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Texts in Applied Mathematics 44

Peter Knabner
Lutz Angermann

Numerical Methods for

Elliptic and Parabolic
Partial Differential
Equations
With contributions by Andreas Rupp
Second Extended Edition
Texts in Applied Mathematics

Volume 44

Editors-in-Chief
Anthony Bloch, University of Michigan, Ann Arbor, MI, USA
Charles L. Epstein, University of Pennsylvania, Philadelphia, PA, USA
Alain Goriely, University of Oxford, Oxford, UK
Leslie Greengard, New York University, New York, NY, USA

Series Editors
J. Bell, Lawrence Berkeley National Laboratory, Berkeley, CA, USA
R. Kohn, New York University, New York, NY, USA
P. Newton, University of Southern California, Los Angeles, CA, USA
C. Peskin, New York University, New York, NY, USA
R. Pego, Carnegie Mellon University, Pittsburgh, PA, USA
L. Ryzhik, Stanford University, Stanford, CA, USA
A. Singer, Princeton University, Princeton, NJ, USA
A Stevens, University of Münster, Münster, Germany
A. Stuart, University of Warwick, Coventry, UK
T. Witelski, Duke University, Durham, NC, USA
S. Wright, University of Wisconsin, Madison, WI, USA
The mathematization of all sciences, the fading of traditional scientific boundaries,
the impact of computer technology, the growing importance of computer modelling
and the necessity of scientific planning all create the need both in education and
research for books that are introductory to and abreast of these developments. The
aim of this series is to provide such textbooks in applied mathematics for the student
scientist. Books should be well illustrated and have clear exposition and sound
pedagogy. Large number of examples and exercises at varying levels are
recommended. TAM publishes textbooks suitable for advanced undergraduate and
beginning graduate courses, and complements the Applied Mathematical Sciences
(AMS) series, which focuses on advanced textbooks and research-level monographs.

More information about this series at https://link.springer.com/bookseries/1214

Peter Knabner Lutz Angermann
•

Numerical Methods
for Elliptic and Parabolic
Partial Differential Equations
With contributions by Andreas Rupp

Second Extended Edition

123
Peter Knabner Lutz Angermann
Department of Mathematics Department of Mathematics
University of Erlangen-Nuremberg Clausthal University of Technology
Erlangen, Bayern, Germany Clausthal-Zellerfeld, Germany

ISSN 0939-2475 ISSN 2196-9949 (electronic)

Texts in Applied Mathematics
ISBN 978-3-030-79384-5 ISBN 978-3-030-79385-2 (eBook)
https://doi.org/10.1007/978-3-030-79385-2
Mathematics Subject Classification: 65N30, 65M60, 65N06, 65N08, 65M06, 65M08, 65F10, 65F05,
76Sxx, 35Jxx, 35Kxx

1st edition: © 2003 Springer-Verlag New York, Inc.

2nd edition: © Springer Nature Switzerland AG 2021
This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part
of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations,
recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission
or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar
methodology now known or hereafter developed.
The use of general descriptive names, registered names, trademarks, service marks, etc. in this
publication does not imply, even in the absence of a specific statement, that such names are exempt from
the relevant protective laws and regulations and therefore free for general use.
The publisher, the authors and the editors are safe to assume that the advice and information in this
book are believed to be true and accurate at the date of publication. Neither the publisher nor the
authors or the editors give a warranty, expressed or implied, with respect to the material contained
herein or for any errors or omissions that may have been made. The publisher remains neutral with regard
to jurisdictional claims in published maps and institutional affiliations.

This Springer imprint is published by the registered company Springer Nature Switzerland AG
The registered company address is: Gewerbestrasse 11, 6330 Cham, Switzerland
Preface to the Second English Edition

If a textbook originally dates back 20 years, as the German edition of this book, it is
obvious that there are many new developments that could not yet be covered.
Therefore we decided to take up the enterprise to describe some of the essential
achievements of the last decades. On the one hand, we did not alter the inductive,
but rigorous character of the existing parts of the book, on the other hand with more
than 300 new pages the amendments are so extensive that this edition actually is a
new book. Taking into account that the new sections and chapters belong to the
more advanced part of the subject, our style became slightly less detailed, but
hopefully still clear. In the centre of our exposition there is still the scalar linear
elliptic and parabolic differential equation, but in addition to the diffusive term it
always includes a convective and a reactive part and is always supplemented by
general linear boundary conditions that allow flow, Dirichlet and mixed conditions
to be treated. Its dual (mixed) formulation, the Darcy equation, extends the scope to
non-coercive saddle point formulations. Thus we found it natural also to include
some aspects of the (Navier–)Stokes equations, without being exhaustive in this
respect. Also in a different way than in other, excellent textbooks, we do not restrict
ourselves to the stationary elliptic case, but also have treated the time-dependent
case for most of spatial discretizations considered. So in summary, many new
developments to the best of our knowledge are treated for the first time in a text-
book. Concerning the extensions described above of the “Poisson equation with
Dirichlet conditions” prototype, again to the best of our knowledge, several of the
added results are original and published for the first time.
In more detail, the changes and amendments are following: In the more ele-
mentary classical core of Chapters 0 to 3, hardly any changes have been made,
apart from some outlooks to the new chapters to come and slight additions in
Sections 2.5 and 3.4. The first section of Chapter 4 has been essentially rewritten,
and a third section about convergence of adaptive methods has been added. In
Chapter 5 the more advanced Sections 5.4 and 5.5 have been enlarged and a new
section about space decomposition methods added.

v
vi Preface to the Second English Edition

For the remaining chapters a reordering was necessary as seen from the fol-
lowing table:

first edition second edition

6 8
7 9
8 11
9 10

The new Chapter 6 provides the general framework to deal with nonconforming
(beyond the results of Section 3.6) and nonconsistent methods, and with
non-coercive saddle point formulations. In the new Chapter 7 mixed discretizations
both for the Darcy and the Stokes equations are investigated, as well as various
discontinuous Galerkin methods as nonconforming methods, prepared by the
treatment of Crouzeix–Raviart elements. In Sections 7.5 and 7.6 we deal with
hybridization as a tool to improve the properties of the discrete problem and its
approximation quality, especially to ensure local mass conservation by proper
postprocessing. In Finite Volume Chapter 8, Sections 8.1 and 8.2 have been revised
and new Sections 8.3 to 8.6 added, including cell-oriented methods and the
(Navier–)Stokes equation. In the time-dependence Chapter 9, Section 9.2 needed a
considerable enlargement to include most of the new spatial discretization methods.
The new Sections 9.5 and 9.6 discuss higher order methods. In Chapter 10, Sections
10.5 and 10.6 about stabilization by limiting have been added, and finally in
Chapter 11, Sections 11.5 to 11.7 are new, extending the still non-comprehensive
treatment of nonlinear problems beyond semilinear versions. Correspondingly also
the Appendices have been modified, in particular, Appendix A.1 on the notation has
been significantly expanded. Also a large amount of new exercise problems have
been added, which are now more uniformly distributed across the text. Moreover,
compared to the previous editions, we included programming tasks, too. We have
intentionally formulated them neutrally with respect to the programming languages
and integrated development environments (IDEs) that can be used, since a corre-
sponding specification of these tasks depends on many aspects such as the audi-
torium, the curriculum (existing previous knowledge) but also the software and
hardware equipment of the facility, etc. In our courses, most of the tasks were
actually worked on by students with various programming languages/IDEs (e.g.,
C/C++, GNU Octave/MATLAB, Python) over the course of time. The choice of the
programming language/IDE can be left to more experienced students, and for less
experienced students it can be helpful to specify them, possibly even to point out
helpful built-in functionalities, or to give links to suitable software packages,
including grid generation, visualization tools, etc.
Preface to the Second English Edition vii

Several of these amendments benefited crucially from the collaboration with

Dr. Andreas Rupp. In particular he has contributed the first versions of Sections
7.4, 10.5, and 10.6 and participated intensively in the improvement of the whole
text. We are grateful to Tobias Elbinger for providing basic versions of most of the
programming projects (and also to many other (former) members of our working
groups who contributed), and also the exposition of the general order of conver-
gence estimate in Section 9.2 and its application to mixed problems are coined by
results in his thesis [132]. We thank Sebastian Czop and Xingyu Xu for their
support in transferring handwritten notes into LATEX, and express our gratitude to
Donna Chernyk from Springer Science Business Media for her efficient handling
of the publishing process. As a final acknowledgement, we would like to express
our appreciation to the anonymous experts who kindly reviewed the manuscript
and provided insightful suggestions and constructive criticisms.

Remarks for the Reader and the Use in Lectures

The size of the text corresponds roughly to four hours of lectures per week over
two to three terms. If the course lasts only one term, then a selection is necessary,
which should be oriented to the audience. We recommend the following “cuts”:
For an introductory course:
Chapter 0 may be skipped if the partial differential equations treated therein are
familiar. Section 0.5 should be consulted because of the notation collected there.
The same is true for Chapter 1; possibly Section 1.4 may be integrated into
Chapter 3 if one wants to deal with Section 3.9 or with Section 9.7.
Chapters 2 and 3 are the core of the book. The inductive presentation that we
preferred for some theoretical aspects may be shortened for students of mathe-
matics. To the lecturer's taste and depending on the knowledge of the audience in
numerical mathematics Section 2.5 may be skipped. This might impede the treat-
ment of the ILU preconditioning in Section 5.3. Observe that in Sections 2.1–2.3
the treatment of the model problem is merged with basic abstract statements.
Skipping the treatment of the model problem, in turn, requires an integration
of these statements into Chapter 3. In doing so Section 2.4 may be easily combined
with Section 3.5. In Chapter 3 the theoretical kernel consists of Sections 3.1, 3.2.1,
3.3–3.4.
Chapter 4 presents an overview of its subject, not a detailed development,
and is an extension of the classical subjects. The classical parts of Chapter 9 are
Sections 9.1, 9.3 to 9.4, and the corresponding parts of Sections 9.2 and 9.8. If time
permits, Sections 10.1, 10.2 (and 10.4) are recommended. In the extensive Chapter
5 one might focus on special subjects or just consider Sections 5.2, 5.3 (and 5.4) in
order to present at least one practically relevant and modern iterative method.
Section 11.2 and the first part of Section 11.3 contain basic knowledge of
numerical mathematics and, depending on the audience, may be omitted.
viii Preface to the Second English Edition

For an advanced course:

After Chapter 6 as basis, Chapters 7 and 8 provide various aspects of mixed or
nonconforming finite element methods and of finite volume methods, with various
possibilities to select. The time-dependent versions require the parts of Sections
9.2 and 9.8, and possibly Sections 9.5, 9.6, and 9.7, further amended by Sections
10.3 and 10.4 and possibly 10.5 and 10.6.
The appendices are meant only for consultation and may complete the basic
lectures, such as in analysis, linear algebra, and advanced mathematics for
engineers.
Concerning related textbooks for supplementary use, to the best of our
knowledge there is none covering approximately the same topics. Quite a few deal
with finite element methods, and the closest one in spirit probably is [40], but also
[9] or [10] or [24] has a certain overlap, and also offers additional material not
covered here. From the books specialized in finite difference methods, we mention
[58] as an example. The (node-oriented) finite volume method is popular in
engineering, in particular, in fluid dynamics, but to the best of our knowledge there
is no presentation similar to ours in a mathematical textbook. References to
textbooks specialized in the topics of Chapters 4, 5, and 11 are given there.

Remarks on the Notation

Printing in italics emphasizes definitions of notation, even if this is not carried out
as a numbered definition.
Vectors appear in different forms: Besides the “short” space vectors x 2 Rd there
are “long” representation vectors u 2 Rm , which describe, in general, the degrees of
freedom of a finite element (or volume) approximation or represent the values on
grid points of a finite difference method. Here we choose bold type, also in order to
have a distinctive feature from the generated functions, which frequently have the
same notation, or from the grid functions.
We deviate from this rule in Chapters 0, 6, 7, and 8 and the related parts of
Chapters 9 and 10, where formulations and discretization methods are treated,
where in addition to scalar quantities also vectorial ones (in Rd ) appear. For clearer
differentiation, also these are printed in bold type, and then consequently also
x 2 Rd or n 2 Rd (for the normal vector). There are also deviations in Chapters 5,
where the unknowns of linear and nonlinear systems of equations, which are treated
in a general manner there, are denoted by x 2 Rm .
Preface to the Second English Edition ix

Components of vectors will be designated by a subindex, creating a double

index for indexed quantities. Sequences of vectors will be supplied with a
superindex (in parentheses); only in an abstract setting do we use subindices.

Erlangen, Germany Peter Knabner

Clausthal-Zellerfeld, Germany Lutz Angermann
December 2020
From the Preface to the First English Edition

Shortly after the appearance of the German edition we were asked by Springer to
create an English version of our book, and we gratefully accepted. We took this
opportunity not only to correct some misprints and mistakes that have come to our
knowledge but also to extend the text at various places. This mainly concerns the
role of the finite difference and the finite volume methods, which have gained more
attention by a slight extension of Chapters 1 and 8 and by a considerable extension
of Chapter 9. Time-dependent problems are now treated with all three approaches
(finite differences, finite elements, and finite volumes), doing this in a uniform way
as far as possible. This also made a reordering of Chapters 8–11 necessary. Also,
the index has been enlarged. To improve the direct usability in courses, exercises
now follow each section and should provide enough material for homework.
This new version of the book would not have come into existence without our
already mentioned team of helpers, who also carried out first versions of trans-
lations of parts of the book. Beyond those already mentioned, the team was
enforced by Cecilia David, Basca Jadamba, Dr. Serge Kräutle, Dr. Wilhelm Merz,
and Peter Mirsch. Alexander Prechtel now took charge of the difficult modification
process. Prof. Paul DuChateau suggested improvements. We want to extend our
gratitude to all of them. Finally, we thank Senior Editor Achi Dosanjh, from
Springer-Verlag New York, Inc., for her constant encouragement.

..
.

Erlangen, Germany Peter Knabner

Clausthal-Zellerfeld, Germany Lutz Angermann
January 2002

xi
Preface to the German Edition

This book resulted from lectures given at the University of Erlangen–Nuremberg

and at the University of Magdeburg. On these occasions we often had to deal with
the problem of a heterogeneous audience composed of students of mathematics
and of different natural or engineering sciences. Thus the expectations of the
students concerning the mathematical accuracy and the applicability of the results
were widely spread. On the other hand, neither relevant models of partial differ-
ential equations nor some knowledge of the (modern) theory of partial differential
equations could be assumed among the whole audience. Consequently, in order to
overcome the given situation, we have chosen a selection of models and methods
relevant for applications (which might be extended) and attempted to illuminate
the whole spectrum, extending from the theory to the implementation, without
assuming advanced mathematical background. Most of the theoretical obstacles,
difficult for nonmathematicians, will be treated in an “inductive” manner. In
general, we use an explanatory style without (hopefully) compromising the
mathematical accuracy.
We hope to supply especially students of mathematics with the information
necessary for the comprehension and implementation of finite element/finite vol-
ume methods. For students of the various natural or engineering sciences the text
offers, beyond the possibly already existing knowledge concerning the application
of the methods in special fields, an introduction into the mathematical foundations,
which should facilitate the transformation of specific knowledge to other fields of
applications.
We want to express our gratitude, for the valuable help that we received during
the writing of this book, to Dr. Markus Bause, Sandro Bitterlich, Dr. Christof Eck,
Alexander Prechtel, Joachim Rang, and Dr. Eckhard Schneid who did the proof-
reading and suggested important improvements. From the anonymous referees we
received useful comments. Very special thanks go to Mrs. Magdalena Ihle and
Dr. Gerhard Summ. Mrs. Ihle transposed the text quickly and precisely into TEX.
Dr. Summ not only worked on the original script and on the TEX-form, but he also
organized the complex and distributed rewriting and extension procedure.

xiii
xiv Preface to the German Edition

The elimination of many inconsistencies is due to him. Additionally he influenced

parts of Sections 3.4 and 3.8 by his outstanding diploma thesis. We also want to
thank Dr. Chistoph Tapp for the preparation of the graphic of the title and for
providing other graphics from his doctoral thesis [221].
Of course, hints concerning (typing) mistakes and general improvements are
always welcome.
We thank Springer-Verlag for their constructive collaboration.
Last, but not least, we want to express our gratitude to our families for their
understanding and forbearance, which were necessary for us especially during the
last months of writing.

Erlangen, Germany Peter Knabner

Magdeburg, Germany Lutz Angermann
February 2000
Contents

Preface to the Second English Edition . . . . . . . . . . . . . . . . . . . . . . . . . . . v

From the Preface to the First English Edition . . . . . . . . . . . . . . . . . . . . . xi

Preface to the German Edition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xiii

0 For Example: Modelling Processes in Porous Media with
Differential Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
0.1 The Basic Partial Differential Equation Models . . . . . . . . . . . . 1
0.2 Reactions and Transport in Porous Media . . . . . . . . . . . . . . . . 5
0.3 Fluid Flow in Porous Media . . . . . . . . . . . . . . . . . . . . . . . . . . 7
0.4 Reactive Solute Transport in Porous Media . . . . . . . . . . . . . . . 10
0.5 Boundary and Initial Value Problems . . . . . . . . . . . . . . . . . . . 13
1 For the Beginning: The Finite Difference Method
for the Poisson Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..... 19
1.1 The Dirichlet Problem for the Poisson Equation . . . . . . . ..... 19
1.2 The Finite Difference Method . . . . . . . . . . . . . . . . . . . . ..... 21
1.3 Generalizations and Limitations of the Finite Difference
Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..... 30
1.4 Maximum Principles and Stability . . . . . . . . . . . . . . . . . ..... 41

2 The Finite Element Method for the Poisson Equation . . . . . . . . . . 51

2.1 Variational Formulation for the Model Problem . . . . . . . . . . . . 51
2.2 The Finite Element Method with Linear Elements . . . . . . . . . . 61
2.3 Stability and Convergence of the Finite Element Method . . . . . 75
2.4 The Implementation of the Finite Element Method: Part 1 . . . . 82
2.4.1 Preprocessor . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
2.4.2 Assembling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84

xv
xvi Contents

2.4.3 Realization of Dirichlet Boundary Conditions:

Part 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... 89
2.4.4 Notes on Software . . . . . . . . . . . . . . . . . . . . . ...... 90
2.4.5 Testing Numerical Methods and Software . . . . ...... 91
2.5 Solving Sparse Systems of Linear Equations by Direct
Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...... 92

3 The Finite Element Method for Linear Elliptic Boundary

Value Problems of Second Order . . . . . . . . . . . . . . . . . . . . . . . . . . 111
3.1 Variational Equations and Sobolev Spaces . . . . . . . . . . . . . . . . 111
3.2 Elliptic Boundary Value Problems of Second Order . . . . . . . . . 118
3.2.1 Variational Formulation of Special Cases . . . . . . . . . . 120
3.2.2 An Example of a Boundary Value Problem
of Fourth Order . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131
3.2.3 Regularity of Boundary Value Problems . . . . . . . . . . . 132
3.3 Element Types and Affine Equivalent Partitions . . . . . . . . . . . . 134
3.4 Convergence Rate Estimates . . . . . . . . . . . . . . . . . . . . . . . . . . 153
3.4.1 Energy Norm Estimates . . . . . . . . . . . . . . . . . . . . . . . 153
3.4.2 The Maximum Angle Condition on Triangles . . . . . . . 164
3.4.3 L2 Error Estimates . . . . . . . . . . . . . . . . . . . . . . . . . . . 168
3.5 The Implementation of the Finite Element Method: Part 2 . . . . 171
3.5.1 Incorporation of Dirichlet Boundary Conditions:
Part 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 171
3.5.2 Numerical Quadrature . . . . . . . . . . . . . . . . . . . . . . . . 174
3.6 Convergence Rate Results in the Case of Quadrature
and Interpolation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 180
3.7 The Condition Number of Finite Element Matrices . . . . . . . . . 188
3.8 General Domains and Isoparametric Elements . . . . . . . . . . . . . 193
3.9 The Maximum Principle for Finite Element Methods . . . . . . . . 199

4 Grid Generation and A Posteriori Error Estimation . . . . . . . . . . . 205

4.1 Grid Generation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 205
4.1.1 Classification of Grids . . . . . . . . . . . . . . . . . . . . . . . . 205
4.1.2 Generation of Simplicial Grids . . . . . . . . . . . . . . . . . . 206
4.1.3 Generation of Quadrilateral and Hexahedral Grids . . . . 209
4.1.4 Grid Optimization . . . . . . . . . . . . . . . . . . . . . . . . . . . 210
4.1.5 Grid Refinement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 211
4.2 A Posteriori Error Estimates . . . . . . . . . . . . . . . . . . . . . . . . . . 216
4.3 Convergence of Adaptive Methods . . . . . . . . . . . . . . . . . . . . . 228

5 Iterative Methods for Systems of Linear Equations . . . . . . . . . . . . 235

5.1 Linear Stationary Iterative Methods . . . . . . . . . . . . . . . . . . . . . 237
5.1.1 General Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 237
5.1.2 Classical Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . 239
Contents xvii

5.1.3 Relaxation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 244

5.1.4 SOR and Block-Iteration Methods . . . . . . . . . . . . . . . 247
5.1.5 Extrapolation Methods . . . . . . . . . . . . . . . . . . . . . . . . 252
5.2 Gradient and Conjugate Gradient Methods . . . . . . . . . . . . . . . . 255
5.3 Preconditioned Conjugate Gradient Method . . . . . . . . . . . . . . . 266
5.4 Krylov Subspace Methods for Nonsymmetric Systems
of Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 272
5.5 The Multigrid Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 286
5.5.1 The Idea of the Multigrid Method . . . . . . . . . . . . . . . . 286
5.5.2 Multigrid Method for Finite Element
Discretizations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 288
5.5.3 Effort and Convergence Behaviour . . . . . . . . . . . . . . . 296
5.6 Nested Iterations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 307
5.7 Space (Domain) Decomposition Methods . . . . . . . . . . . . . . . . 310
5.7.1 Preconditioning by Space Decomposition . . . . . . . . . . 311
5.7.2 Grid Decomposition Methods . . . . . . . . . . . . . . . . . . . 318
5.7.3 Domain Decomposition Methods . . . . . . . . . . . . . . . . 327

6 Beyond Coercivity, Consistency, and Conformity . . . . . . . . . . . . . . 341

6.1 General Variational Equations . . . . . . . . . . . . . . . . . . . . . . . . . 341
6.2 Saddle Point Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 356
6.2.1 Traces on Subsets of the Boundary . . . . . . . . . . . . . . . 358
6.2.2 Mixed Variational Formulations . . . . . . . . . . . . . . . . . 361
6.3 Fluid Mechanics: Laminar Flows . . . . . . . . . . . . . . . . . . . . . . 382

7 Mixed and Nonconforming Discretization Methods . . . . . . . . . . . . 393

7.1 Nonconforming Finite Element Methods I:
The Crouzeix–Raviart Element . . . . . . . . . . . . . . . . . . . . . . . . 393
7.2 Mixed Methods for the Darcy Equation . . . . . . . . . . . . . . . . . . 407
7.2.1 Dual Formulations in Hðdiv; XÞ . . . . . . . . . . . . . . . . . 407
7.2.2 Simplicial Finite Elements in Hðdiv; XÞ . . . . . . . . . . . 408
7.2.3 Finite Elements in Hðdiv; XÞ on Quadrangles
and Hexahedra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 421
7.3 Mixed Methods for the Stokes Equation . . . . . . . . . . . . . . . . . 425
7.4 Nonconforming Finite Element Methods II: Discontinuous
Galerkin Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 440
7.4.1 Interior Penalty Discontinuous Galerkin Methods . . . . 441
7.4.2 Additional Aspects of Interior Penalty and Related
Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 453
7.5 Hybridization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 460
7.5.1 Hybridization in General . . . . . . . . . . . . . . . . . . . . . . 460
7.5.2 Convergence of the Multipliers for the Hybridized
Mixed RT-Element Discretizations of the Darcy
Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 466
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