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Finite element exterior calculus: from Hodge theory to numerical stability

Authors: Douglas N. Arnold, Richard S. Falk and Ragnar Winther
Journal: Bull. Amer. Math. Soc. 47 (2010), 281-354
MSC (2000): Primary 65N30, 58A14
Published electronically: January 25, 2010
MathSciNet review: 2594630
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Abstract: 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 exploring the well-posedness of the continuous problem. The discretization methods we consider are finite element methods, in which a variational or weak formulation of the PDE problem is approximated by restricting the trial subspace to an appropriately constructed piecewise polynomial subspace. After a brief introduction to finite element methods, we develop an abstract Hilbert space framework for analyzing the stability and convergence of such discretizations. In this framework, the differential complex is represented by a complex of Hilbert spaces, and stability is obtained by transferring Hodge-theoretic structures that ensure well-posedness of the continuous problem from the continuous level to the discrete. We show stable discretization is achieved if the finite element spaces satisfy two hypotheses: they can be arranged into a subcomplex of this Hilbert complex, and there exists a bounded cochain projection from that complex to the subcomplex. In the next part of the paper, 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 the elasticity complex and its application to the equations of elasticity. Background material is included to make the presentation self-contained for a variety of readers.

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Additional Information

Douglas N. Arnold
Affiliation: School of Mathematics, University of Minnesota, Minneapolis, Minnesota 55455
MR Author ID: 27240

Richard S. Falk
Affiliation: Department of Mathematics, Rutgers University, Piscataway, New Jersey 08854

Ragnar Winther
Affiliation: Centre of Mathematics for Applications and Department of Informatics, University of Oslo, 0316 Oslo, Norway
MR Author ID: 183665

Keywords: Finite element exterior calculus, exterior calculus, de Rham cohomology, Hodge theory, Hodge Laplacian, mixed finite elements
Received by editor(s): June 23, 2009
Received by editor(s) in revised form: August 12, 2009
Published electronically: January 25, 2010
Additional Notes: The work of the first author was supported in part by NSF grant DMS-0713568.
The work of the second author was supported in part by NSF grant DMS-0609755.
The work of the third author was supported by the Norwegian Research Council
Article copyright: © Copyright 2010 American Mathematical Society