J. Korean Math. Soc. 55 (2018), No. 2, pp.

471–506
https://doi.org/10.4134/JKMS.j170303
pISSN: 0304-9914 / eISSN: 2234-3008

ANALYSIS OF SOME PROJECTION METHODS FOR THE

INCOMPRESSIBLE FLUIDS WITH MICROSTRUCTURE

Yao-Lin Jiang and Yun-Bo Yang

Abstract. In this article, some projection methods (or fractional-step

methods) are proposed and analyzed for the micropolar Navier-Stokes
equations (MNSE). These methods allow us to decouple the MNSE sys-
tem into two sub-problems at each timestep, one is the linear and angular
velocities system, the other is the pressure system. Both first-order and
second-order projection methods are considered. For the classical first-
order projection scheme, the stability and error estimates for the linear
and angular velocities and the pressure are established rigorously. In ad-
dition, a modified first-order projection scheme which leads to some im-
proved error estimates is also proposed and analyzed. We also present the
second-order projection method which is unconditionally stable. Ample
numerical experiments are performed to confirm the theoretical predic-
tions and demonstrate the efficiency of the methods.

1. Introduction
The micropolar Navier-Stokes equations (MNSE) is a system of equations
that can describe the evolution of an incompressible fluid whose material par-
ticles possess both translational and rotational degrees of freedom. In fluid
mechanics, we also assume that the material particles do not possess angular
momentum, which leads to the stress tensor is symmetric. However, it is not
satisfactory if the orientability of the material particles is important. For exam-
ple, when anisotropic or polarizable fluids are considered, the conservation of
angular momentum must be taken into account to explain the behavior of such
fluid. For more details, we can see [5, 6, 8, 9, 21, 25] and references therein. The
considered MNSE system is coupled with linear velocity, pressure and angular
velocity, and its dimensionless form is described as follows: For a bounded,

Received May 4, 2017; Revised August 30, 2017; Accepted October 25, 2017.
2010 Mathematics Subject Classification. 65N15, 65N30, 65N12, 65M12.
Key words and phrases. micropolar Navier-Stokes, projection method, error estimates,
decouple method, fluids with microstructure.
This work was supported by the Natural Science Foundation of China (NSFC) under
grant 11371287, 61663043 and the Natural Science Basic Research Plan in Shaanxi Province
of China under grant 2016JM5077.

2018
c Korean Mathematical Society

471
472 Y. L. JIANG AND Y. B. YANG

regular domain Ω ⊂ Rd (d=2 or 3), given final time T , find u : Ω × [0, T ] → Rd ,

p : Ω × [0, T ] → R and w : Ω × [0, T ] → Rd satisfying
ut − (ν + νr )∆u + (u · ∇)u + ∇p = 2νr curl w + f in Ω × [0, T ],
∇ · u = 0 in Ω × [0, T ],
(1)
jwt − (ca + cd )∆w + j(u · ∇)w − (c0 + cd − ca )∇∇ · w + 4νr w
= 2νr curl u + g in Ω × [0, T ],
with boundary condition
(2) u(x, t) = 0, w(x, t) = 0 ∀(x, t) ∈ ∂Ω × [0, T ],
and initial condition
(3) u(x, 0) = u0 , w(x, 0) = w0 ∀x ∈ Ω.
Here u, p, w are the fluid linear velocity, pressure and angular velocity, re-
spectively. The positive constants j, ν, νr , ca , cd and c0 represent the vis-
cosity coefficients, ν is the usual Newtonian viscosity, and νr is the microro-
tation viscosity. Moreover, the constants ca , cd and c0 satisfy the inequality
c0 + cd − ca > 0. The terms f and g represent a smooth, externally applied,
force and moment, respectively. The purpose of this paper is to give and an-
alyze numerical methods for the MNSE system (1)-(3). In order to simplify
notation, we set
(4) ν0 = ν + νr , c1 = ca + cd , c2 = c0 + cd − ca ,
and assume that c1 , c2 > 0 [28]. Furthermore, there is a slight difference in two
and three dimensions. When d = 2, we assume that the velocity component in
the z-direction is zero and the angular velocity is parallel to the z-axis, that is,
u = (u1 , u2 , 0), w = (0, 0, w3 ) [7].
There are numerous works devoted to the mathematical analysis of microp-
olar fluid flows such as the existence and uniqueness of solutions to the MNSE
system, we can see [7, 10, 21]. In [22, 31], optimal control problems associated
with micropolar fluids are studied from the theoretical point of view. Recently,
there are many numerical approaches for solving the MNSE system (1)-(3). For
example, a fully discrete penalty finite element method for the MNSE system
was presented in [27]. In [3], Chen et al. studied a numerical scheme based on
projection method in time and finite-difference in space for solving the unsteady
incompressible micropolar fluid flow problems. A first-order semi-implicit fully
discrete finite element numerical scheme was analyzed by Nochetto et al. [25].
Salgado [28] studied a efficient fully discrete fractional time-stepping method
without projection step for the MNSE system. From the expression of the
MNSE system, we can see that the MNSE system includes not only the incom-
pressibility and strong nonlinearity, but also the coupling between the angular
motion equation and the fluid equations of motion, which leads solving the
numerical solutions of the MNSE system to becomes a very difficult task. If
we solve it directly, it means that we need to find the unknown variables u,
 THE PROJECTION METHODS FOR THE MNSE SYSTEM 473

p and w of the MNSE system simultaneously, therefore, a large nonlinear dis-

crete algebra system is formed. Roughly speaking, it is expensive to find the
numerical solutions of such a large coupled nonlinear system directly by the
standard Galerkin methods. Therefore, it is of practical interest to design
efficient decoupled methods for the MNSE system, such as in [35].
To the best of our knowledge, one of the major difficulties in the numer-
ical simulation of the incompressible flows is that the velocity and the pres-
sure are coupled together by the incompressibility constraint. In the late 60s,
Chorin [4] and Temam [32] proposed the origin of the projection method. This
well known Chorin-Temam projection method is a two-step scheme, comput-
ing firstly an intermediate velocity via a linear elliptic problem and secondly
a velocity-pressure pair via a solenoidal (divergence-free) L2 -projection prob-
lem. Soon afterwards, van Kan [34] derived a modified projection scheme
(called incremental-pressure projection scheme), an explicit pressure term and
a pressure correction term are added in the first step and in the projection
step, respectively. For the variants of the projection methods, we can refer to
the velocity-correction scheme [13], the rotational pressure-correction schemes
[12,15], the consistent-splitting schemes [14,30], the penalty pressure-projection
schemes [1, 19, 20] and the Gauge-Uzawa projection scheme [24]. The big ad-
vantage of the projection methods is that, at each time step, one only needs to
solve a sequence of the decoupled linear elliptic equations for the different vari-
ables, then the computational scale is reduced and a lot of CPU time is saved.
Therefore, the projection method has been widely studied in the incompressible
fluid flow problems.
In this paper, by applying the techniques provided by Shen [29], we consider
some projection methods for the MNSE system (1)-(3). Since the techniques
of the projection methods vary depending on the spatial discretizations and
may obscure the main goal of this paper, we only consider the semidiscrete
presentations of these methods. In these methods, the considered problem
is decoupled into two linear elliptic problems and one Poisson problem. The
rigorously precise error estimates for the linear and angular velocities, and the
pressure are derived. In order to depict our main results, we recall the following
terminology [29]:
Definition 1. Given a Banach space Z with norm k · kZ and set f : [0, T ] → Z
is continuous. Let 0 = t0 < t1 < · · · < tN = T be a uniform partition
of the time interval [0, T ] with time step size ∆t = T /N and tn+1 = (n +
n+1
1)∆t for 0 ≤ n ≤ N − 1. We say f∆t is a weakly order α approximation
of f in Z if there exists a constant C independent of ∆t and n such that
PN −1 n+1
∆t n=0 kf∆t − f (tn+1 )k2Z ≤ C∆t2α , and we say f∆t n+1
is a strongly order α
approximation of f in Z if there exists a constant C independent of ∆t and n
such that max0≤n≤N −1 kf∆t n+1
− f (tn+1 )k2Z ≤ C∆t2α .
We prove that the classical first-order projection scheme for the MNSE sys-
tem provides the weakly first-order approximation of the linear and angular
474 Y. L. JIANG AND Y. B. YANG

velocities in L2 (Ω)d . Despite the incompatible Neumann boundary condition

of the pressure, we prove that this scheme keeps the weakly order 12 approx-
imation to the pressure in L2 (Ω)/R. We also propose a modified first-order
projection scheme and under some further regularity assumptions, we prove
that it provides the strongly first-order approximation to the linear and angular
velocities in L2 (Ω)d and the weakly first-order approximation to the pressure in
L2 (Ω)/R. What’s more, we present the second-order projection method which
is unconditionally stable.
The rest of the paper is organized as follows. Section 2 presents some no-
tations and assumptions, which enable us to derive some regularity results
required by the error analysis. In Section 3, a classical first-order projection
scheme of the MNSE system is developed and analyzed. We first give out this
scheme and present its stability. And then the convergence results of the linear
and angular velocities are established. At the end of this section, some im-
proved error estimates for the linear and angular velocities are obtained, and
the error estimate for the pressure is also provided. In Section 4, we derive
a modified projection scheme and prove that it provides the improved error
estimates for the linear and angular velocities and the pressure. In Section 5,
we present the second-order projection scheme and prove its unconditional sta-
bility. Numerical experiments are shown to validate the accuracy and efficiency
of the numerical schemes in Section 6. Finally, we conclude the article.

2. Mathematical preliminaries
In this paper, the inner product and norm in L2 (Ω) are denoted by (·, ·) and
k · k, respectively. The space H k (Ω) is the standard Hilbertian Sobolev space of
order k with norm k · kk . All other norms will be clearly labeled. For a Banach
space Z, we denote by Lp (0, T ; Z) the time-space function space equipped with
the norm as
  1/p
 RT p
kυkLp (0,T ;Z) = 0
kυk Z dt if 1 ≤ p < ∞,
ess supt∈[0,T ] kυkZ if p = ∞.


For convenience, we often use the abbreviated form Lp (Z) := Lp (0, T ; Z). We
also introduce the time discrete space lp (Z) associated with Lp (Z); lp (Z) is the
space of sequences ω := {ω n : n = 1, . . . , N } with norm k · klp (Z) defined by
PN −1 n+1 p 1/p
  
∆t n=0 kω kZ if 1 ≤ p < ∞,

kωklp (Z) =
n+1
max0≤n≤N −1 kω kZ if p = ∞.


The nature function spaces for our problem are

X := H01 (Ω)d = {v ∈ H 1 (Ω)d : v = 0 on ∂Ω},
Z
2 2

M := L0 (Ω) = ϕ ∈ L (Ω) : ϕdx = 0 .
Ω
 THE PROJECTION METHODS FOR THE MNSE SYSTEM 475

The space H −1 (Ω), the dual space of H01 (Ω), is endowed with the negative
norm  
(f, v)
kf k−1 = sup .
v∈H01 (Ω) k∇vk

We will frequently use, without mention, the following equivalent norms:

kvkH 1 ∼ k∇vk ∀v ∈ H01 (Ω)d , and kvkH 2 ∼ k∆vk ∀v ∈ H 2 (Ω)d ∩ H01 (Ω)d .
The symbols C1 , C2 , . . . are used to denote the generic positive constants inde-
pendent of the time step size ∆t. We denote
H = {u ∈ L2 (Ω)d : ∇ · u = 0, u · ~n = 0 on ∂Ω},
and PH is the orthogonal projector in L2 (Ω)d onto H. And the following
inequality holds [33]:
(5) kPH vki ≤ c(Ω)kvki ∀v ∈ H 1 (Ω)d , i = 0, 1.
Further, we define the space of the divergence-free functions as
V = {v ∈ X : ∇ · v = 0},
and the Stokes operator as
Au = −PH ∆u ∀u ∈ D(A) = V ∩ H 2 (Ω)d .
As pointed out in [11, 29, 33], the Stokes operator A is an unbounded positive
self-adjoint closed operator in H with domain D(A), and its inverse A−1 is
compact in H. Let u ∈ H, by the definition of A, v = A−1 u is the solution of
the following Stokes equations:
− ∆v + ∇p = u, in Ω,
(6) ∇ · v = 0, in Ω,
v = 0, on ∂Ω,
then for all u ∈ H, there exists a constant C1 ≥ 0, such that
(7) kA−1 uks ≤ C1 kuks−2 for s = 1, 2.
1
For the sake of simplicity, we will use (A−1 u, u) 2 as an equivalent norm of
H −1 (Ω)d for u ∈ H [29]. Similarly, we can define the Laplacian operator B on
L2 (Ω)d as
Bψ = −∆ψ ∀ψ ∈ D(B) = X ∩ H 2 (Ω)d .
By the definition of B, ψ = B −1 w is the solution of the following Laplacian
equations:
(8) − ∆ψ = w in Ω; ψ = 0 on ∂Ω
for all w ∈ L (Ω). Furthermore, the solution ψ = B −1 w satisfies
2

(9) kψks = kB −1 wks ≤ C2 kwks−2 for s = 1, 2.

476 Y. L. JIANG AND Y. B. YANG

From (8), we can see that (B −1 w, w) = k∇ψk2 and kwk2−1 = (B −1 w, w) ∀w ∈

L2 (Ω)d . We shall make repeatedly use of the following integration by parts
formula for the curl operator:
(10) (curl w, u) = (w, curl u) ∀u, w ∈ X.
In addition, we recall that the following orthogonal decomposition of X [11,25]
k∇uk2 = kcurl uk2 + k∇ · uk2 ∀u ∈ X,
which implies
(11) kcurl uk2 ≤ k∇uk2 ∀u ∈ X.
We will use the following trilinear form b : X × X × X → R by
d Z
X ∂vj
(12) b(u, v, w) = ui wj dx ∀u, v, w ∈ X,
i,j=1 Ω
∂xi

which is skew-symmetric with respect to its last two arguments, i.e.,

(13) b(u, v, w) = −b(u, w, v) ∀u ∈ H, v, w ∈ X.
In particular, we have
(14) b(u, v, v) = 0 ∀u ∈ H, v ∈ X.
In addition, we give out the following estimates of the trilinear form
b(·, ·, ·) which follow by the Hölder inequality and the Sobolev inequalities
([23, 33]):
b(u, v, w) ≤ ck∇ukk∇vkk∇wk ∀u, v, w ∈ X,
b(u, v, w) ≤ ckuk2 k∇vkkwk ∀u ∈ (H 2 (Ω))d , v ∈ X, w ∈ (L2 (Ω))d ,
(15)
b(u, v, w) ≤ ckukk∇vkkwk2 ∀u ∈ (L2 (Ω))d , v ∈ X, w ∈ (H 2 (Ω))d ,
b(u, v, w) ≤ ckukkvk2 k∇wk ∀u ∈ (L2 (Ω))d , v ∈ (H 2 (Ω))d , w ∈ X.
The discrete Gronwall’s lemma plays an important role in the analysis, we
recall from [17] as follows:
Lemma 2.1 (Discrete Gronwall Inequality). Let ∆t, H and an , bn , cn , dn (for
integers n ≥ 0) be nonnegative numbers such that
l
X l
X l
X
(16) al + ∆t bn ≤ ∆t dn an + ∆t cn + H for l ∈ N.
n=0 n=0 n=0

Suppose that ∆tdn < 1, for all n, and set σn = (1 − ∆tdn )−1 , then
Xl  X l  X l 
(17) al + ∆t bn ≤ exp ∆t σn dn ∆t cn + H for l ∈ N.
n=0 n=0 n=0

Remark 2.2. If the first sum on the right of (16) extends only up to l − 1, then
estimate (17) holds for all ∆t > 0 with σn = 1.
 THE PROJECTION METHODS FOR THE MNSE SYSTEM 477

Furthermore, the Young’s and Poincaré’s inequalities will be used frequently

throughout our analysis

ε p ε−q/p q 1 1
ab ≤ a + b , a, b, p, q, ε ∈ R, + = 1, p, q ∈ (1, ∞), ε > 0.
p q p q
kυk ≤ Cp k∇υk ∀υ ∈ X, Cp = Cp (Ω).

In our presentation, we will assume that the data u0 , w0 and f, g are

sufficiently smooth; and if d = 3 we will also assume that a strong solution of
system (1) exists in the whole interval [0, T ]. In particular, we assume
(A1) u0 ∈ H 2 (Ω)d ∩ V , w0 ∈ H 2 (Ω)d ∩ X, f, g ∈ L∞ (0, T ; L2 (Ω)d ) ∩
L2 (0, T ; H 1 (Ω)d ).
(A2) supt∈[0,T ] {ku(t)k1 + kw(t)k1 } ≤ C3 .
Hereafter, we denote a generic positive constant c whose value depends only
on Ω, j, ν0 , c1 , c2 , νr , T and constants from various Sobolev inequalities. We will
use the symbol C as a generic positive constant which may additionally depend
on u0 , w0 , f, g, α and the solution u, w through the constant C3 in (A2).
Under the assumptions (A1) and (A2), we can show that the solution of
system (1) satisfies

(18) sup {ku(t)k2 + kw(t)k2 + kut (t)k + kwt (t)k + k∇p(t)k} ≤ C,

t∈[0,T ]

and
Z T
(19) {kut (t)k1 + kwt (t)k1 } ≤ C.
0

Lemma 2.3. Under the assumptions (A1)-(A2), and ft , gt ∈ L2 (0, T ; H −1 (Ω)d ),

then we have
Z T Z T
kutt k−1 dt ≤ C and kwtt k−1 dt ≤ C.
0 0

Proof. Taking the time derivative in the first equation in (1) and testing the
result equation by v ∈ V , one has
hutt , vi + ν0 (∇ut , ∇v) + b(ut , u, v) + b(u, ut , v) = 2νr (curl wt , v) + (ft , v).

Choosing v = A−1 utt to arrive at

ν0 d
kutt k2−1 + kut k2 = −b(ut , u, A−1 utt ) − b(u, ut , A−1 utt )
(20) 2 dt
+ 2νr (curl wt , A−1 utt ) + (ft , A−1 utt ).

Now, we estimate the terms on the right-hand side of (20). For the linear terms,
using (7) and the Cauchy-Schwarz and Young’s inequalities, the integration by
478 Y. L. JIANG AND Y. B. YANG

parts formula (10), and the inequality (11) to arrive at

2νr (curl wt , A−1 utt ) = 2νr (wt , curl A−1 utt )
≤ 2νr kwt kk∇A−1 utt k
1
≤ kutt k2−1 + cνr2 kwt k2 ,
8
and
1
(ft , A−1 utt ) ≤ kft k−1 k∇A−1 utt k ≤
kutt k2−1 + 2kft k2−1 .
8
For the nonlinear terms, applying (15), (7) and (A2), we have
1
|b(ut , u, A−1 utt )| ≤ ckut k1 kuk1 kA−1 utt k1 ≤ kutt k2−1 + Ckut k21 .
8
Similarly,
1
|b(u, ut , A−1 utt )| ≤ ckuk1 kut k1 kA−1 utt k1 ≤ kutt k2−1 + Ckut k21 .
8
Combining above estimates into (20), one has
d
(21) kutt k2−1 + ν0 kut k2 ≤ Ckut k21 + Cνr2 kwt k2 + 4kft k2−1 .
dt
Next, taking the time derivative in the third equation in (1) and testing the
result equation by ψ ∈ X, one has
jhwtt , ψi + c1 (∇wt , ∇ψ) + jb(ut , w, ψ) + jb(u, wt , ψ) + c2 (∇ · wt , ∇ · ψ)
+ 4νr (wt , ψ) = 2νr (curl ut , ψ) + (gt , ψ).

Choosing ψ = B −1 wtt , and using the analogous ways as above, we get

d C Cc22
jkwtt k2−1 + c1 kwt k2 ≤ (kut k21 + kwt k21 ) + k∇wt k2
dt j j
(22)
Cνr2 c
+ kwt k2 + kgt k2−1 + Ckwt k2 .
j j
Finally, integrating (21) and (22) over [0, T ], using (18), (19), we obtain the
desired estimates and complete this proof. 

3. A first-order projection scheme for the MNSE system

In this section, the classical time discrete first-order projection method for
the time-dependent micropolar Navier-Stokes equations is proposed and ana-
lyzed. Firstly, we present this scheme as follows:
Algorithm 3.1 (First-order projection scheme). Taking u0 = ũ0 = u0 , w0 =
w0 , we find un+1 , pn+1 , wn+1 by the following two steps:
 THE PROJECTION METHODS FOR THE MNSE SYSTEM 479

Step 1: Find an intermediate linear velocity ũn+1 and the angular velocity
wn+1 such that

ũn+1 − un
− ν0 ∆ũn+1 + (un · ∇)ũn+1 = 2νr curl wn + f (tn+1 ) in Ω,
∆t
wn+1 − wn
(23) j − c1 ∆wn+1 + j(un · ∇)wn+1 − c2 ∇∇ · wn+1 + 4νr wn+1
∆t
= 2νr curl ũn+1 + g(tn+1 ) in Ω,
ũn+1 = 0, wn+1 = 0 on ∂Ω.

Step 2: Given ũn+1 from Step 1, then find un+1 and pn+1 such that

un+1 − ũn+1
+ ∇pn+1 = 0 in Ω,
∆t
(24) ∇ · un+1 = 0 in Ω,
un+1 · ~n = 0 on ∂Ω.

Remark 3.2. System (23) is decoupled into two linear elliptic problems, which
can be solved by the standard procedure. This is to say, ũn+1 and wn+1 can
be solved separately by two linear algebra systems. And the existence and
uniqueness of numerical solutions in (23) can be ensured by the classical Lax-
Milgram theorem.

Remark 3.3. From the definition of PH , we can readily check that system (24)
is equivalent to un+1 = PH ũn+1 . By applying the divergence operator to the
first equation in (24), we can get a equivalent form of Step 2 as follows.
Sub-step 1: Find pn+1 such that

1
∆pn+1 = ∇ · ũn+1 in Ω,
∆t
∇pn+1 · ~n = 0 on ∂Ω.

Sub-step 2: Find un+1 as

un+1 = ũn+1 − ∆t∇pn+1 .

3.1. Stability analysis

Now, we consider the stability of Algorithm 3.1.

Theorem 3.4. Under the assumptions of (A1)-(A2), and let (ũn+1 , un+1 ,
wn+1 , pn+1 ) be the solution of Algorithm 3.1, then, for all 0 ≤ l ≤ N − 1,
480 Y. L. JIANG AND Y. B. YANG

there exists a constant C4 = C4 (j, ν, c1 , νr , f, g, u0 , w0 , T, Cp ) > 0, such that

kũl+1 k2 + kul+1 k2 + (j + 4νr ∆t)kwl+1 k2

l
X
kũn+1 − un k2 + jkwn+1 − wn k2


+
(25) n=0
l
X
νk∇ũn+1 k2 + c1 k∇wn+1 k2 + c2 k∇ · wl+1 k2 ≤ C4 .


+ ∆t
n=0

Proof. Multiplying the first equation and the second equation in (23) by
2∆tũn+1 and 2∆twn+1 , respectively, and integrating in Ω and using the iden-
tity 2a(a − b) = |a|2 − |b|2 + |a − b|2 and (14), we obtain

kũn+1 k2 − kun k2 + kũn+1 − un k2 + 2ν0 ∆tk∇ũn+1 k2

(26)
= 4νr ∆t(curl wn , ũn+1 ) + 2∆t(f (tn+1 ), ũn+1 ),

and
j(kwn+1 k2 − kwn k2 + kwn+1 − wn k2 ) + 2c1 ∆tk∇wn+1 k2
(27) + 2c2 ∆tk∇ · wn+1 k2 + 8νr ∆tkwn+1 k2
= 4νr ∆t(curl ũn+1 , wn+1 ) + 2∆t(g(tn+1 ), wn+1 ).

Making use of the Cauchy-Schwarz and Young’s inequalities, the integration

by parts formula (10), and the inequality (11), we estimate the terms on the
right-hand side of (26) and (27) as follows

4νr ∆t(curl wn , ũn+1 ) = 4νr ∆t(wn , curl ũn+1 )

≤ 4νr ∆tkwn kkcurl ũn+1 k
≤ 4νr ∆tkwn k2 + νr ∆tk∇ũn+1 k2 ,

2∆t(f (tn+1 ), ũn+1 ) ≤ 2∆tCp kf (tn+1 )kk∇ũn+1 k

∆tCp2
≤ ν∆tk∇ũn+1 k2 + kf (tn+1 )k2 ,
ν

4νr ∆t(curl ũn+1 , wn+1 ) ≤ 4νr kcurl ũn+1 kkwn+1 k

≤ νr ∆tk∇ũn+1 k2 + 4νr ∆tkwn+1 k2 ,
and
2∆t(g(tn+1 ), wn+1 ) ≤ 2∆tCp kg(tn+1 )kk∇wn+1 k
∆tCp2
≤ c1 ∆tk∇wn+1 k2 + kg(tn+1 )k2 .
c1
 THE PROJECTION METHODS FOR THE MNSE SYSTEM 481

Adding (26) and (27), and combining above estimates, we get

kũn+1 k2 − kun k2 + kũn+1 − un k2 + ν∆tk∇ũn+1 k2

+ (j + 4νr ∆t)kwn+1 k2 − (j + 4νr ∆t)kwn k2 + jkwn+1 − wn k2
(28) + c1 ∆tk∇wn+1 k2 + 2c2 ∆tk∇ · wn+1 k2
∆tCp2 ∆tCp2
≤ kf (tn+1 )k2 + kg(tn+1 )k2 .
ν c1

Testing the first equation in (24) by un+1 , we find

1 n+1 2 1 n+1 2
kun+1 k2 = (ũn+1 , un+1 ) ≤ kũ k + ku k ,
2 2
and thus

(29) kun+1 k2 ≤ kũn+1 k2 .

Combining (29) into (28), and taking the sum of the result equation from n = 0
to l (0 ≤ l ≤ N − 1), one has
l
X
kul+1 k2 + (j + 4νr ∆t)kwl+1 k2 + kũn+1 − un k2 + jkwn+1 − wn k2


n=0
l
X
νk∇ũn+1 k2 + c1 k∇wn+1 k2 + c2 k∇ · wl+1 k2


+ ∆t
n=0
Cp2 T Cp2 T
≤ kf k2l∞ (L2 ) + kgk2l∞ (L2 ) + ku0 k2 + (j + 4νr ∆t)kw0 k2 .
ν c1
Applying estimate (29) again, we obtain the desired estimate (25) and complete
this proof. 

3.2. Convergence analysis

In this section, we will obtain the error estimates for the linear and angular
velocities and the pressure. For this, we define the following errors at t = tn+1
by
ẽn+1
u := u(tn+1 ) − ũn+1 , en+1
u := u(tn+1 ) − un+1 ,
en+1
w := w(tn+1 ) − wn+1 , en+1
p := p(tn+1 ) − pn+1 .
Taking t = tn+1 in (1) yields

u(tn+1 ) − u(tn )
− ν0 ∆u(tn+1 ) + (u(tn+1 ) · ∇)u(tn+1 ) + ∇p(tn+1 )
(30) ∆t
= 2νr curl w(tn+1 ) + f (tn+1 ) + Rn+1
u ,
482 Y. L. JIANG AND Y. B. YANG

and
w(tn+1 ) − w(tn )
j − c1 ∆w(tn+1 ) + j(u(tn+1 ) · ∇)w(tn+1 )
∆t
(31) − c2 ∇∇ · w(tn+1 ) + 4νr w(tn+1 )
= 2νr curl u(tn+1 ) + g(tn+1 ) + Rn+1
w ,

where
Z tn+1 Z tn+1
1 1
Rn+1
u =− (t − tn )utt (t)dt, Rn+1
b =− (t − tn )wtt (t)dt.
∆t tn ∆t tn

By the Hölder inequality, we know

Z tn+1
1 2
kRn+1
u k 2
−1 = 2
(t − tn )utt dt −1
∆t tn
Z tn+1 Z tn+1
1 2
(32) ≤ (t − t n ) dt kutt k2−1 dt
∆t2 tn tn
∆t tn+1
Z
≤ kutt k2−1 dt.
3 tn

Similarly, we have
Z tn+1
∆t
(33) kRn+1 2
w k−1 ≤ kwtt k2−1 dt.
3 tn

Theorem 3.5. Under the assumptions of Lemma 2.3, for all 0 ≤ l ≤ N − 1,

the following error estimates hold:
(34)
kel+1 2 l+1 2
u k + kẽu k
l
X 1
kẽn+1 − enu k2 + ken+1 − ẽn+1 k2 + ken+1 − en+1 2

+ u u u w w k
n=0
2
l
X 1
(ν + ν0 )(k∇ẽn+1 k2 + k∇en+1 k2 ) + c1 k∇en+1 2 n+1 2

+ ∆t u u w k + 2c2 k∇ · ew k
n=0
2
≤ C∆t.

Proof. Subtracting the first equation and the third equation in (23) from (30)
and (31), respectively, we arrive at

ẽn+1
u − enu
− ν0 ∆ẽn+1
u
∆t
(35) = − (u(tn+1 ) − u(tn )) · ∇ũn+1 − (enu · ∇)ũn+1 − (u(tn+1 ) · ∇)ẽn+1
u

− ∇p(tn+1 ) + 2νr curl (w(tn+1 ) − w(tn )) + 2νr curl enw + Rn+1

u ,
 THE PROJECTION METHODS FOR THE MNSE SYSTEM 483

and

en+1
w − enw
j − c1 ∆en+1
w − c2 ∇(∇ · en+1 n+1
w ) + 4νr ew
∆t
(36) = − j(u(tn+1 ) − u(tn )) · ∇wn+1 − j(enu · ∇)wn+1
− j(u(tn+1 ) · ∇)en+1
w + 2νr curl en+1
u + Rn+1
w .

Testing (35) and (36) by 2∆tẽn+1

u and 2∆ten+1
w , respectively, one has

kẽn+1
u k2 − kenu k2 + kẽn+1
u − enu k2 + 2∆tν0 k∇ẽn+1
u k2
= − 2∆tb(u(tn+1 ) − u(tn ), ũn+1 , ẽn+1
u ) − 2∆tb(enu , ũn+1 , ẽn+1
u )
− 2∆tb(u(tn+1 ), ẽn+1
u , ẽn+1
u ) + 4νr ∆t curl (w(tn+1 ) − w(tn )), ẽn+1
u )
(37)
− 2∆t(∇p(tn+1 ), ẽn+1
u ) + 4νr ∆t(curl enw , ẽn+1
u ) + 2∆t(Rn+1
u , ẽn+1
u )
7
X
= Ai ,
i=1

and

j(ken+1 2 n 2 n+1
w k − kew k + kew − enw k2 ) + 2c1 ∆tk∇en+1
w k
2

+ 2c2 ∆tk∇ · en+1 2 n+1 2

w k + 8νr ∆tkew k

= − 2j∆tb(u(tn+1 ) − u(tn ), wn+1 , en+1 n

w ) − 2j∆tb(eu , w
n+1 n+1
, ew )
(38)
− 2j∆tb(u(tn+1 ), en+1 n+1 n+1 n+1
w , ew ) + 4νr ∆t(curl ẽu , ew )
12
X
+ 2∆t(Rn+1 n+1
w , ew ) = Ai .
i=8

Next, we estimate A1 , . . . , A12 , below. By using (14), (15) and (18), we have

A1 = −2∆tb(u(tn+1 ) − u(tn ), u(tn+1 ), ẽn+1

u )
≤ c∆tku(tn+1 ) − u(tn )kku(tn+1 )k2 k∇ẽn+1
u k
≤ c∆tku(tn+1 ) − u(tn )kk∇ẽn+1
u k
2 Z tn+1
ν0 ∆t C∆t
≤ k∇ẽun+1 k2 + kut k2 dt,
5 ν0 tn
A2 = −2∆tb(enu , u(tn+1 ), ẽn+1
u )
≤ c∆tkenu kku(tn+1 )k2 k∇ẽn+1
u k
ν0 ∆t C∆t
≤ k∇ẽun+1 k2 + kenu k2 ,
5 ν0
A3 = 0.
484 Y. L. JIANG AND Y. B. YANG

Applying the integration by parts formula (10), and the inequality (11), we can
bound A4 and A6 as
A4 = 4νr ∆t w(tn+1 ) − w(tn ), curl ẽn+1
u )
≤ 4νr ∆tk∇ẽn+1
u kkw(tn+1 ) − w(tn )k
cνr2 ∆t2 tn+1
Z
ν0 ∆t n+1 2
≤ k∇ẽu k + kwt k2 dt,
5 ν0 tn

and
A6 = 4νr ∆t(enw , curl ẽn+1
u )
ν0 ∆t cν 2 ∆t
≤ k∇ẽn+1
u k2 + r kenw k2 .
5 ν0
To bound A5 , we use the fact that ∇ · enu = 0 in Ω and enu · ~n = 0 on ∂Ω, one
has
A5 = −2∆t(∇p(tn+1 ), ẽn+1 u − enu )
1
≤ kẽn+1 − enu k2 + 2∆t2 k∇p(tn+1 )k2 .
2 u
By (32), we have
A7 ≤ 2∆tkRn+1
u k−1 k∇ẽn+1
u k
ν0 ∆t c∆t
≤ k∇ẽn+1
u k2 + kRn+1
u k2−1
5 ν0
c∆t2 tn+1
Z
ν0 ∆t
≤ k∇ẽn+1
u k 2
+ kutt k2−1 dt.
5 ν0 tn
With the analogous ways, we estimate the rest terms as follows:
C∆t2 tn+1
Z
c1 ∆t n+1 2
A8 ≤ k∇ew k + kut k2 dt,
3 c1 tn
c1 ∆t n+1 2 c∆t n 2
A9 ≤ k∇ew k + keu k ,
3 c1
A10 = 0,
νr ∆t
A11 ≤ 8νr ∆tken+1 2
w k + k∇ẽn+1
u k2 ,
2
c∆t2 tn+1
Z
c1 ∆t n+1 2
A12 ≤ k∇ew k + kwtt k2−1 dt.
3 c1 tn
Adding (37) and (38) and combining the estimates A1 to A12 into the resulting
inequality, one has
(39)
1 ∆t
kẽn+1
u k2 − kenu k2 + kẽn+1
u − enu k2 + (ν + ν0 )k∇ẽn+1
u k2
2 2
+ j(ken+1 2 n 2
w k −kew k + kew
n+1
− enw k2 ) + c1 ∆tk∇en+1 2 n+1 2
w k + 2c2 ∆tk∇ · ew k
 THE PROJECTION METHODS FOR THE MNSE SYSTEM 485

C∆t n 2 c∆t n 2 cνr2 ∆t n 2 C∆t2 tn+1

Z
≤ keu k + keu k + kew k + kut k2 dt
ν0 c1 ν0 ν0 tn
C∆t2 tn+1 cν 2 ∆t2 tn+1 c∆t2 tn+1
Z Z Z
+ kut k2 dt + r kwt k2 dt + kutt k2−1 dt
c1 tn ν0 tn ν0 tn
c∆t2 tn+1
Z
+ kwtt k2−1 dt + 2∆t2 k∇p(tn+1 )k2 .
c1 tn
By adding and subtracting the term u(tn+1 ) in (24), we have
en+1
u − ẽun+1
− ∇pn+1 = 0 in Ω,
∆t
(40) ∇ · en+1 = 0 in Ω,
u

en+1
u · ~n = 0 on ∂Ω.
Testing the first equation in (40) by 2∆ten+1
u , we get
(41) ken+1
u k2 − kẽn+1
u k2 + ken+1
u − ẽn+1
u k2 = 0.
Adding (39) and (41), and summing up from n = 0 to l (0 ≤ l ≤ N − 1), using
the regularity of u and w along with Lemma 2.3 and the discrete Gronwall
inequality, one has
l
X 1
kel+1 2 l+1 2
kẽn+1 − enu k2 + ken+1 − ẽn+1 k2 + ken+1 − enw k2

u k + jkew k + u u u w
n=0
2
l
X 1
(ν + ν0 )k∇ẽn+1 k2 + c1 k∇en+1 2 n+1 2

+ ∆t u w k + 2c2 k∇ · ew k
n=0
2
≤ C∆t.
Thanks to (41) and (5), we can derive that
l
∆t X
kẽl+1 2
u k + (ν + ν0 )k∇ẽn+1
u k2 ≤ C∆t ∀0 ≤ l ≤ N − 1,
2 n=0

and now the proof is completed. 

Remark 3.6. The assumption (A2) and (34) imply that un+1 , ũn+1 and wn+1
are uniform bound in l∞ (H 1 ):
(42) k∇un+1 kl∞ (L2 ) + k∇ũn+1 kl∞ (L2 ) + k∇wn+1 kl∞ (L2 ) ≤ C.
3.3. Improved error estimates
In this section, we will use the results of Theorem 3.5 to improve the error
estimates for the linear and angular velocities, and we will also derive an error
estimate for the pressure. Our main result in this section is the following
theorem.
486 Y. L. JIANG AND Y. B. YANG

Theorem 3.7. Under the assumptions of Lemma 2.3, and let (un+1 , ũn+1 ,
pn+1 , wn+1 ) be the solution of Algorithm 3.1, then both un+1 and ũn+1 are
weakly first-order approximations to u(tn+1 ) in L2 (Ω)d , and wn+1 is the weakly
first-order approximation to w(tn+1 ) in L2 (Ω)d . In addition, pn+1 as well as
(I − ∆tν0 ∆)pn+1 are weakly order 21 approximations to p(tn+1 ) in L2 (Ω)/R.
More precisely, we have following error estimates:
N
X −1 N
X −1
(43) ν0 ∆t (ken+1
u k2 + kẽn+1
u k2 ) + c1 ∆t ken+1 2 2
w k ≤ C∆t ,
n=0 n=0

and
(44)
N
X −1
kp(tn+1 ) − pn+1 k2L2 (Ω)/R + kp(tn+1 ) − (I − ∆tν0 ∆)pn+1 k2L2 (Ω)/R
 
∆t
n=0
≤ C∆t.
Proof. (i) Error estimate for the linear and angular velocities. Adding the first
equation in (23) and the first equation in (24) provides
(45)
un+1 − un
− ν0 ∆ũn+1 + (un · ∇)ũn+1 + ∇pn+1 = 2νr curl wn + f (tn+1 ).
∆t
Subtracting (45) and the second equation in (23) from (30) and (31), respec-
tively, we have
en+1
u − enu
− ν0 ∆ẽn+1
u + ∇en+1
p
∆t
= − (u(tn+1 ) − u(tn )) · ∇ũn+1 − (enu · ∇)ũn+1
(46) − (u(tn+1 ) · ∇)ẽn+1 − ∇p(tn+1 ) + 2νr curl (w(tn+1 ) − w(tn ))
u

+ 2νr curl enw + Rn+1

u ,
∇ · en+1
u = 0, en+1
u · ~n|∂Ω = 0,
and
en+1
w − enw
j − c1 ∆en+1
w − c2 ∇(∇ · en+1 n+1
w ) + 4νr ew
∆t
(47) = − j(u(tn+1 ) − u(tn )) · ∇wn+1
− j(enu · ∇)wn+1 − j(u(tn+1 ) · ∇)en+1
w + 2νr curl en+1
u + Rn+1
w .

Because en+1
u is only in H, so it is not appropriate to test (46) by en+1
u . If do
it, the extra tangential boundary terms appearing when integrating by parts.
Hence, we will test (46) by a smoother function A−1 en+1 u . In order to keep
consistent, we test (47) by another smooth function B −1 en+1 w . We first deal
−1 n+1 −1 n+1
with the terms −h∆ẽn+1 u , A e u i, −h∆e n+1
w , B ew i and (∇ · en+1
w ,∇ ·
−1 n+1
B ew ).
 THE PROJECTION METHODS FOR THE MNSE SYSTEM 487

Set u = en+1
u in (6) and let (v, p) be the solution of the corresponding Stokes
equation. Then we know v = A−1 en+1 u and
kvk2 + k∇pk ≤ cken+1
u k and − ∆A−1 en+1
u = −∆v = en+1 − ∇p.
Noticing that ẽn+1
u , A−1 en+1
u ∈ H01 (Ω)d , by integration by parts, one has
−h∆ẽn+1
u , A−1 en+1
u i = (ẽn+1
u , en+1
u − ∇p) = ken+1
u k2 − (ẽn+1
u − en+1
u , ∇p).
On the other hand, we have
(ẽn+1
u − en+1
u , ∇p) ≤ kẽn+1
u − en+1
u kk∇pk
≤ ckẽn+1
u − en+1
u kken+1
u k
1 n+1 2
≤ ke k + ckẽn+1 − en+1 k2 ,
20 u u u

which leads to
19 n+1 2
−h∆ẽn+1
u , A−1 en+1
u i≥ke k − ckẽn+1 − en+1 k2 .
20 u u u

−1 n+1 −1 n+1
For the terms −h∆en+1
w ,B ew i and (∇·en+1
w , ∇·B ew ). We set w = en+1
w
−1 n+1
in (8), and then we know ψ = B ew . By integration by parts, we have
−1 n+1 −1 n+1
−h∆en+1
w ,B ew i = hen+1
w , −∆B ew i = hen+1 n+1 2
w , −∆ψi = kew k ,

−1 n+1
(∇ · en+1
w ,∇ · B ew ) = (∇ · en+1
w , ∇ · ψ)
−1
= (∇ · en+1
w ,B (∇ · en+1
w ))

= k∇ · en+1 2
w k−1 .

Now, testing (46) and (47) by 2∆tA−1 en+1 u and 2∆tB −1 en+1w , respectively, and
−1
noticing that (∇p, A u) = 0 ∀u ∈ H, one has
(48)
19ν0 ∆t n+1 2
ken+1
u k2−1 − kenu k2−1 + ken+1
u − enu k2−1 + keu k
10
≤ − 2∆tb(u(tn+1 ) − u(tn ), ũn+1 , A−1 en+1u ) − 2∆tb(enu , ũn+1 , A−1 en+1
u )
n+1 −1 n+1 −1 n+1


− 2∆tb(u(tn+1 ), ẽu , A eu ) + 4νr ∆t curl(w(tn+1 ) − w(tn )), A eu
6
X
+ 4νr ∆t curl enw , A−1 en+1 + 2∆t(Rn+1 , A−1 en+1


u u u )= Bi ,
i=1

and
(49)

j(ken+1 2 n 2 n+1
w k−1 − kew k−1 + kew − enw k2−1 ) + 2c1 ∆tken+1
w k
2

+ 2c2 ∆tk∇ · en+1 2 n+1 2

w k−1 + 8∆tνr kew k−1

= − 2j∆tb(u(tn+1 ) − u(tn ), wn+1 , B −1 en+1 n

w ) − 2j∆tb(eu , w
n+1
, B −1 en+1
w )
n+1 −1 n+1 n+1 −1 n+1


− 2j∆tb(u(tn+1 ), ew , B ew ) + 4νr ∆t curl eu , B ew
488 Y. L. JIANG AND Y. B. YANG

11
X
−1 n+1
+ 2∆t(Rn+1
w ,B ew ) = Bi .
i=7

We estimate B1 , . . . , B11 below. Firstly, for B1 , we have

B1 = − 2∆tb(u(tn+1 ) − u(tn ), u(tn+1 ), A−1 en+1
u )
(1) (2)
+ 2∆tb(u(tn+1 ) − u(tn ), ẽn+1
u , A−1 en+1
u ) = B1 + B1 .
Using (7), (15), (18) and noticing the fact that
(50) kuk−1 ≤ ckuk ∀u ∈ L2 (Ω),
we can derive
(1)
B1 ≤ c∆tku(tn+1 ) − u(tn )kku(tn+1 )k2 k∇A−1 en+1
u k
t
ν0 ∆t n+1 2 C∆t2
Z n+1

≤ keu k + kut k2 dt,

10 ν0 tn
(2)
B1 ≤ c∆tku(tn+1 ) − u(tn )kk∇ẽn+1
u kkA−1 en+1
u k2
t
ν0 ∆t n+1 2 c∆t2
Z n+1

kut k2 dt k∇ẽn+1 k2


≤ keu k + u
10 ν0 tn
ν0 ∆t n+1 2 C∆t3
≤ keu k + k∇ẽn+1
u k2 .
10 ν0
For B2 , we know
B2 = −2∆tb(enu , u(tn+1 ), A−1 en+1
u ) + 2∆tb(enu , ẽn+1
u , A−1 en+1
u )
(1) (2)
= B2 + B2 .
Using (7), (15), (18) and (50) along with Theorem 3.5 and the triangle inequal-
ity results in
(1)
B2 ≤ c∆tkenu kku(tn+1 )k2 k∇A−1 en+1
u k
ν0 ∆t n+1 2 C∆t n+1 2
≤ (keu k + ken+1 u − ẽn+1
u k2 + kẽn+1
u − enu k2 ) + keu k−1 ,
10 ν0
(2)
B2 ≤ c∆tkenu kk∇ẽn+1
u kkA−1 en+1
u k2
≤ c∆tkenu kk∇ẽn+1
u kken+1
u k
3
≤ c∆t 2 k∇ẽn+1
u kken+1
u k
ν0 ∆t n+1 2 c∆t2
≤ keu k + k∇ẽn+1
u k2 .
10 ν0
Applying (13), (15), (18) and (41) yields
B3 = 2∆tb(u(tn+1 ), A−1 en+1
u , ẽn+1
u )
≤ c∆tku(tn+1 )k2 k∇A−1 en+1
u kkẽn+1
u k
 THE PROJECTION METHODS FOR THE MNSE SYSTEM 489

ν0 ∆t n+1 2 C∆t n+1 2

≤ kẽu k + kẽu k−1
10 ν0
ν0 ∆t n+1 2 C∆t n+1 2
≤ (keu k + ken+1
u − ẽn+1
u k2 ) + kẽu k−1 .
10 ν0
Using the integration by parts formula (10), the inequality (11) and the triangle
inequality to reveal
B4 = 4νr ∆t w(tn+1 ) − w(tn ), curl A−1 en+1
u )
≤ cνr ∆tkw(tn+1 ) − w(tn )kk∇A−1 en+1u k
2 2 Z tn+1
ν0 ∆t n+1 2 cνr ∆t
≤ keu k + kwt k2 dt,
10 ν0 tn
B5 = 4νr ∆t enw , curl A−1 en+1


u

≤ cνr ∆tkenw kk∇A−1 en+1

u k
c1 ∆t n+1 2 cν 2 ∆t
≤ (kew k + ken+1
w − enw k2 ) + r ken+1u k2−1 .
6 c1
By (32), (7) and (50), we find
B6 = 2∆tkRn+1
u k−1 k∇A−1 en+1
u k
≤ c∆tkRn+1
u k−1 ken+1
u k
tn+1
ν0 ∆t n+1 2 c∆t2
Z
≤ keu k + kutt k2−1 dt.
10 νr tn

Using the similar techniques, we bound the rest terms as follows:

B7 = −2j∆tb(u(tn+1 ) − u(tn ), w(tn+1 ), B −1 en+1
w )
−1 n+1 (1) (2)
+ 2j∆tb(u(tn+1 ) − u(tn ), en+1
w ,B ew ) = B7 + B7 ,
where
tn+1
c1 ∆t n+1 2 Cj 2 ∆t2
Z
(1)
B7 ≤ kew k + kut k2 dt,
6 c1 tn

(2) c1 ∆t n+1 2 Cj 2 ∆t3

B7 ≤ kew k + k∇en+1 2
w k .
6 c1
Likewise,
B8 = −2j∆tb(enu , w(tn+1 ), B −1 en+1
w )
−1 n+1 (1) (2)
+ 2j∆tb(enu , en+1
w ,B ew ) = B8 + B8 ,
where
(1) ν0 ∆t n+1 2 Cj 2 ∆t2 n+1 2
B8 ≤ (keu k + ken+1
u − ẽn+1 2
u k + kẽ n+1
u − e n 2
u k ) + kew k−1 ,
10 ν0
(2) c1 ∆t n+1 2 Cj 2 ∆t2
B8 ≤ kew k + k∇en+1 2
w k .
6 c1
490 Y. L. JIANG AND Y. B. YANG

Next,
c1 ∆t n+1 2 Cj 2 ∆t n+1 2
B9 ≤ kew k + kew k−1 ,
6 c1
ν0 ∆t n+1 2 cνr2 ∆t n+1 2
B10 ≤ keu k + kew k−1 ,
10 ν0
c1 ∆t n+1 2 c∆t2 tn+1
Z
B11 ≤ kew k + kwtt k2−1 dt.
6 c1 tn
Adding (48) and (49), dropping out some non-negative terms, and absorbing
the constants into C, one has
ken+1
u k2−1 − kenu k2−1 + ken+1
u − enu k2−1 + ν0 ∆tken+1
u k2
+ j(ken+1 2 n 2
w k−1 − kew k−1 + kew
n+1
− enw k2−1 ) + c1 ∆tken+1
w k
2

≤ C∆t ken+1 k2−1 + ken+1 2 2 3 n+1 2

u w k−1 + C(∆t + ∆t )k∇ẽu k

(51) + C(∆t2 + ∆t3 )k∇en+1 2

w k + C∆t keu
n+1
− ẽn+1
u k2−1 + kẽn+1
u − enu k2−1
Z tn+1
+ ken+1 − enw k2−1 + C∆t2 (kut k2 + kwt k2 )dt


w
tn
Z tn+1
+ C∆t2 (kutt k2−1 + kwtt k2−1 )dt.
tn

Taking the sum of (52) from n = 0 to l (0 ≤ l ≤ N − 1), and applying the

discrete Gronwall inequality, Lemma 2.3 and Theorem 3.5, we obtain
l
X
ken+l 2 l+1 2
ken+1 − enu k2−1 + ken+1 − enw k2−1


u k−1 + jkew k−1 + u w
n=0
(52)
l
X
ν0 ken+1 k2 + c1 ken+1 2
≤ C∆t2 .


+ ∆t u w k
n=0

We then derive from (41) and (34) that

l
X l
X
kẽn+1 k2 = ν0 ∆t ken+1 k2 + ken+1 − ẽn+1 k2 ≤ C∆t2 ,


ν0 ∆t u u u u
n=0 n=0

and get the estimate (43).

(ii) Error estimate for the pressure. Subtracting (45) from (30) to arrive at
− ∇en+1
p∗
en+1
u − enu
= − ν0 ∆en+1
u∗ + (u(tn+1 ) − u(tn )) · ∇u(tn+1 )
(53) ∆t
+ (enu · ∇)u(tn+1 ) + (un · ∇)ẽn+1
u − 2νr curl (w(tn+1 ) − w(tn ))
− 2νr curl enw − Rn+1
u ,
 THE PROJECTION METHODS FOR THE MNSE SYSTEM 491

where (en+1 n+1 n+1 n+1

u∗ , ep∗ ) = (ẽu , ep ), if we denote
ẽn+1
p = p(tn+1 ) − (I − ∆tν0 ∆)pn+1 ,
we can derive that (53) is also true for (en+1 n+1 n+1 n+1
u∗ , ep∗ ) = (eu , ẽp ). Hence the
two pressure approximations can be consider simultaneously as follows:
Applying the continuous inf-sup condition, one has
(−∇en+1
p∗ , v)
ken+1
p∗ kL2 (Ω)/R ≤ c sup
v∈X k∇vk
C n+1
≤ ke − enu k−1 + C k∇en+1 n
u∗ k + ku(tn+1 )−u(tn )k + k∇eu k
∆t u
+ k∇ẽn+1 k + kw(tn+1 ) − w(tn )k + kenw k + kRn+1


u u k−1 .
Taking the square of the last inequality and then summing the result inequality
from n = 0 to N − 1, with the help of (52), (32) and the regularity of u, w, we
know
N
X −1
∆t ken+1 2
p∗ kL2 (Ω)/R ≤ C∆t,
n=0
and then the proof of this theorem is completed. 

4. A modified first-order projection scheme for the MNSE system

For keeping the simplicity of the classical scheme of Algorithm 3.1, we can
modify it such that it becomes strongly first order approximation scheme as
follows:
Algorithm 4.1 (Modified first-order projection scheme). Taking u0 = ũ0 =
u0 , w0 = w0 and an arbitrary p0 , we find un+1 , pn+1 , wn+1 by the following
two steps:
Step 1: Find an intermediate linear velocity ũn+1 and the angular velocity
wn+1 such that
(54)
ũn+1 − un
− ν0 ∆ũn+1 + (un · ∇)ũn+1 + ∇pn = 2νr curl wn + f (tn+1 ) in Ω,
∆t
wn+1 − wn
j − c1 ∆wn+1 + j(un · ∇)wn+1 − c2 ∇∇ · wn+1 + 4νr wn+1
∆t
= 2νr curl ũn+1 + g(tn+1 ) in Ω,
ũn+1 = 0, wn+1 = 0 on ∂Ω.
Step 2: Given ũn+1 from Step 1, then find un+1 and pn+1 such that
un+1 − ũn+1
+ α(∇pn+1 − ∇pn ) = 0 in Ω,
∆t
(55) ∇ · un+1 = 0 in Ω,
un+1 · ~n = 0 on ∂Ω,
492 Y. L. JIANG AND Y. B. YANG

where α can be any constant great than or equal to one.

By the similar discussions in Algorithm 3.1, we assert that the existence and
uniqueness of the numerical solution (ũn+1 , wn+1 ) of system (54) is ensured by
the Lax-Milgram theorem and un+1 = PH ũn+1 .
In addition, we need the additional assumption:
RT
(A3) 0 kpt (t)k1 dt ≤ C, supt∈[0,T ] (kutt (t)k−1 + kwtt (t)k−1 ) ≤ C.
To simplify the presentation, we denote p̄n+1 = pn + α(pn+1 − pn ) and
n+1
p̂ = p̄n+1 − α∆tν0 ∆(pn+1 − pn ). The main result is given in the following
theorem.
Theorem 4.2. Under the assumptions of Lemma 2.3, A3, and the bound of
initial error of pressure k∇e0p k ≤ C5 . Let (un+1 , ũn+1 , pn+1 , wn+1 ) be the solu-
tion of Algorithm 4.1, then both un+1 , ũn+1 and wn+1 are strongly first-order
approximations to u(tn+1 ) and w(tn+1 ) in L2 (Ω)d , weakly first-order approx-
imation to u(tn+1 ) and w(tn+1 ) in H01 (Ω)d . In addition, p̄n+1 and p̂n+1 are
weakly first-order approximations to p(tn+1 ) in L2 (Ω)/R. More precisely, we
have following error estimates:
l
X  ν + ν0
kel+1 2 l+1 2 l+1 2
u k + kẽu k + jkew k + ∆t (k∇ẽn+1
u k2
n=0
2
(56)
+ k∇en+1 k2 ) + c1 k∇en+1 2

u w k

≤ C∆t2 ∀0 ≤ l ≤ N − 1,
and
N
X −1
kp(tn+1 ) − p̄n+1 k2L2 (Ω)/R + kp(tn+1 ) − p̂n+1 k2L2 (Ω)/R ≤ C∆t2 .
 
(57) ∆t
n=0

Proof. (i) Error estimate for the linear and angular velocities. We can use the
similar ways as in the proof of Theorem 3.5 except for the treatment of the
pressure term. As in the proof of Theorem 3.5, we can derive the following
error equations:
ẽn+1
u − enu
− ν0 ∆ẽn+1
u
∆t
n+1
(58) = − (u(tn+1 ) − u(tn )) · ∇ũ − (enu · ∇)ũn+1
− (u(tn+1 ) · ∇)ẽn+1
u + ∇(pn − p(tn+1 )) + 2νr curl (w(tn+1 ) − w(tn ))
+ 2νr curl enw + Rn+1
u ,
and
en+1
w − enw
j − c1 ∆en+1
w − c2 ∇(∇ · en+1 n+1
w ) + 4νr ew
∆t
(59) = − j(u(tn+1 ) − u(tn )) · ∇wn+1 − j(enu · ∇)wn+1
− j(u(tn+1 ) · ∇)en+1
w + 2νr curl en+1
u + Rn+1
w ,
 THE PROJECTION METHODS FOR THE MNSE SYSTEM 493

and
en+1
u − ẽn+1
u
(60) − α∇(pn+1 − pn ) = 0.
∆t
Taking the inner product of (58) and (59) with 2∆tẽn+1
u and 2∆ten+1
w , respec-
tively, and repeating the estimates in the proof of Theorem 3.5 except for the
pressure term, we can obtain the following inequality similar to (39) as:
∆t
kẽn+1
u k2 − kenu k2 + kẽn+1
u (ν + ν0 )k∇ẽn+1
− enu k2 + u k2
2
+ j(ken+1 2 n 2 n+1
w k −kew k +kew − enw k2 ) + c1 ∆tk∇en+1
w k
2

+ 2c2 ∆tk∇ · en+1

w k
2
(61) Z tn+1
≤ C∆t(kenu k2 + jkenw k2 ) + C∆t2 (kut k2 + kwt k2 )dt
tn
Z tn+1
+ C∆t2 (kutt k2−1 + kwtt k2−1 )dt + 2∆t(∇(pn − p(tn+1 )), ẽn+1
u ).
tn

2(α−1)∆t n+1 ∆t n+1

Testing (60) by α eu and by α (eu + ẽn+1
u ), respectively, provides
α−1
ken+1 k2 − kẽn+1 k2 + ken+1 − ẽn+1 k2 = 0,


(62) u u u u
α
and
1
ken+1 k2 − kẽn+1 k2 = ∆t ∇(pn+1 − pn ), ẽn+1



(63) u u u .
α
Adding (61), (62) and (63), one has
α − 1 n+1
ken+1
u k2 − kenu k2 + kẽn+1
u − enu k2 + keu − ẽn+1
u k2
α
∆t
+ (ν + ν0 )k∇ẽn+1
u k2 + j(ken+1 2 n 2
w k − kew k + kew
n+1
− enw k2 )
2
+ c1 ∆tk∇en+1 2
w k + 2c2 ∆tk∇ · ew k
n+1 2

(64) Z tn+1
≤ C∆t(kenu k2 + jkenw k2 ) + C∆t2 (kut k2 + kwt k2 )dt
tn
Z tn+1
+ C∆t2 (kutt k2−1 + kwtt k2−1 )dt
tn
n+1
+ ∆t(∇(p + pn − 2p(tn+1 )), ẽn+1
u ).

Noticing that

∆t(∇(pn+1 + pn − 2p(tn+1 )), ẽn+1

u )
= − ∆t ∇(en+1 + enp + p(tn+1 ) − p(tn )), ẽn+1


p u .
494 Y. L. JIANG AND Y. B. YANG

On the other hand, from (60), we have

ẽn+1
u = en+1
u − α∆t∇(pn+1 − pn )
= en+1
u + α∆t∇(en+1
p − enp ) − α∆t∇(p(tn+1 ) − p(tn )).

Thus,

∆t(∇(pn+1 + pn − 2p(tn+1 )), ẽn+1

u )
= α∆t2 k∇enp k2 − k∇en+1 k2 + k∇(p(tn+1 ) − p(tn ))k2


p

+ 2α∆t2 ∇enp , ∇(p(tn+1 ) − p(tn ))

(65)
≤ α∆t2 k∇enp k2 − k∇en+1 k2 + α∆t3 k∇enp k2


p
Z tn+1
+ α(∆t2 + ∆t3 ) k∇pt kdt.
tn

Taking into account the estimates (65) and (64), and summing the result in-
equality from n = 0 to l (0 ≤ l ≤ N − 1), with the help of Lemma 2.3, (A3)
and the discrete Gronwall inequality, we have

kel+1 2 l+1 2 2 l+1 2

u k + jkew k + α∆t k∇ep k
l
X  n+1 α − 1 n+1
+ kẽu − enu k2 + keu − ẽn+1
u k2
n=0
α
+ ken+1 − enw k2

(66) w
l
X  ν + ν0
k∇ẽn+1 k2 + c1 k∇en+1 2 n+1 2

+ ∆t u w k + 2c2 ∆tk∇ · ew k
n=0
2
≤ C∆t2 .

Applying (41), (5) and (66), we can derive

kẽn+1
u k2 = ken+1
u k2 + ken+1
u − ẽn+1
u k2 ≤ C∆t2 ,
l l
X ν + ν0 X ν + ν0
∆t k∇en+1
u k2
≤ ∆t k∇ẽn+1
u k2 ≤ C∆t2 .
n=0
2 n=0
2

Now, we obtain the error estimates of linear and angular velocities.

(ii) Error estimate for the pressure. Define ēn+1
p = p(tn+1 ) − p̄n+1 . Adding
the first equation in (54) and the first equation in (55), we obtain
(67)
un+1 − un
− ν0 ∆ũn+1 + (un · ∇)ũn+1 + ∇p̄n+1 = 2νr curl wn + f (tn+1 ).
∆t
 THE PROJECTION METHODS FOR THE MNSE SYSTEM 495

Subtracting (67) from (30), we find

en+1
u − enu
− ν0 ∆ẽn+1
u + ∇ēn+1
p
∆t
= − (u(tn+1 ) − u(tn )) · ∇u(tn+1 )
(68) − (enu · ∇)u(tn+1 ) − (un · ∇)ẽn+1 + 2νr curl (w(tn+1 ) − w(tn ))
u

+ 2νr curl enw + Rn+1

u ,
∇ · en+1 = 0, en+1

u u · ~n ∂Ω
= 0.
Before deriving the pressure error estimate, we need to prove the following
lemma firstly.
Lemma 4.3. Under the assumptions of Theorem 4.2, we have
l
X
ken+1
u − enu k2−1 ≤ C∆t3 ∀0 ≤ l ≤ N − 1.
n=0

Proof. Testing (68) by ∆tA−1 (en+1u − enu ), and applying (7), (18), the integra-
tion by parts formula (10) and the inequality (11), we have
en+1 − enu , A−1 (en+1 − enu ) = ken+1 − enu k2−1 ,


u u u

∇ẽn+1 , A−1 (en+1 − enu ) = 0,

p u

2νr ∆t curl (w(tn+1 ) − w(tn )), A−1 (en+1 − enu )

u

= 2νr ∆t w(tn+1 ) − w(tn ), curl A−1 (en+1 − enu )

u

≤ 2νr ∆tkw(tn+1 ) − w(tn )kken+1

u − enu k−1
1 n+1
≤ ke − enu k2−1 + c∆t2 kw(tn+1 ) − w(tn )k2 ,
12 u
2νr ∆t curl enw , A−1 (en+1 − enu )


u

= 2νr ∆t enw , curl A−1 (en+1 − enu )

u

≤ 2νr ∆tkenw kken+1

u − enu k−1
1 n+1
≤ ke − enu k2−1 + c∆t2 kenw k2 ,
12 u
1 n+1
∆t Rn+1 , A−1 (en+1 − enu ) ≤ − enu k2−1 + c∆t2 kRn+1 k2 .


u u ke
12 u u

For the nonlinear terms, using (15), (18) and (42), we have
∆tb(u(tn+1 ) − u(tn ), u(tn+1 ), A−1 (en+1
u − enu ))
≤ c∆tku(tn+1 ) − u(tn )kku(tn+1 )k2 ken+1
u − enu k−1
1 n+1
≤ ke − enu k2−1 + c∆t2 ku(tn+1 ) − u(tn )k2 .
12 u
496 Y. L. JIANG AND Y. B. YANG

Similarly,
1 n+1
∆tb(enu , u(tn+1 ), A−1 (en+1
u − enu )) ≤ ke − enu k2−1 + c∆t2 kenu k2 ,
12 u
1 n+1
∆tb(un , ẽn+1
u , A−1 (en+1
u − enu )) ≤ ke − enu k2−1 + c∆t2 k∇ẽn+1 k2 .
12 u u

The remained term −∆thẽn+1 u , A−1 (en+1

u − enu )i can be treated by the same
techniques used in the proof of Theorem 3.7. Here, we take u = en+1 u − enu
in (6) and let (v, p) be the solution of the corresponding Stokes equations, we
have
− ∆th∆ẽn+1
u , A−1 (en+1
u − enu )i
= ∆thẽn+1
u , −∆A−1 (en+1
u − enu )i
= ∆t(ẽn+1
u , en+1
u − enu − ∇p)
ν0 ∆t
ken+1 k2 − kenu k2 + ken+1 − enu k2 − ∆t(ẽn+1


= u u u , ∇p).
2
Thanks to k∇pk ≤ cken+1
u − enu k and the triangle inequality, we have
∆t(ẽn+1
u , ∇p) = ∆t(ẽn+1
u − enu , ∇p)
≤ c∆tkẽn+1
u − enu kken+1
u − enu k
≤ c∆t(kẽn+1
u − enu k2 + ken+1
u − enu k2 )
≤ c∆t(kẽn+1
u − enu k2 + ken+1
u − ẽn+1
u k2 ).

Applying (66) and the above estimates, we can obtain from (68) that for all
0 ≤ l ≤ N − 1,
l
X l
X
ken+1
u − enu k2−1 + ν0 ∆tkel+1 2
u k + ν0 ∆t ken+1
u − enu k2
n=0 n=0
l
X
≤ C∆t2 kw(tn+1 ) − w(tn )k2 + kenw k2 + kRn+1
u k2−1 + ku(tn+1 ) − u(tn )k2
n=0
l
X
+ kenu k2 + k∇ẽn+1 2
kẽn+1 − enu k2 + ken+1 − enu k2 ≤ C∆t3 ,



u k + C∆t u u
n=0

and we complete the proof of this lemma. 

Defining ên+1
p = p(tn+1 ) − p̂n+1 . From (68), we know

en+1
u − enu
−∇ēn+1
p∗ = − ν0 ∆ēn+1
u∗ + (u(tn+1 ) − u(tn )) · ∇u(tn+1 )
∆t
+ (enu · ∇)u(tn+1 ) + (un · ∇)ẽn+1
u − 2νr curl (w(tn+1 ) − w(tn ))
− 2νr curl enw − Rn+1
u ,
 THE PROJECTION METHODS FOR THE MNSE SYSTEM 497

where (ēn+1 n+1 n+1 n+1

p∗ , ēu∗ ) = (ēp , ẽu ) or (ên+1
p , en+1
u ). Applying the continuous
inf-sup condition, one has
kēn+1
p∗ kL2 (Ω)/R
(−∇ēn+1
p∗ , v)
≤ c sup
v∈X k∇vk
C n+1
≤ ke − enu k−1 + C(k∇ēn+1 n
u∗ k + ku(tn+1 ) − u(tn )k + k∇eu k
∆t u
+ k∇ẽn+1
u k + kw(tn+1 ) − w(tn )k + kenw k + kRn+1
u k−1 .
Applying (66), (A3), Lemma 4.3 and the regularity of u and w, we know
l−1
X
∆t kēn+1 2 2
p∗ kL2 (Ω)/R ≤ C∆t ∀0 ≤ l ≤ N − 1,
n=0

and then we finish the proof. 

5. A second-order projection scheme for the MNSE system

In this section, applying semi-implicit scheme for the nonlinear term, a BDF2
to march in time, we have the following second-order projection scheme and
its stability analysis:
Algorithm 5.1 (Second-order projection scheme). Taking u0 = u0 , w0 = w0
and an arbitrary p0 , and u1 , p1 , w1 is given via any fist-order projection scheme
(for example, Algorithm 4.1), then we find un+1 , pn+1 , wn+1 by the following
two steps:
Step 1: Find an intermediate linear velocity ũn+1 and the angular velocity
wn+1 such that
3ũn+1 − 4un + un−1
− ν0 ∆ũn+1 + (un · ∇)ũn+1 + ∇pn
2∆t
= 2νr curl wn + f (tn+1 ) in Ω,
3wn+1 − 4wn + wn−1
(69) j − c1 ∆wn+1 + j(un · ∇)wn+1 − c2 ∇∇ · wn+1
2∆t
+ 4νr wn+1
= 2νr curl ũn+1 + g(tn+1 ) in Ω,
ũn+1 = 0, wn+1 = 0 on ∂Ω.
Step 2: Given ũn+1 from Step 1, then find un+1 and pn+1 such that
3un+1 − 3ũn+1
+ ∇(pn+1 − pn ) = 0 in Ω,
2∆t
(70) ∇ · un+1 = 0 in Ω,
un+1 · ~n = 0 on ∂Ω.
498 Y. L. JIANG AND Y. B. YANG

Theorem 5.2. Algorithm 5.1 is unconditionally stable, and the following es-
timate hold for all 0 ≤ l ≤ N − 1,
kul+1 k2 + k2ul+1 − un k2 + (j + 8νr ∆t)kwl+1 k2 + jk2wl+1 − wl k2
l
4 X
+ ∆t2 k∇pl+1 k2 + (kδ 2 un+1 k2 + kun+1 − ũn+1 k2 + kδ 2 wn+1 k2 )
3 n=1
l
(71)
X
+ 2∆t (νk∇ũn+1 k2 + c1 k∇wn+1 k2 + 2c2 k∇ · wn+1 k2 )
n=1
≤ ku1 k2 + k2u1 − u0 k2 + (j + 8νr ∆t)kw1 k2 + k2w1 − w0 k2
4 2∆tCp2 2∆tCp2
+ ∆t2 k∇p1 k2 + kf k2l∞ (L2 ) + kgk2l∞ (L2 ) .
3 ν c1
Proof. Testing the first equation and the second equation in (75) by 4∆tũn+1
and 4∆twn+1 , respectively, and using (14), we derive
(3ũn+1 − 4un + un−1 , 2ũn+1 ) + 4ν0 ∆tk∇ũn+1 k2 + 4∆t(∇pn , ũn+1 )
(72)
= 8νr ∆t(curl wn , ũn+1 ) + 4∆t(f (tn+1 ), ũn+1 ),
and
j(3wn+1 − 4wn + wn−1 , 2wn+1 ) + 4c1 ∆tk∇wn+1 k2
(73) + 4c2 ∆tk∇ · wn+1 k2 + 16νr ∆tkwn+1 k2
= 8νr ∆t(curl ũn+1 , wn+1 ) + 4∆t(g(tn+1 ), wn+1 ).
Noticing that
(3ũn+1 − 4un + un−1 , 2ũn+1 )
= (3un+1 − 4un + un−1 , 2un+1 ) − (3un+1 − 4un + un−1 , 2(un+1 − ũn+1 ))
− (3un+1 − 3ũn+1 , 2ũn+1 ) = I1 + I2 + I2 .
For any sequence {Z n }, we denote δZ n = Z n+1 − Z n and δ 2 Z n+1 = δ(Z n+1 −
Z n ) = Z n+1 − 2Z n + Z n−1 . Using the identities
(3a − 4b + c, 2a) = |a|2 + |2a − b|2 − |b|2 − |2b − c|2 + |a − 2b + c|,
(a − b, 2b) = |a|2 − |b|2 − |a − b|2 ,
and (76), we find
I1 = kun+1 k2 + k2un+1 − un k2 − kun k2 − k2un − un−1 k2 + kδ 2 un+1 k2 ,
4
I2 = (3un+1 − 4un + un−1 , ∆t∇(pn+1 − pn )) = 0,
3
n+1 n n+1 4
I3 = 2∆t(∇(p − p ), 2u + ∆t∇(pn+1 − pn )) = 6kun+1 − ũn+1 k2 ,
3
and
2
4∆t(∇pn , ũn+1 ) = 4∆t(∇pn , un+1 + ∆t∇(pn+1 − pn ))
3
 THE PROJECTION METHODS FOR THE MNSE SYSTEM 499

4 2
= ∆t (k∇pn+1 k2 − k∇pn k2 − k∇pn+1 − ∇pn k2 )
3
4
= ∆t2 (k∇pn+1 k2 − k∇pn k2 ) − 3kun+1 − ũn+1 k2 .
3
Similarly, we have
j(3wn+1 − 4wn + wn−1 , 2wn+1 )
= j(kwn+1 k2 + k2wn+1 − wn k2 − kwn k2 − k2wn − wn−1 k2 + kδ 2 wn+1 k2 ).
By the proof of Theorem 3.4, we can get the bounds of the terms on the right-
hand side of (26) and (27) as:

8νr ∆t(curl wn , ũn+1 ) ≤ 8νr ∆tkwn k2 + 2νr ∆tk∇ũn+1 k2 ,

2∆tCp2
4∆t(f (tn+1 ), ũn+1 ) ≤ 2ν∆tk∇ũn+1 k2 + kf (tn+1 )k2 ,
ν
8νr ∆t(curl ũn+1 , wn+1 ) ≤ 2νr ∆tk∇ũn+1 k2 + 8νr ∆tkwn+1 k2 ,
2∆tCp2
2∆t(g(tn+1 ), wn+1 ) ≤ 2c1 ∆tk∇wn+1 k2 + kg(tn+1 )k2 .
c1
Adding (72) and (73), and combining above identities and estimates in the
result equation, we arrive at
kun+1 k2 + k2un+1 − un k2 − kun k2 − k2un − un−1 k2 + kδ 2 un+1 k2
+ 3kun+1 − ũn+1 k2 + (j + 8νr ∆t)kwn+1 k2 − (j + 8νr ∆t)kwn k2
+ j(k2wn+1 − wn k2 − k2wn − wn−1 k2 + kδ 2 wn+1 k2 )
(74) + 2ν∆tk∇ũn+1 k2 + 2c1 ∆tk∇wn+1 k2 + 4c2 ∆tk∇ · wn+1 k2
4
+ ∆t2 (k∇pn+1 k2 − k∇pn k2 )
3
2∆tCp2 2∆tCp2
≤ kf (tn+1 )k2 + kg(tn+1 )k2 .
ν c1
Taking the sum of (74) from n = 1 to l (0 ≤ l ≤ N − 1), we obtain the desired
estimate (71) and complete this proof. 

Follow the techniques narrated in [12], we will present the general form of
the pressure projection schemes for the MNSE system. For simplify the nota-
Pm−1
1
tion, we denote by ∆t (αm v n+1 − j=0 αj v n−j ) the BDFm that approximates
Pr−1 n−j
vt (tn+1 ) and p∗,n+1 = j=0 ιj p the rth order extrapolation for p(tn+1 )
where p(t) is a smooth function. Then the projection schemes for the MNSE
system can be written into the following form:

Algorithm 5.3. (The general form of the projection schemes)

Step 1: Find an intermediate linear velocity ũn+1 and the angular velocity
500 Y. L. JIANG AND Y. B. YANG

wn+1 such that

m−1
1 X
αm ũn+1 − αj un−j − ν0 ∆ũn+1 + (un · ∇)ũn+1 + ∇p∗,n+1


∆t j=0
= 2νr curl wn + f (tn+1 ) in Ω,
m−1
j X
αm wn+1 − αj wn−j − c1 ∆wn+1 + j(un · ∇)wn+1


(75)
∆t j=0

− c2 ∇∇ · wn+1 + 4νr wn+1

= 2νr curl ũn+1 + g(tn+1 ) in Ω,
ũn+1 = 0, wn+1 = 0 on ∂Ω.
Step 2: Given ũn+1 from Step 1, then find un+1 and pn+1 such that
αm n+1
(u − ũn+1 ) + ∇(pn+1 − pn ) = 0 in Ω,
∆t
(76) ∇ · un+1 = 0 in Ω,
un+1 · ~n = 0 on ∂Ω.
Remark 5.4. For the above forms, if we choose m = 1, we can get Algorithm
4.1, whereas we get Algorithm 5.1 for m = 2.

6. Numerical experiments
In this section, we perform two numerical experiments in two dimension
to validate the effectiveness of the presented methods. We first test a problem
with known analytical solution to verify the convergence rates prediction of the
proposed algorithms. Next, we simulate a realistic example about the stirring
of a passive scalar by using the proposed schemes. In all experiments, we
choose (P2 , P1disc ) finite element pair [2] to approximate the linear velocity and
pressure, P2 finite element to approximate angular velocity, and the domain Ω
is subdivided into barycenter refined regular triangular meshes. All simulations
were run using the public finite element software package Freefem++ [16]. All
these tests show that the proposed methods perform very effective and the
theory is correct.
6.1. Convergence rate verification
In order to validate the predicted convergence rates of Algorithm 3.1 and
Algorithm 4.1, we consider the test problem with analytical solution
u1 (x, y, t) = π sin(t) sin2 (πx) sin(2πy),
u2 (x, y, t) = π sin(t) sin(2πx) sin2 (πy),
(77)
p(x, y, t) = sin(t) cos(πx) sin(πy),
w(x, y, t) = π sin(t) sin2 (πx) sin2 (πy),
 THE PROJECTION METHODS FOR THE MNSE SYSTEM 501

Table 1. The errors and convergence rates for analytical test

problem by using the first-order projection scheme.

∆t ku − un kl2 (L2 ) Rate kp − pn kl2 (L2 ) Rate kw − wn kl2 (L2 ) Rate

0.05 0.00262956 0.0213661 0.000452894
0.025 0.00134213 0.970291 0.015348 0.477276 0.000229871 0.978349
0.0125 0.000687462 0.965177 0.0104813 0.550232 0.00011667 0.978393
0.00625 0.000351277 0.96867 0.00690616 0.601859 5.89065e-05 0.985933
0.003125 0.000178634 0.975605 0.00446986 0.627654 2.95503e-05 0.995256

Table 2. The errors and convergence rates for analytical test

problem by using the modified first-order projection scheme
with α = 1.

∆t ku − un kl∞ (L2 ) Rate kp − p̄n kl2 (L2 ) Rate kw − wn kl∞ (L2 ) Rate
0.05 0.00613742 0.0157746 0.0011856
0.025 0.00302808 1.01923 0.00770896 1.033 0.000592334 1.00113
0.0125 0.00149082 1.0223 0.00378265 1.02714 0.000292535 1.0178
0.00625 0.000747845 0.995293 0.00173579 1.1238 0.000146242 1.00025
0.003125 0.000391888 0.9323 0.000800119 1.11731 7.37113e-05 0.988399

Table 3. The errors and convergence rates for analytical test

problem by using the second-order projection scheme.

∆t ku − un kl∞ (L2 ) Rate kp − pn kl2 (L2 ) Rate kw − wn kl∞ (L2 ) Rate

0.05 0.00615923 0.0134527 0.00111025
0.025 0.0019388 1.66758 0.00529347 1.34561 0.000362232 1.6159
0.0125 0.00058677 1.7243 0.00210247 1.33213 0.000107483 1.75327
0.00625 0.0001706386 1.78185 0.000773967 1.44174 0.0000307049 1.8071
0.003125 0.0000481596 1.82505 0.000308845 1.32539 0.000008034 1.93428

which has been used in [28]. The forcing terms f and g are calculated from the
true solution, and the boundary conditions and initial conditions are enforced
to be the true solution. We set the domain Ω = [0, 1]2 and the end time
T = 0.2, and the physical parameters j = ν = νr = c0 = ca = cd = 1.
The convergence rates are calculated from the errors at two successive time
step sizes ∆t in the usual manner by postulating E(∆t) = C∆tr and solving
for formula
log(E(∆ti )/E(∆ti+1 ))
r= ,
log(∆ti /∆ti+1 )
where E(∆ti ) and E(∆ti+1 ) are the errors corresponding to the time step size
∆ti and ∆ti+1 , respectively.
We present the numerical results of first-order projection scheme (Algorithm
3.1) and the modified first-order projection scheme (Algorithm 4.1) with the
fixed mesh size h = 1/48 and varying time steps ∆t = 0.05, 0.025, 0.0125,
0.00625, 0.00315 in Table 1 and Table 2, respectively. From the results in Table
502 Y. L. JIANG AND Y. B. YANG

Figure 1. The evolution of the passive scalar φ shown at

times t = 0, 5, 10, 15, 20, 25, 30, 35, 40, which are solved by us-
ing the first-order projection scheme.

1, we can see that the rate of convergence in time are O(∆t) for the l2 (L2 )-
1
norms of the linear and angular velocities and O(∆t 2 ) for the l2 (L2 )-norms of
the pressure, the numerical results confirm the established theoretical analysis
in Theorem 3.7 very well. Table 2 shows that the rate of convergence in time are
O(∆t) for the l∞ (L2 )-norms of the linear and angular velocities and O(∆t) for
the l2 (L2 )-norms of the pressure, the numerical results are in good agreement
with the convergence rates predicted in Theorem 4.2. Furthermore, we test
the second-order projection scheme (Algorithm 5.1), the numerical results are
shown in Table 3, we can see from that the expected convergence rates are also
obtained.

6.2. Stirring of a passive scalar

Our final experiment is to test the proposed first-order projection schemes
by simulating a realistic example about the stirring of a passive scalar, which
has been tested in [28]. As discussed in [25], a ferrofluid can be described by
the micropolar Navier-Stokes equations (MNSE), and the longitudinal motion
 THE PROJECTION METHODS FOR THE MNSE SYSTEM 503

Figure 2. The evolution of the passive scalar φ shown at

times t = 0, 5, 10, 15, 20, 25, 30, 35, 40, which are solved by us-
ing the modified first-order projection scheme with α = 1.

of the ferrofluid can be induced by an applied torque. We will exploit this

effect to consider the possibility of ferrofluid mixing [26] and to demonstrate
the effectiveness of our schemes. To simulate the passive scalar we supplement
the MNSE system (1) with the following convection equation
(78) φt + u · ∇φ = 0,
where u is the velocity from the MNSE system (1), φ denotes the passive scalar
whose value does not affect the flow. Noticing that there is no diffusion in (78),
thus mixing depends only on advection.
We solve the MNSE system (1) by using Algorithm 3.1 and Algorithm 4.1,
respectively. Set Ω = [−1, 1]2 , ν = νr = 0.1, f = 0, g = 25(x − 1) and the other
parameters equal to one. The convection equation (78) is solved by using P1
finite elements and stabilized characteristics method. Choosing ∆t = 0.01 and
1
the mesh width h = 48 . The simulation starts with
(
 1, y < 0,
φt=0 =
0, y ≥ 0,
504 Y. L. JIANG AND Y. B. YANG

Figure 3. The evolution of the passive scalar φ shown at

times t = 0, 5, 10, 15, 20, 25, 30, 35, 40, which are solved by us-
ing the second-order projection scheme.

and the numerical results of Algorithm 3.1, Algorithm 4.1 and Algorithm 5.1
are exhibited in Figure 1, Figure 2 and Figure 3, respectively. Because a linear
velocity is generated by the applied torque, so the scalar begins to convect and
we can see the evolution of the variable φ. By the reasonable choice of the
applied torque, we can see that the passive scalar φ becomes almost uniform
distribution after 40 units of time. We can also see from Figure 1, Figure 2
and Figure 3 that the numerical results of all schemes almost the same. And
these figures are also consistent with the numerical results provided in [28].

7. Conclusions and future work

In this article, some projection methods including the first-order and second-
order projection schemes for the MNSE system (1)-(3) were proposed, analyzed
and tested. In these methods, the considered problem is decoupled into two
linear elliptic problems and one Poisson problem at each timestep. The rig-
orously precise error estimates for the linear and angular velocities, and the
pressure are derived. Numerical experiments were given to verify the expected
 THE PROJECTION METHODS FOR THE MNSE SYSTEM 505

convergence rates. Such projection schemes also can be extended to more com-
plex models, such as micropolar ferrofluid [26] and the Peterlin viscoelastic
model [18]. The implicit-explicit stabilization method [36] and the explicitly
uncoupled stabilization method [37] for the MNSE system would be considered
in the future.

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Yao-Lin Jiang
School of Mathematics and Statistics
Xi’an Jiaotong University
Xi’an, 710049, P. R. China
Email address: yljiang@mail.xjtu.edu.cn

Yun-Bo Yang
School of Mathematics and Statistics
Xi’an Jiaotong University
Xi’an, 710049, P. R. China
Email address: yangyunbo@stu.xjtu.edu.cn