Shanghai University
Article Information
- Guodong ZHANG, Xiaojing DONG, Yongzheng AN, Hong LIU. 2015.
- New conditions of stability and convergence of Stokes and Newton iterations for Navier-Stokes equations
- Appl. Math. Mech. -Engl. Ed., 36(7): 863-872
- http://dx.doi.org/10.1007/s10483-015-1953-9
Article History
- Received 2014-05-13;
- in final form 2014-09-05


Let Ω be a bounded domain in ,which is assumed to have the C2 boundary or be a convex polygon. We consider the stationary Navier-Stokes problem as follows:
For convenience,we first introduce some notations as follows:

As for the above comments,the variational formulation of Problem (1) reads as follows: find (u,p) ∈ X ×M such that
Denote
Theorem 1 Suppose that f ∈ X′ and υ satisfy 0 < σ < 1. Then,Problem (4) admits a unique solution pair (u,p) ∈ X ×M such that
The iterative methods are efficient for solving the stationary Navier-Stokes equations under some strong uniqueness conditions[9, 10, 25]. As we know,there are three efficient iterative schemes for solving Problem (1) as follows:
(i) Stokes iteration,
or(ii) Newton iteration,
or(Ⅲ) Oseen iteration,






The rest of this paper is organized as follows. In Section 2,we show some preliminaries playing an important role in the work. In Section 3,we present our main results of stability and convergence for the Stokes and Newton iterations. Finally,a numerical test is carried out to test our established theoretical results. 2 Preliminary
Let us consider h as a real positive parameter and Xh ×Mh characterized by Th as a finite element subspace pair of X × M ,while Th is a uniform partition of Ω into triangles K or quadrilaterals K with the diameters bounded by h. Readers can refer to Ref. [6] for details. We define
(i) There exist approximations πhv ∈ Xh and ρhq ∈ Mh for all v ∈ H2(Ω)2 ∩ X and q ∈ H1(Ω) ∩M such that
(ii) Xh ×Mh satisfies the so-called inf-sup condition as follows: for each qh ∈ Mh,there exists a positive constant β only relying on Ω and satisfying
There are several finite element spaces pairs satisfying (9) and (10)[6, 14].Define the discrete Stokes operator Ah = −PhΔh by
Throughout this paper,we denote by c and C two general positive constants only depending on Ω and (f,Ω),which may stand for different values under different circumstances. In order to obtain some estimates of the trilinear form b(·,·,·) presented in the following lemma,we bring in[17, 23] Using (12) and the Hölder inequality,we have some estimates for the trilinear form b.Lemma 1 The trilinear form b satisfies the following estimates:
The finite element Galerkin approximation of Problem (4) based on Xh ×Mh is to find (uh,ph) ∈ Xh ×Mh such that
We also learn the following stability and error estimate from Ref. [9]: 3 Main resultsIn this section,we show our main results of stability and convergence for the Stokes and Newton iterations. Denoting (en,ηn) = (uh−uhn,ph−phn),the error equations about the Stokes iteration and the Newton iteration are
respectively. First,we give the new sufficient condition of stability and convergence for the Stokes iteration in the following.
Theorem 2 Under the condition 0 < σ ≤ ,the Stokes iteration is stable and convergent,namely,for n ≥ 0,
Proof We first prove (19) by the method of induction. It is obvious that . Setting vh = uh1,q = ph1 in (6) as n = 1 gives



Taking vh = Ahuhn,qh = 0 in (5),using (13) and Young’s inequality,we derive



Taking vh=uh−uhn,qh=ph−phn in the error equation (17),using (3),(16),and (19),we have
Next,we provide the new results of stability and convergence for the Newton iteration.
Theorem 3 Under the condition 0 < σ ≤ ,the Newton iteration is stable and convergent,namely,for n ≥ 0,
Proof We first prove (29) using the method of induction. It is evident that ,and uh1 − uh0 satisfies




Choosing vh = Ahuhn,qh = 0 in (7),and using (13) and (14),we get


Taking vh = uh−uhn,qh=ph−phn in the error equation (18),by simple calculation,we have
Remark 1 From the above two theorems,we can see that the Stokes iteration is the simplest scheme among the three schemes. However,it has the least admissible range of data. The Newton iteration has a moderate admissible range of data,and it has a second-order convergent rate with respect to the iterative step. 4 Numerical example
In this section,a numerical experiment is shown. We consider the double-driven cavity flow problem presented in Fig. 1. The mini mixed finite element spaces[6] are used on grids whose mesh size is h = 1/64. The iterative schemes are designed by L2-norm of difference in successive iterations with the tolerance of 1.0×10−6. All the linear equations are solved by UMFPACK routine.
![]() |
Fig. 1 Double-driven cavity flow |
Figures 2-3 describe the velocity vectors and the pressure contours with υ = 1/50 and υ = 1/100,respectively,by the usage of the Stokes iteration and the Newton iteration. We can see from Fig. 2 that the two schemes can both converge under the large viscosity υ and obtain the same numerical results. The Newton iteration consumes less time than the Stokes scheme,because the former has a second-order convergence rate with respect to the iterative step. However,when υ = 1/100,the Stokes iterative method cannot work. The Newton scheme can still solve this model (see Fig. 3). Figure 4 depicts the relationship of the iterative error with the iterative step m. We can see that,when the two scheme are both effective (υ = 1/50), the Newton iteration converges faster than the Stokes iteration. As the viscosity υ decreases (υ = 1/100),the Stokes diverges,and the Newton iteration still converges.
![]() |
Fig. 2 Velocity vectors and pressure contours with υ = 1/50 |
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Fig. 3 Velocity vectors and pressure contours with υ = 1/100 |
![]() |
Fig. 4 Error vs. m by log-log plot |
In this paper,we obtain some more accurate conditions of stability and convergence for the Stokes and Newton iterations. For solving the stationary Navier-Stokes equations,when 0 < σ
= ,the Stokes scheme is efficient. When 0 < σ ≤
,the Newton scheme is an efficient approach. In our numerical experiment,we find that the Newton scheme has a larger
admissible range of data and converges faster than the Stokes iteration,which is consistent
with our theoretical results. Unfortunately,because the values of N and
are hard to
determine,we cannot give a method to verify the new conditions of stability and convergence
accurately. How to verify the new conditions precisely will be our future work direction in this
field.
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