CENTRO INTERNAZIONALE MATEMATICO ESTIVO l(C. I. M. E.

f3.

STRANG

AND

G.

FIX

A FOURIER ANALYSIS O F T H E FINITE E L E M E N T VARIATIONAL METHOD

Corso tenuto ad Erice

dal

2 7 giugno a1 7 luglio

1971

These lectures were prepared f o r a CIME Advanced Summer Institute held in 1971. ? h ' e 'first author has been supported by the Office of Naval Research and the National Science Foundation (GP - 13778), and the second by AEC Contract
7158

9 . Apologia
.This paper has been taken from a preliminary d r a f t of our book "An Analysis of t h e F i n i t e Element Method", t o be published by Prentice-Hall about the end of 1972. In this f i r s t draft w e developed the theory of

f i n i t e elements on a regular mesh, w i t h Fourier -analysis a s the principal tool, and we were able t o discuss the connections w i t h f i n i t e differerne equations and t o include a p a r t of the theory of splines. we now c a l l the "abstract f i n i t e element method".

lhis framework

In our book, the emphasis will be s h i f t e d to the "nodal f i n i t e element

methodn a s developed by s t r u c t u r a l engineers, i n which i r r e g u l a r elements a r e more the r u l e than the exception.

In t h i s case splines a r e muoh l e s s

However t h e basic theorems the f i r s t author i n

convenient, and Fourier analysis i s impossible. remain valid

- we r e f e r t o a forthcoming paper of

Numerische Mathematik on "Approximations in t h e F i n i t e Element Method". Furthermore it becomes possible to examine t h e e r r o r s due to the presence

of curved boundaries and inhomogeneous boundary data. Ve hope that the book w i l l give a reasonably complete and r e a l i s t i c treatment of t h e e s s e n t i a l f i n i t e element theory f o r l i n e a r problems, and t h a t the reader w i l l accept the present paper a s an interim report.

821

G . Strang-G. Fix

The c r u c i a l i d e a i n t h i s synthesis i s t o choose t h e b a s i s such a way t h a t t h e variati.ona1 eauations f o r t h e . v j be difference eouations. way below.

in wj t u r n out t o

The customary description of t h e r e s u l t i n g

method i s i n v a r i a t i o n a l terms, and we s h a l l introduce i t i n t h i s To think- of it a t t h e same time a s a difference scheme

w i l l require a c e r t a i n tolerance on t h e reader's p a r t , since a t
f i r s t s i g h t t h e f i n i t e element method seems t o depart a t several

points from conventional difference equations.

I n f a c t it i s J u s t

these p o i n t s which represent f o r u s t h e main contrjbutions of the\ method t o f i n i t e difference theory; they a r e innovations which could have been devised independently, but never were. Our goal w i l l be t o decide when t h e f i n i t e element method i s convergent and numerically s t a b l e , and t o estimate t h e e r r o r ,
Al-

though ne do not discuss a t t h i s point t h e i r r e g u l a r meshes and general boundary conditions which a r e met i n applications, we have t r i e d t o r e t a i n t h e mathematical e s s e n t i a l s of t h e method; t h e s e we .study i n some generality. Of course t h e ultimate question i s whether t h e f i n i t e element method i s more e f f e c t i v e than i t s competitors, namely those techniques which l i e ou$side t h e above i n t e r s e c t i o n . The evidence sugGests t h a t although difference scliemes can be constructed which require fewer operations f o r a given order of accuracy, nevertheless t h e v a r i a t i o n a l approach has an important coherence which derives from t h e f a c t t h a t , once t h e b a s i s i s chosen, t h e r e s t i s l a r g e l y automatic. This coherence seems
'Pj

t o be r c f l e c t c d i n a more regular behavior both of t h e e r r o r and of t h e user, who has othcrv:ise t o make a separate choice of f i n i t e
difference replacement f o r each term i n t h e d i f f e r e n t i a l equation

G. Strang-G. Fix

and boundary cqnditions.

Thc evidence i n t h i s comparison i s s t i l l

very l i m i t e d , however, and we s h a l l t r y t o remain n e u t r a l . The nenie we have adopted was o r i g i n a l l y chosen by engineers [ I ] , who decompose a continuous s t r u c t u r e , f o r numerical purposes, i n t o a s e t of " f i n i t e elements". mathematics i s l e s s c l e a r . The h i s t o r y of t h e underlying Both Courant [2] and p61ya [3] commented

on t h e merits, i n c e r t a i n v a r i a t i o n a l problems, of seeking ap-. proximate s o l u t i o n s which a r e l i n e a r within each ( t r i a n g u l a r ) element; accuracy i s . improved by i n c r e a s i n g t h e number of elements r a t h e r than t h e .complexity of t h e approximating functions. t h i s t r i a l space, t h e Laplace operator a c t i n g on vector v u
With

induces i t s

f a m i l i a r 5-point d i f f e r e n c e analogue, a c t i n g on t h e c o e f f i c i e n t

Such t r i a l f u n c t i o n s t h e r e f o r e make t h e Ritz method

esgeclally s i ~ p l e t o execute, and it seems very l i k e l y t h a t t h i s

idea was proposed even e a r l i e r . The development of t h e method has l e d n a t u r a l l y from p i c e c u i s e l i n e a r functions t o s p i i n e s and o t h e r piecewise polynomials of f i x e d dcgree p ; each i n c r e a s e i n p adds both t o t h e accuracy
A s usual, t h e e x t r a accuracy

and t o t h e complexity of t h e method.

i s i n i t i a l l y .worth t h e p r i c e ; b u t j u s t a s Newton1 s method i s more

popular than i t s higher-order analogues, questions of convenience soon become paramount, cubic approximants point. I n a p p l i c a t i o n s t o second-order equations, (p = 3 ) . a r e apparently c l o s e t o t h e t u r n i n g

Thc e s s e n t i a l f e a t u r e s of t h e method a r e t h e subdivision

of t h e region i n t o f i n i t e elements, and t h e choice of a so-called local b a s i s f o r t h e space of approximating f u n c t i o n s b a s i s con~posedof functions which vanish over a l l b u t

- that
tL

is, a

few elements.

G. Strang-G. Fix

W e analyze i n t h i s paper t h e case of subdivision by a regular mesh, of width functions functions variable h-30

, with

a l o c a l b a s i s constructed i n t h e
w i l l be t h e number of b a s i s functions

following systematic way. vl(~),

mi

W e s t a r t with a fixed s e t of t r i a l

...,uN(~) ; N

f o r each meshpoint.

To ensure a l o c a l basis, we i n s i s t thak t h e s e

vanish f o r l a r g e h

1x1

x by t h e mesh width

, and

r e s c a l e t h e independent

The eventual Rayleigh-Ritz

equations w i l l take t h e form of difference equations i f t h e b a s i s h functions vi, associated with each meshpoint ( jlh,. ,jnh)

..

a r e simply t r a n s l a t e s of these rescaled functions b a s i s i s thus composed, f o r each h

cDi(~/h)

The

, of

t h e functions

Of course t h e r e have t o be modifications a t boundaries. I n t h e piecevrise l i n e a r case t h e r e i s a s i n g l e parameter f o r each meshpoint, namely t h e value of t h e function a t t h a t point; thus of
N =l

The graph

v1

i s a pyramid with vertex a t t h e o r i g i n and with base

formed from t h e neighboring-triangular elements.

G . Strang- G . Fix

It should be c l e a r t h a t t h i s

cpl

and 3.ts t r a n s l a t e s span t h e space

of a l l continuous functions i n t h e plane which a r e l i n e a r within each element. I n some exemples our description (1.1) of t h e b a s i s
w i l l seem l e s s transparent than a description of t h e space i t s e l f ,

i n terms of t h e functions admitted within each element and t h e compatibility conditions across element boundaries. Nevertheless, both f o r p r a c t i c a l computations and f o r t h e general theory, t h e d e f i n i t i o n of the b a s i s i s crucial; it i s from combinations of t h a t t h e Rayleigh-Ritz-Gal-erkin p r i n c i p l e w i l l s e l e c t an approximation uh The fundamental questions f o r a numerical analyst a r e those of convergence and s t a b i l i t y :
i) k a c c u r e t e i s t h e apnroxixftc s o l u t i o n

these functions

oi,

uh

, and

ii)

how well conditioned a r e the eauations from vrhich uh i s determined numcrica.lly?

The answers can only come from t h e connections between t h e given d i f f e r e n t i a l problem, t h e t r i a l functions tpl,...,qN

, and

the W e

norms i n which accuracy and condition number a r e measured. order eh = uh

2m

want t o study these questions f o r e l l i p t i c o ~ e r a t o r s of a r b i t r ~ r y

, for

q u i t e general

with t h e spaces

-u

xS

and

I I ~

qi

, and

f o r t n e norms associated

These norms measure t h e e r r o r

and i t s d e r i v a t i v e s

of order

In1 = xuj ( s
I

i n t h e mean-square and po5.ntwise senses

respectively:

In Sobolevts notation the space 9fS is written : W

Our arguments make constant use of the Fourier"transfo?m, which operates at full strength only on problems which are either periodic, or defined on the whole of Euclidean space R "

We

are convinced that (as in the theory of elliptic differential operators) the investigation of these special problems is fundamental to the understanding of more general boundary conditions. Thus we regard the present work as a necessary first step in analyzing the wide variety of problems, with irregular meshes and boundaries, vihich are actually being solved. Fortunately,

most of the second step in the analysis is already complete;

J.-P. Aubin, follotring the work of ~ 6 and a others in the French

school, has successfully analyzed the solution of boundary problems by means of splines

In his terms, our contrifunctions to which his theory can

bution is to determine extend. the reference [ 4 ] .)

all trial

(He mention, in addition to his forthcoming manuscript, The third step is the study of more general

meshes, particularly those formed by an arbitrary triangulation of the region. This is a major point in our forthcoming book.

G . Strang-G. Fix

For problems on t h e whole space runs over t h e s e t 2 "

Rn

, the

index (jl,'.

of a l l m u l t i - i n t e g e r s

..,jn) .

i n (1.1) W e

adopt t h e d e f i n i t i o n

f o r t h e Fourier transform, where xlcl

... + xntn..

= (,...,E~)

and

xg

denotes

AS a f i r s t a p p l i c a t i o n of t h e Fourier transform,

P a r s e v a l t s formula can be used t o replace (1.2) by t h e equivalent and more convenient norm

W e f i r s t describe t h e app1ication:of t h e Ritz-Galerkin method a b s t r a c t l y , t o e l i n e a r e l l i p t i c problem on ventional i n n e r product with a b i l i n e a r form

( f , g) = /f (x) E(x) dx

R*

,.t h e problem begins

Using t h e con-

I f the coefficients

a r e bounded, t h e form

i s defined when-

ever u

and

l i e i n t h e space

7j"

t h a t is, whenever a l l lie in L ~ ( R ~ )

p a r t i a l d e r i v a t i v e s of order not exceeding m The fgrm i s c a l l e d ? ? - e l l i p t i c provided t h a t

G .Strang-G. F i x

The most familiar example is the form associated with the Laplace equation, a(ualv) = $ au ai;

au a ? ... + axn ax, dx .

As it stands this is not ??'-elliptic, corresponding to the fact that Laplace' s equation has non-zero solutions, e , g . u = constant.

To satisfy (1.4), and thereby eliminate this non-uniqueness of the

solution, we need'to add some positive multiple of the zero-order term (u,w)

An elliptic form induces the follovring variational problea: given f

, find

u in

so that

(1.5)

a(u,w)

( f , v , )

for all w

in

i p

.
the in-

This problem has one and only one solution u

, provided

homogeneous data f is such that the right side makes sense; since w ranges over %? , this places f . in the adJoint space
IC-"

, so that

The elliptic problem (1.5) can equally well be put into the more familiar opcrationcl form

G. Strang-G. Fix

For t h i s we i n t e g r a t e t h e l e f t s i d e of (1.5) by p a r t s , s h i f t i n g a d e r i v a t i v e s from w onto q D u The r e s u l t i s ( L U , ~ ) = (f,~),

which i s equivalent t o (1.6); L given by

i s t h e map from

ji)n t o u - ~

Many applications l e a d a l s o t o problems of I n such c a s e s the form of a(u,u) a

i s self-adjoint,

mininlization

and t h e minimization is

- ( f , u ) - (u,f)

l e a d s exactly t o t h e same v a r i a t i o n a l
LU = f

problem (1.5).

I n f a c t t h e operational equation

nothing but t h e x e r eauation from t h e c a l c u l u s of variations. The Ritz-Galerkin technique i s now simple and very familiar; t h e space i s replaced i n t h e v a r i a t i o n a l statement (1.5) by

a sequence of closed subspaces

sh

Thus t h e approximating uh in in

problem, w r i t t e n v a r i a t i o n a l l y , i s t o f i n d a ( uh ,wh ) = (f,wh) for a l l

sh

so t h a t

(1.7)

wh

sh

.
fdr

E l l i p t i c i t y implies the existence and uniqueness of concerned with i t s computation. problem a l s o i n t o operational form. Choosing a b a s i s

uh ; we a r e

Therefore we put t h e approximate

sh , we

expand

vh u

G . Strang-G. Fix

and compute t h e vector i n t o (1.7))

vh of unlmovrn c o e f f i c i e n t s .

Substituting

h Since t h i s holds f o r a l l c o e f f i c i e n t s wv

Thus t h e v e c t o r . vh

s a t i s f i e s t h e d i s c r e t e operational equation

where t h e e n t r i e s i n t h e coefficient matrix and t h e inhomogeneous vector a r e given by

Since a l l t h e s e e n t r i e s have t o Be calculated, e i t h e r a n a l y t i c a l l y o r by numerical quadrature, one wants a s simple a b a s i s a s possible. The use of t h e c l a s s i c a l special functions, i n o t h e r words a r e t u r n t o stage one, i s by no means obsolete; both Urabe and Clenshaw have made successful application of Chebyshev polynomials. interested, however, i n t h e b a s i s functions for'problems on R"
f ,u,

M e are if

i,J
Z"

defined e a r l i e r ;

...

t h e index

runs over
j

, whereas

a l l have period
0 ( jv < h-'

1 , we require t h a t

h-I

be an i n t e g e r I n t h i s periodic

and ' t h a t

f o r cach component of

case

sh

has f i n i t e dimension
i

N h-n

The index

assumes t h e values

1,. .,N

, so

~t is n a t u r a l

t o take t h e b a s i s functions i n groups

of

a t a time.
1 1

This p a r t i t i o n s t h e matrix

Ah

i n t o blocks of

order

,a

t y p i c a l block being

Thus t h e f i 3 i t e element r e l a t i o n

Ah vh = f h

i s a coupled system

of
ct

d i s c r e t e equations.

Normally ' t h i s system i s analogous t o D(LU) = Df

continuous one, i n which t h e o r i g i n a l d i f fe r c n t i a l equation i s coupled t o some of i t s d i f f e r e n t i a t e d forms t h e d i s c r e t e system can be formally

Lu = f

I n t h e Hernite case

recombined t o y i e l d a s i n g l e s p l i n e - l i k e equation, J u s t a s t h e Hcrmite b a s i s functions, with small support, can be combined w i t h t h e i r t r a n s l a t e s t o yield the spline basis. .

We want now t o summarize our r e s u l t s .

i n c a r h a t i o n of M.I.T.fs -Au u .= f and i t s

A more extended summary

a rehas already appeared [5] i n Studies i n Applied ~~lathematics, Journal of Mathematics and Physics. and W e

hope t h a t our discussion there-, i n terms of t h e model problem

-1-

5-

9- point d i f f e r e n c e analogues, w i l l
For t h e moment wc

be a u s e f u l supplement t o t h e present pzper.

set nsidc extensions t o eigenvnlue problems and parabolic equations,

and dcscribc our conclusions only f o r t h c problems of convergence and s t a b i l i t y s t a t e d above.

G. Strang-G. Fix ii) The problem 6f s t a b i l i t y i s t h e simpler, Hcre t h e

fundamental question i s whether o r not t h e independencc of t h e b a s i s h elements qi, i s uniform a s h e 0 ; i n L2 ,with our normalization (1.1) of t h e b a s i s elements, t h i s means

For t h i s uniform independence we f i n d t h e folloering necessary and s u f f i c i e n t condition:

I' =

t h e r e e x i s t s no n o n - t r i v i a l combination such t h a t t h e Fourier transform of

Y

ci qi

and r e a l

satisfies

(1.14)

u(so

2sj) = 0

for a l l

j e

zn

.
This i s an

qi ; only gross f e a t u r e s of t h e d i f f e r e n t i a l problem, i t s order and e l l i p t i c i t y , a r e r e l e v a n t t o t h e condition number. a t t r a c t i o n , a t l e a s t t o t h e a n a l y s t , which should not disappear

The reader w i l l n o t i c e t h a t everything depends on t h e

i n more general boundary problems.

are

For d i f f e r e n c e equations which

not

derived v s r i a t i o n a l l y , Schacfferf s poererful work [6] has

shovm how deep t h e s t a b i l i t y problem a c t u a l l y i s , even i n comparison with t h e 'corresponding question i n t h e general theory of e l l i p t i c boundary problems. be e l l i p t i c . i) Thc r a t c of -convergence of uh depends on t h e
S terminology [ 7 ] I n ~homgel

,.

(1.14) i s

ncccssary and s u f f i c i e n t f o r t h e d i f f crence equations (1.9) t o

"density" of t h e spaces

sh ; t h e r c f o r c

w e begin with a discussion

G. Strang- G . Fix

of approximation theory. t h e following form:

with error

Our main r e s u l t f o r t h e case norm, s(p

N = l

takes

smooth functions can be approximated from

sh

O(hp+l-') i n l i ~ egs xl,.

no~nialsi n

..,xn
Q

--

,if

and only i f a l l poly-

of degree ( p

can be w r i t t e n a s l i n e a r Fourier a n a l y s i s l e a d s
; i t must have zeros

cor;lb:inatlons of

and i t s t r a n s l a t e s .

t o an equivalent condition on t h e transform of order

is in

p -1- 1 a t a l l t h e p o i n t s

4 = 2nj

,j #

(0,.

.,,0)

Here

w e have assumed t h e conditions most commonly met i n p r a c t i c e r t h a t

cp

fJP

and s t a b i l i t y holds; more p r e c i s e r c s u l t s a r e proved

i n 52. With
N > 1 , the

qi

and l i n e a r combinations of t h e i r t r a n s I n fact thcre are Suppose f o r (n=1)

l a t e s may have d i f f e r i n g degrees of smoothness. important c a s e s i n which t h i s i s bound t o happen.

o.r'-.:,?
.?

thnt

sh

:is comyriscA of pccc&rise cubic functions

which have continuous f i r s t d e r i v a t i v e s a t each j o i n t .

Since t h i s

Hermite space contains t h e s p l i n e subspace,. whose elements have .continuous second d e r i v c t i v e s a s well, t h e s p l i n e b a s i s f u n c t i o n s must be combinations of t h e Hermite b a s i s ; t h e former i s i n and t h e l a t t e r only i n only t h a t t h e

??

2 (

Thus, i n t h e general case, ure a s s w e agbin we prove t h a t

s( q)

mi

are i n

vq , q(p , and

approximation of order from t h e

hP'l-S

i s p o s s i b l e i n ?lS ( f o r
p

if and only i f a l l polynomials of degree

cpi

can be produced

and t h e i r t r a n s l a t e s .

These approximation r e s u l t s a r e of course a l r e a d y known f o r many s p c c i f i c choices of

sh

\re mention i n p i r t i c u l a r t h e e a r l y

estimatcs f o r s p l i n c s by Birl<hoff, de Boor, and others; t h e approx:inationo constructcd by Aubin i n [ 8 1

, and

the detailed

G . Strang-G. Fix

treatment of multi-dimensional spline and Hermite functions in Birkhoff, Schultz, and Varga. [ 9 ] and in recent papers by Schultz (cf. [lo])

The order p+l-s of approximation, starting with a

QY

single arbitrary

, has also been

established elsewhere; in fact

this problem was so striking that it was attacked independently by di Guglielmo [U], ~abuxka[12], and the two of us. (We regret is small.)

that the order just given is chronological, although At Our o r v n contributions to the theory of approximation on possible constants in the error estimate c hPS1-s \ 1u + possible when polynomials can be manufactured from

?? with
'
J

N = 1 seem to be these: we have found the exact lower bound of

we have proved the converse result, that such an estimate is only

tp

, .

and

Obviously

this gives a special plzce to piece~iisepolynomial approximatingfunctions; they not only lead LO ~inplecu~npu-l;etions, which has until now been their real justification, but they also provide the most efficient basis from which to produce pol~momials. (Of course one may use polynomials themselves in the Ritz method, but this produces major difficulties. If monomials xJ are used as the basis, then the matrix Ah is both .hopelesslyill-conditioned and full of non-zero entries. The alternative, a basis of orthogonal polynomials, is awkward to compute numerically.) We note that our converse result was anticipated by ~051 [13], who considered' only a very limited class of app'roximating functions, and that di GuQielmo has discovered

[u] a

basis which makes Ah as sparse

as possible. Splines are optimal in one dimension, as is the pyramid function drn~mabove when n = 2 ,p = 1 "triangulates"

In general he

nn

and uses splincs whosc continuity properties

are imposcd between the triangular elements, or simplexds; this

G . Strang- G. Fix

leads to

In the,splines over rectangular elements introdued by de Boor and Birkhoff, the last factor disappears and the remaining exponents have to be increased to p + l

sh

becomes essentially a tensor

product of the one-dimensional case. at .the points

f

In either case, the zeroes

= 205

# 0 are evident.

W For approximation .in the pointvise norms' :

, the proofs

are

different but the results are the same. Here we construct an explicit approximation

C V , ~ a ~

~uasi-interpolate,by combining interpolation

with a generalized Taylor expansion:

The 6,

are those combinations of the basic functions v ,l

...,wN

which are used in the construction of polynomials up to degree P; if N

=

1 they arc suitable multiples of cpl

The estimate

G. Strang -G. Fix

then follows f o r smooth u

by comparing Taylor s e r i e s .

Again

t h i s bound i s a l r e a d y known i n s p e c i a l cases.

W e can novr s t a t e our p r i n c i p a l r e s u l t f o r problen ( i ) :
.

if

f -

5s s u f f i c i e n t l y smooth, t h e e r r o r i n e i t h e r t h e norm s a t i s f i e s

?fS

o r the

. : w

Apparently t h i s exponent for s

i s new, although i n

rfS , a t l e a s t
that the

, it

can be deduced by. v a r i a t i o n a l arguments from t h e

order of a p p r o x i l ~ ~ a t i ogiven n ~ b o v e . It 5 s rcnar!:able

e r r o r i n t h e R i t z method o f t e n i s not of t h e same order a s t h e e r r o r i n t h e b e s t a7proxiriation; t h e second expression i n well be smaller than t h e f i r s t . For t h e s p e c i a l value

r may
the

s = m

two o r d e r s autolnaticslly coincide, s i n c e e l l i p t i c i t y implies t h a t f o r any choice of t h e Ritz spaces

sh ,
inf s c sh \\u s\ltpl

h \\u u\\# 5 constant

W e always assume

p2m

, which

t o g e t h e r with s t a b i l i t y i s necessarx

and s u f f i c i e n t f o r t h e f i n i t e el.ement method t o succeed; t h i s

a p p l i e s t o eigenvalue p r o b l e G a s well. of t h e minimal degfce .p=m r e c a r d l e s s of

W e note t h a t f o r s p l i n e s and

, the

error i s in

i s only

0(h2)

~ ( h )in 0 = L 2 (R n ) ?l

Our proof of t h e e r r o r estimate (1.17) i s severely c l a s s i c a l ; w e regard (1.8-1.9) a s inducing a f i n i t e d i f f e r e n c e scheme and This allows us t o t r e a t t h e

estimate t h e l o c a l t r u n c a t i o n e r r o r . non-reflexive spaces

WE , which i n v a r i a t i o n a l arguments a r e
h Furthernore, t h e l o c a l e r r o r i s well-defined

avrkvard a t best; of course Sobolev's imbedding theorems may be used t o deduce pointwise estimates, b u t t h e c o s t i n powers of i s unacceptably high.

even i n t h e absence of g l o b a l p r o p e r t i e s l i k e e l l i p t i c i t y ; our technique should extend f o r example t o p a r a b o l i c and hyperbolic operators. It may a l s o be used t o j u s t i f y "Richardson extrapolation", Be n o t e t h a t

which i s a u s e f u l t o o l f o r i n c r e a s i n g t h e accuracy.

t h e order of t h i s l o c a l e r r o r i s normally t r i v i a l t o compute, by a comparison of Taylor expansions; b u t f o r a system of

c q ~ ~ ~ t ; o ?tz h,i n i s no 3or.ger so.
N

difference

W e cannot r e s i s t p o i n t i n g t o a r a t h e r paradoxical consequence of our estimates. derivatdves of u It i s concerned with t h e approximation of

, in

v~hichRitz methods a r e generally thought

t o be superior; they provide s o l u t i o n s which can be d i f f e r e n t i a t e d a n a l y t i c a l l y , whereas more conventional d i f f e r e n c e schemes y i e l d only mesh functions. However, ~hom&e has shown [ l b ] t h a t t h e order of accuracy i s not reduced when t h e s e mesh functions a r e differenced, while our p r e s e n t estimates (which a r e b e s t p o s s i b l e ) imply t h a t t h e accuracy i s . g e n e r a l l y decreased by each d i f f e r e n t i a t i o n and f i n a l l y disappears, The paradox e n t e r s i n t o t h e f i n i t e u at

element method, which i s both a Ritz system and a d i f f e r e n c e scheme: appprently t h e d e r i v a t i v e s of by differentiating uh

+ ,

should not be computed xo a s the center

, but

r a t h e r by regarding

G . Strang.-G. Fix

of an h-mesh and applying a n a c c u r a t e d i f f e r e n c e o p e r a t o r !

fortunately f o r t h e theory,

Un-

round-off e r r o r gener.ally r e v e r s e s

t h i s recommendation. One f u r t h e r problem, of obvious i n t e r e s t b u t questionable importance, i s t h i s : among a l l d i f f e r e n c e schemes c o n s i s t e n t

with a given d i f f e r e n t i a l equation, v;hich can b e produced by t h e f i n i t e elemcnt method? Certainly not a l l , since self-adJoint
(L = L+ 0) l e a d o n l y t o s e l f -

n o n n e g a t i v e - d e f i n i t e problecls

ad j o i n t n o n n e g a t i v e - d e f i n i t e f i n i t e element equations Furthermore, t h e inhomogeneous d a t a

f

(fib =

L 0)

e n t e r s t h e X i t z eauations,

n o t through i t s v a l u e s a t meshpoints, b u t through t h e i n t e g r a l s

f'pj

T h i s smoothing b e & r s on a remark of Zlamal [15]

, which

we discussed w i t h IJidlund and :4orton, t o t h e e f f e c t t h a t v a r i a t i o n a l

e r r o r bou.nds r e q u i r e fewer deri-.ratives o f standard f i n i t e d i f f e r e n c e estirnstes.
f

t h a n so:ne of t h e

W e n o t e t h a t Herbold,

S c h u l t ~ jand Varga [ 16J have observed how t h e u s u a l numerical quadratures of t h e s e i n t e g r a l s l e a d t o familf a r 4 , ~ ' f e r e n c e schemes. I f we c o n s i d e r only t h e l e a d i n g term -uxx

f o r second-crder

equations i n one dimension, a complete answer i s p o s s i b l e :

all

consistent self-adjoint nonnegative-definite difference matrices can b e produced. p r o p e r t i e s of The proof dcpends on t r a n s l a t i n g t h e s e a c t i o n i s t y p i c a l l y given by

, whose

i n t o p r o p e r t i e s of i t s symbol

G. Strang- G. F i x

The correspondcnce is a familiar one: Consistency <=> a(e) Self-adjointness <=> a

=

e2

o ( 0 3 ), so that a(~) = a( (0) = 0

is real

Non-negativity <=> a(0)

for all

The dj,er-~iesz theorem allorvs us to facsor such a nonnegative trigonometric polynomial into

Now we let cp

be the piecewise linear function which vanishes

for x ( 0 and has slope gives C P j

x = M

Bj in
cp

<x<

Consistency at
0

= 0

, so

that

returns to the value 0

For larger x we keep it zero, so that

satisfies it vanishes

the csscntial condition for the finite element method: outside a conpact set. Comparing coefficients of

eiee in (1.19)~

the Ritz-Galcr1;in coefffcients are indeed the a

Unhappily, the result we have just proved is misleading; the proper analoee of the differential equation Lu simply the explicit system vh = fh

f is Instead it is the
=

not

combination of this system with the expansion (1.18), expressing

uh

in tcrrnn of the given basis for

sh ; in

our context this

cxpnnsion is

G. Strang-G. F i x

Suppose we consider only t h e values points

uh(kh)

assumed a t t h e mesh-

x = kh ; these values a r e t h e components of a v e c t o r h O n t h i s mesh t h e previous equation vhich we denote by u

becomes

where t h e e n t r i e s i n t h e matrix Altogether, then, data

f

B~

a r e t h e values

ri(k-J)

uh

i s computed from t h e inhomogeneous

by solving

by t h e This i s t h e i m p l i c i t f i n j . t e d t f f c r e n c e eouation cle~l-ved

f i n i t e element method; it i s t h e t r u n c a t i o n e r r o r a s s o c i a t e d with

this equation

which y i e l d s an estimate of

uh

-u .

There i s a

s i m i l a r equation corresponding t o every choice of h-mesh i n t h e plane; our matrix

B~

r e f e r s only t o t h e mesh through t h e o r i g i n ,

Thus t h e f i n i t e elcment method i s f i n a l l y exposed a s a family of d i f f e r e n c e equations, each an i m p l i c i t system of

N

equations

but othcrv:j.se more o r l e s s convcntionsl, and a l l descended from t h c common a n c c s t o r s

c p . ,l

..,vN .

G.Strang- G. Fix

9 2.

Approxir,m.L;ion

I n t h i s s e c t i o n w e s h a l l i s o l a t e those conditions on t h e
f i n i t e elemcnt spaces
approximation.

sh

which determine t h e accurrtcy of

Althou~) th ~e proofs a r e r a t h e r technPcal, t h e S t a r t i n g with a consider ap-

c o n d i t i o n s thexselves @ r c remarkably simple. s5.n;:l.s function in

(?

, that

i s with

N = 1

, we

pro;.frnal;ion

?lS by

expansions of t h e form

'P j nunbe]- of elements, vre a s a w e t h a t

I n ordcr that each

s h a l l be non-zero within on1.y s . finite

p

vmishes f o r large

1x1

This property of conpact support ensures t h a t

n i n l ~ i x , s i n c c a l l prociucts
eve:.:

i s a band

v ! : W

a r e i d e n t i c a l l y zero vhenW e let

?la
C

1 j-kl
. (

i s sui'f'icicatly l a r g e .

denote t h e

spncc.? of Punctions with co:npact support whose d e r i v a t i v e s of

orc!cx

lic in

L2
q

.;

i n many a p p l i c a t i o n s t h e d e r i v a t i v e s

of order l e s s than

v ; i l l be contlnu.ous, and t h e

q th
vrriting

d e r i v n t i v e s p i eceivise c o n t i ~ ~ u o u s . W e adopt %he standard n o t a t i o n f o r x u l t i - i n t e g e r s ,

j ,

Z:

...

f o r clcments of

zn
j

and

a,$,

...

for. e l e n e n t s o$ uv

Thus each component

i s an integer,. each

is a

non-negative int.eger; and

G. Strang- G. Fix

> p -

i f and only i f each

a ,

2 P,

.
t h e range

The range of surnnztion i s understood t o bc

zn , and

of i n t c c r a t i o n i s
TiiEORFki I.

R"

, when
m

nothing i s s a i d t o t h e contrary.

Suppose

is i n

?fz .

Then t h e following

conditions a r e equivalent:
(5.)

v ( ~# ) 0

, but

co

has zeros of order a t l e a s t 27.2" :

p+1

n . t t h e o t h e r p o i n t s of

(ii)

for

l a 1

, ) ,

?!p-kl

ja cp(t-J)

is a polynomial i n

tl'

...,tn
(iff) h

jczn

with l e a d i n g terrn f o r each

-*

eta , C #

in

t h e r e a r e weights

that as

wh S

such

The c o n s t a n t s Proof.

cs

and

a r e independent of

( i =

This equivalence, l i k e much of t h e a n a l y s i s

l a t e r i n t h i s paper, depends on t h e Poisson f o r r ~ u l a : t h e

G. Strang- G. Fix

vnlucs of a function

on t h e l a t t i c e
A

zn

a r e connected with 2azn by

those of i t s Fouricr transform

on t h e l a t t i c e

If

Y'

has compact support, t h e f i r s t swn involves only a f i n i t e

number of terms,. and t h e secolld i s absolutely convergent. a Applied t o t h e function Y(x) = x ~ ( t - x ) , this y i e l d s

Suppose f i r s t t h a t ( i ) holds. terms on t h e r i g h t s i d e with

j

Then f o r any

l a 1 (p

, the

# 0 a l l vanish.

Therefore we

have only t o compute t h e contribution from

j = 0 :

The leading term i s c l e a r l y required.

eta , with

C = $(o)

# 0 as

NOVI we supposc t h a t ( i i ) ho1d.s.

Taking

a = 0

, this

means from (2.4) t h a t

i s a non-zero constant function. for

j

A Therefore ~ ( 0# ) 0

# 0

.
a = (1,0,.

A ,m ( 2 ~ j )=

Next we considcr

..,0) ; t h e

r l g h t s i d e of (2.4) i s

G . Strang-G. Fix

{lccording to (ii) this is a polynomial, and therefore this time

we

have

A arn/asl

( 2 1 . j ) = 0 for ' j # 0

Proceeding in the seme remaining

way, in order of increasing a conditions in (2.1)

(i) =

, we,establish the

.
Parseval's formula, into inequalities for

> (iii)

Our first step is to convert the inequalities

(2.2) and (2.3)

, by

Fourier transforms. We note first that

Therefore the transform of C wh vh is

We denote the function in braclrets by Wh ( 5 ) it has period

C/11

2r/h

in each variable
F ,

zy

, and

remark that

Thus if we let stability condition

denote t-hecube - ~ / h <

_I h/h

, the

(2.3) on the weights becomes

Using the definition (1.3) of the cctiinnte (2.2) is converted into

us

norm, the required

G . Strang- G. F i x

(2.7)

nn

lu(5)

- vh(5)$(h?) 1
s a t i s f y i n g these conditions, we f i r s t choose

To construct coefficients

wh
a ,

la1

5p

so t h a t

Recalling t h a t

6(0) #

by ( i )

, we

begin with

Then each remaining

is

chosen t o make t h e Pth derivative

= 0

of t h e l e f t s i d e of (2.8) vanish a t only t h e a t h derivative of r u l e 3etermines the

qa

I n f a c t , since
q = 0

i s non-zero a t

, this

i n order of increasing

by

N o w we choose the weights

(2.9)

wh

so t h a t % ( h ~ )i ~ n t h e period cube
C/h

wh(5) = b ( 5 ) la19

The s t a b i l i t y condition (2.3) i s s a t i s f i e d , s i n c e

in C/h

1 ~ (~ cIGI 1

(kle s h a l l denote a l l constants i n t h e following c .) Therefore Ve have t o show t h a t t h e i n t e g r a l s

estimates by

G.Strang-Gy Fix

are a l l bounded by

c h2(p+1-s)l/ u 2 \ / ~ ~ W + e ~begin with

,

L C

J 16(5)121hz12(pi1-s)(l+lr,12)Sh5 s i n c e lhc,l C/h

( r

For

o u t s i d e 'C/h

, we

notice t h a t

Ih%l 2 1 ; t h e r e f o r e

In

we use t h e p e r i o d i c i t y of

wh

t o change variables:

G. Strang-G. Fix

To show that the sun in this integral is O( 1 h< 1 2p+2)

A

, we

expand cp ,in s Taylor'series around 2 ~ jj since by condition

(i) it has a

p+l-fold zero there, there is only the usual

remainder t e n

The evalu~tionpoint

O j = 0j(h<)

lies on the line between

C/h

2sj and 28j+h6 ; since 5

is in

Therefore the sum in (2.10) is bounded by cl hs1 2D+2 ~(5) ,where -

To bound thcorcm:

S uniformly in 5
E

we apply first the Paley-W5.ener and its derivatdves are

?fE

A inlplies that g

entire functions of exponential type, and that for any s ( p they satisfy

The thcory of entire functions allows us to estimate the sums

S

in tcrlns of thc integral

St

, as

long as the evaluation

G. Strang-G. Fix

p o i n t s a r e s u f f i c i e n t l y vrell spaced; t h i s i s a straightforward

extension of

heo or em 6.7.15 i n Boas [17]

21rj

I n our case

always l i e s i n t h e cube centered a t

2~

, with

' j

s i d e s of l e n g t h

, and

vre do g e t

S(2) ( c

S u b s t i t u t i n g back i n t o (2.10)

( i i => ( i )

A t t h i s s t e p we use, not t h e f u l l s t r e n g t h

of '(iii)

, but

only t h e . f a c t t h a t approximation i n defined by

?fp

is

possible f o r t h e particular function U

( 1
A

i n the b a l l

B = (111 5

11

'(')
Since U (2.11)
E

outside

J3

9lP"

, (iii)
J

provides I\$~( 1 ~C ) S I

wh

such t h a t

5 constant

C/h

I f we consider t h e s e two i n t e g r a l s only over $(gh) = Q(0)

, where

~ ( h ) , it follows t h a t

G . Strang-G. Fix

Appealing again to the crucial constraint (2.11), we must ]lave

$(o)

$0.

Next we consider (2.12) over R"

- C/h , where

0 :

J#O C / h
'

l~~(~)$(h; + 2vj) I

' ( l + l-lYdt

(periodicity of W)

for 'every j # 0

Therefore

Comparing each power of h

wc

in turn, and recalling (2.11),

conclude that ~~$(2vj) = 0 for

la1 ( p

,j#

.
impl lest function

Remark 1 . In one dimension, n = 1

, the

which has the zeros required by condition (i) is the.one which ceneratcs the local -basis for splines of degree -p :

Furthermore, any

which s a t i s f i e s .(i)

i s a multiple of

6P '

where E

i s a s u i t a b l e e n t i r e function.

Thus every such cp

which may o r may not be a piecewise polynomial, can be found

a I f n > 1 (or N > 1) P ' no such common d i v i s o r e x i s t s , but condition (i)should make 1-b
from convolution with t h e "B-spline" possible t o i d e n t i f y a l l u s e f u l bases. W e have learned t h a t t h i s condition vras known mcch e a r l i e r t o Schoenberg; it appears i n h i s fundamental paper [18] a s t h e condition f o r a smoothing formula t o map onto i t s e l f t h e space of polynomials of degree The Poisson formula, which i s t h e c r u c i a l connection between transforms an p

zn

and

R"

, also

f i g u r e s i n t h e valuable

recent work of Bramble and H i l b e r t 1191 Remark 2.

Theorem I d i f f e r s a l i t t l e from t h e r e s u l t In t h e

s t a t e d i n t h e introduction, where we assumed ' s t a b i l i t y but gave weaker forms f o r t h e conditions i n t h e theorem. t h i r d condition, f o r exemple, t h e weaker statement imposed no r e s t r i c t i o n (2.3) on t h e weigizts; given t h e s t a b i l i t y condition (1.14), however, t h i s r e s t r i c t i o n i s automatic. polynomials

In t h e second

condition, we assumed no p a r t i c u l a r form f o r t h e expansion of

only t h a t they could somehow be represented a s and i t s t r a n s l a t e s , e.g.

combinations of

G . Strang-G. Fix

We, t h e r e f o r e want t o show t h a t s t a b i l i t y f o r c e s these weights presentation (2.14) unique; t h e only rcpresent.ation of tllc zero .function has a l l weights zero. vect4r ev ' i n t h e
t,,

- t o be equal.

The r o l e of s t a b i l i t y i s t o make any r e Novr .we use t r a n s l a t i o n

invariance, s h i f t i n g both s i d e s of (2.14) through the. u n i t direction:

By uniqueness

p j-ev

= Pj

for a l l

j and

, and. t h e

weights

a r e equal

For an expension

t h e same argument gives s h i f t i n g through el

o S-e, we add

= oj

for

v = 2,. ..,n

; after

1 t o find

Uniqueness now gives

uo

jlp

, .so t h a t

This means t h a t t h e l a s t sum i s a polynomial of t h e form required by ( i i ) t t h e induction i s obvious. Thus t h e statement i n t h e introduction may be rcgarded a s a corol.lary t o Theorem I Remnrk.3.

Thc condition G(0) # 0 i s i n general not s , if the necessary f o r clpproximation t o be possible i n ?I

G . Stkang-G. Fix

r e s t r i c t i o n (2.3) on t h e weights i s removed. example t h a t origin. n = 1 , and

tp

Suppose f o r a t the p

has a zero of o r d e r
p

Then i f (2.1) holds with

W~

replaced by h-'

+
W e

one can c o n s t r u c t ireights holds.

of order

such t h a t (2.2)
A

A converse of t h i s r e s u l t is, a l s o poqsible.

( I

emphasize tha,t i n such a s i t u a t i o n t h e transform at

vanishes Therefore

all

2nd

, and

(1.14) i s s a t i s f i e d a t

so

= 0

t h e associated Rite-Galerkin system w i l l be & e r i c a l l y s t a b l e , and such a choice of Remark 4.

y

un-

i s t o be avoided.

Theorem I can be made much more p r e c i s e i n a (These refinements may be o f l i t t l e

number of d i r e c t i o n s .

i n t e r e s t t o t h e s e n s i b l e reader, who wants to. .get on with t h e p l o t ; he can s a f e l y disregard Thcorem It. ) show t h a t t h e exponent pkl-s b e s t p o s s i b l e f o r any u f 0

First, we can

in t h e e r r o r estimate (2.2) i s

, and

f i n d t h e infinum of constznts

c s f o r which t h i s estimate holds. Second, we note t h a t t h e A smoothness of y ' a n d t h e order of t h e d e r i v a t i v e s . o f tp

which vanish a t t h e p o i n t s 27rj were s p e c i f i e d i n Theorem I

by t h e same i n t e g e r
p

This r e l a t i o n i s t h e most e f f i c i e n t

I n p r a c t i c e , anc! consequently t h e most common, but t h e r e i s n o . a n r i o r i reason why t h e two i n d i c e s must agree. folloiring we allovr rp where
.q
q (p

Insthe i n W:

t o be l e s s smooth, say 'cp

.
cp

There i s n o a s e i n permitting e x t r a smoothness, Third, we

>

, since

t h e e s t i n ~ o t e sa r e n o t improved. r a t h e r than assunling it.

strengthen t h e converse p a r t of t h e theorem by deducing t h i s smootlmess of

A f u r t h e r generalization,' which Ire s h a l l forego, i s t o

give estimates a l s o i n f r a c t i o n a l and negative norms.

In

f a c t t h e reader can v e r i f y t h a t such r e s u l t s follow d i r e c t l y from our proofs5 t h e norm (1.3)

, involving
s
p f 2

t h e Fourier t r a n s W e a l s o omit any

form,applics equally well t o a l l r e a l discussion of ' L ~ estimates f o r

,m

The more p r e c i s e version of Theorem I i s T H E O R E M 1 ' . For any i n t e g e r s p

q

, the

following

conditions a r e equivalent: (I)

rp

l i e s i n :(?

, {(o) #

, and

(ii)

. cp

lies in

1~:

, and

for

la1

(p

ja * ( t - j)

i s a polynomial Xn

term

eta , c + o .
u in
XP+l

tl ,.

..,tn

, the
&th

function

leading

(iii) f o r each h+O

J

i s a d i s t r i b u t i o n with compact support, and t h e r e a r e weights

wh

such t h a t a s

The exponent every u

pi-1-s p

i s b c s t p o s s i b l e . f o r every

and

,if

i s t h e l a r g c s t i n t e g e r f o r which ( i )

G. Stran.g:G. Fix

holds.

I n one dimension, t h e g r e a t e s t lower bound of possible

constants cs i s

With' n

>

1 t h e l a s t f a c t o r becomes

where " :a
w

i s t h e d e r i v a t i v e of order
Cs

p+l

i n the direction
Q

(This constant

i s computed i n [Mlfor several

;)'

M e must emphasize t h a t we have estimate (2.2) holds, with know only t h a t f o r every u range h cs = Cs

not

established t h a t t h e

, for

each h ; vre

<

b(e,u)

i n ?ip+l , it w i l l hold i n some a r e i n f a c t nothing

Our constants Cs

b u t t h e constants involved i n approximating polynomials of degree p+l

Ve know from condition ( i i ) i n Theorem I t h a t p can 'be reproduced exactly, and any smooth function w i l l Therefore it should be no u

t h e polynomials of degree

t h e point i s t h a t f o r small h resemble a polynomial l o c a l l y . t h e telms of degree p+l function u

s u r p r i s e t h a t t h e e r r o r . i s asymptotically a t t r i b u t a b l e t o i n a l o c a l Taylor expansion of

I n f a c t we make t h e f o l l o v i n g conSecture:

f o r every snooth

of one variable, t h e r a t i o of e r r o r i n b e s t

approximation in constant Cs

~ ' ' ~ h

~\fl~u)) approaChes this kame L

This means that the constents Cs are a very useful criterion for the comparison of two different finite element ) functions cp (given that they have the same value of p
j

the constants are relevant not just to some extreme choice of

u

, but

rather to all choices. With n

>

, the situation
be a tiny subset namely

seems to be essentially the samej there of u

A

for which the asymptotic constant exceeds Cs

those with u supported away from the optimal direction w

(We hope to show elsewhere that this conjecture extends also to ripproximation in the ,maximumnorm.) 'Novr we consider the approximation problem when the space is generated by several functions p l . h case there are N unknowns viJJ i lJ...JN
S "
; :

...,*

In this

, to be

computed at each meshpoint from the finite element equations vh = fh

The merit of such an extension'is to make high

accuracy p possible.xvithreiatively.sLmple functions cpi

their support can be small, so that frequently the required inner products are easier to compute and boundary conditions simpler to match, and they can have additional interpolating propcrtics. each In the one-dimensional Hermitc case, for example,

vi

is supported on the interval [-1,1]

, and the

1-1 st

is the only one of the first N - 1 derivatives to be non-zero

G. Strang-G. Fix.

at the origin. This means that the quantities vi,j

which

satisfy the finite element equation have physical significance in themselves, as the "displacement", "slope", "stress", etc. of the approximate solution at the meshpoint x has been found very attractive by users.
=

jh

This

TIEOREM 11.

Suppose

" , ... e r " ,N

in ?lz

Then the

following conditions are equivalent:

(i)

there are linear combinations Pa

of the q i which

satisfy (2.194
A

~~(= 0 la, ) y0(2nj)

= 0

for j #

for all j E z n , 1 s l a 1 L p

(ii) there are linear combinations Y , satisfy

of the cpi

which

(iii) for each u that for s = D , l , .

in ?tP+l there,areweights w

. .q,

i, j

wch

G. Strang- G. Fix

Remark 5 .

Babuska has asked us whether t h e following

condition on t h e ' (iv) ql,.

vi

i s equivalent t o those i n Theorem 11:

0

t h e r e i s a f i n i t e l i n e a r combination and t h e i r t r a n s l a t e s

of

..,%

via

which s a t i s f i e s t h e

conditions imposed' i n t h e case I?.= 1 : ~ ~ f i ( 2 r= j )0 f o r "la1 ( p

(2.23)

,j #

W e s h a l l prove t h a t
t h e simpler case

( i ) => ( i v ) => ( i i i )

, so

t h a t Babuska's

i n s i g h t allolvs t h e reduction of many 'N-dimensional p r o b l e m t o

N = 1

W e note t h a t t h e t r a n s l a t e s admitted

i n . ( i v ) a r e t h e functions

It i s obvious t h a t ( i v ) => ( i i i ) : i f t h e function s a t i s f i e s t h c conditions of Theorem I, then combinations

G. strang-G. Fix

C w?
J .

oh can be used t o
To prove t h a t
Jy-l 5 P
J

approximate

u a s required i n (2.21-22).
e l e t t, 191, denote t h e unique such t h a t

( i ) => ( i f f ) p

, we

polynomialof degree for

jointlyin

..., e

Then we define t h e required

C l by giving i t s Fourier transform:

Since t, Y, l a t e s of

i s t h e trznsform of a f i n i t e combination of t r a n s -

Y ,

, this

n i s indeed a f i n i t e l i n e a r combination
and W e i r t r a n s l a t e s .
t,

of t h e o r i g i n a l qi

By t h e p e r i o d i c i t y of t h e

which by (2.lga) equals one i f To v e r i f y (2.23) of a product:

j = 0

and zero otherwise.

, we

use t h e Leibniz r u l e f o r . t h e d e r i v a t i v e

G..Strang-G. Fix

replacinp, a

by

-P .
h

This vanishes, by t h e fundamental

Ya

property (2.19~)of t h c

, 2nd

condition (iv) i s verified.

j= 0

W e note t h a t (2.23) holds even f o r

1 ( In1 ( p

, when

Tnus t h e

qa

which were constructed i n t h e

~ i - o o fof Theoren I reduce -to boa u

, when

rve a r e approximating

by combinations of t h e functions

".
h

W e t u r n now from t h e mean-square zpproximation. of a f u n c t i o n

and i t s d c r i v a t i v c s t o t h e problem of p o i n t a i s e approximation.

The l a t t e r i s c r u c i a l nwncrically, even th0up.h t h e origfr:al d i f f e r e n t i a l problem ( e . ~ .t h a t of minimizing a quadratic f u n c t i o n a l ) l e s d s more n a t u r a l l y t o t h e former. tv:o p toqcthcr.

It i s a

funda!ncntal orovcrty of Lhe f i n i t e elernent method t h a t t h e

GO

By t h i s vie mean not only t h a t t h e order

o r t h e b a s t approximetion i s t h e sane i n t h e t m

nonns, a s t h e next theorem shov~s, but a l s o t h a t t h e o r d e r of t h e a c t u a l approxi?nntion by t h e Ritz-Galerkin function

r
uh

G. Strang-G. Fix

i s t h e same i n both norms. of p+l-s and 2(p+l-m)

This exponent

i s t h e smaller

.
cpi

The following estimate includes known r e s u l t s f o r spline approximation, i n t h e special case of equally spaced knots. Splines a r e t y p i c a l of many important choices of t h e t h a t t h e i r derivatives of some order
q

,in

have jump discontiunities;

( I n t h e spline w e note t h a t t h i s leaves them s a f e l y i n W ; case, q i s the. degree of t h e polynomial i n each interval, and coincides h%th t h e accuracy exponent T H E O R E M 111. Then i f Suppose p .) s a t i s f y t h e conditions of
q

Q1,...,vN

t h e previous theorem, and have bounded derivatives of order

i t follows t h a t

Proof. part of x/h i n powers of

W e write
and

x=kh+ th

, where

i s the integral
O l t v < l

l i e s i n t h e u n i t cube

Expanding

G . Strang-G. Fix

We know from the s t a r t that uI1 cannot be c l o s e r to u than the optimal

h approximation from the space S o, r: w and 11.

Therefore the e r r o r , measured i n H~

will be a t best of the o r d e r hptl-s determined i n Theorems I The question i s whether the approsimation produced by the finite Thcre i s no a p r i o r i reason
(3 i n

clement is actually of this optimal o r d e r .

why this should always be so; i n fact, if we fix

H~ and i n c r e a s e the
It exceeds

o r d e r 2m of the equation, t h e r e i s every reason to think otherwise. s e e m s unlikely that the e r r o r in 14' would stay of o r d e r p

+ 1 until m

p, a t which point cp would no longer lead to admissible t r i a l functions and

the method would collapse. Therefore we anticipate that tlie o r d e r of

accuracy will depend on m a s a c l l a s p and s . Thc c o r r e c t o r d e r can in fact he d e t e r ~ ~ l i n e over d the range
0
Q

s 4 m by an elegant variational argument which me lkarned from

Marlin Schultz. A special but still typical c a s e of this argument h a s been published by Nitsche ( 2 1 1 , and Aubin has shown us all alternative route to the s a m e result. We begin with the fundamciltal result (cf. Varga 1221) that i n the case s

= m, the c r r o r uh

- u i s indeed of the optimal o r d e r hp t l -m

Repeating the standard a r g u -

allowcd by Lhc approximation theorems.

equations (1. 5) and (1. 7) that ment, we deduce from the v a r i a t i o ~ l a l a(uh

- u, wh ) = (f, wh ) 2 -ullHm

h (f, w ) = h

o
-u)

1 1. h for a l l w ~n s

(2.31)

Therefore by ellipticity plluh

6 ~ e a ( u " u,u

G. Strang-G. Fix
ior a l l w
h

h Cancelling the f i r s t i a c t o r on thc right, and choosing w

a s the optimal approximation to u,

p 1-1 IIerc we ticed u i n 13 i n o r d e r l o apply T h e o r e m s I and 11, and t h e r e fore we a s s u m e that f l i c s in Hp'1-2m. If i is l e s s smooth, the e s t i It i s t o the e s t i m a t e

m a t e s of this section a r e not difficult t o r e v i s e .

(2.32)that we m a y apply o u r calculation i n Theorem I' of the m i n i m a l constant C m i n approximation.

Now we give Schultz's a r g u i l ~ c n t for s

< m. I t begins with t h e

adjoint problem LQv = g, which i s equivalent to the variatioilal equation

'm a(y, v) = (y, g) f o r a l l y i n N

(2.33)

Again the cllipticjty of a guarantees a unique solution v f o r g i n H - ~ , and i u r t h e r ~ n o r c that

Taking y = ul' h (U h . i o r a l l w in

U,

u, and recalling (5. I ) ,

11 g) = a ( u

- u,

I)

= a(uh

- u, v - wh ) .

(2.35)

sh.

Therefore

I(u"-u,E)~

K~~u''-uII~~~~h v -llHm w

(2.36)

To e s t i m a t e the l a s t t e r m , we choose wh a s the b e s t Hm a p p r o x i m a ~ i o n t o v, and appeal to T h c o r c m s I and 11:

r
iipf 1 4 2m-s (2.37) i f p f l > Z m - s
I1

G. Strang-G. Fix

(In tLc second c a s e we reduced p t o 2m

- s r - 1 before applying the

approximation theorems; if t h e i r hypotheqes hold f o r a given p they

certainly hold for a s m a l l e r on;. ) Substituting @.32)and@:37) into ( 2 . 3 6 )

and using ( 2 . 3 4 ) , we have

r = min(p

+ 1 - s, 2(p + 1 - in)) .

(2.38)

Now a s g r u n s over thc unit b a l l i n I - I - ~ , the s u p r e m u m of the left side is exactly the n o r m of uh e r r o r estimate i s T h e r e f o r e the finai - u i n t h e d u d space H ~ .

We notice that with s = m the f i r s t expression i n r is the s m a l l e r , and

r =p

+ 1 - rn in agreement with

(2.32).

G . Strang-G. Fix

C. C , Zienkiewicz, "The f i n i t e element method i n s t r u c t u r a l and continuum mechanics, " London: McGraw-Nil1 (1967)

R. Courant, "Variationel methods f o r the s o l u t i o n of problems of e u i l i b r i m znd vibrations," Bull. Amer. Math. Soc. 49, 1-23?1943)

f i n i e s c j u i peut fournir des bornes superieures ou i n f e r i e u r e s , " Comptes Hendus 235, 995-997 (1952)

G. Polya, "Sur une i n t e r p r e t a t i o n de l a mcthode cles differences

J. P. Aubin, "Behavior of t h e e r r o r of . t h e approximate

solutions of boundary value problems f o r l i n e a r e l l i p t i c operators by Galerkin's and f i n i t e difference methods," Rem. Sem. Mat. Pado-ra.

G. Fix and 6 . Strang, "Fourier analysis of t h e f i n i t e elernent method i n Ritz-Galerkin theory," Studies i n Appl. Math. 48, 265-273 (1969)

D. Schaeffer, "Approxination of e l l i p t i c boundary value problemllby difference equations; I. Factorization of t h e symbol, J. Functional Analysis 1970.

V. Thomee, " E l l i p t i c difference operators and D i r i c h l e t ' s

problem," Contr. Diff. Eqns. 3, 301-324 (1964).

dea operateurs d i f f e r e n t i a l s , I' Bull. Soc Math. Prance, Memoire 12 (1957).

J . P. Aubin, "Approxim9tion des espaces de d i s t r i b u t i o n s e t

G. Birkhoff, M. H. Schultz and R. S. Varga, "Hermite i n t e r polation i n one and more v a r i a b l e s with applications t o p a r t i a l d i f f e r e n t i a l equations, " Elmer. Math., 11, 232-256 (1968)

M. II. Schultz, "Rayleigh-Ritz-Galerkin methods f o r multi-

dimensional problems,

"

SUM Numer. Anal. 6, 523 -538 (1969)

F. DiGuglielmo, "Methode des elements f i n i s : une famille dlapproximations des espaces de Sobolev par l e s t r a n s l a t e s de p-fonctions," Manuscript, 1970.

I. Babuska,

"Approximation by H i l l functions,

''

t o appear.

J . J. Goel, "Construction of basic functions f o r numericAl u t i l i z a t i o n of R i t z l s method," Numer. Math. 12, 435-447 (1968). V. Thomee,"On t h e convergence of difference quotients i n
)I.

e l l i p t i c problems," Univ. of Maryland, Note BPI-537 -(1968).

Zlamal, "On the. f i n i t e el ernent method, " Numer. Math. 12, 394-!+09 (19.58)

G. Strang-G. Fix

. Varga, "Quzdrature [16] R. J. lierbold, M. H. Schultz, and R. S schemes for the numerical ,solution of boundary value problems by variational techniques, Aequationes Mathenaticae 3, 96-119 (1959). .

[1.7] R. Boas, :Entire functions," New York, Academic Press (1954).

[18] I . 3. Schoenberg, "Contributions to the problem of approximation of eauiclistant dcta by analytic functions, Parts A and B.," Quart. Appl. ihth. 4, 45-99>112-141 (1946).
[lg]
3. H. Bramble, and S . R. Hilbert, "Bounds for a class of

linear functionals with applications to Hermite interpolation." Numer Mathematik.

r2.01 G. Strang, "The finite element method and approximation theory,

Numerical Solution of Partial Differential Equations I1 (SYI'TSPADE), Academic Press, 1971. [21] J. Nitsche, "Ein Kriterium fur die auasi-optimilifat des Ritzschen verfahrens," Numer. Math. .11, 346-348 (1968).
1221

R. S. Varga, 'Hermite interpolation-type Ritz methods for

two-point boundary value problems," in: "Numerical solution of partial differential equations," 3. H. Bramble, Ed., New York: Academic Press, 365-373 (1965).