Article Information
- Chunmei LIU, Liuqiang ZHONG, Shi SHU, Yingxiong XIAO. 2016.
- Quasi-optimal complexity of adaptive finite element method for linear elasticity problems in two dimensions
- Appl. Math. Mech. -Engl. Ed., 37(2): 151-168
- http://dx.doi.org/10.1007/s10483-016-2041-9
Article History
- Received Jun. 26, 2015;
- in final form Sept. 14, 2015
2. School of Mathematical Sciences, South China Normal University, Guangzhou 510631, China;
3. School of Mathematics and Computational Science, Xiangtan University, Xiangtan 411105, Hunan Province, China;
4. College of Civil Engineering and Mechanics, Xiangtan University, Xiangtan 411105, Hunan Province, China
It is very important to simulate linear elasticity problems in science and engineering, such as numerical simulation of many-body problem of microelectronic mechanical systems, which often needs to do some elastic analysis[1]. However, due to the complexity of problems and regions, generally, it is difficult to get the analytical solution. Therefore, the finite element method has become one of the most commonly used numerical methods to simulate linear elasticity problems[2, 3] at present. In practical applications, there are many factors which cause various singular solutions to elasticity problems, such as non-smooth physical regions (the concave angle or crack), discontinuous material constants, and stress concentration. Although these singularities can be overcome by the numerical method based on the uniform refinement mesh, the physical memory and CPU time of computers can increase severely. This is because that the number of degree of freedom based on the uniform refinement mesh increases exponentially. The adaptive finite element method (AFEM) can avoid these effects by adjusting grid points according to the properties of solutions and obtain the largest calculation accuracy with the minimum amount of computation. Therefore, this method has a wide range of applications in the modern engineering calculation[4, 5, 6, 7, 8, 9, 10].
At present, the adaptive method based on the Zienkiewicz-Zhu type posteriori error estimation is widely used in engineering calculation[6, 7, 8, 9], and the corresponding theoretical analysis can be found in a great number of research works[4, 10, 11, 12, 13]. To construct the posteriori error estimator[14] and the adaptive finite element algorithm for the H1 scalar elliptic equation[15], an AFEM has been designed in Ref. [16] with non-special treatment of oscillation and a minimal element refinement without interior node property for linear elasticity problems in two dimensions. The corresponding convergence analysis has been given in Ref. [17]. The main purpose of this paper is to present the quasi-optimal complexity by consulting the quasi-optimal complexity[15].
In this paper, in addition to a special constant, we always adopt the mark a \lesssim b, which indicates that there is a constant C such that a ≤ Cb, and a ≈ b indicates a \lesssim b and b \lesssim a at the same time.
2 Model problem and AFEM 2.1 Model problemLet Ω be a bounded and Lipschitz domain in R2, ∂Ω = ΓD ∪ ΓS, and ΓD ∪ ΓS = ∅ Let n = (nx, ny)T be a unit normal vector of ∂Ω , u :Ω → R2 be a displacement vector, and f be an external force. We consider a linear elasticity problem





Introduce the following finite element spaces:

The variational formulation of problems (1)-(3) is to find u ∈ (HΓD1(Ω))2 such that


Assume that Ω is covered by a regular mesh of triangle T . We introduce the following finite element space of order p:

Using the finite element space of order p, we introduce the following discrete variational problem of (4): find uT(p) ∈ V(p)(T ) such that



In this subsection, we give a brief introduction of the standard AFEM[15]. Let T0 be a conforming triangular grid on the bounded domain Ω, and let {Tk}k>0 be a sequence of nested and conforming grids by a series of local refinement. The grid Tk+1 is generated from Tk by the following algorithm modules of AFEMs:

(1) SOLVE
For the given functions f, g, gS, and a given conforming grid Tk, we assume that the algorithm module SOLVE exactly outputs the discrete solution uk(p) of (5) as

(2) ESTIMATE
Let ε(Tk) be the set of the interior edges of grid Tk. For any edge e ∈ ε(Tk) shared by two triangle elements τ1 and τ2, we define the inter jumps of a vector function w across the edge e as follows:

Let ne = (nx, ny)T be a unit normal vector across the edge e. For a given triangle element τ ∈ Tk and a given function vk(p) ∈ Vk(p) , the posteriori error estimator based on τ is given by

For any element subset Mk ⊂ Tk, we define

For any given triangle grid Tk and the corresponding discrete exact uk(p) ∈ V k(p) of (5), we can obtain the posteriori error estimator η2Tk(uk(p) , τ) of any triangle element τ ∈ Tk by the following algorithm module:

(3) MARK
In this paper, we utilize the Dörfler marking way[18] to mark elements which will be refined. Given a triangle grid Tk, a set of posteriori error estimators {η2Tk(uk(p) , τ)}∈Tk , and a Dörfler marking parameter ϑ ∈ (0, 1), we can get a marked element set Mk ⊂ Tk by the following algorithm module:


(4) REFINE
In this paper, we refine these marked triangle elements by way of newest vertex bisection. A detailed introduction about the newest vertex bisection was provided in Ref. [19]. In order to prove the quasi-optimal complexity, we introduce this bisection briefly. Given a simplex τ and a labeled refinement edge, we describe the following mapping:

Given a labeled initial grid T0 and a bisection method, we define a set as

Namely, F(T0) contains all grids obtained from T0 using the newest vertex bisection method. However, a grid T ∈ F(T0) can be non-conforming. Thus, we define C(T0) as a subset of F(T0) containing only conforming grids.
Being the same as the assumptions in Ref. [19], we consider the newest vertex bisection method which satisfies the following two assumptions:
(i) For any T ∈ F(T0), T is shape regular.
(ii) The uniformly refined grid $\bar T$k ∈ C(T0) is conforming for all k > 0.
We assume that a module REFINE implements an iterative or a recursive bisection (see Refs. [20] and [21]), and the initial grid T0 satisfies the assumptions (i) and (ii). For a given number k ≥ 1, any grid Tk ∈ C(T0, and a subset Mk ⊂ Tk, we can obtain a conforming grid Tk+1 ∈ C(T0 by the algorithm module REFINE as


Fortunately, there is the average form about (6).
Theorem 1[21, 22] Assume that the bisection satisfies the assumptions (i) and (ii). Then, there exists a constant C0 which only relies on the shape regular mesh T0, and

Using the above four algorithm modules, we design an AFEM, in which the refinement mesh does not need to satisfy the “internal nodes” property and does not need to mark the oscillation (AFEM algorithm[16]).
Algorithm 1 (AFEM) For given functions f, g, and gS, choosing a Dörfler marking parameter ϑ ∈ (0, 1) and an error control constant etol, the modules of AFEM algorithm are as follows:
(i) Give an initial conforming triangle grid T0 and set k = 0.
(ii) uk(p) = SOLVE(Tk, f, g, gS).
(iii) η2Tk(uk(p) , τ) = ESTIMATE(Tk, uk(p) , f, g, gS). If η2(uk(p) , Tk) < etol, then the algorithmstops.
(iv) Mk = MARK(η2(uk(p) , Tk), Tk, ϑ).
(v) Tk+1 = REFINE(Tk, Mk).
(vi) Set k = k + 1, and go to (ii).
The algorithm above is convergent, and it has been proved in Ref. [17]. In the next section, we shall testify the corresponding quasi-optimal complexity.
3 Quasi-optimal complexityIn this section, given an initial conforming triangle grid T0 and a Döfler marking parameter ϑ ∈ (0, ϑ∗), the AFEM algorithm is of the quasi-optimal complexity about degree of freedom.
To prove the quasi-optimal complexity, we need a global upper bound for the distance between two nested solutions. Because the lower bound involves oscillation, we shall introduce its definition. For any triangle grid Tk ∈ C(T0 and any element τ ∈ Tk, we define the oscillation vk(p) ∈ V k(p) as

Like the error estimator, for any subset of M⊆ Tk, we define the oscillation of M as

Specially, when M= Tk, we use a simplified O(vk(p) , Tk).
Using the definitions of the error estimator and oscillation, the property of the local L2-projection and the monotonicity of local mesh sizes, we can obtain the following lemmas easily.
Lemma 1 Let Tk ∈ C(T0 and vk(p) ∈ Vk(p) be given. We have the following results.
(i) For any τ ∈ Tk, the oscillation OTk (vk(p) , τ) is dominated by the posteriori error estimator ηTk (vk(p) , τ).

(ii) In view that the definitions of the posteriori error estimator and oscillation are fully localized to τ ∈ Tk, for any τ ∈ Tk+1, there hold

(iii) Assume that the triangle grid Tk+1 is any refinement of Tk. Then, by combining the monotonicity of local mesh sizes and properties of the local L2-projection, we deduce the monotonicity properties

Before discussing the global upper bound, we introduce some standard bubble functions. Let Bτ and Be denote the element bubble functions corresponding to the element τ and the edge e, respectively. We shall use the following inequalities about the bubble function.
Lemma 2 For any τ ∈ T , e ⊂ εh, and vh(p) ∈ Vh(p) , we have





The following lemma presents some special properties for the bilinear a(u-uk(p) , vk(p) ) with any function vk(p) ∈ Vk(p) , where u ∈ HΓD1(Ω) and uk(p) ∈ Vk(p) are the solutions of (4) and (5), respectively.
Lemma 3 Given a triangulation T ∈ C(T0. Let u ∈ HΓD1(Ω) be the solution of (4), and let uk(p) ∈ V k(p) be the discrete solution of (5). Then, the following results are obtained.
(i) For any τ ∈ Tk and v ∈ H1(τ) with supp v ⊂ τ, we have

(ii) For any e ∈ εk and w ∈ H1(e) with suppw ⊂ Ωe, we have

Using Lemmas 2 and 3, we can present the global lower bound for the posteriori error estimator.
Lemma 4 (Global lower bound) Given a triangle grid Tk ∈ C(T0, let u be the solution of (4), and let uk(p) ∈ V k(p) be the discrete solution of (5). There exists a constant C2 > 0 such that

Proof For any triangle element τ ∈ Tk, we shall estimate hτ2║R(uk(p) )k║0, τ2 and hτ║J(uk(p) )║0, e2, respectively.
Firstly, we shall estimate hτ2║R(uk(p) )k║0, τ2 .
By the triangular inequality and (a + b)2 ≤ 2(a2 + b2), we obtain

Using (10), the linearity of (·, ·)τ , supp(BτPR(uk(p) )) ⊂ τ, the Cauchy-Schwarz inequality, the definition of ║·║τ, 1, (11), and the inverse inequatity, we have

Notice that there is ║PR(uk(p) )║0, τ on both sides of (19). We get

Substituting (20) into (18) and using (a + b)2 ≤ 2(a2 + b2), we have

Secondly, we estimate hτ║J(uk(p) )║0, e2.
By the triangular inequality and (a + b)2 6 2(a2 + b2), we get the following inequality:

Using (10), the linearity of (·, ·)e, (16), supp(BePJ(uk(p) )) ⊂ Ωe, and the Cauchy-Schwarz inequality, we have

We obtain the following inequality by the inverse inequatity:

By substituting (24) into (23) and by (13) and (14), we get

By getting rid of ║PR(uk(p) )║0, e from both sides of (25), we obtain

Combining (22) with (26) and using the inequality (a + b + c)2 ≤ 3(a2 + b2 + c2) and the shape regularity of Th, we get

Combining (27) with (21), we have

Using the definition of η2(uh(p) , Th), (21), and (28) and these definitions of O2(uh(p) , Th) and ‖·‖1, Th, we have

To prove the optimality of the AFEM, we need a localized upper bound for the distance between two nested solutions.
Lemma 5 (Localized upper bound) For any triangle grid Tk, Tk+1 ∈ C(T0, Tk+1 is generated from Tk. Let D be the set of refined elements of Tk. Let uk(p) ∈ Vk(p) and uk+1(p) ∈ V k+1(p) be the discrete solutions of (5) based on the grid Tk and Tk+1, respectively. Then, we have the following localized upper bound:

Proof Let ΩR := $\mathop \cup \limits_{\left\{ {\tau :\tau \in R} \right\}} $⊂ Ω be the union of refined elements, and denote by Ωi (i =1, 2, · · · , J) the connected components of its interior. Let V(R) be the restriction of Vh(p) to ΩR. For any i ∈ {1, 2, · · · , J}, we define Ti = {τ ∈ T : τ ⊂ $\bar \Omega $i}, and let V (Ti) be therestriction of V h(p) to Ωi.
Let Pi : H1(Ωi) → V(Ti) be the Scott-Zhang interpolation operator over the triangulation Ti, and the following interpolation estimate holds true for all v ∈ H1(Ωi):

Let E∗ = uh*(p) - uh(p) ⊂ V h*(p). We construct wh by setting


Using the nesting of spaces V h(p) ⊂ V h*(p), we thus obtain the Galerkin orthogonality,

Using (33), (32), the definition of E∗, the linear property of aτ(·, ·), (5), the definition of a(·, ·), the Green formulation, and the definition of operator L, we thus have

In the first and second terms of (34), we make them h ×hτ-1 and hτ1/2 ×hτ-1/2, respectively. Using the Cauchy-Swartz inequality and the definition of ηT (uh(p) , Ti), we have

Using the inequality $\sqrt a $+ $\sqrt b $ ≤$\sqrt {2(a + b)} $, we have

By (30), we deduce that

Using the coercivity of a(·, ·) and (36), we obtain

Squaring both sides of (38) and summing all i = 1, 2, · · · , J, we obtain

According to the norm equivalence, we thus have i2

We follow the recent framework developed by considering the total error[15]

According to Theorem 1 of Ref. [17] (orthogonality), we deduce


Now, we define an approximation class ${\Lambda _\varsigma }$ based on the total error. Let C(T0N ⊂ C(T0 be the set of all possible conforming triangle grids generated from T0 with at most N elements more T0,

For any ς > 0, the nonlinear approximation class ${\Lambda _\varsigma }$ can be defined as i6

Given N ≥ N0 := #T0, due to T ∈ C(T0N generated from T0, there exists an triangle grid T N∗ ∈ C(T0N with # T N∗ = N and ETN*= €N. We replace inf with min in the primitive definitions in Refs. [15] and [23].
According to Remark 5.1[23], for any € > 0, we can choose a triangle grid T generated from T0 with

For any conforming mesh T1, T2 ∈ C(T0), we define the following add mesh T1 ⊕ T2 by the form[15]. The add mesh retains the following properties:

We can obtain a new triangle grid T∗ through refining Tk, and because of the convergence of total error, the total error of the new triangle grid is less than some given constant. We need to control the number of the new elements about the quasi-optimal.
Lemma 6 For some κ ∈ (0, 1), through refining Tk, we can obtain a new triangle grid T∗ with
(i) ET* ≤ κETk ,
(ii) #T* - #Tk ≤ CKETk-1/$\varsigma $|(u, f)|${\Lambda _\varsigma }$1/$\varsigma $, where Cκ only depends on κ.
Using the definition of the oscillation, the finite element estimator, the triangle inequality, and the standard scaling argument, we get the following result.
Lemma 7 Let Tkh ∈ C(T0. For any τ ∈ Tk and the finite element functions vk(p) , wk(p) ∈V k(p) , we have

where the constant C4 only depends on the shape regularity of T0, the constant λ, and μ.
Corollary 1 (Perturbation of oscillation) Let T , T∗ ∈ C(T0, and T∗ is a triangle grid through refining T . For all vk(p) ∈ V h(p) , vk+1(p) ∈ V k+1(p), we have

Proof Using (9), the nested mesh vk(p) ∈ Vh(p) ⊂ V k+1(p), and Lemma 7 , for any τ ∈ T ∩T∗, we have

We now sum over τ ∈ Tk ∩ Tk+1 to prove the assertion (40).
The key to relate the best mesh with the AFEM triangle grid is the fact that the procedure MARK selects the marked set Mk with the minimal cardinality. The following lemma will introduce the cardinality of Mk. Using the above lemmas, we can give the set of the marked elements with the mininal cardinality.
Lemma 8 (Cardinality of Mk) Let u be the solution of (4), and let {Tk}k≥0 be the mesh sequence generated by the AFEM. Let Mk ⊂ Tk be the set of the marked elements with the mininal cardinality. If (u, f) ∈ ${\Lambda _\varsigma }$ , and the initial mesh T0 satisfies a fineness assumption, for any ϑ ∈ (0, ϑ∗) with ϑ∗ =$\frac{{{C_2}}}{{1 + {C_3}(1 + 2{C_5})}}$ ) < 1, then the following estimate is true:

Proof Let κ := 2-1(1 - ϑϑ∗ -1) ∈ (0, 1), according to Lemma 6, there exists a triangle grid Tk+1 ∈ C(T0 with the minimal elements number satisfying


Using Lemma 4, (41), and the definition ETk and ETk+1 , we have

First, we discuss the error ‖u-uk(p) ‖A2, -‖u-uhk+1(p)‖A, Ω2 of (43). Using the orthogonality (see Theorem 1 of Ref. [17]) and the localized upper bound (Lemma 5), we have

Then, we discuss the oscillation O2(uk(p) , Tk) - 2O2(uhk+1(p), Tk+1) of (43) by distinguishing the following two cases.
For any τ ∈ Tk\Tk+1, in view of (8), we have

For any τ ∈ Tk ∩ Tk+1, using Corollory 1 and Lemma 5, we have

Using (45) and (46), we obtain

Combining (43) with (44) and (47), we have

Dividing the constant 1 + C3(1 + 2C5) on both sides of the above equation and using the definition of κ and ϑ∗, we get

During the module MARK, we always choose the set Mk with


Due to the definition D and (42), we have

As a consequence of the previous estimates and the convergence of the AFEM, we obtain quasi optimality of the total error.
Theorem 2 (Quasi-optimal complexity) Given ϑ ∈ (0, ϑ∗) with ϑ∗ =$\frac{{{C_2}}}{{1 + {C_3}(1 + 2{C_5})}}$ < 1. Let u be the solution of (4), and let {uk(p) , Tk}k≥0 be the sequence generated by the AFEM. Let (u, f) ∈ ${Lambda _\varsigma }$ , and let the bisection satisfy the assumptions (i) and (ii). Thus, we have

Proof Combining (7) and Lemma 8, we have

Using the global lower bound (17) and ρ < 1, we have

According to the convergence result (see Ref. [17]), for any j (0≤j≤k - 1), we get

Combine (49), (48), and (50). We obtain

Using the global lower bound (17), we have

Since δ < 1, the geometric series$\sum\limits_{j - 1}^k {\delta \frac{j}{{{2_\varsigma }}}} $ is bounded by the constant Sϑ = ${\delta ^{\frac{1}{{{2_\varsigma }}}}}{(1 - {\delta ^{\frac{1}{{{2_\varsigma }}}}})^{ - 1}}$, and combining (51) and (52), we obtain

In this section, we give two experiments to verify the theoretical result. During these experiments, we adopt the energy norm ‖·‖AΩ, = a(·, ·)$\frac{1}{2}$ to do the error analysis, the modulus of elasticity E = 3 000 MPa, Poisson’s ratio ν = 0.3, and the error control constant etol = 10-9.
During the following experiments, we use the linear and quadratic finite element methods to solve these corresponding discrete systems.
Example 1 Let Ω = [-1, 1]2\[0, 1]×[-1, 0], the proper vector function f and the boundary functions g and gS are chosen to ensure the solution u = (u1, u2)T, where

Figure 1 and 2 are the 15th and 20th refinement meshes, respectively. From these figures, we can see that the refinement elements are concentrated with singular of the solution u. In Fig. 3 and 4, we present two error curve figures about the errors of the solution u and the finite element solution uk under the energy norm with the Döffler parameter ϑ = 0.1, 0.3, 0.5, respectively. In these figures, the abscissa value Nk represents the number of elements of the mesh Tk, and the ordinate value ‖u - uk‖A, Ω represents the energy norm of the error between the solution u and the finite element solution uk. These straight lines with slope -$\frac{1}{2}$or -1 can be moved vertically.
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Fig. 1 15th refinement mesh for ϑ = 0.5 by linear finite element method in Example 1 |
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Fig. 2 20th refinement mesh for ϑ = 0.5 by quadratic finite element method in Example 1 |
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Fig. 3 Error curve of ‖u - uk‖A, Ω, forϑ=0.1, 0.3, 0.5 by linear finite element method in Example 1 |
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Fig. 4 Error curve of ‖u - uk‖A, Ω, forϑ=0.1, 0.3, 0.5 by quadratic finite element method in Example 1 |
Example 2 Let Ω = [-1, 1]2, and the proper vector function f and the boundary functions g, gS are chosen to ensure the solution u = (u1, u2)T, where

Using the same methods to solve the corresponding discrete systems of Example 2, we get the following results. Figure 5-8 are the experimental results about the above methods, respectively. In Fig. 5 and 6, we show the 15th and 16th refinement meshes. From these figures, we can see that the refinement elements are concentrated with singular of the solution u. In Fig. 7 and -8, we present two error curve figures about the errors of the solution u and the finite element solution uk under the energy norm with the Döffler parameter ϑ = 0.1, 0.3, 0.5, respectively.
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Fig. 5 15th refinement mesh forϑ= 0.5 by linear finite element method in Example 2 |
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Fig. 6 16th refinement mesh forϑ= 0.5 by quadratic finite element method in Example 2 |
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Fig. 7 Error curve of ‖u - uk‖A, Ω, forϑ=0.1, 0.3, 0.5 by linear finite element method in Example 2 |
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Fig. 8 Error curve of ‖u - uk‖A, Ω, forϑ=0.1, 0.3, 0.5 by quadratic finite element method in Example 2 |
Example 3 Let Ω = [-2, 2]2, and the proper vector function f and the boundary functions g and gS are chosen to ensure the solution u = (u1, u2)T, where

Using the same methods to solve the corresponding discrete systems of Example 3, we get the following results. Figure 9-12 are the experiment results about the above methods, respectively. In Fig. 9 and 10, we show the 18th and 20th refinement meshes. From the two figures, we can see that the refinement elements are concentrated with singular of the solution. In Fig. 11 and 12, we present two error curve figures about the errors of the solution u and the finite element solution uk under the energy norm with the Döffler parameter ϑ = 0.1, 0.3, 0.5, respectively.
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Fig. 9 18th refinement mesh forϑ= 0.5 by linear finite element method in Example 3 |
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Fig. 10 20th refinement mesh forϑ= 0.5 by quadratic finite element method in Example 3 |
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Fig. 11 Error curve of ku −ukkA, forϑ=0.1, 0.3, 0.5 by linear finite element method in Example 3 |
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Fig. 12 Error curve of ‖u - uk‖A, Ω, forϑ=0.1, 0.3, 0.5 by quadratic finite element method in Example 3 |
From Fig. 3, 4, 7, 8, 11, and 12, we confirm that the adaptive finite element algorithm (Algorithm 1) is quasi-optimal. That is, these error curves decline along with the number of the increasing triangle elements. For the linear and quadratic finite element methods, the error curves of ‖u - uk‖A, Ω, are almost parallel with the straight lines of the slopes -$\frac{1}{2}$ and -1 separately. Moreover, we can get the conclusion that Algorithm 1 is robust with the Döffler parameter ϑ ∈ (0.1, 0.5).
5 ConclusionsIn the paper, we rigorously prove that the adaptive finite method is quasi-optimal and verify this conclusion by some experiments for linear elasticity problems in two dimensions. Similarly, we can get the resemble conclusion for linear elasticity problems in three dimensions.
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