ULI
Synopsis: Motivating examples: Stokes equations; ow in porous media. Functional analytic prerequisites: Riesz
representation theorem, the LaxMilgram theorem, Banachs closed range theorem. Abstract mixed variational
problems: the infsup condition and its role in existence and uniqueness of solutions. Discrete mixed formulations
and the discrete infsup condition. Error bounds. Checking the infsup condition: Fortins criterion. Examples of
infsup unstable and infsup stable nite element spaces.
Lecture 1
1. Introduction. Numerous mathematical models that arise in continuum mechanics in the
form of systems of partial dierential equations involve several physically disparate quantities,
which need to be approximated simultaneously. Finite element approximations of such problems
are known as mixed nite element methods. These lecture notes introduce some basic concepts
from the theory of mixed nite element methods. For further details the reader is referred to
the monographs by Brenner & Scott [1], Brezzi & Fortin [2], Ern & Guermond [4], and Girault
& Raviart [6]. For questions associated with the iterative solution of systems of linear algebraic
equations arising from mixed nite element approximations, and preconditioning these, the reader
may wish to consult the text by Elman, Silvester and Wathen [3].
In order to motivate the theoretical considerations that will follow we begin by presenting two
typical model problems that lead to mixed nite element methods.
1.1. Example 1: the Stokes equations. The Stokes equations govern the ow of a steady,
viscous, incompressible, isothermal, Newtonian uid. They arise by simplifying the incompressible
NavierStokes equations through the omission of the convective derivative. This results in the
following system of linear partial dierential equations:
u +p = f in , (1.1a)
u = 0 in . (1.1b)
Here is assumed to be a bounded open set in R
d
, d = 2, 3, with a suciently smooth boundary
; in what follows it will suce to assume that is Lipschitz continuous. The dcomponent
vector function u : R
d
denotes the velocity of the uid, p : R is the pressure, f : R
d
is the density of body forces acting on the uid (e.g. gravitational force), and the constant
kinematic viscosity of the uid that multiplies u has been set to unity as its actual value plays
no role in our considerations. The equation (1.1a) is called the momentum equation, while equation
(1.1b) is referred to as the continuity equation. Vectorvalued functions, such as u and f , and the
associated function spaces to which vectorvalued functions belong, will be displayed throughout
in boldface.
For the sake of simplicity we shall supplement the system of partial dierential equations
(1.1a), (1.1b) with the following homogeneous Dirichlet boundary condition:
u = 0 on . (1.1c)
By taking the dot product of the momentum equation (1.1a) with a suciently smooth d
component vector function v such that v[
Mathematical Institute, University of Oxford, 2429 St Giles, Oxford OX1 3LB, England, United Kingdom,
endre.suli@maths.ox.ac.uk
1
where a(, ) and b(, ) are two bilinear functionals dened, respectively, by
a(u, v) :=
_
i,j=1
u
i
v
i
dx, (1.2b)
b(v, q) :=
_
f
(v) :=
_
f v dx. (1.2d)
Similarly, multiplying the continuity equation (1.1b) with a suciently smooth function q and
integrating over yields
b(u, q) = 0. (1.2e)
Motivated by the forms of the equations (1.2a) and (1.2e), we shall now state the weak
formulation of the Stokes equations, which will represent the starting point for the construction
of mixed nite element approximations for this boundaryvalue problem. To this end, we dene
the function spaces
X := H
1
0
()
d
= H
1
0
() H
1
0
()
. .
d times
and
M := L
2
0
() =
_
q L
2
() :
_
q dx = 0
_
.
The weak formulation of the Stokes equations is then as follows: nd a pair of functions (u, p)
XM such that
a(u, v) + b(v, p) =
f
(v) v X, (1.3a)
b(u, q) = 0 q M. (1.3b)
We shall show later that, as long as f L
2
()
d
, the problem (1.3a), (1.3b) has a unique solution
(u, p) XM, which we shall refer to as the weak solution of the Stokes equations. In fact, the
regularity hypothesis f L
2
()
d
on the source term can be weakened by assuming that
f
X
,
where X
i,j=1
x
i
_
a
ij
(x)
p
x
j
_
= g(x), x , (1.4)
where p : R is the pressure, and g L
2
() is a given source term. Again, will be assumed to
have suciently smooth boundary ; for example, it will suce to assume for our considerations
that is Lipschitz continuous. Let us suppose that the equation is uniformly elliptic on ; that
is, there exists a positive constant c
0
such that
d
i,j=1
a
ij
(x)
i
j
c
0
d
i=1
2
i
= (
1
, . . . ,
d
)
T
R
d
, x . (1.5)
2
Let us suppose further that a
ij
L
j=1
a
ij
(x)
p
x
j
(x) = u
i
(x) in , i = 1, . . . , d. (1.6)
Let us denote by A(x) the inverse of the matrix (a
ij
(x))
d
i,j=1
R
dd
. Thus we can rewrite (1.5)
in an equivalent form as
Au = p in . (1.7)
Thanks to (1.4) we also have that
u = g in . (1.8)
We shall supplement the system of equations (1.7), (1.8) with the following homogeneous oblique
derivative boundary condition:
d
i,j=1
a
ij
(x)
p
x
j
(x) n
i
(x) = 0 on , (1.9)
where n(x) = (n
1
(x), . . . , n
d
(x))
T
is the unit outward normal vector to at the point x .
By noting (1.6) we can rewrite the boundary condition (1.9) as
u n = 0 on . (1.10)
The weak formulation of the system (1.7), (1.8) in conjunction with the boundary condition (1.10)
is then as follows: nd (u, p) XM, such that
a(u, v) + b(v, p) = 0 v X, (1.11a)
b(u, q) =
g
(q) q M, (1.11b)
where now X and M are dened by
X := H
0
(div; ) =
_
v L
2
()
d
: v L
2
(), v n[
= 0
_
and
M := L
2
0
(),
and the bilinear functionals a(, ) and b(, ) and the linear functional
g
() are dened by
a(u, v) :=
_
i,j=1
A
ij
u
i
v
j
dx,
b(v, q) :=
_
( v) q dx,
g
(q) :=
_
g q dx.
The space X := H
0
(div; ) is equipped with the norm
v
H(div;)
:=
_
v
2
L
2
()
d + v
2
L
2
()
_1
2
.
After stating some standard results from functional analysis in the next section, we shall develop
the elements of a mathematical theory, which, under suitable assumptions on the data, guarantees
the existence a unique solution to variational problems such as (1.3) and (1.11).
3
Lecture 2
2. Three preliminary results. The analysis presented in the next section requires three
classical theorems from linear functional analysis, which we state here without proofs; for further
details we refer the reader to Yosida [9].
Theorem 2.1 (LaxMilgram theorem). Suppose that H is a Hilbert space over the eld of
real numbers, with inner product (, )
H
and induced norm  
H
dened by v
2
H
:= (v, v)
H
.
Suppose further that a(, ) is a bilinear functional on H H, is a linear functional on H, and
the following additional properties hold:
(a) The bilinear functional a is coercive; i.e., there exists a positive real number c
a
such that
a(v, v) c
a
v
2
H
v H;
(b) The bilinear functional a is bounded; i.e., there exists a positive real number C
a
such that
[a(w, v)[ C
a
w
H
v
H
w, v H;
(c) The linear functional is bounded; i.e., there exists a positive real number C
such that
[(v)[ C
v
H
v H.
Then, there exists a unique u H such that a(u, v) = (v) for all v H.
The proof of the LaxMilgram theorem is based on the following result, known as the Riesz
representation theorem.
Theorem 2.2 (Riesz representation theorem). Suppose that H is a Hilbert space over the eld
of real numbers, with inner product (, )
H
and induced norm  
H
dened by v
2
H
:= (v, v)
H
, and
let : H R be a bounded linear functional on H. Then, there exists a unique element z H,
known as the Riesz representer of , such that (v) = (z, v)
H
for all v H.
We shall require one further result, which concerns closed linear operators in Banach spaces.
Let X and Y be two Banach spaces. A linear operator T : T(T) X Y , with domain
T(T), is said to be closed if for every sequence (x
n
)
nN
in T(T) converging to x X such that
Tx
n
y Y as n one has x T(T) and Tx = y.
Theorem 2.3 (Banachs closed range theorem). Suppose that X and Y are Banach spaces,
and T : T(T) Y is a closed linear operator, whose domain T(T) is dense in X. Let Ker(T) :=
x T(T) : Tx = 0 denote the kernel of T and let T
: Y
X
, x = y
, Tx, where X
and Y
denote the dual spaces of X and Y , respectively, and ,
is the duality pairing between Y
and Y , or X
), the range of T
, is closed in X
;
(c) !(T) = [Ker(T
)]
o
:= y Y : y
, y = 0 y
Ker(T
);
(d) !(T
) = [Ker(T)]
o
:= x
: x
, x = 0 x Ker(T).
An important remark is in order regarding Banachs closed range theorem, Theorem 2.3, in
the context of the discussion herein.
Remark 1. We shall apply this theorem to bounded linear operators T : X Y , whose
domain, T(T), is the entire space X; any such linear operator is both closed and, trivially, densely
dened in X. Therefore the hypotheses of Theorem 2.3 are automatically satised in such cases.
In particular, for a bounded linear operator T : X Y , the properties (a) to (d) above are
equivalent.
It would have been more precise to write T
, x
X
,X
= y
, Tx
Y
,Y
in the statement of
the theorem, to highlight the fact that in the duality pairing on the lefthand side the rst entry
belongs to X
and the second to X, and in the dualitypairing on the right the rst entry belongs
to Y
and the second to Y . In the interest of simplicity of notation we have however refrained
from doing so, as the actual choice of the spaces in duality pairings will always be clear from the
context; the second entry in a duality pairing will always belong to a Banach or Hilbert space,
and the rst entry will belong to the dual space of the Banach or Hilbert space in question.
4
3. Abstract mixed formulation. Let us suppose that X and M are two Hilbert spaces
over the eld of real numbers and consider two bilinear functionals a(, ) : X X R and
b(, ) : XM R. We shall assume that each of these bilinear functionals is bounded; i.e., there
exist positive constants C
a
and C
b
such that
[a(u, v)[ C
a
u
X
v
X
u, v X, (3.1a)
[b(v, q)[ C
b
v
X
q
M
v X, q M, (3.1b)
where  
X
and  
M
denote the norm in X and M, respectively, induced by the respective inner
products, (, )
X
and (, )
M
, of these two Hilbert spaces.
With these assumptions in mind, we consider the following variational problem: nd the pair
(u, p) X M such that
a(u, v) + b(v, p) =
f
(v) v X, (3.2a)
b(u, q) =
g
(q) q M, (3.2b)
where
f
X
and
g
M
; i.e.,
f
and
g
are bounded linear functionals on the Hilbert spaces
X and M, respectively.
We begin by studying problem (3.2) in the simplied setting when
g
= 0 (i.e.,
g
(q) = 0 for
all q M). We shall then show how the general case, when
g
,= 0, can be reduced to the case
when
g
= 0.
Case 1:
g
= 0. The problem under consideration is then the following:
a(u, v) + b(v, p) =
f
(v) v X, (3.3a)
b(u, q) = 0 q M. (3.3b)
Let us consider the closed linear subspace V of the Hilbert space X, dened by
V := v X : b(v, q) = 0 q M. (3.4)
By choosing a test function v V ( X) in (3.3a) we then have that
a(u, v) =
f
(v) v V. (3.5)
Since V is a Hilbert space when equipped with the inner product and norm of X, our assumptions
that a(, ) is a bounded bilinear functional on X X and
f
is a bounded linear functional on X
imply that the same is true with X replaced by V . Thus, if we now additionally assume that the
bilinear functional a(, ) is coercive on V V , i.e., that
c
a
> 0 s.t. v V : a(v, v) c
a
v
2
X
, (3.6)
then by applying the LaxMilgram theorem we deduce the existence of a unique u V such that
a(u, v) =
f
(v) for all v V . In particular, it then follows that the element u V thus found
automatically satises (3.3b).
It remains to prove the existence of a unique p M such that (3.3a) also holds; i.e., we wish
to show the existence of a unique p M such that b(v, p) =
f
(v) a(u, v) for all v X, with
u V as determined above (and considered xed). Since b(, ) is a bounded bilinear functional
on X M, and v
f
(v) a(u, v) is a bounded linear functional on X (for u V xed), the
assumptions of the LaxMilgram theorem motivate us to seek a generalization of the coercivity
assumption (a) to a wider setting when, instead of having a bilinear functional on the cartesian
product of a Hilbert space with itself, we have a bilinear functional on the cartesian product of
two dierent Hilbert spaces, X and M.
In order to identify the appropriate form of such a generalized coercivity condition, let us
reexamine condition (a) of the LaxMilgram theorem, as stated in (3.6); it clearly implies that
c
a
> 0 s.t. v X: c
a
v
X
a(v, v)
v
X
sup
wX\{0}
a(w, v)
w
X
.
5
Motivated by the form of the rightmost expression, we shall assume that the bilinear functional
b satises the following generalized coercivity condition:
c
b
> 0 s.t. q M: c
b
q
M
sup
wX\{0}
b(w, q)
w
X
. (3.7)
Equivalently, we can rewrite (3.7) as follows:
c
b
> 0 s.t.: c
b
inf
qM\{0}
sup
wX\{0}
b(w, q)
w
X
q
M
. (3.8)
The condition (3.8) (or, equivalently, (3.7)) is referred to as the infsup condition. Lecture 3
Assuming that the bilinear functional b satises the infsup condition (3.7), let us return to
the problem of nding a unique p M such that
b(v, p) = /(v) v X, (3.9)
where /(v) :=
f
(v) a(u, v), with u V as identied above (i.e., a(u, v) =
f
(v) for all v V ;
and hence /(v) = 0 for all v V ). As both
f
() and a(u, ) are bounded linear functionals on X
the same is true of /(). We have the following crucial result.
Lemma 3.1. Suppose that b(, ) is a bilinear functional on the cartesian product X M of
two Hilbert spaces X and M over the eld of real numbers, such that b is bounded in the sense
that (3.1b) holds, and b satises the infsup condition in the sense that (3.7) holds. Let V be the
closed linear subspace of X dened by (3.4) and suppose that / is a bounded linear functional on
X such that /(v) = 0 for all v V . Then, there exists a unique p M such that
b(v, p) = /(v) v X. (3.10)
We need to make some preparations before embarking on the proof of this lemma, including
the statement of an auxiliary result, Lemma 3.2, which we shall prove below. Having done so, we
shall be ready to prove Lemma 3.1.
Let B : X M
,M
. Analogously,
let B
: M X
q, v = b(v, q) v X, q M,
where now on the lefthand side , = ,
X
,X
. As b(, ) : X M R is a bounded bilinear
functional, it follows that B and B
: g, v = 0 v V . The
following three properties are equivalent:
(a) There exists a positive constant c
b
such that
inf
qM\{0}
sup
vX\{0}
b(v, q)
v
X
q
M
c
b
; (3.11)
6
(b) The operator B
q
X
c
b
q
M
q M; (3.12)
(c) The operator B is an isomorphism from V
onto M
and
Bv
M
c
b
v
X
v V
. (3.13)
Here, V
denotes the orthogonal complement of the closed linear space V of the Hilbert
space X, where orthogonality is understood with respect to the inner product of X.
Proof.
1) Let us show that (a) (b). Thanks to the denition of the operator B
: M X
, (a)
is equivalent to demanding the existence of a positive constant c
b
such that
sup
vX\{0}
B
q, v
v
X
c
b
q
M
,
which, in turn, is equivalent to (3.12). It remains to prove that B
: M V
is an
isomorphism. It follows from (3.12) that B
). Moreover since B
)
1
: !(B
) M, we deduce that B
) is a closed subspace
1
in X
) = [Ker(B)]
= V
.
Thus we have shown that (a) (b).
(ii) Next we show that (b) (c). To this end it suces to prove that V
can be identied
isometrically with (V
)
we associate an element g X
dened by
g, v = g, v
v X.
As v
onto V
. Thus we have shown that
(V
)
and V
can be identied. Hence (c) follows from (b) by transposition, and vice
versa. Therefore (b) and (c) are equivalent.
That completes the proof of the auxiliary lemma.
We are now ready to prove Lemma 3.1.
Proof. [of Lemma 3.1.] Thanks to the assumptions of the lemma, / V
. As the infsup
condition is also assumed, we deduce from the equivalence of (a) and (b) in Lemma 3.2 that B
is
an isomorphism from M onto V
. Thus, there exists a unique element p M such that B
p = /;
equivalently, b(v, p) = B
q
n
w in X
as n .
Then (B
q
n
)
nN
is also a Cauchy sequence in X
. By (3.12), (q
n
)
nN
is then a Cauchy sequence in M. As M is
a Banach space, and therefore every Cauchy sequence in M converges, it follows that there exists a q M such
that q
n
q as n . As B
q
n
B
q in X
as n .
However, by the uniqueness of the limit B
q must coincide with w; thus we have shown that the limit w of the
sequence (B
q
n
)
nN
R(B
) is contained in R(B
). Consequently, R(B
) is closed in X
.
7
It remains to show that there does indeed exist an element u
0
V
such that b(u
0
, q) =
q
(q)
for all q M. In fact, we shall show that there exists a unique such element u
0
. It follows from
the equivalence of (a) and (c) stated in Lemma 3.2 that the infsup condition (3.7) is equivalent to
B being an isomorphism from V
onto M
1
C
f
sup
vX
b(v, q
h
)
v
X
.
Since the rightmost expression is bounded below by (c
b
/C
f
)q
h

M
thanks to (3.7), we deduce
that the discrete infsup condition (4.6) also holds, with the discrete infsup constant dened as
the ratio of the continuous infsup constant and C
f
.
11
6. Examples of infsup stable and infsup unstable nite element spaces for the
Stokes equations. We close our exposition with examples of nite element spaces that satisfy
the discrete infsup condition, and we also list examples of nite element spaces that violate it.
We start with the latter. Our exposition here is based on Sections 4.2.34.2.5 of [4].
6.1. Counterexamples.
1. The [Q
1
]
2
/P
0
pair. The most wellknown example of a pair of nite element spaces that
violates the discrete infsup condition for the Stokes equations in two space dimensions is
that of continuous piecewise bilinear nite elements for the velocity and piecewise constant
nite elements for the pressure. Suppose that := (0, 1)
2
and consider a uniform square
mesh on of spacing h := 1/N, where N is an even integer 2. Denote by a
ij
the point
in the mesh whose coordinates are (ih, jh), and let K
ij
denote the closed square in the
mesh whose bottom left corner is a
ij
. We then dene T
h
as a collection of mesh cells K
ij
,
i, j = 0, . . . , N 1.
For a mesh cell K
ij
T
h
we denote by T
K
ij
:
K K
ij
the C
1
dieomorphism that maps
the canonical (or master, or reference) element
K := [0, 1]
2
onto K. Let
X
h
:= v
h
[C()]
2
: K
ij
T
h
, v
h
T
K
ij
[Q
1
]
2
, v
h
[
= 0,
M
h
:= q
h
L
2
0
() : K
ij
T
h
, p
h
T
K
ij
P
0
.
In order to demonstrate failure of the discrete infsup condition it suces to show the
existence of a nonzero p
h
M
h
such that b(v
h
, p
h
) =
_
( v
h
) p
h
dx = 0 for all
v
h
X
h
.
To this end, we consider any function p
h
M
h
and denote its (constant) value over the
interior of the mesh cell K
ij
by p
i+
1
2
,j+
1
2
. Then, by the divergence theorem and noting
that the trapezium rule integrates univariate ane functions exactly, we have that
_
K
ij
( v
h
) p
h
dx = p
i+
1
2
,j+
1
2
_
K
ij
v
h
nds
=
1
2
hp
i+
1
2
,j+
1
2
(u
i+1,j
+ u
i+1,j+1
+ v
i+1,j+1
+ v
i,j+1
u
i,j
u
i,j+1
v
i,j
v
i+1,j
) ,
where u and v denote the two components of the vector function v
h
, and u
i,j
:= u(ih, jh),
v
i,j
:= v(ih, jh), and so on. Integrating over the entire domain followed by summation by
parts yields
b(v
h
, p
h
) =
_
( v
h
) p
h
dx =
N1
i,j=0
_
K
ij
( v
h
) p
h
dx
= h
2
N1
i,j=1
_
u
i,j
(
h
1
p)
ij
+ v
i,j
(
h
2
p)
ij
_
,
where
(
h
1
p)
ij
:=
1
2h
_
p
i+
1
2
,j+
1
2
+ p
i+
1
2
,j
1
2
p
i
1
2
,j+
1
2
p
i
1
2
,j
1
2
_
,
(
h
2
p)
ij
:=
1
2h
_
p
i+
1
2
,j+
1
2
+ p
i
1
2
,j+
1
2
p
i+
1
2
,j
1
2
p
i
1
2
,j
1
2
_
.
We deduce that b(v
h
, p
h
) = 0 for all v
h
X
h
if, and only if, for all i, j = 1, . . . , N 1, we
have that
p
i+
1
2
,j+
1
2
= p
i
1
2
,j
1
2
and p
i
1
2
,j+
1
2
= p
i+
1
2
,j
1
2
.
The set of solutions to this system of linear algebraic equations, with N
2
unknowns, is a
twodimensional linear subspace of R
N
2
. One basis vector of this linear space is the N
2

component vector (1, 1, . . . , 1)
T
, corresponding to the constant eld p
h
1; however our
12
assumption that M
h
L
2
0
() demands that
_
p
h
dx = 0, and therefore the possibility
that p
h
1 (or any nonzero multiple of this function) is excluded as a solution. The
second basis vector of this twodimensional linear space is an N
2
component vector with
alternating entries +1 and 1, which corresponds to the piecewise constant, checkerboard
like, eld p
h
such that p
h
[
K
ij
= (1)
i+j
, which is usually referred to as a spurious mode.
As the integral of such a checkerboard pressure over is equal to zero (recall that N was
assumed to be an even integer and note that there are
1
2
N
2
mesh cells over which p
h
= 1
and the same number of mesh cells over which p
h
= 1), it follows that p
h
M
h
0
and b(v
h
, p
h
) = 0 for all v
h
X
h
. Hence,
sup
v
h
X
h
\{0}
b(v
h
, p
h
)
v
h

X
= sup
v
h
X
h
\{0}
b(v
h
, p
h
)
[v
h
[
H
1
()
2
= 0 and p
h

L
2
()
= 1.
Thus we have shown that the infsup condition is violated by the pair of nite element
spaces (X
h
, M
h
).
2. The [P
1
]
2
/P
1
pair. Once again, we consider the open unit square = (0, 1)
2
, and sub
divide into a square mesh of spacing h = 1/N, where N + 1 is a multiple of 3, but
we now further split each mesh square into two triangles with the diagonal of positive
slope. Let T
h
denote the resulting triangulation of . Let
K denote the canonical (or
master, or reference) element dened as the rightangle triangle, with its right angle at the
point (0, 0) and its other two vertices at (1, 0) and (0, 1). Let further T
K
denote the C
1
dieomorphism that maps
K onto K. We dene the nite element spaces for the velocity
and the pressure as follows:
X
h
:= v
h
[C()]
2
: K T
h
, v
h
T
K
[P
1
]
2
, v
h
[
= 0,
M
h
:= q
h
L
2
0
() : K T
h
, p
h
T
K
P
1
.
Given a certain triangle K T
h
let us denote its three vertices by a
1,K
, a
2,K
, a
3,K
and
consider a continuous piecewise ane pressure p
h
such that on each triangle K T
h
one
has
3
m=1
p
h
(a
m,K
) = 0. This can be achieved, for example, by dening
p
h
(0, jh) for j = 0, 1, . . . , N as 0, +1, 1, 0, +1, 1, . . . , 0, +1, 1;
p
h
(h, jh) for j = 0, 1, . . . , N as +1, 1, 0, +1, 1, 0, . . . , +1, 1, 0;
etc.,
p
h
(1, jh) for j = 0, 1, . . . , N as 1, 0, +1, 1, 0, +1, . . . , 1, 0, +1.
We have that, for each v
h
X
h
, the function ( v
h
)[
K
is constant for each K T
h
, and
therefore
b(v
h
, p
h
) =
_
( v
h
)p
h
dx =
KT
h
(v
h
)[
K
_
K
p
h
dx
=
KT
h
( v
h
)[
K
[K[
3
3
m=1
p
h
(a
m,K
) = 0.
By construction
_
p
h
dx = 0, p
h
, 0, while b(v
h
, p
h
) = 0 for all v
h
X
h
. Thus we have
constructed an example of a spurious pressure mode p
h
M
h
0 that leads to the
violation of the infsup condition for this pair of nite element spaces.
Lecture 6
After these two counterexamples, let us now present some examples of nite element spaces
that do satisfy the infsup condition. The proofs are omitted; the interested reader is referred to
sections 4.2.44.2.8 of [4] for further details.
13
6.2. Examples.
1. The [P
1
bubble]
2
/P
1
pair. The reason for the failure of the [P
1
]
2
/P
1
pair is that the nite
element space for the velocity is not rich enough to control the spurious pressure mode.
The idea behind the [P
1
bubble]
2
/P
1
pair is therefore to enrich the velocity space. The
simplest way of achieving this is to add just one additional degree of freedom per element,
associated with the barycenter (center of mass) of the element.
Let us suppose that is a bounded open polyhedron in R
d
, d = 2, 3, whose closure
has been subdivided into simplices K that form a nite element mesh T
h
. Let
K denote
the reference rightangle simplex, with barycenter
C, and consider the bubble function
b H
1
0
(
K), such that 0
b 1,
b(
b = (d + 1)
d+1
d+1
i=1
i
,
where
1
, . . . ,
d+1
are the barycentric coordinates on the simplex
K. We then dene
P
1+b
:= P
1
(
K) span(
b)
and we introduce the nite element spaces
X
h
:= v
h
[C()]
d
: K T
h
, v
h
T
K
[P
1+b
]
d
, v
h
[
= 0,
M
h
:= q
h
L
2
0
() : K T
h
, p
h
T
K
P
1
.
This pair of spaces then satises the discrete infsup condition (4.6). The proof, based
on Fortins criterion, can be found in Lemma 4.20 in [4]. It is also known (cf. Theorem
4.21 in [4]) that, on shaperegular families of nite element meshes T
h
h>0
, one has the
approximation properties
inf
v
h
X
h
[u v
h
[
H
1
()
d Const. hu
H
2
()
d
and
inf
q
h
M
h
[p q
h
[
L
2
()
Const. hp
H
1
()
,
and therefore, by (4.8) one arrives at the error bound
[u u
h
[
H
1
()
d +p p
h

L
2
()
Const. h
_
u
H
2
()
d +p
H
1
()
_
,
assuming that the exact solution (u, p) (H
2
()
d
H
1
0
()
d
) (H
1
() L
2
0
()).
2. TaylorHood element and its generalizations. Suppose, again, that is a bounded open
polyhedron in R
d
, d = 2, 3. We shall retain the P
1
nite element space for the pressure,
but instead of enriching the space of piecewise linear functions with a bubble function on
each element for the velocity, we shall replace it with the space of continuous piecewise
quadratic polynomials. The resulting pair of nite element spaces
X
h
:= v
h
[C()]
d
: K T
h
, v
h
T
K
[P
2
]
d
, v
h
[
= 0,
M
h
:= q
h
C() : K T
h
, p
h
T
K
P
1
,
is called the TaylorHood element. The pair of spaces (X
h
, M
h
) satises the infsup
condition (cf. Lemma 4.24 in [4]); furthermore, on shaperegular families of nite element
meshes T
h
h>0
, one has the approximation properties
inf
v
h
X
h
[u v
h
[
H
1
()
d Const. h
2
u
H
3
()
d
14
and
inf
q
h
M
h
[p q
h
[
L
2
()
Const. h
2
p
H
2
()
,
and therefore, by (4.8) one arrives at the error bound
[u u
h
[
H
1
()
d +p p
h

L
2
()
Const. h
2
_
u
H
3
()
d +p
H
2
()
_
,
assuming that the exact solution (u, p) (H
3
()
d
H
1
0
()
d
) (H
2
() L
2
0
()).
Higher order generalizations of the TaylorHood elements also exist: it is known that the
pairs of velocity/pressure nite element spaces [P
k
]
d
/P
k1
on simplices, and [Q
k
]
d
/Q
k1
on quadrilaterals (d = 2) or hexahedra (d = 3) satisfy the infsup condition for all k 2.
The associated bound on the approximation errors for the velocity and the pressure is
then of the form
[u u
h
[
H
1
()
d +p p
h

L
2
()
Const. h
k+1
_
u
H
k+1
()
d +p
H
k
()
_
,
assuming that the exact solution (u, p) (H
k+1
()
d
H
1
0
()
d
) (H
k
() L
2
0
()).
3. Q
2
/P
1
discontinuous nite element. The continuity requirement on the elements of the
pressure space M
h
in the basic TaylorHood nite element method can be relaxed. The
resulting nite element spaces, dened by
X
h
:= v
h
[C()]
d
: K T
h
, v
h
T
K
[Q
2
]
d
, v
h
[
= 0,
M
h
:= q
h
L
2
0
() : K T
h
, p
h
T
K
P
1
,
satisfy the discrete infsup condition and exhibit the same asymptotic error bound as the
basic TaylorHood element (corresponding to k = 2 in the previous example).
It may be tempting to consider the pair of nite element spaces Q
2
/Q
1
discontinuous.
This pair however does not satisfy the infsup condition: once again, the velocity space is
not rich enough to control spurious pressure modes.
There is an extensive library of infsup stable nite element spaces on both simplicial and
quadrilateral/hexahedral meshes in both two and three space dimensions. The interested reader
is referred to the references [1, 2, 4, 5, 6], for example, for further details.
Note: These notes were written in the spring of 2013 in support of a set of six 50minute lectures, representing the
rst half of a twelvelecture special topic course entitled Mixed Finite Element Methods and Iterative Methods
in the M.Sc. in Mathematical Modelling and Scientic Computing at Oxford.
Acknowledgement: I am grateful to Iain Smears (University of Oxford) for helpful suggestions.
REFERENCES
[1] S. C. Brenner and L. R. Scott, The mathematical theory of nite element methods, vol. 15 of Texts in
Applied Mathematics, Springer, New York, third ed., 2008.
[2] F. Brezzi and M. Fortin, Mixed and hybrid nite element methods, vol. 15 of Springer Series in Computational
Mathematics, SpringerVerlag, New York, 1991.
[3] H. C. Elman, D. J. Silvester, and A. J. Wathen, Finite elements and fast iterative solvers: with applications
in incompressible uid dynamics, Numerical Mathematics and Scientic Computation, Oxford University
Press, New York, 2005.
[4] A. Ern and J.L. Guermond, Theory and practice of nite elements, vol. 159 of Applied Mathematical
Sciences, SpringerVerlag, New York, 2004.
[5] M. Fortin, An analysis of the convergence of mixed nite element methods, RAIRO Anal. Numer., 11 (1977),
pp. 341354, iii.
[6] V. Girault and P.A. Raviart, Finite element methods for NavierStokes equations, vol. 5 of Springer Series
in Computational Mathematics, SpringerVerlag, Berlin, 1986. Theory and algorithms.
[7] O. A. Ladyzhenskaya, The mathematical theory of viscous incompressible ow, Second English edition, revised
and enlarged. Translated from the Russian by Richard A. Silverman and John Chu. Mathematics and its
Applications, Vol. 2, Gordon and Breach Science Publishers, New York, 1969.
[8] R. Temam, NavierStokes equations, AMS Chelsea Publishing, Providence, RI, 2001. Theory and numerical
analysis, Reprint of the 1984 edition.
[9] K. Yosida, Functional analysis, Classics in Mathematics, SpringerVerlag, Berlin, 1995. Reprint of the sixth
(1980) edition.
15
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