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I. Introduction
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
" ~ 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:
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.
whose elements are denoted by _u=(u, ~o), v = ( v , 0), w = ( w , z), ... and we consider
the following subspaces of Y:
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
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)
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)
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
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
and we consider the following problem: Find a triple (u,p, 2)EV • LZo(12)• Le(f2)
such that
[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:
8u i Ovi 8ui \
a(u'~ u, v) + b(1), y o ) ) - ~ S "r - - --+ uj - - vi | dx =(f,v)
- - r~ ~?xj ~?xj ~xj ]
normed by
II_vltt= Ilvllo,p,~+ Ildiv vllo,n+ It0tlo,n.
Mixed Finite Element Method for the Navier-Stokes Equations 241
normed by
17r = W, 17 = V. (2.28)
Proof. It is sufficient to check the first equality. On one hand, using Green's
formula, we have
v~H(div;~?)c~LP(f2) 2, curlv=0~L2(sQ), v = 0 on F.
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
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)
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:
(Vh, ~h)=(O-Oh, ~h) -- (curl' (gO-- rph), curl'~h) for all ~heMh.
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
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
0=~al,a2~m
tPI(K) if K is a triangle,
(3.3)
PK = .QI(K) if K is a quadrilateral.
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
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,~},
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
-A(q)-q~(h))=O-O h in f2,
~o-q~(h)=O on F.
[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
(curf(qO--Phq~),curf/Ah)= Z f curf(~~ ~
KC'~h K
Hence
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:
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:
a0(_u, _v)+ ~(v, 2) = (g, cudrl q~) for all v =(curf~o, 0 ) e 2 . (4.3)
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
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
Using (4.5) and the fact that _uh-v h belongs to Vh, we may write
and by (3.8)
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,
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
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:
1 1
where - + - = 1.
r s
As (4.12) is unchanged, it follows that the dominating factor is h ~/" [In h[2/'s
Then, by (5.1) and (5.4), we have for all _ue)( and all v cV
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:
and
ao(K * u_,5) =al (U_o; v, u) + a t (v; __uo, u), _u~X, _vcV. (5.7)
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
We want to show that the discrete analogue of the inequality (5.2) holds, i.e.
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
Therefore
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
C(HhYo, ~h, V-h)-- C(Hh~o, Yh, V---h)-- a0(~h, --Vh)-- al (-Uh; Yh, V--h)
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
where
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)}
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
If, in addition, the function t)o belongs to the space HZ+~(f2)c~ W t+ L~(f2), we get
the error bound
P r o o f We may write
On the other hand, it follows from (2.31) and (2.36) that for all W_h~Vh
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
(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
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:
Thus we get
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
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
Theorem 7.1, Assume that the condition (7.4) holds and that there exists a constant
? > 0 independent of h such that
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:
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
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)
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
0<~1 =<i
0 -<_~2_-<S
Again, it can be easily checked that ~e 1~ satisfies div ~ = 0 iff ~ = ~ q~ for some
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
(diVh Vh, qh) = (div Vh, qh) for all qhEQh . (7.20)
diVVh=OCc'diVhVh=O, Vh~YhI.
AS a consequence, we have
and
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)
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
so that
'^
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
0Vl _#F2 63
~2 0~2 t~2 ( v l ~ ~ 2 ~ 2 (/22 o F)
0d2
and a similar expression for ~-~. Therefore, we find
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
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,
Itvhlto,p,~_-
< Ifvllo,p,~+ Ilv--vhllo, p,~<c4lv[1,~<c2c4 [Iqhllo,~.
It remains to find a bound for [10hllO,~. We write
Since
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
Likewise, we have
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
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.
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