BIT Numer Math (2011) 51:459480

DOI 10.1007/s10543-010-0291-3
Theoretical analysis of numerical integration
in Galerkin meshless methods
Qinghui Zhang
Received: 12 May 2010 / Accepted: 6 October 2010 / Published online: 6 November 2010
Springer Science + Business Media B.V. 2010
Abstract In this paper, we study effects of numerical integration on Galerkin mesh-
less methods for solving elliptic partial differential equations with Neumann bound-
ary conditions. The shape functions used in the meshless methods reproduce linear
polynomials. The numerical integration rules are required to satisfy the so-called zero
row sum condition of stiffness matrix, which is also used by Babuka et al. (Int. J. Nu-
mer. Methods Eng. 76:14341470, 2008). But the analysis presented there relies on
a certain property of the approximation space, which is difcult to verify. The analy-
sis in this paper does not require this property. Moreover, the Lagrange multiplier
technique was used to handle the pure Neumann condition. We have also identied
specic numerical schemes, diagonal elements correction and background mesh in-
tegration, that satisfy the zero row sum condition. The numerical experiments are
carried out to verify the theoretical results and test the accuracy of the algorithms.
Keywords Galerkin method Meshless methods Numerical integration Zero row
sum Convergence order Background mesh integration
Mathematics Subject Classication (2000) 65N15 65N30 41A30
1 Introduction
A lot of work has been done on Meshless methods (MM) [4, 9, 23, 29, 32] since their
initial development in [10, 24, 31]. The aim of these methods is to reduce the bur-
Communicated by Ragnar Winther.
This research was partially supported by the China Scholarship Council through the State Scholarship
Program and the Natural Science Foundation of China under grants 11001282 and 11071264.
Q. Zhang ()
Department of Scientic Computing and Computer Applications, Sun Yat-sen University,
Guangzhou 510275, P.R. China
e-mail: zhangqh6@mail.sysu.edu.cn
460 Q. Zhang
den of mesh-generation in the mesh-based methods (e.g., the nite element method,
FEM), when applied to solve complicated engineering problems, e.g., the problems
with crack-propagation or with large deformation.
The cost of implementing MM is generally expensive, and many computational
issues have to be addressed with care. Numerical integration is one of these issues;
in fact, if numerical integration is not done carefully, MM may fail to simulate the
physical phenomena correctly. Even though various ideas have been proposed in the
engineering literature, for instance, background mesh integration [10, 20, 26], nodal
integration [8, 14, 15], partition of unity quadrature [12, 13], stress point integra-
tion [21, 22] and others [1, 2, 18, 19, 25, 28], the issue has not yet been completely
resolved.
In FEM, however, it is well known that quadrature is not so signicant. In the
classic work by Ciarlet and Raviart [17] (see also [16] (Sect. 6)), it was shown that
the optimal order of convergence in the energy norm of the approximate solution, i.e.,
O(h
k
), is preserved if the quadrature rule integrates the polynomials of degree 2k 2
exactly, where h is the discretization parameter and k is the degree of the polynomials
on each element.
The analysis of quadrature in FEM depends on the mesh structure and the fact that
the shape functions are polynomials on each element. These properties, however, do
not hold in MM and thus the same analysis on the effects of numerical integration on
MM does not provide a meaningful information. To the best of our knowledge, only
a few recent references [6, 7, 33] in MM address the theoretical aspects of numerical
integration. In [6], the authors studied the effects of numerical integration on MM
in the context of solving the Neumann problem, where the shape functions repro-
duced the polynomials of degree k =1. They proposed a zero row sum condition
(of stiffness matrix) and showed that the order of convergence in the energy norm
of the approximate solution is O(h + ), where is a small parameter represent-
ing the accuracy of the underlying numerical integration rules; the error decreases
as h 0, provided the accuracy of the integration rules improves with decreasing
h, i.e., decreases with smaller values of h. The effect of quadrature on MM with
shape functions that reproduce polynomials of degree k 1 was analyzed in [7, 33].
The numerical integration rule in these references was assumed to satisfy a discrete
Greens formula, and it was established (under such rules) that the order of conver-
gence of the approximate solution in the energy norm is O(h
k
+h
k1
). However,
the quadrature schemes satisfying the discrete Greens formula led to non-symmetric
stiffness matrix. It was shown that the error may grow as h is rened, if the quadrature
rules do not satisfy the zero row sum condition or the discrete Greens formula.
In the present paper, we consider the effect of numerical integration on MM with
the shape functions that reproduce polynomials of degree k =1, as was done in [6].
Our analysis improves the results in [6] in the following ways: (a) The analysis in [6]
depends on an assumption (Axiom 2 in [6]) on the approximation space that is dif-
cult to verify. Our analysis in this paper does not require this assumption. (b) We have
addressed and analyzed numerical integration rules based on background meshes,
which was not addressed in [6]. These integration rules have been used in the en-
gineering literature, and to the best of our knowledge, were never analyzed before.
(c) We have used the Lagrange multiplier technique [7] to solve the Neumann prob-
Theoretical analysis of numerical integration in Galerkin meshless 461
lem, and do not need another axiom in [6] (Axiom 9 in [6] that ensured the compat-
ibility condition under numerical integration). In this work, we show that the energy
norm of the error is O(h+), as was obtained shown in [6], but our analysis requires
less assumptions.
We organize the paper as follows: In Sect. 2 we introduce MM based on the
Lagrange multiplier for the pure Neumann boundary problem, and the associated
convergence results are reviewed. In Sect. 3 we propose the numerical integration
schemes for MM, present the conditions that the quadrature must satisfy, and prove
the unique solvability of the variational problem with numerical integration. Two
quadrature rules, satisfying the conditions in Sect. 3, are given in Sect. 4. The con-
vergence properties are analyzed in Sect. 5, where we also address the general Neu-
mann problem with the low order terms. Some numerical results are presented in
Sect. 6.
2 Model problems and meshless methods
In this section we present the model problems and the meshless methods. The associ-
ated results have been developed in [7, 33], and we only state them here; they will be
used in this paper. We begin with notations. Let N be the set of all positive integers.
For a domain D R
d
, an integer m N {0}, and another element p N {},
we denote the usual Sobolev space by W
m,p
(D) with the norm
W
m,p
(D)
and the
semi-norm | |
W
m,p
(D)
. We will only consider p = 2, in this paper. The Sobolev
space W
m,p
(D) will be denoted by H
m
(D) in the case p =2 and by L
p
(D) in the
case m=0. Likewise, for a hypersurface D in R
d
, we will use the space L
p
(D)
with its norm
L
p
(D)
to represent the associated Sobolev spaces.
The Neumann problem we consider in the paper is as follows:
u +u = f, in ,
u
n
= g, on (2.1)
where R
d
is a bounded domain in R
d
with the Lipschitz boundary ,
f L
2
(), g L
2
(),

n
is the exterior normal derivative to the boundary , and
=0 or 1.
We rst consider the situation = 0, and the case = 1 will be addressed in
Sect. 5. For =0, f and g in (2.1) are assumed to satisfy a so-called compatibility
condition [11, 16]
_

f (x) dx +
_

g(s) ds =0. (2.2)

A conventional variational formulation to address this situation is given by
Find u H
1
() such that
B(u, v) =L(v), v H
1
() (2.3)
462 Q. Zhang
where
B(u, v)
_

u v dx and L(v)
_

f v dx +
_

gv ds.
Note L(1) =0, which is precisely the compatibility condition (2.2). It is well known
that the problem (2.3) has a unique solution up to an additive constant.
To develop meshless methods for solving the problem (2.1), we introduce a one
parameter family of nite dimensional approximation spaces
V
h
={
h
i
C(

) : i N
h
},
where h is a parameter, N
h
is an index set and the construction of the shape functions

h
i
s does not rely on a mesh or only relies on a mesh minimally. Each
h
i
is associated
with a particle x
h
i
and has compact support
h
i
with h
i
diam(
h
i
). It is convenient
for the later analysis to divide N
h
into two disjoint subsets:
N

h
={i N
h
:
h
i
} and N

h
={i N
h
:
h
i
=}.
We list the main assumptions on V
h
.
A1 For each i N
h
, let S
i
be the set of index j with
h
j

h
i
=, and assume that
there exists a positive integer , independent of i and h, such that
cardS
i
. (2.4)
Remark 2.1 The property (2.4) is referred to as nite overlapping property. Let S
x
be
the set of index i such that x
h
i
. It can be shown that (2.4) implies
cardS
x
, x . (2.5)
A2 There are positive constants C
1
and C
2
such that
C
1

h
i
h
C
2
, C
1

|
h
i
|
h
d
C
2
, and C
1

|
h
i
|
h
d1
C
2
(2.6)
where |D| represents volume of a domain D or area of a hypersurface D in R
d
.
A3 The shape functions reproduce the polynomials of degree 1 with respect to the
particles {x
h
i
}, i.e.,

iN
h
p(x
h
i
)
h
i
(x) =p(x), p P
1
and x . (2.7)
A4 There exists a constant C and an integer M such that for all i N
h
,
D

h
i

L

(R
d
)
Ch
||
i
, 0 || M. (2.8)
Theoretical analysis of numerical integration in Galerkin meshless 463
A5 There are positive constants C
1
and C
2
such that for all v
h
=

iN
h
v
i

h
i
and
i N
h
:
C
1
v
h

2
L
2
(
h
i
)
h
d
i

jS
i
v
2
j
C
2
v
h

2
L
2
(
h
i
)
, (2.9)
C
1
v
h

2
L
2
(
h
i
)
h
d1
i

jS

i
v
2
j
C
2
v
h

2
L
2
(
h
i
)
, (2.10)
C
1
|v
h
|
2
H
1
(
h
i
)
h
d2
i

jS
i
(v
j
v
i
)
2
C
2
|v
h
|
2
H
1
(
h
i
)
(2.11)
where S

i
{j N

h
:
h
j
(
h
i
) =}.
Remark 2.2 Various methods to construct the spaces V
h
satisfying the assumptions
A1A4, e.g., the RKP methods [29, 30] and the moving least-square (MLS) technique
[10, 32]. In particular, when the particles are distributed uniformly, the shape func-
tions
h
i
s can be obtained by dilation and translation of a reference shape function
[4, 5], i.e.,
h
i
(x) =(
xx
i
h
).
Remark 2.3 The inequalities in the assumption A5 can be proven under some specic
assumptions on distributions of the particles and geometries of the shape functions,
using the local linear independence of the shape functions {
j
: j S
i
} on
i
and
a scaling argument, see [33] for their detailed proof. Summing the inequalities (2.9)
and (2.10) over the index sets N
h
and N

h
, respectively, and using the assumptions
(2.4), (2.5) and (2.6), we have
C
1
v
h

2
L
2
()
h
d

iN
h
v
2
i
C
2
v
h

2
L
2
()
, (2.12)
C
1
v
h

2
L
2
()
h
d1

iN

h
v
2
i
C
2
v
h

2
L
2
()
. (2.13)
Taking v
h
=1 in these two inequalities, we get the estimates on the cardinalities of
N
h
, N

h
, and N

h
, that are,
C
1

|N
h
|
h
d
C
2
, C
1

|N

h
|
h
(d1)
C
2
, and C
1

|N

h
|
h
d
C
2
. (2.14)
In the rest of the paper, we will write
h
i
and
h
i
as
i
and
i
for simplicity. The
approximation properties of V
h
satisfying the assumptions A1A4 have been studied
extensively in the literature, see [4, 27, 32], for instance. We only present a general
case that will be applied in this paper, and its proof can be found out in the references
[4, 27, 32].
Lemma 2.1 For any u H
2
(), there exists an element V
h
u V
h
such that
u V
h
u
H
s
()
Ch
2s
|u|
H
2
()
, s =0, 1, 2 (2.15)
where C is a constant independent of h and u.
464 Q. Zhang
We will use a meshless method based on Lagrange multipliers to approximate the
solution of (2.3). That approach was also used in [7], and we refer to this paper for
the rationale for using this idea (Remarks 2.4 and 3.1 in [7]). Let : V
h
R be a
linear functional on V
h
, dened by
(v
h
) =
||
|N
h
|

iN
h
v
i
, v
h
=

iN
h
v
i

i
V
h
(2.16)
and denote V
h

{(v
h
, ) : v
h
V
h
and R}. Some properties about and V
h

have been discussed in [7, 33], and we summarize them as follows:

Lemma 2.2 (a) The functional is bounded on V
h
under L
2
norm, i.e., there exists
a constant C such that
|(v
h
)| Cv
h

L
2
()
, v
h
V
h
;
(b) (V
h

,
V
h

) is a Hilbert space, where the norm

V
h

is dened by
(v
h
, )
2
V
h

|v
h
|
2
H
1
()
+(v
h
)
2
+
2
;
(c) The norm
V
h

is equivalent to the norm (v, )

H
1
()R

_
v
2
H
1
()
+
2
on H
1
() R, i.e., there exists a constant C, independent of h, such that
C(v
h
, )
H
1
()R
(v
h
, )
V
h

1
C
(v
h
, )
H
1
()R
, (v
h
, ) V
h

.
A meshless method based on the Lagrange multiplier to solve the problem (2.1) is
given by
Find (u
h
,
h
) V
h

such that
(2.17)
B

(u
h
,
h
; v
h
,
h
) =L(v
h
), (v
h
,
h
) V
h

where
B

(u
h
, ; v
h
, ) B(u
h
, v
h
) +(v
h
) +(u
h
).
The following lemma ensures the unique solvability of the problem (2.17) (see
[3]), and we only state it and refer to [7] (Lemma 2.3) for its proof.
Lemma 2.3 (a) Continuity. There exists a constant C such that
|B

(u
h
, ; v
h
, )| C(u
h
, )
V
h

(v
h
, )
V
h

, (u
h
, ), (v
h
, ) V
h

; (2.18)
(b) Inf-sup condition.
C < inf
(v
h
,)V
h

sup
(w
h
,)V
h

(v
h
, ; w
h
, )
(v
h
, )
V
h

(w
h
, )
V
h

; (2.19)
Theoretical analysis of numerical integration in Galerkin meshless 465
(c) For any (w
h
, ) V
h

satisfying (w
h
, )
V
h

=0,
0 < sup
(v
h
,)V
h

|B

(v
h
, ; w
h
, )|.
We next consider the approximation property of u
h
to the exact solution u. It can
be shown that the variational problem (2.17) is equivalent to a saddle point problem:
Find (u
h
,
h
) V
h

such that
B(u
h
, v
h
) +
h
(v
h
) = L(v
h
), v
h
V
h
(2.20)

h
(u
h
) = 0,
h
R
that implies, by the compatibility L(1) =0,
Find u
h
V
h
such that
B(u
h
, v
h
) = L(v
h
), v
h
V
h
(2.21)
(u
h
) = 0,
namely, u
h
is the unique solution of the variational formulation (2.3) on V
h
under a
constrained condition (u
h
) =0. From the above problem and (2.3), we have
B(u u
h
, v
h
) =0, v
h
V
h
that gives us
|u u
h
|
H
1
()
inf
v
h
V
h
|u v
h
|
H
1
()
|u V
h
u|
H
1
()
Ch|u|
H
2
()
where the last inequality is due to the approximation error estimate (2.15). We for-
mulate the above arguments into the following theorem.
Theorem 2.4 Assume that the approximation space V
h
satises the assumptions A1
A4, then there exists a unique solution, (u
h
,
h
), for the variational problem (2.17),
such that
|u u
h
|
H
1
()
Ch|u|
H
2
()
. (2.22)
3 Quadrature in meshless methods
Let the unique solution (u
h
,
h
) of the variational problem (2.17) have the represen-
tation (

jN
h
u
j

j
,
h
) or

jN
h
u
j

j
+
h
E
2
, where set
_

j
(
j
, 0), E
2
(0, 1) : j N
h
_
466 Q. Zhang
forms a basis of V
h

, then we get a linear system equivalent to (2.17) with the un-

knowns [u
j
]
jN
h
and
h
:

jN
h

ij
u
j
+
||
|N
h
|

h
=l
i

jN
h
||
|N
h
|
u
j
=0 (3.1)
where

ij

_

j

i
dx =
_

j

i
dx,
l
i
f
i
+g
i

_

f
i
dx +
_

g
i
ds =
_

i
f
i
dx +
_

g
i
ds.
The error estimate (2.22) is not valid in practice because the above integral terms
ij
and l
i
are computed numerically, and we actually solve the computed version of (3.1),
i.e.,

jN
h

ij
u

j
+
||
|N
h
|

h
=l

jN
h
||
|N
h
|
u

j
=0 (3.2)
where

ij

j

i
dx =

ij

j

i
dx,
l

i
f

i
+g

f
i
dx +

g
i
ds =

i
f
i
dx +

i
g
i
ds.
The notation

_
D
represents a numerical integration rule on a set D, and
ij

i

j
,

i

i
,
i

i
are the associated domains where the numerical integrations
are carried out. These domains will be specied later to design the efcient quadrature
rules. There are two natural questions:
(i) What types of the numerical integration rules guarantee that (3.2) is uniquely
solvable?
(ii) How does the numerical solution u

jN
h
u

j
(if it exists) converge to the
exact solution u?
The question (i) is the main task of this section where we specify some conditions
the quadrature must satisfy and prove the uniqueness of the equation (3.2) under these
conditions. The question (ii) will be dealt with in Sect. 5. To address the question (i),
we develop the variational formulation equivalent to (3.2). To this end, for any v
h
=

iN
h
v
i

i
, w
h
=

jN
h
w
j

j
V
h
, we have
B(v
h
, w
h
) =

i,jN
h
v
i

ji
w
j
and L(v
h
) =

iN
h
v
i
l
i
. (3.3)
Theoretical analysis of numerical integration in Galerkin meshless 467
Motivated by above, we naturally dene
B

(v
h
, w
h
) =

i,jN
h
v
i

ji
w
j
and L

(v
h
) =

iN
h
v
i
l

i
. (3.4)
We note from this denition that B

and L

are bilinear and linear on V

h
, respec-
tively, and it can be shown that linear system (3.2) is equivalent to the variational
formulation:
Find (u

h
,

h
) V
h

such that
(3.5)
B

(u

h
,

h
; v
h
,
h
) =L

(v
h
), (v
h
,
h
) V
h

where
B

(u
h
, ; v
h
, ) B

(u
h
, v
h
) +(v
h
) +(u
h
),
which is a numerical counterpart to the formulation (2.17).
Next, we present a set of assumptions for the numerical integration rules that will
improve the efciency of quadrature and at the same time, will be used in the analysis
of error in the approximate solution in the presence of quadrature.
QA 3.1 There is a positive constant C independent of h such that
|
ij
| Ch
d
, |
i
| Ch
d
, and |
i
| Ch
d1
, i, j N
h
. (3.6)
Remark 3.1 It is quite natural to choose
ij
,
i
, and
i
as
i

j
,
i
, and
i
,
as in [6]. These domains may, however, have complicated geometry (e.g. lens [18,
19]) and numerical integrations becomes difcult to carry out. But
i

i
,
i

j

ij
can be chosen such that they have regular shapes [2, 7]. Of course, this is
feasible when the shape functions are smooth in .
QA 3.2 Symmetric.

ij
=

ji
, i, j N
h
. (3.7)
Remark 3.2 This property implies symmetric stiffness matrix which is an important
feature of FEM. In [6], the integration domain
ij
was chosen to be
i

j
to impose
the symmetric property; while in [7],
ij
=
j
was chosen and associated stiffness
matrix was non-symmetric, since in general,

ij
=

i
=

j
=

ji
. However, we
mention that the theoretical framework in the paper [7], allowed the analysis of MM
with the shape functions reproducing the polynomials of degree k, where k is arbi-
trary positive integer. We emphasize that the symmetry is crucial to the analysis of
the present paper.
QA 3.3 The stiffness matrix [

ij
]
i,jN
h
with quadrature satises

jN
h

ij
=0, i N
h
. (3.8)
468 Q. Zhang
Remark 3.3 It can be easily shown that

jN
h

ij
=0. (3.9)
Thus (3.8) mimics (3.9) and is called the zero row sum condition for the computed
stiffness matrix. We note that we do not need to impose the compatibility condition
under numerical integration (as required in [6]) because we use the Lagrange multi-
plier framework.
QA 3.4 There exist small positive constants , , and , associated with the specic
quadrature rules but independent of h, i, and j, such that for each i, j N
h
|
ij

ij
| |
ij
|
j

i

(
ij
)
, (3.10)
|f
i
f

i
| |
i
|f
i

(
i
)
(3.11)
and
|g
i
g

i
| |
i
|g
i

(
i
)
. (3.12)
Remark 3.4 It is possible to choose small constants , , and to make the assump-
tions (3.10), (3.11), and (3.12) hold, respectively, see [7] for specic examples. We
note that these constants are associated with the underlying numerical integration
rules and decrease with increasing accuracy of the integration rules.
We next prove the uniqueness of the solutions to (3.2) or (3.5). We begin with a
relevant lemma.
Lemma 3.1 Consider the bilinear form B

on V
h
is dened as above. Assume
[

ij
]
i,jN
h
satises the assumption QA 3.1, (3.7), (3.8), and (3.10). Then there is
a constant C, independent of h, such that
|B(v
h
, w
h
) B

(v
h
, w
h
)| C|v
h
|
H
1
()
|w
h
|
H
1
()
, v
h
, w
h
V
h
. (3.13)
Proof Let v
h
=

iN
h
v
i

i
and w
h
=

jN
h
w
j

j
. Because both the stiffness ma-
trix [
ij
]
i,jN
h
and its counterpart with quadrature [

ij
]
i,jN
h
are symmetric and sat-
isfy the zero row sum condition (3.8), from the results of Lemma 4.1 and Lemma 4.2
in [6], we have
B(v
h
, w
h
) =
1
2

i,jN
h

ij
(v
i
v
j
)(w
i
w
j
) (3.14)
and
B

(v
h
, w
h
) =
1
2

i,jN
h

ij
(v
i
v
j
)(w
i
w
j
). (3.15)
Theoretical analysis of numerical integration in Galerkin meshless 469
Therefore, using the assumption A1, (3.10), A4, (3.6), and (2.11) in A5, we get
|B(v
h
, w
h
) B

(v
h
, w
h
)| =
1
2

iN
h

jS
i
_

ij

ij
_
(v
i
v
j
)(w
i
w
j
)

1
2

iN
h
Ch
2
h
d
_

jS
i
(v
i
v
j
)
2
_1
2
_

jS
i
(w
i
w
j
)
2
_1
2
Ch
2
h
d
_
h

d
2
+1
_
2

iN
h
|v
h
|
H
1
(
i
)
|w
h
|
H
1
(
i
)
= C
_

iN
h
|v
h
|
2
H
1
(
i
)
_1
2
_

iN
h
|v
h
|
2
H
1
(
i
)
_1
2
C|v
h
|
H
1
()
|w
h
|
H
1
()
which is the desired result.
Lemma 3.2 Suppose that the conditions in the previous lemma are all satised. Then
for small , the following properties of the bilinear form B

(, ) hold:
(a) (Continuity) There is a constant C >0 such that
|B

(v
h
, ; u
h
, )| C(v
h
, )
V
h

(u
h
, )
V
h

, (v
h
, ), (u
h
, ) V
h

;
(3.16)
(b) (Inf-sup condition) There exists C >0 such that
C < inf
(v
h
,)V
h

sup
(w
h
,)V
h

(v
h
, ; w
h
, )
(v
h
, )
V
h

(w
h
, )
V
h

; (3.17)
(c) For any (w
h
, ) V
h

satisfying (w
h
, )
V
h

=0,
0 < sup
(v
h
,)V
h

|B

(v
h
, ; w
h
, )|.
Proof Let (v
h
, ), (u
h
, ) V
h

be arbitrary, then we have the equality

B

(v
h
, ; u
h
, ) =B

(v
h
, ; u
h
, ) +
_
B

(v
h
, u
h
) B(v
h
, u
h
)
_
. (3.19)
It immediately follows from the continuity property (2.18) of the form B

and
Lemma 3.1 that
B

(v
h
, ; u
h
, ) (C +C)(v
h
, )
V
h

(u
h
, )
V
h

.
For each (v
h
, ) V
h

, according to the Inf-sup condition (2.19) of B

, there exists
(w
h
, ) V
h

such that
B

(v
h
, ; w
h
, ) C(v
h
, )
V
h

(w
h
, )
V
h

,
470 Q. Zhang
With the above estimate and (3.19), we have
B

(v
h
, ; w
h
, ) B

(v
h
, ; w
h
, ) C|v
h
|
H
1
()
|w
h
|
H
1
()
(C C)(v
h
, )
V
h

(w
h
, )
V
h

where the constant is positive for small . Hence, we get the Inf-sup condition (3.17)
of B

. The last inequality of the lemma can be proved in the same way.
According to this lemma, we know from [3] that the variational problem (3.5) and
the associated linear system (3.2) have the unique solutions, respectively.
4 Construction of numerical integration formula
In this section, we present two numerical integration schemes satisfying the assump-
tions QA 3.1QA 3.4.
4.1 Diagonal elements correction algorithm
This scheme was introduced in [6]. For i N
h
, we set
i
=
i
,
i
=
i
, and

ij
=
i

j
satisfying the assumption QA 3.1. Unlike [6], the integration rules do
not have to satisfy any conditions other than (3.11) and (3.12). For i = j, we use a
numerical integration rule on
ij
to dene

ij
satisfying (3.10) of QA 3.4. For i =j,
we dene

ii
=

jN
h
, j=i

ij
=

jS
i
, j=i

ij
. (4.1)
Clearly, the computed stiffness matrix [

ij
]
i,jN
h
satises the assumptions QA 3.2
and QA 3.3. Moreover, for i =j, we have
|
ii

ii
|

jS
i
, j=i
|
ij

ij
|

jS
i
, j=i
C|
ij
|(
i

j
)
L

(
ij
)

jS
i
, j=i
C|
ii
|
_
D
i

(
i
)
h
i
__
D
j

(
j
)
h
j
_
(h
i
h
j
)
1
C|
ii
|(
i

i
)
L

(
i
)
h
2
i
(h
i
h
j
)
1
C|
ii
|(
i

i
)
L

(
i
)
,
where we used the assumptions A4 and A2. Thus

ij
, with i =j, also satises (3.10)
of QA 3.4. Later, we will obtain the same error estimate for this scheme as was
obtained in [6], but we mention again that our analysis does not require V
h
to satisfy
any further assumptions, e.g., the Axiom 2 in [6], which is hard to verify.
Theoretical analysis of numerical integration in Galerkin meshless 471
4.2 Background mesh integration
Numerical integration based on background mesh, also known as integration mesh,
have been developed and used in [10, 20, 26]. We explain this approach below and
show that these quadrature rules satisfy the assumptions in Sect. 3.
Assume that domain is covered by a group of disjoint cells {D
k
: k M
h
}
where M
h
is an index set, namely,

kM
h
D
k
. We note that the cells D
k
are
only employed to do numerical integration and do not have to satisfy the conforming
conditions as in FEM. For k M
h
, we dene standard numerical formulas

_
D
k
as

_
D
k
e(x) dx
p
k

l=1
e(z
kl
)w
kl
, e C(D
k
)
where z
kl
are the quadrature points and w
kl
are the associated weights. In a similar
way, we set up the integration rule

_
D
k

on the boundary.
We assume that this background mesh satises the following conditions.
B1 There exists a constant independent of k and h such that
|D
k
| Ch
d
and |D
k
| Ch
d1
;
B2 For any i N
h
, let T
i
= {k M
h
:
i
D
k
= } and assume there exists an
integer

such that for all i N

h
,
cardT
i

.
For any i, j N
h
, let T
ij
{k M
h
: D
k

i

j
= } and T

i
{k M
h
:

i
D
k
=}. Set

ij
=
_
kT
ij
D
k
,
i
=
_
kT
i
D
k
, and
i
=
_
kT

i
D
k
.
The associated integration formulas on
ij
,
i
and
i
are naturally dened as

ij

kT
ij

_
D
k
,

kT
i

_
D
k
, and

kT

_
D
k

. (4.2)
From the assumptions B1 and B2, it is easy to show that this integration scheme
satises the conditions QA 3.1, QA 3.2, and QA 3.4. Furthermore,

jN
h

ij
=

jN
h

ij

j

i
dx
=

jN
h

kT
ij

_
D
k

j

i
dx
=

jN
h

kT
i
p
k

l=1
_

j

i
_
(z
kl
)w
kl
472 Q. Zhang
=

kT
i
p
k

l=1
_

jN
h

j
_
(z
kl
)w
kl
=

kT
i
p
k

l=1
_

i
1
_
(z
kl
)w
kl
=0.
Thus the integration scheme satises the zero row sum condition QA 3.4.
5 Convergence analysis
We had addressed the unique solvability of the variational problem with quadra-
ture (3.5) in Sect. 3. In this section, we will obtain an estimate for the error
|u u

h
|
H
1
()
. We begin with a Strang type lemma that provides an abstract frame-
work to analyze the quadrature error. In the end of this section, we will briey address
the Neumann problem (2.1) with =1.
Lemma 5.1 Suppose that (u
h
,
h
) and (u

h
,

h
) are the solutions of problems (2.17)
and (3.5), respectively. Then there exists a constant C, independent of h, such that
(u
h
u

h
,
h

h
)
V
h

C inf
(w
h
,
h
)V
h

_
(u
h
w
h
,
h

h
)
V
h

+ sup
(v,)V
h

B(w
h
, v) B

(w
h
, v)

(v, )
V
h

+ sup
(v,)V
h

(v) L(v)

(v, )
V
h

_
. (5.1)
The proof of this lemma can be obtained from the proof of Lemma 4.1 in [7]
directly, and we omit it here. It is clear from the above Lemma that to analyze the
effects of quadrature on the convergence of the approximate solution u

h
, we need to
estimate the consistency errors
|B(w
h
, v) B

(w
h
, v)|
(v, )
V
h

and
|L

(v) L(v)|
(v, )
V
h

.
We now present the main result of the paper.
Theorem 5.2 Assume the meshless space V
h
satises the assumptions A1A5 and
quadrature satises the assumptions QA 3.1QA 3.4. Let u H
2
() and (u

h
,

h
)
V
h

be the solutions to the problems (2.1) with = 0 and (3.5), respectively. Then,
there is a constant C such that
|u u

h
|
H
1
()
Ch|u|
H
2
()
+C
_
|u|
H
2
()
+f
L

()
+g
L

()
_
. (5.2)
Theoretical analysis of numerical integration in Galerkin meshless 473
Proof For any constant D, we take (w
h
,
h
) =(V
h
u +D,
h
) in Lemma 5.1 and get
(u
h
u

h
,
h

h
)
V
h

C
_
u
h
V
h
u D
H
1
()
+ sup
(v,)V
h

B(V
h
u +D, v) B

(V
h
u +D, v)

(v, )
V
h

+ sup
(v,)V
h

(v) L(v)

(v, )
V
h

_
=C
_
u
h
V
h
u D
H
1
()
+ sup
(v,)V
h

B(V
h
u, v) B

(V
h
u, v)

(v, )
V
h

+ sup
(v,)V
h

(v) L(v)

(v, )
V
h

_
(5.3)
where the last equality is due to the obvious fact B(D, v) = 0 and the property
B

(D, v) = 0, which is the direct result of the denition (3.4) and the assump-
tion (3.8).
Now, we estimate the RHS of the above inequality. Let v =

iN
h
v
i

i
. Then
from Lemma 3.1 and the approximation error estimate (2.15), we have
|B(V
h
u, v) B

(V
h
u, v)| C|V
h
u|
H
1
()
|v|
H
1
()
C|u|
H
2
()
|v|
H
1
()
. (5.4)
For any i N
h
, we have, from (3.11) and (3.12) of the assumptions QA 3.4, QA 3.1,
and A4,

i
f
i
dx

i
f
i
dx

Ch
d
f
i

(
i
)
Ch
d
f
L

()
and

i
g
i
ds

i
g
i
ds

Ch
d1
g
i

(
i
)
Ch
d1
g
L

()
.
Therefore,
|L(v) L

(v)|

iN
h
|v
i
| |l
i
l

i
|

iN
h
|v
i
|

i
f
i
dx

i
f
i
dx

iN

h
|v
i
|

i
g
i
ds

i
g
i
ds

iN
h
|v
i
|Ch
d
f
L

()
+

iN

h
|v
i
|Ch
d1
g
L

()
Cv
L
2
()
f
L

()
+Cv
H
1
()
g
L

()
, (5.5)
474 Q. Zhang
the last inequality is derived from (2.12), (2.13), (2.14) of Remark 2.3, the Trace
inequality, and the arguments

iN
h
|v
i
|
_

iN
h
v
2
i
_1
2
_

iN
h
1
_1
2
Ch

d
2
v
L
2
()
h

d
2
Cv
L
2
()
h
d
and

iN

h
|v
i
|
_

iN

h
v
2
i
_1
2
_

iN

h
1
_1
2
Ch

d1
2
v
L
2
()
h

d1
2
Cv
H
1
()
h
(d1)
.
Therefore, since D is arbitrary, using the Poincar inequality, and the estimates (5.3),
(5.4), (5.5), we have
(u
h
u

h
,
h

h
)
V
h

C inf
DR
u
h
V
h
u D
H
1
()
+C|u|
H
2
()
+Cf
L

()
+Cg
L

()
C|u
h
V
h
u|
H
1
()
+C|u|
H
2
()
+Cf
L

()
+Cg
L

()
.
Finally, using the estimate (2.15), we get the theorem as follows:
|u u

h
|
H
1
()
|u u
h
|
H
1
()
+|u
h
u

h
|
H
1
()
|u u
h
|
H
1
()
+(u
h
u

h
,
h

h
)
V
h

Ch|u|
H
2
()
+C
_
|u|
H
2
()
+f
L

()
+g
L

()
_
,
which is the desired result.
Remark 5.1 Applying the above theorem in the context of numerical integration
based on background mesh, we deduce that if the background mesh satises B1 and
B2, then |u u

h
|
H
1
()
=O(h + + +). In other words, there is no convergence
if , , 0. However, our numerical results (presented in the next section) show
that |u u

h
|
H
1
()
0, but with O(h
1/2
). We will investigate this feature in a future
work.
To approximate the solution of the problem (2.1) with = 1, the Lagrange mul-
tiplier framework is not needed and the standard Galerkin method could be used.
The lower order terms could be numerically integrated with a more quadrature rule
satisfying the following assumption:
QA 3.4

Assume that there exists a small positive constant

, independent of h, i
and j, such that
|
ij

ij
|

|
ij
|
j

(
ij
)
, i, j N
h
(5.6)
where
ij

_

i
dx.
Theoretical analysis of numerical integration in Galerkin meshless 475
Theorem 5.3 Assume the meshless space V
h
satises the assumptions A1A5 and
quadrature satises the assumptions QA 3.1QA 3.4 and QA 3.4

. Let u H
2
()
be the solution to the problem (2.1) with = 1 and u

h
V
h
be the numerical so-
lution computed from the standard Galerkin method, respectively. Then, there is a
constant C such that
u u

H
1
()
Ch|u|
H
2
()
+C
_
( +

)|u|
H
2
()
+f
L

()
+g
L

()
_
.
(5.7)
We do not present the proof of this theorem as it is similar to the proof of Theo-
rem 5.2.
6 Numerical experiments
We present the numerical experiments in 1-dimension for the case =0 in (2.1) to
illuminate our theoretical results. Let = (0, 1) and the exact solution u(x) = e
x
,
then ={0, 1}, f (x) =e
x
and g(0) =1, g(1) =e.
We next introduce the approximation space V
h
. As in [4, 5], let (x) be a reference
shape function with compact support [R, R] such that functions {(x i) : i N},
associated with a uniformly distributed set of particles {i : i N} on R, reproduce
the polynomials of degree 1, i.e.,

iN
(x i) =1 and

iN
i(x i) =x, x R. (6.1)
Let N be a positive integer and h =
1
N
, then it can be shown from (6.1) that the
functions {
h
i
(
x
h
i) : i N} reproduce linear polynomials with respect to the
set of particles {x
h
i
=ih : i N}, namely,

iN

_
x
h
i
_
=1 and

iN
x
h
i

_
x
h
i
_
=x, x R. (6.2)
Now, let N
h
= {i N : supp
h
i
(0, 1) = } and V
h
= {
h
i
: i N
h
}. Then we
have

iN
h

_
x
h
i
_
=1 and

iN
h
x
h
i

_
x
h
i
_
=x, x . (6.3)
Example 1 For any i, j N
h
, denote

i

i
=supp
h
i
=[ih Rh, ih +Rh] (0, 1) [a
i
, b
i
],

ij

i

j
[c
ij
, d
ij
], and
i

i
.
We note that in 1-dimension
i
is only a set of points so that integration on it is exact.
We use the standard p-point Gaussian integration formula on [a
i
, b
i
] and [c
ij
, d
ij
]
476 Q. Zhang
Table 1 Standard Gaussian rule (no correction)
h |u u

h
|
H
1
()
4 points 8 points 16 points 32 points
1/10 1.1372E+00 6.3099E02 9.2826E03 4.5974E03
1/20 1.4694E+00 2.9034E01 1.9945E02 1.8351E02
1/40 1.6258E+00 8.0305E01 1.2488E01 8.3619E02
1/80 1.7047E+00 1.2821E+00 4.8658E01 3.0731E01
1/160 1.7453E+00 1.5347E+00 1.0383E+00 7.8348E01
1/320 1.7661E+00 1.6599E+00 1.4136E+00 1.2592E+00
1/640 1.7767E+00 1.7232E+00 1.5993E+00 1.5228E+00
1/1280 1.7820E+00 1.7551E+00 1.6925E+00 1.6538E+00
Notes: The H
1
seminorm of the error, |u u

h
|
H
1
()
, where u

h
is the approximate solution obtained
using the standard Gaussian quadrature; quadrature does not satisfy the zero row sum condition. The
exact solution is u(x) =e
x
and the shape functions reproduce polynomial of degree 1
Fig. 1 The log-log plot of |uu

h
|
H
1
()
with respect to h. u

h
is the approximate solution obtained using
p-point standard Gaussian quadrature with p =4, 8, 16, and 32. The error grows up as h decreases
to obtain the approximate solution u

h
of (3.5). We note that under this numerical
integration, the computed stiffness matrix [

ij
] does not satisfy the zero row sum
condition (3.8). The H
1
-seminorm errors |u u

h
| and their log-log plot with respect
to h are presented in Table 1 and Fig. 1. It is clear that the errors in the energy norm
of the approximate solutions grow as h is rened.
Theoretical analysis of numerical integration in Galerkin meshless 477
Table 2 Corrected Gaussian rule (diagonal elements correction)
h |u u

h
|
H
1
()
4 points 8 points 16 points 32 points
1/10 3.2389E01 9.3789E03 3.6251E03 3.3971E03
1/20 3.3411E01 7.9097E03 2.1999E03 1.7570E03
1/40 3.3942E01 7.1116E03 1.6310E03 9.1338E04
1/80 3.4215E01 6.6953E03 1.4542E03 5.0294E04
1/160 3.4353E01 6.4826E03 1.4089E03 3.2485E04
1/320 3.4423E01 6.3749E03 1.3988E03 2.6178E04
1/640 3.4457E01 6.3208E03 1.3970E03 2.4357E04
1/1280 3.4475E01 6.2937E03 1.3970E03 2.3888E04
Notes: The H
1
seminorm of the error, |uu

h
|
H
1
()
, where u

h
is the approximate solution obtained using
the corrected Gaussian quadrature; quadrature satises the zero row sum condition. The exact solution is
u(x) =e
x
and the shape functions reproduce the polynomial of degree 1
In the following two examples we use the numerical integration algorithms dis-
cussed in Sect. 4 that satisfy the zero row sum condition (3.8), and we will see that
the errors are reduced signicantly.
Example 2 All settings are the same as in the previous example except for

ii
, i
N
h
that are corrected by the rule (4.1) so that the computed stiffness matrix [

ij
]
satises the zero row sum condition (3.8). We obtain the solution u

h
of (3.5) with
this corrected integration rule through the variational problem, and present the H
1
-
seminorm errors |u u

h
|
H
1
()
, together with their log-log plot with respect to h in
Table 2 and Fig. 2.
Example 3 We employ the background mesh integration schemes in this example. To
this end, we divide into a mesh
{D
k
[kh, (k +1)h] : 0 k N 1},
which satises the assumptions B1 and B2. In each cell D
k
, we use the standard
p-point Gaussian integration rule to get the integration scheme (4.2). We use this
numerical integration scheme in (3.5) and obtain the solution u

h
. We have presented
the H
1
-seminorm errors |u u

h
|
H
1
()
, and their log-log plot with respect to h, in
Table 3 and Fig. 3.
It is clear from the this example that the error |u u

h
|
H
1
()
is much smaller than
similar errors in Examples 1 and 2. In fact, we have convergence in this example as
h 0, but the order of convergence appears to be O(h
1/2
). This phenomenon, which
is not explained by the theoretical result in this paper, is very interesting and deserve
further investigation in future.
We also conducted the 1-dimensional numerical experiments for the problems
(2.1) with = 1. The behaviors of the errors u u

H
1
()
were analogous to the
478 Q. Zhang
Fig. 2 The log-log plot of |uu

h
|
H
1
()
with respect to h. u

h
is the approximate solution obtained using
p-point corrected Gaussian quadrature with p =4, 8, 16, and 32. The behavior of the error is O(h +),
which illuminates the result of Theorem 5.2
Table 3 Standard Gaussian rule (background mesh)
h |u u

h
|
H
1
()
2 points 3 points 5 points 8 points
1/10 5.1603E03 3.4197E03 3.4144E03 3.3933E03
1/20 3.8099E03 1.7577E03 1.7616E03 1.7455E03
1/40 2.7938E03 9.0189E04 9.0047E04 8.8673E04
1/80 2.0155E03 4.6708E04 4.6074E04 4.4817E04
1/160 1.4399E03 2.4740E04 2.3837E04 2.2653E04
1/320 1.0234E03 1.3620E04 1.2633E04 1.1514E04
1/640 7.2555E04 7.9012E05 6.9593E05 5.9205E05
1/1280 5.1370E04 4.8483E05 4.0299E05 3.0956E05
Notes: The H
1
seminorm of the error, |uu

h
|
H
1
()
, where u

h
is the approximate solution obtained using
the background mesh quadrature; quadrature satises the zero row sum condition. The exact solution is
u(x) =e
x
and the shape functions reproduce the polynomial of degree 1
results in Tables 1, 2 and 3 and Figs. 1, 2 and 3, and we do not present those experi-
mental results here.
Theoretical analysis of numerical integration in Galerkin meshless 479
Fig. 3 The log-log plot of |uu

h
|
H
1
()
with respect to h. u

h
is the approximate solution obtained using
p-point Gaussian rules on each mesh with p = 2, 3, 5, and 8. The behavior of the error is O(h +),
following the result in Theorem 5.2
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