2001.02805 (1)
2001.02805 (1)
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2 authors:
Xi Chen Yuwen Li
Pennsylvania State University Zhejiang University
13 PUBLICATIONS 40 CITATIONS 46 PUBLICATIONS 317 CITATIONS
All content following this page was uploaded by Yuwen Li on 18 January 2020.
Xi Chen · Yuwen Li
arXiv:2001.02805v1 [math.NA] 9 Jan 2020
1 Introduction
In fluid mechanics, the Oseen equations describe the flow of a viscous and in-
compressible fluid at small Reynolds numbers. Instead of dropping the advec-
tive term completely, the Oseen approximation linearizes the advective accel-
eration term u ·∇u to b·∇u, where b represents the velocity at large distance.
As a result it provides a lowest-order solution that is uniformly valid every-
where in the flow field. Since the Oseen equations partly account for the inertia
terms (at large distance), they have better approximation in the far field while
keeping the same order of accuracy as Stokes approximation near the body,
see, e.g., [41]. Mathematically speaking, the Oseen equation can be viewed as
−∆u + b · ∇u + cu + ∇p = f in Ω, (1.2a)
div u = 0 in Ω, (1.2b)
u = g on ∂Ω. (1.2c)
V = [L2 (Ω)]d ,
Z
2 d×d
Σ = {τ ∈ [L (Ω)] : τi ∈ H(div, Ω), 1 ≤ i ≤ d, tr τ dx = 0},
Ω
e h := {τ ∈ H(div, Ω) : τ |K ∈ Σ
Σ e r (K) for K ∈ Th },
Vh := {v ∈ L2 (Ω) : v|K ∈ Vr (K) for K ∈ Th }.
e h = Ph div,
div Π (1.9)
which is satisfied by at least the aforementioned RT, BDM, and cubical RT el-
ements. Readers are referred to e.g., [15,13,14] for other cubical or rectangular
elements that satisfy (1.9). Let Σh be the matrix version of Σ e h , i.e.,
e h for 1 ≤ i ≤ d}.
Σh := {τ ∈ Σ : τi ∈ Σ
• For the mixed method (1.10), we establish optimal a priori error estimates
in the energy-norm and L2 -norm using duality argument. It is noted that
mixed methods for the scalar elliptic equation
− div(A∇u + bu) + cu = f (1.11)
have been analyzed in [30,28], where A is a uniformly elliptic matrix-valued
function. In contrast, the deviatoric operator A in (1.2) is singular, which is
a major difficulty in error analysis. We overcome this difficulty by deriving
sharp estimates on k div(Πh σ − σh )k−1 and kPh u − uhk for closing a loop
in a priori error estimation, see Section 2 for details.
• We establish supercloseness estimates on kΠh σ − σh k for the lowest order
triangular and general rectangular RT elements. Even for the Stokes equa-
tion, such estimates are not known in literature. In [43], Li obtained similar
estimates of mixed methods for the elliptic equation (1.11). The novelty
of supercloseness analysis here is two-fold. First, (1.4) with a uniformly
elliptic A is still different from the mixed formulation of (1.11). Second,
the singular deviatoric operator A is handled in the framework of finite
element exterior calculus, see Section 3 for details.
Built upon the aforementioned supercloseness estimates and available post-
processing operators in literature (see, e.g., [59,23,8,57,7]), we obtain the re-
covery superconvergence in Theorems 4.1 and 4.2. Regarding superconvergence
results of velocity-pressure methods for the Stokes-type equation, readers are
referred to e.g., [54,56,27] for superconvergence by two-grid L2 -projections,
[49,32,44] for superconvergent recovery of lowest-order methods, and [26,35]
for superconvergent hybridized discontinuous Galerkin methods.
The rest of this paper is organized as follows. In section 2, we develop a apri-
ori error estimates of the mixed method (1.10) and supercloseness estimate on
kPh u − uh k. In Section 3, we develop supercloseness estimate on kΠh σ − σh k.
Section 4 is devoted to superconvergent postprocessing procedures. Numerical
results for smooth, singular, and convection-dominated problems are presented
in Section 5.
Let k·kr denote the k·kH r (Ω) -norm, |·|r the |·|H r (Ω) -semi norm, and k·k := k·k0
the k · kL2 (Ω) -norm. Let |||·||| denote the H(div)-norm,
keh k2 = −(div σ
e , eh ) + (ce
u, eh ). (2.10)
(div σ e , Ph u − u + u − uh )
e , eh ) = (Ph div σ
(2.11)
= (Ph div σ e , u − uh ).
e , u − uh ) = (div Πh σ
(2.7a) with τh = Πh σ
e implies that
e , u − uh ) = −(A(σ − σh ), Πh σ
(div Πh σ e)
(2.12)
= (A(σ − σh ), σ e ) − (A(σ − σh ), σ
e − Πh σ e ).
(A(σ − σh ), σ
e ) = (Aeσ , σ − σh )
= −(div(σ − σh ), ue) + (b · A(σ − σh ), u
e)
= −(div(σ − σh ), ue − Ph u e ) + (b · A(σ − σh ), u
e ) − (div(σ − σh ), Ph u e ).
(A(σ − σh ), σ
e ) = −(div(σ − σh ), ue − Ph ue ) + (b · A(σ − σh ), u
e)
(2.13)
e ) − (c(u − uh ), Ph u
− (b · A(σ − σh ), Ph u e ).
On the other hand, the second term on the right hand side of (2.10) is
(ce u, Ph u − u + u − uh )
u, eh ) = (ce
(2.15)
u − Ph (ce
= (ce u), Ph u − u) + (c(u − uh ), u
e ).
Finally with (2.14) and (2.15), the error in (2.10) can be written as
keh k2 = (A(σ − σh ), Πh σ
e −σ e ) − (div(σ − σh ), u
e − Ph u
e)
+ (b · A(σ − σh ), u e) + (c(u − uh ), u
e − Ph u e − Ph ue) (2.16)
u − Ph (ce
+ (ce u), Ph u − u).
Theorem 2.1 then follows from (2.24), (2.25), and the triangle inequality. ⊓
⊔
For sufficiently smooth (σ, u), Theorem 2.1 with (2.5) yields
ku − uh k . hr+1 |u|r+1 + h|σ|r+1 + h| div σ|r+1 , (2.26a)
|||σ − σh ||| . hr+1 |σ|r+1 + | div σ|r+1 + h|u|r+1 . (2.26b)
When Σh is based on the BDM element (1.6), the following improved error
estimate follows from (2.18c) and (2.6).
kσ − σh k . hr+2 |σ|r+2 + |u|r+1 . (2.27)
The well-posedness (1.10) follows from the same analysis in the proof of
Theorem 2.1.
Corollary 2.1 For sufficiently small h, the mixed method (1.10) has a unique
solution.
(Aeσ , τh ) + (div τh , eu ) = 0, τh ∈ Σh ,
(2.28)
−(div eσ , vh ) + (b · Aeσ , vh ) + (ceu , vh ) = 0, vh ∈ Vh ,
where
eσ := σh − σ̂h , eu := uh − ûh .
Consider the dual problem
(Ae e ) − (b · Aτ , u
σ , τ ) + (div τ , u e ) = 0, τ ∈ Σ,
(2.29)
−(div σ u, v) = (eu , v), v ∈ V .
e , v) + (ce
10 X. Chen, Y. Li
It then follows from (2.28), (2.29) and the same analysis in Lemma 2.1 that
provided h is sufficiently small. The same argument for proving Lemma 2.2
yields
k div eσ k . keσ k + keu k,
(2.31)
k div eσ k−1 . h|||eσ ||| + keu k.
Following the proof of (2.23) and using (2.30), (2.31), we obtain
keu k . hkeu k.
(b · A(σ − σh ), v)
= (A(σ − σh ), vbT ) = (A(σ − σh ), A(vbT ))
= (A(σ − σh ), Πh A(vbT )) + (A(σ − σh ), (I − Πh )A(vbT )) (2.35)
T T
= −(div Πh A(vb ), u − uh ) + (A(σ − σh ), (I − Πh )A(vb ))
= −(div Πh A(vbT ), Ph u − uh ) + (A(σ − σh ), (I − Πh )A(vbT )).
Combining (2.34) with (2.35) and (2.36) and using (2.5), we obtain
3 Superconvergence on pseudostress
Let Zh := ker(div |Σh ) and Zh⊥ be the orthogonal complement of Zh w.r.t. Λ(·, ·)
in Σh . We shall decompose ξh ∈ Σh by the discrete Helmholtz decomposition
Σh = Zh ⊕Λ Zh⊥ , (3.2)
which can be analyzed using tools in finite element exterior calculus (FEEC),
see, e.g., [3,4]. In the theory of FEEC, an essential ingredient is the bounded
projections that commute with exterior differentiation. In particular, there
exist projections π eh : [L2 (Ω)]d → Σe h and Qh : L2 (Ω) → Vh (see, e.g., [3,25])
such that
eh |Σe h = id, Qh |Vh = id,
π
eh τ = Qh div τ for τ ∈ H(div, Ω),
div π (3.3)
2 d
ke
πh τ k . kτ k for τ ∈ [L (Ω)] ,
where id is the identity operator. Starting from π eh , Qh , one can easily obtain
commuting bounded projections onto Σh and Vh . Let
Z
1
eh τ −
πh τ := π tr π
eh τ dx I,
d|Ω| Ω
12 X. Chen, Y. Li
where πeh is applied to each row of τ . Similarly, Qh can applied to each com-
ponent of a vector-valued function in [L2 (Ω)]d . Using the property of πeh in
(3.3), we have
Then with the help of πh , Qh , we obtain the following lemma for estimating
the decomposition component living in Zh⊥ .
∆φ = div τh .
Remark 1 It follows from the discrete abstract Poincaré inequality (see [4],
Theorem 3.6) that
1 1
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
(A curl φh , ηh ) = Λ(curl φh , ηh ) = 0.
e h σ, curl φh ) + 1 (σ − Π
= −(σ − Π e h σ, (rot φh )I).
2
Superconvergent mixed methods for the Oseen equation 15
Recall that σi denotes the i-th row of σ. Let e1 = (1, 0), e2 = (0, 1), and
φh = (φh,1 , φh,2 )T . It follows from the previous equation and direct calculation
that
2
X
k curl φh k2A = e h σi , curl φh,i )
−(σi − Π
i=1
1 e h σi , (∂x1 φh,2 )ei ) − 1 (σi − Πe h σi , (∂x2 φh,1 )ei )
+ (σi − Π (3.9)
2 2
X 2
= (Dij (σi − Π e h σi )T , curl φh,j ),
i,j=1
where
1 1
−2 0 00 0 2 −1 0
D11 = , D12 = 1 , D21 = , D22 = .
0 −1 2 0 00 0 − 21
Then using (3.9), Lemma 3.2 and (2.2) with τ = curl φh , we have
1
k curl φh k2A . h2 | log h| 2 kσkW∞
2 (Ω) k curl φh k
1
(3.10)
. h2 | log h| 2 kσkW∞
2 (Ω) k curl φh kA .
where v ∈ [H r+2 (Ω)]2 . The previous estimate is not true when (curl wh )·n 6= 0
on ∂Ω. As claimed in the remark in Example 6.2 of [33], it holds that
e h v), curl wh ) ≤ Chr+1.5 k curl wh k,
(D(v − Π wh ∈ Wh (3.11)
for some absolute constant C independent of h. Following the same argument
in the proof of Theorem 3.1 and replacing Lemma 3.2 by (3.11), we actually
obtain the supercloseness estimate
kΠh σ − σh k = O(hr+1.5 ).
Similar estimates may hold on h2 -uniform quadrilateral grids described in [33],
which is beyond the scope of this paper.
4 Postprocessing
We finally conclude the proof from the previous estimate with (3.1) and
(2.26b). ⊓
⊔
Reh c = c, c ∈ R2 , (4.3a)
eh vk . kvk, v ∈ Σ
kR eh , (4.3b)
kτ − R ehτ k . h
eh Π 1+α
kτ kW∞
2 (Ω) , (4.3c)
e h is the lowest
for some positive constant α and sufficiently smooth τ . When Σ
e
order RT element space, Rh that satisfies (4.3) is given in e.g., [11,7]. The
simple nodal averaging [58] and superconvergent patch recovery [59] are also
possible choices.
For τ ∈ Σh , let
Z
Rh τ := Reh τ − 1 eh τ I,
tr R
2|Ω| Ω
kτ − Rh Πh τ k . h1+α kτ kW∞
2 (Ω) .
e h τ . Then
Proof (4.3a) implies Rh I = O and thus Rh Πh τ = Rh Π
ehτ
τ − Rh Πh τ = τ − Rh Π
Z
(4.4)
=τ −R eh τ − 1
eh Π eh Π
tr(τ − R e h τ )dx,
2|Ω| Ω
R
where we use Ω tr τ dx = 0. Lemma 4.1 then follows from (4.4), the Cauchy–
Schwarz inequality, and (4.3c). ⊓
⊔
Combining Lemma 4.1 and Theorem 3.1, we obtain the following super-
convergence estimate by postprocessing.
18 X. Chen, Y. Li
Theorem 4.2 Let σh be the solution to (1.10) based on the lowest order RT el-
ement and σh∗ := Rh σh . Assume the assumptions in Theorem 3.1 and Lemma
4.1 hold. We have
1
kσ − σh∗ k . min(h2 | log h| 2 , h1+α ) kσkW∞
2 (Ω) + kuk2 .
Proof Using the triangle inequality, Theorem 3.1, and Lemma 4.1, we have
Remark 2 Built upon Theorem 4.2, we can recover very accurate numerical
symmetric stress σhS∗ and pressure p∗h . In fact, let
1 ∗ 1
σhS∗ := (σ + σh∗T ), p∗h := − tr σh∗ .
2 h d
1 1
kσ S − σh∗S k ≤ kσ − σh∗ k + kσ T − σh∗T k = kσ − σh∗ k,
2 2
1 1
kp − p∗h k ≤ k tr(σ − σh∗ )k ≤ √ kσ − σh∗ k.
d d
5 Experiments
Problem 1: Consider the Oseen equation (1.2) on the unit square Ω = [0, 1]2
with the smooth solutions
sin(π(x1 + x2 ))
u= ,
− sin(π(x1 + x2 ))
p = x1 + x2 − 1.
where α = 32 , (r, θ) is the polar coordinate w.r.t. (0, 0). Set c = 0, b = (1, 2)T
and g = u|∂Ω . Direct calculation shows that div u = 0 and f = (1, 1)T +b·∇u.
In this experiment, we use the classical adaptive feedback loop (cf. [6,29,47])
to obtain a sequence of adaptively refined grids {Thℓ }ℓ≥0 and numerical solu-
tions ({σhℓ , uhℓ )}ℓ≥0 . In particular, the algorithm starts from the initial grid
20 X. Chen, Y. Li
1 1
0.5 0.5
0 0
-0.5 -0.5
-1 -1
-1 -0.5 0 0.5 1 -1 -0.5 0 0.5 1
100
10-1
error
10-2
||u-u h ||=O(h1.035 )
|| -h
||=O(h1.085 )
10-3 *
||u-u h ||=O(h2.098 )
|| - *h
||=O(h1.775 )
10-4
102 nt 103 104
Th0 presented in Figure 2(left). The module ESTIMATE computes the supercon-
vergent recovery-based error indicator
12
Eℓ (K) := kσh∗ℓ − σhℓ k2L2 (K) + ku∗hℓ − uhℓ k2L2 (K)
for each triangle K ∈ Thℓ . The module MARK then selects a collection of trian-
gles
Mℓ := {K ∈ Tℓ : Eℓ (K) ≥ 0.7 max Eℓ (K ′ )} (5.1)
′ K ∈Tℓ
convergent to 0. Let
X 1 1
Eℓ := Eℓ (K)2 2 = kσh∗ℓ − σhℓ k2 + ku∗hℓ − uhℓ k2 2 ,
K∈Thℓ
21
Eℓ := kσ − σhℓ k2 + ku − uhℓ k2 .
1 1
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
Problem 3: Consider the Oseen equation (1.2) on the unit square Ω = [0, 1]2
with c = 0, b = (500, 1)T , g = 0, f = 5000(x2 , −x1 )T . In the end, we use
the same adaptive algorithm in Problem 2 to solve this convection-dominated
example. The initial grid is given in Figure 4 (left). The marked set in (5.1) is
replaced by
Mℓ = {K ∈ Tℓ : Eℓ (K) ≥ 0.3 max Eℓ (K ′ )}.
′ K ∈Tℓ
Due to the convection coefficient b = (500, 1)T , the exact solution u near
the axis x1 = 1 is rapidly changing to preserve the homogeneous Dirichlet
boundary condition. It can be observed from Figures 4 and 5 that the adaptive
mixed method is able to capture the boundary layer without using a uniformly
fine grid.
Appendix
f2
f1
NE NE
3 4
NE P P N
E P2
P1 1 2
P E,1 E P E,2 E1 P E2
Proof (Proof of Lemma 3.2) Let {Ωi }N i=1 be a polygonal partition of Ω and
Th |Ωi be a uniform grid for each i. Let f1 , f2 be fixed unit normals to two
f1T
edges of an arbitrary but fixed triangle in Th |Ωi . Let S = and recall
f2T
e1 = (1, 0), e2 = (0, 1). We have
Z Z
e
[D(v − Πh v)] · curl wh dx = S −T [D(v − Π e h v)] · S curl wh dx
Ωi Ωi
2 Z
X 2
X (5.2)
= [ej S −T e h v)](fjT curl wh )dx :=
D(v − Π Ij .
j=1 Ωi j=1
For j = 1, 2, let Ejo and Ej∂ be the set of interior (inside Ωi ) and boundary
(on ∂Ωi ) edges orthogonal to fj , respectively. Let NE denote the region which
Superconvergent mixed methods for the Oseen equation 23
:= I11 + I12 .
When NE is an exact parallelogram, it is shown in Equation (3.15) of [11] that
Z
(v − Πe h v)dx . h3 |v|H 2 (N ) . (5.4)
E
NE
R
Without loss of generality, let Ω
wh dx = 0. Then the discrete Sobolev and
Poincaré inequalities yield
1 1
kwh kL∞ (Ω) . | log h| 2 kwh k1 . | log h| 2 k curl wh k. (5.8)
Standard interpolation error estimate yields
Z
(v − Π e h v)dx . h2 |v|H 1 (N ) . (5.9)
E
NE
(5.10)
We finally conclude the proof from (5.2), (5.5), (5.10), the same analysis for
I2 and all pieces in the partition {Ωi }N
i=1 . ⊓
⊔
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