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Homework Assignment 5

Due date: Prob.1-3 on Dec. 14 2012 Prob.4 on Jan. 04 2013

**Part I: Theoretical assignments
**

Problem 1. Find an orthonormal basis of L2 (Tn ) which is also an orthogonal basis of H 1 (Tn ) by looking at the eigenfunctions of (1 − ∆). In other words, deﬁne T : L2 (Tn ) → L2 (Tn ) by T f = u if u − ∆u = f in Tn . Show that T is compact, thus by Theorem 4.7 of the Lecture Note one can construct an orthonormal basis of L2 (Tn ) by looking at the eigenvectors of T . State a thoerem similar to Theorem 4.8 of the Lecture Note based on what you see. Problem 2. Prove Theorem 5.4 of the Lecture Note. Problem 3. Let Q : L2 (Tn )/R → H 1 (Tn ) be deﬁned as in the proof of the Lagrange Multiplier Lemma. Show that Range(Q) is closed. This problem completes the proof of the Lagrange Multiplier Lemma.

**Part II: Computational assignments
**

Problem 4. Consider the Stokes equations on T2 : ut − ∆u + ∇p = f divu = 0 u = u0 in T2 × (0, 1] , in T2 × (0, 1] , on T2 × {t = 0} ,

where the initial velocity u0 and the external forcing f are given by u0 (x, y ) = (0, 0) , ( x y) f (x, y, t) = |y − π | sin , |x − π | cos . 2 2 Let N be the number of partitions on each side, and ∆t = 0.01 be the time-step. 1. Use the projection method with non-staggered grid to solve the Stokes equations above numerically, with N = 25, 50, 100. Let (uN , pN ) denote the solution at time t = 1. Plot uN and pN . 2. Use the penalty method to solve the Stokes equations above numerically, with N =

θ 25, 50, 100 and θ = 10−4 , 10−6 and 10−8 . Let uθ N denote the solution at t = 1. Plot uN 1 θ and pθ N = − divuN .

θ

.3. Note that you can use the mesh generator of the periodic domain in this problem by rescaling. You might need the command sparse to make the matrix computations more eﬃcient. With the same N . check if the solution uθ N converges to uN as θ → 0.

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