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New Fourth Order Postprocessing Techniques for Plate Bending Eigenvalues by Morley Element

Limin Ma Department of Mathematics, Pennsylvania State University, University Park, PA, 16802, USA. [email protected]  and  Shudan Tian LMAM and School of Mathematical Sciences, Peking University, Beijing 100871, P. R. China. [email protected]
Abstract.

In this paper, we propose and analyze the extrapolation method and asymptotically exact a posterior error estimate for eigenvalues of the Morley element. We establish an asymptotic expansion of eigenvalues, and prove an optimal result for this expansion and the corresponding extrapolation method. We also design an asymptotically exact a posterior error estimate and propose new approximate eigenvalues with higher accuracy by utilizing this a posteriori error estimate. Finally, several numerical experiments are considered to confirm the theoretical results and compare the performance of the proposed methods.


Keywords. eigenvalue problem, Morley element, extrapolation method, asymptotically exact a posterior error estimates


AMS subject classifications. 65N30

1. Introduction

The biharmonic eigenvalue problem originates from the plate theory of elasticity, and also occurs in many physical areas, say the inverse scattering theory. In the Kirchhoff-Love plate model, the biharmonic eigenvalue problem describes the vibration and buckling of an elastic plate subject to some certain boundary condition. The Morley element method is one of the most popular methods for this problem in applied mechanics and engineering, and is widely studied in literature. The application of the Morley element in plate problems can be found in [8, 12, 31, 40] and the references therein. Some a posteriori error estimates and adaptive algorithms were established in [15, 25, 27]. For eigenvalue problems by the Morley element, the a priori error estimates were analyzed in [17, 42] and an a posteriori error estimate was analyzed in [43]. Guaranteed lower bounds for eigenvalues of the biharmonic equation was proposed and analyzed in [9, 19].

The extrapolation method is an efficient approach to improve the accuracy of approximations of many problems. The key of the efficiency of extrapolation algorithm is an asymptotic expansion of the error. The classical analysis of asymptotic expansions is usually based on a superclose property of the canonical interpolation of the element under consideration, see [5, 16, 32, 33, 34, 35, 36, 37, 38, 39] and the references therein for eigenvalues of second order elliptic operators. For the biharmonic eigenvalue problem, the asymptotic expansions of eigenvalues by the Ciarlet-Raviart scheme and the nonconforming rotated Q1Q_{1} and the enriched rotated Q1Q_{1} elements on rectangular meshes were analyzed in [11] and [29], respectively. For some nonconforming elements on triangular meshes, the lack of this crucial superclose property leads to a substantial difficulty of the asymptotic analysis. Until recently, [21] proved the first optimal asymptotic result of two nonconforming elements for eigenvalues of the Laplacian operator.

Asymptotically exact a posteriori error estimates is another efficient technique to improve the accuracy of eigenvalues. The key of such a posteriori error estimates is to express the error in terms of some computable high accuracy approximations. For eigenvalues of the Laplacian operator, [20, 41] studied the asymptotically exact a posteriori error estimates for some conforming and nonconforming elements.

In this paper, we establish the first asymptotic analysis for eigenvalues by the Morley element and analyze the efficiency of the extrapolation algorithm. Inspired by [21], we overcome the difficulty caused by the lack of a crucial superclose property and get

(1.1) λλM=(IΠHHJ)2u0,Ω2+2I1+2I22I3+𝒪(h4|u|92,Ω2),\lambda-\lambda_{\rm M}=\parallel(I-\Pi_{\rm HHJ})\nabla^{2}u\parallel_{0,{\rm\Omega}}^{2}+2I_{1}+2I_{2}-2I_{3}+\mathcal{O}(h^{4}|u|_{\frac{9}{2},{\rm\Omega}}^{2}),

where (λM,uM)(\lambda_{\rm M},u_{\rm M}) is an eigenpair by the Morley element, the interpolation operator ΠHHJ\Pi_{\rm HHJ} is defined in (2.18) and I1I_{1}, I2I_{2}, I3I_{3} are defined in (3.4). To achieve an optimal result, we conduct a new technical analysis for each term on the right hand side of (1.1). The analysis in this paper is quite different from the one in [21] because some natural orthogonal property is absent in this case. We establish an explicit expression with a vanishing subdominant term for the interpolation in [26]. By use of this expression, we can cancel some suboptimal terms in (IΠHHJ)2u0,Ω2\parallel(I-\Pi_{\rm HHJ})\nabla^{2}u\parallel_{0,{\rm\Omega}}^{2} and get the desired optimal expansion. By employing the commuting property and the equivalence with the HHJ element, we express I1I_{1} in terms of the second order accuracy term uHHJu_{\rm HHJ}, instead of the first order accuracy term σHHJ\sigma_{\rm HHJ}. In this way, we achieve an optimal estimate of I1I_{1}, where uHHJu_{\rm HHJ} and σHHJ\sigma_{\rm HHJ} are defined in (2.17). We express the consistency error term I2I_{2} in terms of jumps along interior edges, which allows some cancellation and is the key to a desired optimal analysis. For I3I_{3}, we establish an explicit expression of the interpolation error of the Morley element, and cancel the suboptimal terms between adjacent elements forming a parallelogram, which is crucial in getting the optimal result.

We also design an asymptotically exact a posteriori error estimate and the corresponding approximate eigenvalue by the Morley element. By a simple postprocessing technique, the accuracy of the approximate eigenvalue can be improved to 𝒪(h3)\mathcal{O}(h^{3}). Numerical results show that this postprocessing technique is effective on both uniform and adaptive meshes, and achieves better performance than the extrapolation method.

The remaining paper is organized as follows. Section 2 presents fourth order elliptic eigenvalue problems and some notations. Section 3 explores an optimal asymptotic expansion of approximate eigenvalues by the Morley element and analyzes the optimal convergence rate of eigenvalues by the extrapolation method. Section 4 proposes and analyzes an asymptotically exact a posterior error estimate of eigenvalues by the Morley element. Section 5 presents some numerical tests.

2. Notations and Preliminaries

2.1. Notations

Given a nonnegative integer kk and a bounded domain Ω2{\rm\Omega}\subset\mathbb{R}^{2} with boundary Ω\partial{\rm\Omega}, let Wk,(Ω,)W^{k,\infty}({\rm\Omega},\mathbb{R}), Hk(Ω,)H^{k}({\rm\Omega},\mathbb{R}), k,Ω\parallel\cdot\parallel_{k,{\rm\Omega}} and ||k,Ω|\cdot|_{k,{\rm\Omega}} denote the usual Sobolev spaces, norm, and semi-norm, respectively. The Sobolev spaces

H01(Ω,)={uH1(Ω,):u|Ω=0},H02(Ω,)={uH2(Ω,):u|Ω=u𝒏|Ω=0}.H_{0}^{1}({\rm\Omega},\mathbb{R})=\{u\in H^{1}({\rm\Omega},\mathbb{R}):u|_{\partial{\rm\Omega}}=0\},\ H_{0}^{2}({\rm\Omega},\mathbb{R})=\{u\in H^{2}({\rm\Omega},\mathbb{R}):u|_{\partial{\rm\Omega}}={\partial u\over\partial\bm{n}}|_{\partial{\rm\Omega}}=0\}.

Denote the standard L2(Ω,)L^{2}({\rm\Omega},\mathbb{R}) inner product and L2(K,)L^{2}(K,\mathbb{R}) inner product by (,)(\cdot,\cdot) and (,)0,K(\cdot,\cdot)_{0,K}, respectively.

Suppose that Ω2{\rm\Omega}\subset\mathbb{R}^{2} is a convex polygonal domain and the partition 𝒯h\mathcal{T}_{h} of domain Ω{\rm\Omega} is assumed to be uniform in the sense that any two adjacent triangles form a parallelogram. Let |K||K| denote the area of element KK and |e||e| the length of edge ee. Let hKh_{K} denote the diameter of element K𝒯hK\in\mathcal{T}_{h} and h=maxK𝒯hhKh=\max_{K\in\mathcal{T}_{h}}h_{K}. Denote the set of all interior edges and boundary edges of 𝒯h\mathcal{T}_{h} by hi\mathcal{E}_{h}^{i} and hb\mathcal{E}_{h}^{b}, respectively, and h=hihb\mathcal{E}_{h}=\mathcal{E}_{h}^{i}\cup\mathcal{E}_{h}^{b}.

Let element KK have vertices 𝕡i=(pi1,pi2),1i3\mathbb{p}_{i}=(p_{i1},p_{i2}),1\leq i\leq 3 oriented counterclockwise, and corresponding barycentric coordinates {ψi}i=13\{\psi_{i}\}_{i=1}^{3}. Let MK=(M1,M2)M_{K}=(M_{1},M_{2}) denote the centroid of the element, {ei}i=13\{e_{i}\}_{i=1}^{3} the edges of element KK, {di}i=13\{d_{i}\}_{i=1}^{3} the perpendicular heights, {θi}i=13\{\theta_{i}\}_{i=1}^{3} the internal angles, {𝕞i}i=13\{\mathbb{m}_{i}\}_{i=1}^{3} the midpoints of edges {ei}i=13\{e_{i}\}_{i=1}^{3}, and {𝕟i}i=13\{\mathbb{n}_{i}\}_{i=1}^{3} the unit outward normal vectors, {𝕥i}i=13\{\mathbb{t}_{i}\}_{i=1}^{3} the unit tangent vectors with counterclockwise orientation (see Fig. 1).

𝕡1\mathbb{p}_{1}𝕡2\mathbb{p}_{2}𝕡3\mathbb{p}_{3}𝒎3\bm{m}_{3}e3e_{3}𝕟3\mathbb{n}_{3}𝕟1\mathbb{n}_{1}𝕟2\mathbb{n}_{2}d3d_{3}θ1\theta_{1}
Figure 1. Paramters associated with a triangle KK.

There hold the following relationships di|ei|=2|K|d_{i}|e_{i}|=2|K| and

(2.1) ψi=𝕟idi,sinθi=𝒏i1𝒕i+1=𝒏i+1𝒕i1,cosθi=𝒏i1𝒏i+1=|ei1|2+|ei+1|2|ei|22|ei1||ei+1|\begin{split}\nabla\psi_{i}=-\frac{\mathbb{n}_{i}}{d_{i}},\quad\sin\theta_{i}=\bm{n}_{i-1}\cdot\bm{t}_{i+1}=-\bm{n}_{i+1}\cdot\bm{t}_{i-1},\\ \cos\theta_{i}=-\bm{n}_{i-1}\cdot\bm{n}_{i+1}={|e_{i-1}|^{2}+|e_{i+1}|^{2}-|e_{i}|^{2}\over 2|e_{i-1}||e_{i+1}|}\end{split}

among the quantities [28]. For K2,r+K\subset\mathbb{R}^{2},\ r\in\mathbb{Z}^{+}, let Pr(K,)P_{r}(K,\mathbb{R}) be the space of all polynomials of degree not greater than rr on KK. Denote the piecewise Hessian operator by h2\nabla_{h}^{2}. For any 1i,j,k21\leq i,j,k\leq 2, denote the third order derivative 3vxixjxk\frac{\partial^{3}v}{\partial x_{i}\partial x_{j}\partial x_{k}} by ijkv\partial_{ijk}v. For any α=(α1,α2)\alpha=(\alpha_{1},\alpha_{2}), denote

|α|=α1+α2,α!=α1!α2!,Dαv=1α12α2v.|\alpha|=\alpha_{1}+\alpha_{2},\qquad\alpha!=\alpha_{1}!\alpha_{2}!,\qquad D^{\alpha}v=\partial_{1}^{\alpha_{1}}\partial_{2}^{\alpha_{2}}v.

For ease of presentation, the symbol ABA\lesssim B will be used to denote that ACBA\leq CB, where CC is a positive constant.

2.2. Morley element for eigenvalue problems

Consider the biharmonic eigenvalue problem for plate bending, which finds λ\lambda and u0,Ω=1\|u\|_{0,{\rm\Omega}}=1 such that

(2.2) Δ2u=λu, in Ω,\Delta^{2}u=\lambda u,\quad\text{ in }\Omega,

with the clamped boundary condition

(2.3) u|Ω=u𝒏|Ω=0,u|_{\partial\Omega}={\partial u\over\partial\bm{n}}\big{|}_{\partial{\rm\Omega}}=0,

or the simply supported boundary condition

(2.4) u|Ω=2u𝒏2|Ω=0.u|_{\partial\Omega}={\partial^{2}u\over\partial\bm{n}^{2}}\big{|}_{\partial{\rm\Omega}}=0.

The weak formulation for (2.2) is to find (λ,u)×V(\lambda,u)\in\mathbb{R}\times V such that u0,Ω=1\parallel u\parallel_{0,{\rm\Omega}}=1 and

(2.5) a(u,v)=λ(u,v)vV,\displaystyle a(u,v)=\lambda(u,v)\quad\forall\ v\in V,

with a(w,v)=Ω2w:2vdx\displaystyle a(w,v)=\int_{{\rm\Omega}}\nabla^{2}w:\nabla^{2}v\,dx and

V={H02(Ω,) for clamped boundary plates with (2.3),H2(Ω,)H01(Ω,) for simply supported plates with (2.4).V=\begin{cases}H_{0}^{2}({\rm\Omega},\mathbb{R})&\mbox{ for clamped boundary plates with }\eqref{bc:cb},\\ H^{2}({\rm\Omega},\mathbb{R})\cap H_{0}^{1}({\rm\Omega},\mathbb{R})&\mbox{ for simply supported plates with }\eqref{bc:ssc}.\end{cases}

The bilinear form a(,)a(\cdot,\cdot) is symmetric, bounded, and coercive, namely

a(w,v)=a(v,w),|a(w,v)|w2,Ωv2,Ω,v2,Ω2a(v,v),w,vV.a(w,v)=a(v,w),\quad|a(w,v)|\lesssim\parallel w\parallel_{2,{\rm\Omega}}\parallel v\parallel_{2,{\rm\Omega}},\quad\parallel v\parallel_{2,{\rm\Omega}}^{2}\lesssim a(v,v),\quad\forall w,v\in V.

The eigenvalue problem (2.5) has a sequence of eigenvalues

0<λ1λ2λ3+,0<\lambda^{1}\leq\lambda^{2}\leq\lambda^{3}\leq...\nearrow+\infty,

and the corresponding eigenfunctions u1,u2,u3,,u^{1},u^{2},u^{3},..., with (ui,uj)=δij.(u^{i},u^{j})=\delta_{ij}.

The nonconforming Morley element space VMV_{\rm M} over 𝒯h\mathcal{T}_{h} is defined [44, 40] by

VM:={vL2(Ω,)|v|KP2(K,) for any K𝒯h,vis continuous at each interior vertex and vanishes on each boundary vertex,e[vn]𝑑s=0 for any ehi, and evnds=0 for any ehb}\begin{split}V_{\rm M}:=&\big{\{}v\in L^{2}({\rm\Omega},\mathbb{R})\big{|}v|_{K}\in P_{2}(K,\mathbb{R})\text{ for any }K\in\mathcal{T}_{h},v\ \text{is continuous at each interior}\\ &\text{ vertex and vanishes on each boundary vertex},\ \int_{e}\big{[}{\partial v\over\partial n}\big{]}\,ds=0\text{ for any }e\in\mathcal{E}_{h}^{i},\\ &\text{ and }\int_{e}{\partial v\over\partial n}\,ds=0\text{ for any }e\in\mathcal{E}_{h}^{b}\big{\}}\end{split}

if the clamped boundary condition (2.3) is imposed, and

VM:={vL2(Ω,)|v|KP2(K,) for any K𝒯h,vis continuous at each interior vertex and vanishes on each boundary vertex,e[vn]ds=0 for any ehi}\begin{split}V_{\rm M}:=&\big{\{}v\in L^{2}({\rm\Omega},\mathbb{R})\big{|}v|_{K}\in P_{2}(K,\mathbb{R})\text{ for any }K\in\mathcal{T}_{h},v\ \text{is continuous at each interior}\\ &\text{ vertex and vanishes on each boundary vertex},\ \int_{e}\big{[}{\partial v\over\partial n}\big{]}\,ds=0\text{ for any }e\in\mathcal{E}_{h}^{i}\big{\}}\end{split}

if the simply supported boundary condition (2.4) is imposed. The corresponding canonical interpolation operator ΠM:VVM\Pi_{\rm M}:V\rightarrow V_{\rm M} is defined by

(2.6) eΠMvn𝑑s=evn𝑑s,eh,ΠMv(𝒑)=v(𝒑) for any vertex 𝒑.\int_{e}{\partial\Pi_{\rm M}v\over\partial n}\,ds={\int}_{e}{\partial v\over\partial n}\,ds,\forall e\in\mathcal{E}_{h},\quad\Pi_{\rm M}v(\bm{p})=v(\bm{p})\quad\text{ for any vertex }\bm{p}.

The corresponding finite element approximation of (2.5) is to find (λM,uM)×VM(\lambda_{\rm M},u_{\rm M})\in\mathbb{R}\times V_{\rm M} such that uM0,Ω=1\parallel u_{\rm M}\parallel_{0,{\rm\Omega}}=1 and

(2.7) ah(uM,vh)=λM(uM,vh)vhVM,\displaystyle a_{h}(u_{\rm M},v_{h})=\lambda_{\rm M}(u_{\rm M},v_{h})\quad\forall\ v_{h}\in V_{\rm M},

with the discrete bilinear form ah(wh,vh):=K𝒯hKh2wh:h2vhdx.\displaystyle a_{h}(w_{h},v_{h}):=\sum_{K\in\mathcal{T}_{h}}\int_{K}\nabla_{h}^{2}w_{h}:\nabla_{h}^{2}v_{h}\,dx. Denote the approximate solution of (2.7) by (λMi,uMi)(\lambda_{\rm M}^{i},u_{\rm M}^{i}) with 0<λM1λM2λMNV,0<\lambda_{\rm M}^{1}\leq\lambda_{\rm M}^{2}\leq\cdots\nearrow\lambda_{\rm M}^{N_{V}}, where NV=dimVMN_{V}={\rm dim}V_{\rm M} and (uMi,uMj)=δij(u_{\rm M}^{i},u_{\rm M}^{j})=\delta_{ij}, 1i,jNV1\leq i,\ j\leq N_{V}.

Let λ\lambda be an eigenvalue of Problem (2.5) with multiplicity qq and

M(λ)={wV:w is an eigenvector of Problem (2.5) corresponding toλ}.M(\lambda)=\{w\in V:w\mbox{ is an eigenvector of Problem \eqref{variance} corresponding to}\ \lambda\}.

Without loss of generality, assume the index of λ\lambda are k0+1,,k0+qk_{0}+1,\cdots,k_{0}+q, that is, λk0<λ=λk0+1==λk0+q<λk0+q+1.\lambda^{k_{0}}<\lambda=\lambda^{k_{0}+1}=\cdots=\lambda^{k_{0}+q}<\lambda^{k_{0}+q+1}. Denote

Mh(λ)\displaystyle M_{h}(\lambda) =span{uMk0+1,uMk0+2,,uMk0+q}VM.\displaystyle={\rm span}\{u_{\rm M}^{k_{0}+1},\ u_{\rm M}^{k_{0}+2},\cdots,\ u_{\rm M}^{k_{0}+q}\}\subset V_{\rm M}.

Suppose that (λM,uM)(\lambda_{\rm M},u_{\rm M}) is the ii-th eigenpair of Problem (2.7) by the Morley element, the theory of nonconforming eigenvalue approximations, see for instance, [3, 4, 6, 18, 42] and the references therein, indicates that there exists uM(λ)u\in M(\lambda) with λ=λi\lambda=\lambda^{i} such that

(2.8) h|λλM|+hj|uΠMu|j,h+huuM0,Ω+hjhj(uuM)0,Ωh3u3,Ω\begin{split}h|\lambda-\lambda_{\rm M}|+h^{j}|u-\Pi_{\rm M}u|_{j,h}+h\parallel u-u_{\rm M}\parallel_{0,{\rm\Omega}}+h^{j}\parallel\nabla_{h}^{j}(u-u_{\rm M})\parallel_{0,{\rm\Omega}}&\lesssim h^{3}\parallel u\parallel_{3,{\rm\Omega}}\end{split}

provided that the domain is convex and M(λ)VH3(Ω)M(\lambda)\subset V\cap H^{3}({\rm\Omega}), where j=1j=1, 22. Whenever there is no ambiguity, (λ,u)(\lambda,u) defined this way is the called the corresponding eigenpair to (λM,uM)(\lambda_{\rm M},u_{\rm M}) of Problem (2.7) if the estimate (2.8) holds.

For the Morley element, there holds the following commuting property [14, 18]

(2.9) K2(wΠMw):2vhdx=0wV,vhVM.\int_{K}\nabla^{2}(w-\Pi_{\rm M}w):\nabla^{2}v_{h}\,dx=0\quad\forall\ w\in V,v_{h}\in V_{\rm M}.

This, together with the technique in [20, 21], guarantees the following expansion

(2.10) λλM=h2(uuM)0,Ω22λ(uΠMu,u)+𝒪(h4|u|3,Ω2).\lambda-\lambda_{\rm M}=\|\nabla_{h}^{2}(u-u_{\rm M})\|_{0,{\rm\Omega}}^{2}-2\lambda(u-\Pi_{\rm M}u,u)+\mathcal{O}(h^{4}|u|_{3,{\rm\Omega}}^{2}).

The asymptotic expansion in this paper is based on this crucial identity (2.10).

2.3. Hellan–Herrmann–Johnson element for source problems

For any source term ff, the plate bending problem seeks ufVu^{f}\in V such that

(2.11) Δ2uf=f\displaystyle\Delta^{2}u^{f}=f

with boundary condition (2.3) or (2.4). Define

D={vH01(Ω,):v|KH2(K,)}D=\{v\in H^{1}_{0}({\rm\Omega},\mathbb{R}):v|_{K}\in H^{2}(K,\mathbb{R})\}

and the space for an auxiliary variable σf:=2uf\sigma^{f}:=\nabla^{2}u^{f} by

S={τL2(Ω,𝒮):τ|KH1(K,𝒮), and M𝒏𝒏(τ) is continuous across interior edges}S=\{\tau\in L^{2}({\rm\Omega},\mathcal{S}):\tau|_{K}\in H^{1}(K,\mathcal{S}),\text{ and }M_{\bm{n}\bm{n}}(\tau)\text{ is continuous across interior edges}\}

with 𝒮:=symmetric 2×2\mathcal{S}:=\text{symmetric }\mathbb{R}^{2\times 2} if the clamped boundary condition (2.3) is imposed and

S={τL2(Ω,𝒮):τ|KH1(K,𝒮), and M𝒏𝒏(τ) is continuous across interior edges,M𝒏𝒏(τ)=0 on boundary edges}\begin{split}S=\{\tau\in L^{2}({\rm\Omega},\mathcal{S}):&\ \tau|_{K}\in H^{1}(K,\mathcal{S}),\text{ and }M_{\bm{n}\bm{n}}(\tau)\text{ is continuous across interior edges,}\\ &\ M_{\bm{n}\bm{n}}(\tau)=0\text{ on boundary edges}\}\end{split}

if the simply supported boundary condition (2.4) is imposed.

Given K𝒯hK\in\mathcal{T}_{h} and τH1(K,𝒮)\tau\in H^{1}(K,\mathcal{S}), let

M𝒏𝒏(τ)=𝒏Tτ𝒏,M𝒏𝒕(τ)=𝒕Tτ𝒏M_{\bm{n}\bm{n}}(\tau)=\bm{n}^{T}\tau\bm{n},\quad M_{\bm{n}\bm{t}}(\tau)=\bm{t}^{T}\tau\bm{n}

with the unit outnormal 𝒏\bm{n} and unit tangential direction 𝒕\bm{t} with counterclockwise orientation of K\partial K. Since σf𝒏:v=M𝒏𝒏(σf)v𝒏+M𝒏𝒕(σf)v𝒕\sigma^{f}\bm{n}:\nabla v=M_{\bm{n}\bm{n}}(\sigma^{f})\frac{\partial v}{\partial\bm{n}}+M_{\bm{n}\bm{t}}(\sigma^{f})\frac{\partial v}{\partial\bm{t}}, the integration by parts gives

(2.12) (f,v)=(σf,2v)+K𝒯hK(σf)𝒏vM𝒏𝒏(σf)v𝒏M𝒏𝒕(σf)v𝒕ds.(f,v)=(\sigma^{f},\nabla^{2}v)+\sum_{K\in\mathcal{T}_{h}}\int_{\partial K}(\nabla\cdot\sigma^{f})\cdot\bm{n}v-M_{\bm{n}\bm{n}}(\sigma^{f}){\partial v\over\partial\bm{n}}-M_{\bm{n}\bm{t}}(\sigma^{f})\frac{\partial v}{\partial\bm{t}}\,ds.

Note that vDv\in D is continuous on interior edges and zero on the boundary Ω\partial\Omega, so is the tangential derivative of vv. Thus,

(2.13) (f,v)=(σf,2v)K𝒯hKM𝒏𝒏(σf)v𝒏𝑑s.(f,v)=(\sigma^{f},\nabla^{2}v)-\sum_{K\in\mathcal{T}_{h}}\int_{\partial K}M_{\bm{n}\bm{n}}(\sigma^{f}){\partial v\over\partial\bm{n}}\,ds.

The mixed formulation of source problem (2.11), which was analyzed in [30], seeks (σf,uf)S×D(\sigma^{f},u^{f})\in S\times D such that

(2.14) (σf,τ)+K𝒯h(τ,2uf)0,K+KM𝒏𝒏(τ)uf𝒏𝑑s\displaystyle(\sigma^{f},\tau)+\sum_{K\in\mathcal{T}_{h}}-(\tau,\nabla^{2}u^{f})_{0,K}+\int_{\partial K}M_{\bm{n}\bm{n}}(\tau){\partial u^{f}\over\partial\bm{n}}\,ds =0,\displaystyle=0,\ τS,\displaystyle\forall\tau\in S,
K𝒯h(σf,2v)0,K+KM𝒏𝒏(σf)v𝒏𝑑s\displaystyle\sum_{K\in\mathcal{T}_{h}}-(\sigma^{f},\nabla^{2}v)_{0,K}+\int_{\partial K}M_{\bm{n}\bm{n}}(\sigma^{f}){\partial v\over\partial\bm{n}}\,ds =(f,v),\displaystyle=-(f,v),\ vD.\displaystyle\forall v\in D.

Define the discrete spaces [2, 10]

U(𝒯h):={vD:v|KP1(K,) for any K𝒯h},U(\mathcal{T}_{h}):=\big{\{}v\in D:v|_{K}\in P_{1}(K,\mathbb{R})\text{ for any }K\in\mathcal{T}_{h}\big{\}},
Σ(𝒯h):={τS:τ|KP0(K,𝒮) for any K𝒯h}.\Sigma(\mathcal{T}_{h}):=\big{\{}\tau\in S:\tau|_{K}\in P_{0}(K,\mathcal{S})\text{ for any }K\in\mathcal{T}_{h}\big{\}}.

The first order HHJ element [10, 30] of Problem (2.14) seeks (σHHJf,uHHJf)Σ(𝒯h)×U(𝒯h)(\sigma_{\rm HHJ}^{f},u_{\rm HHJ}^{f})\in\Sigma(\mathcal{T}_{h})\times U(\mathcal{T}_{h}) such that

(2.15) (σHHJf,τh)+eheM𝒏𝒏(τh)[uHHJf𝒏]𝑑s\displaystyle(\sigma_{\rm HHJ}^{f},\tau_{h})+\sum_{e\in\mathcal{E}_{h}}\int_{e}M_{\bm{n}\bm{n}}(\tau_{h})[{\partial u_{\rm HHJ}^{f}\over\partial\bm{n}}]\,ds =0,\displaystyle=0,\ τhΣ(𝒯h),\displaystyle\forall\tau_{h}\in\Sigma(\mathcal{T}_{h}),
eheM𝒏𝒏(σHHJf)[vh𝒏]𝑑s\displaystyle\sum_{e\in\mathcal{E}_{h}}\int_{e}M_{\bm{n}\bm{n}}(\sigma_{\rm HHJ}^{f})[{\partial v_{h}\over\partial\bm{n}}]\,ds =(f,vh),\displaystyle=-(f,v_{h}),\ vhU(𝒯h).\displaystyle\forall v_{h}\in U(\mathcal{T}_{h}).

It follows from the theory of mixed finite element methods [13] that

(2.16) ufuHHJf0,Ω+hσfσHHJf0,Ω+h|ufuHHJf|1,Ωh2uf3,Ω,\displaystyle\parallel u^{f}-u_{\rm HHJ}^{f}\parallel_{0,{\rm\Omega}}+h\parallel\sigma^{f}-\sigma_{\rm HHJ}^{f}\parallel_{0,{\rm\Omega}}+h|u^{f}-u_{\rm HHJ}^{f}|_{1,{\rm\Omega}}\lesssim h^{2}\parallel u^{f}\parallel_{3,{\rm\Omega}},

provided that ufVH3(Ω,)u^{f}\in V\cap H^{3}({\rm\Omega},\mathbb{R}). In this paper, we consider two different source terms f=λuf=\lambda u and f=λMuMf=\lambda_{\rm M}u_{\rm M}. Let (σHHJλu,uHHJλu)(\sigma_{\rm HHJ}^{\lambda u},u_{\rm HHJ}^{\lambda u}) and (σHHJ,uHHJ)Σ(𝒯h)×U(𝒯h)(\sigma_{\rm HHJ},u_{\rm HHJ})\in\Sigma(\mathcal{T}_{h})\times U(\mathcal{T}_{h}) be the solutions of Problem (2.15) with source terms f=λuf=\lambda u and f=λMuMf=\lambda_{\rm M}u_{\rm M}, respectively. Then,

(2.17) σHHJ=σHHJλMuM,uHHJ=uHHJλMuM.\sigma_{\rm HHJ}=\sigma_{\rm HHJ}^{\lambda_{\rm M}u_{\rm M}},\quad u_{\rm HHJ}=u_{\rm HHJ}^{\lambda_{\rm M}u_{\rm M}}.

In the rest of this paper, denote σ=2u\sigma=\nabla^{2}u where uu is the eigenfunction of Problem (2.2).

Define the interpolation operator ΠHHJ:SΣ(𝒯h)\Pi_{\rm HHJ}:S\rightarrow\Sigma(\mathcal{T}_{h}) by

(2.18) eM𝒏𝒏(ΠHHJτ)𝑑s=eM𝒏𝒏(τ)𝑑s for any eh,τS.\int_{e}M_{\bm{n}\bm{n}}(\Pi_{\rm HHJ}\tau)\,ds=\int_{e}M_{\bm{n}\bm{n}}(\tau)\,ds\text{\quad for any }e\in\mathcal{E}_{h},\mathbb{\tau}\in S.

There exists the following identity in [23] that

(2.19) (σHHJλuΠHHJσ,σHHJλuσ)=0.(\sigma_{\rm HHJ}^{\lambda u}-\Pi_{\rm HHJ}\sigma,\sigma_{\rm HHJ}^{\lambda u}-\sigma)=0.

For the plate bending problem with the clamped boundary condition (2.3), it was analyzed in [22] that the HHJ element admits an important superconvergence property on uniform triangulations as presented below. For Problem (2.2) with the simply supported condition (2.4), M𝒏𝒏(σHHJλuΠHHJσ)=0M_{\bm{n}\bm{n}}(\sigma_{\rm HHJ}^{\lambda u}-\Pi_{\rm HHJ}\sigma)=0 for all edges ehbe\in\mathcal{E}_{h}^{b}. A simple extension of the analysis in [24] proves the superconvergence property of the HHJ element when (2.4) is imposed.

Lemma 2.1.

Suppose that (σHHJλu,uHHJλu)(\sigma_{\rm HHJ}^{\lambda u},u_{\rm HHJ}^{\lambda u}) is the solution of Problem (2.15) with boundary condition (2.3) or (2.4) on a uniform triangulation, f=λuf=\lambda u and uVHr(Ω,)u\in V\cap H^{r}({\rm\Omega},\mathbb{R}). It holds that

(2.20) σHHJλuΠHHJσ0,Ωh2(|u|r,Ω+κ|lnh|1/2|u|3,,Ω).\parallel\sigma_{\rm HHJ}^{\lambda u}-\Pi_{\rm HHJ}\sigma\parallel_{0,{\rm\Omega}}\lesssim h^{2}\big{(}|u|_{r,{\rm\Omega}}+\kappa|\ln h|^{1/2}|u|_{3,\infty,{\rm\Omega}}\big{)}.

where κ\kappa is defined in (3.36), r=92r=\frac{9}{2} if boundary condition (2.3) is imposed, and r=72r=\frac{7}{2} if (2.4) is imposed.

2.4. Equivalence between the HHJ element and the Morley element

Let ΠDv\Pi_{\rm D}v be the linear interpolation of any function vV+VMv\in V+V_{\rm M}. Given a function fL2(Ω,)f\in L^{2}(\Omega,\mathbb{R}). Let uMfVMu_{\rm M}^{f}\in V_{\rm M} be the Morley solution of the source problem

(2.21) aM(uMf,vh)=(f,vh),vhVM,a_{M}(u_{\rm M}^{f},v_{h})=(f,v_{h}),\quad\forall v_{h}\in V_{\rm M},

and u~MfVM\widetilde{u}_{\rm M}^{f}\in V_{\rm M} be the modified Morley solution of the source problem

(2.22) aM(u~Mf,vh)=(f,ΠDvh),vhVM.a_{M}(\widetilde{u}_{\rm M}^{f},v_{h})=(f,\Pi_{\rm D}v_{h}),\quad\forall v_{h}\in V_{\rm M}.

As analyzed in [1], the HHJ solution of source problem (2.15) and the modified Morley solution of source problem (2.22) are equivalent in the following sense

(2.23) σHHJf=h2u~Mf,uHHJf=ΠDu~Mf.\sigma_{\rm HHJ}^{f}=\nabla_{h}^{2}\widetilde{u}_{\rm M}^{f},\quad u_{\rm HHJ}^{f}=\Pi_{\rm D}\widetilde{u}_{\rm M}^{f}.

This equivalence leads to the following lemma.

Lemma 2.2.

Let (σHHJλu,uHHJλu)(\sigma_{\rm HHJ}^{\lambda u},u_{\rm HHJ}^{\lambda u}), (σHHJ,uHHJ)(\sigma_{\rm HHJ},u_{\rm HHJ}) be the solutions of Problem (2.15) with f=λuf=\lambda u and f=λMuMf=\lambda_{\rm M}u_{\rm M}, respectively, u~Mλu\widetilde{u}_{\rm M}^{\lambda u} and u~M\widetilde{u}_{\rm M} be the solutions of Problem (2.22) with f=λuf=\lambda u and f=λMuMf=\lambda_{\rm M}u_{\rm M}, respectively. It holds that

(2.24) σHHJλu=h2u~Mλu,uHHJλu=ΠDu~Mλu,σHHJ=h2u~M,uHHJ=ΠDu~M.\sigma_{\rm HHJ}^{\lambda u}=\nabla^{2}_{h}\widetilde{u}_{\rm M}^{\lambda u},\quad\ u_{\rm HHJ}^{\lambda u}=\Pi_{\rm D}\widetilde{u}_{\rm M}^{\lambda u},\qquad\sigma_{\rm HHJ}=\nabla^{2}_{h}\widetilde{u}_{\rm M},\quad\ u_{\rm HHJ}=\Pi_{\rm D}\widetilde{u}_{\rm M}.

3. Optimal Analysis of Extrapolation Algorithm for the Morley element

In this section, we consider the extrapolation algorithm on the eigenvalues by the Morley element. An asymptotic expansion of eigenvalues is established, which gives an optimal theoretical analysis of the extrapolation algorithm on the eigenvalue problem.

Given the approximate eigenvalues λMh\lambda_{\rm M}^{h} and λM2h\lambda_{\rm M}^{2h} on 𝒯h\mathcal{T}_{h} and 𝒯2h\mathcal{T}_{2h}, respectively. The extrapolation algorithm computes a new approximate eigenvalue by

(3.1) λMEXP=2αλMhλM2h2α1,\lambda_{\rm M}^{\rm EXP}={2^{\alpha}\lambda_{\rm M}^{h}-\lambda_{\rm M}^{2h}\over 2^{\alpha}-1},

where the convergence rate α=2\alpha=2 if the eigenfunction is smooth enough. Suppose that there exists such an asymptotic expansion of eigenvalues

(3.2) λλMh=Chα+𝒪(hβ) with β>α,\lambda-\lambda_{\rm M}^{h}=Ch^{\alpha}+\mathcal{O}(h^{\beta})\text{ with }\beta>\alpha,

where CC is independent on the mesh size hh. It is easy to verify that the extrapolation algorithm (3.1) improves the accuracy of eigenvalues to 𝒪(hβ)\mathcal{O}(h^{\beta}) if (3.2) holds.

In the rest of this section, we establish an expansion in the form of (3.2) with an optimal rate β=4\beta=4 and CC is expressed explicitly by the function uu.

3.1. Error expansions for eigenvalues

The classic asymptotic analysis does not work for the Morley element because of the lack of a crucial superclose property. Inspired by [21], we use the equivalence between the mixed HHJ element and the modified Morley element in Lemma 2.2 and the superconvergence property of the mixed HHJ element in Lemma 2.1 to establish an asymptotic expansion of eigenvalues by the Morley element.

To begin with, we list the discrete problems and the corresponding solutions considered in this paper:

  1. (P1)

    eigenvalue problem (2.7) by the Morley element: uMu_{\rm M};

  2. (P2)

    source problem (2.21) by the Morley element: uMλuu_{\rm M}^{\lambda u};

  3. (P3)

    source problem (2.22) by the modified Morley element: u~Mλu\widetilde{u}_{\rm M}^{\lambda u} and u~M\widetilde{u}_{\rm M};

  4. (P4)

    source problem (2.15) by the HHJ element: (σHHJλu,uHHJλu)(\sigma_{\rm HHJ}^{\lambda u},u_{\rm HHJ}^{\lambda u}), (σHHJ,uHHJ)(\sigma_{\rm HHJ},u_{\rm HHJ}).

The Morley solution uMu_{\rm M} in Problem (P1) is also a solution of Problem (P2) with f=λMuMf=\lambda_{\rm M}u_{\rm M}. The following Lemma 3.1 analyzes some superclose property of the Morley element and the mixed HHJ element, including the relation between Problems (P1) and (P2), and that between Problems (P2) and (P3). Lemma 2.2 presents the equivalence between the solutions of Problems (P3) and (P4). Thus, the superconvergence in Lemma 2.1 of the HHJ element for Problem (P4) can be used to analyze the expansion of eigenvalues of Problem (P1).

Lemma 3.1.

Suppose that (λ,u)(\lambda,u) is an eigenpair of Problem (2.5), (σHHJλu,uHHJλu)(\sigma_{\rm HHJ}^{\lambda u},u_{\rm HHJ}^{\lambda u}) and (σHHJ,uHHJ)(\sigma_{\rm HHJ},u_{\rm HHJ}) are the solutions of Problems (2.15) with f=λuf=\lambda u and f=λMuMf=\lambda_{\rm M}u_{\rm M}, respectively. It holds that

(3.3) |uMλuu~Mλu|2,h+|uMu~M|2,h+|uMλuuM|2,h+σHHJλuσHHJ0,Ωh2u3,Ω,|u_{\rm M}^{\lambda u}-\widetilde{u}_{\rm M}^{\lambda u}|_{2,h}+|u_{\rm M}-\widetilde{u}_{\rm M}|_{2,h}+|u_{\rm M}^{\lambda u}-u_{\rm M}|_{2,h}+\parallel\sigma_{\rm HHJ}^{\lambda u}-\sigma_{\rm HHJ}\parallel_{0,{\rm\Omega}}\lesssim h^{2}\|u\|_{3,{\rm\Omega}},

provided that uVH3(Ω,)u\in V\cap H^{3}({\rm\Omega},\mathbb{R}).

Proof.

To bound h2(uMλuu~Mλu)0,Ω\|\nabla_{h}^{2}(u_{\rm M}^{\lambda u}-\widetilde{u}_{\rm M}^{\lambda u})\|_{0,\Omega}, let vh=uMλuu~Mλuv_{h}=u_{\rm M}^{\lambda u}-\widetilde{u}_{\rm M}^{\lambda u} in (2.21) and (2.22). It holds that

h2(uMλuu~Mλu)0,Ω2=(λu,(IΠD)(uMλuu~Mλu))λh2h2(uMλuu~Mλu)0,Ω,\|\nabla_{h}^{2}(u_{\rm M}^{\lambda u}-\widetilde{u}_{\rm M}^{\lambda u})\|_{0,\Omega}^{2}=(\lambda u,(I-\Pi_{\rm D})(u_{\rm M}^{\lambda u}-\widetilde{u}_{\rm M}^{\lambda u}))\lesssim\lambda h^{2}\|\nabla_{h}^{2}(u_{\rm M}^{\lambda u}-\widetilde{u}_{\rm M}^{\lambda u})\|_{0,\Omega},

which implies that h2(uMλuu~Mλu)0,Ωh2,\|\nabla_{h}^{2}(u_{\rm M}^{\lambda u}-\widetilde{u}_{\rm M}^{\lambda u})\|_{0,\Omega}\lesssim h^{2}, and completes the estimate of the first term on the left-hand side of (3.3). A similar analysis leads to the following estimate of the second term, that is h2(uMu~M)0,Ωh2.\|\nabla_{h}^{2}(u_{\rm M}-\widetilde{u}_{\rm M})\|_{0,\Omega}\lesssim h^{2}. A similar analysis to the one for Lemma 3.1 in [21] gives h2(uMλuuM)0,Ωh2u3,Ω\|\nabla_{h}^{2}(u_{\rm M}^{\lambda u}-u_{\rm M})\|_{0,\Omega}\lesssim h^{2}\|u\|_{3,{\rm\Omega}} for the third term. Consider the last term on the left-hand side of (3.3). By the equivalence (2.24) between the modified Morley element and the HHJ element,

σHHJλuσHHJ=h2(u~Mλuu~M)=h2(u~MλuuMλu+uMλuuM+uMu~M).\sigma_{\rm HHJ}^{\lambda u}-\sigma_{\rm HHJ}=\nabla_{h}^{2}(\widetilde{u}_{\rm M}^{\lambda u}-\widetilde{u}_{\rm M})=\nabla_{h}^{2}(\widetilde{u}_{\rm M}^{\lambda u}-u_{\rm M}^{\lambda u}+u_{\rm M}^{\lambda u}-u_{\rm M}+u_{\rm M}-\widetilde{u}_{\rm M}).

It follows that σHHJλuσHHJ0,Ωh2u3,Ω,\parallel\sigma_{\rm HHJ}^{\lambda u}-\sigma_{\rm HHJ}\parallel_{0,{\rm\Omega}}\lesssim h^{2}\|u\|_{3,{\rm\Omega}}, which completes the proof. ∎

For simplicity of presentation, we introduce the following notations

(3.4) I1=(σσHHJλu,σHHJλuσHHJ),I2=(σσHHJ,h2(u~MuM)),I3=λ(uΠMu,u).\begin{array}[]{llll}I_{1}&=(\sigma-\sigma_{\rm HHJ}^{\lambda u},\sigma_{\rm HHJ}^{\lambda u}-\sigma_{\rm HHJ}),&I_{2}&=(\sigma-\sigma_{\rm HHJ},\nabla_{h}^{2}(\widetilde{u}_{\rm M}-u_{\rm M})),\\ I_{3}&=\lambda(u-\Pi_{\rm M}u,u).&&\end{array}

The asymptotic expansion of eigenvalues by the Morley element is based on the decomposition in the following theorem.

Theorem 3.1.

Suppose that (λ,u)(\lambda,u) is the solution of Problem (2.5) with uVH92(Ω,)u\in V\cap H^{\frac{9}{2}}({\rm\Omega},\mathbb{R}), and (λM,uM)(\lambda_{\rm M},u_{\rm M}) is the corresponding discrete eigenpair of Problem (2.7) by the Morley element. If the triangulation is uniform, it holds that

(3.5) λλM=(IΠHHJ)2u0,Ω2+2I1+2I22I3+𝒪(h4|lnh||u|92,Ω2),\lambda-\lambda_{\rm M}=\parallel(I-\Pi_{\rm HHJ})\nabla^{2}u\parallel_{0,{\rm\Omega}}^{2}+2I_{1}+2I_{2}-2I_{3}+\mathcal{O}(h^{4}|\ln h||u|_{\frac{9}{2},{\rm\Omega}}^{2}),

where I1I_{1}, I2I_{2} and I3I_{3} are defined in (3.4).

Proof.

Recall the expansion (2.10) of eigenvalues by the Morley element

(3.6) λλM=h2(uuM)0,Ω22λ(uΠMu,u)+𝒪(h4|u|3,Ω2).\lambda-\lambda_{\rm M}=\|\nabla_{h}^{2}(u-u_{\rm M})\|_{0,{\rm\Omega}}^{2}-2\lambda(u-\Pi_{\rm M}u,u)+\mathcal{O}(h^{4}|u|_{3,{\rm\Omega}}^{2}).

Thanks to the equivalence σHHJ=h2u~M\sigma_{\rm HHJ}=\nabla_{h}^{2}\widetilde{u}_{\rm M} in (2.24),

2uh2uM=(2uΠHHJ2u)+(ΠHHJ2uσHHJλu)+(σHHJλuσHHJ)+h2(u~MuM),\displaystyle\nabla^{2}u-\nabla_{h}^{2}u_{\rm M}=(\nabla^{2}u-\Pi_{\rm HHJ}\nabla^{2}u)+(\Pi_{\rm HHJ}\nabla^{2}u-\sigma_{\rm HHJ}^{\lambda u})+(\sigma_{\rm HHJ}^{\lambda u}-\sigma_{\rm HHJ})+\nabla_{h}^{2}(\widetilde{u}_{\rm M}-u_{\rm M}),

with the HHJ solutions σHHJλu\sigma_{\rm HHJ}^{\lambda u} and σHHJ\sigma_{\rm HHJ} of the source problem (2.15) with f=λuf=\lambda u and f=λMuMf=\lambda_{\rm M}u_{\rm M}, respectively, and the Morley solutions uMu_{\rm M} and u~M\widetilde{u}_{\rm M} of the eigenvalue problem (2.7) and the modified problem (2.22), respectively. It holds that

(3.7) λλM=(IΠHHJ)σ0,Ω2+ΠHHJσσHHJλu0,Ω2+σHHJλuσHHJ0,Ω2+h2(u~MuM)0,Ω2+2(σΠHHJσ,ΠHHJσσHHJλu)+2(σΠHHJσ,σHHJλuσHHJ)+2(σΠHHJσ,h2(u~MuM))+2(ΠHHJσσHHJλu,σHHJλuσHHJ)+2(ΠHHJσσHHJλu,h2(u~MuM))+2(σHHJλuσHHJ,h2(u~MuM))2λ(uΠMu,u)+𝒪(h4|u|3,Ω2).\begin{split}\lambda-\lambda_{\rm M}=&\parallel(I-\Pi_{\rm HHJ})\sigma\parallel_{0,{\rm\Omega}}^{2}+\parallel\Pi_{\rm HHJ}\sigma-\sigma_{\rm HHJ}^{\lambda u}\parallel_{0,{\rm\Omega}}^{2}+\parallel\sigma_{\rm HHJ}^{\lambda u}-\sigma_{\rm HHJ}\parallel_{0,{\rm\Omega}}^{2}\\ &+\parallel\nabla_{h}^{2}(\widetilde{u}_{\rm M}-u_{\rm M})\parallel_{0,{\rm\Omega}}^{2}+2(\sigma-\Pi_{\rm HHJ}\sigma,\Pi_{\rm HHJ}\sigma-\sigma_{\rm HHJ}^{\lambda u})\\ &+2(\sigma-\Pi_{\rm HHJ}\sigma,\sigma_{\rm HHJ}^{\lambda u}-\sigma_{\rm HHJ})+2(\sigma-\Pi_{\rm HHJ}\sigma,\nabla_{h}^{2}(\widetilde{u}_{\rm M}-u_{\rm M}))\\ &+2(\Pi_{\rm HHJ}\sigma-\sigma_{\rm HHJ}^{\lambda u},\sigma_{\rm HHJ}^{\lambda u}-\sigma_{\rm HHJ})+2(\Pi_{\rm HHJ}\sigma-\sigma_{\rm HHJ}^{\lambda u},\nabla_{h}^{2}(\widetilde{u}_{\rm M}-u_{\rm M}))\\ &+2(\sigma_{\rm HHJ}^{\lambda u}-\sigma_{\rm HHJ},\nabla_{h}^{2}(\widetilde{u}_{\rm M}-u_{\rm M}))-2\lambda(u-\Pi_{\rm M}u,u)+\mathcal{O}(h^{4}|u|_{3,{\rm\Omega}}^{2}).\end{split}

Recall the superconvergence (2.20) of the HHJ element in Lemma 2.1 and the superclose property (3.3) of both the Morley element and the HHJ element. Then,

(3.8) ΠHHJσσHHJλu0,Ω2+σHHJλuσHHJ0,Ω2+h2(uMu~M)0,Ω2\displaystyle\parallel\Pi_{\rm HHJ}\sigma-\sigma_{\rm HHJ}^{\lambda u}\parallel_{0,{\rm\Omega}}^{2}+\parallel\sigma_{\rm HHJ}^{\lambda u}-\sigma_{\rm HHJ}\parallel_{0,{\rm\Omega}}^{2}+\|\nabla_{h}^{2}(u_{\rm M}-\widetilde{u}_{\rm M})\|_{0,\Omega}^{2}
+2(ΠHHJσσHHJλu,σHHJλuσHHJ)+2(ΠHHJσσHHJλu,h2(u~MuM))\displaystyle+2(\Pi_{\rm HHJ}\sigma-\sigma_{\rm HHJ}^{\lambda u},\sigma_{\rm HHJ}^{\lambda u}-\sigma_{\rm HHJ})+2(\Pi_{\rm HHJ}\sigma-\sigma_{\rm HHJ}^{\lambda u},\nabla_{h}^{2}(\widetilde{u}_{\rm M}-u_{\rm M}))
+2(σHHJλuσHHJ,h2(u~MuM))\displaystyle+2(\sigma_{\rm HHJ}^{\lambda u}-\sigma_{\rm HHJ},\nabla_{h}^{2}(\widetilde{u}_{\rm M}-u_{\rm M})) h4|lnh|u92,Ω2.\displaystyle\lesssim h^{4}|\ln h|\|u\|_{\frac{9}{2},{\rm\Omega}}^{2}.

A combination of (2.19) and the superconvergence property (2.20) of the HHJ element yields

(3.9) |(σΠHHJσ,ΠHHJσσHHJλu)|=|(σHHJλuΠHHJσ,ΠHHJσσHHJλu)|h4|lnh||u|92,Ω2.\big{|}(\sigma-\Pi_{\rm HHJ}\sigma,\Pi_{\rm HHJ}\sigma-\sigma_{\rm HHJ}^{\lambda u})\big{|}=\big{|}(\sigma_{\rm HHJ}^{\lambda u}-\Pi_{\rm HHJ}\sigma,\Pi_{\rm HHJ}\sigma-\sigma_{\rm HHJ}^{\lambda u})\big{|}\lesssim h^{4}|\ln h||u|_{\frac{9}{2},{\rm\Omega}}^{2}.

A substitution of (3.8) and (3.9) into (3.7) leads to

λλM=(IΠHHJ)2u0,Ω2+2I1+2I22I3+𝒪(h4|lnh||u|92,Ω2),\lambda-\lambda_{\rm M}=\parallel(I-\Pi_{\rm HHJ})\nabla^{2}u\parallel_{0,{\rm\Omega}}^{2}+2I_{1}+2I_{2}-2I_{3}+\mathcal{O}(h^{4}|\ln h||u|_{\frac{9}{2},{\rm\Omega}}^{2}),

which completes the proof. ∎

In the rest of this section, we will conduct an asymptotic analysis of each term on the right-hand side of the expansion (3.5) in the above theorem.

3.2. Asymptotic expansion of (IΠHHJ)2u0,Ω2\parallel(I-\Pi_{\rm HHJ})\nabla^{2}u\parallel_{0,{\rm\Omega}}^{2}

Define the three basis functions for the HHJ element

ϕHHJi(𝒙)=12sinθi1sinθi+1(𝕥i1𝕥i+1T+𝕥i+1𝕥i1T)P0(K,𝒮),1i3.\displaystyle\phi_{\rm HHJ}^{i}(\bm{x})=-{1\over 2\sin\theta_{i-1}\sin\theta_{i+1}}\big{(}\mathbb{t}_{i-1}\mathbb{t}_{i+1}^{T}+\mathbb{t}_{i+1}\mathbb{t}_{i-1}^{T}\big{)}\in P_{0}(K,\mathcal{S}),\qquad 1\leq i\leq 3.

By (2.1), it is easy to verify that

(3.10) 1|ej|ej𝒏jTϕHHJi𝒏j𝑑s=δij.\displaystyle{1\over|e_{j}|}\int_{e_{j}}\bm{n}_{j}^{T}\phi_{\rm HHJ}^{i}\bm{n}_{j}\,ds=\delta_{ij}.

Define four short-hand notations for the HHJ element

(3.11) ϕ1(𝒙)=16|K|1/2(x1M1)3,ϕ2(𝒙)=12|K|1/2(x1M1)2(x2M2)ϕ3(𝒙)=12|K|1/2(x1M1)(x2M2)2,ϕ4(𝒙)=16|K|1/2(x2M2)3.\begin{split}\phi_{1}(\bm{x})&={1\over 6|K|^{1/2}}(x_{1}-M_{1})^{3},\quad\phi_{2}(\bm{x})={1\over 2|K|^{1/2}}(x_{1}-M_{1})^{2}(x_{2}-M_{2})\\ \phi_{3}(\bm{x})&={1\over 2|K|^{1/2}}(x_{1}-M_{1})(x_{2}-M_{2})^{2},\quad\phi_{4}(\bm{x})={1\over 6|K|^{1/2}}(x_{2}-M_{2})^{3}.\end{split}

Note that {ϕi}i=14\{\phi_{i}\}_{i=1}^{4} are linear independent and

(3.12) P3(K,)=P2(K,)span{ϕi:1i4},P_{3}(K,\mathbb{R})=P_{2}(K,\mathbb{R})\cup{\rm span}\{\phi_{i}:1\leq i\leq 4\},
(3.13) 111ϕi0,K=δ1i,112ϕi0,K=δ2i,122ϕi0,K=δ3i,222ϕi0,K=δ4i.\|\partial_{111}\phi_{i}\|_{0,K}=\delta_{1i},\ \|\partial_{112}\phi_{i}\|_{0,K}=\delta_{2i},\ \|\partial_{122}\phi_{i}\|_{0,K}=\delta_{3i},\ \|\partial_{222}\phi_{i}\|_{0,K}=\delta_{4i}.

Define

(3.14) γHHJij=1|K|K((IΠHHJ)2ϕi)T(IΠHHJ)2ϕjdx,1i,j4.\gamma_{\rm HHJ}^{ij}=\frac{1}{|K|}\int_{K}\big{(}(I-\Pi_{\rm HHJ})\nabla^{2}\phi_{i}\big{)}^{T}(I-\Pi_{\rm HHJ})\nabla^{2}\phi_{j}\,dx,\quad 1\leq i,j\leq 4.
Lemma 3.2.

Constants γHHJij\gamma_{\rm HHJ}^{ij} in (3.14) are the same on different elements of a uniform triangulation and independent of the mesh size hh.

Proof.

By the definition of ΠHHJ\Pi_{\rm HHJ} and (3.10),

(3.15) ΠHHJ2ϕi=j=13aHHJijϕHHJj with aHHJij=1|ej|ej𝒏jT2ϕi𝒏jds.\Pi_{\rm HHJ}\nabla^{2}\phi_{i}=\sum_{j=1}^{3}a_{\rm HHJ}^{ij}\phi_{\rm HHJ}^{j}\quad\mbox{ with }\quad a_{\rm HHJ}^{ij}={1\over|e_{j}|}\int_{e_{j}}\bm{n}_{j}^{T}\nabla^{2}\phi_{i}\bm{n}_{j}\,ds.

Since 2ϕ1P1(K,𝒮)\nabla^{2}\phi_{1}\in P_{1}(K,\mathcal{S}),

aHHJ1j=𝒏jT2ϕ1(𝒎j)𝒏j=1|K|1/2𝒏jT(𝒎j1M1000)𝒏ja_{\rm HHJ}^{1j}=\bm{n}_{j}^{T}\nabla^{2}\phi_{1}(\bm{m}_{j})\bm{n}_{j}={1\over|K|^{1/2}}\bm{n}_{j}^{T}\begin{pmatrix}\bm{m}_{j1}-M_{1}&0\\ 0&0\end{pmatrix}\bm{n}_{j}

is constant independent of the mesh size hh, where 𝒎j=(𝒎j1,𝒎j2)\bm{m}_{j}=(\bm{m}_{j1},\bm{m}_{j2}) is the midpoint of edge eje_{j}. Similarly, for any 1i41\leq i\leq 4 and 1j31\leq j\leq 3, constant aHHJija_{\rm HHJ}^{ij} is independent on the mesh size hh. It follows from (3.14) and (3.15) that

(3.16) γHHJij=1|K|(2ϕi,2ϕj)0,K1|K|k=13(ϕHHJk,aHHJik2ϕj+aHHJjk2ϕi)0,K+1|K|k,l=13aHHJikaHHJjl(ϕHHJk,ϕHHJl)0,K.\begin{split}\gamma_{\rm HHJ}^{ij}=&{1\over|K|}(\nabla^{2}\phi_{i},\nabla^{2}\phi_{j})_{0,K}-{1\over|K|}\sum_{k=1}^{3}(\phi_{\rm HHJ}^{k},a_{\rm HHJ}^{ik}\nabla^{2}\phi_{j}+a_{\rm HHJ}^{jk}\nabla^{2}\phi_{i})_{0,K}\\ &+{1\over|K|}\sum_{k,l=1}^{3}a_{\rm HHJ}^{ik}a_{\rm HHJ}^{jl}(\phi_{\rm HHJ}^{k},\phi_{\rm HHJ}^{l})_{0,K}.\end{split}

By the definition of ϕiP3(K,)\phi_{i}\in P_{3}(K,\mathbb{R}) and ϕHHJiP0(K,)\phi_{\rm HHJ}^{i}\in P_{0}(K,\mathbb{R}), each entry of 2ϕi\nabla^{2}\phi_{i} is a linear combination of x1M1x_{1}-M_{1} and x2M2x_{2}-M_{2}. Thus, (ϕHHJk,2ϕi)0,K=0(\phi_{\rm HHJ}^{k},\nabla^{2}\phi_{i})_{0,K}=0 for any 1i41\leq i\leq 4, 1k31\leq k\leq 3. For any 1i,j41\leq i,j\leq 4, both 1|K|(2ϕi,2ϕj)0,K{1\over|K|}(\nabla^{2}\phi_{i},\nabla^{2}\phi_{j})_{0,K} and 1|K|(ϕHHJi,ϕHHJj)0,K{1\over|K|}(\phi_{\rm HHJ}^{i},\phi_{\rm HHJ}^{j})_{0,K} on uniform triangulations are constant independent of hh. It follows (3.16) that γHHJij\gamma_{\rm HHJ}^{ij} in (3.14) are the same on different elements and independent of hh. ∎

For any region GG, define

(3.17) F(u,G)=γHHJ11111u0,G2+γHHJ22112u0,G2+γHHJ33122u0,G2+γHHJ44222u0,G2+2γHHJ12G111u112udx+2γHHJ13G111u122udx+2γHHJ14G111u222udx+2γHHJ23G112u122udx+2γHHJ24G112u222udx+2γHHJ34G122u222udx.\begin{split}F(u,G)&=\gamma_{\rm HHJ}^{11}\|\partial_{111}u\|_{0,G}^{2}+\gamma_{\rm HHJ}^{22}\|\partial_{112}u\|_{0,G}^{2}+\gamma_{\rm HHJ}^{33}\|\partial_{122}u\|_{0,G}^{2}+\gamma_{\rm HHJ}^{44}\|\partial_{222}u\|_{0,G}^{2}\\ +&2\gamma_{\rm HHJ}^{12}\int_{G}\partial_{111}u\partial_{112}u\,dx+2\gamma_{\rm HHJ}^{13}\int_{G}\partial_{111}u\partial_{122}u\,dx+2\gamma_{\rm HHJ}^{14}\int_{G}\partial_{111}u\partial_{222}u\,dx\\ +&2\gamma_{\rm HHJ}^{23}\int_{G}\partial_{112}u\partial_{122}u\,dx+2\gamma_{\rm HHJ}^{24}\int_{G}\partial_{112}u\partial_{222}u\,dx+2\gamma_{\rm HHJ}^{34}\int_{G}\partial_{122}u\partial_{222}u\,dx.\end{split}

The following lemma presents the Taylor expansion of the interpolation error of the HHJ element.

Lemma 3.3.

For any wP3(K,)w\in P_{3}(K,\mathbb{R}),

(3.18) (IΠHHJ)2w0,K2=F(w,K)|K|.\parallel(I-\Pi_{\rm HHJ})\nabla^{2}w\parallel_{0,K}^{2}=F(w,K)|K|.
Proof.

For any wP3(K,)w\in P_{3}(K,\mathbb{R}), it follows from (3.12) and (3.13) that there exist p2P2(K,)p_{2}\in P_{2}(K,\mathbb{R}) and constants {ai}i=14\{a_{i}\}_{i=1}^{4} such that

(3.19) w=i=14aiϕi+p2,(IΠHHJ)2w=i=14ai(IΠHHJ)2ϕi,w=\sum_{i=1}^{4}a_{i}\phi_{i}+p_{2},\quad(I-\Pi_{\rm HHJ})\nabla^{2}w=\sum_{i=1}^{4}a_{i}(I-\Pi_{\rm HHJ})\nabla^{2}\phi_{i},

where

(3.20) a1=|K|1/2111w,a2=|K|1/2112w,a3=|K|1/2122w,a4=|K|1/2222w.a_{1}=|K|^{1/2}\partial_{111}w,\ a_{2}=|K|^{1/2}\partial_{112}w,\ a_{3}=|K|^{1/2}\partial_{122}w,\ a_{4}=|K|^{1/2}\partial_{222}w.

A substitution of (3.14) to (3.19) leads to

(3.21) (IΠHHJ)2w0,K2=i,j=14aiajγHHJij|K|=F(w,K)|K|,\parallel(I-\Pi_{\rm HHJ})\nabla^{2}w\parallel_{0,K}^{2}=\sum_{i,j=1}^{4}a_{i}a_{j}\gamma_{\rm HHJ}^{ij}|K|=F(w,K)|K|,

which completes the proof. ∎

Lemma 3.3 indicates that F(u,Ω)|K|F(u,\Omega)|K| is an expansion of (IΠHHJ)2u0,Ω2\|(I-\Pi_{\rm HHJ})\nabla^{2}u\|_{0,{\rm\Omega}}^{2} with accuracy 𝒪(h3)\mathcal{O}(h^{3}). Next we improve this estimate to an optimal rate 𝒪(h4)\mathcal{O}(h^{4}). Define the interpolation ΠKlvPl(K,)\Pi^{l}_{K}v\in P_{l}(K,\mathbb{R}) in [26] for each positive integer ll by

(3.22) KDαΠKlv𝑑x=KDαv𝑑x with |α|l,\int_{K}D^{\alpha}\Pi^{l}_{K}v\,dx=\int_{K}D^{\alpha}v\,dx\quad\mbox{ with }\quad|\alpha|\leq l,

Let Πhlv|K=ΠKlv\Pi_{h}^{l}v|_{K}=\Pi^{l}_{K}v. There exists the following error estimate of the interpolation error

(3.23) |(IΠKl)v|m,Khlm+1|v|l+1,K, 0ml+1.|(I-\Pi^{l}_{K})v|_{m,K}\lesssim h^{l-m+1}|v|_{l+1,K},\quad\forall\ 0\leq m\leq l+1.

Note that

(3.24) (IΠHHJ)2u02\displaystyle\|(I-\Pi_{\rm HHJ})\nabla^{2}u\|_{0}^{2} =(IΠHHJ)h2Πh3u02+(IΠHHJ)h2(IΠh3)u02\displaystyle=\|(I-\Pi_{\rm HHJ})\nabla_{h}^{2}\Pi^{3}_{h}u\|_{0}^{2}+\|(I-\Pi_{\rm HHJ})\nabla_{h}^{2}(I-\Pi^{3}_{h})u\|^{2}_{0}
+2((IΠHHJ)h2(IΠh3)u,(IΠHHJ)h2Πh3u),\displaystyle+2((I-\Pi_{\rm HHJ})\nabla_{h}^{2}(I-\Pi^{3}_{h})u,(I-\Pi_{\rm HHJ})\nabla_{h}^{2}\Pi_{h}^{3}u),

where the second term on the right-hand side is a higher order term. The key to analyze (IΠHHJ)u02\|(I-\Pi_{\rm HHJ})\nabla u\|_{0}^{2} is to prove a nearly orthogonal property of ((IΠHHJ)h2(IΠh3)u,(IΠHHJ)h2Πh3u)((I-\Pi_{\rm HHJ})\nabla_{h}^{2}(I-\Pi^{3}_{h})u,(I-\Pi_{\rm HHJ})\nabla_{h}^{2}\Pi_{h}^{3}u). To this end, define a set of polynomials

(3.25) ϕ(0,0)=1,ϕ(1,0)=x1M1,ϕ(0,1)=x2M2,ϕα=1α!(xMK)α|β||α|2Cαβϕβ,for|α|2.\begin{split}&\phi_{(0,0)}=1,\quad\phi_{(1,0)}=x_{1}-M_{1},\quad\phi_{(0,1)}=x_{2}-M_{2},\\ &\phi_{\alpha}={1\over\alpha!}(x-M_{K})^{\alpha}-\sum_{|\beta|\leq|\alpha|-2}C_{\alpha}^{\beta}\phi_{\beta},\quad\mbox{for}\quad|\alpha|\geq 2.\end{split}

with constant

(3.26) Cαβ=1α!|K|KDβ(xMK)α𝑑x.\displaystyle C_{\alpha}^{\beta}={1\over\alpha!|K|}\int_{K}D^{\beta}(x-M_{K})^{\alpha}\,dx.

For any |α|=k|\alpha|=k, ϕαPk(K,)\phi_{\alpha}\in P_{k}(K,\mathbb{R}) and it is the first term 1α!(xMK)α{1\over\alpha!}(x-M_{K})^{\alpha} that determines the kk-th derivatives of ϕα\phi_{\alpha}.

The explicit expression of the interpolation ΠKlu\Pi^{l}_{K}u in the following lemma admits an important property that all ϕβ\phi_{\beta} with |β|=|α|1|\beta|=|\alpha|-1 vanish in ϕα\phi_{\alpha}.

Lemma 3.4.

For any nonnegative integer ll and uHl(K,)u\in H^{l}(K,\mathbb{R}),

(3.27) ΠKlu=|α|laKαϕα, with aKα=1|K|KDαu𝑑x.\Pi^{l}_{K}u=\sum_{|\alpha|\leq l}a_{K}^{\alpha}\phi_{\alpha},\quad\mbox{ with }\quad a_{K}^{\alpha}={1\over|K|}\int_{K}D^{\alpha}u\,dx.

Moreover,

(3.28) (IΠKl)ΠKl+1u=|α|=l+1aKαϕα.(I-\Pi^{l}_{K})\Pi_{K}^{l+1}u=\sum_{|\alpha|=l+1}a_{K}^{\alpha}\phi_{\alpha}.
Proof.

First we prove that basis functions ϕα\phi_{\alpha} in (3.25) satisfy that

(3.29) 1|K|KDγϕα𝑑x=δαγ:={1α=γ0αγ\displaystyle{1\over|K|}\int_{K}D^{\gamma}\phi_{\alpha}\,dx=\delta_{\alpha\gamma}:=\begin{cases}1&\alpha=\gamma\\ 0&\alpha\neq\gamma\end{cases}

by induction. It is obvious that ϕα\phi_{\alpha} with |α|1|\alpha|\leq 1 satisfies (3.29). Suppose that (3.29) holds for any ϕα\phi_{\alpha} with |α|k|\alpha|\leq k, consider ϕα\phi_{\alpha} with |α|=k+1|\alpha|=k+1.

If |γ|k1|\gamma|\leq k-1, a combination of (3.25), (3.26) and (3.29) gives

(3.30) 1|K|KDγϕα𝑑x=1α!|K|KDγ(xMK)α𝑑xCαγ=0.{1\over|K|}\int_{K}D^{\gamma}\phi_{\alpha}\,dx={1\over\alpha!|K|}\int_{K}D^{\gamma}(x-M_{K})^{\alpha}\,dx-C_{\alpha}^{\gamma}=0.

If |γ|=k|\gamma|=k, since Dγ(xMK)αD^{\gamma}(x-M_{K})^{\alpha} is a linear combination of x1M1x_{1}-M_{1} and x2M2x_{2}-M_{2},

(3.31) 1|K|KDγϕα𝑑x=1α!|K|KDγ(xMK)α𝑑x=0.{1\over|K|}\int_{K}D^{\gamma}\phi_{\alpha}\,dx={1\over\alpha!|K|}\int_{K}D^{\gamma}(x-M_{K})^{\alpha}\,dx=0.

If |γ|=k+1|\gamma|=k+1 and γα\gamma\neq\alpha, there must exist i{1,2}i\in\{1,2\} such that γi>αi,\gamma_{i}>\alpha_{i}, which implies that iγi(xiMi)αi=0.\partial_{i}^{\gamma_{i}}(x_{i}-M_{i})^{\alpha_{i}}=0. Consequently,

(3.32) Dγϕα=1γ1(x1M1)α12γ2(x2M2)α2=0.\displaystyle D^{\gamma}\phi_{\alpha}=\partial_{1}^{\gamma_{1}}(x_{1}-M_{1})^{\alpha_{1}}\partial_{2}^{\gamma_{2}}(x_{2}-M_{2})^{\alpha_{2}}=0.

Since ϕβP|β|(K,)\phi_{\beta}\in P_{|\beta|}(K,\mathbb{R}),

(3.33) Dγϕβ=0, if |γ|>|β|.\displaystyle D^{\gamma}\phi_{\beta}=0,\quad\mbox{ if }\quad|\gamma|>|\beta|.

If |γ|=k+1|\gamma|=k+1 and γα\gamma\neq\alpha, a combination of (3.25), (3.32) and (3.33) gives KDγϕα𝑑x=0\int_{K}D^{\gamma}\phi_{\alpha}\,dx=0. If γ=α\gamma=\alpha, by the definition (3.25), a direct computation yields 1|K|KDγϕα𝑑x=1.{1\over|K|}\int_{K}D^{\gamma}\phi_{\alpha}\,dx=1. Since ϕαPk+1(K,)\phi_{\alpha}\in P_{k+1}(K,\mathbb{R}), it is trivial that Dγϕα=0D^{\gamma}\phi_{\alpha}=0 for any |γ|>k+1|\gamma|>k+1. A combination of all the results above leads to (3.29) for |α|=k+1|\alpha|=k+1, which completes the proof for (3.29). A combination of the definition of ΠKl\Pi^{l}_{K} in (3.22) and (3.29) gives (3.27) directly.

By (3.27), ΠKl+1u=|α|=l+1aKαϕα+|α|<l+1aKαϕα.\displaystyle\Pi_{K}^{l+1}u=\sum_{|\alpha|=l+1}a_{K}^{\alpha}\phi_{\alpha}+\sum_{|\alpha|<l+1}a_{K}^{\alpha}\phi_{\alpha}. Since ϕαP|α|(K,)\phi_{\alpha}\in P_{|\alpha|}(K,\mathbb{R}),

(3.34) (IΠKl)ΠKl+1u=|α|=l+1aKα(IΠKl)ϕα.(I-\Pi^{l}_{K})\Pi_{K}^{l+1}u=\sum_{|\alpha|=l+1}a_{K}^{\alpha}(I-\Pi^{l}_{K})\phi_{\alpha}.

It follows from (3.22) and (3.29) that

(3.35) ΠKlϕα=0,|α|=l+1.\Pi^{l}_{K}\phi_{\alpha}=0,\quad\forall|\alpha|=l+1.

A combination of (3.34) and (3.35) gives

(IΠKl)ΠKl+1u=|α|=l+1aKαϕα,(I-\Pi^{l}_{K})\Pi_{K}^{l+1}u=\sum_{|\alpha|=l+1}a_{K}^{\alpha}\phi_{\alpha},

which completes the proof for (3.28). ∎

Lemma 3.5.

It holds on uniform triangulations that

|((IΠHHJ)h2Πh3u,(IΠHHJ)h2(IΠh3)u)|h4u5,Ω2,\big{|}((I-\Pi_{\rm HHJ})\nabla_{h}^{2}\Pi^{3}_{h}u,(I-\Pi_{\rm HHJ})\nabla_{h}^{2}(I-\Pi^{3}_{h})u)\big{|}\lesssim h^{4}\|u\|_{5,{\rm\Omega}}^{2},

provided uH5(Ω,)u\in H^{5}({\rm\Omega},\mathbb{R}).

Proof.

The partition 𝒯h\mathcal{T}_{h} of domain Ω{\rm\Omega} includes the set of parallelograms 𝒩1\mathcal{N}_{1} and the set of a few remaining boundary triangles 𝒩2\mathcal{N}_{2}, see Fig. 2 for example.

𝒩2\mathcal{N}_{2}𝒩2\mathcal{N}_{2}𝒩2\mathcal{N}_{2}𝒩2\mathcal{N}_{2}𝒩1\mathcal{N}_{1}𝒩1\mathcal{N}_{1}𝒩1\mathcal{N}_{1}𝒩1\mathcal{N}_{1}𝒩1\mathcal{N}_{1}𝒩1\mathcal{N}_{1}𝒩1\mathcal{N}_{1}𝒩1\mathcal{N}_{1}𝒩1\mathcal{N}_{1}𝒩1\mathcal{N}_{1}𝒩1\mathcal{N}_{1}𝒩1\mathcal{N}_{1}𝒩1\mathcal{N}_{1}𝒩1\mathcal{N}_{1}𝒩1\mathcal{N}_{1}𝒩1\mathcal{N}_{1}𝒩1\mathcal{N}_{1}𝒩1\mathcal{N}_{1}𝒩1\mathcal{N}_{1}𝒩1\mathcal{N}_{1}
Figure 2. A uniform triangulation of Ω{\rm\Omega}.

Let

(3.36) kappa=|𝒩2|kappa=|\mathcal{N}_{2}|

denote the number of the elements in 𝒩2\mathcal{N}_{2}. It holds that

(3.37) ((IΠHHJ)h2Πh3u,(IΠHHJ)h2(IΠh3)u)=I𝒩1+I𝒩2\left((I-\Pi_{\rm HHJ})\nabla_{h}^{2}\Pi^{3}_{h}u,(I-\Pi_{\rm HHJ})\nabla_{h}^{2}(I-\Pi^{3}_{h})u\right)=I_{\mathcal{N}_{1}}+I_{\mathcal{N}_{2}}

with I𝒩i=K𝒩i((IΠHHJ)2ΠK3u,(IΠHHJ)2(IΠK3)u)0,K\displaystyle I_{\mathcal{N}_{i}}=\sum_{K\in\mathcal{N}_{i}}((I-\Pi_{\rm HHJ})\nabla^{2}\Pi^{3}_{K}u,(I-\Pi_{\rm HHJ})\nabla^{2}(I-\Pi^{3}_{K})u)_{0,K}.

It follows from the estimate (3.23) that

(3.38) ((IΠHHJ)2ΠK3u,(IΠHHJ)2(IΠK3)u)0,K=((IΠHHJ)2ΠK3u,(IΠHHJ)2(IΠK3)ΠK4u)0,K+𝒪(h4u5,Ω2).\begin{split}&((I-\Pi_{\rm HHJ})\nabla^{2}\Pi^{3}_{K}u,(I-\Pi_{\rm HHJ})\nabla^{2}(I-\Pi^{3}_{K})u)_{0,K}\\ =&((I-\Pi_{\rm HHJ})\nabla^{2}\Pi^{3}_{K}u,(I-\Pi_{\rm HHJ})\nabla^{2}(I-\Pi^{3}_{K})\Pi^{4}_{K}u)_{0,K}+\mathcal{O}(h^{4}\|u\|_{5,{\rm\Omega}}^{2}).\end{split}

Consider the expansion of (IΠK3)ΠK4u(I-\Pi^{3}_{K})\Pi^{4}_{K}u. Let l=4l=4 in (3.28). It holds that

(IΠK3)ΠK4u|K=|α|=4aKα(1α!(xMK)α|β|2Cαβϕβ).(I-\Pi^{3}_{K})\Pi^{4}_{K}u\big{|}_{K}=\sum_{|\alpha|=4}a_{K}^{\alpha}\big{(}{1\over\alpha!}(x-M_{K})^{\alpha}-\sum_{|\beta|\leq 2}C_{\alpha}^{\beta}\phi_{\beta}\big{)}.

This implies that (IΠK3)ΠK4u(I-\Pi^{3}_{K})\Pi^{4}_{K}u does not include any homogeneous third order terms. These vanishing homogeneous third order terms are crucial for the analysis here. By the definition of the interpolation ΠHHJ\Pi_{\rm HHJ} and the fact that 2ϕβ\nabla^{2}\phi_{\beta} is constant if |β|=2|\beta|=2,

(IΠHHJ)2(IΠK3)ΠK4u|K=|α|=4aKαα!(IΠHHJ)2(xMK)α.(I-\Pi_{\rm HHJ})\nabla^{2}(I-\Pi^{3}_{K})\Pi^{4}_{K}u\big{|}_{K}=\sum_{|\alpha|=4}{a_{K}^{\alpha}\over\alpha!}(I-\Pi_{\rm HHJ})\nabla^{2}(x-M_{K})^{\alpha}.

Similarly, (IΠHHJ)2ΠK3u|K=|β|=3aKββ!(IΠHHJ)2(xMK)β.\displaystyle(I-\Pi_{\rm HHJ})\nabla^{2}\Pi^{3}_{K}u|_{K}=\sum_{|\beta|=3}{a_{K}^{\beta}\over\beta!}(I-\Pi_{\rm HHJ})\nabla^{2}(x-M_{K})^{\beta}. Thus, by (3.38),

(3.39) ((IΠHHJ)2ΠK3u,(IΠHHJ)2(IΠK3)u)0,K=|α|=4|β|=3aKαaKβα!β!cKαβ+𝒪(h4u5,K2),((I-\Pi_{\rm HHJ})\nabla^{2}\Pi^{3}_{K}u,(I-\Pi_{\rm HHJ})\nabla^{2}(I-\Pi^{3}_{K})u)_{0,K}\\ =\sum_{|\alpha|=4}\sum_{|\beta|=3}{a_{K}^{\alpha}a_{K}^{\beta}\over\alpha!\beta!}c_{K}^{\alpha\beta}+\mathcal{O}(h^{4}\|u\|_{5,K}^{2}),

with cKαβ:=((IΠHHJ)2(xMK)β,(IΠHHJ)2(xMK)α)0,K.c_{K}^{\alpha\beta}:=\big{(}(I-\Pi_{\rm HHJ})\nabla^{2}(x-M_{K})^{\beta},(I-\Pi_{\rm HHJ})\nabla^{2}(x-M_{K})^{\alpha}\big{)}_{0,K}.

Consider I𝒩1I_{\mathcal{N}_{1}} in (3.37). Let 𝒄\bm{c} be the centroid of a parallelogram formed by two adjacent elements K1K_{1} and K2K_{2}. Define a mapping T:xx~=2𝒄xT:x\rightarrow\tilde{x}=2\bm{c}-x. It is obvious that TT maps K1K_{1} onto K2K_{2} and xMK1=(x~MK2).x-M_{K_{1}}=-(\tilde{x}-M_{K_{2}}). Note that for any |α|=4|\alpha|=4 and |β|=3|\beta|=3, 2(xMK)α\nabla^{2}(x-M_{K})^{\alpha} and 2(xMK)β\nabla^{2}(x-M_{K})^{\beta} are homogeneous polynomials of x1M1x_{1}-M_{1} and x2M2x_{2}-M_{2} with degree 2 and 1, respectively. For any adjacent elements K1K_{1} and K2K_{2} forming a parallelogram, cK1αβ=cK2αβ.c_{K_{1}}^{\alpha\beta}=-c_{K_{2}}^{\alpha\beta}. It follows that

(3.40) ((IΠHHJ)2Πh3u,(IΠHHJ)2(IΠh3)u)0,K1K2=|α|=4|β|=31α!β!(aK1βaK1αaK2βaK2α)cK1αβ+𝒪(h4u5,Ω2)=|α|=4|β|=31α!β!(aK1β(aK1αaK2α)+(aK1βaK2β)aK2α)cK1αβ+𝒪(h4u5,Ω2).\begin{split}&((I-\Pi_{\rm HHJ})\nabla^{2}\Pi^{3}_{h}u,(I-\Pi_{\rm HHJ})\nabla^{2}(I-\Pi^{3}_{h})u)_{0,K_{1}\cup K_{2}}\\ &=\sum_{|\alpha|=4}\sum_{|\beta|=3}{1\over\alpha!\beta!}(a_{K_{1}}^{\beta}a_{K_{1}}^{\alpha}-a_{K_{2}}^{\beta}a_{K_{2}}^{\alpha})c_{K_{1}}^{\alpha\beta}+\mathcal{O}(h^{4}\|u\|_{5,{\rm\Omega}}^{2})\\ &=\sum_{|\alpha|=4}\sum_{|\beta|=3}{1\over\alpha!\beta!}\big{(}a_{K_{1}}^{\beta}(a_{K_{1}}^{\alpha}-a_{K_{2}}^{\alpha})+(a_{K_{1}}^{\beta}-a_{K_{2}}^{\beta})a_{K_{2}}^{\alpha}\big{)}c_{K_{1}}^{\alpha\beta}+\mathcal{O}(h^{4}\|u\|_{5,{\rm\Omega}}^{2}).\end{split}

Recall aKα=1|K|KDαu𝑑xa_{K}^{\alpha}={1\over|K|}\int_{K}D^{\alpha}u\,dx in (3.27). Note that for all vP4(K1K2)v\in P_{4}(K_{1}\cup K_{2}), we have 1|K1|K1Dαv𝑑x1|K2|K2Dαv𝑑x=0.{1\over|K_{1}|}\int_{K_{1}}D^{\alpha}v\,dx-{1\over|K_{2}|}\int_{K_{2}}D^{\alpha}v\,dx=0. The Bramble-Hilbert Lemma leads that

|1|K1|K1Dαv𝑑x1|K2|K2Dαv𝑑x||u|5,K1K2.\left|{1\over|K_{1}|}\int_{K_{1}}D^{\alpha}v\,dx-{1\over|K_{2}|}\int_{K_{2}}D^{\alpha}v\,dx\right|\lesssim|u|_{5,K_{1}\cup K_{2}}.

A similar analysis for |β|=3|\beta|=3 gives

(3.41) |aK1αaK2α|+|aK1βaK2β|u5,K1K2.|a_{K_{1}}^{\alpha}-a_{K_{2}}^{\alpha}|+|a_{K_{1}}^{\beta}-a_{K_{2}}^{\beta}|\lesssim\|u\|_{5,K_{1}\cup K_{2}}.

Note that

(3.42) |cK1αβ|h23(xMK1)β0,K13(xMK1)α0,K1h3|K1|for |α|=4,|β|=3.|c_{K_{1}}^{\alpha\beta}|\lesssim h^{2}\|\nabla^{3}(x-M_{K_{1}})^{\beta}\|_{0,K_{1}}\|\nabla^{3}(x-M_{K_{1}})^{\alpha}\|_{0,K_{1}}\lesssim h^{3}|K_{1}|\quad\mbox{for }\quad|\alpha|=4,\ |\beta|=3.

A substitution of (3.41) and (3.42) into (3.40) gives

(3.43) I𝒩1K𝒩1h4u5,K|K|12+𝒪(h4u5,Ω2)h4(K𝒩1u5,K2)12(K𝒩1|K|)12+𝒪(h4u5,Ω2)h4u5,Ω2.\displaystyle\begin{split}I_{\mathcal{N}_{1}}&\lesssim\sum_{K\in\mathcal{N}_{1}}h^{4}\|u\|_{5,K}|K|^{\frac{1}{2}}+\mathcal{O}(h^{4}\|u\|_{5,{\rm\Omega}}^{2})\\ &\leq h^{4}\left(\sum_{K\in\mathcal{N}_{1}}\|u\|_{5,K}^{2}\right)^{\frac{1}{2}}\left(\sum_{K\in\mathcal{N}_{1}}|K|\right)^{\frac{1}{2}}+\mathcal{O}(h^{4}\|u\|_{5,{\rm\Omega}}^{2})\lesssim h^{4}\|u\|_{5,{\rm\Omega}}^{2}.\end{split}

For any element K𝒩2K\in\mathcal{N}_{2}, it follows from (3.39) and (3.42) that

|((IΠHHJ)2ΠK3u,(IΠHHJ)2(IΠK3)u)0,K|h3|K|.\big{|}((I-\Pi_{\rm HHJ})\nabla^{2}\Pi^{3}_{K}u,(I-\Pi_{\rm HHJ})\nabla^{2}(I-\Pi^{3}_{K})u)_{0,K}\big{|}\lesssim h^{3}|K|.

Since K𝒩2|K|h\sum_{K\in\mathcal{N}_{2}}|K|\lesssim h, it follows that

(3.44) I𝒩2h4u5,Ω2.\displaystyle I_{\mathcal{N}_{2}}\lesssim h^{4}\|u\|_{5,{\rm\Omega}}^{2}.

A substitution of (3.43) and (3.44) into (3.37) leads to

|((IΠHHJ)2Πh3u,(IΠHHJ)2(IΠh3)u)|h4u5,Ω2,\big{|}((I-\Pi_{\rm HHJ})\nabla^{2}\Pi^{3}_{h}u,(I-\Pi_{\rm HHJ})\nabla^{2}(I-\Pi^{3}_{h})u)\big{|}\lesssim h^{4}\|u\|_{5,{\rm\Omega}}^{2},

which completes the proof. ∎

Thanks to Lemmas 3.2, 3.3 and 3.5, there exists the following fourth-order accurate expansion of (IΠHHJ)2u0,Ω2\parallel(I-\Pi_{\rm HHJ})\nabla^{2}u\parallel_{0,{\rm\Omega}}^{2} in Theorem 3.1.

Lemma 3.6.

For any uVH5(Ω,)u\in V\cap H^{5}({\rm\Omega},\mathbb{R}),

(3.45) (IΠHHJ)2u0,Ω2=1NF(u,Ω)|Ω|+𝒪(h4u5,Ω2),\parallel(I-\Pi_{\rm HHJ})\nabla^{2}u\parallel_{0,{\rm\Omega}}^{2}={1\over N}F(u,{\rm\Omega})|\Omega|+\mathcal{O}(h^{4}\|u\|_{5,{\rm\Omega}}^{2}),

where F(u,Ω)F(u,{\rm\Omega}) in (3.17) is independent of the mesh size hh and N is the number of elements.

3.3. Error estimate of I1=(σσHHJλu,σHHJλuσHHJ)I_{1}=(\sigma-\sigma_{\rm HHJ}^{\lambda u},\sigma_{\rm HHJ}^{\lambda u}-\sigma_{\rm HHJ})

The first order term σσHHJλu\sigma-\sigma_{\rm HHJ}^{\lambda u} leads to a suboptimal result of I1I_{1} if the Cauchy-Schwarz inequality is applied directly. To prove an optimal error estimate, we employ the commuting property of the interpolation of the Morley element and the equivalence between the HHJ element and the modified Morley element. This allows to express I1I_{1} in terms of the error of uHHJu_{\rm HHJ} with a second order accuracy, which leads to the desired optimal estimate.

Lemma 3.7.

Suppose that (λ,u)(\lambda,u) is the solution of Problem (2.5) and uVH3(Ω,)u\in V\cap H^{3}({\rm\Omega},\mathbb{R}). It holds that

|I1|h4u3,Ω2.|I_{1}|\lesssim h^{4}\|u\|_{3,{\rm\Omega}}^{2}.
Proof.

By the equivalence (2.24) between the HHJ element and modified Morley element,

(3.46) (σσHHJλu,σHHJλuσHHJ)=(h2(uu~Mλu),h2(u~Mλuu~M)).\displaystyle(\sigma-\sigma_{\rm HHJ}^{\lambda u},\sigma_{\rm HHJ}^{\lambda u}-\sigma_{\rm HHJ})=(\nabla_{h}^{2}(u-\widetilde{u}_{\rm M}^{\lambda u}),\nabla_{h}^{2}(\widetilde{u}_{\rm M}^{\lambda u}-\widetilde{u}_{\rm M})).

Since u~Mλuu~MVM\widetilde{u}_{\rm M}^{\lambda u}-\widetilde{u}_{\rm M}\in V_{\rm M}, the commuting property (2.9) of the Morley element leads to

(3.47) (h2(uu~Mλu),h2(u~Mλuu~M))=(h2(ΠMuu~Mλu),h2(u~Mλuu~M)).\displaystyle(\nabla_{h}^{2}(u-\widetilde{u}_{\rm M}^{\lambda u}),\nabla_{h}^{2}(\widetilde{u}_{\rm M}^{\lambda u}-\widetilde{u}_{\rm M}))=(\nabla_{h}^{2}(\Pi_{\rm M}u-\widetilde{u}_{\rm M}^{\lambda u}),\nabla_{h}^{2}(\widetilde{u}_{\rm M}^{\lambda u}-\widetilde{u}_{\rm M})).

Recall that u~Mλu\widetilde{u}_{\rm M}^{\lambda u} and u~M\widetilde{u}_{\rm M} are the solutions of Problem (2.22) with f=λuf=\lambda u and λMuM\lambda_{\rm M}u_{\rm M}, respectively. It follows that

(3.48) (h2(ΠMuu~Mλu),h2(u~Mλuu~M))=(λuλMuM,ΠD(ΠMuu~Mλu)).\displaystyle(\nabla_{h}^{2}(\Pi_{\rm M}u-\widetilde{u}_{\rm M}^{\lambda u}),\nabla_{h}^{2}(\widetilde{u}_{\rm M}^{\lambda u}-\widetilde{u}_{\rm M}))=(\lambda u-\lambda_{\rm M}u_{\rm M},\Pi_{\rm D}(\Pi_{\rm M}u-\widetilde{u}_{\rm M}^{\lambda u})).

Thanks to the error estimate (2.8) of the Morley element and (2.16) of the HHJ element, the equivalence (2.24) between the modified Morley element and the HHJ element, and the triangle inequality,

(3.49) ΠD(ΠMuu~Mλu)0,ΩΠD(ΠMuu)0,Ω+uuHHJλu0,Ωh2u3,Ω.\displaystyle\|\Pi_{\rm D}(\Pi_{\rm M}u-\widetilde{u}_{\rm M}^{\lambda u})\|_{0,{\rm\Omega}}\leq\|\Pi_{\rm D}(\Pi_{\rm M}u-u)\|_{0,{\rm\Omega}}+\|u-u_{\rm HHJ}^{\lambda u}\|_{0,{\rm\Omega}}\leq h^{2}\|u\|_{3,{\rm\Omega}}.

A combination of (2.8), (3.46), (3.47), (3.48) and (3.49) gives

|(σσHHJλu,σHHJλuσHHJ)|h2(λ|uuM|+|λλM|)u3,Ωh4u3,Ω2,|(\sigma-\sigma_{\rm HHJ}^{\lambda u},\sigma_{\rm HHJ}^{\lambda u}-\sigma_{\rm HHJ})|\leq h^{2}(\lambda|u-u_{\rm M}|+|\lambda-\lambda_{\rm M}|)\|u\|_{3,{\rm\Omega}}\leq h^{4}\|u\|_{3,{\rm\Omega}}^{2},

which completes the proof.

3.4. Error estimate of I2=(σσHHJ,h2(u~MuM))I_{2}=(\sigma-\sigma_{\rm HHJ},\nabla_{h}^{2}(\widetilde{u}_{\rm M}-u_{\rm M}))

This term is essentially a consistency error term of the Morley element with third order accuracy by a direct use of the Cauchy-Schwarz inequality. The main idea here is to employ the equivalence between the HHJ element and the modified Morley element and make use of the weak continuity of solutions in VMV_{\rm M}.

Lemma 3.8.

Suppose that (λ,u)(\lambda,u) is the solution of Problem (2.5) and uVH3(Ω,)u\in V\cap H^{3}({\rm\Omega},\mathbb{R}). It holds that

|I2|h4u3,Ω2.|I_{2}|\lesssim h^{4}\|u\|_{3,{\rm\Omega}}^{2}.
Proof.

By the equivalence (2.24) between the HHJ element and the modified Morley element and the superclose property in Lemma 3.1,

I2=(2(uu~M),h2(u~MuM))=(2(uuM),h2(u~MuM))+𝒪(h4u3,Ω2).\begin{split}I_{2}=&(\nabla^{2}(u-\widetilde{u}_{\rm M}),\nabla_{h}^{2}(\widetilde{u}_{\rm M}-u_{\rm M}))=(\nabla^{2}(u-u_{\rm M}),\nabla_{h}^{2}(\widetilde{u}_{\rm M}-u_{\rm M}))+\mathcal{O}(h^{4}\|u\|_{3,{\rm\Omega}}^{2}).\end{split}

By the commuting property (2.9) of the Morley element and Problems (2.7), (2.22),

(3.50) (2(uuM),h2(u~MuM))=λM(uM,(IΠD)sh)(\nabla^{2}(u-u_{\rm M}),\nabla_{h}^{2}(\widetilde{u}_{\rm M}-u_{\rm M}))=\lambda_{\rm M}(u_{\rm M},(I-\Pi_{\rm D})s_{h})

with sh=ΠMuuMs_{h}=\Pi_{\rm M}u-u_{\rm M}. Note that

(3.51) (λMuM,(IΠD)sh)=(λΠh0u,(IΠD)sh)+(λMuMλΠh0u,(IΠD)sh).\begin{split}(\lambda_{\rm M}u_{\rm M},(I-\Pi_{\rm D})s_{h})=(\lambda\Pi_{h}^{0}u,(I-\Pi_{\rm D})s_{h})+(\lambda_{\rm M}u_{\rm M}-\lambda\Pi_{h}^{0}u,(I-\Pi_{\rm D})s_{h}).\end{split}

It follows from the triangle inequality and the error estimate (2.8) that

(3.52) |(λMuMλΠh0u,(IΠD)sh)|h4u3,Ω2.\begin{split}\left|(\lambda_{\rm M}u_{\rm M}-\lambda\Pi_{h}^{0}u,(I-\Pi_{\rm D})s_{h})\right|\lesssim h^{4}\|u\|_{3,{\rm\Omega}}^{2}.\end{split}

According to the expansion of the interpolation error in [28] for the linear element,

(3.53) (λΠh0u,(IΠD)sh)=(12i=132sh𝕥i2ψi1ψi+1|ei|2,λΠh0u)=λ24i=13|ei|2(2sh𝕥i2,Πh0u),(\lambda\Pi_{h}^{0}u,(I-\Pi_{\rm D})s_{h})=(-\frac{1}{2}\sum_{i=1}^{3}{\partial^{2}s_{h}\over\partial\mathbb{t}_{i}^{2}}\psi_{i-1}\psi_{i+1}|e_{i}|^{2},\lambda\Pi_{h}^{0}u)=-{\lambda\over 24}\sum_{i=1}^{3}|e_{i}|^{2}({\partial^{2}s_{h}\over\partial\mathbb{t}_{i}^{2}},\Pi_{h}^{0}u),

where ψi\psi_{i} are the barycentric coordinates. Integration by parts indicates that

(3.54) K2sh𝕥i2Πh0u𝑑x=Ksh𝕥iΠh0u(𝕟𝕥i)𝑑s.\begin{split}\int_{K}{\partial^{2}s_{h}\over\partial\mathbb{t}_{i}^{2}}\Pi_{h}^{0}u\,dx=&\int_{\partial K}{\partial s_{h}\over\partial\mathbb{t}_{i}}\Pi_{h}^{0}u(\mathbb{n}\cdot\mathbb{t}_{i})\,ds.\end{split}

As shVMs_{h}\in V_{\rm M}, it holds that e[sh]𝑑s=0.\int_{e}[\nabla s_{h}]\,ds=0. Note that 𝕥e\mathbb{t}_{e} is the unit tangent vector of edge ee with the same direction on two adjacent elements sharing the edge ee, and 𝕥i\mathbb{t}_{i} is the one along the boundary of an element with counterclockwise orientation. Since 𝕟𝕥i\mathbb{n}\cdot\mathbb{t}_{i} is the same on two adjacent elements, it follows (2.8) that

(3.55) |K𝒯h|ei|2Ksh𝕥iΠh0u(𝕟𝕥i)𝑑s|=|eh(𝕟𝕥i)|ei|2esh𝕥i[(Πh0Πe0)u]𝑑s|h2|sh|1,hu1,Ωh4u3,Ω2.\begin{split}\left|\sum_{K\in\mathcal{T}_{h}}|e_{i}|^{2}\int_{\partial K}{\partial s_{h}\over\partial\mathbb{t}_{i}}\Pi_{h}^{0}u(\mathbb{n}\cdot\mathbb{t}_{i})\,ds\right|&=\left|\sum_{e\in\mathcal{E}_{h}}(\mathbb{n}\cdot\mathbb{t}_{i})|e_{i}|^{2}\int_{e}{\partial s_{h}\over\partial\mathbb{t}_{i}}[(\Pi_{h}^{0}-\Pi_{e}^{0})u]\,ds\right|\\ &\lesssim h^{2}|s_{h}|_{1,h}\|u\|_{1,{\rm\Omega}}\lesssim h^{4}\|u\|_{3,{\rm\Omega}}^{2}.\end{split}

By the commuting property of the interpolation ΠM\Pi_{\rm M} in (2.9), a substitution of (3.51), (3.52), (3.53), (3.54) and (3.55) into (3.50) gives

|I2|h4u3,Ω2,|I_{2}|\lesssim h^{4}\|u\|_{3,{\rm\Omega}}^{2},

which completes the proof. ∎

3.5. Error estimate of I3=λ(uΠMu,u)I_{3}=\lambda(u-\Pi_{\rm M}u,u)

This interpolation term I3I_{3} can not be cancelled with other terms as the analysis in [21] for the Crouzeix-Raviart element. The key here to obtain an optimal estimate is to exploit the Taylor expansion of (IΠM)u(I-\Pi_{\rm M})u and make full use of the uniform triangulations.

Define

(3.56) ϕMi=ψi12ψi+1,ϕM4=ψ1ψ2ψ3,1i3\displaystyle\phi_{\rm M}^{i}=\psi_{i-1}^{2}\psi_{i+1},\quad\phi_{\rm M}^{4}=\psi_{1}\psi_{2}\psi_{3},\quad 1\leq i\leq 3

with the barycentric coordinates {ψi}i=13\{\psi_{i}\}_{i=1}^{3}. For two adjacent elements K1K_{1} and K2K_{2} forming a parallelogram, let the local index of vertices satisfy ψi|K1=ψi|K2,i=1,2,3.\nabla\psi_{i}|_{K_{1}}=-\nabla\psi_{i}|_{K_{2}},~{}i=1,2,3. By (2.1), there exist the following properties of these cubic polynomials

(3.57) 3ϕMi𝒕j3=2|ei|3δij,3ϕM4𝒕j12𝒕j+1=2|ej+1||ej1|2,1i4, 1j3,3ϕMi𝒕j12𝒕j+1={2|ej+1||ej1|2i=j+10i=j2|ej+1||ej1|2i=j1,1i,j3.\begin{split}{\partial^{3}\phi_{\rm M}^{i}\over\partial\bm{t}_{j}^{3}}=-{2\over|e_{i}|^{3}}\delta_{ij},\quad{\partial^{3}\phi_{\rm M}^{4}\over\partial\bm{t}_{j-1}^{2}\partial\bm{t}_{j+1}}={2\over|e_{j+1}||e_{j-1}|^{2}},\quad 1\leq i\leq 4,\ 1\leq j\leq 3,\\ {\partial^{3}\phi_{\rm M}^{i}\over\partial\bm{t}_{j-1}^{2}\partial\bm{t}_{j+1}}=\begin{cases}-{2\over|e_{j+1}||e_{j-1}|^{2}}&i=j+1\\ 0&i=j\\ {2\over|e_{j+1}||e_{j-1}|^{2}}&i=j-1\end{cases},\quad 1\leq i,j\leq 3.\end{split}

Note that

(3.58) P3(K,)=P2(K,)+span{ϕMi, 1i4}.\displaystyle P_{3}(K,\mathbb{R})=P_{2}(K,\mathbb{R})+\mbox{span}\{\phi_{\rm M}^{i},\ 1\leq i\leq 4\}.

For 1i31\leq i\leq 3, ψi2ψi1=ϕMi+1\psi_{i}^{2}\psi_{i-1}=\phi_{\rm M}^{i+1} and

ψi3=ϕMi+1+ϕMi1+ϕM4ψiψi+1+ψi2,ψi2ψi+1=ϕMi1ϕM4+ψiψi+1.\psi_{i}^{3}=-\phi_{\rm M}^{i+1}+\phi_{\rm M}^{i-1}+\phi_{\rm M}^{4}-\psi_{i}\psi_{i+1}+\psi_{i}^{2},\quad\psi_{i}^{2}\psi_{i+1}=-\phi_{\rm M}^{i-1}-\phi_{\rm M}^{4}+\psi_{i}\psi_{i+1}.
Lemma 3.9.

For any wP3(K,)w\in P_{3}(K,\mathbb{R}),

(3.59) (IΠM)Πh3w=i=14ci(IΠM)ϕMi\displaystyle(I-\Pi_{\rm M})\Pi^{3}_{h}w=\sum_{i=1}^{4}c_{i}(I-\Pi_{\rm M})\phi_{\rm M}^{i}

with

(3.60) cj=|ej|32Πh03w𝒕j3,1j3,c4=|ej+1||ej1|22Πh03w𝒕j12𝒕j+1|ej+1|32Πh03w𝒕j+13+|ej1|32Πh03w𝒕j13.\begin{split}c_{j}&=-{|e_{j}|^{3}\over 2}\Pi_{h}^{0}{\partial^{3}w\over\partial\bm{t}_{j}^{3}},\qquad 1\leq j\leq 3,\\ c_{4}&={|e_{j+1}||e_{j-1}|^{2}\over 2}\Pi_{h}^{0}{\partial^{3}w\over\partial\bm{t}_{j-1}^{2}\partial\bm{t}_{j+1}}-{|e_{j+1}|^{3}\over 2}\Pi_{h}^{0}{\partial^{3}w\over\partial\bm{t}_{j+1}^{3}}+{|e_{j-1}|^{3}\over 2}\Pi_{h}^{0}{\partial^{3}w\over\partial\bm{t}_{j-1}^{3}}.\end{split}
Proof.

By (3.58), there exist constants cic_{i} and p2P2(K,)p_{2}\in P_{2}(K,\mathbb{R}) such that

(3.61) Πh3w=i=14ciϕMi+p2.\displaystyle\Pi^{3}_{h}w=\sum_{i=1}^{4}c_{i}\phi_{\rm M}^{i}+p_{2}.

It leads to (3.59) with coefficients cic_{i} to be determined. Taking third derivatives on both sides of (3.61), it follows from (3.57) that

3Πh3w𝒕j3=2|ej|3cj,3Πh3w𝒕j12𝒕j+1=2|ej+1||ej1|2(cj1cj+1+c4).\displaystyle{\partial^{3}\Pi^{3}_{h}w\over\partial\bm{t}_{j}^{3}}=-{2\over|e_{j}|^{3}}c_{j},\qquad{\partial^{3}\Pi^{3}_{h}w\over\partial\bm{t}_{j-1}^{2}\partial\bm{t}_{j+1}}={2\over|e_{j+1}||e_{j-1}|^{2}}(c_{j-1}-c_{j+1}+c_{4}).

The fact that αΠh3w=Πh0αw\partial^{\alpha}\Pi^{3}_{h}w=\Pi_{h}^{0}\partial^{\alpha}w with |α|=3|\alpha|=3 leads to (3.60) directly, and completes the proof. ∎

The expansion in Lemma 3.9 of the interpolation error of the Morley leads to the following optimal analysis of I3I_{3} on uniform triangulations.

Lemma 3.10.

Suppose that (λ,u)(\lambda,u) is the solution of Problem (2.5) and uVH4(Ω,)u\in V\cap H^{4}({\rm\Omega},\mathbb{R}). It holds on uniform triangulations that

|I3|h4u4,Ω2.|I_{3}|\lesssim h^{4}\|u\|_{4,{\rm\Omega}}^{2}.
Proof.

Note that

(3.62) I3=λ((IΠM)Πh3u,Πh0u)+λ((IΠM)(IΠh3)u,Πh0u)+λ((IΠM)u,(IΠh0)u),I_{3}=\lambda((I-\Pi_{\rm M})\Pi^{3}_{h}u,\Pi_{h}^{0}u)+\lambda((I-\Pi_{\rm M})(I-\Pi^{3}_{h})u,\Pi_{h}^{0}u)+\lambda((I-\Pi_{\rm M})u,(I-\Pi_{h}^{0})u),
(3.63) |((IΠM)(IΠh3)u,Πh0u)|+|((IΠM)u,(IΠh0)u)|h4u4,Ω2.\displaystyle\big{|}((I-\Pi_{\rm M})(I-\Pi^{3}_{h})u,\Pi_{h}^{0}u)\big{|}+\big{|}((I-\Pi_{\rm M})u,(I-\Pi_{h}^{0})u)\big{|}\lesssim h^{4}\|u\|_{4,{\rm\Omega}}^{2}.

It follows from (3.59), (3.62) and (3.63) that

(3.64) I3=λ((IΠM)Πh3u,Πh0u)+𝒪(h4|u|4,Ω2)=λK𝒯hi=14si(ci,ΠK0u)K+𝒪(h4|u|4,Ω2).\begin{split}I_{3}=\lambda((I-\Pi_{\rm M})\Pi^{3}_{h}u,\Pi_{h}^{0}u)+\mathcal{O}(h^{4}|u|_{4,{\rm\Omega}}^{2})=\lambda\sum_{K\in\mathcal{T}_{h}}\sum_{i=1}^{4}s_{i}(c_{i},\Pi_{K}^{0}u)_{K}+\mathcal{O}(h^{4}|u|_{4,{\rm\Omega}}^{2}).\end{split}

with si=ΠK0(IΠM)ϕMis_{i}=\Pi_{K}^{0}(I-\Pi_{\rm M})\phi_{\rm M}^{i} and cic_{i} defined in (3.60). By the definition of ϕMi\phi_{\rm M}^{i} in (3.56), constant sis_{i} has the same value on different elements. Note that the directions of 𝒕i\bm{t}_{i} for two adjacent elements are opposite. Thus, the definition of cic_{i} in (3.60) indicates

ci|K1=ci|K2=𝒪(h3),c_{i}|_{K_{1}}=-c_{i}|_{K_{2}}=\mathcal{O}(h^{3}),

where adjacent elements K1K_{1} and K2K_{2} forming a parallelogram. Similar to the analysis in Lemma 3.5, |i=14si(ci,Πh0u)|h4u3,Ω2.\big{|}\sum_{i=1}^{4}s_{i}(c_{i},\Pi_{h}^{0}u)\big{|}\lesssim h^{4}\|u\|_{3,{\rm\Omega}}^{2}. A substitution of this estimate into (3.64) leads to

|I3|h4u4,Ω2,\displaystyle|I_{3}|\lesssim h^{4}\|u\|_{4,{\rm\Omega}}^{2},

which completes the proof. ∎

Lemma 3.7, 3.8, 3.10 show that the terms I1I_{1}, I2I_{2} and I3I_{3} are higher order terms. According to the decomposition of eigenvalues in Theorem 3.1, the error of eigenvalues equals to the interpolation error of the HHJ element in L2L^{2} norm up to a higher order term. The following asymptotic expansion of eigenvalues of the Morley element comes from the combination of Lemma 3.6, 3.7, 3.8, 3.10 and Theorem 3.1.

Theorem 3.2.

Suppose that (λ,u)(\lambda,u) is the eigenpair of Problem (2.5) with uVH5(Ω,)u\in V\cap H^{5}({\rm\Omega},\mathbb{R}), and (λM,uM)(\lambda_{\rm M},u_{\rm M}) is the corresponding eigenpair of Problem (2.7) by the Morley element on an uniform triangulation 𝒯h\mathcal{T}_{h}. It holds that

λλM=1NF(u,Ω)|Ω|+𝒪(h4|lnh|u5,Ω2).\begin{split}\lambda-\lambda_{\rm M}=\frac{1}{N}F(u,{\rm\Omega})|{\rm\Omega}|+\mathcal{O}(h^{4}|\ln h|\|u\|_{5,{\rm\Omega}}^{2}).\end{split}

with NN the number of elements on 𝒯h\mathcal{T}_{h} and F(u,Ω)F(u,{\rm\Omega}) defined in (3.17).

The optimal convergence result of the extrapolation algorithm in the following theorem is an immediate consequence of Theorem 3.2.

Theorem 3.3.

Suppose that λ\lambda is a simple eigenvalue of Problem (2.5) and a corresponding eigenfunction uVH5(Ω,)u\in V\cap H^{5}({\rm\Omega},\mathbb{R}). Let (λM,uM)(\lambda_{\rm M},u_{\rm M}) be the corresponding eigenpair of Problem (2.7) by the Morley element on an uniform triangulation 𝒯h\mathcal{T}_{h}. It holds that

|λλMEXP|h4|lnh|u5,Ω2.\begin{split}\big{|}\lambda-\lambda_{\rm M}^{\rm EXP}\big{|}\lesssim h^{4}|\ln h|\|u\|_{5,\Omega}^{2}.\end{split}

with extrapolation eigenvalues λMEXP\lambda_{\rm M}^{\rm EXP} defined in (3.1).

Remark 3.1.

If λ\lambda is a multiple eigenvalue, eigenfunctions uMu_{\rm M} on triangulations with different mesh size may approximate to different functions uM(λ)u\in M(\lambda). Then, the asymptotic expansion of eigenvalue λM\lambda_{\rm M} in Theorem 3.2 cannot lead to a theoretical estimate of λMEXP\lambda_{\rm M}^{\rm EXP} in (3.1). Some numerical tests in Section 5 show that extrapolation method can also improve the accuracy of multiple eigenvalues to 𝒪(h4)\mathcal{O}(h^{4}) if the eigenfunction is smooth enough.

4. Asymptotically exact a posterior error estimate and postprocessing scheme

In this section, we establish and analyze an asymptotically exact a posterior error estimate of eigenvalues by the Morley element. This estimate gives a high accuracy postprocessing scheme of eigenvalues.

To begin with, we introduce a gradient recovery technique [7, 24]. Define the discrete space

CR(𝒯h,𝒮):={vL2(Ω,𝒮):v|KP1(K,𝒮) for any K𝒯h,e[v]𝑑s=0 for any ehi}.{\rm CR}(\mathcal{T}_{h},\mathcal{S}):=\big{\{}v\in L^{2}({\rm\Omega},\mathcal{S}):v|_{K}\in P_{1}(K,\mathcal{S})\text{ for any }K\in\mathcal{T}_{h},\int_{e}[v]\,ds=0\text{ for any }e\in\mathcal{E}_{h}^{i}\big{\}}.

For any function vCR(𝒯h,𝒮)v\in{\rm CR}(\mathcal{T}_{h},\mathcal{S}), it is known that each entry of vv is uniquely determined by its value at the midpoint of edges, so does the function vv itself. Given qΣ(𝒯h)\textbf{q}~{}\in~{}\Sigma(\mathcal{T}_{h}), define Khq|KCR(𝒯h,𝒮)K_{h}\textbf{q}|_{K}\in{\rm CR}(\mathcal{T}_{h},\mathcal{S}) as follows.

Definition 1.

1.For each interior edge ehie\in\mathcal{E}_{h}^{i}, the elements Ke1K_{e}^{1} and Ke2K_{e}^{2} are the pair of elements sharing ee. Then the value of KhqK_{h}\textbf{q} at the midpoint me\textbf{m}_{e} of ee is

Khq(me)=12(q|Ke1(me)+q|Ke2(me)).K_{h}\textbf{q}(\textbf{m}_{e})={1\over 2}(\textbf{q}|_{K_{e}^{1}}(\textbf{m}_{e})+\textbf{q}|_{K_{e}^{2}}(\textbf{m}_{e})).

2.For each boundary edge ehbe\in\mathcal{E}_{h}^{b}, let KK be the element having ee as an edge, and KK^{\prime} be an element sharing an edge ehie^{\prime}\in\mathcal{E}_{h}^{i} with KK. Let e′′e^{\prime\prime} denote the edge of KK^{\prime} that does not intersect with ee, and m, m\textbf{m}^{\prime} and m′′\textbf{m}^{\prime\prime} be the midpoints of the edges ee, ee^{\prime} and e′′e^{\prime\prime}, respectively. Then the value of KhqK_{h}\textbf{q} at the point m is

Khq(m)=2Khq(m)Khq(m′′).K_{h}\textbf{q}(\textbf{m})=2K_{h}\textbf{q}(\textbf{m}^{\prime})-K_{h}\textbf{q}(\textbf{m}^{\prime\prime}).
mmmKK’ee’e”Ω\partial{\rm\Omega}

The Morley element solution for source problems admits a first order superconvergence on uniform triangulations [22]. According to Lemma 3.1, the eigenfunction uMu_{\rm M} is superclose to the Morley element solution for a corresponding source problem. These two facts lead to the following superconvergence result on uniform triangulations

(4.1) 2uKhh2uM0,Ωh2|lnh|1/2|u|92,Ω,\parallel\nabla^{2}u-K_{h}\nabla_{h}^{2}u_{\rm M}\parallel_{0,{\rm\Omega}}\lesssim h^{2}|\ln h|^{1/2}|u|_{\frac{9}{2},{\rm\Omega}},

provided that uVH92(Ω,)u\in V\cap H^{\frac{9}{2}}({\rm\Omega},\mathbb{R}).

Define the following asymptotically exact a posteriori error estimate

(4.2) FM=Khh2uMh2uM0,Ω2.F_{\rm M}=\parallel K_{h}\nabla_{h}^{2}u_{\rm M}-\nabla_{h}^{2}u_{\rm M}\parallel_{0,{\rm\Omega}}^{2}.

Given a discrete eigenvalue λM\lambda_{\rm M} of the Morley element, the postprocessing scheme computes a new approximate eigenvalue

(4.3) λMR=λM+FM.\lambda_{\rm M}^{\rm R}=\lambda_{\rm M}+F_{\rm M}.

By the expansion (2.10), a similar analysis to the one in [21] leads to the following theorem.

Theorem 4.1.

Let (λ,u)(\lambda,u) be an eigenpair of (2.5) with uVH92(Ω,)u\in V\cap H^{\frac{9}{2}}({\rm\Omega},\mathbb{R}), and (λM,uM)(\lambda_{\rm M},u_{\rm M}) be the corresponding approximate eigenpair of (2.7) in VMV_{\rm M}. The new eigenvalue λMR\lambda_{\rm M}^{\rm R} by the postprocessing scheme satisfies

|λλMR|h3|lnh||u|92,Ω2,|\lambda-\lambda_{\rm M}^{\rm R}|\lesssim h^{3}|\ln h||u|_{{9\over 2},\Omega}^{2},

and the accuracy of the asymptotically exact a posterior error estimates FMF_{M} is 𝒪(h3|lnh|)\mathcal{O}(h^{3}|\ln h|).

Proof.

Recall the expansion (3.6) of eigenvalues

λλM=h2(uuM)0,Ω22λ(uΠMu,u)+𝒪(h4|u|3,Ω2).\lambda-\lambda_{\rm M}=\|\nabla_{h}^{2}(u-u_{\rm M})\|_{0,{\rm\Omega}}^{2}-2\lambda(u-\Pi_{\rm M}u,u)+\mathcal{O}(h^{4}|u|_{3,{\rm\Omega}}^{2}).

By the definition of λMR\lambda_{\rm M}^{\rm R} in (4.3),

(4.4) λλMR=h2(uuM)0,Ω2Khh2uMh2uM0,Ω22λ(uΠMu,u)+𝒪(h4|u|3,Ω2).\lambda-\lambda_{\rm M}^{\rm R}=\|\nabla_{h}^{2}(u-u_{\rm M})\|_{0,{\rm\Omega}}^{2}-\|K_{h}\nabla_{h}^{2}u_{\rm M}-\nabla_{h}^{2}u_{\rm M}\|_{0,{\rm\Omega}}^{2}-2\lambda(u-\Pi_{\rm M}u,u)+\mathcal{O}(h^{4}|u|_{3,{\rm\Omega}}^{2}).

It follows from (4.1) and the Cauchy Schwarz inequality that

(4.5) |h2(uuM)0,Ω2Khh2uMh2uM0,Ω2|h3|lnh|1/2|u|92,Ω.\left|\|\nabla_{h}^{2}(u-u_{\rm M})\|_{0,{\rm\Omega}}^{2}-\|K_{h}\nabla_{h}^{2}u_{\rm M}-\nabla_{h}^{2}u_{\rm M}\|_{0,{\rm\Omega}}^{2}\right|\lesssim h^{3}|\ln h|^{1/2}|u|_{\frac{9}{2},{\rm\Omega}}.

It follows (2.8) that |(uΠMu,u)|h3u3,Ω|(u-\Pi_{\rm M}u,u)|\lesssim h^{3}\|u\|_{3,{\rm\Omega}}. A substitution of this estimate and (4.5) into (4.4) yields

|λλMR|h3|lnh||u|92,Ω2,|\lambda-\lambda_{\rm M}^{\rm R}|\lesssim h^{3}|\ln h||u|_{{9\over 2},\Omega}^{2},

which completes the proof. ∎

5. Numerical examples

This section presents some numerical tests to confirm the theoretical analysis in the previous sections.

5.1. Example 1 (simply support plate and clamped plate)

We consider the plate problem (2.5) on the unit square Ω=(0,1)2{\rm\Omega}=(0,1)^{2}. The initial mesh 𝒯1\mathcal{T}_{1} consists of two right triangles, obtained by cutting the unit square with a north-east line. Each mesh 𝒯i\mathcal{T}_{i} is refined into a half-sized mesh uniformly, to get a higher level mesh 𝒯i+1\mathcal{T}_{i+1}.

Simply support plate

Consider the simply support plate with boundary condition u=2un2=0u={\partial^{2}u\over\partial n^{2}}=0. It is known that the first eigenvalue of this problem is λ1=4π4\lambda_{1}=4\pi^{4}, and the convergence rate of approximate eigenvalues by the Morley element is α=2\alpha=2. Fig. 3 plots the errors of eigenvalues λM\lambda_{\rm M}, λMEXP\lambda_{\rm M}^{\rm EXP} and λMR\lambda_{\rm M}^{\rm R} by the Morley element, the corresponding extrapolation method and the postprocessing technique, respectively. The convergence rate of eigenvalues by the Morley element is improved remarkably from second order to fourth order, which verifies the analysis in Theorem 3.3 and Theorem 4.1. Fig. 3 also shows that the postprocessing technique has a better performance than the extrapolation method, although the theoretical convergence rate is smaller than the extrapolation method.

Refer to caption
Figure 3. The relative errors of the extrapolation eigenvalues for the simply support plate in Example 1.

Among the smallest six eigenvalues, it is known that λ2=λ3\lambda_{2}=\lambda_{3} and λ5=λ6\lambda_{5}=\lambda_{6}. Table 1 lists the relative errors of eigenvalues by the Morley element for these multiple eigenvalues. It shows that the extrapolation method also improves the convergence rate of multiple eigenvalues to a rate of 4.

𝒯2\mathcal{T}_{2} 𝒯3\mathcal{T}_{3} 𝒯4\mathcal{T}_{4} 𝒯5\mathcal{T}_{5} 𝒯6\mathcal{T}_{6} 𝒯7\mathcal{T}_{7} rate
λ2\lambda_{2} 2.55E-01 6.95E-02 8.39E-03 6.54E-04 4.35E-05 2.76E-06 3.98
λ3\lambda_{3} 2.34E-01 6.05E-02 7.20E-03 5.55E-04 3.68E-05 2.33E-06 3.98
λ5\lambda_{5} 4.63E-01 1.54E-01 2.81E-02 2.64E-03 1.87E-04 1.21E-05 3.95
λ6\lambda_{6} 4.63E-01 1.55E-01 2.82E-02 2.65E-03 1.87E-04 1.21E-05 3.95
Table 1. The relative errors of eigenvalues by the extrapolation method for the Morley element in Example 1.
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Figure 4. The relative errors of the extrapolation eigenvalues for clamped plate in Example 1.

Clamped plate

Consider the clamped plate with boundary condition u=un=0u={\partial u\over\partial n}=~{}0. The sum of the eigenvalue by the Morley element on the mesh 𝒯11\mathcal{T}_{11} and the corresponding a posteriori error estimate in (4.2) is taken as the reference eigenvalue for this example. Fig. 4 plots the relative errors of the first eigenvalues λM\lambda_{\rm M}, λMEXP\lambda_{\rm M}^{\rm EXP} and λMR\lambda_{\rm M}^{\rm R}. It shows that both the extrapolation method and the postprocessing technique can improve the accuracy of eigenvalues on the clamped plate to order 4, which verifies the analysis in Theorem 3.3 and Theorem 4.1. Similar to the results in Example 1 for simply supported plate, Fig. 4 implies that the accuracy of eigenvalues by the postprocessing technique is better than that of eigenvalues by the extrapolation method.

5.2. Example 2 (Piecewise uniform mesh)

Consider a model problem (2.5) with V=H02(Ω)V=H_{0}^{2}({\rm\Omega}) on the domain Ω{\rm\Omega} shown in Fig. 5, where the coordinates of A1A_{1} to A5A_{5} are (2,0)(2,0), (1,2)(1,-2), (1,2)(-1,-2), (2,0)(-2,0), (0,2)(0,2), respectively. The minimal and maximal angle of Ω\Omega are 9090^{\circ} and 121.3121.3^{\circ}, respectively. Fig. 5 plots the initial mesh 𝒯1\mathcal{T}_{1} and each mesh 𝒯i\mathcal{T}_{i} is refined into a half-sized mesh uniformly, to get a higher level mesh 𝒯i+1\mathcal{T}_{i+1}. The eigenvalue by the Aygris element on 𝒯8\mathcal{T}_{8} is taken as the reference eigenvalue for this example.

A0A_{0}A1A_{1}A2A_{2}A3A_{3}A4A_{4}A5A_{5}
Figure 5. The computational domain of Example 2.

Table 2 indicates an almost fourth order convergence rate of extrapolation eigenvalues λMEXP\lambda_{\rm M}^{\rm EXP} in (3.1) with α=2\alpha=2 and postprocessed eigenvalues λMR\lambda_{\rm M}^{\rm R} in (4.2). Although the meshes are no longer uniform, we can still observe the optimal estimate for the asymptotic expansion of the Morley element on such piecewise uniform meshes. It implies that both the extrapolation method and the postprocessing technique are effective on piecewise uniform meshes. Similar to Example 1, the accuracy of eigenvalues by the postprocessing technique is slightly better than that of eigenvalues by the extrapolation method.

𝒯3\mathcal{T}_{3} 𝒯4\mathcal{T}_{4} 𝒯5\mathcal{T}_{5} 𝒯6\mathcal{T}_{6} 𝒯7\mathcal{T}_{7} orderorder
λM\lambda_{\rm M} 9.91E-01 2.71E-01 6.95E-02 1.75E-02 4.38E-03 1.99
λMR\lambda_{\rm M}^{\rm R} 1.51E-01 1.37E-02 1.05E-03 7.95E-05 6.38E-06 3.64
λMEXP\lambda_{\rm M}^{\rm EXP} 3.21E-01 3.11E-02 2.28E-03 1.52E-04 9.81E-06 3.95
Table 2. The relative errors of eigenvalues for Example 2.

5.3. Example 3 (Cracked domain)

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Figure 6. The first eigenfunctions on adaptive triangulations for Example 3 with 1024610246, 2890928909, 7677976779 and 459901459901 d.o.f, respectively.

Consider the model problem (2.5) on a square domain with a crack

Ω=(1,1)2/[0,1]×{0}.\Omega=(-1,1)^{2}/[0,1]\times\{0\}.

The boundary condition is u=un=0u={\partial u\over\partial n}=0. Let 𝒯0\mathcal{T}_{0} consist of two right triangles, obtained by cutting the domain (1,1)2(-1,1)^{2} with a north-east line. Each mesh 𝒯i\mathcal{T}_{i} is refined into a half-sized mesh uniformly, to get a higher level mesh 𝒯i+1\mathcal{T}_{i+1}. Let 𝒯1\mathcal{T}_{1} be the initial mesh.

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Figure 7. The relative errors of the extrapolation eigenvalues on uniform triangulations and the adaptive method for Example 3.

The eigenfunction with respect to the smallest eigenvalue for this case is singular. Adaptive method is a popular and efficient way to deal with singular cases. For eigenvalue problems by the Morley element, an efficient and reliable a posteriori error estimator of Morley elements was proposed in [43]. This a posteriori error estimator is adopted here to generate adaptive grids. Denote the smallest approximate eigenvalues by the Morley element on these adaptive grids by λMA\lambda_{M}^{\rm A}. For the approximate eigenvalues λMA\lambda_{M}^{\rm A}, compute the asymptotically exact a posterior error estimate in (4.2) and denote the postprocessed approximate eigenvalues in (4.3) by λMR,A\lambda_{M}^{\rm R,A}. Since the eigenvalues of the problem in consideration are unknown, we use the adaptive postprocessed eigenvalue λMR,A\lambda_{\rm M}^{\rm R,A} on an adaptive mesh with 3454396 degrees of freedom as the reference eigenvalue. Fig. 6 plots the approximate eigenfunction on adaptive meshes, and Fig. 7 plots the errors of approximate eigenvalues λM\lambda_{\rm M}, λMEXP\lambda_{\rm M}^{\rm EXP}, λMR\lambda_{\rm M}^{\rm R}, λMA\lambda_{\rm M}^{\rm A} and λMR,A\lambda_{\rm M}^{\rm R,A}. In this case, the discrete eigenvalue λM\lambda_{\rm M} converges at the rate 1. We compute the extrapolation eigenvalue λMEXP\lambda_{\rm M}^{\rm EXP} in (3.1) with α=1\alpha=1. Since the eigenfunction is singular, the postprocessing scheme improves the accuracy of eigenvalues on uniform meshes without improving the convergence rate, while the extrapolation method can improve the convergence rate to 2.00. Fig. 7 also implies that the postprocessing scheme is also effective on adaptive meshes.

5.4. Example 4

Consider the model problem (2.5) on a Dumbbell-split domain with a slit Ω=(1,1)×(1,5)\([0,1)×{0}[1,3]×[0.75,1])\Omega=(-1,1)\times(-1,5)\backslash([0,1)\times\{0\}\cup[1,3]\times[-0.75,1]). The boundary condition is u=un=0u={\partial u\over\partial n}=0. The initial triangulation is shown in Fig. 8.

(-1,-1)(1,-1)(3,-1)(5,-1)(-1,1)(1,1)(3,1)(5,1)(1,-0.75)(3,-0.75)
Figure 8. The initial triangulation of Dumbbell domain Ω{\rm\Omega} for Example 4.
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Figure 9. The first eigenfunctions on adaptive triangulations for Example 4 with 64096409 and 166591166591 d.o.f, respectively.

Fig. 9 and Fig. 11 plot the first and the fourth eigenfunctions on adaptive meshes, respectively. Fig. 10 plots the relative errors of the first and the fourth eigenvalues λM\lambda_{\rm M} by the Morley element, the extrapolation eigenvalue λMEXP\lambda_{\rm M}^{\rm EXP} in (3.1), the adaptive eigenvalue λMA\lambda_{M}^{\rm A}, and the postprocessed eigenvalues λMR\lambda_{M}^{\rm R} and λMR,A\lambda_{M}^{\rm R,A}. The first eigenvalue λM\lambda_{\rm M} converges at the rate 2, while the fourth eigenvalue λM\lambda_{\rm M} only converges at the rate 1. This implies a relatively higher regularity of the first eigenfunction. This explains why the extrapolation method and postprocessing technique on uniform meshes even have better performance than adaptive methods. For the first eigenvalue, both the extrapolation method and the postprocessing technique can improve the convergence rate to 3. For the fourth eigenvalue, the convergence rate of eigenvalues by the postprocessing technique stays at 1, while that of eigenvalues by the extrapolation method (3.1) with α=1\alpha=1 increases to 2. For the case that the eigenfunction is not smooth enough, Fig. 10 shows that the proposed postprocessing technique is effective on both uniform meshes and adaptive meshes.

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Figure 10. The relative errors of the first (left) and the fourth (right) eigenvalue on uniform triangulations and the adaptive method for Example 4.
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Figure 11. The fourth eigenfunctions on adaptive triangulations for Example 4 with 1583215832 and 523521523521 d.o.f, respectively.

Acknowledgments

The authors are greatly indebted to Professor Jun Hu from Peking University for many useful discussions and the guidance. The first author also wishes to thank the partial support from the Center for Computational Mathematics and Applications, the Pennsylvania State University.

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