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mixed finite element

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MathemaUk

9 by Springer-Verlag 1979

for the Navier-Stokes Equations

Analyse Num6rique, T55-65. Universit6 Pierre et Marie Curie, 4 Place Jussieu, 75230 Paris Cedex

05, France

steady state, incompressible Navier-Stokes equations in a neighborhood of

an isolated - but not necessarily unique - solution. Convergence is estab-

lished under very mild restrictions on the triangulation, and, when the

solution is sufficiently smooth, optimal error bounds are obtained.

Subject Class~cations: AMS (MOS): 65N30; CR: 5.17.

I. Introduction

consider the stationary Navier-Stokes system of equations governing the flow of

a viscous incompressible fluid:

on

--vAu+ uiT--+gr--~ap=fin f2, (1.1)

i= 1 CXi

d i v u = 0 in f2, (1.2)

where n=(ul,u2) is the velocity, p the pressure, f the body forces and v>0 the

viscosity.

in the last few years, considerable efforts have been made by both the

Engineers and the Mathematicians concerning the construction of finite element

solutions of the Navier-Stokes equations. In the "classical" finite element

methods (abbreviated into F.E.M.), the velocity is assumed to be continuous at

the interelement boundaries while the incompressibility constraint (1.2) is only

approximately satisfied. Such methods have been first introduced and developed

by the Engineers and we refer for instance to [1, 33, 14] and various papers

contained in [13, 31] for recent developments in the Engineering literature. This

* Analyse Num6rique, Universit6 Pierre & Marie Curie, 75230 Paris Cedex 05, France

0029-599X/79/0033/0235/$07.40

236 V. Girault and P.A. Raviart

type of F.E.M. has been also studied by the Mathematicians and the correspond-

ing Numerical Analysis is now fairly complete: see [11, 20, 3, 18, 12, 34, 32].

On the other hand, one can exactly satisfy the incompressibility constraint

by using the stream-function formulation of the Navier-Stokes equations and C 1

sophisticated finite elements of limited applicability: in this direction, see

[26,12].

The purpose of this paper is to discuss a mixed F.E.M. in which the

divergence condition is exactly satisfied at the expense however of relaxing the

continuity of the tangential velocity at the interelement boundaries and in-

troducing the vorticity co=curlu as a new dependent variable. In fact, this

method which has already been used in [t6] to solve the Stokes problem,

appears to be in many respects a generalization of a mixed F.E.M. introduced in

[17, 10] to approximate the biharmonic equation. Moreover, this F.E.M. is

related to the work of Engineers using a stream function-vorticity formulation

[7, 4, 2] and may be also viewed as a finite element extension of the classical

Marker and Cell (M.A.C.) finite difference method [36] (cf. [15] for a previous

extension of the M.A.C. method). We refer also to [-28] for a closely related

work and [21] for a similar - but technically different - approach where the

vorticity is replaced by the viscous stress tensor as a dependent variable.

Just for convenience, we shall restrict ourselves in all the sequel to the case of

a simply connected domain f2 and homogeneous boundary conditions of the

form

u=0 on F. (1.3)

Let us mention however that our analysis can be easily extended to the case of a

multiply connected domain and nonhomogeneous boundary conditions for the

velocity.

An outline of the paper is as follows. Section 2 is devoted to the derivation of

a mixed variational formulation of the Navier-Stokes problem (1.1)-(1.3) and of

the corresponding F.E.M. In Sect. 3, we introduce the finite element spaces and

establish v~irious useful properties of these spaces. Section4 deals with the

convergence of the mixed F.E.M. when applied to the linear Stokes problem. We

study in Sect. 5 the linearized Navier-Stokes problem. The previous technical

results are then used to derive the convergence properties of the mixed F.E.M.

towards an isolated solution of the Navier-Stokes equations: we examine in

Sect. 6 the approximation of the velocity and the vorticity whereas Sect. 7 is

concerned with the approximation of the pressure. Finally, we make clear in

Sect. 8 the close connection that exists between our F.E.M. and the M.A.C.

difference method.

Throughout this paper, we shall constantly use the classical Sobolev spaces

c31~+v e LP(Q), 1~1=~ +~z 5 m}

, C~X~22

Mixed Finite Element Method for the Navier-Stokes Equations 237

" ~ LP(f2)]

I~I<=m

IV tm, p , ~ = ( 2 11(~1) LP(~)}

p ]l/p

t~l=m

with the obvious modifications for p = oo. We set as usual

W2'P(Q)={veWl""(O); vlr=0},

and, for p=2, we define

H"(O) = W", :(~), II" I1.,.~-- II" [I,,,, 2,~, I'[.,,o =l'[m.2,~-

We shall also use the spaces

L2o(Y2)={qcL2(y2); ~ qdx=O}

and

H(div; Q)={v=(v~, v2)@L2(~~)2; divv ~XI

(~t'l ~t- (~U2

X 2 @g2(~r~)}.

Note that if v belongs to H(div; f~) and n denotes the exterior unit normal to F,

then v-n is well defined in H-~(F) and the Green's formula holds:

#2

where (., ")r denotes the duality between H-~(F) and H~(F).

We set

Finally, we shall denote by (-, ") the scalar product in L2(O) or in L2(O)2.

We first recall that the classical formulation of the Navier-Stokes problem (1.1)-

(1.3) (cf. [23, 24, 34]) consists in finding a pair (u, p)eH~(f2) 2 x L2(~?) such that

--+ui~vi-pdivv-f.v

~[ exjOxj ~xj } dx=O for all veH~(O) 2,

(2.1)

div u = 0.

Let us next derive a mixed formulation of the Navier-Stokes problem. We

introduce the space

g =H~(~"~) 2 x L2(Q) (2.2)

238 V. Girault and P.A. Raviart

whose elements are denoted by _u=(u, ~o), v = ( v , 0), w = ( w , z), ... and we consider

the following subspaces of Y:

W = {v~ Y; curl v = 0}, (2.4)

V = X n W = {_ve Y; div v = 0, curl v = 0}, (2.5)

Ov2 8vl

where curl v = Since, for veH~(~2) 2, we have

8x 1 Ox z"

[vlt,~2 = divv g ~ + t t c u r l v l t g , a ,

the s e m i - n o r m

2

_v--~ II_vllr=(tvll,~ + IIOtI~,~P.

We now define a continuous bilinear form a0(. , .): Y x Y - , I R and a continuous

trilinear f o r m a~('; ", "): Y x Y x Y ~ I R by

1 < p < oo so that the trilinear form a l ( - ; -, -) is indeed continuous on Y x Y x Y.

W e set

and

la~ ~; u,_v)l

N= sup , (2.10)

~_,_o,~v lul I_vl[_w[

t(f, v)l

If I* = s u p (2.11)

o~v Lvl

T h e n we introduce another formulation of p r o b l e m (1.1)-(1.3): Find a pair

(u__,p)s V x LZo(f2) such that

a(u;u_,v)-(P+89 divv)--(f,v) for all v_EW. (2.12)

Mixed Finite Element Method for the Navier-Stokes Equations 239

iff(u, p) is a solution of the Navier-Stokes problem (1.1)-(1.3) and we have

This solution is unique under the condition

such that the pair (u, p) is a solution of (2.12).

Proof First, we remark that for u, wH~(f~)2:

aui c%i . .

~ -~xj

---

(?xs

dx = j (dw u div v + curl u curl v) dx, (2.16)

Oui

us-~xsVidx= ~ (curlu(ulv2-u2vO- 89 2 div v) dx. (2.17)

l V ~ x i - - + u ~ - - v i ~dx

Oxi Oxs J

=~ {v~oO+og(ulv2_u2vl ) -7[u]t 2 div v} dx,

f~

Next, let u e V be a solution of (2.13); we consider the continuous linear

functional on H~(f2) 2:

l?

which vanishes if d i v v = 0 . Then, by [34, Prop. l.1, Chap. I], there exists a

unique function peLZo(O) such that

s9

Therefore p is the unique function of LZ0(f2)such that the pair (u, p) is a solution

of (2.12).

Finally by using (2.13), it is easy to check that the estimate (2.14) holds and

that the condition (2.15) implies the uniqueness of the solution _u of (2.13) and

hence the uniqueness of the solution (u, p) of (2.12). 9

Let us next relax the constraint co=curl u by introducing a Lagrange

multiplier. Thus we define a continuous bilinear form b(-, "): Y x L2(f2)--,N by

240 V. Girault and P.A.Raviart

and we consider the following problem: Find a triple (u,p, 2)EV LZo(12) Le(f2)

such that

(_u,2)E V x L2(12) is necessarily a solution of

Theorem 2.2. A triple (u_,p, 2)eV LZ(f2) L2(f2) is a solution of (2.19) iff the pair

(u,p) is a solution of (2.12) and 2=va~. Similarly, a pair (u, 2)EV is a

solution of(2.20) iffu is a solution of(2.13) and 2=v~o.

Proof Let us check for instance the second part of the theorem, the proof of the

first part being the same. We notice that:

Hence, if (_u,2)eV x L2(O) is a solution of (2.20), then u is a solution of (2.13).

Conversely, by choosing _v=(0,/~) in (2.18), we obtain

[b(_v, ,u)l

sup > II#llo,~.

~x I>tly

Therefore, if __ueV is a solution of (2.13), it follows from [5, Theorem 1.1] that

there exists a unique 2eL2(~) such that (2.20) holds.

It remains only to verify that 2=yea. In fact we have for all veX:

~2

8u i Ovi 8ui \

a(u'~ u, v) + b(1), y o ) ) - ~ S "r - - --+ uj - - vi | dx =(f,v)

- - r~ ~?xj ~?xj ~xj ]

Assume now that the vorticity co=curlu belongs to the space Wl"q(f2) for

some q > 1. Then we can derive from (2.19) or (2.20) a weaker formulation of the

Navier-Stokes equations better suited to the approximation by mixed F.E.M.

Let p be a real number such that 4 < p < oo and let q be its conjugate exponent: q

-- P .

p - 1' we introduce the space

normed by

II_vltt= Ilvllo,p,~+ Ildiv vllo,n+ It0tlo,n.

Mixed Finite Element Method for the Navier-Stokes Equations 241

On the other hand, we consider another continuous bilinear form b(-, "): I?

wLq(s defined by

As above, we introduce the following subspaces of the space !?:

normed by

and

l~={wl~; b(_v,/t)=0 for all /~ewl"q(f2)}, (2.26)

12 = 2 ~ # . (2.27)

Lemma 2.1. We have:

17r = W, 17 = V. (2.28)

Proof. It is sufficient to check the first equality. On one hand, using Green's

formula, we have

On the other hand, let v be in 17r Formula (2.26) with # in @(f2) gives 0

= c u r l wL2(f2) so that v. t is well defined in H-~(F), where t is the unit tangent

along F. Moreover, by choosing veHI(f2) in (2.26) and using Green's formula

(1.4) with v replaced by (v 2, -Vl), we get v . t = 0 . Hence _v=(v, 0)e I,V satisfies:

v~H(div;~?)c~LP(f2) 2, curlv=0~L2(sQ), v = 0 on F.

plane and using the Fourier transform) to prove that such a function v must

necessarily belong to the space H~(~?) 2, so that y e W . 9

With these spaces, we introduce a new problem: Find a triple (u,p, 2)el?

x LZ0(f2) wl,q(f2) satisfying

a ( u. ; u. , v.) +.b ( v , , ~ ) - ( p + s ~t u l 2,divv)--(f,v) for all v e f ~. (2.30)

If (_u,p, 2)e l? x LZ0(f2) x W l'q(f2) is a solution of (2.30), the pair (u, 2)e l? x W 1,q(f2)

is a solution of

242 V. Girault and P.A. Raviart

The problems (2.19) and (2.30) (resp. (2.20) and (2.31)) are related by:

Theorem 2.3. The set of solutions (u,p, 2) of problem (2.19) (resp. the set of

solutions (u_,2) of problem (2.20)) coincides with the set of solutions of problem

(2.30) (resp. the set of solutions of problem (2.31)) which satisfy 2(=vco)e Wl'q(f2).

Proof Let us check for instance the resp. part of the theorem. By using (2.29)

and the inclusion wI'q(f2)cL2(O), a solution (_u,2) of (2.31) is clearly a solution

of (2.20). Conversely, let (__u,2) be a solution of (2.20) such that 2=vcoe w1"q(o);

then by using again (2.29) and the density of X in 2 we find that (u, 2) is a

solution of(2.31). 9

From now on, we assume that every solution (u, p) of (2.1) satisfies the weak

regularity assumption

We now want to construct a finite element solution of the Navier-Stokes

problem (1.1)-(1.3) using the mixed formulation (2.30) or (2.31). For the sake of

simplicity, it is preferable to start with problem (2.31) and leave the approxima-

tion of the pressure until Sect. 7. Since the domain I2 is assumed to be simply

connected, every divergence-free fu__nction v of LP(f2)2 has a unique stream

function ~oe Wo~'P(O) such that v = curl q~. Hence the space X can also be written

in the form:

2 = {v =(v =cure-] ~0, 0); ~oeWo~'P(f2), O~LZ(f2)}. (2.32)

satisfy the inclusions

Vh = {l)h~Xh; D(U--h']~h)=0 for all Ilh~.Mh}. (2.35)

Then we consider the approximate problem: Find u_h =(cur[0h, COh)eVh such

that

a(U_n;U_h,V_h)=(f,Vh) for all vheVh. (2.36)

Let us introduce the discrete analogues of N and Ifl*:

_~,o.,_~.~v~ \ t_uhlIVhl]__whl ,/' (2.37)

l(f, vh)l

Ifl~' = sup - -

Mixed Finite Element Method for the Navier-Stokes Equations 243

By using standard techniques (cf. for instance [34, Proposition 3.1, Chap. II])

one can prove

Theorem 2.4. Assume that I'[ is a norm over the space Vh. Then problem (2.36) has

at least one solution U_heVh. Under the condition

Nh v - 2 If[~'< 1, (2.38)

In order to study the convergence properties of the discrete solutions _uhe Vh, we

need to evaluate the distance between y and the space Vh in the norm t[" I]. Let us

first recall an approximation result essentially derived in [10]. We reproduce

here the proof for the reader's convenience.

Lemma 2.2. Assume that the inclusion M h C O h holds. Then we have f o r all v

= (curl' q~, 0) e V:

defined by

(Vh, ~h)=(O-Oh, ~h) -- (curl' (gO-- rph), curl'~h) for all ~heMh.

]_Zhl< lt0-0hllo,s~+ sup (2.40)

~h~Mh lltthllO,~

Using (2.40), the desired inequality (2.39) follows at once. 9

The evaluation of inf I[_v--_Vhlt is a part of the familiar approximation in

_l)hEXh

Sobolev spaces, whereas the evaluation of

is a much more delicate task. We shall estimate this term in the next section for

special choices of the finite dimensional spaces X h and M h.

244 V. Girault and P.A. Raviart

Let us now construct the finite-dimensional spaces Cbh, O h and M h. For the sake

of simplicity, we assume from now on that O is a convex polygon in order to

avoid all the unessential technical difficulties attached to curved elements.

Let ~h be a triangulation of O made of triangles or convex quadrilaterals K

whose diameters are bounded by h. Given an element K eCgh, we denote by h K

the diameter of K, by PK the maximum diameter of all circles contained in K

and by Oir, 1 =<i < 4, the angles of K if K is a quadrilateral. We suppose that, as

the parameter h tends to zero, the family (C6h) is uniformly regular in the sense

that there exist three constants a > 1 and 0 < z, 7 < 1 independent of h such that

[cos01Kl<~, 1_<i_<4 for all quadrilaterals K~Cgh. (3.2)

Now, for each integer m>0, we denote by Pro(K) the space of the restrictions

to K of all polynomials of degree < m and by Qm(K) the space

polynomials of the form

0=~al,a2~m

Let l>=l be an integer; we set for all K~Cfh

tPI(K) if K is a triangle,

(3.3)

PK = .QI(K) if K is a quadrilateral.

~h =Mhc~ Wol'P(Y2), Oh =Mh.

following discrete Sobolev's inequality.

Theorem 3.1. Let there be given spaces Mh, q~h and O h defined as in (3.4) and

associated with a uniformly regular family of triangulations. Then, for all r> 1,

there exists a constant C, independent of h such that for all vh =(curl Oh, Oh)eVh:

Proof. Let q~(h) denote the solution of the homogeneous Dirichtet problem

~o(h)=O on F.

Mixed Finite Element Method for the Navier-Stokes Equations 245

where here and in all the sequel c~ will denote various constants independent of

h. By virtue of Sobolev's imbedding theorem, this implies that

On the other hand, it follows from (3.6) that

(curi q~(h), curl' ~) = (Oh, #) for all l~en~(f2).

But according to (2.35), ~oh satisfies

Therefore we get for all Ph, ZhEl~)h

(curl' (% - Zh), curl' #h) = (curl (q~(h)-- Xh), curl' #h)-

Hence

But since the family (qfh) is uniformly regular, the following inverse inequality

holds (cf. for instance [8, Theorem 3.2.6]):

]Zhll,r,~ <C3hmi~(O'E/r-1)[Zh[t, ~ for all Zh~CI)h.

Thus

]qIh--Xhll,r,o~C3 hmin(O'2/r- X)I(#(h)- Zhl1,a (3.7)

and therefore

[(phll,r,~< inf {IZhFl,r,t?-~-C3hmin(~

XhECl)h

Then the classical results of finite element approximation in Sobolev spaces (cf.

[8, 9]) yield

Iq~al1,,,~ < c4 { II~0(h)ll 1,,,~ + hmi"(l' 2/~ II~o(h)llz,~},

Corollary 3.1. There exists a constant C > 0 independent of h such that for all

V_h~ Vh

In other words, the semi-norm ['1 is a norm over Vh which is uniformly

equivalent to the norm t1" II,

246 V. Girault and P.A. Raviart

compactness property.

Theorem 3.2. Let v=(curiq0, 0) be in J? and, for each h, let _Vh=(CUriq~h, Oh) be an

element of Vh such that

Then v belongs to the space V and we have

Proof. First, we remark that _v~V. Indeed, let iz~Wl'~(f2) and let i~heM h be such

that Ph--*# strongly in wl"q(g2). Then by (3.9), we have

so that _w 12= V.

Next, let again q~(h) denote the solution of (3.6). Since - A q~= 0, the function

q~-~o(h) is the solution of

-A(q)-q~(h))=O-O h in f2,

~o-q~(h)=O on F.

compactness argument

h~O

In view of (3.7), this yields

[r - q~h]l,r,O ~ 1~0--~0(h)[1,r,o

+ inf {]q)(h)-Xh]l,r,O-t-c 3 h min(O'2/r- 1)x [q~(h)--Xh[1,r,a}

)~hEOh

The remainder of this section is devoted to the study of the approximation

properties of the space Vh. Since Mh-~Oh, we may apply Lemma 2.2 and we

have to estimate the term (2.41). In order to achieve this goal, we shall slightly

refine a nice reasoning due to Scholz [29]. We first introduce the projection

operator/~hSL~a(Wd'~(f2); ~h) defined by

Thus, when q~eH~(f2),/~hq~ satisfies:

~Ohfi~h

Mixed Finite Element Method for the Navier-Stokes Equations 247

Dirichlet's problem for - A with piecewise polynomials of degree < l and using

the same techniques as in [30], one can establish the following result.

Lemma 3.1. Let k e n and r ~ be such that O<_k<_l and l<_r<_oo and let

q~sW k+ I'r(Y2)c~W01'r(Q). There exists a constant c>0, independent of h and tp,

such that

Let us next state a generalization of [29].

Lemma 3.2. Let kMN and relR be such that 1 <_k<_l and 2<_r< ~ . There exists a

constant C >0, independent of h, such that for all functions

q~ W ~+l,r(O)c~ Wo~,'(~2):

< Chk_~_~;llnhf H~o[tk+1,,,~, (3.14)

r

Proof We adapt the proof of [29]. Let #h6Mh and let ~h denote the function of

~bh which coincides with #h at all interior finite element nodes. In particular, if Z h

denotes the union of the boundary elements of C~h,then supp. (#h-~h) = Zh" Thus,

by virtue of (3.11), we have

(curf(qO--Phq~),curf/Ah)= Z f curf(~~ ~

KC'~h K

Hence

r s

If, in addition, K is contained in Z h, we have

Therefore we get for all K c S h

By using H61der's inequality and the fact that Z h .~s the union of O(h-1)

elements, we obtain

1

]~h -- ~h[1,s,,~h -~ cab- ~:-r ll~h IIo,:~,,.

248 V. Girault and P.A. Raviart

Thus we have

I

I(curl (~o - Phq~), cur[ l~h)t< c~l, - ~- T Iq~--/~h (P[ 1,r, .Q Jl]~hII0,12,

and the desired inequality follows from (3.13). 9

Remark 3.1. By interpolation, the estimate (3.13) still remains valid for non

integer k. Therefore L e m m a 3.2 still holds for any k elR with 1 _<k_<l. 9

We are now able to derive the approximation result.

Theorem 3.3. Let k and r e ~ be such that 1 <-k<l and 2 < r < oo. Then there exists

a constant c > 0 , independent of h, such that all functions v=(curf(o, O)eV with

~pe W k + 1"~(f2)r Wo1""(f2) satisfy:

~heVh OheOh

k_ l~

+h ~ ~ Ilnhl pllq~tlk+x,,.n}, (3.15)

Moreover, if q~eHl+ ~(f2)r W l+ 1"~~ we get the best error bound:

~hEVh

3.2 together with Remark 3.1. Next, assume that the function v=(curiq~, O)eV

satisfies q)eH~+~(I2)~ Wt+l'~(f2). Using the inclusion H~+-~(f2)c Wz+~'P(f2) and

L e m m a 3.1 together with Remark 3.1, we get

~c2h t-~ Iln hi ~ tlq~ll~+_~,~,

On the other hand, since 0 = - A q~eH~-~(f2), it follows from standard results

on approximation in Sobolev spaces that

Oh~Oh

Thus the inequality (3.16) follows from (3.15) used with k = l and r = oo. 9

By a density argument, we deduce from T h e o r e m 3.3:

lim inf II_v--_Wh/t=O. (3.17)

h~O wh~Vh

'Mixed Finite Element Method for the Navier-Stokes Equations 249

satisfying

ao(U,_V)=(g, curl'o) for all t2=(cur~qo, O)eV. (4.1)

problem (4.1) especially for non smooth data geE(g2) 2, l < r < 2 . Since the

polygonal domain f2 is convex, it follows from [19] for instance that the unique

solution u = (curl' 0, o = - A ~,) of problem (4.1) satisfies O e W 3,r (~r'~) ('3 H~ (O) with

1l~t[3,~,n=< C~ llg o , Q , 1 <r<2. (4.2)

Since o = -AqJeWl'r(~), one can prove just as in Theorem 2.3 that for r>q,

the pair (_u,2) with 2= wo is the only element of IPx wl'q(f2) which satisfies

a0(_u, _v)+ ~(v, 2) = (g, cudrl q~) for all v =(curf~o, 0 ) e 2 . (4.3)

=(curl'Oh, COh)~Vhsuch that

ao(~h, Vh) =(g, curl q~h) for all vh =(curl qoh, Oh)eVh. (4.4)

By Corollary 3.1, this problem has a unique solution. In order to evaluate the

error _u-u h, we first introduce as in [30] the projection operator

Phe,.~(Wl'r(('2); M~,) defined by

.[ (PhP--P) dS=O.

F

Clearly, we have if #~H 1(D)

Jth~Mh

geneous Neumann problem and using again [30], we obtain as in Lemma 3.1

with the same hypotheses

I[#-Ph# o,, e+h]#--Phlxtl.,.a <Cha+l [lnht~tlg[Ik+~,~,~, O<k<l. (4.7)

Lemma 4.1. Assume that the solution u of problem (4.1) satisfies o9=

- A ~ e W I " ' ( f 2 ) for r>=q. Then, if uh denotes the solution qf (4.4), we have for

some constant C>O independent of h:

Ilu-_uh [I-< C{ inf 1Lu-_%ll+ I/cO-PhOllo.o}. (4.8)

_UhEVh

+b(uh-_v h, vo)) for all vheVh.

250 V. Girault and P.A. Raviart

Using (4.5) and the fact that _uh-v h belongs to Vh, we may write

and by (3.8)

so that

It suffices now to derive an upper bound for IIo~--Ph~Olto.~ since inf ll__u-_vhll

has been estimated in Sect. 3. ~h~Vh

1 1

where - + - = 1, ~ = 0 if l > 2 and ~ = 1 --2 if l = 1.

r s s

P r o o f We employ a classical duality argument. Given #eWl'r(f2) we consider

the n o n h o m o g e n e o u s N e w m a n n problem

--Az=#--PhI~ in f2,

0Z 1

On meas(F) (l~--Ph#, 1 ) = ~ on F,

convex, the solution Z belongs to H2(~2) and

Therefore, we get

2 ) I

I1~- Ph/~ 11o,, = ( - A Z, ~ - Phi) =(curl X, curl (#-- P,#)) - ~ ~ (~ - Ph#) dS.

r

Then, by (4.5) and H61der's inequality, we obtain

1 1

tl~-ed~lloZa<,

= inf IX--Xhla,,,,all~--Ph~[1,r, ~, --+--=1.

xhEM h r S

Xh6Mh

Mixed Finite Element Method for the Navier-Stokes Equations 251

Hence

t l # - PhltHo,o <=cl c2hZ/Sll, t - PhlZll,r,o.

It remains only to apply (4.7) with k = 0 and 1 < r < 2 for obtaining (4.9). 9

We are now able to state

Theorem 4.1. Let g belong to/f((2) 2 with 1 < r < 2 and assume that the solution u__

of(4.1) satisfies co~wl'q(f2). Then, if u h denotes the solution of(4.4), we have for

some constant C > O, independent of h:

= ~hl/Sllnh[2/~tlgllo,r, ~ /f I=1,

1 1

where - + - = 1.

r s

theorem, we have W3'r(f2)cH 2+ 2/~(O). Then if follows from the inequality (3.15)

(used with k = 1 + 2_, r = 2) and Lemma 4.1 that

S

OhEOh

+ h2/~ 110113,,,~}- (4.11)

Since co = - A OeHZ/'~(O), we have

OhEO h

Since W3,'(f2)cW~+2/~,p(f2) and by virtue of Remark 3.1, we may apply the

inequality (3.13) with k =_2, r = p, which gives

S

1 1 1

Finally, when l = l , we use the imbedding wa'r(f2)~W2"(f2) with . . . . .

t r 2

and the inequality (3.15) with k = l and r=t, so that the last term in the right-

hand side of (4.11) is replaced by

252 V. Girault and P.A. Raviart

As (4.12) is unchanged, it follows that the dominating factor is h ~/" [In h[2/'s

In all the sequel, we shall be concerned only with nonsingular solutions of the

Navier-Stokes equations (1.1)-(1.3). Let us first define the continuous form c(.;

,. ): ~'x ~" Y-~ IR associated with the linearized Navier-Stokes operator

c(w; u_,v_)=ao(u_, v_)+ al (w; u_,v_)+ al (u; w, v_). (5.1)

Then a solution _uo e V of (2.13) is said to be nonsingular iff there exists a constant

7 > 0 such that

C(Uo; u, v)>

sup - - ?[[_ul[ for all u~V. (5.2)

~+v fl_vll

This definition amounts to say that the linearized Navier-Stokes problem: +'Find

ue V such that

In order to study the nonsingular solutions of (2.13), it is convenient to

introduce the following operator K = K u 0 c d ( ) { ; V) defined by

ao(Ku_,v)=a~(U_o;U,v)+al(u_;U_o,V), ue2, v eV. (5.4)

Then, by (5.1) and (5.4), we have for all _ue)( and all v cV

Proof. Let _uo =(curl' ~bo, coo = - A ~bo)e V, __u=(curi ~b, ~o)e2 and _w= K_u = (cur---1Z, ~

= - A z ) e V . According to (5.4), _w=K_u is the solution of the Stokes problem

where

aO , aOo

g~= 09o ~-- + 09 -~--, i=1,2.

OX i OX i

1 1 t

Now, since mo, co~L2(O) and ~ o , ~ e W l ' ; ( O ) , g belongsto Lr(Q) 2 with r = ~ + ~

and, using again [-19], this implies the following regularity property for _w:

Mixed Finite Element Method for the Navier-StokesEquations 253

therefore a compact operator from X into V by the compactness of the

canonical injection from Wl"(f2) into 1:(0). 9

As a corollary, we get

Lemma 5.2. Assume that u_oeV is a nonsingular solution of (2.13). Then the

operator I + K is invertible and has a continuous inverse in ~/~()(;)() or in

~ ( V ; V).

Proof The property follows from (5.2) and Fredholm's alternative. 9

Let us also introduce the continuous form c*(-;-,-): ~-x l:x l:--,lR and the

operator K*=K*u0eL#(J(; V) defined respectively by

c*(_w; __u,v) = c(w; v,_u), _u, v,_we?, (5.6)

and

ao(K * u_,5) =al (U_o; v, u) + a t (v; __uo, u), _u~X, _vcV. (5.7)

the operator K* is the adjoint operator of K in ~ ( V ; V) with respect to the

scalar product ao(', ").

We shall use later on the following property of the form c*(uo;., -).

Lemma 5.3. Assume that U_oEV is a nonsingular solution of(2.t3), Then, for each

gEL2(O)2, there

exists a unique pair (w=(curl'x, r), ~)eV x HI(O) which satisfies

c* (__uo; _w,_v)+ b(_v, 3) = (g, curl' ~o) for all _v=(curl~q0,0)e J?. (5.8)

Moreover, Z belongs to H3(f2) and

L,~ V), it follows from Lemma 5.2 that I + K * is an isomorphism. Hence there

exists a unique element _w=(curl' Z, z)e V such that

Furthermore, by using the regularity properties of the Stokes problem, one can

easily check that )~eH3(12) and

IIzfl3,n ~ cx(lt--UoII)Ilglto,n.

254 V. Girault and P.A. Raviart

Then, by similar arguments to those used in proving Theorems 2.2 and 2.3, one

can show that the pair (_w, ~), where

3 = - v A;~ 4 - -

8X 1 8 X 2 (~X 2 8 X 1

satisfies the Eq. (5.8). Hence ~ belongs to the space H a(O) and we have

ll~llx,~_-<c2(ll_u0[l) IlXlizm<c3(lLuol[)Ilg[[o,~. 9

Given a nonsingular solution _uoeV of (2.13), we denote by /-/hB0 its best

approximant in Vh defined by

UHEIVh

We want to show that the discrete analogue of the inequality (5.2) holds, i.e.

lim IIK - K h ll.~,(2;,~)= 0. (5.13)

h~O

Proof Let _u=(cur(~O, co)eX; as mentioned in the proof of Lemma 5.1, we may

write

where

8~ ~ 111

g~=COo--+co ~/_5(f2), - = - + -

x i r p 2

and

Similarly, we have

with

Mixed Finite Element Method for the Navier-Stokes Equations 255

P

Hence, as r > q = p----i-' we may apply Theorem 4.1 which gives

with

~c2 hl-2/p if 1>2,

e(h)=[c2h 89 if l = l .

Therefore

Then, combining the inequalities (5.14)-(5.17), we obtain:

< cs(~(h)LUotl + II._uo- r/h_Uo II)II_u11.

The desired result thus follows from Corollary 3.2. 9

Theorem 5.1. Assume that U_,osV is a nonsingular solution of (2.13). Then there

exist two constants ho and ~, > 0 independent of h such that (5.11) holds for h <=ho.

Proof. By Lemmas 5.2 and 5.4, there exists a constant ho>O such that, for h<ho,

the operator (I + Kh)~LP(2; 2) is invertible and

Since C(/7h__Uo ; Uh,Vh)= %((1 + K h)u h, _Vh),we have for all __uhe Vh :

v~v. ltV_h[1 ll(I + Kh)~h[t

>__cz I{(l+Kh)_Uhll >_--C?lC: l[_uhlt. 9

Approximation of the Velocity and the Vorticity

Let us go back to the problem (2.36). We want to establish the existence, the

uniqueness and the convergence properties of an approximate solution U_heVh of

(2.36) in a neighborhood of any nonsingular solution _.Uo~V of (2.13). To do this,

256 V. Girault and P.A. Raviart

case of the finite element approximation of Von Karmfin's equations for plates

(cf. also [-25]).

Theorem 6.1. L e t __Uo=(curi (Po, COo)eV be a nonsingular solution o f (2.13) such that

cooeWa'q(12). Then, f o r h small enough, there exists a constant R ( h ) > 0 with

such that the problem (2.36) has a unique solution U_heVh in the ball o f center Ilhu o

and radius R(h).

P r o o f Let u h be in Vh. By T h e o r e m 5.1, there exists for h < h o a unique u h* eV~,

which satisfies

C(HhYo, ~h, V-h)-- C(Hh~o, Yh, V---h)-- a0(~h, --Vh)-- al (-Uh; Yh, V--h)

Then U_h~Vh is a solution of (2.36) iff it is a fixed point of Th.

In order to prove that the operator Th has a fixed point, we first derive an

upper bound for IlU*--//h_Uotl. It follows from (6.2) that we have for all _VheVh

C(HhU 0 ; U_*-- HhUO, V_h)= a I (HhU 0 ; Uh, U_h)-~-al (u_h; Hh~o, Eh)

-- a 1(Uh; Uh, Vh) + (f, curl' q)h)-- ao(Ilh U-o, V-h)-- 2 a l (Hh U-o; Hh U-O,V--h)"

But, since coo is supposed to belong to w1'q(f2), we get from T h e o r e m 2.3 that

the pair (__uo, Vcoo) is a solution of (2.31) so that

C(Hh U_O"~U_~ -- Hh U_.O, Uh) -~- ao(U. 0 -- H h ~-o, l')h) -~- a 1 (U--O-- Hh U-O; -UO'/)h)

+ a 1(IlhU-O ; --Uo-- Hh-UO,V-h)-- a ~(u h -- HhU o ; U_h -- IlhU_o , V_h) + V b (Vh, COo -- PhCOO)"

(6.3)

Using (4.5), we have

Together with T h e o r e m 5.1, this gives:

where

Mixed Finite Element Method for the Navier-Stokes Equations 257

Now we observe that lim e(h)=0. Then it follows from (6.4) that the operator

Th maps the ball h~o

Bh = {V_hegh; ]t_Vh--HhUo}[<R(h)}

Finally, let us check that this fixed point is unique, at least for sufficiently

small h. Let __uh and Oh be two such fixed points; since _% and Oh are solutions of

(2.36), we may write for all v h e V h

+ a i (~h -- U--h; IlhU-o -- fi-h, V--h)"

ItOh-u_hll<c,R(h)I1_0h- uh II.

By (6.5), lira R(h)=0 so that we have c s R ( h ) < l and hence p_h=u, for h small

enough. 9

Corollary 6.1. With the assumptions o f Theorem 6.1, there exists a neighborhood (9

of u__o in 2 such that, for h small enough, (2.36) has a unique solution u he(9 ~ Vh

and we have

h~O

If, in addition, the function t)o belongs to the space HZ+~(f2)c~ W t+ L~(f2), we get

the error bound

Proof. The convergence result (6.6) is a direct consequence of Theorem 6.1 and

Corollary 3.2, whereas (6.7) follows from Theorem 6.1, the inequality (3.16) of

Theorem 3.3 and (4.7). 9

In fact, by using a classical duality argument and technique of [29], one can

obtain an improved estimate for lOo-~Jhll,n-

Theorem 6.2. Let ._Uo=(curl'Oo,O o) be a nonsingular solution o f (2.13) with

t)o~H z+ 1(f2) if l > 2 o r ~Joeg3((2) if l= 1. Then the solution U_heVh of (2.36) given

by Theorem 6.1 satisfies the error estimate

'a=~c(~9o) h~-~ if 1=1.

258 V. Girault and P.A. Raviart

P r o o f We may write

{0o--0hlL~= sup (6.9)

gEL2(~) 2 tlgllo,~

Given geL2(g2) 2, there exists by L e m m a 5.3 a unique pair (_w=(curf)~, z), ~)eV

x Hi(g2) such that (5.8) and (5.9) hold. Hence, we have

On the other hand, it follows from (2.31) and (2.36) that for all W_h~Vh

+al(U_O--Yh;U_O, W_--Wh)+al(U_O--U_h; R_O--U_h, W h) (6.11)

+ b(U_o --U h, ~)-- vb(w_ h, COo).

= (curl (~Oo -- ~kh),curl' (~ -- Ph ~)) -- (COo-- COb, ~ -- Ph ~)"

Moreover, we have by (4.5)

SO that

b(_uo -_uh, ~)= (curl' (~,o-/~h OO), curl (~--Ph~))--(COO--COh, ~--Ph~)" (6.12)

Similarly, we get for all _wh=(curi )~h,~h) e Vh

= ( c u r i ( z - - P h ) O , curl'(COO--PhCOO))--(Z--Zh, COo--PhCOO). (6.13)

By substituting (6.12) and (6.13) in (6.tl), we obtain

(g, curl' (~ o - 0h)) = ao (_u-- Uh, _W--_Wh)+ a 1(-Uo; UO- -/~h, ..W - - __Wh)

+al(_Uo-_Uh; ~O,__W--_Wh)'~-al(_UO--_Uh ; U_O--tl_h,W_h)

+ (curl' (0 o -/~h 0 o), curl' (~ - Ph ~)) - (COo- COh, ~ -- Ph ~)

+ v (curl' (X -/~h Z), curl' (coo -- PhcoO)) -- V(z -- Zh, COO-- PhCOO)"

(6.14)

It remains to estimate the various terms in the right-hand side of the Eq.

(6.14). We choose wh=Hhw so that

Mixed Finite Element Method for the Navier-Stokes Equations 259

+ % I]-Uo---Uhll2 IlHhwll + ]~ko-/3n~olx,ol~ - Ph~J~,o

+vIZ--PhZlx,~lcoo--e~C.olx,~+II_uo-_UhHtlr162

+ v ll__w-//h_Wlltlcoo -- Phcoollo,s~-

Now, using the error bounds (3.13) and (4.7) in the standard case r = 2 , together

with the estimate (5.9), we get

I Z - PhZll,s~%h~llgllo,o,

where c~=2 if l_>_2 and ~ = 1 if 1= 1. Likewise, from (3.16) and (5.9), we obtain

IIHh~wll5c~ tlgllo,~,

II~w-~h~Wlt~ c6 h# IlgHo,~,

with f l = l if l > 2 and f l = 8 9 if l = l . Hence we have

t(g, cur--l"(O o - Oh))l < c7 {ha(llUo - _uhIt + I[O9o- PhCOo[Io, ~) + IlU-o- U-hII2

+l~bo-Ph~bol~,o+h~l~oo-encoo[~,~} Ilgllo,o.

FinalIy, assume that the function Oo beIongs to the space H~+~(g2) if 1>2 or

to Ha(g2) if l = 1. Then, we deduce from Theorems 3.3 and 6.1 that:

II_uo-uhl[ + IIcoo-Phcoollo,~=~csh~_, if l = l .

1t~oII3,~'

Moreover, we have

and

if/=l.

Thus we get

I(g'curl(tP~ if / = 1 , cll = q d r

Remark 6.1. Obviously, the estimates (6.7) and (6.8 l hold for the linear Stokes

problem with simpler proofs. In fact, if _u=(curlO, co) a n d yh=(curll~h, Cah)

denote the solutions of (4.1) and (4.4) respectively, we have

260 v. Girault and P.A. Raviart

and

<~chtll~llt+l,x2 if I > 2 ,

I~-~h[~,~= 1-~

[ch Ilt~ 113,r~ if l = l .

N o t e also that the error bound (6.9) is optimal for 1>2 and quasi-optimal for l

=l. 9

We want to conclude this section by considering the case where the con-

dition (2.15) holds. Then the Navier-Stokes problem has a unique solution u o

which is clearly nonsingular.

Theorem 6.3. Assume that the condition (2.15) holds. Then the problem (2.36) has a

unique solution Uhe Vh for sufficiently small h and we have the convergence results

(6.6)-(6.8).

Proof We have only to prove the uniqueness of the solution. Let us briefly

establish that l i m N h = N where N h is defined as in (2.37). Using T h e o r e m 3.1, we

h~0

have Nh< Q. Now, let Uh, Vh, _Wh be functions of Vh such that

Then, there exist a subsequence (h,) with lim h , = 0 , N*~IR and Lt*,_v*,_w*e)?

n~oo

such that

Ohn --+ ~lg~, (flhn ---~ (~*, Xhn --~ Z* strongly in WoI'P(f2).

so that

la 1(u* ; _v*,_w*)l>

~]-_w-~ =N*, i.e., N*<_N.

On the other hand, the reverse inequality N * > N follows easily from

Corollary 3.2. Hence, this implies N * - N and the convergence of the whole

sequence (Nh) to N.

Similarly, one can prove that lim [fl* =lfL*. Thus, assuming that the con-

h~O

dition (2.15) holds, we obtain (2.38) for h small enough so that problem (2.36)

has a unique solution. 9

Mixed Finite Element Method for the Navier-Stokes Equations 261

Approximation of the Pressure

Up to this point, we have eliminated the pressure from all our problems by

working with divergence-free functions. In order to solve for the pressure, we

need to construct a discrete approximation of problem (2.12). Thus, we are given

two finite-dimensional spaces Yh and Qh such that

and we define

Then the approximate problem consists in finding a pair (_uh, ph)~ Vh x Qh such

that

Conversely, we have

Theorem 7.1, Assume that the condition (7.4) holds and that there exists a constant

? > 0 independent of h such that

_~h~w~ lt-vhll~

Then, with any solution U_heVh of (2.36), we may associate a unique function ph 6Qh

such that the pair (_Uh,Ph) is a solution of (7.3). Moreover, !f (U_o,po)e V x L2 (f2) is a

solution of (2.12) with 2o=VOgoeWX'q(~2), we have for some constant c > 0 ,

independent of h:

laheMh qh6Oh

Proof. Let _UhEVh be a solution of (2.36). It follows from the hypotheses (7.4), (7.5)

and a now classical result of [5] that there exists a unique element pheQh such

that (_Uh,Ph) is a solution of (7.3). Now, let us check the estimate (7.6).

Let (Uo,Po) be a solution of (2.12) with 2o = VOgoEWl'q(f2) and let qh be in Qh"

By T h e o r e m 2.3, the triple (_uo, P0, 2o) satisfies (2.30) so that we may write for all

V_he Wh

(qh -- Ph, div Vh)= a(_Uo; _uo, _Vh)-- a(_uh ; _Uh,-G) -- 89([no[ 2 -Inht 2 div Vh)

+ b(V-h,2 o ) - - ( P o - qh, div Vh).

262 V. Girault and P.A. Raviart

+ a 1(-Uh; -UO----Uh,Vh)-- 89((Uo -- Uh)"UO+ Uh"(Uo -- Uh), div Vh)

+ b(v-h, 2o- I~h)--(Po -- qh, div Vh).

Therefore, we have the estimate

I(qh- Ph, div vh)I < c 1 {(1 + I_Uo[+ ]__Uhl) [t_uo --u hIt(t[VhII-~-IIdiv vhIto, ~)

+ II;~o-~h tt 1,q,~ tl-vhII+ flPo-qhllO,~ ]tdiv YhH0,f2}"

But according to (2.14), the function __uo satisfies

Similarly, we have

Hence, we obtain for all V_h~Wh, all IthEMh and all qhEQh

I(qh--Ph, div Vh)[ <C,{ N._Uo--_UhH+ II).o--kth H1,q,~ q-]{P0-- qhllo,~} It-Vh[l'~,

and the inequality (7.6) follows easily by using the condition (7.5). 9

It remains to construct the finite-dimensional spaces Yh and Qh in such a way

that the hypotheses (7.4) and (7.5) hold together with good approximation

properties.

Let us go back to the triangulation cdh. Consider an element K Ecdh and its

corresponding reference element g (unit triangle or unit square) in the reference

(r r lane- Then there exists an invertible mapping F E P I ( / ( ) 2 or F E Q I ( / ( ) 2

(according that K is a triangle or a quadrilateral) which m a p s / ( onto K and we

denote by J the Jacobian determinant of F that we may suppose to be >0. We

establish one-to-one correspondences between the scalar functions ~o defined on

K and q~ defined o n / ( by

q~= q~o F, (7.7)

and, on the other hand, between the vector functions v=(v I, v2) defined on K

and ~ = (vl, v2) defined o n / ( by

1 2 0Fi^

vioF=s E ~ v s . (7.8)

following invariance properties (see for instance [27], [35]) that hold for all

functions q~L2(tOK), ~heHI(K) and vEHI(K)2:

5 -v" v = j 1 div 0, (7.9)

r ~. q~cc.fidg (7.10)

OK OK

Mixed Finite Element Method for the Navier-Stokes Equations 263

and

.....-->

curl ~9= c u r i ~, (7.11)

where n and fi denote the outward unit normals along OK and ~/( respectively.

We now introduce a finite-dimensional space f t of smooth vector valued

functions defined on the reference e l e m e n t / ( and we set

and

The construction of the space I7, is inspired by [27]. When Is is the unit triangle,

we define I~1 to be the space of functions ~=(t~, F2) of the form

l--1

i=0

l- 1 (7.14)

6=p + Z +1,

i=0

where p~, pzEPt_ ~ (/(). If ~e I2~ satisfies div ~ ~ 0, we get c~ = 0, 0_< i < l - 1, so that

~ep~_ 1(/~)2 and ~ =curl' q~ with q~eP~(/s

When I~ is the unit square, ~1 is chosen to be the space of functions } such

that

where P~s(/s is the space of the restrictions t o / ( of all polynomials of the form

0<~1 =<i

0 -<_~2_-<S

Again, it can be easily checked that ~e 1~ satisfies div ~ = 0 iff ~ = ~ q~ for some

determined by

(i) the values of 0. fi at l distinct points of each s i d e / ( ' o f / s ;

(ii) the values

[ P l e a _ 2,z_ Ate), P2 ffP/_ t,l_ 2(/~), in the quadrilateral case.

(7.16)

(i) the values vh-n K, at l distinct points of each interior edge K' of the

triangulation cgh;

(ii) the moments (7.16) for each Ke~gh.

264 V. Girault and P.A. Raviart

the restrictions to K of all functions of Yh~ exactly consists in functions v

= ( v t , vz) of the form

I-1

(~iX1 X 2 ,

i=0

l-1

/ ) 2 = P 2 -'~- ~

l - i - l x i +2l ,

O~iXl

i=0

where pl,pzePl_l(K). In other words, the space f-1 is invariant under the

transformation (7.8) when F is an affine mapping. 9

It remains to construct the space Qh. We set

Qh= {qhEL20((2); qhlKEQK for all KEtCh}, (7.18)

where

K=~Q~_ 1(K) if K is a quadrilateral.

aries.

Now, given Vhe Yh1, we define div h vh to be the projection of div v h on Qh, i.e.

(diVh Vh, qh) = (div Vh, qh) for all qhEQh . (7.20)

it follows from (7.9) that diVhVhlK=div VhlK. However, this is not the case when

the m a p p i n g F K is not affine i.e. when K is a general quadrilateral element.

Nevertheless, the following property is still true:

diVVh=OCc'diVhVh=O, Vh~YhI.

AS a consequence, we have

Let us now check the condition (7.5). We need the following

L e m m a 7.1. There exists an operator Rhe~(Ho(div; f2)c~HI(f2)2; Yh1) such that

for all v~H0(div; f2) c~ H ~(f2) 2

(diV(RhV--V),qh)=O for all qh~Qh, (7.21)

Mixed Finite Element M e t h o d for the Navier-Stokes Equations 265

[]V -- Rh v IIO, r, 12 ~ ch2/r Iv[1,12- (7.23)

Proof We proceed as in [27] for the construction of R h. Given a function

~r 2, we d e f i n e / ~ to be the unique function of fx such that

(l~r162 for all p e P t_ 1(/(') and all side/(' o f / ( , (7.24)

K'

and

K

or for all PePl_ 2,~- 1(/() x P~_ 1,1- z(/() i f / ( is the unit square. (7.25)

Now, using (7.24), (7.25) and the Green's formula, we have for all ~eHl(/() 2

and all 4cPl_ 1(/() or Ql-1(g)

K K (~K

Hence, by (7.9), we get for all veH0(div; f2)c~Hl(f2) e and all qh~Q.h

div(Rhv-v) qhdx=O

K

Moreover, since div/~r is the projection in L2(/() of div~ on Pz-l(/() or

Qt- 1(/(), we have

It remains to prove the estimate (7.23). Using the mapping (7.8) and the

properties of the triangulation, we get in a standard way

the Sobolev's imbedding theorem

so that

266 V. G i r a u l t a n d P.A. R a v i a r t

I~ll,~<c, hlvlLK. (7.27)

Hence, we obtain in that case

1

Since for r>2, ( ~ [ailr);-<(~ la/12)~, this implies the inequality (7.23).

i i

On the other hand, when K is a general quadrilateral, i.e. when the mapping

F is not affine, the inequality (7.27) is no longer true and we have to use more

subtle arguments in order to derive the inequality (7.23). Given a function

~eH 1(/()2, we use the decomposition

~ = g-~ad 4 + c-~rl ~, (7.28)

where 4 is the solution of the Dirichlet problem

A 4 = div ~ in /s

4 = 0 on O/<,

and ~eH2(/~) is uniquely determined up to an additive constant9 Moreover,

since/( is convex, the function 4 belongs to the space H2(/s and we have

A bound for ( I - / ~ ) g r a d 4 is easily established: we have as above

and therefore

Let us next evaluate (I-/~)curl'(~. Since the mapping q ~ ( I - / ~ )

curfq~eLp(H2(/(); H i ( g ) 2) vanishes on Qi(/(), we get by the Bramble-Hilbert

Lemma given in the form of I-8, ex. 3.1.1]

~24 ~

'^

lt(I-/~)curlq~lto,,,8<c8 ( [idivgllo,R+ I ~t?~2 o, + ~0bl o,g ) " (7.31)

9 ^ 0~2 0~1

Mixed Finite Element Method for the Navier-Stokes Equations 267

~32F

On the other hand, since - - - 0 , we have by (7.8)

0Vl _#F2 63

~2 0~2 t~2 ( v l ~ ~ 2 ~ 2 (/22 o F)

0d2

and a similar expression for ~-~. Therefore, we find

~ j 0,/~

Combining all these inequalities, we obtain for all w i l l ( K ) z

and the desired estimate (7.23) follows again for r > 2 . 9

Lemma 7.2. Let there be given spaces Yh and Qh defined as above and associated

with a uniformly regular family of triangulations. Then the condition (7.5) holds.

Proof Let qhEQh; we shall show that there exists a function vhzWh such that

Ilvhll~'<cl Ilqhllo,~,

from which the condition (7.5) follows at once. Since div is a surjective mapping

from Hlo(f2)2 onto L2(Q), there exists a function vzHo~(O) 2 such that

div v = qh,

lvl:,~<c2 Ilqhllo,~.

We now choose v h =(Vh, Oh) by

vh=RhV,

(Oh, ~th)=(V h, CUr~--]'~h) for all ~th~Mh,

268 V. Girault and P.A. Raviart

Itvhlto,p,~_-

< Ifvllo,p,~+ Ilv--vhllo, p,~<c4lv[1,~<c2c4 [Iqhllo,~.

It remains to find a bound for [10hllO,~. We write

II0hllo,.= sup - - - sup

Since

we get

II0hl[o,o----Ilvh-vllo,o sup

u.~M. [I/~h[l'~

\]l#hllO,O] + llcurl Vllo,~.

[#hll,o~c5 h- 1 tll~hHO,~

and (7.23) with r = 2, we obtain

II0hltO,~<c6 llqhllo,o.

Thus we find

II-vn{l~<c7 tlqhllo,o,

which proves the lemma. 9

We may now state our final result.

Theorem 7.2. Let there be given spaces Yh and Qh defined as above and associated

with a uniformly regular family of triangulations and let (U__o,Po) be a nonsingular

solution of (2.12) such that (,OoEWI'q(~r Then, if blhf~:Vh is the solution of (2.36)

given by Theorem 6.1, there exists a unique function ph~Qh such that the pair

(U-h,Ph) is a solution of (7.3), and we have

h~O

the space Hl-~((2), we get the error bound

Proof The convergence result (7.32) follows from (6.6), Theorem 7.1 and Lemma

7.2. Assume in addition that OoeWl+~'q(f2)~Wl+l'~(f2), poeHZ-~(f2). Then

Mixed Finite Element Method for the Navier-StokesEquations 269

NhEMh

Likewise, we have

qheQh

(7.6) and the above inequalities. 9

So far, it has been understood that all the integrations in the discrete problems

were performed exactly. However, this is seldom the case in practice because the

exact computation of these integrals is at the best very tedious and at the worst

impossible. Therefore, there is a considerable advantage in replacing the most

troublesome integrals of the discrete problems by suitable quadrature formulas.

There is no space here to dwell on the numerical integration of the discrete

problems developed in the previous sections, but nevertheless, it is worth

mentioning that the well-known M.A.C. difference scheme expressed in terms of

stream function (resp. in terms of velocity and pressure) can be derived by using

first degree elements and integrating properly problem (2.36) (resp. problem

(7.3)) on a rectangular mesh. Indeed, consider for example problem (2.36); it can

be reformulated in the following way: Find (Oh, COh)eg~hX M h such that

f2 f2

f~ f~

Let us choose first degree elements, i.e. l = 1, in the definition of M h and let us

compute each integral in the above equations by means of the plane trapezoidal

rule on each element. We assume that all the cells of rgh are equal rectangles

parallel to the axes with sides of length h i in the x i direction. Let (i,j) denote an

interior node of ~, such that its eight neighboring nodes lie all inside fL Then, it

is easy to see that the Eqs. (8.1)-(8.3) reduce, with obvious notations, to the

following difference equations at such an interior point

t 1 g/

h 2 (g/i+t,j-2~bij+~bi- 1,j)-~2( i,j+~ - 2 g / i j q - ~ l i , j - 1 ) : ( - ~ (8.4)

270 V. Girault and P.A. Raviart

v{1 1

-- ~l (~Oi+l,j--2~ij+O)i-1,j)+~(fOi,j+l--20)ij+~i,j- l)

}

1

-~- 4 h ~ {O)i+ 1, j(~//+ 1 , j + l -- I//i + 1 ,j-- 1 ) - (J)i--1 ,j(~li-- 1 , j + l -- I//i-- i,j-- 1)

--Oki,j+ 1 (I//i + l , j + 1 -- I//i-- 1,j+ 1) -]- (J)i,j--1 (~ti + 1,j-- 1 -- ~li-- 1,j-- 1)}

1 ~r~2~ _r~2~ _ l~tr.(9 _rm ~ (8.5)

- 2 h lwi+l,.i ai-l,~) 2h 2wi,J+x ai,.i-1,.

These are precisely the interior equations of the M.A.C. method. Of course,

these two schemes differ slightly near the boundary but ours is easier to handle

since it is automatically derived from (8.1)-(8.3).

Thus, we have developed a finite element method of arbitrary order for

solving the stationary Navier-Stokes equations that generalizes, in particular,

the M.A.C. difference method to all plane domains and all orders of accuracy.

References

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Mixed Finite Element Method for the Navier-Stokes Equations 271

17. Glowinski, R.: Approximations externes, par +l~ments finis de Lagrange d'ordre un et deux, du

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Academic Press 1973

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d'Analyse Num6rique (1978), Paris. (To appear)

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