Summary
This work deals with theH 1 condition numbers and the distribution of theB h singular values of the preconditioned operators {B −1 h A h }0<h<1, whereA h andB h are finite element discretizations of second order elliptic operators,A andB respectively.B is also assumed to be self-adjoint and positive definite. For conforming finite elements, Parter and Wong have shown that the singular values “cluster” in a positive finite interval. Goldstein also has derived results on the spectral distribution ofB −1 h A h using a different approach. As a generalization of the results of Parter and Wong, the current work includes nonconforming finite element methods which deal with Dirichlet boundary conditions. It will be shown that, in this more general setting, the singular values also “cluster” in a positive finite interval. In particular, if the leading part ofB is the same as the leading part ofA, then the singular values cluster about the point {1}. Two specific methods are given as applications of this theory. They are the penalty method of Babuška and the method of “nearly zero” boundary conditions of Nitsche. Finally, it will be shown that the same results can be proven by an approach generalized from the work of Goldstein.
Similar content being viewed by others
References
[A1] Anselone, P.M. (1971): Collectively Compact Operator Approximation Theory and Applications to Integral Equations. Prentice Hall, Englewood Cliffs, N.J.
[A2] Anselone, P.M., Palmer, T.W. (1968): Spectral Analysis of Collectively compact Strongly Convergent Operator Sequences. Pac. J. Math.25, 423–431
[A3] Anselone, P.M. (1971): Collectively Compact Operator Approximation Theory and Applications to Integral Equations. Prentice Hall, Englewood Cliffs, N.J.
[AMS] Ashby, S.F., Manteuffel, T.A., Saylor, P.E. (1990): A Taxonomy for Conjugate Gradient Methods. SIAM J. Numer. Anal.27, 1542–1568
[Ba] Babuška, I. (1973): The Finite Element Method with Penalty. Math. Comput.27, 221–228
[BaAz] Babuška, I., Aziz, A.K. (1972): Survey Lectures on the Mathematical Foundations of the Finite Element Method. In: A.K. Aziz, ed., The Mathematical Foundations of the Finite Element Method with Applications to Partial Differential Equations. Academic Press, New York, pp. 3–359
[BD] Bank, R.E., Dupont, T. (1981): An Optimal Order Process for Solving Finite Element Equations. Math. Comput.36, 35–51
[BGT1] Bayliss, A., Goldstein, C.I., Turkel, E. (1983): An Iterative Method for the Helmholtz Equation. J. Comput. Physics49, 443–457
[BGT2] Bayliss, A., Goldstein, C.I., Turkel, E. (1985): The Numerical Solution of the Helmholtz Equation for Wave Propagation Problems in Underwater Acoustics. Cumput. Math. Appl.11, 655–665
[Bor] Berger, A., Scott, R., Strang, G. (1972): Approximate Boundary Conditions in the Finite Element Method. Symposia Mathematica. Academic Press, New York
[Br] Bramble, J.H. (1975): A Survey of Some Finite Element Methods Proposed for Treating the Dirichlet Problem. Adv. Math.16, 187–196
[BrN] Bramble, J.H., Nitsche, J.A. (1973): A Generalized Ritz-Least-Squares Method for Dirichlet Problems. SIAM J. Numer. Anal.10, 81–93
[C] Ciarlet, P.G. (1978): The Finite Element Method for Elliptic Problems. North-Holland, Amsterdam, New York
[CGO] Concus, P., Golub, G.H., O'Leary, D.P. (1976): A generalized conjugate gradient method for the numerical solution of elliptic partial differential equations. In: J.R., Bunch, D.J. Rose, eds., Sparse Matrix Computations, Academic Press, New York, pp. 309–332
[F] Friedrichs, K.O. (1948): On the Perturbation of Continuous Spectra. Commun. Pure Appl. Math.1, 361–406
[G] Goldstein, C.I.: Spectral Distribution of Preconditoned Elliptic Operators and Convergence Estimates for Iterative Methods. Preprint
[GMP] Goldstein, C.I., Manteuffel, T.A., Parter, S.V. (1992): Preconditioning and Boundary Conditions Without H2 Estimates: L2 Condition Numbers and the Distribution of the Singular Values. SIAM J. Numer. Anal. (submitted)
[HS] Hestenes, M.R., Steifel, E. (1952): Methods of conjugate gradients for solving linear systems. J. Res. Nat. Bur. Standards49, 409–435
[LM] Lions, J.L., Magenes, E. (1972): Non-Homogeneous Boundary Value Problems and Applications I. Springer, Berlin Heidelberg New York
[MP] Manteuffel, T.A., Parter, S.V. (1990): Preconditioning and Boundary Conditions. SIAM J. Numer. Anal.27, 656–694
[Mc] McCormick, S.F. (ed.) (1987): Multigrid Methods. Frontiers in Applied Mathematics, Vol. 3. SIAM
[N1] Nitsche, J.A. (1974): Convergence of Nonconforming Methods. In: C. de Boor, ed., Mathematical Aspects of Finite Elements in Partial Differential Equations. Academic Press, New York, pp. 15–54
[N2] Nitsche, J.A. (1971): Über ein Variationsprinzip zur Lösung von Dirichlet-Problemen bei Verwendung von Teilräumen die keinen Randbedingungen unterworfen sind. Abh. d. Hamb. Math. Sem.36, 9–15
[N3] Nitsche, J.A. (1972): On Dirichlet Problems Using Subspaces with Nearly Zero Boundary Conditions. In: K.A. Aziz, ed., The Mathematical Foundations of the Finite Element Method with Applications to Partial Differential Equations. Academic Press, New York, pp. 603–672
[PW] Parter, S.V., Wong, S.-P. (1992): Preconditioning second order elliptic operators: condition numbers and the distribution of the singular values. Appl. Numer. Math. (submitted)
Author information
Authors and Affiliations
Additional information
This research was supported by the National Science Foundation under grant number DMS-8913091.
Rights and permissions
About this article
Cite this article
Wong, SP. Preconditioning nonconforming finite element methods for treating Dirichlet boundary conditions. II. Numer. Math. 62, 413–438 (1992). https://doi.org/10.1007/BF01396237
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF01396237