Analysis and Approximation of A Vorticity-Velocity-Pressure Formulation For The Oseen Equations
Analysis and Approximation of A Vorticity-Velocity-Pressure Formulation For The Oseen Equations
Analysis and Approximation of A Vorticity-Velocity-Pressure Formulation For The Oseen Equations
https://doi.org/10.1007/s10915-019-00990-7
Received: 29 August 2018 / Revised: 18 April 2019 / Accepted: 11 June 2019 / Published online: 22 June 2019
© The Author(s) 2019
Abstract
We introduce a family of mixed methods and discontinuous Galerkin discretisations designed
to numerically solve the Oseen equations written in terms of velocity, vorticity, and Bernoulli
pressure. The unique solvability of the continuous problem is addressed by invoking a global
inf-sup property in an adequate abstract setting for non-symmetric systems. The proposed
finite element schemes, which produce exactly divergence-free discrete velocities, are shown
to be well-defined and optimal convergence rates are derived in suitable norms. This mixed
finite element method is also pressure-robust. In addition, we establish optimal rates of
convergence for a class of discontinuous Galerkin schemes, which employ stabilisation. A
set of numerical examples serves to illustrate salient features of these methods.
1 Introduction
The Oseen equations stem from linearisation of the steady (or alternatively from the backward
Euler time-discretisation of the transient) Navier–Stokes equations. Of particular appeal to
us is their formulation in terms of fluid velocity, vorticity vector, and pressure. A diversity of
discretisation methods is available to solve incompressible flow problems using these three
fields as principal unknowns. Some recent examples include spectral elements [3,9,30], cell-
based pressure schemes [12], as well as stabilised and least-squares schemes [2,10] for
Navier–Stokes; also several mixed and augmented methods for Brinkman [4–6,8], and a
number of other discretisations specifically designed for Stokes flows [7,24,25,27,34].
Both the implementation and the analysis of numerical schemes for Navier–Stokes are typ-
ically based on the Oseen linearisation. A few related contributions (not only restricted to the
velocity–pressure formulation) include for instance [11], that presents a least-squares method
for Navier–Stokes equations with vorticity-based first-order reformulation, and whose analy-
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sis appeals to the elliptic theory of Agmon–Douglas–Nirenberg, and the proposed conforming
finite element methods exhibit optimal order of accuracy for diverse boundary conditions. We
also mention the non-conforming exponentially accurate least-squares spectral method for
Oseen equations proposed in [32], where a suitable preconditioner is also proposed. In [36]
the authors introduce a velocity–vorticity-pressure least-squares finite element method for
Oseen and Navier–Stokes equations with velocity boundary conditions. They derive error
estimates and reported a degeneracy of the convergence for large Reynolds numbers. A
least-squares minimisation problem based on the stress–velocity–pressure formulation was
introduced in [15]. The study shows that the corresponding homogeneous least-squares func-
tional is elliptic and continuous in suitable norms. Several first-order Oseen-type systems are
analysed in [17], also including vorticity and pressure in the formulation.
Discontinuous Galerkin (DG) methods have also been used to solve the Oseen problem,
as for example, in [20,21] for the case of Dirichlet boundary conditions. Compared with
conforming finite elements, discretisations based on DG methods have a number of attractive,
and well-documented features. These include high order accuracy, being amenable for hp-
adaptivity, relatively simple implementation on highly unstructured meshes, and superior
robustness when handling rough coefficients. We also mention the a priori error analysis
of hybridisable DG schemes introduced in [18] for the Oseen equations. The family of DG
methods we propose here has resemblance with those schemes, but concentrates on a three-
field formulation described below.
This paper is concerned with mixed non-symmetric variational problems which will be
analysed using a global inf-sup argument. To do this, we conveniently restrict the set of equa-
tions to the space of divergence-free velocities, and apply results from [26, Sect. 2] in order
to prove that the equivalent resulting non-symmetric saddle-point problem is well-posed. For
the numerical approximation, we first consider Raviart–Thomas elements of order k ≥ 0 for
the velocity field, Nédélec elements of order k for the vorticity, and piecewise polynomi-
als of degree k without continuity restrictions, for the Bernoulli pressure. We prove unique
solvability of the discrete problem by adapting the same tools utilised in the analysis of the
continuous problem. In addition, the proposed family of Galerkin finite element methods
turns out to be optimally convergent, under the common assumptions of enough regularity
of the exact solutions to the continuous problem. An appealing feature of this mixed finite
element method is that it produces exactly divergence-free approximations of the velocity by
construction; thus preserving, at the discrete level, an essential constraint of the governing
equations. Next, inspired by the methods presented in [21,22], we present another scheme
involving the discontinuous Galerkin discretisation of the curl-curl and grad-div operators.
An advantage is related to the robustness with respect to rough coefficients and the relax-
ation of inter-element continuity conditions. We prove the well-posedness of the DG scheme
and derive error estimates under appropriate regularity assumptions. The novelties of our
contribution are mainly related to the formulation of Oseen equations in terms of vorticity,
in considering H(div)-conforming velocities, in proposing mixed finite element and discon-
tinuous Galerkin schemes based on such formulation, and in establishing their convergence
properties.
We have structured the contents of the paper in the following manner. Notation-related
preliminaries are stated in the remainder of this section. We then present the model problem
as well as the three-field weak formulation and its solvability analysis in Sect. 2. The finite
element discretisation is constructed in Sect. 3, where we also derive the stability and conver-
gence bounds. In Sect. 4, we present the mixed DG formulation for the model problem. The
well-posedness of the method and the error analysis are established in the same section. We
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close in Sect. 5 with a set of computational tests that illustrate the properties of the proposed
numerical schemes in a variety of scenarios.
Let Ω be a bounded domain of R3 with Lipschitz boundary ∂Ω. Moreover, we assume
that ∂Ω admits a disjoint partition ∂Ω = Γ ∪ Σ. For any s ≥ 0, the symbol ·s,Ω denotes
the norm of the Hilbertian Sobolev spaces Hs (Ω) or Hs (Ω)3 , with the usual convention
H0 (Ω) := L2 (Ω). For s ≥ 0, we recall the definition of the space
Hs (curl; Ω) := θ ∈ Hs (Ω)3 : curl θ ∈ Hs (Ω)3 ,
that we will endow with the norm θ 2Hs (curl;Ω) = θ 2s,Ω + curl θ 2s,Ω , and will denote
H(curl; Ω) = H0 (curl; Ω).
σ u − νΔu + curl u × β + ∇ p = f in Ω,
(2.1)
div u = 0 in Ω,
where ν > 0 is the kinematic fluid viscosity, σ > 0 is inversely proportional to the time-
step, β is an adequate approximation of velocity to be made precise below, and the vector
of external forces f also absorbs the contributions related to previous time steps, or to fixed
states in the linearisation procedure of the steady Navier–Stokes equations. As usual in this
context, in the momentum equation we have conveniently introduced the Bernoulli (also
known as dynamic) pressure p := P + 21 |u|2 , where P is the actual fluid pressure. √
The structure of (2.1) suggests to introduce the rescaled vorticity vector ω := ν curl u
as a new unknown. Furthermore, in this study we focus on the case of zero normal velocities
and zero tangential vorticity trace imposed on a part of the boundary Γ ⊂ ∂Ω, whereas a
non-homogeneous tangential velocity uΣ and a fixed Bernoulli pressure pΣ are set on the
remainder of the boundary Σ = ∂Ω \ Γ . Therefore, system (2.1) can be recast in the form
√ √
σu + ν curl ω + ν −1/2 ω × β + ∇ p = f , ω − ν curl u = 0, and div u = 0 in Ω,
u·n=0 and ω×n=0 on Γ ,
p = pΣ and u × n = uΣ on Σ, (2.2)
where n stands for the outward unit normal on ∂Ω. Should the boundary Σ have zero
measure, the additional condition ( p, 1)Ω,0 = 0 is required to enforce uniqueness of the
Bernoulli pressure. Note that even if the formulation and its analysis are restricted to the
case of constant coefficients, the theory might be extended to the case of piecewise constant
model coefficients.
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H := {v ∈ H(div; Ω) : v · n = 0 on Γ },
Z := {θ ∈ H(curl; Ω) : γt (θ ) = 0 on Γ }, and Q := L2 (Ω),
From now on, we will assume that the data are regular enough: β ∈ L∞ (Ω)3 and f ∈
L2 (Ω)3 .We proceed to test (2.2) against adequate functions and to impose the boundary
conditions in such a manner that we end up with the following formulation: Find (u, ω, p) ∈
H × Z × Q such that
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In order to analyse the variational formulation (2.3), let us introduce the kernel of the bilinear
form b2 (·, ·) and its classical characterisation
X := {v ∈ H : b2 (v, q) = 0, ∀ q ∈ Q} = {v ∈ H : div v = 0 in Ω},
and let us recall that b2 satisfies the inf-sup condition:
|b2 (v, q)|
sup ≥ β2 q0,Ω ∀q ∈ Q, (2.11)
v∈H vH
v =0
with an inf-sup constant β2 > 0 only depending on Ω (see e.g. [26, Sect. 2.4.1]).
We will now address the well-posedness of (2.3). To that end, it is enough to study its
reduced counterpart, defined on X × Z: Find (u, ω) ∈ X × Z such that
a(u, v) + b1 (v, ω) + c(ω, v) = F(v) ∀v ∈ X,
b1 (u, θ ) − d(ω, θ ) = G(θ ) ∀θ ∈ Z. (2.12)
The equivalence between (2.3) and (2.12) is established in the following result, whose proof
follows [28, Sect. I.4.1] and it is basically a direct consequence of the inf-sup condition
(2.11).
The abstract setting that will permit the analysis of (2.3) is stated in the following general
result [26, Theorem 1.2].
and
sup A(x, y) > 0 ∀ y ∈ X , (2.14)
x∈X
y =0
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Proof As a consequence of Lemma 1, we have that the bilinear form A(·, ·) is bounded and
therefore the condition (2.16) readily follows.
Concerning the satisfaction of the inf-sup condition (2.17), for a given (u, ω) ∈ X , we
can define
√
θ̃ := −ω ∈ Z, and ṽ := (u + ĉ ν curl ω) ∈ X,
where ĉ > 0 is a constant to be chosen later. We can then immediately assert that
√ √
A((u, ω), (ṽ, θ̃ )) = σ u · ṽ d x + ν curl ω · ṽ d x + ν curl θ̃ · u d x
Ω Ω Ω
1
− ω · θ̃ d x + √ (ω × β) · ṽ d x
Ω ν
Ω
√
≥ σ u20,Ω + ĉ νσ u · curl ω d x
Ω
√
+ ν u · curl ω d x + ĉν curl ω20,Ω
Ω
√ 1
− ν u · curl ω d x + ω20,Ω + √ (ω × β) · u d x
ν Ω
Ω
+ ĉ (ω × β) · curl ω d x
Ω
σ
≥ σ u20,Ω − u20,Ω − ĉ2 σ ν curl ω20,Ω
4
2σ
+ ĉν curl ω20,Ω + ω20,Ω − u20,Ω
3
3β2∞,Ω β2∞,Ω
− ω20,Ω − ω20,Ω − 2ĉ2 σ ν curl ω20,Ω
2νσ 2νσ
σ 2β 2
∞,Ω
= u20,Ω + ĉ 1 − 3ĉσ ν curl ω20,Ω + 1 − ω20,Ω ,
12 νσ
where we have used the bound ω × β0,Ω ≤ 2β∞,Ω ω0,Ω . Choosing ĉ = 1/(4σ ) and
employing (2.15), we arrive at
A((u, ω), (ṽ, θ̃ )) ≥ C(u, ω)2X ,
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with C independent of ν. On the other hand, by construction we realise that θ̃ Z = ωZ
and ṽ0,Ω ≤ C ĉ(u0,Ω + ωZ ), and consequently
Proof It suffices to verify the hypotheses of Theorem 1. First, we define the linear functional
G (v, θ ) := F(v) + G(θ ),
which is bounded on X × Z as a consequence of the last two estimates in Lemma 1. Thus,
the proof follows from Lemmas 3 and 4.
The following result establishes the corresponding stability estimate for the Bernoulli
pressure.
Corollary 1 Let (u, ω) ∈ X × Z, be the unique solution of (2.12), with u and ω satisfying
(2.18). In addition, let p ∈ Q be the unique pressure provided by Lemma 2, so that (u, ω, p) ∈
H × Z × Q is the unique solution of (2.3). Then, there exists C > 0 such that
p0,Ω ≤ C( f 0,Ω + pΣ 1/2,Σ + uΣ −1/2,Σ ).
Proof Combining the inf-sup condition (2.11) with the first equation in (2.3) gives the bound
1 |b2 (v, p)| 1 |F(v) − a(u, v) − b1 (v, ω) − c(ω, v)|
p0,Ω ≤ sup = sup ,
β2 v∈H vH β2 v∈H vH
v=0 v =0
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Remark 1 An alternative analysis for the nonsymmetric variational problem (2.3) can be car-
ried out using a fixed-point argument that allows a symmetrisation of the mixed structure.
The resulting weak form could then be analysed using classical tools for saddle-point prob-
lems, for instance, following the similar treatment in [16, Sect. 3.3]. Establishing inf-sup
conditions for the off-diagonal bilinear forms in the original nonsymmetric formulation is,
however, much more involved (see e.g. [33, Sect. 3]).
Remark 2 Assumption (2.15) holds provided one chooses σ appropriately. As this parameter
represents the inverse of the timestep, the aforementioned relation constitutes then a CFL-
type condition. We have observed experimentally that the bound for β is not sharp, but we
also stress that the same condition coincides with the hypotheses that yield solvability of
least-squares formulations for the Oseen problem analysed in [15,17]. Further investigations
would be then required.
In this section we introduce a Galerkin scheme for (2.3) and analyse its well-posedness by
establishing suitable assumptions on the finite element subspaces involved. Error estimates
are also derived.
Let {Th (Ω)}h>0 be a shape-regular family of partitions of the polyhedral region Ω̄, by
tetrahedrons T of diameter h T , with mesh size h := max{h T : T ∈ Th (Ω)}. In what
follows, given an integer k ≥ 0 and a subset S of R3 , Pk (S) will denote the space of
polynomial functions defined locally in S and being of total degree ≤ k.
Moreover, for any T ∈ Th (Ω), we introduce the local Nédélec space
Nk (T ) := Pk (T )3 ⊕ Rk+1 (T ),
Zh := {θ h ∈ Z : θ h |T ∈ Nk (T ) ∀T ∈ Th (Ω)}, (3.1)
Qh := {qh ∈ Q : qh |T ∈ Pk (T ) ∀T ∈ Th (Ω)}, (3.2)
Hh := {v h ∈ H : v h |T ∈ RTk (T ) ∀T ∈ Th (Ω)}, (3.3)
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The analysis of the Galerkin formulation will follow the same arguments exploited in the
continuous setting. Let us then consider the discrete kernel of b2 :
Xh := {v h ∈ Hh : b2 (v h , qh ) = 0, ∀ qh ∈ Qh } = {v h ∈ Hh : div v h ≡ 0 in Ω},
(3.5)
where the characterisation is indeed possible thanks to the inclusion div Hh ⊆ Qh . Moreover,
it is well-known that the following discrete inf-sup condition holds (see [26, Sect. 4.2]):
b2 (v h , qh )
sup ≥ β̃2 qh 0,Ω ∀qh ∈ Qh . (3.6)
v h ∈Hh v h H
v h =0
We again resort to a reduced version of the problem, now defined on the product space
Xh × Zh . Find (uh , ωh ) ∈ Xh × Zh such that
a(uh , v h ) + b1 (v h , ωh ) + c(ωh , v h ) = F(v h ) ∀ v h ∈ Xh ,
b1 (uh , θ h ) − d(ωh , θ h ) = G(θ h ) ∀ θ h ∈ Zh , (3.7)
and its equivalence with (3.4) is once more a direct consequence of the inf-sup condition
(3.6).
Lemma 5 If (uh , ωh , ph ) ∈ Hh × Zh × Qh is a solution of (3.4), then uh ∈ Xh , and
(uh , ωh ) ∈ Xh × Zh is also a solution of (3.7). Conversely, if (uh , ωh ) ∈ Xh × Zh is a
solution of (3.7), then there exists a unique ph ∈ Qh such that (uh , ωh , ph ) ∈ Hh × Zh × Qh
is a solution of (3.4).
In order to establish the well-posedness of (3.7), we will employ the following discrete
version of Theorem 1.
Theorem 3 Assume (2.15). Let k ≥ 0 be an integer and let Xh and Zh be given by (3.5) and
(3.1), respectively. Then, there exists a unique (uh , ωh ) ∈ Xh × Zh solution of the discrete
scheme (3.7). Moreover, there exist positive constants Ĉ1 , Ĉ2 > 0 independent of h such that
uh H + ωh Z ≤ Ĉ1 ( f 0,Ω + pΣ 1/2,Σ + uΣ −1/2,Σ ), (3.8)
and
u − uh H + ω − ωh Z ≤ Ĉ2 inf (u − v h H + ω − θ h Z ), (3.9)
(v h ,θ h )∈Xh ×Zh
Proof Let us define Xh := Xh × Zh and reuse the forms A(·, ·) and G (·) as in the proof of
Lemma 2. The next step consists in proving that A(·, ·) satisfies the discrete version of the
inf-sup conditions (2.13)–(2.14), as in Lemmas 3 and 4. In order to assert (2.13), we consider
(uh , ωh ) ∈ Xh , and define
√
ν
θ̃ h := −ωh ∈ Zh , and ṽ h := uh + curl ωh ∈ Xh .
4σ
Then, repeating exactly the same steps used in the proof of Lemma 3 the discrete version
of (2.13) follows. Regarding the discrete version of (2.14), we once again repeat the same
arguments given in the proof of Lemma 4. Finally, the Céa estimate follows from classical
arguments.
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Remark 3 Note that since the discrete kernel satisfies Xh ⊂ X, the infimum in the Céa
estimate (3.9) can be taken over (v h , θ h ) ∈ Hh × Zh , which implies in particular that the
mixed finite element scheme does not depend on the pressure (see e.g. [26, pp. 58–59]).
Implications of pressure-robust schemes as this one are reviewed in e.g. [29].
We now state the stability and an adequate approximation property of the discrete pressure.
Corollary 2 Let (uh , ωh ) ∈ Xh ×Zh be the unique solution of (3.7), with uh and ωh satisfying
(3.8). In addition, let ph ∈ Q h be the unique discrete Bernoulli pressure provided by Lemma
5, so that (uh , ωh , ph ) ∈ Hh × Zh × Qh is the unique solution of (3.4). Then, there exist
positive constants C̄1 , C̄2 > 0, independent of h and ν, such that
ph 0,Ω ≤ C̄1 ( f 0,Ω + pΣ 1/2,Σ + uΣ −1/2,Σ ),
and
p − ph 0,Ω ≤ C̄2 inf (u − v h H + ω − θ h Z + p − qh 0,Ω ). (3.10)
(v h ,θ h ,qh )∈Hh ×Zh ×Q h
Proof The result follows using the same arguments considered in the proof of Corollary 1,
but using the discrete inf-sup condition (3.6). We omit further details.
Let us introduce for a given s > 1/2, the Nédeléc global interpolation operator Rh :
Hs (curl; Ω) ∩ Z → Zh . From [1, Proposition 5.6] we know that for all θ ∈ Hs (curl; Ω)
with s > 1/2, there exists C > 0 independent of h, such that
θ − Rh θ Z ≤ Ch min{s,k+1} θHs (curl;Ω) . (3.11)
On the other hand, for the Raviart–Thomas interpolation Πh : Hs (Ω)3 ∩ H → Hh , with
s > 0, we recall (see e.g. [26, Theorem 3.6 and Lemma 3.19]) that there exists C > 0,
independent of h, such that for all s > 0:
v − Πh vH ≤ Ch min{s,k+1} vHs (div;Ω) ∀v ∈ Hs (div; Ω) ∩ H. (3.12)
Finally we recall that the orthogonal projection from L2 (Ω) onto the finite element subspace
Qh , here denoted by ΠQ , satisfies the following error estimate for all s > 0:
q − ΠQ q0,Ω ≤ Ch min{s,k+1} qs,Ω ∀q ∈ Hs (Ω). (3.13)
The following result summarises the error analysis for our mixed finite element scheme
(3.4).
Theorem 4 Assume (2.15). Let k ≥ 0 be an integer and let Hh , Zh and Qh be given by (3.1),
(3.2), and (3.3). Let (u, ω, p) ∈ H × Z × Q and (uh , ωh , ph ) ∈ Hh × Zh × Qh be the unique
solutions to the continuous and discrete problems (2.3) and (3.4), respectively. Assume that
u ∈ Hs (Ω)3 , div u ∈ Hs (Ω), ω ∈ H1+s (Ω)3 and p ∈ Hs (Ω), for some s > 1/2. Then,
there exist positive constants Ĉ and C̃, independent of h, such that
u − uh H + ω − ωh Z ≤ Ĉh min{s,k+1} (uHs (div;Ω) + ωHs (curl;Ω) ),
and
p − ph 0,Ω ≤ C̃h min{s,k+1} (uHs (div;Ω) + ωHs (curl;Ω) + ps,Ω ).
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Proof The proof follows from (3.9), (3.10), and standard interpolation estimates satisfied by
the operators Rh , Πh and ΠQ (see (3.11), (3.12) and (3.13), respectively).
In this section, we propose and analyse a DG method for (2.2). We provide solvability
and stability of the discrete scheme by introducing suitable numerical fluxes. A priori error
estimates are also derived.
4.1 Preliminaries
Apart from the definitions laid out at the beginning of Sect. 3, let us denote by Eh the set of
internal faces, by FhΣ the set of external faces on Σ and by FhΓ the set of external faces on
Γ . We set Fh = Eh ∪ FhΣ ∪ FhΓ . We denote by h e the diameter of each face e. Let T + and
T − be two adjacent elements of Th and let n+ (respectively n− ) be the outward unit normal
vector on ∂ T + (respectively ∂ T − ). For a vector field u, we denote by u± the trace of u from
the interior of T ± . We define jumps
and averages
1 + 1 +
{{v}} := (v + v − ), {{q}} := (q + q − ),
2 2
and adopt the convention that for boundary faces e ∈ FhΣ ∪ FhΓ , we set [[v]]T = v × n,
[[v]] N = v · n, [[q]] = qn, {{v}} = v and {{q}} = q.
Now, for k ≥ 0, suitable finite dimensional spaces for vorticity and velocity that remove
the restriction of continuity are defined by:
Z̃h := {θ h ∈ L2 (Ω)3 : θ h |T ∈ Pk (T )3 ∀T ∈ Th },
H̃h := {v h ∈ L2 (Ω)3 : v h |T ∈ Pk+1 (T )3 ∀T ∈ Th },
and we remark that the space for pressure approximation will coincide with the one used in
Sect. 3, that is Q̃h := Qh .
Multiplying each equation in (2.2) by suitable functions, the resulting DG scheme consists
in finding (uh , ωh , ph ) ∈ H̃h × Z̃ h × Q̃h , such that for any test functions (v h , θ h , qh ) ∈
H̃h × Z̃ h × Q̃h and for all elements T in the partition Th
√
σ uh · v h d x + ν ωh · curl v h d x
T T
√ 1
+ ν
ωh · (v h × n) ds + √ (ωh × β) · v h d x
ν T
∂T
− ph div v h d x +
ph v h · n ds = f · v h d x, (4.1)
T ∂T T
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√ √
ωh · θ h d x = ν uh · curl θ h d x + ν uωh · (θ h × n) ds,
(4.2)
T T ∂T
p
− uh · ∇qh d x +
uh · n q ds = 0, (4.3)
T ∂T
uw
p
where h,uh ,
ωh and ph are numerical fluxes, which approximate the traces of uh , ωh
and ph on the boundary. The fluxes uw
ωh and h are related to the curl-curl operator and are
defined by
⎧ ⎧
⎪
⎨{{ωh }} + C11 [[u]]T , if e ∈ Eh , ⎪
⎨{{uh }}, if e ∈ Eh ,
ωh := ω+
+ C 11 (u +
× n + − u ), if e ∈ F Σ ,
Σ uw
:= n × u Σ , if e ∈ FhΣ ,
⎪
⎩
h h h h ⎪
⎩ +
ωh × n = 0, if e ∈ FhΓ , uh , if e ∈ FhΓ ,
(4.4)
p
whereas the fluxes
uh and
ph are associated with the grad-div operator and defined by
⎧
⎪
⎨{{uh }} + D11 [[ ph ]], if e ∈ Eh ,
uh := u+ + +
p − ), if e ∈ F Σ ,
+ D (
11 hp n + p Σ n
⎪
⎩ p
h h
uh · n = 0, if e ∈ FhΓ ,
⎧
⎪
⎨{{ ph }} + A11 [[uh ]] N , if e ∈ Eh ,
ph := pΣ , if e ∈ FhΣ , (4.5)
⎪
⎩ +
p + A11 u · n , if e ∈ FhΓ .
+ +
The parameters C11 , A11 and D11 are positive stabilisation parameters, and following [22]
we choose
c11 max{h −1
T+
, h −1
T−
}, if x ∈ ∂ T + ∪ ∂ T − ,
C11 (x) := −1 (4.6)
c11 h T , if x ∈ ∂ T ∩ Σ,
a11 max{h −1
T+
, h −1
T−
}, if x ∈ ∂ T + ∪ ∂ T − ,
A11 (x) := −1 (4.7)
a11 h T , if x ∈ ∂ T ∩ Γ ,
d11 max{h T + , h T − }, if x ∈ ∂ T + ∪ ∂ T − ,
D11 (x) := (4.8)
d11 h T , if x ∈ ∂ T ∩ Σ,
where c11 , d11 , a11 > 0. Moreover, we suppose that C11 (respectively D11 and A11 ) have
a uniform positive bound above and below denoted by C11 and C11 (respectively D11 , D11
and A11 , A11 ).
We then proceed to integrate by parts equations (4.1) and (4.3), and then summing up over
all T ∈ Th , we obtain the following DG scheme: Find (uh , ωh , ph ) ∈ Hh ×
Zh ×
Qh such
that
h ),
a(uh , v h ) + b̃1 (v h , ωh ) + b̃2 (v h , ph ) + c(ωh , v h ) + j(uh , v h ) = F(v ∀v h ∈
Hh ,
d(ωh , θ h ) − b̃1 (uh , θ h ) = G̃(θ h ), ∀θ h ∈
Zh ,
e( ph , qh ) −
b2 (uh , qh ) = L̃(qh ), ∀qh ∈
Qh ,
(4.9)
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where the forms a, c and d are the same in (2.3), while b̃1 , b̃2 , j and e are defined, respectively,
by:
√ √
b̃1 (uh , θ h ) := ν curl θ h · uh d x + ν {{uh }} · [[θ h ]]T ds,
T ∈T h T e
e∈Eh ∪FhΓ
b̃2 (v h , ph ) := − ph div v h d x + {{ ph }} · [[v h ]] N ds,
T ∈T h T e
e∈Eh ∪FhΓ
√
j(uh , v h ) := ν C11 [[uh ]]T · [[v h ]]T ds + A11 [[uh ]] N [[v h ]] N ds,
e e
e∈Eh ∪FhΣ e∈Eh ∪FhΓ
e( ph , qh ) := D11 [[ ph ]] · [[qh ]] ds.
e
e∈Eh ∪FhΣ
G
In addition, the linear functionals F, and L associated with the source terms are defined
as:
√
h ) :=
F(v f · vh − pΣ (v · n) ds − ν C11 uΣ · (v h × n) ds ,
Ω e e
e∈FhΣ
√
h ) := − ν
G(θ uΣ · θ h ds and
L(qh ) := D11 ( pΣ n) · qh n ds.
e e
e∈FhΣ e∈FhΣ
To simplify the exposition of the analysis of the method, we will write the mixed scheme
(4.9) in the following equivalent form: Find (uh , ωh , ph ) ∈
Hh ×
Zh ×
Qh such that
A(uh , ωh , ph ; v h , θ h , qh ) = F (v h , θ h , qh ), ∀(v h , θ h , qh ) ∈
Hh ×
Zh ×
Qh , (4.12)
where
A(uh , ωh , ph ; v h , θ h , qh ) := a(uh , v h ) + b̃1 (v h , ωh ) − b̃1 (uh , θ h )
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1590 Journal of Scientific Computing (2019) 80:1577–1606
+ b̃2 (v h , ph ) −
b2 (uh , qh ) + c(ωh , v h )
+ j(uh , v h ) + d(ωh , θ h ) + e( ph , qh ),
and
h ) + G(θ
F (v h , θ h , qh ) := F(v h) +
L(qh ).
Let us now show the existence and uniqueness of solution to formulation (4.9).
Proposition 1 Let k ≥ 0 be an integer. The DG method (4.9) with the numerical fluxes given
by (4.4)–(4.5) defines a unique approximate solution (uh , ωh , ph ) ∈
Hh ×
Zh ×
Qh provided
that
2β2∞
< 1. (4.13)
νσ
Proof Since the problem is linear and finite dimensional, it suffices to show that if f = 0,
pΣ = 0 and uΣ = 0, then (uh , ωh , ph ) = (0, 0, 0). To this end, take v h = uh , θ h = ωh and
qh = ph in (4.9), summing up the three equations, we obtain:
It follows that
1
σ uh 20,Ω + ωh 20,Ω + |uh |2j + | ph |2e = − √ (ωh × β) · uh d x,
ν Ω
where we define
√
|uh |2j := ν C11 [[uh ]]2T ds + A11 [[uh ]]2N ds,
e e
e∈Eh ∪FhΣ e∈Eh ∪FhΓ
| ph |2e := D11 [[ ph ]]2 ds.
e
e∈Eh ∪FhΣ
σ 2β2∞
uh 0,Ω + 1 −
2
ωh 20,Ω + | ph |2e ≤ 0,
2 νσ
which, owing to the assumption (4.13), implies that uh = 0, ωh = 0 and [[ ph ]] = 0 on Eh ,
ph = 0 on FhΣ . The first equation in (4.9) then becomes
v h · ∇ ph d x = 0, ∀v h ∈
Hh ,
T ∈T h T
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Journal of Scientific Computing (2019) 80:1577–1606 1591
Let us now present and discuss a priori error bounds for the proposed DG method. The proof
involves two steps. The first one consists in establishing an error estimate in the natural
semi-norm. In the second step, we prove the error estimate for the pressure in the L2 -norm.
For this, we introduce the following semi-norm | · |A :
|(u, ω, p)|2A := σ u20,Ω + ω20,Ω + |u|2j + | p|2e . (4.14)
For the analysis, we will also employ the following norm
√ 1
(u, p)s := νus+1,Ω + √ ps,Ω .
ν
We define eu = u − uh , eω = ω − ωh and e p = p − ph . Let us denote by Π H (respectively
Π and Π ) the L 2 -projection onto
H (P 3 ) (respectively
Z (P 3 ) and
Q (Pk )), and let
Z
Q h k+1 h k h
us split the errors in the following manner
eu = ξ u + η u , eω = ξ ω + ηω and e p = ξ p + η p ,
where the numerical and approximation errors are defined by:
ξ u = u − Π
H u, ξ ω = ω − Π
Z ω, ξ p = p − Π
Q p,
ηu = Π
H u − uh , ηω = Π
Z ω − ω h , η p = Π
Q p − ph .
We recall the following standard approximation properties (see for instance [19]).
Lemma 6 Let v ∈ H1+r (Ω), r ≥ 0. Let Π the projection operator such that Πv = v for all
v ∈ Pk (T ), k ≥ 0. Then we have
min{r ,k}+1
v − Πv0,T + h T |v − Πv|1,T ≤ Ch T vr +1,T , (4.15)
min{r ,k}+1/2
v − Πv0,∂ T ≤ Ch T vr +1,T . (4.16)
As a consequence, we have the following result.
Lemma 7 Let (u, ω, p) ∈ H × Z × Q be the unique solution to the continuous problem (2.3).
Assume that u ∈ H1+s (Ω)3 , ω ∈ Hs (Ω)3 and p ∈ Hs (Ω), for some s ≥ 1. Then, we have:
ξ u 0,Ω ≤ Ca h min{s, k+1}+1 (u, 0)s ,
ξ ω 0,Ω ≤ Cd h min{s, k}+1 (u, 0)s ,
|ξ u | j ≤ C j h min{s, k+1} (u, 0)s ,
|ξ p |e ≤ Ce h min{s, k}+1 (0, p)s ,
where Ca , Cd , C j and Ce are positive constants independent of the meshsize.
Proof The two first estimates are a simple consequence of (4.15). Next we can state that
⎛ ⎞1/2 ⎛ ⎞1/2
√
|ξ u | j ≤ 2 ⎝ ν C11 ξ u 0,∂ T ⎠ + 2 ⎝
2
A11 ξ u 0,∂ T ⎠
2
T ∈T h T ∈T h
and ⎛ ⎞1/2
|ξ p |e ≤ 2 ⎝ D11 ξ p 20,∂ T ⎠ .
T ∈T h
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Recalling that C11 , A11 and D11 are as in (4.6)–(4.8) and using (4.16), we end up with the
bound 2 min{s,k+1} 1/2
|ξ u | j ≤ C j hT u2s+1,T ≤ C j h min{s,k+1} us+1,Ω ,
T ∈T h
We next concentrate on obtaining bounds for the forms b̃1 , b̃2 , c and j.
Lemma 8 Let (u, ω, p) ∈ H × Z × Q be the unique solution to the continuous problem (2.3).
Assume that u ∈ H1+s (Ω)3 , ω ∈ Hs (Ω)3 and p ∈ Hs (Ω), for some s ≥ 1. Then one has
|b̃1 (ξ u , θ h )| ≤ Cb1 h min{s,k+1} (u, 0)s θ h 0,Ω , ∀θ h ∈
Zh ,
|b̃1 (v h , ξ ω )| ≤ Cb1 h min{s,k}+1 (u, 0)s |v h | j , ∀v h ∈
Hh ,
|b̃2 (v h , ξ p )| ≤ Cb2 h min{s,k}+1 (0, p)s |v h | j , ∀v h ∈
Hh ,
|b̃2 (ξ u , qh )| ≤ Cb2 h min{s,k+1} (u, 0)s |qh |e , ∀qh ∈
Qh ,
| j(ξ u , v h )| ≤ C j h min{s, k+1} (u, 0)s |v h | j , ∀v h ∈
Hh ,
|e(ξ p , qh )| ≤ Ce h min{s, k}+1 (0, p)s |qh |e , ∀qh ∈
Qh ,
|c(ξ ω , v h )| ≤ Cω h min{s, k}+1 (u, 0)s v h 0,Ω , ∀v h ∈
Hh ,
where Cb1 , Cb2 , C j , Ce and Cω are positive constants independent of the meshsize.
Proof The bounds associated with the form b̃2 can be proved exactly with the same arguments
as [22, Sect. 3.3]. Let us now deal with the term b̃1 . We observe that due to the properties of
the L2 -projection onto Hh (Pk+1
3 ), we can write
ξ u · curl θ h d x = 0.
T
and the desired estimate follows from the inverse inequality and Lemma 7.
Similarly, using (4.10) and again the properties of the L2 -projection onto
Zh (Pk3 ), we have
curl v h · ξ ω d x = 0,
T
thus
⎛ ⎞1/2
ν
|b̃1 (v h , ξ ω )| ≤ C ⎝ ξ 2 ⎠
C11 ω 0,∂ T
T ∈T h
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Journal of Scientific Computing (2019) 80:1577–1606 1593
⎛ ⎞1/2
⎜√ √ ⎟
⎝ ν C11 [[v h ]]2T ds + ν C11 v 2h ds ⎠
e∈Eh e e
e∈FhΣ
⎛ ⎞1/2
ν
≤⎝ ξ 2 ⎠ |v h | j
C11 ω 0,∂ T
T ∈T h
√
| j(ξ u , v h )| = ν C11 ξ u T · [[v h ]]T ds + A11 ξ u N [[v h ]] N ds
e e
e∈Eh ∪FhΣ e∈Eh ∪FhΓ
Theorem 5 Assume (4.13). Let k ≥ 0 be an integer and let (u, ω, p) ∈ H×Z×Q be the unique
solution to the continuous problem (2.3). Assume that u ∈ H1+s (Ω)3 , ω ∈ Hs (Ω)3 and
p ∈ Hs (Ω), for some s ≥ 1. Then, the mixed DG approximation (uh , ωh , ph ) ∈
Hh ×
Zh ×
Qh
defined by (4.9), satisfies the following a priori error bounds
|(eu , eω , e p )|A ≤ CA h min{s, k+1} (u, p)s , (4.17)
e p 0,Ω ≤ Ch min{s, k+1} (u, p)s , (4.18)
where CA and C are positive constants independent of the meshsize.
Proof We begin with the estimate (4.17). A direct application of the definition of the
A−seminorm in combination with Lemma 7 gives
|(ξ u , ξ ω , ξ p )|A ≤ Ch min{s, k+1} (u, p)s . (4.19)
Concentrating on the projection of the errors, we can exploit the Galerkin orthogonality to
obtain
|(η u , ηω , η p )|2A = A(η u , ηω , η p ; η u , ηω , η p ) − c(ηω , η u ) (4.20)
= A(η u , ηω , η p ; ξ u , ξ ω , ξ p ) − c(ηω , η u ).
Due to the orthogonality of the L2 -projections, we have that a(ξ u , η u ) = 0 and d(ξ ω , ηω ) =
0. Then, from the definition of the form A it follows that
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+ b̃2 (ξ u , η p ) −
b2 (η u , ξ p ) + c(ξ ω , η u ) + j(ξ u , η u ) + e(ξ p , η p ).
Note that all these terms can be controlled using Lemma 8. Indeed we have
A(η u , ηω , η p ; ξ u , ξ ω , ξ p ) ≤ Cb1 ηω 0,Ω + (Cb1 + Cb2 + C j )|η u | j + (Cb2 + Ce )|η p |e
+ Cω η u 0,Ω h min{s, k+1} (u, p)s ,
≤ C1 |(η u , ηω , η p )|A h min{s, k+1} (u, p)s , (4.21)
Cω
where C1 = Cb1 + (Cb1 + Cb2 + C j ) + (Cb2 + Ce ) + σ . Next we only need to estimate
c(ηω , η u ) in (4.20). To do so we use Young’s inequality
2 2 σ
c(ηω , η u ) ≤ √ β∞,Ω ηω 0,Ω η u 0,Ω ≤ β2∞,Ω ηω 20,Ω + η u 20,Ω . (4.22)
ν νσ 2
Substituting (4.21) and (4.22) back into (4.20), we obtain the bound
σ 2β2∞
η 2
+ 1− ηω 20,Ω + |η u |2j + |η p |2e
2 u 0,Ω νσ
≤ C1 |(η u , ηω , η p )|A h min{s, k+1} (u, p)s ,
where κ > 0 is the inf-sup constant. Therefore, we infer from (4.12) that
where we have used that j(eu , z) = 0 for z ∈ H01 (Ω)3 . Using the Galerkin orthogonality,
we obtain
A(eu , eω , e p ; z, 0, 0) = A(eu , eω , e p ; ξ z , 0, 0)
= A(ξ u , ξ ω , ξ p ; ξ z , 0, 0) + A(η u , ηω , η p ; ξ z , 0, 0).
Therefore
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Journal of Scientific Computing (2019) 80:1577–1606 1595
T2 = {{ξ z }} · η p ds + (ξ z · n)η p ds
e∈Eh e e∈FhΣ
e
⎛ ⎞1/2
⎜ 1 1 ⎟
≤⎝ {{ξ z }}2 ds + (ξ z · n)2 ds ⎠ |η p |e
e∈Ehe D11 Σ e D 11
e∈Fh
⎛ ⎞1/2
1
≤C⎝ ξ 2 ⎠ |η p |e
D11 z 0,∂ T
T ∈T h
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hβ
where μh = √ ∞.
ν
Similarly, we have:
T4 = | j(η u , ξ z )|
≤ |η u | j |ξ z | j ≤ C|(η u , ηω , η p )|A z1,Ω ≤ Ch min{s, k+1} (u, 0)s e p 0,Ω .
The terms T5 , T6 and T7 can be readily estimated, much in the same way as before, using
the error bound in (4.17) and the fact that z ∈ H01 (Ω)3 .
Finally, the pressure estimate follows after putting all individual bounds back into (4.25).
Note that, differently from the conforming method introduced in Sect. 3, the discrete
velocity generated by scheme (4.9) is not necessarily divergence-free, and as a consequence
the method is not pressure-robust. A recent remedy in the context of DG methods can be
found in [31].
5 Numerical Tests
For our first example we produce the error history associated with the proposed mixed finite
element and mixed DG approximations. Let us consider the following closed-form solutions
to the Oseen equations defined on the unit square domain Ω = (0, 1)2 :
The exact velocity has zero normal component on the whole boundary, and the exact vorticity
is employed to impose a non-homogeneous vorticity trace. In this example we are assuming
that Γ = ∂Ω, and the exact Bernoulli pressure fulfils the null-average condition. We consider
the model parameters ν = 0.1 and σ = 10, and the convecting velocity β is taken as the
exact velocity solution, which in particular satisfies the bound (2.15).
Test 1A On a sequence of uniformly refined meshes we compute errors between the exact
and approximate solutions, measured in the norms involved in the convergence analysis
of Sect. 3. The obtained error history is reported in Table 1, where the rightmost column
displays the ∞ −norm of the nodal values of the velocity divergence projected to the space
Qh , all approaching machine precision. The asymptotic O(h k+1 ) decay of the error observed
for each field variable confirms the overall optimal convergence predicted by Theorem 4.
Sample approximate solutions generated with the lowest order method on a coarse mesh are
portrayed in Fig. 1.
Test 1B With the purpose of verifying that the mixed finite element scheme is pressure-robust
and also performs well for different viscosity values, we modify the exact pressure to be
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Journal of Scientific Computing (2019) 80:1577–1606 1597
Table 1 Test 1A: Error history (errors on a sequence of successively refined grids, convergence rates, and
divergence norms) associated with the mixed finite element method (3.4) using different polynomial degrees
DoF u − uh H rate ω − ωh Z rate p − ph 0,Ω rate div uh ∞
k=0
34 0.1357 – 1.2943 – 0.2002 – 1.0e−14
114 0.1129 0.2654 1.0072 0.3612 0.1219 0.7161 1.3e−14
418 0.0619 0.8655 0.5623 0.8405 0.0572 1.0910 1.3e−15
1602 0.0315 0.9763 0.2869 0.9707 0.0280 1.0311 1.2e−15
6274 0.0158 0.9952 0.1441 0.9937 0.0139 1.0072 1.0e−14
24,834 0.0079 0.9989 0.0721 0.9985 0.0069 1.0022 1.3e−15
98,818 0.0039 0.9997 0.0361 0.9996 0.0035 1.0000 1.7e−13
k=1
98 0.0980 – 0.8753 – 0.0624 – 2.4e−15
354 0.0337 1.5384 0.3448 1.3441 0.0173 1.8502 4.3e−14
1346 0.0094 1.8472 0.0979 1.8173 0.0038 2.1804 3.8e−13
5250 0.0024 1.9514 0.0255 1.9403 8.3e−04 2.1952 8.0e−14
20,738 6.4e−04 1.9873 0.0064 1.9835 1.9e−04 2.0791 1.2e−15
82,434 2.2e−04 1.9973 0.0016 1.9960 4.8e−05 2.0233 6.2e−15
328,706 3.8e−05 1.9992 4.1e−04 1.9992 1.2e−05 2.0064 1.4e−14
k=2
194 0.0563 – 0.5138 – 0.0237 – 1.7e−13
722 0.0078 2.8844 0.0893 2.7524 0.0024 3.2137 5.8e−14
2786 0.0011 2.9302 0.0121 2.9886 1.8e−04 3.1729 4.6e−14
10,946 1.3e−04 2.9872 0.0015 2.9873 1.4e−05 3.2661 4.3e−15
43,394 1.6e−05 2.9992 1.9e−04 3.0002 1.4e−06 3.2349 2.7e−15
172,802 2.1e−06 2.9981 2.3e−05 3.0014 1.6e−07 3.1252 4.9e−15
689,666 5.3e−07 2.9840 8.2e−06 3.0070 3.7e−08 2.9206 5.0e−14
p(x, y) = 1000(x 4 − y 4 ) and rerun Test 1A for decreasing values of ν (down to ν =1e-
6). Sample values of the error history are collected in Table 2, where we only show the
results for the lowest-order method. Even if the pressure error shows optimal convergence
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Table 2 Test 1B: Error history (errors on a sequence of successively refined grids, convergence rates, and
divergence norms) associated with the mixed finite element method (3.4) for k = 0, using a much larger
pressure, and for decreasing values of the viscosity
DoF h u − uh H rate ω − ωh Z rate p − ph 0,Ω rate div uh ∞
ν = 0.01
34 0.7071 0.1327 – 0.1709 – 191.8 – 1.76e−14
114 0.3536 0.1108 0.2601 0.1241 0.4615 107.3 0.8384 1.71e−13
418 0.1768 0.0615 0.8605 0.0610 1.0324 55.17 0.9597 5.22e−12
1602 0.0884 0.0313 0.9614 0.0293 1.0458 27.78 0.9943 4.23e−10
6274 0.0442 0.0157 0.9901 0.0144 1.0157 13.91 0.9975 3.84e−09
24834 0.0221 0.0079 0.9975 0.0072 1.0040 6.9591 0.9994 3.28e−08
98818 0.0111 0.0039 0.9994 0.0036 1.0012 3.4833 0.9998 6.46e−07
ν = 0.0001
34 0.7071 0.1327 – 0.01188 – 191.8 – 2.31e−14
114 0.3536 0.1107 0.2617 0.0061 0.9457 107.3 0.8384 1.65e−13
418 0.1768 0.0613 0.8599 0.0012 2.1252 55.17 0.9597 3.11e−12
1602 0.0884 0.0313 0.9606 0.0003 1.3765 27.78 0.9944 2.73e−10
6274 0.0442 0.0158 0.9899 0.0001 1.2588 13.91 0.9975 7.63e−09
24834 0.0221 0.0079 0.9974 7.36e−05 1.0832 6.9590 0.9994 1.64e−08
98818 0.0111 0.0039 0.9994 3.62e−05 1.0223 3.4833 0.9998 1.89e−07
ν = 0.000001
34 0.7071 0.1327 – 0.0011 – 191.8 – 2.73e−14
114 0.3536 0.1107 0.2617 0.0006 0.9621 107.3 0.8384 1.96e−13
418 0.1768 0.0613 0.8599 0.0001 1.4123 55.17 0.9597 3.98e−12
1602 0.0884 0.0313 0.9606 2.42e−05 1.2313 27.78 0.9932 1.39e−10
6274 0.0442 0.0157 0.9899 9.81e−06 1.0495 13.91 0.9975 1.06e−08
24834 0.0221 0.0079 0.9974 1.56e−06 1.5904 6.9591 0.9994 6.15e−07
98818 0.0111 0.0039 0.9994 4.99e−07 1.3651 3.4832 0.9998 2.35e−07
rates, the error values are quite large but these do not affect the error decay of the velocity,
suggesting pressure-robustness. We also see that smaller viscosity values do not pollute the
approximations. In view of (3.9) and Remark 3, perhaps a clearer numerical confirmation of
pressure-robustness can be observed by choosing exact velocity and exact vorticity belonging
to the finite element subspaces (for instance, we can use constant values u = (0, 0), ω = 0),
while keeping the exact pressure p(x, y) = x 4 − y 4 . As discussed in [29, Sect. 3], pressure
robustness of the method will imply that the velocity and vorticity errors will be practically
zero whereas the pressure error will decay with O(h k+1 ). Table 3 shows that this is precisely
the case, where we have taken ν = 0.01.
Test 1C An analogous example is now carried out to confirm numerically the convergence
rates of the DG methods defined by (4.9). The same model parameters and closed-form
solutions as in Test 1A are used, and the stabilisation constants in (4.6)–(4.8) take the values
a11 = c11 = σ and d11 = ν. The results collected in Table 4 indicate that the DG scheme
converges optimally when we measure errors in the energy A-seminorm (4.14) and in the
L2 −norm of the pressure. Here, however, we do not expect divergence-free approximate
velocities. Moreover, for the DG case we do not have pressure-robustness. Nevertheless, as
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Table 3 Test 1B: Error history (errors on a sequence of successively refined grids, convergence rate for p, and
divergence norms) associated with the mixed finite element method (3.4) for k = 0, 1, using exact velocity
and vorticity belonging to the finite element subspaces
DoF h u − uh H ω − ωh Z p − ph 0,Ω rate div uh ∞
k=0
34 0.7071 5.35e−16 9.88e−17 0.1918 – 1.03e−15
114 0.3536 6.15e−17 2.56e−17 0.1073 0.8384 1.78e−16
418 0.1768 7.61e−16 1.64e−16 0.0551 0.9597 2.53e−15
1602 0.0884 9.08e−15 3.11e−15 0.0277 0.9902 4.13e−14
6274 0.0442 1.90e−13 4.16e−14 0.0139 0.9975 2.59e−12
24834 0.0221 7.34e−12 6.41e−13 0.0069 0.9994 1.61e−10
98818 0.0111 1.98e−10 5.47e−12 0.0038 0.9998 9.79e−09
k=1
98 0.7071 2.34e−16 4.41e−16 0.0450 – 2.42e−16
354 0.3536 7.46e−15 1.36e−14 0.0120 1.8970 2.57e−14
1346 0.1768 7.04e−15 1.65e−14 0.0030 1.9752 3.73e−14
5250 0.0884 7.31e−14 4.94e−14 0.0007 1.9944 7.71e−13
20738 0.0442 8.57e−12 1.40e−13 0.0002 1.9982 2.62e−09
82434 0.0221 3.94e−12 5.02e−11 4.8e−05 2.0001 9.57e−08
328706 0.0111 1.98e−11 2.56e−11 1.2e−05 2.0000 5.67e−08
evidenced in Table 5, the errors in the A-norm and the pressure errors exhibit optimal decay
regardless of the viscosity values.
In this example we illustrate a more complex problem involving the non-stationary behaviour
of the flow in an open 2D cavity. The main compartment of the domain consists on a rectangle
(0, 1.2)×(0, 1) whereas smaller rectangles (0.25, 0.45)×(−0.1, 0) and (1.2, 1.3)×(0.7, 0.9)
play the role of inlet and outlet channels. The domain is discretised into an unstructured mesh
of 35433 triangular elements. Normal velocities and a compatible trace vorticity are imposed
on the whole boundary Γ = ∂Ω according to
⎧
⎪
⎨−75(x − 0.25)(0.45 − x) on y = −0.1,
u · n = 75(y − 0.7)(0.9 − y) on x = 1.3,
⎪
⎩
0 otherwise,
⎧ √
⎪
⎨75 √ ν(0.7 − 2x) on y = −0.1,
ω × n = −75 ν(1.6 − 2y) on x = 1.3,
⎪
⎩
0 otherwise,
that is, parabolic inlet and outlet profiles together with slip velocities elsewhere on ∂Ω.
We set a fluid viscosity of ν = 0.001 and use as initial velocity the solution adapted
from the previous test u0 (x, y) = [sin(π/1.3x)2 sin(π/1.1(y + 0.1))2 cos(π/1.1(y +
0.1)), − 13 sin(2/1.3π x) sin(π/1.1(y + 0.1))3 ]T . The parameter σ = 10 indicates a timestep
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Table 4 Test 1C: Error history associated to the DG method defined in (4.9) using increasing polynomial
degree
DoF h |(u − uh , ω − ωh , p − ph )|A rate p − ph 0,Ω rate
k=0
65 0.7071 0.8031 – 0.4623 –
257 0.3536 0.4321 0.8893 0.2298 0.8384
1025 0.1768 0.2343 0.8827 0.1276 0.8438
4097 0.0884 0.1217 0.9448 0.0652 0.9668
16385 0.0442 0.0616 0.9822 0.0326 1.0010
65537 0.0221 0.0302 1.0231 0.0163 1.0005
k=1
145 0.7071 0.4787 – 0.1847 –
577 0.3536 0.1496 1.6760 0.0529 1.8033
2305 0.1768 0.0366 2.0297 0.0133 1.9914
9217 0.0884 0.0089 2.0413 0.0033 2.0220
36865 0.0442 0.0021 2.0320 0.0008 2.0361
134696 0.0221 0.0005 2.0034 0.0002 2.0049
k=2
257 0.7071 0.1882 – 0.0534 –
1025 0.3536 0.0319 2.5864 0.0111 2.2722
4097 0.1768 0.0042 2.9180 0.0013 3.0093
16385 0.0884 0.0005 3.0362 0.0002 3.1105
65537 0.0442 6.16e−5 3.0640 1.81e−5 3.1510
268049 0.0221 1.03e−5 2.9973 2.78e−6 3.0076
of Δt = 0.1, and a backward Euler discretisation implies that we take f = σ û, where
û denotes the velocity approximation at the previous iteration. The convective velocity
β = û therefore needs to be updated at each iteration. At least for the initial solution we
have that the convecting velocity satisfies the assumption (2.15). The simulation is run until
Tfinal = 4Δt and we present in Fig. 2 two snapshots of the numerical solutions at t = Δt and
t = Tfinal , computed with a second-order DG scheme, and using the stabilisation parameters
a11 = c11 = σ and d11 = ν. From the velocity plots (including a line integral convolution
visualisation), we can evidence the formation of a main vortex on the centre of the domain
plus smaller recirculation areas that emerge on the top left and bottom left corners, together
with a preferential path joining the inlet and outlet boundaries.
For this classical benchmark problem we consider zero external forces and concentrate on the
case where flow recirculation occurs by Dirichlet conditions only. First we consider the two-
dimensional case, where on the top lid of the unit square (at y = 1) we set a unidirectional
velocity of unit magnitude, whereas no-slip velocity and zero tangential vorticity are imposed
on the remaining sides of the boundary. We set the parameters ν = 0.001, σ = 50 and employ
a structured mesh of 4096 elements. The initial velocity is computed from a Stokes solution
(setting both σ and β to zero). We compare the results obtained with our lowest-order FE
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Table 5 Test 1C: Error history associated to the DG method defined in (4.9) for the lowest-order case and
with decreasing viscosity
DoF h |(u − uh , ω − ωh , p − ph )|A rate p − ph 0,Ω rate
ν = 0.01
65 0.7071 0.5059 – 0.2034 –
257 0.3536 0.2884 0.8105 0.1264 0.6864
1025 0.1768 0.1642 0.8126 0.0842 0.7585
4097 0.0884 0.0902 0.8632 0.0507 0.7929
16385 0.0442 0.0473 0.9315 0.0274 0.8878
65537 0.0221 0.0244 0.9514 0.0140 0.9606
ν = 0.0001
65 0.7071 0.3787 – 0.1963 –
257 0.3536 0.1882 1.0091 0.1102 0.8322
1025 0.1768 0.0796 1.2426 0.0562 0.9709
4097 0.0884 0.0363 1.1314 0.0285 0.9916
16385 0.0442 0.0176 1.0423 0.0141 0.9974
65537 0.0221 0.0087 1.0154 0.0071 0.9992
ν = 0.000001
65 0.7071 0.3434 – 0.1967 –
257 0.3536 0.1490 1.2025 0.1088 0.8488
1025 0.1768 0.0586 1.3461 0.0553 0.9764
4097 0.0884 0.0239 1.2931 0.0278 0.9933
16385 0.0442 0.0108 1.1437 0.0135 0.9982
65537 0.0221 0.0051 1.0654 0.0069 0.9996
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(a) (b)
scheme against the benchmark data from [13] (produced with a spectral method applied to a
vorticity-based formulation). Figure 3a shows the generated velocity profile at t = 20, having
all the flow features expected for this regime. The solid lines in Fig. 3b–e portray cuts of the
solution on the mid-lines of the domain, whereas the circle markers indicate benchmark data.
The approximate vorticity has been rescaled with ν −1/2 to reflect the overall agreement with
the results reported in [13].
We also test the 3D implementation and formulation by conducting the same benchmark
on the unit cube Ω = (0, 1)3 . Again, boundary Σ is the top plate (defined by z = 1), where we
set tangential velocity of magnitude one, and on Γ = ∂Ω \ Σ we consider no-slip velocities
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Journal of Scientific Computing (2019) 80:1577–1606 1603
and zero tangential vorticity. The fluid viscosity is now ν = 0.0025 and a structured mesh of
58752 tetrahedral elements is employed. Once again we focus on a non-stationary regime with
a backward Euler scheme, now using σ = 10, and proceed to update the convective velocity
and the right-hand side using the velocity approximation at the previous time iteration. The
velocity field for a converged solution after 200 time steps is shown in Fig. 3f. We can observe
the expected asymmetric vortex forming parallel to the x z plane (also the generation of high
pressure near the corners where the Dirichlet velocity datum has a discontinuity). We have
also compared our results with the benchmark values obtained in [23] (using multiquadric
differential quadratures) for a Reynolds number of 400: the solid lines in Fig. 3g–h show
velocity profiles captured on the plane y = 0.5, concentrating on the vertical and horizontal
centrelines, where we also include the data from [23] (in asterisks) showing a reasonable
match (we have rotated the data, as in their tests the unit velocity is imposed on the face
y = 1).
We close this section with a benchmark test related to the well-known vortex formation
mechanisms known as the Kelvin–Helmholtz instability problem. The setup of the test follows
the specifications in [35] (see also [14]), the transient Oseen equations are solved on the unit
square Ω = (0, 1)2 and the bottom and top walls constitute Γ , where we impose a free-
slip velocity condition and zero vorticity. The left and right walls are regarded as a periodic
boundary. The initial velocity is
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⎛
⎞
a x) + cos(w b x)] (2y−1) − (y−1/2)
2
⎜u ∞ tanh((2y − 1)/δ0 ) − cn u ∞ [cos(w∞ ∞ exp δ2 δ02 ⎟
u=⎜
⎝
0 ⎟,
⎠
cn u ∞ exp − (y−1/2)
2
δ2
[w∞
a sin(w a x) + w b sin(w b x)]
∞ ∞ ∞
0
Acknowledgements This work has been supported by CNRS through the PEPS programme; by CONICYT -
Chile through FONDECYT project 11160706; by DIUBB, Universidad del Bío-Bío through projects 165608–
3/R and 171508 GI/VC; by CONICYT-Chile through the project AFB170001 of the PIA Program: Concurso
Apoyo a Centros Científicos y Tecnológicos de Excelencia con Financiamiento Basal. by DIDULS, Uni-
versidad de La Serena through project PR17151; and by Unversidad de Córdoba through the programme
“Estrategias para la Sostenibilidad de Grupos de Investigación”, project FCB-03-17.
Open Access This article is distributed under the terms of the Creative Commons Attribution 4.0 International
License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and repro-
duction in any medium, provided you give appropriate credit to the original author(s) and the source, provide
a link to the Creative Commons license, and indicate if changes were made.
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Affiliations
B R. Ruiz-Baier
ruizbaier@maths.ox.ac.uk
V. Anaya
vanaya@ubiobio.cl
A. Bouharguane
afaf.bouharguane@math.u-bordeaux.fr
D. Mora
dmora@ubiobio.cl
C. Reales
creales@correo.unicordoba.edu.co
N. Seloula
nour-elhouda.seloula@unicaen.fr
H. Torres
htorres@userena.cl
1 GIMNAP, Departamento de Matemática, Universidad del Bío-Bío, Concepción, Chile
2 Institut de Mathématiques de Bordeaux, CNRS UMR 5251, Université de Bordeaux,
33405 Talence, France
3 Centro de Investigación en Ingeniería Matemática (CI2MA), Universidad de Concepción,
Concepción, Chile
4 Departamento de Matemáticas y Estadísticas, Universidad de Córdoba, Montería, Colombia
5 Mathematical Institute, University of Oxford, Radcliffe Observatory Quarter, Woodstock Road,
Oxford OX2 6GG, UK
6 LMNO, CNRS UMR 6139, Université de Caen, 5186 Caen, France
7 Departamento de Matemáticas, Universidad de La Serena, La Serena, Chile
123