An Analysis of Monotonicity Conditions in The Mixed Hybrid Finite Element Method On Unstructured Triangulations

INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING
Int. J. Numer. Meth. Engng 2008; 76:351375

Published online 18 March 2008 in Wiley InterScience (www.interscience.wiley.com). DOI: 10.1002/nme.2330
An analysis of monotonicity conditions in the mixed hybrid nite
element method on unstructured triangulations
Annamaria Mazzia
,
Dipartimento di Metodi e Modelli Matematici per le Scienze Applicate, Universit` a degli Studi di Padova,
via Trieste 63, 35121 Padova, Italy
SUMMARY
In this paper we consider the mixed hybrid nite element method on unstructured triangular grids and
evaluate its monotonicity properties by using a non standard set of basis functions for the velocity
approximation space.
The mixed hybrid discretization of the steady-state diffusion equation produces a system matrix that
depends only on the inner product of the outward normals to the edges of the triangulation and not on the
choice of the velocity space basis. This property is used to study the characteristics of the system matrix.
It is well known that this matrix is of type M if the angles of the triangulation are not bigger than /2.
An M-matrix has a nonnegative inverse, i.e. all the elements are nonnegative. This implies the existence
of a discrete maximum principle and thus monotonicity of the discretization. We show that, when the
triangulation is of Delaunay type and satises the property that no circumcenters of boundary elements
with Dirichlet conditions lie outside the domain, the inverse of the nal matrix is always positive, even
in the presence of obtuse angles. Copyright 2008 John Wiley & Sons, Ltd.
Received 24 April 2007; Revised 11 October 2007; Accepted 21 January 2008
KEY WORDS: mixed hybrid nite element; Delaunay grids; obtuse triangles
1. INTRODUCTION
The mixed hybrid nite element (MHFE) method has been used extensively for the numerical
solution of the classical steady state or transient diffusion equation, governing, e.g. ows in saturated
porous media, because of its conservation properties, in particular for the calculated velocity eld.
This attractive feature, however, needs to be studied in more detail when general triangular elements
are employed. In the mixed formulation the unknowns that are to be approximated are the element
Correspondence to: Annamaria Mazzia, Dipartimento di Metodi e Modelli Matematici per le Scienze Applicate,
Universit` a degli Studi di Padova, via Trieste 63, 35121 Padova, Italy.
E-mail: mazzia@dmsa.unipd.it
Contract/grant sponsor: Italian MIUR project
Copyright 2008 John Wiley & Sons, Ltd.
352 A. MAZZIA
pressure and the edge velocity, so called due to their physical meaning. Hybridization allows for
the denition of a system of linear equations having the edge pressure heads as unknowns [1].
In this paper we study the conservation and monotonicity characteristics of the MHFE method on
unstructured triangular grids by looking at the properties of the stiffness matrix that generates the
edge pressure heads. The lowest-order RaviartThomas spaces [2] are considered as the reference
approximation spaces, as typically employed in the discretization of porous media ow problems
[3, 4].
It is well known that the linear Galerkin (P1) nite element scheme produces a stiffness matrix
of type M if a Delaunay triangulation is used. This fact guarantees the existence of a local
maximum principle property for the pressure head [58] because of the property of M-matrices
of having positive inverses (every element is nonnegative) [9]. On the other hand, the MHFE
method provides a stiffness matrix (the matrix used to solve for the Lagrange multipliers) which
is an M-matrix if the triangulation is weakly acute, that is if each angle of every triangle is acute
[914]. In particular, in [10, 11] this property is demonstrated in applications to semiconductor
device simulations when the resulting boundary value problem is an elliptic problem without or
with a sink/source term, respectively. In [13] the authors address the monotonicity of this type
of problem when the equations of the drift-diffusion semiconductor model are linearized, thus
leading to a reactiondiffusion problem with a nonnegative function c that multiplies the positive
charge density. If c>0 the M-matrix property does not hold anymore and the authors suggest
new mixed nite elements, obtained by modifying the basis functions, to provide M-matrices for
all nonnegative functions c. More recently, a mass lumping procedure of the MHFE has been
applied for the solution of parabolic/elliptic problems [14] to obtain a more relaxed condition on
the triangulations. In particular, a lumping MHFE in its cell-centered nite volume formulation
leads to an M-matrix for a Delaunay triangulation in the case of a homogeneous domain, and a
lumping MHFE with an edge-centered nite volume formulation leads to an M-matrix for acute
triangulation, for homogeneous or heterogeneous domain.
However, the M-matrix condition is stricter than necessary as monotonicity is ensured also if
the inverse of the system matrix has nonnegative elements [9]. In this work we look at mono-
tonicity conditions by examining when the inverse of the nal MHFE system matrix is positive,
therefore ensuring that the numerical solution satises a local maximum principle, in more general
triangulations.
The key to ensure monotonicity on more relaxed triangulations is the relation that links the
outward normals of the edges of the triangulation and the entries of the nal system matrix. The
basis functions that dene the velocity space are usually given by the standard RT0 basis functions.
Here we use a different but equivalent set of basis functions. By equivalent we mean that this
different basis yields the same nal algebraic system as the RT0 basis. This different choice of
basis functions is useful not only to study the properties of the velocity eld itself but also of the
linear system that is to be solved.
With the most conventional choice of basis functions, the components of the velocity on each
element can be expressed by means of edge uxes [3, 1517]. Using the alternative choice [18, 19],
the entries of the nal system matrix can be expressed as inner products between the outward
normals of the edges of the triangulation, allowing for an easier understanding of the internal
structure of the system matrix. For example, it is easy to verify the well-known result that the nal
system matrix (denoted as C
T
MC) is an M-matrix if the angles of each element are not bigger
than /2. Furthermore, if the triangulation is given by a single element, the inverse of C
T
MC is
nonnegative only if C
T
MC is an M-matrix.
Copyright 2008 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Engng 2008; 76:351375
DOI: 10.1002/nme
ANALYSIS OF MONOTONICITY CONDITIONS IN THE MHFE METHOD 353
This approach is crucial to study when the inverse matrix of C
T
MC is positive even if C
T
MC
is not an M-matrix, therefore ensuring that the solution satises a local maximum principle. The
formal results that we obtain are limited to meshes formed by two triangles: if the triangulation is
made up of only two elements, and the triangulation is of Delaunay type and satises the property
that no circumcenters of boundary elements with Dirichlet conditions lie outside the domain, then
the inverse of C
T
MC is nonnegative, also in the presence of obtuse angles: this is in general not
true if the triangulation is not of Delaunay type.
In the case of two triangles, an explicit formula describing each entry of the inverse of C
T
MC
is determined as a function of inner products between the outward normals of the edges of the
triangulation. When generalizing to grids with more than two triangles, an explicit formula cannot
be found anymore. However, numerical experiments lead to the suggestion that what is true for
two triangles can be extended for a mesh with more than two triangles.
The present paper is organized as follows: in the next section the mixed and hybrid formulation
for the solution of the elliptic problem is presented. The numerical discretization by the lowest-
order RaviartThomas spaces is then given. Next, the basis for the space that approximates the
velocity eld is described and the matrices for the nal algebraic system are computed. Finally,
the dependence of the nal matrix on the inner products between the outward normal to the edges
of the triangulation is derived and the cases of one and two triangles are analyzed in detail. Some
numerical experiments on grids with two and more triangles conclude the paper.
2. THE MHFE METHOD
We consider the following second-order elliptic problem dened on a bounded, polygonal domain
R
2
, having boundaries o=
D
N
and
D
N
=:
(Dp) = f in (1a)
p = g
D
on
D
(1b)
Dpn = g
N
on
N
(1c)
where D(x) is a uniformly bounded, strictly positive-denite symmetric tensor, p is the pressure,
f (x)L
2
() is the load function, n is the outward unit normal to the domain, g
D
is the Dirichlet
condition, and g
N
the Neumann condition. Let (, )
S
denote the L
2
(S) inner product (we omit S
if S =). Introducing the vector-valued variable, representing the velocity
u=Dp (2)
yields the following mixed formulation for the pair (u, p):
u = f in (3a)
p = g
D
on
D
(3b)
un = g
N
on
N
(3c)
DOI: 10.1002/nme
354 A. MAZZIA
We introduce the classical functional spaces used for the denitions of the weak solution of (3):
H(div; ) = {v(L
2
())
2
: vL
2
()}
V = {vH(div; ): vn=g
N
on
N
}
W = L
2
() (W ={L
2
()\R if
D
=})
Scalar multiplication of (2) by the vector function vV and of (3a) by the scalar function wW,
integration over the domain , and application of Greens formula, yield the following mixed
variational formulation for the pair (u, p)V W:
(D
1
u, v)( p, v) = (g
D
, vn)
D
*
vV (4a)
(u, w) = ( f, w) wW (4b)
Let T
h
={T
l
}
m
l=1
be a triangulation of . The edges of the triangulation will be denoted as e
k
,
k =1, . . . , n. The mixed nite element approach using the lowest-order RaviartThomas triangular
nite element space V
h
W
h
V W gives rise to a saddle point-type algebraic system, which
is not easy to solve. Indeed, the elements of V
h
, being functions in H(div; ), have their normal
component continuous across element interfaces [20]: the idea of the hybridized mixed methods
is to relax this continuity constraint to render the nal system of equations easier to solve.
The constraint V
h
V can be relaxed by dening the space
V
h
={v(L
2
())
2
: v|
T
V
h
(T
l
) T
l
T
h
}
To enforce the required continuity on

V
h
, additional unknowns associated to element interfaces,
the Lagrange multipliers, are introduced and forced to belong to the space of the traces over the
triangulation edges of V
h
s functions:
L
h
=H
1/2
_

e*T
h
e
_
where e denotes an edge of the triangulation. The hybrid form of the mixed method for (2)(3) is
to nd the triple (u
h
, p
h
, z
h
)

V
h
W
h
L
h
such that
TT
h
(u
h
, w)
T
= ( f, w) wW
h
(5a)
(D
1
|
T
u
h
, v)

TT
h
( p
h
, v)
T
+

e*T
h
(z
h
, vn
e
) =

e*T
h
(g
D
, vn
e
)
D
e
v

V
h
(5b)
TT
h
(u
h
n
T
, j)
*T\*
=0 jL
h
(5c)
where n
e
and n
T
denote the outward unit normal to edge e and to triangle T, respectively. Note
that (5c) enforces the continuity requirement mentioned above, so that u
h
V
h
. The system (5)
has a unique solution and can be easily blockedsolved to yield a symmetric and positive-denite
linear system having z
h
as unknowns [1].
DOI: 10.1002/nme
3. NUMERICAL IMPLEMENTATION
The lowest-order RaviartThomas space on T
h
is dened by
V
h
(T
l
) = P
0
(T
l
)P
0
(T
l
)+xP
0
(T
l
)
W
h
(T
l
) = P
0
(T
l
)
L
h
(e
k
) = P
0
(e
k
)
where P
0
(S) is the space of polynomials of degree zero with support S.
We denote by v
l
, w
l
, and j
k
the basis functions of the spaces V
h
(T
l
), W
h
(T
l
), and L
h
(e
k
),
respectively. The functions w
l
are P
0
polynomials equal to one on element T
l
and zero elsewhere.
The functions j
k
are P
0
polynomials equal to one on edge e
k
and zero elsewhere, while the
functions v
l
are dened on each triangle T
l
as rst-order polynomials of the type
v
l
=
_
ax +b
ay +c
_
with a, b, and cR. It is useful to recall the following:
Lemma 3.1
Given a triangle T
l
with edges e
j
, j =1, 2, 3, the following relationships hold for v
l
V
h
(T
l
):
v
l
P
0
v
l
n
j
l
R
0
, j =1, 2, 3
where n
j
l
is the outward normal to edge e
j
of T
l
and R
0
is the polynomial space dened on edge
e
j
of T
l
as
R
0
={[: [L
2
(*T
l
), [|
e
j
P
0
, e
j
}
Proof
The rst relation is very simple to prove:
v
l
=2a P
0
The second relation says that the restriction of v
l
to each of the edges of T
l
coincides with
a polynomial of degree zero, i.e. a constant. Let T
l
be an element with nodes P
1
=(x
1
, y
1
),
P
2
=(x
2
, y
2
), P
3
=(x
3
, y
3
). The normal to the edge e
1
=P
1
P
2
is given by
n
1
l
=
_
y
2
y
1
x
1
x
2
_
Noting that the line passing through the points P
1
and P
2
has equation
x(y
2
y
1
)+y(x
1
x
2
)=x
1
(y
2
y
1
)+y
1
(x
1
x
2
)
DOI: 10.1002/nme
356 A. MAZZIA
the inner product v
l
n
1
l
can be expressed as
v
l
n
1
l
= (ax +b)(y
2
y
1
)+(ay +c)(x
1
x
2
)
=a[x
1
(y
2
y
1
)+y
1
(x
1
x
2
)]+b(y
2
y
1
)+c(x
1
x
2
)=const
Using the above basis functions, u, p, and z are approximated as
u
l
i =1
u
i
l
v
i
l
, p
m
l=1
p
l
w
l
, z
n
k=1
z
k
j
k
Note that the values p
l
and z
k
represent the value of the pressure on the centroid of T
l
and its
trace on the edge e
k
, respectively.
Implementation of the MHFE methods produces the following system of linear equations on
each triangle:
_
T
l
D
1
l
u
l
v
i
l
d
_
T
l
pv
i
l
d+
_
*T
l
zv
i
l
n
l
d=0 (6a)
_
T
l
u
l
d=
_
T
l
f d (6b)
_
e
k
u
l
n
l
d+
_
e
k
u
r
n
r
d=0 if e
k
T
l
T
r
(6c)
_
e
k
u
l
n
l
d= g
N
if e
k
N
T
l
(6d)
z
k
= g
D
if e
k
D
(6e)
where i =1, 2, 3, l =1, . . . , m, k =1, . . . , n, while the quantities with subscript l are dened over
element T
l
. Observe that we impose the Dirichlet condition directly on the Lagrange multipliers
in Equation (6e) and not in Equation (6a). In matrix notation, on each triangle we have the nn
algebraic system:
_
_
_
_
A
l
b
l
C
l
b
T
l
0 0
C
T
l
0 0
_
_
_
_
_
_
_
u
l
p
l
k
_
_
_
=
_
_
_
_
0
f
l
b
N
_
_
_
_
(7)
where
the matrix A
l
is a 33 matrix with entries a
i j
=
_
T
l
D
1
l
v
i
l
v
j
l
d, i, j =1, 2, 3;
b
l
is a vector of length 3 with entries b
i
l
=
_
T
l
v
i
l
d, i =1, 2, 3;
C
l
is a matrix of size 3n with entries c
i k
=
_
*T
l
j
k
v
i
l
n
,(l, j )
l
d, i =1, 2, 3, k =1, . . . , n and
,(l, j ), j =1, 2, 3, relates the local edge numbering of the lth triangle to the global numbering,
that is ,(l, j ) represents the global numbering of the j th edge of triangle T
l
;
DOI: 10.1002/nme
f
l
=
_
T
l
f d;
b
N
is a vector of size n whose kth element assumes a nonvanishing value only if there is a
Neumann condition on the boundary edge e
k
;
u
l
is the vector with components u
1
l
, u
2
l
, u
3
l
, and k has components z
k
, k =1, . . . , n.
The nal mixed hybrid formulation that considers all m triangles in matrix notation is given by
_
_
_
_
A B C
B
T
0 0
C
T
0 0
_
_
_
_
_
_
_
u
p
k
_
_
_
=
_
_
_
0
f
b
N
_
_
_
(8)
where
A=diag[A
1
, A
2
, . . . , A
m
], B=diag[b
1
, b
2
, . . . , b
m
];
C is a rectangular matrix of size 3mn given by [C
1
, C
2
, . . . , C
m
]
T
;
f =( f
1
, f
2
, . . . , f
m
)
T
, u=(u
1
, u
2
, . . . , u
m
)
T
, p=( p
1
, p
2
, . . . , p
m
)
T
;
The solution of the system proceeds as follows. First, we obtain u from the upper system block
u= A
1
(BpCk) (9)
since matrix A is block diagonal with 33 blocks and easily invertible. By substituting this
expression into the remaining equations, we obtain the reduced system with p and k as unknowns:
_
B
T
A
1
B B
T
A
1
C
C
T
A
1
B C
T
A
1
C
__
p
k
_
=
_
f
b
N
_
(10)
Again, H =B
T
A
1
B is block diagonal and easily invertible; thus, we can eliminate p from the
rst equation to obtain
p=H
1
(S
T
Ck+f) (11)
where S = A
1
B. By substituting p in the last equation of system (10), we obtain the nal system
for the Lagrange multipliers as unknowns:
C
T
SH
1
S
T
CkC
T
A
1
Ck=C
T
SH
1
f+b
N
Setting M= A
1
SH
1
S
T
, we can express
C
T
MCk=C
T
SH
1
fb
N
(12)
The matrix C
T
MC is symmetric and positive denite. Note that the matrix C
T
MC is independent
of the choice of the basis for the space V
h
.
DOI: 10.1002/nme
358 A. MAZZIA
4. BASIS FOR THE V
h
SPACE
The standard approach for the lowest-order RaviartThomas space [2] uses the well-known RT0
basis functions for triangles v
i
l
, i =1, 2, 3, on the element T
l
:
v
i
l
=
1
2|T
l
|
_
x x
opp
i
y y
opp
i
_
(13)
where |T
l
| is the area of T
l
and (x
opp
i
, y
opp
i
) are the coordinates of the vertex opposite to the edge
e
i
. These basis functions satisfy the following property (here we consider a local edge numbering):
_
e
j
v
i
l
n
j
l
dS =o
i j
=
_
1 if j =i
0 otherwise
(14)
With this choice of basis functions the entries of the elemental matrix A
l
can be expressed as a
combination of the edge lengths of T
l
(see [21]), but it is not simple to obtain an explicit form for
the nal matrix C
T
MC.
In [10] the contributions of the triangle T
l
to the stiffness matrix are obtained by taking in
equation (6a) v
i
l
=(1, 0) and v
i
l
=(0, 1). This is equivalent to a different choice to represent the
basis functions of the RT0 space. Given element T
l
we dene the functions [18, 19]
W
1
=
_
1
0
_
, W
2
=
_
0
1
_
, W
3
=
_
x x
B
l
y y
B
l
_
(15)
where x
B
l
, y
B
l
are the coordinates of the barycenter of T
l
. It is easy to see that a function u of V
h
can be expressed as a linear combination of W
i
, i =1, 2, 3.
4.1. Computation of A
l
, b
l
, C
l
entries
Using the new set of basis functions, the matrix A
l
is a diagonal matrix:
A
l
=
_
_
_
_
_
_
D
1
l
|T
l
| 0 0
D
1
l
|T
l
| 0
symmetric D
1
l
_
T
l
(x x
B
l
)
2
+(y y
B
l
)
2
d
_
_
_
_
_
_
The dependence of W
3
on the barycentric coordinates simplies the computations. Indeed, appli-
cation of the midpoint rule to the entry A
l
(1, 3)=D
1
l
_
T
l
(x x
B
l
)d gives the exact value of the
integral, which is 0 (analogously for A
l
(2, 3)).
The vector b
l
is
b
l
=
_
_
_
0
0
2|T
l
|
_
_
_
DOI: 10.1002/nme
Matrix C
l
is computed as follows. Let k
j
=,(l, j ), j =1, 2, 3, denote the edges of element T
l
,
then
_
*T
l
zW
i
l
n
l
d=
3
j =1
_
e
k
j
z
k
j
W
i
l
n
k
j
l
d
Now, property (14) is not more effective, and the entries of C
l
in row i and column ,(l, j ) are
given by
_
e
,(l, j )
W
i
l
n
,(l, j )
l
d for i, j =1, 2, 3. In particular, denoting the components of n
,(l, j )
l
as
(n
k
x
, n
k
y
)
T
the entries of C
l
are given by
for i =1:
_
e
k
n
k
x
d
for i =2:
_
e
k
n
k
y
d
for i =3:
_
e
k
(x x
B
l
)n
k
x
+(y y
B
l
)n
k
y
d
5. SOLUTION OF THE MHFE SYSTEM
In the following, we consider the basis W
i
for the space V
h
and use the L
2
inner product notation
to simplify matrices A and C. This approach is useful to express the nal system matrix C
T
MC
in terms of the outward normals to the edges of each triangle. Let us restrict our attention to a
single element T
l
, that is A= A
l
, B=b
l
, C=C
l
, and D
l
=D. Then
A=
_
_
_
(D
1
, 1) 0 0
0 (D
1
, 1) 0
0 0 (D
1
, (x x
B
l
)
2
+(y y
B
l
)
2
)
_
_
_
The inverse of A is the diagonal matrix:
A
1
=
_
_
_
_
_
_
_
_
_
1
(D
1
, 1)
0 0
0
1
(D
1
, 1)
0
0 0
1
(D
1
, (x x
B
l
)
2
+(y y
B
l
)
2
)
_
_
_
_
_
_
_
_
_
The matrices S = A
1
B (in this case, a vector) and H =B
T
A
1
B (in this case, a scalar) are:
S =
_
_
_
_
_
_
0
0
1
(D
1
, (x x
B
l
)
2
+(y y
B
l
)
2
)
2|T
l
|
_
_
_
_
_
_
DOI: 10.1002/nme
360 A. MAZZIA
and
H =
4|T
l
|
2
(D
1
, (x x
B
l
)
2
+(y y
B
l
)
2
)
Therefore, H
1
S
T
becomes
H
1
S
T
=
_
0 0
1
2|T
l
|
_
The matrix SH
1
S
T
is
SH
1
S
T
=
_
_
_
_
_
_
0 0 0
0 0 0
0 0
1
(D
1
, (x x
B
l
)
2
+(y y
B
l
)
2
)
_
_
_
_
_
_
The matrix M is now easily obtained:
M= A
1
SH
1
S
T
=
1
(D
1
, 1)
_
_
_
1 0 0
0 1 0
0 0 0
_
_
_
To compute the matrix C
T
MC we take into account that the matrix MC has the rst two rows
proportional to the rst two rows of C while the third row has zero entries. Denoting by e
1
, e
2
,
and e
3
the edges of T
l
, the entries of C
T
MC are given by
(C
T
MC)
i j
=
1
(D
1
, 1)
_
_
e
i
n
i
x
d
_
e
j
n
j
x
d+
_
e
i
n
i
y
d
_
e
j
n
j
y
d
_
, i, j =1, 2, 3
In the L
2
inner product notation this is rewritten as
(C
T
MC)
i j
=
1
(D
1
, 1)
[(n
i
x
, 1)
e
i
(n
j
x
, 1)
e
j
+(n
i
y
, 1)
e
i
(n
j
y
, 1)
e
j
], i, j =1, 2, 3
Considering the usual inner product between vectors, we have
(C
T
MC)
i j
=
1
(D
1
, 1)
|e
i
||e
j
|n
i
l
n
j
l
, i, j =1, 2, 3
where |e
i
| denotes the length of edge e
i
, i =1, 2, 3.
DOI: 10.1002/nme
Using a counterclockwise ordering to number the vertices of T
l
(Figure 1), the outward unit
normals to the three edges are given by
n
1
=
_
y
2
y
1
|e
1
|
,
x
1
x
2
|e
1
|
_
T
n
2
=
_
y
3
y
2
|e
2
|
,
x
2
x
3
|e
2
|
_
T
n
3
=
_
y
1
y
3
|e
3
|
,
x
3
x
1
|e
3
|
_
T
Denote by m
i
the nonnormalized normals, that is
m
1
= (y
2
y
1
, x
1
x
2
)
T
m
2
= (y
3
y
2
, x
2
x
3
)
T
m
3
= (y
1
y
3
, x
3
x
1
)
T
Therefore
(C
T
MC)
i j
=
D
|T
l
|
m
i
l
m
j
l
Since m
i
l
m
j
l
/|T
l
| =2cot :
i j
l
where :
i j
l
is the angle produced by the two edges e
i
and e
j
in T
l
[22],
the matrix C
T
MC may be expressed as
(C
T
MC)
i j
=2Dcot :
i j
l
When considering a triangulation with m elements, the matrix C
T
MC can be expressed in terms
of the outward normals in the same manner as for a single element. The i j th element is equal
to the inner product between the normals of edges i and j (if they belong to the same triangle),
zero otherwise. The elements on the main diagonal take into account that the same edge may be
shared by two elements. In this case, the entry on the main diagonal is computed as the sum of
the contributions of the two elements. It is easy to see now the well-known result [9, 10, 12]:
Theorem 5.1
The matrix C
T
MC is an M-matrix if the angles of each element T
l
are not bigger than /2.
Figure 1. The generic element T
l
and the outward normals to the edges.
DOI: 10.1002/nme
362 A. MAZZIA
Proof
We recall that a nonsingular matrix is an M-matrix if the entries of the main diagonal are positive,
while the off diagonal coefcients are negative or zero. For 0<:
i j
l
/2, then cot :
i j
l
is positive and
(C
T
MC)
i j
is negative. Otherwise we have a positive extra-diagonal entry. When i = j , (C
T
MC)
i i
=
D/|T
l
|m
i
l
2
, that is the element on the main diagonal is always positive.
It is useful to observe that C
T
MC is singular and its kernel is spanned by constant vectors
since it represents a conservation matrix, as can be seen by considering that the sum of the normal
to the edges of each triangle is zero. Since we are looking for nonnegative inverses, we need
to impose Dirichlet conditions on one or more edges of the triangulation in order to remove the
nonsingularity. The matrix becomes nonsingular by imposing Dirichlet conditions on the diagonal
entries corresponding to Dirichlet edges and by setting to zero the entries of the corresponding
rows and columns.
5.1. Working on a single element
In this section we focus on a domain formed by a single triangle. Before imposing Dirichlet
boundary conditions, the matrix C
T
MC is given by
C
T
MC=D
_
_
_
_
_
_
_
_
_
_
m
1
2
|T
l
|
2cot :
12
2cot :
13
2cot :
12
m
2
2
|T
l
|
2cot :
23
2cot :
13
2cot :
23
m
3
2
|T
l
|
_
_
_
_
_
_
_
_
_
_
Let the generic edge e
3
be a Dirichlet edge with Dirichlet condition equal to 1. The previous
matrix then becomes
C
T
MC=D
_
_
_
_
_
_
_
_
m
1
2
|T
l
|
2cot :
12
0
2cot :
12
m
2
2
|T
l
|
0
0 0 1
_
_
_
_
_
_
_
_
and the element on the third row of the vector of the known terms is substituted by the Dirichlet
condition.
To study the inverse of the C
T
MC it is sufcient to consider the inverse of the sub-matrix
formed by the rst two rows and two columns:
_
_
_
_
_
m
1
2
|T
l
|
2cot :
12
2cot :
12
m
2
2
|T
l
|
_
_
_
_
_
1
=
1
det V
_
_
_
_
_
m
2
2
|T
l
|
2cot :
12
2cot :
12
m
1
2
|T
l
|
_
_
_
_
_
DOI: 10.1002/nme
where det V =m
1
2
m
2
2
/|T
l
|
2
4(cot :
12
)
2
. It is clear, that if the matrix of the system to be
solved is an M-matrix, then the inverse matrix is nonnegative. If not we can have nonpositive
extra-diagonal entries.
5.2. Working on two triangles
If the triangulation is given by two triangles, T
1
and T
2
, that share the edge e
2
(see Figure 2), the
matrix C
T
MC is (for the sake of simplicity, D
1
=D
2
=D)
C
T
MC=D
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
m
1
1
2
|T
1
|
2cot :
12
1
2cot :
13
1
0 0
m
2
1
2
|T
1
|
+
m
1
2
2
|T
2
|
2cot :
23
1
2cot :
12
2
2cot :
13
2
m
3
1
2
|T
1
|
0 0
symmetric
m
2
2
2
|T
2
|
2cot :
23
2
m
3
2
2
|T
2
|
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
To compute the inverse of the matrix C
T
MC we take into account the following propositions
Proposition 5.2
Given a triangle T
l
with normals m
i
, i =1, 2, 3, the following equality holds:
4cot :
i j
cot :
kj
+2cot :
i k
m
j
2
|T
l
|
=4, i, j, k =1, 2, 3, i =k = j (16)
Proof
With reference to the notation used in Figure 3, we have
m
i
=b, m
j
=c, m
k
=a
:
i j
=:, :
kj
=[, :
i k
=
Since the area of the triangle T
l
may be calculated as
|T
l
| =
1
2
acsin[=
1
2
bcsin:=
1
2
absin
by substitution and considering simple trigonometric properties, the left-hand side of (16) becomes
4
cos:cos[+cos
sin:sin[
=4
Proposition 5.3
Given a triangle T
l
with normals m
i
, i =1, 2, 3, the following equality holds:
m
i
2
m
j
2
|T
l
|
2
4(cot :
i j
)
2
=4, i, j =1, 2, 3 (17)
DOI: 10.1002/nme
364 A. MAZZIA
Figure 2. Mesh with two elements T
1
and T
2
. Note that n
2
1
=n
1
2
. In T
1
the angles are in order of magnitude :, , and [.
Figure 3. Generic triangle with edges a, b, c and angles :, [, .
Proof
The proof follows the same lines used for equality (16).
Let the edge e
1
of triangle T
1
be the Dirichlet edge. In this case, the nal matrix C
T
MC becomes
C
T
MC=D
_
_
1 0
0
T
V
_
_
where 0 is the zero vector of size 4 and V is the sub-matrix given by
V =
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
m
2
1
2
|T
1
|
+
m
1
2
2
|T
2
|
2cot :
23
1
2cot :
12
2
2cot :
13
2
m
3
1
2
|T
1
|
0 0
symmetric
m
2
2
2
|T
2
|
2cot :
23
2
m
3
2
2
|T
2
|
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
DOI: 10.1002/nme
In the following proposition we state a simple but interesting result, independent of the trian-
gulation, and whose proof can be obtained easily by Propositions 5.2 and 5.3.
Proposition 5.4
The determinant of matrix V is equal to 16.
The matrix V
1
can now be calculated as
V
1
=
1
4
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
m
3
1
2
|T
1
|
2cot :
23
1
m
3
1
2
|T
1
|
m
3
1
2
|T
1
|
m
2
1
2
|T
1
|
2cot :
23
1
2cot :
23
1
symmetric
m
3
1
2
|T
1
|
+
m
3
2
2
|T
2
|
m
3
1
2
|T
1
|
+2cot :
23
2
m
3
1
2
|T
1
|
+
m
2
2
2
|T
2
|
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
The inverse of C
T
MC is then equal to
C
T
MC
1
=
1
D
_
1 0
0
T
V
1
_
To study conditions for which the inverse of C
T
MC is positive, it is sufcient to study the inverse
of V.
It is trivial to see that the entries of the main diagonal of V
1
are positive.
The entry 2cot :
23
1
=2cot (with reference to the notation of Figure 2)
When is less than /2 (as in Figure 2), this value is positive. When is greater than /2
(in this case the circumcenter is outside the domain) this value is negative. Note that is the
angle opposite to the Dirichlet edge.
The entry m
3
1
2
/|T
1
|+2cot :
23
2
=(e
3
)
2
/|T
1
|+2cot o and can be positive or negative.
If /2<o<, then 2cot o is negative and can be larger than (e
3
)
2
/|T
1
|. Therefore, V
1
can be
negative. If the two triangles are related by the Delaunay triangulation property, that is :+o<,
then this entry is always positive: if : is obtuse, o</2 and cot o>0; if : is acute, o is also acute
and the considered entry is positive. On the contrary, if the mesh is not a Delaunay mesh, then
:+o>: if : is obtuse then o may be greater than /2 and the entry can be negative; if : is acute,
o may be again greater than /2 and the entry be negative.
Concluding, we can state the nal result:
Theorem 5.5
Given a mesh formed by two triangles, if the mesh satises the Delaunay property and no circum-
center of boundary triangles lies out of the domain, then (C
T
MC)
1
has positive entries.
Note that the same hypotheses on the grid lead to M system matrix for the linear Galerkin
approach in two dimensions [6]. On the contrary, if the mesh is not a Delaunay mesh, the inverse
of C
T
MC may be negative.
DOI: 10.1002/nme
366 A. MAZZIA
6. NUMERICAL EXAMPLES
6.1. Numerical examples with two triangles
We consider two simple meshes made up of two triangles, one that does not satisfy the empty
circumcenter criterion (non-Delaunay mesh, Figure 4) and one that satises it, with the additional
property that no circumcenters lie outside the domain (Figure 5). A Dirichlet condition is imposed
on the edge connecting nodes P
1
and P
2
opposite to angle .
The triangle T
1
has angles :=135
and =40
. In the rst case, the matrix C

T
MC is (D=1):
C
T
MC=
_
_
_
_
_
_
_
20.860 22.86 2.000 0 0
22.86 34.75 2.384 8.609 0.8976
2.000 2.384 0.3835 0 0
0 8.609 0 8.217 0.3921
0 0.8976 0 0.3921 0.5055
_
_
_
_
_
_
_
Dirichlet condition has to be imposed by suitably changing the rst row and column. The V
1
matrix is then given by
V
1
=
_
_
_
_
_
_
_
_
0.09588 0.5959 0.09588 0.09588
0.05959 6.311 0.5959 0.5959
0.09588 0.5959 0.223 0.002140
0.09588 0.5959 0.002140 2.150
_
_
_
_
_
_
_
_
Figure 4. Not Delaunay mesh.
DOI: 10.1002/nme
Figure 5. Delaunay mesh.
As expected, V
1
is not a positive matrix. Starting from the same T
1
triangle, if we consider a
Delaunay mesh (see Figure 5), C
T
MC is nonpositive and not of type M:
C
T
MC=
_
_
_
_
_
_
_
_
_
_
_
20.860 22.86 2.000 0 0
22.86 26.92 2.384 1.516 0.1580
2.000 2.3834 0.3835 0 0
0 1.516 0 3.763 2.247
0 0.1580 0 2.247 2.405
_
_
_
_
_
_
_
_
_
_
_
while matrix V
1
is positive and equal to
V
1
=
_
_
_
_
_
_
_
_
0.09588 0.5959 0.09588 0.09588
0.05959 6.311 0.5959 0.5959
0.09588 0.5959 0.6971 0.6576
0.09588 0.5959 0.6576 1.037
_
_
_
_
_
_
_
_
We now consider two simple Delaunay meshes, one that satises the property that no circum-
center of triangles with Dirichlet conditions lies outside the domain (Figure 6) and one that does
DOI: 10.1002/nme
368 A. MAZZIA
Figure 6. Delaunay mesh with circumcenters inside the domain.
Figure 7. Delaunay mesh with circumcenter outside the domain.
not (Figure 7). As before, a Dirichlet condition is imposed on the edge connecting nodes P
1
and P
2
opposite to angle . In the rst case, the nodes of the grids are P
1
=(0, 0.8), P
2
=(0, 0),
P
3
=(0.5, 0.5), P
4
=(0.5, 0). The angles are all less or equal to /2 and the C
T
MC matrix is an
DOI: 10.1002/nme
Figure 8. Delaunay mesh of the [0, 0.35][0, 0.35] square (the nodes are numbered in italic characters
while edges numbers are written in bold).
M-matrix:
C
T
MC=
_
_
_
_
_
_
_
_
_
_
_
3.20 2.00 1.20 0 0
2.00 6.50 0.50 2.00 2.00
1.20 0.50 1.70 0 0
0 2.00 0 2.00 0
0 2.00 0 0 2.00
_
_
_
_
_
_
_
_
_
_
_
Clearly V
1
is positive:
V
1
=
_
_
_
_
_
_
_
_
0.425 0.125 0.425 0.425
0.125 0.625 0.125 0.125
0.425 0.125 0.925 0.425
0.425 0.125 0.425 0.925
_
_
_
_
_
_
_
_
DOI: 10.1002/nme
370 A. MAZZIA
Figure 9. Non-Delaunay mesh of the [0, 0.35][0, 0.35] square (the nodes are numbered in italic characters
If the node P
1
is changed to (0, 1.8), the angle is greater than /2 and the circumcenter falls
outside the domain, as can be seen in Figure 7. Now C
T
MC is not an M-matrix:
C
T
MC=
_
_
_
_
_
_
_
_
7.2 2. 5.2 0 0
2. 5.11 0.89 2. 2
5.2 0.89 4.31 0 0
0 2. 0 2. 0
0 2. 0 0 2
_
_
_
_
_
_
_
_
and the matrix V
1
now has negatives entries:
V
1
=
_
_
_
_
_
_
_
_
_
_
_
_
1.078 0.222 1.078 1.078
0.222 0.278 0.222 0.222
1.078 0.222 1.578 1.078
1.078 0.222 1.078 1.578
_
_
_
_
_
_
_
_
_
_
_
_
DOI: 10.1002/nme
Figure 10. Non-Delaunay mesh with all circumcenters inside the domain, of the [0, 0.35][0, 0.35] square
(the nodes are numbered in italic characters while edges numbers are written in bold).
6.2. Numerical experiments on grids with more than two triangles
Consider problem (1) on the square [0, 0.35][0, 0.35] subject to boundary conditions p=1 for
x =0 and p=0 for x =0.35. In Figure 8 the domain is divided into a Delaunay triangulation made
up by 12 triangles. The angle formed by nodes 6, 11, 7 is obtuse. No circumcenters lie outside
the domain. We expect that C
T
MC is not an M-matrix but its inverse is positive. Indeed we nd
the positive value 1.20 in C
T
MC(12, 16), but the inverse of C
T
MC is positive.
If we change the position of node 6 from (0.3, 0.3) to (0.13, 0.25), the grid is not a Delaunay
triangulation anymore (Figure 9) and angles

267,

165,
6510, and

126 are greater than /2. The
circumcenter of the triangle formed by edges 1, 2, 3 is outside the domain but edge 3 is not a
Dirichlet edge. In C
T
MC then the following positive values appear:
(i, j ) value
(1, 2) 0.807
(2, 4) 0.518
(8, 11) 3.668
while in its inverse only the element (8, 11) is negative and equal to 1.278E06.
The fact that a circumcenter lies outside the domain but no Dirichlet condition is on that triangle
does not affect the inverse of C
T
MC even in the case of non-Delaunay mesh. To see this, we divide
DOI: 10.1002/nme
372 A. MAZZIA
Figure 11. Delaunay mesh, with circumcenter of triangle (11, 7, 12) being outside the
domain, of the [0, 0.35][0, 0.35] square (the nodes are numbered in italic characters
the triangle formed by nodes 1, 6, and 5 of the previous grid in such a way that the circumcenters
of the two triangles are now inside the domain, as shown in Figure 10. In this way we eliminate
the obtuse angle

165. The C
T
MC matrix has the following positive values:
(i, j ) value
(4, 9) 0.518
(8, 12) 3.668
that exactly correspond to the (2, 4) and (8, 11) entries of the previous grid. In its inverse we nd
that the value (8, 12)corresponding to the (8, 11) of the previous gridis negative and equal to
1.278E06.
On the contrary, if in the initial grid shown in Figure 8 we change the position of node 11 from
(0.35, 0.1) to (0.35, 0.18) in such a way that the angles
6117 and
11712 are obtuse, then we have

a Delaunay grid with the circumcenter of triangle of nodes 11, 7, and 12 with Dirichlet condition
outside the domain and we loose the positivity of the inverse of C
T
MC (Figure11). In this case
we have the following positive values in the C
T
MC matrix:
(i, j ) value
(12, 16) 2.096
(16, 19) 0.889
DOI: 10.1002/nme
Figure 12. Delaunay mesh with circumcenter inside the domain of the [0, 0.35][0, 0.35] square (the
nodes are numbered in italic characters while edges numbers are written in bold).
and the following negative values in its inverse:
(i, j ) value
(11, 18) 0.0450
(11, 19) 0.060
(11, 23) 0.060
(16, 18) 0.120
(16, 19) 0.141
(16, 23) 0.141
If we add a node to recover the property of circumcenters of Dirichlet triangles inside the domain,
we obtain a grid as shown in Figure 12. Now, in C
T
MC the value (12, 16) is positive and equal
to 2.096 but the inverse is positive.
As a last example, starting from the same spatial distribution of the nodes of the non-Delaunay
mesh of Figure 9, we consider a Delaunay mesh as shown in Figure 13. In this case, the circumcenter
of triangle (1, 6, 5) is outside the domain but there is no Dirichlet condition associated with its
boundary edge. We nd that in C
T
MC the same values corresponding to the triangles that are not
DOI: 10.1002/nme
374 A. MAZZIA
Figure 13. Delaunay meshsame position of nodes of mesh 9of the [0, 0.35][0, 0.35] square (the
nodes are numbered in italic characters while edges numbers are written in bold).
changed in the non-Delaunay mesh are positive, that is
(i, j ) value
(1, 2) 0.807
(2, 4) 0.518
As expected, the inverse of C
T
MC is positive.
7. CONCLUSIONS
It is known that the discretization of the steady-state groundwater ow equation by means of the
MHFE approach in two-dimensional triangulations guarantees a local maximum principle if the
mesh is characterized by acute-angled triangles. In the present paper we postulate that, in the case
of constant coefcients, we can extend this conclusion to Delaunay-type meshes with the property
that no circumcenters of boundary elements with Dirichlet conditions lie outside the domain.
In this case, in fact we have seen that even if the system matrix is not an M-matrix, still the
inverse has all the elements that are nonnegative, thus ensuring the existence of a local maximum
principle.
DOI: 10.1002/nme
ACKNOWLEDGEMENTS
This study has been partially funded by the Italian MIUR project Numerical Models for Multiphase Flow
and Deformation in Porous Media.
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DOI: 10.1002/nme

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. In the rst case, the matrix C

11712 are obtuse, then we have

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