Decoupled finite element methods for a fourth-order exterior differential equation
Abstract.
This paper focuses on decoupled finite element methods for the fourth-order exterior differential equation. Based on differential complexes and the Helmholtz decomposition, the fourth-order exterior differential equation is decomposed into two second-order exterior differential equations and one generalized Stokes equation. A family of conforming finite element methods are developed for the decoupled formulation. Numerical results are provided for verifying the decoupled finite element methods of the biharmonic equation in three dimensions.
Key words and phrases:
fourth-order exterior differential equation, decoupled finite element method, Helmholtz decomposition, finite element exterior calculus, conforming finite element method2010 Mathematics Subject Classification:
58J10; 65N30; 65N12; 65N22;1. Introduction
This paper focuses on exploring decoupled discrete methods for the fourth-order exterior differential equation on a bounded polytope (): given with , find and satisfying
(1) |
where is the exterior derivative, is the codifferential operator, and
The exterior differential equation (1) is related to the Hodge decomposition [4, 6, 7]
where means the kernel of the codifferential operator . When , applying the operator to equation (1) will induce .
Some examples of problem (1) are listed as follows.
Since conforming finite elements typically require high-degree polynomials and supersmooth degrees of freedom [15, 14, 23], we will consider decoupled finite element methods for the fourth-order exterior differential equation (1) in this paper.
Applying the framework in [12] to the de Rham complex
with , we derive several Helmholtz decompositions
and decouple problem (1) into two second-order exterior differential equations and one generalized Stokes equation: find , , , and such that
(5a) | ||||
(5b) | ||||
(5c) | ||||
(5d) | ||||
(5e) | ||||
(5f) | ||||
for any , , , and . |
The decoupled formulation (5) covers many decoupled formulations in literature: the decoupled formulation of the biharmonic equation in two and three dimensions in [25, 26, 12, 19] and the decoupled formulation of the quad-curl problem in three dimensions in [12, Section 3.4].
The decoupled formulation (5) is more amenable to designing finite element methods and fast solvers. Conforming finite element methods of the decoupled formulation (5) with and , i.e. biharmonic equation in two dimensions, are shown in [12, Section 4.2]. A low-order nonconforming finite element discretization of the decoupled formulation (5) with and , i.e. the quad-curl problem in three dimensions, is designed in [11]. The decoupled formulation of the biharmonic equation in two dimensions is employed to implement the -conforming finite element methods using -conforming finite elements in [1], and design fast solvers for the Morley element method in [25, 18, 28]. Based on nonconforming finite element Stokes complexes, nonconforming finite element methods of the quad-curl problem in three dimensions in [27, 29] are equivalent to nonconforming discretization of the decoupled formulation (5), which is also helpful for developing efficient solvers. We refer to [19, 33, 2] for different splitting formulations rather than the decoupled formulation (5).
Both (5a)-(5b) and (5e)-(5f) are second-order exterior differential equations, which can be discretized by finite element differential forms in [21, 22, 4, 6, 7]. We focus on designing finite element methods for the generalized Stokes equation (5c)-(5d). We use as the shape function space to discretize , trimmed finite element differential form to discretize and to discretize . The resulting finite element method can be regarded as the generalization of the MINI element method for Stokes equation in [5, 8]. Error analysis is present for the decoupled finite element method. It’s worth mentioning that the error estimate for is optimal when , while the error estimate of for the MINI element method of Stokes equation is suboptimal [5].
The rest of this paper is organized as follows. Section 2 focuses on a decoupled formulation the fourth-order exterior differential equation. A family of decoupled conforming finite element methods are designed in Section 3. Finally, in Section 4, we conduct numerical experiments to validate the theoretical estimates we have developed.
2. A decoupled formulation
We will decouple the fourth-order exterior differential equation into two second-order exterior differential equations and one generalized Stokes equation in this section.
2.1. Notation
Let () be a bounded and contractible polytope. Given integer and a bounded domain , let be the standard Sobolev space of functions on . The corresponding norm and semi-norm are denoted by and , respectively. Set with the usual inner product . We denote as the closure of with respect to the norm . In case is , we abbreviate , and as , and , respectively. We also abbreviate and by and , respectively. For integer , let represent the space of all polynomials in with the total degree no more than . Set for . Let be the space of functions in with vanishing integral average values. For a space defined on , let be its vector version. Denote by the diameter of . We use to denote the unit outward normal vector of , which will be abbreviated as if not causing any confusion.
We mainly follow the notation set in [4, 6, 7]. For a -dimensional vector space and a nonnegative integer , define the space as the space of all skew-symmetric -linear forms. For a multilinear -form , its skew-symmetric part
is an alternating form, where is the symmetric group of all permutations of the set , and denotes the signature of the permutation . The exterior product or wedge product of and is given by
where is the tensor product. It satisfies the anticommutativity law
An inner product on induces an inner product on as follows
where the sum is over increasing sequences and is any orthonormal basis. If the space is endowed with an orientation by assigning a positive orientation to some particular ordered basis, the volume form is the unique -form characterized by for any positively oriented ordered orthonormal basis . The Hodge star operator is an isometry of onto given by
We have
A differential -form is a section of the -alternating bundle, i.e., a map which assigns to each an element , where denotes the tangent space to at . For a space defined on , let be the space of all -forms whose coefficient function belongs to . Notice that . The norm and semi-norm are extended to space , and inner product to space . Define
where is the exterior derivative, and the codifferential operator is defined as
(6) |
Denote by the subspace of with vanishing trace. We can identify and as and , respectively. The spaces and are to be interpreted as the trivial space for , whereas is to be interpreted as . We will abbreviate the Sobolev space as when if not causing any confusion.
For sufficient smooth -form and -form , it holds the integration by parts
(7) |
For -dimensional face of , we have
Let be the Koszul operator mapping to , then for a contractible domain it holds the decomposition [6, 4]
(8) |
This implies . Set . We have and . For a -form , with . If not causing any confusion, we will use to represent for -form .
Let be a regular family of simplicial meshes of , where . For , denote by and the set of all subsimplices and all interior subsimplices of dimension in the partition , respectively. For a simplex , we let denote the set of subsimplices of dimension . For a subsimplex of , let be the set of all simplices in sharing . Denote by the union of all the simplices in the set . For integer , define with
Let for be the -orthogonal projection operator.
In this paper, we use “” to mean that “”, where is a generic positive constant independent of , which may have different values in different forms. And equivalents to and .
2.2. The variational formulation
Let . The weak formulation of problem (1) is to find and such that
(9a) | ||||
(9b) |
Lemma 2.1.
2.3. The decoupled variational formulation
We will apply the framework in [12] to decouple the variational formulation (9) into lower order differential equations.
Recall the de Rham complex [17, 6, 4]
(10) |
which is exact on the contractible domain . Applying the tilde operation in [13], the de Rham complex (10) implies the exact de Rham complex
(11) |
where . We understand . With the de Rham complex (11), we build up the following commutative diagram
(12) |
Lemma 2.2.
Let . We have
(13) |
and Helmholtz decompositions
(14) | ||||
(15) | ||||
(16) |
where means the orthogonal direct sum.
Proof.
Due to the Poincaré inequality, is an inner product on the quotient space , by Riesz-Fréchet representation theorem [10, Theorem 5.5], which implies is isomorphic. Then
Recall the Hodge decomposition [6, 4]
(17) |
Hence it follows
A mixed formulation based on the commutative diagram (12) is to find such that
where . By introducing the new variable , the unfolded formulation is to find such that
(18a) | |||||
(18b) |
According to the Helmholtz decomposition (14), we can set and with and . Then the formulation (18) is decomposed as follows [12, Section 3.2]: find , and such that
We further employ the Lagrange multiplier to deal with the constraint in the quotient spaces and , which induces the following variational formulation: find , , , and such that
(19a) | ||||
(19b) | ||||
(19c) | ||||
(19d) | ||||
(19e) | ||||
(19f) | ||||
for any , , , and . |
Lemma 2.4.
Let . The complex
(20) |
is exact.
Indeed, complex (20) is a distinct representation of the following complex
(21) |
Thanks to complex (20), we can regard as a generalized divergence operator, and problem (19c)-(19d) as a generalized Stokes equation.
Next we analyze the well-posedness of the decoupled formulation (19), and show its equivalence to the variational formulation (9). The well-posedness of problem (19a)-(19b) and problem (19e)-(19f) follows from the Poincaré inequality [4, 6]. Then we focus on the well-posedness of the generalized Stokes equation (19c)-(19d).
For simplicity, introduce bilinear forms
Clearly, we have
Lemma 2.5.
Let . For satisfying for all , we have the coercivity
(22) |
where .
Proof.
Lemma 2.6.
Let . For , it holds the inf-sup condition
(23) |
Proof.
Theorem 2.7.
Let . The generalized Stokes equation (19c)-(19d) is well-posed. The mixed formulation (19) and the variational formulation (9) are equivalent. That is, if is the solution of problem (19a)-(19b), is the solution of problem (19c)-(19d), and is the solution of problem (19e)-(19f), then , , , , and satisfies the variational formulation (9).
Proof.
When , the generalized Stokes equation (19c)-(19d) becomes the following Poisson equation: find such that
which is obviously well-posed. For , by applying the Babuška-Brezzi theory [8], the well-posedness of the generalized Stokes equation (19c)-(19d) follows from the coercivity (22) and the inf-sup condition (23).
Therefore, the weak formulation (9) of the fourth-order problem (1) is decoupled into two second-order exterior differential equations (19a)-(19b), (19e)-(19f) and one generalized Stokes equation (19c)-(19d), which is more amenable to designing finite element methods and fast solvers.
Example 2.8.
Taking , we get the decoupling of the biharmonic equation (2): find , , and such that
Such a decoupling of the biharmonic equation in two and three dimensions can be found in [25, 26, 12, 19], which is employed to design fast solvers for the Morley element method in [25, 18, 28]. We refer to [33] for a different decomposition.
Example 2.9.
Example 2.10.
Taking , we get the decoupling of the fourth-order div problem (4): find , and such that
Remark 2.11.
By applying the integration by parts to and , the formulation (19) is equivalent to find , , , and such that
(24a) | ||||
(24b) | ||||
(24c) | ||||
(24d) | ||||
(24e) | ||||
(24f) |
for any , , , and . The decoupled formulation (24) is related to complex
rather than complex (21). The numerical methods for the biharmonic equation in [19] are based on the decoupled formulation (24) with and .
3. Decoupled finite element methods
We will develop a family of conforming finite element methods for the decoupled formulation (19) in this section, where the finite element pair for the generalized Stokes equation can be regarded as the generalization of the MINI element for Stokes equation in [5, 8].
3.1. Conforming finite element pair for generalized Stokes equation
We first construct conforming finite element spaces for the generalized Stokes equation (19c)-(19d). To discretize with , for simplex and integer , we take
as the space of shape functions, where is the bubble function, and are the barycentric coordinates corresponding to the vertices of . When , by , we have
When , . For , it holds
The degrees of freedom (DoFs) are given by
(25a) | ||||
(25b) | ||||
(25c) |
Thanks to the decomposition (8), DoF (25c) can be rewritten as
The DoFs (25a)-(25b) and the first part of DoF (25c) correspond to the DoFs of Lagrange element.
Lemma 3.1.
Let . The DoFs (25) are unisolvent for space .
Proof.
Both the number of DoFs (25) and are for the case and . In all other instances, the dimensions are described by
Define the -conforming finite element space
When , and , is exactly the MINI element space in [5, 8] for Stokes equation. For , let
Set and . We have the short exact sequences [21, 22, 4, 6]
(26) |
(27) |
(28) |
Let and be the bounded projection operators devised in [3, 16], then for . Define and as
Then and are also bounded. We will abbreviate and as , and and as , if not causing any confusions. We have (cf. [3, 16])
(29) |
(30) |
(31) |
(32) |
We next introduce a Fortin operator based on DoFs (25) as follows:
Remark 3.2.
Let . Since DoF (25c) includes the moment , we have for .
Applying the integration by parts, we have from the definition of that
(33) |
Lemma 3.3.
Let . Let with . We have for and that
(34) |
Proof.
We present the discrete coercivity in the following lemma.
Lemma 3.4.
Let . For satisfying for all , we have the discrete coercivity
(35) |
To prove the discrete inf-sup condition, we first establish an -stable decomposition of space with the help of .
Lemma 3.5.
Let . For , these exist and such that
Proof.
Lemma 3.6.
Let . It holds the norm equivalence
(36) |
Proof.
We are now in a position to derive the discrete inf-sup condition.
Lemma 3.7.
Let . For , it holds the discrete inf-sup condition
(37) |
3.2. Decoupled discrete methods
Now we propose a family of finite element methods for the decoupled formulation (19) with : find , , , , and such that
(38a) | |||||
(38b) | |||||
(38c) | |||||
(38d) | |||||
(38e) | |||||
(38f) | |||||
Here and for . |
Theorem 3.8.
For , the decoupled finite element method (38) is well-posed, and , .
Proof.
Both (38a)-(38b) and (38e)-(38f) are the mixed finite element methods for second-order exterior differential equations, whose wellposedness follows from the exactness of complexes (26)-(27).
When , the discretizaiton (38c)-(38d) is a conforming finite element method of the Poisson equation, which is well-posed. For , by applying the Babuša-Brezzi theory [8], the well-posedness of the mixed finite element method (38c)-(38d) follows from the the discrete coercivity (35), and the discrete inf-sup conditions (37).
Example 3.9.
Example 3.10.
3.3. Error analysis
Next we present the error analysis of the decoupled finite element method (38).
Lemma 3.12.
Proof.
Subtract (38a)-(38b) from (19a)-(19b) to get the error equations
(43) | |||||
(44) |
Take in error equation (43) to get the Galerkin orthogonality
(45) |
Then it holds from (29) and (32) that
Thus, (39) is true. Choosing in (43), we acquire from (45), the discrete Poincaré inequality and (29) that
Hence, it follows
Lemma 3.13.
Proof.
Remark 3.14.
We will use the duality argument to estimate . Consider the dual problem: find and such that
(51) |
We assume problem (51) has the regularity
(52) |
When is a convex polytope in two and three dimensions, the regularity (52) holds for (cf. [30, 20]). By , there exists a [17] such that
(53) |
Lemma 3.15.
Proof.
Applying the integration by parts, we get from the error equation (48), the error estimate (34) of and the error estimate (31) of that
On the other side, by error equation (47), (53), error equation (43), (34) and (32),
Therefore (54) follows from the last two inequalities, regularity (52) and (46). ∎
Theorem 3.16.
4. Numerical results
In this section, we will numerically test the decoupled finite element method (38) for in three dimensions, i.e. problem (1) is the biharmonic equation. Let be the unit cube, and the exact solution of biharmonic equation be
The load function is analytically computed from problem (1). We utilize uniform tetrahedral meshes on .
Numerical errors of the decoupled finite element method (38) with are shown in Table 1 and Table 2. From these two tables we can see that , , and , which agree with the theoretical estimates (46), (54) and (57)-(58).
rate | rate | |||
---|---|---|---|---|
1.30759E01 | 9.92045E01 | |||
5.04489E02 | 1.3740 | 4.34958E01 | 1.1895 | |
1.42827E02 | 1.8206 | 1.33687E01 | 1.7020 | |
3.67529E03 | 1.9583 | 3.52141E02 | 1.9246 |
rate | rate | |||
---|---|---|---|---|
1.69698E+00 | 1.10196E+01 | |||
7.45455E01 | 1.1868 | 6.38092E+00 | 0.7882 | |
2.29390E01 | 1.7003 | 2.83386E+00 | 1.1710 | |
6.04572E02 | 1.9238 | 1.37843E+00 | 1.0397 |
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