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H(curl2\text{curl}^{2})-conforming quadrilateral spectral element method for quad-curl problems

Lixiu Wang1,    Weikun Shan2,    Huiyuan Li3,    and    Zhimin Zhang4
Abstract.

In this paper, we propose an H(curl2)H(\text{curl}^{2})-conforming quadrilateral spectral element method to solve quad-curl problems. Starting with generalized Jacobi polynomials, we first introduce quasi-orthogonal polynomial systems for vector fields over rectangles. H(curl2)H(\text{curl}^{2})-conforming elements over arbitrary convex quadrilaterals are then constructed explicitly in a hierarchical pattern using the contravariant transform together with the bilinear mapping from the reference square onto each quadrilateral. It is astonishing that both the simplest rectangular and quadrilateral spectral elements possess only 8 degrees of freedom on each physical element. In the sequel, we propose our H(curl2)H(\text{curl}^{2})-conforming quadrilateral spectral element approximation based on the mixed weak formulation to solve the quad-curl equation and its eigenvalue problem. Numerical results show the effectiveness and efficiency of our method.

Key words and phrases:
H(curl2)H(\text{curl}^{2})-conforming, quadrilateral, spectral element method, quad-curl problem
2000 Mathematics Subject Classification:
65N35, 65N30, 35Q60
1Beijing Computational Science Research Center, Beijing 100193, China. Email: [email protected].
2School of Science, Henan University of Technology, Zhengzhou, Henan, 450001, China. Email: [email protected]. The research of this author is supported in part by the National Natural Science Foundation of China (NSFC 11801147) and the Fundamental Research Funds for the Henan Provincial Colleges and Universities in Henan University of Technology (2017QNJH20).
3State Key Laboratory of Computer Science/Laboratory of Parallel Computing, Institute of Software, Chinese Academy of Sciences, Beijing 100190, China. Email: [email protected]. The research of this author is supported in part by the National Natural Science Foundation of China (NSFC 11871145 and NSFC 11971016) and National Key R&D Program of China (No. 2018YFB0204404).
4Beijing Computational Science Research Center, Beijing 100193, China; and Department of Mathematics, Wayne State University, MI 48202, USA. Email: [email protected]; [email protected]. The research of this author is supported in part by the National Natural Science Foundation of China (NSFC 11871092, NSFC 11926356, and NSAF U1930402).

1. Introduction

Quad-curl problems, including the Maxwell’s transmission eigenvalue problem (MTEP) [22, 6] and the resistive magnetohydrodynamic (MHD) [10, 32], have received increasing attention in recent years. The transmission eigenvalue problem plays an important role in qualitative approaches for the inverse scattering theory for inhomogeneous media, while MHD models have widely used in thermonuclear fusion, plasma physics, geophysics, and astrophysics [10]. It is meaningful and urgent to design highly efficient and accurate numerical methods for quad-curl problems. By the way, singularities of the quad-curl problem were analyzed in [16, 30].

In contrast to second-order curl problems, limited work has been done on numerical methods for quad-curl problems. Initially, numerical methods with various nonconformity/mix techniques, such as nonconforming finite element methods [32], discontinuous Galerkin methods [10], weak Galerkin methods [21], mixed finite element methods [19, 20, 14, 25, 31, 30, 23], and the Hodge decomposition method [4, 3], were proposed to solve quad-curl problems as well as their related eigenvalue problems. Indeed, H(curl2)H(\text{curl}^{2})-conforming methods were unavailable for quad-curl problems until recently. In [29], H(curl2)H(\text{curl}^{2})-conforming finite elements were first proposed over parallelograms and triangles with their convergence analysis being carried out both theoretically and numerically. Although incomplete polynomials are adopted to reduce the number of basis functions, this conforming method still has 24 degrees of freedom (DOFs) on each parallelogram element. In addition, even for the lowest order H(curl2)H(\text{curl}^{2})-conforming element, the construction of the Lagrange type basis functions are very complicated, which prevents the implement for higher-order elements. In another recent work [26], in order to solve quad-curl eigenvalue problems, a family of H(curl2)H(\text{curl}^{2})-conforming finite elements over triangles are constructed using complete polynomials of total degree 4\geq 4 with at least 3030 DOFs on each element. More recently, by introducing continuous and discrete de Rham complexes with high order Sobolev spaces, Hu et al. discovered in [11] that the simplest rectangular finite element possess only 8 DOFs. Until now, there is no H(curl2)H(\text{curl}^{2})-conforming finite elements designed for general quadrilateral meshes and no systematic way to construct H(curl2)H(\text{curl}^{2})-conforming elements of arbitrarily high orders. This paper is then motivated by the desire of H(curl2)H(\text{curl}^{2})-conforming elements of an arbitrarily high order over arbitrary convex quadrilaterals.

As one of the most important high order methods, the spectral element method was first introduced by Patera [17]. In analogy to pp- and hphp-finite element methods, spectral element methods inherit the high-order convergence of the traditional spectral methods, while preserve the flexibility of the low-order finite element methods [12]. There is abundant literature addressing spectral/hphp element approximations for second-order electromagnetic equations (see [2, 7, 28, 13, 15, 27, 5] and the reference therein), which validates the superiority of spectral/hphp element methods over low order methods. However, no efforts have been reported in literature on H(curl2)H(\text{curl}^{2})-conforming spectral element methods up to now. Indeed, more stringent continuity requirements should be imposed on H(curl2)H(\text{curl}^{2})-conforming spectral elements than H(curl)H(\text{curl})-conforming elements, which hinder the progress on the construction of the H(curl2)H(\text{curl}^{2})-conforming basis functions, especially those over quadrilaterals.

The aim of the current paper is to construct hierarchical H(curl2)H(\text{curl}^{2})-conforming basis functions on general quadrangulated meshes, and then to propose an efficient quadrilateral spectral element approximation for solving quad-curl problems directly. Similar to C1C^{1}-conforming basis functions [12], H(curl2)H(\text{curl}^{2})-conforming basis functions can be divided into vertex modes, edge modes, and interior modes. The interior modes are constructed such that their tangential components and their curls are zeros along every edge. The edge modes involve eight one-dimensional trace functions constituted of function values and curls on four edges. For each edge basis function, all trace functions but one vanish identically. Inspired by [29], the vertex modes on a quadrilateral adopt 4 DOFs determined by their curls at four vertices.

Based on the de Rham complex, we first introduce quasi-orthogonal polynomial systems for vector fields on the reference square with the help of generalized Jacobi polynomials of indexes (1,1)(-1,-1) and (2,2)(-2,-2). Their tangent and curl traces along four edges are then explored. Accompanying the bilinear mapping from the reference square to each quadrilateral element, we introduce a contravariant transformation between vector fields on the reference square and those on the physical quadrilateral, which preserve their tangent components along edges up to some constants and their curls up to the Jacobian of the bilinear mapping. This characteristic gives us a quick and easy construction of the interior modes and the tangent edge modes on a physical element from those vectorial polynomial basis on the reference square whose curls are zero along four edges. The curl edge modes on the physical element are then derived by simply multiplying the corresponding vectorial polynomial basis on the reference square. While vertex modes are also technically set up by using those vectorial polynomial basis belonging to Q2,3×Q3,2Q_{2,3}\times Q_{3,2} on the reference square. We note that basis functions on a quadrilateral will reduce to those on a rectangle whenever the quadrilateral falls into a rectangle. It is then not surprise that the simplest element has 8 DOFs on a quadrilateral just as the simplest element on a rectangle. With the help of our H(curl2)H(\operatorname{curl}^{2})-conforming spectral elements, we finally propose an efficient and direct quadrilateral spectral element method to solve the quad-curl problems.

The rest of the paper is organized as follows. In Section 2 we list some function spaces and notations. H(curl2)H(\text{curl}^{2})-conforming spectral elements over arbitrary quadrilaterals are defined in Section 3. Special attention is paid to those over parallelograms or rectangles. Section 4 is devoted to the technical derivation of our H(curl2)H(\text{curl}^{2})-conforming spectral elements. In Section 5, we propose the H(curl2)H(\text{curl}^{2})-conforming spectral element method to solve the quad-curl problem with the divergence constraint on the basis of its mixed weak formulation. In Section 6, numerical examples are presented to verify the correctness and efficiency of our method. Some concluding remarks are finally given in Section 7.

2. Preliminaries

2.1. Notations

Denote by 0\mathbb{N}_{0}, \mathbb{N} and \mathbb{R} the collections of non-negative integers, positive integers and real numbers, respectively. Let Ω2\Omega\subset\mathbb{R}^{2} be a convex Lipschitz domain, and 𝒏\bm{n} be the unit outward normal vector to Ω\partial\Omega. We adopt standard notations for Sobolev spaces such as Hm(Ω)H^{m}(\Omega) or H0m(Ω)H_{0}^{m}(\Omega) with the norm m,Ω\left\|\cdot\right\|_{m,\Omega} and the semi-norm ||m,Ω\left|\cdot\right|_{m,\Omega}. If m=0m=0, the space H0(Ω)H^{0}(\Omega) coincides with L2(Ω)L^{2}(\Omega) equipped with the norm Ω\|\cdot\|_{\Omega}. We shall drop the subscript Ω\Omega whenever no confusion would arise. We use 𝑳2(Ω){\bm{L}}^{2}(\Omega) to denote the vector-valued Sobolev spaces L2(Ω)2L^{2}(\Omega)^{2}. Further we denote by m,n(Ω)\mathbb{Q}_{m,n}(\Omega) the bivariate polynomial space of separate degrees at most mm and nn.

Let 𝒖=(u1,u2)𝖳{\bm{u}}=(u_{1},u_{2})^{\mathsf{T}} and 𝒘=(w1,w2)𝖳{\bm{w}}=(w_{1},w_{2})^{\mathsf{T}}, where the superscript 𝖳{\mathsf{T}} denotes the transpose. Then 𝒖×𝒘=u1w2u2w1{\bm{u}}\times{\bm{w}}=u_{1}w_{2}-u_{2}w_{1} and ×𝒖=u2xu1y\nabla\times{\bm{u}}=\frac{\partial u_{2}}{\partial x}-\frac{\partial u_{1}}{\partial y}. For a scalar function vv, ×v=(vy,vx)𝖳\nabla\times v=(\frac{\partial v}{\partial y},-\frac{\partial v}{\partial x})^{\mathsf{T}}. We denote (×)2𝒖=××𝒖(\nabla\times)^{2}\bm{u}=\nabla\times\nabla\times\bm{u} and define

H(curl;Ω)\displaystyle H(\text{curl};\Omega) :={𝒖𝑳2(Ω):×𝒖L2(Ω)},\displaystyle:=\{\bm{u}\in{\bm{L}}^{2}(\Omega):\;\nabla\times\bm{u}\in L^{2}(\Omega)\},
H(curl2;Ω)\displaystyle H(\text{curl}^{2};\Omega) :={𝒖𝑳2(Ω):×𝒖L2(Ω),(×)2𝒖𝑳2(Ω)},\displaystyle:=\{\bm{u}\in{\bm{L}}^{2}(\Omega):\;\nabla\times\bm{u}\in L^{2}(\Omega),\;(\nabla\times)^{2}\bm{u}\in\bm{L}^{2}(\Omega)\},

whose norms are defined by

𝒖H(curls;Ω)2=i=0s(×)i𝒖Ω2\left\|\bm{u}\right\|^{2}_{H(\text{curl}^{s};\Omega)}=\sum_{i=0}^{s}\|(\nabla\times)^{i}\bm{u}\|_{\Omega}^{2}

with s=1, 2.s=1,\,2. The spaces H0s(curl;Ω)(s=1, 2)H_{0}^{s}(\text{curl};\Omega)(s=1,\,2) are defined as follows:

H0(curl;Ω):={𝒖H(curl;Ω):𝒏×𝒖=0onΩ},\displaystyle H_{0}(\text{curl};\Omega):=\{\bm{u}\in H(\text{curl};\Omega):\;{\bm{n}}\times\bm{u}=0\;\text{on}\ \partial\Omega\},
H0(curl2;Ω):={𝒖H(curl2;Ω):𝒏×𝒖=0and×𝒖=0onΩ}.\displaystyle H_{0}(\text{curl}^{2};\Omega):=\{\bm{u}\in H(\text{curl}^{2};\Omega):\;{\bm{n}}\times\bm{u}=0\;\text{and}\;\nabla\times\bm{u}=0\;\;\text{on}\ \partial\Omega\}.

2.2. Generalized Jacobi polynomials

We introduce some generalized Jacobi polynomials which play an important role in constructing the H(curl2)H(\text{curl}^{2})-conforming elements. For any α,β>1,n0\alpha,\beta>-1,\ n\in\mathbb{N}_{0}, denote Jnα,β(ζ)J_{n}^{\alpha,\beta}(\zeta) as the nn-th classic Jacobi polynomial with respect to the weight function (1ζ)α(1+ζ)β(1-\zeta)^{\alpha}(1+\zeta)^{\beta} on [1,1][-1,1]. Various generalization have been introduced to allow α\alpha and/or β\beta being negative integers [8, 9, 24]. In this paper, we use the following generalized Jacobi polynomials:

(2.1) Kn1,1(ζ)={1ζ2,n=0,1+ζ2,n=1,ζ214Jn21,1(ζ),n2.Kn2,2(ζ)={(1ζ)2(2+ζ)4,n=0,(1ζ)2(1+ζ)4,n=1,(1+ζ)2(2ζ)4,n=2,(1+ζ)2(ζ1)4,n=3,(ζ214)2Jn42,2(ζ),n4.\displaystyle{K}^{-1,-1}_{n}(\zeta)=\begin{cases}\dfrac{1-\zeta}{2},&n=0,\\[5.0pt] \dfrac{1+\zeta}{2},&n=1,\\[5.0pt] \dfrac{\zeta^{2}-1}{4}J_{n-2}^{1,1}(\zeta),&n\geq 2.\end{cases}\qquad{K}^{-2,-2}_{n}(\zeta)=\begin{cases}\dfrac{(1-\zeta)^{2}(2+\zeta)}{4},&n=0,\\[5.0pt] \dfrac{(1-\zeta)^{2}(1+\zeta)}{4},&n=1,\\[5.0pt] \dfrac{(1+\zeta)^{2}(2-\zeta)}{4},&n=2,\\[5.0pt] \dfrac{(1+\zeta)^{2}(\zeta-1)}{4},&n=3,\\[5.0pt] \left(\dfrac{\zeta^{2}-1}{4}\right)^{2}J_{n-4}^{2,2}(\zeta),&n\geq 4.\end{cases}

It is readily checked that {Kn1,1:n2}\{K^{-1,-1}_{n}:n\geq 2\} and {Kn2,2:n4}\{K^{-2,-2}_{n}:n\geq 4\} coincide, up to a constant, with the generalized Jacobi polynomials defined in [8, 18], while {Kn1,1:0n1}\{K^{-1,-1}_{n}:0\leq n\leq 1\} and {Kn2,2:0n3}\{K^{-2,-2}_{n}:0\leq n\leq 3\} are exactly Lagrange and Hermite interpolating basis functions on [1,1][-1,1], respectively. More precisely, for n0n\in\mathbb{N}_{0},

(2.2) Kn1,1(1)=δ0,n,Kn1,1(1)=δ1,n,\displaystyle K^{-1,-1}_{n}(-1)=\delta_{0,n},\qquad\quad K^{-1,-1}_{n}(1)=\delta_{1,n},
(2.3) ζlKn2,2(1)=δl,n,ζlKn2,2(1)=δl+2,n,0l1.\displaystyle\partial_{\zeta}^{l}K^{-2,-2}_{n}(-1)=\delta_{l,n},\qquad\partial_{\zeta}^{l}K^{-2,-2}_{n}(1)=\delta_{l+2,n},\qquad 0\leq l\leq 1.

Besides, it holds that

(2.4) Kn1,1(ζ)=n12Kn10,0(ζ),n2,\displaystyle K^{-1,-1}_{n}{}^{\prime}(\zeta)=\dfrac{n-1}{2}K^{0,0}_{n-1}(\zeta),\quad n\geq 2,
(2.5) Kn2,2(ζ)=n32Kn11,1(ζ),n4,\displaystyle K^{-2,-2}_{n}{}^{\prime}(\zeta)=\dfrac{n-3}{2}K^{-1,-1}_{n-1}(\zeta),\quad n\geq 4,
(2.6) K02,2(ζ)=3(1+ζ)(ζ+1)4,K12,2(ζ)=(1+ζ)(3ζ+1)4,\displaystyle K^{-2,-2}_{0}{}^{\prime}(\zeta)=\dfrac{3(-1+\zeta)(\zeta+1)}{4},\quad K^{-2,-2}_{1}{}^{\prime}(\zeta)=\dfrac{(-1+\zeta)(3\zeta+1)}{4},
K22,2(ζ)=3(1ζ)(ζ+1)4,K32,2(ζ)=(ζ+1)(1+3ζ)4,\displaystyle K^{-2,-2}_{2}{}^{\prime}(\zeta)=\frac{3(1-\zeta)(\zeta+1)}{4},\quad K^{-2,-2}_{3}{}^{\prime}(\zeta)=\frac{(\zeta+1)(-1+3\zeta)}{4},
(2.7) Kn1,1(ζ)=n12(2n1)(Jn0,0(ζ)Jn20,0(ζ)),n2.\displaystyle K^{-1,-1}_{n}(\zeta)=\dfrac{n-1}{2(2n-1)}\left(J^{0,0}_{n}(\zeta)-J^{0,0}_{n-2}(\zeta)\right),\quad n\geq 2.

Hereafter, we use the notation to denote ζ\partial_{\zeta} when there is no confusion.

2.3. Continuity across H(curl2)H(\text{curl}^{2})-conforming elements

We introduce the following lemma which shows the request of the continuity across the cells’ edges of the H(curl2)H(\text{curl}^{2})-conforming elements. It has great significance for constructing the basis functions.

Lemma 2.1.

[29] Let K1\text{K}_{1} and K2\text{K}_{2} be two non-overlapping Lipschitz domains having a common edge Λ\Lambda such that K1¯K2¯=Λ\overline{\text{K}_{1}}\cap\overline{\text{K}_{2}}=\Lambda. Assume that 𝒖i=𝒖|KiH(curl2;Ki),i=1,2{\bm{u}}_{i}=\bm{u}|_{K_{i}}\in H(\mathrm{curl}^{2};\text{K}_{i}),i=1,2, and define

𝒖={𝒖1,inK1,𝒖2,inK2.\displaystyle{\bm{u}}=\begin{cases}\bm{u}_{1},&\text{in}\ \text{K}_{1},\\ \bm{u}_{2},&\text{in}\ \text{K}_{2}.\end{cases}

Then 𝒖1×𝒏1=𝒖2×𝒏2\bm{u}_{1}\times\bm{n}_{1}=-\bm{u}_{2}\times\bm{n}_{2} and ×𝒖1=×𝒖2\nabla\times\bm{u}_{1}=\nabla\times\bm{u}_{2} on Λ\Lambda implies that 𝒖H(curl2;K1K2Λ)\bm{u}\in H(\mathrm{curl}^{2};\text{K}_{1}\cup\text{K}_{2}\cup\Lambda), where 𝒏i\bm{n}_{i} (i=1,2i=1,2) is the unit outward normal vector to KiK_{i} on Λ\Lambda.

3. H(curl2)H(\text{curl}^{2})-conforming quadrilateral spectral elements

In this section, we present our main theory about the H(curl2)H(\text{curl}^{2})-conforming basis functions on an arbitrary quadrilateral. All basis functions are derived from the generalized Jacobi polynomials, and they are divided into vertex modes, edge modes and interior modes. The tangential components and curls of an interior mode are identically zero on all edges. The edge modes are further divided into two groups: the first group (function edge modes) are constructed such that their tangential components have magnitudes only on one edge while their curls are enforced zero on all edges; the tangential components of the second group (curl edge modes) vanish identically on all edges while their curls have magnitudes only on one edge. The vertex modes are devised such that their tangential components vanish identically on all edges while their curls have magnitudes only on adjacent edges.

3.1. Mapping from the reference square onto quadrilateral

Let K^=(1,1)2\hat{K}=(-1,1)^{2} be the reference square with the vertices P^i\hat{P}_{i}, and the edges Γ^i,1i4\hat{\Gamma}_{i},1\leq i\leq 4. Let KK be an arbitrary convex quadrilateral with the vertices Pi(xi,yi)P_{i}(x_{i},y_{i}), the edges Γi\Gamma_{i}, and the inner angles θi,1i4\theta_{i},1\leq i\leq 4; see Figure 3.1. The side length of Γi\Gamma_{i} is denote by lil_{i}. We emphasize that the tangential directions of 𝝉^\hat{\bm{\tau}} and 𝝉\bm{\tau} are anti-clockwise. Follow the line in [12], we define the one-to-one mapping ΦK:K^K\Phi_{K}:\hat{K}\mapsto K such that

Refer to caption
Refer to caption
Figure 3.1. Reference square K^\hat{K}(left) and arbitrary convex quadrilateral(right).
(3.1) (xy)=ΦK(x^y^):=σ1(x^,y^)(x1y1)+σ2(x^,y^)(x2y2)+σ3(x^,y^)(x3y3)+σ4(x^,y^)(x4y4),(x^,y^)K^¯,(x,y)K¯,\displaystyle\begin{split}\begin{pmatrix}x\\ y\end{pmatrix}=\Phi_{K}\begin{pmatrix}\hat{x}\\ \hat{y}\end{pmatrix}:&=\sigma_{1}(\hat{x},\hat{y})\begin{pmatrix}x_{1}\\ y_{1}\end{pmatrix}+\sigma_{2}(\hat{x},\hat{y})\begin{pmatrix}x_{2}\\ y_{2}\end{pmatrix}\\ &+\sigma_{3}(\hat{x},\hat{y})\begin{pmatrix}x_{3}\\ y_{3}\end{pmatrix}+\sigma_{4}(\hat{x},\hat{y})\begin{pmatrix}x_{4}\\ y_{4}\end{pmatrix},\qquad(\hat{x},\hat{y})\in\bar{\hat{K}},\,(x,y)\in\bar{K},\end{split}

where

σ1(x^,y^)=(1x^)(1y^)4,σ2(x^,y^)=(1+x^)(1y^)4,\displaystyle\sigma_{1}(\hat{x},\hat{y})=\frac{(1-\hat{x})(1-\hat{y})}{4},\ \sigma_{2}(\hat{x},\hat{y})=\frac{(1+\hat{x})(1-\hat{y})}{4},
σ3(x^,y^)=(1+x^)(1+y^)4,σ4(x^,y^)=(1x^)(1+y^)4.\displaystyle\sigma_{3}(\hat{x},\hat{y})=\frac{(1+\hat{x})(1+\hat{y})}{4},\ \sigma_{4}(\hat{x},\hat{y})=\frac{(1-\hat{x})(1+\hat{y})}{4}.

For simplicity, we write xij=xixj,yij=yiyjx_{ij}=x_{i}-x_{j},\ y_{ij}=y_{i}-y_{j} hereafter. Given a scalar function ϕ\phi defined on KK, we associate it with ϕ^:=ϕΦK{\hat{\phi}}:=\phi\circ\Phi_{K} on K^\hat{K}. It is easy to see from the chain rule that

(3.2) x^ϕ^=B11(y^)xϕ+B21(y^)yϕ,y^ϕ^=B12(x^)xϕ+B22(x^)yϕ,\displaystyle\partial_{\hat{x}}\hat{\phi}=B_{11}(\hat{y})\partial_{x}\phi+B_{21}(\hat{y})\partial_{y}\phi,\quad\partial_{\hat{y}}\hat{\phi}=B_{12}(\hat{x})\partial_{x}\phi+B_{22}(\hat{x})\partial_{y}\phi,

where

B11=B11(y^):=x2121y^2+x3421+y^2,B12=B12(x^):=x4121x^2+x3221+x^2,\displaystyle B_{11}=B_{11}(\hat{y}):=\frac{x_{21}}{2}\frac{1-\hat{y}}{2}+\frac{x_{34}}{2}\frac{1+\hat{y}}{2},\quad B_{12}=B_{12}(\hat{x}):=\frac{x_{41}}{2}\frac{1-\hat{x}}{2}+\frac{x_{32}}{2}\frac{1+\hat{x}}{2},
B21=B21(y^):=y2121y^2+y3421+y^2,B22=B22(x^):=y4121x^2+y3221+x^2.\displaystyle B_{21}=B_{21}(\hat{y}):=\frac{y_{21}}{2}\frac{1-\hat{y}}{2}+\frac{y_{34}}{2}\frac{1+\hat{y}}{2},\quad B_{22}=B_{22}(\hat{x}):=\frac{y_{41}}{2}\frac{1-\hat{x}}{2}+\frac{y_{32}}{2}\frac{1+\hat{x}}{2}.

The Jacobian matrix of the transformation ΦK\Phi_{K} with respect to the reference coordinates and its determinant are denoted by

(3.3) BK(x^,y^)=(xx^xy^yx^yy^)=(B11B12B21B22),JK(x^,y^)=det(BK(x^,y^)),(x^,y^)K^.\displaystyle B_{K}(\hat{x},\hat{y})=\begin{pmatrix}\dfrac{\partial x}{\partial\hat{x}}&\dfrac{\partial x}{\partial\hat{y}}\\[6.99997pt] \dfrac{\partial y}{\partial\hat{x}}&\dfrac{\partial y}{\partial\hat{y}}\end{pmatrix}=\begin{pmatrix}B_{11}&B_{12}\\[6.99997pt] B_{21}&B_{22}\end{pmatrix},\qquad J_{K}(\hat{x},\hat{y})=\det(B_{K}(\hat{x},\hat{y})),\qquad(\hat{x},\hat{y})\in{\hat{K}}.

More clearly,

(3.4) JK(x^,y^):\displaystyle J_{K}(\hat{x},\hat{y}): =x21y41y21x414σ1(x^,y^)+x32y12y32x124σ2(x^,y^)\displaystyle=\frac{x_{21}y_{41}-y_{21}x_{41}}{4}\sigma_{1}(\hat{x},\hat{y})+\frac{x_{32}y_{12}-y_{32}x_{12}}{4}\sigma_{2}(\hat{x},\hat{y})
+x43y23y43x234σ3(x^,y^)+x14y34y14x344σ4(x^,y^)\displaystyle+\frac{x_{43}y_{23}-y_{43}x_{23}}{4}\sigma_{3}(\hat{x},\hat{y})+\frac{x_{14}y_{34}-y_{14}x_{34}}{4}\sigma_{4}(\hat{x},\hat{y})
=\displaystyle= l2l1sinθ14σ1(x^,y^)+l3l2sinθ24σ2(x^,y^)+l4l3sinθ34σ3(x^,y^)+l1l4sinθ44σ4(x^,y^).\displaystyle\,\frac{l_{2}l_{1}\sin\theta_{1}}{4}\sigma_{1}(\hat{x},\hat{y})+\frac{l_{3}l_{2}\sin\theta_{2}}{4}\sigma_{2}(\hat{x},\hat{y})+\frac{l_{4}l_{3}\sin\theta_{3}}{4}\sigma_{3}(\hat{x},\hat{y})+\frac{l_{1}l_{4}\sin\theta_{4}}{4}\sigma_{4}(\hat{x},\hat{y}).

Based on the bilinear mapping (3.1), we introduce the contravariant transformation from H(curl2;K^)H(\text{curl}^{2};\hat{K}) to H(curl2;K)H(\text{curl}^{2};K),

(3.5) 𝒑=BK𝖳𝒑^ΦK1,𝒑^H(curl2;K^).\displaystyle\bm{p}=B_{K}^{-\mathsf{T}}\hat{\bm{p}}\circ\Phi_{K}^{-1},\qquad\hat{\bm{p}}\in H(\text{curl}^{2};\hat{K}).

It can be checked from (3.2) that

(3.6) ×𝒑=JK1^×𝒑^ΦK1,\displaystyle\nabla\times\bm{p}=J^{-1}_{K}\hat{\nabla}\times\hat{\bm{p}}\circ\Phi_{K}^{-1},
(3.7) (×)2𝒑=BKJK2((^×)2𝒑^^×𝒑^JK(x12+x344B22y12+y344B12y12+y344B11+x12+x344B21))ΦK1,\displaystyle(\nabla\times)^{2}\bm{p}=\dfrac{B_{K}}{J_{K}^{2}}\left((\hat{\nabla}\times)^{2}\hat{\bm{p}}-\dfrac{\hat{\nabla}\times\hat{\bm{p}}}{J_{K}}\begin{pmatrix}\dfrac{x_{12}+x_{34}}{4}B_{22}-\dfrac{y_{12}+y_{34}}{4}B_{12}\\[6.99997pt] -\dfrac{y_{12}+y_{34}}{4}B_{11}+\dfrac{x_{12}+x_{34}}{4}B_{21}\end{pmatrix}\right)\circ\Phi_{K}^{-1},
(3.8) 𝒑𝝉=BK𝖳𝒑^BK𝝉^BK𝝉^ΦK1=𝒑^𝝉^BK𝝉^ΦK1.\displaystyle{\bm{p}}\cdot\bm{\tau}=B_{K}^{-\mathsf{T}}\hat{\bm{p}}\cdot\frac{B_{K}\hat{\bm{\tau}}}{\|B_{K}\hat{\bm{\tau}}\|}\circ\Phi_{K}^{-1}=\frac{\hat{\bm{p}}\cdot\hat{\bm{\tau}}}{\|B_{K}\hat{\bm{\tau}}\|}\circ\Phi_{K}^{-1}.

We note that BK𝝉^=li2\|B_{K}\hat{\bm{\tau}}\|=\frac{l_{i}}{2} on Γi{\Gamma_{i}} under the bilinear mapping (3.1). Throughout this paper, we always associate a vector field ϕH(curl2;K)\bm{\phi}\in H(\text{curl}^{2};K) with ϕ^H(curl2;K^)\hat{\bm{\phi}}\in H(\text{curl}^{2};\hat{K}) by the contravariant transformation (3.5).

Remark 3.1.

Note that ΦK\Phi_{K} is reduced to affine mapping such that BKB_{K} is a constant matrix and JKJ_{K} is constant whenever KK is a rectangle or a parallelogram. In particular, if KK is a rectangle with Γ1\Gamma_{1} and Γ3\Gamma_{3} (resp. Γ2\Gamma_{2} and Γ4\Gamma_{4}) parallel to the vertical (resp. horizontal) axis, BK=Diag(l22,l12)B_{K}=\mathrm{Diag}\big{(}\frac{l_{2}}{2},\frac{l_{1}}{2}\big{)} is a constant diagonal matrix.

3.2. H(curl2)H(\text{curl}^{2})-conforming quadrilateral spectral elements

Now we are in a position to present hierarchical basis functions of H(curl2)H(\text{curl}^{2})-conforming spectral elements on an unstructured quadrilateral mesh. For simplicity, we shall write si:=sinθis_{i}:=\sin\theta_{i}, i=1,2,3,4i=1,2,3,4. We emphasize that our desired basis functions, 𝝍m,n,ϕm,n\bm{\psi}_{m,n},\bm{\phi}_{m,n}, m,n0m,n\geq 0, on a quadrilateral element KK are obtained from the functions, 𝝍^m,n,ϕ^m,n\hat{\bm{\psi}}_{m,n},\hat{\bm{\phi}}_{m,n}, m,n0m,n\geq 0, in the reference coordinates through the bilinear mapping (3.1) and the contravariant transformation (3.5) such that 𝝍m,n=BK𝖳𝝍^m,nΦK1\bm{\psi}_{m,n}=B_{K}^{-\mathsf{T}}\hat{\bm{\psi}}_{m,n}\circ\Phi_{K}^{-1}, and ϕm,n=BK𝖳ϕ^m,nΦK1\bm{\phi}_{m,n}=B_{K}^{-\mathsf{T}}\hat{\bm{\phi}}_{m,n}\circ\Phi_{K}^{-1}.

Details on the constructions of the H(curl2)H(\text{curl}^{2})-conforming quadrilateral elements will be postponed to the next section.

  • Interior modes

    (3.9) ϕ^m,n=^[Km1,1(x^)Kn1,1(y^)],m,n2,𝝍^m,n=^Km2,2(x^)Kn2,2(y^),m{2,4,5,6,},n4,𝝍^m,2=K^m2,2(x^)^K^n2,2(y^),m4,n=2,\displaystyle\begin{split}&\hat{\bm{\phi}}_{m,n}=\hat{\nabla}\big{[}K^{-1,-1}_{m}(\hat{x})K^{-1,-1}_{n}(\hat{y})\big{]},\quad m,n\geq 2,\\ &\hat{\bm{\psi}}_{m,n}=\hat{\nabla}K^{-2,-2}_{m}(\hat{x})K^{-2,-2}_{n}(\hat{y}),\quad\ \ m\in\{2,4,5,6,\cdots\},n\geq 4,\\ &\hat{\bm{\psi}}_{m,2}=\hat{K}^{-2,-2}_{m}(\hat{x})\hat{\nabla}\hat{K}^{-2,-2}_{n}(\hat{y}),\quad\ \ m\geq 4,n=2,\end{split}

    such that

    ϕm,n𝝉|Γ=[0,0,0,0],\displaystyle{\bm{\phi}}_{m,n}\cdot{\bm{\tau}}\big{|}_{\Gamma}=[0,0,0,0], ×ϕm,n|Γ=[0,0,0,0],\displaystyle\nabla\times{\bm{\phi}}_{m,n}\big{|}_{\Gamma}=[0,0,0,0],
    𝝍m,n𝝉|Γ=[0,0,0,0],\displaystyle{\bm{\psi}}_{m,n}\cdot{\bm{\tau}}\big{|}_{\Gamma}=[0,0,0,0], ×𝝍m,n|Γ=[0,0,0,0].\displaystyle\nabla\times{\bm{\psi}}_{m,n}\big{|}_{\Gamma}=[0,0,0,0].

    Hereafter, we use tetrads for the trace on four edges, i.e., ϕ|Γ=[ϕ|Γ1,ϕ|Γ2,ϕ|Γ3,ϕ|Γ4]\phi|_{\Gamma}=\left[\phi|_{\Gamma_{1}},\phi|_{\Gamma_{2}},\phi|_{\Gamma_{3}},\phi|_{\Gamma_{4}}\right].

  • Function edge modes

    • Function edge modes corresponding to Γ1\Gamma_{1}:

      (3.10) ϕ^0,n=^[K01,1(x^)Kn1,1(y^)],n2,ϕ^0,0=(y^(y^21)(3x^25)32,x^(x^21)(3y^25)32x^14)𝖳,\displaystyle\begin{split}&\hat{\bm{\phi}}_{0,n}=\hat{\nabla}\big{[}K^{-1,-1}_{0}(\hat{x})K^{-1,-1}_{n}(\hat{y})\big{]},\quad n\geq 2,\\ &\hat{\bm{\phi}}_{0,0}=\left(\frac{\hat{y}(\hat{y}^{2}-1)\left(3\hat{x}^{2}-5\right)}{32},-\frac{\hat{x}(\hat{x}^{2}-1)\left(3\hat{y}^{2}-5\right)}{32}-\frac{\hat{x}-1}{4}\right)^{\mathsf{T}},\end{split}

      such that

      ϕ0,n𝝉|Γ=[(n1)Jn10,0(y^)l1,0,0,0],\displaystyle{\bm{\phi}}_{0,n}\cdot{\bm{\tau}}\big{|}_{\Gamma}=\left[-\frac{(n-1)J^{0,0}_{n-1}(\hat{y})}{l_{1}},0,0,0\right], ×ϕ0,n|Γ=[0,0,0,0],n2,\displaystyle\nabla\times{\bm{\phi}}_{0,n}\big{|}_{\Gamma}=[0,0,0,0],\quad n\geq 2,
      ϕ0,0𝝉|Γ=[1l1,0,0,0],\displaystyle{\bm{\phi}}_{0,0}\cdot{\bm{\tau}}\big{|}_{\Gamma}=\left[-\frac{1}{l_{1}},0,0,0\right], ×ϕ0,0|Γ=[0,0,0,0].\displaystyle\nabla\times{\bm{\phi}}_{0,0}\big{|}_{\Gamma}=[0,0,0,0].
    • Function edge modes corresponding to Γ2\Gamma_{2}:

      (3.11) ϕ^m,0=^[Km1,1(x^)K01,1(y^)],m2,ϕ^1,0=(y^(y^21)(3x^25)32y^14,x^(x^21)(3y^25)32)𝖳,\displaystyle\begin{split}&\hat{\bm{\phi}}_{m,0}=\hat{\nabla}\big{[}K^{-1,-1}_{m}(\hat{x})K^{-1,-1}_{0}(\hat{y})\big{]},\quad m\geq 2,\\ &\hat{\bm{\phi}}_{1,0}=\left(-\frac{\hat{y}(\hat{y}^{2}-1)\left(3\hat{x}^{2}-5\right)}{32}-\frac{\hat{y}-1}{4},\frac{\hat{x}(\hat{x}^{2}-1)\left(3\hat{y}^{2}-5\right)}{32}\right)^{\mathsf{T}},\end{split}

      such that

      ϕm,0𝝉|Γ=[0,(m1)Jm10,0(x^)l2,0,0],\displaystyle{\bm{\phi}}_{m,0}\cdot{\bm{\tau}}\big{|}_{\Gamma}=\left[0,\frac{(m-1)J^{0,0}_{m-1}(\hat{x})}{l_{2}},0,0\right], ×ϕm,0|Γ=[0,0,0,0],m2,\displaystyle\nabla\times{\bm{\phi}}_{m,0}\big{|}_{\Gamma}=[0,0,0,0],\quad m\geq 2,
      ϕ1,0𝝉|Γ=[0,1l2,0,0],\displaystyle{\bm{\phi}}_{1,0}\cdot{\bm{\tau}}\big{|}_{\Gamma}=\left[0,\frac{1}{l_{2}},0,0\right], ×ϕ1,0|Γ=[0,0,0,0].\displaystyle\nabla\times{\bm{\phi}}_{1,0}\big{|}_{\Gamma}=[0,0,0,0].
    • Function edge modes corresponding to Γ3\Gamma_{3}:

      (3.12) ϕ^1,n=^[K11,1(x^)Kn1,1(y^)],n2,ϕ^1,1=(y^(y^21)(3x^25)32,x^(x^21)(3y^25)32+1+x^4)𝖳,\displaystyle\begin{split}&\hat{\bm{\phi}}_{1,n}=\hat{\nabla}\big{[}K^{-1,-1}_{1}(\hat{x})K^{-1,-1}_{n}(\hat{y})\big{]},\quad n\geq 2,\\ &\hat{\bm{\phi}}_{1,1}=\left(-\frac{\hat{y}(\hat{y}^{2}-1)\left(3\hat{x}^{2}-5\right)}{32},\frac{\hat{x}(\hat{x}^{2}-1)\left(3\hat{y}^{2}-5\right)}{32}+\frac{1+\hat{x}}{4}\right)^{\mathsf{T}},\end{split}

      such that

      ϕ1,n𝝉|Γ=[0,0,(n1)Jn10,0(y^)l3,0],\displaystyle{\bm{\phi}}_{1,n}\cdot{\bm{\tau}}\big{|}_{\Gamma}=\left[0,0,\frac{(n-1)J^{0,0}_{n-1}(\hat{y})}{l_{3}},0\right], ×ϕ1,n|Γ=[0,0,0,0],n2,\displaystyle\nabla\times{\bm{\phi}}_{1,n}\big{|}_{\Gamma}=[0,0,0,0],\quad n\geq 2,
      ϕ1,1𝝉|Γ=[0,0,1l3,0],\displaystyle{\bm{\phi}}_{1,1}\cdot{\bm{\tau}}\big{|}_{\Gamma}=\left[0,0,\frac{1}{l_{3}},0\right], ×ϕ1,1|Γ=[0,0,0,0].\displaystyle\nabla\times{\bm{\phi}}_{1,1}\big{|}_{\Gamma}=[0,0,0,0].
    • Function edge modes corresponding to Γ4\Gamma_{4}:

      (3.13) ϕ^m,1=^[Km1,1(x^)K11,1(y^)],m2,ϕ^0,1=(y^(y^21)(3x^25)32+1+y^4,x^(x^21)(3y^25)32)𝖳,\displaystyle\begin{split}&\hat{\bm{\phi}}_{m,1}=\hat{\nabla}\big{[}K^{-1,-1}_{m}(\hat{x})K^{-1,-1}_{1}(\hat{y})\big{]},\quad m\geq 2,\\ &\hat{\bm{\phi}}_{0,1}=\left(\frac{\hat{y}(\hat{y}^{2}-1)\left(3\hat{x}^{2}-5\right)}{32}+\frac{1+\hat{y}}{4},-\frac{\hat{x}(\hat{x}^{2}-1)\left(3\hat{y}^{2}-5\right)}{32}\right)^{\mathsf{T}},\end{split}

      such that

      ϕm,1𝝉|Γ=[0,0,0,(m1)Jm10,0(x^)l4],\displaystyle{\bm{\phi}}_{m,1}\cdot{\bm{\tau}}\big{|}_{\Gamma}=\left[0,0,0,-\frac{(m-1)J^{0,0}_{m-1}(\hat{x})}{l_{4}}\right], ×ϕm,1|Γ=[0,0,0,0],m2,\displaystyle\nabla\times{\bm{\phi}}_{m,1}\big{|}_{\Gamma}=[0,0,0,0],\quad m\geq 2,
      ϕ0,1𝝉|Γ=[0,0,0,1l4],\displaystyle{\bm{\phi}}_{0,1}\cdot{\bm{\tau}}\big{|}_{\Gamma}=\left[0,0,0,-\frac{1}{l_{4}}\right], ×ϕ0,1|Γ=[0,0,0,0].\displaystyle\nabla\times{\bm{\phi}}_{0,1}\big{|}_{\Gamma}=[0,0,0,0].

    By adding a multiple of the interior mode ϕ^3,3\hat{\bm{\phi}}_{3,3} to each basis functions, one obtains four alternative function edge modes ϕ~^0,0,ϕ~^1,0,ϕ~^1,1\hat{\tilde{\bm{\phi}}}_{0,0},\,\hat{\tilde{\bm{\phi}}}_{1,0},\,\hat{\tilde{\bm{\phi}}}_{1,1} and ϕ~^0,1\hat{\tilde{\bm{\phi}}}_{0,1} with even simple presentations:

    ϕ~^0,0=ϕ^0,0+ϕ^3,38=(3y^(y^21)(x^21)16,(x^+2)(x^1)28)𝖳,\displaystyle\hat{\tilde{\bm{\phi}}}_{0,0}=\hat{\bm{\phi}}_{0,0}+\frac{\hat{\bm{\phi}}_{3,3}}{8}=\left(\frac{3\hat{y}(\hat{y}^{2}-1)(\hat{x}^{2}-1)}{16},\frac{(\hat{x}+2)(\hat{x}-1)^{2}}{8}\right)^{\mathsf{T}},
    ϕ~^1,0=ϕ^1,0+ϕ^3,38=((y^+2)(y^1)28,3x(x21)(y^21)16)𝖳,\displaystyle\hat{\tilde{\bm{\phi}}}_{1,0}=\hat{\bm{\phi}}_{1,0}+\frac{\hat{\bm{\phi}}_{3,3}}{8}=\left(\frac{(\hat{y}+2)(\hat{y}-1)^{2}}{8},\frac{3x(x^{2}-1)(\hat{y}^{2}-1)}{16}\right)^{\mathsf{T}},
    ϕ~^1,1=ϕ^1,1ϕ^3,38=(3y^(y^21)(x^21)16,(x^2)(x^+1)28)𝖳,\displaystyle\hat{\tilde{\bm{\phi}}}_{1,1}=\hat{\bm{\phi}}_{1,1}-\frac{\hat{\bm{\phi}}_{3,3}}{8}=\left(-\frac{3\hat{y}(\hat{y}^{2}-1)(\hat{x}^{2}-1)}{16},-\frac{(\hat{x}-2)(\hat{x}+1)^{2}}{8}\right)^{\mathsf{T}},
    ϕ~^0,1=ϕ^0,1ϕ^3,38=((y^2)(y^+1)28,3x^(x^21)(y^21)16)𝖳.\displaystyle\hat{\tilde{\bm{\phi}}}_{0,1}=\hat{\bm{\phi}}_{0,1}-\frac{\hat{\bm{\phi}}_{3,3}}{8}=\left(-\frac{(\hat{y}-2)(\hat{y}+1)^{2}}{8},-\frac{3\hat{x}(\hat{x}^{2}-1)(\hat{y}^{2}-1)}{16}\right)^{\mathsf{T}}.
  • Curl boundary modes

    • Curl edge modes corresponding to Γ1\Gamma_{1}:

      (3.14) 𝝍^1,n=JK(x^,y^)K12,2(x^)^Kn2,2(y^),n{2,4,5,6,},\displaystyle\bm{\hat{\psi}}_{1,n}=J_{K}(\hat{x},\hat{y})K^{-2,-2}_{1}(\hat{x})\hat{\nabla}K^{-2,-2}_{n}(\hat{y}),\quad n\in\{2,4,5,6,\cdots\},

      such that

      𝝍1,n𝝉|Γ=[0,0,0,0],\displaystyle{\bm{\psi}}_{1,n}\cdot{\bm{\tau}}\big{|}_{\Gamma}=[0,0,0,0], ×𝝍1,n|Γ=[Kn2,2(y^),0,0,0].\displaystyle\nabla\times{\bm{\psi}}_{1,n}\big{|}_{\Gamma}=[K^{-2,-2}_{n}{}^{\prime}(\hat{y}),0,0,0].
    • Curl edge modes corresponding to Γ2\Gamma_{2}:

      (3.15) 𝝍^m,1=JK(x^,y^)^Km2,2(x^)K12,2(y^),m{2,4,5,6,},\displaystyle\bm{\hat{\psi}}_{m,1}=J_{K}(\hat{x},\hat{y})\hat{\nabla}K^{-2,-2}_{m}(\hat{x})K^{-2,-2}_{1}(\hat{y}),\quad m\in\{2,4,5,6,\cdots\},

      such that

      𝝍m,1𝝉|Γ=[0,0,0,0],\displaystyle{\bm{\psi}}_{m,1}\cdot{\bm{\tau}}\big{|}_{\Gamma}=[0,0,0,0], ×𝝍m,1|Γ=[0,Km2,2(x^),0,0].\displaystyle\nabla\times{\bm{\psi}}_{m,1}\big{|}_{\Gamma}=[0,-K^{-2,-2}_{m}{}^{\prime}(\hat{x}),0,0].
    • Curl edge modes corresponding to Γ3\Gamma_{3}:

      (3.16) 𝝍^3,n=JK(x^,y^)K32,2(x^)^Kn2,2(y^),n{2,4,5,6,},\displaystyle\bm{\hat{\psi}}_{3,n}=J_{K}(\hat{x},\hat{y})K^{-2,-2}_{3}(\hat{x})\hat{\nabla}K^{-2,-2}_{n}(\hat{y}),\quad n\in\{2,4,5,6,\cdots\},

      such that

      𝝍3,n𝝉|Γ=[0,0,0,0],\displaystyle{\bm{\psi}}_{3,n}\cdot{\bm{\tau}}\big{|}_{\Gamma}=[0,0,0,0], ×𝝍3,n|Γ=[0,0,Kn2,2(y^),0].\displaystyle\nabla\times{\bm{\psi}}_{3,n}\big{|}_{\Gamma}=[0,0,K^{-2,-2}_{n}{}^{\prime}(\hat{y}),0].
    • Curl edge modes corresponding to Γ4\Gamma_{4}:

      (3.17) 𝝍^m,3=JK(x^,y^)^Km2,2(x^)K32,2(y^),m{2,4,5,6,},\displaystyle\bm{\hat{\psi}}_{m,3}=J_{K}(\hat{x},\hat{y})\hat{\nabla}K^{-2,-2}_{m}(\hat{x})K^{-2,-2}_{3}(\hat{y}),\quad m\in\{2,4,5,6,\cdots\},

      such that

      𝝍m,3𝝉|Γ=[0,0,0,0],\displaystyle{\bm{\psi}}_{m,3}\cdot{\bm{\tau}}\big{|}_{\Gamma}=[0,0,0,0], ×𝝍m,3|Γ=[0,0,0,Km2,2(x^)].\displaystyle\nabla\times{\bm{\psi}}_{m,3}\big{|}_{\Gamma}=[0,0,0,-K^{-2,-2}_{m}{}^{\prime}(\hat{x})].

    Whenever KK is a rectangle or a parallelogram, JK(x^,y^)=|K|4J_{K}(\hat{x},\hat{y})=\frac{|K|}{4}, where |K||K| stands for the area of KK.

  • Vertex modes

    • Vertex modes corresponding to P1P_{1}:

      (3.18) 𝝍^0,0=((y^1)2(1+y^)(x^1)(l2(l1s1+2l3s2)x^128+l2(3l1s1+2l3s2)128),(1+x^)(y^1)(x^1)2(l1(l2s1+2l4s4)y^128+l1(3l2s1+2l4s4)128))𝖳,\displaystyle\begin{split}\bm{\hat{\psi}}_{0,0}=\Bigg{(}&(\hat{y}-1)^{2}(1+\hat{y})(\hat{x}-1)\left(\frac{l_{2}\left(l_{1}s_{1}+2l_{3}s_{2}\right)\hat{x}}{128}+\frac{l_{2}\left(3l_{1}s_{1}+2l_{3}s_{2}\right)}{128}\right),\\ &-(1+\hat{x})(\hat{y}-1)(\hat{x}-1)^{2}\left(\frac{l_{1}\left(l_{2}s_{1}+2l_{4}s_{4}\right)\hat{y}}{128}+\frac{l_{1}\left(3l_{2}s_{1}+2l_{4}s_{4}\right)}{128}\right)\Bigg{)}^{\mathsf{T}},\end{split}

      such that

      𝝍0,0𝝉|Γ=[0,0,0,0],\displaystyle{\bm{\psi}}_{0,0}\cdot{\bm{\tau}}\big{|}_{\Gamma}=[0,0,0,0], ×𝝍0,0|Γ=[y^2+12,12x^2,0,0].\displaystyle\nabla\times{\bm{\psi}}_{0,0}\big{|}_{\Gamma}=\left[-\frac{\hat{y}}{2}+\frac{1}{2},\frac{1}{2}-\frac{\hat{x}}{2},0,0\right].
    • Vertex modes corresponding to P2P_{2}:

      (3.19) 𝝍^0,1=((y^1)2(1+y^)(x^+1)(l2(2l1s1+l3s2)x^128l2(2l1s1+3l3s2)128),(1x^)(y^1)(1+x^)2(l3(l2s2+2l4s3)y^128+l3(3l2s2+2l4s3)128))𝖳,\displaystyle\begin{split}\bm{\hat{\psi}}_{0,1}=\Bigg{(}&(\hat{y}-1)^{2}(1+\hat{y})(\hat{x}+1)\left(\frac{l_{2}\left(2l_{1}s_{1}+l_{3}s_{2}\right)\hat{x}}{128}-\frac{l_{2}\left(2l_{1}s_{1}+3l_{3}s_{2}\right)}{128}\right),\\ &(1-\hat{x})(\hat{y}-1)(1+\hat{x})^{2}\left(\frac{l_{3}\left(l_{2}s_{2}+2l_{4}s_{3}\right)\hat{y}}{128}+\frac{l_{3}\left(3l_{2}s_{2}+2l_{4}s_{3}\right)}{128}\right)\Bigg{)}^{\mathsf{T}},\end{split}

      such that

      𝝍0,1𝝉|Γ=[0,0,0,0],\displaystyle{\bm{\psi}}_{0,1}\cdot{\bm{\tau}}\big{|}_{\Gamma}=[0,0,0,0], ×𝝍0,1|Γ=[0,12+x^2,y^2+12,0].\displaystyle\nabla\times{\bm{\psi}}_{0,1}\big{|}_{\Gamma}=\left[0,\frac{1}{2}+\frac{\hat{x}}{2},-\frac{\hat{y}}{2}+\frac{1}{2},0\right].
    • Vertex modes corresponding to P3P_{3}:

      (3.20) 𝝍^1,1=((y^+1)2(1y^)(x^+1)(l4(2l1s4+l3s3)x^128+l4(2l1s4+3l3s3)128),(1x^)(y^+1)(x^+1)2(l3(2l2s2+l4s3)y^128l3(2l2s2+3l4s3)128))𝖳,\displaystyle\begin{split}\bm{\hat{\psi}}_{1,1}=\Bigg{(}&(\hat{y}+1)^{2}(1-\hat{y})(\hat{x}+1)\left(-\frac{l_{4}\left(2l_{1}s_{4}+l_{3}s_{3}\right)\hat{x}}{128}+\frac{l_{4}\left(2l_{1}s_{4}+3l_{3}s_{3}\right)}{128}\right),\\ &(1-\hat{x})(\hat{y}+1)(\hat{x}+1)^{2}\left(\frac{l_{3}\left(2l_{2}s_{2}+l_{4}s_{3}\right)\hat{y}}{128}-\frac{l_{3}\left(2l_{2}s_{2}+3l_{4}s_{3}\right)}{128}\right)\Bigg{)}^{\mathsf{T}},\end{split}

      such that

      𝝍1,1𝝉|Γ=[0,0,0,0],\displaystyle{\bm{\psi}}_{1,1}\cdot{\bm{\tau}}\big{|}_{\Gamma}=[0,0,0,0], ×𝝍1,1|Γ=[0,0,12+y^2,12+x^2].\displaystyle\nabla\times{\bm{\psi}}_{1,1}\big{|}_{\Gamma}=\left[0,0,\frac{1}{2}+\frac{\hat{y}}{2},\frac{1}{2}+\frac{\hat{x}}{2}\right].
    • Vertex modes corresponding to P4P_{4}:

      (3.21) 𝝍^1,0=((y^+1)2(1y^)(x^1)(l4(l1s4+2l3s3)x^128l4(3l1s4+2l3s3)128),(1+x^)(y^+1)(x^1)2(l1(2l2s1+l4s4)y^128+l1(2l2s1+3l4s4)128))𝖳,\displaystyle\begin{split}\bm{\hat{\psi}}_{1,0}=&\Bigg{(}(\hat{y}+1)^{2}(1-\hat{y})(\hat{x}-1)\left(-\frac{l_{4}\left(l_{1}s_{4}+2l_{3}s_{3}\right)\hat{x}}{128}-\frac{l_{4}\left(3l_{1}s_{4}+2l_{3}s_{3}\right)}{128}\right),\\ &(1+\hat{x})(\hat{y}+1)(\hat{x}-1)^{2}\left(-\frac{l_{1}\left(2l_{2}s_{1}+l_{4}s_{4}\right)\hat{y}}{128}+\frac{l_{1}\left(2l_{2}s_{1}+3l_{4}s_{4}\right)}{128}\right)\Bigg{)}^{\mathsf{T}},\end{split}

      such that

      𝝍1,0𝝉|Γ=[0,0,0,0],\displaystyle{\bm{\psi}}_{1,0}\cdot{\bm{\tau}}\big{|}_{\Gamma}=[0,0,0,0], ×𝝍1,0|Γ=[12+y^2,0,0,12x^2].\displaystyle\nabla\times{\bm{\psi}}_{1,0}\big{|}_{\Gamma}=\left[\frac{1}{2}+\frac{\hat{y}}{2},0,0,\frac{1}{2}-\frac{\hat{x}}{2}\right].

    Whenever KK is a rectangle or parallelogram, 𝝍^0,0,𝝍^0,1,𝝍^1,1,𝝍^1,0\bm{\hat{\psi}}_{0,0},\bm{\hat{\psi}}_{0,1},\bm{\hat{\psi}}_{1,1},\bm{\hat{\psi}}_{1,0} are reduced to

    𝝍^0,0=(|K|(y^1)2(y^+1)(x^1)(3x^+5)128,|K|(x^+1)(y^1)(x^1)2(3y^+5)128)𝖳,\displaystyle\bm{\hat{\psi}}_{0,0}=\left(\frac{|K|(\hat{y}-1)^{2}(\hat{y}+1)(\hat{x}-1)\left(3\hat{x}+5\right)}{128},-\frac{|K|(\hat{x}+1)(\hat{y}-1)(\hat{x}-1)^{2}\left(3\hat{y}+5\right)}{128}\right)^{\mathsf{T}},
    𝝍^0,1=(|K|(y^1)2(y^+1)(x^+1)(3x^5)128,|K|(x^1)(y^1)(x^+1)2(3y^+5)128)𝖳,\displaystyle\bm{\hat{\psi}}_{0,1}=\left(\frac{|K|(\hat{y}-1)^{2}(\hat{y}+1)(\hat{x}+1)\left(3\hat{x}-5\right)}{128},-\frac{|K|(\hat{x}-1)(\hat{y}-1)(\hat{x}+1)^{2}\left(3\hat{y}+5\right)}{128}\right)^{\mathsf{T}},
    𝝍^1,1=(|K|(y^+1)2(y^1)(x^+1)(3x^5)128,|K|(x^1)(y^+1)(x^+1)2(3y^5)128)𝖳,\displaystyle\bm{\hat{\psi}}_{1,1}=\Bigg{(}\frac{|K|(\hat{y}+1)^{2}(\hat{y}-1)(\hat{x}+1)\left(3\hat{x}-5\right)}{128},-\frac{|K|(\hat{x}-1)(\hat{y}+1)(\hat{x}+1)^{2}\left(3\hat{y}-5\right)}{128}\Bigg{)}^{\mathsf{T}},
    𝝍^1,0=(|K|(y^+1)2(y^1)(x^1)(3x^+5)128,|K|(x^+1)(y^+1)(x^1)2(3y^5)128)𝖳,\displaystyle\bm{\hat{\psi}}_{1,0}=\Bigg{(}\frac{|K|(\hat{y}+1)^{2}(\hat{y}-1)(\hat{x}-1)\left(3\hat{x}+5\right)}{128},-\frac{|K|(\hat{x}+1)(\hat{y}+1)(\hat{x}-1)^{2}\left(3\hat{y}-5\right)}{128}\Bigg{)}^{\mathsf{T}},

    respectively.

4. Constructions of the H(curl2)H(\text{curl}^{2})-conforming quadrilateral spectral elements

In this section, we show the derivation process of H(curl2)H(\text{curl}^{2})-conforming basis functions on a quadrilateral element KK from basis functions for vector fields on the reference square K^\hat{K} through the bilinear mapping (3.1) and the contravariant transformation (3.5).

We first resort to the following de Rham complex [1, 11] for an enlightenment of the construction process,

(4.1) \displaystyle\mathbb{R} id\displaystyle\overset{id}{\longrightarrow} H1(Ω)\displaystyle H^{1}(\Omega) \displaystyle\overset{\nabla}{\longrightarrow} H(curl2;Ω)\displaystyle H(\text{curl}^{2};\Omega) ×\displaystyle\overset{\nabla\times}{\longrightarrow} H1(Ω)\displaystyle\quad H^{1}(\Omega) 0\displaystyle\overset{0}{\longrightarrow} {0}\displaystyle\{0\}
\displaystyle\quad\cup \displaystyle\quad\quad\cup \displaystyle\quad\quad\cup
\displaystyle\mathbb{R} id\displaystyle\overset{id}{\longrightarrow} Sh\displaystyle\quad S_{h} \displaystyle\overset{\nabla}{\longrightarrow} Wh\displaystyle\quad\quad W_{h} ×\displaystyle\overset{\nabla\times}{\longrightarrow} Uh\displaystyle\quad\quad U_{h} 0\displaystyle\overset{0}{\longrightarrow} {0},\displaystyle\{0\},

where Sh={uhH1(Ω):uh|KΦK1 is certain bivariate polynomial for all K𝒯h}S_{h}=\left\{u_{h}\in H^{1}(\Omega):u_{h}\big{|}_{K}\circ\Phi^{-1}_{K}\text{ is certain bivariate polynomial for all }K\in\mathcal{T}_{h}\right\}, and Wh,UhW_{h},U_{h} are certain conforming element spaces over the partition 𝒯h\mathcal{T}_{h} of Ω\Omega. The main property of the de Rham complex lies in that the range of each operator coincides with the kernel of the following operator consecutive operators. In particular,

(4.2) H(curl2;Ω){𝒖H(curl2;Ω):×𝒖=0}=H1(Ω)H2(Ω),Wh{𝒖Wh:×𝒖=0}=Sh[ShH2(Ω)].\displaystyle\begin{aligned} &H(\text{curl}^{2};\Omega)&&\supseteq\left\{\bm{u}\in H(\text{curl}^{2};\Omega):\nabla\times\bm{u}=0\right\}&&=\nabla H^{1}(\Omega)&&\supseteq\nabla H^{2}(\Omega),\\ &W_{h}&&\supseteq\left\{\bm{u}\in W_{h}:\nabla\times\bm{u}=0\right\}&&=\nabla S_{h}&&\supseteq\nabla\left[S_{h}\cap H^{2}(\Omega)\right].\end{aligned}

4.1. Vectorial basis functions on the reference square

It is known that Km1,1(x^)Kn1,1(y^)K^{-1,-1}_{m}(\hat{x})K^{-1,-1}_{n}(\hat{y}), m,n0m,n\geq 0 are basis functions on the reference square K^\hat{K} for constructing C1C^{1}-conforming spectral elements using the bilinear mapping (3.1) over quadrilateral partitions [12]. According to (4.2) and (3.2), 𝑩K𝖳^[Km1,1(x^)Kn1,1(y^)]ΦK1,m,n0,\bm{B}_{K}^{-\mathsf{T}}\hat{\nabla}\left[K^{-1,-1}_{m}(\hat{x})K^{-1,-1}_{n}(\hat{y})\right]\circ\Phi_{K}^{-1},\ m,n\geq 0, are local basis candidates on KK for the discrete kernel space {𝒖Vh:×𝒖=0}\left\{\bm{u}\in V_{h}:\nabla\times\bm{u}=0\right\}. For this reason, we would like to choose

(4.3) 𝒑^m,n(x^,y^):=^[Km1,1(x^)Kn1,1(y^)],(m,n)02{(0,0)},\displaystyle\hat{\bm{p}}_{m,n}(\hat{x},\hat{y}):=\hat{\nabla}\big{[}K^{-1,-1}_{m}(\hat{x})K^{-1,-1}_{n}(\hat{y})\big{]},\quad(m,n)\in\mathbb{N}_{0}^{2}\setminus\{(0,0)\},

as a part of vectorial basis functions on the reference square.

Inspired by the success of the work in [28], we recommend

(4.4) 𝒒^m,n(x^,y^):=^Km2,2(x^)Kn2,2(y^) or 𝒒^m,n(x^,y^):=Km2,2(x^)^Kn2,2(y^),(m,n)2,\displaystyle\hat{\bm{q}}_{m,n}(\hat{x},\hat{y}):=\hat{\nabla}K^{-2,-2}_{m}(\hat{x})K^{-2,-2}_{n}(\hat{y})\ \text{ or }\ \hat{\bm{q}}_{m,n}^{\ast}(\hat{x},\hat{y}):=K^{-2,-2}_{m}(\hat{x})\hat{\nabla}K^{-2,-2}_{n}(\hat{y}),\quad(m,n)\in\mathbb{N}^{2},

for the other part of vectorial basis functions on the reference square.

It is easy to see that 𝒒^0,n+𝒒^2,n=𝒒^m,0+𝒒^m,2=0\hat{\bm{q}}_{0,n}+\hat{\bm{q}}_{2,n}=\hat{\bm{q}}^{\ast}_{m,0}+\hat{\bm{q}}^{\ast}_{m,2}=0 for any m,n0m,n\in\mathbb{N}_{0}, and

𝒒^m,n+𝒒^m,n=^[K^m2,2(x^)Kn2,2(y^)],\displaystyle\hat{\bm{q}}_{m,n}+\hat{\bm{q}}_{m,n}^{\ast}=\hat{\nabla}[\hat{K}^{-2,-2}_{m}(\hat{x})K^{-2,-2}_{n}(\hat{y})],
𝒒^m,0+𝒒^m,2=^[K^m2,2(x^)],\displaystyle\hat{\bm{q}}_{m,0}+\hat{\bm{q}}_{m,2}=\hat{\nabla}[\hat{K}^{-2,-2}_{m}(\hat{x})], 𝒒^0,n+𝒒^2,n=^[K^n2,2(y^)],\displaystyle\hat{\bm{q}}^{\ast}_{0,n}+\hat{\bm{q}}^{\ast}_{2,n}=\hat{\nabla}[\hat{K}^{-2,-2}_{n}(\hat{y})],

are all finite linear combination of 𝒑^i,j\hat{\bm{p}}_{i,j}, (i,j)02{(0,0)}(i,j)\in\mathbb{N}_{0}^{2}\setminus\{(0,0)\} for any m,n0m,n\in\mathbb{N}_{0}. Thus two parts of vectorial functions 𝒑^m,n\hat{\bm{p}}_{m,n}, (m,n)02{(0,0)}(m,n)\in\mathbb{N}_{0}^{2}\setminus\{(0,0)\}, and 𝒒^m,n/𝒒^m,n\hat{\bm{q}}_{m,n}/\hat{\bm{q}}^{\ast}_{m,n}, (m,n)2(m,n)\in\mathbb{N}^{2}, form a basis in [L2(K^)]2[L^{2}(\hat{K})]^{2}.

Now we are ready to present the trace properties of the vectorial basis functions under the contravariant transformation (3.5). The following three lemmas can be deduced from the definition of the general Jacobi polynomials (2.1), and their properties (2.2)-(2.6) immediately.

Lemma 4.1.

Let 𝒑m,n=BK𝖳𝒑^m,nΦK1\bm{p}_{{m,n}}=B_{K}^{-\mathsf{T}}\hat{\bm{p}}_{{m,n}}\circ\Phi_{K}^{-1}, and it holds that

(4.5) ×𝒑m,n=\displaystyle\nabla\times\bm{p}_{{m,n}}=  0,\displaystyle\,0,
(4.6) 𝒑m,n𝝉|Γ=[2Km1,1(1)Kn1,1(y^)l1,2Km1,1(x^)Kn1,1(1)l2,2Km1,1(1)Kn1,1(y^)l3,2Km1,1(x^)Kn1,1(1)l4]={[0,0,0,0],m2,n2,[(n1)Jn10,0(y^)l1,0,0,0],m=0,n2,[0,0,(n1)Jn10,0(y^)l3,0],m=1,n2,[0,(m1)Jm10,0(x^)l2,0,0],m2,n=0,[0,0,0,(m1)Jm10,0(x^)l4],m2,n=1,[1l1,1l2,0,0],m=0,n=0,[0,1l2,1l3,0],m=1,n=0,[0,0,1l3,1l4],m=1,n=1,[1l1,0,0,1l4],m=0,n=1.\displaystyle\begin{split}\bm{p}_{{m,n}}\cdot\bm{\tau}\big{|}_{\Gamma}=&\Bigg{[}-\frac{2K^{-1,-1}_{m}(-1)K^{-1,-1}_{n}{}^{\prime}(\hat{y})}{l_{1}},\frac{2K^{-1,-1}_{m}{}^{\prime}(\hat{x})K^{-1,-1}_{n}(-1)}{l_{2}},\\ &\quad\frac{2K^{-1,-1}_{m}(1)K^{-1,-1}_{n}{}^{\prime}(\hat{y})}{l_{3}},-\frac{2K^{-1,-1}_{m}{}^{\prime}(\hat{x})K^{-1,-1}_{n}(1)}{l_{4}}\Bigg{]}\\ =&\begin{cases}[0,0,0,0],&m\geq 2,\,n\geq 2,\\ [-\frac{(n-1)J^{0,0}_{n-1}(\hat{y})}{l_{1}},0,0,0],&m=0,\,n\geq 2,\\ [0,0,\frac{(n-1)J^{0,0}_{n-1}(\hat{y})}{l_{3}},0],&m=1,\,n\geq 2,\\ [0,\frac{(m-1)J^{0,0}_{m-1}(\hat{x})}{l_{2}},0,0],&m\geq 2,\,n=0,\\ [0,0,0,-\frac{(m-1)J^{0,0}_{m-1}(\hat{x})}{l_{4}}],&m\geq 2,\,n=1,\\ [\frac{1}{l_{1}},-\frac{1}{l_{2}},0,0],&m=0,\,n=0,\\ [0,\frac{1}{l_{2}},-\frac{1}{l_{3}},0],&m=1,\,n=0,\\ [0,0,\frac{1}{l_{3}},-\frac{1}{l_{4}}],&m=1,\,n=1,\\ [-\frac{1}{l_{1}},0,0,\frac{1}{l_{4}}],&m=0,\,n=1.\end{cases}\end{split}
Lemma 4.2.

Let 𝒒m,n=BK𝖳𝒒^m,nΦK1{\bm{q}}_{{m,n}}=B_{K}^{-\mathsf{T}}\hat{\bm{q}}_{{m,n}}\circ\Phi_{K}^{-1}, then it holds that

(4.7) 𝒒m,n𝝉|Γ=[0,2Km2,2(x^)Kn2,2(1)l2,0,2Km2,2(x^)Kn2,2(1)l4]={[0,0,0,0],m1,n{1,3,4,5,6,},[0,0,0,2Km2,2(x^)l4],m1,n=2,\displaystyle\begin{split}{\bm{q}}_{{m,n}}\cdot\bm{\tau}\big{|}_{\Gamma}=&\,\left[0,\frac{2K^{-2,-2}_{m}{}^{\prime}(\hat{x})K^{-2,-2}_{n}(-1)}{l_{2}},0,-\frac{2K^{-2,-2}_{m}{}^{\prime}(\hat{x})K^{-2,-2}_{n}(1)}{l_{4}}\right]\\ =&\begin{cases}[0,0,0,0],&m\geq 1,\,n\in\{1,3,4,5,6,\cdots\},\\ \left[0,0,0,-\frac{2K^{-2,-2}_{m}{}^{\prime}(\hat{x})}{l_{4}}\right],&m\geq 1,\,n=2,\end{cases}\end{split}
(4.8) ×𝒒m,n|Γ=JK1(x^,y^)Km2,2(x^)Kn2,2(y^)|Γ={[0,0,0,0],m,n{2,4,5,6,},[Kn2,2(y^)JK(1,y^),0,0,0],m=1,n{2,4,5,6,},[0,0,Kn2,2(y^)JK(1,y^),0],m=3,n{2,4,5,6,},[0,Km2,2(x^)JK(x^,1),0,0],n=1,m{2,4,5,6,},[0,0,0,Km2,2(x^)JK(x^,1)],n=3,m{2,4,5,6,},[K12,2(y^)JK(1,y^),K12,2(x^)JK(x^,1),0,0],m=1,n=1,[0,K32,2(x^)JK(x^,1),K12,2(y^)JK(1,y^),0],m=3,n=1,[0,0,K32,2(y^)JK(1,y^),K32,2(x^)JK(x^,1)],m=3,n=3,[K32,2(y^)JK(1,y^),0,0,K12,2(x^)JK(x^,1)],m=1,n=3.\displaystyle\begin{split}\nabla\times{\bm{q}}_{{m,n}}|_{\Gamma}=&\,-J^{-1}_{K}(\hat{x},\hat{y})K^{-2,-2}_{m}{}^{\prime}(\hat{x})K^{-2,-2}_{n}{}^{\prime}(\hat{y})\big{|}_{\Gamma}\\ =&\begin{cases}[0,0,0,0],&m,n\in\{2,4,5,6,\cdots\},\\ \left[-\frac{K^{-2,-2}_{n}{}^{\prime}(\hat{y})}{J_{K}(-1,\hat{y})},0,0,0\right],&m=1,\ n\in\{2,4,5,6,\cdots\},\\ \left[0,0,-\frac{K^{-2,-2}_{n}{}^{\prime}(\hat{y})}{J_{K}(1,\hat{y})},0\right],&m=3,\ n\in\{2,4,5,6,\cdots\},\\ \left[0,-\frac{K^{-2,-2}_{m}{}^{\prime}(\hat{x})}{J_{K}(\hat{x},-1)},0,0\right],&n=1,\ m\in\{2,4,5,6,\cdots\},\\ \left[0,0,0,-\frac{K^{-2,-2}_{m}{}^{\prime}(\hat{x})}{J_{K}(\hat{x},1)}\right],&n=3,\ m\in\{2,4,5,6,\cdots\},\\ \left[-\frac{K^{-2,-2}_{1}{}^{\prime}(\hat{y})}{J_{K}(-1,\hat{y})},-\frac{K^{-2,-2}_{1}{}^{\prime}(\hat{x})}{J_{K}(\hat{x},-1)},0,0\right],&m=1,\ n=1,\\ \left[0,-\frac{K^{-2,-2}_{3}{}^{\prime}(\hat{x})}{J_{K}(\hat{x},-1)},-\frac{K^{-2,-2}_{1}{}^{\prime}(\hat{y})}{J_{K}(1,\hat{y})},0\right],&m=3,\ n=1,\\ \left[0,0,-\frac{K^{-2,-2}_{3}{}^{\prime}(\hat{y})}{J_{K}(1,\hat{y})},-\frac{K^{-2,-2}_{3}{}^{\prime}(\hat{x})}{J_{K}(\hat{x},1)}\right],&m=3,\ n=3,\\ \left[-\frac{K^{-2,-2}_{3}{}^{\prime}(\hat{y})}{J_{K}(-1,\hat{y})},0,0,-\frac{K^{-2,-2}_{1}{}^{\prime}(\hat{x})}{J_{K}(\hat{x},1)}\right],&m=1,\ n=3.\end{cases}\end{split}
Lemma 4.3.

Let  𝒒m,n=BK𝖳𝒒^m,nΦK1{\bm{q}}_{{m,n}}^{\ast}=B_{K}^{-\mathsf{T}}\hat{\bm{q}}_{{m,n}}^{\ast}\circ\Phi_{K}^{-1}, then we have

(4.9) 𝒒m,n𝝉|Γ=[2Km2,2(1)Kn2,2(y^)l1,0,2Km2,2(1)Kn2,2(y^)l3,0]={[0,0,0,0],n1,m{1,3,4,5,6,},[0,0,2Kn2,2(y^)l3,0],n1,m=2,\displaystyle\begin{split}{\bm{q}_{{m,n}}^{\ast}}\cdot\bm{\tau}\big{|}_{\Gamma}=&\,\left[-\frac{2K^{-2,-2}_{m}{}(-1)K^{-2,-2}_{n}{}^{\prime}(\hat{y})}{l_{1}},0,\frac{2K^{-2,-2}_{m}(1)K^{-2,-2}_{n}{}^{\prime}(\hat{y})}{l_{3}},0\right]\\ =&\begin{cases}[0,0,0,0],&n\geq 1,\,m\in\{1,3,4,5,6,\cdots\},\\ [0,0,\frac{2K^{-2,-2}_{n}{}^{\prime}(\hat{y})}{l_{3}},0],&n\geq 1,\,m=2,\end{cases}\end{split}
(4.10) ×𝒒m,n|Γ=\displaystyle\nabla\times\bm{q}_{{m,n}}^{\ast}\big{|}_{\Gamma}= JK1(x^,y^)Km2,2(x^)Kn2,2(y^)|Γ=×𝒒m,n|Γ.\displaystyle\,J^{-1}_{K}(\hat{x},\hat{y})K^{-2,-2}_{m}{}^{\prime}(\hat{x})K^{-2,-2}_{n}{}^{\prime}(\hat{y})\big{|}_{\Gamma}=-\nabla\times\bm{q}_{{m,n}}\big{|}_{\Gamma}.

Based on Lemma 4.1 - Lemma 4.3, we shall show in the subsequent subsections how to construct our H(curl2)H(\operatorname{curl}^{2})-conforming quadrilateral spectral elements through basis functions (4.3) and (4.4) on the reference square.

4.2. Construction of interior modes

The interior modes are readily constructed by looking up the trace properties of 𝒑^m,n\hat{\bm{p}}_{m,n}, 𝒒^m,n\hat{\bm{q}}_{m,n} and 𝒒^m,n\hat{\bm{q}}^{*}_{m,n} in Lemmas 4.1-4.3.

Indeed, (4.5) and (4.6) state that both ×𝒑m,n|Γ\nabla\times\bm{p}_{{m,n}}\big{|}_{\Gamma} and 𝒑m,n𝝉|Γ\bm{p}_{{m,n}}\cdot\bm{\tau}\big{|}_{\Gamma} vanish if and only if m,n2m,n\geq 2. While (4.7) and (4.8) (resp. (4.9) and (4.10)) imply that 𝒒m,n𝝉|Γ\bm{q}_{{m,n}}\cdot\bm{\tau}\big{|}_{\Gamma} and ×𝒒m,n|Γ\nabla\times\bm{q}_{{m,n}}\big{|}_{\Gamma} (resp. 𝒒m,n𝝉|Γ\bm{q}^{\ast}_{{m,n}}\cdot\bm{\tau}\big{|}_{\Gamma} and ×𝒒m,n|Γ\nabla\times\bm{q}^{\ast}_{{m,n}}\big{|}_{\Gamma}) vanish if and only if m{2,4,5,6,},n4m\in\{2,4,5,6,\cdots\},n\geq 4 (resp. n{2,4,5,6,},m4n\in\{2,4,5,6,\cdots\},m\geq 4).

By removing the redundant ones, we obtain the interior modes on KK,

ϕm,n(x,y):=𝒑m,n(x,y)=𝑩K𝖳^[Km1,1(x^)Kn1,1(y^)]ΦK1,m,n2,\displaystyle{\bm{\phi}}_{m,n}(x,y):={\bm{p}}_{m,n}(x,y)=\bm{B}_{K}^{-\mathsf{T}}\hat{\nabla}[K^{-1,-1}_{m}(\hat{x})K^{-1,-1}_{n}(\hat{y})]\circ\Phi_{K}^{-1},\quad m,n\geq 2,
𝝍m,n(x,y):=𝒒m,n(x,y)=𝑩K𝖳[^Km2,2(x^)Kn2,2(y^)]ΦK1,m{2,4,5,6,},n4,\displaystyle{\bm{\psi}}_{m,n}(x,y):={\bm{q}}_{m,n}(x,y)=\bm{B}_{K}^{-\mathsf{T}}[\hat{\nabla}K^{-2,-2}_{m}(\hat{x})K^{-2,-2}_{n}(\hat{y})]\circ\Phi_{K}^{-1},\quad m\in\{2,4,5,6,\cdots\},n\geq 4,
𝝍m,2(x,y):=𝒒m,n(x,y)=𝑩K𝖳[K^m2,2(x^)^K^n2,2(y^)]ΦK1,m4,n=2.\displaystyle{\bm{\psi}}_{m,2}(x,y):={\bm{q}}^{\ast}_{m,n}(x,y)=\bm{B}_{K}^{-\mathsf{T}}[\hat{K}^{-2,-2}_{m}(\hat{x})\hat{\nabla}\hat{K}^{-2,-2}_{n}(\hat{y})]\circ\Phi_{K}^{-1},\quad m\geq 4,n=2.

4.3. Construction of edge modes

The edge modes should be divided into two types: function edge modes and curl edge modes. We start with the function edge modes. Thanks to Lemma 4.1, the functions

ϕ0,n=𝑩K𝖳^[K01,1(x^)Kn1,1(y^)]ΦK1,n2,{\bm{\phi}}_{0,n}=\bm{B}_{K}^{-\mathsf{T}}\hat{\nabla}\big{[}K^{-1,-1}_{0}(\hat{x})K^{-1,-1}_{n}(\hat{y})\big{]}\circ\Phi_{K}^{-1},\ n\geq 2,

satisfy the criteria for function edge modes corresponding to Γ1\Gamma_{1}.

Furthermore, according to Lemma 4.1, Lemma 4.2, and (2.6), we define

ϕ~^0,0=^[K01,1(x^)K11,1(y^)]+12^[K31,1(x^)K11,1(y^)]+^K22,2(x^)K22,2(y^)\displaystyle\hat{\tilde{\bm{\phi}}}_{0,0}=\hat{\nabla}\big{[}K^{-1,-1}_{0}(\hat{x})K^{-1,-1}_{1}(\hat{y})\big{]}+\frac{1}{2}\hat{\nabla}\big{[}K^{-1,-1}_{3}(\hat{x})K^{-1,-1}_{1}(\hat{y})\big{]}+\hat{\nabla}K^{-2,-2}_{2}(\hat{x})K^{-2,-2}_{2}(\hat{y})
=(3y(y21)(x21)16,(x+2)(x1)28)𝖳,\displaystyle\qquad=\left(\frac{3y(y^{2}-1)(x^{2}-1)}{16},\frac{(x+2)(x-1)^{2}}{8}\right)^{\mathsf{T}},

and then find that

ϕ~0,0𝝉|Γ=[1l1,0,0,0],\displaystyle{\tilde{\bm{\phi}}}_{0,0}\cdot\bm{\tau}|_{\Gamma}=\left[-\frac{1}{l_{1}},0,0,0\right], ×ϕ~0,0|Γ=[0,0,0,0].\displaystyle\nabla\times{\tilde{\bm{\phi}}}_{0,0}|_{\Gamma}=\left[0,0,0,0\right].

Hence, ϕ~0,0=𝑩K𝖳ϕ~^0,0ΦK1{\tilde{\bm{\phi}}}_{0,0}=\bm{B}_{K}^{-\mathsf{T}}\hat{\tilde{\bm{\phi}}}_{0,0}\circ\Phi_{K}^{-1} or ϕ0,0=𝑩K𝖳ϕ^0,0ΦK1:=𝑩K𝖳(ϕ~^0,018ϕ^3,3)ΦK1=ϕ~0,0ϕ3,3{\bm{\phi}}_{0,0}=\bm{B}_{K}^{-\mathsf{T}}\hat{\bm{\phi}}_{0,0}\circ\Phi_{K}^{-1}:=\bm{B}_{K}^{-\mathsf{T}}\big{(}\hat{\tilde{\bm{\phi}}}_{0,0}-\frac{1}{8}\hat{\bm{\phi}}_{3,3}\big{)}\circ\Phi_{K}^{-1}={\tilde{\bm{\phi}}}_{0,0}-{\bm{\phi}}_{3,3} is another function edge basis function for Γ1\Gamma_{1}.

The function edge modes corresponding to Γ2,Γ3\Gamma_{2},\Gamma_{3} and Γ4\Gamma_{4} can be obtained by making use of the geometrical and algebraic symmetry.

Next, let us concentrate on the construction of curl edge modes. By Lemma 4.3, we find that 𝒒1,n=𝑩K𝖳[K12,2(x^)^Kn2,2(y^)]ΦK1,n{2,4,5,6,},\bm{q}^{\ast}_{1,n}=\bm{B}_{K}^{-\mathsf{T}}[K^{-2,-2}_{1}(\hat{x})\hat{\nabla}K^{-2,-2}_{n}(\hat{y})]\circ\Phi_{K}^{-1},\ n\in\{2,4,5,6,\cdots\}, satisfy

𝒒1,n𝝉|Γ=[0,0,0,0],\displaystyle\bm{q}^{\ast}_{1,n}\cdot\bm{\tau}|_{\Gamma}=[0,0,0,0], ×𝒒1,n|Γ=[1JK(1,y^)Kn2,2(y^),0,0,0].\displaystyle\nabla\times\bm{q}^{\ast}_{1,n}|_{\Gamma}=\left[\frac{1}{J_{K}(-1,\hat{y})}K_{n}^{-2,-2}{}^{\prime}(\hat{y}),0,0,0\right].

Since

JK|Γ1=18[l2l1sinθ1(1y^)+l1l4sinθ4(1+y^)],J_{K}|_{\Gamma_{1}}=\frac{1}{8}\left[l_{2}l_{1}\sin\theta_{1}(1-\hat{y})+l_{1}l_{4}\sin\theta_{4}(1+\hat{y})\right],

we observe that the curl trace of 𝒒1,n\bm{q}^{\ast}_{1,n} on Γ1\Gamma_{1} relies on the geometric quantities l1,l2,l4,θ1,l_{1},l_{2},l_{4},\theta_{1}, and θ4\theta_{4}. While the traces, up to first order, of a typical H(curl2)H(\text{curl}^{2})-conforming basis functions on Γi\Gamma_{i} only rely on geometric quantities of the edge Γi\Gamma_{i}. This motivates us to add a multiplier JK(x^,y^)J_{K}(\hat{x},\hat{y}) to the above basis functions, and define

𝝍^1,n=JK(x^,y^)K12,2(x^)^Kn2,2(y^),n{2,4,5,6,}.\displaystyle\bm{\hat{\psi}}_{1,n}=J_{K}(\hat{x},\hat{y})K^{-2,-2}_{1}(\hat{x})\hat{\nabla}K^{-2,-2}_{n}(\hat{y}),\quad n\in\{2,4,5,6,\cdots\}.

which finally lead to all curl edge modes 𝝍1,n=𝑩K𝖳𝝍^1,nΦK1,n{2,4,5,6,}\bm{\psi}_{1,n}=\bm{B}_{K}^{-\mathsf{T}}\bm{\hat{\psi}}_{1,n}\circ\Phi_{K}^{-1},\ n\in\{2,4,5,6,\cdots\}, corresponding to Γ1\Gamma_{1} on KK such that

𝝍1,n𝝉|Γ=[0,0,0,0],\displaystyle\bm{\psi}_{1,n}\cdot\bm{\tau}|_{\Gamma}=[0,0,0,0], ×𝝍1,n|Γ=[Kn2,2(y^),0,0,0],n{2,4,5,6,}.\displaystyle\nabla\times\bm{\psi}_{1,n}|_{\Gamma}=[K_{n}^{-2,-2}{}^{\prime}(\hat{y}),0,0,0],\quad n\ \in\{2,4,5,6,\cdots\}.

Similarly, we can obtain other curl edge modes directly by Lemma 4.2-Lemma 4.3.

4.4. Construction of vertex modes

In view of (3.10)-(3.13), the tangent traces of all function edge modes on KK form a complete system in L2(K)L^{2}(\partial K). To make the curl traces of all H(curl2)H(\operatorname{curl}^{2})-conforming basis functions on KK a complete system in C1(K)C^{1}(\partial K) in regard to (3.14)-(3.17), we still need four vertex modes whose tangent traces and curl traces along Γ\Gamma are zero and piecewise linear hat functions along K\partial K, respectivley.

Suppose 𝝍0,0=𝑩K𝖳𝝍^0,0ΦK1{\bm{\psi}}_{0,0}=\bm{B}_{K}^{-\mathsf{T}}\hat{\bm{\psi}}_{0,0}\circ\Phi_{K}^{-1} with

(4.11) 𝝍^0,0=1m3n{1,3}(am,n𝒒^m,n+bm,n𝒒^n,m),\displaystyle\hat{\bm{\psi}}_{0,0}=\sum_{1\leq m\leq 3}\sum_{n\in\{1,3\}}\left(a_{m,n}\hat{\bm{q}}_{m,n}+b_{m,n}\hat{\bm{q}}^{\ast}_{n,m}\right),

is such a basis function at the vertex P1P_{1}. It is then expected that

𝝍0,0𝝉|Γ=[0,0,0,0],×𝝍0,0=[1y^2,1x^2,0,0].\displaystyle{\bm{\psi}}_{0,0}\cdot\bm{\tau}|_{\Gamma}=[0,0,0,0],\qquad\nabla\times\bm{\psi}_{0,0}=\left[\frac{1-\hat{y}}{2},\frac{1-\hat{x}}{2},0,0\right].

Indeed, above requirements can be fulfilled if am,na_{m,n} and bm,nb_{m,n} satisfy the following equation,

(4.12) [1y^2,1x^2,0,0]=×𝝍0,0|Γ=[2(a1,1b1,1)(1y^)(1+3y^)+2(b3,1a1,3)(1+y^)(13y^)+6b2,1(1y^2)((l2s1l4s4)y^l2s1l4s4)l1,2(b1,1a1,1)(1x^)(1+3x^)+2(b1,3a3,1)(1+x^)(13x^)+6a2,1(1x^2)((l1s1l3s2)x^l1s1l3s2)l2,2(a3,1b1,3)(1y^)(1+3y^)+2(a3,3b3,3)(1+y^)(13y^)+6b2,3(1y^2)((l2s2l4s3)y^l2s2l4s3)l3,2(b3,1a1,3)(1x^)(1+3x^)+2(b3,3a3,3)(1+x^)(13x^)+6a2,3(1x^2)((l1s4l3s3)x^l1s4l3s3)l4],\displaystyle\begin{split}\Big{[}\frac{1-\hat{y}}{2},&\frac{1-\hat{x}}{2},0,0\Big{]}=\nabla\times\bm{\psi}_{0,0}|_{\Gamma}\\ =\bigg{[}&-\frac{2(a_{1,1}-b_{1,1})(1-\hat{y})(1+3\hat{y})+2(b_{3,1}-a_{1,3})(1+\hat{y})(1-3\hat{y})+6b_{2,1}(1-\hat{y}^{2})}{\left(\left(l_{2}s_{1}-l_{4}s_{4}\right)\hat{y}-l_{2}s_{1}-l_{4}s_{4}\right)l_{1}},\\ &\frac{2(b_{1,1}-a_{1,1})(1-\hat{x})(1+3\hat{x})+2(b_{1,3}-a_{3,1})(1+\hat{x})(1-3\hat{x})+6a_{2,1}(1-\hat{x}^{2})}{\left(\left(l_{1}s_{1}-l_{3}s_{2}\right)\hat{x}-l_{1}s_{1}-l_{3}s_{2}\right)l_{2}},\\ &-\frac{2(a_{3,1}-b_{1,3})(1-\hat{y})(1+3\hat{y})+2(a_{3,3}-b_{3,3})(1+\hat{y})(1-3\hat{y})+6b_{2,3}(1-\hat{y}^{2})}{\left(\left(l_{2}s_{2}-l_{4}s_{3}\right)\hat{y}-l_{2}s_{2}-l_{4}s_{3}\right)l_{3}},\\ &\frac{2(b_{3,1}-a_{1,3})(1-\hat{x})(1+3\hat{x})+2(b_{3,3}-a_{3,3})(1+\hat{x})(1-3\hat{x})+6a_{2,3}(1-\hat{x}^{2})}{\left(\left(l_{1}s_{4}-l_{3}s_{3}\right)\hat{x}-l_{1}s_{4}-l_{3}s_{3}\right)l_{4}}\bigg{]},\end{split}

where the second equality is established by using (4.8) and (4.10).

Since the third and fourth entries in (4.12) are zeros, we obtain

(4.13) b3,1=a1,3,a3,1=b1,3,b3,3=a3,3,a2,3=b2,3=0,\displaystyle b_{3,1}=a_{1,3},\quad a_{3,1}=b_{1,3},\quad b_{3,3}=a_{3,3},\quad a_{2,3}=b_{2,3}=0,

and further simplify (4.12) as

(4.14) [1y^2,1x^2,0,0]=[1y^212(b1,1a1,1b2,1)y^+4(b1,1a1,13b2,1)((l2s1l4s4)y^l2s1l4s4)l1,1x^212(b1,1a1,1+a2,1)x^+4(b1,1a1,1+3a2,1)((l1s1l3s2)x^l1s1l3s2)l2,0,0].\displaystyle\begin{split}\Big{[}\frac{1-\hat{y}}{2},\frac{1-\hat{x}}{2},0,0\Big{]}=\bigg{[}&\frac{1-\hat{y}}{2}\frac{12(b_{1,1}-a_{1,1}-b_{2,1})\hat{y}+4(b_{1,1}-a_{1,1}-3b_{2,1})}{\left(\left(l_{2}s_{1}-l_{4}s_{4}\right)\hat{y}-l_{2}s_{1}-l_{4}s_{4}\right)l_{1}},\\ &\frac{1-\hat{x}}{2}\frac{12(b_{1,1}-a_{1,1}+a_{2,1})\hat{x}+4(b_{1,1}-a_{1,1}+3a_{2,1})}{\left(\left(l_{1}s_{1}-l_{3}s_{2}\right)\hat{x}-l_{1}s_{1}-l_{3}s_{2}\right)l_{2}},0,0\bigg{]}.\end{split}

This implies that

(4.15) b1,1a1,1=l1l2s14,a2,1=16s1l1l2112s2l3l2,b2,1=16s1l1l2+112l4l1s4.\displaystyle b_{1,1}-a_{1,1}=\frac{l_{1}l_{2}s_{1}}{4},\quad a_{2,1}=-\frac{1}{6}s_{1}l_{1}l_{2}-\frac{1}{12}s_{2}l_{3}l_{2},\quad b_{2,1}=\frac{1}{6}s_{1}l_{1}l_{2}+\frac{1}{12}l_{4}l_{1}s_{4}.

Finally, by selecting

(4.16) a1,1=s1l1l28,b1,1=s1l1l28,a1,3=a3,1=a3,3=0,\displaystyle a_{1,1}=-\frac{s_{1}l_{1}l_{2}}{8},\quad b_{1,1}=\frac{s_{1}l_{1}l_{2}}{8},\quad a_{1,3}=a_{3,1}=a_{3,3}=0,

we get

𝝍^0,0=s1l1l28𝒒^1,1(16s1l1l2+112s2l3l2)𝒒^2,1+s1l1l28𝒒^1,1+(16s1l1l2+112l4l1s4)𝒒^1,2,\displaystyle\begin{split}\hat{\bm{\psi}}_{0,0}=\,-\frac{s_{1}l_{1}l_{2}}{8}\hat{\bm{q}}_{1,1}-\left(\frac{1}{6}s_{1}l_{1}l_{2}+\frac{1}{12}s_{2}l_{3}l_{2}\right)\hat{\bm{q}}_{2,1}+\frac{s_{1}l_{1}l_{2}}{8}\hat{\bm{q}}^{\ast}_{1,1}+\left(\frac{1}{6}s_{1}l_{1}l_{2}+\frac{1}{12}l_{4}l_{1}s_{4}\right)\hat{\bm{q}}^{\ast}_{1,2},\end{split}

which yields the vertex mode (3.18).

By a parity analysis, we can also obtain the vertex modes (3.19)-(3.21).

5. Applications to the quad-curl problem and its eigenvalue problem

In this section, we propose the H(curl2)H(\text{curl}^{2})-conforming quadrilateral spectral element method to solve the quad-curl problem,

(5.1) (×)4𝒖=𝒇,inΩ,𝒖=0,inΩ,𝒖×𝒏=0,onΩ,×𝒖=0,onΩ,\begin{split}(\nabla\times)^{4}\bm{u}&=\bm{f},\quad\text{in}\;\Omega,\\ \nabla\cdot\bm{u}&=0,\quad\text{in}\;\Omega,\\ \bm{u}\times\bm{n}&=0,\quad\text{on}\;\partial\Omega,\\ \nabla\times\bm{u}&=0,\quad\text{on}\;\partial\Omega,\end{split}

where Ω2\Omega\in\mathbb{R}^{2} is Lipschitz domain and 𝒏\bm{n} is the unit outward normal vector to Ω\partial\Omega.

In order to satisfy divergence-free condition, we adopt mixed methods where the constraint 𝒖=0\nabla\cdot\bm{u}=0 in (5.1) is satisfied in a weak sense by introducing an auxiliary unknown pp. Hence we adopt the following variational formulation: Find (𝒖;p)H0(curl2;Ω)×H01(Ω)(\bm{u};p)\in H_{0}(\text{curl}^{2};\Omega)\times H^{1}_{0}(\Omega), s.t.

(5.2) {a(𝒖,𝒗)+b(𝒗,p)=(𝒇,𝒗),𝒗H0(curl2;Ω),b(𝒖,q)=0,qH01(Ω),\displaystyle\begin{cases}\displaystyle a(\bm{u},\bm{v})+b(\bm{v},p)=(\bm{f},\bm{v}),&\forall\bm{v}\in H_{0}(\text{curl}^{2};\Omega),\\ \displaystyle b(\bm{u},q)=0,&\forall q\in H^{1}_{0}(\Omega),\end{cases}

where

a(𝒖,𝒗)=((×)2𝒖,(×)2𝒗),\displaystyle a(\bm{u},\bm{v})=((\nabla\times)^{2}\bm{u},(\nabla\times)^{2}\bm{v}),
b(𝒗,p)=(𝒗,p).\displaystyle b(\bm{v},p)=(\bm{v},\nabla p).

The well-posedness of the variational problem can be found in [21].

5.1. Approximation spaces

Let L,M,NL,M,N be three integers 3\geq 3. We introduce the following mapped polynomial space,

(5.3) VL,M,N(K)={ϕm,n,2m,nL,ϕm,0,ϕ1,n,1m,nM,ϕm,1,ϕ0,n,m,n{0,2,3,4,,M},𝝍i,j,0i,j1,𝝍m,n,𝝍m,2,𝝍2,n,4m,nN,𝝍1,l,𝝍l,1,𝝍3,l,𝝍l,3,l{2,4,5,6,,N}}.\displaystyle\begin{split}V_{L,M,N}(K)=\Big{\{}&\bm{\phi}_{m,n},2\leq m,n\leq L,\bm{\phi}_{m,0},\bm{\phi}_{1,n},1\leq m,n\leq M,\\ &\bm{\phi}_{m,1},\bm{\phi}_{0,n},m,n\in\{0,2,3,4,\cdots,M\},\\ &\bm{\psi}_{i,j},0\leq i,j\leq 1,\\ &\bm{\psi}_{m,n},\bm{\psi}_{m,2},\bm{\psi}_{2,n},4\leq m,n\leq N,\\ &\bm{\psi}_{1,l},\bm{\psi}_{l,1},\bm{\psi}_{3,l},\bm{\psi}_{l,3},l\in\{2,4,5,6,\cdots,N\}\Big{\}}.\end{split}

We shall abbreviate VN,N,N(K)V_{N,N,N}(K) as VN(K)V_{N}(K).

We now list all the H(curl2)H(\text{curl}^{2})-conforming basis functions in VL,M,N(K)V_{L,M,N}(K) in Table 5.1, which shows that minL,M,N3dimVL,M,N=24\displaystyle\min_{L,M,N\geq 3}\mathrm{dim}V_{L,M,N}=24.

Table 5.1. The H(curl2)H(\text{curl}^{2})-conforming elements on the element KK.
modes basis cardinality
interior ϕm,n,2m,nL{\bm{\phi}}_{m,n},2\leq m,n\leq L (L1)2+(N1)(N3)(L-1)^{2}+(N-1)(N-3)
𝝍m,n,m{2,4,5,6,,N},4nN{\bm{\psi}}_{m,n},m\in\{2,4,5,6,\cdots,N\},4\leq n\leq N
𝝍m,2,4mN{\bm{\psi}}_{m,2},4\leq m\leq N
function edge Γ4\Gamma_{4}: ϕm,1,m{0,2,3,4,M}{\bm{\phi}}_{m,1},m\in\{0,2,3,4\cdots,M\} 4M4M
Γ3\Gamma_{3}: ϕ1,n,1nM{\bm{\phi}}_{1,n},1\leq n\leq M
Γ2\Gamma_{2}: ϕm,0,1mM{\bm{\phi}}_{m,0},1\leq m\leq M
Γ1\Gamma_{1}: ϕ0,n,n{0,2,3,4,M}{\bm{\phi}}_{0,n},n\in\{0,2,3,4\cdots,M\}
curl edge Γ4:𝝍m,3,m{2,4,5,6,,N}\Gamma_{4}:{\bm{\psi}}_{m,3},m\in\{2,4,5,6,\cdots,N\} 4(N2)4(N-2)
Γ3:𝝍3,n,n{2,4,5,6,,N}\Gamma_{3}:{\bm{\psi}}_{3,n},n\in\{2,4,5,6,\cdots,N\}
Γ2:𝝍m,1,m{2,4,5,6,,N}\Gamma_{2}:{\bm{\psi}}_{m,1},m\in\{2,4,5,6,\cdots,N\}
Γ1:𝝍1,n,n{2,4,5,6,,N}\Gamma_{1}:{\bm{\psi}}_{1,n},n\in\{2,4,5,6,\cdots,N\}
vertex 𝝍i,j,0i,j1{\bm{\psi}}_{i,j},0\leq i,j\leq 1 4{4}

The following lemma states the polynomial spaces VL,M,N(K),L,M,N3V_{L,M,N}(K),\ L,M,N\geq 3 contains lower-order polynomials on arbitrary quadrilateral KK, thus form a complete system in H(curl2;K)H(\operatorname{curl}^{2};K).

Lemma 5.1.

It holds that

(5.4) (1,0)𝖳=\displaystyle(1,0)^{\mathsf{T}}= x14ϕ0,0+x21ϕ1,0+x32ϕ1,1x43ϕ0,1,\displaystyle-x_{14}{\bm{\phi}}_{0,0}+x_{21}{\bm{\phi}}_{1,0}+x_{32}{\bm{\phi}}_{1,1}-x_{43}{\bm{\phi}}_{0,1},
(5.5) (0,1)𝖳=\displaystyle(0,1)^{\mathsf{T}}= y14ϕ0,0+y21ϕ1,0+y32ϕ1,1y43ϕ0,1,\displaystyle-y_{14}{\bm{\phi}}_{0,0}+y_{21}{\bm{\phi}}_{1,0}+y_{32}{\bm{\phi}}_{1,1}-y_{43}{\bm{\phi}}_{0,1},
(5.6) (x,0)𝖳=(x12x42)2ϕ0,0+(x22x12)2ϕ1,0+(x32x22)2ϕ1,1(x42x32)2ϕ0,1+x1422ϕ0,2+x2122ϕ2,0+x3222ϕ1,2+x4322ϕ2,1+(x32+x14)22ϕ2,2,\displaystyle\begin{split}(x,0)^{\mathsf{T}}=&-\frac{(x_{1}^{2}-x_{4}^{2})}{2}{\bm{\phi}}_{0,0}+\frac{(x_{2}^{2}-x_{1}^{2})}{2}{\bm{\phi}}_{1,0}+\frac{(x_{3}^{2}-x_{2}^{2})}{2}{\bm{\phi}}_{1,1}-\frac{(x_{4}^{2}-x_{3}^{2})}{2}{\bm{\phi}}_{0,1}\\ &+\frac{x_{14}^{2}}{2}\bm{\phi}_{0,2}+\frac{x_{21}^{2}}{2}\bm{\phi}_{2,0}+\frac{x_{32}^{2}}{2}\bm{\phi}_{1,2}+\frac{x_{43}^{2}}{2}\bm{\phi}_{2,1}+\frac{(x_{32}+x_{14})^{2}}{2}\bm{\phi}_{2,2},\end{split}
(5.7) (0,x)𝖳=(x1+x4)y142ϕ0,0+(x2+x1)y212ϕ1,0+(x3+x2)y322ϕ1,1(x4+x3)y432ϕ0,1+x14y142ϕ0,2+x21y212ϕ2,0+x32y322ϕ1,2+x43y432ϕ2,1+(x32+x14)(y32+y14)2ϕ2,2+(𝝍~0,0+𝝍~0,1+𝝍~1,0+𝝍~1,1),\displaystyle\begin{split}(0,x)^{\mathsf{T}}=&-\frac{(x_{1}+x_{4})y_{14}}{2}{\bm{\phi}}_{0,0}+\frac{(x_{2}+x_{1})y_{21}}{2}{\bm{\phi}}_{1,0}+\frac{(x_{3}+x_{2})y_{32}}{2}{\bm{\phi}}_{1,1}\\ &-\frac{(x_{4}+x_{3})y_{43}}{2}{\bm{\phi}}_{0,1}+\frac{x_{14}y_{14}}{2}\bm{\phi}_{0,2}+\frac{x_{21}y_{21}}{2}\bm{\phi}_{2,0}+\frac{x_{32}y_{32}}{2}\bm{\phi}_{1,2}\\ &+\frac{x_{43}y_{43}}{2}\bm{\phi}_{2,1}+\frac{(x_{32}+x_{14})(y_{32}+y_{14})}{2}\bm{\phi}_{2,2}+(\tilde{\bm{\psi}}_{0,0}+\tilde{\bm{\psi}}_{0,1}+\tilde{\bm{\psi}}_{1,0}+\tilde{\bm{\psi}}_{1,1}),\end{split}
(5.8) (0,y)𝖳=(y12y42)2ϕ0,0+(y22y12)2ϕ1,0+(y32y22)2ϕ1,1(y42y32)2ϕ0,1+y1422ϕ0,2+y2122ϕ2,0+y3222ϕ1,2+y4322ϕ2,1+(y32+y14)22ϕ2,2,\displaystyle\begin{split}(0,y)^{\mathsf{T}}=&-\frac{(y_{1}^{2}-y_{4}^{2})}{2}{\bm{\phi}}_{0,0}+\frac{(y_{2}^{2}-y_{1}^{2})}{2}{\bm{\phi}}_{1,0}+\frac{(y_{3}^{2}-y_{2}^{2})}{2}{\bm{\phi}}_{1,1}-\frac{(y_{4}^{2}-y_{3}^{2})}{2}{\bm{\phi}}_{0,1}\\ &+\frac{y_{14}^{2}}{2}\bm{\phi}_{0,2}+\frac{y_{21}^{2}}{2}\bm{\phi}_{2,0}+\frac{y_{32}^{2}}{2}\bm{\phi}_{1,2}+\frac{y_{43}^{2}}{2}\bm{\phi}_{2,1}+\frac{(y_{32}+y_{14})^{2}}{2}\bm{\phi}_{2,2},\end{split}
(5.9) (y,0)𝖳=x14(y1+y4)2ϕ0,0+x21(y2+y1)2ϕ1,0+x32(y3+y2)2ϕ1,1x43(y4+y3)2ϕ0,1+x14y142ϕ0,2+x21y212ϕ2,0+x32y322ϕ1,2+x43y432ϕ2,1+(x32+x14)(y32+y14)2ϕ2,2(𝝍~0,0+𝝍~0,1+𝝍~1,0+𝝍~1,1),\displaystyle\begin{split}(y,0)^{\mathsf{T}}=&-\frac{x_{14}(y_{1}+y_{4})}{2}{\bm{\phi}}_{0,0}+\frac{x_{21}(y_{2}+y_{1})}{2}{\bm{\phi}}_{1,0}+\frac{x_{32}(y_{3}+y_{2})}{2}{\bm{\phi}}_{1,1}\\ &-\frac{x_{43}(y_{4}+y_{3})}{2}{\bm{\phi}}_{0,1}+\frac{x_{14}y_{14}}{2}\bm{\phi}_{0,2}+\frac{x_{21}y_{21}}{2}\bm{\phi}_{2,0}+\frac{x_{32}y_{32}}{2}\bm{\phi}_{1,2}\\ &+\frac{x_{43}y_{43}}{2}\bm{\phi}_{2,1}+\frac{(x_{32}+x_{14})(y_{32}+y_{14})}{2}\bm{\phi}_{2,2}-(\tilde{\bm{\psi}}_{0,0}+\tilde{\bm{\psi}}_{0,1}+\tilde{\bm{\psi}}_{1,0}+\tilde{\bm{\psi}}_{1,1}),\end{split}
(5.10) 1=×((x1+x4)y142ϕ0,0+(x2+x1)y212ϕ1,0+(x3+x2)y322ϕ1,1(x4+x3)y432ϕ0,1+(𝝍~0,0+𝝍~0,1+𝝍~1,0+𝝍~1,1)),\displaystyle\begin{split}1=&\nabla\times\Big{(}-\frac{(x_{1}+x_{4})y_{14}}{2}{\bm{\phi}}_{0,0}+\frac{(x_{2}+x_{1})y_{21}}{2}{\bm{\phi}}_{1,0}+\frac{(x_{3}+x_{2})y_{32}}{2}{\bm{\phi}}_{1,1}\\ &-\frac{(x_{4}+x_{3})y_{43}}{2}{\bm{\phi}}_{0,1}+(\tilde{\bm{\psi}}_{0,0}+\tilde{\bm{\psi}}_{0,1}+\tilde{\bm{\psi}}_{1,0}+\tilde{\bm{\psi}}_{1,1})\Big{)},\end{split}

where

𝝍~0,0=𝝍0,0\displaystyle{\tilde{\bm{\psi}}}_{0,0}={{\bm{\psi}}}_{0,0} 148(2s1l1l2+s4l4l1)ϕ2,3+148(2s1l1l2+s2l2l3)ϕ3,2,\displaystyle-\frac{1}{48}\left(2s_{1}l_{1}l_{2}+s_{4}l_{4}l_{1}\right){\bm{\phi}}_{2,3}+\frac{1}{48}\left(2s_{1}l_{1}l_{2}+s_{2}l_{2}l_{3}\right){\bm{\phi}}_{3,2},
𝝍~0,1=𝝍0,1\displaystyle{\tilde{\bm{\psi}}}_{0,1}={{\bm{\psi}}}_{0,1} +148(2s2l2l3+s1l1l2)ϕ3,2+148(2s2l2l3+s3l3l4)ϕ2,3,\displaystyle+\frac{1}{48}\left(2s_{2}l_{2}l_{3}+s_{1}l_{1}l_{2}\right){\bm{\phi}}_{3,2}+\frac{1}{48}\left(2s_{2}l_{2}l_{3}+s_{3}l_{3}l_{4}\right){\bm{\phi}}_{2,3},
𝝍~1,1=𝝍1,1\displaystyle{\tilde{\bm{\psi}}}_{1,1}={{\bm{\psi}}}_{1,1} +148(2s3l3l4+s2l2l3)ϕ2,3148(2s3l3l4+s4l4l1)ϕ3,2,\displaystyle+\frac{1}{48}\left(2s_{3}l_{3}l_{4}+s_{2}l_{2}l_{3}\right){\bm{\phi}}_{2,3}-\frac{1}{48}\left(2s_{3}l_{3}l_{4}+s_{4}l_{4}l_{1}\right){\bm{\phi}}_{3,2},
𝝍~1,0=𝝍1,0\displaystyle{\tilde{\bm{\psi}}}_{1,0}={{\bm{\psi}}}_{1,0} 148(2s4l4l1+s3l3l4)ϕ3,2148(2s4l4l1+s1l1l2)ϕ2,3,\displaystyle-\frac{1}{48}\left(2s_{4}l_{4}l_{1}+s_{3}l_{3}l_{4}\right){\bm{\phi}}_{3,2}-\frac{1}{48}\left(2s_{4}l_{4}l_{1}+s_{1}l_{1}l_{2}\right){\bm{\phi}}_{2,3},

are alternative vertex modes.

The proof is postponed to Appendix A.

Based on Lemma 5.1, we can further define two simple approximation spaces V1(K)=V1,1,1(K)V_{1}(K)=V_{1,1,1}(K) and V2(K)=V2,2,2(K)V_{2}(K)=V_{2,2,2}(K) on KK with the lowest DOFs:

(5.11) V1,1,1(K)=:span{ϕ0,0,ϕ1,0,ϕ1,1,ϕ0,1,𝝍~0,0,𝝍~0,1,𝝍~1,1,𝝍~1,0},\displaystyle V_{1,1,1}(K)=:\text{span}\big{\{}{\bm{\phi}}_{0,0},{\bm{\phi}}_{1,0},{\bm{\phi}}_{1,1},{\bm{\phi}}_{0,1},\tilde{\bm{\psi}}_{0,0},\tilde{\bm{\psi}}_{0,1},\tilde{\bm{\psi}}_{1,1},\tilde{\bm{\psi}}_{1,0}\big{\}},
(5.12) V2,2,2(K):=span{ϕ0,0,ϕ1,0,ϕ1,1,ϕ0,1,ϕ0,2,ϕ2,0,ϕ1,2,ϕ2,1,ϕ2,2,𝝍~0,0,𝝍~0,1,𝝍~1,1,𝝍~1,0},\displaystyle V_{2,2,2}(K):=\text{span}\big{\{}{\bm{\phi}}_{0,0},{\bm{\phi}}_{1,0},{\bm{\phi}}_{1,1},{\bm{\phi}}_{0,1},\bm{\phi}_{0,2},\bm{\phi}_{2,0},\bm{\phi}_{1,2},\bm{\phi}_{2,1},\bm{\phi}_{2,2},\tilde{\bm{\psi}}_{0,0},\tilde{\bm{\psi}}_{0,1},\tilde{\bm{\psi}}_{1,1},\tilde{\bm{\psi}}_{1,0}\big{\}},

such that (1,0),(0,1)V1(K)(1,0),(0,1)\in V_{1}(K); (1,0),(0,1),(x,0),(0,x),(0,y),(y,0)V2(K)(1,0),(0,1),(x,0),(0,x),(0,y),(y,0)\in V_{2}(K); and 1curlV1(K)curlV2(K)1\in\operatorname{curl}V_{1}(K)\subset\operatorname{curl}V_{2}(K). It is obvious that dimV1(K)=8\dim V_{1}(K)=8 and dimV2(K)13\dim V_{2}(K)\leq 13. Whenever KK is a parallelogram, dimV2(K)=12\dim V_{2}(K)=12.

5.2. Approximation scheme

Let  𝒯h={Ki}\mathcal{T}_{h}=\{K_{i}\}\, be a partition of the domain Ω\Omega of the mesh size hh consisting of convex quadrilaterals. We assume that 𝒯h\mathcal{T}_{h} is regular, i.e., the intersection KiKj,ijK_{i}\cap K_{j},\ i\neq j is either empty or a node or an entire edge of both K¯i\bar{K}_{i} and K¯j\bar{K}_{j}.

Let L,M,NL,M,N be an integer triplet such that L,M,N3L,M,N\geq 3 or 1L=M=N21\leq L=M=N\leq 2 hereafter. We define the H(curl2)H(\operatorname{curl}^{2})-conforming approximation spaces for the vector filed 𝒖\bm{u},

WL,M,Nh={𝒗L,M,NhH(curl2;Ω):𝒗L,M,Nh|KVL,M,N(K),K𝒯h},\displaystyle W_{L,M,N}^{h}=\left\{\bm{v}_{L,M,N}^{h}\in H(\text{curl}^{2};\Omega):\ \bm{v}_{L,M,N}^{h}|_{K}\in V_{L,M,N}(K),\ \forall K\in\mathcal{T}_{h}\right\},
W=L,M,Nh{𝒗L,M,NhWL,M,Nh:𝒏×𝒗L,M,Nh=0and×𝒗L,M,Nh=0onΩ}.\displaystyle\overset{\scriptscriptstyle\circ}{W}{}_{L,M,N}^{h}=\left\{\bm{v}_{L,M,N}^{h}\in W_{L,M,N}^{h}:\ \bm{n}\times\bm{v}_{L,M,N}^{h}=0\ \text{and}\ \nabla\times\bm{v}_{L,M,N}^{h}=0\ \text{on}\ \partial\Omega\right\}.

Moreover, we introduce the scalar functions

φm,n=φ^m,nΦK1 on K,φ^m,n(x,y)=[Km1,1(x^)Kn1,1(y^)] on K^,\displaystyle\varphi_{m,n}=\hat{\varphi}_{m,n}\circ\Phi_{K}^{-1}\text{ on }K,\qquad\hat{\varphi}_{m,n}(x,y)=[K_{m}^{-1,-1}(\hat{x})K_{n}^{-1,-1}(\hat{y})]\text{ on }\hat{K},

and the corresponding local function space

RL,M(K):={φ^m,nΦK1:2m,nL}{φ^m,nΦK1:0m,nM;min(m,n)1},\displaystyle R_{L,M}(K):=\big{\{}\hat{\varphi}_{m,n}\circ\Phi_{K}^{-1}:2\leq m,n\leq L\big{\}}\oplus\big{\{}\hat{\varphi}_{m,n}\circ\Phi_{K}^{-1}:0\leq m,n\leq M;\,\min(m,n)\leq 1\big{\}},

such that {𝒖VL,M,N(K):×𝒖=0}={u:uRL,M(K)}\left\{\bm{u}\in V_{L,M,N}(K):\nabla\times\bm{u}=0\right\}=\left\{\nabla u:u\in R_{L,M}(K)\right\}. Indeed, by (3.10)-(3.13),

ϕ^1,1+ϕ^0,1=^φ^1,1,\displaystyle\hat{\bm{\phi}}_{1,1}+\hat{\bm{\phi}}_{0,1}=\hat{\nabla}\hat{\varphi}_{1,1}, ϕ^0,0ϕ^0,1=^φ^0,1,\displaystyle\hat{\bm{\phi}}_{0,0}-\hat{\bm{\phi}}_{0,1}=\hat{\nabla}\hat{\varphi}_{0,1},
ϕ^0,0ϕ^1,0=^φ^0,0,\displaystyle-\hat{\bm{\phi}}_{0,0}-\hat{\bm{\phi}}_{1,0}=\hat{\nabla}\hat{\varphi}_{0,0}, ϕ^1,1+ϕ^1,0=^φ^1,0,\displaystyle-\hat{\bm{\phi}}_{1,1}+\hat{\bm{\phi}}_{1,0}=\hat{\nabla}\hat{\varphi}_{1,0},

which together with (3.9) and (3.10)-(3.13) implies

φ=[𝑩K𝖳^φ^]ΦK1VL,M,N(K),φ=φ^ΦK1RL,M(K).\displaystyle\nabla\varphi=[\bm{B}_{K}^{-\mathsf{T}}\hat{\nabla}{\hat{\varphi}}]\circ\Phi_{K}^{-1}\in V_{L,M,N}(K),\qquad\forall\varphi=\hat{\varphi}\circ\Phi_{K}^{-1}\in R_{L,M}(K).

We now define the H1H^{1}-conforming approximation spaces for the auxiliary function pp,

SL,Mh={wL,MhH1(Ω):wL,Mh|KRL,M(K)},\displaystyle S_{L,M}^{h}=\left\{{w}_{L,M}^{h}\in H^{1}(\Omega):\ w_{L,M}^{h}|_{K}\in R_{L,M}(K)\right\},
S=L,Mh{wL,MhSL,Mh,wL,Mh=0onΩ}.\displaystyle\overset{\scriptscriptstyle\circ}{S}{}_{L,M}^{h}=\left\{{w}_{L,M}^{h}\in S_{L,M}^{h},\;{w}_{L,M}^{h}=0\ \text{on}\ {\partial\Omega}\right\}.

Once again, we shall abbreviate WN,N,NhW_{N,N,N}^{h} and WN,N,Nh\overset{\scriptscriptstyle\circ}{W}{}_{N,N,N}^{h} as WNhW_{N}^{h} and WNh\overset{\scriptscriptstyle\circ}{W}{}_{N}^{h}, respectively; and abbreviate SN,NhS^{h}_{N,N} and SN,Nh\overset{\scriptscriptstyle\circ}{S}{}^{h}_{N,N} as SNhS_{N}^{h} and SNh\overset{\scriptscriptstyle\circ}{S}{}_{N}^{h}, respectively.

The H(curl2)H(\text{curl}^{2})-conforming quadrilateral spectral element method for (5.2) seeks (𝒖L,M,Nh;pL,Mh)W×L,M,NhSL,Mh(\bm{u}^{h}_{L,M,N};p^{h}_{L,M})\in\overset{\scriptscriptstyle\circ}{W}{}^{h}_{L,M,N}\times\overset{\scriptscriptstyle\circ}{S}{}^{h}_{L,M}, s.t.

(5.13) {a(𝒖L,M,Nh,𝒗L,M,Nh)+b(𝒗L,M,Nh,pL,Mh)=(𝒇,𝒗L,M,Nh),𝒗L,M,NhW,L,M,Nhb(𝒖L,M,Nh,qL,Mh)=0,qL,MhS.L,Mh\begin{cases}\displaystyle a(\bm{u}^{h}_{L,M,N},\bm{v}^{h}_{L,M,N})+b(\bm{v}^{h}_{L,M,N},p_{L,M}^{h})=(\bm{f},\bm{v}^{h}_{L,M,N}),&\displaystyle\forall\bm{v}^{h}_{L,M,N}\in\overset{\scriptscriptstyle\circ}{W}{}^{h}_{L,M,N},\\ \displaystyle b(\bm{u}^{h}_{L,M,N},q_{L,M}^{h})=0,&\displaystyle\forall q^{h}_{L,M}\in\overset{\scriptscriptstyle\circ}{S}{}^{h}_{L,M}.\end{cases}

It is obvious that

(5.14) SL,MhW.L,M,Nh\displaystyle\nabla\overset{\scriptscriptstyle\circ}{S}{}_{L,M}^{h}\subset\overset{\scriptscriptstyle\circ}{W}{}_{L,M,N}^{h}.

As a result,

sup𝒖WL,M,Nh(𝒖,p)𝒖H(curl2;Ω)𝒖=p(p,p)pH(curl2;Ω)=pL2(Ω)2pL2(Ω)=pL2(Ω),pS.L,Mh\displaystyle\sup_{\bm{u}\in\overset{\scriptscriptstyle\circ}{W}{}_{L,M,N}^{h}}\frac{(\bm{u},\nabla p)}{\|\bm{u}\|_{H(\operatorname{curl}^{2};\Omega)}}\overset{\bm{u}=\nabla p}{\geq}\frac{(\nabla p,\nabla p)}{\|\nabla p\|_{H(\operatorname{curl}^{2};\Omega)}}=\frac{\|\nabla p\|_{L^{2}(\Omega)}^{2}}{\|\nabla p\|_{L^{2}(\Omega)}}=\|\nabla p\|_{L^{2}(\Omega)},\quad p\in\overset{\scriptscriptstyle\circ}{S}{}_{L,M}^{h}.

Meanwhile, it is easy to see that

(𝒖,p)𝒖H(curl2;Ω)𝒖L2(Ω)pL2(Ω)𝒖H(curl2;Ω)pL2(Ω).\displaystyle\frac{(\bm{u},\nabla p)}{\|\bm{u}\|_{H(\operatorname{curl}^{2};\Omega)}}\leq\frac{\|\bm{u}\|_{L^{2}(\Omega)}\,\|\nabla p\|_{L^{2}(\Omega)}}{\|\bm{u}\|_{H(\operatorname{curl}^{2};\Omega)}}\leq\|\nabla p\|_{L^{2}(\Omega)}.

Consequently,

sup𝒖WL,M,Nh(𝒖,p)𝒖H(curl2;Ω)=pL2(Ω),\displaystyle\sup_{\bm{u}\in\overset{\scriptscriptstyle\circ}{W}{}_{L,M,N}^{h}}\frac{(\bm{u},\nabla p)}{\|\bm{u}\|_{H(\operatorname{curl}^{2};\Omega)}}=\|\nabla p\|_{L^{2}(\Omega)},

which shows that the discrete Ladyzhenskaya-Babuška-Brezzi condition is satisfied, thus (5.13) is well-posed.

Assembling the global “stiffness” matrix and “damping” matrix 𝑨,𝑩\bm{A},\bm{B}, we arrive at the following equivalent algebraic system,

(5.15) (𝑨𝑩𝑩𝖳𝟎)(𝔲𝔭)=(𝑭0),\displaystyle\begin{pmatrix}\bm{A}&\bm{B}\\ \bm{B}^{\mathsf{T}}&\bm{0}\\ \end{pmatrix}\begin{pmatrix}\mathfrak{u}\\ \mathfrak{p}\\ \end{pmatrix}=\begin{pmatrix}\bm{F}\\ 0\\ \end{pmatrix},

where 𝔲,𝔭\mathfrak{u},\mathfrak{p} are two column vectors which represent the DOFs corresponding to the global basis functions, respectively.

6. Numerical result

6.1. The source problem

In this subsection, we consider the problem (5.1) on a unit square Ω=(0,1)2\Omega=(0,1)^{2} with exact solution

(6.1) 𝒖=(3πsin3(πx)sin2(πy)cos(πy)3πsin3(πy)sin2(πx)cos(πx)).\bm{u}=\left(\begin{array}[]{c}3\pi\sin^{3}(\pi x)\sin^{2}(\pi y)\cos(\pi y)\\ -3\pi\sin^{3}(\pi y)\sin^{2}(\pi x)\cos(\pi x)\\ \end{array}\right).

The source term 𝒇\bm{f} can be obtained by a simple calculation. We denote

𝒆L,M,Nh=𝒖𝒖L,M,Nh.\bm{e}_{L,M,N}^{h}=\bm{u}-\bm{u}_{L,M,N}^{h}.

and simply write 𝒆N,N,Nh\bm{e}_{N,N,N}^{h} as 𝒆Nh\bm{e}_{N}^{h}.

Various tests are implemented to demonstrate the validity and efficiency of the H(curl2)H(\text{curl}^{2})-conforming spectral element method. We begin with the hh-convergence of the simplest two approximation spaces W1h\overset{\scriptscriptstyle\circ}{W}{}^{h}_{1} and W2h\overset{\scriptscriptstyle\circ}{W}{}^{h}_{2}. The initial partition is a nonuniform quadrilateral mesh with h=101h=10^{-1} (see Figure 6.1 (a)), followed by several levels of subsequent meshes using the regular refinement (see Figure 6.1 (b) and (c) for the first two levels).

Refer to caption
(a) n=1n=1;
Refer to caption
(b) n=2n=2;
Refer to caption
(c) n=3n=3.
Figure 6.1. Non-uniform quadrilateral meshes.

Approximation errors in L2L^{2}-, H(curl)H(\text{curl})- and H(curl2)H(\text{curl}^{2})-seminorms, i.e., 𝒆Nh\|\bm{e}_{N}^{h}\|, ×𝒆Nh\|\nabla\times\bm{e}_{N}^{h}\| and ××𝒆Nh\|\nabla\times\nabla\times\bm{e}_{N}^{h}\|, are obtained in Table 6.1 and Table 6.2 for N=1N=1 and N=2N=2, respectively.

With the approximation space W1h\overset{\scriptscriptstyle\circ}{W}{}_{1}^{h}, the simplest H(curl2)H(\text{curl}^{2})-conforming quadrilateral method consists 8 DOFs on each physical element. The vector field 𝒖1h\bm{u}_{1}^{h} converges to 𝒖\bm{u} at orders of 𝒪(h)\mathcal{O}(h), 𝒪(h2)\mathcal{O}(h^{2}) and 𝒪(h)\mathcal{O}(h) in semi-norms in L2(Ω)L^{2}(\Omega), H(curl;Ω)H(\text{curl};\Omega) and H(curl2;Ω)H(\text{curl}^{2};\Omega), respectively. This situation agrees well with the convergence behavior of the simplest rectangular elements reported in [11].

Table 6.1. Numerical results by using H(curl2)H(\text{curl}^{2})-conforming elements with L=M=N=1L=M=N=1.
hh 𝒆1h\left\|\bm{e}_{1}^{h}\right\| rates ×𝒆1h\left\|\nabla\times\bm{e}_{1}^{h}\right\| rates ××𝒆1h\left\|\nabla\times\nabla\times\bm{e}_{1}^{h}\right\| rates
1/101/10 2.7016060e-01 8.9911798e-01 31.9663395
1/201/20 1.3087910e-01 1.0456 1.9697265e-01 2.1905 14.7861071 1.1123
1/401/40 6.5062865e-02 1.0083 4.7352656e-02 2.0565 7.23589118 1.0310
1/801/80 3.2494568e-02 1.0016 1.1725121e-02 2.0138 3.59895334 1.0076
1/1601/160 1.6243391e-02 1.0003 2.9243540e-03 2.0034 1.79714478 1.0019

Note that the convergence rate of 𝒖1h\bm{u}_{1}^{h} is lower than that of ×𝒖1h\nabla\times\bm{u}_{1}^{h}. This is very different from convergence behaviors of elliptic equations with the gradient operator.

In order to improves the rate of convergence for 𝒖1h\bm{u}_{1}^{h}, more DOFs are needed. So we carry out numerical experiments on the H(curl2)H(\text{curl}^{2})-conforming quadrilateral method with the approximation space W2h\overset{\scriptscriptstyle\circ}{W}{}_{2}^{h}. We see from Table 6.2 that with 13 element DOFs (L=M=N=2L=M=N=2), the convergence rate of 𝒖2h\bm{u}_{2}^{h} raises to O(h2)O(h^{2}), while the convergence rates (even accuracy) of ×𝒖2h\nabla\times\bm{u}_{2}^{h} and ××𝒖2h\nabla\times\nabla\times\bm{u}_{2}^{h} are unchanged.

Table 6.2. Numerical results by using H(curl2)H(\text{curl}^{2})-conforming quadrilateral elements with L=M=N=2L=M=N=2.
hh 𝒆2h\left\|\bm{e}_{2}^{h}\right\| rates ×𝒆2h\left\|\nabla\times\bm{e}_{2}^{h}\right\| rates ××𝒆2h\left\|\nabla\times\nabla\times\bm{e}_{2}^{h}\right\| rates
1/101/10 9.1992742e-02 8.7767063e-01 31.8557504
1/201/20 2.0157951e-02 2.1902 1.9253484e-01 2.1886 14.7330986 1.1125
1/401/40 4.8913038e-03 2.0431 4.6475991e-02 2.0506 7.21785897 1.0294
1/801/80 1.2142849e-03 2.0101 1.1519875e-02 2.0124 3.59091342 1.0072
1/1601/160 3.0305706e-04 2.0024 2.8738828e-03 2.0031 1.79323838 1.0018

Whenever KK becomes a rectangle, the DOFs reduces to 12, which is one DOF less than the rectangular element in [11].

Next, let us examine the hh-convergence of 𝒖L,M,Nh\bm{u}_{L,M,N}^{h} with L=N=3L=N=3 and M=N,N+1M=N,N+1. Table 6.3 and Table 6.4 show that the errors 𝒆N,M,Nh\|\bm{e}_{N,M,N}^{h}\|, ×𝒆N,M,Nh\|\nabla\times\bm{e}_{N,M,N}^{h}\| and ××𝒆N,M,Nh\|\nabla\times\nabla\times\bm{e}_{N,M,N}^{h}\| decay asymptotically as 𝒪(hM)\mathcal{O}(h^{M}), 𝒪(hN)\mathcal{O}(h^{N}) and 𝒪(hN1)\mathcal{O}(h^{N-1}), respectively. It implies that the convergence order in the L2L^{2}-norm will increase by one if one supplements 4 DOFs on each element to change the approximation space WN,N,Nh\overset{\scriptscriptstyle\circ}{W}{}^{h}_{N,N,N} to WN,N+1,Nh\overset{\scriptscriptstyle\circ}{W}{}^{h}_{N,N+1,N}. Similar convergence behavior of 𝒖N,M,Nh\bm{u}_{N,M,N}^{h} can be observed in Table 6.5 and Table 6.6 for L=N=4L=N=4 and M=N,N+1M=N,N+1.

Table 6.3. Numerical results by using the H(curl2)H(\text{curl}^{2})-conforming elements with L=M=N=3L=M=N=3.
hh 𝒆3h\left\|\bm{e}_{3}^{h}\right\| rates ×𝒆3h\left\|\nabla\times\bm{e}_{3}^{h}\right\| rates ××𝒆3h\left\|\nabla\times\nabla\times\bm{e}_{3}^{h}\right\| rates
1/101/10 1.4531621e-02 2.356674e-01 1.3413460e+01
1/201/20 1.1122290e-03 3.7076 2.875953e-02 3.0346 3.6870789e+00 1.8631
1/401/40 8.3518345e-05 3.7352 3.672498e-03 2.9692 9.7564651e-01 1.9180
1/801/80 6.6964145e-06 3.6406 4.640792e-04 2.9843 2.5019086e-01 1.9633
1/1601/160 6.4506166e-07 3.3759 5.825095e-05 2.9940 6.3218033e-02 1.9846
Table 6.4. Numerical results by using the H(curl2)H(\text{curl}^{2})-conforming elements with M=4,L=N=3M=4,\ L=N=3.
hh 𝒆3,4,3h\left\|\bm{e}_{3,4,3}^{h}\right\| rates ×𝒆3,4,3h\left\|\nabla\times\bm{e}_{3,4,3}^{h}\right\| rates ××𝒆3,4,3h\left\|\nabla\times\nabla\times\bm{e}_{3,4,3}^{h}\right\| rates
1/101/10 1.4367808e-02 2.3566738e-01 1.3413460e+01
1/201/20 1.0749797e-03 3.7405 2.8759528e-02 3.0346 3.6870789e+00 1.8631
1/401/40 7.5421333e-05 3.8332 3.6724978e-03 2.9692 9.7564651e-01 1.9180
1/801/80 4.9693459e-06 3.9238 4.6407944e-04 2.9843 2.5019086e-01 1.9633
Table 6.5. Numerical results by using the H(curl2)H(\text{curl}^{2})-conforming elements with L=M=N=4L=M=N=4.
hh 𝒆4h\left\|\bm{e}_{4}^{h}\right\| rates ×𝒆4h\left\|\nabla\times\bm{e}_{4}^{h}\right\| rates ××𝒆4h\left\|\nabla\times\nabla\times\bm{e}_{4}^{h}\right\| rates
1/101/10 3.5791271e-04 1.4638912e-02 1.3023272
1/201/20 1.6019024e-05 4.4817 9.5069288e-04 3.9447 1.6959892e-01 2.9409
1/401/40 8.6362784e-07 4.2132 5.9743054e-05 3.9921 2.1604928e-02 2.9727
1/801/80 5.1620409e-08 4.0644 3.7288683e-06 4.0020 2.7236022e-03 2.9878
Table 6.6. Numerical results by using the H(curl2)H(\text{curl}^{2})-conforming elements with M=5,L=N=4M=5,L=N=4.
hh 𝒆4,5,4h\left\|\bm{e}_{4,5,4}^{h}\right\| rates ×𝒆4,5,4h\left\|\nabla\times\bm{e}_{4,5,4}^{h}\right\| rates ××𝒆4,5,4h\left\|\nabla\times\nabla\times\bm{e}_{4,5,4}^{h}\right\| rates
1/101/10 1.8193533e-04 1.0483422e-02 9.1705319e-01
1/201/20 5.7613686e-06 4.9809 6.6294347e-04 3.9831 1.1567122e-01 2.9870
1/401/40 1.8301771e-07 4.9764 4.1611226e-05 3.9938 1.4503254e-02 2.9956
1/801/80 5.7630487e-09 4.9890 2.6033668e-06 3.9985 1.8134660e-03 2.9996

We point out that our H(curl2)H(\operatorname{curl}^{2})-conforming elements outperform the ones designed in [11], since our method using approximation spaces WN,N+1,Nh\overset{\scriptscriptstyle\circ}{W}{}_{N,N+1,N}^{h} (N3N\geq 3) with 2N2+2N+42N^{2}+2N+4 DOFs on each quadrilateral element provides convergence orders 𝒪(hN+1)\mathcal{O}(h^{N+1}) in L2(Ω)L^{2}(\Omega), 𝒪(hN)\mathcal{O}(h^{N}) in H(curl;Ω)H(\text{curl};\Omega) and 𝒪(hN1)\mathcal{O}(h^{N-1}) in H(curl2;Ω)H(\text{curl}^{2};\Omega) for the numerical vector field, while [11] needs 2N2+4N+32N^{2}+4N+3 DOFs on each rectangular element to acquire the same orders of convergence.

Interestingly, the situation where the convergence rate of 𝒖L,M,Nh\bm{u}_{L,M,N}^{h} is lower than that of ×𝒖L,M,Nh\nabla\times\bm{u}_{L,M,N}^{h} can be reproduced for any L=N1,M=N1L=N-1,M=N-1 with N4N\geq 4. Indeed, Table 6.7 shows that the errors 𝒆N1,N1,Nh\|\bm{e}_{N-1,N-1,N}^{h}\|, ×𝒆N1,N1,Nh\|\nabla\times\bm{e}_{N-1,N-1,N}^{h}\| and ××𝒆N1,N1,Nh\|\nabla\times\nabla\times\bm{e}_{N-1,N-1,N}^{h}\| decay asymptotically as 𝒪(hN1)\mathcal{O}(h^{N-1}), 𝒪(hN)\mathcal{O}(h^{N}) and 𝒪(hN1)\mathcal{O}(h^{N-1}), respectively.

Table 6.7. Numerical results by using the H(curl2)H(\text{curl}^{2})-conforming elements with L=M=3,N=4L=M=3,N=4.
hh 𝒆3,3,4h\left\|\bm{e}_{3,3,4}^{h}\right\| rates ×𝒆3,3,4h\left\|\nabla\times\bm{e}_{3,3,4}^{h}\right\| rates ××𝒆3,3,4h\left\|\nabla\times\nabla\times\bm{e}_{3,3,4}^{h}\right\| rates
1/101/10 1.7929703e-03 5.9958211e-03 5.6265349e-01
1/201/20 2.2577801e-04 2.9894 3.8206331e-04 3.9721 7.1249756e-02 2.9813
1/401/40 2.8439099e-05 2.9890 2.4014441e-05 3.9918 8.9231314e-03 2.9973
1/801/80 3.5631885e-06 2.9966 1.5037520e-06 3.9973 1.1151661e-03 3.0003

To test the pp-convergence of our method, we set L=M=NL=M=N and let (a) h=1h=1 for one element, (b) h=1/2h=1/2 for 4 elements, (c) h=1/8h=1/8 for 64 elements. Numerical errors versus various DOFs are shown in Figure 6.2 in a semi-logrithm scale. Three plots in Figure 6.2 demonstrate the exponential orders of convergence of our H(curl2)H(\operatorname{curl}^{2})-conforming quadrilateral spectral element method. It is noted that h=1h=1 provides the optimal convergence rate, and an obvious decrease in the convergence rate is observed as the total number of elements increases. Moreover, for fixed DOFs, the accuracy decrease monotonously as hh decreases and thus h=1h=1 offers the highest accuracy.

Refer to caption
(a) h=1h=1 for single element;
Refer to caption
(b) h=1/2h=1/2 for 4 elements;
Refer to caption
(c) h=1/8h=1/8 for 64 elements.
Figure 6.2. The 𝑳2\bm{L}^{2}-errors of 𝒖,×𝒖\bm{u},\nabla\times\bm{u} and (×)2𝒖(\nabla\times)^{2}\bm{u} versus DOFs\sqrt{DOFs} in semi-log scale by using the H(curl2)H(\text{curl}^{2})-conforming quadrilateral spectral elements.

6.2. The quad-curl eigenvalue problem

We propose the quadrilateral spectral element method to solve the quad-curl eigenvalue problem which just substitutes λ𝒖\lambda\bm{u} for the right-hand term 𝒇\bm{f} of the source problem (5.2).

As we have seen from Subsection 6.1, the selection of LL and MM affects the convergence rate for 𝒖\boldsymbol{u} only. On the other hand, the accuracy of eigenvalue approximation has much to do with accuracy of computed ××𝒖\nabla\times\nabla\times\boldsymbol{u}. Hence, in this subsection, we always choose L=M=NL=M=N.

The approximation scheme for the eigenvalue problem is to find λNh\lambda_{N}^{h}\in\mathbb{R} and (𝒖Nh,pNh)W×NhSNh(\bm{u}_{N}^{h},p_{N}^{h})\in\overset{\scriptscriptstyle\circ}{W}{}_{N}^{h}\times\overset{\scriptscriptstyle\circ}{S}{}_{N}^{h}, s.t.

(6.2) {a(𝒖Nh,𝒗Nh)+b(𝒗Nh,pNh)=λNh(𝒖Nh,𝒗Nh),𝒗NhW,Nhb(𝒖Nh,qNh)=0,qNhS.Nh\begin{cases}\displaystyle a(\bm{u}_{N}^{h},\bm{v}_{N}^{h})+b(\bm{v}_{N}^{h},p_{N}^{h})=\lambda_{N}^{h}(\bm{u}_{N}^{h},\bm{v}_{N}^{h}),&\forall\bm{v}_{N}^{h}\in\overset{\scriptscriptstyle\circ}{W}{}_{N}^{h},\\ \displaystyle b(\bm{u}_{N}^{h},q_{N}^{h})=0,&\forall q_{N}^{h}\in\overset{\scriptscriptstyle\circ}{S}{}_{N}^{h}.\end{cases}

6.2.1. Square domain

Denote by λi\lambda_{i} the ii-th exact eigenvalue and by λN,ih\lambda_{N,i}^{h} the ii-th numerical eigenvalue. We demonstrate convergence orders of the first five discrete eigenvalues with various mesh sizes by using the simplest H(curl2)H(\operatorname{curl}^{2})-conforming quadrilateral elements in Table 6.8. Relative errors are then plotted in Figure 6.3 (a). Second-order hh-convergence can be observed in both Table 6.8 and Figure 6.3 (a) for each discrete eigenvalue. Noting that an eigenvalue converges twice as fast as its eigenfunction, we confirm that the convergence orders of the simplest H(curl2)H(\operatorname{curl}^{2})-conforming quadrilateral element method for the eigenvalue problem are consistent with those for the source problem reported in the last subsection.

Table 6.8. The first 5 quad-curl eigenvalues on [0,1]2[0,1]^{2} and their convergence orders by using H(curl2)H(\text{curl}^{2})-conforming quadrilateral elements with N=1N=1.
hh λ1,1h\lambda_{1,1}^{h} order λ1,2h\lambda_{1,2}^{h} order λ1,3h\lambda_{1,3}^{h} order λ1,4h\lambda_{1,4}^{h} order λ1,5h\lambda_{1,5}^{h} order
1/51/5 761.635 - 764.313 - 2437.229 - 5063.90 - 6097.93 -
1/101/10 720.783 2.06 721.198 2.09 2370.70 2.03 4433.19 2.16 5250.20 2.25
1/201/20 711.142 2.01 711.241 2.02 2355.17 1.99 4298.94 2.04 5078.26 2.06
1/401/40 708.763 2.00 708.787 2.00 2351.29 1.99 4266.53 2.01 5037.42 2.01
1/801/80 708.169 - 708.175 - 2350.31 - 4258.49 - 5027.34 -
Table 6.9. The first 5 quad-curl eigenvalues on [0,1]2[0,1]^{2} and their convergence orders by using the H(curl2)H(\text{curl}^{2})-conforming elements with N=3N=3.
hh λ3,1h\lambda^{h}_{3,1} order λ3,2h\lambda^{h}_{3,2} order λ3,3h\lambda^{h}_{3,3} order λ3,4h\lambda^{h}_{3,4} order λ3,5h\lambda^{h}_{3,5} order
1/51/5 710.200 - 711.203 - 2364.96 - 4308.39 - 5078.35 -
1/101/10 708.139 3.72 708.207 3.77 2351.22 3.58 4259.70 3.75 5027.69 3.87
1/201/20 707.983 3.82 707.987 3.84 2350.07 3.75 4256.08 3.84 5024.23 3.95
1/401/40 707.972 3.86 707.972 3.87 2349.99 3.82 4255.83 3.88 5024.00 3.98
1/801/80 707.971 - 707.971 - 2349.98 - 4255.81 - 5023.99 -
Table 6.10. The first 5 quad-curl eigenvalues on [0,1]2[0,1]^{2} and their convergence orders by using the H(curl2)H(\text{curl}^{2})-conforming elements with N=4N=4.
hh λ4,1h\lambda^{h}_{4,1} order λ4,2h\lambda^{h}_{4,2} order λ4,3h\lambda^{h}_{4,3} order λ4,4h\lambda^{h}_{4,4} order λ4,5h\lambda^{h}_{4,5} order
1/51/5 708.0004 - 708.0034 - 2350.2475 - 4256.8267 - 5024.7537 -
1/101/10 707.9731 4.20 707.9732 4.29 2350.0016 4.05 4255.8534 4.71 5024.0055 5.85
1/201/20 707.9716 4.07 707.9716 4.10 2349.9868 4.06 4255.8162 4.30 5023.9926 5.95
1/401/40 707.9715 3.93 707.9715 4.19 2349.9859 4.06 4255.8143 4.09 5023.9923 6.40
1/801/80 707.9715 - 707.9715 - 2349.9859 - 4255.8142 - 5023.9923 -

Further, let us set h=1/5h=1/5 as the initial mesh size and carry out numerical experiments on the hh-version of the H(curl2)H(\operatorname{curl}^{2})-conforming quadrilateral elements for (6.2) with N=3,4N=3,4. The first five discrete eigenvalues are shown in Table 6.9 for N=3N=3 and Table 6.10 for N=4N=4, and their relative errors are depicted in Figure 6.3 (b) and (c). From these tables and figures, one readily finds that all five discrete eigenvalues converge at the full order around 44 for N=3N=3. At the same time, only the fifth discrete eigenvalue converges at the full order around 66, while the first four eigenfunctions have still a convergence order slightly larger than 44 owing to the limited regularity of their eigenfunctions.

Refer to caption
(a) N=1N=1;
Refer to caption
(b) N=3N=3;
Refer to caption
(c) N=4N=4.
Figure 6.3. Eigenvalue errors versus hh for the first five eigenvalues on [0,1]2[0,1]^{2}.
Refer to caption
(a) h=1h=1;
Refer to caption
(b) h=1/2h=1/2;
Refer to caption
(c) h=1/10h=1/10.
Figure 6.4. Eigenvalue errors versus DOFs\sqrt{DOFs} of the H(curl2)H(\text{curl}^{2})-conforming quadrilateral spectral method on [0,1]2[0,1]^{2}.

Next, we let (a) h=1h=1 for one element, (b) h=1/2h=1/2 for 4 elements, (c) h=1/10h=1/10 for 100 elements, then examine the pp-convergence of our H(curl2)H(\operatorname{curl}^{2})-conforming quadrilateral elements. Errors of numerical eigenvalues versus various DOFs are plotted in Figure 6.4 in log-log scale. Distinct to those for infinitely smooth problems, our H(curl2)H(\operatorname{curl}^{2})-conforming quadrilateral spectral element methods for quad-curl eigenvalue problems only have algebraic orders of convergence. Indeed, the quad-curl eigenvalue problem is essentially a sixth order partial differential equation, and singularities shall occur even on a square domain, so that only limited convergence orders can be obtained in both the pp- and hh-versions of our method. Nevertheless, the convergence rates for a fixed eigenvalue are independent of the total number of elements used in our pp-version spectral element methods. Indeed, they are twice as high as those of the hh-version for N4N\geq 4.

6.2.2. L-shaped domain

The quad-curl eigenvalue problem on an L-shaped domain Ω=(0,1)×(0,1)/[0.5,1)×[0.5,1)\Omega=(0,1)\times(0,1)/[0.5,1)\times[0.5,1) is also considered. Due to the strong singularity of the domain, convergence rate for the first eigenvalue deteriorates to around h4/3h^{4/3} in the hh-version (see Table 6.2.2). While, it is observed that the convergence rate in the pp-version with h=1/6h=1/6 is nearly N3.5N^{-3.5} (see Figure 6.5). Once again, these reflect the correctness and efficiency of our H(curl2)H(\text{curl}^{2})-conforming quadrilateral spectral element method.

Table 6.11. The first quad-curl eigenvalue and the convergence order by H(curl2)H(\operatorname{curl}^{2})-conforming quadrilateral spectral elements with N=4N=4 on the L-shaped domain.
hh λ4,1h\lambda^{h}_{4,1} error order
1/41/4 534.46527767676 8.920012568e-04 -
1/81/8 534.94202137614 4.411857535e-04 1.0156
1/161/16 535.17803017493 1.814911829e-04 1.2815
1/321/32 535.27516026869 7.262977955e-05 1.3213
1/641/64 535.31403718558 2.889401638e-05 1.3298
1/1281/128 535.32950455814 - -
[Uncaptioned image]
Figure 6.5. Eigenvalue errors versus NN of the H(curl2)H(\operatorname{curl}^{2})-conforming quadrilateral spectral element method on the L-shape domain.

7. Conclusion

In this paper, we have constructed H(curl2)H(\text{curl}^{2})-conforming basis functions on an arbitrary convex quadrilateral element using the bilinear mapping from the reference square onto the physical element together with the contravariant transformation of vector fileds. These hierarchical basis functions are explicitly formulated in generalized Jacobi polynomials with the indices of (1,1)(-1,-1) and (2,2)(-2,-2), which are easier to generalize to higher order approximation scheme than the Lagrangian bases [29]. Numerical results show that our H(curl2)H(\text{curl}^{2})-conforming spectral elements are efficient and can achieve an exponential order of pp-convergence and an optimal order, 𝒪(hN1)\mathcal{O}(h^{N-1}), of hh-convergence for source problems measured in the H(curl2;Ω)H(\text{curl}^{2};\Omega)-norm. However, owing to the strong singularities, our H(curl2)H(\text{curl}^{2})-conforming spectral elements get only limited orders of convergence in both the pp- and hh-versions for eigenvalue problems.

Appendix A Proof of Lemma 5.1

ProofofLemma5.1.Proof\ of\ Lemma\ \emph{\ref{lowerorderpolynomials}}. Based on (3.10), (3.11), (3.12), and, (3.13), one can obtain

x14ϕ^0,0+x21ϕ^1,0+x32ϕ^1,1x43ϕ^0,1\displaystyle-x_{14}\hat{\bm{\phi}}_{0,0}+x_{21}\hat{\bm{\phi}}_{1,0}+x_{32}\hat{\bm{\phi}}_{1,1}-x_{43}\hat{\bm{\phi}}_{0,1}
=\displaystyle= (x21+x344+x21+x344y^,x41+x324+x41+x324x^)𝖳\displaystyle\left(\frac{x_{21}+x_{34}}{4}+\frac{-x_{21}+x_{34}}{4}\hat{y},\frac{x_{41}+x_{32}}{4}+\frac{-x_{41}+x_{32}}{4}\hat{x}\right)^{\mathsf{T}}
=\displaystyle= BK𝖳(1,0)𝖳,\displaystyle B_{K}^{\mathsf{T}}(1,0)^{\mathsf{T}},

which implies (5.4). Similarly, (5.5) can be yielded.

Furthermore, we also have

(A.1) (x12x42)2ϕ^0,0+(x22x12)2ϕ^1,0+(x32x22)2ϕ^1,1(x42x32)2ϕ^0,1=((x12x22+x32x42)y^8+x12+x22+x32x428,(x12x22+x32x42)x^8+x12x22+x32+x428)𝖳.\displaystyle\begin{split}&-\frac{(x_{1}^{2}-x_{4}^{2})}{2}\hat{\bm{\phi}}_{0,0}+\frac{(x_{2}^{2}-x_{1}^{2})}{2}\hat{\bm{\phi}}_{1,0}+\frac{(x_{3}^{2}-x_{2}^{2})}{2}\hat{\bm{\phi}}_{1,1}-\frac{(x_{4}^{2}-x_{3}^{2})}{2}\hat{\bm{\phi}}_{0,1}\\ =&\Big{(}\frac{(x_{1}^{2}-x_{2}^{2}+x_{3}^{2}-x_{4}^{2})\hat{y}}{8}+\frac{-x_{1}^{2}+x_{2}^{2}+x_{3}^{2}-x_{4}^{2}}{8},\\ &\frac{(x_{1}^{2}-x_{2}^{2}+x_{3}^{2}-x_{4}^{2})\hat{x}}{8}+\frac{-x_{1}^{2}-x_{2}^{2}+x_{3}^{2}+x_{4}^{2}}{8}\Big{)}^{\mathsf{T}}.\end{split}

By (3.10)-(3.13), one finds

(A.2) x1422ϕ^0,2+x2122ϕ^2,0+x3222ϕ^1,2+x4322ϕ^2,1=(x412(y^21)16+x212x^(1y^)8+x322(y^21)16+x432x^(1+y^)8,x412(1x^)y^8x212(x^21)16+x322(1+x^)y^8+x432(x^21)16)𝖳,\displaystyle\begin{split}&\frac{x_{14}^{2}}{2}\hat{\bm{\phi}}_{0,2}+\frac{x_{21}^{2}}{2}\hat{\bm{\phi}}_{2,0}+\frac{x_{32}^{2}}{2}\hat{\bm{\phi}}_{1,2}+\frac{x_{43}^{2}}{2}\hat{\bm{\phi}}_{2,1}\\ =&\Bigg{(}-\frac{x_{41}^{2}(\hat{y}^{2}-1)}{16}+\frac{x_{21}^{2}\hat{x}(1-\hat{y})}{8}+\frac{x_{32}^{2}(\hat{y}^{2}-1)}{16}+\frac{x_{43}^{2}\hat{x}(1+\hat{y})}{8},\\ &\frac{x_{41}^{2}(1-\hat{x})\hat{y}}{8}-\frac{x_{21}^{2}(\hat{x}^{2}-1)}{16}+\frac{x_{32}^{2}(1+\hat{x})\hat{y}}{8}+\frac{x_{43}^{2}(\hat{x}^{2}-1)}{16}\Bigg{)}^{\mathsf{T}},\end{split}

and

(A.3) (x32+x14)22ϕ^2,2=((x32+x14)2x^(y^21)16,(x32+x14)2(x^21)y^16)𝖳.\displaystyle\begin{split}&\frac{(x_{32}+x_{14})^{2}}{2}\hat{\bm{\phi}}_{2,2}\\ =&\Bigg{(}\frac{(x_{32}+x_{14})^{2}\hat{x}(\hat{y}^{2}-1)}{16},\frac{(x_{32}+x_{14})^{2}(\hat{x}^{2}-1)\hat{y}}{16}\Bigg{)}^{\mathsf{T}}.\end{split}

Adding (A.1)-(A.3) up, then

(x12x42)2ϕ^0,0+(x22x12)2ϕ^1,0+(x32x22)2ϕ^1,1(x42x32)2ϕ^0,1+x1422ϕ^0,2\displaystyle-\frac{(x_{1}^{2}-x_{4}^{2})}{2}\hat{\bm{\phi}}_{0,0}+\frac{(x_{2}^{2}-x_{1}^{2})}{2}\hat{\bm{\phi}}_{1,0}+\frac{(x_{3}^{2}-x_{2}^{2})}{2}\hat{\bm{\phi}}_{1,1}-\frac{(x_{4}^{2}-x_{3}^{2})}{2}\hat{\bm{\phi}}_{0,1}+\frac{x_{14}^{2}}{2}\hat{\bm{\phi}}_{0,2}
+x2122ϕ^2,0+x3222ϕ^1,2+x4322ϕ^2,1+(x32+x14)22ϕ^2,2\displaystyle+\frac{x_{21}^{2}}{2}\hat{\bm{\phi}}_{2,0}+\frac{x_{32}^{2}}{2}\hat{\bm{\phi}}_{1,2}+\frac{x_{43}^{2}}{2}\hat{\bm{\phi}}_{2,1}+\frac{(x_{32}+x_{14})^{2}}{2}\hat{\bm{\phi}}_{2,2}
=\displaystyle= ((x2121y^2+x3421+y^2)(σ1(x^,y^)x1+σ2(x^,y^)x2+σ3(x^,y^)x3+σ4(x^,y^)x4),\displaystyle\Bigg{(}\left(\frac{x_{21}}{2}\frac{1-\hat{y}}{2}+\frac{x_{34}}{2}\frac{1+\hat{y}}{2}\right)\left(\sigma_{1}(\hat{x},\hat{y})x_{1}+\sigma_{2}(\hat{x},\hat{y})x_{2}+\sigma_{3}(\hat{x},\hat{y})x_{3}+\sigma_{4}(\hat{x},\hat{y})x_{4}\right),
(x4121x^2+x3221+x^2)(σ1(x^,y^)x1+σ2(x^,y^)x2+σ3(x^,y^)x3+σ4(x^,y^)x4))𝖳\displaystyle\left(\frac{x_{41}}{2}\frac{1-\hat{x}}{2}+\frac{x_{32}}{2}\frac{1+\hat{x}}{2}\right)\left(\sigma_{1}(\hat{x},\hat{y})x_{1}+\sigma_{2}(\hat{x},\hat{y})x_{2}+\sigma_{3}(\hat{x},\hat{y})x_{3}+\sigma_{4}(\hat{x},\hat{y})x_{4}\right)\Bigg{)}^{\mathsf{T}}
=\displaystyle= BK𝖳(x,0)𝖳.\displaystyle B_{K}^{\mathsf{T}}(x,0)^{\mathsf{T}}.

Hence, we arrive at (5.6). If analyzing a bit, we can find (5.8).

Now, let us prove (5.7) and (5.9). Some equations are calculated as follows:

(x1+x4)y142ϕ^0,0+(x2+x1)y212ϕ^1,0+(x3+x2)y322ϕ^1,1(x4+x3)y432ϕ^0,1\displaystyle-\frac{(x_{1}+x_{4})y_{14}}{2}\hat{\bm{\phi}}_{0,0}+\frac{(x_{2}+x_{1})y_{21}}{2}\hat{\bm{\phi}}_{1,0}+\frac{(x_{3}+x_{2})y_{32}}{2}\hat{\bm{\phi}}_{1,1}-\frac{(x_{4}+x_{3})y_{43}}{2}\hat{\bm{\phi}}_{0,1}
=\displaystyle= (y42x13y13x4264y^(y^21)(3x^25)+(x2+x1)y218(1y^)(x4+x3)y438(1+y^),\displaystyle\Bigg{(}\frac{y_{42}x_{13}-y_{13}x_{42}}{64}\hat{y}(\hat{y}^{2}-1)(3\hat{x}^{2}-5)+\frac{(x_{2}+x_{1})y_{21}}{8}(1-\hat{y})-\frac{(x_{4}+x_{3})y_{43}}{8}(1+\hat{y}),
(A.4) y24x13y13x2464x^(x^21)(3y^25)+(x4+x1)y418(1x^)(x2+x3)y238(1+x^))𝖳,\displaystyle\frac{y_{24}x_{13}-y_{13}x_{24}}{64}\hat{x}(\hat{x}^{2}-1)(3\hat{y}^{2}-5)+\frac{(x_{4}+x_{1})y_{41}}{8}(1-\hat{x})-\frac{(x_{2}+x_{3})y_{23}}{8}(1+\hat{x})\Bigg{)}^{\mathsf{T}},
x14y142ϕ^0,2+x21y212ϕ^2,0+x32y322ϕ^1,2+x43y432ϕ^2,1\displaystyle\frac{x_{14}y_{14}}{2}\hat{\bm{\phi}}_{0,2}+\frac{x_{21}y_{21}}{2}\hat{\bm{\phi}}_{2,0}+\frac{x_{32}y_{32}}{2}\hat{\bm{\phi}}_{1,2}+\frac{x_{43}y_{43}}{2}\hat{\bm{\phi}}_{2,1}
=\displaystyle= (x41y41(y^21)16+x21y21x^(1y^)8+x32y32(y^21)16+x43y43x^(1+y^)8,\displaystyle\Bigg{(}-\frac{x_{41}y_{41}(\hat{y}^{2}-1)}{16}+\frac{x_{21}y_{21}\hat{x}(1-\hat{y})}{8}+\frac{x_{32}y_{32}(\hat{y}^{2}-1)}{16}+\frac{x_{43}y_{43}\hat{x}(1+\hat{y})}{8},
(A.5) x41y41(1x^)y^8x21y21(x^21)16+x32y32(1+x^)y^8+x43y43(x^21)16)𝖳,\displaystyle\frac{x_{41}y_{41}(1-\hat{x})\hat{y}}{8}-\frac{x_{21}y_{21}(\hat{x}^{2}-1)}{16}+\frac{x_{32}y_{32}(1+\hat{x})\hat{y}}{8}+\frac{x_{43}y_{43}(\hat{x}^{2}-1)}{16}\Bigg{)}^{\mathsf{T}},

and,

(x32+x14)(y32+y14)2ϕ^2,2\displaystyle\frac{(x_{32}+x_{14})(y_{32}+y_{14})}{2}\hat{\bm{\phi}}_{2,2}
(A.6) =\displaystyle= ((x32+x14)(y32+y14)4y^214x^,(x32+x14)(y32+y14)4x^214y^)𝖳.\displaystyle\Bigg{(}\frac{(x_{32}+x_{14})(y_{32}+y_{14})}{4}\frac{\hat{y}^{2}-1}{4}\hat{x},\frac{(x_{32}+x_{14})(y_{32}+y_{14})}{4}\frac{\hat{x}^{2}-1}{4}\hat{y}\Bigg{)}^{\mathsf{T}}.

Replacing li,sil_{i},s_{i} with xi,yi,i=1,,4x_{i},y_{i},i=1,\cdots,4, one can arrive at

𝝍^0,0+𝝍^0,1+𝝍^1,0+𝝍^1,1\displaystyle\hat{\bm{\psi}}_{0,0}+\hat{\bm{\psi}}_{0,1}+\hat{\bm{\psi}}_{1,0}+\hat{\bm{\psi}}_{1,1}
=\displaystyle= (3(1y^)(1+y^)64((y42x13y13x42)(x^253)y^+43(y32x14y14x32)),\displaystyle\Bigg{(}\frac{3(1-\hat{y})(1+\hat{y})}{64}\Big{(}(y_{42}x_{13}-y_{13}x_{42})(\hat{x}^{2}-\frac{5}{3})\hat{y}+\frac{4}{3}(y_{32}x_{14}-y_{14}x_{32})\Big{)},
(A.7) 3(x^1)(1+x^)64((y42x13y13x42)(y^253)x^+43(y43x12y12x43)))𝖳.\displaystyle\frac{3(\hat{x}-1)(1+\hat{x})}{64}\Big{(}(y_{42}x_{13}-y_{13}x_{42})(\hat{y}^{2}-\frac{5}{3})\hat{x}+\frac{4}{3}(y_{43}x_{12}-y_{12}x_{43})\Big{)}\Bigg{)}^{\mathsf{T}}.

Summing (A.4)-(A.7), it gives

(x1+x4)y142ϕ^0,0+(x2+x1)y212ϕ^1,0+(x3+x2)y322ϕ^1,1(x4+x3)y432ϕ^0,1\displaystyle-\frac{(x_{1}+x_{4})y_{14}}{2}\hat{\bm{\phi}}_{0,0}+\frac{(x_{2}+x_{1})y_{21}}{2}\hat{\bm{\phi}}_{1,0}+\frac{(x_{3}+x_{2})y_{32}}{2}\hat{\bm{\phi}}_{1,1}-\frac{(x_{4}+x_{3})y_{43}}{2}\hat{\bm{\phi}}_{0,1}
+x14y142ϕ^0,2+x21y212ϕ^2,0+x32y322ϕ^1,2+x43y432ϕ^2,1\displaystyle+\frac{x_{14}y_{14}}{2}\hat{\bm{\phi}}_{0,2}+\frac{x_{21}y_{21}}{2}\hat{\bm{\phi}}_{2,0}+\frac{x_{32}y_{32}}{2}\hat{\bm{\phi}}_{1,2}+\frac{x_{43}y_{43}}{2}\hat{\bm{\phi}}_{2,1}
+(x32+x14)(y32+y14)2ϕ^2,2+(𝝍^0,0+𝝍^0,1+𝝍^1,0+𝝍^1,1)\displaystyle+\frac{(x_{32}+x_{14})(y_{32}+y_{14})}{2}\hat{\bm{\phi}}_{2,2}+(\hat{\bm{\psi}}_{0,0}+\hat{\bm{\psi}}_{0,1}+\hat{\bm{\psi}}_{1,0}+\hat{\bm{\psi}}_{1,1})
=\displaystyle= ((y2121y^2+y3421+y^2)(σ1(x^,y^)x1+σ2(x^,y^)x2+σ3(x^,y^)x3+σ4(x^,y^)x4),\displaystyle\Bigg{(}\left(\frac{y_{21}}{2}\frac{1-\hat{y}}{2}+\frac{y_{34}}{2}\frac{1+\hat{y}}{2}\right)\left(\sigma_{1}(\hat{x},\hat{y})x_{1}+\sigma_{2}(\hat{x},\hat{y})x_{2}+\sigma_{3}(\hat{x},\hat{y})x_{3}+\sigma_{4}(\hat{x},\hat{y})x_{4}\right),
(y4121x^2+y3221+x^2)(σ1(x^,y^)x1+σ2(x^,y^)x2+σ3(x^,y^)x3+σ4(x^,y^)x4))𝖳\displaystyle\left(\frac{y_{41}}{2}\frac{1-\hat{x}}{2}+\frac{y_{32}}{2}\frac{1+\hat{x}}{2}\right)\left(\sigma_{1}(\hat{x},\hat{y})x_{1}+\sigma_{2}(\hat{x},\hat{y})x_{2}+\sigma_{3}(\hat{x},\hat{y})x_{3}+\sigma_{4}(\hat{x},\hat{y})x_{4}\right)\Bigg{)}^{\mathsf{T}}
=\displaystyle= BK𝖳(0,x)𝖳,\displaystyle B_{K}^{\mathsf{T}}(0,x)^{\mathsf{T}},

which states (5.7). Similarly, we derive (5.9). (5.10) can be deduced from (5.7) since ^×ϕ^m,n=0\hat{\nabla}\times\hat{\bm{\bm{\phi}}}_{m,n}=0, when (m,n)(i,j),{i,j}{0,1}(m,n)\neq(i,j),\{i,j\}\in\{0,1\}. Now we finish the proof.

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