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A Robin-type domain decomposition method for a novel mixed-type DG method for the coupled Stokes-Darcy problem

Lina Zhao111Department of Mathematics, City University of Hong Kong, Kowloon Tong, Hong Kong SAR, China. (linazha@cityu.edu.hk). This author was supported by a grant from City University of Hong Kong (Project No. 7200699).
Abstract

In this paper, we first propose and analyze a novel mixed-type DG method for the coupled Stokes-Darcy problem on simplicial meshes. The proposed formulation is locally conservative. A mixed-type DG method in conjunction with the stress-velocity formulation is employed for the Stokes equations, where the symmetry of stress is strongly imposed. The staggered DG method is exploited to discretize the Darcy equations. As such, the discrete formulation can be easily adapted to account for the Beavers-Joseph-Saffman interface conditions without introducing additional variables. Importantly, the continuity of normal velocity is satisfied exactly at the discrete level. A rigorous convergence analysis is performed for all the variables. Then we devise and analyze a domain decomposition method via the use of Robin-type interface boundary conditions, which allows us to solve the Stokes subproblem and the Darcy subproblem sequentially with low computational costs. The convergence of the proposed iterative method is analyzed rigorously. In particular, the proposed iterative method also works for very small viscosity coefficient. Finally, several numerical experiments are carried out to demonstrate the capabilities and accuracy of the novel mixed-type scheme, and the convergence of the domain decomposition method.

Keywords: discontinuous Galerkin methods; the coupled Stokes-Darcy problem; domain decomposition method; Robin-type conditions; symmetric stress; Beavers-Joseph-Saffman condition.

1 Introduction

Coupling incompressible flow and porous media flow has drawn great attention over the past years, which has been involved in many practical applications, such as ground water contamination and industrial filtration. This coupled phenomenon can be mathematically expressed by the Stokes-Darcy problem, where the free fluid region is governed by the Stokes equations and the porous media region is described by Darcy’s law, and three transmission conditions are prescribed on the interface (cf. [1, 29]).

The devising of numerical schemes for the coupled Stokes-Darcy problem hinges on a suitable choice of stable pairs for both the Stokes equations and Darcy equations. As it is well known, the standard mixed formulations for the Stokes equations and Darcy equations earn different compatibility conditions, thus a straightforward application of the existing solvers for the Stokes equations and Darcy equations may not be feasible. To this end, a great amount of effort has been devoted to developing accurate and efficient numerical schemes for the coupled Stokes-Darcy problem, and a non-exhaustive list of these approaches include Lagrange multiplier methods [21, 17, 32, 18], weak Galerkin method [9, 22], strongly conservative methods [20, 16], stabilized mixed finite element method [28, 24], discontinuous Galerkin (DG) methods [26, 34], virtual element method [23, 33], a lowest-order staggered DG method [37] and penalty methods [38]. The coupled Stokes-Darcy problem describes multiphysics phenomena, and involves a Stokes subproblem and a Darcy subproblem, it is thus natural to resort to domain decomposition methods, which allows one to solve the coupled system sequentially with a low computational cost. Various domain decomposition methods have been developed for the coupled Stokes-Darcy problem, see, for example [13, 6, 8, 7, 31, 19], most of which are based on velocity-pressure formulation of the Stokes equations.

The first purpose of this paper is to devise and analyze a novel mixed-type method for the coupled Stokes-Darcy problem. In the proposed formulation, we use a mixed-type DG method in conjunction with stress-velocity formulation for the discretization of the Stokes subproblem, and we use staggered DG method introduced in [10] for the discretization of the Darcy subproblem. Unlike the schemes proposed in [27, 34], we enforce the normal continuity of velocity directly into the formulation of the method without resorting to Lagrange multiplier. This is based on our observation that the degrees of freedom for the Darcy velocity space is defined by using dual edge degrees of freedom and interior degrees of freedom, and the interface can be treated as the union of the primal edges. Therefore, the normal continuity of velocity can be simply imposed into the discrete formulation by replacing the Darcy’s normal velocity by the Stokes’ normal velocity, which in conjunction with a suitable decomposition of the stress variable on the interface yields the resulting formulation. It is worth mentioning that the normal continuity of velocity is satisfied exactly at the discrete level. The advantages of the proposed formulation are multifold: First, the symmetry of stress is strongly imposed. The stress variable has a physical meaning and its computation is also important from a practical point of view. Second, pressure is eliminated from the equation, which reduces the size of the global system. Third, the continuity of normal velocity can be imposed directly without using Lagrange multiplier. A rigorous convergence analysis is carried out for all the variables. The proof for the optimal convergence of L2L^{2}-error of Darcy velocity is non-trivial, to overcome this issue, we exploit a non-standard trace theorem. We remark that the proposed scheme utilizes stress-velocity formulation for the Stokes equations, which is rarely explored for the coupled Stokes-Darcy problem in the existing literature. Our work will shed new insights into the devising and analysis of novel numerical schemes for the coupled Stokes-Darcy problem. We also address that the numerical results demonstrate that the proposed scheme also works well for small values of viscosity.

The proposed global formulation involves four variables: stress, fluid velocity, Darcy velocity and Darcy pressure, which may require high computational costs especially for large scale problems. To reduce the computational costs, we aim to devise a domain decomposition method based on the proposed spatial discretization, where the global formulation is decomposed into the Stokes subproblem and the Darcy subproblem by using newly constructed Robin-type interface conditions. The construction of the novel Robin-type interface condition is not a simple extension of the method introduced in [30], instead it takes advantage of the special features of staggered DG method. Moreover, the compatibility conditions are derived to ensure the equivalence of the modified discrete formulation and the original discrete formulation. The convergence of the Robin-type domain decomposition method is rigorously analyzed with the help of the compatibility conditions. Our convergence analysis indicates that the convergence of the Robin-type domain decomposition method is 1𝒪(h)1-\mathcal{O}(h) for δp=δf\delta_{p}=\delta_{f}, where δp\delta_{p} and δf\delta_{f} are parameters introduced in Section 5. Moreover, when δp\delta_{p} and δf\delta_{f} satisfy certain conditions, then the convergence rate of the Robin-type domain decomposition method is hh-independent, which is particularly inspiring. Several numerical experiments are carried out to demonstrate the performance of the proposed scheme. We can observe that the proposed domain decomposition method converges as reflected by the theories. In particular, it also converges for small values of viscosity.

The rest of the paper is organized as follows. In the next section, we describe the model problem and derive the stress-velocity formulation for the Stokes equations. In Section 3, we derive the discrete formulation and prove the unique solvability. The convergence error estimates for all the variables measured in L2L^{2}-error are given in Section 4. Then, the Robin-type domain decomposition method is constructed and analyzed in Section 5. Several numerical experiments are carried out in Section 6 to verify the proposed theories. Finally, a concluding remark is given in Section 7.

2 Model problem

Let Ω:=ΩSΩD\Omega:=\Omega_{S}\cup\Omega_{D} denote the polygonal domain in 2\mathbb{R}^{2}, where ΩS\Omega_{S} and ΩD\Omega_{D} represent the fluid domain and porous media domain, respectively. Let Γ\Gamma denote the interface between ΩS\Omega_{S} and ΩD\Omega_{D}, and let Γi=Ωi\Γ\Gamma_{i}=\partial\Omega_{i}\backslash\Gamma for i{S,D}i\in\{S,D\}, see Figure 1 for an illustration of the computational domain. We use 𝒏i(i=S,D)\bm{n}_{i}(i=S,D) to represent the unit normal vector to Ωi\partial\Omega_{i}. Let 𝒕S\bm{t}_{S} be an orthonormal system of tangential vectors on Γ\Gamma.

Refer to caption
Figure 1: Profile of the computational domain.

In ΩS\Omega_{S}, the fluid flow is governed by the Stokes equations

divσ¯\displaystyle-\mbox{div}\,\underline{\sigma} =𝒇S\displaystyle=\bm{f}_{S} inΩS,\displaystyle\quad\mbox{in}\;\Omega_{S}, (2.1)
σ¯\displaystyle\underline{\sigma} =2με(𝒖S)pI\displaystyle=2\mu\varepsilon(\bm{u}_{S})-pI inΩS,\displaystyle\quad\mbox{in}\;\Omega_{S}, (2.2)
div𝒖S\displaystyle\text{div}\,\bm{u}_{S} =0\displaystyle=0 inΩS,\displaystyle\quad\mbox{in}\;\Omega_{S}, (2.3)
𝒖S\displaystyle\bm{u}_{S} =𝟎\displaystyle=\bm{0} onΓS,\displaystyle\quad\mbox{on}\;\Gamma_{S}, (2.4)

where μ\mu is the viscosity coefficient which is assumed to be a positive constant, 𝒖S\bm{u}_{S} is the fluid velocity, pp is the fluid pressure, σ¯\underline{\sigma} is the stress tensor, II is the 2×22\times 2 identity matrix and ε(𝒖S)\varepsilon(\bm{u}_{S}) is the deformation tensor defined by ε(𝒖S)=𝒖S+𝒖S2\varepsilon(\bm{u}_{S})=\frac{\nabla\bm{u}_{S}+\nabla\bm{u}_{S}^{\prime}}{2}. Hereafter, we use AA^{\prime} to represent the transpose of AA.

In ΩD\Omega_{D}, the governing equations are Darcy equations

div𝒖D\displaystyle\mathrm{div}\bm{u}_{D} =fDinΩD,\displaystyle=f_{D}\;\mbox{in}\;\Omega_{D}, (2.5)
𝒖D+KpD\displaystyle\bm{u}_{D}+K\nabla p_{D} =0inΩD,\displaystyle=0\quad\mbox{in}\;\Omega_{D}, (2.6)
pD\displaystyle p_{D} =0onΓD.\displaystyle=0\quad\mbox{on}\;\Gamma_{D}. (2.7)

On the interface Γ\Gamma, we prescribe the following Beavers-Joseph-Saffman conditions (cf. [1, 29])

𝒖S𝒏S\displaystyle\bm{u}_{S}\cdot\bm{n}_{S} =𝒖D𝒏S\displaystyle=\bm{u}_{D}\cdot\bm{n}_{S} onΓ,\displaystyle\quad\mbox{on}\;\Gamma, (2.8)
σ¯𝒏S𝒏S\displaystyle-\underline{\sigma}\bm{n}_{S}\cdot\bm{n}_{S} =pD\displaystyle=p_{D} onΓ,\displaystyle\quad\mbox{on}\;\Gamma, (2.9)
𝒖S𝒕S\displaystyle\bm{u}_{S}\cdot\bm{t}_{S} =Gσ¯𝒏S𝒕S\displaystyle=-G\underline{\sigma}\bm{n}_{S}\cdot\bm{t}_{S} onΓ,\displaystyle\quad\mbox{on}\;\Gamma, (2.10)

where G>0G>0 is the phenomenological friction coefficient.

Now we will derive a stress-velocity formulation based on (2.1)-(2.3) by eliminating pp. First, we have

tr(ε(𝒖S))=div𝒖S=0,\displaystyle\mbox{tr}(\varepsilon(\bm{u}_{S}))=\mbox{div}\bm{u}_{S}=0,
tr(σ¯)=2μtr(ε(𝒖S))2p=2p,\displaystyle\mbox{tr}(\underline{\sigma})=2\mu\mbox{tr}(\varepsilon(\bm{u}_{S}))-2p=-2p,

thus, we obtain

p=12tr(σ¯).\displaystyle p=-\frac{1}{2}\mbox{tr}(\underline{\sigma}).

Consequently, we can recast (2.2) into the following equivalent formulation

𝒜σ¯=2με(𝒖S),\displaystyle\mathcal{A}\underline{\sigma}=2\mu\varepsilon(\bm{u}_{S}),

where

𝒜σ¯=σ¯12tr(σ¯)I.\displaystyle\mathcal{A}\underline{\sigma}=\underline{\sigma}-\frac{1}{2}\mbox{tr}(\underline{\sigma})I.

Note that 𝒜σ¯\mathcal{A}\underline{\sigma} is a trace-free tensor called deviatoric part and ker(𝒜)={qI|qis a scalar function}\text{ker}(\mathcal{A})=\{qI\;|\;q\;\text{is a scalar function}\}.

Then we can rewrite (2.1)-(2.3) as the following equivalent system:

divσ¯\displaystyle-\mbox{div}\,\underline{\sigma} =𝒇\displaystyle=\bm{f} inΩS,\displaystyle\quad\mbox{in}\;\Omega_{S}, (2.11)
𝒜σ¯\displaystyle\mathcal{A}\underline{\sigma} =2με(𝒖S)\displaystyle=2\mu\varepsilon(\bm{u}_{S}) inΩS,\displaystyle\quad\mbox{in}\;\Omega_{S}, (2.12)
𝒖S\displaystyle\bm{u}_{S} =𝟎\displaystyle=\bm{0} onΓS.\displaystyle\quad\mbox{on}\;\Gamma_{S}. (2.13)

We introduce some notations that will be used throughout the paper. Let Dd,d=1,2D\subset\mathbb{R}^{d},d=1,2. By (,)D(\cdot,\cdot)_{D}, we denote the scalar product in L2(D):(p,q)D:=Dpq𝑑xL^{2}(D):(p,q)_{D}:=\int_{D}p\,q\,dx. We use the same notation for the scalar product in L2(D)2L^{2}(D)^{2} and in L2(D)2×2L^{2}(D)^{2\times 2}. More precisely, (𝝃,𝒘)D:=i=12(ξi,wi)(\bm{\xi},\bm{w})_{D}:=\sum_{i=1}^{2}(\xi^{i},w^{i}) for 𝝃,𝒘L2(D)2\bm{\xi},\bm{w}\in L^{2}(D)^{2} and (ψ¯,ζ¯)D:=i=12j=12(ψi,j,ζi,j)D(\underline{\psi},\underline{\zeta})_{D}:=\sum_{i=1}^{2}\sum_{j=1}^{2}(\psi^{i,j},\zeta^{i,j})_{D} for ψ¯,ζ¯L2(D)2×2\underline{\psi},\underline{\zeta}\in L^{2}(D)^{2\times 2}. The associated norm is denoted by 0,D\|\cdot\|_{0,D}. Given an integer m>0m>0, we denote the scalar-valued Sobolev spaces by Hm(D)=Wm,2(D)H^{m}(D)=W^{m,2}(D) with the norm m,D\|\cdot\|_{m,D} and seminorm ||m,D|\cdot|_{m,D}. In addition, we use Hm(D)dH^{m}(D)^{d} and Hm(D)d×dH^{m}(D)^{d\times d} to denote the vector-valued and tensor-valued Sobolev spaces, respectively. In the following, we use CC to denote a generic constant independent of the meshsize which may have different values at different occurrences.

3 The new scheme

In this section, we are devoted to the derivation of a novel mixed-type DG method for the coupled Stokes-Darcy system (2.5)-(2.10) and (2.11)-(2.12). To this end, we first introduce the following meshes. Following [10, 36, 35], we first let 𝒯u,D\mathcal{T}_{u,D} be the initial partition of the domain ΩD\Omega_{D} into non-overlapping triangular meshes as shown in the left panel of Figure 2. We use h,Γ\mathcal{F}_{h,\Gamma} to denote the set of edges lying on the interface Γ\Gamma. We also let pr,D\mathcal{F}_{pr,D} be the set of all edges excluding the interface edges in the initial partition 𝒯u,D\mathcal{T}_{u,D} and pr,D0pr,D\mathcal{F}_{pr,D}^{0}\subset\mathcal{F}_{pr,D} be the subset of all interior edges of ΩD\Omega_{D}. For each triangular mesh EE in the initial partition 𝒯u,D\mathcal{T}_{u,D}, we construct the sub-triangulation by connecting an interior point ν\nu to all the vertices of EE. For simplicity, we select ν\nu as the center point. We rename the union of these triangles sharing the common point ν\nu by S(ν)S(\nu). Moreover, we will use dl,D\mathcal{F}_{dl,D} to denote the set of all the new edges generated by this subdivision process and use 𝒯h,D\mathcal{T}_{h,D} to denote the resulting quasi-uniform triangulation, on which our basis functions are defined. Here the sub-triangulation 𝒯h,D\mathcal{T}_{h,D} satisfies standard mesh regularity assumptions (cf. [12]). This construction is illustrated in Figure 2, where the black solid lines are edges in pr,D0\mathcal{F}_{pr,D}^{0} and the red dotted lines are edges in dl,D\mathcal{F}_{dl,D}. For each interior edge epr,D0e\in\mathcal{F}_{pr,D}^{0}, we use D(e)D(e) to denote the union of the two triangles in 𝒯h,D\mathcal{T}_{h,D} sharing the edge ee, and for each boundary edge e(pr,Dh,Γ)\pr,D0e\in(\mathcal{F}_{pr,D}\cup\mathcal{F}_{h,\Gamma})\backslash\mathcal{F}_{pr,D}^{0}, we use D(e)D(e) to denote the triangle in 𝒯h,D\mathcal{T}_{h,D} having the edge ee, see Figure 2.

On the other hand, we let {𝒯h,S}\{\mathcal{T}_{h,S}\} be a family of shape-regular triangulations of Ω¯S\bar{\Omega}_{S}. For simplicity, we assume that the meshes between the two domains ΩS\Omega_{S} and ΩD\Omega_{D} match at the interface. We use h,S\mathcal{F}_{h,S} to denote the set of all edges of 𝒯h,S\mathcal{T}_{h,S} excluding the edges lying on the interface. We use h,S0\mathcal{F}_{h,S}^{0} to represent the subset of h,S\mathcal{F}_{h,S}, i.e., h,S0\mathcal{F}_{h,S}^{0} is the union of interior edges of Ω¯S\bar{\Omega}_{S}. In addition, we let 𝒯h=𝒯h,S𝒯h,D\mathcal{T}_{h}=\mathcal{T}_{h,S}\cup\mathcal{T}_{h,D} and h=h,Sh,D\mathcal{F}_{h}=\mathcal{F}_{h,S}\cup\mathcal{F}_{h,D}. In what follows, heh_{e} stands for the length of edge ehe\in\mathcal{F}_{h}. For each triangle T𝒯hT\in\mathcal{T}_{h}, we let hTh_{T} be the diameter of TT and h=maxT𝒯hhTh=\max_{T\in\mathcal{T}_{h}}h_{T}. For each interior edge ee, we then fix 𝒏e\bm{n}_{e} as one of the two possible unit normal vectors on ee. When there is no ambiguity, we use 𝒏\bm{n} instead of 𝒏e\bm{n}_{e} to simplify the notation. In addition, we use 𝒕\bm{t} to represent the corresponding unit tangent vector. To simplify the presentation, we only consider triangular meshes in this paper, and the extension to polygonal meshes will be investigated in the future paper.

For k1k\geq 1, T𝒯hT\in\mathcal{T}_{h} and ehe\in\mathcal{F}_{h}, we define Pk(T)P^{k}(T) and Pk(e)P^{k}(e) as the spaces of polynomials of degree up to order kk on TT and ee, respectively. For a scalar or vector function vv belonging to the broken Sobolev space, its jump and average on an interior edge ee are defined as

ve=v1v2,{{v}}e=v1+v22,\left\llbracket v\right\rrbracket_{e}=v_{1}-v_{2},\quad\left\{\!\!\left\{v\right\}\!\!\right\}_{e}=\frac{v_{1}+v_{2}}{2},

where vj=vTj,j=1,2v_{j}=v_{T_{j}},j=1,2 and T1T_{1}, T2T_{2} are the two triangles in 𝒯h\mathcal{T}_{h} having the edge ee. For the boundary edges, we simply define ve=v1\left\llbracket v\right\rrbracket_{e}=v_{1} and {{v}}e=v1\left\{\!\!\left\{v\right\}\!\!\right\}_{e}=v_{1}. We can omit the subscript ee when it is clear which edge we are referring to.

Refer to caption
Refer to caption
Figure 2: The schematics of the meshes for ΩD\Omega_{D}. Primal meshes (left), dual meshes and simplicial meshes (right). The solid lines represent the primal edges and the dashed lines represent the dual edges. S(ν)S(\nu) represents the primal element and D(e)D(e) represents the dual element.

We define the following spaces for the numerical approximations.

ΣhS:\displaystyle\Sigma_{h}^{S}: ={w¯:w¯=w¯,w¯|TPk1(T)2×2,T𝒯h,S},\displaystyle=\{\underline{w}:\underline{w}=\underline{w}^{\prime},\underline{w}|_{T}\in P_{k-1}(T)^{2\times 2},\;\forall T\in\mathcal{T}_{h,S}\},
UhS:\displaystyle U_{h}^{S}: ={𝒗S:𝒗S|TPk(T)2,T𝒯h,S;𝒗S|ΓS=𝟎}\displaystyle=\{\bm{v}_{S}:\bm{v}_{S}|_{T}\in P_{k}(T)^{2},\;\forall T\in\mathcal{T}_{h,S};\bm{v}_{S}|_{\Gamma_{S}}=\bm{0}\}

and

UhD:\displaystyle U_{h}^{D}: ={𝒗D:𝒗D|TPk(T)2,T𝒯h,D,𝒗D𝒏e=0edl,D},\displaystyle=\{\bm{v}_{D}:\bm{v}_{D}|_{T}\in P_{k}(T)^{2},\;\forall T\in\mathcal{T}_{h,D},\left\llbracket\bm{v}_{D}\cdot\bm{n}\right\rrbracket_{e}=0\;\forall e\in\mathcal{F}_{dl,D}\},
PhD:\displaystyle P_{h}^{D}: ={q:q|TPk(T),T𝒯h,D,qe=0epr,D0;q|ΓD=0}.\displaystyle=\{q:q|_{T}\in P_{k}(T),\;\forall T\in\mathcal{T}_{h,D},\left\llbracket q\right\rrbracket_{e}=0\;\forall e\in\mathcal{F}_{pr,D}^{0};q|_{\Gamma_{D}}=0\}.

In the following, we use εh(𝒗)\varepsilon_{h}(\bm{v}) to represent the element-wise defined deformation tensor, i.e., εh(𝒗)T=𝒗T+𝒗T2\varepsilon_{h}(\bm{v})\mid_{T}=\frac{\nabla\bm{v}\mid_{T}+\nabla\bm{v}^{\prime}\mid_{T}}{2} for 𝒗UhS\bm{v}\in U_{h}^{S}. Hereafter, we use h\nabla_{h} and divh\mathrm{div}_{h} to represent the gradient and divergence operators defined element by element, respectively.

For later use, we specify the degrees of freedom for PhDP_{h}^{D} as follows.

  • (SD1)

    For epr,D0h,Γe\in\mathcal{F}_{pr,D}^{0}\cup\mathcal{F}_{h,\Gamma}, we have

    ϕe(q):=(q,pk)epkPk(e).\phi_{e}(q):=(q,p_{k})_{e}\quad\forall p_{k}\in P_{k}(e). (3.1)
  • (SD2)

    For each T𝒯h,DT\in\mathcal{T}_{h,D}, we define

    ϕT(q):=(q,pk1)Tpk1Pk1(T).\phi_{T}(q):=(q,p_{k-1})_{T}\quad\forall p_{k-1}\in P_{k-1}(T). (3.2)

Now we are ready to derive the discrete formulation based on the first order system (2.5)-(2.6) and (2.11)-(2.12). Multiplying (2.1) by a test function 𝒗SUhS\bm{v}_{S}\in U_{h}^{S} and applying integration by parts yield

(div𝝈,𝒗S)ΩS\displaystyle-(\mathrm{div}\bm{\sigma},\bm{v}_{S})_{\Omega_{S}} =eh,S0({{𝝈𝒏}},𝒗S)eeh,Γ(𝝈𝒏S,𝒗S)e+(𝝈,εh(𝒗S))ΩS.\displaystyle=-\sum_{e\in\mathcal{F}_{h,S}^{0}}(\left\{\!\!\left\{\bm{\sigma}\bm{n}\right\}\!\!\right\},\left\llbracket\bm{v}_{S}\right\rrbracket)_{e}-\sum_{e\in\mathcal{F}_{h,\Gamma}}(\bm{\sigma}\bm{n}_{S},\bm{v}_{S})_{e}+(\bm{\sigma},\varepsilon_{h}(\bm{v}_{S}))_{\Omega_{S}}.

where the second term can be recast into the following form by using (2.9) and (2.10)

eh,Γ(𝝈𝒏S,𝒗S)e\displaystyle-\sum_{e\in\mathcal{F}_{h,\Gamma}}(\bm{\sigma}\bm{n}_{S},\bm{v}_{S})_{e} =eh,Γ(𝝈𝒏S,(𝒗S𝒏S)𝒏S+(𝒗S𝒕S)𝒕S)e\displaystyle=-\sum_{e\in\mathcal{F}_{h,\Gamma}}(\bm{\sigma}\bm{n}_{S},(\bm{v}_{S}\cdot\bm{n}_{S})\bm{n}_{S}+(\bm{v}_{S}\cdot\bm{t}_{S})\bm{t}_{S})_{e}
=eh,Γ(pD,𝒗S𝒏S)e+1Geh,Γ(𝒖S𝒕S,𝒗S𝒕S)e.\displaystyle=\sum_{e\in\mathcal{F}_{h,\Gamma}}(p_{D},\bm{v}_{S}\cdot\bm{n}_{S})_{e}+\frac{1}{G}\sum_{e\in\mathcal{F}_{h,\Gamma}}(\bm{u}_{S}\cdot\bm{t}_{S},\bm{v}_{S}\cdot\bm{t}_{S})_{e}.

Multiplying (2.6) by a test function 𝒗DUhD\bm{v}_{D}\in U_{h}^{D} and performing integration by parts lead to

(pD,𝒗D)ΩD=eh,Γ(𝒗D𝒏D,pD)e+epr,D0(pD,𝒗D𝒏)e(pD,divh𝒗D)ΩD.\displaystyle(\nabla p_{D},\bm{v}_{D})_{\Omega_{D}}=\sum_{e\in\mathcal{F}_{h,\Gamma}}(\bm{v}_{D}\cdot\bm{n}_{D},p_{D})_{e}+\sum_{e\in\mathcal{F}_{pr,D}^{0}}(p_{D},\left\llbracket\bm{v}_{D}\cdot\bm{n}\right\rrbracket)_{e}-(p_{D},\mathrm{div}_{h}\bm{v}_{D})_{\Omega_{D}}.

Finally we multiply (2.5) by qDPhDq_{D}\in P_{h}^{D}, then using the interface condition (2.8) implies that

(div𝒖D,qD)ΩD\displaystyle(\mathrm{div}\bm{u}_{D},q_{D})_{\Omega_{D}} =edl,D(𝒖D𝒏,qD)e+eh,Γ(𝒖D𝒏D,qD)e(𝒖D,hqD)ΩD\displaystyle=\sum_{e\in\mathcal{F}_{dl,D}}(\bm{u}_{D}\cdot\bm{n},\left\llbracket q_{D}\right\rrbracket)_{e}+\sum_{e\in\mathcal{F}_{h,\Gamma}}(\bm{u}_{D}\cdot\bm{n}_{D},q_{D})_{e}-(\bm{u}_{D},\nabla_{h}q_{D})_{\Omega_{D}}
=edl,D(𝒖D𝒏,qD)e(𝒖D,hqD)ΩDeh,Γ(𝒖S𝒏S,qD)e.\displaystyle=\sum_{e\in\mathcal{F}_{dl,D}}(\bm{u}_{D}\cdot\bm{n},\left\llbracket q_{D}\right\rrbracket)_{e}-(\bm{u}_{D},\nabla_{h}q_{D})_{\Omega_{D}}-\sum_{e\in\mathcal{F}_{h,\Gamma}}(\bm{u}_{S}\cdot\bm{n}_{S},q_{D})_{e}.

Based on the above derivations, we are now in position to define the following bilinear forms, which is instrumental for later use.

aS(𝝈h,𝒗S)\displaystyle a_{S}(\bm{\sigma}_{h},\bm{v}_{S}) =eh,S0({{𝝈h𝒏}},𝒗S)e+(𝝈h,εh(𝒗S))ΩS\displaystyle=-\sum_{e\in\mathcal{F}_{h,S}^{0}}(\left\{\!\!\left\{\bm{\sigma}_{h}\bm{n}\right\}\!\!\right\},\left\llbracket\bm{v}_{S}\right\rrbracket)_{e}+(\bm{\sigma}_{h},\varepsilon_{h}(\bm{v}_{S}))_{\Omega_{S}}

and

bD(pD,𝒗D)\displaystyle b_{D}^{*}(p_{D},\bm{v}_{D}) =epr,D0(pD,𝒗D𝒏)e+(pD,divh𝒗D)ΩDeh,Γ(𝒗D𝒏D,pD)e,\displaystyle=-\sum_{e\in\mathcal{F}_{pr,D}^{0}}(p_{D},\left\llbracket\bm{v}_{D}\cdot\bm{n}\right\rrbracket)_{e}+(p_{D},\mathrm{div}_{h}\bm{v}_{D})_{\Omega_{D}}-\sum_{e\in\mathcal{F}_{h,\Gamma}}(\bm{v}_{D}\cdot\bm{n}_{D},p_{D})_{e},
bD(𝒖D,qD)\displaystyle b_{D}(\bm{u}_{D},q_{D}) =edl,D(𝒖D𝒏,qD)e(𝒖D,hqD)ΩD.\displaystyle=\sum_{e\in\mathcal{F}_{dl,D}}(\bm{u}_{D}\cdot\bm{n},\left\llbracket q_{D}\right\rrbracket)_{e}-(\bm{u}_{D},\nabla_{h}q_{D})_{\Omega_{D}}.

It follows from integration by parts that

aS(𝝈h,𝒗S)=eh,S0(𝝈h𝒏,{{𝒗S}})e(divhσ¯h,𝒗S)ΩS𝒗SUhS.\displaystyle a_{S}(\bm{\sigma}_{h},\bm{v}_{S})=\sum_{e\in\mathcal{F}_{h,S}^{0}}(\left\llbracket\bm{\sigma}_{h}\bm{n}\right\rrbracket,\left\{\!\!\left\{\bm{v}_{S}\right\}\!\!\right\})_{e}-(\mathrm{div}_{h}\underline{\sigma}_{h},\bm{v}_{S})_{\Omega_{S}}\quad\forall\bm{v}_{S}\in U_{h}^{S}.

The discrete formulation reads as follows: Find (σ¯h,𝒖S,h)ΣhS×UhS(\underline{\sigma}_{h},\bm{u}_{S,h})\in\Sigma_{h}^{S}\times U_{h}^{S} and (𝒖D,h,pD,h)UhD×PhD(\bm{u}_{D,h},p_{D,h})\in U_{h}^{D}\times P_{h}^{D} such that

((2μ)1𝒜σ¯h,w¯)ΩS=aS(w¯,𝒖S,h)w¯ΣhS,\displaystyle((2\mu)^{-1}\mathcal{A}\underline{\sigma}_{h},\underline{w})_{\Omega_{S}}=a_{S}(\underline{w},\bm{u}_{S,h})\quad\forall\underline{w}\in\Sigma_{h}^{S}, (3.3)
aS(σ¯h,𝒗S)+(K1𝒖D,h,𝒗D)ΩDbD(pD,h,𝒗D)+eh,Γ(𝒗S𝒏S,pD,h)e\displaystyle a_{S}(\underline{\sigma}_{h},\bm{v}_{S})+(K^{-1}\bm{u}_{D,h},\bm{v}_{D})_{\Omega_{D}}-b_{D}^{*}(p_{D,h},\bm{v}_{D})+\sum_{e\in\mathcal{F}_{h,\Gamma}}(\bm{v}_{S}\cdot\bm{n}_{S},p_{D,h})_{e}
+eh,S0γhe1(𝒖S,h,𝒗S)e+1Geh,Γ(𝒖S,h𝒕S,𝒗S𝒕S)e=(𝒇S,𝒗S)ΩS𝒗SUhS,\displaystyle\;+\sum_{e\in\mathcal{F}_{h,S}^{0}}\gamma h_{e}^{-1}(\left\llbracket\bm{u}_{S,h}\right\rrbracket,\left\llbracket\bm{v}_{S}\right\rrbracket)_{e}+\frac{1}{G}\sum_{e\in\mathcal{F}_{h,\Gamma}}(\bm{u}_{S,h}\cdot\bm{t}_{S},\bm{v}_{S}\cdot\bm{t}_{S})_{e}=(\bm{f}_{S},\bm{v}_{S})_{\Omega_{S}}\quad\forall\bm{v}_{S}\in U_{h}^{S}, (3.4)
bD(𝒖D,h,qD)eh,Γ(𝒖S,h𝒏S,qD)e=(fD,qD)ΩDqDPhD,\displaystyle b_{D}(\bm{u}_{D,h},q_{D})-\sum_{e\in\mathcal{F}_{h,\Gamma}}(\bm{u}_{S,h}\cdot\bm{n}_{S},q_{D})_{e}=(f_{D},q_{D})_{\Omega_{D}}\quad\forall q_{D}\in P_{h}^{D}, (3.5)

where γ>0\gamma>0 is a constant over each edge eh,S0e\in\mathcal{F}_{h,S}^{0}.

Integration by parts implies the following discrete adjoint property

bD(𝒗D,qD)\displaystyle b_{D}(\bm{v}_{D},q_{D}) =bD(qD,𝒗D)(𝒗D,qD)UhD×PhD.\displaystyle=b_{D}^{*}(q_{D},\bm{v}_{D})\quad\forall(\bm{v}_{D},q_{D})\in U_{h}^{D}\times P_{h}^{D}. (3.6)

To facilitate later analysis, we define the following mesh-dependent norm/semi-norm

𝒗D0,h2\displaystyle\|\bm{v}_{D}\|_{0,h}^{2} =𝒗D0,ΩD2+edl,Dhe𝒗D𝒏0,e2,\displaystyle=\|\bm{v}_{D}\|_{0,\Omega_{D}}^{2}+\sum_{e\in\mathcal{F}_{dl,D}}h_{e}\|\bm{v}_{D}\cdot\bm{n}\|_{0,e}^{2},
qDZ2\displaystyle\|q_{D}\|_{Z}^{2} =hqD0,ΩD2+edl,Dhe1qD0,e2,\displaystyle=\|\nabla_{h}q_{D}\|_{0,\Omega_{D}}^{2}+\sum_{e\in\mathcal{F}_{dl,D}}h_{e}^{-1}\|\left\llbracket q_{D}\right\rrbracket\|_{0,e}^{2},
𝒗S1,h2\displaystyle\|\bm{v}_{S}\|_{1,h}^{2} =h𝒗S0,ΩS2+eh,S0he1𝒗S0,e2\displaystyle=\|\nabla_{h}\bm{v}_{S}\|_{0,\Omega_{S}}^{2}+\sum_{e\in\mathcal{F}_{h,S}^{0}}h_{e}^{-1}\|\left\llbracket\bm{v}_{S}\right\rrbracket\|_{0,e}^{2}

for any (𝒗D,qD,𝒗S)UhD×PhD×UhS(\bm{v}_{D},q_{D},\bm{v}_{S})\in U_{h}^{D}\times P_{h}^{D}\times U_{h}^{S}.

Following [10, 11], we have the following inf-sup condition

qDZCsup𝒗DUhDbD(𝒗D,qD)𝒗D0,ΩDqDPhD.\displaystyle\|q_{D}\|_{Z}\leq C\sup_{\bm{v}_{D}\in U_{h}^{D}}\frac{b_{D}(\bm{v}_{D},q_{D})}{\|\bm{v}_{D}\|_{0,\Omega_{D}}}\quad\forall q_{D}\in P_{h}^{D}. (3.7)

For later use, we also introduce the following space

UhRT:\displaystyle U_{h}^{\text{RT}}: ={𝒗H(div;ΩS),𝒗|TRTk1,T𝒯h,S;𝒗𝒏=0onΓS},\displaystyle=\{\bm{v}\in H(\text{div};\Omega_{S}),\bm{v}|_{T}\in RT_{k-1},\forall T\in\mathcal{T}_{h,S};\bm{v}\cdot\bm{n}=0\;\mbox{on}\;\Gamma_{S}\},

where H(div;ΩS)={𝒗:𝒗L2(ΩS)2,div𝒗L2(ΩS)}H(\text{div};\Omega_{S})=\{\bm{v}:\bm{v}\in L^{2}(\Omega_{S})^{2},\mathrm{div}\bm{v}\in L^{2}(\Omega_{S})\} and RTk(T)RT_{k}(T) is the Raviart-Thomas element of index kk introduced in [25].

Remark 3.1.

The scheme is locally mass conservative. Indeed, if one choses the test function in (3.4) such that 𝐯S=𝟏\bm{v}_{S}=\bm{1} on TT belonging to 𝒯h,S\mathcal{T}_{h,S} excluding the elements having the edge lying on Γ\Gamma and zeros otherwise, we have

e{{σ¯h𝒏}}\displaystyle\int_{e}\left\{\!\!\left\{\underline{\sigma}_{h}\bm{n}\right\}\!\!\right\} =T𝒇S𝑑xeh,S0andeT.\displaystyle=\int_{T}\bm{f}_{S}\;dx\quad\forall e\in\mathcal{F}_{h,S}^{0}\;\textnormal{and}\;e\subset\partial T.

In addition, if we take the test function in (3.5) such that qD=1q_{D}=1 on D(e)D(e) for all epr,D0e\in\mathcal{F}_{pr,D}^{0} and zeros otherwise, we have

D(e)𝒖D𝒏\displaystyle\int_{\partial D(e)}\bm{u}_{D}\cdot\bm{n} =D(e)fD𝑑xepr,D0.\displaystyle=\int_{D(e)}f_{D}\;dx\quad\forall e\in\mathcal{F}_{pr,D}^{0}.
Theorem 3.1.

(unique solvability). There exists a unique solution to (3.3)-(3.4).

Proof.

(3.3)-(3.4) is a square linear system, uniqueness implies existences, thus, it suffices to show the uniqueness. To prove the uniqueness, we set 𝒇S=𝟎\bm{f}_{S}=\bm{0} and fD=0f_{D}=0. Then taking w¯=σ¯h\underline{w}=\underline{\sigma}_{h} and 𝒗S=𝒖S,h\bm{v}_{S}=\bm{u}_{S,h} in (3.3)-(3.4) and summing up the resulting equations yield

(2μ)12𝒜σ¯h0,ΩS2+K12𝒖D,h0,ΩD2+eh,S0γhe1𝒖S,h0,e2+1Geh,Γ𝒖S,h𝒕S0,e2=0,\displaystyle\|(2\mu)^{-\frac{1}{2}}\mathcal{A}\underline{\sigma}_{h}\|_{0,\Omega_{S}}^{2}+\|K^{-\frac{1}{2}}\bm{u}_{D,h}\|_{0,\Omega_{D}}^{2}+\sum_{e\in\mathcal{F}_{h,S}^{0}}\gamma h_{e}^{-1}\|\left\llbracket\bm{u}_{S,h}\right\rrbracket\|_{0,e}^{2}+\frac{1}{G}\sum_{e\in\mathcal{F}_{h,\Gamma}}\|\bm{u}_{S,h}\cdot\bm{t}_{S}\|_{0,e}^{2}=0,

which implies that 𝒖S,he=𝟎\left\llbracket\bm{u}_{S,h}\right\rrbracket\mid_{e}=\bm{0} for any eh,S0e\in\mathcal{F}_{h,S}^{0}, 𝒜σ¯h=0¯\mathcal{A}\underline{\sigma}_{h}=\underline{0} and 𝒖D,h=𝟎\bm{u}_{D,h}=\bm{0}. Since 𝒖S,he=0\left\llbracket\bm{u}_{S,h}\right\rrbracket\mid_{e}=0 for any eh,S0e\in\mathcal{F}_{h,S}^{0}, we have from the definition of aS(,)a_{S}(\cdot,\cdot) that

aS(w¯,𝒖S,h)=(w¯,εh(𝒖S,h))ΩS=0.\displaystyle a_{S}(\underline{w},\bm{u}_{S,h})=(\underline{w},\varepsilon_{h}(\bm{u}_{S,h}))_{\Omega_{S}}=0.

Taking w¯=εh(𝒖S,h)\underline{w}=\varepsilon_{h}(\bm{u}_{S,h}) implies that εh(𝒖S,h)=0¯\varepsilon_{h}(\bm{u}_{S,h})=\underline{0}. Then the discrete Korn’s inequality (cf. [3]) gives 𝒖S,h=𝟎\bm{u}_{S,h}=\bm{0}.

On the other hand we have 𝒜σ¯h=0¯\mathcal{A}\underline{\sigma}_{h}=\underline{0}, which indicates that we can express σ¯h\underline{\sigma}_{h} as

σ¯h=ψIψPk1(T).\displaystyle\underline{\sigma}_{h}=\psi I\quad\forall\psi\in P_{k-1}(T).

Thereby, we can obtain from (3.4) that

aS(σ¯h,𝒗)=T𝒯h,S(ψ,div𝒗)Teh,S0(𝒗𝒏,{{ψ}})e=0𝒗UhS.\displaystyle a_{S}(\underline{\sigma}_{h},\bm{v})=\sum_{T\in\mathcal{T}_{h,S}}(\psi,\mathrm{div}\bm{v})_{T}-\sum_{e\in\mathcal{F}_{h,S}^{0}}(\left\llbracket\bm{v}\cdot\bm{n}\right\rrbracket,\left\{\!\!\left\{\psi\right\}\!\!\right\})_{e}=0\quad\forall\bm{v}\in U_{h}^{S}.

Let 𝜽UhRTUhS\bm{\theta}\in U_{h}^{\text{RT}}\subset U_{h}^{S} and set 𝒗:=𝜽\bm{v}:=\bm{\theta}, we have

(ψ,div𝜽)ΩS=0.\displaystyle(\psi,\text{div}\,\bm{\theta})_{\Omega_{S}}=0.

It follows from the inf-sup condition (cf. [2]) that

(ψ,div𝜽)ΩS(𝜽0,ΩS2+div𝜽0,ΩS2)1/2Cψ0,ΩS,\displaystyle\frac{(\psi,\text{div}\,\bm{\theta})_{\Omega_{S}}}{(\|\bm{\theta}\|_{0,\Omega_{S}}^{2}+\|\text{div}\,\bm{\theta}\|_{0,\Omega_{S}}^{2})^{1/2}}\geq C\|\psi\|_{0,\Omega_{S}},

which implies ψ=0\psi=0, thereby σ¯h=0¯\underline{\sigma}_{h}=\underline{0}.

Finally, we have from the inf-sup condition (3.7), the discrete adjoint property (3.6), the discrete Poincaré inequality (cf. [3]) and (3.4) that

pD,h0,ΩDCpD,hZCK1𝒖D,h0,ΩD,\displaystyle\|p_{D,h}\|_{0,\Omega_{D}}\leq C\|p_{D,h}\|_{Z}\leq C\|K^{-1}\bm{u}_{D,h}\|_{0,\Omega_{D}},

which implies that pD,h=0p_{D,h}=0. Therefore, the proof is completed.

4 A priori error estimates

In this section we will present the convergence error estimates for all the variables. To begin, we define the following interpolation operators, which play an important role for the subsequent analysis. We let ΠhBDM\Pi_{h}^{\text{BDM}} denote the BDM projection operator (cf. [4]), which satisfies the following error estimates for 0αk+10\leq\alpha\leq k+1 (see, e.g., [4, 14])

𝒗ΠhBDM𝒗α,ΩS\displaystyle\|\bm{v}-\Pi_{h}^{\text{BDM}}\bm{v}\|_{\alpha,\Omega_{S}} Chk+1α𝒗k+1,ΩS𝒗Hk+1(ΩS)2.\displaystyle\leq Ch^{k+1-\alpha}\|\bm{v}\|_{k+1,\Omega_{S}}\quad\forall\bm{v}\in H^{k+1}(\Omega_{S})^{2}.

Let h:H1(ΩD)PhD\mathcal{I}_{h}:H^{1}(\Omega_{D})\rightarrow P_{h}^{D} be defined by

(hqq,ϕ)e=0ϕPk(e),epr,D,(hqq,ϕ)T=0ϕPk1(T),T𝒯h,D\begin{split}(\mathcal{I}_{h}q-q,\phi)_{e}&=0\quad\forall\phi\in P^{k}(e),\forall e\in\mathcal{F}_{pr,D},\\ (\mathcal{I}_{h}q-q,\phi)_{T}&=0\quad\forall\phi\in P^{k-1}(T),\forall T\in\mathcal{T}_{h,D}\end{split}

and 𝒥h:L2(ΩD)2H1/2+δ(ΩD)2UhD\mathcal{J}_{h}:L^{2}(\Omega_{D})^{2}\cap H^{1/2+\delta}(\Omega_{D})^{2}\rightarrow U_{h}^{D}, δ>0\delta>0 be defined by

((𝒥h𝒗𝒗)𝒏,φ)e=0φPk(e),edl,D,(𝒥h𝒗𝒗,ϕ)T=0ϕPk1(T)2,T𝒯h,D.\begin{split}((\mathcal{J}_{h}\bm{v}-\bm{v})\cdot\bm{n},\varphi)_{e}&=0\quad\forall\varphi\in P^{k}(e),\forall e\in\mathcal{F}_{dl,D},\\ (\mathcal{J}_{h}\bm{v}-\bm{v},\bm{\phi})_{T}&=0\quad\forall\bm{\phi}\in P^{k-1}(T)^{2},\forall T\in\mathcal{T}_{h,D}.\end{split}

It is easy to see that h\mathcal{I}_{h} and 𝒥h\mathcal{J}_{h} are well defined polynomial preserving operators. In addition, the following approximation properties hold for qHk+1(ΩD)q\in H^{k+1}(\Omega_{D}) and 𝒗Hk+1(ΩD)2\bm{v}\in H^{k+1}(\Omega_{D})^{2} (cf. [12, 10])

qhqα,ΩD\displaystyle\|q-\mathcal{I}_{h}q\|_{\alpha,\Omega_{D}} Chk+1α|q|k+1,ΩD0αk+1,\displaystyle\leq Ch^{k+1-\alpha}|q|_{k+1,\Omega_{D}}\quad 0\leq\alpha\leq k+1, (4.1)
𝒗𝒥h𝒗α,ΩD\displaystyle\|\bm{v}-\mathcal{J}_{h}\bm{v}\|_{\alpha,\Omega_{D}} Chk+1α|𝒗|k+1,ΩD0αk+1.\displaystyle\leq Ch^{k+1-\alpha}|\bm{v}|_{k+1,\Omega_{D}}\quad 0\leq\alpha\leq k+1. (4.2)

Finally, we let Πh\Pi_{h} denote the L2L^{2} orthogonal projection onto ΣhS\Sigma_{h}^{S}, then it holds

w¯Πhw¯α,ΩSChkαw¯k,ΩSw¯Hk(ΩS)2×2,0αk.\displaystyle\|\underline{w}-\Pi_{h}\underline{w}\|_{\alpha,\Omega_{S}}\leq Ch^{k-\alpha}\|\underline{w}\|_{k,\Omega_{S}}\quad\forall\underline{w}\in H^{k}(\Omega_{S})^{2\times 2},0\leq\alpha\leq k. (4.3)

Performing integration by parts on the discrete formulation (3.3)-(3.5) and using the interface conditions (2.8)-(2.10), we can get the following error equations:

((2μ)1𝒜(σ¯σ¯h),w¯)ΩS=aS(w¯,𝒖S𝒖S,h)w¯ΣhS,\displaystyle((2\mu)^{-1}\mathcal{A}(\underline{\sigma}-\underline{\sigma}_{h}),\underline{w})_{\Omega_{S}}=a_{S}(\underline{w},\bm{u}_{S}-\bm{u}_{S,h})\quad\underline{w}\in\Sigma_{h}^{S}, (4.4)
aS(σ¯σ¯h,𝒗S)+(K1(𝒖D𝒖D,h),𝒗D)ΩDbD(pDpD,h,𝒗D)+eh,Γ(𝒗S𝒏S,pDpD,h)e\displaystyle a_{S}(\underline{\sigma}-\underline{\sigma}_{h},\bm{v}_{S})+(K^{-1}(\bm{u}_{D}-\bm{u}_{D,h}),\bm{v}_{D})_{\Omega_{D}}-b_{D}^{*}(p_{D}-p_{D,h},\bm{v}_{D})+\sum_{e\in\mathcal{F}_{h,\Gamma}}(\bm{v}_{S}\cdot\bm{n}_{S},p_{D}-p_{D,h})_{e}
+eh,S0γhe1(𝒖S𝒖S,h,𝒗S)e+1Geh,Γ((𝒖S𝒖S,h)𝒕S,𝒗S𝒕S)e=0𝒗SUhS,\displaystyle\;+\sum_{e\in\mathcal{F}_{h,S}^{0}}\gamma h_{e}^{-1}(\left\llbracket\bm{u}_{S}-\bm{u}_{S,h}\right\rrbracket,\left\llbracket\bm{v}_{S}\right\rrbracket)_{e}+\frac{1}{G}\sum_{e\in\mathcal{F}_{h,\Gamma}}((\bm{u}_{S}-\bm{u}_{S,h})\cdot\bm{t}_{S},\bm{v}_{S}\cdot\bm{t}_{S})_{e}=0\quad\forall\bm{v}_{S}\in U_{h}^{S}, (4.5)
bD(𝒖D𝒖D,h,qD)eh,Γ((𝒖S𝒖S,h)𝒏S,qD)e=0qDPhD,\displaystyle b_{D}(\bm{u}_{D}-\bm{u}_{D,h},q_{D})-\sum_{e\in\mathcal{F}_{h,\Gamma}}((\bm{u}_{S}-\bm{u}_{S,h})\cdot\bm{n}_{S},q_{D})_{e}=0\quad\forall q_{D}\in P_{h}^{D}, (4.6)

which indicates that our discrete formulation is consistent.

Theorem 4.1.

Let (σ¯,𝐮S)Hk(ΩS)2×2×Hk+1(ΩS)2(\underline{\sigma},\bm{u}_{S})\in H^{k}(\Omega_{S})^{2\times 2}\times H^{k+1}(\Omega_{S})^{2} and 𝐮DHk+1(ΩD)2\bm{u}_{D}\in H^{k+1}(\Omega_{D})^{2}. In addition, let (σ¯h,𝐮S,h)ΣhS×UhS(\underline{\sigma}_{h},\bm{u}_{S,h})\in\Sigma_{h}^{S}\times U_{h}^{S} and 𝐮D,hUhD\bm{u}_{D,h}\in U_{h}^{D} be the discrete solution of (3.3)-(3.5). Then the following convergence error estimate holds

μ12𝒜(σ¯σ¯h)0,ΩS2+K12(𝒖D𝒖D,h)0,ΩD2+eh,S0γhe1𝒖S𝒖S,h0,e2\displaystyle\|\mu^{-\frac{1}{2}}\mathcal{A}(\underline{\sigma}-\underline{\sigma}_{h})\|_{0,\Omega_{S}}^{2}+\|K^{-\frac{1}{2}}(\bm{u}_{D}-\bm{u}_{D,h})\|_{0,\Omega_{D}}^{2}+\sum_{e\in\mathcal{F}_{h,S}^{0}}\gamma h_{e}^{-1}\|\left\llbracket\bm{u}_{S}-\bm{u}_{S,h}\right\rrbracket\|_{0,e}^{2}
+1Geh,Γ(𝒖S𝒖S,h)𝒕S0,e2C(h2(k+1)𝒖Dk+1,ΩD2+h2kσ¯k,ΩS2+h2k𝒖Sk+1,ΩS2).\displaystyle\;+\frac{1}{G}\sum_{e\in\mathcal{F}_{h,\Gamma}}\|(\bm{u}_{S}-\bm{u}_{S,h})\cdot\bm{t}_{S}\|_{0,e}^{2}\leq C\Big{(}h^{2(k+1)}\|\bm{u}_{D}\|_{k+1,\Omega_{D}}^{2}+h^{2k}\|\underline{\sigma}\|_{k,\Omega_{S}}^{2}+h^{2k}\|\bm{u}_{S}\|_{k+1,\Omega_{S}}^{2}\Big{)}.
Proof.

Taking w¯=Πhσ¯σ¯h\underline{w}=\Pi_{h}\underline{\sigma}-\underline{\sigma}_{h}, 𝒗S=ΠhBDM𝒖S𝒖S,h\bm{v}_{S}=\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h}, 𝒗D=𝒥h𝒖D𝒖D,h\bm{v}_{D}=\mathcal{J}_{h}\bm{u}_{D}-\bm{u}_{D,h} and qD=hpDpD,hq_{D}=\mathcal{I}_{h}p_{D}-p_{D,h} in (4.4)-(4.6) and summing up the resulting equations yield

(2μ)12𝒜(Πhσ¯σ¯h)0,ΩS2+K12(𝒥h𝒖D𝒖D,h)0,ΩD2+eh,S0γhe1ΠhBDM𝒖S𝒖S,h0,e2\displaystyle\|(2\mu)^{-\frac{1}{2}}\mathcal{A}(\Pi_{h}\underline{\sigma}-\underline{\sigma}_{h})\|_{0,\Omega_{S}}^{2}+\|K^{-\frac{1}{2}}(\mathcal{J}_{h}\bm{u}_{D}-\bm{u}_{D,h})\|_{0,\Omega_{D}}^{2}+\sum_{e\in\mathcal{F}_{h,S}^{0}}\gamma h_{e}^{-1}\|\left\llbracket\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h}\right\rrbracket\|_{0,e}^{2}
+1Geh,Γ(ΠhBDM𝒖S𝒖S,h)𝒕S0,e2=eh,S0γhe1(𝒖SΠhBDM𝒖S,ΠhBDM𝒖S𝒖S,h)e\displaystyle\;+\frac{1}{G}\sum_{e\in\mathcal{F}_{h,\Gamma}}\|(\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h})\cdot\bm{t}_{S}\|_{0,e}^{2}=-\sum_{e\in\mathcal{F}_{h,S}^{0}}\gamma h_{e}^{-1}(\left\llbracket\bm{u}_{S}-\Pi_{h}^{\text{BDM}}\bm{u}_{S}\right\rrbracket,\left\llbracket\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h}\right\rrbracket)_{e}
1Geh,Γ((𝒖SΠhBDM𝒖S)𝒕S,(ΠhBDM𝒖S𝒖S,h)𝒕S)e+aS(Πhσ¯σ¯h,𝒖SΠhBDM𝒖S)\displaystyle\;-\frac{1}{G}\sum_{e\in\mathcal{F}_{h,\Gamma}}((\bm{u}_{S}-\Pi_{h}^{\text{BDM}}\bm{u}_{S})\cdot\bm{t}_{S},(\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h})\cdot\bm{t}_{S})_{e}+a_{S}(\Pi_{h}\underline{\sigma}-\underline{\sigma}_{h},\bm{u}_{S}-\Pi_{h}^{\text{BDM}}\bm{u}_{S})
aS(σ¯Πhσ¯,ΠhBDM𝒖S𝒖S,h)+(K1(𝒥h𝒖D𝒖D),𝒥h𝒖D𝒖D,h)ΩD:=i=15Ri,\displaystyle\;-a_{S}(\underline{\sigma}-\Pi_{h}\underline{\sigma},\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h})+(K^{-1}(\mathcal{J}_{h}\bm{u}_{D}-\bm{u}_{D}),\mathcal{J}_{h}\bm{u}_{D}-\bm{u}_{D,h})_{\Omega_{D}}:=\sum_{i=1}^{5}R_{i},

where we use the definitions of h\mathcal{I}_{h} and ΠhBDM\Pi_{h}^{\text{BDM}}, i.e.,

eh,Γ((𝒖SΠhBDM𝒖S)𝒏S,IhpDpD,h)e=0,\displaystyle\sum_{e\in\mathcal{F}_{h,\Gamma}}((\bm{u}_{S}-\Pi_{h}^{\text{BDM}}\bm{u}_{S})\cdot\bm{n}_{S},I_{h}p_{D}-p_{D,h})_{e}=0,
eh,Γ(ΠhBDM𝒖S𝒖S,h,pDhpD)e=0.\displaystyle\sum_{e\in\mathcal{F}_{h,\Gamma}}(\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h},p_{D}-\mathcal{I}_{h}p_{D})_{e}=0.

We can bound the first two terms on the right hand side by the Cauchy-Schwarz inequality

R1\displaystyle R_{1} Cγ(eh,S0he1𝒖SΠhBDM𝒖S0,e2)12(eh,S0he1ΠhBDM𝒖S𝒖S,h0,e2)12,\displaystyle\leq C\gamma\Big{(}\sum_{e\in\mathcal{F}_{h,S}^{0}}h_{e}^{-1}\|\left\llbracket\bm{u}_{S}-\Pi_{h}^{\text{BDM}}\bm{u}_{S}\right\rrbracket\|_{0,e}^{2}\Big{)}^{\frac{1}{2}}\Big{(}\sum_{e\in\mathcal{F}_{h,S}^{0}}h_{e}^{-1}\|\left\llbracket\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h}\right\rrbracket\|_{0,e}^{2}\Big{)}^{\frac{1}{2}},
R2\displaystyle R_{2} 1G(eh,Γ(𝒖SΠhBDM𝒖S)𝒕S0,e2)12(eh,Γ(ΠhBDM𝒖S𝒖S,h)𝒕S0,e2)12.\displaystyle\leq\frac{1}{G}\Big{(}\sum_{e\in\mathcal{F}_{h,\Gamma}}\|(\bm{u}_{S}-\Pi_{h}^{\text{BDM}}\bm{u}_{S})\cdot\bm{t}_{S}\|_{0,e}^{2}\Big{)}^{\frac{1}{2}}\Big{(}\sum_{e\in\mathcal{F}_{h,\Gamma}}\|(\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h})\cdot\bm{t}_{S}\|_{0,e}^{2}\Big{)}^{\frac{1}{2}}.

Using the definition of ΠhBDM\Pi_{h}^{\text{BDM}}, we can infer that

aS(Πhσ¯σ¯h,𝒖SΠhBDM𝒖S)\displaystyle a_{S}(\Pi_{h}\underline{\sigma}-\underline{\sigma}_{h},\bm{u}_{S}-\Pi_{h}^{\text{BDM}}\bm{u}_{S}) =eh,S0((Πhσ¯σ¯h)𝒏,{{𝒖SΠhBDM𝒖S}})e\displaystyle=\sum_{e\in\mathcal{F}_{h,S}^{0}}(\left\llbracket(\Pi_{h}\underline{\sigma}-\underline{\sigma}_{h})\bm{n}\right\rrbracket,\left\{\!\!\left\{\bm{u}_{S}-\Pi_{h}^{\text{BDM}}\bm{u}_{S}\right\}\!\!\right\})_{e}
(divh(Πhσ¯σ¯h),𝒖SΠhBDM𝒖S)ΩS\displaystyle\;-(\mathrm{div}_{h}(\Pi_{h}\underline{\sigma}-\underline{\sigma}_{h}),\bm{u}_{S}-\Pi_{h}^{\text{BDM}}\bm{u}_{S})_{\Omega_{S}}
=eh,S0((Πhσ¯σ¯h)𝒏𝒕,{{(𝒖SΠhBDM𝒖S)𝒕}})e\displaystyle=\sum_{e\in\mathcal{F}_{h,S}^{0}}(\left\llbracket(\Pi_{h}\underline{\sigma}-\underline{\sigma}_{h})\bm{n}\cdot\bm{t}\right\rrbracket,\left\{\!\!\left\{(\bm{u}_{S}-\Pi_{h}^{\text{BDM}}\bm{u}_{S})\cdot\bm{t}\right\}\!\!\right\})_{e}
=eh,S0(𝒜(Πhσ¯σ¯h)𝒏𝒕,{{(𝒖SΠhBDM𝒖S)𝒕}})e,\displaystyle=\sum_{e\in\mathcal{F}_{h,S}^{0}}(\left\llbracket\mathcal{A}(\Pi_{h}\underline{\sigma}-\underline{\sigma}_{h})\bm{n}\cdot\bm{t}\right\rrbracket,\left\{\!\!\left\{(\bm{u}_{S}-\Pi_{h}^{\text{BDM}}\bm{u}_{S})\cdot\bm{t}\right\}\!\!\right\})_{e},

where we use the fact that tr(Πhσ¯σ¯h)𝒏𝒕e=0\text{tr}(\Pi_{h}\underline{\sigma}-\underline{\sigma}_{h})\bm{n}\cdot\bm{t}\mid_{e}=0 for any eh,S0e\in\mathcal{F}_{h,S}^{0}.

Thereby, we can estimate R3R_{3} by

aS(Πhσ¯σ¯h,𝒖SΠhBDM𝒖S)C𝒜(Πhσ¯σ¯h)0,ΩS(eh,S0he1{{(𝒖SΠhBDM𝒖S)𝒕}}0,e2)12.\begin{split}&a_{S}(\Pi_{h}\underline{\sigma}-\underline{\sigma}_{h},\bm{u}_{S}-\Pi_{h}^{\text{BDM}}\bm{u}_{S})\\ &\leq C\|\mathcal{A}(\Pi_{h}\underline{\sigma}-\underline{\sigma}_{h})\|_{0,\Omega_{S}}\Big{(}\sum_{e\in\mathcal{F}_{h,S}^{0}}h_{e}^{-1}\|\left\{\!\!\left\{(\bm{u}_{S}-\Pi_{h}^{\text{BDM}}\bm{u}_{S})\cdot\bm{t}\right\}\!\!\right\}\|_{0,e}^{2}\Big{)}^{\frac{1}{2}}.\end{split} (4.7)

An application of the Cauchy-Schwarz inequality and the definition of Πh\Pi_{h} leads to

R4\displaystyle R_{4} =eh,S0({{(σ¯Πhσ¯)𝒏}},ΠhBDM𝒖S𝒖S,h)e+(σ¯Πhσ¯,h(ΠhBDM𝒖S𝒖S,h))ΩS\displaystyle=-\sum_{e\in\mathcal{F}_{h,S}^{0}}(\left\{\!\!\left\{(\underline{\sigma}-\Pi_{h}\underline{\sigma})\bm{n}\right\}\!\!\right\},\left\llbracket\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h}\right\rrbracket)_{e}+(\underline{\sigma}-\Pi_{h}\underline{\sigma},\nabla_{h}(\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h}))_{\Omega_{S}}
=eh,S0({{(σ¯Πhσ¯)𝒏}},ΠhBDM𝒖S𝒖S,h)e\displaystyle=-\sum_{e\in\mathcal{F}_{h,S}^{0}}(\left\{\!\!\left\{(\underline{\sigma}-\Pi_{h}\underline{\sigma})\bm{n}\right\}\!\!\right\},\left\llbracket\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h}\right\rrbracket)_{e}
eh,S0{{(σ¯Πhσ¯)𝒏}}0,eΠhBDM𝒖S𝒖S,h0,e.\displaystyle\leq\sum_{e\in\mathcal{F}_{h,S}^{0}}\|\left\{\!\!\left\{(\underline{\sigma}-\Pi_{h}\underline{\sigma})\bm{n}\right\}\!\!\right\}\|_{0,e}\|\left\llbracket\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h}\right\rrbracket\|_{0,e}.

The Cauchy-Schwarz inequality yields

R5K12(𝒥h𝒖D𝒖D)0,ΩDK12(𝒥h𝒖D𝒖D,h)0,ΩD.\displaystyle R_{5}\leq\|K^{-\frac{1}{2}}(\mathcal{J}_{h}\bm{u}_{D}-\bm{u}_{D})\|_{0,\Omega_{D}}\|K^{-\frac{1}{2}}(\mathcal{J}_{h}\bm{u}_{D}-\bm{u}_{D,h})\|_{0,\Omega_{D}}.

Combining the preceding estimates, Young’s inequality, the interpolation error estimates and the trace inequality implies that

μ12𝒜(Πhσ¯σ¯h)0,ΩS2+K12(𝒥h𝒖D𝒖D,h)0,ΩD2+eh,S0γhe1ΠhBDM𝒖S𝒖S,h0,e2\displaystyle\|\mu^{-\frac{1}{2}}\mathcal{A}(\Pi_{h}\underline{\sigma}-\underline{\sigma}_{h})\|_{0,\Omega_{S}}^{2}+\|K^{-\frac{1}{2}}(\mathcal{J}_{h}\bm{u}_{D}-\bm{u}_{D,h})\|_{0,\Omega_{D}}^{2}+\sum_{e\in\mathcal{F}_{h,S}^{0}}\gamma h_{e}^{-1}\|\left\llbracket\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h}\right\rrbracket\|_{0,e}^{2}
+1Geh,Γ(ΠhBDM𝒖S𝒖S,h)𝒕S0,e2C(h2(k+1)𝒖Dk+1,ΩD2+h2kσ¯k,ΩS2+h2k𝒖Sk+1,ΩS2).\displaystyle+\frac{1}{G}\sum_{e\in\mathcal{F}_{h,\Gamma}}\|(\Pi_{h}^{\textnormal{BDM}}\bm{u}_{S}-\bm{u}_{S,h})\cdot\bm{t}_{S}\|_{0,e}^{2}\leq C\Big{(}h^{2(k+1)}\|\bm{u}_{D}\|_{k+1,\Omega_{D}}^{2}+h^{2k}\|\underline{\sigma}\|_{k,\Omega_{S}}^{2}+h^{2k}\|\bm{u}_{S}\|_{k+1,\Omega_{S}}^{2}\Big{)}.

Therefore, the proof is completed by using the interpolation error estimates (4.1)-(4.3). ∎

We can observe from Theorem 4.1 that the convergence rate for L2L^{2}-error of 𝒖D\bm{u}_{D} is not optimal in terms of the polynomial order. The proof for the optimal convergence rate of L2L^{2}-error of 𝒖D\bm{u}_{D} is non-trivial and it relies on a non-standard trace theorem, which will be explained later. In order to achieve the optimal convergence order for L2L^{2}-error of 𝒖D\bm{u}_{D}, we first need to show the L2L^{2} error estimates of 𝒖S\bm{u}_{S} and pDp_{D}. To this end, we assume that the following dual problem holds (cf. [16]):

divH¯\displaystyle\mbox{div}\,\underline{H} =ΠhBDM𝒖S𝒖S,h\displaystyle=\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h} inΩS,\displaystyle\quad\mbox{in}\;\Omega_{S}, (4.8)
𝒜H¯\displaystyle\mathcal{A}\underline{H} =2με(𝝍S)\displaystyle=-2\mu\varepsilon(\bm{\psi}_{S}) inΩS,\displaystyle\quad\mbox{in}\;\Omega_{S}, (4.9)
𝝍S\displaystyle\bm{\psi}_{S} =𝟎\displaystyle=\bm{0} onΓS\displaystyle\quad\mbox{on}\;\Gamma_{S} (4.10)

and

div𝝍D\displaystyle-\mathrm{div}\bm{\psi}_{D} =hpDpD,h\displaystyle=\mathcal{I}_{h}p_{D}-p_{D,h}\quad inΩD,\displaystyle\mbox{in}\;\Omega_{D}, (4.11)
𝝍DKϕ\displaystyle\bm{\psi}_{D}-K\nabla\phi =0\displaystyle=0 inΩD,\displaystyle\mbox{in}\;\Omega_{D}, (4.12)
ϕ\displaystyle\phi =0\displaystyle=0 onΓD.\displaystyle\mbox{on}\;\Gamma_{D}. (4.13)

The following interface conditions are prescribed on the interface Γ\Gamma

GH¯𝒏S𝒕S\displaystyle G\underline{H}\bm{n}_{S}\cdot\bm{t}_{S} =𝝍S𝒕S\displaystyle=\bm{\psi}_{S}\cdot\bm{t}_{S}\quad onΓ,\displaystyle\mbox{on}\;\Gamma,
H¯𝒏S𝒏S\displaystyle\underline{H}\bm{n}_{S}\cdot\bm{n}_{S} =ϕ\displaystyle=-\phi onΓ,\displaystyle\mbox{on}\;\Gamma,
𝝍S𝒏S\displaystyle\bm{\psi}_{S}\cdot\bm{n}_{S} =𝝍D𝒏S\displaystyle=\bm{\psi}_{D}\cdot\bm{n}_{S} onΓ.\displaystyle\mbox{on}\;\Gamma.

Assume that the following regularity estimate holds

𝝍S2,ΩS+ϕ2,ΩDC(ΠhBDM𝒖S𝒖S,h0,ΩS+hpDpD,h0,ΩD).\displaystyle\|\bm{\psi}_{S}\|_{2,\Omega_{S}}+\|\phi\|_{2,\Omega_{D}}\leq C\Big{(}\|\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h}\|_{0,\Omega_{S}}+\|\mathcal{I}_{h}p_{D}-p_{D,h}\|_{0,\Omega_{D}}\Big{)}. (4.14)

Then we can state the convergence error estimate for L2L^{2} errors of 𝒖S\bm{u}_{S} and 𝒑D\bm{p}_{D}.

Theorem 4.2.

Let (σ¯,𝐮S)Hk(ΩS)2×2×Hk+1(ΩS)2(\underline{\sigma},\bm{u}_{S})\in H^{k}(\Omega_{S})^{2\times 2}\times H^{k+1}(\Omega_{S})^{2} and (𝐮D,pD)Hk+1(ΩD)2×Hk+1(ΩD)(\bm{u}_{D},p_{D})\in H^{k+1}(\Omega_{D})^{2}\times H^{k+1}(\Omega_{D}). In addition, let (σ¯h,𝐮S,h)ΣhS×UhS(\underline{\sigma}_{h},\bm{u}_{S,h})\in\Sigma_{h}^{S}\times U_{h}^{S} and (𝐮D,h,pD,h)UhD×phD(\bm{u}_{D,h},p_{D,h})\in U_{h}^{D}\times p_{h}^{D} be the discrete solution of (3.3)-(3.5). Then the following convergence error estimate holds

𝒖S𝒖S,h0,ΩS+pDpD,h0,ΩDChk+1(σ¯k,ΩS+𝒖Sk+1,ΩS+𝒖Dk+1,ΩD+pDk+1,ΩD).\displaystyle\|\bm{u}_{S}-\bm{u}_{S,h}\|_{0,\Omega_{S}}+\|p_{D}-p_{D,h}\|_{0,\Omega_{D}}\leq Ch^{k+1}\Big{(}\|\underline{\sigma}\|_{k,\Omega_{S}}+\|\bm{u}_{S}\|_{k+1,\Omega_{S}}+\|\bm{u}_{D}\|_{k+1,\Omega_{D}}+\|p_{D}\|_{k+1,\Omega_{D}}\Big{)}.
Proof.

Multiplying (4.8) by σ¯σ¯h\underline{\sigma}-\underline{\sigma}_{h}, (4.9) by ΠhBDM𝒖S𝒖S,h\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h}, (4.11) by hpDpD,h\mathcal{I}_{h}p_{D}-p_{D,h} and (4.12) by 𝒖D𝒖D,h\bm{u}_{D}-\bm{u}_{D,h} and performing integration by parts lead to

ΠhBDM𝒖S𝒖S,h0,ΩS2+hpDpD,h0,ΩD2\displaystyle\|\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h}\|_{0,\Omega_{S}}^{2}+\|\mathcal{I}_{h}p_{D}-p_{D,h}\|_{0,\Omega_{D}}^{2}
=aS(H¯,ΠhBDM𝒖S𝒖S,h)+((2μ)1𝒜H¯,σ¯σ¯h)ΩS+aS(σ¯σ¯h,𝝍S)\displaystyle=-a_{S}(\underline{H},\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h})+((2\mu)^{-1}\mathcal{A}\underline{H},\underline{\sigma}-\underline{\sigma}_{h})_{\Omega_{S}}+a_{S}(\underline{\sigma}-\underline{\sigma}_{h},\bm{\psi}_{S})
bD(𝝍D,hpDpD,h)+(K1𝝍D,𝒖D𝒖D,h)ΩD+eh,S0he1(𝒖S𝒖S,h,𝝍S)e\displaystyle-b_{D}(\bm{\psi}_{D},\mathcal{I}_{h}p_{D}-p_{D,h})+(K^{-1}\bm{\psi}_{D},\bm{u}_{D}-\bm{u}_{D,h})_{\Omega_{D}}+\sum_{e\in\mathcal{F}_{h,S}^{0}}h_{e}^{-1}(\left\llbracket\bm{u}_{S}-\bm{u}_{S,h}\right\rrbracket,\left\llbracket\bm{\psi}_{S}\right\rrbracket)_{e}
+bD(ϕ,𝒖D𝒖D,h)eh,Γ((ΠhBDM𝒖S𝒖S,h)𝒏S,ϕ)e\displaystyle+b_{D}^{*}(\phi,\bm{u}_{D}-\bm{u}_{D,h})-\sum_{e\in\mathcal{F}_{h,\Gamma}}((\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h})\cdot\bm{n}_{S},\phi)_{e}
+eh,Γ(hpDpD,h,𝝍S𝒏S)e+eh,Γ1G((ΠhBDM𝒖S𝒖S,h)𝒕S,𝝍S𝒕S)e.\displaystyle\;+\sum_{e\in\mathcal{F}_{h,\Gamma}}(\mathcal{I}_{h}p_{D}-p_{D,h},\bm{\psi}_{S}\cdot\bm{n}_{S})_{e}+\sum_{e\in\mathcal{F}_{h,\Gamma}}\frac{1}{G}((\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h})\cdot\bm{t}_{S},\bm{\psi}_{S}\cdot\bm{t}_{S})_{e}.

which, coupled with (4.4)-(4.6) yields

ΠhBDM𝒖S𝒖S,h0,ΩS2+hpDpD,h0,ΩD2\displaystyle\|\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h}\|_{0,\Omega_{S}}^{2}+\|\mathcal{I}_{h}p_{D}-p_{D,h}\|_{0,\Omega_{D}}^{2}
=aS(ΠhH¯H¯,ΠhBDM𝒖S𝒖S,h)+((2μ)1𝒜(H¯ΠhH¯),σ¯σ¯h)ΩS+aS(σ¯σ¯h,𝝍SΠhBDM𝝍S)\displaystyle=a_{S}(\Pi_{h}\underline{H}-\underline{H},\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h})+((2\mu)^{-1}\mathcal{A}(\underline{H}-\Pi_{h}\underline{H}),\underline{\sigma}-\underline{\sigma}_{h})_{\Omega_{S}}+a_{S}(\underline{\sigma}-\underline{\sigma}_{h},\bm{\psi}_{S}-\Pi_{h}^{\text{BDM}}\bm{\psi}_{S})
bD(𝝍D𝒥h𝝍D,hpDpD,h)+(K1(𝝍D𝒥h𝝍D),𝒖D𝒖D,h)ΩD\displaystyle-b_{D}(\bm{\psi}_{D}-\mathcal{J}_{h}\bm{\psi}_{D},\mathcal{I}_{h}p_{D}-p_{D,h})+(K^{-1}(\bm{\psi}_{D}-\mathcal{J}_{h}\bm{\psi}_{D}),\bm{u}_{D}-\bm{u}_{D,h})_{\Omega_{D}}
+bD(ϕhϕ,𝒖D𝒖D,h)eh,Γ((ΠhBDM𝒖S𝒖S,h)𝒏S,ϕhϕ)e\displaystyle+b_{D}^{*}(\phi-\mathcal{I}_{h}\phi,\bm{u}_{D}-\bm{u}_{D,h})-\sum_{e\in\mathcal{F}_{h,\Gamma}}((\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h})\cdot\bm{n}_{S},\phi-\mathcal{I}_{h}\phi)_{e}
+eh,S0he1(𝒖S𝒖S,h,𝝍SΠhBDM𝝍S)e+eh,Γ(hpDpD,h,(𝝍SΠhBDM𝝍S)𝒏S)e\displaystyle\;+\sum_{e\in\mathcal{F}_{h,S}^{0}}h_{e}^{-1}(\left\llbracket\bm{u}_{S}-\bm{u}_{S,h}\right\rrbracket,\left\llbracket\bm{\psi}_{S}-\Pi_{h}^{\text{BDM}}\bm{\psi}_{S}\right\rrbracket)_{e}+\sum_{e\in\mathcal{F}_{h,\Gamma}}(\mathcal{I}_{h}p_{D}-p_{D,h},(\bm{\psi}_{S}-\Pi_{h}^{\text{BDM}}\bm{\psi}_{S})\cdot\bm{n}_{S})_{e}
+1Geh,Γ((ΠhBDM𝒖S𝒖S,h)𝒕S,(𝝍SΠhBDM𝝍S)𝒕S)e.\displaystyle\;+\frac{1}{G}\sum_{e\in\mathcal{F}_{h,\Gamma}}((\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h})\cdot\bm{t}_{S},(\bm{\psi}_{S}-\Pi_{h}^{\text{BDM}}\bm{\psi}_{S})\cdot\bm{t}_{S})_{e}.

The first two terms on the right hand side can be bounded by the Cauchy-Schwarz inequality

aS(ΠhH¯H¯,ΠhBDM𝒖S𝒖S,h)\displaystyle a_{S}(\Pi_{h}\underline{H}-\underline{H},\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h}) ChH¯1,ΩS(eh,S0he1ΠhBDM𝒖S𝒖S,h0,e2)1/2,\displaystyle\leq Ch\|\underline{H}\|_{1,\Omega_{S}}\Big{(}\sum_{e\in\mathcal{F}_{h,S}^{0}}h_{e}^{-1}\|\left\llbracket\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h}\right\rrbracket\|_{0,e}^{2}\Big{)}^{1/2},
((2μ)1𝒜(H¯ΠhH¯),σ¯σ¯h)ΩS\displaystyle((2\mu)^{-1}\mathcal{A}(\underline{H}-\Pi_{h}\underline{H}),\underline{\sigma}-\underline{\sigma}_{h})_{\Omega_{S}} μ12𝒜(σ¯σ¯h)0,ΩSμ12𝒜(H¯ΠhH¯)0,ΩS\displaystyle\leq\|\mu^{-\frac{1}{2}}\mathcal{A}(\underline{\sigma}-\underline{\sigma}_{h})\|_{0,\Omega_{S}}\|\mu^{-\frac{1}{2}}\mathcal{A}(\underline{H}-\Pi_{h}\underline{H})\|_{0,\Omega_{S}}
Chμ12𝒜(σ¯σ¯h)0,ΩSH¯1,ΩS.\displaystyle\leq Ch\|\mu^{-\frac{1}{2}}\mathcal{A}(\underline{\sigma}-\underline{\sigma}_{h})\|_{0,\Omega_{S}}\|\underline{H}\|_{1,\Omega_{S}}.

We can rewrite the third term as follows

aS(σ¯σ¯h,𝝍SΠhBDM𝝍S)=aS(σ¯Πhσ¯,𝝍SΠhBDM𝝍S)+aS(Πhσ¯σ¯h,𝝍SΠhBDM𝝍S),\begin{split}a_{S}(\underline{\sigma}-\underline{\sigma}_{h},\bm{\psi}_{S}-\Pi_{h}^{\text{BDM}}\bm{\psi}_{S})&=a_{S}(\underline{\sigma}-\Pi_{h}\underline{\sigma},\bm{\psi}_{S}-\Pi_{h}^{\text{BDM}}\bm{\psi}_{S})\\ &\;+a_{S}(\Pi_{h}\underline{\sigma}-\underline{\sigma}_{h},\bm{\psi}_{S}-\Pi_{h}^{\text{BDM}}\bm{\psi}_{S}),\end{split} (4.15)

where the first term on the right hand side can be bounded by

aS(σ¯Πhσ¯,𝝍SΠhBDM𝝍S)Chk+1σ¯k,ΩS𝝍S2,ΩS.\displaystyle a_{S}(\underline{\sigma}-\Pi_{h}\underline{\sigma},\bm{\psi}_{S}-\Pi_{h}^{\text{BDM}}\bm{\psi}_{S})\leq Ch^{k+1}\|\underline{\sigma}\|_{k,\Omega_{S}}\|\bm{\psi}_{S}\|_{2,\Omega_{S}}.

The second term on the right hand side of (4.15) can be estimated similarly to (4.7). Indeed, we have

aS(Πhσ¯σ¯h,𝝍SΠhBDM𝝍S)\displaystyle a_{S}(\Pi_{h}\underline{\sigma}-\underline{\sigma}_{h},\bm{\psi}_{S}-\Pi_{h}^{\text{BDM}}\bm{\psi}_{S})
𝒜(Πhσ¯σ¯h)0,ΩS(eh,S0he1{{(𝝍SΠhBDM𝝍S)𝒕}}0,e2)1/2\displaystyle\leq\|\mathcal{A}(\Pi_{h}\underline{\sigma}-\underline{\sigma}_{h})\|_{0,\Omega_{S}}\Big{(}\sum_{e\in\mathcal{F}_{h,S}^{0}}h_{e}^{-1}\|\left\{\!\!\left\{(\bm{\psi}_{S}-\Pi_{h}^{\text{BDM}}\bm{\psi}_{S})\cdot\bm{t}\right\}\!\!\right\}\|_{0,e}^{2}\Big{)}^{1/2}
Ch𝒜(Πhσ¯σ¯h)0,ΩS𝝍S2,ΩS.\displaystyle\leq Ch\|\mathcal{A}(\Pi_{h}\underline{\sigma}-\underline{\sigma}_{h})\|_{0,\Omega_{S}}\|\bm{\psi}_{S}\|_{2,\Omega_{S}}.

On the other hand, we have from the definitions of h\mathcal{I}_{h}, 𝒥h\mathcal{J}_{h} and ΠhBDM\Pi_{h}^{\text{BDM}}

eh,Γ((ΠhBDM𝒖S𝒖S,h)𝒏S,ϕhϕ)e\displaystyle\sum_{e\in\mathcal{F}_{h,\Gamma}}((\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h})\cdot\bm{n}_{S},\phi-\mathcal{I}_{h}\phi)_{e} =0,\displaystyle=0,
eh,Γ(IhpDpD,h,(𝝍SΠhBDM𝝍S)𝒏S)e\displaystyle\sum_{e\in\mathcal{F}_{h,\Gamma}}(I_{h}p_{D}-p_{D,h},(\bm{\psi}_{S}-\Pi_{h}^{\text{BDM}}\bm{\psi}_{S})\cdot\bm{n}_{S})_{e} =0,\displaystyle=0,
bD(𝝍D𝒥h𝝍D,hpDpD,h)\displaystyle b_{D}(\bm{\psi}_{D}-\mathcal{J}_{h}\bm{\psi}_{D},\mathcal{I}_{h}p_{D}-p_{D,h}) =0,\displaystyle=0,
bD(ϕhϕ,𝒖D𝒖D,h)\displaystyle b_{D}^{*}(\phi-\mathcal{I}_{h}\phi,\bm{u}_{D}-\bm{u}_{D,h}) =bD(ϕhϕ,𝒖D𝒥h𝒖D)ϕhϕZ𝒖D𝒥h𝒖D0,h\displaystyle=b_{D}^{*}(\phi-\mathcal{I}_{h}\phi,\bm{u}_{D}-\mathcal{J}_{h}\bm{u}_{D})\leq\|\phi-\mathcal{I}_{h}\phi\|_{Z}\|\bm{u}_{D}-\mathcal{J}_{h}\bm{u}_{D}\|_{0,h}
Chk+1ϕ2,ΩD𝒖Dk+1,ΩD.\displaystyle\leq Ch^{k+1}\|\phi\|_{2,\Omega_{D}}\|\bm{u}_{D}\|_{k+1,\Omega_{D}}.

The Cauchy-Schwarz inequality implies

eh,S0he1(𝒖S𝒖S,h,𝝍SΠhBDM𝝍S)e\displaystyle\sum_{e\in\mathcal{F}_{h,S}^{0}}h_{e}^{-1}(\left\llbracket\bm{u}_{S}-\bm{u}_{S,h}\right\rrbracket,\left\llbracket\bm{\psi}_{S}-\Pi_{h}^{\text{BDM}}\bm{\psi}_{S}\right\rrbracket)_{e}
(eh,S0he1𝒖S𝒖S,h0,e2)12(eh,S0he1𝝍SΠhBDM𝝍S0,e2)12\displaystyle\leq\Big{(}\sum_{e\in\mathcal{F}_{h,S}^{0}}h_{e}^{-1}\|\left\llbracket\bm{u}_{S}-\bm{u}_{S,h}\right\rrbracket\|_{0,e}^{2}\Big{)}^{\frac{1}{2}}\Big{(}\sum_{e\in\mathcal{F}_{h,S}^{0}}h_{e}^{-1}\|\left\llbracket\bm{\psi}_{S}-\Pi_{h}^{\text{BDM}}\bm{\psi}_{S}\right\rrbracket\|_{0,e}^{2}\Big{)}^{\frac{1}{2}}
Ch(eh,S0he1𝒖S𝒖S,h0,e2)12𝝍S2,ΩS.\displaystyle\leq Ch\Big{(}\sum_{e\in\mathcal{F}_{h,S}^{0}}h_{e}^{-1}\|\left\llbracket\bm{u}_{S}-\bm{u}_{S,h}\right\rrbracket\|_{0,e}^{2}\Big{)}^{\frac{1}{2}}\|\bm{\psi}_{S}\|_{2,\Omega_{S}}.

The last term can be bounded by the trace inequality and (4.14)

1Geh,Γ((ΠhBDM𝒖S𝒖S,h)𝒕S,(𝝍SΠhBDM𝝍S)𝒕S)e\displaystyle\frac{1}{G}\sum_{e\in\mathcal{F}_{h,\Gamma}}((\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h})\cdot\bm{t}_{S},(\bm{\psi}_{S}-\Pi_{h}^{\text{BDM}}\bm{\psi}_{S})\cdot\bm{t}_{S})_{e}
1G(eh,Γ(ΠhBDM𝒖S𝒖S,h)𝒕S0,e2)1/2(eh,Γ(𝝍SΠhBDM𝝍S)𝒕S0,e2)1/2\displaystyle\leq\frac{1}{G}\Big{(}\sum_{e\in\mathcal{F}_{h,\Gamma}}\|(\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h})\cdot\bm{t}_{S}\|_{0,e}^{2}\Big{)}^{1/2}\Big{(}\sum_{e\in\mathcal{F}_{h,\Gamma}}\|(\bm{\psi}_{S}-\Pi_{h}^{\text{BDM}}\bm{\psi}_{S})\cdot\bm{t}_{S}\|_{0,e}^{2}\Big{)}^{1/2}
ChΠhBDM𝒖S𝒖S,h0,ΩS(ΠhBDM𝒖S𝒖S,h)𝒕S0,Γ.\displaystyle\leq Ch\|\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h}\|_{0,\Omega_{S}}\|(\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h})\cdot\bm{t}_{S}\|_{0,\Gamma}.

Then combining the preceding estimates with Theorem 4.1 and the interpolation error estimates (4.1)-(4.3) implies the desired estimate.

Proceeding similarly to Lemma 2.3 of [5], we can get the following lemma.

Lemma 4.1.

Let ee be an edge of T𝒯hT\in\mathcal{T}_{h} and let δ>0\delta>0. Let V1+α(T):={𝛙H1+α(T)2;div𝛙L2(T)}V^{1+\alpha}(T):=\{\bm{\psi}\in H^{1+\alpha}(T)^{2};\mathrm{div}\bm{\psi}\in L^{2}(T)\} for α>0\alpha>0 and T𝒯hT\in\mathcal{T}_{h}. Assume that 𝛙\bm{\psi} is a given function in V1+s(T)V^{1+s}(T). Then, there exists a small 0<s<min{δ,1/2}0<s<\min\{\delta,1/2\} and a positive constant CC independent of ss such that

𝝍𝒏s1/2,eC(𝝍0,T+hTdiv𝝍0,T).\displaystyle\|\bm{\psi}\cdot\bm{n}\|_{s-1/2,e}\leq C\Big{(}\|\bm{\psi}\|_{0,T}+h_{T}\|\mathrm{div}\bm{\psi}\|_{0,T}\Big{)}.

The trace inequality introduced in Lemma 4.1 is crucial to obtain the optimal convergence error estimate for L2L^{2}-error of 𝒖D\bm{u}_{D}. Now, we can state the following theorem.

Theorem 4.3.

Let (σ¯,𝐮S)Hk(ΩS)2×2×Hk+1(ΩS)2(\underline{\sigma},\bm{u}_{S})\in H^{k}(\Omega_{S})^{2\times 2}\times H^{k+1}(\Omega_{S})^{2} and 𝐮DHk+1(ΩD)2\bm{u}_{D}\in H^{k+1}(\Omega_{D})^{2}. In addition, let (σ¯h,𝐮S,h)ΣhS×UhS(\underline{\sigma}_{h},\bm{u}_{S,h})\in\Sigma_{h}^{S}\times U_{h}^{S} and 𝐮D,hUhD\bm{u}_{D,h}\in U_{h}^{D} be the discrete solution of (3.3)-(3.5). Then, we have

K12(𝒖D𝒖D,h)0,ΩDChk+1(𝒖Dk+1,ΩD+σ¯k,ΩS+𝒖Sk+1,ΩS+pDk+1,ΩD).\displaystyle\|K^{-\frac{1}{2}}(\bm{u}_{D}-\bm{u}_{D,h})\|_{0,\Omega_{D}}\leq Ch^{k+1}\Big{(}\|\bm{u}_{D}\|_{k+1,\Omega_{D}}+\|\underline{\sigma}\|_{k,\Omega_{S}}+\|\bm{u}_{S}\|_{k+1,\Omega_{S}}+\|p_{D}\|_{k+1,\Omega_{D}}\Big{)}.
Proof.

Taking 𝒗S=𝟎\bm{v}_{S}=\bm{0} in (4.5), we have

(K1(𝒖D𝒖D,h),𝒗D)ΩDbD(pDpD,h,𝒗D)\displaystyle(K^{-1}(\bm{u}_{D}-\bm{u}_{D,h}),\bm{v}_{D})_{\Omega_{D}}-b_{D}^{*}(p_{D}-p_{D,h},\bm{v}_{D}) =0,\displaystyle=0, (4.16)
bD(𝒥h𝒖D𝒖D,h,qD)eh,Γ((ΠhBDM𝒖S𝒖S,h)𝒏S,qD)e\displaystyle b_{D}(\mathcal{J}_{h}\bm{u}_{D}-\bm{u}_{D,h},q_{D})-\sum_{e\in\mathcal{F}_{h,\Gamma}}((\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h})\cdot\bm{n}_{S},q_{D})_{e} =0.\displaystyle=0. (4.17)

Setting 𝒗D=𝒥h𝒖D𝒖D,h\bm{v}_{D}=\mathcal{J}_{h}\bm{u}_{D}-\bm{u}_{D,h} and qD=hpDpD,hq_{D}=\mathcal{I}_{h}p_{D}-p_{D,h} in the above equations yields

(K1(𝒖D𝒖D,h),𝒥h𝒖D𝒖D,h)ΩDeh,Γ((ΠhBDM𝒖S𝒖S,h)𝒏S,hpDpD,h)e\displaystyle(K^{-1}(\bm{u}_{D}-\bm{u}_{D,h}),\mathcal{J}_{h}\bm{u}_{D}-\bm{u}_{D,h})_{\Omega_{D}}-\sum_{e\in\mathcal{F}_{h,\Gamma}}((\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h})\cdot\bm{n}_{S},\mathcal{I}_{h}p_{D}-p_{D,h})_{e} =0,\displaystyle=0,

where we make use of the definitions of the interpolation operators h\mathcal{I}_{h} and 𝒥h\mathcal{J}_{h}.

For any eh,Γe\in\mathcal{F}_{h,\Gamma} and 0<s<120<s<\frac{1}{2}, we have from the inverse inequality and Lemma 4.1 that

((ΠhBDM𝒖S𝒖S,h)𝒏S,IhpDpD,h)e\displaystyle((\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h})\cdot\bm{n}_{S},I_{h}p_{D}-p_{D,h})_{e} C(ΠhBDM𝒖S𝒖S,h)𝒏Ss12,eIhpDpD,h12s,e\displaystyle\leq C\|(\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h})\cdot\bm{n}_{S}\|_{s-\frac{1}{2},e}\|I_{h}p_{D}-p_{D,h}\|_{\frac{1}{2}-s,e}
C(ΠhBDM𝒖S𝒖S,h0,T1\displaystyle\leq C\Big{(}\|\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h}\|_{0,T_{1}}
+hT1(ΠhBDM𝒖S𝒖S,h)0,T1)hT2s12IhpDpD,h0,e,\displaystyle\;+h_{T_{1}}\|\nabla\cdot(\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h})\|_{0,T_{1}}\Big{)}h_{T_{2}}^{s-\frac{1}{2}}\|I_{h}p_{D}-p_{D,h}\|_{0,e},

where T1𝒯h,ST_{1}\in\mathcal{T}_{h,S} and T2𝒯h,DT_{2}\in\mathcal{T}_{h,D}.

For ss sufficiently close to 12\frac{1}{2}, it holds hT2s122h_{T_{2}}^{s-\frac{1}{2}}\leq 2, thereby it follows that

((ΠhBDM𝒖S𝒖S,h)𝒏S,IhpDpD,h)0,e(ΠhBDM𝒖S𝒖S,h0,T1+hT1(ΠhBDM𝒖S𝒖S,h)0,T1)IhpDpD,h0,e.\begin{split}&((\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h})\cdot\bm{n}_{S},I_{h}p_{D}-p_{D,h})_{0,e}\leq\Big{(}\|\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h}\|_{0,T_{1}}\\ &\;+h_{T_{1}}\|\nabla\cdot(\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h})\|_{0,T_{1}}\Big{)}\|I_{h}p_{D}-p_{D,h}\|_{0,e}.\end{split} (4.18)

On the other hand, we have from the trace inequality (cf. [15]) and the discrete Poincaré inequality (cf. [3]) that

IhpDpD,h0,ΓCIhpDpD,hZ.\displaystyle\|I_{h}p_{D}-p_{D,h}\|_{0,\Gamma}\leq C\|I_{h}p_{D}-p_{D,h}\|_{Z}.

In addition, it follows from the inf-sup condition (3.7) and (4.5) that

IhpDpD,hZCK1(𝒖D𝒖D,h)0,ΩD.\displaystyle\|I_{h}p_{D}-p_{D,h}\|_{Z}\leq C\|K^{-1}(\bm{u}_{D}-\bm{u}_{D,h})\|_{0,\Omega_{D}}.

Thereby, summing (4.18) over all the edges in h,Γ\mathcal{F}_{h,\Gamma} and using the above arguments lead to

K12(𝒥h𝒖D𝒖D,h)0,ΩDK12(𝒥h𝒖D𝒖D)0,ΩD+ΠhBDM𝒖S𝒖S,h0,ΩS,\displaystyle\|K^{-\frac{1}{2}}(\mathcal{J}_{h}\bm{u}_{D}-\bm{u}_{D,h})\|_{0,\Omega_{D}}\leq\|K^{-\frac{1}{2}}(\mathcal{J}_{h}\bm{u}_{D}-\bm{u}_{D})\|_{0,\Omega_{D}}+\|\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h}\|_{0,\Omega_{S}},

which coupled with the interpolation error estimates (4.1)-(4.3) and Theorem 4.2 completes the proof.

Theorem 4.4.

Let (𝐮S,h,𝐮D,h)UhS×UhD(\bm{u}_{S,h},\bm{u}_{D,h})\in U_{h}^{S}\times U_{h}^{D} be the numerical solution of (3.3)-(3.5), then the interface condition (2.8) is satisfied exactly at the discrete level, i.e.,

𝒖S,h𝒏S=𝒖D,h𝒏SonΓ.\displaystyle\bm{u}_{S,h}\cdot\bm{n}_{S}=\bm{u}_{D,h}\cdot\bm{n}_{S}\quad\textnormal{on}\;\Gamma.
Proof.

We can infer from (4.17) and the discrete adjoint property that

bD(qD,𝒥h𝒖D𝒖D,h)eh,Γ((ΠhBDM𝒖S𝒖S,h)𝒏S,qD)e=0qDPhD,\displaystyle b_{D}^{*}(q_{D},\mathcal{J}_{h}\bm{u}_{D}-\bm{u}_{D,h})-\sum_{e\in\mathcal{F}_{h,\Gamma}}((\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h})\cdot\bm{n}_{S},q_{D})_{e}=0\quad\forall q_{D}\in P_{h}^{D},

thereby, we have

epr,D0(qD,(𝒥h𝒖D𝒖D,h)𝒏)e+(qD,divh(𝒥h𝒖D𝒖D,h))ΩDeh,Γ((𝒥h𝒖D𝒖D,h)𝒏D,qD)e\displaystyle-\sum_{e\in\mathcal{F}_{pr,D}^{0}}(q_{D},\left\llbracket(\mathcal{J}_{h}\bm{u}_{D}-\bm{u}_{D,h})\cdot\bm{n}\right\rrbracket)_{e}+(q_{D},\mathrm{div}_{h}(\mathcal{J}_{h}\bm{u}_{D}-\bm{u}_{D,h}))_{\Omega_{D}}-\sum_{e\in\mathcal{F}_{h,\Gamma}}((\mathcal{J}_{h}\bm{u}_{D}-\bm{u}_{D,h})\cdot\bm{n}_{D},q_{D})_{e}
eh,Γ((ΠhBDM𝒖S𝒖S,h)𝒏S,qD)e=0.\displaystyle\;-\sum_{e\in\mathcal{F}_{h,\Gamma}}((\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h})\cdot\bm{n}_{S},q_{D})_{e}=0.

Then we can define qDq_{D} using the degrees of freedom defined in (3.1)-(3.2) such that it satisfies

epr,D0(𝒥h𝒖D𝒖D,h)𝒏0,e2+eh,Γ(ΠhBDM𝒖S𝒖S,h(𝒥h𝒖D𝒖D,h))𝒏D0,e2\displaystyle\sum_{e\in\mathcal{F}_{pr,D}^{0}}\|\left\llbracket(\mathcal{J}_{h}\bm{u}_{D}-\bm{u}_{D,h})\cdot\bm{n}\right\rrbracket\|_{0,e}^{2}+\sum_{e\in\mathcal{F}_{h,\Gamma}}\|(\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h}-(\mathcal{J}_{h}\bm{u}_{D}-\bm{u}_{D,h}))\cdot\bm{n}_{D}\|_{0,e}^{2}
+divh(𝒥h𝒖D𝒖D,h)0,ΩD2=0.\displaystyle\;+\|\mathrm{div}_{h}(\mathcal{J}_{h}\bm{u}_{D}-\bm{u}_{D,h})\|_{0,\Omega_{D}}^{2}=0.

Therefore, we have

(𝒥h𝒖D𝒖D,h)𝒏e\displaystyle\left\llbracket(\mathcal{J}_{h}\bm{u}_{D}-\bm{u}_{D,h})\cdot\bm{n}\right\rrbracket\mid_{e} =0epr,D0,\displaystyle=0\quad\forall e\in\mathcal{F}_{pr,D}^{0},
div(𝒥h𝒖D𝒖D,h)|T\displaystyle\mathrm{div}(\mathcal{J}_{h}\bm{u}_{D}-\bm{u}_{D,h})|_{T} =0T𝒯h,D,\displaystyle=0\quad\forall T\in\mathcal{T}_{h,D},
(ΠhBDM𝒖S𝒖S,h)𝒏D\displaystyle(\Pi_{h}^{\text{BDM}}\bm{u}_{S}-\bm{u}_{S,h})\cdot\bm{n}_{D} =(𝒥h𝒖D𝒖D,h)𝒏DonΓ.\displaystyle=(\mathcal{J}_{h}\bm{u}_{D}-\bm{u}_{D,h})\cdot\bm{n}_{D}\quad\mbox{on}\;\Gamma.

We can infer that

𝒖S,h𝒏S=𝒖D,h𝒏SonΓ.\displaystyle\bm{u}_{S,h}\cdot\bm{n}_{S}=\bm{u}_{D,h}\cdot\bm{n}_{S}\quad\mbox{on}\;\Gamma.

Therefore, the proof is completed.

5 Robin type domain decomposition method

In this section, we introduce a novel domain decomposition method based on the Robin-type interface conditions, which can decouple the global system (3.3)-(3.5) into the Stokes subproblem and the Darcy subproblem. To begin with, we define two functions gDg_{D} and gSg_{S} on the interface Γ\Gamma such that

σ¯𝒏S𝒏Sδf𝒖S𝒏S\displaystyle-\underline{\sigma}\bm{n}_{S}\cdot\bm{n}_{S}-\delta_{f}\bm{u}_{S}\cdot\bm{n}_{S} =gS,\displaystyle=g_{S}, (5.1)
pDδp𝒖D𝒏D\displaystyle p_{D}-\delta_{p}\bm{u}_{D}\cdot\bm{n}_{D} =gD,\displaystyle=g_{D}, (5.2)

where δf\delta_{f} and δp\delta_{p} are two positive constants which will be specified later.

In addition, the following compatibility conditions should be satisfied in order to get the equivalence between the interface conditions (2.8)-(2.9) and (5.1)-(5.2)

gS\displaystyle g_{S} =pD(1+δfδp)gDδfδponΓ,\displaystyle=p_{D}(1+\frac{\delta_{f}}{\delta_{p}})-g_{D}\frac{\delta_{f}}{\delta_{p}}\quad\;\mbox{on}\;\Gamma, (5.3)
gD\displaystyle g_{D} =gS+(δf+δp)𝒖S𝒏SonΓ.\displaystyle=g_{S}+(\delta_{f}+\delta_{p})\bm{u}_{S}\cdot\bm{n}_{S}\quad\mbox{on}\;\Gamma. (5.4)

Indeed, we have from (5.3)-(5.4)

gD\displaystyle g_{D} =pD(1+δfδp)gDδfδp+(δf+δp)𝒖S𝒏S\displaystyle=p_{D}(1+\frac{\delta_{f}}{\delta_{p}})-g_{D}\frac{\delta_{f}}{\delta_{p}}+(\delta_{f}+\delta_{p})\bm{u}_{S}\cdot\bm{n}_{S}
=pD+δf𝒖D𝒏D+(δf+δp)𝒖S𝒏S.\displaystyle=p_{D}+\delta_{f}\bm{u}_{D}\cdot\bm{n}_{D}+(\delta_{f}+\delta_{p})\bm{u}_{S}\cdot\bm{n}_{S}.

Then it follows from (5.2) that

(δf+δp)𝒖D𝒏D+(δf+δp)𝒖S𝒏S=0,\displaystyle(\delta_{f}+\delta_{p})\bm{u}_{D}\cdot\bm{n}_{D}+(\delta_{f}+\delta_{p})\bm{u}_{S}\cdot\bm{n}_{S}=0,

which implies

𝒖D𝒏D=𝒖S𝒏S.\displaystyle\bm{u}_{D}\cdot\bm{n}_{D}=-\bm{u}_{S}\cdot\bm{n}_{S}.

On the other hand, we can deduce from (5.1), (5.2) and (5.4) that

σ¯𝒏S𝒏S=δf𝒖S𝒏S+gS=gDδp𝒖S𝒏S=pD.\displaystyle-\underline{\sigma}\bm{n}_{S}\cdot\bm{n}_{S}=\delta_{f}\bm{u}_{S}\cdot\bm{n}_{S}+g_{S}=g_{D}-\delta_{p}\bm{u}_{S}\cdot\bm{n}_{S}=p_{D}.

Then we can propose the coupled discrete formulation with the modified interface conditions: For given gD,h,gS,hg_{D,h},g_{S,h}, find (σ¯~h,𝒖~S,h)ΣhS×UhS(\widetilde{\underline{\sigma}}_{h},\widetilde{\bm{u}}_{S,h})\in\Sigma_{h}^{S}\times U_{h}^{S} and (𝒖~D,h,p~D,h)UhD×PhD(\widetilde{\bm{u}}_{D,h},\widetilde{p}_{D,h})\in U_{h}^{D}\times P_{h}^{D} such that

((2μ)1𝒜σ¯~h,w¯)ΩS=aS(w¯,𝒖~S,h)w¯ΣhS,\displaystyle((2\mu)^{-1}\mathcal{A}\widetilde{\underline{\sigma}}_{h},\underline{w})_{\Omega_{S}}=a_{S}(\underline{w},\widetilde{\bm{u}}_{S,h})\quad\underline{w}\in\Sigma_{h}^{S}, (5.5)
aS(σ¯~h,𝒗S)+eh,S0γhe1(𝒖~S,h,𝒗S)e+δfeh,Γ(𝒖~S,h𝒏S,𝒗S𝒏S)e+1Geh,Γ(𝒖~S,h𝒕S,𝒗S𝒕S)e\displaystyle a_{S}(\widetilde{\underline{\sigma}}_{h},\bm{v}_{S})+\sum_{e\in\mathcal{F}_{h,S}^{0}}\gamma h_{e}^{-1}(\left\llbracket\widetilde{\bm{u}}_{S,h}\right\rrbracket,\left\llbracket\bm{v}_{S}\right\rrbracket)_{e}+\delta_{f}\sum_{e\in\mathcal{F}_{h,\Gamma}}(\widetilde{\bm{u}}_{S,h}\cdot\bm{n}_{S},\bm{v}_{S}\cdot\bm{n}_{S})_{e}+\frac{1}{G}\sum_{e\in\mathcal{F}_{h,\Gamma}}(\widetilde{\bm{u}}_{S,h}\cdot\bm{t}_{S},\bm{v}_{S}\cdot\bm{t}_{S})_{e}
+(K1𝒖~D,h,𝒗D)ΩDbD(p~D,h,𝒗D)=(𝒇S,𝒗S)ΩSeh,Γ(gS,h,𝒗S𝒏S)e𝒗SUhS,\displaystyle+(K^{-1}\widetilde{\bm{u}}_{D,h},\bm{v}_{D})_{\Omega_{D}}-b_{D}^{*}(\widetilde{p}_{D,h},\bm{v}_{D})=(\bm{f}_{S},\bm{v}_{S})_{\Omega_{S}}-\sum_{e\in\mathcal{F}_{h,\Gamma}}(g_{S,h},\bm{v}_{S}\cdot\bm{n}_{S})_{e}\quad\forall\bm{v}_{S}\in U_{h}^{S}, (5.6)
bD(𝒖~D,h,qD)+eh,Γ1δp(p~D,h,qD)e=(fD,qD)ΩD+eh,Γ1δp(gD,h,qD)eqDPhD.\displaystyle b_{D}(\widetilde{\bm{u}}_{D,h},q_{D})+\sum_{e\in\mathcal{F}_{h,\Gamma}}\frac{1}{\delta_{p}}(\widetilde{p}_{D,h},q_{D})_{e}=(f_{D},q_{D})_{\Omega_{D}}+\sum_{e\in\mathcal{F}_{h,\Gamma}}\frac{1}{\delta_{p}}(g_{D,h},q_{D})_{e}\quad\forall q_{D}\in P_{h}^{D}. (5.7)
Lemma 5.1.

The discrete formulations (3.3)-(3.5) are equivalent to (5.5)-(5.7) if and only if the following conditions hold on the interface Γ\Gamma, i.e.,

p~D,hδp𝒖~S,h𝒏D\displaystyle\widetilde{p}_{D,h}-\delta_{p}\widetilde{\bm{u}}_{S,h}\cdot\bm{n}_{D} =gD,h,\displaystyle=g_{D,h}, (5.8)
p~D,hδf𝒖~S,h𝒏S\displaystyle\widetilde{p}_{D,h}-\delta_{f}\widetilde{\bm{u}}_{S,h}\cdot\bm{n}_{S} =gS,h.\displaystyle=g_{S,h}. (5.9)
Proof.

If the discrete formulations (3.3)-(3.5) are equivalent to (5.5)-(5.7), we can infer from (3.5) and (5.7) that

1δp(p~D,hgD,h,qD)Γ=(𝒖~S,h𝒏S,qD)ΓqDPhD.\displaystyle\frac{1}{\delta_{p}}(\widetilde{p}_{D,h}-g_{D,h},q_{D})_{\Gamma}=-(\widetilde{\bm{u}}_{S,h}\cdot\bm{n}_{S},q_{D})_{\Gamma}\quad\forall q_{D}\in P_{h}^{D}.

which implies (5.8). Similarly, (3.4) and (5.6) imply (5.9). The opposite direction can be proved in a similar manner.

The corresponding decoupled formulations with Robin-type interface conditions read as follows: For given gD,h,gS,hg_{D,h},g_{S,h}, find (σ¯~h,𝒖~S,h)ΣhS×UhS(\widetilde{\underline{\sigma}}_{h},\widetilde{\bm{u}}_{S,h})\in\Sigma_{h}^{S}\times U_{h}^{S} and (𝒖~D,h,p~D,h)UhD×PhD(\widetilde{\bm{u}}_{D,h},\widetilde{p}_{D,h})\in U_{h}^{D}\times P_{h}^{D} such that

(K1𝒖~D,h,𝒗D)ΩDbD(p~D,h,𝒗D)=0𝒗DUhD,\displaystyle(K^{-1}\widetilde{\bm{u}}_{D,h},\bm{v}_{D})_{\Omega_{D}}-b_{D}^{*}(\widetilde{p}_{D,h},\bm{v}_{D})=0\quad\forall\bm{v}_{D}\in U_{h}^{D}, (5.10)
bD(𝒖~D,h,qD)+eh,Γ1δp(p~D,h,qD)e=(fD,qD)ΩD+eh,Γ1δp(gD,h,qD)eqDPhD,\displaystyle b_{D}(\widetilde{\bm{u}}_{D,h},q_{D})+\sum_{e\in\mathcal{F}_{h,\Gamma}}\frac{1}{\delta_{p}}(\widetilde{p}_{D,h},q_{D})_{e}=(f_{D},q_{D})_{\Omega_{D}}+\sum_{e\in\mathcal{F}_{h,\Gamma}}\frac{1}{\delta_{p}}(g_{D,h},q_{D})_{e}\quad\forall q_{D}\in P_{h}^{D}, (5.11)
((2μ)1𝒜σ¯~h,w¯)ΩS=aS(w¯,𝒖~S,h)w¯ΣhS,\displaystyle((2\mu)^{-1}\mathcal{A}\widetilde{\underline{\sigma}}_{h},\underline{w})_{\Omega_{S}}=a_{S}(\underline{w},\widetilde{\bm{u}}_{S,h})\quad\forall\underline{w}\in\Sigma_{h}^{S}, (5.12)
aS(σ¯~h,𝒗S)+eh,S0γhe1(𝒖~S,h,𝒗S)e+eh,Γδf(𝒖~S,h𝒏S,𝒗S𝒏S)e\displaystyle a_{S}(\widetilde{\underline{\sigma}}_{h},\bm{v}_{S})+\sum_{e\in\mathcal{F}_{h,S}^{0}}\gamma h_{e}^{-1}(\left\llbracket\widetilde{\bm{u}}_{S,h}\right\rrbracket,\left\llbracket\bm{v}_{S}\right\rrbracket)_{e}+\sum_{e\in\mathcal{F}_{h,\Gamma}}\delta_{f}(\widetilde{\bm{u}}_{S,h}\cdot\bm{n}_{S},\bm{v}_{S}\cdot\bm{n}_{S})_{e}
+1Geh,Γ(𝒖~S,h𝒕S,𝒗S𝒕S)e=(𝒇S,𝒗S)ΩSeh,Γ(gS,h,𝒗S𝒏S)e𝒗SUhS,\displaystyle+\frac{1}{G}\sum_{e\in\mathcal{F}_{h,\Gamma}}(\widetilde{\bm{u}}_{S,h}\cdot\bm{t}_{S},\bm{v}_{S}\cdot\bm{t}_{S})_{e}=(\bm{f}_{S},\bm{v}_{S})_{\Omega_{S}}-\sum_{e\in\mathcal{F}_{h,\Gamma}}(g_{S,h},\bm{v}_{S}\cdot\bm{n}_{S})_{e}\quad\forall\bm{v}_{S}\in U_{h}^{S}, (5.13)

which are supplemented with the following compatibility conditions

gS,h\displaystyle g_{S,h} =p~D,h(1+δfδp)gD,hδfδp\displaystyle=\widetilde{p}_{D,h}(1+\frac{\delta_{f}}{\delta_{p}})-g_{D,h}\frac{\delta_{f}}{\delta_{p}} onΓ,\displaystyle\quad\mbox{on}\;\Gamma,
gD,h\displaystyle g_{D,h} =gS,h+(δf+δp)𝒖~S,h𝒏S\displaystyle=g_{S,h}+(\delta_{f}+\delta_{p})\widetilde{\bm{u}}_{S,h}\cdot\bm{n}_{S} onΓ.\displaystyle\quad\mbox{on}\;\Gamma.

We can now present the domain decomposition method based on the modified decoupled formulations.

Algorithm DDM

  • Step 1.

    Initial values of gS,h0g_{S,h}^{0} and gD,h0g_{D,h}^{0} are defined.

  • Step 2.

    For m=0,1,2,,m=0,1,2,\ldots, solve the following Stokes and Darcy systems independently. Specifically, find (𝒖D,hm,pD,hm)UhD×PhD(\bm{u}_{D,h}^{m},p_{D,h}^{m})\in U_{h}^{D}\times P_{h}^{D} such that

    (K1𝒖D,hm,𝒗D)ΩDbD(pD,hm,𝒗D)\displaystyle(K^{-1}\bm{u}_{D,h}^{m},\bm{v}_{D})_{\Omega_{D}}-b_{D}^{*}(p_{D,h}^{m},\bm{v}_{D}) =0𝒗DUhD,\displaystyle=0\quad\forall\bm{v}_{D}\in U_{h}^{D}, (5.14)
    bD(𝒖h,Dm,qD)+eh,Γ1δp(pD,hm,qD)e\displaystyle b_{D}(\bm{u}_{h,D}^{m},q_{D})+\sum_{e\in\mathcal{F}_{h,\Gamma}}\frac{1}{\delta_{p}}(p_{D,h}^{m},q_{D})_{e} =(fD,qD)ΩD+eh,Γ1δp(gD,h,qD)eqDPhD\displaystyle=(f_{D},q_{D})_{\Omega_{D}}+\sum_{e\in\mathcal{F}_{h,\Gamma}}\frac{1}{\delta_{p}}(g_{D,h},q_{D})_{e}\quad\forall q_{D}\in P_{h}^{D} (5.15)

    and find (σ¯hm,𝒖S,hm)ΣhS×UhS(\underline{\sigma}_{h}^{m},\bm{u}_{S,h}^{m})\in\Sigma_{h}^{S}\times U_{h}^{S} such that

    ((2μ)1𝒜σ¯hm,w¯)ΩS=aS(w¯,𝒖S,hm)w¯ΣhS,\displaystyle((2\mu)^{-1}\mathcal{A}\underline{\sigma}_{h}^{m},\underline{w})_{\Omega_{S}}=a_{S}(\underline{w},\bm{u}_{S,h}^{m})\quad\forall\underline{w}\in\Sigma_{h}^{S}, (5.16)
    aS(σ¯hm,𝒗S)+eh,S0γhe1(𝒖h,Sm,𝒗S)e+eh,Γδf(𝒖S,hm𝒏S,𝒗S𝒏S)e\displaystyle a_{S}(\underline{\sigma}_{h}^{m},\bm{v}_{S})+\sum_{e\in\mathcal{F}_{h,S}^{0}}\gamma h_{e}^{-1}(\left\llbracket\bm{u}_{h,S}^{m}\right\rrbracket,\left\llbracket\bm{v}_{S}\right\rrbracket)_{e}+\sum_{e\in\mathcal{F}_{h,\Gamma}}\delta_{f}(\bm{u}_{S,h}^{m}\cdot\bm{n}_{S},\bm{v}_{S}\cdot\bm{n}_{S})_{e}
    +1Geh,Γ(𝒖S,hm𝒕S,𝒗S𝒕S)e=(𝒇S,𝒗S)ΩSeh,Γ(gS,h,𝒗S𝒏S)e𝒗SUhS.\displaystyle\;+\frac{1}{G}\sum_{e\in\mathcal{F}_{h,\Gamma}}(\bm{u}_{S,h}^{m}\cdot\bm{t}_{S},\bm{v}_{S}\cdot\bm{t}_{S})_{e}=(\bm{f}_{S},\bm{v}_{S})_{\Omega_{S}}-\sum_{e\in\mathcal{F}_{h,\Gamma}}(g_{S,h},\bm{v}_{S}\cdot\bm{n}_{S})_{e}\quad\forall\bm{v}_{S}\in U_{h}^{S}. (5.17)
  • Step 3.

    Update gS,hm+1g_{S,h}^{m+1} and gD,hm+1g_{D,h}^{m+1} in the following way:

    gS,hm+1\displaystyle g_{S,h}^{m+1} =pD,hm(1+δfδp)gD,hmδfδp,\displaystyle=p_{D,h}^{m}(1+\frac{\delta_{f}}{\delta_{p}})-g_{D,h}^{m}\frac{\delta_{f}}{\delta_{p}},
    gD,hm+1\displaystyle g_{D,h}^{m+1} =gS,hm+(δf+δp)𝒖S,hm𝒏S.\displaystyle=g_{S,h}^{m}+(\delta_{f}+\delta_{p})\bm{u}_{S,h}^{m}\cdot\bm{n}_{S}.
Lemma 5.2.

There exists a positive constant CC independent of the mesh size such that the following estimate holds

εh(𝒖S,h)0,ΩSC(supψ¯ΣhSaS(ψ¯,𝒖S,h)ψ¯0,ΩS+(eh,S0he1𝒖S,h0,e2)1/2).\displaystyle\|\varepsilon_{h}(\bm{u}_{S,h})\|_{0,\Omega_{S}}\leq C\Big{(}\sup_{\underline{\psi}\in\Sigma_{h}^{S}}\frac{a_{S}(\underline{\psi},\bm{u}_{S,h})}{\|\underline{\psi}\|_{0,\Omega_{S}}}+\Big{(}\sum_{e\in\mathcal{F}_{h,S}^{0}}h_{e}^{-1}\|\left\llbracket\bm{u}_{S,h}\right\rrbracket\|_{0,e}^{2}\Big{)}^{1/2}\Big{)}.
Proof.

We define ψ¯\underline{\psi} such that ψ¯=εh(𝒖S,h)ΣhS\underline{\psi}=\varepsilon_{h}(\bm{u}_{S,h})\in\Sigma_{h}^{S}, then it holds

εh(𝒖S,h)0,ΩS2=(εh(𝒖S,h),ψ¯)ΩS=(εh(𝒖S,h),Πhψ¯)ΩSeh,S0({{Πhψ¯𝒏}},𝒖S,h)e+eh,S0({{Πhψ¯𝒏}},𝒖S,h)e=aS(Πhψ¯,𝒖S,h)+eh,S0({{Πhψ¯𝒏}},𝒖S,h)e.\begin{split}\|\varepsilon_{h}(\bm{u}_{S,h})\|_{0,\Omega_{S}}^{2}&=(\varepsilon_{h}(\bm{u}_{S,h}),\underline{\psi})_{\Omega_{S}}\\ &=(\varepsilon_{h}(\bm{u}_{S,h}),\Pi_{h}\underline{\psi})_{\Omega_{S}}-\sum_{e\in\mathcal{F}_{h,S}^{0}}(\left\{\!\!\left\{\Pi_{h}\underline{\psi}\bm{n}\right\}\!\!\right\},\left\llbracket\bm{u}_{S,h}\right\rrbracket)_{e}+\sum_{e\in\mathcal{F}_{h,S}^{0}}(\left\{\!\!\left\{\Pi_{h}\underline{\psi}\bm{n}\right\}\!\!\right\},\left\llbracket\bm{u}_{S,h}\right\rrbracket)_{e}\\ &=a_{S}(\Pi_{h}\underline{\psi},\bm{u}_{S,h})+\sum_{e\in\mathcal{F}_{h,S}^{0}}(\left\{\!\!\left\{\Pi_{h}\underline{\psi}\bm{n}\right\}\!\!\right\},\left\llbracket\bm{u}_{S,h}\right\rrbracket)_{e}.\end{split} (5.18)

The first term can be bounded by using the boundedness of Πh\Pi_{h}

aS(Πhψ¯,𝒖S,h)\displaystyle a_{S}(\Pi_{h}\underline{\psi},\bm{u}_{S,h}) =aS(Πhψ¯,𝒖S,h)Πhψ¯0,ΩSΠhψ¯0,ΩS\displaystyle=\frac{a_{S}(\Pi_{h}\underline{\psi},\bm{u}_{S,h})}{\|\Pi_{h}\underline{\psi}\|_{0,\Omega_{S}}}\|\Pi_{h}\underline{\psi}\|_{0,\Omega_{S}}
CaS(Πhψ¯,𝒖S,h)Πhψ¯0,ΩSεh(𝒖S,h)0,ΩS\displaystyle\leq C\frac{a_{S}(\Pi_{h}\underline{\psi},\bm{u}_{S,h})}{\|\Pi_{h}\underline{\psi}\|_{0,\Omega_{S}}}\|\varepsilon_{h}(\bm{u}_{S,h})\|_{0,\Omega_{S}}
CaS(Πhψ¯,𝒖S,h)ψ¯0,ΩSεh(𝒖S,h)0,ΩS.\displaystyle\leq C\frac{a_{S}(\Pi_{h}\underline{\psi},\bm{u}_{S,h})}{\|\underline{\psi}\|_{0,\Omega_{S}}}\|\varepsilon_{h}(\bm{u}_{S,h})\|_{0,\Omega_{S}}.

We can estimate the second term on the right hand side of (5.18) via an application of the trace inequality

eh,S0({{Πhψ¯𝒏}},𝒖S,h)e\displaystyle\sum_{e\in\mathcal{F}_{h,S}^{0}}(\left\{\!\!\left\{\Pi_{h}\underline{\psi}\bm{n}\right\}\!\!\right\},\left\llbracket\bm{u}_{S,h}\right\rrbracket)_{e} ϵΠhψ¯0,ΩS2+1ϵeh,S0he1𝒖S,h0,e2\displaystyle\leq\epsilon\|\Pi_{h}\underline{\psi}\|_{0,\Omega_{S}}^{2}+\frac{1}{\epsilon}\sum_{e\in\mathcal{F}_{h,S}^{0}}h_{e}^{-1}\|\left\llbracket\bm{u}_{S,h}\right\rrbracket\|_{0,e}^{2}
ϵεh(𝒖S,h)0,ΩS2+1ϵeh,S0he1𝒖S,h0,e2.\displaystyle\leq\epsilon\|\varepsilon_{h}(\bm{u}_{S,h})\|_{0,\Omega_{S}}^{2}+\frac{1}{\epsilon}\sum_{e\in\mathcal{F}_{h,S}^{0}}h_{e}^{-1}\|\left\llbracket\bm{u}_{S,h}\right\rrbracket\|_{0,e}^{2}.

Then taking ϵ\epsilon small enough and using Young’s inequality imply the desired estimate.

The rest of this section is devoted to the proof for the convergence of Algorithm DDM. To simplify the notation, we let ηSm=gS,hgS,hm\eta_{S}^{m}=g_{S,h}-g_{S,h}^{m}, ηDm=gD,hgD,hm\eta_{D}^{m}=g_{D,h}-g_{D,h}^{m}, eσm=σ¯hσ¯hme_{\sigma}^{m}=\underline{\sigma}_{h}-\underline{\sigma}_{h}^{m}, eSm=𝒖S,h𝒖S,hme_{S}^{m}=\bm{u}_{S,h}-\bm{u}_{S,h}^{m}, eDm=𝒖D,h𝒖D,hme_{D}^{m}=\bm{u}_{D,h}-\bm{u}_{D,h}^{m} and εDm=pD,hpD,hm\varepsilon_{D}^{m}=p_{D,h}-p_{D,h}^{m}.

Lemma 5.3.

The following identities are satisfied

ηSm+10,Γ2=εDm0,Γ2(1(δfδp)2)2(1+δfδp)δfK12eDm0,ΩD2+(δfδp)2ηDm0,Γ2\begin{split}\|\eta_{S}^{m+1}\|_{0,\Gamma}^{2}=\|\varepsilon_{D}^{m}\|_{0,\Gamma}^{2}(1-(\frac{\delta_{f}}{\delta_{p}})^{2})-2(1+\frac{\delta_{f}}{\delta_{p}})\delta_{f}\|K^{-\frac{1}{2}}e_{D}^{m}\|_{0,\Omega_{D}}^{2}+(\frac{\delta_{f}}{\delta_{p}})^{2}\|\eta_{D}^{m}\|_{0,\Gamma}^{2}\end{split} (5.19)

and

ηDm+10,Γ2=ηSm0,Γ22(δf+δp)(2μ)12𝒜eσm0,ΩS22(δf+δp)eh,S0γhe1eSm0,e22(δf+δp)GeSm𝒕S0,Γ2+(δp2δf2)eSm𝒏S0,Γ2.\begin{split}\|\eta_{D}^{m+1}\|_{0,\Gamma}^{2}&=\|\eta_{S}^{m}\|_{0,\Gamma}^{2}-2(\delta_{f}+\delta_{p})\|(2\mu)^{-\frac{1}{2}}\mathcal{A}e_{\sigma}^{m}\|_{0,\Omega_{S}}^{2}-2(\delta_{f}+\delta_{p})\sum_{e\in\mathcal{F}_{h,S}^{0}}\gamma h_{e}^{-1}\|\left\llbracket e_{S}^{m}\right\rrbracket\|_{0,e}^{2}\\ &\;-\frac{2(\delta_{f}+\delta_{p})}{G}\|e_{S}^{m}\cdot\bm{t}_{S}\|_{0,\Gamma}^{2}+(\delta_{p}^{2}-\delta_{f}^{2})\|e_{S}^{m}\cdot\bm{n}_{S}\|_{0,\Gamma}^{2}.\end{split} (5.20)
Proof.

Subtracting (5.14)-(5.15) from (5.10)-(5.11), and (5.16)-(5.17) from (5.12)-(5.13) yields

(K1eDm,𝒗D)ΩDbD(εDm,𝒗D)\displaystyle(K^{-1}e_{D}^{m},\bm{v}_{D})_{\Omega_{D}}-b_{D}^{*}(\varepsilon_{D}^{m},\bm{v}_{D}) =0𝒗DUhD,\displaystyle=0\quad\forall\bm{v}_{D}\in U_{h}^{D}, (5.21)
bD(eDm,qD)+eh,Γ1δp(εDm,qD)e\displaystyle b_{D}(e_{D}^{m},q_{D})+\sum_{e\in\mathcal{F}_{h,\Gamma}}\frac{1}{\delta_{p}}(\varepsilon_{D}^{m},q_{D})_{e} =eh,Γ1δp(ηDm,qD)eqDPhD\displaystyle=\sum_{e\in\mathcal{F}_{h,\Gamma}}\frac{1}{\delta_{p}}(\eta_{D}^{m},q_{D})_{e}\quad\forall q_{D}\in P_{h}^{D} (5.22)

and

((2μ)1𝒜eσm,w¯)ΩS=aS(w¯,eSm)w¯ΣhS,\displaystyle((2\mu)^{-1}\mathcal{A}e_{\sigma}^{m},\underline{w})_{\Omega_{S}}=a_{S}(\underline{w},e_{S}^{m})\quad\forall\underline{w}\in\Sigma_{h}^{S}, (5.23)
aS(eσm,𝒗S)+eh,S0γhe1(eSm,𝒗S)e+eh,Γδf(eSm𝒏S,𝒗S𝒏S)e\displaystyle a_{S}(e_{\sigma}^{m},\bm{v}_{S})+\sum_{e\in\mathcal{F}_{h,S}^{0}}\gamma h_{e}^{-1}(\left\llbracket e_{S}^{m}\right\rrbracket,\left\llbracket\bm{v}_{S}\right\rrbracket)_{e}+\sum_{e\in\mathcal{F}_{h,\Gamma}}\delta_{f}(e_{S}^{m}\cdot\bm{n}_{S},\bm{v}_{S}\cdot\bm{n}_{S})_{e}
+eh,Γ1G(eSm𝒕S,𝒗S𝒕S)e=eh,Γ(ηSm,𝒗S𝒏S)e𝒗SUhS.\displaystyle\;+\sum_{e\in\mathcal{F}_{h,\Gamma}}\frac{1}{G}(e_{S}^{m}\cdot\bm{t}_{S},\bm{v}_{S}\cdot\bm{t}_{S})_{e}=-\sum_{e\in\mathcal{F}_{h,\Gamma}}(\eta_{S}^{m},\bm{v}_{S}\cdot\bm{n}_{S})_{e}\quad\forall\bm{v}_{S}\in U_{h}^{S}. (5.24)

Taking 𝒗D=eDm,qD=εDm,𝒗S=eSm,w¯=eσm\bm{v}_{D}=e_{D}^{m},q_{D}=\varepsilon_{D}^{m},\bm{v}_{S}=e_{S}^{m},\underline{w}=e_{\sigma}^{m} in the above equations and summing up the resulting equations, we can obtain

K12eDm0,ΩD2+eh,Γ1δpεDm0,e2=eh,Γ1δp(ηDm,εDm)e,\displaystyle\|K^{-\frac{1}{2}}e_{D}^{m}\|_{0,\Omega_{D}}^{2}+\sum_{e\in\mathcal{F}_{h,\Gamma}}\frac{1}{\delta_{p}}\|\varepsilon_{D}^{m}\|_{0,e}^{2}=\sum_{e\in\mathcal{F}_{h,\Gamma}}\frac{1}{\delta_{p}}(\eta_{D}^{m},\varepsilon_{D}^{m})_{e}, (5.25)
(2μ)12𝒜eσm0,ΩS2+eh,S0γhe1eSm0,e2+eh,ΓδfeSm𝒏S0,e2\displaystyle\|(2\mu)^{-\frac{1}{2}}\mathcal{A}e_{\sigma}^{m}\|_{0,\Omega_{S}}^{2}+\sum_{e\in\mathcal{F}_{h,S}^{0}}\gamma h_{e}^{-1}\|\left\llbracket e_{S}^{m}\right\rrbracket\|_{0,e}^{2}+\sum_{e\in\mathcal{F}_{h,\Gamma}}\delta_{f}\|e_{S}^{m}\cdot\bm{n}_{S}\|_{0,e}^{2}
+eh,Γ1GeSm𝒕S0,e2=eh,Γ(ηSm,eSm𝒏S)e.\displaystyle\;+\sum_{e\in\mathcal{F}_{h,\Gamma}}\frac{1}{G}\|e_{S}^{m}\cdot\bm{t}_{S}\|_{0,e}^{2}=-\sum_{e\in\mathcal{F}_{h,\Gamma}}(\eta_{S}^{m},e_{S}^{m}\cdot\bm{n}_{S})_{e}. (5.26)

The following identities are satisfied on the interface Γ\Gamma

ηSm+1\displaystyle\eta_{S}^{m+1} =εDm(1+δfδp)ηDmδfδp,\displaystyle=\varepsilon_{D}^{m}(1+\frac{\delta_{f}}{\delta_{p}})-\eta_{D}^{m}\frac{\delta_{f}}{\delta_{p}},
ηDm+1\displaystyle\eta_{D}^{m+1} =ηSm+(δf+δp)eSm𝒏S.\displaystyle=\eta_{S}^{m}+(\delta_{f}+\delta_{p})e_{S}^{m}\cdot\bm{n}_{S}.

Therefore, we can infer from (5.25) and (5.26) that

ηSm+10,Γ2\displaystyle\|\eta_{S}^{m+1}\|_{0,\Gamma}^{2} =εDm(1+δfδp)ηDmδfδp0,Γ2\displaystyle=\|\varepsilon_{D}^{m}(1+\frac{\delta_{f}}{\delta_{p}})-\eta_{D}^{m}\frac{\delta_{f}}{\delta_{p}}\|_{0,\Gamma}^{2}
=εDm0,Γ2(1(δfδp)2)2(1+δfδp)δfK12eDm0,ΩD2+(δfδp)2ηDm0,Γ2\displaystyle=\|\varepsilon_{D}^{m}\|_{0,\Gamma}^{2}(1-(\frac{\delta_{f}}{\delta_{p}})^{2})-2(1+\frac{\delta_{f}}{\delta_{p}})\delta_{f}\|K^{-\frac{1}{2}}e_{D}^{m}\|_{0,\Omega_{D}}^{2}+(\frac{\delta_{f}}{\delta_{p}})^{2}\|\eta_{D}^{m}\|_{0,\Gamma}^{2}

and

ηDm+10,Γ2\displaystyle\|\eta_{D}^{m+1}\|_{0,\Gamma}^{2} =ηSm+(δf+δp)eSm𝒏S0,Γ2\displaystyle=\|\eta_{S}^{m}+(\delta_{f}+\delta_{p})e_{S}^{m}\cdot\bm{n}_{S}\|_{0,\Gamma}^{2}
=ηSm0,Γ22(δf+δp)(2μ)12𝒜eσm0,ΩS22(δf+δp)eh,S0γhe1eSm0,e2\displaystyle=\|\eta_{S}^{m}\|_{0,\Gamma}^{2}-2(\delta_{f}+\delta_{p})\|(2\mu)^{-\frac{1}{2}}\mathcal{A}e_{\sigma}^{m}\|_{0,\Omega_{S}}^{2}-2(\delta_{f}+\delta_{p})\sum_{e\in\mathcal{F}_{h,S}^{0}}\gamma h_{e}^{-1}\|\left\llbracket e_{S}^{m}\right\rrbracket\|_{0,e}^{2}
2(δf+δp)δfeSm𝒏S0,Γ22(δf+δp)GeSm𝒕S0,Γ2+(δf+δp)2eSm𝒏S0,Γ2\displaystyle\;-2(\delta_{f}+\delta_{p})\delta_{f}\|e_{S}^{m}\cdot\bm{n}_{S}\|_{0,\Gamma}^{2}-\frac{2(\delta_{f}+\delta_{p})}{G}\|e_{S}^{m}\cdot\bm{t}_{S}\|_{0,\Gamma}^{2}+(\delta_{f}+\delta_{p})^{2}\|e_{S}^{m}\cdot\bm{n}_{S}\|_{0,\Gamma}^{2}
=ηSm0,Γ22(δf+δp)(2μ)12𝒜eσm0,ΩS22(δf+δp)eh,S0γhe1eSm0,e2\displaystyle=\|\eta_{S}^{m}\|_{0,\Gamma}^{2}-2(\delta_{f}+\delta_{p})\|(2\mu)^{-\frac{1}{2}}\mathcal{A}e_{\sigma}^{m}\|_{0,\Omega_{S}}^{2}-2(\delta_{f}+\delta_{p})\sum_{e\in\mathcal{F}_{h,S}^{0}}\gamma h_{e}^{-1}\|\left\llbracket e_{S}^{m}\right\rrbracket\|_{0,e}^{2}
2(δf+δp)GeSm𝒕S0,Γ2+(δp2δf2)eSk𝒏S0,Γ2,\displaystyle\;-\frac{2(\delta_{f}+\delta_{p})}{G}\|e_{S}^{m}\cdot\bm{t}_{S}\|_{0,\Gamma}^{2}+(\delta_{p}^{2}-\delta_{f}^{2})\|e_{S}^{k}\cdot\bm{n}_{S}\|_{0,\Gamma}^{2},

which implies the desired estimates.

Theorem 5.1.

If δp=δf=δ\delta_{p}=\delta_{f}=\delta, then the solution of Algorithm DDM converges to the solution of the Stokes-Darcy system (3.3)-(3.5). Moreover, the following estimate holds

μ12𝒜eσm0,ΩS2+K12eDm0,ΩD2+eSm1,h2+ηDm+10,Γ2+ηSm+10,Γ2\displaystyle\|\mu^{-\frac{1}{2}}\mathcal{A}e_{\sigma}^{m}\|_{0,\Omega_{S}}^{2}+\|K^{-\frac{1}{2}}e_{D}^{m}\|_{0,\Omega_{D}}^{2}+\|e_{S}^{m}\|_{1,h}^{2}+\|\eta_{D}^{m+1}\|_{0,\Gamma}^{2}+\|\eta_{S}^{m+1}\|_{0,\Gamma}^{2}
C(1Ch(h+CδK)1)[m2](ηD00,Γ2+ηS00,Γ2).\displaystyle\leq C(1-Ch(h+C\delta K)^{-1})^{[\frac{m}{2}]}\Big{(}\|\eta_{D}^{0}\|_{0,\Gamma}^{2}+\|\eta_{S}^{0}\|_{0,\Gamma}^{2}\Big{)}.

If 0<δpδfmin{2μ,1/γ}CS20<\delta_{p}-\delta_{f}\leq\frac{\min\{\sqrt{2}\mu,1/\gamma\}}{C_{S}^{2}} and 1δf1δp2Cp2K\frac{1}{\delta_{f}}-\frac{1}{\delta_{p}}\leq\frac{2}{C_{p}^{2}K}, then the solution of Algorithm DDM converges to the solution of the Stokes-Darcy system (3.3)-(3.5). In addition, the following estimate holds

μ12𝒜eσm0,ΩS2+K12eDm0,ΩD2+eSm1,h2+ηDm+10,Γ2+ηSm+10,Γ2\displaystyle\|\mu^{-\frac{1}{2}}\mathcal{A}e_{\sigma}^{m}\|_{0,\Omega_{S}}^{2}+\|K^{-\frac{1}{2}}e_{D}^{m}\|_{0,\Omega_{D}}^{2}+\|e_{S}^{m}\|_{1,h}^{2}+\|\eta_{D}^{m+1}\|_{0,\Gamma}^{2}+\|\eta_{S}^{m+1}\|_{0,\Gamma}^{2}
C(δfδp)m(ηD00,Γ2+ηS00,Γ2).\displaystyle\leq C(\frac{\delta_{f}}{\delta_{p}})^{m}\Big{(}\|\eta_{D}^{0}\|_{0,\Gamma}^{2}+\|\eta_{S}^{0}\|_{0,\Gamma}^{2}\Big{)}.
Proof.

Let 𝒩D,h\mathcal{N}_{D,h} denote the set of nodes corresponding to the degrees of freedom specified in (SD1)-(SD2) in ΩD\Omega_{D} and let 𝒩D,Γ=𝒩D,h|Γ\mathcal{N}_{D,\Gamma}=\mathcal{N}_{D,h}|{\Gamma}. We define an extension operator ED,hE_{D,h}, which satisfies

ED,hηDm(P)={ηDmifP𝒩D,Γ,0ifP𝒩D,h\𝒩D,Γ.\displaystyle E_{D,h}\eta_{D}^{m}(P)=\begin{cases}\eta_{D}^{m}\quad\;\mbox{if}\;P\in\mathcal{N}_{D,\Gamma},\\ 0\qquad\mbox{if}\;P\in\mathcal{N}_{D,h}\backslash\mathcal{N}_{D,\Gamma}.\end{cases}

Note that ED,hηDmPhDE_{D,h}\eta_{D}^{m}\in P_{h}^{D} and an application of scaling arguments implies that

ED,hηDm0,ΩD2ChηDm0,Γ2.\displaystyle\|E_{D,h}\eta_{D}^{m}\|_{0,\Omega_{D}}^{2}\leq Ch\|\eta_{D}^{m}\|_{0,\Gamma}^{2}. (5.27)

Then setting qD=ED,hηDmq_{D}=E_{D,h}\eta_{D}^{m} and 𝒗D=eDm\bm{v}_{D}=e_{D}^{m} in (5.21)-(5.22) and summing up the resulting equations, we can get

1δpηDm0,Γ2=K12eDm0,ΩD2bD(εDm,eDm)+bD(eDm,ED,hηDm)+1δp(εDm,ηDm)Γ.\displaystyle\frac{1}{\delta_{p}}\|\eta_{D}^{m}\|_{0,\Gamma}^{2}=\|K^{-\frac{1}{2}}e_{D}^{m}\|_{0,\Omega_{D}}^{2}-b_{D}^{*}(\varepsilon_{D}^{m},e_{D}^{m})+b_{D}(e_{D}^{m},E_{D,h}\eta_{D}^{m})+\frac{1}{\delta_{p}}(\varepsilon_{D}^{m},\eta_{D}^{m})_{\Gamma}. (5.28)

The inf-sup condition (3.7) and (5.21) imply that

εDmZCpK12K12(𝒖D,h𝒖D,hm)0,ΩD.\displaystyle\|\varepsilon_{D}^{m}\|_{Z}\leq C_{p}K^{-\frac{1}{2}}\|K^{-\frac{1}{2}}(\bm{u}_{D,h}-\bm{u}_{D,h}^{m})\|_{0,\Omega_{D}}. (5.29)

The trace inequality implies that

εDm0,ΓCεDmZ.\displaystyle\|\varepsilon_{D}^{m}\|_{0,\Gamma}\leq C\|\varepsilon_{D}^{m}\|_{Z}. (5.30)

An application of the inverse inequality and (5.27) reveals that

ED,hηDmZCh1ED,hηDm0,ΩDCh12ηDm0,Γ.\displaystyle\|E_{D,h}\eta_{D}^{m}\|_{Z}\leq Ch^{-1}\|E_{D,h}\eta_{D}^{m}\|_{0,\Omega_{D}}\leq Ch^{-\frac{1}{2}}\|\eta_{D}^{m}\|_{0,\Gamma}.

Thereby, we have from (5.28) and the Cauchy-Schwarz inequality that

1δpηDm0,Γ2K12eDm0,ΩD2+CεDmZeDm0,ΩD+CeDm0ED,hηDmZ+1δpεDm0,ΓηDm0,ΓC(1+Ch1δpK)K12eDm0,ΩD2.\begin{split}\frac{1}{\delta_{p}}\|\eta_{D}^{m}\|_{0,\Gamma}^{2}&\leq\|K^{-\frac{1}{2}}e_{D}^{m}\|_{0,\Omega_{D}}^{2}+C\|\varepsilon_{D}^{m}\|_{Z}\|e_{D}^{m}\|_{0,\Omega_{D}}+C\|e_{D}^{m}\|_{0}\|E_{D,h}\eta_{D}^{m}\|_{Z}+\frac{1}{\delta_{p}}\|\varepsilon_{D}^{m}\|_{0,\Gamma}\|\eta_{D}^{m}\|_{0,\Gamma}\\ &\leq C(1+Ch^{-1}\delta_{p}K)\|K^{-\frac{1}{2}}e_{D}^{m}\|_{0,\Omega_{D}}^{2}.\end{split} (5.31)

If δp=δf=δ\delta_{p}=\delta_{f}=\delta, it follows from (5.19) and (5.20) that

ηSm+10,Γ2\displaystyle\|\eta_{S}^{m+1}\|_{0,\Gamma}^{2} =4δK12eDm0,ΩD2+ηDm0,Γ2,\displaystyle=-4\delta\|K^{-\frac{1}{2}}e_{D}^{m}\|_{0,\Omega_{D}}^{2}+\|\eta_{D}^{m}\|_{0,\Gamma}^{2}, (5.32)
ηDm+10,Γ2\displaystyle\|\eta_{D}^{m+1}\|_{0,\Gamma}^{2} =ηSm0,Γ24δ(2μ)12eσm0,ΩS24δGeSm𝒕S0,Γ24δeh,S0γhe1eSm0,e2.\displaystyle=\|\eta_{S}^{m}\|_{0,\Gamma}^{2}-4\delta\|(2\mu)^{-\frac{1}{2}}e_{\sigma}^{m}\|_{0,\Omega_{S}}^{2}-\frac{4\delta}{G}\|e_{S}^{m}\cdot\bm{t}_{S}\|_{0,\Gamma}^{2}-4\delta\sum_{e\in\mathcal{F}_{h,S}^{0}}\gamma h_{e}^{-1}\|\left\llbracket e_{S}^{m}\right\rrbracket\|_{0,e}^{2}. (5.33)

We can infer from (5.33) that

ηDm+10,ΓηSm0,Γ.\displaystyle\|\eta_{D}^{m+1}\|_{0,\Gamma}\leq\|\eta_{S}^{m}\|_{0,\Gamma}. (5.34)

Now it remains to estimate (5.32).

Combining (5.31) with (5.32) yields

ηSm+10,Γ2ηDm0,Γ2(14(1+Ch1δK)1).\displaystyle\|\eta_{S}^{m+1}\|_{0,\Gamma}^{2}\leq\|\eta_{D}^{m}\|_{0,\Gamma}^{2}(1-4(1+Ch^{-1}\delta K)^{-1}).

which can be combined with (5.34) implies

ηDm+10,Γ2\displaystyle\|\eta_{D}^{m+1}\|_{0,\Gamma}^{2} (1Ch(h+δK)1)ηDm10,Γ2,\displaystyle\leq(1-Ch(h+\delta K)^{-1})\|\eta_{D}^{m-1}\|_{0,\Gamma}^{2},
ηSm+10,Γ2\displaystyle\|\eta_{S}^{m+1}\|_{0,\Gamma}^{2} (1Ch(h+δK)1)ηSm10,Γ2.\displaystyle\leq(1-Ch(h+\delta K)^{-1})\|\eta_{S}^{m-1}\|_{0,\Gamma}^{2}.

Thus

ηDm+10,Γ2+ηSm+10,Γ2\displaystyle\|\eta_{D}^{m+1}\|_{0,\Gamma}^{2}+\|\eta_{S}^{m+1}\|_{0,\Gamma}^{2} (1Ch(h+δK)1)[m2](ηD00,Γ2+ηS00,Γ2).\displaystyle\leq(1-Ch(h+\delta K)^{-1})^{[\frac{m}{2}]}\Big{(}\|\eta_{D}^{0}\|_{0,\Gamma}^{2}+\|\eta_{S}^{0}\|_{0,\Gamma}^{2}\Big{)}.

Then taking 𝒗D=eDm\bm{v}_{D}=e_{D}^{m} and qD=εDmq_{D}=\varepsilon_{D}^{m} in (5.21)-(5.22) and summing up the resulting equations yield

K12eDm0,ΩD2+1δpεDm0,Γ2=1δp(ηDm,εDm)Γ.\displaystyle\|K^{-\frac{1}{2}}e_{D}^{m}\|_{0,\Omega_{D}}^{2}+\frac{1}{\delta_{p}}\|\varepsilon_{D}^{m}\|_{0,\Gamma}^{2}=\frac{1}{\delta_{p}}(\eta_{D}^{m},\varepsilon_{D}^{m})_{\Gamma}.

Thus

K12eDm0,ΩD2+1δpεDm0,Γ2CηDm0,Γ2.\displaystyle\|K^{-\frac{1}{2}}e_{D}^{m}\|_{0,\Omega_{D}}^{2}+\frac{1}{\delta_{p}}\|\varepsilon_{D}^{m}\|_{0,\Gamma}^{2}\leq C\|\eta_{D}^{m}\|_{0,\Gamma}^{2}.

Taking w¯=eσm,𝒗S=eSm\underline{w}=e_{\sigma}^{m},\bm{v}_{S}=e_{S}^{m} in (5.23)-(5.24) and summing up the resulting equations, we can obtain

(2μ)12𝒜eσm0,ΩS2+eh,S0γhe1||eSm0,e2+δfeSm𝒏S0,Γ2+1GeSm𝒕S0,Γ2ηSm0,Γ𝒆Sm𝒏S0,Γ.\displaystyle\|(2\mu)^{-\frac{1}{2}}\mathcal{A}e_{\sigma}^{m}\|_{0,\Omega_{S}}^{2}+\sum_{e\in\mathcal{F}_{h,S}^{0}}\gamma h_{e}^{-1}||\left\llbracket e_{S}^{m}\right\rrbracket\|_{0,e}^{2}+\delta_{f}\|e_{S}^{m}\cdot\bm{n}_{S}\|_{0,\Gamma}^{2}+\frac{1}{G}\|e_{S}^{m}\cdot\bm{t}_{S}\|_{0,\Gamma}^{2}\leq\|\eta_{S}^{m}\|_{0,\Gamma}\|\bm{e}_{S}^{m}\cdot\bm{n}_{S}\|_{0,\Gamma}.

The discrete Korn’s inequality, the trace inequality, (5.16) and Lemma 5.2 yield

𝒆Sm𝒏S0,ΓeSm1,hCS(μ1𝒜eσm0,ΩS+(eh,S0he1eSm0,e2)12).\displaystyle\|\bm{e}_{S}^{m}\cdot\bm{n}_{S}\|_{0,\Gamma}\leq\|e_{S}^{m}\|_{1,h}\leq C_{S}\Big{(}\|\mu^{-1}\mathcal{A}e_{\sigma}^{m}\|_{0,\Omega_{S}}+\Big{(}\sum_{e\in\mathcal{F}_{h,S}^{0}}h_{e}^{-1}\|\left\llbracket e_{S}^{m}\right\rrbracket\|_{0,e}^{2}\Big{)}^{\frac{1}{2}}\Big{)}. (5.35)

Thus, Young’s inequality implies

μ12𝒜eσm0,ΩS2+eh,S0γhe1||eSm0,e2+δfeSm𝒏S0,Γ2+1GeSm𝒕S0,Γ2CηSm0,Γ2.\displaystyle\|\mu^{-\frac{1}{2}}\mathcal{A}e_{\sigma}^{m}\|_{0,\Omega_{S}}^{2}+\sum_{e\in\mathcal{F}_{h,S}^{0}}\gamma h_{e}^{-1}||\left\llbracket e_{S}^{m}\right\rrbracket\|_{0,e}^{2}+\delta_{f}\|e_{S}^{m}\cdot\bm{n}_{S}\|_{0,\Gamma}^{2}+\frac{1}{G}\|e_{S}^{m}\cdot\bm{t}_{S}\|_{0,\Gamma}^{2}\leq C\|\eta_{S}^{m}\|_{0,\Gamma}^{2}.

Combining the preceding arguments, we obtain the following convergence for δf=δp=δ\delta_{f}=\delta_{p}=\delta

μ12𝒜eσm0,ΩS2+K12eDm0,ΩD2+eSm1,h2+ηDm+10,Γ2+ηSm+10,Γ2C(1Ch(h+CδK)1)[m2](ηD00,Γ2+ηS00,Γ2).\begin{split}&\|\mu^{-\frac{1}{2}}\mathcal{A}e_{\sigma}^{m}\|_{0,\Omega_{S}}^{2}+\|K^{-\frac{1}{2}}e_{D}^{m}\|_{0,\Omega_{D}}^{2}+\|e_{S}^{m}\|_{1,h}^{2}+\|\eta_{D}^{m+1}\|_{0,\Gamma}^{2}+\|\eta_{S}^{m+1}\|_{0,\Gamma}^{2}\\ &\leq C(1-Ch(h+C\delta K)^{-1})^{[\frac{m}{2}]}\Big{(}\|\eta_{D}^{0}\|_{0,\Gamma}^{2}+\|\eta_{S}^{0}\|_{0,\Gamma}^{2}\Big{)}.\end{split} (5.36)

If δf<δp\delta_{f}<\delta_{p} and δpδfmin{2μ,1/γ}CS2\delta_{p}-\delta_{f}\leq\frac{\min\{\sqrt{2}\mu,1/\gamma\}}{C_{S}^{2}}, we have from (5.35) that

(δp2δf2)eSm𝒏S0,Γ22(δp+δf)((2μ)12𝒜eσm0,ΩS2+eh,S0γhe1||eSm0,e2).\displaystyle(\delta_{p}^{2}-\delta_{f}^{2})\|e_{S}^{m}\cdot\bm{n}_{S}\|_{0,\Gamma}^{2}\leq 2(\delta_{p}+\delta_{f})\Big{(}\|(2\mu)^{-\frac{1}{2}}\mathcal{A}e_{\sigma}^{m}\|_{0,\Omega_{S}}^{2}+\sum_{e\in\mathcal{F}_{h,S}^{0}}\gamma h_{e}^{-1}||\left\llbracket e_{S}^{m}\right\rrbracket\|_{0,e}^{2}\Big{)}.

Thereby, it follows from (5.20) that

ηDm+10,ΓηSm0,Γ.\displaystyle\|\eta_{D}^{m+1}\|_{0,\Gamma}\leq\|\eta_{S}^{m}\|_{0,\Gamma}.

On the other hand, we can deduce from (5.29)-(5.30) that if 1δf1δp2KCp2\frac{1}{\delta_{f}}-\frac{1}{\delta_{p}}\leq\frac{2K}{C_{p}^{2}}, then we can obtain

εDm0,Γ2(1(δfδp)2)2(1+δfδp)δfK12eDm0,ΩD2\displaystyle\|\varepsilon_{D}^{m}\|_{0,\Gamma}^{2}(1-(\frac{\delta_{f}}{\delta_{p}})^{2})-2(1+\frac{\delta_{f}}{\delta_{p}})\delta_{f}\|K^{-\frac{1}{2}}e_{D}^{m}\|_{0,\Omega_{D}}^{2}
δf(1+δfδp)((1δf1δp)Cp2K12)K12eDm0,ΩD20.\displaystyle\leq\delta_{f}(1+\frac{\delta_{f}}{\delta_{p}})\Big{(}(\frac{1}{\delta_{f}}-\frac{1}{\delta_{p}})C_{p}^{2}K^{-1}-2\Big{)}\|K^{-\frac{1}{2}}e_{D}^{m}\|_{0,\Omega_{D}}^{2}\leq 0.

Thus, an appeal to (5.19) leads to

ηSm+10,Γ2(δfδp)2ηDm0,Γ2.\displaystyle\|\eta_{S}^{m+1}\|_{0,\Gamma}^{2}\leq(\frac{\delta_{f}}{\delta_{p}})^{2}\|\eta_{D}^{m}\|_{0,\Gamma}^{2}.

Then we can get

ηDm+10,Γ2+ηSm+10,Γ2\displaystyle\|\eta_{D}^{m+1}\|_{0,\Gamma}^{2}+\|\eta_{S}^{m+1}\|_{0,\Gamma}^{2} C(δfδp)m(ηD00,Γ2+ηS00,Γ2).\displaystyle\leq C(\frac{\delta_{f}}{\delta_{p}})^{m}\Big{(}\|\eta_{D}^{0}\|_{0,\Gamma}^{2}+\|\eta_{S}^{0}\|_{0,\Gamma}^{2}\Big{)}.

Therefore, proceeding similarly to (5.36), we can obtain

μ12𝒜eσm0,ΩS2+K12eDm0,ΩD2+eSm1,h2+ηDm+10,Γ2+ηSm+10,Γ2\displaystyle\|\mu^{-\frac{1}{2}}\mathcal{A}e_{\sigma}^{m}\|_{0,\Omega_{S}}^{2}+\|K^{-\frac{1}{2}}e_{D}^{m}\|_{0,\Omega_{D}}^{2}+\|e_{S}^{m}\|_{1,h}^{2}+\|\eta_{D}^{m+1}\|_{0,\Gamma}^{2}+\|\eta_{S}^{m+1}\|_{0,\Gamma}^{2}
C(δfδp)m(ηD00,Γ2+ηS00,Γ2).\displaystyle\leq C(\frac{\delta_{f}}{\delta_{p}})^{m}\Big{(}\|\eta_{D}^{0}\|_{0,\Gamma}^{2}+\|\eta_{S}^{0}\|_{0,\Gamma}^{2}\Big{)}.

Therefore, the proof is completed.

6 Numerical experiments

In this section, several numerical experiments will be presented to show the performance of the proposed scheme. First, we test the convergence of the proposed scheme (cf. (3.3)-(3.5)) for different polynomial orders. In addition, the robustness of the scheme with respect to different values of μ\mu is demonstrated. Then, we show the convergence of the Algorithm DDM with respect to different values of δp\delta_{p} and δf\delta_{f}. Note that we use the uniform criss-cross meshes in the following examples and similar performance can be observed for other types of triangular meshes. In the following examples, we set γ=1\gamma=1. The stopping criterion for the iteration of the algorithm is selected as a fixed tolerance of 10610^{-6} for the difference between two successive iterative velocities in L2L^{2}-norm, i.e.,

𝒖S,hm+1𝒖S,hm0,ΩS+𝒖D,hm+1𝒖D,hm0,ΩD106.\displaystyle\|\bm{u}_{S,h}^{m+1}-\bm{u}_{S,h}^{m}\|_{0,\Omega_{S}}+\|\bm{u}_{D,h}^{m+1}-\bm{u}_{D,h}^{m}\|_{0,\Omega_{D}}\leq 10^{-6}.

6.1 Example 1

In this example, we take ΩD=(0,1)2\Omega_{D}=(0,1)^{2} and ΩS=(0,1)×(1,2)\Omega_{S}=(0,1)\times(1,2). The exact solution is given by

𝒖S={cos(πy/2)2sin(πx/2)cos(πx/2)(sin(πy)+πy)/4,pD=πcos(πx/2)y/4,\displaystyle\bm{u}_{S}=\begin{cases}-\cos(\pi y/2)^{2}\sin(\pi x/2)\\ \cos(\pi x/2)(\sin(\pi y)+\pi y)/4\end{cases},\quad p_{D}=-\pi\cos(\pi x/2)y/4,

which does not satisfy the interface conditions, in this respect, the discrete formulation shall be adapted to account for this situation. The convergence history for various values of μ\mu for polynomial orders k=1,2,3k=1,2,3 are displayed in Tables 1-2. We can observe that optimal convergence rates for all the variables measured in L2L^{2}-error can be obtained. In addition, the accuracy for L2L^{2}-error of fluid velocity is slightly influenced by the values of μ\mu, which demonstrates the robustness of our method with respect to μ\mu.

Mesh 𝒖S𝒖S,h0,ΩS\|\bm{u}_{S}-\bm{u}_{S,h}\|_{0,\Omega_{S}} σ¯σ¯h0,ΩS\|\underline{\sigma}-\underline{\sigma}_{h}\|_{0,\Omega_{S}} 𝒖D𝒖D,h0,ΩD\|\bm{u}_{D}-\bm{u}_{D,h}\|_{0,\Omega_{D}} pDpD,h0,ΩD\|p_{D}-p_{D,h}\|_{0,\Omega_{D}}
kk h1h^{-1} Error Order Error Order Error Order Error Order
1 2 2.42e-02 N/A 5.61e-01 N/A 1.69e-02 N/A 6.90e-03 N/A
4 6.70e-03 1.85 3.02e-01 0.89 4.10e-03 2.05 1.70e-03 2.01
8 1.70e-03 1.95 1.56e-01 0.95 9.45e-04 2.03 4.29e-04 2.00
16 4.44e-04 1.97 7.95e-02 0.98 2.46e-04 2.02 1.07e-04 2.00
32 1.12e-04 1.99 4.01e-02 0.99 6.09e-05 2.01 2.68e-05 2.00
2 2 2.80e-03 N/A 8.71e-02 N/A 7.86e-04 N/A 3.00e-04 N/A
4 3.91e-04 2.83 2.35e-02 1.89 8.64e-05 3.18 3.69e-05 3.02
8 5.25e-05 2.90 6.20e-03 1.92 1.02e-05 3.07 4.58e-06 3.00
16 6.79e-06 2.95 1.60e-03 1.96 1.27e-06 3.02 5.73e-07 3.00
32 8.64e-07 2.98 4.04e-04 1.98 1.58e-07 3.00 7.16e-08 3.00
3 2 2.19e-04 N/A 7.60e-03 N/A 4.96e-05 N/A 7.61e-06 N/A
4 1.42e-05 3.95 1.00e-03 2.91 2.33e-06 4.41 4.18e-07 4.18
8 9.00e-07 3.98 1.29e-04 2.96 1.31e-07 4.15 2.58e-08 4.01
16 5.66e-08 3.99 1.64e-05 2.98 7.80e-09 4.06 1.61e-09 4.00
32 3.55e-09 3.99 2.06e-06 2.99 4.77e-010 4.03 1.00e-10 3.99
Table 1: Convergence history with μ=1\mu=1 for Example 6.1.
Mesh 𝒖S𝒖S,h0,ΩS\|\bm{u}_{S}-\bm{u}_{S,h}\|_{0,\Omega_{S}} σ¯σ¯h0,ΩS\|\underline{\sigma}-\underline{\sigma}_{h}\|_{0,\Omega_{S}} 𝒖D𝒖D,h0,ΩD\|\bm{u}_{D}-\bm{u}_{D,h}\|_{0,\Omega_{D}} pDpD,h0,ΩD\|p_{D}-p_{D,h}\|_{0,\Omega_{D}}
kk h1h^{-1} Error Order Error Order Error Order Error Order
1 2 4.99e-02 N/A 1.33e-01 N/A 2.34e-02 N/A 7.00e-03 N/A
4 1.57e-02 1.67 5.72e-02 1.21 3.90e-03 2.58 1.70e-03 2.05
8 3.60e-03 2.11 2.83e-02 1.02 9.49e-04 2.04 4.25e-04 1.99
16 8.79e-04 2.04 1.42e-02 1.00 2.37e-04 2.00 1.06e-04 2.00
32 2.17e-04 2.02 7.10e-03 1.00 5.93e-05 2.00 2.65e-05 2.00
2 2 6.66e-03 N/A 2.35e-02 N/A 1.30e-03 N/A 3.06e-04 N/A
4 8.23e-04 2.99 6.00e-03 1.97 1.22e-04 3.36 3.70e-05 3.04
8 1.15e-04 2.84 1.50e-03 1.99 1.29e-05 3.24 4.57e-06 3.01
16 1.53e-05 2.91 3.75e-04 1.99 1.63e-06 2.98 5.72e-07 3.00
32 1.97e-06 2.96 9.38e-05 2.00 1.95e-07 3.06 7.15e-08 2.99
3 2 7.27e-04 N/A 1.80e-03 N/A 7.91e-05 N/A 7.46e-06 N/A
4 3.37e-05 4.43 2.23e-04 2.99 2.77e-06 4.83 4.03e-07 4.21
8 1.91e-06 4.14 2.80e-05 2.99 1.62e-07 4.09 2.55e-08 3.98
16 1.13e-07 4.07 5.49e-06 3.00 1.06e-08 3.93 1.61e-09 3.99
32 6.87e-09 4.04 4.37e-07 3.00 6.25e-010 4.08 1.00e-10 3.99
Table 2: Convergence history with μ=104\mu=10^{-4} for Example 6.1.

6.2 Example 2

In this example, we set ΩD=(0,1)×(0,0.5)\Omega_{D}=(0,1)\times(0,0.5) and ΩS=(0,1)×(0.5,1)\Omega_{S}=(0,1)\times(0.5,1). The exact solution is defined by

𝒖S={sin(πx)exp(y/2)/(2π2)cos(πx)exp(y/2)/π,pD=2cos(πx)exp(y/2)/π.\displaystyle\bm{u}_{S}=\begin{cases}-\sin(\pi x)\text{exp}(y/2)/(2\pi^{2})\\ \cos(\pi x)\text{exp}(y/2)/\pi\end{cases},\quad p_{D}=-2\cos(\pi x)\text{exp}(y/2)/\pi.

Here we set G=2/(1+4π2)G=2/(1+4\pi^{2}) and μ=1\mu=1. In addition, we set the polynomial order k=1k=1. We aim to test the convergence of Algorithm DDM for different values of δf\delta_{f} and δf\delta_{f}. First, we let δf=δp=δ\delta_{f}=\delta_{p}=\delta and δ=0.5,0.25,0.1\delta=0.5,0.25,0.1. We can observe from Table 3 that the convergence rate of the algorithm is hh-dependent for the case of δf=δp\delta_{f}=\delta_{p}; indeed, more iterations are needed for smaller meshsize. This is consistent with our theoretical results as the converge rate of Algorithm DDM is proved to depend on 1Ch1-Ch. In addition, the solution converges faster when δ\delta is smaller. Next, we set δf<δp\delta_{f}<\delta_{p}. We let δp=1\delta_{p}=1 and δf=1/2δp,1/4δp\delta_{f}=1/2\delta_{p},1/4\delta_{p}. We can see from Table 4 that less iterations are required compared to the case of δp=δf\delta_{p}=\delta_{f}. In addition, the convergence rate is hh-independent, which is consistent with our analysis given in Theorem 5.1. In both cases, we can achieve the optimal convergence rates for L2L^{2} errors of all the variables. Moreover, we also display the velocity errors for both the Stokes and Darcy regions with respect to different choices of δp\delta_{p} and δf\delta_{f} in Figure 3. It shows that Algorithm DDM converges for δfδp\delta_{f}\leq\delta_{p} and it tends to converge faster for smaller ratio of δfδp\frac{\delta_{f}}{\delta_{p}}, which is consistent with our theory.

Mesh Iteration 𝒖S𝒖S,h0,ΩS\|\bm{u}_{S}-\bm{u}_{S,h}\|_{0,\Omega_{S}} σ¯σ¯h0,ΩS\|\underline{\sigma}-\underline{\sigma}_{h}\|_{0,\Omega_{S}} 𝒖D𝒖D,h0,ΩD\|\bm{u}_{D}-\bm{u}_{D,h}\|_{0,\Omega_{D}} pDpD,h0,ΩD\|p_{D}-p_{D,h}\|_{0,\Omega_{D}}
δ\delta h1h^{-1} N Error Order Error Order Error Order Error Order
0.5 4 144 3.50e-03 N/A 1.29e-01 N/A 2.07e-02 N/A 4.20e-03 N/A
8 264 8.78e-04 1.99 6.94e-02 0.90 5.10e-03 2.01 1.10e-03 1.99
16 312 2.17e-04 2.01 3.62e-02 0.94 1.30e-03 2.00 2.65e-04 1.99
0.25 4 52 3.50e-03 N/A 1.29e-01 N/A 2.07e-02 N/A 4.20e-03 N/A
8 98 8.78e-04 1.99 6.94e-02 0.90 5.10e-03 2.01 1.11e-03 1.99
16 180 2.17e-04 2.01 3.62e-02 0.94 1.30e-03 2.00 2.65e-04 1.99
0.1 4 22 3.50e-03 N/A 1.29e-01 N/A 2.07e-02 N/A 4.20e-03 N/A
8 42 8.78e-04 1.99 6.94e-02 0.90 5.10e-03 2.01 1.11e-03 1.99
16 76 2.17e-04 2.01 3.62e-02 0.94 1.30e-04 2.00 2.65e-04 1.99
Table 3: The convergence of Algorithm DDM for δp=δf=δ\delta_{p}=\delta_{f}=\delta for Example 6.2.
δp\delta_{p} δf\delta_{f} h1h^{-1} Iteration 𝒖S𝒖S,h0,ΩS\|\bm{u}_{S}-\bm{u}_{S,h}\|_{0,\Omega_{S}} σ¯σ¯h0,ΩS\|\underline{\sigma}-\underline{\sigma}_{h}\|_{0,\Omega_{S}} 𝒖D𝒖D,h0,ΩD\|\bm{u}_{D}-\bm{u}_{D,h}\|_{0,\Omega_{D}} pDpD,h0,ΩD\|p_{D}-p_{D,h}\|_{0,\Omega_{D}}
1 1/2 4 28 3.50e-03 1.29e-01 2.07e-02 4.20e-03
8 30 8.78e-04 6.94e-02 5.10e-03 1.10e-03
16 30 2.17e-04 3.62e-02 1.30e-03 2.65e-04
32 30 5.40e-05 1.85e-02 3.21e-04 6.63e-05
1 1/4 4 16 3.50e-03 1.29e-01 2.07e-02 4.20e-03
8 16 8.78e-04 6.94e-02 5.10e-03 1.10e-03
16 16 2.17e-04 3.62e-02 1.30e-03 2.65e-04
32 16 5.40e-05 1.85e-02 3.21e-04 6.63e-05
Table 4: The convergence of Algorithm DDM for δf<δp\delta_{f}<\delta_{p} for Example 6.2.
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Figure 3: The numerical velocity errors for the Stokes (left) and Darcy (right) regions with meshsize h=1/24h=1/2^{4} for Example 6.2.

6.3 Example 3

In this example, we set ΩD=(0,1)×(0,1)\Omega_{D}=(0,1)\times(0,1) and ΩS=(0,1)×(1,2)\Omega_{S}=(0,1)\times(1,2). We use the exact solution defined by

𝒖S={x2(y1)2+y2x(y1)3/3,pD=(2πsin(πx))cos(πy).\displaystyle\bm{u}_{S}=\begin{cases}x^{2}(y-1)^{2}+y\\ -2x(y-1)^{3}/3\end{cases},\quad p_{D}=(2-\pi\sin(\pi x))\cos(\pi y).

Here, we take G=1/μG=1/\mu and the interface conditions are satisfied exactly. In this example we attempt to test the convergence of Algorithm DDM with respect to different values of μ\mu. Figure 4 shows the L2L^{2} errors of fluid velocity and Darcy velocity with respect to various values of μ\mu under the setting δp=μ,δf=μ/4\delta_{p}=\mu,\delta_{f}=\mu/4. One can clearly observe that Algorithm DDM converges for all the cases, and converges slower for smaller values of μ\mu. Next, we fix μ=1\mu=1 and take various combinations of δf\delta_{f} and δp\delta_{p}. We can observe from Figure 5 that when the ratio δfδp\frac{\delta_{f}}{\delta_{p}} gets smaller, Algorithm DDM tends to converge faster, which is consistent with our theory.

Refer to caption
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Figure 4: The numerical velocity errors for the Stokes (left) and Darcy (right) regions with meshsize h=1/24,δp=μ,δf=μ/4h=1/2^{4},\delta_{p}=\mu,\delta_{f}=\mu/4 for Example 6.3.
Refer to caption
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Figure 5: The numerical velocity errors for the Stokes (left) and Darcy (right) with meshsize h=1/24h=1/2^{4} for Example 6.3.

6.4 Example 4

Finally, we use the modified driven cavity flow to test the performance of Algorithm DDM. To this end, we set ΩD=(0,1)×(0.25,1)\Omega_{D}=(0,1)\times(0.25,1) and ΩS=(0,1)×(1,1.25)\Omega_{S}=(0,1)\times(1,1.25). The exact solution is unknown. The boundary conditions for 𝒖S\bm{u}_{S} are defined as

𝒖S\displaystyle\bm{u}_{S} =[sin(πx),0]on(0,1)×{1.25},\displaystyle=[\sin(\pi x),0]\quad\mbox{on}\;(0,1)\times\{1.25\},
𝒖S\displaystyle\bm{u}_{S} =[0,0]on{0}×(1,1.25){1}×(1,1.25).\displaystyle=[0,0]\quad\mbox{on}\;\{0\}\times(1,1.25)\cup\{1\}\times(1,1.25).

Homogeneous Dirichlet boundary condition is imposed for pDp_{D} on ΓD\Gamma_{D}. The source term is taken to be 𝒇S=(0,0)\bm{f}_{S}=(0,0) and fD=2sin(πx)f_{D}=2\sin(\pi x).

We first display the approximated solution for G=μ=1G=\mu=1 with h=1/32h=1/32 in Figure 6. The converge of Algorithm DDM for the Stokes and Darcy regions is shown in Figure 7, where different values of δfδp\frac{\delta_{f}}{\delta_{p}} are used. As expected, the algorithm converges for δfδp\delta_{f}\leq\delta_{p} and it tends to converge faster for smaller values of δfδp\frac{\delta_{f}}{\delta_{p}}.

Refer to caption
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Figure 6: Profiles of numerical solution for Example 6.4.
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Figure 7: The numerical velocity errors for the Stokes (left) and Darcy (right) regions for Example 6.4.

7 Conclusion

Our contributions for this paper are twofold. First, we devise and analyze a new method for the coupled Stokes-Darcy problem. This method is based on a stress-velocity formulation for the Stokes equations, which is rarely explored for the coupled Stokes-Darcy problem. The stress-velocity formulation is very important and addresses variables of physical interest. The interface conditions are imposed straightforwardly without resorting to additional variables. In addition, the normal continuity of velocity is satisfied exactly at the discrete level. The convergence error estimates for all the variables are provided. Next, we design a domain decomposition method to decouple the global system into the Stokes subproblem and the Darcy subproblem via a suitable application of Robin-type interface conditions. Moreover, the convergence of the proposed iterative method is analyzed.

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