On finite element methods for fully nonlinear elliptic equations of second order. (English) Zbl 1166.35322

Summary: For the first time, we present for the general case of fully nonlinear elliptic differential equations of second order a nonstandard \(C^1\) finite element method (FEM). We consider, throughout the paper, two cases in parallel: For convex, bounded, polyhedral domains in \({\mathbb R}^n\), or for \(C^2\) bounded domains in \({\mathbb R}^2\), we prove stability and convergence for the corresponding conforming or nonconforming \(C^1\) FEM, respectively. The results for equations and systems of orders 2 and \(2m\) and quadrature approximations appear elsewhere.
The classical theory of discretization methods is applied to the differential operator or the combined differential and the boundary operator. The consistency error for satisfied or violated boundary conditions on polyhedral or curved domains has to be estimated. The stability has to be proved in an unusual way. This is the hard core of the paper. Essential tools are linearization, a compactness argument, the interplay between the weak and strong form of the linearized operator, and a new regularity result for solutions of finite element equations.
An essential basis for our proofs are Davydov’s results [O. Davydov, Smooth finite elements and stable splitting, Bericht Fachbereich Mathematik und Informatik 3, Phillips Universität Marburg, Marburg, Germany (2007)] for \(C^1\) FEs on polyhedral domains in \({\mathbb R}^n\) or of local degree 5 for \(C^2\) domains in \({\mathbb R}^2\). Better convergence and extensions to \({\mathbb R}^n\) for \(C^2\) domains are to be expected from his forthcoming results on curved domains. Our proof for the second case in \({\mathbb R}^n\), includes the first essentially as a special case. The method applies to quasi-linear elliptic problems not in divergence form as well. A discrete Newton method is shown to converge locally quadratically, essentially independently of the actual grid size by the mesh independence principle.


35J20 Variational methods for second-order elliptic equations
35J25 Boundary value problems for second-order elliptic equations
35J60 Nonlinear elliptic equations
35J65 Nonlinear boundary value problems for linear elliptic equations
41A15 Spline approximation
46N40 Applications of functional analysis in numerical analysis
47N40 Applications of operator theory in numerical analysis
65D18 Numerical aspects of computer graphics, image analysis, and computational geometry
65H10 Numerical computation of solutions to systems of equations
65N12 Stability and convergence of numerical methods for boundary value problems involving PDEs
65N22 Numerical solution of discretized equations for boundary value problems involving PDEs
65N30 Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs
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