Past exam of the finite element methods for partial differential equations course of the University of Oxford / 2023 / 2

Label the polygon vertices of the nondegenerate triangle $K$ as $a_1,a_2,a_3$, and put $m_{ij}=(a_i+a_j)/2$ for its three edge midpoints. The six monomials $1,x_1,x_2,x_1^2,x_1{x}_2,x_2^2$ form a basis of ${\mathcal{P}}_2(K)$, so its dimension is six. Nondegeneracy matters: $K$ has nonempty interior, and a polynomial vanishing on that interior is the zero polynomial.

Let ${\lambda }_1,{\lambda }_2,{\lambda }_3$ be the affine functions of the barycentric coordinate system, characterized by ${\lambda }_i(a_j)={\delta }_{ij}$ and ${\sum }_i{\lambda }_i=1$. Define six quadratic polynomialsAt $a_k$, $N_i(a_k)={\delta }_{ik}$ and all $N_{ij}(a_k)$ vanish. At $m_{kl}$, exactly ${\lambda }_k$ and ${\lambda }_l$ equal $1/2$, while the third is zero. Thus every $N_i$ vanishes at all three edge midpoints, and $N_{ij}(m_{kl})$ is one for the matching unordered pair and zero otherwise.

These six polynomials have the cardinal property for the six point evaluation functionals. Evaluating any vanishing linear combination at the nodes forces each of its coefficients to vanish. They are therefore six linearly independent members of a six-dimensional vector space, hence a basis.

In particular, every $p\in {\mathcal{P}}_2(K)$ has the unique expansionThis proves both existence and uniqueness for arbitrary six prescribed nodal values, which is precisely an unisolvent finite element. It also identifies the finite element degrees of freedom and shape functions of the quadratic Lagrange triangle explicitly.

Use the Sobolev space with a partial Dirichlet conditionwhere $T$ is the Sobolev trace operator. The restricted Sobolev trace operator is continuous into $L^2({\Gamma }_D)$; its kernel is consequently a closed vector subspace of $H^1(\Omega )$. Thus $V$, with the first-order Sobolev norm, is a Hilbert space. The endpoint convention for ${\Gamma }_D$ and ${\Gamma }_N$ does not affect this definition: finitely many boundary points have zero boundary length. It would be inappropriate to impose pointwise boundary values on arbitrary $H^1$ functions in two dimensions.

For a smooth solution, Green's first identity givesThe boundary term vanishes because $Tv=0$ on ${\Gamma }_D$ and the normal derivative is zero on ${\Gamma }_N$. This suggests the weak formulationHere $a$ is exactly the first-order Sobolev inner product. In particular the Cauchy-Schwarz inequality givesThus $a$ is a bounded bilinear form and a coercive bilinear form, both with constant one. The Lax-Milgram theorem proves existence and uniqueness, together withThe positive reaction term already controls the entire Sobolev norm, so no Poincaré inequality is needed here. The zero Neumann boundary condition is the natural part of the weak formulation; it is not an additional restriction on the test space. For this weak solution, $-\Delta u+u=f$ holds as a distributional identity, and the zero normal derivative on ${\Gamma }_N$ is understood through the corresponding Green's first identity.

For a conforming triangular finite element mesh, takeThis is the quadratic conforming finite element space. Across a common edge of a polygon, the restrictions from neighboring triangles are univariate quadratic polynomials. Their agreement at the two endpoints and the midpoint makes their difference a degree-at-most-two polynomial with three distinct roots of a polynomial, so it vanishes on the entire common edge of a polygon. Thus matching the local finite element degrees of freedom produces the required continuity. Similarly, setting the three nodal values on every boundary edge carrying the Dirichlet boundary condition to zero makes its entire restriction vanish.

Continuity across element interfaces means the piecewise gradients give the global weak gradient, with no jump contribution, so $V_h\subset V$. There are finitely many local finite element degrees of freedom, hence $V_h$ is finite-dimensional. The Galerkin method seeksThe bounded bilinear form and coercive bilinear form estimates from part (b) remain valid on $V_h$. Since a finite-dimensional subspace is closed, the Lax-Milgram theorem gives exactly one $u_h$. Alternatively, the stiffness matrix plus the mass matrix is a positive-definite matrix in any basis of $V_h$. The same existence and uniqueness conclusion holds for any finite-dimensional vector subspace of this full space.

Let $e=u-u_h$. Subtracting the two weak formulations gives Galerkin orthogonality, $a(e,v_h)=0$ for every $v_h\in V_h$. Since $a$ is the first-order Sobolev inner product, for every $v_h\in V_h$ we haveIf $e\ne 0$, division proves $\Vert e{\Vert }_1\le \Vert u-v_h{\Vert }_1$; if $e=0$, the same conclusion is immediate. Thus the Céa lemma has constant one in this case.

Use the quadratic nodal interpolant $I_{h}u$. The assumed $H^3(\Omega )$ regularity gives continuous nodal values by the Sobolev embedding theorem, and its zero Sobolev trace makes the nodal values on ${\Gamma }_D$ zero. The quadratic Lagrange triangle construction then gives $I_{h}u\in V_h$. The allowed quadratic finite element interpolation estimate on a shape-regular mesh iswhere $C_I$ depends on the fixed triangle and shape regularity, but not on $h$. ThereforeThis step uses the inclusion $I_{h}u\in V_h$ explicitly permitted by the question. Arbitrary smaller vector subspaces without the same approximation property would not give this rate.

Put $e=u-u_h\in V$. The Aubin–Nitsche duality argument uses the dual weak formulationBy symmetry of $a$ and the Lax-Milgram theorem, this has a unique solution. Taking $v=z$ and using the Cauchy-Schwarz inequality showsWe must justify $H^2$ elliptic regularity for this dual problem from the result actually supplied. That result concerns $\Delta$, whereas the dual equation is $-\Delta z+z=e$. Put $g=z-e\in L^2(\Omega )$. The given result produces $w\in H^2(\Omega )\cap V$ with $\Delta w=g$, zero normal derivative on ${\Gamma }_N$, andBy Green's first identity, for every $v\in V$,Set $v=w-z$. Then $\nabla (w-z)=0$. On the connected triangle, a Sobolev function with zero weak gradient is constant, and its zero Sobolev trace on ${\Gamma }_D$ forces that constant to be zero. Hence $z=w$, provingThis proves the needed reaction-diffusion regularity from Laplacian regularity without assuming the dual solution already has second derivatives in the L2 space.

Only $H^2$ regularity is available for $z$. Use its continuous piecewise-linear interpolant $L_{h}z$, which belongs to the quadratic conforming finite element space $V_h$ because ${\mathcal{P}}_1(K)\subset {\mathcal{P}}_2(K)$. It has the same zero Dirichlet boundary condition and satisfies the finite element interpolation estimateThus no $H^3$ assumption on the dual solution is necessary. Taking $v=e$ in the dual weak formulation and using Galerkin orthogonality givesIf $\Vert e{\Vert }_0=0$, the desired bound holds. Otherwise divide by $\Vert e{\Vert }_0$ and use part (d):All constants depend only on the fixed triangle and shape regularity. The acute-angle assumption enters through the supplied mixed-boundary elliptic regularity result.