Douglas N. Arnold

Douglas N. Arnold, Gerard Awanou

We give a new, simple, dimension-independent definition of the serendipity finite element family. The shape functions are the span of all monomials which are linear in at least s-r of the variables where s is the degree of the monomial or, equivalently, whose superlinear degree (total degree with respect to variables entering at least quadratically) is at most r. The degrees of freedom are given by moments of degree at most r-2d on each face of dimension d. We establish unisolvence and a geometric decomposition of the space.

Douglas N. Arnold, Richard S. Falk, Ragnar Winther

We study the two primary families of spaces of finite element differential forms with respect to a simplicial mesh in any number of space dimensions. These spaces are generalizations of the classical finite element spaces for vector fields, frequently referred to as Raviart-Thomas, Brezzi-Douglas-Marini, and Nedelec spaces. In the present paper, we derive geometric decompositions of these spaces which lead directly to explicit local bases for them, generalizing the Bernstein basis for ordinary Lagrange finite elements. The approach applies to both families of finite element spaces, for arbitrary polynomial degree, arbitrary order of the differential forms, and an arbitrary simplicial triangulation in any number of space dimensions. A prominent role in the construction is played by the notion of a consistent family of extension operators, which expresses in an abstract framework a sufficient condition for deriving a geometric decomposition of a finite element space leading to a local basis.

Douglas N. Arnold, Gerard Awanou

We develop a family of finite element spaces of differential forms defined on cubical meshes in any number of dimensions. The family contains elements of all polynomial degrees and all form degrees. In two dimensions, these include the serendipity finite elements and the rectangular BDM elements. In three dimensions they include a recent generalization of the serendipity spaces, and new H(curl) and H(div) finite element spaces. Spaces in the family can be combined to give finite element subcomplexes of the de Rham complex which satisfy the basic hypotheses of the finite element exterior calculus, and hence can be used for stable discretization of a variety of problems. The construction and properties of the spaces are established in a uniform manner using finite element exterior calculus.

Douglas N. Arnold, Daniele Boffi, Francesca Bonizzoni

We study the approximation properties of a wide class of finite element differential forms on curvilinear cubic meshes in n dimensions. Specifically, we consider meshes in which each element is the image of a cubical reference element under a diffeomorphism, and finite element spaces in which the shape functions and degrees of freedom are obtained from the reference element by pullback of differential forms. In the case where the diffeomorphisms from the reference element are all affine, i.e., mesh consists of parallelotopes, it is standard that the rate of convergence in L2 exceeds by one the degree of the largest full polynomial space contained in the reference space of shape functions. When the diffeomorphism is multilinear, the rate of convergence for the same space of reference shape function may degrade severely, the more so when the form degree is larger. The main result of the paper gives a sufficient condition on the reference shape functions to obtain a given rate of convergence.

Douglas N. Arnold, Gerard Awanou, Ragnar Winther

This paper presents a nonconforming finite element approximation of the space of symmetric tensors with square integrable divergence, on tetrahedral meshes. Used for stress approximation together with the full space of piecewise linear vector fields for displacement, this gives a stable mixed finite element method which is shown to be linearly convergent for both the stress and displacement, and which is significantly simpler than any stable conforming mixed finite element method. The method may be viewed as the three-dimensional analogue of a previously developed element in two dimensions. As in that case, a variant of the method is proposed as well, in which the displacement approximation is reduced to piecewise rigid motions and the stress space is reduced accordingly, but the linear convergence is retained.

Douglas N. Arnold, Richard S. Falk, Jay Gopalakrishnan

We consider the finite element solution of the vector Laplace equation on a domain in two dimensions. For various choices of boundary conditions, it is known that a mixed finite element method, in which the rotation of the solution is introduced as a second unknown, is advantageous, and appropriate choices of mixed finite element spaces lead to a stable, optimally convergent discretization. However, the theory that leads to these conclusions does not apply to the case of Dirichlet boundary conditions, in which both components of the solution vanish on the boundary. We show, by computational example, that indeed such mixed finite elements do not perform optimally in this case, and we analyze the suboptimal convergence that does occur. As we indicate, these results have implications for the solution of the biharmonic equation and of the Stokes equations using a mixed formulation involving the vorticity.

Douglas N. Arnold, Hongtao Chen

In this paper, we consider the extension of the finite element exterior calculus from elliptic problems, in which the Hodge Laplacian is an appropriate model problem, to parabolic problems, for which we take the Hodge heat equation as our model problem. The numerical method we study is a Galerkin method based on a mixed variational formulation and using as subspaces the same spaces of finite element differential forms which are used for elliptic problems. We analyze both the semidiscrete and a fully-discrete numerical scheme.

Douglas N. Arnold, Lizao Li

The scalar and vector Laplacians are basic operators in physics and engineering. In applications, they show up frequently perturbed by lower-order terms. The effect of such perturbations on mixed finite element methods in the scalar case is well-understood, but that in the vector case is not. In this paper, we first show that surprisingly for certain elements there is degradation of the convergence rates with certain lower-order terms even when both the solution and the data are smooth. We then give a systematic analysis of lower-order terms in mixed methods by extending the Finite Element Exterior Calculus (FEEC) framework, which contains the scalar, vector Laplacian, and many other elliptic operators as special cases. We prove that stable mixed discretization remains stable with lower-order terms for sufficiently fine discretization. Moreover, we derive sharp improved error estimates for each individual variable. In particular, this yields new results for the vector Laplacian problem which are useful in applications such as electromagnetism and acoustics modeling. Further our results imply many previous results for the scalar problem and thus unifies them all under the FEEC framework.

Douglas N. Arnold, Richard S. Falk, Johnny Guzmán et al.

In 1976, Dodziuk and Patodi employed Whitney forms to define a combinatorial codifferential operator on cochains, and they raised the question whether it is consistent in the sense that for a smooth enough differential form the combinatorial codifferential of the associated cochain converges to the exterior codifferential of the form as the triangulation is refined. In 1991, Smits proved this to be the case for the combinatorial codifferential applied to 1-forms in two dimensions under the additional assumption that the initial triangulation is refined in a completely regular fashion, by dividing each triangle into four similar triangles. In this paper we extend Smits's result to arbitrary dimensions, showing that the combinatorial codifferential on 1-forms is consistent if the triangulations are uniform or piecewise uniform in a certain precise sense. We also show that this restriction on the triangulations is needed, giving a counterexample in which a different regular refinement procedure, namely Whitney's standard subdivision, is used. Further, we show by numerical example that for 2-forms in three dimensions, the combinatorial codifferential is not consistent even for the most regular subdivision process.

Douglas N. Arnold

We discuss the construction of finite element spaces of differential forms which satisfy the crucial assumptions of the finite element exterior calculus, namely that they can be assembled into subcomplexes of the de Rham complex which admit commuting projections. We present two families of spaces in the case of simplicial meshes, and two other families in the case of cubical meshes. We make use of the exterior calculus and the Koszul complex to define and understand the spaces. These tools allow us to treat a wide variety of situations, which are often treated separately, in a unified fashion.

Douglas N. Arnold, Richard S. Falk, Ragnar Winther

This article reports on the confluence of two streams of research, one emanating from the fields of numerical analysis and scientific computation, the other from topology and geometry. In it we consider the numerical discretization of partial differential equations that are related to differential complexes so that de Rham cohomology and Hodge theory are key tools for the continuous problem. After a brief introduction to finite element methods, the discretization methods we consider, we develop an abstract Hilbert space framework for analyzing stability and convergence. In this framework, the differential complex is represented by a complex of Hilbert spaces and stability is obtained by transferring Hodge theoretic structures from the continuous level to the discrete. We show stable discretization is achieved if the finite element spaces satisfy two hypotheses: they form a subcomplex and there exists a bounded cochain projection from the full complex to the subcomplex. Next, we consider the most canonical example of the abstract theory, in which the Hilbert complex is the de Rham complex of a domain in Euclidean space. We use the Koszul complex to construct two families of finite element differential forms, show that these can be arranged in subcomplexes of the de Rham complex in numerous ways, and for each construct a bounded cochain projection. The abstract theory therefore applies to give the stability and convergence of finite element approximations of the Hodge Laplacian. Other applications are considered as well, especially to the equations of elasticity. Background material is included to make the presentation self-contained for a variety of readers.

Douglas N. Arnold, Marie E. Rognes

The stability properties of simple element choices for the mixed formulation of the Laplacian are investigated numerically. The element choices studied use vector Lagrange elements, i.e., the space of continuous piecewise polynomial vector fields of degree at most r, for the vector variable, and the divergence of this space, which consists of discontinuous piecewise polynomials of one degree lower, for the scalar variable. For polynomial degrees r equal 2 or 3, this pair of spaces was found to be stable for all mesh families tested. In particular, it is stable on diagonal mesh families, in contrast to its behaviour for the Stokes equations. For degree r equal 1, stability holds for some meshes, but not for others. Additionally, convergence was observed precisely for the methods that were observed to be stable. However, it seems that optimal order L2 estimates for the vector variable, known to hold for r>3, do not hold for lower degrees.

Douglas N. Arnold, Gerard Awanou, Ragnar Winther

We construct finite element subspaces of the space of symmetric tensors with square-integrable divergence on a three-dimensional domain. These spaces can be used to approximate the stress field in the classical Hellinger--Reissner mixed formulation of the elasticty equations, when standard discontinous finite element spaces are used to approximate the displacement field. These finite element spaces are defined with respect to an arbitrary simplicial triangulation of the domain, and there is one for each positive value of the polynomial degree used for the displacements. For each degree, these provide a stable finite element discretization. The construction of the spaces is closely tied to discretizations of the elasticity complex, and can be viewed as the three-dimensional analogue of the triangular element family for plane elasticity previously proposed by Arnold and Winther.

Douglas N. Arnold, Richard S. Falk, Ragnar Winther

In this paper, we construct new finite element methods for the approximation of the equations of linear elasticity in three space dimensions that produce direct approximations to both stresses and displacements. The methods are based on a modified form of the Hellinger--Reissner variational principle that only weakly imposes the symmetry condition on the stresses. Although this approach has been previously used by a number of authors, a key new ingredient here is a constructive derivation of the elasticity complex starting from the de Rham complex. By mimicking this construction in the discrete case, we derive new mixed finite elements for elasticity in a systematic manner from known discretizations of the de Rham complex. These elements appear to be simpler than the ones previously derived. For example, we construct stable discretizations which use only piecewise linear elements to approximate the stress field and piecewise constant functions to approximate the displacement field.