Computers and Mathematics with Applications 67 (2014) 125

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Computers and Mathematics with Applications

journal homepage: www.elsevier.com/locate/camwa

Convergence analysis of a new multiscale finite element

method for the stationary NavierStokes problem
Juan Wen , Yinnian He
School of Mathematics and Statistics, Xian Jiaotong University, Xian 710049, PR China

article info abstract

Article history: In this paper, we propose a new multiscale finite element method for the stationary
Received 23 September 2012 NavierStokes problem. This new method for the lowest equal order finite element pairs
Received in revised form 22 May 2013 P1 /P1 is based on the multiscale enrichment and derived from the NavierStokes problem
Accepted 21 October 2013
itself. Therefore, the new multiscale finite element method better reflects the nature of the
nonlinear problem. The well-posedness of this new discrete problem is proved under the
Keywords:
standard assumption. Meanwhile, convergence of the optimal order in the H 1 -norm for the
Multiscale finite element method
P1 /P1 elements
velocity and the L2 -norm for the pressure is obtained. Especially, via applying a new dual
Error analysis problem and some techniques in the process for proof, we establish the convergence of
The NavierStokes problem the optimal order in the L2 -norm for the velocity. Finally, numerical examples confirm our
theory analysis and validate the effectiveness of this new method.
2013 Elsevier Ltd. All rights reserved.

1. Introduction

It is well-known that numerous mixed finite element methods satisfying the infsup condition for the velocity and the
pressure have been extensively concerned over the past years. The infsup condition prevents the most desired choice of
finite element spaces to be adopted, such as the simplest and lowest equal-order finite element pairs, which may work
well and be of practical importance in scientific computation, because they provide simple and practical uniform data
structure and enough accuracy. The core problem is that the lowest equal-order finite element pairs do not satisfy the
infsup condition and lead to nonphysical pressure oscillations.
In order to overcome these difficulties, the stabilized techniques are used to ameliorate the compatibility condition.
Brezzi and Pitkranta in their paper [1] proposed a stabilized finite element method for the Stokes problem. Hughes
et al. in [2] and Brezzi and Douglas in [3] gave different consistent stabilized finite element methods respectively for the
continuous pressure space. Subsequently, many kinds of stabilized finite element methods [48] were considered for the
Stokes and NavierStokes problems. Burman in [9,10] proposed a new kind of stabilized finite element methods with
stabilized terms containing only jump terms across the interelement boundaries. Furthermore, new stabilized finite element
methods enriched with the bubble functions [1113] and macro bubble functions [14] had been proposed and used to solve
Stokes and linearized NavierStokes problems. A special method of bubble enrichment of the velocity space [11] was the so-
called residual-free bubble method. Furthermore, a new stabilized finite element method based on multiscale enrichment
with P1/P1 element for the Stokes problem was obtained by Araya et al. in [15] and extended to solve the NavierStokes
problem by Ge et al. in [16]. Recently, Barrenechea et al. in [17] proposed a local projection stabilized finite element method
for the Stokes problem and Araya et al.presented a residual local projection finite element method for the NavierStokes
problem in [18].

This work is supported by the NSF of China (No. 11271298).

Corresponding author. Tel.: +86 29 82665242; fax: +86 29 83237910.
E-mail addresses: zhongnanjicuan@163.com, jicuan_2011@126.com (J. Wen).

0898-1221/$ see front matter 2013 Elsevier Ltd. All rights reserved.
http://dx.doi.org/10.1016/j.camwa.2013.10.011
2 J. Wen, Y. He / Computers and Mathematics with Applications 67 (2014) 125

Here we need to give the following detailed explanations. The multiscale finite element method for the NavierStokes
problem given by Ge et al. in [16] was obtained by deriving the auxiliary Stokes problem using the method stated by Araya
et al. in [15] and then adding the stabilized terms directly to the NavierStokes problem. The multiscale finite element
method given by Ge et al. neglects the nonlinearity of the NavierStokes problem and does not deduce from the nature of the
nonlinear problem itself. Hence the method itself has some shortages when computing the high Reynolds number problem
and does not reflect the nature of the nonlinear problem. Now in this article, we start with the NavierStokes problem itself
and use methods stated in [15,19] to yield a new multiscale finite element method for the NavierStokes problem. This
new multiscale finite element method includes the classic Galerkin-Least-Square [20,21] terms at the element level and an
appropriate jump term on the normal derivative of the velocity field at the element boundaries. The stabilization parameters
are known exactly. After doing some numerical tests, we see that our new method is efficient while computing the nonlinear
problem at large Reynolds numbers.
The following paragraphs are arranged as follows: in Section 2 we introduce some basic Sobolev spaces, the NavierStokes
problem and the classic finite element approximation. A new multiscale finite element approximation for the NavierStokes
problem is proposed in Section 3. Section 4 shows the existence and uniqueness of the solution for this new multiscale finite
element method. In Section 5, we establish convergence analysis of this new method and obtain the optimal order a priori
error estimates. In Section 6, numerical examples confirm our theory analysis for this new method. Some conclusions are
drawn in Section 7. Finally, in the Appendix we give a detailed proof of Lemma 5.2.

2. Preliminaries

2.1. Classic finite element approximation

Let be a bounded and convex domain in 2 with Lipschitz-continuous boundary . In this paper we consider the
following steady NavierStokes problem with Dirichlet boundary conditions:

1u + (u )u + p = f in ,
u = 0 in , (2.1)
u = 0 on ,

where = 1
Re
> 0 is the viscosity, Re is the Reynolds number, u = (u1 (x1 , x2 ), u2 (x1 , x2 )) denotes the velocity, p = p(x1 , x2 )
is the pressure and f = (f1 (x1 , x2 ), f2 (x1 , x2 )) is the prescribed body force.
Set

X := (H01 ( ))2 , Y := (L2 ( ))2 , M := L20 ( ) = q L2 ( ) : qdx = 0 .

These are Sobolev spaces. Furthermore, (L ( )) for m = 1, 2, 4 are endowed with the L2 -scalar product (., .) and L2 -norm
2 m

0 ; X is equipped with their usual scalar product and norm, which are defined as follows:
1 1
((u, v)) := ( u, v) , |u|1 := ((u, u)) 2 = ( u, u)2 .
Meanwhile, we use the standard Sobolev spaces W m,p ( ), with the norm m,p and the seminorm | |m,p , where m, p 0.
Especially, we will denote H m ( ) for W m,2 ( ), m for m,2 and | |m for | |m,2 . Also we define the norm ||| ||| in X M,
by
1
|||(v, q)||| := {|v|21 + q20 } 2 ,
and the norm ||| |||(X M ) in (X M ) , the dual space of X M, by

(v, q)(X M ) := sup {v, w + (q, r )}. (2.2)

||(w,r )|| 1

The following inequalities will be used [22]:

u0 0 |u|1 u X , (2.3)
|u|1 1 Au0 u D(A), (2.4)
|u|2 2 Au0 u D(A), (2.5)
1 1
u0,4 C0 u02 |u|12 u X, (2.6)
1 1
u0,4 C1 |u|12 Au02 u D(A), (2.7)
1 1
2
|u| C2 u0 Au0 2
u D(A), (2.8)
 J. Wen, Y. He / Computers and Mathematics with Applications 67 (2014) 125 3

where 0 , 1 , 2 , C0 , C1 , C2 are positive constants depending only on and A is a Laplace operator defined as follows

Au = 1u u D(A) := (H 2 ( ))2 X . (2.9)

We introduce the following trilinear form:

b(u; v, w) = ((u )v, w) u, v, w X , (2.10)

and the trilinear form b(; , ) has the following properties [23,24]:

|b(u; v, w)| C3 |u|1 |v|1 |w|1 u, v, w X , (2.11)

b(u; v, w) = ((u )w, v) ( u, v w) u, v, w X , (2.12)

and
1
b(u; v, v) = ( u, v v) u, v, w X , (2.13)
2
where C3 is a positive constant depending only on .
In this paper, C will denote a positive constant depending only on the data ( , , f) and not on the mesh parameter h.
The weak form of problem (2.1) is as follows: find (u, p) X M such that

C ((u, p); (v, q)) + b(u; u, v) = (f, v) (v, q) X M , (2.14)

where the bilinear form

C ((u, p); (v, q)) := a(u, v) d(p, v) + d(q, u) (u, p), (v, q) X M ,
with a(u, v) := ( u, v) and d(p, v) := (p, v) . Meanwhile, C (; ) satisfies the following property and infsup
condition [23]:

|C ((u, p); (v, q))| C (|u|1 + p0 )(|v|1 + q0 ) (u, p), (v, q) X M , (2.15)
|C ((u, p); (v, q))|
sup (|u|1 + p0 ) (u, p) X M , (2.16)
(v,q)(X ,M ) |v|1 + q0
where > 0 depends on and .
The following existence and uniqueness results are classic [23,24].

Theorem 2.1. If f Y and satisfy

C3 02
1 f0 > 0, (2.17)
2
then the weak form (2.17) admits a unique solution (u, p) D(A) (H 1 ( ) M ) satisfying
0
|u|1 f0 , Au0 + |p|1 C f0 , (2.18)

where 0 and C3 are defined in (2.3) and (2.11).

Now we introduce finite element approximation for problem (2.1). Let h be a triangulation of formed by closed triangle
elements K with boundary K . {pj , j = 1, 2, . . . , N } is the set of all vertices of h . h denotes the set of all edges of h and
hint denotes the interior edges of h that are not part of . Furthermore, hK denotes the diameter of the element K , and
h = maxK h hK is the mesh parameter. Assume that h is regular and quasi-uniform, which is to say, there exists C > 0
such that
hK
C, K h , (2.19)
K
where K denotes the diameter of the largest ball contained in K . Xh and Mh denote the standard finite element spaces of
the approximation for velocity and pressure on h , respectively. These spaces are defined as

Xh := {v X (C 0 ( ))2 : v|K P1 (K )2 K h },
Mh := {q M : q|K P1 (K ) K h },

where P1 (K ) is the space of linear functions in domain K .

4 J. Wen, Y. He / Computers and Mathematics with Applications 67 (2014) 125

The classic finite element Galerkin formulation for the NavierStokes problem is as follows:
find (uh , ph ) Xh Mh such that

C ((uh , ph ); (vh , qh )) + b(uh ; uh , vh ) = (f, vh ) (vh , qh ) Xh Mh . (2.20)

Being similar to (2.2), we introduce the following norm in the dual of the discrete space
(v, q)(Xh Mh ) := sup {v, wh + (q, rh )}. (2.21)
||(wh ,rh )|| 1

In what follows, we will apply the differential of a mapping F : X M X M with respect to (u, p) at (v, q) denoted
by Du,p F (v, q) L(X M ), where L(X M ) represents the space of linear mapping acting on elements of X M with
values in X M and equipped with the usual norm L(X M ) .

2.2. Some useful lemmas

Lemma 2.2. The trace inequalities [22]:

v2(L2 (E ))2 C (h
K v(L2 (K ))2 + hK |v|(H 1 (K ))2 ) v (H (K )) ,
1 2 2 1 2
(2.22)

n v2(L2 (E ))2 C (h
K |v|(H 1 (K ))2 + hK |v|(H 2 (K ))2 ) v (H (K )) ,
1 2 2 2 2
(2.23)

where E K , and C depends on the minimum angle of K h .

Let Ih : X (C 0 ( ))2 Xh be the usual Lagrange interpolation operator for velocity and Jh : M Mh be a modified
Clment interpolation operator [25] for the continuous pressure or the orthogonal projection for the discontinuous pressure.
These operators have the following properties listed in Lemma 2.3.

Lemma 2.3. For all v (H 2 (K ))2 , q M H 1 ( ), K h and E hint , the following estimates hold [21,26]

v Ih v(H m (K ))2 Ch2Km |v|(H 2 (K ))2 m = 0, 1, 2, (2.24)

|Ih v|1 C |v|1 , (2.25)
2m 21
v Ih v(H m (E ))2 ChK |v|(H 2 (K ))2 m = 0, 1, (2.26)

v Ih v1,r ,K C v1,r ,K v (W 1,r (K ))2 , r (2, ], (2.27)

v Ih v,K C v,K v (C (K )) , 0 2
(2.28)

q Jh qm,K Ch 1 m
|q|1,K m = 0, 1, (2.29)
1
q Jh q0,E ChE |q|1,E ,
2
Jh q0 C q0 , (2.30)
where K = {K h : K K = }, E = {K h : K E = } and C > 0 is independent of h.

Lemma 2.4. For every ph Mh M, there exist u X and an interpolation function uh Xh to u such that [24]
|u|1 = ph 0 and ( u, ph ) C ph 0 |u|1 ,
21

h 2 2
K u uh 0,K C |u|1 , |uh |1 C |u|1 .
K h

Lemma 2.5. Under the regular and quasi-uniform assumption of h , the following properties hold [23]:

|vh |1 Ch1 vh 0 vh Xh , (2.31)

vh ,K Ch vh 0,K vh Xh ,
1
(2.32)

|ph |1 Ch ph 0 ph Mh .
1
(2.33)

3. New multiscale finite element method

In this section, our main work is to propose the new multiscale finite element method. The details are given in the
following paragraphs.
 J. Wen, Y. He / Computers and Mathematics with Applications 67 (2014) 125 5

Let Eh be a finite dimensional space called multiscale space, such that

Eh (H 1 (h ))2 , Eh Xh = {0},

where (H 1 (h ))2 := {v Y : v|K (H 1 (K ))2 }.

Then, we choose the bubble functions and employ them in a special manner such that ue Eh satisfies the following
equations inside each element K :

(unh+1 + une +1 ) + (unh+1 + une +1 )unh + pnh+1 = f in ,

(un+1 + une +1 ) = 0 in , (3.1)

n +1 h
ue = 0 on .

Then enabling us to use the static condensation, the resulting numerical method for the steady NavierStokes problem reads
as follows: find uh + ue Xh Eh and ph Mh , such that

((uh + ue ), vh ) + ((uh + ue )uh , vh ) (ph , vh ) + (qh , (uh + ue )) = (f, vh ) (3.2)

holds for all vh Xh Eh0 and qh Mh , where Eh0 := {v (H 1 (h ))2 : v|K (H01 (K ))2 }.
The formulation (3.2) can be rewritten as follows:

((uh + ue ), vh ) + b(uh ; uh + ue , vh ) (ph , vh ) + (qh , (uh + ue )) = (f, vh ) , (3.3)

((uh + ue ), ve ) + b(uh ; uh + ue , ve ) (ph , ve ) = (f, ve ) , (3.4)

for all vh Xh , ve , qh Mh and K h .

Eh0
Since K h , ve (H01 (K ))2 , the formulation (3.4) associates with the weak form of the following problem:

1ue + uh ue = f + 1uh uh uh ph in K h , (3.5)
ue = ge on E K , K h ,

where ge = 0 if E ; and on the interval edges, ge is the solution of

1

ss ge = [[n uh + ph I n ]]E in E ,
hE (3.6)
ge = 0 at the vertices,

where hE = |E | = meas(E ) denotes the length of E K , n is the norm outer vector on K , s is the tangential derivative,
n is the normal derivative, and I is the 22 identity matrix. Furthermore, we use [[v ]]E to denote the jump of function
v (H 1 (h ))2 across the edge E, that is

[[v ]]E := (v|K1 )|E n1 + (v|K2 )|E n2 , K1 , K2 h ,

and K1 K2 = E ; n1 and n2 are the outer normals about K1 and K2 , respectively. Especially, if E , then we define
int

[[v ]]E = v n.
On each K h , we can set ue = uKe + ue K and get the following auxiliary problems:

1uKe + uh uKe = f + 1uh uh uh ph in K h ,

(3.7)
uKe = 0 on K h ,

and

1ue K + uh ue K = 0 in K h ,

(3.8)
ue K = ge on K h ,

where ge is the solution of (3.6). Such problems (3.7) and (3.8) are well posed and (3.4) is satisfied.
Now we define two operators MK : (L2 (K ))2 (H01 (K ))2 and BK : (L2 ( K ))2 (H 1 (K ))2 such that

1
uKe := MK (f + 1uh uh uh ph ) K h , (3.9)

and
1
ue K := BK ([[n uh + ph I n]]) K h . (3.10)

The enriched part ue is identified via (3.9) and (3.10). Therefore, we can perform the static condensation to derive a new
multiscale finite element method for the NavierStokes problem (2.1). Firstly, integrating by parts, we have the following
6 J. Wen, Y. He / Computers and Mathematics with Applications 67 (2014) 125

equalities on each K h

( ue , vh )K = (ue , 1vh )K + (ue , n vh ) K , (3.11)

(qh , ue )K = (ue , qh )K + (ue , qh I n) K . (3.12)

Secondly, we do the similar derivation as [13] and yield

b(uh ; ue , vh ) = RFB (uh uh + ph f, vh uh )K , (3.13)

where RFB = 1
( bK dx) and bK is the unique solution of the following boundary-value problems in a typical

K h |K | K
element K :

1bK + uh bK = 1 in K h ,

(3.14)
bK = 0 on K h .

We make use of (3.11)(3.13). After a static condensation process, which is similar to the method in articles [15,16], we
can rewrite the formulation (3.3) in the following form, that is to say that the new multiscale finite element method for the
NavierStokes problem was obtained:
find (uh , ph ) Xh Mh such that

( uh , vh ) (ph , vh ) + (qh , uh ) + b(uh ; uh , vh ) + RFB ( 1uh + uh uh + ph , 1vh
K h
hE
+ vh uh + qh )K + ([[n uh ]]E , [[n vh ]]E )E = (f, vh )
int
12
E h

+ RFB
(f, 1vh + vh uh + qh )K , (3.15)
K h

holds for all vh Xh and qh Mh with the stabilized parameter

2
h
K if 0 PeK < 1,


RFB = 12 (3.16)
K h
if PeK 1,


2|uh |K
|uh |K hK uh 0,K
where PeK = 6
is the Peclet number with |uh |K := 1 .
|K | 2

Lemma 3.1. Under the assumption of the regular triangular partition, it holds that

RFB C 1 h2K , (3.17)

where C is the constant only depended on , not on h.

Proof. While 0 PeK < 1, it is easy to see that (3.17) holds.

While PeK 1, using the Helen area formula and the definition of hK , one can easily get the triangular area |K | Ch2K .
Then when the term uh 0,K has been known in the computing process, we have
1
hK hK |K | 2
RFB = = Ch2K . 
2|uh |K 2uh 0,K

4. Existence and uniqueness

We define the operator P : Xh Mh by

hE
RFB ( P (uh ), qh )K + ([[P (uh )I n ]]E , [[qh I n ]]E )E
K h int
12
E h

hE
= (qh , uh ) RFB ( 1uh + (uh )uh f, qh )K ([[n uh ]]E , [[qh I n ]]E )E , (4.1)
K h int
12
E h
 J. Wen, Y. He / Computers and Mathematics with Applications 67 (2014) 125 7

for all uh Xh , qh Mh . And also we define the operator N : Xh Xh by

(N (uh ), vh ) = ( uh , vh ) + ((uh )uh , vh ) (P (uh ), uh ) (f, vh )

+ RFB ( 1uh + (uh )uh + P (uh ) f, vh uh )K
K h

hE
+ ([[n uh + P (uh )I n ]]E , [[n vh ]]E )E , (4.2)
int
12
E h

for all uh , vh Xh .

Lemma 4.1. The pair (uh , ph ) Xh Mh is the solution of Eq. (3.15) if and only if N (uh ) = 0 and ph = P (uh ).

Proof. If N (uh ) = 0 and ph = P (uh ), then by adding (4.1) and (4.2), we can easily get (uh , ph ) Xh Mh is the solution of
(3.15).
Moreover, let (uh , ph ) Xh Mh be the solution of (3.15). Setting vh = 0 in (3.15), it holds that
hE
RFB ( ph , qh )K + ([[ph I n ]]E , [[qh I n ]]E )E = (qh , uh )
K h int
12
E h

hE
RFB ( 1uh + (uh )uh f, qh )K ([[n uh ]]E , [[qh I n ]]E )E . (4.3)
K h int
12
E h

Since the operator P is well-defined, we have ph = P (uh ). Finally, if qh = 0 in (3.15) and because of the arbitrariness of
vh Xh , we obtain N (uh ) = 0. 

The following paragraphs will present the existence and uniqueness of the solution of (3.15).

Theorem 4.2. There is a constant C > 0, which is independent of h and , such that problem (3.15) admits at least one solution
(uh , ph ) provided
12
23 1
h1m f21, + RFB f20,K C , (4.4)
K h

where 0 < m < 1. Furthermore, the solution of (3.15) is unique provided 1 is sufficiently small.

Proof. Let R > 0 and uh Xh , with |uh |1, = R, be arbitrary and for abbreviation denote
21 12
hE
x := RFB
(uh )uh + P (uh ) 2
0,K , y := [[n uh + P (uh )I n ]]E 20,E
K h int
12
E h

12
1
z := f21, + RFB f20,K .
K h

Selecting qh = P (uh ) in (4.1), we have

(P (uh ), uh ) = RFB ( 1uh + (uh )uh f + P (uh ), P (uh ))K
K h

hE
+ ([[n uh + P (uh )I n ]]E , [[P (uh )I n ]]E )E . (4.5)
int
12
E h

Then, we let vh = uh in (4.2) and make use of CauchySchwarzs inequality, (2.13) and (4.5) such that the following
formulation holds

(N (uh ), uh ) = ( uh , uh ) + ((uh )uh , uh ) (f, uh ) + RFB ( 1uh + (uh )uh
K h
hE
+ P (uh ) f, uh uh + P (uh ))K + [[n uh + P (uh )I n ]]E 20,E
int
12
E h
8 J. Wen, Y. He / Computers and Mathematics with Applications 67 (2014) 125

R2 + (uh uh , uh ) f1, |uh |1, + x2 + y2 RFB (f, uh uh + P (uh ))K
K h

x 2
z 2
1
R2 + + y2 ( uh , uh uh ) . (4.6)
2 2 2 2
Next we need to estimate the term ( uh , uh uh ) . Making use of CauchySchwarzs inequality, (4.5), Lemmas 2.2, 2.3,
3.1 and the mesh regularity, it holds that

|( uh , uh uh ) | |( uh , uh uh Jh (uh uh )) | + |( uh , Jh (uh uh )) |

2|uh |1, uh uh Jh (uh uh )0,


+ RFB ( 1uh + (uh )uh f + P (uh ), Jh (uh uh ))K

K
h


hE
([[n uh + P (uh )I n ]]E , [[Jh (uh uh ) ]]E )E

+
E int 12
h

21

CR h2K |uh uh 21,K| + RFB f0,K Jh (uh uh )0,K
K h K h

+ RFB
(uh )uh + P (uh )0,K Jh (uh uh )0,K
K h
hE
+ [[n uh + P (uh )I n ]]E 0,E [[Jh (uh uh ) ]]E 0,E
int
12
E h

21 12

CR h2K |uh uh 21,K| +z RFB
Jh (uh uh ) 2
0,K
K h K h
12 12
hE
+x RFB
Jh (uh uh ) 2
0,K +y [[Jh (uh uh ) ]]E 20,E
K h int
12
E h


C (x + y + z ) RFB Jh (uh uh )20,K
K h
12 21
hE
+ [[Jh (uh uh ) ]]E 20,E + CR h2K |uh uh 21,K
|
int
12 K h
E h

12
1

C x+y+z+ R 2 1 h2K |uh uh |21,K . (4.7)
K h

2
q
Furthermore, using the local inverse inequality vh ,K ChK vh 0,q,K for all 1 q and the embedding theorem
to estimate |uh uh |1,K , we get

|uh uh |1,K = 2( uh )uh 0,K C |uh |1,K uh ,K

2 2 2
ChKq uh q,K |uh |1,K ChKq uh q, |uh |1,K ChKq |uh |1,K |uh |1, . (4.8)
2
Denoting m = q
and combining (4.6)(4.8), we arrive at

x2 z2 1
(N (uh ), uh ) R2 + + y2 ( uh , uh uh )
2 2 2 2
21
x2 z2 1

2
R + +y 2
C x + y + z + R uh 1, 2
1
h2K2m uh 21,K
| |
2 2 2 K h
 J. Wen, Y. He / Computers and Mathematics with Applications 67 (2014) 125 9

x2 z2 1
1
R2 + + y2 C x + y + z + 2 R h1m R2 2
2 2 2
x2 z2 1
R2 + + y2 Ch1m R3 Ch1m (x + y + z )R2 2
2 2 2
y2 3
R2 + z 2 Ch1m R3 C 2 h2(1m) R4 1 . (4.9)
2 2 2

Set R = MCh1m
for M 6. And it is clear that M satisfies

1 1 3 1
.
2 M 2M 2 4
1
We select C = 2MC
in (4.4) and observe that assumption, (4.4) means
3
2 2 MCh1m z 1,
1
and by the definition of R, we get z R2 . Combining previous inequalities, it holds that
2

3 y2

(N (uh ), uh ) R2 + z2
2 M 2M 2 2
y2
R2 + z 2 0. (4.10)
4 2
Therefore, Brouwers fixed point theorem implies that there exists a uh Xh with |uh |1, R and N (uh ) = 0.
The uniqueness of the solution in Theorem 4.2 follows from Brouwers fixed point theorem using the same arguments
stated in [24] for the standard finite element methods and the detailed proof is similar to Theorem 3.6 in [18]. 

5. Error analysis

In this section, we firstly consider the scaled form of the problem by setting p = p, f = f and = 1 and can rewrite
(2.1) as

1u + (u )u + p = f in ,

u = 0 in , (5.1)
u = 0 on .
Then the weak form of problem (5.1) is given: find (u , p ) X M such that
( u , v) + b(u ; u , v) (p , v) + (q, u ) = (f, v) (v, q) X M . (5.2)
For (5.2), its solution satisfies the following theorem which is similar to Theorem 2.1.

Theorem 5.1. If f Y and satisfy

C3 02
1 f0 > 0, (5.3)

then the weak form (5.2) admits a unique solution (u , p ) D(A) (H 1 ( ) M ) satisfying
|u |1 0 f0 , Au 0 + |p|1 C f0 , (5.4)
where 0 and C3 are defined in (2.3) and (2.11) respectively.
Suppose that problem (5.2) admits at least one solution, which is unique provided is sufficiently small. (5.2) can be
rewritten in the operator form as follows
F (, u , p ) := (u , p ) + TG(, u , p ) = 0, (5.5)
where G(, u , p ) X M is given by

G(, u , p ), (v, q) := (( u )u , v) (f, v) (v, q) X M , (5.6)

and T : X M X M denotes the Stokes operator, which associates the unique solution (u, p) X M of

( u, v) (p, v) + (q, u) = w, v + (r , q) (v, q) X M , (5.7)

for all (w, r ) X M.
10 J. Wen, Y. He / Computers and Mathematics with Applications 67 (2014) 125

The new multiscale finite element method for problem (5.1) reads as follows: find (uh , ph ) Xh Mh such that

( uh , vh ) (ph , vh ) + (qh , uh ) + b(uh ; uh , vh )

+ RFB (1uh + uh uh + ph , 1vh + vh uh + qh )K
K h

hE
+ ([[n uh ]]E , [[n vh ]]E )E = (f, vh ) + RFB (f, 1vh + vh uh + qh )K , (5.8)
12 K h
E hint

for all (vh , qh ) Xh Mh , where RFB = RFB Ch2K (obtained by making use of Lemma 3.1).
Now we need to define the discrete Stokes operator Th , which associates the unique solution (uh , ph ) Xh Mh of

B((uh , ph ), (vh , qh )) := ( uh , vh ) (ph , vh ) + (qh , uh ) + RFB ( ph , qh )K
K h
hE
+ ([[n uh + ph I n ]]E , [[n vh + qh I n ]]E )E
12
E hint

= w, vh + (r , qh ), (5.9)

with (w, r ) X M for all (vh , qh ) Xh Mh .

Lemma 5.2. There exist constants C4 , C5 > 0, independent of h and , such that it holds

|||Th (w, r )||| C4 (w, r )(Xh Mh ) (w, r ) (X M ) , (5.10)

|||(T Th )(w, 0)||| C5 hw0, w (L ( )) . 2 2

(5.11)

Proof. See Appendix for the proof of Lemma 5.2. 

In order to write the discrete finite element method as a fixed point equation, we also need to introduce the operator
Gh : (H 2 (h ))2 H 1 (h ) Xh Mh by Gh (, z, t ) = (wh , rh ) where

wh , vh + (rh , qh ) = (f (z )z, vh ) RFB (f (z )z, qh )K
K h

RFB
(f + 1z (z )z t , vh z)K , (5.12)
K h

for all (vh , qh ) Xh Mh . Then applying the operators Th and Gh , problem (5.8) can be rewritten in a form analogous to
(5.5):

Fh (, u , p ) := (u , p ) + Th Gh (, u , p ) = 0. (5.13)

Lemma 5.3. Assume that on a given compact interval , a regular branch (u , p ) (H 2 ( ))2 H 1 ( ) of the
solution of problem (5.1). Therefore, there exists a constant h0 > 0 such that for all h h0 , the mapping Du,p Fh (, Ih u , Jh p ) is
an isomorphism on Xh Mh .

Proof. Because of the operator T s linearity and continuity, (2.11) and (2.26) of Lemma 2.3, we obtain

Du,p F (, u , p ) Du,p F (, Ih u , Jh p )L(X M ) = sup |||T ((Du,p G(, u , p ) Du,p G(, Ih u , Jh p ))[v, q])|||
||(v,q)|| 1
C sup (Du,p G(, u , p ) Du,p G(, Ih u , Jh p ))[v, q](X M )
||(v,q)|| 1
C sup sup (( u )v + ( v)u ( Ih u )v ( v)Ih u , w)
||(w,t )|| 1 ||(v,q)|| 1
C sup sup 2|u Ih u |1, |v|1, |w|1,
||(w,t )|| 1 ||(v,q)|| 1

C hL (5.14)

where L := sup max{f0, , u 2, , p 1, }. Since the set of isomorphisms on X M is open, there exists h2 > 0
such that Du,p F (, Ih u , Jh p ) is an isomorphism on X M for all h h2 .
 J. Wen, Y. He / Computers and Mathematics with Applications 67 (2014) 125 11

Next, we introduce the mapping A1 := I + Th Du,p G(, Ih u , Jh p ) and A1 L(X M ), also A1 L(Xh Mh ). Using
Lemmas 2.3 and 5.2, the Hlder inequality and the embeddings H 2 ( ) L ( ) and H 1 ( ) L4 ( ), we have

A1 Du,p F (, Ih u , Jh p )L(X M ) = sup |||(Th T )Du,p G(, Ih u , Jh p )[v, q]|||

||(v,q)|| 1
C h sup sup (( Ih u )v + ( v)Ih u , w)
w0, ||(v,q)|| 1

C h sup sup { Ih u 0,4, v0,4, w0,

w0, ||(v,q)|| 1

+ v0, Ih u , w0, }
Ch sup sup {u 2, |v|1, w0, }
w0, ||(v,q)|| 1

C hL, (5.15)

and there exists h1 h2 such that for all h h1 the mapping A1 is an isomorphism in X M. Also, since A1 maps Xh Mh
onto itself too and is injective, we can know that A1 is an isomorphism in Xh Mh . Furthermore, by making use of Lemma 5.2
and the Hlder inequality, it holds that

A1 Du,p Fh (, Ih u , Jh p )L(Xh Mh ) = sup |||Th (Du,p G(, Ih u , Jh p ) Du,p Gh (, Ih u , Jh p ))[vh , qh ]|||

||(vh ,qh )|| 1
C sup Du,p G(, Ih u , Jh p ) Du,p Gh (, Ih u , Jh p )[vh , qh ](Xh Mh )
||(vh ,qh )|| 1


C sup sup RFB (f ( Ih u )Ih u Jh p , ( wh )vh )K
||(wh ,th )|| 1 ||(vh ,qh )|| 1 K
h


RFB (( vh )Ih u + ( Ih u )vh + qh , ( wh )Ih u )K RFB (( vh )Ih u + ( Ih u )vh , th )K
K h K h

=C sup sup {I + II + III}. (5.16)

||(wh ,th )|| 1 ||(vh ,qh )|| 1

Now we use Lemmas 2.3 and 2.5 and the embedding H 2 ( ) L ( ) to get

( u )u ( Ih u )Ih u 0,K ((u Ih u ))u 0,K + ( Ih u )(u Ih u )0,K

u ,K |u Ih u |1,K + (Ih u ),K u Ih u 0,K
ChK Lu 2,K , (5.17)

then, using (5.1), (5.17) and Lemma 2.3, we arrive at

f ( Ih u )Ih u Jh p 0,K = 1u (( u )u ( Ih u )Ih u ) (p Jh p )0,K

1u 0,K + C hK Lu 2,K + C p 1,K
C {(1 + hK L)u 2,K + p 1,K }. (5.18)

Now applying (5.17) and (5.18), Lemma 3.1, the Poincar inequality and the Hlder inequality, we estimate terms I, II, III
which are similar to Lemma 3.8 in [18]:

I = RFB (f ( Ih u )Ih u Jh p , ( wh )vh )K
K h

C hL(1 + hL)|||(vh , qh )||| |||(wh , th )|||, (5.19)

II = RFB (( vh )Ih u + ( Ih u )vh + qh , ( wh )Ih u )K
K h

C hL(1 + hL)|||(vh , qh )||| |||(wh , th )|||, (5.20)

and

III = RFB (( vh )Ih u + ( Ih u )vh , th )K
K h

C hL|||(vh , qh )||| |||(wh , th )|||. (5.21)

12 J. Wen, Y. He / Computers and Mathematics with Applications 67 (2014) 125

Therefore, thanks to (5.19)(5.21), it follows from (5.16) that

A1 Du,p Fh (, Ih u , Jh p )L(Xh Mh ) C hL(1 + hL), (5.22)

then there exists h0 h1 such that for all h h0 , Du,p Fh (, Ih u , Jh p ) is an isomorphism on Xh Mh . 

Lemma 5.4. Assume that the hypotheses of Lemma 5.3 hold, then there exists a constant C , which does not depend on h or ,
such that

|||Fh (, Ih u , Jh p )||| Ch{L + L2 (1 + h + Lh2 )}. (5.23)

Furthermore, for each > 0 and for all (vh , qh ) Xh Mh such that (vh , qh ) belongs to the ball centered at (Ih u , Jh p ) with
radius , there exists a constant C > 0, independent of h and but depending on , such that

Du,p Fh (, Ih u , Jh p ) Du,p Fh (, vh , qh )L(Xh Mh ) C (1 + + L)|||(Ih u vh , Jh p qh )|||. (5.24)

Proof. Firstly, we note that Fh (, u , p ) = 0 and using the linearity of the operator Th we get

|||Fh (, Ih u , Jh p )||| = |||Fh (, Ih u , Jh p ) Fh (, u , p )|||

|||(Ih u u , Jh p p )||| + |||Th (Gh (, u , p ) Gh (, Ih u , Jh p ))|||
= S1 + S2 . (5.25)

Secondly, we estimate the term S1 and make use of Lemma 2.3 to easily have
1
S1 = |||(Ih u u , Jh p p )||| = {|Ih u u |21, + |Jh p p |20, } 2
ChL. (5.26)

Next, using Lemma 5.2 and the definition of the dual norm (2.23), we arrive at

S2 = |||Th (Gh (, u , p ) Gh (, Ih u , Jh p ))|||

C sup (Gh (, u , p ) Gh (, Ih u , Jh p ), (vh , qh ))
||(vh ,qh )|| 1

C sup (( u )u ( Ih u )Ih u , vh )
||(vh ,qh )|| 1

RFB ((( u )u ) + ( Ih u )Ih u , qh )K RFB (f + 1u ( u )u p , ( vh )u )K
K h K h


RFB
(f + ( Ih u )Ih u + Jh p , ( vh )Ih u )K
K h

C sup {I + II + III + IV}. (5.27)

||(vh ,qh )|| 1

For the first term I, applying (5.17), the Hlder inequality and the Poincar inequality, it holds

I = (( u )u ( Ih u )Ih u , vh )
( u )u ( Ih u )Ih u 0, vh 0,
C hL2 |||(vh , qh )|||. (5.28)

For the second term II, we use (5.17), the Hlder inequality and the inverse inequality to get

II = RFB ((( u )u ) + ( Ih u )Ih u , qh )K
K h

C h2K (( u )u ) + ( Ih u )Ih u 0,K qh 0,K
K h

C h2K Lu 2,K hK qh 0,K
K h

C h2 L2 |||(vh , qh )|||. (5.29)

 J. Wen, Y. He / Computers and Mathematics with Applications 67 (2014) 125 13

Since (u , p ) is the solution of problem (5.1), III = 0. For the term IV, we make use of Lemma 2.3, (5.18) and the continuous
embedding H 2 ( ) L ( ) to have

IV = RFB (f + ( Ih u )Ih u + Jh p , ( vh )Ih u )K
K h

C h2K f + ( Ih u )Ih u + Jh p 0,K ( vh )Ih u 0,K
K h

C h2K {(1 + hk L)u 2,K + p 1,K }|vh |1,K L
K h

C h2 L2 {1 + hL}|||(vh , qh )|||. (5.30)

Now gathering (5.28)(5.30) with (5.27), we yield

S2 C hL2 (1 + h + h2 L), (5.31)

and thus, combining (5.26) and (5.31) with (5.25), (5.23) of Lemma 5.4 holds.
In the following paragraphs, we will give the proof for (5.24) of Lemma 5.4. Let (uh , ph ), (vh , qh ), (wh , rh ) Xh Mh with
|||(wh , rh )||| = 1. From the continuity of Th in Lemma 5.2 we have

|||Du,p Fh (, vh , qh ) Du,p Fh (, Ih u , Jh p )(wh , rh )|||

= |||Th (Du,p Gh (, vh , qh )(wh , rh ) Du,p Gh (, Ih u , Jh p )(wh , rh ))|||
C sup (Du,p Gh (, vh , qh )(wh , rh ) Du,p Gh (, Ih u , Jh p )(wh , rh ), (zh , sh ))
||(zh ,sh )|| 1

C sup (( Ih u )wh + ( wh )Ih u , zh ) + (( vh )wh + ( wh )uh , zh )
||(zh ,sh )|| 1

+ RFB (f ( Ih u )Ih u Jh p , ( zh )wh )K RFB (f ( vh )vh qh , ( zh )wh )K
K h K h

RFB
(( Ih u )wh + ( wh )Ih u + rh , ( zh )Ih u )K
K h

+ RFB (( vh )wh + ( wh )vh + rh , ( zh )vh )K RFB (( Ih u )wh + ( wh )Ih u , sh )K
K h K h


+ RFB (( vh )wh + ( wh )vh , sh )K
K h

C sup {V + VI + VII + VIII + IX + X}. (5.32)

||(zh ,sh )|| 1

For item V, using (2.11) and the Hlder inequality, it holds

V = (((Ih u vh ))wh + ( wh )(Ih u vh ), zh )

C |Ih u vh |1, |wh |1, |zh |1,
C |||(Ih u vh , Jh p qh )||| |||(wh , rh )||| |||(zh , sh )|||, (5.33)

and for item VI, we use the Hlder inequality, the inverse inequality and Lemma 2.3 to get

VI = RFB ((Jh p qh ), ( zh )wh )K
K h

C h2K (Jh p qh )0,K zh 0,K wh ,K
K h

C Jh p qh 0,K |zh |1,K wh 0,K
K h

C |||(Ih u vh , Jh p qh )||| |||(wh , rh )||| |||(zh , sh )|||. (5.34)

14 J. Wen, Y. He / Computers and Mathematics with Applications 67 (2014) 125

Following the similar steps, applying Lemma 2.3, the Hlder inequality and the Poincar inequality, we can get the following
estimates for terms VIIX:

VII = RFB ( Ih u )Ih u (( vh )vh , ( zh )wh )K
K h

C 2 h2K ( Ih u )Ih u ( vh )vh 0,K ( zh )wh 0,K
K h

C 2 hK ( Ih u )Ih u ( vh )vh 0,K |zh |1,K wh 0,K
K h


C 2
hK ( Ih u )(Ih u vh )0,K + hK ((Ih u vh ))vh 0,K |zh |1, |wh |1,
K h K h


C 2
hK Ih u 0,K Ih u vh ,K + hK (Ih u vh )0,K vh ,K |zh |1, |wh |1,
K h K h
21 21

C 2
Ih u 20,K
Ih u vh 20,K

K h K h
21 21

+ (Ih u vh ) 2
0,K vh 20,K
|zh |1, |wh |1,
K h K h

C 2 {u 2, + |vh |1, }|||(Ih u vh , Jh p qh )||| |||(wh , rh )||| |||(zh , sh )|||

C 2 {L + }|||(Ih u vh , Jh p qh )||| |||(wh , rh )||| |||(zh , sh )|||, (5.35)

VIII = RFB (((Ih u vh ))wh + ( wh )(Ih u vh ), ( zh )Ih u )K
K h

C 2 h2K ((Ih u vh ))wh + ( wh )(Ih u vh )0,K ( zh )Ih u 0,K
K h

C 2 L|||(Ih u vh , Jh p qh )||| |||(wh , rh )||| |||(zh , sh )|||, (5.36)

IX = RFB (( vh )wh + ( wh )vh + rh , ( zh )(Ih u vh ))K
K h

C 2 h2K ( vh )wh + ( wh )vh + rh 0,K ( zh )(Ih u vh )0,K
K h

C 2 |vh |1, |||(Ih u vh , Jh p qh )||| |||(wh , rh )||| |||(zh , sh )|||

C 2 {L + }|||(Ih u vh , Jh p qh )||| |||(wh , rh )||| |||(zh , sh )|||, (5.37)

and

X = RFB (((Ih u vh ))wh + ( wh )(Ih u vh ), sh )K
K h

C h2K ((Ih u vh ))wh + ( wh )(Ih u vh )0,K sh 0,K
K h

C |||(Ih u vh , Jh p qh )||| |||(wh , rh )||| |||(zh , sh )|||. (5.38)

Finally, gathering (5.32)(5.38), (5.24) of Lemma 5.4 holds. 

Theorem 5.5. Assume that the hypotheses of Lemma 5.3 hold. Therefore, there is a positive constant h0 () such that for all h
with 0 < h < h0 a unique branch (uh , ph ) of the solution of (5.8) exists in a neighborhood of (u , p ), (u , p ) is the
solution of (5.1). Moreover, it holds that

1
sup{|u uh |21, + p ph 20, } 2 Ch, (5.39)

where C = C (L, ) > 0 does not depend on h.

Proof. The proof for Theorem 5.5 is similar to Theorem 3.10s proof in [18], therefore we omit the proof here. 
 J. Wen, Y. He / Computers and Mathematics with Applications 67 (2014) 125 15

Next, we will prove the optimal error estimate for the velocity in the L2 -norm. In order to do this, we need to introduce
the following dual problem:
find (8, ) X M such that
( 8, v) + ( , v) (q, 8) + b(u ; v, 8) + b(v; u , 8) = (u uh , v) , (5.40)
for all (v, q) X M.
Since we have already assumed that is convex, problem (5.40) has a unique solution which satisfies the following
regularity property [23]:
82 + 1 C u uh 0 . (5.41)
The formulation (5.41) implies that [[n 8 ]]E = 0.

Theorem 5.6. Under the assumption of Lemma 5.3, let (uh , ph ) be the solution of (5.8) and (u , p ) be the solution of (5.1),
then it holds that

sup u uh 0 C (L, )h2 , (5.42)

where C (L, ) does not depend on h.

Proof. By subtracting (5.8) from (5.2), the following error equation holds

((u uh ), vh ) (p ph , vh ) + (qh , (u uh )) + b(u ; u , vh )

b(uh ; uh , vh ) RFB (( uh )uh + ph , ( vh )uh + qh )K
K h

hE
([[n uh + ph I n]], [[n vh + qh I n]])E = RFB (f, ( vh )uh + qh )K . (5.43)
12 K h
E hint

Letting v = u uh and q = p ph in (5.40), we get

( 8, (u uh )) + ( , (u uh )) (p ph , 8) + b(u ; u uh , 8)
+ b(u uh ; u , 8) = u uh 20 . (5.44)

In (5.43) we set vh = 8h = Ih 8 and qh = h = Jh to obtain

((u uh ), 8h ) (p ph , 8h ) + (h , (u uh )) + b(u ; u , 8h )

b(uh ; uh , 8h ) RFB (( uh )uh + ph , ( 8h )uh + h )K
K h

hE
([[n uh + ph I n]], [[n 8h + h I n]])E = RFB (f, ( 8h )uh + h )K . (5.45)
12 K h
E hint

The above (5.45) can be rewritten as

((u uh ), 8h ) (p ph , 8h ) + (h , (u uh )) + b(u uh ; u , 8h )

+ b(u ; u uh , 8h ) b(u uh ; u uh , 8h ) RFB (( uh )uh
K h
hE
+ ph , ( 8h )uh + h )K ([[n uh + ph I n]], [[n 8h + h I n]])E
12
E hint

= RFB (f, ( 8h )uh + h )K . (5.46)
K h

We subtract (5.46) from (5.44) and meanwhile denote e = u uh and = p ph to have the following formulation:

( e, (8 8h )) (, (8 8h )) + ( h , e) + b(e; u , 8 8h )

+ b(u ; e, 8 8h ) + b(e; e, 8h ) RFB (f ( uh )uh ph , ( 8h )uh + h )K
K h

hE
+ ([[n uh + ph I n]], [[n 8h + h I n]])E = e20 . (5.47)
12
E hint
16 J. Wen, Y. He / Computers and Mathematics with Applications 67 (2014) 125

Now by using the Hlder inequality, the inverse inequality, Lemma 2.3, (2.11) and (5.41), we need to estimate the terms on
the left hand side of (5.47):

|( e, (8 8h )) (, (8 8h )) + ( h , e) | C (|e|1 + 0 )(|8 8h |1 + h 0 )
Ch2 Le0 , (5.48)
|b(e; u , 8 8h ) + b(u ; e, 8 8h )| C u 0,4 e0,4 8 8h 0 + |u | |e|1 8 8h 0
Ch2 Le0 , (5.49)

|b(e; e, 8h )| C |e| |8h |1 Ch L e0 ,

2
1
2 2
(5.50)


hE hE
([[ 8 ([[ 8

u
n h + p h I n]], [[ n h + h I n ]]) E
= u
n h ]], [[n h ]]) E

E int 12 E int 12


h h

hE
([[n (uh u )]], [[n (8h 8)]])E

=
E int 12
h
21
hE
[[n (uh u )]]20,E
12
E hint
12
hE
[[n (8h 8)]]20,E
12
E hint

Ch2 Le0 , (5.51)

and


RFB (f ( uh )uh ph , ( 8h )uh + h )K

K
h


= (1u + (( u )u ( uh )uh ) + (p ph ), ( 8h )uh + h )K
RFB

K
h

RFB 1u 0,K ( 8h )uh + h 0,K
K h

+ RFB ( u )u ( uh )uh 0,K ( 8h )uh + h 0,K
K h

+ RFB (p ph )0,K ( 8h )uh + h 0,K
K h
21 21

RFB
1u 20,K
RFB
( 8h )uh + h 20,K

K h K h
12 21

+ RFB 2 ( u )u ( uh )uh 20,K RFB ( 8h )uh + h 20,K
K h K h

21 21

+ RFB (p ph )20,K RFB ( 8h )uh + h 20,K . (5.52)
K h K h

In order to estimate (5.52), we need to do the following derivations by making use of the Hlder inequality, the Poincar
inequality, (2.8), (5.41), Lemma 2.3, Theorem 5.5 and the embedding H 2 ( ) L ( ):

( u )u ( uh )uh 0,K (u uh )u 0,K uh (u uh )0,K

|u |,K |u uh |1,K + | uh |,K u uh 0,K
ChK u 2,K + Ch 1
K uh 0,K u uh 0,K
ChK u 2,K + C 0 L(hK L + u 2,K )
CL, (5.53)
 J. Wen, Y. He / Computers and Mathematics with Applications 67 (2014) 125 17

( 8h )uh + h 0,K 8h (uh u )0,K + 8h u 0,K + h 0,K

C 8h 0,K (
uh u ,K + u ,K ) + C | |1,K 1 1
C 8h 0,K C2 u uh 02,K u 22,K + u 2,K + C | |1,K
1

C 82,K C2 h 2 + 1 u 2,K + C e0
C (L + 1)e0 , (5.54)

RFB (p ph )20,K , the following work is needed.

and for the term K h
The error Eq. (5.43) is equivalent to the following formulation:

((u uh ), vh ) (p ph , vh ) + (qh , (u uh )) + b(u ; u , vh ) b(uh ; uh , vh )

+ RFB (1u + (( u )u ( uh )uh ) + (p ph ), ( vh )uh + qh )K
K h

hE
([[n uh ]], [[n vh ]])E = 0. (5.55)
12
E hint

Taking vh = u uh and qh = p ph in (5.55), we have

RFB (p ph )20,K = (u uh )20 (b(u ; u , u uh ) b(uh ; uh , u uh ))
K h

RFB (1u + (( u )u ( uh )uh ), (p ph ))K
K h

RFB (1u + (( u )u ( uh )uh )
K h

hE
+ (p ph ), (u uh )uh )K + [[n (u uh )]]20,E . (5.56)
12
E hint

The terms on the right hand side of (5.56) are computed as follows:

|b(u ; u , u uh ) b(uh ; uh , u uh )| = |b(u uh ; u , u uh ) + b(uh ; u uh , u uh )|

C |u uh |21 (|u |1 + |uh |1 )
Ch2 L, (5.57)


RFB (1u + (( u )u ( uh )uh ), (p ph ))K (5.58)

K
h

1
RFB (p ph )20,K + RFB 1u + (( u )u ( uh )uh )20,K
4 K K h
h

1
RFB (p ph )20,K + C 2 h2 L2 ,
4 K
h


RFB (1u + (( u )u ( uh )uh ) + (p ph ), (u uh )uh )K

K
h

RFB 1u + (( u )u ( uh )uh )0,K (u uh )0,K uh ,K
K h

+ RFB (p ph )0,K (u uh )0,K uh ,K
K h

21

RFB
1u + (( u )u ( uh )uh ) 2
0,K (5.59)
K h
18 J. Wen, Y. He / Computers and Mathematics with Applications 67 (2014) 125

12
1
RFB (u uh )20,K uh 2,K + RFB (p ph )20,K + 2 RFB (u uh )20,K uh 2,K
K h
4 K K h
h

1
C hLCh0 L + RFB (p ph )20,K + 2 Ch2 02 L2 ,
4 K
h

and


hE
( )]] (|u uh |21,K + h2K |u uh |22,K ) Ch2 L2 .
2

[[n u uh 0,E C (5.60)
E int 12

K h
h

Combining (5.57)(5.60) with (5.56), we yield that

21

RFB
(p ph ) 2
0,K C (L, )h. (5.61)
K h

Now we combine (5.53), (5.54) and (5.61) with (5.52) to get

(f ( uh )uh ph , ( 8h )uh + h )K C (L, )h2 e0 .
RFB
(5.62)

K
h

Finally gathering (5.48)(5.51) and (5.62), it follows from (5.47) that

e20 C (L, )h2 e0 , (5.63)

which implies Theorem 5.6 holds. 

6. Numerical analysis

In this section, we give numerical examples to confirm the theoretical results of Theorems 5.5 and 5.6 for the new
multiscale finite element method. All the nonlinear systems are solved by the Oseen iteration and the algorithms are
implemented by the finite element software Freefem++ [27].

6.1. A numerical example with the exact solution

Consider the NavierStokes problem (2.1) in the unit square = [0, 1] [0, 1], = 0.1 and the right hand side body
force f generated by the exact solution
u1 (x1 , x2 ) = 10x21 (x1 1)2 x2 (x2 1)(2x2 1), p(x1 , x2 ) = 10(2x1 1)(2x2 1),
u2 (x1 , x2 ) = 10x1 (x1 1)(2x1 1) (x2 1) . x22 2

Firstly we compare the new multiscale finite element method (5.8) using the P1/P1 finite element pair with the standard
Galerkin method using the P1b/P1 finite element pairs, where P1b indicates P1 augmented with the cubic bubbles. The
computational results for them are shown in Tables 1 and 2, respectively. From these two tables, we see that the new
multiscale finite element method has good convergence precision as the standard Galerkin method. Therefore the new
multiscale finite element method is efficient.
From Table 2, it is clear to see that the convergence rates of orders O(h) and O(h2 ), obtained by Theorems 5.5 and 5.6
respectively, for the new method (5.8) are confirmed by the numerical results.
Secondly, we compare the new method (5.8) with the multiscale finite element method given by Ge et al. in [16]. The
results for the method of Ge et al. are presented in Table 3 and Fig. 1. They show that the method is bad for velocity loses its
stability and efficiency. Hence our new method has good efficiency and stability.

6.2. The lid-driven cavity flow

Here we consider the lid-driven cavity flow on a unit square with no-slip boundary conditions only in the upper boundary
{(x, 1) : 0 < x < 1} with the velocity u = (1, 0) and have performed the values of different higher Reynolds numbers.
In order to show the stability and efficiency of our method, we present the velocity streamlines and pressure contours
of the cavity flow at different higher Reynolds numbers 6000, 8000, 10 000 in Figs. 24, respectively. The streamlines and
pressure contours agree with the results in [28]. As we know that when the Reynolds number increases, the position of the
main vortex moves towards the center of the cavity and additional second vortex may appear in the right bottom corner of
the cavity and a third vortex appears in the left bottom corner of the cavity. When the Reynolds number is up to 10 000, five
vortices are captured. The result is fit to the result of [29].
 J. Wen, Y. He / Computers and Mathematics with Applications 67 (2014) 125 19

Table 1
Error analysis for NS with = 0.1 using P1b/P1 element.

1/h
uuh 1 pph 0 uuh 0
u1 p0 u0
uH 1 rate pL2 rate uL2 rate

10 0.77864 0.0080388 0.103975

20 0.22672 0.0019991 0.024759 1.78008 2.01348 2.34424
30 0.12019 0.0008897 0.008536 1.56526 1.98653 2.15793
40 0.08037 0.0005044 0.004679 1.39860 1.97312 2.08996
50 0.06032 0.0003255 0.002955 1.28620 1.96268 2.05873

Table 2
Error analysis for the new multiscale finite element method with = 0.1.

1/h
uuh 1 pph 0 uuh 0
u1 p0 u0
uH 1 rate pL2 rate uL2 rate

10 0.323318 0.008899 0.139521

20 0.141104 0.002017 0.026068 1.19620 2.14157 2.42012
30 0.093279 0.000878 0.011400 1.02081 2.05145 2.03983
40 0.069849 0.000490 0.006427 1.00547 2.02551 1.99242
50 0.055849 0.000313 0.004125 1.00239 2.01465 1.98649

Table 3
Error analysis for the multiscale finite element
method of Ge et al. with = 0.1.
1/h
uuh 1 pph 0 uuh 0
u1 p0 u0

10 10.7196 0.217033 9.09866

20 3.68412 0.650282 2.67992
30 1.89968 0.035569 1.24183
40 1.17884 0.021636 0.71113
50 0.81273 0.014666 0.45952

Fig. 1. The velocity streamlines and pressure contour map for the method of Ge et al. (Re = 10, h = 1/50).

6.3. The backward facing step flow

In order to show the stability and efficiency of our method, we study another benchmark problem called the backward
facing step flow which is known to have a corner singularity. The geometry and the boundary conditions are shown in Fig. 5
as in [30]. In this problem, the upper and lower computational boundaries and at the inflow section, a uniform free-stream
velocity boundary condition is imposed. The traction-free condition is imposed at the outflow boundary. And we choose the
Reynolds number Re = 150 based on the maximum inlet velocity uxmax = 1 here and the height of the step l = 0.5. Three
different meshes composed of 234, 932 and 2989 triangular elements are used. Figs. 6 and 7 show the velocity streamlines
20 J. Wen, Y. He / Computers and Mathematics with Applications 67 (2014) 125

Fig. 2. The velocity streamlines for the Re = 6000 (left) and the pressure contour map for the Re = 6000 (right).

Fig. 3. The velocity streamlines for the Re = 8000 (left) and the pressure contour map for the Re = 8000 (right).

and the pressure contour maps, respectively. On the coarse mesh, our method has small oscillatory, but when mesh is refined,
we see that the pressure contours are presented with less oscillatory. These results agree with those of [30,31].

7. Conclusion

In this paper, a new multiscale finite element method for the stationary NavierStokes problem is proposed. We analyze
its well-posedness and have obtained the optimal order H 1 -norm error estimate for the velocity and the L2 -norm error
estimate for the pressure respectively. Especially, by making use of a new dual problem and some techniques in the
process of proof, the L2 -norm error estimate for the velocity is yielded. Finally, some numerical examples confirm that
the new multiscale finite element method is efficient for solving the stationary NavierStokes problem, especially for high
Reynolds numbers. And there are many open problems including the possible extension of the method to the time dependent
NavierStokes problem, numerical analysis, more numerical tests etc. to attempt.

Appendix

We now give the detail process of the proof for Lemma 5.2.
 J. Wen, Y. He / Computers and Mathematics with Applications 67 (2014) 125 21

Fig. 4. The velocity streamlines for the Re = 10 000 (left) and the pressure contour map for the Re = 10 000 (right).

Fig. 5. The problem description for the backward facing step.

Fig. 6. The velocity streamlines with different meshes. One by one: on 234,932 and 2989 triangular elements respectively.
22 J. Wen, Y. He / Computers and Mathematics with Applications 67 (2014) 125

Fig. 7. The pressure contour maps with different meshes. One by one: on 234,932 and 2989 triangular elements respectively.

Proof. Define the mesh-dependent norm

hE
(vh , qh )2h := |vh |21, + RFB qh 20,K + [[n vh + qh I n]]20,E .
K h
12
E hint

Taking (uh , ph ) = Th (w, r ) in (5.9), it holds

(uh , qh )2h = w, uh + (r , ph ) wXh |uh |1 + r Mh ph 0 .. (A.1)

Applying Lemma 2.4, we select z (H01 ( ))2 = X such that

ph 0 |z|1 (ph , z) . (A.2)

Let zh be the Clment interpolate of z. Using that (uh , ph ) is the solution of (5.9), (A.2) and Lemma 2.2, we get

ph 0 |z|1 (ph , (z zh )) + (ph , zh )

2ph 0 (z zh )0 + (ph , zh )
hE
2ph 0 |z|1 + ( uh , zh ) + ([[n uh + ph I n]], [[n zh ]])E w, zh
12
E hint

hE
2ph 0 |z|1 + |uh |1 |zh |1 + [[n uh + ph I n]]0,E [[n zh ]]0,E + wXh |zh |1
12
E hint

1
C {(uh , ph )2h + w2X } 2 |z|1 . (A.3)
h

The above inequality means

1
ph 0 C {(uh , ph )2h + w2X } 2 . (A.4)
h
 J. Wen, Y. He / Computers and Mathematics with Applications 67 (2014) 125 23

Combining (A.4) with (A.1), the following inequality can be obtained

1
(uh , qh )2h wXh |uh |1 + r Mh C {(uh , ph )2 + w2X } 2
h

C (w2X + r 2M ). (A.5)
h h

Then we combine (A.4) with (A.5) to get

ph 0 C (wXh + r Mh ). (A.6)

Therefore,
1
|||Th (w, q)||| = |||(uh , ph )||| C {(uh , ph )2h + ph 20 } 2
C (wXh + r Mh ) C (w, r )(Xh Mh ) , (A.7)

which means (5.10) of Lemma 5.2 holds.

Next, we prove (5.11) of Lemma 5.2.
Setting (u, p) = T (w, 0) and (uh , ph ) = Th (w, 0), the proof for (5.11) of Lemma 5.2 is equivalent to proving the following
two inequalities to hold:
(u uh , p ph )h Ch(u2 + |p|1 ), (A.8)
p ph 0 Ch(u2 + |p|1 ). (A.9)
p
In order to prove (A.8), we introduce the interpolate error ( , ) := (u Ih u, p Jh p) and discrete error ( ,
u p
euh eh ) :=
(Ih u uh , Jh p ph ). Then, using Lemma 2.3 and the mesh regularity we obtain
hE
(u , p )2h = |u |21 + RFB p 20,K + [[n u + p I n]]20,E
K h
12
E hint

2 2
Ch u + Ch |p| + C
2
2 2
1 h2E (|u|22,E + |p|21,E )
E hint

Ch2 (u22 + |p|21 ). (A.10)

The above inequality means

(u , p )h Ch(u2 + |p|1 ). (A.11)

Furthermore,
(euh , eph )2h = B((euh , eph ), (euh , eph )) = B((u , p ), (euh , eph ))
= (u , euh ) (p , euh ) + (eph , u )
hE
+ RFB (p , eph ) + ([[n u + p I n]], [[n euh + eph I n]])E
K h
12
E hint

|u |1 |euh |1 + C p 0 |euh |1 + (eph , u ) + RFB p 0,K eph 0,K
K h
hE
+ [[n u + p I n]]0,E [[n euh + eph I n]]0,E
12
E hint

1
C ((u , p )2h + p 20 ) 2 (euh , eph )h + (eph , u ) . (A.12)
p
Now we need to estimate the term ( , u ) of (A.12) and integrate by parts to get
eh

(eph , u ) = ([[eph I n]], u )E ( eph , u )k
E hint K h
p

[[ eh I u
n]]0,E 0,E + C |eph |1,K h2K |u|2,K
E hint K h

21 21
hE p

RFB p 2
C [[ eh I n]]20,E h|u|2 + C | |
e h 1 ,K h|u|2
12 K h
E hint

Ch(euh , eph )h |u|2 . (A.13)

24 J. Wen, Y. He / Computers and Mathematics with Applications 67 (2014) 125

( eph , u )k , we divide into two cases to illustrate:

The last step in (A.13) deserves to be detailed. For the term K h
h2K
The first case: when RFB = 12
, we easily get

21
p
p

RFB p 2
( , u )k C
eh eh 1,K h2K
| | |u|2,K C | |
eh 1,K h|u|2 , (A.14)
K h K h K h

h
The second case: when RFB = 2|uK | , it holds that
h K

( eph , u )k C |eph |1,K h2K |u|2,K
K h K h
1
1 1 1 1 1
Ch 2 hK2 |uh |K 2 |eph |1,K hK2 |u|2,K 2 |uh |K2
K h
21 12

21
uh 0,K
Ch RFB |eph |21,K hK |u|22,K 1
K h K h |K | 2
21 21
3
Ch 2 RFB |eph |21,K |u|2 Ch RFB |eph |21,K |u|2 . (A.15)
K h K h

Then, gathering (A.14) and (A.15) we have

12
p
p
( , )k C
eh u
RFB
eh 21,K
| | h|u|2 , (A.16)
K h K h

which was used in (A.13).

Thanks to (A.13), it follows from (A.12) that
1
(euh , eph )h C ((u , p )2h + p 20 + h2 |u|22 ) 2 Ch(u2 + |p|1 ). (A.17)
Due to (A.11), (A.17) and the triangular inequality, we easily arrive at
(u uh , p ph )h Ch(u2 + |p|1 ). (A.18)
Finally, we prove that (A.9) satisfies.
For that, we use that (see [32]) there exists w (H01 ( ))2 such that w = p ph and |w|1 C p ph 0 where C > 0
depends only on . Let wh = Jh (w) and vh = wh , qh = 0, then by integrating by parts and using the Hlder inequality,
(A.8), Lemma 2.2 and Theorem 5.5, we deduce that

p ph 20 = (p ph , w) = (p ph , (w wh ))K + (p ph , wh )
K h

= ((p ph ), w wh )K + ([[(p ph )I n]], w wh )E + (p ph , wh )
K h E hint

= ((p ph ), w wh )K + ([[(p ph )I n]], w wh )E + ((u uh ), wh )
K h E hint

hE
+ ([[n (u uh ) + (p ph )I n]], [[n wh ]])E
12
E hint
1
C hK |p ph |1,K |w|1,K + [[(p ph )I n]]0,E ChE2 |w|1,E + (u uh , p ph )h p ph 0
K h E hint

12

C RFB
|p ph 21,K
| |w|1 + C hE ([[n (u uh ) + (p ph )I n]]20,E
K h E hint

12
+ [[n (u uh )]] 2
0,E ) p ph 0 + (u uh , p ph )h p ph 0
 J. Wen, Y. He / Computers and Mathematics with Applications 67 (2014) 125 25

C ((u uh , p ph )h + h|u|2 )p ph 0
Ch(|u|2 + |p|1 )p ph 0 , (A.19)
which implies (A.9) holds. 

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