Finite Element Approximation of A Problem With A Nonlinear Newton Boundary Condition

Numer. Math.
(1998) 78: 403425
Numerische
Mathematik
c Springer-Verlag 1998

Electronic Edition
Finite element approximation of a problem

with a nonlinear Newton boundary condition
Miloslav Feistauer, Karel Najzar
Faculty of Mathematics and Physics, Charles University Prague, Malostranske nam. 25,
118 00 Praha 1, Czech Republic, e-mail: feist@ms.mff.cuni.cz
Received April 15, 1996 / Revised version received November 22, 1996
Summary. The paper is concerned with the study of an elliptic boundary value
problem with a nonlinear Newton boundary condition. The existence and uniqueness of the solution of the continuous problem is established with the aid of the
monotone operator theory. The main attention is paid to the investigation of the
finite element approximation using numerical integration for the computation of
nonlinear boundary integrals. The solvability of the discrete finite element problem is proved and the convergence of the approximate solutions to the exact one
is analysed.
Mathematics Subject Classification (1991): 65N30, 65N15, 65N12
Introduction
The finite element analysis of nonlinear elliptic problems has drawn the attention
of a number of authors. Let us mention, e. g. Chow (1989), Ciarlet (1978), Douglas Dupont (1975), Frehse Rannacher (1978), Glowinski (1984), Gwinner
(1994), Rannacher (1976). In Feistauer Krz ek Sobotkova (1993), Feistauer
sek (1987), Feistauer Zen
sek (1988) and
Sobotkova (1990), Feistauer Zen
sek (1990) the so-called finite-element variational crimes, as the approxiZen
mation of the boundary of nonpolygonal domains and numerical integration, are
analysed. These results were extended in Gatica Hsiao (1989), Feistauer
Hsiao Kleinman Tezaur (1995) to the coupled BEM and FEM and in Berger
(1989), Berger Feistauer (1993), Berger Warnecke Wendland (1993) to the
finite element analysis of transonic potential flow problems where the governing
equation is of mixed elliptic-hyperbolic type.
Nevertheless, in the area of the numerical approximation of nonlinear boundary value problems a number of questions remains unsolved. For example, very
Numerische Mathematik Electronic Edition

page 403 of Numer. Math. (1998) 78: 403425
404
M. Feistauer, K. Najzar
little attention has been paid to boundary value problems with various (nonstandard) nonhomogeneous boundary conditions. Here we are concerned with the
study of the finite element approximation of an elliptic equation equipped with a
nonlinear Newton boundary condition. We suppose that the nonlinear term has a
polynomial behaviour. Such a problem can be met in the modelling of electrolysis of aluminium with the aid of the stream function. The nonlinear boundary
condition describes turbulent flow in boundary layer (Moreau Ewans (1984)).
The nonlinearity in the Newton condition causes difficulty in proving the
coercivity of the problem. Similar obstacle was investigated in Kawohl (1978),
but we use the approach applied in Feistauer Kalis Rokyta (1989). In contrast
to this work, we pay here special attention to the effect of numerical integration
in the nonlinear boundary condition. In Ciarlet Raviart (1972), the theory of
the finite element numerical integration is developed for linear problems which
sek (1987), Feistauer Zen
sek
was also applied with success in Feistauer Zen
(1988), Feistauer Krz ek Sobotkova (1993), Feistauer Sobotkova (1990),
sek (1990) to nonlinear problems. However, the attempt to use this theory,
Zen
represented, e. g., by Ciarlet (1978), Theorem 4.1.5, to our problem with the
boundary nonlinearity was not successful. In order to obtain convergence, it was
sek (1981). Here we will show that
necessary to apply the approach from Zen
the integration formula exact for (at least) first degree polynomials, together with
the uniform W 1,2 ()-boundedness of approximate solutions (which is our only
regularity information), leads to the order of numerical integration O(h 1/2 )
( > 0 arbitrarily small), instead of the expected order O(h).
1. Formulation and basic properties of the problem
Let R2 be a bounded domain with a Lipschitz-continuous boundary = .
By we denote the closure of .
We consider the following boundary value problem: Find u : R such
that
(1.1)
(1.2)
u = f in ,
u
+ |u| u =
n
on ,
where f : R and : R are given functions and > 0, 0 are

given constants. The classical solution of the above problem can be defined as a
function u C 2 () satisfying (1.1) and (1.2).1
1
As was noted by the referee, (1.1) and (1.2) is the Euler equation of the functional
1
J (u) =
2
|u| dx +
+2
|u|+2 dS
f u dx
u dS .
This fact can be used for the construction of iterative methods for the solution of the problem

Finit element approximation
405
In what follows we will be concerned with the weak formulation of problem

(1.1) (1.2). We will work with the well-known Lebesgue and Sobolev spaces
Lp (), Lp () and W k ,p () (1 p , 1 k < ) over the domain
as well as its boundary , equipped with the norms k kLp () , k kLp () and
k kW k ,p () , respectively. (See e. g. Kufner John Fuck (1977)). By | |1,p,
we denote the seminorm in W 1,p () defined in the following way:
Z
(1.3)
|u|1,p, =
1/p
|u|p dx
|u|1,, = ess sup |u|,
u W 1,p (), 1 p < ,
u W 1, (),
where u = (u/x1 , u/x2 )T and x1 , x2 are Cartesian coordinates of points

x R2 . We set H 1 () := W 1,2 (). Similar notation is also used over other sets.
Let us note that in W 1,p () we can define the norm k k1,p, as
1/p

,
kuk1,p, = kukpLp () + |u|p1,p,
1 p < ,
kuk1,, = max {kukL () , |u|1,, } ,

which is equivalent to the standard norm kkW 1,p () . In our further considerations
it will be suitable to use the norm k k1,p, . Moreover we will use the notation
k k0,p, := k kLp () , k k0,p, := k kLp () . Let us remind the compact
imbedding of H 1 () into Lp () and Lp () for every p [1, ). We write
(1.4)
H 1 () ,, Lp (),
H 1 () ,, Lp ().
This means that there exist constants C1 = C1 (p) > 0 and C2 = C2 (p) > 0 such
that
(1.5)
kuk0,p, C1 kuk1,2, ,
(1.6)
kuk0,p, C2 kuk1,2, ,
u H 1 (),
u H 1 (),
and each sequence bounded in H 1 () contains subsequences strongly convergent

in Lp () and Lp (), respectively.
Inequalities (1.5) and (1.6) represent the continuous imbedding of H 1 ()
into Lp () and H 1 () into Lp (); we write H 1 () , Lp () and H 1 () ,
Lp (), respectively. (Let us note that C1 (p) and C2 (p) as p .)
Let us assume that
(1.7)
f L2 (),
L2 ().
In the standard way we can introduce a weak formulation of problem (1.1) (1.2).
To this end, we define the following forms:

406
Z
(1.8)
b(u, v) =
u v dx ,
d (u, v) =
|u| u v dS ,
L(v) = L (v) + L (v),

Z
Z
f v dx , L (v) =
L (v) =
a(u, v) = b(u, v) + d (u, v),
v dS ,
u, v H 1 ().
In view of (1.5)(1.7), these forms have sense.
1.9. Definition. We say that a function u : R is a weak solution of problem
(1.1)(1.2), if
(1.10)
a)
u H 1 (),
b)
a(u, v) = L(v)
v H 1 ().
It is easy to prove the following result:

1.11. Lemma. The functional L is a continuous linear form and b is a continuous
bilinear form on H 1 (). For each u H 1 () the functions v H 1 ()
d (u, v) and v H 1 () a(u, v) are continuous linear forms on H 1 ().
Hence, there exist a mapping A : H 1 () (H 1 ()) and a functional
(H 1 ()) such that
hA(u), vi = a(u, v),
(1.12)
h, vi = L(v),
u, v H 1 ().
Here (H 1 ()) denotes the dual to H 1 () and h, i is the duality between
(H 1 ()) and H 1 (). This means that h, vi is the value of the continuous
linear functional defined on H 1 () at the point v H 1 (). We see that
problem (1.10) can be written as the operator equation
A(u) =
(1.13)
for an unknown u H ().

Our goal is to prove the following fundamental results:
1
1.14. Theorem. a) The operator A is strictly monotone:

(1.15)
hA(u) A(v), u vi > 0,
/ v.
u, v H 1 (), u =
b) A is Lipschitz continuous on every bounded subset of H 1 ().

c) A is coercive:
hA(u), ui
(1.16)
= .
lim
kuk1,2, kuk
1,2,
uH 1 ()

407
As a consequence we have (see, e. g., Lions (1969), Chapter 2, Par. 2, or

Francu (1990)):
1.17. Theorem. Problem (1.13) (and thus, problem (1.10)) has exactly one solution.
Proof of Theorem 1.14 follows from the following sequence of lemmas.
1.18. Lemma. The form a(u, v) is strictly monotone:
(1.19)
a(u, u v) a(v, u v) > 0,
u, v H 1 (), u =
/ v.
Hence, (1.15) holds.

Proof. Since (t) = |t| t is increasing in R, it follows from (1.8) that
Z
Z
a(u, uv)a(v, uv) =
|(uv)|2 dx +
[|u| u|v| v] (uv) dS 0.
Let us assume that a(u, u v)a(v, u v) = 0. It is easy to see that |u v|1,2, =

0 and u v = 0 a. e. on (with respect to the measure on ). This implies
that u v = const in and, in view of the theorem on traces in H 1 (), we have
u v = 0. Hence, (1.19) holds.
1.20. Lemma. There exists C3 > 0 such that
(1.21)
|a(u, v) a(w, v)|
C3 1 + kuk
1,2, + kwk1,2, ku wk1,2, kvk1,2,
u, v, w H 1 ().
Hence, assertion b) of Theorem 1.14 holds.

Proof. It follows from (1.8) that
I0
z
Z
|a(u, v) a(w, v)|
}|
I1
z
Z
|(u w) v|dx +
}|
||u| u |w| w| |v| dS .
Applying the Holder inequality to the term I0 , we get

0 I0 ku wk1,2, kvk1,2, .
Now let us deal with the estimate of the term I1 . For r, s R let us set (t) =
|r + t(s r)| (r + t(s r)), t [0, 1]. Then 0 (t) = ( + 1) (s r) |r + t(s r)|
and
Z 1
Z 1
0 (t) dt = ( + 1) (s r)
|r + t(s r)| dt.
|s| s |r| r = (1) (0) =
0
Taking into account that |r +t(s r)| |r| +|s| for t [0, 1], we immediately
obtain the estimate of the term I1 :

408
Z
0 I1 ( + 1)
|u w| (|u| + |w| ) |v| dS .
Now let us choose some pi > 1, i = 1, 2, 3, such that 1/p1 + 1/p2 + 1/p3 = 1
and apply the Holder inequality in the form
Z
|a1 a2 a3 | dS
3 Z
Y
i =1
1/pi
|ai |pi dS
valid for ai Lpi (). We get
0 I1 cku wk0,p1 , kuk

0,p2 , + kwk0,p2 , kvk0,p3 , .
Using the imbedding of H 1 () , Lp () for every p [1, ), we find that

0 I1 cku wk1,2, kuk

1,2, + kwk1,2, kvk1,2, .
Now, summarizing the estimates for I0 and I1 , we obtain the assertion of the
lemma.
1.22. Lemma. Let q 1. Then there exists a constant C4 = C4 (q) > 0 such that
(1.23)
|u|21,2, + kukq0,q, C4 u H 1 (),
kuk1,2, = 1.
Proof. Let us assume that (1.23) is not valid. Then there exists a sequence
1
{un }
n=1 H () such that
(1.24)
a)
kun k1,2, = 1,
b)
|un |21,2, + kun kq0,q,
1
.
n
Since the space H 1 () is reflexive, (1.24, a) implies the existence of u H 1 ()

and a subsequence of {un } (let us denote it again by {un }) such that un u
weakly in H 1 () as n . From the compact imbedding H 1 () ,, L2 ()
and H 1 () ,, Lq () and the trace theorem it follows that
(1.25)
un u
in L2 (),
un u
in Lq ()
as n
(strong convergence). Further, by (1.24, b),

(1.26)
|un |1,2, 0,
kun k0,q, 0
n .
Since
kun um k1,2, |un um |1,2, + kun um k0,2,
|un |1,2, + |um |1,2, + kun um k0,2, 0
as n, m ,
as follows from (1.25) and (1.26). Hence, {un }
n=1 is a Cauchy sequence in
H 1 () and un u in H 1 (). In view of (1.26), |u|1,2, = 0, kuk0,q, = 0
and, hence, u = 0. But this is in contradiction with kuk1,2, = 1 which follows
from (1.24, a).

409
Proof of Theorem 1.14, c). It is obviously sufficient to prove that there exists
C5 > 0 such that
a(u, u) C5 kuk21,2,
(1.27)
for all u H 1 () with kuk1,2, 1.
Let us consider any u H 1 () with kuk1,2, 1. Then w = u/kuk1,2,

H 1 () and kwk1,2, = 1. In view of (1.8), we have
a(u, u) = |u|21,2, + kuk+2
0,+2, .
(1.28)
Let us set q = + 2 2. Using inequality (1.23) for w and multiplying it by

kuk21,2, , we find that
q
2
C4 kuk21,2, kuk2q
1,2, kuk0,q, + |u|1,2,
kukq0,q, + |u|21,2, .
This and (1.28) imply that
a(u, u) C4 min(1, ) kuk21,2, ,
which we wanted to prove.
2. Finite element discretization
For simplicity we shall assume that the domain is polygonal. By Th we denote
a triangulation of which consists of a finite number of closed triangles T with
the following properties:
[
(2.1) a) =
T,
T Th
b)
if T1 , T2 Th , T1 =
/ T2 , then either T1 T2 = or T1 T2
is a common vertex or T1 T2 is a common side of T1 and T2 .
By hT and T we denote the length of the maximal side and the magnitude of
the minimal angle of T Th , respectively, and set
(2.2)
h = max hT ,
T Th
h = min T .
T Th
We say that T Th is a boundary triangle, if T has a side S . Let sh

denote the set of all sides S of boundary triangles T Th . Then,
[
=
(2.3)
S.
S sh
In what follows we set |T | = area of T Th and |S | = length of S sh .

Approximate solution to problem (1.10) will be sought in the space of triangular conforming piecewise linear elements Hh H 1 ():

410
(2.4)

Hh = vh C (); vh |T is linear for each T Th .
In order to obtain a discrete problem used in practical computations, the integrals appearing in the definition (1.8) of the forms of d (u, v) and L(v) must be
evaluated for u, v Hh with the aid of quadrature formulae. (The bilinear form
b(u, v) for u, v Hh is evaluated exactly due to the use of piecewise linear
finite elements.)
Because of the numerical integration we introduce the following
2.5. Assumption. We suppose that f W 1,q () for some q > 2 and
W 1,p () for some p > 1.
We write
Z
XZ
(2.6)
dx =
dx ,
a)
M
X
dx |T |
b)
T Th
Z
T
(xT , ),
if C (T ),
=1
where R and xT , T . Similarly we evaluate integrals over :

Z
XZ
a)
(2.7)
dS =
dS ,
Z
S sh S
m
X
dS |S |
b)
S
(xS , ),
if C (S ),
=1
with R, xS , S . Using the above formulae, we get the approximations
dh , L
h and Lh of d , L and L :
(2.8)
a)
dh (u, v) =
|S |
b)
Lh (v) =
|S |
c)
m
X
( v) (xS , ),
=1
S sh
L
h (v)

|u| u v (xS , ),
=1
S sh
m
X
|T |
M
X
(f v) (xT , ),
=1
T Th
u, v Hh .
Then we set
(2.9)
a)
b)
ah (u, v) = b(u, v) + dh (u, v),

Lh (v) =
L
h (v)
Lh (v),
u, v Hh ,
v Hh .
For the approximation of the boundary forms L and d different integration

formulae can be used in general. Because of simplicity we shall not distinguish
them by notation.

411
Now we come to the formulation of the discrete problem:

2.10. Definition. We call a function uh : R an approximate solution of
problem (1.10), if
(2.11)
a)
uh Hh ,
b)
ah (uh , vh ) = Lh (vh )
v h Hh .
Since the space Hh is finite dimensional and the forms Lh (v), dh (u, v) and
ah (u, v) are linear with respect to v, we have an analogy to Lemma 1.11:
2.12. Lemma. The functional Lh is a continuous linear form on Hh . For each
u Hh the functions v Hh dh (u, v) and v Hh ah (u, v) are
continuous linear forms on Hh .
3. Properties of the finite element approximations

Let us consider a system {Th }h(0,h0 ) (h0 > 0) of triangulations of the domain
and assume that this system is regular. This means that there exists a constant
0 > 0 such that
(3.1)
h 0 h (0, h0 ).
By Ciarlet (1978), condition (3.1) is equivalent to the existence of > 0 such
that
(3.2)
hT /T T Th , h (0, h0 ),
where T is the radius of the largest circle inscribed into T Th . There exist
1 , 2 > 0, (1 = 2 / 2 ) such that
(3.3)
1 hT2 2 2T |T | 2 hT2
T Th , h (0, h0 ).
Moreover, let us assume that the triangulations Th , h (0, h0 ), satisfy locally

an inverse assumption at : there exists > 0 such that
(3.4)
h/|S |
S sh , h (0, h0 ).
Then, by (3.3),
2 1 h 2 |T | 2 h 2 for every boundary T Th
(3.5)
and every h (0, h0 ).
For a nonnegative integer k we denote by Pk the set of all polynomials

of degree k depending on the variables x1 , x2 . If M R2 , then we set
Pk (M ) = {p|M ; p Pk }.
Let T denote the reference triangle with vertices (0, 0), (1, 0), (0, 1). For
T Th we consider a one-to-one mapping FT (x ) = BT x + b T of T onto T . Here
BT is a 2 2 nonsingular matrix, b T R2 and x denotes points of T . By Ciarlet

412
(1978), Par. 3.1, there exist positive constants c1 , c2 independent of T Th and

h (0, h0 ) such that
kBT k c1 hT ,
(3.6)
kB1
T k c2 /T ,
| det BT | = 2|T |.
For v : T R we define v : T R as v(
x ) = v(FT (x )), x T and set
T
x2 ) .
v = ( v/
x1 , v/
For simplicity, without loss of generality, we will assume that every boundary
T Th has exactly one side S h (i. e., S sh ). If S sh , then we denote
by TS Th the boundary triangle with the side S .
If v : R (v : S R, S sh ), then D v will denote the derivative of v
with respect to arc length measured along (S ). We will work with Lebesgue
and Sobolev spaces of functions defined on (S ). Let us note that
(3.7)
W 1,p () = {v Lp (); D v Lp ()} ,
1 p .
In what follows, we shall denote by c a positive constant independent of

h, T , S , v etc. attaining in general different values at different places.
3.8. Lemma. Let 1 p, q . Then there exists a constant c > 0 such that
(3.9) |v|1,p,S c
hTS
|TS |1/(2p)1/q |v|1,q,TS ,
TS
v Pk , S sh , h (0, h0 ).
(We set 1/ = 0.)

Proof. Let S sh , T = TS and let F (x ) = B x +b FT (x ) be the above mapping
of T onto T . By S we denote the side of T such that S = F (S ).
x ) = v(F (x )), x T . It is easy to see that for x = F (x ),
Let v Pk and v(
x T ,
x )|,
|v(x )| kB1 k |v(
(3.10)
|v(
x )| kBk |v(x )|.
This implies that
(3.11) |v|1,,S = max |D v| max |v|
S
kB
k max |v|
kB1 k max |v|
= kB1 k |v|
1,,T .
S
Since v Pk (T ) and all norms are equivalent on the finite dimensional space
{v;
v Pk (T )}, for any q [1, ] there exists c3 = c3 (q) > 0 such that
(3.12)
|v|
1,,T c3 |v|
1,q,T ,
Obviously, c3 () = 1.
a) For p = q = it is clear that

v Pk (T ).
413
|v|1,,S |v|1,,T
(3.13)
hT
|v|1,,T .
T
b) If p = , q [1, ), then by (3.6) and (3.10)(3.12),

Z
1/q
(3.14)
|v|
q dx
|v|1,,S c3 (q) kB1 k
T
c3 (q) kB
Z
k kBk
|v| | det B|
q
1/q
dx
hT
|T |1/q |v|1,q,T .
T
c) Let p [1, ). Using (3.13) and (3.14) and taking into account that
|S | c|T |1/2 (see (3.4)(3.5)), we obtain
(3.15)
|v|1,p,S |S |1/p |v|1,,S

hT
|T |1/(2p)1/q |v|1,q,T .
c
T
(Of course, we set 1/q = 0 for q = .) From (3.13) (3.15) we see that (3.9)
holds.
3.16. Corollary. There exists a constant c > 0 such that
(3.17)
|v|1,2, c h 1/2 |v|1,2, ,
v Hh ,
h (0, h0 ).
Proof. Let v Hh . Then v|T P1 (T ) for each T Th . Setting p = q = 2 in

(3.9), taking into account (3.2) and (3.5), we find that
X
X
|v|21,2,S c h 1
|v|21,2,TS
|v|21,2, =
S sh
ch
S sh
|v|21,2,T
= c h 1 |v|21,2, ,
T Th
which yields (3.17).

3.18. Lemma. Under assumption (3.4), for each r [1, ] there exists a constant c = c(r) such that
(3.19)
kvk0,, c h 1/r kvk0,r, ,
v Hh , h (0, h0 ).
Proof. Let v Hh . Then v|T P1 (T ) for T Th and v|S P1 (S ) for S sh .

Let S sh and F : T TS be the mapping introduced above such that F (S ) = S ,
where S is the straight segment with endpoints (0, 0), (1, 0). Hence, x1 I =
[0, 1] F (x1 ) = F (x1 , 0) is the parametrization of S . Obviously, |F 0 | = |S |. Let
us put v = v F P1 (I ). Then we have
(3.20)
0,,I c kvk
0,r,I ,
kvk0,,S = kvk

414
with c = c (r) independent of v, S , h, since the norms k k0,,I and k k0,r,I are
equivalent on the finite dimensional space P1 (I ). Further,
Z
Z
r dx1 = |S |1 |v|r dS
kvk
r0,r,I = |v|
I
and, thus,
(3.21)
kvk0,,S c |S |1/r kvk0,r,S .
Now, we can choose S0 sh such that

kvk0,, = max kvk0,,S = kvk0,,S0 .
(3.22)
S sh
This, (3.21) and (3.4) immediately imply (3.19):

kvk0,, c(r) h 1/r kvk0,r,S0 c(r) h 1/r kvk0,r, .
Our further step is the analysis of the error of numerical integration (2.6) and
(2.7) which yield the approximations L

h , Lh and dh of the forms L , L and
d , respectively.
The error in the approximation of the form L can be estimated on the basis
of Ciarlet (1978), Theorem 4.1.5:
3.23. Lemma. Let q > 2, f W 1,q () and let the quadrature formula (2.6, b)
satisfy the condition
M
X
(3.24)
= 1
=1
(i. e., it is exact for constants). Then there exists c > 0 such that
(3.25)
|E (f v)| := |L (v) L
h (v)| c hkf k1,q, kvk1,2, ,
v Hh , h (0, h0 ).
Proof. Let v Hh . Then v|T P1 (T ). By Ciarlet (1978), Theorem 4.1.5,

Z

M
X

(3.26) |ET (f v)| = f v dx |T |
(f v)(xT , )
T

=1
c hT |T |1/21/q kf k1,q,T kvk1,2,T ,
T Th , h (0, h0 ).
Now we use the inequality

X
T Th
aT bT cT
1/p
aTp
T Th
T Th
1/q
bTq
1/r
cTr
T Th
valid for aT , bT , cT 0 and p, q, r (1, ) such that 1/p + 1/q + 1/r = 1.

2q
, q := q, r := 2 and obtain
Namely, we set p := q2

|E (f v)|
415
|ET (f v)|
T Th
ch
|T |
q2
2q
T Th
ch
kf k1,q,T kvk1,2,T
q2
2q
|T |
T Th
(3.27)
= c h||
q2
2q
1/q
kf kq1,q,T
T Th
1/2
kvk21,2,T
T Th
kf k1,q, kvk1,2, .
Now let us investigate the effect of numerical integration along . For

S sh and C (S ) we denote the error of formula (2.7, b) by ES ():
Z
m
X
ES () =
(3.28)
dS |S |
(xS , ).
S
=1
The application of one-dimensional analogy to Ciarlet (1978), Theorem 4.1.5,

combined with (3.17) implies the estimate

X

(3.29)
ES ( v)
|E ( v)| =

S sh
= |L (v) Lh (v)| c h 1/2 kk1,2, kvk1,2, ,

v Hh , h (0, h0 ),
provided W 1,2 () and the quadrature formula (2.7, b) is precise for constants. Of course, the assumption that W k ,2 (), k 1, and that (2.7, b) is
precise for P2k 2 (S ) yields the error estimate
(3.30) |E ( v)| c h k 1/2 kkk ,2, kvk1,2, ,
v Hh , h (0, h0 ).
However, the analysis of the error in the approximation of the form d (u, v) is
more difficult. Since the problem is not strongly monotone, the error estimate is
missing and the only information we shall be able to use will be the boundedness
of the system {kuh k1,2, }, h (0, h0 ). This is the reason that the application
of the above approach using Ciarlet (1978), Theorem 4.1.5, fails. A successful
error estimate of numerical integration on can be obtained with the aid of
sek (1981), Theorem 5.
the access used in Zen
3.31. Lemma. Let the quadrature formula (2.7. b) be exact for all polynomials
of degree 1 and let p, q (1, ]. Then there exists c > 0 such that

Z

m
X

(3.32)
(Q v)(xS , )
|ES (Q v)| = Q v dS |S |
S

=1
c|S |21/p1/q |Q|1,p,S kvk0,q,S ,
Q W 1,p (S ), v P1 (S ), S sh , h (0, h0 ).

416
(The constant c is independent of Q, v, S , h. We set 1/ = 0.)

Proof. In the same way as in the proof of Lemma 3.18 we introduce the
onto
parametrization F : I = [0, 1] S of the segment S sh . For
1,p
Q,
v : I R
C (S ), Q W (S ), v P1 (S ) we define the functions ,
as = F , Q = Q F , v = v F . Then C (I ), Q W 1,p (I ), v P1 (I ).
Further, we set xS , = F 1 (xS , ), = 1, . . . , m, where F 1 is the inverse to F .
Formula (2.7, b) yields the quadrature formula over the interval I :
Z
dx
(3.33)
I
with the error
m
X
Z
dx
=
E ()
(3.34)
xS , )
(
=1
m
X
=1
We have
xS , ).
(
dx
dS = |S |
(3.35)
S
and, thus, by (3.28) and (3.34),
ES () = |S | E ().
(3.36)
By the assumptions of the lemma, formula (3.33) is precise for all P1 (I ):

=0
E ()
(3.37)
P1 (I ).
C (I ) = maxI |Q|

Since p > 1, we have W 1,p (I ) , C (I ) and, hence, kQk
1,p
c kQk1,p,I , where the constant c is independent of Q W (I ) (Kufner John

Fuck (1977)). It is easy to see that := Q v C (I ) and
max |Q|
max |v|
1,p,I max |v|,
c kQk
|E ()|
I
Pm
where = 1+ =1 | |. Since all norms are equivalent on the finite dimensional

space P1 (I ), there exists c = c (q) such that
c kvk
0,q,I ,
max |v|
I
v P1 (I ).
It follows from above that there exists a constant c > 0 (c = c c ) such

that
1,p,I kvk
(3.38)
0,q,I , Q W 1,p (I ), v P1 (I ).
|E (Q v)|
c kQk
For a fixed v P1 (I ) we define a linear functional f : W 1,p (I ) R by
(3.39)
= E (Q v),
f (Q)
Q W 1,p (I ).
0,q,I . Moreover,
In virtue of (3.38), f is continuous and its norm kf k c kvk
= 0 for all Q P0 (I ) as follows from (3.37) and the assumption that
f (Q)

417
v P1 (I ). This, and the BrambleHilbert lemma (Ciarlet (1978), Theorem 4.1.3)

imply that there exists c > 0 such that
1,p,I ,
c kf k |Q|
|f (Q)|
Q W 1,p (I ),
and, thus, putting c = c c , we obtain

(3.40)
1,p,I kvk
0,q,I ,
|E (Q v)|
c|Q|
Q W 1,p (I ), v P1 (I ).
Now we will transform inequality (3.40) to the segment S . In view of (3.35),

0,q,I .
kvk0,q,S = |S |1/q kvk
(3.41)
Further, since |F 0 (x )| = |S | and, thus |Q 0 (x )| = |D Q(F (x ))| |S |, x I , for

p (1, ), we have
Z
(3.42)
|Q 0 (x )|p dx
1,p,I =
|Q|
1/p
Z
|D Q|p dS |S |1
= |S |
1/p
= |S |11/p |Q|1,p,S .
Similar relations hold for p = . From (3.36), (3.40)(3.42) it immediately

follows that (3.32) is valid.
NowR let Q W 1,p () (with p > 1) and v Hh . We approximate the
integral Q v dS with the aid of the numerical integration given by (2.7, ab).
By E (Q v) we denote the error of this approximation:
Z
(3.43)
E (Q v) =
Q v dS
|S |
S sh
m
X
(Q v)(xS , ).
=1
On the basis of Lemma 3.31 we arrive at the following result:

3.44. Lemma. Let p (1, ] and let formula (2.7, b) be exact for all P1 (S ).
Then there exists c > 0 such that
!1/p
ch
|Q|1,p,S
kvk1,2, , 1 < p < ,
S sk
(3.45)
|E (Q v)|

c h max |Q|
, p = ,
kvk
S sh
Q : R,
1,,S
1,2,
Q|S W 1,p (S ) for each S sh ,

v Hh , h (0, h0 ).
If Q W 1,p (), then

(3.46)
|E (Q v)| c h|Q|1,p, kvk1,2, ,

v Hh , h (0, h0 ).
418
Proof. Let q 1 be such that 1/p + 1/q = 1. If v Hh , then v|S P1 (S ) for

each S sh . By (3.32) and the Holder inequality, for 1 < p < ,
X
|ES (Q v)|
|E (Q v)|
S sh
c h 21/p1/q
ch
X
S sh
|Q|1,p,S kvk0,q,S
!1/p
|Q|p1,p,S
S sh
!1/q
kvkq0,q,S
S sh
(= c h|Q|1,p, kvk0,q, if Q W 1,p ()). This, the assumption that v Hh

H 1 () and inequality (1.6) immediately imply (3.45) and (3.46). Similarly we
proceed, if p = .
The above result gives us the error of the numerical integration in the form
L (v).
3.47. Lemma. Let p > 1, W 1,p () and let (2.7, b) be exact for all
P1 (S ). Then
(3.48)
|E ( v)| c h||1,p, kvk1,2, ,
v Hh , h (0, h0 ).
3.49. Remark. Estimate (3.45) allows us to weaken the assumption on from

the boundary condition (1.2). It is sufficient to suppose that L () is
piecewise of the class W 1,p with p > 1. In this case we assume that the set of
all vertices of T Th contains all points of where the original assumption
W 1,p () is truncated.
In what follows we pay our attention to the analysis of numerical integration
applied to the evaluation of the form d (uh , vh ) for uh , vh Hh .
Let u Hh . If 0, then |D(|u| u)| = ( + 1) |D u| |u| on any S sh .
Obviously, D u = const on S and |u| u W 1,p () for every p 1. The error
in the approximation of the form d can be expressed as
(3.50)
d (u, v) dh (u, v) = E (|u| u v),
u, v Hh ,
where E is defined by (3.43). With the aid of Lemma 3.44 we obtain the estimate
of the error (3.50). Our goal is to derive from (3.46), where Q := |u| u, the
estimate containing only the norms kuk1,2, and kvk1,2, . The result we will
prove can be formulated in the following way.
3.51. Theorem. Let (3.1) and (3.4) hold and let (2.7, b) be exact for all P1 (S ).
Then for each r [1, ) there exists c = c(r) > 0 such that
(3.52)
|E (|u| u v)| c h 1/2/r kuk+1

1,2, kvk1,2, ,
u, v Hh , h (0, h0 ).

419
Proof. In virtue of Lemma 3.44, where we put Q := |u| u and p = 2, we have

(3.53)
|E (|u| u v)| c h ||u| u|1,2, kvk1,2, .
It is easy to see that

||u| u|1,2, = ( + 1) |D u|u| |0,2,
( + 1) kuk
0,, |u|1,2, .
Let r [1, ). By (3.17) and (3.19),
||u| u|1,2, c c(r) h 1/2/r kuk
0,r, |u|1,2, .
Finally, using the imbedding H 1 () , Lr () (see (1.6)), we find that
||u| u|1,2, c c(r) C2 (r) h 1/2/r kuk+1
1,2, .
This and (3.53) already imply (3.52).
3.54. Remark. Our goal is, of course, to obtain the convergence E (|u| u v) 0
as h 0, which is guaranteed by the choice of r 1 such that 1/2 /r > 0.
Hence, we shall assume that
r 1 & r > 2.
(3.55)
The order of accuracy in (3.52) increases to 1/2 with r , but it is necessary

to take into account that C2 (r) as r , and, therefore c(r) as
r holds for the constant c = c(r) from (3.52).
4. Solvability of the discrete problem. Convergence
In order to prove the existence and uniqueness of the solution uh of the discrete
problem (2.11), we shall be concerned with the properties of the form ah analogous to those of the form a, formulated as Lemmas 1.18, 1.20 and inequality
(1.27).
4.1. Lemma. The form ah is continuous in the following sense: for u, v, w
Hh , u w in Hh , we have
ah (u, v) ah (w, v) 0.
Proof. In view of (1.8), (2.8, a), (2.9, a) and the Holder inequality,
|ah (u, v) ah (w, v)|
ku wk1,2, kvk1,2,
m
X
X
+
|S |
| | |(|u| u) (xS , ) (|w| w) (xS , )| |v(xS , )|
S sh
=1
ku wk1,2, kvk1,2, + c k|u| u |w| wk0,, kvk0,, .

This, the continuity of the function t R (t) = |t| t R and the
equivalence of all norms on the finite-dimensional space Hh yield the assertion
of the lemma.

420
4.2. Lemma. Let the quadrature formula (2.7, b) be monotone, i. e.,

> 0,
(4.3)
= 1, . . . , m.
Then the form ah is strictly monotone on Hh :

(4.4)
ah (u, u v) ah (v, u v) > 0 for all u, v Hh , u =

/ v.
Proof. Let u, v Hh , u =
/ v. By (2.8, a) and (2.9, a),
ah (u, u v) ah (v, u v) = |u v|21,2,
m
X
X
+
|S |
[(|u| u) (xS , ) (|v| v) (xS , )] (u(xS , ) v(xS , )).
S sh
=1
Since the function (t) = |t| t is increasing in R and > 0, we have

ah (u, u v) ah (v, u v) 0. Let ah (u, u v) ah (v, u v) = 0. Then
u v = const in and u(xS , ) = v(xS , ) for all S sh and = 1, ..., m. Hence,
/ v.
u = v in , which contradicts the assumption that u =
More delicate is the proof of the coercivity of the form ah . First we will
establish an analogy to Lemma 1.22.
4.5. Lemma. a) If (4.3) holds, then for each h (0, h0 ) there exists a constant
c5 = c5 (h) > 0 such that
a)
(4.6)
ah (u, u) = |u|21,2, + dh (u, u) c5

for all u Hh with kuk1,2, = 1.
b) Let us assume that conditions (3.1), (3.4) are satisfied and that formula (2.7, b)
is exact for all P1 (S ). Then there exist constants c5 > 0 and h1 (0, h0 )
independent of h such that
(4.6)
b)
ah (u, u) = |u|21,2, + dh (u, u) c5

for all u Hh with kuk1,2, = 1 and all h (0, h1 ).
Proof. a) In virtue of Lemmas 2.12 and 4.1, the mapping u Hh ah (u, u) is

continuous. Substituting v := 0 in (4.4), we find that ah (u, u) > 0 for all u Hh
with kuk1,2, = 1. Since the unit sphere Sh = {v Hh ; kvk1,2, = 1} in the
finite dimensional space Hh is compact, the continuous function ah (u, u) attains
a positive minimum c5 on Sh . Hence, (4.6,a) holds.
b) Let us prove assertion (4.6,b). We choose r satisfying (3.55) and set q =
+ 2 2. For u H 1 () we have d (u, u) = kukq0,q, . In view of (1.23),
(4.7)
a(u, u) = |u|21,2, + kukq0,q, C4 min(, 1)

for all u H 1 () with kuk1,2, = 1.

421
Now let u Hh , kuk1,2, = 1. Then, by (3.50) and Theorem 3.51,

|dh (u, u) d (u, u)| c h ,
h (0, h0 ),
where = 1/2 /r > 0, as follows from (3.55). This and (4.7) imply that
ah (u, u) = |u|21,2, + kukq0,q, + dh (u, u) d (u, u)
a(u, u) |dh (u, u) d (u, u)| C4 min(, 1) c h .
Now it is easy to choose c5 > 0 and h1 (0, h0 ) such that C4 min(, 1) c h

c5 for all h (0, h1 ). Hence, (4.6) holds.
Now in the same way as in Sect. 1 we obtain an analogy to inequality (1.27):
4.8. Lemma. a) Under assumption (4.3), for every h (0, h0 ) we have
a)
(4.9)
ah (u, u) c5 kuk21,2,
for all u Hh with kuk1,2, 1,
where c5 = c5 (h) is the constant from Lemma 4.5, a).

b) Under the assumptions of part b) of Lemma 4.5, we have
(4.9)
b)
ah (u, u) c5 kuk21,2,
for all u Hh with kuk1,2, 1, and all h (0, h1 ),
where c5 and h1 are the constants from Lemma 4.5, b).

With the aid of (1.8), (2.8, bc), (2.9, b), (3.25), (3.46) (with Q := ) and the
boundedness of the forms L and L we easily establish the uniform boundedness
of the forms Lh :
4.10. Lemma. Let us assume that Assumption 2.5 is satisfied, that formula (2.6, b)
is exact for constants and (2.7, b) is exact for linear functions. Then there exists
a constant c > 0 such that
(4.11)
|Lh (v)| ckvk1,2, v Hh ,
h (0, h0 ).
With respect to the above considerations we will assume that the following
assumptions are satisfied:
(4.12)
for some q > 2,
f W 1,q ()
W
1,p
()
h 0 > 0,
h/|S | ,
> 0,
for some p > 1

h (0, h0 )
(cf. (3.1)),
S sh , h (0, h0 )
= 1, . . . , m
(cf. 2.5),
(cf. (3.4)),
(cf. (4.3)),
formula (2.6, b) is exact for all P0 (T ), T Th ,

formula (2.7, b) is exact for all P1 (S ), S sh .
Applying the monotone operator theory, we obtain:

422
4.13. Theorem. If (4.3) holds, then for each h (0, h0 ) the discrete problem
(2.11) has exactly one solution uh Hh . Moreover, under assumptions (4.12),
there exists a constant c > 0 such that
(4.14)
kuh k1,2, c for all h (0, h1 ).
Proof. The existence of the solution uh is a consequence of Lemmas 4.1 and

sek (1988),
4.8. Lemma 4.2 implies its uniqueness. See, e. g. Feistauer Zen
Theorem 4.2.1, Feistauer Sobotkova (1990), Theorem 2.3.4. (Cf. also Lions
(1969), Chap. 1, Lemma 4.3, and Chap. 2, Par. 2, or Francu (1990), for a general
framework). Finally, the bound (4.14) follows from Lemmas 4.8 and 4.10: Either
kuh k1,2, < 1 or kuh k1,2, 1. In the latter case, in view of (2.11, b), (4.9) and
(4.11), for h (0, h1 ),
c5 kuh k21,2, ah (uh , uh ) = Lh (uh ) ckuh k1,2, .
Hence,
kuh k1,2, max(1, c/c5 ),
h (0, h1 ).
Our analysis will be concluded by the proof of the convergence of approximate solutions to the exact one, as h 0.
4.15. Theorem. Let assumptions (4.12) be satisfied. Then
lim kuh uk1,2, = 0,
h0
where uh and u are the solutions of problems (2.11) and (1.10), respectively.
Proof. We proceed in several steps:
I) In virtue of the bound (4.14) and the reflexivity of the space H 1 (), there
1
exist a sequence {hn }
n=2 and a function u H () such that
(4.16)
hn (0, h0 ),
uhn u
hn 0
and
weakly in H () as n .
1
In the following we prove that

(4.17)
uhn u
strongly in H 1 () as n
for every sequence {uhn } and function u satisfying (4.16) and that u is the
solution of the continuous problem (1.10).
II) Let v C (). By vh we denote the Hh -Lagrange interpolation of v. In
view of the well-known interpolation result Ciarlet (1978), Theorem 3.2.1, we
have
(4.18) a)
kvh k1,2, c, h (0, h0 );
By (1.6), for every q 1,

b)
vh v in H 1 () as h 0.
423
(4.19) a) kvh k0,q, c(q), h (0, h0 );
b) vh v in Lq () as h 0.
Further, from (4.16) and the compact imbedding H 1 () ,, Lq () (q 1)

it follows that
(4.20)
a) kuhn k0,q, c(q);
b) uhn u in Lq (), as n .
III) Let us choose r satisfying (3.55) and set := 1/2 /r > 0. By (2.9, a)
and (2.11, b),
(4.21)
ah (uh , vh ) = b(uh , vh ) + d (uh , vh ) + [dh (uh , vh ) d (uh , vh )]

= L(vh ) + [Lh (vh ) L(vh )].
In virtue of (3.50), (3.52), (4.14) and (4.18, a),
(4.22) |dh (uh , vh ) d (uh , vh )| c h kuh k+1

1,2, kvh k1,2, c h ,
h (0, h0 ).
Similarly, by (3.25), (3.48) and (4.18, a),

(4.23)
|Lh (vh ) L(vh )| c hkvh k1,2, c h,
h (0, h0 ).
Since b is a continuous bilinear form on H 1 (), it follows from (4.14), (4.16)

and (4.18, b) that
(4.24)
b(uhn , vhn ) b(u, v) as n .
IV) Now let us deal with the convergence d (uhn , vhn ) d (u, v) as n .
For h := hn we can write
Z

(4.25) |d (uh , vh ) d (u, v)| =
|uh | uh vh |u| u v dS
I1
z
Z

}|
||uh | uh |u| u| |vh | dS +
I2
z
Z
}|
|u|
+1
|vh v| dS .
Similarly as in the proof of Lemma 1.20 we find that

Z
|uh u| (|uh | + |u| ) |vh | dS .
(4.26)
0 I1 ( + 1)
Using the Holder inequality, (4.19, a) and (4.20, ab), from (4.26) we obtain
(4.27) 0 I1 ckuh uk0,p1 , kuh k

0,p2 , + kuk0,p2 , kvh k0,p3 ,
ckuh uk0,p1 , 0
as h := hn and n .
(with pi > 1, 1/p1 + 1/p2 + 1/p3 = 1). Applying the Holder inequality to the term
I2 and using (4.19, b) we get
(4.28)
0 I2 0
as h := hn and n .
From (4.25), (4.27) and (4.28) we see that

424
(4.29)
|dhn (uhn , vhn ) d (u, v))| 0
as n .
V) Now, summarizing (4.21), (4.22), (4.23), (4.24), (4.29) and using the
continuity of L, we find out that the limit u H 1 () satisfies the identity
a(u, v) = L(v)
v C ().
Since a(u, ) and L are continuous linear functionals on H 1 () and C () is

dense in H 1 (), u satisfies (1.10) and, hence, it is the weak solution of the
continuous problem.
VI) In order to prove the strong convergence uhn u in H 1 () as n ,
with the aid of (1.8), (2.11, b) and (2.9, a) we write
|uh u|21,2, = b(uh u, uh u)
= Lh (uh ) dh (uh , uh ) b(uh , u) b(u, uh u).
For h := hn , n , in view of (4.16) and (4.23) with vh := uh we have
Lh (uh ) L(u),
b(uh , u) b(u, u),
b(u, uh u) 0.
Using (4.20, ab) and putting vh := uh , we find from (4.29) that

dh (uh , uh ) d (u, u),
h := hn , n .
Thus
|uhn u|21,2, L(u) d (u, u) b(u, u) = 0
as n .
Moreover, kuhn uk0,2, 0 for n , as follows from (4.16) and the

compact imbedding H 1 () ,, L2 (). Hence, (4.17) is proved.
VII) Finally, since u is the unique solution of problem (1.10), necessarily the
whole system {uh }h(0,h1 ) converges strongly to u in H 1 () as h 0, which
we wanted to prove.
4.30. Concluding remarks. a) From the above analysis we see that the numerical
integration and nonlinearity in the Newton boundary condition lead to the loss of
order of accuracy, if strong monotonicity of the problem and sufficient regularity
of the exact solution are missing. Nevertheless, we have proven convergence of
the finite element method.
b) There are several further questions worth to analyse:
extension of the results to the use of higher degree elements,

the effect of the approximation of a curved boundary,
extension to 3D problems,
regularity of the solution of the continuous problem and the impact on error
estimates,
how to obtain error estimates, although the problem is not strongly monotone.
Acknowledgements. This research was supported under the Grant No. 201/94/1067 of the Czech
Grant Agency. The authors gratefully acknowledge this support.

425
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Finite Element Approximation of A Problem With A Nonlinear Newton Boundary Condition

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Numer. Math.

(1998) 78: 403425

Finite element approximation of a problem

Numerische Mathematik Electronic Edition

where f : R and : R are given functions and > 0, 0 are

Numerische Mathematik Electronic Edition

Finit element approximation

In what follows we will be concerned with the weak formulation of problem

|u|1,, = ess sup |u|,

u W 1,p (), 1 p < ,

where u = (u/x1 , u/x2 )T and x1 , x2 are Cartesian coordinates of points

kuk1,, = max {kukL () , |u|1,, } ,

and each sequence bounded in H 1 () contains subsequences strongly convergent

Numerische Mathematik Electronic Edition

L(v) = L (v) + L (v),

a(u, v) = b(u, v) + d (u, v),

It is easy to prove the following result:

for an unknown u H ().

1.14. Theorem. a) The operator A is strictly monotone:

hA(u) A(v), u vi > 0,

b) A is Lipschitz continuous on every bounded subset of H 1 ().

Numerische Mathematik Electronic Edition

Finit element approximation

As a consequence we have (see, e. g., Lions (1969), Chapter 2, Par. 2, or

a(u, u v) a(v, u v) > 0,

Hence, (1.15) holds.

Let us assume that a(u, u v)a(v, u v) = 0. It is easy to see that |u v|1,2, =

|a(u, v) a(w, v)|

Hence, assertion b) of Theorem 1.14 holds.

||u| u |w| w| |v| dS .

Applying the Holder inequality to the term I0 , we get

Numerische Mathematik Electronic Edition

|u w| (|u| + |w| ) |v| dS .

valid for ai Lpi (). We get

0 I1 cku wk0,p1 , kuk

Using the imbedding of H 1 () , Lp () for every p [1, ), we find that

0 I1 cku wk1,2, kuk

|u|21,2, + kukq0,q, C4 u H 1 (),

|un |21,2, + kun kq0,q,

Since the space H 1 () is reflexive, (1.24, a) implies the existence of u H 1 ()

(strong convergence). Further, by (1.24, b),

Numerische Mathematik Electronic Edition

Finit element approximation

for all u H 1 () with kuk1,2, 1.

Let us consider any u H 1 () with kuk1,2, 1. Then w = u/kuk1,2,

Let us set q = + 2 2. Using inequality (1.23) for w and multiplying it by

We say that T Th is a boundary triangle, if T has a side S . Let sh

In what follows we set |T | = area of T Th and |S | = length of S sh .

Numerische Mathematik Electronic Edition

where R and xT , T . Similarly we evaluate integrals over :

with R, xS , S . Using the above formulae, we get the approximations

ah (u, v) = b(u, v) + dh (u, v),

For the approximation of the boundary forms L and d different integration

Numerische Mathematik Electronic Edition

Finit element approximation

Now we come to the formulation of the discrete problem:

3. Properties of the finite element approximations

Moreover, let us assume that the triangulations Th , h (0, h0 ), satisfy locally

and every h (0, h0 ).

For a nonnegative integer k we denote by Pk the set of all polynomials

Numerische Mathematik Electronic Edition

(1978), Par. 3.1, there exist positive constants c1 , c2 independent of T Th and

W 1,p () = {v Lp (); D v Lp ()} ,