The Chinese Meteorological Society
Article Information
- Chun-mei XIE , Min-fu FENG 2014.
- New nonconforming finite element method for solving transient Naiver-Stokes equations
- Appl. Math. Mech. -Engl. Ed., 35 (1) : 237–258
- http: //dx. doi. org/10.1007/s10483-014-1787-6
Article History
- Received 2012-11-22;
- Revised 2013-6-4
2 School of Mathematics, Sichuan University, Chengdu 610064, P. R. China
1 Introduction
It is well-known that the finite element approximation of the Naiver-Stokes equations governing the flow of an incompressible fluid may face two problems: spurious oscillations due to the advection-dominated flows and violation of the discrete inf-sup condition. When facing either of the two problems,the standard Galerkin finite element method cannot work well. Several possible remedies for the undesirable behaviors are available,such as the streamline upwind Petrov Galarkin (SUPG) method,the least-square method,and the residual-free bubble method[1, 2, 3, 4]. However,all of these methods are developed with the residuals of the momentum equation with added stabilization terms,requiring approximation of the residual of the second-order derivations for Naiver-Stokes equations,in which pressure and velocity derivatives vanish or are poorly approximated. Recently,stabilized mixed methods involving non-residual stabilization such as the subgrid eddy viscosity model have attracted considerable attention. The eddy viscosity models are firstly proposed by Frisch and Orszag[5],developed by Iliescu and Layton[6],and introduced a dissipative mechanism by Smagorinsky[7]. At present,these models have been further improved by various numerical methods[8, 9]. Some recent models are established by introducing the scale separation subgrid terms based on two-hierarchy mesh structure[10, 11]. Bochev et al.[12] proposed a variational multiscale method (VMM) in which the diffusion acted only on the finest resolved scales. This VMM is very effective in the convection dominated case. In order to circumvent the so-called inf-sup condition,the pressure projection stabilizations[13] based on the idea of the subgrid and large eddy simulation (LES) become attractive. Up to now,there are numerous related researches. However,the VMM generally adopts conforming finite element approximations and appears rarely in nonconforming case.
Nonconforming finite element methods are attractive for computational fluid dynamics applications since their edge-oriented degrees of freedom can result in cheap local communications when the methods are parallelized on MIMD-machines[14, 15]. Zhu et al.[16] proposed a new nonconforming finite element method for stationary Navier-Stokes equations using the PNC1 /P1 triangular finite element spaces. Park and Sheen[17] presented the P1-nonconforming quadrilateral element (denoted by PNQ1 ) having only three degrees of freedom to solve the second-order elliptic problem. Recently,Feng et al.[18] presented the finite element method for Stokes equations adopting the finite elements PNQ1 /Q0 and PNQ1 /PNQ1 ,respectively. In this paper,we aim to propose a semi-discrete scheme and a full-discrete scheme for a transient Naiver-Stokes problem by using two pairs nonconforming inf-sup unstable finite element spaces,i.e.,PNC1 /PNC1 triangular and PNQ1 /PNQ1 quadrilateral finite element spaces. It is attractive due to the simplicity in solving solid and fluid mechanics problems. The full-discrete one has second-order estimations of time,and it is unconditionally stable. Moreover,it has some important features compared with traditional stabilized mixed finite element methods: simple,efficient,and independent of the Reynolds number. Numerical investigations are given to prove the theoretical results.
The rest of this paper is organized as follows. In the next section,we state the abstract functional setting and semi-discrete scheme for Naiver-Stokes equations. In Section 3,we derive the optimal error estimate for the scheme. In Section 4,we analyze the full-discrete one. In Section 5,we give some numerical results to support the theoretical results. 2 Notation and semi-discrete scheme
The flow of an incompressible fluid is governed by the incompressible transient Naiver-Stokes equations
Here,Ω ⊂ R2 is a bounded domain with the Lipschitz-continuous boundary Γ,[0,T] is the finite time interval,u(t,x) is the fluid velocity,and p(t,x) is the fluid pressure. ν > 0 is the viscosity,which is inversely proportional to the Reynolds number Re = O(ν−1),the body force f(t,x),and the initial field u0(x).Standard notations for Lebesgue and Sobolev spaces are used throughout this paper. We denote by (·,·) the inner product on L2(Ω ) or (L2(Ω ))2. If Y denotes a functional space with the norm || · ||Y ,for v = v(x,t) and r > 0,
To introduce the variational formulation,set The continuous bilinear forms a(·,·) and c(·,·) are,respectively,defined by and the trilinear term b(·,·,·) is defined by which is the skew-symmetric form of the convective term.The mixed variational form of (1)-(2) is to seek (u,p) ∈ X × Q (t > 0) such that for all (v,q) ∈ X × Q,
Let now Th be a regular Ω into triangular or quadrilateral elements such that h denotes the maximum diameter of the elements in Th. We define the decomposition Th in the same way such that H denotes the maximum diameter of the elements in Th and h 6 H. We denote the boundary of the cell Ki ∈ Th on ∂Ω by Γi = ∂Ω ∩ ∂Ki,the interface between elements Ki ∈ Th and Kj ∈ Th by Γij = Γij = ∂Ki ∩ ∂Kj,and the centers of Γi and Γij by Mi and Mij ,respectively.
To describe our finite element space Xh,we need some further notations and definitions. In what follows,εh denotes the set of all edges of Th. We choose for any face E ∈ εh a unit normal nE with an arbitrary but fixed orientation where nE on the boundary faces is the outer unit normal of Ω . For each element K ∈ Th,we denote by nK the outwardpointing unit normal vector on ∂K. For a scalar piecewise continuous function or a vector function ψ,the jump [ψ]E and the average {ψ}E on a face E ∈ Th are defined by
The construction of the two pairs nonconforming finite element spaces for the velocity and the pressure is described as follows.
(i) When Th is triangulation,
(ii) When Th is quadrilateral,we introduce the P1-nonconforming quadrilateral element which was defined in Ref. [17] as follows:
In the following paper,we denote Xh × Qh be the finite element space instead of Xi h × Qi h (i = 1,2) for simplicity when there is no confusion.
Now,we introduce the discrete linear terms and the trilinear term as follows:
where the discrete gradient and divergence operators h and h· are defined as follows:For simplicity,we denote ah(·,·),bh(·,·,·),and ch(·,·) by a(·,·),b(·,·,·),and c(·,·) in the following part. Generic constants which do not depend on the Reynolds number Re and the mesh width h or H are denoted by C,which may take different values at different places.
It is known that the space Xh is not a subspace of X. For any vh in Xh,the following compatibility conditions hold for all i,j[18]:
It is well-known that the pairs of the finite elements Xh × Qh do not satisfy the inf-sup condition. Consequently,we introduce the stabilized term G(ph,qh) to ensure the stability and convergence of the solutions. Here,G(ph,qh) can be defined by
Assume that the operator πh : Qh → Rh satisfies
where Rh = {q ∈ L20 (Ω) : q|K is constant for all K ∈ Th}.We know that for high Reynolds number fluid flows,when the fluid convection dominates fluid flow fields,under the finite-resolution of meshes,the flow becomes very instable. Here,We follow the concept of the variational multi-scale method and choose the following stabilization term.
We assume that LH can be defined as follows:
(i) LH = {LH ∈ (L2(Ω))2×2 : LH|K ∈ (R0H(K))2×2},R0H = {q ∈ L2(Ω ) : q|K ∈ P0, K ∈ Th};
(ii) LH = {LH ∈ (L2(Ω))2×2 : LH|K ∈ (P1(K))2×2,K ∈ Th, R E[LH]ds = 0,E ∈ εh}.
Let PH : (L2(Ω))2×2 → LH be the standard L2-projection with the following properties:
The stabilization term is defined by
where α > 0 is a stabilization parameter. Since PH is an L2-projection,it follows for vh ∈ Xh and ||vh||0 > 0 that From 0 6 ||Phvh||0 6 ||vh||0,it follows thatUsing the stabilization terms M(uh,vh) and G(ph,qh),we give the following stabilized semidiscrete scheme for (5)-(7):
Find (uh,ph) ∈ Xh × Qh (t ∈ [0,T]) such that
For the error analysis,we define the following functional space and norms:Lemma 1 For any qh ∈ Qh,there exists a positive constant C1 independent of h,H,and ν such that
Proof By the subjectivity of the divergence operator,there exists vq ∈ [H1 0 (Ω )]2 and a positive constant CF independent of h,H,and ν such that
It is well-known that the pair of spaces X1 h × Rh0 satisfy the uniform inf-sup condition. Then,there exists a positive constant Cπ independent of h,H,ν and a Fortin interpolant π : X → X1 h [17] such that
Taking the inequality (22) to (21),we have
For the first term in the right-hand side of (23),we have Dividing by ||qh||0 in both sides of (23) gives Using |πvq|1,h 6 CFCπ||qh||0,there holdsProof The continuity of A is easy to get by using the older inequality.
In the analysis below,we will often use Young’s inequality: for any real numbers x and y, and δ > 0,
Using Young’s inequality and the stability properties of πvp and vp,we have
Collecting (27)-(29),we have Using the triangular inequality,there holdsCollecting (30) and (31),we deduce that Theorem 1 holds. 3 Error analysis of semi-discrete formulation
We assume that there exists an operator Π1 : (H1(Ω ))2 → Xh such that
Lemma 2[18, 19] For any s,w ∈ X ∪Xh, For all (vh,qh) ∈ Xh × Qh,the exact solution (u,p) satisfies Subtracting (18) from (34) yieldsTheorem 2 Let (u,p) ∈ X × Q be the solution of (1)-(4) and (uh,ph) ∈ Xh × Qh be the solution of (18) and (19). If ut ∈ L2(0,T ;H1(Ω )),u ∈ L∞([0,T] × ) ∩ L2(0,T ;H2(Ω)),and p ∈ L2(0,T ;H1(Ω)),the following inequality holds:
Proof Let vh = Φh in (35). Then,the following equality holds:We now bound the terms of the right-hand side of (36).
With the Cauchy-Schwarz inequality,Young’s inequality,and the approximation result,the first two terms are bounded as follows:
The first term using Young’s inequality and the inverse inequality is bounded by
The second term is similarly bounded by For the last term,we have Due to Lemma 2,we have With the Cauchy-Schwarz inequality and Young’s inequality,the last term leads to From (36) to (37),we have Integrating over 0 and t and using Gronwall’s lemma yield Then,the theorem can be obtained by the triangle inequality.Proof From Lemma 1,we can get
Let qh = 0. Subtracting (18) from (34) yields Substituting (39) into (38),we can obtain that all the above terms except the last term in (38) can be handled as those in Theorem 2,and Taking vh = uh and qh = ph in (18) and integrating from 0 to t,we can get Using the triangle inequality for the last term in (38) yields Then,integrating between 0 and T and using the triangle inequality yield Theorem 3. 4 Full discretized formulationTo discretize in time,we divide the interval [0,T] into m equal subintervals,i.e.,Δt = T/m, with grid-points tn = nΔt (0 6 n 6 m). Let un and un h be the values of u and uh at tn, respectively.
The full discretized formulation reads:
At the first time level,(u1 h,p1 h) ∈ Xh × Qh is sought to satisfy
The following identity holds: Firstly,we prove the existence and the uniqueness of the solution of (40). Then,we give the error estimate for the solution.Lemma 3 (Stability) We have
Proof Let vh = un+1 h in (40) and multiply 4Δt on each side of (40). Then,Lemma 4 (Uniqueness) When Δt is sufficiently small,(40) has a unique solution.
Proof Due to the theorem of the saddle point of Brouwer and Lemma 1,the problem (40) has at least a solution (un h,pn h). In the following,we give the proof of the uniqueness of the solution. We consider two solutions (ui,pi) (i = 1,2). Then,we have
Summing the above result ,we have
where the constant C* is independent of ν,t,h,and H. The right-hand side of the above inequality holds due to the fact that all the norms are equivalent in finite dimension.In order to induce the error estimate of (40),we establish the estimate for the solution of one iteration of Euler’s scheme (41).
where C is a positive constant independent of h,H,Δt,and ν.Proof Due to the regularity assumption of u,we have
In the same way,we denote
In the similar way to Theorem 2,we can deduce the right-hand of the above inequality except the last two terms. For these terms,we have
The theorem is obtained.
Theorem 5 Let (u,p) ∈ X × Q be the solution of (1)-(4) and (un+1 h ,pn+1 h ) ∈ Xh × Qh be the solution of (40). If ut ∈ L2(0,T ;H1(Ω)),u ∈ L∞([0,T] × ) ∩ L2(0,T ;H2(Ω)),and p ∈ L2(0,T ;H1(Ω)),the following inequality holds:
where C is a positive constant independent of h,H,Δt,and ν.Proof The following second-order backward finite difference scheme holds:
Subtracting (40) from (34) taken at t = tn+1 and multiplying 4Δt on each side of the reduction, we have Combining with (42),we obtainLet us study the terms of the right-hand side of (48). The first term e1 is bounded by Theorem 4.
Using (47),we have
The third term is treated as follows:
The fourth term is bounded as follows:
For the non-linear terms,we have
For the stabilized term,we obtain Using Lemma 2,we have and From (48) to (49),we have Applying Gronwall’s lemma yields the following inequality:Theorem 5 holds. Theorem 6 Let (u,p) ∈ X × Q be the solution of (1)-(4) and (un+1 h ,pn+1 h ) ∈ Xh × Qh be the solution of (40). If ut ∈ L2(0,T ;H1(Ω)),u ∈ L∞([0,T] × ) ∩ L2(0,T ;H2(Ω)),and p ∈ L2(0,T ;H1(Ω)),the following inequality holds:
Proof The proof is similar to that of Theorem 3. From Lemma 1,we can get
Let qh = 0. Subtracting (40) from (34) taken at t = tn+1 yields 5 Numerical computationWe do two experiments to confirm the results. The first one is defined on the unit square with the velocity u = (u1,u2) and the pressure p expressed by
Let T = 1,Re = 1 /ν = 106,α = 3h,Δt = h,and H = 2h. The numerical calculation is performed by the nonconforming element pair of v1h ×Q1 h. The results are presented in Table 1.
![]() |
The second numerical calculation is defined on the unit square with the velocity u = (u1,u2) and the pressure p expressed by
Let T = 1,Re = 1 /ν = 106,α = h,Δt = 0.01,and H = 2h. The numerical calculation has been performed by the nonconforming element pair of v2h × Q2 h. The results are presented in Table 2.
![]() |
As shown in Tables 1 and 2,we notice that for Re = 106,the numerical calculation results of the stabilized method agree well with those of the theoretical analysis.
[1] | Hansbo, P. and Szepessy, A. A velocity-pressure streamline diffusion finite element method for the incompressible Navier-Stokes equations. Computer Methods in Applied Mechanics and Engi- neering, 84, 175–192 (1990) |
[2] | Bai, Y. H., Feng, M. F., and Kong, H. Analysis of a nonconforming RFB stabilized method for the nonstationary convection-dominated diffusion equation. Mathematica Numerica Sinica, 31, 363–378 (2009) |
[3] | Franca, L. P., John, V., Matthies, G., and Tobiska, L. An inf-sup stable and residual-free bubble element for the Oseen equations. SIAM Journal on Numerical Analysis, 45, 2392–2407 (2007) |
[4] | Zhou, T. X. and Feng, M. F. A least squares Petrov-Galerkin finite element method for the stationary Navier-Stokes equations. Mathematics of Computation, 60, 531–543 (1993) |
[5] | Frisch, U. and Orszag, S. A. Turbulence: challenges for theory and experiment. Physics Today, 43, 24–32 (1990) |
[6] | Iliescu, T. and Layton, W. J. Approximating the larger eddies in fluid motion, III: the Boussinesq model for turbulent fluctuations. Analele Stiintifice ale UniversitTtii “Al. I. Cuza” din Iasi, 44, 245–261 (1998) |
[7] | Smagorinsky, J. General circulation experiments with the primitive equation, I: the basic experiment. Monthly Weather Review, 91, 99–164 (1963) |
[8] | Guermond, J. L., Marra, A., and Quartapelle, L. Subgrid stabilized projection method for 2D unsteady flows at high Reynolds numbers. Computer Methods in Applied Mechanics and Engineering, 195, 5857–5876 (2006) |
[9] | Bai, Y. H., Feng, M. F., and Wang, C. L. Nonconforming local projection stabilization for generalized Oseen equations. Applied Mathematics and Mechanics (English Edition), 31, 1439–1452 (2010) DOI 10.1007/s10483-010-1374-x |
[10] | Guermond, J. L. Stabilization of Galerkin approximations of transport equations by subgrid modelling. Rairo—Mod′elisation Math′ematique et Analyse Num′erique, 33, 1293–1316 (1999) |
[11] | Layton, W. J. A connection between subgrid scale eddy viscosity and mixed methods. Applied Mathematics and Computation, 133, 147–157 (2002) |
[12] | Bochev, P. B., Dohrmann, C. R., and Gunzburger, M. D. Stabilization of low-order mixed finite elements for the Stokes equations. SIAM Journal on Numerical Analysis, 44, 82–101 (2006) |
[13] | Hughes, T. J. R., Mazzei, L., and Jansen, K. E. Large eddy simulation and the variational multiscale method. Computing and Visualization in Science, 3, 47–59 (2000) |
[14] | Schieweck F. Parallele L¨osung der Station¨aren Inkompressiblen Navier-Stokes Gleichungen, Univesity of Magdeburg, Magdeburg (1996) |
[15] | Dorok, O., John, V., Risch, U., Schieweck, F., and Tobiska, L. Parallel finite element methods for the incompressible Navier-Stokes equations. Flow Simulation with High-Performance Computers II : Notes on Numerical Fluid Mechanics, Vieweg+Teubner Verlag, 52, 20–33 (1996) |
[16] | Zhu, L. P., Li, J., and Chen, Z. X. A new local stabilized nonconforming finite element method for solving stationary Naiver-Stokes equations. Journal of Computational and Applied Mathematics, 235, 2821–2831 (2011) |
[17] | Park, C. and Sheen, S. P1-nonconforming quadrilateral finite element methods for second-order ellptic problems. SIAM Journal on Numerical Analysis, 41, 624–640 (2003) |
[18] | Feng, X. L., Kim, I., Nam, H., and Sheen, D. Locally stablized P1-nonconforming quadrilateral and hexahedral finite element methods for the Stokes equations. Journal of Computational and Applied Mathematics, 236, 714–727 (2011) |
[19] | Cai, Z. Q., Douglas, J., Jr., and Ye, X. A stable nonconforming quadrilateral finite element method for the stationary Stokes and Navier-Stokes equations. Calcolo, 36, 215–232 (1999) |
[20] | Brenner, S. C. and Scott, L. R. The Mathematical Theory of Finite Element Methods, Springer- Verlag, Berlin (1996) |