Beruflich Dokumente
Kultur Dokumente
CHAPTER 1
Introduction
Let RN (N 3) be a domain representing a region of the space. The domain will be assumed bounded and suciently smooth (regular). The motion of an incompressible viscous homogeneous uid is described by the Navier-Stokes equations, where the unknowns are:
u = u(x, t) the Eulerian velocity of the uid, p = p(x, t) the pressure of the uid,
with x = (x1 , , xN ) and t R+ the instant (time). The velocity eld is a vectorial function u = ( u1 , , u N ) R N , with ui = ui (x1 , , xN , t) and the pressure p = p(x1 , , xN , t) is a scalar function. The classical Navier-Stokes equations are: (1.0.1) (1.0.2) where
(ut + (u )u) u + p
div u
= f = 0
in R+ , in R+ ,
> 0 is the density of the uid and is considered to be a constant ( > 0); > 0 denotes the dynamic viscosity of the uid ( > 0). Let us remark that, in the literature, instead of the notation could be nd the notation . f = (f1 , , fN ) is a density of body forces per unit mass (for example, the gravity).
The dierent operators appearing in the Navier-Stokes equations are dened as follows: ( ) N u = , , , (u )u = ui RN , x1 xN x i i=1 N N 2u ui N u = R. div u = 2 R , x xi i i=1 i=1 The Navier-Stokes equations (3.0.1), (3.0.2) are completed with a Dirichlet type boundary condition on the boundary of the domain denoted by , that is, (1.0.3)
u(x, t) = g(x, t)
for x , t > 0.
u = 0 on .
3
1. INTRODUCTION
u(x, 0) = u0 (x)
for x ,
Non-dimensionalisation of the Navier-Stokes equations is the conversion of the Navier-Stokes equations to a form which is easier to use by reducing the number of parameters in the problem to be studied. Let us consider L the characteristic length (for example, the diameter of ), U R the characteristic velocity of the studied eld (for example, a velocity associated to the non-homogeneous boundary condition), L the characteristic time = U and we denote x = t = t , u ) = u(x, t) , p ) = p(x, t) . ( x, t ( x, t (1.0.5) x = , t L L/U U U 2
With these notations, we have the following identities: ( u(x, t) ) u L u L t u = ( = 2 (x, t) = 2 ut ; ) = t U U t U t L/U N N N u L u ui (x, t) ( u(x, t) ) ( ) ui ( u ) u= = = 2 u i xi x i U U U i=1 xi i=1 i=1 L L = 2 (u )u; U N N N 2 u i 2 ( ui (x, t) ) L2 2 ui L2 u= = = = u ; ( x )2 2 2 x i U U i=1 xi U i i=1 i=1 L ( p p p ) p = , ,..., x x 2 x N ) ( 1 ) ( ( p(x, t) ) ( p(x, t) ) p(x, t) (x ) , (x ) , . . . , (x ) = 1 2 N U 2 U 2 U 2 L L L ( ) L p p p L = , ,..., = p; 2 U x1 x2 xN U 2
N ( u (x, t) ) L ui (x ) i = i x i U U i=1 xi i=1 i=1 L Thus, we get that the new velocity and pressure elds following equations: ) ( 2 U2 U U 2 U ut ( u ) u 2 u+ p = f + L L L L U = 0 div u L
= div u
N u i
L div u. U
1. INTRODUCTION
Let us note that the new dierential operators from above , and div are related . to the new variable x U 2 U Dividing by the rst equation from above and by the second one, we L L can write 1 R+ , t u u ) u u + p = f in (1.0.6) + ( Re R+ , = 0 in (1.0.7) div u where
L f= f, U 2 LU Re = is the Reynolds number. Moreover, we denote = the kinematic viscosity. For example, we have = 0, 15 104 m2 /s for the air, = 106 m2 /s for the water (both at 200 C). The following table shows some values of the Reynolds number: U L Re = LU/ car 100 km/h 3m 5 106 aircraft (airbus A330) 860 km/h 60 m 109 sh (salmon) 12,5 m/s 1m 1, 25 107 sh (herring) 1,67 m/s 30 cm 5 105 pigeon 5 m/s 30 cm 105 buttery 1 m/s 5 cm 3333 wasp 2 cm/s 2 cm 26 protozoan 101 cm/s 102 cm 101 bacteria (in water) 100 m/s 0,1 m 105 The Reynolds number characterizes the uid ow type. From mathematical point of view, it takes into account the viscosity term of the Laplacian of the velocity eld. The main diculties to study and solve the Navier-Stokes equations are, on one hand, the coupling velocity/pressure and, on the other hand, the presence of the nonlinear convection term (u )u.
Navier-
= LU p = Re p , = Re f, 1 1 1 u+ p = f, Re Re Re
t u u ) u + (
1. INTRODUCTION
that is,
t Re u u ) u u + p = f . + Re ( Taking Re 0, we get the stationary Stokes equations (we omit and symbols):
(1.0.8) (1.0.9)
u + p
div u
= f = 0
in , in .
For Re 1, the nonlinear convection term (u )u is dominant. In this case, we take Re + in equations (1.0.6)(1.0.7) (or take directly = 0 in (3.0.1) (3.0.2)) and we get the Euler equations (we omit and symbols): (1.0.10) (1.0.11)
ut + (u )u + p div u
= f in R+ , = 0 in R+ .
we are interested in the equations modeling the motion of a rigid body immersed in a uid (maybe we have enough time to study a deformable body with a known deformation and so on). As we have already said, the motion of the uid is described by the classical Navier-Stokes equations, whereas the motion of the rigid body is governed by the balance equations for linear and angular momentum (i.e. Newton's law). In other words, we will study a system coupling partial dierential and ordinary dierential equations. Let us consider N = 2 and we suppose that the rigid solid occupies at each instant t a close connected subset B (t) . This body is surrounded by the uid lling the domain (t) = \ B (t). The system formed by the classical Navier-Stokes equations and the Newton's law is the following: ( ) (1.0.12) f ut + (u )u u + p = f f in (t) [0, T ], (1.0.13) (1.0.14) (1.0.15) (1.0.16) (1.0.17) div u u
Our aim in this course is to study the interaction between the incompressible viscous homogeneous uid and a structure. For simplicity of analysis,
= =
0 0
J (t) =
B (t)
(x (t)) n d + s
B (t)
The system (1.0.12)(1.0.17) is completed the with initial conditions: (1.0.18) (1.0.19)
x (0), (0) = 0 R.
(0) = 1 R2 ,
1. INTRODUCTION
u = u(x, t) is the velocity eld of the uid, p = p(x, t) represents the pressure of the uid, (t) denotes the position of mass center of the rigid body, (t) denotes the angular velocity of the rigid body, f > 0 is the density of the uid, s > 0 is the density of the solid, m, J denotes the mass and the momentum of inertia of the solid, > 0 denotes the dynamic viscosity of the uid, f = f (x, t) is the applied force per unit mass, = p Id + 2 D(u) denotes the Cauchy stress tensor, with Id the identity matrix, D(u) given by the formula u + u T , 2 where uT means the transpose of u, that is, ( ) ul 1 uk + . (D(u))kl = 2 xl xk D(u) =
B (t) denotes the solid and is given by { } B (t) = (t) + R(t) y | y B (0) ,
where
(t) =
(s)ds,
R(t) is the rotation matrix of angle (t). B (t) denotes the boundary of the rigid body at instant t, n = n(x, t) is the unit normal to B (t) at the point x directed to the interior of the rigid body, x is given by the formula ( ) ( ) x2 x1 x = for all x = R2 , x1 x2 x y stands for the inner product between x and y.
The main diculties of this problem are the following: the equations of the uid are coupled with those of the solid and on the other hand, the domain of the uid is variable ((t)) and is one of the unknowns of the problem (we thus have a free boundary problem). From a numerical point of view, the resolution of a uid-structure interaction problem requires rst solving the Navier-Stokes equations. In addition, the NavierStokes equations use many methods which solve the intermediate Stokes problem. The Stokes problem is a coupled velocity/pressure problem, but linear. For this reason, we will rst study the Stokes problem, then we develop and analyze numerical schemes for the Navier-Stokes equations, which will be a signicant step to pass at studying numerical schemes for uid-structure interaction problems.
CHAPTER 2
Stokes equations
Let RN (N = 2 or 3) be a bounded and suciently smooth (regular) domain. We consider the following Stokes problem: (2.0.1) (2.0.2) (2.0.3) with > 0 the dynamic viscosity.
u + p = f
div u u
in ,
= 0 in , = 0 on ,
Green formula:
(2.1.4)
w w = ni . n xi i=1
N
w : v w v n
wi vi =
N N wi i=1 j =1
xj
nj vi .
10
2. STOKES EQUATIONS
Using the Green formula (2.1.5), integrating by parts the pressure term and taking into account that the test function v vanishes on the boundary of the domain, we get
u : v dx
p div v dx =
f v dx.
On the other hand, we multiply the equation (2.0.2) by a test function q which has a zero mean value on and we integrate on , then (div u)q dx = 0.
In order to introduce the functional framework of our problem, we dene the following spaces: { } 2 L () = v : R | v measurable and |v (x)|2 dx < + , { } 1 2 2 N H () = v L () | v L () , { } 1 () = v H 1 () | v = 0 on . H0 Let us also to introduce the space { } 2 L2 () = q L () | q d x = 0 , (2.2.7) 0
of functions in L () which have zero mean value over . Thus, the mixed variational formulation of Stokes problem can be written as follows:
2 1 () L2 Find (u, p) H0 0 () such that N 1 (2.2.8) u : v dx p div v dx = f v d x v H 0 () (2.2.9) (div u)q dx = 0 q L2 0 (). N
Remark 2.1.
In the identity (2.2.9), it is equivalent to take test function in L2 () (that is, not necessary of zero mean value).
2 Proof. In fact, we suppose that (2.2.9) is satised. For r L (), we denote
1 r dx and we have r its mean value, i.e., r = | | (div u)r dx = (div u)(r r) dx + r (div u) dx = (div u)(r r) dx + r u n dx.
11
1 We have r r L2 0 (), then for u H0 () satisfying (2.2.9), in the above relation we obtain (div u)r dx = 0.
(2.2.11)
With the above notation, the mixed variational formulation of Stokes equation is written as follows: N 1 () L2 Find (u, p) H0 0 () such that (2.2.12) (2.2.13)
a(u, v) + b(v, p) =
1 ( f , v ) v H 0 ()
b(u, q ) = 0
q L2 0 (),
1) It is important to look for the pressure p with zero mean value. In fact, if p veries the Stokes equation (2.0.1), then p + C satises the same equation, where C is an arbitrary constant. As will be seen, the space L2 0 () of functions with zero mean value assures the uniqueness of the pressure. 2) The term "mixed" refers to the velocity/pressure formulation. 3) There is also possible another functional framework for the Stokes problem. To this end, we denote { } 1 V = u H0 ()N | div u = 0 in . Thus, the problem (2.2.12),(2.2.13) which gives us the velocity u is equivalent with the following problem:
(2.2.14)
Remark 2.2.
a(u, v) = (f , v)
v V.
Using Lax-Milgram Lemma, the problem (2.2.14) admits a unique solution u V (the bilinear form a is continuous and coercive on V ). This is the manner to prove the existence and uniqueness of a solution of the mixed problem (2.2.12), (2.2.13).
12
2. STOKES EQUATIONS
3. The "inf-sup" condition 3.1. An abstract result for the mixed problem.
a:X X R b : X Y R.
We denote X (respectively, Y ) the norm on X (respectively on Y ). The bilinear forms a and b are supposed to be continuous. For a given f X (X represents the dual space of X ), we look for (u, p) X Y such that (2.3.15) (2.3.16)
v X
Theorem 2.1.
Let consider the following hypothesis: (1) The bilinear form a is coercive on X : There exists > 0 such that
a(v, v ) v 2 X b(v, q ) q Y v X v X.
(2) The bilinear form b satises the "inf-sup" condition: There exists > 0 such that
sup
v X v =0
q Y.
Remark 2.3.
sup
v X v =0
b(v, q ) . v X q Y
3.2. The "inf-sup" condition for the Stokes problem. Let us now verify 1 ()]N , the hypothesis of Theorem 2.1 in the case of Stokes problem with X = [H0 2 Y = L0 () and the forms a and b dened by (2.2.10) and (2.2.11).
1 1 The form a is continuous and coercive on [H0 ()]N [H0 ()]N . In fact, for all 1 N u and v in [H0 ()] , we have N a(u, v) = u : v dx = ui vi dx. i=1
a(u, v)
N i=1
ui L2 ()N vi L2 ()N
13
a(u, u) = u2 L2 ()N 2
u2 H 1 ()N C2
1 u H0 ()N .
1 The form b is continuous on [H0 ()]N L2 (): b(v, q ) = (div v)q dx vH 1 ()N q L2 ()
v H 1 ()N , q L2 ().
The "inf-sup" condition for b. In order to prove that the bilinear form b associated with the Stokes problem veries the "inf-sup" condition, we need the following result:
Lemma 2.1. There exists a constant C > 0 such that for all p L2 (), there exists v [H 1 ()]N such that
div v = p and vH 1 ()N C pL2 () . 1 Moreover, if p veries p dx = 0, then can take v [H0 ()]N .
To prove the "inf-sup" condition for the Stokes problem, let consider q L2 0 (). 1 Using Lemma 2.1, there exists w [H0 ()]N such that q = div w and
wH 1 ()N C q L2 () .
Then, we have
b(w, q ) =
(div w)q dx =
|q |2 dx = q 2 L2 ()
and, by consequence,
Remark 2.4.
If u is the solution of Stokes problem (2.2.12), (2.2.13), then it satises a(u, v) = (f , v) for all v V , which is equivalent with the problem 1 min a(v, v) (f , v). v V 2 The mixed formulation of the Stokes problem corresponds to the following saddle point problem: 1 min max a(v, v) + b(v, q ) (f , v). v X q Y 2 Thus, the pressure can be seen as a Lagrange multiplier of the free divergence constraint.
14
2. STOKES EQUATIONS
where Ki is a i = j . by
triangle1
We denote by {ai } the vertices of the triangles. The mesh size is characterized
h = max hK ,
K
hK = max |ai aj |.
ai ,aj K
Equivalently, hK can be dened as the diameter of triangle K , i.e. the diameter of the circumcircle of the triangle K . Then, we denote Th the triangulation made by the triangles {Ki }i . Assume also that the domain is convex, and this hypothesis is mainly imposed to obtain regularity for the solution of the elliptic problem in . Moreover, Pk , k 0, denotes space of polynomials with N variables and of degree less or equal than k . portant properties on nite elements.
Regular triangulations. The triangulation Th of is called regular if there exists > 0 independent of h and K such that K := hK K K T h ,
K = sup{diameter of B | B ball contained in K }. The ratio K measures the attening of the triangle K (K = 3 for K a equilateral triangle). More precisely, if hK denotes the length of the longest side of the triangle K and if K is the smallest angle of K , the we can show that
K 1 + sin 2 hK 1 . K sin K K tan 2
The triangulation Th is called uniformly regular (or quasi-uniform) if there exist > 0 and > 0 independent of h and K such that
h hK K
1a tetrahedron in the case N = 3 2face or edge in dimension N = 3
K Th .
a3
a2
Barycentric coordinates. The barycentric coordinates of a point x R2 with respect to the 3 vertices a1 , a2 , a3 of a triangle K are the functions i = i (x) such that i P1 , i (aj ) = ij for 1 i, j 3,
where ij denotes the Kronecker delta, i.e. { 0 if i = j, ij = 1 if i = j. The barycentric coordinates have the following properties:
3 i=1
i = 1 , p P1 .
p=
3 i=1
p(ai )i
k1 !k2 !k3 ! . (2 + k1 + k2 + k3 )!
The reference element. Let FK be an ane map which transform the reference into a triangle K , i.e. FK (K ) = K (see Figure 1). triangle K The map FK is dened as follows: + bK FK ( x) = BK x
with
BK =
( x2 x1 y2 y1
) x3 x1 , y3 y1
( bK =
) x1 , y1
where (xi , yi ) are the coordinates of the vertices ai . We recall the following property:
2|K | = |det BK |, h hK 1 BK 2 , BK 2 K . K K
Due to the change of variables in the integrals and using the above properties, we can prove the following result.
16
2. STOKES EQUATIONS
k=2
k=3
Proposition 2.1. For m 0 entire, the map v v = v FK is an isomorphism ) and there exist the constants C1 , C2 > 0 independent of from H m (K ) to H m (K m, such that
|v |m,K C1 |v |m,K C2 hK |v |m,K m K hm K |v |m,K K ), v H m (K v H m (K ), }
where
{ H m (K ) = v L2 (K ) | D v L2 (K )
such that || m
that Th is a uniformly regular triangulation. Let K Th and P a nite dimensional subspace of H l (K ) H m (K ) with 0 m l. Then, there exists a constant C > 0 independent of h and K such that
v H l (K ) Chml v H m (K ) v P.
Interpolation. We call lattice of order k of the triangle K of vertices a1 , a2 , a3 , the set (see Figure 2) } { 3 3 { 1 2 k1 } ,1 . K = x = i ai | i = 1; i 0, , , , k k k i=1 i=1
Let us denote (2.4.18) (2.4.19)
Wh Xh
{ } v C 0 () | v|K Pk , K Th
1 = W h H0 ()
Proposition 2.3.
operator
Ih v |K Pk , Ih v (x) = v (x)
x K , v H s (),
Proposition 2.4.
operator
( 1 ) R h L H0 (); Xh and a constant C > 0 independent of h such that v Rh v L2 () + h(v Rh v )L2 () Ch|v |H 1 ()
1 (). v H 0
4.2. The approximated mixed formulation. In order to discretize the Stokes problem by using nite elements, we will use the mixed formulation because it is generally dicult to discretize the space V , i.e., to build a free divergence base.
We recall that we choose the dimension N = 2. Let
1 Xh X = [H0 ()]2
and
Yh Y = L2 0 () two nite dimensional subspaces. The approximated mixed formulation can be written as follows:
Find uh Xh , ph Yh such that
(2.4.21) (2.4.22)
= (fh , vh ) = 0
vh Xh
qh Yh .
We assume that the spaces Xh and Yh are such that the bilinear form b veries the following discrete "inf-sup" condition on Xh Yh :
b(vh , qh ) vh X qh Y .
Under the discrete "inf-sup" condition (2.4.23), the approximated mixed formulation (2.4.21), (2.4.22) admits a unique solution (uh , ph ) Xh Yh (see Theorem 2.1).
18
2. STOKES EQUATIONS
0 0
P 0 0
We need to carefully choose the approximated spaces Xh and Yh for the velocity and pressure elds. They must be chosen such that the discrete "inf-sup" condition (2.4.23) is satised. In the following example, we consider the approximation P1 /P1 and we show that the associated problem is ill-posed because of the locking phenomenon on the velocity eld. We also show that the discrete "inf-sup" condition is not satised for this example. Example P1 /P1 (counterexample). We consider the following approximated spaces.
Wh Xh Yh
= {vh C 0 () | vh |K P1 , K Th },
1 = W h W h H0 ()2 ,
= Wh L2 0 ().
i) Numerical locking. We can show in this example that the problem (2.4.21), (2.4.22) is ill-posed. In fact, we consider
Vh = {vh Xh | (div vh , qh ) = 0, qh Yh }.
Then, in general, we have Vh = {0}. For example, choose the domain as in the Figure 3 with the indicated triangulation. Let h Wh such that { 1 if Q = P, h (Q) = 0 elsewhere. Each vh Xh is written as vh (x) = vh (P )h (x) and we have div vh = vh (P ) h . Let now consider vh Vh . We have (2.4.24) 0 = (div vh , qh ) = vh (P ) (h )qh dx.
We choose qh = x1 + x2 Wh . Integrating by parts and using the fact that h = 0 on , we get ( ) 1 (h )qh dx = h q h d x = (2.4.25) dx = 0. 1 By consequence, with (2.4.24) and (2.4.25), we obtain vh (P ) = 0 and then vh 0. This is the numerical locking phenomenon of the velocity eld.
ii) "Inf-sup" condition is not satised. In this example, we can also show that there is no uniqueness for the pressure ph . Indeed, assume for the moment the existence
By consequence, if ph is solution, then ph + c p h is also a solution. Then, we do not have uniqueness of the pressure. To prove that there exists p h Yh verifying (2.4.26), we take the example where the domain is a square with a uniform triangulation as shown in the Figure 4. Let p h Wh be the function which is alternatively equal to 0, 1 and 1 on the vertices; each triangle must have exactly these three values to the vertices (see Figure 4). We have p h Yh because
p h dx = 0. In fact, we have
K K
p h
dx =
p h
dx =
3 |K | K
K p h (ai ),
i=1
where aK i denotes the vertices of the triangle K . However, by construction of ph , we have 3 K p h (ai ) = 0,
then we get
i=1
p h dx = 0. In addition,
K K
(div vh , p h) =
(div vh )p h dx =
K
(div vh )|K
K
p h dx.
Hence, the existence of p h verifying (2.4.26) shows that the discrete "inf-sup" condition (2.4.23) is not veried by the elements P1 /P1 . Example P1 /P0 (counterexample). In a similar way we can show that the discrete "inf-sup" condition is not satised by the elements P1 /P0 , where the approximated space Xh of the velocity eld is the same as above and the approximated
20
2. STOKES EQUATIONS
Yh = {qh L2 0 () | qh |K P0 , K Th }.
with
K K i , i
} R2 , x K, K Th and vh = 0 on .
The space Xh contains continuous functions on which are equal to zero on the boundary of and which are the sum a piecewise ane function and a linear combination of "bubbles" functions (the function K is zero outside of K ). We have dim Xh = 2(Nv + Nt ), where Nv is the number of vertices of the triangulation and Nt the number of triangles. For the pressure, we choose the following space: { } (2.4.28) Yh = qh C 0 () | qh |K P1 , K Th L2 0 (). We get that dim Yh = Nv 1.
b(uh , qh ) uh H 1 ()2 qh L2 () .
We suppose that the triangulation Th is uniformly regular. Let qh Yh be xed. Since Yh Y and b veries the continue "inf-sup" condition on X Y , then 1 there exists u Y = [H0 ()]2 such that (2.4.30)
b(u, qh ) uH 1 ()2 qh L2 () ,
with > 0 independent of qh (on the other hand u depend on qh ). To establish (2.4.29), it is sucient to prove the existence of uh Xh such that (2.4.31) (2.4.32)
where C > 0 is independent of qh and h. In fact, if (2.4.31) and (2.4.32) are satised, then we obtain (2.4.29) with = /C > 0. Moreover, since Yh H 1 (), the relation (2.4.31) is equivalent uh qh dx = u qh dx.
Since qh is constant on each triangle, then it is enough to nd uh Xh such that (2.4.33) uh d x = u dx K Th ,
K K
(2.4.34)
uh H 1 ()2
C uH 1 ()2 ,
where C > 0 is independent of h. Therefore, we look for uh Xh verifying (2.4.33), (2.4.34). All function vh Xh are uniquely determined by: its values at the vertices of the triangles which do not belong to the boundary (i.e. the values / ) vh (ai ), ai vertex and its mean values K vh dx on the triangles K . In fact, for vh Xh , for all K Th we get:
vh (x) =
3 i=1
x K
where Rh u Xh and the operator Rh is dened in Proposition 2.4. We need the 1 ()]2 is not necessarily continuous and it would not projector Rh because u [H0 make sense to talk about u(ai ). It remains to prove the estimate (2.4.34). We have
uh |K =
or (2.4.37) Therefore, we have
3 i=1
K K K Rh u(aK i ) i + ,
uh |K = Rh u|K + K K . uh 2 H 1 (K )2 Rh uH 1 (K )2 + | K |K H 1 (K ) )2 )
uh 2 H 1 ()2
K Th
K Th
2 =
K 2 K 2 Rh u2 H 1 (K )2 + | | H 1 (K )
K Th
K Th
| K |2 K 2 H 1 (K )
from Proposition (2.4),
| K |2 K 2 H 1 (K )
K Th
22
2. STOKES EQUATIONS
where C > 0 is independent of u and of h. In addition, from (2.4.37) and (2.4.33) we have K u dx = uh dx = Rh u dx + K dx, where (2.4.38)
K K K K
K =
K
(u Rh u) dx . K dx
K
Using the integration formula (2.4.17), we obtain |K | K K (2.4.39) K dx = K . 1 2 3 d x = 60 K K Due to Cauchy-Schwarz inequality, the expression (2.4.38) of K yields to
| K | 60
We have |K |
u Rh uL2 (K )2 . | K | 1 /2
2 (the area of a triangle is greater than the area of the inscribed 4 K circle) and, by consequence, we have 1 1 1 C C 1 / 2 K h |K | because the triangulation is assumed to be uniformly regular. Hence, we obtain C | K | u Rh uL2 (K )2 , h where C > 0 is independent of h and K . Moreover, we have ( ) hK K H 1 (K )2 C hK + K C independent of K and h.
Thus, we get
2 uh 2 H 1 ()2 C uH 1 ()2 +
C u Rh u2 L2 ()2 . h2
We thus have proved that the element P1 -bubble/P1 veries the discrete "inf-sup" condition.
Remark 2.5. We can replace "bubble" by a null function on the boundary K , which is piecewise ane on the 3 triangles obtained by cutting K by its center. This element also veries the discrete "inf-sup" condition.
ii) Finite element P2 /P1 .
We choose (2.4.40) (2.4.41)
Xh Yh
The degrees of freedom for the velocity eld are the vertices of the triangulation and the midpoints of the edges of the triangles of Th (which are not on the boundary ). The degrees of freedom of the pressure are the vertices of the triangulation Th .
Verication of the discrete "inf-sup" condition for P2 /P1 . We suppose that the triangulation Th is uniformly regular. Moreover, let assume that none of the triangles of Th has two sides on the boundary , that is, each triangle has at least one vertex at the interior of . We want to prove that there exists > 0 such that qh Yh , uh Xh , uh = 0 such that
(2.4.42)
b(uh , qh ) uh H 1 ()2 qh L2 () .
To this end, let qh Yh be xed. We choose uh Xh such that uh = 0 at all vertices of the triangulation Th and at all midpoints of the boundary . In addition, for all midpoints me situated at the interior of , we choose: (2.4.43) (2.4.44)
where (see Figure 5) e denotes the unitary normal vector at triangle K with me a midpoint of one of its edges te is the corresponding unitary tangent vector It is important to observe that qh te (me ) has a meaning when qh te is continuous through the edge e. Since qh Yh H 1 (), we have b(uh , qh ) = uh qh dx = uh qh dx.
K K
Since qh is constant on K , then by the midpoints integration formula (exact for the polynomials P2 ), we have |K | uh qh dx = uh dx qh |K = uh (me ) qh |K 3 K K
m e K me /
|K | 3
me K me /
|K | 3
me K me /
24
2. STOKES EQUATIONS
ak t e1 H K aj e2
Figure 5. Verication of the "inf-sup" condition for the element P2 /P1
e1
me1 me2 t e2 K al
The previous sum covers at least two internal midpoints under the assumption that was made on the triangulation, that is, each triangle has at least one vertex inside of . We assume that the sum covers at least the midpoints me1 and me2 as shown in the Figure 5. Then, we prove that there exists a constant C > 0 independent of K and h such that 2 (2.4.45) qh |K te (me ) C |qh |K |2 .
me K me /
qh |K te1 qh |K te2
= =
2 e2 te1 , 1 e1 te2 .
2 2
+ qh |K te2 (me2 )
where K is the angle between the edges e1 and e2 (see Figure 5). Since we deduce that
m e K me /
qh |K te (me )
1 |qh |K |2 sin2 (K ). 2
sin K =
H , |a k a l |
where H is the height of the triangle K and ak , al are the two vertices, the end points of the edge e1. We clearly have H > K and |ak al | hK . Then, we deduce that K 1 sin K , hK because the triangulation Th is supposed to be regular. Thus, we have |K | 1 2 uh qh dx | q | = |qh |K |2 dx. h |K 6 2 6 2 K K Summing over the trianglesK , we obtain (2.4.46)
b(uh , qh ) C qh L2 ()2 ,
with C = 1/(6 2 ) > 0 independent of h. We denote K i , for i = 1, 2, 3, three P2 -basic functions associated with midpoints mi . Since uh is zero on the vertices of the triangles, then on each triangle K we have:
uh | K =
We deduce that
3 i=1
uh 2 L2 ()2
K K
|uh | dx C
2
3 K i=1
However, we have dx C |K | where C > 0 is a constant independent of K and h. We thus obtain that 3 2 |K | uh L2 ()2 C |uh (mi )|2 .
2 | K i | K K i=1
|uh (mi )| = | (uh tei (mi )) tei | = |uh tei (mi )| = |qh tei (mi )|
and then Therefore, (2.4.47) (2.4.48)
|qh |K |
K
uh 2 L2 ()2 C
|K ||qh |K |2 = C qh 2 L2 ()2 .
where C > 0 is independent of h. The inequalities (2.4.46) and (2.4.47) show that where C > 0 is independent of h. It is not exactly the condition (2.4.42) that we are looking for. Nevertheless, since the triangulation Th is assumed to be uniformly regular, we have the following inverse inequality
26
2. STOKES EQUATIONS
qh L2 () hqh L2 ()2 ,
b(uh , qh )
C huh H 1 ()2 qh L2 () ,
which prove the discrete "inf-sup" condition (2.4.42) for qh verifying (2.4.50) with > 0 given.
1 then, in this case, we use Lemma 2.1 to get the existence of w [H0 ()]2 such that div w = qh and
(2.4.52)
wH 1 ()2 C qh L2 () .
b(Rh w, qh )
b(Rh w, qh )
(1 C / ) qh 2 L2 ()
due to (2.4.51).
Rh wH 1 ()2 C wH 1 ()2 C qh L2 () .
Therefore,
1 (1 C / ) Rh wH 1 ()2 qh L2 () . C In conclusion, if we choose > 0 such that discrete "inf-sup" ( 1 C / > 0, the) C 1 condition (2.4.23) is satised with = min , (1 C / ) . C b(Rh w, qh )
ISO-P2 /P1 .
Remark 2.6.
We can replace the element P2 /P1 with the element P1 -ISO-P2 /P1 obtained considering { } 2 Xh = v C 0 ()2 | v|K P1 on each sub-triangle K of K, K Th , v| = 0 .
by the midpoints of the edges (see Each triangle K is divided into 4 sub-triangles K Figure 6).
4.4. Algebraic form. The algebraic form of the approximated problem (2.4.21), (2.4.22) is obtained as follows. We denote { } i | i = 1, . . . , NXh , { } i | i = 1, . . . , NYh ,
the bases of Xh , respectively of Yh . We substitute in the approximated mixed formulation (2.4.21), (2.4.22) the following identities:
NXh
(2.4.53)
uh (x) =
i=1
NYh
ui i (x),
ph (x) =
i=1
pi i (x)
and we obtain the linear system ( A (2.4.54) B where the unknowns are
BT 0
)( ) ( ) U F = , P 0
Proposition 2.5. The discrete "inf-sup" condition (2.4.23) is satised if and only if ker B T = {0}. In this case, the matrix ( ) A BT B 0
is invertible.
28
2. STOKES EQUATIONS
vectorial subspaces. We suppose that the discrete "inf-sup" condition (2.4.23) is satised by the bilinear form b on Xh Yh . Let { } Vh = vh Xh | b(vh , qh ) = 0, qh Yh . (2.5.55) We state a rst result on the approximation of the velocity eld in Vh . This result is similar to Ca Lemma for elliptic problems.
5. The convergence of the approximation 5.1. General results. We denote Xh X and Yh Y two nite dimensional
Let (u, p) the solution of the Stokes problem (2.2.12), (2.2.13) and uh the approximation given by (2.4.21), (2.4.22). Then, there exists a constant C > 0 independent of h such that ( ) (2.5.56) u uh X C inf u vh X + inf p qh Y .
vh Vh qh Yh
Proposition 2.6.
Remark 2.7.
The Proposition 2.6 is true without the discrete "inf-sup" condition and uses only the continuity of the bilinear forms a and b and the coercivity of a (which is enough to assure the existence and the uniqueness of the approximation uh Vh ).
Proposition 2.7. We suppose that Xh X and Yh Y are such that the discrete "inf-sup" condition (2.4.23) is satised. Then, there exists a constant C > 0 independent of h such that
(2.5.57)
vh Vh
inf u vh X C
wh Xh
inf
u wh X .
Proposition 2.8.
We suppose that Xh X and Yh Y are such that the discrete "inf-sup" condition (2.4.23) holds. Then, there exists a constant C > 0 independent of h such that ( ) (2.5.58) p ph Y C u uh X + inf p qh Y .
qh Yh
Corollary 2.1. We assume that Xh X and Yh Y are such that the discrete "inf-sup" condition (2.4.23) holds. Then, there exists a constant C > 0 independent of h such that ) ( inf u vh X + inf p qh Y . (2.5.59) u uh X + p ph Y C
vh Xh qh Yh
29
We denote Wh [H 1 ()]2 a nite dimensional subspace. We assume the following hypothesis on the approximation spaces Xh and Yh .
Hypothesis H1
(approximation property of Xh ) ( ) ( ) 1 There exists h L [H 2 ()]2 ; Wh L [H 2 ()]2 [H0 ()]2 ; Xh such that
v [H 2 ()]2 ,
q Sh q L2 () C2 hq H 1 ()
where C2 > 0 is a constant independent of h.
q H 1 (),
Theorem 2.2. We assume that R2 is a polygonal bounded convex domain. We also suppose that the hypotheses H1H2 and the discrete "inf-sup" condition (2.4.23) hold. If the solution (u, p) of the ) Stokes problem (2.2.12),(2.2.13) belongs to ( 1 () , then we have the following error estimate: ()]2 H 1 () L2 [H 2 ()]2 [H0 0 ( ) (2.5.60) u uh [H 1 ()]2 + p ph L2 () C h u[H 2 ()]2 + pH 1 () ,
(2.5.61)
Estimate L2 for the velocity. We use the Aubin-Nitsche duality argument. For each g [L2 ()]2 , we introduce the following dual problem:
Find (g , g ) X Y such that (2.5.62) (2.5.63)
(g, v) v X, 0 q Y.
Lemma 2.2. There exists a constant C > 0 (only dependent of the continuity constants of a and b) such that ( ) u uh [L2 ()]2 C u uh X + p ph Y ) ( 1 inf g vh X + inf g qh Y . sup qh Yh vh Xh g[L2 ()]2 g[L2 ()]2
30
2. STOKES EQUATIONS
Let us use this result to conclude the estimate (2.5.61). The problem (2.5.62), (2.5.63) corresponds to the weak formulation of the following Stokes problem:
g + g div g g
= g in , = 0 in , = 0 on .
If R2 is a polygonal bounded convex domain, then we prove that the solution ( ) 1 (g , g ) of (2.5.62), (2.5.63) belongs to [H 2 ()]2 [H0 ()]2 H 1 () L2 0 () and (2.5.64)
inf g vh X + inf g qh Y
qh Yh
Plugging this estimate in the estimate of Lemma 2.2, we get ( ) u uh [L2 ()]2 Ch u uh [H 1 ()]2 + p ph L2 () and we thus conclude the estimate (2.5.61) of Theorem 2.2.
Let R2 a polygonal bounded convex domain. We assume that the triangulation Th is uniformly regular. If the solution Stokes ( (u, p) of the ) 1 ()]2 H 1 () L2 problem (2.2.12), (2.2.13) belongs to [H 2 ()]2 [H0 0 () , then the approximation (uh , ph ) of element P1 -bubble/P1 satises ( ) (2.5.65) u uh [L2 ()]2 + h (u uh )[L2 ()]2 + p ph L2 () ( ) Ch2 u[H 2 ()]2 + pH 1 () , where C > 0 is independent of h. Moreover, if the triangulation Th is such that no triangle has two sides on the boundary , then the approximation (uh , ph ) of element P2 /P1 satisfy the same estimate (2.5.65).
Proof. We want to apply Theorem 2.2. To this end, it is enough to verify the hypotheses H1 and H2 because under the hypothesis on the triangulation, the discrete "inf-sup" condition is satised by the elements P1 -bubble/P1 and P2 /P1 . The hypothesis H1 is satised with h = Ih = the Lagrange interpolation operator from Proposition 2.3. The hypothesis H2 is satised with Sh = Rh = the 1 2 projection operator, Rh : H 1 () L2 0 () Yh dened for v H () L0 () by (see Proposition 2.4) (Rh v v) v dx = 0 v Yh .
Proposition 2.9.
CHAPTER 3
Navier-Stokes equations
In this chapter, we only consider N = 2. Let R2 be a bounded and suciently smooth (regular) domain. We consider the following Navier-Stokes problem: (3.0.1) (3.0.2) (3.0.3)
ut + (u )u u + p = f in R+ , div u = 0 in R+ , u = 0 on R+ ,
1. Introduction
Let T > 0 be xed (the nal instant). We recall the denition of function spaces with values in a Banach space X . For p 1, we dene { }
Lp (0, T ; X ) =
v (t)p X dt < + .
This space is endowed with the following norm ( )1/p uLp (0,T ;X ) = u(t)p dt . X
We consider
X Y
1 = [H0 ()]2 ,
= L2 0 ().
Let f L2 (0, T ; [L2 ()]2 ) and u0 [L2 ()]2 . We now introduce the mixed variational formulation of the Navier-Stokes equations: { } dv 2 2 Find u W (0, T ) = v L (0, T ; X ) | L (0, T ; X ) , dt 2 p L (0, T ; Y ) such that a.e. t (0, T ), we have : du (3.1.4) (t), v + a(u(t), v) + c(u(t), u(t), v) dt X ,X + b(v, p(t)) = (f (t), v) v X, (3.1.5) (3.1.6)
b(u(t), q )
= 0 q Y, u0 .
u(0) =
1The function v is measurable in the Bochner sense (strongly measurable), that is, it is almost everywhere the limit of a sequence of simple functions in X : there exists vk : [0, T ] X , simple such that vk (t) v (t) in X , a.e. t [0, T ]. 31
32
3. NAVIER-STOKES EQUATIONS
In the above formulation, we have denoted c : X X X R the trilinear form dened by N zi wj [(w )z] v dx = vi dx. (3.1.7) c(w, z, v) = xj i,j =1 Let us observe that the formulation (3.1.4)(3.1.6) is well-posed. In particular, if H is a Hilbert space such that
X H H X ,
where the injections are continuous and compact, then we have
W (0, T ) C 0 ([0, T ]; H )
with the injection a continuous function and, by consequence, the initial condition (3.1.6), i.e. u(0) = u0 , is well chosen in the space H = [L2 ()]2 .
w, z, v [H 1 ()]2 ,
w, z, v [H 1 ()]2 ,
We recall the following interpolation inequality, valid only for N = 2 (for details, see [2]):
(3.1.10)
v L4 () C v L2 () v L2 ()2
1 /2
1 /2
v H 1 ().
C w[L2 ()]2 |w|[H 1 ()]2 |z|[H 1 ()]2 v[L2 ()]2 |v|[H 1 ()]2 .
1 /2
1 /2
1 /2
1 /2
1 ()]2 , we have For all w, z, v [H0 zi c(w, z, v) = wj vi dx xj i,j = (wj vi )zi dx by integration by parts xj i,j wj vi wj = zi dx vi zi dx. xj xj i,j i,j
c(w, z, v) = c(w, v, z)
1. INTRODUCTION
33
Let X V
(3.1.13) (3.1.14)
1 [H0 ()]2 ,
c(w, z, v) = c(w, v, z) w V, v, z X.
ab a2 +
1 2 b , 4
> 0 .
Gronwall Lemma. Let I be an interval from R and t0 I . We consider the function f : I R positive and integrable on I . Let and g be two positive and continuous functions on I . If g is increasing and if t (t) g (t) + f (s)(s) ds t I,
t0
then (3.1.16)
) f (s) ds t I.
t0
Discrete Gronwall Lemma. Let > 0 and {an }n0 , {bn }n0 be two positive sequences such that a0 and
Then, (3.1.17)
an +
n 1 j =0
aj bj ,
n 1.
an exp
n 1 j =0
bj , n 1.
We take
v = u(t) X
as test function in the Navier-Stokes equations (3.1.4). We can prove that (see [22]) du 1 d ,u = (u, u) . dt 2 dt X ,X Using relation (3.1.5), we obtain
34
3. NAVIER-STOKES EQUATIONS
Due to relation (3.1.13) and the fact that u(t) V , we have c(u, u, u) = 0. Thus, the following estimate holds: 1 d 2 2 u(t)[L2 ()]2 + u(t)[L2 ()]4 f (t)[L2 ()]2 u(t)[L2 ()]2 2 dt 1 1 2 2 f (t)[L2 ()]2 + u(t)[L2 ()]2 . 2 2 By integrating from 0 to t, we get t t 2 2 2 2 u(t)[L2 ()]2 + 2 u(s)[L2 ()]4 ds u(0)[L2 ()]2 + f (s)[L2 ()]2 ds 0 0 t 2 + u(s)[L2 ()]2 ds.
0
Applying Gronwall Lemma (see (3.1.16)), we conclude that: for any t [0, T ], t 2 2 (3.1.18) u(t)[L2 ()]2 + 2 u(s)[L2 ()]4 ds 0 ( ) t 2 2 u(0)[L2 ()]2 + f (s)[L2 ()]2 ds exp(t).
0
2. Complete discretisation in time and space variables for the mixed formulation of the Navier-Stokes equation
We assume that the domain R2 is polygonal and convex. We consider Xh X and Yh Y two subspaces of nite dimension. In this section we present two numerical schemes (which are semi-implicit in time) and we will study their stability and convergence. Due to stability reasons which will appear later in the analysis, we introduce a new nonlinear term c dened by: 1 (3.2.19) c (w, z, v) = [c(w, z, v) c(w, v, z)] . 2 This new term is antisymmetric, that is: (3.2.20) (3.2.21)
c (w, z, v) = c (w, v, z)
w, z, v X
c (w, z, z) = 0 w, z X. 1 2 (v z)div w dx w, z, v X.
c (w, z, v) = c(w, z, v) +
c (w, z, v) = c(w, z, v) w V z, v X.
We denote t > 0 the time discretisation step, dened by t = T /n, n N k k and we consider the approximation uk h (x) Xh of u(x, t ), with t = k t, k 0 k k and ph (x) Yh the approximation of p(x, t ). Moreover, in order to simplify the computation, we assume that f is independent of time.
35
(3.2.24)
vh Xh ,
(3.2.25)
qh Yh .
We suppose that the discrete "inf-sup" condition (2.4.23) from Chapter 2 holds 1 for the spaces Xh and Yh . Then, for uk Xh given, the problem (3.2.24), (3.2.25) h k k admits a unique solution (uh , ph ) Xh Yh .
STABILITY. The introduction of the modied nonlinear form c allows us to get a stable scheme. This important result is stated in the following proposition. Proposition 3.1 (Stability result).
We suppose that the triangulation Th is 0 uniformly regular and that the initial data u0 h is such that uh [H 1 ()]2 is bounded independently of h and t. Then, there exists a constant C > 0 independent of h and t such that for
t C h2 ,
the rst semi-implicit scheme (3.2.24), (3.2.25) is stable, i.e. there exists C > 0 independent of h and t such that
(3.2.26)
um h [L2 ()]2 + t
m k=1
uk h [L2 ()]4 C
for m = 1, . . . , n.
Remark 3.1.
Let us observe that: The introduction of c instead of c amounts to considering the additional 1 term u div u in the Navier-Stokes equations. In fact, the scheme (I) is 2 the following semi-discretised in time variable scheme: for u0 given and for k 1, we compute uk and pk as follows:
= f
in ,
= 0 in , = 0 on . t The scheme (I) is stable under the condition that the fraction 2 is small h enough. This is because the nonlinear term of the Navier-Stokes equations, i.e. the term (u )u, is explicitly time discretised. We can show that, under the hypothesis of Proposition 3.1, the scheme (I) is convergent. We are going to show this for the second scheme (II) below, which is a little bit more implicit that the previous one.
36
3. NAVIER-STOKES EQUATIONS
(3.2.27)
(3.2.28)
b(uk h , qh ) =
qh Yh .
We suppose that the discrete "inf-sup" condition (2.4.23) from Chapter 2 is 1 veried by the spaces Xh and Yh . Then, for a given uk Xh , the problem h k k ) X Y . (3.2.27), (3.2.28) admits a unique solution (uh , ph h h In fact, the bilinear 1 1 form a : (u, v) (u, v) + a(u, v) + c (uk h , u, v) is continuous and coercive on t 1 2 X X because a (u, u) = uL2 ()2 + a(u, u). t
STABILITY.
The semi-implicit scheme (3.2.27), (3.2.28) 0 is unconditionally stable, that is, for the initial data u0 h such that uh [H 1 ()]2 is bounded independently of h and t, there exists a constant C > 0 independent of h and t such that m 2 m 2 (3.2.29) uh [L2 ()]2 + t uk for m = 1, . . . , n. h [L2 ()]4 C
k=1
CONVERGENCE.
implicit scheme (II).
Proposition 3.3 (Convergence result). We suppose that the exact solution (u, p) of the Navier-Stokes equations (3.1.4)(3.1.6) is regular, i.e.
u C 0 ([0, T ]; [W 1, ()]2 X ) C 1 ([0, T ]; [H 2 ()]2 ) H 2 (0, T ; [L2 ()]2 ), p H 1 (0, T ; H 1 () Y ).
Then, there exists a constant C > 0 independent of h, t and such that for t C and h C , we have ( ) k 0 2 uk u ( t ) C u u (0) + h + t k 1, 2 2 1 h h L () H () where C > 0 is independent of h and t.
Remark 3.2.
In practice, the scheme (II) (and in a lower sense the scheme (I)) is used for large enough viscosities and this happens due to the condition that relates t and h with . In the case of low viscosity (i.e. high Reynolds numbers), the nonlinear convection term (u )u can be treated by using the upwind scheme or the "Streamline Diusion Method" (SDM).
37
3.1. Introduction.
{ (P )
d + A() = 0, dt (0) = 0 ,
where A is an operator (nonlinear) such that A = A1 + A2 , with the operators A1 and A2 simpler than A. The decomposition methods of operators are based on the decomposition of operator A, that is we want to successively solve several problems which are simpler than the original problem (P ).
= =
0, 0.
3.2. The projection method. This method is due to Temam [21] and Chorin [4] (see also [9]). We decompose the Navier-Stokes operator A as follows:
A = A1 + A2 ,
where
A1 is the sum of the inertial terms and the viscosity; A2 take into account the pressure term and the incompressibility condition.
The projection method is constructed using the semi-discretised scheme and considering the previous decomposition. We dene two vector sequences {uk } and {uk+1/2 }, k 0, with u0 given, as follows: (1) Find uk+1/2 such that (3.3.30) (3.3.31)
= f k+1 = 0
in ,
on .
38
3. NAVIER-STOKES EQUATIONS
= 0 = 0 = 0
in , in , on .
uk+1 V = {v X | div v = 0 in }
and uk+1 = P uk+1/2 , where
P :XV
is the orthogonal projection operator in V with the inner product from [L2 ()]2 , i.e. we have (3.3.35)
(uk+1 , w) = (uk+1/2 , w) w V.
Theorem 3.1. (Helmholtz decomposition or Ladyzenskaja Theorem ) Any function v [L2 ()]N (with N = 2 or 3) can be uniquely represented by
where w Hdiv () = H 1 ().
{ v = w + , w [L ()]N | div w = 0 in , w n = 0 on
2
and
To get the limit condition (3.3.34) from this result, we write (3.3.32) as follows:
pk+1 =
The boundary condition for pk+1 of the equation (3.3.32) on :
uk+1 n uk+1/2 n + t
But uk+1 n = 0 according (3.3.34) and uk+1/2 n = 0 according (3.3.31), then pk+1 satises the Neumann condition
pk+1 = 0 on . n
39
Once the pressure pk+1 is computed, we deduce the velocity uk+1 by using (3.3.32).
Briey, the projection method consists in the following three steps: (1) Advection-diusion problem for the velocity. Find uk+1/2 such that (3.3.36) (3.3.37)
= f k+1 = 0
in ,
on .
(2) The Poisson problem for the pressure. Find pk+1 such that (3.3.38) (3.3.39)
pk+1 =
Let us remark that the approximated velocities uk are not equal to zero on the boundary (only their normal component are zero). Moreover, we can show that the convergence error for the velocity in the L2 norm belongs to O(t) (see [9], [12]). The convergence error for the pressure belongs also to O(t), but in the H 1 () L2 ()-norm. In fact, combining (3.3.36) and (3.3.38), we have ( ) pk+1 = div f k+1 + uk+1/2 (uk )uk+1/2
=
(3.3.41)
div f
k+1
uk (div uk+1/2 ),
p = (f + u) n on . n The dierence between the exact system (3.3.42), (3.3.43) and the approximated system (3.3.41), (3.3.39) is responsible for the low convergence of the pressure pk (x) to p(x, tk ). In practice, the projection method is well adapted for the computation of the velocity, but not for the computation of the pressure. However, we can show that the error in the case of the pressure is conned near the boundary, in a strip of thickness t, and it decreases exponentially to the interior (see [12]).
(3.3.43)
40
3. NAVIER-STOKES EQUATIONS
3.3. The Glowinski method. This method is due to R. Glowinski (see [7],[8]). It is a scheme of type Peaceman-Rachford applied to the Navier-Stokes equations. The semi-discretised in time version is written as follows (with 0 < < 1):
(1) Stokes problem. Find (uk+1/2 , pk+1/2 ) such that
div uk+1/2
= 0 = 0
in , on .
k+1/2
(2) Nonlinear elliptic problem of convection-diusion type. Find uk+1 such that
uk+1
= 0
on .
We can replace the term (uk+1 )uk+1 by (uk+1/2 )uk+1 . Let us remark that there exists a -scheme with 3 steps that generalizes this scheme (for details, see [7],[8]).
dX ( ; t, x) d X(t; t, x)
( ) = u X( ; t, x), (0, T ), = x.
The characteristic function X( ; t, x) represents the position at instant of a particle which has occupied the position x at instant t. The introduction of the characteristic function allows the appearance of the material derivative of the velocity eld in the Navier-Stokes equations and then the "absorbtion" of the nonlinearity. We have ( ) )] ( ) u ( ) dX d[ ( u X( ; t, x), = ( ; t, x) u X( ; t, x), + X( ; t, x), d d and using the denition (3.4.44), (3.4.45) of the characteristic, we get )] u d[ ( = (u ) u(x, t) + (3.4.46) u X( ; t, x), (x, t). d | =t
41
Then, we write the Navier-Stokes equations on )] d[ ( (3.4.47) u X( ; t, x), u + p = d | =t (3.4.48) div u = (3.4.49) u =
f 0 0
The following result states some important properties on the characteristic function: [ ] Lemma 3.1. We suppose that u C ([0, T ]; C 0,1 () 2 V ), where [ 1 ]2 V = {v H0 () ; div v = 0 in }.
is a homeomorphism2 on . Moreover, this map is almost everywhere dierentiable in and its Jacobian is equal to 1 almost everywhere in .
Find (u ,p ) X Y such that ( uk+1 uk Xk ) (3.4.50) , v + a(uk+1 , v) + b(v, pk+1 ) t (3.4.51) b(uk+1 , q )
k+1 k+1 k
Let u0 V be given.
= =
(f k+1 , v) 0 q Y.
v X,
The approximated characteristic function X (x) corresponds to the position at time tk of a particle which will be in x at instant tk+1 under the action of the velocity eld uk . More precisely, Xk (x) = (tk ; tk+1 , x), where = (, tk+1 , x) veries (3.4.52) (3.4.53)
We can show that u X ! (, tk+1 , x) C 1 ([tk , tk+1 ]) for almost every x . Moreover, using Lemma 3.1, we can prove that the map x (t; tk+1 , x) is a( continuous bijection from to and since div uk = 0 a.e. in , we have ) k+1 det (t; t , x) = 1 a.e. in .
4.2. Stability. We denote 0 = [L2 ()]2 and also 0 = [L2 ()]4 . Taking v = uk+1 in (3.4.50) and using (3.4.51), we get
uk+1 0 + tuk+1 0 = t(f k+1 , uk+1 ) + (uk Xk , uk+1 ).
Due to the Hlder inequality, it follows that ( ) 2 2 (3.4.54) uk+1 0 + tuk+1 0 tf k+1 0 + uk Xk 0 uk+1 0 .
2is a continuous bijection on and the inverse map is also continuous on .
2 2
42
3. NAVIER-STOKES EQUATIONS
Moreover, for all function dened and integrable in , by using the change of variable y = Xk (x), we obtain (3.4.55) ( Xk )(x) dx = (y) det(Xk )1 dy = (y) dy,
because det(Xk ) = 1 a.e. in . Applying (3.4.55) with (x) = |uk (x)|2 , we deduce that (3.4.56)
Using the Poincar inequality and the fact that ab (a2 + b2 )/2, we have 1 1 2 2 2 2 uk+1 0 + tuk+1 0 C ()tf k+1 0 uk+1 0 + uk 0 + uk+1 0 . 2 2 By applying the Young inequality on the rst term of the right hand side, we obtain t k+1 2 2 2 2 2 uk+1 0 + 2 tuk+1 0 tuk+1 0 + C f 0 + uk 0 that is t k+1 2 2 2 2 uk+1 0 + tuk+1 0 C f 0 + uk 0 . Summing over k = 0, . . . , m 1 with 1 m n (we recall that nt = T ), we get (3.4.57)
um 0 + t
m k=1
uk 0 C
t k 2 2 f 0 + u0 0 .
m k=1
4.3. Error estimate. We now prove an error estimate for the convergence of the velocity eld. We denote the norm 0 = [L2 ()]2 and also 0 = [L2 ()]4 . Proposition 3.4. We suppose that the exact solution u of the Navier-Stokes equation has the following regularity properties: [ ]2 u C ([0, T ]; W 1, () V ), [ ]2 u C ([0, T ]; L2 () ), (3.4.58) t d2 (u X) L2 ((0, T ) ). dt2 Moreover, we assume that u(, 0) u0 0 = O(t). Then, there exists a constant C > 0 independent of t such that )1/2 ( m k k 2 m m (u(, t ) u )0 C t, (3.4.59) u(, t ) u 0 + t
k=1
for m = 0, . . . , n.
Remark 3.3.
([ 2 ]2 ) L () and
43
In order to prove the error estimate (3.4.59), we need the following result concerning the approximation of the characteristic function.
Lemma 3.2. Under the regularity assumptions (3.4.58) on the exact solution u, we have, for k = 0, . . . , n, (3.4.60) ( ) u X(tk ; tk+1 , ) Xk 0 C t u(, tk ) uk 0 + t , t L2 (Ik ,[L2 ()]2 )
where Ik = (tk , tk+1 ) and the constant C > 0 is independent of T and u(, tk )[L ()]4 .
Proof. (Proof of Proposition 3.4). Let us denote
ek = u(, tk ) uk .
We write the mixed variational formulation Navier-Stokes equations in t = tk+1 :
(3.4.61)
(d[ ( ) )] u X(t, ), t , v + a(u(, tk+1 ), v) dt |t=tk+1 + b(v, p(, tk+1 )) = (f k+1 , v) b(u(, tk+1 ), q ) = 0 q Y.
v X,
(3.4.62)
Taking the dierence between the equations (3.4.61) and (3.4.50) and considering the test function v = ek+1 X , it follows that
(d[ ( )] uk+1 uk Xk k+1 ) 2 u X(t, ), t , e + ek+1 0 dt t |t=tk+1 + b(ek+1 , p(, tk+1 ) pk+1 ) = 0.
According to (3.4.51) and (3.4.62), we have b(ek+1 , p(, tk+1 ) pk+1 ) = 0 and then (d[ ( )] uk+1 uk Xk k+1 ) 2 u X(t, ), t , e + ek+1 0 = 0. (3.4.63) dt t |t=tk+1 Furthermore, for all x , we have
u(x, tk+1 )
= u(X(tk , x), tk ) + t
tk t tk+1
tk+1
tk+1
] d2 [ u ( X ( s, ) , s ) ds dt. ds2
44
3. NAVIER-STOKES EQUATIONS
Thus, the equation (3.4.63) becomes ( u(, tk+1 ) u(X(tk , ), tk ) uk+1 uk Xk ) 2 , ek+1 + ek+1 0 = (Rk , ek+1 ), t t which implies that (3.4.65) ek+1 0 + tek+1 0 ( ) u(X(tk , ), tk ) uk Xk 0 + tRk 0 ek+1 0 . We will successively estimate both terms of the right hand side of the previous inequality.
2 2
The rest Rk dened by (3.4.64) can be estimated as follows. We have tk+1 tk+1 1 d2 Rk 0 [u(X(s, ), s)] ds dt t tk ds2 0 t tk+1 2 d [u(X(s, ), s)] ds, ds2 0 tk
then (3.4.66)
Rk 0
d2 ( u X) dt2
In addition, we have
(3.4.67) u(X(tk , ), tk ) uk Xk 0 u(X(tk , ), tk ) u(Xk , tk )0
+ u(Xk , tk ) uk (Xk )0 .
We have
2
|u(X(tk , x), tk ) u(Xk (x), tk )|2 dx 2 u(, tk )[L ()]4 |X(tk , x) Xk (x)|2 dx =
u(X(tk , ), tk ) u(Xk , tk )0
Moreover, since detXk = 1, we have u(Xk , tk ) uk (Xk )0 = u(, tk ) uk 0 , that is, (3.4.69)
u(Xk , tk ) uk (Xk )0 = ek 0 .
By taking into account the estimates (3.4.66)(3.4.69) in (3.4.65), we get ( k+1 2 k+1 2 e 0 + te 0 ek 0 + C X(tk , ) Xk 0 ) 2 3 /2 d ( u X) ek+1 0 + t dt2 L2 (Ik ,[L2 ()]2 )
45
ek 0 ek+1 0 + C1 tek 0 ek+1 0 ( u +C2 t t L2 (Ik ,[L2 ()]2 ) ) d2 + (u X ) ek+1 0 , dt2 L2 (Ik ,[L2 ()]2 ) where C1 and C2 are 2 positive constants independent of k and t. We thus obtain 1 k 2 1 k+1 2 2 2 e 0 + e 0 ek+1 0 + tek+1 0 2 ( 2 ) +C t ek 0 + k t ek+1 0 ,
with (3.4.70)
ek+1 0 + tek+1 0
( k =
u t
)1/2 .
Therefore, we have
) t ( k 2 2 e 0 + k t ,
ek+1 0 + tek+1 0 ek 0 + C
k=1
k=0
k=0
But, we have
m 1 k=0 2 k
u t
d2 ( u X) dt2
By using Gronwall Lemma, we deduce that ( ) ( ) m t 2 t 2 2 2 em 0 + t ek 0 e0 0 + C exp C m k=1 ( ( ) ) 2 T 0 2 t e 0 + C exp C , which conclude the proof of Proposition 3.4.
Remark 3.4. A complete discretisation in time and space variables by using the characteristic method will be developed in the next chapter for a uid-structure interaction problem.
CHAPTER 4
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
Bibliography
[1] S.C. Brenner, L.R. Scott, The mathematical theory of nite element methods. Texts in Applied Mathematics, 15. Springer-Verlag, 1994. [2] H. Brezis, Analyse fonctionnelle. Thorie et applications. Collection Mathmatiques Appliques pour la Matrise. Masson, Paris, 1983. [3] F. Brezzi, M. Fortin, Mixed and hybrid nite element methods. Springer Series in Computational Mathematics, 15. Springer-Verlag, 1991. [4] A.J. Chorin, Numerical solution of the Navier-Stokes equations. Math. Comp., 22, 1968, 745762. [5] P.G. Ciarlet, The nite element method for elliptic problems. Studies in Mathematics and its Applications, North-Holland, 1978. [6] V. Girault, P.-A. Raviart, Finite element approximation of the Navier-Stokes equations. Springer-Verlag, 1981. [7] R. Glowinski, Numerical methods for nonlinear variational problems. Springer Series in Computational Physics. Springer-Verlag, 1984. [8] R. Glowinski, O. Pironneau, Finite element methods for Navier-Stokes equations. Annual review of uid mechanics, Vol. 24, 167204, 1992. [9] M. Marion, R. Temam, Navier-Stokes equations: theory and approximation. Handbook of numerical analysis, Vol. VI, 503688, North-Holland, Amsterdam, 1998. [10] O. Pironneau, Mthodes des lments nis pour les uides. Recherches en Mathmatiques Appliques. Masson, Paris, 1988. [11] A. Quarteroni, A. Valli, Numerical approximation of partial dierential equations. Springer Series in Computational Mathematics, 23. Springer-Verlag, Berlin, 1994. [12] R. Rannacher, On Chorin's projection method for the incompressible Navier-Stokes equations. The Navier-Stokes equations IItheory and numerical methods (Oberwolfach, 1991), 167183, Lecture Notes in Math., 1530, Springer, Berlin, 1992. [13] J. San Martn and M. Tucsnak, Mathematical analysis of particulate ows, in Fundamental trends in uid-structure interaction, vol. 1 of Contemp. Chall. Math. Fluid Dyn. Appl., World Sci. Publ., Hackensack, NJ, 2010, pp. 201260. [14] J. San Martn, J.-F. Scheid, and L. Smaranda, A time discretization scheme of a characteristics method for a uid-rigid system with discontinuous density, C. R. Math. Acad. Sci. Paris, 348 (2010), pp. 935939. [15] J. San Martn, J.-F. Scheid, and L. Smaranda, Convergence of a discretization scheme based on the characteristics method for a uid-rigid system, in Integral methods in science and engineering, Birkhuser/Springer, New York, 2011, pp. 339348. [16] J. San Martn, J.-F. Scheid, and L. Smaranda, A modied Lagrange-Galerkin method for a uid-rigid system with discontinuous density, Numer. Math., 122 (2012), pp. 341382. [17] J. San Martn, J.-F. Scheid, T. Takahashi, and M. Tucsnak, Convergence of the LagrangeGalerkin method for a uid-rigid system, C. R. Math. Acad. Sci. Paris, 339 (2004), pp. 5964. [18] J. San Martn, J.-F. Scheid, T. Takahashi, and M. Tucsnak, Convergence of the LagrangeGalerkin method for the equations modelling the motion of a uid-rigid system, SIAM J. Numer. Anal., 43 (2005), pp. 15361571. [19] J.-F. Scheid, Analyse numrique des quations des Navier-Stokes. Universit de Lorraine, Nancy, France, 20052006. [20] Sli, E., Convergence and nonlinear stability of the Lagrange-Galerkin method for the Navier-Stokes equations, Numer. Math., 53 (1988), pp. 459483. [21] R. Temam, Sur l'approximation de la solution des quations de Navier-Stokes par la mthode des pas fractionnaires (I). Arch. Rational Mech. Anal., 32, 1969, 135153.
85
86
BIBLIOGRAPHY
[22] R. Temam,