Appl. Math. Mech. -Engl. Ed.   2015, Vol. 36 Issue (7): 863-872     PDF       
http://dx.doi.org/10.1007/s10483-015-1953-9
Shanghai University
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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
New conditions of stability and convergence of Stokes and Newton iterations for Navier-Stokes equations
Guodong ZHANG , Xiaojing DONG, Yongzheng AN, Hong LIU       
School of Mathematics and Statistics, Xi'an Jiaotong University, Xi'an 710049, China
ABSTRACT:This paper considers Stokes and Newton iterations to solve stationary Navier- Stokes equations based on the finite element discretization. We obtain new sufficient conditions of stability and convergence for the two iterations. Specifically, when 0 < σ = , the Stokes iteration is stable and convergent, where N is defined in the paper. When 0 < σ, the Newton iteration is stable and convergent. This work gives a more accurate admissible range of data for stability and convergence of the two schemes, which improves the previous results. A numerical test is given to verify the theory.
KeywordsNavier-Stokes equation     Stokes iteration     Newton iteration     stability     convergence    
1 Introduction

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:

where u = (u1(x),u2(x)) represents the velocity vector,p = p(x) is the pressure,f = (f1(x),f2(x)) is the prescribed body force,and υ > 0 is the viscosity. Lots of works have investigated the stationary Navier-Stokes problem[1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15]. There are also numerous works devoted to the development of efficient schemes for the nonstationary Navier-Stokes problem[16, 17, 18, 19, 20, 21, 22, 23, 24].

For convenience,we first introduce some notations as follows:

We denote by (·,·) the usual L2 product and let . In addition,we define two continuous bilinear forms and a trilinear form which are

and for ∀u,v,w ∈ X, Evidently,the trilinear form b(·,·,·) is continuous on X × X × X,and its norm is defined as follows:

As for the above comments,the variational formulation of Problem (1) reads as follows: find (u,p) ∈ X ×M such that

Denote . Then,the existence and uniqueness result for Problem (4) is pretty classical (see Refs. [6] and [14]).

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,

for all (vh,qh) ∈ Xh ×Mh. The initial value uh0 is obtained from

The stability and convergence conditions of the Stokes and Newton iterations to solve the stationary Navier-Stokes equations are 0 < σ ≤ and 0 < σ ≤ ,respectively. Besides,the Oseen scheme is unconditionally stable and convergent under 0 < σ < 1[9, 25]. Recently, the stability and convergence condition of the Newton iteration was improved[10, 15],and the improved condition is 0 < σ ≤ . In the present paper,using a new proof technique,we obtain the more accurate conditions of stability and convergence of the Stokes and Newton schemes, and the new results are 0 < σ ≤ ,respectively. According to our new theory,when ,the Stokes iteration is still an efficient way to solve the stationary Navier-Stokes equations. When ,the Newton scheme still works. In addition,a numerical experiment,the double-driven cavity flow problem,is presented to validate that the Newton iteration has a larger admissible range of data than the Stokes 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

to be the subspace of Xh and Ph : Y → Vh to be the L2-orthogonal projection determined by

Besides,we assume that Xh ×Mh satisfies the following properties:

(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 results

In this section,we show our main results of stability and convergence for the Stokes and Newton iterations. Denoting (enn) = (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,

where the constant C* > 2 only depends on Ω.

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

Next,by the equation with respect to uh1 − uh0

we have Combining (23) with (24) yields

We suppose (J = 0,1,· · · ,n − 1) for n ≥ 2 and prove . Setting vh = uhn and q = phn in (6) gives By the above equation,we have Combining (25) with (27),we have

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

Denoting C* = 2(1 + c),we have It is evident that . Therefore,we suppose . Then,by (28),we obtain

Thus,by induction we prove the stability (20).

Taking vh=uh−uhn,qh=ph−phn in the error equation (17),using (3),(16),and (19),we have

Using the error equation (17),(3),the inf-sup condition (10),(16),(19),and (21),we have

We complete this proof.

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,

where the constant C** > 4 only depends on Ω.

Proof We first prove (29) using the method of induction. It is evident that ,and uh1 − uh0 satisfies

It follows that using (3), Setting vh = uh1,qh = ph1 in (8) as n = 1,we have

Using (33),we deduce from the above equation that . We suppose (J = 0,1,· · · ,n−1) for n ≥ 2 and prove . By taking vh = uhn,qh = phn in (8) and using (3),we derive that We know that uhn − uhn-1 satisfies

It follows that by (3),

Thus,by our assumption,we deduce that Combining (34) with (35),we arrive at

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

By Young’s inequality and (29),we derive that where .We suppose .Then,via (36),we obtain

By the induction,we prove (30).

Taking vh = uh−uhn,qh=ph−phn in the error equation (18),by simple calculation,we have

Setting qh = 0 in (18) and using (3),the inf-sup condition (10),(29),and (31),we get

We complete this proof.

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

Fig. 3 Velocity vectors and pressure contours with υ = 1/100

Fig. 4 Error vs. m by log-log plot
5 Conclusions

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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