Diss

Ralf Hiptmair
Multilevel Preconditioning for Mixed Problems in Three Dimensions
Dissertation zur Erlangung des Doktorgrades der Mathematisch{Naturwissenschaftlichen Fakultat der Universitat Augsburg
Augsburg, Marz 1996
This work is dedicated to all those modest graduate students who did not dare to dedicate their theses to themselves
iii
Acknowledgement
Mathematicians are all too frequently portrayed as lonely individuals hunched over their desks carrying on their sophisticated ruminations in isolation. This is rather the exception than the rule. Like in any other eld of science also in mathematics communication and mutual inspiration is essential for research. In a sense, this work would not have been possible without the advice and assistance of many people. First of all, I wish to thank my supervisor Prof. R.H.W. Hoppe who brought the subject into my focus and gave me unrelenting support throughout the preparation of this thesis. I am also much indebted to Prof. P. Oswald, whose suggestions helped advance the work on several occasions when my e orts stalled. Another substantial contribution with respect to problems of elliptic regularity was made by Prof. M. Costabel. In addition I wish to thank Prof. V. Girault for her hints on vector valued functions spaces. Prof. P. Monk provided me with valuable information about Maxwell's equations and C. P aum pointed out to me a way to proof regularity on the unit cube. Credit goes to D. Spencer for consulting me on English usage and W. Schmid for proofreading. Finally, I am grateful to all my colleagues at the Lehrstuhl fur Angewandte Mathematik at the Universitat Augsburg. They created a climate highly conducive to concentrated and creative work. Augsburg, March 1996 Ralf Hiptmair
iv
Abstract
This work aims to provide a rigorous theoretical examination of multilevel preconditioning schemes for some discrete variational problems in three dimensions, which involve the di erential operators div and curl. Such kinds of problems occur, for instance, in the dual formulation of elliptic boundary value problems, in which case they are posed over subspaces of H (div; ) and H (curl; ). The investigations are set in a nite element framework relying on simplicial meshes and the nite element schemes introduced by Raviart and Thomas 99] and Nedelec 87]. We take a fresh look at the construction of these spaces, viewing them from the angle of di erential forms. Thus, we arrive at a fairly canonical procedure to obtain these particular nite elements and forge a uni ed analysis of their properties. In addition, we managed to establish approximation estimates in fractional Sobolev spaces and new discrete extension theorems. Our main focus is on the augmented Lagrangian technique 52], applied to the saddle point system arising from the mixed nite element discretization of an ordinary scalar second order elliptic problem. Uzawa algorithms, the minimal residual method and the method of Bank, Welfert and Yserentant 4] provide algorithms for its iterative solution. We show that it takes only an e cient preconditioner for discrete operators related to the bilinear form (u; v)L2 ( ) + r (div u; div v)L2 ( ) to achieve methods of optimal computational complexity. Of course, the preconditioner must not be adversely a ected by large values of the augmented Lagrangian parameter r. We extend the approach of Vassilevski and Wang 109] in two dimensions to obtain a multilevel splitting of Raviart{Thomas spaces in 3D, built upon a sequence of nested triangulations. For the treatment of the crucial divergence free vector elds we resort to a nodal BPX{type (see 20]) decomposition of Nedelec spaces. We discover that with slight modi cations the hierarchical bases scheme of Cai, Goldstein and Pasciak 30] is covered, as well. Based on algebraic multilevel theory 115], we investigate the stability of the decompositions of lowest order Nedelec spaces with respect to the bilinear form (curl ; curl )L2 ( ) . To cope with its nontrivial kernel we switch to the related quotient space. Under certain assumptions on the regularity of a curl curl{boundary value problem, duality arguments according to Zhang 119] yield the stability of the nodal splitting, independent on the number of re nement levels. By the extension theorem this result carries over to general domain if no boundary values are imposed. The ndings also show that the direct elimination of the non{solenoidal part of the ux suggested by Ewing and Wang 48] for 2D applications is just as e cient for mixed problems in 3D. Also they enable us to construct fast solvers for rst order system least squares discretizations of second order elliptic problems. Moreover, the results prove useful for designing multilevel schemes for the computation of vector potentials in magnetostatics.
Inhaltsverzeichnis
1 Introduction 2 Continuous and Discrete Spaces
2.1 2.2 2.3 2.4 2.5 2.6 2.7 Function Spaces . . . . . . . . . Di erential Forms . . . . . . . . Triangulations . . . . . . . . . . Finite Element Spaces . . . . . Discrete Estimates . . . . . . . Approximation Properties . . . A Discrete Extension Operator . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1
5 10 17 19 32 34 41
3 Second Order Elliptic Boundary Value Problems

3.1 3.2 3.3 3.4 3.5
Survey of Variational Approaches . . . . . . . . . . A Mixed Finite Element Method . . . . . . . . . . Treatment of Saddle Point Problems . . . . . . . . Iterative Solution of Augmented Lagrangian System Least Squares Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . .
46
46 49 53 58 63
4 Multilevel Preconditioning
4.1 4.2 4.3 4.4
Principles and Abstract Theory . . . . . . . . Multilevel Splitting of Raviart{Thomas Spaces Lower Bound . . . . . . . . . . . . . . . . . . Upper Bound . . . . . . . . . . . . . . . . . .
66
66 71 77 81
5 Stable Splitting of Stream Functions
5.1 Results on Regularity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88 5.2 Quotient Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94 v
88
vi 5.3 5.4 5.5 5.6 Stable Splitting on the Unit Cube The General Case . . . . . . . . . Hierarchical Basis Decomposition Proof of Uniform Upper Bound . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Inhaltsverzeichnis
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
99 107 112 114
6 Further Applications
6.1 Stokes Equations with Non{standard Boundary Conditions . . . . . . . . . 116 6.2 Computation of Vector Potentials . . . . . . . . . . . . . . . . . . . . . . . 117 6.3 Multilevel Preconditioned Iterative Scheme . . . . . . . . . . . . . . . . . . 119
116
7 Conclusion
127
Notations
vii
List of notations
Symbol := q 2 L2( ) ; div v 2 L2 ( ) v k kH (div; ) := k k2 2( ) + kdiv k2 2( ) L L 0 (div; ) H := fv 2 H (div; ) ; div v = 0g D( ) := Space of scalar test functions n := Unit exterior normal vector h; i := Euclidean scalar product in IRn n o ? H ?0 (div; ) := v 2 H (div; ) ; n v = 0 in H001=2 (?0 ) curl := Curl operator H (curl; ) := 2 L2 ( ) ; curl 2 L2 ( ) H 0 (curl; ) := f 2 H (curl; ) ; curl = 0g q k kH (curl; ) := k k2 2( ) + kcurl k2 2( ) L L := Cross product of vectors in IR3 4k := Vector space of alternating k{multilinear forms k;m ( ) DF := m{times continuously di erentiable k{forms ^ := External product of di erential forms d? := Arclength measure d := Surface measure dx := Lebesgue{measure in IRn := Mapping from the space DF k;m( ) of di erential forms onto k vector elds T0 ; : : : ; TL; Th := Simplicial quasiuniform triangulations h(T ) := Diameter of tetrahedron T b T := Reference simplex spanned by the unit vectors in IR3 Mi(T ) := Geometrical objects of dimension i belonging to tetrahedron T F (Th) := Faces of elements of triangulation Th E (Th) := Edges of elements of triangulation Th V (Th) := Vertices of elements of triangulation Th := Xu's notation for one sided estimate := Xu's notation for equivalence up to constants l (T ) := Finite element polynomial ansatz space on reference Xk b tetrahedron Pk (T ) := Space of multivariate polynomials of degree k over T
H (div; )
Page 6 6 6 6 6 7 7 8 8 8 8 9 10 11 11 13 13 13 13 17 18 19 19 19 19 19 19 19 20 20
viii Symbol ~ Pk (T )
Notations
Page 21 20 21 22 22 23 23 23 23 23 23 23 23 23 24 27 26 26 26 27 27 27
:= Space of homogeneous multivariate polynomials of degree k over T Sk+1(T ) := Degree k + 1 polynomial over T NDk+1(T ) := Local Nedelec space over element T RT k (T ) := Local Raviart{Thomas space over element T Qk (T ) := Space of multivariate polynomials of degree k over T Sk ( ; Th) := Spaces of continuous, piecewise polynomial (degree k) nite element functions over triangulation Th NDk ( ; Th) := Nedelec spaces of H (curl; ){conforming nite element functions of order k over triangulation Th RT k ( ; Th) := Raviart{Thomas spaces of H (div; ){conforming nite element functions of order k over triangulation Th Qk ( ; Th) := spaces of piecewise polynomial functions of degree k over mesh
Sk;0( ; Th )
NDk;0( ; Th) RT k;0( ; Th) ND0k ( ; Th) RT 0k ( ; Th)

DP ld
l Xk ;Th Sk ;Th NDk ;Th RT k ;Th Sk ;Th
NDk
;Th
RT k
;Th
:= Spaces of continuous, piecewise polynomial (degree k) nite element functions over triangulation Th with homogeneous boundary conditions := Nedelec spaces of H (curl; ){conforming nite element functions of order k over triangulation Th with homogeneous boundary conditions. := Raviart{Thomas spaces of H (div; ){conforming nite element functions of order k over triangulation Th with homogeneous boundary conditions. := Space of curl{free vector elds in NDk ( ; Th) := Space of divergence free vector elds in RT k ( ; Th) := \Polynomial" di erential forms := General canonical interpolation operator := Degrees of freedom for nite element space Sk ( ; Th) := Degrees of freedom for Nedelec space NDk ( ; Th) := Degrees of freedom for Raviart{Thomas space RT k ( ; Th) := Nodal interpolation operator in nite element space Sk ( ; Th) (see Table 2.2 on page 27) := Nodal interpolation operator in Nedelec space NDk ( ; Th) (see Table 2.2 on page 27) := Nodal interpolation operator in Raviart{Thomas space RT k( ; Th) (see Table 2.2 on page 27)
Th
Notations
ix Page
Symbol
Qk ;Th
:= Nodal projector onto nite element space Qk ( ; Th ) (see Ta- 27 ble 2.2 on page 27) := Canonical basis function of Sk { nite element space belonging 27 to degree of freedom (see Table 2.2 on page 27) := Canonical basis function of Nedelec space belonging to degree 27 of freedom (see Table 2.2 on page 27) j := Canonical basis function of Raviart Thomas space belonging 27 to degree of freedom (see Table 2.2 on page 27) j j := Euclidean vector norm in IRn 51 Ar := Augmented Lagrangian operator (de ned in Theorem 3.7 on 55 page 55) ar ( ; ) := Bilinear form associated to augmented Lagrangian operator 71 Hl := Local divergence{absorbing components of multilevel decom- 73 pistion of Raviart{Thomas spaces hb := Hierarchical basis function for lowest order Raviart{Thomas 75 l;e space a := ar {orthogonal projection from H (div; ) onto subspace X 75 PX r 3 C := Unit cube ]0; 1 90 ?(curl; ) () := Canonical projection onto H 0 95 n o 1 H ?(curl; ) := 2 H 0 (curl; ); ( ; grad ')L2 ( ) = 0; 8' 2 H0 ( ) 95 0 n o ND+0( ; Tl) := h 2 NDk;0( ; Tl ); ( h; 'h)L2( ) = 0; 8'h 2 Sk;0( ; Tl) 96 k; := Canonical projection onto ND+0( ; Tl ) 96 l;k k; s( ; ) := Bilinear form (curl ; curl )L2( ) 100
Notations
Kapitel 1 Introduction
What is the prime target of many e orts in computational simulation? Among possible answers certainly is the computation of equilibrium states described by macroscopic models of continuum physics. The core outcome of physicists' theories and at the outset of mathematicians' investigations are systems of partial di erential equations equipped with suitable boundary conditions. Prominent examples are stationary problems from the theory of electromagnetism, the Navier{Stokes equations of viscous ow and a wide array of di usive processes. In their very original form these systems reveal much about the principles that helped forge them; in general, each equation is tightly linked to a fundamental physical law. Let us cite conservation laws, permeation laws, and current laws as major examples. A closer scrutiny reveals that this list is almost exhaustive. Even more satisfactorily, these laws possess a concise mathematical description by means of the familiar di erential operators grad, div, and curl from vector analysis. Small wonder then, that those are pervasive in physical models. Also this linkage highlights the signi cance of the | super cially purely formal | distinction of quantities by the type of the di erential operator applied to them. This classi cation re ects the fact that the quantities obey di erent physical laws. Tersely speaking, quantities subject to di erent operators have an entirely di erent nature. We dwell on this point, because these considerations o er a valuable guideline in the development of a sound numerical scheme. What are quantities in physical models, translate into unknown functions when we shift to a mathematical point of view. Finally, when we zero in on a numerical point of view, we have to seek a discrete approximation of these functions; discrete in the sense that a nite set of data su ces for complete characterization. According to the tenet stated above we aim to tailor the approximation to the underlying physical nature of the functions. A nite element approach o ers maximum exibility in this respect. The nite element method is based on the observation that the equations can be cast as a variational problem set in function spaces. The de nite article might be misleading, as at this stage we face an embarrassment of riches, as normally several variational formulations of a single problem are available. They di er in their bias towards di erent physical laws, strictly enforcing one and assigning less importance to others. A shrewd decision can only be made against the physical or engineering background of the problem. For a broad range of applications, so{called mixed methods recently gained popularity. 1
1 Introduction
Though the term is rather vague, they all have in common the feature that a basic physical law is converted into a linear constraint. The formulation of this constraint usually relies on the \incomplete" di erential operators div and curl. These are branded \incomplete", since they feature nontrivial null{spaces. This is essential for a meaningful constraint, as it grants some leeway to the quantity a ected. For the constraint to make sense, the unknown functions have to be taken from the Hilbert spaces upon which the di erential operator is de ned. These bear telltale tags like H (div; ) and H (curl; ). Indirectly, the choice of these spaces re ects the relevant physical principle. So we are not barking up the wrong tree, if we search for discrete nite element spaces that are contained in the continuous function spaces. The need to reconcile both satisfactory accuracy and stability of the approximation turns the task into a formidable challenge. In the case of vector elds plain tensor product approximations of H (div; ) and H (curl; ) can be ruled out; the di erential operators simply do not act uniformly on the components. Fortunately, vigorous research has come up with viable suggestions for discrete vector elds. At rst glance these may strike one as odd and whimsical. Moreover the schemes for H (div; ) and H (curl; ) are apparently unrelated, but, frankly speaking, isn't this true for the di erential operators div and curl, as well? Their profound relationships only emerge fully, once we resort to the theory of di erential forms. Then we recognize grad, curl, and div as close kin. This opens up a way towards a uni ed treatment of the nite element spaces. In particular, Chapter 2 will be devoted to this pursuit of uni cation on the basis of di erential forms. We are rewarded with a rather canonical description of the nite element spaces. Through the usual procedure, we end up with large sparse systems of linear equations. Conventional wisdom recommends iterative schemes to solve them, and we do not object. The particular choice of an algorithm strongly depends on the problem under consideration. A general recipe is not available and a sweeping discussion does not make sense. This is why we have to prune our ambition and return to the \notorious" second order elliptic model problems in Chapter 3. Of course, we cling to the mixed formulation. Our focus will be on the the augmented Lagrangian method as one way to gear the linear system to iterative solution procedures. Our interest is not motivated by its superior performance rather than by the host of enticing issues popping up during its study. It serves as a model case of sorts; we stress that many answers found for the augmented Lagrangian method will be of great value for the analysis of other approaches, too. We do not deny that in practical computations those might be preferred to the augmented Lagrangian method. No matter, what kind of iteration procedure is used in the end, its raw application falls short of providing a competitive solver. Speed of convergence is generally found wanting. The standard recipe to boost convergence is preconditioning. Although apparently casually \equilibrium" was used as an attribute for the physical problems cited as starting point of our investigations, this concept plays a supreme role. Stationary equilibrium states lead to elliptic boundary value problems as governing equations. Browsing through literature on fast methods for the solution of elliptic problems, we inevitably come across an idea labeled \multilevel"; at least in modern references, since in the eld of multilevel methods we witness mathematical research on the fast track. Only twenty years ago there was no sign of the forthcoming revolution ushered in by the arrival
1 Introduction
of the rst multigrid schemes. To be accurate, the principles had been discovered earlier, but their potential had not been realized. Barely two decades later, multilevel methods have become an indispensable tool in practical simulations. It is hard to imagine the rise of scienti c computing without them and the unprecedented dent they made in computational costs. They have touched the nal frontier of e ciency, reducing the amount of work required for solving the problem to a mere linear dependence on the number of unknowns. No sooner had multigrid methods been devised than practitioners eagerly snapped them up and churned out a urry of applications. Theory could hardly keep up. In the beginning a phenomenological approach prevailed based on Fourier analysis. Though it did not lack mathematical rigor, it was widely felt that a full understanding of the algebraic roots of the methods had not yet been achieved. The nal breakthrough in this respect happened around 1990, triggered by insights gleaned from the related eld of domain decomposition. What emerged was a powerful and amazingly elegant theory for the strongly elliptic, self{adjoint case, founded on the concept of subspace decomposition of the approximation spaces. Meanwhile the theory has reached a mature state for scalar elliptic problems. The main ground being tidied up, researchers started poking into dark corners not yet covered by the mainstream theory. The current work is part of this continuing endeavor. The particular corner we venture into is populated by the very incomplete di erential operators that gure heavily in mixed schemes. For the multilevel theory these are hideous foes; it is their nontrivial kernels that foil a straightforward application of established techniques. Moreover, the special nite element spaces form an awkward environment. However, many properties of the di erential operators make them vulnerable to an attack on the multilevel front. This is the main thrust of the current work; the goal is to extend multilevel theory to mixed problems. Admittedly, pioneering work in this eld has already been done, but only in two dimensions. In contrast to scalar problems leaping to three dimension meets a lot of fresh di culties. The emergence of a new kind of operator, the curl{operator, hints at this. In Chapter 4 we nally dip into multilevel theory. The crucial subspace decompositions are speci ed partly taking our cue from the policy in two dimensions. We delve deep into algorithmic details to demonstrate that an implementation is possible as cheap as that of standard multigrid schemes. Virgin territory is trodden in Chapter 5, where the curlcurl{operator is tackled. Armed with the technical devices from ordinary multilevel theory we adjust them to the new setting and seek to prove that the suggested splitting actually yields an optimal preconditioner. In view of the initial words, we would be guilty of hype, unless the scope of our results reached beyond those notorious second order model problems. It does, as will be illustrated in the sixth chapter, where we will apply the preconditioner for the curlcurl{operator to an nonstandard formulation of Stokes equations and a problem from magnetostatics. Since this is a thesis and not a funding proposal, I had better stop wa ing now and buckle down to thorough considerations and rigorous proofs. But let me close this introduction with a few general remarks: My rst remark is on style. On the one hand, this thesis is de nitely targeted at an expert audience. So I assume familiarity with most of the nite element and standard multilevel
1 Introduction
theory. I have tried to present the ideas as completely as possible including occasionally tedious manipulations. There should not be any passages where a reader is forced to \believe" in the correctness of my arguments, since the details should all be laid out. This renders some proofs fairly lengthy but I consider this policy appropriate for a thesis. On the other hand, \Die Darstellungen wenden sich nicht allein an Fachmathematiker, sondern auch an solche, denen die Tatigkeit des Mathematisierens an sich eine Quelle reiner Freude bedeutet." 1 Secondly, I have aimed at abstraction, which does not necessarily enhance readability. Yet, to my mind, abstraction ultimately promotes insight since it captures the principles behind the phenomena. Thirdly, I should warn that no numerical experiments are included. Putting it bluntly, I was in too much of a hurry to implement the fairly complex algorithms. Nevertheless I can defend the omission of computations, citing that the main results deal with asymptotic behavior. So numerical experiments have to proceed to extremely ne grids before the predicted tendency becomes visible in the gures. On today's workstations this is hardly feasible in two dimensions, let alone in 3D. On the other hand, the results are riddled with ominous constants, which are \merely" bounded. Their actual values prove elusive, though they may be decisive for practical performance. This is where numerical experiments can give vital clues. Furthermore, many a scheme is known whose performance in a nite precision environment does not live up to the predictions of algebraic analysis. So, tongue in cheek, one could coin the the phrase \pure numerical analysis" to refer to this thesis, in keeping with the opinion of T. Korner in his book about Fourier analysis: \Between the land of the pure mathematician where the formula is the solution and the real world of simple men and stubborn machines lies the twilight domain of the theoretical numerical analyst."
The presentation is targeted not only to expert mathematicians, but also to anybody for whom doing mathematics is a source of pure delight (From the preface of a Birkhauser series)
1
Kapitel 2 Continuous and Discrete Spaces

This chapter zeros in on spaces; rst it deals with those Hilbert spaces H 1( ), H (curl; ), and H (div; ) required for stating the variational problems under consideration. Secondly it de nes the nite element subspaces that form the basis of discretization. This is done in an unorthodox way exploiting the theory of di erential forms. A guiding principle is to stress the shared properties of the spaces and to opt for a uni ed treatment in a canonical fashion. With this in mind we x such elementary concepts as nested uniform triangulations, degrees of freedom, a ne transformation rules, and canonical bases. They help establish profound discrete extension results and approximation properties.
2.1 Function Spaces

The foundation of the nite element method is the concept of weak solutions of elliptic boundary value problems (see 2]), the fact that these can be phrased as variational problems. The appropriate setting for the study of these variational problems are certain function spaces. In contrast to the classical spaces C m ( ) of m times continuously di erentiable functions they are explicitly constructed as Hilbert spaces. This property permits us to establish the existence and uniqueness of weak solutions. Yet the enhanced e cacy of the method is purchased with a less intuitive handling of these spaces. This section introduces several nonstandard function spaces, which we are going to need in the sequel. It summarizes some crucial properties that can be found in literature. The principal reference on the subject is 56], especially Chapter 2. Unless further speci ed, denotes a bounded open subset of IR3 with a Lipschitz{ continuous boundary ? in the sense of 1], x4.5. In particular, domains with polyhedral boundaries belong to this class.
Flux Spaces
The ultimate source for many boundary value problems governing physical systems are conservation laws for vector valued quantities. The mathematical way to state such pro5
2 Continuous and Discrete Spaces
perties relies on the divergence of a vector eld. Following, among others, 28], we are led to introduce the Hilbert space
H (div; ) := v 2 L2 ( ) ; div v 2 L2 ( ) ;
with norm
kuk2 (div; ) := kuk2 2 ( ) + kdiv uk2 2( H L L
In addition we adopt the notation

H 0 (div; ) := fv 2 H (div; ) ; div v = 0g
for the closed subspace of divergence free vector elds which will play a prominent role in the development of the numerical scheme. Note that the divergence has to be understood in the sense of distributions (cf. 112] x1) as the formal adjoint of the gradient operator: (div u; )L2( ) = ? (u; grad )L2 (
)
8 2 D( )
There we wrote D( ) for the space of test functions in and brackets are used to designate scalar products in Hilbert spaces. Remark 2.1 We wish to point out that we shall distinguish vectors by bold{face characters. The same convention will be used for spaces of vector valued functions and in the case of pure tensor product spaces, too. In other words, we dispense with explicitly stating the number of components, since usually no ambiguity can arise. Elements from tensor product spaces will normally be tagged with a ~ and all norms are naturally extended as product norms. Further, we stick to the convention that elements of ux spaces be labeled with bold Roman characters, whereas plain Greek letters are used for scalar functions from standard Sobolev spaces. Since we are concerned with boundary value problems, we have to pay attention to the issue what kind of functions on ? comply with vector elds in H (div; ). The answer is given by the following trace theorem (where n denotes the unit exterior normal vector eld on ?): : v 7! hv; nij?, de ned on ) can be extended by continuity to a linear and continuous mapping with operator norm 1 from H (div; ) onto H ?1=2 (?).
C 1(
n
Theorem 2.2 (Trace theorem for H (div; )) The mapping
Proof. See 56], Theorem I.2.5. A thorough theoretical treatment of the fractional Sobolev ? spaces H ?1=2 and H001=2 can be found in 77], Chapter 1. Crudely speaking, the theorem rules out that anything else but normal components on the boundary make sense for a generic vector eld from H (div; ). The following straightforward consequence of this result will bulk large in the construction of suitable nite element spaces (see Section 2.4):
2.1 Function Spaces
Corollary 2.3 (Patching condition for H (div; )) Let be partitioned into two open Lipschitz subdomains 1 ; 2 , i.e. = 1 2 and 1 \ 2 = ;. A vector eld v with v j 1 2 H (div; 1 ) and v j 2 2 H (div; 2 ) belongs to H (div; ) if and only if ? v j 1 ; n = ? v j 2 ; n in H001=2 (@ 1 \ @ 2 ) :
With the trace theorem (2.2) at hand, we can proceed to de ne sets of functions satisfying homogeneous boundary conditions
H ?0 (div; ) := v 2 H (div; ) ;
?1=2 n v = 0 in H00 (?0 )
on a part ?0 @ . If ?0 covers the entire boundary, we brie y write H 0 (div; ). A major consequence of Theorem 2.2 involves the possibility to extend functions in H (div; ) beyond the domain :
Theorem 2.4 (Extension theorem for H (div; )) Given a simply connected domain n
IR with polyhedral boundary there exist continuous extension operators
EH (div) : H (div; ) 7! H (div; IRn) 0 EH (div) : H 0(div; ) 7! H 0 (div; IRn)

0 such that EH (div) vj = v and EH (div) vj = v for all admissible arguments v.
Proof. The proof draws on ideas of 56], Section I.2.2, and is based on solving an elliptic problem in IRn= . (1) First we deal with the operator EH (div) . We start with an arbitrary v 2 H (div; ) and de ne := hv; nij? 2 H ?1=2 (?). Then consider the Neumann problem
In variational form it can be stated as (see 65], Ch. 7) Seek ' 2 H 1(IRn= ) such that ('; )H 1(IRn= ) = ?h ; iH 1=2 (?) H ?1=2 (?) 8 2 H 1(IRn= ) : (2.2) According to the Lax{Milgram lemma ( 24], Theorem 2.7.7.), there exists a unique solution of (2.2). Testing (2.2) with this solution and using the trace theorem for functions in H 1(IRn= ) ( 61], Theorem 1.5.1.3) yields the estimates: k'k2 1(IRn= ) k'kH 1=2 (?) k kH ?1=2 (?) H k'kH 1 (IRn = ) k kH ?1=2 (?) : (2.3) ~ ~ Setting v := grad ' we immediately get from (2.1), since div v = ': ~ L ~ H kvk2 (div;IRn = ) = kgrad 'k2 2(IRn = ) + kdiv v k2 2 (IRn = ) = k'k2 1 (IRn= ) L H
? ' + ' = 0 in IRn= @' @ n = ? on ?
(2.1)
Next, the trace theorem 2.2 on page 6 together with (2.3, preceding page) can be used to ~ bound kvkH (div;IRn = ) : ~ kvkH(div;IRn = ) k kH ?1=2 (?) kvkH (div; ) ~ By construction, the vector elds v and v have the same trace on ?. In other words, the patching condition 2.3 holds, so they can be safely glued together to yield the desired extended function ( v (x) , for x 2 EH (div)v(x) := ~ v (x) , for x 2 IRn = : Eventually, EH (div) v H (div;IRn) kvkH(div; ) is a trivial consequence of the previous estimates. 0 (2) The proof for EH (div) can be copied almost verbatim, except that we discard the zero order term in (2.1, page before). It can be safely omitted.
Stream Function Spaces

Strict conservation of a vector valued quantity in a physical model means that a zero divergence condition has to be enforced. Such vector elds have neither sinks nor sources and, physically speaking, they arise from a potential, dubbed stream function in this special context. The nature of these stream functions is vastly di erent in 2D and 3D situations. Therefore we con ne the presentation to the three dimensional case. To begin with, we recall the classical de nition of the curl operator for vector elds := ( 1; 2; 3)T in C 1( ): 0@3 @ 1 ? @x23 C B @x12 @ C curl := B @x3 ? @x31 C B@ @@2 @1 A @x1 ? @x2 Observing that curl is selfadjoint with respect to the L2 inner product in the space of test functions, we get the weak notion of curl : curl ; ~ = ; curl ~ 8 ~ 2 D( ) ; where we wrote D( ) := (D( ))3. Based on the weak concept of curl we de ne the Hilbert spaces of stream functions (like in 56], Section I.2.3 and 54], Section 2) H (curl; ) := 2 L2 ( ) ; curl 2 L2 ( ) H 0 (curl; ) := f 2 H (curl; ) ; curl = 0g ; with corresponding norm
L2 ( ) L2 ( )
k k2 (curl; ) := k k2 2 ( ) + kcurl k2 2 ( L L H
2.1 Function Spaces
We wish to point out that vector elds in a space of stream functions will be written as bold Greek letters, throughout. In analogy to Theorem 2.2 on page 6, another trace theorem provides the clue to de ning proper boundary conditions:
Theorem 2.5 (Trace theorem for H (curl; )) The mapping

C 1(
be extended from ) to a surjective continuous linear mapping ?1=2 (?) with operator norm 1. H
:
t
nj? can : H (curl; ) 7!
7!
Proof. See 56], Theorem I.2.11. From this theorem we can derive a suitable patching condition for stream functions:
Corollary 2.6 (Patching condition for H (curl; )) Assume that is split into two
j
1
Lipschitz domains like in Corollary 2.3 on page 7. Then a vector eld whose restriction to either subdomain belongs to H (curl; i ), lies also in H (curl; ) if and only if
n= j
2
? n in H001=2 (@
1 \ @ 2) :
The trace theorem 2.5 identi es proper function spaces for the following analogue of Green's formula ( 56], Formula 2.22): For all 2 H (curl; ), ~ 2 H 1( ) holds
ZD
curl ; dx ?
E ~
ZD
; curl
E ~
dx =
ZD
n; ~ d? :
(2.4)
We had to invest a slightly enhanced smoothness of ~ to make the right hand side well{ de ned.
Interrelationships
The signi cance of the spaces H (div; ), H (curl; ) is largely due to their close relationships with each other and the classical Sobolev space H 1( ) (see 1]). Examining their interconnections from the point of view of function spaces, the results are by no means trivial. In the next section a di erent perspective is taken to unveil the ultimate origin of these results.
Theorem 2.7 (Representation of curl{free vector elds) Assume that

Proof. We refer to the proof of Theorem I.2.9 in 56].
bounded, simply{connected open subset of IR3 with Lipschitz continuous boundary. A function 2 L2 ( ) satis es curl = 0 if and only if = grad ' for a ' 2 H 1 ( ).
is a
Theorem 2.8 (Representation of divergence{free vector elds) Under the assumptions on the domain of Theorem 2.7 a vector eld u 2 H (div; ) satis es div u = 0 if and only if there exists a divergence free vector potential 2 H 1( ) such that u = curl .
10
Proof. The assertion is taken from 56], Theorem I.3.4. For special domains it is possible to prescribe some additional properties for the stream function of the previous theorem as was shown by Nedelec in 88]:
Theorem 2.9 (Existence of smooth stream function) Apart the assumptions of

Theorem 2.7, the domain is supposed to be convex. Then for any divergence free vector eld u in Lp ( ) there is a 2 W 1 ( ) such that curl = u and nj? = 0. p Proof. Compare the proof of Theorem 2.2 in 54] We may guess that a vanishing H (div; ){trace of a divergence{free vector eld could be matched by homogeneous boundary conditions for its stream function. That this is in fact true is the statement of Theorem 3.6 in 56]:
Theorem 2.10 For bounded and simply connected each u 2 H 0(div; ) has exactly 0 one divergence{free vector potential 2 H 0 (curl; ). It is characterized as the only
solution of the boundary value problem
= curl u div = 0 n = 0
in in on @ :
2.2 Di erential Forms

The de nition of the di erential operators in the previous section may strike one as a good deal \whimsical"; at rst glance, their construction does not follow a general pattern. Yet this appearance is treacherous; as soon as we consider the relationship of di erential operators and di erential forms, we cannot help regarding the de nitions of div and curl as fairly canonical. This section is devoted to exposing how the classical theory of di erential forms spawns the key operators of vector analysis. Moreover, we shall recover the basic transformations occurring in the de nition of nite element spaces in later sections. This section was devised with the application to nite element schemes in mind, so that a comprehensive and profound treatment of di erential forms is not intended. In fact, all these concepts were developed long ago (see 39]). Yet, in the author's opinion, they still receive too little attention among numerical analysts.
Concept of Di erential Forms

Di erential forms have been known since long and were originally introduced as a trim calculus in di erential geometry and physics. In a rather abstract fashion, they can be de ned as follows
11
De nition 2.11 (Din erential forms) Write 4k for the vector space of alternating k{ multilinear forms (IR )k 7! IR and set 40 = IR. A di erential form ! of order k 2 IN0
and class C m de ned on the open set IRn is a m{times continuously di erentiable n 7! 4k . These mappings form a vector space denoted by DF k;m( ). mapping ! : IR
Apart from ordinary vector space operations for multilinear forms, in 4k a so{called external product ^ : 4k 4m 7! 4m+k , a bilinear and alternating mapping, is paramount. See e.g. 33], Chapter 1, ? a detailed explanation. According to 51], x19 the space 4k for for k 1 has dimension n and a basis is given by the set k fdxi1 ^ : : : ^ dxik ; il 2 f1; : : : ; ng; 1 l k; ; i1 < i2 < : : : < ik g (2.5) of k{multilinear forms. The elementary building blocks fdx1; : : : ; dxng form the canonical dual basis of (IRn)0. Thus any ! 2 DF k;m( ) has a representation
!=
where the indices run through all admissible combinations according to (2.5) and 'i1;:::;ik 2 C m( ). The basis representation (2.6) lends itself to de ne the di erential of !.
(i1 ;:::;ik )
'i1;::: ;ik dxi1 ^ : : : ^ dxik ;
(2.6)
De nition 2.12 (Derivative of di erential forms) Assume m 1. For a 0{form ' 2 DF 0;m( ) = C m( ) we de ne its external derivative (di erential) by
d' :=
n X @'
@xi dxi : i=1
In the case k > 0 let the k{form ! 2 DF k;m ( ) be given by (2.6). Then its external derivative is given by
d! :=
(i1 ;::: ;ik )
d'i1 ;:::;ik ^ dxi1 ^ : : : ^ dxik ;
with the sum covering the index set from (2.5).
As simple implication of this de nition we mention that for k d d ! = 0 8! 2 DF k;m( ) :
2 (2.7)
Another important device is the transformation of a di erential form under a smooth mapping. If the C m{mapping := ( 1; : : : ; n) carries b IRn to , then the transformed di erential form ! 2 DF k;m( b ) (! as in (2.6)) is given by
! :=
(i1 ;:::;ik )
('i1;:::;ik
)d
i1 ^ : : : ^ d ik
Obviously acts as a linear operator on DF k;m( ). Yet, the really intriguing fact about this transformation of di erential forms arises from its compatibility with external products and di erentiation:
12
Theorem 2.13 (Properties of the transformation of di erential forms) If : b 7! is of class C m, m 1, then we have for all ! 2 DF k;m( ); 2 DF l;m( ) and k; l 2 IN0 : (i) (! ^ ) = ! ^
(ii) d( !) = (d!)
Proof. A detailed proof of the above results is supplied in 33], Section 2.9. Since dim 4n = 1 the space DF n;m( ) of n{forms can be identi ed with C m( ). In other words, in the representation (2.6, page before) only a single function '1;2;:::;n remains. Thus the following de nition of the integral of an n{form ! 2 DF n;m( ) makes sense:
! :=
'1;2;:::;n dx
(2.8)
This serves as the starting point for introducing the concept of an integral of a k{form over a orientable k-dimensional manifold U in IRn. The procedure is rather technical and involves local charts of U . We skip the details and refer the reader to 51], x19. The outcome most signi cant in the present context is that the transformation of di erential forms also meshes with integration:
!=
Z
U
(2.9)
(U )
We conclude this small collection of properties of di erential forms with a rather nontrivial result, which can be read as complementary to (2.7, preceding page):
Theorem 2.14 (Poincare's lemma) For star{shaped

(k .
IRn every ! 2 DF k;m( ) 1; m 1) with vanishing external derivative is the di erential of a k ? 1{form over
This result bears a still uncanny resemblance to the messages of the Theorems 2.7 and 2.8 of the previous chapter. The next section sets out to shed light on this amazing relationship.
Di erential Forms and Vector Fields

By introducing a basis of the nite dimensional space 4k an isomorphism (of vector ? spaces) between 4k and IRD with D = n is established. By the same procedure we can k immediately identify DF k;m( ) and vector elds in (C m( ))D . We aim at choosing particular basis forms so that the isomorphism preserves features beyond the mere structure of a vector space. Again, only the case n = 3 is treated.
13
In particular, we select the following, partly awkward looking, sets of basis forms (see 59], Chapter 4). With hindsight, this choice turns out to be the most sensible. For 40 : f1g (by convention) For 41 : fdx1; dx2; dx3 g For 42 : fdx2 ^ dx3; dx3 ^ dx1 ; dx1 ^ dx2g For 43 : fdx1 ^ dx2 ^ dx3 g Equipped with these bases we readily have the isomorphisms Dk k;m m (2.10) k : DF ( ) 7! (C ( )) ; 0 k 3 where D0 = 1; D1 = 3; D2 = 3; D3 = 1. To begin with, we point out that, thanks to the clever choice of basis forms, integrals of di erential forms correspond to familiar expressions for functions and vector elds: For 0{forms the integral means evaluation of the related function at a single point (i.e. a manifold of dimension 0). For a 1{form ! we get
Z
S
! =
Z
S
h 1 !; ti d?
(2.11)
where S is a smooth (directed) curve in IR3 , t its unit tangent and d? its arclength measure. If ! is a 2{form, 51] x19 Theorem 3, states that
Z
?
! =
Z
?
h 2 !; ni d
(2.12)
for a two{dimensional di erentiable oriented manifold ? with exterior unit normal vector n. In the case of a 3{form ! and an open set IR3 we simply have
! =
3!
dx :
(2.13)
Similarly, the external product of di erential forms in IR3 is linked to basic operations for vectors (see 59], IV x1): 8!; 2 DF 1;m( ) (2.14) 2 (! ^ ) = 1 ! 1 8! 2 DF 1;m( ); 2 DF 2;m ( ) (2.15) 3 (! ^ ) = h 1 !; 2 i Finally, the basic di erential operators from vector analysis turn out to be the proper counterparts of the external di erential. Precisely speaking, the following commutative
14
relationships hold, whose proof reduces to applying De nition 2.12 on page 11 mechanically. For 0{forms ! : For 1{forms ! : For 2{forms ! :
1 (d! ) = grad( 0 ! ) 2 (d! ) = curl( 1 ! ) 3 (d! ) = div( 2 ! )
(2.16) (2.17) (2.18)
This ts the di erential operators into the abstract theory of di erential forms, con rming their close relationship: Sloppily speaking, vector elds from ux spaces are 2{forms in disguise, stream functions mask 3{forms (For a concise overview see Table 2.1). In a sense, we are strongly encouraged to bid for a uni ed treatment of the function spaces introduced earlier. This tenet will guide our search for nite element spaces. As a rst, elementary application of (2.16){(2.18) we cite the well{known \exact sequence property"
curlgrad ' = 0 8' 2 H 1( ) and div curl = 0 8 2 H (curl; )

Function space H 1( ) H (div; ) H (curl; ) L2 ( ) Di erential forms External derivative 0{forms DF 0; ( ) grad 1{forms DF 1; ( ) curl 2{forms DF 2; ( ) div 3{forms DF 3; ( ) 0 FE space Sk ( ; Th ) RT k( ; Th) NDk ( ; Th) Qk ( ; Th )
Tabelle 2.1: Relationships of function spaces and di erential forms
Canonical Transformations
Now we seek to exploit the properties of the transformation of di erential forms to nd the correct transformation rules for vector elds. Putting it bluntly, in the bulk of nite element literature (c.f. 28, 87]) these rules are simply conjured up. The theory of di erential forms o ers a tool to develop them in a canonical way. First we have to unravel the meaning of Theorem 2.13 on page 12 for scalar functions and vector elds. We now assume b ; IR3 and consider a C 1 {di eomorphism : b 7! . Further orientation must be preserved, i.e. det D > 0. For 0{forms !, which are plain scalar functions, we trivially have
' :=
0!
; ' := b
! =) ' = (' b
) :
(2.19)
15
For a 1{form ! :=
P3
i=1 i dxi
3 X
the De nition of its transformation implies )d i= (

i
3 X
!=
=
3 X X
i=0 3
j =1
i=0
) @ i dxj : @ xj ^ ^
i=0
3 X@
i ^ j =1 @ xj
^ dxj
Recalling how di erential forms and vector elds are linked, we conclude :=
1!
; b :=
! =)
b=D
):
(2.20)
So we have recovered the correct transformation formula for the contravariant transformation of H (curl; ){vector elds presented in 87], Formula (5). For 2{forms the task of nding the associated transformation of a vector eld is much harder. For ! 2 DF 2;m ( ) with representation ! := u1(dx2 ^ dx3 ) + u2(dx3 ^ dx1) + u3(dx1 ^ dx2) we get
! = (u1 ) (d 2 ^ d 3) + (u2 ) (d 3 ^ d 1) + (u3 ) (d 1 ^ d 2) @ 2 @ 3 ? @ 3 @ 2 (dx2 ^ dx3) + = (u1 ) @x2 @x3 @x2 @x3 b b 3 2 3 2 b b + @ 3 @ 1 ? @ 3 @ 1 (dx3 ^ dx1 ) + @x @x @x @x 3 2 3 2 b b + @ 1 @ 2 ? @ 1 @ 2 (dx1 ^ dx2 ) + @x @x @x @x @ 3 @ 1 ? @ 1 @ 3 (dx2 ^ dx3) + + (u2 ) @x2 @x3 @x2 @x3 b b 3 1 1 3 b b + @ 3 @ 1 ? @ 3 @ 1 (dx3 ^ dx1 ) + @x @x @x @x 1 3 1 3 b b + @ 1 @ 2 ? @ 1 @ 2 (dx1 ^ dx2 ) + @x @x @x @x @ 1 @ 2 ? @ 2 @ 1 (dx2 ^ dx3) + + (u3 ) @x2 @x3 @x2 @x3 b b 2 1 2 1 b b + @ 3 @ 1 ? @ 3 @ 1 (dx3 ^ dx1 ) + @x @x @x @x 2 1 2 1 b b + @ 1 @ 2 ? @ 1 @ 2 (dx1 ^ dx2 ) @x @x @x @x
The key to this formidable expression is a formula expressing the inverse of a matrix by means of its adjoint (see 50], Theorem 4.3.6). Thus we immediately end up with
u :=
2!
b ; u :=
b ! =) u = det D (D )?1 (u
):
(2.21)
This is exactly Piola's transform (see 99], Formula (3.17) and 28], Formula (1.45)), a covariant transform of vector elds in H (div; ).
16
For a 3{form ! := w dx1 ^ dx2 ^ dx3 the transformation reads:
! = (w = (w
) (d 1 ^ d 2 ^ d 3 ) ! 3 3 3 P @ 1 dx ^ P @ 2 dx ^ P @ 3 dx b i j=1 @xj b j bk ) i=1 @xi k=1 @xk P sgn( ) @ 1 @ 2 @ 3 dx ^ dx ^ dx = (w ) @x (1) @x (2) @x (3) b 1 b 2 b 3 2 3 b b b = det D (w ) dx1 ^ dx2 ^ dx3
where we used the anti-commutative properties of ^{product along with the de nition of the determinant of a matrix. In sum, scalar functions arising from 3{forms have to be transformed like
w :=
3!
; w := b
! =) w = det D (w b
):
(2.22)
Remark 2.15 In a nite element environment
might violate det D > 0. To cope with erratic orientations of elements each transformation formula has to be multiplied with sgn(det D ). These rules reward us with a wealth of invariance results. We stick to the above setting and are going to mark transformed functions over b with a ^. However, keep in mind that the actual transformation depends on the nature of the function it is applied to: The proper transformations for functions in H 1( ) (0{forms), H (curl; ) (1{forms), H (div; ) (2{ forms), L2( ) (3-forms) are (2.19, p. 14), (2.20, preceding page), (2.21, page before), and (2.22), respectively. Now that we have at our disposal the explicit transformations corresponding to (2.9, p. 12) let us cite the straightforward consequences of the commutative property stated in Theorem 2.13 on page 12:
\ b grad ' = grad ' and curl = curl b and div u = div u : b \
(2.23)
In short, canonical transformations and di erential operators are interchangeable. In addition, from (2.11, p. 13), (2.12, p. 13), (2.13, p. 13) we instantly get all the important transformation rules. They are stated in the most general formulation, obtained by continuous extension. Where this procedure fails to take us to the full function spaces is indicated below (Formulas (2.28), (2.30)); if necessary, we have to pick smoother functions to allow meaningful traces. Product of 1{forms and 2{forms, combined with suitable di erential operators:
ZD E b b h ; ui dx = b; u dx
b
8 2 H (curl; ); u 2 H (div; ) (2.24) 8 ; 2 H (curl; )

(2.25)
ZD E b h ; curl i dx = b; curl b dx
b
2.3 Triangulations
b hu; grad 'i dx = hu; grad 'i dx b b b Z

' div u dx =
17
8u 2 H (div; ); ' 2 H 1( )
(2.26) (2.27)
Product of 0{forms and 3{forms:
Z
b
' div u dx b b b
8' 2 H 1( ); u 2 H (div; )
Product of two 1{forms integrated over a two{dimensional manifold:
ZD b n; i d =
@b
n; b db 8 2 H (curl; ); 2 V
H (curl; ) (2.28)
Product of a 0{form and a 2{form on a two{dimensional manifold:
b b hu; ni ' d = hu; ni ' db @b

b @?
8u 2 H (div; ); ' 2 H 1( )
(2.29)
Product of a 0{form and a 1{form integrated over a path:
@?
ZD E h ; ti ' d? = b; t ' d? b b
8 2 V H (curl; ); ' 2 W H 1( )
(2.30)
To these invariants we owe the gift of a ne equivalent families of conforming nite elements in the function spaces H (div; ) and H (curl; ).
2.3 Triangulations
A basic prerequisite of nite element methods is a suitable triangulation, a partitioning of the computational domain into numerous small polyhedrons, the so{called elements, which obey a few restrictions (see 34], Chapter 2). We con ne ourselves to simplicial meshes, consisting of tetrahedra in 3D and perfectly tiling the domain. Since we rule out curved boundary elements, only domains with polyhedral boundary are admitted. Some more restrictions are imposed:
Assumption 2.16 For the rest of the thesis, is supposed to be a simply{connected, bounded open subset of IR3 with polyhedral boundary. Further, neither slits nor cuts must occur, i.e. @ = @ .
We take a simplicial initial triangulation T0 of (coarse mesh) for granted. It has to be shape regular in the familiar sense (see 56], Appendix I.A and 14], Ch. 2 x5) that there is a \reasonably small" constant (a measure of degeneracy) such that
h(T )= (T )
8T 2 T0 ;
(2.31)
18
where h(T ) denotes the length of the longest edge of a tetrahedron and (T ) stands for the diameter of the largest ball housed by T . Starting with an initial triangulation T0 , a sequence of ner meshes T1 ; T2; T3; : : : is spawned by regular re nement: This means that each tetrahedron is subdivided into smaller ones. Several viable schemes have been proposed for this task (see 3, 7, 47]). Their common virtue is that (2.31, page before) holds with a constant independent of the current Tl and only slightly worse than that in (2.31, preceding page). To x the framework of our analysis, we use the tetrahedral grid re nement scheme of J. Bey outlined in 7]. Its main local action is to chop up a tetrahedron into eight smaller elements (sons). Figure 2.1 illustrates the procedure.
1
son 6
son 5 2
son 4
son 7
son 3
son 0
son 1
son 2
Abbildung 2.1: Regular re nement of a tetrahedron. (Courtesy of K. Schramm and
M. Ramsteiner )
2.4 Finite Element Spaces
19
The index l of Tl is called the level of Tl henceforth, and hl stands for the meshwidth of Tl , i.e. the size of the largest element. All variants of re nement involve an exponential decline of the meshwidth in the process. More speci cally, the current scheme leads to a behavior of the form hk 2?k (dyadic re nement). Moreover, without sacri cing generality we may set h0 = 1. b For any tetrahedron T 2 Tl there is a (non unique) a ne{linear mapping T (x) := b, BT 2 IR3 3 an invertible matrix and t 2 IR3, which whisks the reference b b BT x + t, x 2 T b b simplex T onto T . By reference simplex T we mean the convex hull of the canonical basis 3 . Unless speci ed di erently, symbols bearing a roof b are reserved for vectors of IR vectors and functions related to the reference tetrahedron. Now geometrical arguments (cf. 14]) reveal that kBT k C1 hl and kB?1k C2 h?1 : (2.32) T l The positive constants C1; C2 > depend on only. In addition, shape regularity also makes C 3 h3 j det BT j C 3 h3 (2.33) l l hold with the same nice behavior of the constants. Remark 2.17 This is the right point to clarify our policy on constants, with which the following investigations are teeming. They can be distinguished by the token \C". In principle, we take great pains to track constants in estimates meticulously. So constants whose individual values need to be referenced later are indexed with an integer subscript. All the constants are \generic" in the sense that they only depend on \fundamental characteristics" of the problem, like the domain , the nite element scheme and/or the initial mesh T0. What they actually depend on will be made clear at each occurrence. To curb the proliferation of individual constants we will sometimes stick to the recommendation of Xu 114], using the symbols and for one{sided and two{sided generic estimates, respectively: T1 T2 :() 9C > 0 : T1 C T2 T1 T2 :() 9C; C > 0 : C T2 T1 C T2 For later use we have to x some notation, both on the local and global level. For a tetrahedron T , Mi(T ) denotes the set of all \adjacent geometrical objects of dimension i". More precisely, M3 (t) is the element itself, M2(T ) is the set of the four faces of T , M1(T ) covers the six edges, and M0(T ) contains the four vertices of T . For the global sets of geometrical objects that are part of a mesh Th we are going to use the following symbols: As before, Th itself stands for the set of elements, F (Th) denotes the faces, E (Th) the edges, and V (Th ) the vertices of Th.

Similar in spirit to the rst section, we opt for a uni ed treatment of nite element subspaces of H 1( ), H (div; ), H (curl; ) and L2 ( ), in order to underscore the common
20
features of the constructions rather than their di erences. Many classical nite element spaces will naturally crop up from the abstraction. Thus the notion that some of these spaces are \exotic" (see 84]) will be refuted. According to Ciarlet 34] a de nition of a nite element entails specifying a mesh, a space of polynomials, and a set of unisolvent degrees of freedom. The meshes have already been introduced and now, step by step, the other ingredients will be supplied. In the process we shall make heavy use of the canonical transforms (2.19, p. 14) { (2.22, p. 16) to gain a ne families of nite element spaces (see 34], Chapter 2, x2.3).
Local De nition
A common feature of the continuous function spaces of Section 2.1 is a de nition of the form X := f 2 L2 ( ) 2 L2( )] ; B f 2 L2 ( ) 2 L2 ( )] ; where B is a suitably de ned di erential operator of order 1. For the sake of clarity we remark that B0 := B = grad for X 0 := X = H 1( ), B1 := B = curl for X 1 := X = H (curl; ), B2 := B = div for X 2 := X = H (div; ), B3 := B = 0 for X 3 := X = L2 ( ). The superscript indices hint at the order of the related di erential forms. See also Table 2.1 on page 14. b In a rst step the local ansatz for the reference simplex T is constructed: For an order k b (k 2 IN0 ) nite element approximation the polynomial space Xkl (T ) has to measure up to the following requirements:
b b (A) B Xkl (T ) Pk (T )
(B) (C)
b P k (T )]. n o b b b fk 2 Xkl (T ) ; B fk = 0 Pk (T ) P k (T )]. b Xkl (T ) is maximal in the sense that it has the largest dimension of all spaces ful
(A) and (B).
lling
b b Pk (T ) is the space of multivariate polynomials of degree k over T . Once we have found
that space, mapping it by the canonical transforms (2.19, p. 14),(2.20, p. 15),(2.21, p. 15), and (2.22, p. 16) provides the correct local ansatz space (shape functions) Xkl (T ) for an arbitrary element T (compare 34], Chapter 2, x2.3). Remark 2.18 The ansatz is not necessarily meaningful, to be accurate; the above requirements do by no means guarantee that the local ansatz can be assembled into a proper nite element space. In our cases everything works out ne, by coincidence or by deeper mathematical truth remains a puzzle to the author. Now let us examine the individual spaces: For X 0 = H 1( ) (B0 = grad) the choice
b b Xk0(T ) := Pk+1(T )
(2.34)
21
needs not be further explained. Somewhat inconsistently, but in compliance with wib despread convention, we write Sk+1(T ) for this space. A little combinatorics yields ?n+k+1 (see 34], Formula (2.2.2)). b dim Sk+1(T ) = k+1 For X 1 = H (curl; ) (B1 = curl) we nd
b b Xk1 (T ) := P k (T )
~ b b b b b p 2 P k+1 (T ) ; hp(x); xi = 0; 8x 2 T
(2.35)
reference element. Nedelec (see 87]) is credited with the discovery of this ansatz which b b 1 is denoted by NDk+1(T ), hence. He calculated dim NDk+1(T ) = 2 (k + 1)(k + 3)(k + 4) (see 87]). ~ b Now we test the requirements: (A) is obviously met. To con rm (B) we pick a p 2 P k+1(T ) b b with hp(x); xi = 0 and curl p = 0. According to Theorem 2.7 on page 9, p has the b b representation p = grad ' with ' 2 H 1(T ). As T is star{shaped with respect to 0, we make use of the formula
~ b Pk (T ) stands for the set of homogeneous multivariate polynomials of degree k over the
'(x) = '(0) +
Z1 1
0
b b b b t hgrad '(tx); txi dt ; x 2 T
to see that ' = const: and conclude p = 0. This means that the homogeneous polynomials from the second set in (2.35) do not contribute to the kernel of curl. b To show that NDk+1(T ) is maximal we rely on the fact that the mapping
b b curl : NDk+1(T ) 7! q 2 P k (T ) ; div q = 0
is surjective. The proof is elementary (cf. 87], Proposition 4). Now, if there existed a g b larger space NDk+1(T ) ful lling both (A) and (B), its image under the curl operator g b b would be the same. So there had to be a 2 NDk+1(T )=NDk+1(T ) with curl = 0. Since is a polynomial of degree k + 1, we have arrived at a contradiction to (B). b Remark 2.19 Vector elds in ND1 (T ) can be written more tersely: they are of the form b b b b x 7! a + b x ; x 2 T ; a; b 2 IR3 : For X 2 = H (div; ) (B = div) the construction yields the following space
b Xk = P k (T )
~ b b b p 2 P k+1 (T ) ; p(x) x = 0
(2.36)
This choice was rst proposed by Raviart and Thomas in 99] and is usually denoted b by RT k (T ). Property (A) is obvious and (B) is proved by contradiction as before: Let ~ b b b p 2 P k+1 (T ) be given and assume p(x) x = 0 and div p = 0. The rst condition characterizes radial vector elds. In spherical coordinates p reduces to
p(r; ; ) = rk+1 p( ; ) ~ r : ~ e
22 Since
@ div p = r?2 rk+3p( ; ) = 0 ; @r ~ p has to be the zero polynomial. That (2.36, preceding page) is the largest space possible follows by the same reasoning as above from the surjectivity of
b b div : RT k (T ) 7! Pk (T ) :
(See 87] for a proof of this contention.) Remark 2.20 We admit that (2.36, page before) is unduly complicated. A simpler, and more customary, de nition of the Raviart{Thomas ansatz runs (see 28]) b b ~ b b RT k(T ) := P k (T ) Pk (T ) x : (2.37) For X 3 = L2( ), i.e. B3 = 0, we evidently have
b We are going to use the symbol Qk (T ) for this (complete) space of polynomials if we refer to it as a building block for a global nite element space. Remark 2.21 We point out that the abstract conditions (A), (B) and (C) that had to be met by the local constructions are invariant under canonical a ne transformations of the nite element functions, because those preserve complete sets of polynomials. So the representations (2.34, p. 20), (2.35, page before), (2.36, preceding page) and (2.38) remain unchanged for any element. Remark 2.22 We mention the fact that many more local ansatz spaces are conceivable. For H (div; ){conforming nite element spaces these have been explored e.g. in 27] and 25]. In 89] alternatives for H (curl; ) were suggested. In general, these alternatives dismiss requirement (C) and are based on smaller sets of polynomial shape functions. This might reap some computational bene ts, but we won't be concerned with them any further. Remark 2.23 Though this presentation is biased towards tetrahedra we must add that other kinds of elements are perfectly feasible. See 26] and the monograph 28] for H (div; ){conforming nite elements on bricks. The survey paper 73] even explores mixed nite elements based on prismatic elements. Remark 2.24 Assuming a polyhedral boundary for simpli es the treatment but is not essential to the nite element approach: In 25], Section 2, Raviart{Thomas elements were generalized to curved boundary elements. The same was done with Nedelec spaces in 43], Section 3. For the forthcoming analysis conformity of the nite element spaces is crucial; we expect them to be contained in the continuous function spaces. Then, with the local ansatz and a simplicial triangulation Th of at hand, the global nite element spaces are xed:
b b Xk3(T ) := Pk (T ) :
(2.38)
23
The spaces of continuous, piecewise polynomial nite element functions:
Sk ( ; Th) := ' 2 H 1( ); 'jT 2 Sk (T ); 8T 2 Th

The Nedelec spaces of H (curl; ){conforming nite element functions:
(2.39)
NDk ( ; Th) := 2 H (curl; RT k( ; Th) :=
); jT 2 NDk (T ); 8T 2 Th
(2.40) (2.41) (2.42)
The Raviart{Thomas spaces of H (div; ){conforming nite element functions:

u 2 H (div; ); ujT 2 RT k (T ); 8T 2 Th
The spaces of piecewise polynomial functions:
Qk ( ; Th ) := w 2 L2 ( ); wjT 2 Qk (T ); 8T 2 Th
In analogous manner nite element spaces Sk;@ ( ; Th), NDk;@ ( ; Th ), RT k;@ ( ; Th) can be de ned that comply with suitable homogeneous boundary conditions imposed on a part of ?. A small subscript 0 instead of @ refers to the situation where this part covers the entire boundary. Finally, curl{free and divergence{free nite element functions are contained in ND0 ( ; Th) and RT 0 ( ; Th), respectively. k k
Degrees of freedom
b As usual, our initial focus is on the reference element T . We are looking for a set b f^1; : : : ; ^Nk;l g, Nk;l = dim Xkl (T ), l 2 f0; : : : ; 3g, k 2 IN0 of linear forms b ^i : Xkl (T ) 7! IR ; i 2 f1; : : : ; Nk;lg
that satis es the requirements:
b Unisolvence: f^1 ; : : : ; ^ Nk;l g is a basis of the dual space Xkl (T )0 .

The evaluation of any ^i involves weighted integrals over vertices, edges, faces, or b the interior of T .
b b The trace of an f 2 Xkl (T ) at a face of T is completely determined by the degrees of freedom associated with this face (i.e. belonging to those vertices/edges forming a part of the face or the face itself).
Remark 2.25 The signi cance of the third condition for the construction of conforming
nite element spaces is quickly understood if one remembers the message of the patching conditions (2.3, p. 7), (2.6, p. 9). Also it helps accommodate boundary conditions. Switching to the global level is done by means of canonical transformations. Note that ambiguities can only be avoided, if the transformations are based upon a xed a ne
24
mapping of the geometrical object o the degree of freedom is attached to. This re ects the perception that degrees of freedom do not belong to an element, but to a, possibly lower dimensional, geometrical object. In detail, we pick an arbitrary element T such that o T . Further there is an a ne b b b mapping : T 7! T such that o is related to a speci c vertex, edge, or face of T (or T itself). This reference entity is called o. (In addition, we take for granted that orientation ^ is observed.) Then we set
o (f) = o (f ) : ^
bb
(2.43)
For a triangulation Th of the set of global degrees of freedom of the global nite element spaces X compiled in this way is designated by the symbols X;Th . Care has to be taken that the prescription (2.43) is well de ned; the resulting linear form must be independent of the choice of T . This carries an important restriction:
Degrees of freedoms have to be based upon suitable invariant integrals furnished by (2.24, p. 16){(2.30, p. 17).
As the calculus of di erential forms brought about the invariant integrals, it seems sensible to use this device also for expressing degrees of freedom in a general way. First we de ne as a stock of \weighting functions"
DP ld
:=
! 2 DF l;1(T );
b 'i1;:::;il 2 Pd(T ) in representation (2.6, p. 11)o : b

l
(2.44)
b Then any degree of freedom ^ for Xkl (T ) can be written (with

^ : f 7!
from (2.10, p. 13)) as (2.45)
^ o2Mi (T )
?1 (f) ^ !
l
for some ! 2 DP ik?li+l ; l i 3 ; ?
where DP ld = ; for d 0. What remains to be done, is to choose a linearly independent subset X of all these b T functionals. A priori, there is no evidence that this yields an unisolvent set. A strong hint is that all degrees of freedom can only vanish for a zero polynomial. This is a sophisticated result due to the e orts of several people. The main technical di culties are hidden in the proof of the following lemma.
Lemma 2.26 For n 2 f0; : : : ; 3g let 4 be a n{simplex in IR3. Consider a closed polynomial di erential form ! 2 DP lk (i.e. d! = 0) with k < n, whose trace on @ 4 is supposed
to vanish. If we have
then ! is identically zero.
! ^ d = 0 8 2 DF n?k?1;1(IR3)
25
Proof. The proof is scattered over several papers, the main being 99] and 87], and parts can be found in 56], Section 5.3 and 28], xIII.3. The authors consider vector elds and con rm the assertion of the lemma for various cases separately.
Theorem 2.27 (Unisolvence of degrees of freedom) If a shape function makes all

degrees of freedom (2.45) vanish, then this shape function must be identically zero:
b f 2 Xkl (T ) and ^(f ) = 0 8^ 2 X =) f = 0 b T b Proof. In the beginning, we select an arbitrary shape function p 2 Xkl (T ). Thanks to the isomorphisms (2.10, p. 13), p can be regarded as an l{form. Further we demand Z
o2Mi (T ) b ^ i p ^ ! = 0 for ! 2 DP k?li+l ; l i 3 : ?
(2.46)
The proof that p = 0 relies on \ nite induction": For l = 3 it is obvious that p must be zero. Now assume that the contention has already been established for all shape functions arising from di erential forms of order > l, l 2 f0; 1; 2g. b By requirement (A) dp belongs to p 2 Xkl+1(T ). The induction assumption then implies dp = 0. The technical details will be postponed to the proof of Theorem 2.30 on page 27. b Now we claim that pjo = 0 for o 2 Mi(T ) and i = l; : : : ; 3. We can con rm this by another b b \inner" induction argument: To satisfy condition (B), p now must be a (potentially vector valued) polynomial of degree b k. The same is true of its trace on a o 2 Ml (T ). Now (2.46) tells us that this trace is b weighted with a basis of Pk (o). pjo has no other option but vanish, hence, and the rst b b step of the induction is successfully carried out. b We suppose that the trace of p has already been shown to vanish on all o 2 Mi0 (T ), b b i0 2 fl; : : : ; ig for a i l. Then for any o 2 Mi+1(T ) we see by integrating by parts b b (i.e applying Stokes' theorem) that for an arbitrary 2 DF i?l;1(T ) (?1)l
Z
o b
p^d =
b The rst term is zero, since @ o 2 Mi(T ). The second, because dp = 0 is already known. b So Lemma 2.26 forces pjo = 0. Carrying on this argument up to i = 3 nishes a step of b the induction. In the end, we have the desired result p = 0, as the assertion for i = 3 is tantamount to pjT = 0. b To complete the proof of unisolvence one veri es, for each space separately, that the number of degrees of freedom matches the dimension of the local space. How this can be dealt with in full generality remains unresolved so far. Let us return from this formidable abstraction to cozier formulas for concrete spaces:
@o b
p^ ?
Z
o b
dp ^ = 0 :
26
b For Sk+1 (T ), k 2 IN0 , (2.45, p. 24) motivates a somewhat nonstandard choice of b degrees of freedom (see also 55], De nition 3.3): For ' 2 Sk+1(T ) b ^(') := '(x) for x 2 M (T ) R p ' d? for e 2 M 0(T ) and suitable p 2 P (^) ^ ^(') := 1 b k?1 e
^(') := ^(') :=
e ^ R p 'd f R^ p ' dx
^ b for f 2 M2(T ) and suitable p 2 Pk?2(f^)
b That these degrees of freedom are Sk+1(T ){unisolvent is classical. R p h ; ti d? e ^ R hp; ni d f^ R hp; i dx
b T
b for suitable p 2 Pk?3(T ) :
b In the case of Nedelec's spaces NDk+1(T ), (2.14, p. 13) and (2.11, p. 13) convert (2.45, p. 24) into degrees of freedom of the following form (see 56], De nition 5.1): b For 2 NDk+1(T )
^( ) := ^( ) := ^( ) :=
b for e 2 M1(T ) and suitable p 2 Pk (^) ^ e b for suitable p 2 Pk?2(T )

3
^ b for f 2 M2(T ) and suitable p 2 Pk?1(f^)
b For a proof of NDk+1(T ){unisolvence see 87].

According to 28] for Raviart{Thomas spaces the appropriate degrees of freedom are R ^ b ^(u) := p hu; ni d for f^ 2 M2(T ) and suitable p 2 Pk (f ) ^(u) :=
f R hp; ui dx
^
b T
b The degrees of freedom for Qk (T ) are trivial

^(w) :=
They emerge from applying (2.15, p. 13) and (2.12, p. 13) to (2.45, p. 24).
b T
b for suitable p 2 Pk?1(T )
Z
b T
b p w dx for suitable p 2 Pk (T ) :
Remark 2.28 The selection of the individual polynomial weighting functions is a matter
of convenience. Except for the lowest order case, no distinguished choice is conceivable. The degrees of freedom being xed, also the related bidual bases | sets of basis functions for the nite element spaces | are well{de ned. Those are known as nodal bases in nite element literature and establish the vital isomorphism between discrete function spaces and IRN (with N as the dimension of the nite element space). We put an arrow ~ on top
27
of the symbol for a nite element function, if it is to be understood as the IRN {vector of its coe cients with respect to the nodal basis. Given nodal bases, canonical interpolation operators (nodal projectors)
l Xk ;Th
: C ( ) 7! Xkl ( ; Th)
are also declared by assigning to a continuous function that unique nite element function with the same nodal values (The procedure is detailed in 24], Section 3.3). The notations are listed in Table 2.2. Projectors onto \nonexistent" spaces, sometimes used to keep formulas short, are to be read as zero mappings. A nasty trait of the nodal projectors has to be stressed: for l = 1; 2; 3 they cannot be extended to the respective function spaces. A little more regularity of the argument functions is needed as explained in 28], xIII.3.3. We are going to take a closer look at this problem in Section 2.6. Remark 2.29 For H 1 ( ){conforming nite element spaces Ph. Clement 35] and P. Oswald 93] proposed local projection operators, so{called quasi{interpolants, which reproduce nite element functions and whose domains cover the entire continuous function space. Applying these techniques to Raviart{Thomas and Nedelec spaces, we get projectors that violate the pivotal \commuting diagram property" discussed below. So we have to dismiss this alternative (compare Remark 3.1 in 55]). FE space Sk ( ; Th) NDk ( ; Th) RT k ( ; Th) Qk ( ; Th) Global d.o.f
NDk ;Th RT k
;Th Pk ;Th
Sk ;Th
Nodal basis f 1; : : : ; N g f 1; : : : ; N g fj 1; : : : ; j N g fq1; : : : ; qN g
Nodal projector
NDk ;Th RT k
;Th Qk ;Th
Sk ;Th
Tabelle 2.2: Notations in connection with nite element spaces
A far{reaching consequence of the choice of the global degrees of freedom is the \commuting diagram property" (see 28], xII.2, and 55], Section 3). Its signi cance was rst noticed in 41].
Theorem 2.30 (Commuting diagram property) Given the above de nitions of the
spaces and the degrees of freedom the following diagram commutes
28
X l \ C1
Bl
X l+1;0 \ C 0
l Xk
l Xk+1
Xkl
Bl
Xkl+1;0
In other formulas, we have for l = 0; 1; 2
Bl
l Xk
l Xk+1
Bl on C 1( ) :
Proof. To begin with, we remark that the statement of the theorem is purely local and b proving it for the reference element T will do, hence. Moreover, since the theorem is set in the space of smooth functions, we can exploit the full potential of the calculus of di erential forms. We are going to make tacit use of the isomorphisms (2.10, p. 13) throughout. bl b For f 2 DF l;1(T ), 0 l < 3, we set p := f ? Xk f. By the de nition of the nodal b T interpolation operator and (2.45, p. 24) we see that
^ o2Mi (T )
p ^ ! = 0 for ! 2 DP ik?li+l ; l i 3 : ?
(2.47)
i Integrating by parts we get for 2 DP k?li?1l+1, l + 1 i 3 ?+
dp ^ =
d (p ^ ) ?
(?1)l
p^d :
^ o2Mi (T )
^ o2Mi (T )
^ o2Mi (T )
The second integral evaluates to zero as d 2 DP ik?li+l. The rst term is eligible for an ? application of the classical Stokes' theorem (see 51], x21, Theorem 1):
^ o2Mi (T )
d (p ^ ) =
^ @o2Mi?1 (T )
p^
^ ^ Obviously @o 2 Mi?1(T ) for o 2 Mi(T ), so that (2.47) also forces the rst term to vanish. Thus follows bl bl Xk+1 d f ? Xk f = 0 ; b b T T
29
and since d
bl Xk b T
f 2 Xkl+1 we obtain through the unisolvence of the degrees of freedom
b T
bl Xk+1
(df) = d
bl Xk b T
f :
Taking into account that nodal values are left unchanged by canonical a ne transformations, we get the commutativity for any element and, nally, for the entire nite element spaces. Remark 2.31 So far the theorem applies only to smooth functions. By continuity it remains valid for all functions that lie in the domain of de nition of the interpolation operators. Two immediate consequences of this theorem are worth mentioning:
Corollary 2.32 The nodal interpolation operators preserve the kernels of the respective
di erential operators:
Bl f = 0 for f 2 Xkl =) Bl
l Xk ;Th f = 0
The second corollary has to do with the p{hierarchical splitting of higher order nite element spaces. It is naturally induced by the family of nodal interpolation operators parameterized by the polynomial order k. Denote the hierarchical components by
Xkl;HB( ; Th) :=
k X d=0
l l Xk?1 Xk ;Th ? ;Th
Xkl ( ; Th)
(k
1) :
(2.48)
Then, with X0l;HB( ; Th) := X0l ( ; Th),
Xdl;HB( ; Th ) = Xkl ( ; Th )
is a direct splitting.
Corollary 2.33 With the notations introduced above we have Bl Xkl;HB( ; Th) Xkl+1;HB( ; Th) ;
i.e. the di erential operators respect the hierarchical splitting.
Remark 2.34 We impose a hierarchical pattern on the sets of global degrees of freedom:
More precisely, we require for all k > 0, l 2 f0; 1; 2; 3g
l l (f) = 0 8 2 XkTh = XkT?h1 8f 2 Xkl?1( ; Th) : ; ; This arrangement of degrees of freedom will be used throughout the remainder of the thesis. The canonical nodal basis functions are de ned accordingly.
30
Trace Spaces
A triangulation Th of generates a mesh Thj? on ?. Locally ? can be mapped onto plane domains ( IR2 ). So we have any reason to consider the traces of nite element functions as nite element functions in IR2. However, we are not going to dip deeper into this issue than necessary to provide tools for further investigations. Once more, a study on the reference element provides comprehensive insights into the local properties of traces, since we only deal with a ne equivalent nite elements. The b b same argument permits us to con ne the examinations to a single face f of T . Then, using l (T ), almost elementary calculations reveal: the explicit de nitions of the spaces Xk b For Sk ( ; Th ) the trace space is Sk ( ; Thj?) of continuous, piecewise polynomial functions on the boundary mesh. The traces n of vector elds in NDk ( ; Th ) belong to the space RT k?1( ; Th) of 2D Raviart{Thomas nite element functions (see 99]) on Thj?. The trace spaces associated with RT k ( ; Th) are the spaces Qk ( ; Thj?) of discontinuous piecewise polynomials. Here the trace operator involves the outer normal component on ?. Like in three dimensions, external derivatives of di erential forms give rise to classical di erential operators on ?. Yet, at this point we forgo a discussion of di erential forms and head straight for a concrete result:
Lemma 2.35 The trace
nj? of 2 ND0 ( ; Th ) (i.e. curl = 0) is a divergence{free k vector eld (with respect to the div{operator div@ on ?, see 43]) in RT 0 ( ; Thj? ). k
Proof. According to prior remarks, checking the assertion for the reference tetrahedron b b b and a face f of T will do. We may choose f as a part of the fx3 = 0g{plane. b First observe that ND0 (T ) P k?1(T ), which means that for 2 ND0 (T ) we have k b k b 2 b b njfb 2 Pk?1 (f ) . njfb 2 RT k?1 (f ) is con rmed, thus. The trace can be explicitly calculated
0 1 1 = @ 2 A =)
3
0 1 001 0 1 1 2 njfb = @ 2 A @ 0 A = @ ? 1 A
3
We conclude that the trace vector eld is really solenoidal: div@ (

n) =
@ 2 ?@ 1 =0 x1 x2
31
Discrete Representation Theorem

Now we are going to establish discrete versions of the Theorems 2.7 on page 9 and 2.8 on page 9 (see also 55], Section 3):
Theorem 2.36 Let
IR3 be polyhedrally bounded, simply connected, and equipped with a simplicial mesh Th. Then the following sequences of vector spaces are exact for any k > 0:
Id div P0 ( ) 7! Sk ( ; Th) grad NDk ( ; Th) curl RT k?1( ; Th) 7! Qk?1 ( ; Th) 7! f0g 7! 7! Id div f0g 7! Sk;0( ; Th) grad NDk;0( ; Th) curl RT k?1;0( ; Th) 7! Qk?1;0( ; Th) 7! f0g 7! 7!
Proof. The proof will be con ned to the more di cult case incorporating homogeneous boundary conditions. One part of the theorem is a trivial consequence of (2.7, p. 11). At greater length, the more interesting message reads:
(A) ' 2 Sk;0( ; Th) and grad ' = 0 (B) 2 NDk;0( ; Th ) and curl = 0 (C) u 2 RT k?1;0( ; Th ) and div u = 0 (D) w 2 Qk?1;0( ; Th )
=) =) =) =)
'=0 9' 2 Sk;0( ; Th); = grad ' 9 2 NDk;0( ; Th); u = curl 9u 2 RT k?1;0( ; Th); w = div u
for an arbitrary w 2 Qk?1;0( ; Th). A solution exists, since boundary values and right hand side are compatible. According to a result of M. Dauge ( 38]) and P. Grisvard (Corollary
(A) is an immediate consequence of Friedrich's inequality (see 65], Lemma 6.2.11). (B) has been shown in 56], Lemma 5.10, 87], Lemma 11. To show (C) we rst extend to a large convex domain e , which features a polyhedral e boundary as well. Adding further elements to Th we get a triangulation Th of e . Given an 0 0 e e arbitrary vh 2 RT k?1;0( ; Th) we denote by v h 2 RT k?1;0( e ; Th) its extension by zero. Theorem 2.9 on page 10 tells us that there is a unique divergence free vector potential e 2 W 1( ) for a p > 2 such that v h = curl . Following 56], Section 5.3, e h := NDhk p e ;T f e h = vh. e is well de ned and owing to Theorem 2.30 on page 27 we have curl The trace v@ := e h nj@ , viewed from the exterior of , is that of a curl{free vector eld h 0 ( e = ; T ). So Lemma 2.35 tells us that v @ 2 RT 0 (@ ; T eh in NDk h j@ ). Now (see 48, 71]) k h there is a '@ 2 Sk (@ ; Thj@ ) such that grad@ '@ = v@ . This nite element function on h the boundary can be extended to a 'h 2 Sk ( ; Th). Eventually h := f ? grad 'h is a h nite element function in NDk;0( ; Th), whose curl agrees with vh. Our approach to (D) makes use of the boundary value problem = w in @ @ n = 0 on @
32

1
2 2.6.7 in 62]) we have 2 H 3 + ( ), so that u := grad 2 H 2 + ( ) and hu; ni? = 0. RT k?1 u is well{de ned and again Theorem 2.30 on page 27 ensures Therefore uh := ;Th that div uh = w. Remark 2.37 Like in the continuous setting results on situations where homogeneous boundary conditions are only imposed on a (contiguous) part of @ or on several isolated parts are in short supply. In the former case Theorem 2.36 carries over. In the latter case probably spaces with nonzero, but constant traces on sections of the boundary have to be employed. We eschew a discussion of these complications.
2.5 Discrete Estimates

For the practical handling of nite element spaces two kinds of relationships turn out to be crucial: 1. Stability estimates, which relate the discrete l2{norm of the vector of nodal values of a nite element function to its L2 {norm. 2. Inverse estimates, which provide mesh{dependent bounds for the norms of di erential operators.
b Either result can be proved by a ne techniques, by switching to the reference element T . b b b The appropriate vehicle is the a ne mapping : T 7! T ; x 7! Bx + t (cf. Section 2.4).
Stability estimates
To begin with, we have to study the behavior of the L2 {norm under canonical transforms. For an arbitrary tetrahedron T we get by merely plugging de nitions into each other for ' 2 H 1(T ) ; j det Bj k'k2 2 (Tb) = k'k2 2(T ) bL L j det Bj kbk2 2 b for 2 H (curl; T ) ; j det Bj kbk2 2 b k k2 2 T) T L (T ) L (T ) L (T ) max (BB min(BB ) T T min (BB ) kuk2 2 b L (Tb) kuk2 2(T ) max(BBj ) kuk2 2(Tb) for 2 H (div; T ) ; L j det Bj j det B b L
jdet Bj?1 kwk2 2(Tb) = kwk2 2 (T ) bL L
for w 2 L2 (T ) :
Thanks to (2.33, p. 19), (2.32, p. 19) these expressions can be simpli ed, if T is assumed to be shape regular. Then, switching to nite element spaces, we notice that, by construction, b the transformed quantities on T belong to a nite dimensional space. All norms on nite dimensional spaces are known to be equivalent. So we can replace the L2 {norms on T by the Euclidean norm of the nodal values. This just a ects the constants. Eventually, we bene t from the invariance of nodal values under canonical transforms; by summing over
2.5 Discrete Estimates
33
all elements of a mesh Tl we end up with (for notations see Table 2.2 on page 27)
k'k2 2( L k k2 2 ( L kuk2
L2 ( )
) )
C4 h3 l C5 hl C6 h?1 l C7 h?3
l
2 2
Sk ;Tl
(')2 ( )2
for ' 2 Sk ( ; Tl ) for 2 NDk ( ; Tl )
(2.49) (2.50) (2.51) (2.52)
kwk2 2 ( ) L
P;Tl
NDk RT k
k
P ;Tl (w)2 P
;Tl
(u)2 for u 2 RT k ( ; Tl ) for w 2 Qk ( ; Tl )
for all admissible k 2 IN0. Only the shape regularity of the initial triangulation T0 and, of course, the actual nite element space (i.e. the order k) have an in uence on the constants. In detail, C4 and C7 just depend on k and C3, whereas C5 and C6 are functions of C1 and C2, besides. In the parlance of Hilbert space theory, the two{sided estimates (2.49) { (2.52) mean that the nodal bases of the respective nite element spaces are L2{stable. We add a simple implication of (2.49) { (2.52), namely
l Xm f k
L2 ( )
C8 (m; l) kf kL2(
8f 2 Xkl ( ; Th); 0 m l; l 2 f0; 1; 2; 3g ;
(2.53)
where the constant C8(m; k) > 0 depends on the shape regularity and the parameters m l and l only. (2.53) is not a mystery, since Xm f can be obtained by simply dropping a few higher order hierarchical basis functions from the nodal representation of f.
Inverse Estimates
The inverse estimates for all nite element spaces declared so far are summarized in
Theorem 2.38 (Inverse estimates) Under the usual assumption on the sequence of meshes fTl gl from Section 2.3, we obtain for all l 2 IN0 , k 2 IN0 , m 2 f0; 1; 2; 3g kB f kL2 ( ) C9(m; k) h?1 kf kL2( ) 8f 2 Xkm( ; Tl ) l where C9(m; k) > 0 depends only on the shape regularity of T0 , k and m.
Proof. We give the proof only for m = 2, i.e. Xkl = NDk+1 ( ; ). The other spaces are treated analogously. For m = 0 the result is commonplace , anyway (see 14], Theorem 6.8). It su ces to con rm the contention of the theorem on the element level. Summing up over all elements then nishes the proof.
34
We single out an element T 2 Tl and 2 NDk (T ) (k 1). Since b 2 member of a xed nite dimensional space of polynomials, we conclude
b NDk (T ) is a
(2.54)
b We cite the equivalence of all norms on NDk (T ) as an argument. Obviously C10 is a constant for xed k. From (2.23, p. 16) we know
Further, curl b behaves like a 2{form, which tells us j det Bj kcurl k2 2 : kcurl bk2 2(Tb) L L (T ) max (BBT )
\ curl b = curl :
kcurl bkL2 (Tb) C10 (k) kbkL2 (Tb) :
(2.55)
Merging (2.55) and (2.54) and our knowledge of the behavior of the L2 {norm under transformations of 1{forms we get 2 T C10 (k) max(BB2 ) k k2 2 (T ) kcurl k2 2(T ) L L j det Bj 4 so that we end up with C9(m; k) = C10 (k)C1 C ?2. 3
2.6 Approximation Properties

Now we tackle the second pillar of nite element analysis, the issue how well the nite element functions manage to approximate the continuous functions. Again, a ne equivalence techniques are the key to the results. We are concerned with with rather special approximation properties and pass over the ordinary simultaneous approximation results. Those can be found in 28, 55, 56]. Our main objective are L2 approximation estimates for the nodal projectors in fractional Sobolev spaces. The reason why we resort to such odd tools is the failure of the interpolation operators to make sense for the full function spaces. So we have to retreat to spaces of slightly smoother functions.
Lemma 2.39 Let fXl gl2IN0 denote a nested sequence of nite element spaces built upon the quasiuniform family fTl gl of meshes. Write l for the set of degrees of freedom of Xl .
We make the following assumptions: (A1) The nodal bases are L2 {stable:
kvk2 2 ( L
C11 hp l
X
2 l
j (v)j2
for a p 2 Z
(A2) The nite element space Xl contains all continuous, piecewise linear functions on Tl , i.e. S1 ( ; Tl ) Xl (S1 ( ; Tl ))3 Xl ].
2.6 Approximation Properties (A3) If 2

l
35
and vk 2 Xk with k > l we have with integers q; r such that p + q + r = 0 j (vk )j2 C12 hq hr kvk k2 2 ( ) 8vk 2 Xk ; l k L where is the support of the nodal basis function associated with the degree of freedom and C > 0 does not depend on k, l, , and v. (A4) The nodal projector X is a continuous mapping of the Sobolev space H s( ) onto l 1 Xl for s > 2 (p + q). Then, for 1 (p + q) < s 2, we can bound 2
C13 (s) hs kvkH s( ) 8v 2 H s( ) H s( )] l with C13 (s) > 0 neither depending on the level l nor on v.
L2 ( )
v? Xv l
Proof. In substantial steps we closely follow the ingenious proof of Theorem 12 in 93]. First consider a v 2 XL that can be represented as
? Since (A2) leads to X ? l ? X? X

l
v=
L X k=0
vk
X l?1
with vk 2 S1( ; Tk ) 2 (S1 ( ; Tk ))3] : vk = 0 for k

L X !
(2.56)
l ? 1, we get
vk ? X 1 l?
l?1
v = vl + X l
L X ! k=l
k=l+1
vk :
For the sake of brevity we set
el := v
L?1 l=0
X
l
L X ! k=l+1
vk 2 Xl :
Making use of the stability of the nodal basis (A1) we obtain for these functions and > 0
P h?2ske k2 2 v
l
l L( )
with K := 1=(1 ? 2? ) as (A3). Since the meshes are shape regular throughout, each element is part of only a small number N of supports . Then, evidently
L?1 ?2s+p j (vl )j2 hl 2 l l=0 2 L L?1 ?2s+p ? (v ) (hk ) hk C 11 hl k 2 l k=l+1 l=0 L L?1 h?2 j (vk )j2 C 11K h?2s+p h2 l k l 2 l k=l+1 l=0 L L?1 h?2 +r hq kvk k2 2 ( ) : C 11C12 K h?2s+p h2 l k l l L 2 l k=l+1 l=0 a bound for 1 h2 . In the bottommost line we employed k=0 k
C 11
P e P P ? P P P P P P P P P
2 l
kvk k2 2( L
N kvk k2 2( ) ; L
36
L?1 l=0
and we can continue estimating with C14 := C 11 C12 K N :
P h?2ske k2 2 v
l
l L( )
C14
1 with := s ? ? 2 (p + q). For small enough becomes positive, and
P P h?2(s? )+p+q h?2 +r kv k2 2 k L( ) l k l=0 k=l+1 k?1 L P h?2 kv k2 2 ; P C14 h?2 +r k L( ) l k l=0 k=1
L?1 L
k?1 X l=0
h?2
l
k?1 X l=0
22 l
22 k ? 1 = 2 2 ?1
h?2 : 4 {z 1 } k | ?
=:C15
We use r + p + q = 0 and conclude the estimate:

L?1 X l=0
h?2ske k2 2 v
l
l L( )
C14 C15
L X k=1
h?2s kvk k2 2( k L
So far, we have shown

L?1 X l=0
h?2s
l
? X? l
X l?1
2 L2 ( )
L?1 X l=0
h?2skvl + el + el?1 k2 2( v v L l
L?1 X l=0
C16
h?2skvl k2 2 ( ) ; l L
where C16 := 1 + 2C15C14 . Since any decomposition (2.56, preceding page) of v was admitted, we have
L?1 X l=0
(2.57) for a nite element function v that can be represented as a nite sum of piecewise linear, continuous components. Now the right hand side of (2.57) for L ! 1 is the de nition of a Besov space norm of v (see 107], Ch. 2.5). In this special special setting this norm is equivalent to the k kH s( ) {norm ( 91], Theorem 2 and 93], Theorem 8) for 0 < s 2. First we point out that the union of the spaces S1( ; Tl ); l 2 IN0 is dense in H s( ). Then we can exploit the continuity of the interpolation operator (A4) to establish the validity of the bound for in nite sums and arbitrary functions v 2 H s( ) H s( )]. Applying the Cauchy{Schwarz inequality once more nishes the proof
l=0
h?2s l
? X? l
X l?1
2 L2 ( )
C16
inf P v = vl
L?1 X
h?2skvl k2 2 ( l L
v ? Xv k
2 L2 ( )
C16C13 (s) 2?2kskvk2 s
l=k+1
1 P ? X? X v 2 l l?1 l=k+1 2 1 1 P 2?2sl P 22sl ?L (X )?

l=k+1 l H( )
X l?1
2 L2 ( )
37
Remark 2.40 If assumption (A2) stated that Xl contains all (vector) Lagrangian C 0
elements of degree m, the contention of Lemma (2.39, p. 34) would hold for all 1 < s 2 m + 1. The next lemma claims that assumption (A4) holds true for concrete nite element spaces
Lemma 2.41 For any > 0 the nodal interpolation operators NDl k (k 1) and RTl k ;T ;T
NDk RT k v
;Tl ;Tl
(k 0) are bounded linear operators from H 1+ ( ) and H 1=2+ ( ), respectively, onto the corresponding nite element spaces, which are endowed with the L2 ( ){norm:
L2 ( ) L2 ( )
C17 ( ) k kH 1+ (
) )
8 2 H 1+ ( ) 8v 2 H 1=2+ ( )
C18 ( ) kv kH 1=2+ (
The continuity constants C17 ( ) and C18( ) do no depend on the level l of re nement. Proof. We elaborate the proof for Nedelec spaces. The same techniques also work in the case of Raviart{Thomas spaces. Obviously a purely local examination will do. So we focus on an arbitrary element T 2 b Tk and denote by : T 7! T the associated a ne linear mapping from the reference b tetrahedron T . b For b 2 H 1+ (T ) we conclude from the trace theorem for Sobolev spaces ( 61], Theorem 1.5.2.1) on polygonal domains that
bjfb 2 H 1=2+ (fb) bjeb 2 H (b) e
b b for any face f 2 M2 (T ). Applying the trace theorem again shows that b for any edge e 2 M1(T ). b Since L2 is continuously embedded in any Sobolev space with positive index, we immediately have for any degree of freedom b given by (2.45, p. 24) that
jb(b)j
and kbjekH (e) b b
and kbjfbkH 1=2+ (fb)
kbkH 1+ (Tb)
kbjfbkH 1=2+ (fb)
bjfb
b H 1=2+ (f ) b
C19
kbkH 1+ (Tb) :
b H 1=2+ (f )
;
This establishes
b T
NDk b
with C19 only a function of k. By canonical transformation a similar estimate holds for T . Only the shape regularity of T0 enters the constants, besides.
L2 (T )
bjfb
38
Theorem 2.42 (Approximation estimate for nodal interpolation) Under the assumptions on the sequence fTl gl of triangulations of made above we get C20(s) hsk kHs ( ) 8 2 H s( ); 1 < s 2 ; ? NDl 2 L2 ( ) l ;T RT 1 u C21(s) hskukH s( ) 8u 2 H s( ); 1=2 < s 2 ; u ? ;Tl L2 ( ) l
with constants not depending on the level l and the speci c functions. Proof. We aim to bring Lemma 2.39 on page 34 to bear. The assumption (A1) was dealt with in Section 2.5. (A2) is implied by our guidelines for the construction of nite element spaces, and (A4) has just been con rmed in Lemma 2.41. The only point that has not yet been resolved is whether assumption (A3) of Lemma 2.39 on page 34 is true for the nite element spaces of Nedelec and Raviart/Thomas, respectively. (1) We claim that (A3) holds for ND2 ( ; Tk ) with p = 1; r = ?2. First, observe that again b b we can switch to the reference element T : T is being regularly re ned k ? l times, yielding b b a mesh T covering T . Next, we treat di erent kinds of degrees of freedom separately . b First we deal with degrees of freedom associated with an edge b = p1; p2 ] of T : e
b b) :=
(i) e ( b
Z
e b
(i)
Db E ; t d? i = 1; 2
where (i) is linear along b and (i)(pq ) = i;q , i; q = 1; 2. We point out that we temporarily e depart from the p{hierarchical de nition of degrees of freedom. b e b is split into N := 2k?l edges fb1; : : : ; bN g of the mesh T . By simple computations we e e see N N X n (0) b X n ? 1 (1) b (0) b beb ( ) = N ebn ( ) + en ( ) : b n=1 n=1 N A straightforward application of the Cauchy{Schwarz inequality yields:
b(0) (b) e b
N 2 X n2 N 2 n=1 N X n=1
! X N
n=1
j (0) (b)j2 + j (1) (b)j2 en b en b
2N
j (0) (b)j2 + j (1) (b)j2 : en b en b
A canonical transform of 1{forms takes us back to T without a ecting the degrees of freedom. Then we use the stability estimate (2.50, p. 33) for the nodal basis to obtain (2.58) j e( )j2 C 5hl h?2k k2 2( e ) : k L Recall that uniform re nement allows to exchange powers of 2 and meshsizes freely. b b Secondly, we study the degrees of freedom attached to a face f of T . They are given by
Z b) := D (i); b b
(i) b f (
b f
n d
i = 0; 1 ;
39
b where (0) = 1 , (1) = 0 are constant vector elds on f . In the course of the re nement 0 1 b bb of T f is cut up into N 2 congruent triangles fn. Taking into account that the weighting (i) have to be transformed like 1{forms according to (2.20, p. 15), we get as functions degrees of freedom on the small patches: Z b) = DN b
(i) b fn (
b fn
(i) ;
n d
i = 0; 1 :
This leads to the representation

N2 X 1 (i) b b b) = N bfbn ( ) : n=1
(i) b f (
The Cauchy{Schwarz inequality permits us to estimate
b b)
(i) b f (
N2 X 2 n=1
N 1 b(i) (b) 2 = X b(i) (b) 2 b fn N fbn n=1

2
We end up with a even more favorable estimate than for degrees of freedom on edges. (2) The veri cation of (A3) for RT 1( ; Tk ) (with q = 2, r = ?1, p = ?1) goes along the same lines, relying on a re nement of the reference tetrahedron in a rst step. b b To begin with, we study the degrees of freedom located at a face f of T . They can be written as Z (i) b bfb (u) := (i) hu; ni d i = 1; 2; 3 ;
b ba=b where (i) are the barycentric coordinate functions on f . The N 2 smaller triangles fi;j , b arising by subdividing f k ? l times, are arranged and labeled as indicated in Figure 2.2. Please be aware that the weighting functions have to be transformed like 0{forms (2.19, p. 14). A close scrutiny reveals that for instance b(1) (u) b f b
=
N n n P 1 ? n ? 1 P b(1) (u) + 1 ? n P b(2) (u) + b(3) (u) + b a a ba fn;k b N k=1 fbn;k N k=1 fbn;k b n=1 N n n P 1 ? n P b(1) (u) + 1 ? n ? 1 P b(2) (u) + b(3) (u) : + b b b bb fn;k b N k=1 fbn;k N k=1 fbn;k b n=2
2
b f
Applying the Cauchy{Schwarz inequality to this sum we arrive at a bound of the form
b(1)(u) b f b
CN
X 2
n;k;i
) bf(bin;k (u) a b
( b + bfbib) (u) n;k
Finally, we return to the original element T and take into account the stability estimate (2.51, p. 33) for the RT 1 nodal basis:
j f (u)j2 C 6 h2 h?1 kuk2 2 ( l k L
f)
40
b f3a;3 b f3b;2 b f2a;2 b f2b;1 b f1a;1 b f2a;1 b f3a;2 b f3b;1 b f3a;1
b b Abbildung 2.2: Subdivided face f of T . b Next we deal with degrees of freedom in the interior of T , given by b b
(i) b T (u) :=
ZD
b T
(i) ; u
E b dx i = 1; 2; 3 ;
where (1) := (1; 0; 0)T , (2) := (0; 1; 0)T , (3) := (0; 0; 1)T . We remark that the weighting functions undergo the transformations of a 1{form (2.20, p. 15) now. Then similar arguments as in the case of Nedelec spaces help to establish (A3) also for this set of degrees of freedom. We are skipping the details at this point. (3) Only s < 3=2 is covered so far. Since the estimates for s = 2 are standard (see 87], Theorem 2) straightforward Sobolev{scale interpolation bridges the gap. Remark 2.43 Shortly before the completion of this work the author learned that in 80] the assertion of Theorem 2.42 on page 38 for Raviart{Thomas elements was stated in Formula (1.5), but no hint on the proof was provided. A related estimate is given in 40], Formula (0.10), again without proof. The proof can be based on a ne equivalence and the version of the Bramble{Hilbert lemma for fractional order Sobolev spaces (see 44], Theorem 6.1). Probably, this approach will turn out to be technically simpler than the current proof of Theorem 2.42 on page 38 and, moreover, can cope with lowest order elements. Another category of approximation estimates targets the \di erential seminorms",
2.7 A Discrete Extension Operator
41
i.e. they explore what approximation properties hold after applying the proper di erential operator. Results of this kind are well{known (see e.g. 28], x3 Proposition 3.8 and 56], Theorem III.5.4) and stated in the next theorem.
Theorem 2.44 (Di erential approximation properties) Under the assumptions on and the sequence fTl gl of meshes made in Lemma 2.39 on page 34 we have for l 2 IN0 ,
k 1
grad ' ? Sk;Tl ' curl ? NDl k ;T div u ? RTl k?1 u ;T
L2 ( ) L2 ( )
C22 (k) hl jgrad 'jH 1( C23 (k) hl jcurl jH 1( C24 (k) hl jdiv ujH 1 (
) )
where only the shape regularity of the coarsest mesh and the polynomial order k of the spaces a ect the constants. Proof. Following an idea of J. Brandts in 23] the proof can be based on the commutative property of Theorem 2.30 on page 27. Additionally, it relies on familiar a ne techniques and the Bramble-Hilbert lemma used on the reference tetrahedron. This is possible, since all projectors preserve constant functions.
L2 ( )
8' 2 H 2( ) ; 8 ; curl 2 H 1( ) ; 8u; div u 2 H 1( ) ;

In Section 2.1, Theorem 2.4 on page 7, we constructed an extension operator for H 0 (div; ). This result strongly suggests that a discrete analogue might hold as well. This section will con rm this conjecture. In contrast to Theorem 2.4 on page 7 we consider extensions to a larger bounded domain instead of the entire space. To structure the proof of the discrete extension theorem let us start with two preliminary lemmata:
Lemma 2.45 (Inverse estimate in negative scales) Let IR2 be equipped with a sequence of simplicial triangulations fTl gl arising from the regular (dyadic) re nement of a uniform shape{regular initial mesh T0 . If Q0 ( ; Tl ) denotes the space of piecewise constant functions over Tl the following inverse estimate holds true: kwl kL2( ) C25 h?1 kwlkH ?1 ( ) 8wl 2 Q0 ( ; Tl ) ; l with C25 > 0 independent of wl and the meshwidth hl of Tl .
Proof. The proof parallels that of a related inverse estimate in Section 5 of 16]. We start with an arbitrary wl 2 Q0 ( ; Tl ). Recalling the de nition of negative Sobolev norms, we confront the task of nding a ' 2 H 1( ) (of course dependent on wl ) such that 2 2 2 h?2 ('; wl )L2 ( ) : (2.59) C25 kwl kL2( ) 2
k'kH 1 (
42
For the construction of ' set up the dual mesh of Tl by connecting the barycenters of the elements. We augment the dual mesh by the vertices of Tl , as sketched in Figure 2.3. The e resulting triangulation is denoted by Tl .
Cx
x
e The dashed lines show edges belonging to Tl , the solid lines those of Tl .
Abbildung 2.3: Elementary cell Cx of enhanced dual mesh for the construction of '.
Lengthy computations, making repeated use of the Cauchy{Schwarz inequality in IRn now
e ' is then de ned as the continuous, piecewise linear function on Tl that coincides with wl at every barycenter and assumes the average of the values of wl on the adjacent triangles in every node of Tl . Let Cx be an elementary cell of the dual mesh surrounding the vertex x of Tl . Due to the shape regularity of Tl only a small number N of triangles share x. N is also the number of e triangles in Tl that x is a part of. The shape regularity makes the area of these triangles behave like h2 . Now write 1 ; : : : ; N for the values of wl on the elements around x. l Then, per de nitionem, N 1X : '(x) = N i i=1
43
N P i=1 N P i=1 N P i=1 N P i=1
2 i 2 i 2 i 2 i
yield
kwlk2 2 (Cx) L k'k2 2 (Cx) L j'j2 1 (Cx) H
; ; ; :
The constants in these inequalities depend only on N and the ratios which relate the areas of the triangles in Cx to h?2. So, indirectly, they are only in uenced by T0 . A quick glance tells that these inequalities imply (2.59, p. 41), indeed. Lemma 2.45 on page 41 is the \launching pad" for interpolation techniques (see 6]). They give us kwl kL2 ( ) C (s) h?skwl kH ?s ( ) 8wl 2 Q0 ( ; Tl ) for ?1 s 0.
Cx
R ' w dx l
Lemma 2.46 (\Unexpected" regularity of nite element functions) Let IRn be a polyhedrally bounded domain, equipped with a sequence of uniform, shape{regular simplicial triangulations fTl gl created by regularly re ning an initial mesh T0 . Then any function wl that is piecewise polynomial on Tl belongs to H " ( ) for any 0 " < 1=2 and satis es the inverse estimate
kwl kH "(
)
C26(") h?"kwl kL2( ) ;
with C26 (") > 0 only depending on the shape regularity of T0 , the maximal degree of the polynomials and the order " of the Sobolev space. Proof. For a proof of this fundamental result see the appendix of 21], where real interpolation (see 77], Ch. 1.15), the K{method, is used as main tool.
Theorem 2.47 (Discrete extension theorem for Raviart{Thomas spaces)
Under the Assumption 2.16 on page 17 on IR3 let e be a larger domain containing that meets Assumption 2.16 on page 17, too. Further e must allow to extend the initial e triangulation T0 of to a triangulation T of e without a loss of shape regularity or e has to engulf in the sense that @ \ @ e = ;. uniformity. Finally Then there is a sequence of linear continuous extension operators
e Elh :RT 1( ; Tl ) 7! RT 1 ( e ; Tl ) ; e Elh;0 :RT 0( ; Tl ) 7! RT 0 ( e ; Tl ) ; 1 1
whose norms are bounded uniformly in l. Moreover the common bound depends exclusively e on , e and the initial triangulation T0 .
44
+ = 0 in e = @ = ? on @ @n @ on @ e : @n = 0 Now, keep in mind that functions in H (?) are fully decoupled ( 77], theorem 11.4), that is, no compatibility conditions over edges of ? need to be enforced. The trace mapping @u H 3=2+ ( e = ) 7! H (?) ; u 7! @ n is surjective, hence. Then a regularity result due to M. Dauge 38] and P. Grisvard (Coand k kH 3=2+" ( e = ) rollary 2.6.7 in 62]) states that 2 H 3=2+"( e = ) with 0 < " k kH "(?) . e e Now set v := grad and observe v 2 H (div; e = ). This is also a vector eld in 1=2+" ( e = ) and therefore the nodal projection v := RT 1 v is well de ned and beeh H e = ;Tel e e longs to RT 1( e = ; Tl ). In addition, Theorem 2.42 on page 38 gives e e= ; e e L ( = ) e v ? RT 1Tl v 2 e h1=2+" kvkH 1=2+" ( e = ) l h1=2+" k kH 3=2+" ( e = ) l 1=2+" hl k kH " (?) k kH ?1=2 (?) kvhkH(div; ) : In the last but one line the inverse estimate of Lemma 2.45 on page 41 was applied to . Afterwards we used the trace inequality of Theorem 2.2 on page 6. Next, we can apply Theorem 2.30 on page 27 to see e e= ; e e h k kH 1 ( e = ) k kH ?1=2 (?) : div v ? RT 1Tl v 2 = ? Q= ;Tel 2 e1
Proof. The proof was inspired by ideas in the proof of Lemma 3.2 in 18]. The rst steps parallel those in the proof of Theorem 2.4 on page 7. We start with an arbitrary v h 2 RT 1 ( ; Tl ) and denote by h 2 H ?1=2 (?) its normal trace hv h ; nij? . Owing to the properties of the Raviart{Thomas spaces, is piecewise linear. With the previous lemma this implies 2 H (?) for a 0 < < 1=2. Now consider the boundary value problem
Corollary 2.48 (Continuous extension of RT 0( ; Th ) vector elds) Given

setting of Theorem 2.47 there is a sequence of linear operators e Elh :RT 0 ( ; Tl ) 7! RT 0 ( e ; Tl ) e Elh;0 :RT 0 ( ; Tl ) 7! RT 0 ( e ; Tl ) 0 0
Like in the proof of Theorem 2.4 on page 7 we derive the bound C kv hkH (div; ) for the e e L2{norm of v. This is the last rung in bounding kvhkL2 by C kvhkH(div; ). The discrete extension of vh is then built in the very same manner as in the continuous case elaborated in Theorem 2.4 on page 7. All the considerations remain valid for the operator Elh;0. Since our actual target are the lowest order Raviart{Thomas elements, we add
the
L( )
L( )
2.7 A Discrete Extension Operator that are uniformly continuous in l.
45
e Proof. Just apply RTh0 to the extension in RT 1 ( e ; Tl ) obtained through the previous ;T theorem. (2.53, p. 33) guarantees continuity with bounds independent of the level of re nement. Theorem 2.30 on page 27 ensures that the result is actually divergence{free.
Remark 2.49 In 94] it was demonstrated how the construction of discrete extension
operators could be grossly simpli ed by means of local quasi{interpolation. Subspaces of H (div; ) defy this approach for want of a quasi{interpolation operator that obeys the essential commuting diagram property of Theorem 2.30 on page 27. So we cannot help but switch to the continuous spaces intermittently.
Kapitel 3 Second Order Elliptic Boundary Value Problems

Even plain second order elliptic problems o er a rich array of variational formulations if we consider nonstandard approaches. We discuss the mixed method and least squares techniques. The former spawns a saddle point problem which can be solved by a variety of iterative algorithms. The augmented Lagrangian technique is introduced as a device to control the spectral properties of the saddle point problems. Furthermore an analysis of this method provides answers for alternative schemes from the direct elimination of constraints to least squares methods. In the end the issue of an e cient solution of the discrete nonstandard variational problems is reduced to the task of nding a preconditioner for a bilinear form arising from the augmented Lagrangian approach.
3.1 Survey of Variational Approaches

In this chapter our focus is on the most important and best known class of elliptic boundary value problems, namely scalar problems of second order. In a very general form they are given by
u = g (3.1) @u = 0 @n The entries of the 3 3{matrix D (\di usion coe cients") are supposed to be functions in L1( ) and D itself should be a symmetric, uniformly positive de nite matrix, that is
? div(D grad u) + c u = f
in on ?D on ?N :
jxj2 hDx; xi
with positive constants a.e., this ensures ellipticity. The source term f is taken from L2 ( ) and the Dirichlet boundary values should belong to H 1=2 (?D ). The domain IR3 itself is to comply with Assumption 2.16 on page 17, its boundary being partitioned into a part ?D of positive 46
jxj2 8x 2 IR3 a.e. in (3.2) and and c 2 L1( ). Along with the requirement c 0
3.1 Survey of Variational Approaches
47
measure where Dirichlet boundary conditions are imposed and a part ?N for homogeneous Neumann boundary conditions. Boundary faces of have to be entirely contained either in ?D or ?N . The nite element method for solving (3.1) was born out of the observation that any (classical) solution is the unique minimizer of the convex functional Z 1 ( ) + u 7! I ; J (u) := 1 hD grad u; grad ui + c u2 dx J : H ?D R (3.3) 0 2 with u0j?D = g, or, equivalently, can be obtained from the the primal variational problem
1 Seek u 2 H?D ( ) + u0 such that
1 hD grad u; grad i + c u dx = f dx 8 2 H?D ( ) :
(3.4)
Any textbook on the nite element method ( 2, 14, 24, 34]) dwells long on the relationship between (3.3) and (3.4). Also there is a substantial body of literature on discretization schemes based on (3.4). Despite its towering prominence, (3.4) is by no means the only variational problem related to (3.1). Possible alternatives instantly emerge when (3.1) is converted into a system of two rst order partial di erential equations by introducing the ux j = D grad u as a separate unknown. So we wind up with D?1j ? grad u = 0 in div j ? c u = f in (3.5) u = g on ?D hj ; ni = 0 on ?N : Sticking to parlance from physics, the rst equation of (3.5) is being referred to as constitutive relation, the second as continuity equation. For our purposes weak formulations of (3.5) are of interest. This is the point where our considerations fork; obviously, we have quite a few options for deriving weak versions of (3.5). A taxonomy suggested for Krylov subspace methods for the iterative solution of discrete variational problems by Freund, Golub and Nachtigal in 53] will guide us at rst. The authors make a distinction between minimal residual methods and orthogonal residual methods. Pursuing the minimal residual idea for (3.5) means that we aim to minimize the tensor product L2{norm of the residuals of both equations by choosing j and u suitably: 1 Seek (j ; u) 2 H ?N (div; ) (H?D ( ) + u0) such that D?1=2 j ? D1=2 grad u
2
L2 ( )
! + kdiv j ? cu ? f k2 2( ) = min : L
(3.6)
This is the so-called rst order system least squares variational formulation of (3.1). The appropriate choice of spaces guarantees that the solutions of (3.4) and (3.6) agree.
48
The orthogonal residual approach amounts to the customary procedure of testing the equations of (3.5, page before) against suitable function spaces. When choosing the spaces we are faced with a dilemma: In the rst equation greater smoothness is required for u than for j . In the second things turn out vice versa. Ultimately, we have to make a decision which unknown smoothness requirements should be relaxed for. In other words, only one equation can be satis ed in strong sense, i.e. almost everywhere. This constraint o ers a natural classi cation of weak orthogonal residual formulations of (3.5, preceding page): The hybrid method (according to the terminology of 28]) sacri ces the smoothness of j 1 on behalf of u by demanding j 2 L2( ) and u 2 H?D ( ) + u0. The related mixed{hybrid variational problem reads: 1 Seek (j ; u) 2 L2( ) (H?D ( ) + u0) such that (3.7) It is immediate that for smooth di usion coe cients the constitutive relation j = D grad u is satis ed in a strong sense, whereas this is not true of the continuity equation. Plainly speaking, we have recovered the primal method, since the de nition of j may simply be plugged into the second equation. Remark 3.1 Once we proceed to the discrete case the equivalence of (3.7) and (3.4, preceding page) is lost for general D, as di erent averaging schemes take e ect in the evaluation of the inner products (see 29], Section 2). Conversely, the mixed method (in the sense of 28]) ignores the regularity of u, at the same time maintaining that of j , by requiring j 2 H ?N (div; ) and u 2 L2 ( ). A lucid derivation rephrases the equalities in (3.5, page before) by means of test functions from H ?N (div; ) and L2 ( ) for the constitutive relation and the continuity equation, respectively. Then, using Green's formula, (3.5, preceding page) can be cast into the dual variational formulation: Seek (j ; u) 2 H ?N (div; ) L2 ( ) such that (D?1j ; v)L2( ) + (div v; u)L2( ) = (g; hv; ni)L2(?D ) 8v 2 H ?N (div; ) (div j ; w)L2 ( ) ? (cu; w)L2( ) = ? (f; w)L2( ) 8w 2 L2 ( ) : (3.8) In (3.8) the continuity equation is strongly enforced. This accounts for the appeal of mixed schemes for applications where a conservation law is dominant. Prominent examples are semiconductor equations (see 68]), nuclear reactor kinetics (see 103]), and ground{water ow 110]. In the case c = 0 (3.8) can be obtained more rigorously as the dual problem of the constrained minimization problem over H ?N (div; ) (see 45]) Z 1 J (j ) = divinf?f J (v) ; J (v) := 2 D?1v; v dx ; (3.9) v=
) )
(D?1j ; v)L2( ) ? (j ; grad !)L2 (
? (grad u; v)L2( ? (cu; !)L2( )
= 0 = (f; !)L2(
8v 2 L2( ) 1 8! 2 H?D ( ) :
when the constraint is enforced by means of a Lagrangian multiplier.
3.2 A Mixed Finite Element Method
49
First order system (3.5, p. 47)
Minimal residual approach
Orthogonal residual approach Primal method Constitutive rel.: Strong Continuity equ.: Weak Dual method Constitutive rel.: Weak Continuity equ.: Strong
Least squares method
Abbildung 3.1: Tentative classi cation of variational approaches.
A road map for the above considerations is charted in Figure 3.1. It is worth while mentioning the role reversal of the boundary conditions. In stark contrast to the primal approach, in the mixed method the natural boundary conditions are incorporated into the space of uxes whereas Dirichlet boundary values enter the variational equations. Finally, the least squares scheme thrusts all responsibility for boundary conditions onto the spaces.

To streamline the presentation we write V := H ?N (div; ) and W := L2 ( ) and introduce the abbreviations
a : V V 7! IR b : V W 7! IR c : W W 7! IR g : V 7! IR f : W 7! IR
; ; ; ; ;
Denoting by A : V 7! V 0, B : V 7! W 0 , and C : W 7! W 0 the continuous linear operators naturally associated with the bilinear forms a; b, and c, respectively, (3.8) can be stated as Aj + B u = g (3.15) Bj ? Cu = f : Taking into account that both a( ; ) and c( ; ) are positive (semi{)de nite, (3.15) turns out to be an extended saddle point problem in the terminology of 28], xII.1.2. In the same reference existence and uniqueness of a solution of (3.15) are established.
a(j ; v) := D?1j ; v L2 ( ) b(j ; w) := (div j ; w)L2 ( ) c(u; w) := (cu; w)L2( ) g(v) := (g; hv; ni)L2 (?D ) f (w) := ? (f; w)L2 ( ) :
(3.10) (3.11) (3.12) (3.13) (3.14)
50
The previous chapter provided the nite element spaces necessary for a conforming Galerkin discretization of (3.8, p. 48). We assume that is equipped with a uniform shape{ regular simplicial triangulation Th with meshwidth h as introduced in Section 2.4. As nite dimensional subspace V h of V we pick the space RT k;@ ( ; Th) for a k 2 IN0, which is chosen to match the zero out ow conditions on ?N . Further, the spaces Qk ( ; Th) provide a natural choice for Wh W . In fact, \natural" is an understatement, since there is little freedom left with respect to Wh, once V h is xed: Both spaces have to match to make the Babuska{Brezzi stability condition (see 28], xII.2 Theorem 2.1) hold, in order to ensure that the problem is well{posed.
Lemma 3.2 (Stability of Raviart{Thomas discretization) In the setting detailed

above the stability condition
vh 2V h
sup
holds with a constant > 0 only depending on the domain the elements (, i.e. the constant from (2.31, p. 17)).
kvhkH(div;
b(v h; wh)
)
kwhkL2 (
8wh 2 Wh
(3.16)
and the shape regularity of
Proof. A proof of this basic result can be found in 28], xIV.1.2. For the case ?D = @ we present a novel proof, which, unlike the techniques in 28], dispenses with Ls ( )-spaces for s > 2. Pick an arbitrary wh 2 Qk ( ; Th) L2( ). The pure Dirichlet problem ' = wh in ' = 0 on @ has a solution ' 2 H 3=2+ ( ) for a positive according to the regularity results of M. Dauge 38] and P. Grisvard 62]. Set v := grad ' 2 H (div; ) \ H 1=2+ ( ). Then vh := RThk v is well de ned according ;T to Lemma 2.41 on page 37 with kvhkH(div; ) kvkH 1=2+ ( ) k'kH 3=2+ ( ) kwhkL2 ( ) : Evaluating the left hand side of (3.16) for this special vh con rms the Babuska{Brezzi condition(3.16) with > 1=C , where C is the constant in the leftmost of the above inequalities. Too see this, recall that owing to Theorem 2.30 on page 27 b(v h ? v; wh) = 0 for all wh 2 Wh . Plugging the canonical bases of the spaces Vh; Wh into the variational problem (3.8, p. 48), we obtain an inde nite linear system with a block structure exactly like (3.15, preceding page): A~ + BT ~ = ~ | u g (3.17) ~ B~ ? C ~ = f | u
To explain the necessity for an e ective preconditioning strategy a closer scrutiny of some matrices related to (3.17) will be undertaken. On purpose we utterly rely on the matrix setting, since it is the matrix problems which have to be solved at last. Capital Roman characters serve as symbols for matrices in IRm;n. The Euclidean norm of a vector ~ 2 IRn v is denoted by j~ j. v
51
Euclidean operator norm of B can be estimated by kBk C27 h?3 ; where only the shape regularity of Th enters the constants C 27 and C 27 . ~ Proof. To estimate kBk from below, pick an element T of Th. Recall that the sets of basis functions have been arranged in p{hierarchical fashion. So we simply set qh to equal the ~ lowest order canonical basis function of Qk ( ; Th) assigned to T , that is ( ~ ?1 ~ qh(x) = jT j for x 2 T 0 else : ~ Analogously, j h is the canonical RT0 basis function fastened to an edge e of T , which is located in the interior of . From the de nition of RT0 degrees of freedom we infer
Lemma 3.3 Let B denote the rectangular matrix arising from the RT k;@ ( ; Th ){ Qk ( ; Th) discretization of the bilinear form b : V W 7! IR from (3.11, p. 49). Then the
Z
~ T
div j h dx =
To begin with, these selections imply j~hj = j~hj = 1. Then, using the de nition | q (3.11, p. 49), a straightforward computation nishes the proof: v w v kBk = sup jB~j j = sup sup hB~ h;w~ hji v v v h 2V h j~ Z vh2V h wh2Wh j~ hjj ~ h hB~ h; ~hi = q div j dx = jT j?1 C ?1 h?3 ; | q ~ 3 h h j~hjj~hj | q where the constant C 3 from (2.33, p. 19) depends only on the shape regularity of Th. The upper bound is even simpler; starting with the Cauchy{Schwarz inequality, we get from the inverse estimate in Raviart{Thomas spaces (Theorem 2.38 on page 33) and the stability of nodal bases (2.51, p. 33), (2.52, p. 33): kdiv vhkL2( ) kwhkL2 ( ) kBk sup sup j~ hjjwhj v ~ v h 2V h wh 2Wh q ?1 sup sup kv hkL2 ( ) kwhkL2 ( ) C (2; k) C C h?3 C9(2; k) h 9 6 7 j~ hjjwhj v ~ v h 2V h wh 2Wh p In sum, we have C 27 = C9(2; k) C 6C 7 and C 27 = C 3?1 .
~ T
~ @T
hj h; ni d = hj h; ni d = 1 :
e
Lemma 3.4 (cf. 28], xII.3) Let A 2 IRm;m be a symmetric, positive de nite matrix and assume that B 2 IRn;m (m > n) has full rank. Then the minimal and maximal eigenvalue
min
and
max
of the symmetric, positive de nite matrix BA?1 BT are given by hB~ ; ~i2 xy ?1 BT ) = sup sup max (BA n =f0g ~ 2IRm =f0g hA~ ; ~ i j~ j2 xx y y ~2IR x hB~ ; ~i2 : xy ?1 BT ) = inf sup min(BA n =f0g ~ 2IRm =f0g hA~ ; ~ i j~ j2 y ~2IR xx y x
52
Proof. The proof resembles that of Theorem 1 in 4]. We write BA?1 BT = XXT with X := BA?1=2 2 IRn;m. Obviously, the largest and smallest singular value of X coincide with the square root of min and max, respectively. So, let us start with the singular value decomposition (see 58], Ch. 8) X = U VT with orthogonal matrices U 2 IRn;n, V 2 IRm;m and a pseudo{diagonal matrix 2 IRn;m, which contains the singular values 0 < 1 : : : n in its diagonal. Exploiting the orthogonality of U and V we derive for ~ 2 IRn=f0g y
zy zy hB~ ; ~i = sup BA?1=2~; ~ = sup U VT ~; ~ = xy sup j~j z j~j z ~2IRm =f0g z ~ 2IRm =f0g hA~ ; ~ i1=2 ~2IRm =f0g x z xx
From this it is clear that
y ~2IR =f0g
T UT ~ y
sup n
T UT ~ y T UT ~ y
j~j y j~j y
= sup n
~ 2IR =f0g v
j~ j = v
T~ v
T~ v
inf y ~2IRn =f0g
= ~2IRn=f0g inf v
j~ j = 1 : v
Theorem 3.5 (Condition of Schur{complement system) Using the above notations for extremal eigenvalues we get
min(BA
?1 BT )
C 28 h?3 and
max (BA
?1 BT )
C 28 h?5
for the Schur{complement matrix belonging to the saddle point problem (3.17, p. 50). The constants C 28 and C 28 depend only on the shape regularity of the tetrahedra, the stability constant from (2.51, p. 33), and the ellipticity constants ; . Proof. Employ the relationships between the matrices of the discrete saddle point problem (3.17, p. 50) and the bilinear forms of the mixed variational problem in connection with Lemma 3.4: First observe that from the de nition (3.10, p. 49) we obtain
1 and use this to get
kvhk2 2( L
hA~ h; ~ hi v v
kv hk2 2( L
8vh 2 V h ;
inf sup w 2W =f0g

h h
b(vh; wh) ~ v h 2V h f0g kv h kL2 ( ) jwh j
T ?1 1=2 min(B A B)
inf sup w 2W =f0g

h h
b(vh; wh) : (3.18) ~ v h 2V h f0g kv h kL2 ( ) jwh j
3.3 Treatment of Saddle Point Problems
53
)
Then the stability estimate (2.52, p. 33), the trivial fact that kvhkL2 ( and the Babuska{Brezzi condition (3.16, p. 50) deliver
min(B
kvhkH (div;
)
T A?1 B)1=2
C 7?1=2 p C7
?1=2 p
inf sup w 2W =f0g

h h
h?3=2 ;
b(vh; wh) 3=2 vh 2V h f0g kv h kH (div; ) h kwh kL2 (
so that we nd C 28 = C ?1 2. 7 The same arguments combined with an inverse estimate (Theorem 2.38 on page 33) show
hB~ h; whi = (div vh; wh)L2 ( ) kdiv vhkL2( ) kwhkL2 ( ) v ~ C9(2; k) h?1kvhkL2 ( ) kwhkL2 ( ) p C9(2; k) h?5=2 hA~ h; vhi1=2 jwhj 8~ h 2 V ; w 2 Wh : v ~ ~ v ~
Lemma 3.4 on page 51 now completes the proof and C 28 = C9(2; k)2 . Remark 3.6 According to the previous theorem we have for the spectral condition (BT A?1 B) = O(h?2). This lives up to our expectations, since the Schur{complement system should behave like a discrete 2nd order elliptic operator.

The saddle point problem (3.17, p. 50) is an inde nite linear system, which thwarts the straightforward application of many conventional iterative schemes like the CG method. The di culties can be overcome by strategies exploiting the special structure of (3.17, p. 50). Some of them are presented below with the emphasis on potential acceleration achieved through preconditioning.
Schur{complement Approach
Since the matrix A is regular, a very natural idea is to eliminate the ux unknowns ~h, | thus arriving at a symmetric, positive de nite Schur{complement system ? ? BA?1 BT + C ~ h = f ? BT A?1~ u ~ g (3.19) for the remaining scalar unknown uh. In principle, (3.19) is perfectly suited for combined inner and outer iterations, targeting the matrix A and BA?1BT + C, respectively. Since A is the RT k mass matrix, the inner iteration is reasonably fast on any mesh. Yet, Theorem 3.5 warns that BA?1 BT +C might become unacceptably ill{conditioned on ne grids, impairing the performance of an iterative solver. This urges for preconditioning of the Schur{complement system (3.19), thus speeding up the outer iteration. The development of a preconditioner might start with the observation that the operator BA?1B corresponds to the bilinear form (u; v) 7! (Dru; rv)L2( ) for u; v su ciently smooth. Intuition
54
might suggest that it can be tackled by the very same strategies that have successfully been employed for (3.4, p. 47), most prominently multilevel methods. Unfortunately, the discrete spaces Wh lack the kind of regularity required for these ideas to work in a straightforward manner. More sophisticated techniques, which abandon the framework of nested spaces can overcome these di culties, which was demonstrated in 21], Section 8. A cell{centered multigrid approach removed from the nite element background is presented in 100].
Penalization Methods
Alternatively, one could try to get rid of ~ h. Since the matrix C is not necessarily invertible, u adding a penalty term (see 56], x4.3) on the left{hand side of the second equation of (3.15, p. 49) has to pave the way for an elimination of ~ h. A popular choice for the u penalty term is 1=r W ~ h with r > 0. This results in the penalized system u A~h + | B~h ? | BT ~ h u = ~ g ~ C + 1 W ~h = f : r u
0 We adopted the notation W : Wh 7! Wh for the isometric Riesz{isomorphism in Hilbert space Wh . No distinction will be made between the operator W itself and its matrix representation with respect to the nodal basis of Qk ( ; Th ). Be careful not to confuse W with the identity matrix; W essentially describes the switching from the nodal basis of 0 Wh to the (dual) basis of Wh. Elimination of ~ h now yields the s.p.d. system u
?A + rBT (rC +
?1 | ?1 ~ g T W ) B ~ h = ~ + B (rC + W ) f :
(3.20)
r > 0 is called the penalty parameter. Obviously penalization a ects the solution of (3.15, p. 49). Though the perturbation tends to zero for large r (see Theorem 8.7 in 63] for the case C = 0), there are no rigorous rules on how to chose an optimal value for r in practice.
Augmented Lagrangian Method

The augmented Lagrangian approach seeks to exploit the advantages of the penalty method and to steer clear of its drawbacks at the same time. To this end a two track strategy is pursued in the treatment of the linear constraint for the ux: Both a Lagrangian multiplier and an additional penalty term are introduced (compare 56], x4.4). The real parameter r > 0 governing the strength of penalization is called the augmented Lagrangian parameter in this context. The deeper rationale behind this approach is most conspicuous in the framework of minimization under linear constraints (see 57], Chapter 3), but we will skip this aspect here. Let us only add that the variational origin of the method accounts for its failure in the presence of a zero order term. We have to restrict the discussion to the case of vanishing matrix C, hence.
55
On the algebraic level the equations of the augmented Lagrangian approach are easily derived: It boils down to simply multiplying the second equation of (3.17, p. 50) (for C = 0) by rBT ?1 and adding the result to the rst. This yields the equivalent system W
?A + rBT ?1B ~ W |h
B~h |
+ BT ~ h = ~ + rBT ?1 f u g W~ ~ = f
(3.21)
Unlike the penalty method this scheme does not a ect the solution; the exact solution of (3.15, p. 49) can be recovered from (3.21), no matter what the value of r might be. Being relieved from the need to watch out for gross deviations of the discrete solution, the only consideration guiding the choice of r is the objective to make (3.21) as amenable as possible to an iterative solver. The idea to use the augmented Lagrangian method to alter the saddle point problem in advance of the actual solve is not totally new. Recently Vassilevski and Lazarov broached it in 108]. The following two theorems help assess the impact of a particular choice of r on important spectral properties of the system (3.21):
Theorem 3.7 Let Ar := A+ rBT ?1 B be the upper left block of the augmented Lagrangian W
system (3.21). Then Ar is invertible for any choice of r number (Ar ) satis es
min(A)
0 and its spectral condition
+ r C 29 h3 kBk
(Ar )
2 (A) + rC 29 h3 kBk min (A)
where
min(A)
denotes the smallest eigenvalue of A and
:= ~ 2N (B) inf v
h
hA~ h; ~ hi : v v j~ hj2 v
Thus (Ar ) displays an asymptotic behavior like O(h?2 ) for h ! 0. Proof. Obviously Ar is symmetric positive de nite (s.p.d.) and therefore we conclude
T ?1 min(A) + r max (B W B)
max (Ar )
T ?1 max (A) + r max (B W B) :
The customary stability estimates yield

max
(BT ?1 B) =
W
hB~ h; whi2 v ~ sup sup ~ 2 ~ ~ v h 2V h wh 2Wh jv h j h W wh ; wh i hB~ h; whi2 ; v ~ = sup sup 2 kw k2 2 v v h 2V h wh 2Wh j~ h j h L( )
T ?1 max (B W B)
and thanks to the stability estimates (2.52, p. 33) and (2.51, p. 33)
C 7?1 h3 kBk2
C 7?1h3 kBk2 :
56 Symmetry makes hold, as well:
~ ~ inf(B) hAvh; vhi = ~ h 2N v j~ hj2 v h These estimates can be merged into the assertion of the theorem. Next, observe that the stability estimate (2.51, p. 33) and (3.2, p. 46) imply
min (A) min(Ar ) = v inf 2V
~ v hAv h; ~ hi + r ?1 B~ h; B~ h W v v 2 j~ hj v h
C6
?1 h?1 j~ j2 v
h
?1 kv k2 2
h L( )
~ ~ hAvh; vhi
?1 kv k2 2
h L( )
C6
?1 h?1 jv j2 : ~
h
Throwing in Lemma 3.3 on page 51 gives us the asymptotic estimate of the growth of (Ar ) on ever ner meshes. Remark 3.8 In 52], Proposition 2.3, the following asymptotic behavior was proved for r ! 1: kBk2 k ?1k W (Ar ) ' r In light of Lemma 3.3 on page 51 this means that for r ! 1 (Ar ) r h?2
Theorem 3.9 Let
and min denote the largest and smallest eigenvalue of the symmetric positive de nite matrix ?1=2 BA?1 BT ?1=2 . Then the extremal eigenvalues of the W W matrix ?1 BA?1 BT are given by r W
max
?1 ?1 T max( W BAr B ) =
max 1 + r max
and
?1 ?1 T min ( W BAr B ) =
min 1 + r min
Proof. Details of the proof can be looked up both in 71] (proof of Theorem 3.2) and 108] (proof of Lemma 3.1).
Corollary 3.10 For the largest and smallest eigenvalue of the Schur{complement system condensed from (3.21, preceding page) we have the estimates
min (BAr
?1 BT )
C7 and C 7 C 28?1 h3 + r
max (BAr
?1 BT )
C7 ; C 7C 28 ?1h5 + r
with the usual properties of the constants. Proof. Repeated application of the stability estimates (2.51, p. 33) and (2.52, p. 33) allows to drop the matrix W . The details are omitted. The gist of corollary (3.10) is that ( ?1 BA?1BT ) ! 1 as r ! 1. Moreover, not even conr W tinued re nement of the mesh (h ! 0) can lead to an explosion of the condition number. This accounts for the appeal of the augmented Lagrangian approach. For iterative solvers relying on two tiers of iterations, (BA?1BT ) determines the speed of the outer iteration. r
57
It will converge signi cantly faster for large values of r. The overall performance does not necessarily improve; as explained above in Theorem 3.7 on page 55, the condition of Ar becomes worse for larger r and ner meshes, crippling the inner iteration. In other words, the inner iteration signi cantly slows down when meshes are re ned or r is increased. For these reasons, the augmented Lagrangian scheme does not pay o , unless an e ective preconditioner Hr of Ar is available. Among others, it must meet two requirements 1. The condition number of Hr Ar must not increase as r ! 1. 2. The condition number of Hr Ar must remain bounded independently of the number of re nement levels involved. The bottom line is that the augmented Lagrangian approach takes great pains to provide the outer iteration with a well conditioned linear system. This involves a trade{o in the form of an ill{conditioned problem faced by the inner iteration which creates the need for preconditioning. A closer look at speci c iterative procedures is taken in the next section. Remark 3.11 In the presence of roundo the above statements have to be quali ed, since for large r the algorithms become vulnerable to inevitable rounding errors. At least, this was observed in two dimensions (see 70, 102]). 2D numerical experiments also sent the reassuring message that that we can bene t from the properties of the augmented Lagrangian system already for moderate values of r.
Direct Elimination of Constraint

In a series of papers 48, 49] Ewing and Wang elaborated a powerful multilevel method for the solution of (3.15, p. 49) in two dimensions and without zero order term. Their key discovery was that the solution for the ux j h can be determined in two separate successive steps. First a j h 2 RT k ( ; TL) with div j h = Q;kTL f is computed. This can be done directly and cheaply, making use of the underlying multilevel structure. For details the reader is referred to 48]. Afterwards we are faced with the computation of the divergence free part j h ? j h. It is obtained from the rst equation of (3.8, p. 48) restricted to the space of divergence free vector elds. This means sweeping simpli cation as the bilinear form b can be dropped completely. When Neumann boundary conditions are excluded (?N = ;), in light of Theorem 2.36 on page 31, the remaining variational problem can be stated as Seek h 2 NDk+1( ; TL) such that for all 2 NDk+1( ; TL ) ? ?1 ?D?1 curl ; curl h h L2 ( ) = (g; hcurl h ; ni)L2 (?D ) + D j h ; curl h L2 ( ) : (3.22) (3.22) leads to a semide nite linear system. Despite its lack of regularity, the consistent right hand side guarantees the existence of solutions. How one of these can be computed by means of the preconditioned CG method is discussed in Section 6.3 at greater length. The bottom line is that a preconditioner for the operator related to the bilinear form H (curl; ) H (curl; ) 7! IR ; ( ; ) 7! (curl ; curl )L2 ( )
58
is sought, preferably a multilevel scheme to suit the framework of the Ewing/Wang approach. in Chapter 5 we will show that, by and large, this is not a futile bid. As extension of the algorithm, R. Hoppe 72] devised a way to tackle (3.17, p. 50) in the case C 6= 0. They suggested that the term C~ h is frozen, moved onto the right hand side u and that the classical Ewing/Wang scheme is applied to the resulting genuine saddle point problem. This is done repeatedly in a sort of outer iteration until the desired accuracy is reached. The error propagation operator for the outer iteration with damping factor > 0 reads (if the iteration error of the inner iteration is neglected):
Id ?
A BT ?1 B 0
A BT B C
=: Id ? M
We set S := BA?1 BT and e := BA?1 BT + C for di erent kinds of Schur{complements. A S brief manipulation then yields
M
A BT ?1 0 I
I 0 0 S?1e S
A BT 0 I
The last identity teaches that M and S?1e have the same eigenvalues except, possibly, for S the eigenvalue 1. Taking into account (S?1e) = 1 + sup S
u u uh 6=0 BA?1 BT ~ h ; ~ h
hC~ h; ~ hi u u
1+
min
max (C) (BA?1 BT )
along with Theorem 3.5 on page 52 we see that the spectral radius (Se) stays bounded S independent of the meshwidth of the triangulation. The principal result is that the outer iteration does not slow down on ne grids. Precisely speaking, this assumes the inner saddle point problem to be solved exactly. Perhaps the result can be extended to realistic situations by considering a perturbed inner system.
3.4 Iterative Solution of Augmented Lagrangian System

In this section we review the properties of a few preconditioned iterative methods for saddle point problems applied to the augmented Lagrangian system (3.21, p. 55). In particular, we study how performance is boosted, if a fast linear iteration is available, ~ y which allows to solve Ar x = ~ iteratively with minimum e ort and remains e ective even for large augmented Lagrangian parameters r. This iteration can be thought of as a multigrid/multilevel method set in Raviart{Thomas spaces. Later chapters (Ch. 4 and Cf. 5) will be devoted to the construction of such powerful multigrid/multilevel method. At present, the primary goal is to demonstrate optimal computational complexity of the schemes.
59
Uzawa{type Algorithms
Methods of this class essentially arise from applying ordinary iterative schemes for positive de nite systems to the Schur{complement of (3.21, p. 55). Of course, only methods that exclusively rely on matrix{vector products are eligible, more precisely, Richardson's iteration and conjugate gradients. The evaluation of BA?1 BT wh in each step involves the ~ r solution of yet another linear system, which is approximately done in an inner iteration. Unfortunately, the inexact evaluation of A?1 tremendously complicates the analysis of the r algorithms. Indeed, a rigorous convergence theory of CG{Uzawa has proved elusive so far despite the immense popularity of the algorithm. The picture is not as bleak with Richardson{Uzawa, where potentially useful results were recently obtained by Elman and Golub 46] and Bramble, Pasciak and Vassilev 19]. In the former reference the nite number of inner iteration steps is accommodated by small perturbations ~ k of the right hand side. Thus the scheme can be formulated as (see 46], d Formula (8)):
for k = 0; 1; 2; : : : endfor
Compute ~ k+1 such that Ar~ k+1 = ~ ? BT ~ k ? ~ k | | g u d ~) Compute ~ k+1 = ~ k + (B~k+1 ? f u u |
The foundation of the convergence analysis is a requirement on the accuracy of the inner iteration of the form j~ k j jB~ k ? f j d | ~ (3.23) for small > 0. In plain English, this means that the residual of the rst equation of (3.17, p. 50) has to be considerably smaller than that of the second. This innocently looking requirement taints the theory, since there might be cases where B~ k ? f = 0, | ~ T ~ 6= ~ . A termination threshold (3.23) will throw the inner iteration though Ar~k + B uk g | into an in nite loop then. The latter work by Bramble, Pasciak and Vassilev is devoted to a convergence theory for Richardson{Uzawa that is better suited to the current setting. We assume that the s.p.d. matrix Hr is an excellent preconditioner for Ar related to a (damped) linear iteration. In particular, we require that there exists a 0 < < 1, such that (1 ? ) H?1~ ;~ hAr~ ;~ i H?1~ ;~ ; || r | | r | | which means that the linear iteration converges asymptotically with rate . Furthermore, the restriction ?1 T ?1 max (BAr B ) is imposed the damping parameter > 0 of he outer Richardson iteration. Then in 19], Theorem 1, the following bound for the asymptotic rate of convergence of the Richardson{Uzawa methods is established: p 1 (1 ? ) + 2(1 ? )2 + 4 ; 2
60
where := 1 ? min(BA?1BT ). Thanks to Corollary 3.10 on page 56 we do not have r to worry about and ; those can be bounded independently of the level of re nement. For a good preconditioner Hr the rate stays bounded away from 1, as well. In sum, the speed of the Richardson{Uzawa iteration enhanced by preconditioning the inner iteration does not founder on ne meshes. Incorporated into a nested iteration (see 65], Ch. 5), it yields an optimal iterative solver.
The Algorithm of Bank, Welfert and Yserentant

The method proposed by Bank, Welfert, and Yserentant in 4] also clings to the concept of nested iterations. Sloppily speaking, it supplements the Uzawa idea with another enveloping linear iteration for the full saddle point problem. This makes a xed number of inner iterations su ce for convergence towards the exact solution. In a sense, this scheme can be regarded as a cure for the de ciencies just observed with some convergence theories of plain Uzawa methods. In particular, the saddle point system A?1 0 A r BT A r BT = A r 0 r 0 I B I 0 ?Sr B 0 with Sr := BA?1 B is approximated by r
b br b where D := BA?1B ? Sr . This gives rise to the following linear update formula to improve an approximate solution (~k ; ~ k ) 2 V h Wh of the saddle point problem (3.21, p. 55): | u ! !?1 ! ~ b ~k ~ k+1 = ~ k + Ar BT | ~ ? BT ?1 f ? Ar BT g | | W : ~ b ~k u B 0 ~k u ~ k+1 u B D f br br I ? A?1=2 Ar A?1=2
;
b A r BT b B D
b Ar 0 B I
br A?1 0 0 ?br S
b A r BT 0 I
b The symmetric positive de nite matrix Ar serves as a replacement for a symmetric multigrid V{cycle used to approximate Ar . Its purported e ciency means that
Ar
with rate of convergence < 1 on any level. We point out that the use of a preconditioned CG method instead of a multigrid cycle does not t the theory of Bank, Welfert, and b Yserentant, as Ar must not vary in di erent solves of the innermost linear problem. Due to the inherent non{linearity of the method, any matrix associated with CG iterations depends on the right hand side. A second level of inner iterations deals with the approximate Schur{complement system er := BA?1BT . Here the above mentioned restriction does not apply, so that we recombr S mend a xed number of plain CG iterations. Their speed is satisfactory, since by Theorem 8 in 4] 1+ br (BA?1 BT ) (BA?1 B) : r 1?
61
Thus Corollary 3.10 on page 56 sends the reassuring message that no degradation of the performance of this CG iteration occurs as h ! 0 or r ! 1. Lemma 9 in 4] teaches that for each invocation of the CG method there exists a s.p.d. matrix br modeling its e ect S and satisfying the estimate
: I ? b?1=2 er b?1=2 e Sr S Sr Sr < 1 denotes the factor by which the error in the k ker {norm is reduced by the xed S 1 number of CG iterations. As many should be chosen as to get < 3 . In this case Theorem 5 in 4] guarantees the convergence of the outer linear iteration with a rate of 2 : max ; 1? Again, we stress that neither depends on the depth of re nement nor on the speci c choice of r. The same applies to .
Preparatory calculations: ~ 0 = ~ + rBT ?1 f ? Ar~ 0 ? BT ~ 0 r g | u W~ ~0 ~ 0 = ~ ? Bj s g
for = 1 2
k ;
;:::
Solve Ar~ k = ~ k?1 by means of a single multigrid V{cycle based v r on the multilevel concept to be developed in chapter 4. Use a xed number of CG steps to get an approximate solution ~ of BA?1BT dk = ?(~k ? B~ k ). A single multigrid V{cycle serves s v r as inner iteration to approximate A?1 . r
~ ~ r Tackle Ar wk = ~ k?1 ? BT dk by means of another V{cycle.

Perform updates ~ ~ of solution: ~ k = ~ k?1 + wk ~ k = ~ k?1 + dk | | u u ~ ~ of residual: ~ k = ~ k?1 ? Ar wk r r ~k = ~k?1 ? Bwk s s
Abbildung 3.2: Algorithm of Bank, Welfert, and Yserentant applied to the augmented
Lagrangian system.
The entire algorithm with initial guess (~ 0; ~ 0) is outlined in Figure 3.2 (cf. 86]). A | u brief examination of the individual steps along with the convergence results stated above
62
con rms that the amount of work required for a single step of the outer iteration is in fact linearly dependent on the number of unknowns on the nest grid. So the algorithm of Bank, Welfert and Yserentant quali es as an optimal method: When it teams up with nested iteration (see 65], Ch. 5) the iteration error can be brought down to the size of the discretization error with an operation count of a xed multiple of the number of unknowns.
Minimal Residual Method

The minimal residual method is a modi cation of the CG algorithm, which converges for any symmetric matrix (see 66], Ch. 9.5). Thus, it lends itself for the iterative solution of the augmented Lagrangian system (3.21, p. 55). Its rate of convergence depends on the distribution of the eigenvalues of the symmetric matrix (see 101]). Like for standard CG, preconditioned versions of the algorithm are also well established and suitable preconditioning can signi cantly enhance the speed of convergence.
Lemma 3.12 (Convergence of minimal residual method) Let M 2 IRn;n be a sym-
metric and regular matrix, for which a preconditioner in the form of a s.p.d. matrix W is available. Then the error of the iterates ~ k generated by the preconditioned minimal u residual method applied to the linear system of equations M~ = f with initial guess ~ 0 u ~ u ful lls 2q k=2] ~ k ? ~ MW?1 M u u ~ 0 ? ~ MW?1 M ; u u 1 + q2 k=2]
where q := ( ? 1)=( + 1) and stands for the spectral condition number of W?1 M. Proof. See 66], Theorem 9.5.13. Returning to the augmented Lagrangian system (3.21, p. 55), assume that the s.p.d. matrix Hr represents a good preconditioner for Ar with properties as detailed above. Following an idea of Y. Kuznetsov in 75], we propose a preconditioner of the form
W?1 =
Hr 0 0 rI
(3.24)
which obviously meets the requirements of Lemma 3.12. Taking into account the assumptions on Hr and Corollary 3.10 on page 56 we nd that the condition number
0 :=
Hr 0 0 rI
Ar 0 ?1 BT 0 BAr
= maxf minf
?1 T max (Hr Ar ); max (rBAr B )g ?1 T min(Hr Ar ); min(rBAr B )g
is bounded independently of the augmented Lagrangian parameter r > 0 and the meshwidth of the uniform triangulation the discretization was built upon. Consequently (com-
3.5 Least Squares Methods
63
pare Corollary 2.1 in 75]) we have Ar BT Hr 0 = B 0 0 rI Ar BT A?1 0 Ar 0 Hr 0 r = B 0 0 S?1 0 Sr 0 rI r A r BT A?1 0 Ar 0 Hr 0 r ; ?1 B 0 0 Sr 0 Sr 0 rI where Sr = BA?1 BT is the Schur{complement. From 76] we learn that p p 1 1 A r BT A?1 0 r 2 2 1 ? 5 ; 1; 2 1 + 5 ; ?1 B 0 0 Sr so that p 1 + p5 Hr 0 Ar BT : B 0 0 rI 1? 5 0 Indeed, (3.24) provides a viable specimen of a preconditioner for the augmented Lagrangian saddle point problem. In 108] (Proposition 3.2) the same operator was suggested. There the authors established spectral equivalence of the preconditioner (3.24) and the augmented Lagrangian saddle point problem through a generalized eigenvalue problem. Now, if the preconditioned minimal residual method is used in combination with nested iteration (see 65], Ch. 5), a fast iterative scheme results, which reduces the error in the MW?1 M{norm down to the size of the discretization error with a computational e ort proportional to the number of unknowns. This conclusion is valid, since the minimal residual method involves only a single evaluation of the preconditioner and two of the saddle point system per iteration sweep (see 75] for details of the algorithm).

The concept of derivatives in Banach spaces (Frechet derivative) provides a necessary condition for the pair (j ; u) to solve (3.6, p. 47): It must satisfy the variational problem 1 Seek (j ; u) 2 H ?N (div; ) (H?D ( ) + u0) such that (D?1j ; v)L2 ( ) + (div j ; div v)L2 (
)
?
)
? (j ; grad ')L2( ) ? (div j ; c')L2(
(v; grad u)L2( ) ? (div v; cu)L2 ( ) = = (div v; f )L2 ( ) 8v 2 H ?N (div; ) + (D grad u; grad ')L2 ( ) + (cu; c')L2( ) (3.25) = 1 = ? (f; c')L2 ( ) 8' 2 H?D ( ) :
Adding both equations formally gives 1 Seek (j ; u) 2 H ?N (div; ) (H?D ( ) + u0) such that 1 aLS ((j ; u); (v; ')) = fLS (v; ') 8(v; ') 2 H ?N (div; ) H?D ( ) ;
64
with an appropriately de ned bilinear form ? ?H (div; ) H 1 ( ) 7! IR 1 aLS : H ?N (div; ) H?D ( ) ?N ?D and linear form 1 fLS : H ?N (div; ) H?D ( ) 7! IR : 1 The core result of 96] (Theorem 2.1) and 31] asserts the (H ?N (div; ) H?D ( )){ ellipticity of aLS : There exist positive constants LS and LS such that
LS
?D?1j ; v
LS
+ (div j ; div v)L2 ( ) + ( ; ')L2 ( ) + (D grad ; grad ')L2 ( ) aLS ((j ; ); (v; ')) ?D?1j ; v L2 ( ) + (div j ; div v )L2 ( ) + ( ; ')L2 ( ) + (D grad ; grad ')L2 (
L2 ( )
: (3.26)
)
As is shown in 96], the ellipticity constants depend on D and only. A rst consequence of (3.26) is that (3.25, page before) has a unique solution and that aLS gives rise to a positive de nite operator. So the usual Galerkin nite element discretization of (3.25, preceding page) encounters few di culties; any pair of nite element subspaces 1 of H ?N (div; ) and H?D ( ) will do, since in a least squares context no matching criterion for the spaces, like the Babuska{Brezzi stability condition (3.16, p. 50) in the mixed case, has to be met. This is generally advertised (see 8]) as big advantage of the least squares method compared to mixed schemes. At present we chose the nite element spaces RT k ( ; Th) and Sk ( ; Th) introduced in Chapter 1. (3.26) also guarantees solvability of the discrete problem. As second consequence of (3.26) is that
hLS ((j ; ); (v; ')) 7!
(3.27) is spectrally equivalent to aLS. So the operator related to (3.27) holds the promise of an excellent preconditioner for the least squares problem (3.25, page before). Yet, spectral equivalence alone does not justify high hopes. Equally important, we note that in (3.27) variables from di erent spaces are totally decoupled. So the evaluation of the preconditioner boils down to solving the following two problems independently: The rst emerges from the bilinear form ( ; ') 7!
(D?1j ; v)L2( ) + (div j ; div v)L2 ( ) + + ( ; ')L2( ) + (D grad ; grad ')L2( )
hD grad ; grad 'i + ' dx for ; ' 2 H 1( ) :
It is the standard bilinear form related to 2nd order elliptic operators and its e cient multilevel solution has already become classical. The second problem is related to the bilinear form (j ; v) 7!
D?1j ; v + div j div v dx for j ; v 2 H (div; ) :
65
At second glance, we recognize the operator A1 which we have come across when examining the augmented Lagrangian approach. So the very same preconditioner H1 for A1 that gured heavily in Section 3.3 is useful here as well. Remark 3.13 In 32] the least squares problem itself was modi ed by adding an extra constraint curl j = 0. Then the authors could exploit the H 1( ){ellipticity of the resulting bilinear form to return to the turf of standard theory. On the contrary, our approach deals with the original least squares problem.
Kapitel 4 Multilevel Preconditioning

This chapter starts with an overview of the nuts and bolts of multilevel methods in order to drive home the reasons why those ideas do apply to the operator Ar of the augmented Lagrangian approach. As concrete examples of the multilevel schemes for the Raviart{Thomas spaces we present the decompositions of Vassilevski and Wang and the hierarchical basis method of Cai, Goldstein, and Pasciak. We separately study both ends of the spectrum of the preconditioned operator. We nd that a lower bound for the eigenvalues hinges on the existence of a stable nodal decomposition of Nedelec spaces, the very same decomposition still missing for the direct elimination method of Ewing and Wang.
4.1 Principles and Abstract Theory

Philosophical Remarks
Multilevel methods have their roots in fundamental properties of elliptic operators. It would stir no objections if we called these properties \elementary", as they are by no means obscure and profound. With hindsight, the viability of the multilevel approach appears to be fairly obvious. Yet for various reasons it took decades before the relationships were fully understood. Modern reading now provides at least two intuitive justi cations for pursuing multilevel strategies: The rst line of reasoning shifts the focus to the frequency domain: It is a well known fact that linear di erential operators with constant coe cients reduce to simple multiplication after Fourier transform. This re ects the Fourier modes' x 7! eihx;!i being eigenfunctions of any di erential operator de ned on a function space over IRn. Solving a partial differential equation in the frequency domain boils down to plain division, hence. Though tremendously important in theory, this insight is of little immediate value for numerical purposes, because Fourier techniques are plagued by the high computational costs of the transformation and their notable failure in the presence of boundary values on complex geometries. Only in special situations so{called \fast" Poisson solvers based on FFT are available. The picture brightens when we put up with merely approximate solutions for 66
67
the sake of preconditioning. Why not dump the cumbersome Fourier modes proper in favor of more convenient functions that are su ciently close to them? Once this key idea is conceived, the search for simpler substitutes is guided by two observations: The very concept of ellipticity means that the ampli cation of a Fourier mode, when it is fed into the elliptic operator, is only a function of its frequency, and a smooth and monotonous function, moreover. This suggests that we form clusters of functions of similar \wavelength" and treat them alike, i.e. assign them a common ampli cation factor. Fourier modes are mutually L2 {orthogonal. Consequently L2 {orthogonal decompositions are promising tools for generating functions mimicking Fourier modes. The term \multilevel" already betrays how these groups of functions with similar spectral characteristics will eventually be chosen: Simply pick nite element functions living on di erent levels of re nement. The coarse grids house low frequencies, whereas on ne grids high frequencies can be represented. Early multigrid theories 22, 105] stressed this idea and peaked in the comprehensive theory by Hackbusch (see 64]), whose concepts still o er the most powerful devices for the analysis of practical multigrid methods. The examination of two{level splittings is the key idea. Naturally this approach failed to stress that a decomposition of the entire space of functions into classes with similar spectral properties was at the heart of the method. This view came to prevail not before the pioneering work 20] of Bramble, Pasciak and Xu. (To be honest, the idea had been around in the theory of function spaces since long, but the rst to notice the links was P. Oswald 91].) From the above considerations these authors developed the representation
A?1Q0 + 0
L X l=1
4?l (Ql ? Ql?1)
for an approximate inverse of a linear second order scalar elliptic di erential operator A. There Qk stands for the L2{orthogonal projection onto the nite element space on level k. The factors 4?l crudely model the damping e ected by A?1 on functions of a wavelength that for the rst time occurs on level l. A second path leading to the idea of multilevel preconditioning starts from a variational point of view: Solving an elliptic boundary value problem is equivalent to minimizing a convex energy functional. Iterative solvers attempt to edge towards the global minimum by solving several smaller minimization problems. For instance, the Gauss{Seidel method performs minimization along a coordinate line in each step. It goes without saying that a richer supply of directions (subspaces) can boost the odds of a signi cant improvement of the intermediate solution in one step. Yet, care has to be taken to ensure su cient decoupling of the directions, since there is no point in minimizing in the same direction repeatedly. Physically speaking, decoupling of subspaces means that they are energetically separated. In mathematical terms, we seek to split the function spaces into small subspaces invariant
68
with respect to the di erential operator. Eigenspaces lend themselves immediately. Thus we have rediscovered the Fourier modes as most favorable search directions for iterative solvers. As before, we conclude that nite element functions on all levels of re nement should be incorporated. In particular, nodal basis functions over the entire stack of meshes are a sensible choice. They o er plenty of search directions and are su ciently decoupled: Those on the same level have only a small overlap of their supports, those on di erent levels feature di erent wavelengths and do not interact much according to the above spectral perspective. These ideas culminate in the notion of the \semide nite system" devised by M. Griebel 60]: Multilevel schemes are constructed by supplying traditional iterative methods with the combined set of basis functions on all levels as search directions.
Schwarz Methods
It has just been outlined that multilevel methods seek to construct preconditioners based on combining solutions obtained on subspaces: A number of local minimizations are joined to yield an approximate solution of the entire problem. This quali es them as Schwarz methods in a general sense. The term has originally been coined for domain decomposition methods but was recently generalized to cover any kind of inexact solver based on decompositions and subspace corrections 42, 78, 79]. The customary setting is as follows: On a real Hilbert space V , equipped with a scalar product ( ; )0 we consider the symmetric positive de nite bilinear form a : V V 7! IR. By (Au; v)0 := a(u; v), 8u; v 2 V we relate to it a s.p.d. operator A : V 7! V 0 . Assume that we are given a decomposition
V=
N X k=0
Vk
(4.1)
of V into closed subspaces Vk V . By no means (4.1) has to be a direct sum. Solving on the subspaces Vk is equivalent to evaluating a( ; ){orthogonal projections Pk : V 7! Vk . Basically, two distinct ways of conducting the subspace corrections are conceivable. In the terminology of Xu in 115] these are 1. Parallel subspace correction (Additive Schwarz methods): In this case the preconditioner B : V 0 7! V , regarded as approximate inverse of A is given by the sum
N X k=0
BPSC =
Pk
X A?1 = A?1 Q
N k=0 k
(4.2)
that is, the corrections are simply added up. 2. Successive subspace correction (Multiplicative Schwarz methods): This variant is marked by each correction step making use of the results of earlier steps. The preconditioner can be described by
BSSC = Id ?
N Y
k=0
(Id ? Pk ) A?1 :
(4.3)
69
By the way, it is not a mistake that A?1 is present in the formulas (4.2) and (4.3), for B has to be applied to an element of the dual space V 0 . Verify that uk := Pk A?1 f for f 2 V 0 is obtained by solving
a(uk ; vk ) = hf; vk iV 0
8vk 2 Vk
(4.4)
to see that A?1 in (4.2) and (4.3) has only a formal meaning. Cracking down on the computational e ort involved in solving (4.4) is a key concern in the design of the multilevel splitting. Two strategies have been devised to achieve this goal: 1. The subspaces Vk are introduced as the span of only a few nodal basis functions, rendering (4.4) a local variational problem posed a in low{dimensional space, which can cheaply be solved exactly. This has earned this point of view the name \exact subspace correction". The drawback lies in the scores of subspaces which have to be dealt with. 2. A small number of subspaces is used, usually one per level. Of course, to solve (4.4) exactly is not feasible then. Instead, Ak is approximated by an easily inverted operator Rk . This perspective is endorsed by J. Bramble 15] and was dubbed \approximate subspace correction". It must be underscored that many methods t both frameworks, though the second allows for somewhat greater exibility in the analysis. We favor the rst, since in the author's opinion it is superior in clarity. In the next section we are going to examine the algorithmic details of an additive Schwarz scheme. For further information the reader is referred to the survey papers of H. Yserentant 118] and J. Xu 115].
Quantitative Results
However compelling, the heuristic arguments bolstering the multilevel idea are of little value without quantitative underpinning in the form of rigorous bounds for the condition numbers of the preconditioned operators. Fortunately, the crucial criteria that the preconditioners BPSC and BSSC from (4.2) and (4.3) must meet to qualify as suitable preconditioners for A are remarkably simple. A comprehensive exposition is given by J. Xu 115], partly summarizing the work of several precursors 79, 116]. Basically, two inequalities have to be established: A stability estimate of the form inf
(X N
k=0
kvk k2 ; A
N X k=0
vk = v; vk 2 Vk
CStab kvk2 8v 2 V : A
(4.5)
70
A strengthened Cauchy-Schwarz inequality expressed by

1 2 a(vk ; vj ) "k;j a(vk ; vk ) 2 a(vj ; vj ) 1 8vk 2 Vk ; vj 2 Vj :
(4.6)
These two estimates are all it takes to gain quantitative results on the behavior of the preconditioners BPSC and BSSC :
Lemma 4.1 (Lion's lemma) (cf. Lemma 1(i) in 10]) Assuming (4.5, page before), the
?1 smallest eigenvalue of the preconditioned operator BPSC A is bounded from below by CStab .
Proof. The elementary proof can be looked up in 115], Theorem 4.1, 66], Theorem 11.3.1, and 111], Lemma 1.
Lemma 4.2 (Bound for largest eigenvalue) (cf. Lemma 1(ii) in 10]) Given the
strengthened Cauchy{Schwartz inequality (4.6), we have (E) as an upper bound for the largest eigenvalue of BPSC A, where (E) is the spectral radius of the N +1 N +1{matrix ("k;j )0 k;j N .
Proof. See 114], Lemmata 4.5, 4.6, or 119] for the details of the proof. Bounds for (E ) are at hand (see 10], Proof of Corollary 1), once the entries of E decrease geometrically away from the diagonal, i.e. for 0 < q < 1 we have 1+q "k;j Cqjk?jj =) (E ) C 1 ? q :
In the multiplicative case, that is, for the classical multigrid V{cycle, the results can be summarized in similarly elegant fashion:
Theorem 4.3 (Convergence of multigrid V{cycle) A linear iterative method for

the solution of Au = f based on the preconditioner BPSC converges with a the rate kI ? BPSC AkA 1 ? C (11+ (E)) ; Stab
if (4.5, page before) and (4.6) hold true. Proof. See 115], Theorem 4.4 and 118], Theorem 5.1. The most desirable outcome of the analysis is that the preconditioning scheme performs equally well, no matter how far re nement is pushed; the condition number of the preconditioned discrete elliptic operator should remain below a small bound independent of the number of levels employed. If this property is accompanied by low computational costs for the evaluation of the preconditioner | it should take about the same amount of elementary operations as the evaluation of the discrete elliptic operator itself | the whole method is called optimal.
4.2 Multilevel Splitting of Raviart{Thomas Spaces
71

The gist of Chapter 3 is that we urgently need a preconditioner for the s.p.d. matrix Ar := A + rBT ?1 B from Theorem 3.7 on page 55. This matrix can be retrieved by W discretizing the bilinear form
H (div; ) H (div; ) 7! IR (j ; v) 7! (j ; v)L2 ( ) + r (div j ; div v)L2 (
ar :
(4.7)
in Raviart{Thomas spaces. Recalling Remark 2.37 on page 32 we have to exclude mixed boundary conditions in this chapter and go back to pure Dirichlet boundary conditions. Moreover, for the greater part, the discussion will be con ned to lowest order elements. This is no material restriction, but a matter of lucidity; apart from increased technical di culties the results carry over to higher order nite elements.
Spectral Properties
Earlier discussions conveyed that a problem must possess ellipticity to be eligible for multilevel preconditioning. The following observations bolster the idea that for r > 0 ar has this essential quality:
ar is symmetric. ar is continuous. ar is H (div; ){coercive, i.e.
jar (j ; j )j
min(1; r) kj k2 (div; H
8j 2 H (div; )
Examinations in the frequency domain permit us to re ne the last statement: Temporarily ^ switching to the entire space IR3, that is, ignoring boundary conditions, we write j := ^1 ; ^2; ^3 ) for the Fourier transform of j 2 H (div; IR3 ). If ~ = (!1; !2; !3) denotes the (j j j ! independent variable (frequencies), then we have
ar (j ; j ) =
^1 + ^2 + ^3 + r !1^1 + !2^2 + !3^3 j2 j2 j2 j j j
d~ : !
IR3
We see that ar falls short of a neatly elliptic behavior, since high frequency components with !1^1 + !2^2 + !3^3 = 0 fail to be ampli ed: The nontrivial kernel of the div{operator j j j thwarts H 1{coercivity. However, we can retreat to the L2 {orthogonal complement N (div)? of the subspace of divergence{free vector elds, which in the frequency domain can be characterized by j j j j j j !2^3 ? !3^2 = 0 ; !3^1 ? !1^3 = 0 ; !1^2 ? !2^1 = 0 :
72 If j meets these constraints, we have the identity
2 2 2 ^1 + ^2 + ^3 + r !1^1 + !2^2 + !3^3 2 = ?1 + r(!1 + !2 + !3 ) ^1 + ^2 + ^3 : j2 j2 j2 j j j j2 j2 j2 (4.8)
So genuine ellipticity is recovered on N (div)?. Conversely, on N (div) only a zero order term is present. Theorem 2.36 on page 31 discloses a possible remedy in multilevel context: Sloppily writing, N (div) = R(curl), and thus we can formulate the equivalence with the right hand side being restricted to a suitable subspace of H (curl; ). Consequently the bilinear form ( ; ) 7! (curl ; curl )L2( ) becomes the next target for multilevel preconditioning. And a promising one, since the shift of focus has converted the nettlesome zero order term into something close to a benign second order operator. Dropping boundary conditions for the moment we have in the frequency domain: (curl ; curl )L2 ( ) =
ar ( ; )jN (div) () (curl ; curl )L2(
(4.9)
!3 ^2 ? !2 ^3 + !3 ^1 ? !1 ^3 + !2 ^1 ? !1 ^2
d~ !
IR3
Again, we confront a nontrivial kernel N (curl), and, as before, we switch to N (curl)?, which consists of vector elds satisfying !1 ^1 + !2 ^2 + !3 ^3 = 0 : For such functions the following identity is at our disposal
2 2 2 ? 2 2 2 2 2 2 !3 ^2 ? !2 ^3 + !3 ^1 ? !1 ^3 + !2 ^1 ? !1 ^2 = !1 + !2 + !3 ^1 + ^2 + ^3 ;
which illustrates ellipticity on N (curl)?. In a sense, the conditions for a successful application of multilevel techniques are met. This time we do not have to take care of N (curl), since no zero order term is present. The bottom line is that on appropriate subspaces the bilinear forms sport ellipticity. Yet we must not gloss over the di culties inherent in con ning the multigrid idea to subspaces. They can only be mastered with substantial technical e ort.
Concrete Multilevel Decompositions

Assume the usual \multilevel setting" laid out in Section 2.4, with being equipped with a stack of ever ner meshes T0 ; : : : ; TL, L 2 IN. We are going to investigate two types of decompositions, whose construction sets out from di erent starting points and end at similar schemes, regardless. The rst decomposition was proposed by Vassilevski and Wang in 109] and re ects our policy to treat the divergence free part of RT k ( ; TL ) and the remainder separately. The
73
idea is not utterly original; it rst cropped up in a series of papers by Ewing and Wang 48, 49] in connection with the \direct elimination of constraints" addressed in Section 3.3. There it was taken to its extreme by taking care of those two main components of the decomposition in di erent parts of the algorithm. Vassilevski and Wang still treat the di erent parts in the framework of a joint splitting. In symbolic notation its crude structure looks like
RT k( ; TL) :=
with div Dh = f0g and
L X l=0
Hl + D h
)
(4.10)
Hl H0
v l 2 RT k ( ; Tl ) ; hv l ; nij@T = 0; 8T 2 Tl?1 ; := (vl ; curl )L2 (T ) = 0; 8 2 NDk+1;0(T ; Tl ); 8T 2 Tl?1 := RT k ( ; T0 ) :
(l 1) (4.11)
The condition (vl ; curl )L2(T ) = 0 in the de nition of Hl can be regarded as a kind of regularization: It forces Hl jT to be orthogonal to RT 0 0(T ; Tl ) and thus wards o hassle k; caused by localized divergence free vector elds. The ne structure involves further chopping up of the components of (4.10) resulting in the desired one{dimensional components:
Hl
2 RT k l;int
Span fj g
1 l
(4.12)
where the set RT k covers all degrees of freedom of RT k ( ; Tl ) that are located in the l;int interior of elements of Tl?1 , called macroelements in the sequel. Heeding the lessons of the spectral investigations, in particular (4.9), the decomposition of Dh is being constructed from a BPX{type nodal splitting of the Nedelec space:
Dh = curl (NDk+1( ; T0)) +
L X l=1
X
2 NDl k+1 ;T
curl (Span f g)
(4.13)
Yet, we have to investigate the feasibility of the splitting (4.10) rst. Following 109], Section 3, let us start with an arbitrary vh 2 RT k ( ; TL). Denoting by Ql the L2 ( ){ orthogonal projection onto the space Qk ( ; Tl ) and setting Q?1 = 0 we can represent div vh in the following way: div vh =
L X l=0
(Ql ? Ql?1 ) div vh
(4.14)
By the way, this equals the hierarchical splitting of Qk ( ; Tl ). For simplicity we are now writing zl := (Ql ? Ql?1) div vh. Recall that, by de nition, functions from Qk ( ; Tl ) are
74
totally decoupled across inter-element boundaries and contain locally constant functions. This fact, along with the properties of the L2{projection, ensures that
Z
T
zl dx = 0 ; 8T 2 Tl?1 ; l 1 :
(4.15)
(4.15) means a consistency condition, namely zl 2 Qk;0(T ; Tl ), T 2 Tl?1 , which allows to determine a ql 2 Hl such that div ql = zl . This is a consequence of Theorem 2.36 on page 31 applied to each macroelement T 2 Tl?1. A q0 2 RT k ( ; T0 ) with div q0 = z0 cannot be determined locally; on the coarsest grid the following global variational problem has to be solved to get q0 : Seek (q0 ; ph) 2 RT k ( ; T0 ) Qk ( ; T0 ) such that (q0; vh)L2 ( ) (div q0; wh)L2 ( + (div vh; ph)L2(
) )
It goes without saying that vh ? L=0 ql has vanishing divergence and therefore a reprel sentation as curl of a vector eld from NDk+1( ; TL ). That it can be split according to (4.13, page before) is clear then. Another natural multilevel splitting of RT k ( ; TL) is given by the hierarchical decomposition
= 0 R z w dx 8vh 2 RT( k (; T; )T0) = 8wh 2 Qk 0 (4.16) 0 h
RT k( ; TL) =
L X l=0
RT k ? RT k
;Tl
;Tl?1
RT k ( ; TL)
(4.17)
suggested by Cai, Goldstein, and Pasciak in 30]. At rst glance (4.17) and (4.13, page before) have little in common. Yet appearances are deceptive. In the case k = 0 a rst glimpse of the close relationship with the above splitting is furnished by the simple inclusion which is implied by the very de nition of Hl and the degrees of freedom in lowest order Raviart{Thomas spaces. Now observe that thanks to Theorem 2.30 on page 27
Hl
RT 0 ? RT 0
;Tl
;Tl?1
RT 0( ; TL) ;
;Tl
(4.18)
curl
ND1 ? ND1
;Tl
;Tl?1
ND1( ; TL)
RT 0 ? RT 0
;Tl?1
RT 00( ; TL) :
(4.19)
(4.18) and (4.19) give evidence that

RT 0 ? RT 0
;Tl ;Tl?1
RT 0( ; TL) = Hl + curl
ND1 ? ND1
;Tl
;Tl?1
ND1( ; TL) ;
(4.20)
the equality following from the fact that (4.17) constitutes a direct splitting. The genuine hierarchical basis splitting arises by laying out further details of (4.20). On the one hand,
75
if e T for T 2 Tl?1 e0 ? e1 for e = e0 e1 ; e edge of Tl?1 : On the coarsest mesh the nodal and hierarchical bases coincide. Obviously all the vector elds hb form a basis of ND1( ; TL ) (any nodal basis function is easily seen to e;l have a hierarchical representation), which matches the hierarchical decomposition of ND1( ; TL): ND1 ? ND1 hb hb = m;l m;e 0 l; m L m;e ;Tl?1 ;Tl Eventually we have the detailed splitting
hb = l;e hb = l;e e
for the \H{part" of (4.20) the decomposition relies on (4.12, p. 73). On the other hand, to deal with the divergence free part we rst specify a hierarchical basis of ND 1( ; TL) as follows: In each step of uniform re nement all edges are broken apart in the middle. In addition, new edges are created cutting through the interior of elements. Writing e for the canonical ND1 basis function pegged to the edge e 2 E (Tl ), the hierarchical basis functions hb on level l (1 l L) are given by e;l
(4.21) encompassing only one{dimensional spaces. In sum, the hierarchical basis splitting reads:
e2E (Tl )
curl
ND1 ? ND1
;Tl L X l=0
;Tl?1
ND1( ; TL)
Span curl
hb l;e
(4.22) Remark 4.4 In all the splittings (4.10, p. 73), (4.13, p. 73) and (4.21) the portion providing the divergence free vector elds on the coarsest level is contained in the coarse grid space H0. So the component curl ND1( ; T0 ) can simply be dropped without detrimental impact on the quality of the splitting. This is con rmed by the quantitative analysis of additive Schwarz methods with exact subspace corrections presented in Theorems 4.1 on page 70 and 4.2 on page 70 in the rst section of this chapter.
l=0 e2E (Tl )
RT 0( ; TL) =
Hl + curl ND1( ; T0) +
L XX
Span curl
hb l;e
Implementation of Additive Preconditioner

For the additive preconditioner based on (4.10, p. 73) along with (4.12, p. 73) and (4.13, p. 73) formula (4.2, p. 68) takes the shape
1 0 L L BP ar ar ar C r B RT 0( ;T0) + X X PSpanfj g + X X PSpanfcurl j gC A?1 Cr := @ A

l=1
a where PXr : H (div; ) 7! X mean ar {orthogonal projections. The representation (4.23) might not crush all doubts about the feasibility of a \cheap" evaluation even for lowest order elements. Further insights can be gained by inspecting the small problems on subspaces. Keep in mind that the examination in function spaces requires the argument rh0 of the preconditioner to be a linear form.
2 RT k l;int
l=1
2 NDl 1 ;T
(4.23)
76
The subspace corrections emerging from the H{parts are given by 0 ar ?1 r = rh (j ) j ; PSpanfj g Ar h a (j ; j ) 2 RT 0 l;int r The problems a liated with the divergence free components yield: rh0 ) ar PSpanfcurl gA?1 rh = a (curl(curlcurl ) curl ; 2 ND1 r ;Tl ; r
(4.24)
(4.25)
Given a rather coarse initial mesh the solution of the problems on T0 requires negligible e ort. The computation of the right hand sides of (4.24) and (4.25) can be done in the usual multigrid fashion, since the nite element spaces involved are nested and the basis functions locally supported. Therefore successive restrictions of ne grid nodal values rh0(j ), 2 RTL0 , will give all expressions rh0(j ), 2 RTl 0 (0 l L) (compare the nal ;T ;T remark in Section 5 of 117]). These are exactly the coe cients of the dual basis representation of the argument of the preconditioner on all levels. Besides, inter{grid transfers in Nedelec's spaces need not be applied: To understand why, pick a single edge e and observe that due to Stokes' theorem X curl e = 1 jf where the sum covers all faces adjacent to e. The actual signs of the summands depend on the orientations of the faces with respect to the edge. This representation suggests to solve the subspace problems for the divergence free components on a single level in three steps (compare the 2D case discussed in 70]): 1. Collect: For every edge sum up the nodal values obtained by restriction of adjacent faces. In the process take into account orientation through suitable weighting with -1 and 1, respectively. 2. Scale: Perform a scaling of the nodal values located at the edges according to (4.25) . 3. Distribute: Transfer the result of scaling, again weighted appropriately by -1 or 1, from the edges back to the faces. The entire algorithm is outlined in Figure 4.1. Restriction and prolongation mentioned in the context are the canonical intergrid transfer operators stipulated by the embedding RT 0( ; Tl?1) RT 0( ; Tl ) (for the general procedure see 65]). Their evaluation is a purely local process, which involves gathering values from a small number of nodes and forming weighted combinations, equivalent to the evaluation of ordinary di erence stencils. As a consequence, transfers are no more costly than an evaluation of the discrete operator. Moreover, the weights needed for prolongation and restriction, are the coe cients occurring in the representation of a coarse grid basis function on the next ner grid (see 65], Ch. 3.6). Thus little e ort has to be spent on computing them, as the a ne
faces f
4.3 Lower Bound
77
invariant de nition of degrees of freedom renders them independent of the shape of the coarse grid element; a priori calculation gives the weights once and for all. Consult 102] for details of a 2D implementation of the scheme. A full{ edged implementation of a multilevel algorithm in lowest order Nedelec space in three dimensions, based on the GOOFE package 67], is presented in 98, 104]. The bottom line is that given a geometric increase of the number of nodal values as one travels from coarse to ne meshes | this is guaranteed by regular re nement | the method achieves optimal computational e ort.
for l := L to 1 do
Restrict rl to Vl?1. This yields rl?1. Correction in divergence free subspaces: Collect values of rl from ux nodes in faces.
Scale values at the edges. Distribute results to ux nodes and add them to cl .
Solve local problems on re ned elements of Tl : Take restrictions of rl as right hand sides and add results to cl Solve coarse grid problem Ar;0c0 = r0
for l := 0 to L ? 1 do Add cl 2 V l prolongated to V l+1 to cl+1.
RT 0( ; TL)0.
Abbildung 4.1: Evaluation of additive preconditioner applied to rL := rh
4.3 Lower Bound

This section explores the behavior of the smallest eigenvalue of the preconditioned operator Ar , if the decompositions of RT 0 presented before are used to construct an additive preconditioner (see Section 4.1). Then our task amounts to verifying the assumptions of Lion's lemma (Lemma 4.1 on page 70).
78
Abstract Framework
In order to expose the principles, which govern the proof, we are rst studying the problem in an abstract setting. For the reader's guidance, notations have been chosen to conform with those of the preceding sections. We denote by V h and Wh two Hilbert spaces, which contain only square integrable functions. For positive augmented Lagrangian parameter r > 0 we can formally write ar (u; v) := (u; v) + r (B u; B v )L2 (4.26) for the crucial bilinear form ar : V h V h 7! IR. B : V h 7! Wh is a di erential operator with nontrivial null space and : V h V h 7! IR is a scaled L2 inner product ?1 kuk2 2 (u; u) ?1kuk2 2 8u 2 V h L L with 0 < < . We are writing k kar for the norm induced by ar ( ; ). The general policy behind the splittings requires us to seek a separate treatment of N (B ) and the remaining part. The general pattern of the decompositions was X X V h = Hh + D h = Hi + D j (4.27) where Dh N (B ). Of course, we can take advantage of Lion's lemma (Lemma 4.1 on page 70) as soon as the following assumptions are true
i j
Assumption 4.5 We can nd a C30 > 0 so that for any v0 2 N (B ) h

inf
addition
(X
j
v0 2 2 ; j L
X
j
v 0 = v 0 ; v 0 2 Dj j h j
C30 v0 h
L2
(4.28)
Assumption 4.6 For any vh 2 V h we can nd a qh 2 Hh such that B qh = B vh and in

kqhk2r a
P inf q q =
i i h q i 2Hi
X
i
C31 kvhk2r . a
kqi k2r C32 kqhk2r . a a
where the constants C31 > 0 and C32 > 0 can be chosen independently of the functions.
Given the Assumptions 4.5 and 4.6 the additive Schwarz preconditioner Cr based on (4.27) ful lls (C32C31 + C30 (1 + C31 ))?1 : min(Cr Ar ) To see this consider (4.5, p. 69), Lemma 4.1 on page 70, and the following chain of inequalities 2 2 C32kqhk2r + C30 kvh ? qhk2r P inf q kqi kar + P v0inf ?q v 0 L2 j a a q = =v
qi 2
i iH h i
j j h h v 0 2Dj j
(C32C31 + C30 (1 + C31)) kvhk2r : (4.29) a
4.3 Lower Bound
79
The bloated Assumption 4.6 can be streamlined signi cantly in a multilevel context. The spaces Hi are naturally associated with di erent levels of re nement and contain only oscillatory functions. This motivates the assumption
kqikL2 C33 hi kB qi kL2 8qi 2 Hi; 0 i L
(4.30)
with C33 > 0 independent of i and qi. (4.30) is a rigorous statement of the fact that the shorter the wavelength of an oscillatory function the more di erentiation boosts its norm. The second assumption is concerned with the stability of the decomposition of Hh with respect to the \elliptic part" of ar :
Piinf qh qi =
qi 2
X
i
Hi
kB qik2 2 C34 kB qhk2 2 8qh 2 Hh : L L
(4.31)
From (4.30) and (4.31) Assumption 4.6 is quickly gained by means of the Cauchy{Schwarz P inequality: For any sum qh = i qi according to (4.31) we have
kqhkL2
X
i
kqi kL2 C33
X
i
hikB qikL2
C33
X 2!1=2 X
i
hi
kB qi k2 2 L
!1=2
and by switching to the in mum
4 kqhkL2 C33 C34 3 kB qhkL2 : | {z }

=:C35
We made use of the geometrical decrease of meshwidth and the common agreement h0 This estimate means for a representation vh = v0 + qh, qh 2 Hh, v0 2 Dh: h h
1.
kqhk2r a
?1 kq k2 2 + rkB q k2 2
h L h L ?1 C 2 + r) kB q k2 2 h L 35 ?1 C 2 35 kv h k2 2 1+
Finally, (4.30) and (4.31) have turned out to imply Assumption 4.6 with
2 2 C33 C35 : C32 = C34 1 + r and C31 = 1 + (4.32) r So we can retreat to the more agreeable task of verifying the elementary properties (4.30) and (4.31) to get the assertion of Assumption 4.6.
Concrete Setting
Now we return to the problem with V h = RT k ( ; TL), Wh = Qk ( ; TL), B = div and the decompositions given by (4.10, p. 73), (4.12, p. 73), (4.13, p. 73) and (4.22, p. 75),
80
respectively. The principal goal is to establish a lower bound for min(Cr Ar ) independent of the depth of re nement and r 0. The considerations above have already furnished bounds as functions of several constants. Now we have to make sure that for the concrete splittings of Section 4.2 these constants show the desired behavior. A cheering message of (4.32, page before) is that we do not need to bother about a soaring r as long as the augmented Lagrangian parameter does not enter the constants, which is obviously the case. The real issue is, whether C33, C34 and C30 stay bounded as the number of subspaces involved increases. In an intuitive sense, the functions from Hi (i > 0) pass as oscillatory for they consist of isolated bumps in the interior of macroelements. Small wonder then, that (4.30, preceding page) holds:
Lemma 4.7 (cf. Lemma 3.2 in 109] and Lemma 4.1 in 71]) For ql 2 Hl (i > 0) we
have with a constant C36 (k) > 0 depending only on the shape regularity of elements of T0 and the polynomial order of the Raviart{Thomas space. Proof. To begin with, we observe that the assertion of the lemma needs only be shown ~ for a single macroelement T 2 Tl?1 . This paves the way for another application of the powerful tool of a ne transformations: b Consider the reference tetrahedron T , which has experienced one step of regular re nebh of T . Since Theorem 2.36 on page 31 teaches us that any b ment, creating a triangulation T bb bb b wh 2 Qk;0(T ; Th) is the divergence of a qh 2 RT k;0(T ; Th) we have by the open mapping theorem b b b inf kqhkL2 (T ) C kwhkL2 (T ) ; b b div q = wh b ~ with C only depending on the degree k of the ansatz. When switching back to T , the left hand side behaves like a 2{form, whereas the right hand side undergoes the transformation of a 3{form. This introduces an additional factor hi?1 along with constants depending on ~ the angles of T . b In the end, elementary functional analysis tells us that the in mum is attained for qh 2 0 (T ; T )? , which ts the de nition (4.11, p. 73) of H as an orthogonal complement RT k;0 l l jT of the local divergence{free space.
kql kL2(
C36 (k) hl kdiv ql kL2(
8ql 2 Hl ; 0 < l L ;
Lemma 4.8 For q0 from (4.16, p. 74) we can estimate

kq0 kL2 (
)
max
2 ? 1 ; 1 kdiv q k 0 L2 (
with de ned in (3.16, p. 50). Proof. q 0 is de ned via the saddle point problem (4.16, p. 74). Standard stability estimates (cf. 28], Prop. 1.3) immediately yield the bound above.
4.4 Upper Bound
81
This establishes (4.30, p. 79) with C33 := maxf2= ? 1; 1; C36(k)g. The estimate (4.31, p. 79) is trivial for the current decompositions as the spaces div Hi are mutually L2 {orthogonal. Now Assumption 4.5 on page 78 has to be tackled. In the case of the splitting based on (4.10, p. 73), (4.12, p. 73) and (4.13, p. 73) it amounts to the following assertion:
Theorem 4.9 (Stability of nodal splitting of divergence free vector elds) For any v 0 2 RT 0 ( ; TL ) we can nd a 2 NDk+1 ( ; TL ) such that curl = v 0 and there k h h
exists a nodal decomposition
0+
L X l=1
with the stability property
2 NDl k+1 ;T
L X l=1
where
2 Span f g ;
2 NDk+1( ; T0) ;
kcurl
0 L2 ( ) +
k2
X
2 NDl k+1 ;T
kcurl k2 2( L
kcurl k2 2( ) ; L
with the constants not depending on the depth L of re nement and the particular v 0 . h Proof. The proof of this theorem is by far the most di cult of all steps towards controlling the smallest eigenvalue of the preconditioned problem. Its proof is postponed to Chapter 5. Also we restrict ourselves to the case k = 0, which is the only reasonably manageable.
The version of Theorem 4.9 for the hierarchical basis decomposition is straightforward and will not be stated separately.
4.4 Upper Bound

According to Lemma 4.6 on page 70 the behavior of the largest eigenvalue of the preconditioned operator Ar is conveniently gauged by means of a strengthened Cauchy{Schwarz inequality. Guided by the crude pattern of the splitting (4.10, p. 73) we tackle its basic components separately. k = 0 is the default, throughout. We remark on how to extend the results to higher order schemes, however. First we establish a local precursor of the strengthened Cauchy{Schwarz inequality for components with nonzero divergence: ~ Lemma 4.10 (cf. lemma 4.4 from 113] and Lemma 6.1 from 71]) Let T be an arbitrary element of Tm (m 2 f0; : : : ; L ? 1g) and L k > m. Then we have for any z m 2 RT 0( ; Tm) and qk 2 Hk 1 k?m div qk m ar jT~ (qk ; zm) 2C36(0) 2 ~ ~ L2 (T ) kz kL2 (T ) ; with C36 (0) from Lemma 4.7.
82
~ Proof. Initially we point out that div z m is constant on T . For q k 2 Hk we have
Z
~ T
div qk
div z m dx = (div z m)
~ jT
qk ;
d? = 0 ;
(4.33)
~ @T
since the normal components of vector elds from Hk vanish on the boundaries of elements on a coarser level. This implies
ar jT~ (qk ; zm ) = a?1 qk ; z m
~ L2 (T )
qk
~ L2 (T )
kzm kL2(T~) :
(4.34)
~ ~ The mesh Tk , restricted to T , forms a valid triangulation of T . Therefore we can apply ~. It furnishes the estimate Lemma 4.7 on page 80 to T
qk
~ L2 (T )
C36(0)hk div qk
~ L2 (T )
(4.35)
1 we infer the assertion from merely joining the estimates (4.34) and (4.35). Remark 4.11 For higher order nite elements (4.33) no longer holds. In this case we have to resort to Green's formula, the Cauchy{Schwarz inequality and an inverse estimate (cf. 24], Section 4.5) ~ kgrad wkL2(T~) C37 h?1 kwkL2(T~) 8w 2 Pk?1 (T ) m to get
Since h0
Z
~ T
div qk div z m dx C37 h?1 kqkL2 (T~) kdiv z mkL2 (T~) : m (1=2)k?m leads to
Applying Lemma 4.7 on page 80 and taking into account that hk h?1 m an estimate resembling the statement of the lemma:
ar jT~ (qk ; z m) 2 maxf C36(k) ; C37g 1 2
k?m
div qk
~ L2 (T )
kz mkH (div;T~)
In fact, this was the reason why we have preferred a (unnecessarily) weak bound in the statement of the lemma. Our treatment of the divergence free parts of (4.10, p. 73) takes the cue from the approach of F.A. Bornemann in 10]. The devices were originally invented by H. Yserentant 116]. Consult 118], proof of Lemma 6.1, and 115], Lemma 6.1, for further expositions. We divide the set of edges of Tl , denoted by E (Tl) into a xed small number of subsets (classes) Eil], such that no element owns two edges of the same class. At most 21 classes will do:
Lemma 4.12 (Edge coloring) Given an arbitrary simplicial triangulation Th of a 3D domain there is a way of partitioning its set E (Th) of edges into 21 di erent classes Ei, i 2 f1; : : : ; 21g such that the edges of each tetrahedron belong to di erent classes.
4.4 Upper Bound
83
Proof. (1) First we show that seven di erent \colors" su ce to paint the four faces of each tetrahedron di erently: The proof relies on induction by the number of elements. The statement is trivial for one tetrahedron. Now assume that the faces of some elements have already been painted in the prescribed fashion. Consider one more element. At worst, all its faces have been painted in the same color (A number of blank faces only simpli es the argument). So we have to alter the color of three faces ( picked arbitrarily) to obtain a legal coloring, at the same time complying with the constraints imposed by the color pattern of the neighboring elements. This leaves three eligible colors for each face. Since there are also three faces to be painted it is possible to dye them distinctly. In short, the portion of the mesh bearing a valid painting has grown by one element. This completes the induction argument. (2) Now imagine blending the colors of faces at joint edges, creating 21 = 6 7=2 di erent tinges. The rules governing the coloring of faces make sure that all edges of an element must di er in their color. So this \post{processing" produces a desired partitioning of the edge set. Based on this partitioning of the edge set we de ne (see also (4.13, p. 73)) X (4.36) Dli := Span f eg ; i 2 f1; : : : ; 21g ;
being the canonical RT 0 basis function attached to the edge e. The supports of canonical ND1( ; Tl ) basis functions attached to distinct edges in a set Eil] are disjoint, rendering their curls orthogonal with respect to the ar ( ; ) inner product. Consequently the decomposition
e
e2Eil]
Dh :=
L 21 XX l=0 i=1
Dli
(4.37)
fully preserves the orthogonality properties of (4.13, p. 73). In addition, (4.37) is more easily investigated due to the smaller number of subspaces involved, enabling us to obtain a local strengthened Cauchy{Schwarz inequality. Another preliminary lemma facilitates its proof:
narrow zone beneath its surface. Then
1 Lemma 4.13 For a tetrahedron T let ? := fx 2 T ; dist(x; @T ) < 2 h(T )g denote a
the element.
? kpkL2 (?) C38(k) jjT jj kpkL2(T ) 8p 2 Pk (T ) ; with C38 (k) > 0 only dependent on the degree k 2 IN0 of the polynomials and the shape of
Proof. On the reference simplex we have thanks to the equivalence of all norms on nite dimensional spaces: b L b L kpk2 2 (?) j?j kpk2 1(Tb) C (k)j?j kpk2 2 (Tb) L b A ne transformations back to T then give the desired result.
84
~ Lemma 4.14 (Compare Lemma 6.2 in 71]) Pick an arbitrary triangle T 2 Tm (m 2 k 2 Dk ; (1 i 4) and z m 2 RT (T ) holds f0; : : : ; L ? 1g) and a L k > m. For any di 0 ~ i 1 ar jT~ (dk ; zm ) C38(1) p i 2
k?m
dk i
~ L2 (T )
kzm kL2 (T~)
~ Proof. As div dk = 0 there is a k 2 ND1 (T ; Tk ) with curl k = dk . Recalling the i i i i De nition (4.36, preceding page), we can provide the basis representation
k i
~ e T ; e2Eil]
k e( i ) e
The classical idea from 10] is to isolate an internal part of

k i
| Z
~ T
@T; e 2 Eil]
=: i;bd
k e( i ) e
k i
and a boundary part:

k e( i ) e
{z k
T; e 2 Eil]
=: k i;int
(4.38)
{z
This approach is motivated by an interesting feature of the RT 0 ux ansatz: we have curl(a + x) = 0. This permits to drop the internal part of k , because of i
curl
k ; zm i;int
dx =
T |~
k ; curl z m i;int
=0; as curl z m =0
{z
dx ?
} @|T~
zm;
k i;int
=0; as k i;int n=0 on @ T
{z
n dx = 0 :
} ~
(4.39)
How we bene t from this is illustrated by
Z
~ T
curl
k ; zm i
dx =
Z
~ T
curl
k ; zm i;bd
dx =
Z
?
curl
k ; zm i;bd
dx ;
where
? :=
fsupp e; e @T g
~ is a sort of narrow fringe along the boundary of T . In sum, integration can be con ned to ~. As a preliminary result we have by the Cauchy{Schwarz inequality a small part of T
Z
~ T
curl
k ; zm i;bd
dx
curl
k m i;bd L2 (?) kz kL2 (?)
(4.40)
The rst factor can be easily bounded, thanks to the orthogonality of curl k and i;int k (Remember that the supports of these functions are disjoint by construction): curl i;bd
curl
k i;bd L2 (?)
curl
k ~ i L2 (T )
4.4 Upper Bound
85
A bound for the second factor in (4.40) is determined making use of the fact that the area ~ of ? is only a fraction of jT j, if k and m di er widely. More precisely, we have the bound
j?j 2
1 k?m jT j : ~ 2
Feeding this into the estimate of Lemma 4.13 on page 83 completes the proof. Remark 4.15 For higher order Raviart{Thomas elements the canonical basis functions of NDk+1 can be put into classes whose members have disjoint support, as well. The generalization of (4.38) is straightforward, too. (4.39) alone makes a di erence: Recalling the \puckered" shape of k (a quilt of separated scaled basis functions), we can deduce i;int a \hierarchical surplus property" similar to that expressed in Lemma 4.7 on page 80:
k ~ i;int L2 (T )
hk curl
k ~ i;int L2 (T )
Throwing in the inverse estimate of Theorem 2.38 on page 33
kcurl z mkL2(T~)
yields
h?1 kzm kL2(T~) m

k m ~ i;int L2 (T ) kz kL2 (T ) ~
Z
~ T
k ; zm i;int
dx
Chk h?1 curl m
The remainder is obvious. For the sake of an uni ed treatment we change notations
Y l0 := Hl Vh =
Y li := Dli Y li
(4.41)
and we are now concerned with the splitting

L 21 XX l=0 i=0
(4.42)
Theorem 4.16 (Strengthened Cauchy{Schwarz inequality) (compare Lemma 6.2 in 71]) For the splitting (4.42) of Vh holds a strengthened Cauchy{Schwarz inequality of
the form
ar (yk ; ym ) i l
C (0) max 36p r
{z =:e
; C38(1)
i;l;k;m
1 p
jk?mj
yk i
m ar ky l kar
for all yk 2 Y k ; ym 2 Y m ; l; i 2 f0; : : : ; 4g. The positive constants ei;l;k;m do neither i i l l depend on y k ; ym nor on the number L of re nement levels.
86
Proof. Without loss of generality we may assume k > m. First consider a yk 2 0 z m 2 RT 0 ( ; Tm ), and apply Lemma 4.10 on page 81 to each element of Tm : X ar jT (yk ; zm) ar (yk ; zm ) 0 0
T 2Tm
Y k, 0
C36(0) 1 2
k?m
X
T 2Tm
div yk 0
L2 (T ) kz
2 X m2 2 C36(0) 1 k?m X div yk 2 kz kL2 (T ) 0 L2 (T ) 2 T 2Tm T 2Tm C36(0) 1 k?m div yk m = 0 L2 ( ) kz kL2 ( ) 2 From the de nition of the bilinear form ar in (4.7, p. 71) we conclude 1 k 2 y 0 ar div yk 2 2 ( ) ; 0 L r m k2 2 : m k2 (4.43) kz ar kz L ( ) So we end up with p C36(0) 1 k?m k k ; zm) ar (y0 (4.44) y0 ar kz m kar : pr 2 In a similar fashion Lemmata 4.14 on page 84 and (4.43) yield for a divergence free vector eld yk 2 Y k , i 2 f1; : : : ; 21g: i i 1 k?m k ar (yk ; zm ) (4.45) y i ar kz m kar C38 (1) p i 2 where C38 (1) is the constant from Lemma 4.13 on page 83. Combining (4.44) and (4.45) we are nished. From Theorem 4.16 we gain the bound p X 1 (p2 + 1) maxf1; p g : (E ) max ei;l;m;k C38 (1) i;m r ( 2 ? 1) l;k for the largest eigenvalue of the preconditioned operator. We remark that a higher order setting does not make any di erence for this proof. So far we neglected the detailed decomposition (4.12, p. 73) in our investigations. A local examination on the level of macroelements based on a ne transformation techniques is lling this last gap. Precisely speaking, we obtain the following equivalence: RT ~ Lemma 4.17 For 1 l L select an arbitrary macroelement T 2 Tl?1. Denote by Te;int0 ~ the RT 0 degrees of freedom located inside T . Then with constants only depending on the ~ and ; we have shape of T X (ql )2 kql k2r ;T 8ql 2 Hl : a ~ RT 0 2 Te;int
!1
mk
L2 (T )
!1
4.4 Upper Bound
87
Proof. The proof amounts to a straightforward application of the stability estimate (2.51, p. 33) and can be found in 70], Lemma 7.1. Thus the kind of lumping e ected by (4.12, p. 73) does not introduce new dependencies into the constants of earlier estimates.
Kapitel 5 Stable Splitting of Stream Functions

We have postponed the proof of Theorem 4.9 on page 81 up to now. In fact, the present chapter is largely dedicated to this task. Nevertheless, the considerations of the previous chapter and those pursued in connection with the direct elimination approach are in no way the only motive to examine the properties of nodal multilevel decompositions of Nedelec spaces. This is an issue in its own right, so that we intend to give a comprehensive treatment in the form of a two{sided stability estimate. Unfortunately, it is not comprehensive with respect to boundary conditions; only free boundary values are fully covered, whereas the proof for homogeneous boundary values exacts an additional regularity requirement.
5.1 Results on Regularity

In the realm of multilevel methods regularity free proofs for the optimality of preconditioners are much cherished. Two di erent paths lead to this goal: First, the tools forged in 17] take e ect if the elliptic problem has only slightly stronger regularity than the barest minimum. Virtually all meaningful problems are covered thus. The second strategy (see e.g. 11, 119]) hinges on regularity for the core proof. But it can be dispensed with later on by linking any problem to a regular one; it then can be shown that the quality of preconditioning for the regular problem carries over to the original problem. We pursue the second approach, since the rst encounters severe di culties we could not overcome in this work. They are brie y described in Section 5.3. However, be aware that concerns about regularity in multilevel theory are mainly a theorists' obsession. Practitioners are used to applying the methods regardless of a possible lack of regularity.
Regularity of Stream Functions

An indispensable tool for further explorations are certain fractional Sobolev spaces, which have already gured heavily in Theorem 2.42 on page 38 and Lemma 2.46 on page 43. To 88
89
harness the power of these results we have to bridge the gap between the \incomplete" di erential operators div and curl, and the full set of derivatives conventional Sobolev spaces are based on. The main result in this direction is provided by
Theorem 5.1 (Lifting of vector elds with regular curl) Given a convex domain
, assume that the boundary value problem
= f div = 0 n = 0
in in on @ :
(5.1)
with divergence free right hand side f 2 L2 ( ) is H 2( ){regular. Then a vector eld 2 H 0 (curl; ) with vanishing divergence and its curl in H "( ) for a 0 " 1 belongs to H 1+" ( ). In addition, we have the estimate
k kH1+" (
C39 kcurl kH "( ) :

and " only.
(5.2)
with a constant C39 > 0 depending on
Proof. (1) For " = 0 the statement of the theorem repeats that of Theorem 3.7 in 56]. (2) For " = 1 the result is new. curl is a rst order di erential operator so that for 2 H s( ) curl is an element of H s?1( ). It follows that for " = 1 we have curl curl 2 L2 ( ) and div curl = 0. Moreover the boundary conditions imposed on readily yield hcurl ; nij@ = 0 through Stokes' theorem. Now we can apply Theorem 2.10 on page 10 to u := curl ; we observe that (5.1) and the boundary value problem from Theorem 2.10 on page 10 de ning the vector potential coincide. Since the vector potential under the restrictions of Theorem 2.10 on page 10 was unique and happens to meet all these restrictions, we get again as the solution of
= curl u div = 0 n = 0
in in on @ :
Owing to the H 1+"( ){regularity of problem (5.1) we get 2 H 2( ) and
k kH 2 (
kcurlcurl kL2(
kcurl kH 1 ( ) :
This is the contention of the theorem for " = 1. (3) Sobolev scale interpolation (see 6]) between the limit cases " = 0 and " = 1 fully proves the theorem. Remark 5.2 A closer scrutiny reveals that (5.1) needs only be H 1+" ( ){regular to make the assertion of Theorem 5.1 hold. Remark 5.3 If the boundary of was smooth, that is was a compact C 1{manifold, the assertion of Theorem 5.1 would be true for any positive " (cf. Lemma 2.1 in 5]).
90
Regularity on the Unit Cube

Thanks to the perfect symmetry, the regularity problem is most easily attacked on a cube. This special domain will serve as the setting for the larger part of the following investigations.
blem for the Laplacian:
Lemma 5.4 On the unit cube C :=]0; 1 3 we consider the following boundary value pro?
= f = 0 @ = 0 @n
in C on fx1 = 0g fx1 = 1g fx2 = 0g fx2 = 1g on fx3 = 0g fx3 = 1g
(5.3)
)
This problem is H 2 -regular, that is, we have C kf kL2( ) , with C independent of f .
2 H 2( ) for f 2 L2 ( ) and k kH 2 (
Proof. The symmetric arrangement of boundary conditions permits to apply a re ection e principle: Regard C as one octant of C :=] ? 1; 1 3, as illustrated in Figure 5.1.
x3
x2
C
x1
e Abbildung 5.1: Embedding of C in C.
91
e We consider an extension by symmetry S : C (C) 7! L2(C), mapping a function 2 C (C) 2 (C) by the rules: to e 2 L e e (x1; x2; x3) e (x1; x2; x3) e (x1; x2; x3) e (x1; x2; x3) e (x1; x2; x3) e (x1; x2; x3) e (x1; x2; x3) e (x1; x2; x3)
= = = = = = = = (x1 ; x2; x3 ) ? (?x1 ; x2; x3 ) ? (x1 ; ?x2 ; x3 ) (x1 ; x2; ?x3 ) (?x1 ; ?x2 ; x3 ) ? (?x1 ; x2; ?x3 ) ? (x1 ; ?x2 ; ?x3 ) (?x1 ; ?x2 ; ?x3 ) for 0 < x1 < 1; 0 < x2 < 1; 0 < x3 < 1 for ? 1 < x1 < 0; 0 < x2 < 1; 0 < x3 < 1 for 0 < x1 < 1; ?1 < x2 < 0; 0 < x3 < 1 for 0 < x1 < 1; 0 < x2 < 1; ?1 < x3 < 0 for ? 1 < x1 < 0; ?1 < x2 < 0; 0 < x3 < 1 for ? 1 < x1 < 0; 0 < x2 < 1; ?1 < x3 < 0 for 0 < x1 < 1; ?1 < x2 < 0; ?1 < x3 < 0 for ? 1 < x1 < 0; ?1 < x2 < 0; ?1 < x3 < 0
In short, across the x1 ; x2 {plane the function is continued to an even function, across the x3 ; x2{ and x1 ; x3{planes to an odd function. By continuity S can be declared on the whole of L2 (C). We observe that any 2 H 2(C) ful lling the boundary conditions of (5.3) gives rise e to e 2 H 2(C); the H 1 patching conditions are satis ed for both e and grad e on the boundaries of the octants. Mapping the right hand side by S as well, we can shift to a boundary value problem for e the Laplacian in C, which is restricted to functions in the image of S . This transformed problem sports periodic boundary conditions. So, by identifying opposite e faces of C, we arrive at a problem on the 3{torus. This wrapping around also preserves 2 {functions. Now Theorem 7.2 in 97] tells us that this problem is H 2 {regular. By H reversing the transformations, this carries over to the original problem, as well. Remark 5.5 Starting with the same symmetric extension procedure S , the assertion of the theorem could be shown by means of Fourier transforms, as well. Applying the contention of the above theorem componentwise shows that the boundary value problem for 2 H 1(C)
? = f @ @ n h ; ni = 0
n = 0
in C on @ C on @ C
(5.4)
is also H 2 (C){regular. In particular, if f 2 L2( ) and div f = 0, we nd that for every 2 H01(C) (grad div ; grad )L2 (C) = ( + curl curl ; grad )L2 (C) = (f ; grad )L2 (C) + (curl curl ; grad )L2 (C) = 0 : Moreover, the boundary conditions of (5.4) mean that div has to vanish on the boundary. Consequently, div is the solution of = 0 = 0 in on @ :
92
Since div 2 H 1(C), div = 0 is immediate. The bottom line is that (5.4, page before) is fully equivalent to
= f div = 0 n = 0
in C in C on @ C :
(5.5)
Ultimately, we have made sure that the assertion of Theorem 5.1 on page 89 is valid for the unit cube C.
Defective Regularity
In 89] Nedelec dropped a remark that problem (5.1, p. 89) might be H 2 ( ){regular on any convex domain. Disappointingly enough, this conjecture is refuted by the ensuing cunning counterexample crafted by M. Costabel 36]. Since it cannot be found in literature we give a full exposition. Consider a domain := 0 I IR3 with cross{section 0 IR2 and I :=]0; 1 . 0 is constructed by smoothly cutting o the sector S := f(r; '); r 0; 0 < ' < !0g for !0 < , where (r; ') refers to polar coordinates in the plane. Thus we get a domain with smooth boundary except for a single corner, looking like a wedge with a rounded butt. The intended shape of 0 is illustrated in Figure 5.2.
x2
0 1
x1
Abbildung 5.2: 2D x1 =x2 cross section of model domain for Costabel's counterexample
Using the C 1(IR){function | a classical molli er |
8 >1 > < 1 f (x) := >exp 1 ? 4(1 ? x)2 >0 :
for x < 1=2 for 1=2 x 1 for x > 1 ;
93
the de nition (r; ') := f (r) gives a smooth function on 0 without angular variation. Another ingredient is the well known harmonic singularity function ' (r; ') := r'=!0 cos( ) ; r > 0; ' 2]0; !0 : !0 Lengthy computations and an examination of the singularity at 0 con rm 62 H 3( 0 ) for !0 > =2. Consequently, grad cannot be contained in H 2( 0 ) then. Multiplying and yields a function := , which is easily seen to ful ll = g hgrad ; ni = 0 in 0 on @ 0 ; is used to
with a smooth function g vanishing in a neighborhood of 0. The function de ne a vector eld q on :
0 q (x) := @
0 0 (x1 ; x2) (x3 )
1 A ; x = (x1; x2; x3)T 2 ; 1 C: C A
1 where 2 C0 (I ). Then we set := curl q, which evaluates to
(x) =
0 @ B @x@2 (x3 ) B ? @x1 @

0
To begin with, we point out that 62 H 2( ), since and coincide in the vicinity of 0. Next, is shown to satisfy (5.1, p. 89). Applying the formulas of vector analysis, we get: The factor in the de nition of ensures that vanishes in some neighborhood of @ \ fx3 = 0 ^ x3 = 1g. Furthermore, observe that n = (n1 ; n2; 0)T with n1; n2 2 IR on @ \ f0 < x3 < 1g, so that we conclude for this part of the boundary @
n=
0 @ B @x@2 (x3 ) B ? @x1 @

0
1 C C A
0 1 B n1 C = (x ) hgrad ; ni = 0 : B n2 C 3 @ A
0
In sum, the boundary conditions of (5.1, p. 89) are met. div = 0 is immediate as a consequence of div curl = 0. For smooth functions di erential operators commute, what means
0 B = curl q = curl B @
0 0 g(x1 ; x2) + 00 (x3)
1 C 2 (C 1( C 0 A
))3 :
94
Hence, even for smooth f the solution of (5.1, p. 89) does not necessarily belong to H 2 ( ). Remark 5.6 The above example does not rule out H 1+" ( ){regularity of the boundary value problem (5.1, p. 89) on convex domains and for small " > 0. In Remark 5.2 on page 89 we mentioned that this was su cient for the vital estimate (5.2, p. 89). It will turn out that (5.2, p. 89) is the tightest requirement on regularity in the following proof. So the message of the counterexample is not atly daunting; the current approach might well cover all convex domains. But a comprehensive analysis of the regularity of problem (5.1, p. 89) is beyond the scope of this work.
5.2 Quotient Spaces

The principal target of the investigations in this chapter is the H (curl; ){seminorm 7! kcurl kL2( ) . It plays a role similar to that of the H 1( ){seminorm in the theory of classical multilevel methods for 2nd order elliptic problems. Yet the similarity fails in one important respect; the kernel of the H 1( ){seminorm is at worst one{dimensional, containing only constant functions. Conversely, the kernel of the curl{operator is an in nite dimensional space (compare Theorem 2.7 on page 9). From this single source most of the challenges we face in the construction of a viable multilevel splitting arise. It is a natural impulse to elude the di culties accompanying the unruly kernel by switching to quotient spaces. Thus the seminorm can be converted into a genuine norm. This can create an environment amenable to the technical arsenal of multilevel theory presented in Section 4.1. Yet in practice quotient spaces are fairly cumbersome to handle; This motivates the search for isomorphic models, which constitutes the main subject of the present section. Both in the continuous and discrete case, subspaces of H 0(curl; ) and the Nedelec spaces are explored that correspond to quotient spaces modulo Ker(curl). The proof will sometimes rely on the Dirichlet problem for the Laplacian to be H 2{regular. So, in this section we require:
Assumption 5.7 We assume that

boundary.
IR3 is a bounded convex open set with polyhedral
The Continuous Case

The present goal is to nd a subspace of H 0 (curl; ) isometrically isomorphic to H 0 (curl; )=Ker(curl). To that end, recall the de nition of norms on quotient spaces:
k _ kH 0 (curl;
)=Ker(curl)
:= 2Ker(curl) k + kH(curl; inf
_ 2 H 0 (curl; )=Ker(curl)
Note that symbols for equivalence classes in a quotient space bear a dot on top. By Theorem 2.7 on page 9 we know that Ker(curl) = grad H01( ). Alternatively, the norm
5.2 Quotient Spaces
95
on the quotient space may be de ned by k _ k2 0(curl; )=Ker(curl) := kcurl k2 2 ( ) + inf k + grad 'k2 2 ( ) : L L H 1
'2H0 ( )
This minimization problem can be cast in variational form: 1 Find 2 H0 ( ) such that (grad ; grad )L2( ) = ? ( ; grad )L2 ( ) 8 2 H01( ) : Stated verbally, grad is the L2{orthogonal projection of ? into the space Ker(curl), which is a closed subspace of L2( ), according to Corollary I.3.4 in 56]. In strong form the variational problem reads ? = div in (5.6) = 0 on @ : In sum, we have found k _ kH 0 (curl; )=Ker(curl) = k + grad kH (curl; ) ; with from (5.6). Setting ( ) := + grad , the vector eld ( ) 2 H 0(curl; ) is uniquely characterized by ( ( ); grad ')L2 ( ) = 0 8' 2 H01( ) (5.7) so that we are led to de ne n o 1 H ?(curl; ) := 2 H 0 (curl; ); ( ; grad ')L2 ( ) = 0; 8' 2 H0 ( ) : 0 (5.8) (5.7) is usually called a gauge condition. This term from physics refers to extra requirements imposed on vector potentials to ensure uniqueness. More precisely, (5.7) is a special case of a Coulomb gauge, since it forces the divergence to vanish in a weak sense. Remark 5.8 To adjust the gauge condition (5.7) to free boundary values we have to allow ' 2 H 1( ). in general, the developments of this section remain valid for free boundary values only after tri e adjustments. With the notation (5.8) we can state: Corollary 5.9 The mapping _ : H 0(curl; )=Ker(curl) 7! H ?(curl; ) describes an 0 isometric isomorphism of Banach spaces. Observe that the mapping : H 0(curl; ) 7! H ?(curl; ) leaves the curl of a vector 0 eld unscathed. Thus, we immediately obtain an orthogonal decomposition of H 0(curl; ) (see also Corollary I.3.4 in 56], Lemma 4.3 in 81]) H 0 (curl; ) = H 0 (curl; ) H ?(curl; ) 0 0 Now, H ?(curl; ) { check the weak notion of divergence { must be a subspace of 0 H 0 (div; ) as well. Hence, from Theorem I.3.7 in 56] we can draw the following conclusion (since we assume to be convex):
96
Theorem 5.10 (Embedding of 1H ?(curl; )) The space H ?(curl; ) is algebraically 0 0 and topologically isomorphic to H ( ) \ H 0 (div; ) \ H 0 (curl; ), where the latter space is equipped with the k kH 1( ) {norm.
Honoring its exceptional signi cance for our investigations we explicitly state a straightforward consequence of the theorem (Lemma I.3.4 in 56]):
k kL2 (
C40 kcurl kL2 (
8 2 H ?(curl; ) ; 0
(5.9)
with C40 := C40 ( ). We purport, calling it \Friedrichs inequality in H ?(curl; )" excel0 lently conveys the character of (5.9).
The Discrete Case

Let us provide with a sequence of meshes fTl gl , l 2 IN0, with the usual properties laid out in Section 2.4. Then the previous considerations remain largely valid in the discrete case of NDk;0( ; Tl ){spaces. Now we have (compare Theorem 2.36 on page 31) Ker(curl) = f h 2 NDk;0( ; Tl ); curl
+ ( k;0
= 0g = grad Sk;0( ; Tl )
and, proceeding as above, we can de ne a mapping

l;k
: NDk;0( ; Tl ) 7! ND
; Tl ) :=
h;
( h; grad 'h)L2 ( ) = 0; 8'h 2 Sk;0( ; Tl )
where the image ND+0( ; Tl ) is an isometrically isomorphic model for the quotient space k; modulo Ker(curl). The estimate (5.9), which is trivial in the case of H ?(curl; ), can be 0 recovered in the discrete setting, with considerable e ort, however:
Lemma 5.11 (Discrete Friedrich's inequality in Nedelec spaces) For all l 2 IN0 and k 2 IN we have the estimate k hkL2( ) C41 kcurl hkL2 ( ) 8 h 2 ND+0( ; Tl ) k;
with C41 > 0 independent of
h
and the level l of re nement.
Proof. See Theorem 9 in 87] or Proposition 5.1 in 56]. Remark 5.12 We must not miss the decisive fact that the spaces ND+ 0( ; Tl ) are not k; nested, i.e. ND+0( ; Tl) 6 ND+0( ; Tl+1) : k; k; Nor are they contained in the continuous space:
ND+0( ; Tl) 6 k;
H ?(curl; ) 0
These traits will compound the di culties on the way to a stable multilevel splitting. By the way, the very same di culties plague multilevel approaches to nonconforming nite element discretizations. Many successful solutions have been suggested in these cases (see
5.2 Quotient Spaces
97
e.g. 95]). Yet crucial components of these schemes are speci cally tailored to particular settings, so that they o er no clue on how to treat the current problem. Since we are badly in need of a nested sequence of spaces, where kcurl kL2( ) de nes a norm, though, we turn to the images of the discrete spaces under the projection operator of the continuous setting.
Lemma 5.13 Setting ND?0( ; Tl ) := (ND+0( ; Tl )) we nd that k; k;

: ND+0( ; Tl ) 7! ND?0( ; Tl ) k; k;
is bijective, with the norm of the inverse being uniformly bounded with respect to the level l of re nement. Proof. Owing to the contraction property of , all we have to establish is a stability estimate of the form
k hkH(curl;
C42 k ( h)kH(curl;
8 2 ND+0( ; Tl ) : k;
where C42 > 0 is a ected only by the polynomial order k and the shape regularity of T0. For an arbitrary h 2 ND+0( ; Tl ), the de nition of the projection teaches us that k; ( h) ? with 2 H01( ) satisfying
1 (grad ; grad ')L2( ) = ? ( h; grad ')L2( ) 8' 2 H0 ( ) :
= grad ;
Further, Lemma 5.11, along with the variational equation that has been de ned by, implies C kgrad kL2( ) k hkL2( ) 1 + 41 k hkH (curl; ) : C41 An application of the triangle inequality nishes the proof
k ( h)kH(curl;
k hkH (curl; ) ? kgrad kH (curl;
1 k k ; 1 + C41 h H(curl; )
and yields C42 = 1=(1 + C41). Remark 5.14 The spaces ND?0( ; Tl ) are a blend of nite element spaces and contik; nuous function spaces; they are nite dimensional, yet lack a piecewise polynomial nature and neatly localized basis functions. So typical properties of nite element spaces like inverse estimates are hard to obtain. On the other hand, they are perfectly nested
ND?0( ; Tl) ND?0( ; Tl+1) k; k;

what makes them an attractive setting for multilevel investigations.
98
Semicontinuous Projection
We stick to a double track strategy; we intend to make use of the nesting of the ND?0( ; Tl){spaces and bene t from the properties of the nite element spaces k; ND+0( ; Tl+1) as well. So we need a link between these two families of spaces. Thanks k; to Lemma 5.13 is a promising candidate. Unfortunately the inverse of the mapping from Lemma 5.13 is not uniformly bounded in the meshwidth h with respect to the L2{norm. A weaker estimate holds, however, if the second order Nedelec space is examined and (5.2, p. 89) holds for the domain under consideration. In view of the result of the preceding section, C stands for a domain with this property in the sequel.
Lemma 5.15 With C43 > 0 independent of the depth l of re nement and the function
we have
k hkL2 (
C43 k ( h)kL2( ) + hl kcurl hkL2(
8 h 2 ND+;0(C; Tl ) : 2
Proof. Pick an arbitrary h 2 ND+;0 (C; Tl ). Since the mapping : ND+;0 (C; Tl ) 7! 2 2 ? (C; T ) does not a ect the curl of its argument, curl ( ) = curl is piecewise ND2;0 l h h linear. Then Lemma 2.46 on page 43 shows that curl ( h) 2 H "(C) for " 2 ]0; 1=2 . This means, according to Theorem 5.1 on page 89, that ( h) 2 H 1+"(C) and k ( h)kH "+1(C) C39kcurl ( h)kH "(C) ; where we made tacit use of div ( h) = 0. Now Lemma 2.41 on page 37 convinces us that the nodal interpolation operator NDl2 is well de ned for ( h). C;T This has a stunningly familiar ring: In his analysis of optimal multilevel splittings for H 1( ){elliptic problems F. Bornemann in 12] proclaims that \thus the essential step is to use the fact that linear nite elements are a little bit smoother than one usually thinks". The same feature of Nedelec spaces forms the foundation of the current approach. In addition, we can rely on Theorem 2.42 on page 38 and the triangle inequality to see that ND2 ( ( )) 2 1+" h L (C) k ( h )kL2 (C) + C20 hl k ( h )kH 1+" (C) ; C;Tl where " enters the constant C20 , of course. Now we x ", so that it can be regarded as a constant from now on. Again Theorem 5.1 on page 89 is useful for continuing the estimate: ND2 ( ( )) 1+" h L2 (C) k ( h )kL2 (C) + C20 C39 hl kcurl h kH " (C) C;Tl k ( h)kL2 (C) + C20C39 C26 h1 kcurl hkL2 (C) l (5.10) In the nal step we employed the inverse estimate of Lemma 2.46 on page 43. From basic properties of the mapping we conclude curl ( h ? ( h)) = 0 : (5.11)
5.3 Stable Splitting on the Unit Cube
99
We have already found out that the nodal projection is de ned for both summands in (5.11), so that Lemma 2.30 on page 27 yields
? curl NDl2 ( h ? ( h)) = 0 : C;T

curl
Further linearity and idempotence of the projector ensure
? ? h
ND2 ( ) = 0 : h C;Tl
Consequently, by Theorem 2.36 on page 31 there is a representation (see also Lemma III.5.10 in 56])
h?
ND2 ( ( )) = grad 'h for 'h 2 S2;0 (C; Tl ) ; h C;Tl
whose use can be traced back to an idea of Nedelec in 87] and which is thoroughly illuminated in 81], Section 4.1. Now we are going to exploit h 2 ND+;0(C; Tl ): 2
k hk2 2 (C) = L
? ; grad ' + h h
k hkL2(C)
ND2 ( ( )) h C;Tl
ND2 ( ( )) h C;Tl
L2 (C)
? ; h
ND2 ( ( )) h C;Tl
L2 (C)
L2 (C)
Plugging (5.10) into this estimate completes the proof and gives C43 = maxf1; C20C39 C26g.
Remark 5.16 If the assertions of Theorem 2.42 on page 38 held for the nodal interpo-
lation in any Nedelec space NDk (C; Tl ), k 2, so would the previous lemma. Indeed, there is little doubt they do. Yet, greater generality would come at the expense of clarity, so that we decided to stick with the lowest order case. Remark 5.17 It is the fault of the approximation estimate of Theorem 2.42 on page 38 that Lemma 5.15 has to tamper with higher order Nedelec spaces. Using the contention of 80], Formula (1.5) the lemma can be established for lowest order nite element in the very same fashion (compare Remark 2.43 on page 40).

In the preceding section we have already xed the main thrust of our attempt to establish a stable multilevel splitting in H (curl; ). In this section a partial victory will be scored. For any domain maintaining (5.2, p. 89), for instance the unit cube C, equipped with a nite sequence T0 ; : : : ; TL, L 2 IN of ever ner meshes, we can show
Lemma 5.18 (Stable splitting on the unit cube) For 0 k L let Qk : L2(C) 7! ND1;0(C; Tk) be the L2{orthogonal projection. Then we have for each L 2 ND+;0(C; TL) 1
kQ0 Lk2 2 (C) + L
L X k=1
4k k(Qk ? Qk?1)
2 L kL2 (C)
C44 kcurl Lk2 2(C) ; L
with a constant C44 > 0 independent of L and
L.
100
The proof of this lemma loosely follows the path shown by X. Zhang in 119], which falls into the category of regularity based proofs of variational multigrid theory. Other variants can be found in the appendix of 117] and Section 3 in 118]. Yet a straightforward application of these ideas is not always possible, since we have to handle the delicate interplay between the spaces ND+;0(C; Tl ) and ND?;0(C; Tl ). Lem2 2 ma 5.15 on page 98 and Theorem 5.13 on page 97 are the principal instruments for this task. The temporary use of second order Nedelec spaces is accounted for by the assumptions of Lemma 5.15 on page 98.
Speci cation of Multilevel Decomposition To begin with, we specify the wanted splitting of L 2 ND+;0(C; Tl ) into multiples of no2 ? := ( ) 2 ND? (C; T ). Then de ne ? 2 ND? (C; T ), dal bases on all levels: Set L L k L 2;0 k 2;0
k 2 f0; : : : ; Lg, as solutions of the variational problems Seek ? 2 ND?;0 (C; Tk ) such that 2 k s( ?; k
?) = s( ?; ?)
k L k
?2
k
ND?;0(C; Tk) : 2
(5.12) (5.13)
To avoid bulky formulas, we have adopted the notation
s( ; ) :=
hcurl ; curl i dx :
The existence of a unique solution of (5.12) is guaranteed since s( ; ) is H 0 (curl; C){ elliptic in H ?(curl; C) (compare (5.9, p. 96)). Writing Pk : H ?(curl; C) 7! 0 ND?;0(C; Tk ), 0 k L, for the s( ; ){orthogonal projection we have ? = Pk ?. L k 2 As usual P?1 = 0, and thus we get the s( ; )-orthogonal decomposition
?
L
L X k=0
(Pk ? Pk?1)
?
L
L X
?? ? k?1 k k=0 | {z ? } =:
k
with the evident property
L X k=0
kcurl ?k2 2(C) = kcurl ?k2 2 (C) : L L k L
Thanks to Lemma 5.13 on page 97, it is possible to de ne a unique nite element function + ?1 ( ?), k 2 f0; : : : ; Lg. If k in ND2;0 (C; Tk ) formally by k := k; stands for the k ND2 , the following sum nodal basis function belonging to the degree of freedom 2 C;Tk provides a decomposition of k
k=
2 NDk2 C;T
( k)
k;
1 k
L;
101
which now consists of strictly locally supported components. Cramming all these steps into a single formula we get as the desired splitting:
0
L
:=
0+
L X X k=1
? ?1 (P ? P ) k {zk?1 ND2 | =: k; 2 C;Tk
?
L
k;
(5.14)
Unpleasantly, the sum does not yield the original L. This is no reason to worry, because at least curl 0L = curl L. Later a remedy for this inconvenience will be devised.
Auxiliary Results
We claim that the decomposition (5.14) is stable in that there is a constant C45 > 0 independent of L and 0L such that
kcurl
0 L2 (C) +
k2
L X X
k=1 2 ND2 C;Tk
curl
2 k; L2 (C)
C45 kcurl 0Lk2 2 (C) : L
(5.15)
The proof is rather intricate and is divided among several lemmata. The rst is the analogue of Formula (8) in 119] and Formula (3.7) in 118].
with a constant C46 > 0 not depending on k and L.
Lemma 5.19 Using the notations introduced above we have for 0 k L ? C46 hk curl ? L2 (C) ; k k L2 (C)
Proof. The proof is carried out in two steps: (1) To begin with, we probe the approximation properties of the s( ; ){orthogonal projector Pk . To this end, we rely on classical duality techniques (\Nitzsche's trick", see 24], Section 5.4). For an arbitrary ? 2 H ?(curl; C) we set ? := Pk ? that is 0 k s( ?; ) = s( ?; ) 8 2 ND?;0(C; Tk ) : k 2
In addition, for ! 2 L2 (C), div ! = 0, we write #? 2 H ?(curl; C) for the unique solution ! 0 of Seek ? 2 H ?(curl; C) such that 0 s( ?; ) = (!; )L2 (C) 8 2 H ?(curl; C) : (5.16) 0 Now we apply the customary duality technique: ? ? ? ?; ! k s( ? ? ?; #?) L2 (C) k ! k ? ? ?kL2 (C) = ? sup = sup k k!kL2 (C) k!kL2(C) ? (curl;C) !2H 0 (curl;C) !2H 0 ? inf kcurl #? ? k kL2(C) ! ? ?? ? k k 2ND?0 (C;Tk ) 2; kcurl sup k L2 (C) k!kL2(C) !2H ? (curl;C) 0
102 The strong form of (5.16, preceding page) is
curlcurl #? = ! !
div #? = 0 ! ? n = 0 #!
in C in C on @ C :
According to Formula (4.6) from 54] curl #? lies in H 1(C), as both div ! = 0 and C is ! convex. Furthermore, j curl #?jH 1 (C) C47 k!kL2(C) ; ! where the constant depends only on C. Thus Theorem 2.44 on page 41 delivers
k 2ND2;0 (C;Tk )
inf ?
curl #? ? !
L2 (C)
C23 hk curl #? H 1(C) : !
This permits us to continue the estimates:
k ? ? ?kL2(C) k
What we have shown by now is (Id ? Pk ) ?
L2 (C)
C23C47 hk curl C23C47 hk curl

?
? ??
?
?
k
L2 (C)
L2 (C)
(5.17)
C23 C47 hk curl
L2 (C)
? 2 H ?(curl; C) :
0
(5.18)
(2) The previous result is applied to ?. Owing to the basic properties of projections, we k conclude from (5.18):
k ?kL2(C) = k(Pk ? Pk?1) ?kL2 (C) = k(Id ? Pk?1) (Pk ? Pk?1) ?kL2 (C) k L L ?(P ? P ) ? C23 C47 hk?1 curl k k?1 L L2 (C) C46 hk curl ? L2(C) ; k
with C46 := 2C23C47.
2 ND2 (C; Tk ) and 2 NDk2 the following estimate C;T holds with constants independent of , k , and k 2 f1; : : : ; Lg:
Lemma 5.20 For arbitrary curl ( k )
k;
L2 (
C48 kcurl k k2 2( L
) + hk
?2 k
2 k kL2 ( )
Proof. The proof again (compare Section 2.5) exploits that Nedelec spaces belong to ND a ne equivalent nite element schemes: For a ND2 {degree of freedom b0 2 T 2 on the b reference simplex, the projection
b h :=
ND b2 Tb 2
b( b h) b b 7! b0( b h) b b0
103
b onto the span of the nodal basis function b b0 on the reference tetrahedron T is a lib near mapping of the nite dimensional vector space ND2 (T ). As such it is necessarily continuous, i.e. b0 ( b h ) b b0
H (curl;T )
b C49 k b hkH (curl;T ) 8 b h 2 ND2(T ) : b

2 C49 k b hk2 2 (T ) + kcurl b hk2 2 (T ) : L b L b
An immediate consequence is
curl b0 ( b h) b c 0
L2 (T )
Transformation to a general element by the rules (2.20, p. 15) (for b h) and (2.21, p. 15) (for curl b h) combined with the transformation formulas (2.50, p. 33) and (2.51, p. 33) for L2 {norms yield
C ?1h(T ) curl 6
0( h)
2 C49 C ?1 h(T )?1 k hk2 2 (T ) + C ?1 h(T ) kcurl hk2 2(T ) : (5.19) 5 6 L L
L2 (T )
2 By this, we see C48 = C49C 6 maxfC ?1; C ?1g. An argument based on the uniformity of 6 5 the mesh nishes the proof.
Proof of Stability
Armed with these insights, we are now in a position to tackle the main result: Proof. (Of Lemma 5.18 on page 99) (1) In a rst step the s( ; ){stability of the full decomposition (5.14, p. 101) is established: Thanks to the profound preparations, the proof shrinks to a couple of simple estimates. They are initiated by an application of Lemma 5.20, as k; = ( k ) k; . Afterwards we take advantage of uniform shape regularity, because it makes sure that any element belongs to only a small number of at most N of supports of canonical basis functions.
kcurl
0 L2 (C) +
k2
L X X k=1
2 NDk2 C;T k2
curl
2 k; L2 (C)
kcurl
0 L2 (C) + C48
L X X k=1 L X k=0
2 NDk2 C;T
(kcurl k k2 2( L
) + hk
?2 k
2 k kL2 ( ) )
kcurl 0k2 2 (C) + NC48 L
kcurl k k2 2(C) + h?2 k k k2 2 (C) k L L
104
Now Lemma 5.15 on page 98 bridges the gap to the semicontinuous spaces
kcurl
0 L2 (C) +
k2
L X X k=1
2 NDk2 C;T k2
curl
2 k; L2 (C)
kcurl
0 L2 (C) + NC48
L X k=1
curl
? 22
k L (C) +
2 + 2C43 h?2 k
kcurl 0 k2 2(C) + NC48 L
L X k=1
2 ? 2 k L2 (C) + hk 2 2C43 h?2 ? k k 2
curl
+
? 2 k L2 (C)
2 + (1 + 2C43) curl
L X ? 2 2 NC48 1 + 2C43(1 + C46) kcurl 0 k2 2(C) + curl L k=1 ?1 + 2C 2 (1 + C 2 ) curl ? 2 = NC48 46 } L L2 (C) | {z43
? 22 k L (C)
L2 (C)
? 22
k L (C)
=: C50
The nal step could be accomplished on the basis of Lemma 5.19 on page 101. (2) Our ultimate objective is to nd a suitable decomposition of ND+;0(C; TL). On the 1 contrary, the present decomposition (5.14, p. 101) reaches into ND2;0 (C; TL), even if 0 + L 2 ND1;0 (C; TL ). Even worse, at rst glance L appears to be a generic ND2;0 (C; TL ) vector eld. At second glance we see that this is not entirely true, because its curl coincides with that of the lowest order nite element function L. We immediately conclude that 0 = + grad with 2 S (C; T ). 2 L L L We now contend that switching back to lowest order Nedelec spaces can be done by simply dumping the higher order components in the nodal splitting (5.14, p. 101). Remember that the degrees of freedom in NDk2 are by default arranged in a hierarchical fashion. So C;T we can recast (5.14, p. 101) as
L (2) (1) + + 0 0 2 ND1;0 (C;TL ) 2 NDHB (C;TL ) k=1 2;0
|{z}
|{z}
X
ND1
2 ND1;0 (C;TL )
Tk |2 C;{z } |2 C;Tk =HBC;Tk } {z
k;
X
ND2 ND1
1 |{z}
k;
L + grad
2 ND2;0 (C;TL )
2 S1 (C;TL ) 2S2 (C;TL )
2 |{z} HB
; (5.20)
where the superscript HB tags hierarchical components according to (2.48, p. 29). Then we can apply Corollary 2.33 on page 29; it shows that grad 2 2 NDHB(C; TL). Thanks 2;0
105
to the uniqueness of the p{hierarchical decomposition we can relate

(2) 0 +
L X k=1
X
2
ND2 = ND1
C;Tk C;Tk
k;
= grad
The chief message is that the overall sum of higher order components is curl{free. Dropping them maintains the crucial equalities of curls, hence. In addition, the left hand side of the stability estimate can only decrease in the process. The splitting, we are concerned with from now on, is a pure ND1;0 (C; TL) decomposition and runs:
0
L
:=
L + grad 1
(1) 0 +
L X X k=1
For convenience, we keep the old notations for the new ND1{decomposition (5.21). (3) Since the functions k; were introduced as multiples of nodal basis functions, they satisfy a \hierarchical surplus type" inequality, which can be veri ed on the basis of a ne equivalence: C 1=2 C ?1=2 hk curl k; L2( ) : k; L2 (C) 5 6 Evidently this implies, the argument drawing on shape regularity and the stability of nodal bases as before:
ND 2 C;Tk1
k;
:=
L X k=0
(5.21)
kcurl
0 L2 (C) +
k2
L X k=1
h?2k k k2 2 (C) k L
C 6C ?1C50 curl 5
? 2
L L2 (C)
(5.22)
k;1 ( k ) 2
We point out that in (5.22) any component k , 0 k L can be replaced by ND+;0(C; Tk), since the curl is una ected and the L2{norm cannot increase: 1
kcurl
k;1 ( 0 L2 (C) +
)k2
L X k=1
h?2k k
2 k;1 ( k )kL2 (C)
C 6C ?1C50 curl 5
? 2
L L2 (C)
We retain the symbols k and 0L from (5.21) also for the modi ed functions, which means + k 2 ND1;0 (C; Tk ) from now on. (4) Still we have to resolve the mismatch between L and 0L in (5.21). This is achieved by showing that the decomposition is not spoilt by incorporating the di erence 0L ? L: We note that the curls of both vector elds agree. As both belong to ND1;0(C; TL), L;1 is a projection, and L 2 ND+;0 (C; TL), we nd L = L;1 ( 0L). Thus grad h := L ? 0L 1 with h 2 S1;0 (C; TL) is the unique solution of (grad h; grad h)L2(C) = ? ( 0L; h)L2(C) 8 h 2 S1;0 (C; TL) : We denote by Qk the L2 {orthogonal projection L2(C) 7! ND0;0(C; Tk ) onto the nite 1 element subspaces with zero curl and set Q?1 := 0. The fact that k 2 ND+;0(C; Tk ) 1
106
and L 2 ND+;0 (C; TL) may not be conspicuous, but turns out to be crucial to obtain 1 the following identity
Qk grad
2 h L2 (C)
= grad h; Qk grad =?
L X j =0
h L2 (C)
j ; Qk grad h
? = ? 0L; Qk grad
=?
L X j =k+1
h L2 (C)
L2 (C)
j ; Qk grad h
!
L2 (C)
which relies on
k
2 ND+;0 (C; Tk ) =) 1
L X j =k+1
k?
ND01;0(C; Tj )
L X
for j
k:
The continuation is technically subtle and relies on a trick already employed in the proof of Lemma 2.39 on page 34: At rst we have from the above equations with small 1=2 " > 0:
Qk grad
h L2 (C)
!2
L2 (C)
C51
(") 4?k"
L X
j =k+1
j L2 (C)
j =k+1
4j"
2 j L2 (C)
with C51(") = 1=(4" ? 1). Next this result is the key to bounding the whole sum. In a rst step we make use of hk 2?k and obtain
L X k=0
h?2
k
Qk grad
L2 (C)
C51 (") C51 (")
L L XkX k=0 L j =1
X
L X j =1
j =k+1 j ?1
4?k" 4j" 4k(1?")
! }
2 j L2 (C)
(4 ) ? 1 41?" ? 1 4j
2 j L2 (C)
|?"k=0 {z 1 j
4j"
2 j L2 (C)
4j(1?")
C51 (")
C51 (")C 6C ?1 C50 curl | {z 5 }

=:C52
? 2
L L2 (C)
We immediately have
L X k=1
h?2 Qk ? Qk?1 grad k

0
k
2 h L2 (C)
2C52 curl ? L
L2 (C)
Setting
:=
k+
?Q ? Q grad ; k = 0; : : : ; L ; k k?1 h
5.4 The General Case
107
L X k=1 L
we nally have a genuine decomposition of
which satis es (2C52 + C 6C ?1 C50) kcurl Lk2 2 (C) : 5 L (5.23)
kcurl
0 L2 (C) +
k2
h?2k 0k k2 2 (C) k L
Eventually, proceeding as in 92], Section 3, we obtain
kcurl
0 L2 (C) +
k2
L X k=1
h?2 k(Qk ? Qk?1) k
2 L kL2 (C)
C44 kcurl Lk2 2 (C) ; L
(5.24)
with C44 = 6C 6C ?1C50 . This is exactly the assertion of Lemma 5.18 on page 99. 5

So far we know that an a( ; ){stable splitting can be constructed if the domain is the unit cube. (At best, we are nished for convex domains, see remark 5.6 on page 94.) Porting Lemma 5.18 on page 99 to general domains relies on the extension Theorem 2.48 on page 44. The procedure is inspired by the approach in 11] and helps to con rm the stability of the nodal splitting on any admissible domain, provided that only natural boundary conditions are prescribed. From there it is still a long way to go to cope with Dirichlet boundary conditions on parts of ? and they have de ed all attempts to cover them in a proof. So we have to put up with a rough outline of a potential approach.
General Domains with Free Boundary Values

We start with an IR3 that meets the requirements of Assumption 2.16 on page 17. Without loss of generality, is supposed to lie in the interior of the unit cube C. On a sequence of meshes T0 ; T1; : : : ; TL, L 2 IN as in Section 2.4 should be available. Then we get as main result, which is equivalent to Theorem 4.9 on page 81:
Theorem 5.21 (Stability of nodal splitting for free boundary values) In the setting just outlined, for any nite element vector eld L in ND+( ; TL) the 1 L2 {orthogonal multilevel decomposition with components in the spaces ND1 ( ; Tk ),
k = 0; : : : ; L, is stable in the sense that
kcurl Q0
L L2 (C) +
k2
L X k=1
h?2 k(Qk ? Qk?1) k
2 L kL2 (C)
kcurl Lk2 2 (C) : L
with constants just depending on the shape regularity of T0 and . Proof. Hardly surprising, the proof involves a journey from to C and back. To prepare the trip we have to grow meshes T0; : : : ; TL onto the whole of C producing (dyadically
108
e e e re ned) triangulations T0; T1 ; : : : ; TL of C. This can be done in many ways, preserving shape regularity in the process. Then the journey covers the following important stations: (1) We start with a L 2 ND+( ; TL). According to Theorem 2.36 on page 31 its curl 1 is a vector eld in vL 2 RT 0 ( ; TL). Employing the extension operator of Corollary 2.48 0 e e e e on page 44 we arrive at a v L 2 RT 0;0(C; TL) such that v Lj = vL and kvLkL2 (C) 0 kvL kL2( ) . Applying Theorem 2.36 on page 31 in the opposite direction gives us a eL 2 e f ND+;0(C; TL) with curl eL = vL. 0 (2) Now we face the task of nding a decomposition on C and realize that we have already mastered it in the previous section. There in Lemma 5.18 on page 99 we showed the existence of
L X k=0
f =: e0L k
kcurl e0LkL2(C)
2
(5.25)
e with f 2 ND1;0 (C; Tk ), curl eL = curl eL and k

0
kcurl e 0
k2
L2 (C)
L X k=1
h2 k e k kL2 (C) k
kcurl L k2 2( ) : L
(5.26)
The nal estimate is justi ed by the properties of the extension operator. (3) The last step is almost trivial after all relevant techniques have been introduced in Section 5.3: Restricting the components of (5.25) to yields a decomposition of a 0 2 ND ( ; T ) with curl 0 = curl . Obviously property (5.26) remains valid for the 1 L L L restricted splitting,whose components are denoted by k . Like in the proof of Lemma 5.18 on page 99 we can nd curl{free corrections of the k such that their sum exactly equals L and
kcurl
0 L2 ( ) +
k2
L X k=1
h?2k k k2 2 ( k L
kcurl Lk2 2 ( ) : L
Again, we refer to 92] on how to complete the proof.
General Boundary Conditions

Experience with multilevel theory for H 1{elliptic variationl problems (cf. 11]) suggests that massive technical di culties might lurk behind Dirichlet boundary values. They turned out to be impossible to overcome for the author. Yet we are going to outline a tentative approach to Dirichlet boundary values in order to illustrate the di culties and to point out which gaps still need to be bridged. With the requirements on as above, we assume a partition of ? into several Dirichlet parts ?Di m 1 i ND and a remainder ?N , where free boundary values are admitted. Spaces of vector elds whose trace on the Dirichlet boundary parts vanishes will be labeled by a subscript @ .
109
We start with a L 2 ND+;@ ( ; TL) for which we seek a stable nodal decomposition. Its 1 components must not cover basis functions on Dirichlet boundary parts. Severe complications arise because the results of the previous section only provide the desired nodal splitting for a 0L 2 ND1( ; TL ) whose curl agrees with that of L , but which does not necessarily satisfy the boundary conditions. In a rst and essential step we need to make sure that the curl{free \distortion" L ? 0L can be absorbed by the components of the decomposition of 0L. We are still at a loss about a rigorous proof and are forced to put forth an assumption:
Assumption 5.22 We can nd a constant C > 0 not depending on L such that for any 0 + L 2 ND1;@ ( ; TL ) there is a L 2 ND1 ( ; TL ) with the following properties
1. curl 0L = curl 3. For grad
h
2. 0L possesses a decomposition according to Theorem 5.21 on page 107
:=
L ? L , h 2 S1 ( ; TL ) we have L Pk inf= h 4k kgrad k k2 2( ) L k 2S1 ( ;Tk ) k=0 k
kcurl L k2 2( ) : L
(5.27)
Remark 5.23 The third requirement (5.27) is the precarious one. To catch a glimpse of
what it boils down to, we require 0L 2 ND+( ; TL). Further, for the sake of simplicity, 1 set ?D = ?. Our choice of 0L is is well motivated, because 0L is uniquely characterized as the solution of the minimization problem inf k kL2( ) ; 2 ND1( ; TL ) ; curl = curl
:
L
Evidently, the curl of L alone determines 0L. Moreover, we infer from curl RT 00;0( ; TL) and Lemma 2.35 on page 30
0
L
for a h 2 S1 ( ; TL). This means that there exists a 2D nite element function 'h 2 S1 (?; TLj?) such that 0 n = curl ' ; @ h L j? where curl@ denotes the 2D vector{curl operator. Now we nd that (5.27) is equivalent to
L X k=0
nj? = grad
nj? 2 RT 0 (?; TL j? ) 0
4k j'k j2 1=2 (?) H
for a multilevel decomposition 'h = k 'k , 'k 2 S1 (?; Tk j?). The equivalence can be easily established using harmonic extensions of the scalar functions 'k 2 H 1=2 (?) into the interior of . So one way to prove (5.27) would be to examine decompositions of nite element functions on the boundary. Two major hurdles have to be overcome:
kcurl Lk2 2 ( ) ; L
(5.28)
110
We have to relate the norm kcurl LkL2( ) to some norm of 'h. Usually an estimate like (5.28, preceding page) requires the function to be decomposed to belong to H 3=2(?), a kind smoothness 'h lacks. Accepting Assumption 5.22 for the time being, we see that
L X k=0
(Qk ? Qk?1) 0l + grad | {z

=: 0k
k }=
provides a decomposition of
that satis es
L X k=0
kcurl
0 k2 2
0 L( )+
4k k 0k k2 2 ( L
kcurl Lk2 2 ( ) : L
(5.29)
Note, however, that the components 0k usually fail to comply with the boundary conditions. By means of a procedure, whose signi cance for multilevel nite element theory has been realized by P. Oswald in 91], we can wrench the components into the desired shape:
Theorem 5.24 Under the assumption 5.22 we can nd for every decomposition into components k 2 ND0;@ ( ; Tk ) such that 1
kcurl
0 L2 ( ) +
2 ND+;@ ( ; TL) a 1
k2
L X k=1 L
4k k k k2 2( L
kcurl Lk2 2( ) ; L
with constants independent of both
and L.
Proof. The proof draws on the approach employed to establish Corollary 3 in 91]. Starting with a decomposition like (5.29), we set
0
n
:=
n X k=0
k;
0 n L:
Now de ne parts:
2 ND0;@ ( ; Tn) by simply canceling basis functions on Dirichlet boundary 1

e( n) =
(
0
e ( 0n )
if e 6 ?D if e ?D
(5.30)
Next we make use of the stability estimate (2.50, p. 33) for the canonical bases of Nedelec's spaces. We combine it with a similar result for Raviart{Thomas spaces in 2D (cf. Lemma 2.1 in 71]): For vk 2 RT 0(?D ; K j?D ) we have
kvk k2 2 (?D ) L
0 2 RT;Tk j?D ?D
(vk )2 :
(5.31)
111
Bear in mind that, according to Lemma 2.35 on page 30, the lowest order Raviart{Thomas spaces are the trace spaces of the simplest Nedelec spaces. Then, since L nj?D = 0, we can estimate the di erence of both sums:
k n ? 0nk2 2( L
2?n 2?n 2?n 2?n
e ?D
( e( 0n))2
L? k=0
n X 0! k
2?nk 0n nk2 2 (?D ) L

n
2
L2 (?D )
L X k=n+1 L
nkL2 (?D )
)
!2
k=n+1
2k=2k 0k kL2(
!2
The last line was obtained by reversed application of the above{mentioned stability estimate (5.31) and (2.50, p. 33). By the Cauchy{Schwarz inequality it is plain to see that for 0 n < L
L X k=n+1
2k=2k 0k kL2 (
2?n(1=2?")
L X k=n+1 L X k=n+1
22k(1?")k 0k k2 2 ( L
!1=2
Thus we end up with
k n ? 0nkL2(
2?n(1?")
22k(1?")k 0k k2 2 ( L
!1=2
)
(5.32)
k
for any small " > 0. The partial sums ND01;@ ( ; Tk ) by (

k
now yield the desired components for k = 0 for k 2 f1; : : : ; Lg

0 0
:=
A careful examination reveals that

k L X k=1
0 k ? k?1
= ( 0k ?
k ) + ( k?1 ? k?1 ) ? k L X k=1 L i=2 L L X
(5.33)
Besides, now the e ort spent on getting (5.32) pays o : 4k k 0k ? k k2 2( ) L
X X ! X
i=2 k=1 i=k+1 i?1 4k"
4k"
4i(1?") k 0ik2 2 ( L
) ) )
4i(1?") k 0ik2 2 ( L
4ik 0i k2 2( L
kcurl Lk2 2( L
112
Now, a straightforward application of the triangle inequality to (5.33, preceding page) nishes the proof. Remark 5.25 Coping with an adaptive setting in the framework of the existing theory seems even more out of reach than general boundary conditions. In the H 1{elliptic standard case, in 11] and 20] relatively elementary techniques were devised to handle patchwise re nement. Loosely speaking, they boil down to scraping the ne grid components of an initial decomposition obtained for uniform re nement in regions where no local re nement has taken place. The policy resembles that in our treatment of boundary conditions in the proof of Theorem 5.24 on page 110. The obstacles remain the same: The decomposition obtained on the virtual uniform mesh sums up to a vector eld di erent from that we started from. In particular this vector eld has ne grid components also outside the locally re ned areas. Those are curl{free, but a tricky estimate similar to (5.27, p. 109) is needed, at any rate. General adaptive re nement is even harder to deal with. For standard H 1{conforming nite elements quasi{interpolation operators from the theory of function spaces were needed in 37] to get stability estimates. Unfortunately, in the current setting, a straightforward application of these devices is not possible, since they do not preserve the kernel of the curl{operator. This is daunting news for the intricate situation we are faced with. Remark 5.26 The ideas of Bramble and Pasciak published in 17] help skirt tight regularity requirement in the case of H 1{elliptic problems. The authors manage to show uniform stability of the nodal BPX{type splitting of standard H 1{conforming nite element spaces assuming a scant H 1+"{regularity of the underlying problem. For our purposes this approach leads nowhere, as it founders in the quotient spaces we must switch to. In this setting it seems all but impossible to get one pivotal estimate of the theory in 17]. We mean the estimate
curl Q? k
for the L2 {orthogonal projection Q? : L2( ) 7! ND?;0( ; Tk ). Even the result needed 1 k by Bramble and Pasciak, namely the H 1{stability of the L2 {orthogonal projection onto nite element spaces, is hard to obtain (compare 114], Theorem 3.6).
L2 ( )
kcurl kL2(
8 H ?(curl; ) 0
5.5 Hierarchical Basis Decomposition

In Section 4.2 we proposed the hierarchical decomposition (4.21, p. 75) of the nite element space ND1 ( ; TL) as an alternative to the BPX-type splitting. The issue of an analogue of Theorem 4.9 on page 81 for the hierarchical approach is still pending. It turns out that we can easily settle it relying on the results about the BPX{type nodal splitting. The main statement is that in situations where the nodal splitting (4.13, p. 73) is optimal in the sense of Theorem 4.9 on page 81 the condition numbers achieved through hierarchical preconditioning grow only linearly as a function of L2 . This is surprisingly good news, since for H 1{elliptic problems hierarchical preconditioners fail to curb the exponential growth of condition numbers in three dimensions (see 90]).
5.5 Hierarchical Basis Decomposition
113
L
Theorem 5.27 (Stability estimate for ND1 hierarchical basis) For any ND+( ; TL) we have the estimate 1 curl
ND1
;T0 L L2 (
2 )+
L X k=1
4k
L
ND1 ? ND1
;Tk
;Tk?1
L L2 ( )
L2 kcurl Lk2 2( L
with a constant independent of
and L.
Proof. A similar proof for conventional H 1 ( ){conforming nite element spaces has been given by P. Oswald in 93]. In principle, the proof follows the same policy as that of Lemma 2.39 on page 34. In this sense we start with the multilevel splitting
L = Q0 L + L X k=1
(Qk ? Qk?1)
k
L :=
L X k=0
(5.34)
from Theorem 5.21 on page 107. Observing that

ND1 ? ND1
;Tl ;Tl?1 L
l+
ND1
;Tl
L X !
2 ND1( ; Tk ) we arrive at
L X ! ND1 k ? ;Tl?1 k : k=l {z } } |
k {z=l+1
~l
~ l?1
Now we are reusing a nding obtained as estimate (2.58, p. 38) during the proof of Theorem 2.42 on page 38. It states that for 0 l < k L
j ( )j2 C 5 hl h?2 k k2 2( k L
8 2 ND1( ; Tk ); 8 2 NDl 1 ;T
(5.35)
with C 5 > 0 from (2.58, p. 38) only depending on the shape regularity of the initial mesh. (5.35) crucially enters the following estimates. The other tricks resorted to have already been explained in the proof of Lemma 2.39 on page 34.
L?1 X l=0
h?2 k ~ l l
k2
L2 ( )
L?1 X L?1 X l=0 l=0
2l 2l
X
2 NDl1 ;T
j (~ l )j2
(L ? l ? 1)
L?1 X L X l=0
2l
L X X
2 NDl1 k=l+1 ;T
)
( k)
L?1 L XX
2 NDl1 ;T
k=l+1
2?l 4k k k k2 2( L
) )
X
k=1
l=0 k=l+1 L 4k L2 k
4k (L ? l ? 1)k k k2 2 ( L
2 k kL2 ( )
L2 kcurl Lk2 2 ( L
The remainder of the proof then boils down to applying the triangle inequality.
114
5.6 Proof of Uniform Upper Bound

The previous sections were devoted to the proof of Theorem 4.9 on page 81. Yet, in light of applications beyond the augmented Lagrangian method it appears worth while to make the treatment of the nodal splitting of the lowest order Nedelec space self{contained. Therefore we are also going to answer the question how the largest eigenvalue behaves if the nodal decomposition is used as the basis of an additive preconditioner for the bilinear form (curl ; curl )L2 ( ) . A terse answer could solely cite Section 4.4. Indeed, the very same techniques from 11] govern the proof in this case. Yet, for the sake of completeness, we outline the proof. Again the rst step involves \condensing" the one{dimensional subspaces into a few larger units. According to Lemma 4.12 on page 82 the canonical basis functions of ND1 ( ; Tl ) can be divided into 21 sets l1; : : : ; l21 such that the supports of the basis functions in any set are mutually disjoint. So no loss of quality is encountered when switching from the nodal decomposition to
ND1( ; TL) = ND1( ; T0) +
L 21 XX l=1 k=1
Span
l k
(5.36)
The components of (5.36) satisfy a strengthened Cauchy{Schwarz inequality:
Lemma 5.28 (Strengthened Cauchy{Schwarz inequality for ND1 splitting) For 0 k; m L pick arbitrary k 2 Span k and m 2 Span m . Then holds j j i i
?curl k; curl i
k i L2 ( )
1 p 2
r !jk?mj
1 2
curl
k i L2 ( )
curl
k i L2 ( )
~ Proof. We are at liberty to assume k > m. As in Section 4.4 we single out a T 2 Tm . Next, ~ distinguish between an internal and a boundary part of k with respect to T : i
k ~ i jT
e |2@T~ {z k
k e( i ) e +
=: i;bd
e } |2T~ {z k
k e( i ) e
=: i;int
m k Since k i;int nj@ T = 0, Green's formula (2.4, p. 9) makes curl i;int ; j L2 (T ) vanish. As ~ ~ ~ in the proof of Lemma 4.14 on page 84 the boundary zone ? comprises all elements T ~. By elementary geometrical considerations we see on level k that touch the surface of T that
~ j?j 2m?k+1 jT j : Since curl

m j jT ~
(5.37)
= const:, arguments similar to those in the proof of Lemma 4.14 on
5.6 Proof of Uniform Upper Bound
115 = curl
page 84 help establish
?curl k; curl i
m j L2 (T ) ~
curl j?j curl ~ jT j
k ; curl m j L2 (T ) i;bd ~ m k i;bd L2 (?) curl j L2 (?) k ~ i L2 (T )
curl
m ~ j L2 (T )
~ Plugging in (5.37), summing up over all eligible T 2 Tm and, nally, the Cauchy{Schwarz inequality nishes the proof. p p Then the formula from Lemma 4.2 on page 70 can be used to get 21( 2 + 1)=(1 ? 1 2) 2 as an upper bound on the largest eigenvalue .
Kapitel 6 Further Applications

The physical background of many problems from uid mechanics and electromagnetic theory strongly suggests the use of curl{conforming nite element spaces to discretize vector elds. We examine a few of those problems and study how the nodal multilevel decomposition of Nedelec's nite element spaces investigated before can yield an e cient preconditioner in the framework of a preconditioned conjugate gradients method for semide nite systems. The results also complete the discussion of the direct elimination approach in Section 3.3.
6.1 Stokes Equations with Non{standard Boundary Conditions

The steady state ow of an incompressible highly viscous uid is described by the linear Stokes equations. After suitable scaling they amount to the following system of partial di erential equations 106]: ? + grad = f in (6.1) div = 0 in The vector eld represents the velocity of the uid and the scalar quantity stands for the pressure. The constant 2 IR+ is a measure for the viscosity of the uid. The usual boundary conditions = 0 model the situation where the uid sticks to the walls of the container. Yet, other boundary conditions are also conceivable. From a mathematical point of view they are discussed in 54, 55]. The rst set of (homogeneous) boundary conditions, so{called no{slip conditions, reads n = 0 on @ (6.2) = 0 on @ : Another meaningful choice is h ; ni = 0 on @ (6.3) curl n = 0 on @ : 116
6.2 Computation of Vector Potentials
117
Equipped with these boundary conditions the Stokes problem (6.1) can be cast into a variational formulation. Using the identity = grad div ? curlcurl for smooth vector elds we immediately deduce the proper variational problem associated with the boundary value problem (6.1) and (6.2) (compare Remark 2.2 in 55] and Section 3.3 in 87]): Seek 2 H ?(curl; ) such that 0 (curl ; curl )L2 ( ) = (f ; )L2 ( ) 8 2 H ?(curl; ) : (6.4) 0 Seek 2 H01( ) such that (grad ; grad ')L2 ( ) = (f ; grad ')L2( ) 8' 2 H01( ) : (6.5) The boundary conditions (6.3) can be accommodated by the variational problem (compare Remark 2.3 in 55]): Seek 2 H ?(curl; ) such that (curl ; curl )L2( ) = (f ; )L2 ( ) 8 2 H ?(curl; ) : (6.6) Seek 2 H 1( )=IR such that (grad ; grad ')L2 ( ) = (f ; grad ')L2(
)
8' 2 H 1( )=IR
(6.7)
We observe that each variational formulation decouples into a system for the velocity and a Poisson equation for the pressure. Thus we can conclude from the respective Friedrichs inequalities (Theorem 1.5 in 14] and (5.9, p. 96)) that a unique solution exists. Also note that the incompressibility condition div = 0, which arises from the conservation of mass, has been incorporated into the spaces over which the variational problems (6.4) and (6.6) for the velocity are posed. Recalling the de nition (5.8, p. 95) of H ?(curl; ), we notice that the divergence{free condition is now only enforced in a weak sense. The nite element approximation for the pressure is clear; any standard H 1( ){ conforming scheme will do, for instance the space S1 ( ; Th) of piecewise linear, continuous nite element functions over the mesh Th equipped with suitable boundary conditions. The variational problems (6.4) and (6.6) stipulate the use of curl{conforming nite element spaces to approximate the velocity. Also the boundary conditions (6.2) can easily be taken into account in Nedelec spaces. Yet, for H ?(curl; ) no practical nite element subspaces are available, as was discussed in Remarks 5.12 on page 96 and 5.14 on page 97. Nevertheless, in 55] the spaces ND+( ; Th) were suggested as a preliminary choice. How 1 to overcome the problem that those are not readily available is investigated in the next but one section.
6.2 Computation of Vector Potentials

The most fundamental laws of electromagnetic theory can be condensed into a small number of coupled rst order partial di erential equations, the famous Maxwell equations.
118
They are the key to a quantitative investigation of a vast array of physical phenomena. Owing to their very general nature, Maxwell's equations may be considerably simpli ed in special situations: prominent are stationary problems where they spawn elliptic boundary value problems. All kinds of vector elds and di erential operators are present in Maxwell's equations and their special versions. So the nite element spaces introduced in Chapter 2 are needed for proper discretization (see 13] for a discussion). Indeed, it was an applications to Maxwell's equations which prompted Nedelec to develop the NDk {spaces (see 87], Section 5). In this eld of scienti c computing these spaces have attracted attention ever since; For example, Kikuchi 74] and Monk 82{84] explored Nedelec's elements for the spatial discretization of time{dependent problems. We are concerned with a stationary problem from magnetostatics. Imagine a cavity IR3 lled with a conducting material with magnetic permeability . A stationary current j is assumed to ow in generating a magnetic eld h according to Faraday's law. From Maxwell's equations we learn that div j = 0 and that h must ful ll the following (scaled) equations: div
curl h = j
1h
= 0
in in
(6.8)
The equations can be supplemented by boundary conditions in various ways: If the cavity is entirely wrapped in a superconducting coating, we get
hh; ni = 0 on @ :
Alternatively, an ferromagnetic material outside leads to
h n = 0 on @ :
(6.9) (6.10)
According to Theorems 2.8 on page 9 and 2.10 on page 10, h can be expressed as the curl of a vector potential for simply connected domains . Uniqueness of can be ensured by means of a gauge condition; we resort to the usual Coulomb gauge div = 0. This converts (6.8) into
curlcurl = j
div and the boundary conditions (6.9) reappear as
= 0
in in ;
(6.11)
n = 0 on @ ;
whereas (6.10) is expressed by
h ; ni = 0 and curl
n = 0 on @ :
We refer to Green's formula (2.4, p. 9) when claiming that the variational formulation of (6.11) exactly agrees with the problems (6.4, preceding page) and (6.6, page before) of the
6.3 Multilevel Preconditioned Iterative Scheme
119
previous section. So again, a discretization by means of ND1 {elements is fairly natural (cf. 43]). Once the issue of discretization is settled, we have to devise an e cient way to solve the resulting sparse linear system of equations. In 85] Monk and Zhang presented a multigrid method for the computation of the vector potential in two dimensions. Their method is based on regularization and rephrases (6.4, p. 117) as a problem set in the whole of H (curl; ). The altered problem is shown to sport discrete H 1 {ellipticity. Convergence of a multigrid scheme with non{inherited quadratic forms can then be proved on uniform grids. A multilevel method employing the direct elimination of the constraint curl h = j was proposed by Hoppe and the author in 69]. It resembles the approach discussed in Section 3.3 in that two stages are involved, a direct computation providing an intermediate h with curl h = j and a subsequent iteration making sure that nally div h = 0. The shortcoming of this method is that no information about the vector potential is gained. However, in electromagnetic applications it is sometimes desirable to approximate itself. The next section is partly devoted to this goal.

In the previous sections we encountered the general problem (stated from homogeneous boundary conditions) Find h 2 ND+;0 ( ; Th) such that 1 (curl h; curl h)L2( ) = (f ; h)L2 (
)
8 h 2 ND+;0( ; Th) ; 1
(6.12)
where f 2 L2( ) was a given vector eld. Problems of this type occurred both with homogeneous boundary values in (6.4, p. 117) and free boundary values (6.6, p. 117). Please note that it does not matter whether f is solenoidal or not, because the L2 {inner product with a vector eld of ND+;0( ; Th) weeds out non{solenoidal components. More 1 precisely, there is always a ' 2 H01( ) such that f + grad ' 2 H 0 (div; ). On the other hand, f can always be replaced by a divergence{free vector eld. This is what we are assuming now. A similar problem surfaced during the discussion of the direct elimination of constraints in Section 3.3. As the second stage of the method we confronted the variational problem Seek h 2 ND1( ; Th) such that
?D?1 curl ; curl h
h L2 ( )
= '0 ( h ) 8
h2
ND1( ; Th) ;
(6.13)
where the linear form '0 2 H (curl; )0 had the special property that it vanished for all curl{free arguments. For the analysis below we discard the matrix D?1, which is possible thanks to (3.2, p. 46). The problems (6.12) and (6.13) raise several issues, among them:
120
The spaces ND+;0( ; Th) are elusive from an implementational point of view, since 1 no convenient, that is well localized, basis is available. This forces us to return to a full saddle point problem by augmenting (6.12, preceding page) by the linear constraint which characterizes ND+;0( ; Th). 1 When plugging in a nite element basis, the problem (6.13, page before) will result in a positive semide nite linear system with consistent right hand side. The solution for curl h, which provides the desired divergence{free correction in the direct elimination context, will be unique, but h, which is the quantity actually computed, will not. We aim at a common abstract treatment of both problems (6.12, preceding page) and (6.13, page before). It must be pointed out that this time we depart from the matrix point of view preferred in Chapter 3, since the treatment in function spaces is rewarded with enhanced succinctness. A few concise notations may be introduced also for this purpose: We are writing Vh := ND1( ; Th) or Vh := ND1;0( ; Th) and consider these as Hilbert spaces equipped with the H (curl; ) inner product, which is denoted by ( ; )V . Following convention, we are setting V 0 := f h 2 V h; curl h = 0g. V 0h designates the dual space of V h and h ; iV 0 V h the related duality pairing. Further, we are using the abbreviations ( h; grad 'h)L2 ( ) = 0 8'h 2 S1 ( ; Th) ; (6.14)
V? h + Vh
:= :=
h h
2 V 0h; h 0h; hiV 0 V = 0; 8 h 2 V 0 h 0 : 2 V h; ( h; h)V = 0; 8 h 2 V h 8 h 2 Vh :
Elements of the dual space | continuous linear forms | are distinguished by a prime. The operator A : V h 7! V 0h is de ned by Obviously, A is selfadjoint and positive semide nite with kernel N (A) = V 0 and range h R(A) = V ?, and A : V + 7! V ? is a bijection. With respect to this pair of spaces A?1 h h h makes sense. Then an abstract version of (6.13, preceding page) reads: Seek 2 V h such that with '0h 2 V ?. h
hA h; hiV 0 V = (curl h; curl h)L2 (
hA h; hiV 0 V = h'0h; hiV 0 V 8 h 2 V h ;
(6.15)
Preconditioned Conjugate Gradient Method

The following considerations are based upon a central assumption:
121
Assumption 6.1 Given the multilevel setting in which the results of Chapter 5 have been obtained, we assume the existence of a nodal BPX{type decomposition for any 2 V + , h
which is A{stable uniformly with respect to the depth of re nement.
This assumption always holds true for ND+( ; Th), since for free boundary values it is 1 equivalent to the assertion of Theorem 5.21 on page 107 and Lemma 5.28 on page 114. For vector elds in ND+;0 ( ; Th) a stable splitting was shown to exist if guarantees the 1 extra regularity stated in Theorem 5.1 on page 89. Recalling the message of Lemmata 4.1 on page 70 and 4.2 on page 70, Assumption 6.1 means that the BPX{type preconditioner C ; V 0h 7! V in Nedelec spaces is spectrally equivalent to A?1 restricted to V ?: h ? 0 ;C 0 i 0 0 ; A?1 0 0 0 0 0 C 53 h h h V V h h V V C 53 h h ; C h iV 0 V 8 h 2 V h ; (6.16) where the constants C 53 and C 53 depend only on and T0, but not on the number of re nement levels. In detail, C has to be evaluated according to L 0 0 := P A] 0 + X X h h ; iV 0 V 8 0 2 V 0h ; C h 0 h hA ; iV 0 V ND1 l=1 where A] is the pseudo{inverse and P0 denotes an A{orthogonal projection onto V +(T0). This means that X P0 A] 0h = ; with the coe cients obtained as a solution of the following singular and consistent linear system: ? 0 ~ := ( ) = A 1 ; 2 V 0 V ] ND1 h h ; iV 0 V 2 ND01 ;T 1 ; 2 2 ;T
0
2 ;Tl
2 ND01 ;T
Now we devise a fast iterative method to determine a solution of (6.15) based on a multilevel preconditioned conjugate gradient (PCG) scheme. Recall the little advertised fact that the ordinary conjugate gradient method works well with symmetric, semide nite and consistent linear systems. In this case the iteration essentially carries on in the orthogonal complement of the kernel of the operator. The analysis is more involved for the preconditioned conjugate gradient method, because the preconditioner might mingle components in the kernel and its orthogonal complement. The PCG method (according to 14], IV, x4) applied to (6.15) is sketched in Figure 6.1. To simplify the analysis we introduce the orthogonal splitting = 0 + + ; 0 2 V0 ; + 2 V+ h of the canonical basis functions. We use it to get a modi ed preconditioner C + : V 0 7! V by simply dropping the V 0 {contributions: L X X X h 0h; iV0 V + ++ + 0 := C h ; ND1 ND1 hA ; iV 0 V l=1
2 ;T0 2 ;Tl
122 Initial guess: 0 0 := A ? '0 0 0 0 0 := C 0 0=? 0
for k = 0; 1; 2; : : :
:= k + k k 0 := 0 + A k k+1 k
k+1
h 0k ; k iV 0 V k := hA k ; k iV 0 V
k
if k 0k kL2( ) < h1=2 stop

k+1
if h 0k ; k iV 0 V < stop
:= C 0k+1 0 ; k+1 0 k+1 V V k := h 0k ; k iV 0 V k+1 := ? k+1 + k k

Abbildung 6.1: Preconditioned conjugate gradient method for linear problem A = '0
with preconditioner C and tolerance > 0.
A thorough inspection of the PCG algorithm in Figure 6.1 con rms that the residuals 0k actually belong to V ?. So, if C + is used as a preconditioner in this PCG method, it is h safe to replace by + in the expressions de ning the scalar factors. In the end, we get a preconditioner C + : V ? 7! V +, which avoids \pollution" from V 0. Implementing h h the PCG method with this (hypothetical) preconditioner results in a method, where the iterates k stay in V +, provided this held true for 0 . So the iterations can be restricted h to V + and then be viewed as a conventional PCG scheme for s.p.d. operators. All the h classical convergence estimates are then at our disposal, most prominently ( 14], Theorem 3.7)
k k ? kA 2 k k 0 ? kA ; p p
(6.17)
with := ( ? 1)=( + 1), the generalized spectral condition number of C +A and the solution of A = '0 in V +. h
123
Note that the V 0 {components are irrelevant for the A{seminorm to understand that the spectral equivalence (6.16, p. 121) remains valid for C + as well. Consequently
C 53 + C 53 which gives a rate of convergence not zzling out on ner meshes. Unfortunately C + is merely a theoretical device, since the functions + are both purely localized and hard to compute, and thus not eligible for a practical preconditioner. However, looking at the details of the PCG algorithm, one realizes that replacing C + by C does not a ect the V +{components of the iterates. This is obvious, as the L2( ){orthogonal h projection of C 0h onto V + agrees with C + 0h for any 0h 2 V ?. So the estimate (6.17) h h remains intact also for the preconditioner C .
p p C 53 ? C 53 p p
Termination criteria
We should bail out of the iteration when the error has become su ciently small. To detect this condition is a murky issue, as we can only monitor computationally available quantities to get an idea of the size of the error. The two stopping criteria usually employed are given in Figure 6.1. They need to be reexamined in the semide nite case. One might wonder, whether the \left" termination criterion in Figure 6.1, which relies on the L2 {norm of the residual, makes sense with respect to the desired reduction of the A{seminorm of the error. First observe that, if h is a solution of A = '0h 2 V ?, the h A{seminorm of the error can be expressed by k h ? hkA = k 0hkA?1 ; where 0h := '0h ? A h is the residual. Then we use Lemma 5.11 on page 96 to derive (curl ; curl h)L2 ( ) h h kA hkV 0 = sup hA k; kiV 0 V = sup+ q 2 h h V h 2V h k hkL2 ( ) + kcurl hk2 2 ( ) h 2V h L 1 1 h; p1 + C 2 sup+ (curlcurlcurl 2h)L2( ) = p1 + C 2 kcurl hkL2( ) : k h kL ( ) 41 h 2V h 41 This enables us to estimate 0 0 ?1 0 0 k ?1 = sup h h ; A hiV 0 V = sup h h ; h iV 0 V khA + kA h kV 0 k 0hkV 0 0h 2V ? h 2V h h q 2 h 0h; hiV 0 V C q1 + C 2 sup h 0h; hiV 0 V 1 + C41 sup+ 41 41 +
C41
kcurl hkL2 ( 2 1 + C41k 0hkL2( ) ;

h 2V h
h 2V h
k hkL2 (
since according to Lemma 5.11 on page 96 kcurl hkL2( independent of the depth of re nement.
? C411k hkL2( ) with C41
124
The lesson of all of this is that quitting the iteration once a su cient reduction of the L2 { norm of the residual is achieved, also guarantees, at least, a similar reduction of the error in the A{seminorm. In a sense, the termination threshold is reliable, but not e cient, as a mere upper bound is employed; We could wind up with far too many iterations compared to what is actually needed. Finally we should answer the question, how the norm k 0k kL2 ( ) can be computed: Consider the representation 0 ; 0 = X h where f 0 g 2
0k
ND1
;Th
is the canonical dual basis of V 0h. Setting ~ 0h := ( ) we nd
2 NDh1 ;T
h 0h; hiV 0 V = C ?1h?1=2 j~ 0 j ; k k L2 ( sup 5 h 1=2 h 2V h C 5 hL j ~ h j where h is the meshwidth of the nest mesh TL. The rightmost quantity j~ 0hj is readily at
hand as it is the coe cients that are actually handled in a computer code. In the presence of an optimal preconditioner C the second criterion (the right branch in Figure 6.1 on page 122) is superior, as observed by F. Bornemann in 9], Ch. 5. An immediate consequence of (6.16, p. 121) is
h 0h; hiV 0 V ) = sup k k 2 h L( ) h 2V h
C ?1 h 0k ; k iV 0 V = C ?1 h 0k ; C 0k iV 0 V 53 53 0 ; A] 0 k k V 0 V = k k ? kA C ?1 h 0k ; C 0k iV 0 V = C ?1 h 0k ; k iV 0 V : 53 53 The numbers h 0k ; k iV 0 V can easily be obtained as the Euclidean inner product of the coe cient vectors ~ 0k and ~ k as explained above. Note that only the V +{components of h ? 0 k enter the termination criterion, because we have k 2 V h under any circumstances.
Two{stage Computation of Vector Potential

For what is needed in the context of direct elimination of constraints our method is fully satisfactory; the application of the curl{operator will suppress any spurious V 0 { h components introduced by the preconditioner. By the usual arguments based on the estimate (6.17, p. 122) the optimality of the iterative scheme can be con rmed. It is not as simple as that with respect to problem (6.12, p. 119), because now we are really interested in . Two approaches are conceivable: Separate iterations: 1. Solve the variational problem (6.12, p. 119) in the unconstrained space V h by the preconditioned conjugate gradient method outlined above. This yields a solution ~h with correct curl, which fails to meet the constraint (6.14, p. 120), however.
125
h
2. Satisfy the gauge condition by adding a curl{free correction grad h, where to be determined as the solution of Seek h 2 S1;0( ; Th ) such that (grad h; grad 'h)L2 ( ) = ? ~h; grad 'h
L2 ( )
has
8'h 2 S1;0 ( ; Th) :
(6.18)
This amounts to solving standard discrete second order boundary value problem for which we can select among a wide range of optimal iterative solvers.
Joint iterations: A viable alternative consists in intertwining the two solution processes, advancing to ner grids in a single enveloping nested iteration. The structure of the algorithm is depicted in Figure 6.2.
Solve the variational problem (6.12, p. 119) on T0 taking into account the linear constraint (6.14, p. 120).
For l = 1 to L do
Prolongate the solution from level l ? 1 to level l. Carry out a small number of mutlilevel preconditioned PCG steps on level l to reduce the error in the V +{components h by a prescribed factor. Use the vector eld prolongated from the next coarser mesh as initial guess. Determine a curl{free correction by solving (6.18) approximately on level l by means of a few multigrid/multilevel PCG sweeps with initial guess 0.
Abbildung 6.2: Joint iteration method to solve (6.12, p. 119).
A rash conclusion would claim that the combination of two fast methods | this is what the proposed schemes basically are | should perform as well as either does. But the argument is leaky: Note that in the course of the PCG cycles the V 0 {contributions of h the preconditioner might pile up. Then the other iteration would face a huge initial error forcing a large number of iterations. So far we cannot gure out the size of this spurious V 0h{components at the end of the PCG stage. If it becomes larger as ner and ner meshes
126
are visited, the second iteration will take longer and longer to get rid of them. The overall e ciency would greatly su er. Nevertheless the growth of the spurious components is not inevitable; the contributions of repeated PCG runs might well cancel. So far this is merely an optimistic assessment, which must be con rmed through empirical explorations. This cannot replace a rigorous estimate, of course, but we consider this an extremely hard problem.
Kapitel 7 Conclusion
The current work is part of the e ort to close the gap between theory and algorithmic developments in the eld of multilevel methods for dual variational problems in 3D. Furthermore, some attention has been paid to algorithmic and implementational aspects in order to establish optimal computational performance of the multilevel preconditioners and multigrid methods. During the investigations much care was devoted to a thorough analysis of the nite element spaces the discretization of the variational problems relied upon. The following major results could be achieved in this thesis: A new understanding of the H (curl; ){ and H (div; ){conforming nite element spaces, of their common features and interrelationships could be gained by linking them to di erential forms. The extension result of Theorem 2.47 on page 43 has not been | as far as the author knows | discovered earlier. In Chapter 3 we carefully examined how the augmented Lagrangian method can be used to control the spectral properties of a saddle point problem. In Chapter 4 the ideas of Vassilevski and Wang have been adapted to the three{ dimensional case and the relationship with hierarchical decompositions has been explored. As the core result (Theorem 5.21 on page 107) we could give a rigorous proof of the asymptotic stability of the nodal decomposition of lowest order Nedelec spaces in the case of regular re nement and free boundary values. Under the same conditions, a weaker, but probably sharp, estimate for the hierarchical basis decomposition (Theorem 5.27 on page 112) has been obtained. We have pointed out how the results o er a way for the fast multilevel computation of vector potentials. Yet, we must acknowledge the failure to settle several issues. These are 127
128
7 Conclusion
a complete proof of unisolvence of the general degrees of freedom presented in formula (2.45, p. 24). the treatment of mixed boundary conditions and the proper characterization of the kernels of curl and div in this case. the stability of multilevel decompositions of Nedelec spaces if homogeneous boundary values are imposed. the question, whether and how our theoretical devices can cope with an adaptive setting created by local re nement. Classical multilevel theory for H 1( ){elliptic problems can handle the case of of patchwise re nement, but, similar to the di culties faced with zero boundary values, unruly contributions in the kernel of the curl{operator scuttle the techniques. Putting it bluntly, I have stopped halfway towards the initial, and perhaps too ambitious, goal of developing a comprehensive theory of multilevel methods in Raviart{Thomas and Nedelec nite element spaces. Being short of time, I have had to leave many an interesting problem to future research.
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Ralf Hiptmair

Multilevel Preconditioning for Mixed Problems in Three Dimensions

Augsburg, Marz 1996

3 Second Order Elliptic Boundary Value Problems

5 Stable Splitting of Stream Functions

5.1 Results on Regularity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88 5.2 Quotient Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94 v

99 107 112 114

NDk;0( ; Th) RT k;0( ; Th) ND0k ( ; Th) RT 0k ( ; Th)

Kapitel 2 Continuous and Discrete Spaces

2.1 Function Spaces

2 Continuous and Discrete Spaces

kuk2 (div; ) := kuk2 2 ( ) + kdiv uk2 2( H L L

In addition we adopt the notation

Theorem 2.2 (Trace theorem for H (div; )) The mapping

2.1 Function Spaces

?1=2 n v = 0 in H00 (?0 )

EH (div) : H (div; ) 7! H (div; IRn) 0 EH (div) : H 0(div; ) 7! H 0 (div; IRn)

? ' + ' = 0 in IRn= @' @ n = ? on ?

2 Continuous and Discrete Spaces

Stream Function Spaces

2.1 Function Spaces

Theorem 2.5 (Trace theorem for H (curl; )) The mapping

nj? can : H (curl; ) 7!

Theorem 2.7 (Representation of curl{free vector elds) Assume that

2 Continuous and Discrete Spaces

Theorem 2.9 (Existence of smooth stream function) Apart the assumptions of

2.2 Di erential Forms

Concept of Di erential Forms

2.2 Di erential Forms

'i1;::: ;ik dxi1 ^ : : : ^ dxik ;

@xi dxi : i=1

(i1 ;::: ;ik )

d'i1 ;:::;ik ^ dxi1 ^ : : : ^ dxik ;

with the sum covering the index set from (2.5).

As simple implication of this de nition we mention that for k d d ! = 0 8! 2 DF k;m( ) :

2 Continuous and Discrete Spaces

Theorem 2.14 (Poincare's lemma) For star{shaped

Di erential Forms and Vector Fields

2.2 Di erential Forms

2 Continuous and Discrete Spaces

(2.16) (2.17) (2.18)

curlgrad ' = 0 8' 2 H 1( ) and div curl = 0 8 2 H (curl; )

Tabelle 2.1: Relationships of function spaces and di erential forms

2.2 Di erential Forms

the De nition of its transformation implies )d i= (

2 Continuous and Discrete Spaces

For a 3{form ! := w dx1 ^ dx2 ^ dx3 the transformation reads:

Remark 2.15 In a nite element environment

8 2 H (curl; ); u 2 H (div; ) (2.24) 8 ; 2 H (curl; )

b hu; grad 'i dx = hu; grad 'i dx b b b Z

Product of 0{forms and 3{forms:

Product of two 1{forms integrated over a two{dimensional manifold:

Product of a 0{form and a 2{form on a two{dimensional manifold:

b b hu; ni ' d = hu; ni ' db @b

Product of a 0{form and a 1{form integrated over a path:

2 Continuous and Discrete Spaces

Abbildung 2.1: Regular re nement of a tetrahedron. (Courtesy of K. Schramm and

2.4 Finite Element Spaces

2.4 Finite Element Spaces

2 Continuous and Discrete Spaces

b b Pk (T ) is the space of multivariate polynomials of degree k over T . Once we have found

2.4 Finite Element Spaces

b b b b t hgrad '(tx); txi dt ; x 2 T