarchical structure and characteristics ~Flg. ~). A

hierarchical
form
was
introduced
ti~o
by
Wachspress[18] in which local element subdivision can
easily be achieved.

I :lbBIC ELEMENT
i

2.3 Error measures

The perturbation nature of hierarchical forms has a
further merit of providing an immediate estimate of the
error in the solution. This error can be defined as

f
25 0

25 0

e = u-Li
AFTER NORMALISATION OF K
C0nd K ' ~ = .Lmc,,, = 390 27
~m,n
Cond Km' = 36 28

PATCH OF ~I~MF,NTS

where u and 6 are the exact and approximate solutions

respectively. If two successive solutions are used with n
and (n + m) parameters this error can be estimated as the
difference between successive solutions

~ CUBlC ELEMENTS;

e=tV"~'-6

,,

:
tC>

Ill
J

25 0

21 666

,:=,

25 0

Cond K~%I6t~3

21

....

Ill)

and this indeed is precisely what an intelligent analyst

would generally do. However, now we shall introduce a
possibility of estimating the error without the recourse to
the complete second solution.
If fi(~) is determined as the first solution (viz. eqn (8))

I>~

i 0)

666

@~"' = Nl"'a '"'*

(12)

~2

then the first approximation to the error can be obtained

as the first iteration for a ('~ given by eqn (9). Thus

Cond K
~ m'=12378

Fig. 5. Improvement of conditioning associated with hierarchical

formulation.

e ~ N"'a ")*

~- N " ) K

(-j/f"~
,.~
- K .,,..) a"*) .

(13)

This approximation is of crucial importance to our

further discussions.

_L

Li i i
t= 15.0

2.4 Summary
In the preceding we have noted that the hierarchical
forms have the merits of
(1) Utilizing previous solutions and computation when
attempting a refinement:
(2) Permitting a simple iteration in solving for successive refinements;
(3) Always resulting in improved equation conditioning; and
(4) Giving an immediate error measure.
While items (1) and (2) are only relevant if successive
refinements are to be attempted (3) and (4) are present
even if a single solution only is to be used.

i, i_
h

Fig. 6. Cantilever beam for conditioning studies.

displacement differences in thin beam or joint problems.

indeed can be cast a s a special case of hierarchical
form illustrated in Fig. 7. Indeed the concept of global
and local approximations introduced by Mote[H] has the

This

Table 1.1. Pure traction example on cantilever beam with varying thickness t. Stress evaluation at point (7.7.0.50
~,,~, = 1.0000, tip displacement 8oxac,-- 15.0
I"

1,

i!

0.0%

0.0%

0.01000

0.0%

0.0%

I 0.00100

1.6%

0.1%

I
I

0.27,

0.0%

O. 00010

15.7%

7.0%

17.4%

O. 5%

0. 00001

FALLS

FALLS

I.

CASE A - I0 e i g h ~ - n o d e d i s o p a r a ~ e t r i e e t e m e n t s
CASE 8 - i0 e i g h t - n o d e d h i e r a r c h i c e l o m e n : s
CASE I - relative error in compu=ed Cxx s=ress
CASE

IT - relative error

in computed d i s p l a c e m e n t

The hierarchical concept in finite element analysis

57

Table 1.2. Applied shear at the free end with varying thickness: stress evaluation at point (8.25, 0.3873t)
,r+x~ct= 31.371t, tip displacement 6~x~c~= 0.135 (theory of beams)
I
A

O. 0%

0.02%

0.02%
0.07%
FALLS

t
I.OO

0.O%

O. I0

3.9%

3.3%

4.58%

0.01

FALLS

FAILS

FALLS

CASE A - iO e i g h t - n o d e d i s o p a r a m e t r i c elements
CASE B - IO e i g h t - n o d e d h i e r a r c h i c elements
CASE I - relative error in acomputed stesses
CASE Ii - relative error

h'[lilllliltlilllillll~lllllll]llllllllllllllllllllllllllllll~

,/,///,///,/,-,,:~ ~ ,

,////:~ ~

in computed displacement

@j

or~+A,

"//:
N;

Fig. 7. A joint element in a hierarchical form.

f
/

3. ERRORINDICATORSANDFA'TIMATORS

~
....

f
f

Finite element
suoerposeO

3.1 Definitions
If we are to adopt the procedures of refinement two
types of question will arise. First, we shall need an
INDICATION WHERE additional refinement is most
effective and second a MEASURE OF ERROR determining whether the refinement is necessary.
In the previous section we have defined the "error" by
eqn (10) as

l ~ o b o l function

e=u-fl.
Fig. 8. Local-global finite element method, a hierarchical form.

What then are the drawbacks which prevent the

widespread use. The answer to this is less clear.
With subdivided elements in hierarchic form, the
drawback of integration on subregions was already mentioned. With p refinement the above objection disappears
but another one remains.
This concerns the traditional concept of the unknown
parameters a corresponding to nodal displacements. Now
these are the differences of such displacements or indeed
less easily identifiable quantities. Both defects can
however be readily remedied. Firstly special integration
rules can be introduced. Secondly by a very simple
transformation (implicit in eqn (12)) the parameters a can
be replaced by displacements (or values of the unknown
function) or specified points.
We can not therefore see any reason for not using
hierarchical variables in standard programs.
CAS 16:1/4

-E

(14)

Now this is a purely local definition and inconvenient if

the whole problem is to be considered. Further this does
not tell us how welt the original (equilibrium) equations
such as eqn (2) are satisfied. For this reason we introduce
a more global error measure defined as the energy of the
error
[ie[l~:= f n erLe dfl.

05)

This measure is of considerable importance as it can

be easily related to the residual (r) which tell us how well
the original equations are satisfied. (We neglect here any
error in boundary conditions which can be treated
similarly.) This residual is obtained as
r=Lfi+q.
Using eqn (14) we note that
Le = Lu - Lfi

(16)

58

O . C . ZIENKIEWICZ et ai.

and inserting eqn (2) and (16) we have

r = -Le.

(17)

Equation (15) can thus be rewritten

err

I]ei]~"= - (

df~

(18)

Jfl

3.3 Error estimation

In principle error indicators evaluated for ali possibte
new degrees of freedom capable of introduction and
summed should provide an accurate measure to the total
energy error occurring in the solution at the refinement
stage reached. Unfortunately this is impracticabie and
only the NEXT degree of refinement is generally studied
If it so happens that the next shape function is orthogonal (or nearly so) to the residual (i.e. j'fl N,,_, r dl~ 0).
and the bulk of the error lies in a higher order
refinement, then the error estimate will be poor--aithough the value of expression (24) as an indicator
continues telling us simply that little change of the error
would occur by introducing the refinement in question.
Much effort has therefore gone into the matter ,:)f establishing reliable error estimators which will give a more
accurate error value possibly exceeding the vaiue from
above. Here classical work by Babuska et at. pioneered
suitable estimates for linear quadrilateral elements and
more recently[20.26,27] more elaborate expressions
have been proposed for higher order elements.
In the present paper we shall introduce an alternative
estimator based directly on the hierarchical concept and
indeed on the indicator given by the expression I24a).
The performance of this new estimator appears satisfactory and at all stages as shown in later examples,
overestimates the true error by a reasonable margin. It
must be mentioned that rigorous proofs of its ultimate
convergence to the true errors are still lacking and that it
is now proposed heuristically.
If we consider expression (24a), we note that the sign
of both the shape functions and of the residual may well
change within an element. However it is possible to say
that
~

giving one of the basic relationships useful in later

analysis.
3.2 Error indicators
Consider now a hierarchical introduction of a single
DOF a . . , into an n degree of freedom system for which
we have determined a solution a ~"). We shall attempt to
find the approximate energy error
(19)

ile-,tl~: ~ '7~+,

which would be CORRECTED by the introduction of the

new variable and which will provide therefore an error
INDICATOR.
By previous arguments (viz. eqn 13) we have already
succeeded in obtaining the approximation to the value of
e . + l as

(20)

e,,+) --- g n . l a , , + t

and
a . . l = (./,,+,- K.+I.,,#"))IK. +,...,

(21)

if a,, is a single scalar. Now we shall examine in more

detail the expression in parenthesis of eqn (21). We note
that this has been obtained b y substituting ~ = Na t') into
the governing equation and "weighting" this with N.+ z.
Thus
1".. t - K,,+,.,,a(") = ( N . . , r dl).

(22)

,2,,
and that the quantity on the r.h.s, is always positive. To
estimate the error we shall therefore evaluate

111

We now can write using definitions (18) and (19)

'
'
lie.. I[e'-e;+,
=

rl.+, = -

N..lrd

Ijl

K,,., ....

"

(26)

for every degree of freedom available for the next

refinement and obtain the total error estimate by summation.

,,.-i,,,+,

(24a)

or
rl~,*, = 0 c . + , -

(23)

e . . i r dfZ.

Inserting (20)-(22) we can identify v/~,.t as

O'.+l =

If,

K..,.,,a(")):/K.+,..+~.

(24b)

While the form (24b) may appear more direct and has
been/dent/fled as an energy error indicator by Peano[19]
we find that the alternative form given by (24a) and
introduced by the present authors [20, 271 has a special
sign/ficance since we can avoid the computation of some
stiffness terms of the additional solution.
We stress once again that no additional solution is
required to evaluate the indicators and this can be done
by expression (24) separately for each possible new
degree of freedom INDICATING where corrections are
most desirable.

3.4 Residuals and interelement " j u m p s "

The evaluation of residuals presents no difficulties if
trial functions N~ are of such a degree of continuity as to
make the value of L N~ determinable at all points within
the domain. This in general is not the case with finite
elements where the shape functions have a minimum
continuity consistent with determination of stiffnesses in
which integration by parts has been used. For instance in
an elasticity problem the eqns (2) involve second derivafives of d/splacement (and hence of N)while C continnity suffices for determination of stiffnesses in which
only first derivatives occur. Clearly the residuals now
defined will be infinite at element interfaces and
represent Dirac 8 function.
To avoid the difficulty we divide the domain into
interior element domains f~* and element interface zones
I as shown in Fig. 9. We note that inside the element no

The hierarchical concept in finite element analysis

59

Clearly this is somewhat arbitrary but is convenient if

energy error is to be used to estimate local stress inaccuracies.
It is of interest to observe that the practical computations so far carried out show that the contribution of
the intere!ement element traction jumps (l) are in
general a major part of the estimator (viz. also Ref. [28]).
This to some extent explains the conclusion reached by
many engineers that the traction jumps at interfaces
present a reasonable estimate of stress errors. Here we
show how these are linked to energy error estimates. We
mentioned that other error estimators have been derived
and used with success. The one of most generality
is presented in Ref. [20]

Inter - element
zone I

L2"

II
Fig. 9. Interior elements and interface zones.
difficulty arises in determining such terms as

I!ehc = e~

r 2 dO +

elements

f Nr dft.

(28)

where n is a direction normal to the interface.

Consider now that part of r defined by a second
derivative
with ~ being piecewise continuous
(C). Clearly,

O2(dan:

fo

~ n~-dn = dn o

(33)

(27)

In the inter element zone which is assumed of width

--, 0 we can write

fi N;rdf~=frfo'NirdndF

(29)

in which h is the element size, p the polynomial degree

and k a constant dependent on the problem (k =conductivity in thermal part,
in plane stress, etc,).
This explicit expression is no more easy to use and
generally underestimates the error often necessitating the
use of corrective factors which asymptotically go to
unity as the error is reduced [20].
The derivation of such expressions as (33) is complex
and subject to many heuristic arguments. The basis
involves the determination of element eigenvalues and
here it is interesting to note that in fact part of the
expression (26) provides the Rayleigh estimate of such
an eigenvalue for the additional stiffness K . + t , . + l a s

Ell - v

1---L=f N2.,df~/K,+,.,l.

is simply the jump of gradients occurring between two

adjacent elements. Indeed if we denote

fo

* r dn m J

(30)

we find that J is simply the discontinuity of the tractions

occurring between adjacent elements in the direction of
the appropriate variable being considered in the equation.
We can thus replace the integral (27) as

fnNrdll=~i Nrd~+~fr NJdF

(31)

where summations are taken over all elements and all

element interfaces respectively. With arguments similar
to those leading eqn (26) the estimator can be written as

E(fN:o+ldr)(fS'-dr))/Ko.,.o.,.

(32)

It is often convenient though by no means necessary

to assign the error estimate to elements. In this case we
compute the element contribution of integrals over fV
arising in eqn (32) for each of the shape functions
involving the element. For the interfaces the evaluation
of the appropriate integrals involves only one shape
function and is done once only but the contribution is
divided equally between the two adjacent elements.

(34)

The relation between the new estimator of eqn (32)

and its predecessor will be discussed elsewhere in more
detail.
4. ADAPTIVEPROCESSES, COMPLETE REFINEMENT
AND CONVERGENCE

Strategy

4.1
A finite element solution will generally be started on a
specified mesh. This may be deemed by the analyst to be
sufficiently accurate or may represent a very crude subdivision machine generated with sufficient accuracy to
model the boundaries only. In both cases the first step of
additional computation must be the estimation of error
and if this is found sufficiently small the computation
will be terminated. Error estimators are of primary importance here.
If the error estimate is too high, further refinement is
necessary and here error indicators will tell us where
best to refine. Various strategies are here obviously
possible--in all attention turning to the degree of
freedom where indicators are largest. Some of these are
outlined below:
(1) We could for instance fix
an indicator
value 77 = ~ above which all the degrees of freedom with
higher indication would be activated;
(2) A variant of (1) would be to define the threshold
value ~ after consideration of the total error; or
(3) At each stage we could activate all degrees of
freedom which show an indicator higher than a prespecified proportion y of the maximum indicator value
and refine when "0/>, (max).

a priori

O . C . ZIENKIEV,[CZet aL

60

This third alternative has been adopted in our examples with ,/ being in the range of 0.25-0.5. Obviously,
v = 1 corresponds simply to a complete refinement of aJl
elements and is a procedure adopted in one of the
recently launched commercial programs.
In all procedures of adaptive refinement (at least with
7 < 1) we shall, after many steps, reach a situation of
nearly constant error indicators r/. If the process was
started from a good subdivi
ais stage will obviously
be reached faster than if ;
start ~s made, but the
final result is the same. At ..... ~,oint we shall make the
assertion that the mesh is optimal when a (nearly) uniform distribution of error indicator is reached. It appears
reasonable to argue that at this stage the d.o.f.'s are
placed so that for their given number the error in energy
is least. While the formal proof of this equivalence with
the early efforts of attaining mesh optimality has only
been given for a simple line element (Ref. [26, 29]) the
assertion is reasonable--and we note that whatever the
starting point the near optimal solution will always be
reached adaptively.
There are other features of this mesh optimality. It can
be shown (at least for h convergence with linear elements) that only at that stage the error estimators
become fully accurate [26, 29].
More importantly it is only at this final stage that the
full theoretical rate of convergence appears to be
reached and the effects of singularities which always
reduce the convergence rate is eliminated.
4.2 Tests of adaptive and complete refinement. Con-

vergence rates
In Fig. 10 we show an example which due to the

1.0 '~

~ ; ;

presence of singularities is an excellent lest problem

(with almost exact solution being available). Table 2
shows the efficiency of the various energy estimates and
bears out our previous assertion that the new estimator
performs well as an upper bound of error.
In the p-refinement, it should be noted that degrees of
freedom are introduced separately in x and y directions.
In Fig. 11 convergence of various processes of
refinement is shown. It will be noted that h convergence
of linear elements should show 0(h 2) energy convergence
or give a 1:I slope in the I/N-IfelIE 2 plot. This slope is
only reached asymptotically in an adaptive mesh but on a
uniform subdivision only 0.9:1 is achieved (despite the
reasonable choice of the original meshL
The situation of the adaptive approach increasing the
convergence rate is more dramatically evident in p
refinements---which adaptively reaches an almost infinite
rate.
In Fig. 12 a practical example is included. Here the
start is made with a somewhat coarse mesh of linear
elements disposed in a manner consistent with reasonable experience. The refinement is of p type and adaptively reduces the total energy error as shown.
At each stage error indicators one order higher than
highest order of approximation previously used, but the
previously unused indicators are recomputed. This allows in some elements introduction of say a cubic
refinement without introducing quadratics, etc.
Together with error estimates in energy an attempt is
made to estimate local stress errors. Here local energy
error is used for a particular element and square root of
relative energy error multiplied by the maximum stress
component gives the average element error. Performance

;
=

25.0
16 T
"8.3
"85
167

L
St~

250

I, I n i t i o L mesh ~leomet.ry, boundary and Load

conditions. = 25.8%.
$

Oy ~yOy

f~$

CL*M~L"
.. ~.,.cL

CL_,

**

Ct

Step 6 ,

a d a p t i v e h - version

II~llZE = 30.841,

= 9.8%. 4 5 2 OOF

72 DOF
'

~$
~J
..,l 3~

<-~ Quad d.o.f (x direction)

CubiC d.o.f. (x direction)
Ox CenLre q u a d r a t i c d.o.f. (x direction)
o
Oxy
CL B o u n d a r y qua d d.o,f ( k and y d i r e c t i o n )

Step 5, a d o p t i v e p - v e r s i o n 11~1t~- 3 0 9 6 3 7 ,
= 7.2%. 1 4 4 DOF

Fig. 10. Initial and adaptive meshes (h and p-refinement) for L-shaped domain. Relative error (e%).

61

The hierarchical concept in finite element analysis

Table 2. Efficiencyof the different error measures for L-shaped domain example
error 'exact'

error eit(l )

error eet(2 )

error eet(3 )
E1

I III

Complete
p-refinement

adaptive
p-refnement

7.2%

1.57

0.77

1.03

0.3

6.1%

1.49

0.74

0.88

1.4

25.3%

1.70

0,7

0,97

1.0

19Z

1.4

198

0.39

7.0%

0.62

11%

0.3

5.4%

324

0.34

6.1%

0.50

9%

0.24

4.5%

72

1.44

25.8%

2.45

41%

1.0

19%

0.97

82

1.12

20.0%

1.75

30%

0.73

13%

1.01

19.0%

l,Sb

0.65

0.89

i01

0.81

14.4%

1.13

20%

0.50

9%

0.64

12.0%

1.40

0.62

0.80

118

0.58

10.5%

0.88

15Z

0.39

7%

0.48

9.0%

1.5

0.67

0.83

144

0.40

7,2%

0.65

11%

0.30

6%

0.36

6.5%

1.6

0,75

0.90

error

estimate(2

) - error

estimate

from

( 33 )

error

estimate(3

) - error

estimate

from

( 33 ) w i t h

error/exact

corrective

//

L-Lineor elements
Q-OuoOrotic elements
C-Cul)ic elements
~U- Quortic elements

0'9~

4o./.

L,;,:,::/

o-

I. LirL,~r h - version
/
(complete)
/ . ~

..-,.

i///~

'/p/

iv

1.8

factors

(20)

error.

NDF

0.4

41%

fro~= ( 32 )

0.7

~.45

estimate

1.70

25.8%

) - error

:J

25.31

1.44

estimate(1

'

72

error

e = predicted

In the context of time stepping the hierarchical forms

have a similarity to multi-grid methods[30, 31] and here
possibility of using implicit-explicit processes[32] is
evident. The low order basic approximation could for
instance be treated in an explicit manner with the higher
order term dealt with implicitly. The practicability of
such procedures is under investigation.
In non-linear problems the advantages of hierarchical
forms are exactly the same as in linear ones. However
the problems of adaptive refinement may be greater, the
refinement need changing with the state of the problem.
Once again further research is needed.
In all such problems nothing will be lost and much
gained if hierarchical formulations are generally adopted.

2 Ouolrotie h-ver$io

5. HIERARCHICALAPPLICATIONIN TRANSIENTAND
NON-LINEARANALYSIS

6. EIGENVECTORSASHIERARCHICALVARIABLES
An extreme form of hierarchical formulation is
obviously the choice of eigenvectors of the system as the
basic variables. As is well known the choice of such
shape functions will result in a diagonal form of equations and the optimal condition for the formulation
would arise. (This indeed was the case with the Fourier
series techniques we mentioned at the outset of this
paper.)
In many solutions of dynamic problems approximate
values of such egienvectors are used (viz. Guyan-Irons
reduction techniques, etc.[14]). Similar techniques have
been used in non linear analysis with so called "reduced
basis" techniques[33, 34]. While such techniques often
call for substantial initial computation, much could be
accomplished we believe with the use of global functions
of "reasonable basis" type combined with the use of
more automatic hierarchical forms.

All the examples and discussion apply so far to

linear, static applications. What are the prospects of
achieving economy in non-linear and transient situations?
In principle the "pay off" in those areas may be
greater than in simple linear cases as computational
savings are of greater importance.

?. CONCLUDIng~MAP,KS
The objective of this paper was two fold. One, to
advocate most strongly the very general adoption of
hierarchical form and second, to address the question of
adaptive refinement and error estimation. We hope that

//
-2

4. Adoptive p
5. Acloptive h

LS"/.

I/"~D-~rsion
//
.....

(overooe st.ope I

1
-3

l
-2
LOO, I / N

-L

Fig. 11. Experimental rates of convergencefor L-shaped domain

example.

of such error estimation is less effective but is generally

consistent with maximum stress errors.

f).

r:"

C. /~IE~KiEWIC2 :'t

~IL

___.j

/ /

\,,\

.}I~/
Fig. 12aJ.

/
'

Percentage error in t o t a l energy

Exact
By estimates
By 'corrective'
J
estJmates

.<-.~.~ " ~

.....

Exact prmclpaL stress

,

/"

----~-~-~

:--

PredlCtlOfl of error

e = 20.4 (32)

-- -- ~--v-'='" T

(-)

I~L-- ___..__

!+)

Fig. 12(b).
--

Quadratic d o t

"

Fig. 'l .~{ C -) .

(x direction)

The hierarchical concept in finite element analysis

63

" Percentage error in rotor energy

"
Exoct
By estimotes
By 'corrective'
1
est~motes

I
)

~.L_--~
~'~.~'~\

I --

.....
=
~~'~

'Exoct'principal stress
Prediction of error
~ = 8.4 (32)

(*!

(-)

Fig. 12(d).

- - - C ~ i c d.o.f (x direction)
...... Q u a r t i c d o.f. ( x direction)
Ox Centre quodrotic d.I~f Ix direction)

~"

-~-Ox \ Ox ~ ,
~
t-).'~

o -- Oxy
Quoclrotics on element boufclor,es not
represented

Fig. 12(e).

!) C. ZIENKIEW[CZ ef a,1,

F~rcento(;le error in iota( enerqy

J
F~oct.
By estimotos By 'corrective
estimotes

'Exoct' princiloot stress

Prediction of error

, U~r'---._
(+)

(-)

Fig. 12(0.
Fig. 12. (a) Mesh for imtial solul~on O18 d~Fees of freedom). (b) Adaptive refinement, initialst~---solutionon

coarse linear element mesh stresses computed at I I

and smoothed. (c) Mesh for third solution (206 delprees
of freedom). (d) Adaptive refinement third ~ stnmes computed at boundary and smoothed. (e) Mesh for fifth
solution (365 degrees of freedom). (f) Adaptive refinement fifth step stresses computed at boundary and smoothed.

the reader has been sufficiently convinced at least with

regard to the first objective.
Throughout we have preferred the use of p type of
refinement due to the ease of generation of hierarchic
functions. However a word of caution has to be inserted
here. This concerns the use of very high order polynomials which may lead to local oscillation. For this
reason we have limited in general the p ~ 4 and would
recommend a start from a reasonable mesh not calling
for a higher refinement.
In future automatic serf adaptive programs it may well
be necessary to introduce both h and p refinements
simultaneously but computation problems may become
over complex.

Acknowledgements--The second author acknowledges the support of Instituto Superior Tecnico, Lisbon, Portugal, and Gulbenkian Foundation, Lisbon, Portugal, Fellowship No. 18t79/B.

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