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Well-posedness and H(div)-conforming finite element approximation of a linearised model for inviscid incompressible flow

Gabriel Barrenechea Department of Mathematics and Statistics, University of Strathclyde, 26 Richmond Street, Glasgow, G1 1XH United Kingdom gabriel.barrenechea@strath.ac.uk Erik Burman Department of Mathematics, University College London, London, UK-WC1E 6BT, United Kingdom e.burman@ucl.ac.uk  and  Johnny Guzman Division of Applied Mathematics Brown University Box F 182 George Street Providence, RI 02912 johnny_guzman@brown.edu
Abstract.

We consider a linearised model of incompressible inviscid flow. Using a regularisation based on the Hodge Laplacian we prove existence and uniqueness of weak solutions for smooth domains. The model problem is then discretised using H(div)-conforming finite element methods, for which we prove error estimates for the velocity approximation in the L2L^{2}-norm of order O(hk+12)O(h^{k+\frac{1}{2}}). We also prove error estimates for the pressure error in the L2L^{2}-norm.

1. Introduction

The use of H(div)-conforming finite element methods for the approximation of incompressible flow at high Reynolds number has been receiving increasing attention from the research community recently [14, 20, 25]. By construction such methods can satisfy the divergence-free condition exactly. The lack of H1H^{1}-conformity is handled using techniques drawing on ideas from discontinuous Galerkin methods [12], resulting in several possible different choices for the discretisation of the transport term and the viscous term. For the former one may either design an energy conserving method using central fluxes, or one may opt for a dissipative alternative in the form of upwind fluxes. The latter were shown in [14] to be more robust than the former, as is the case for discontinuous Galerkin (DG) methods. For DG-methods applied to scalar problems it is well known that thanks to the dissipative properties of the upwind flux one may prove an error estimate in the L2L^{2}-norm, of the form (see, e.g., [17])

(1.1) uuhL2(Ω)Chk+12|u|Hk+1(Ω),\|u-u_{h}\|_{L^{2}(\Omega)}\leq Ch^{k+\frac{1}{2}}|u|_{H^{k+1}(\Omega)},

where uu is the exact solution, uhu_{h} its DG-approximation, Ωd\Omega\subset\mathbb{R}^{d}, d=2,3d=2,3. is the computational domain, hh the mesh parameter, and finally kk the polynomial degree of the approximation space. On special meshes one can in fact prove optimal estimates with rate hk+1h^{k+1} for upwind DG methods applied to scalar problems [6, 23]. However, as it is shown in [21], the result (1.1) is sharp on general meshes.

Estimates of the type (1.1) are also the best that are known for either stabilised conforming finite element approximations, or fully DG methods, of laminar solutions of the Navier-Stokes’ equations in the high Reynolds number regime [5, 15], or the incompressible Euler equations [18, 4]. The robustness of the H(div)-conforming elements in the case of vanishing viscosity was shown in [19] for the case of the Brinkman problem, i.e. without the convection terms. Despite all the work quoted above, there seems to be no proof of an error estimate of the type (1.1) for finite element methods using H(div)-conforming elements applied to incompressible flow problems (see the discussion in [25, 20]).

The purpose of this work is to fill the gap mentioned in the last paragraph. That is, proving an estimate of the type (1.1) for finite element methods approximating a stationary linearised model of inviscid flow and using H(div)-conforming approximation spaces for the velocity approximation. Both the spaces designed by Raviart and Thomas [22] and by Brezzi, Douglas and Marini [3] enter the framework. As stabilising fluxes, these need to be either upwind, or, in case of central fluxes, an additional penalty term on the jump of the tangential component of the velocity needs to be added. In the particular case in which the velocity is approximated using the Raviart-Thomas space we also prove a convergence result for the pressure error, showing that the approximate pressure converges to the exact pressure in the L2L^{2}-norm also with the rate O(hk+12)O(h^{k+\frac{1}{2}}). For the BDM space the rate O(hk+12)O(h^{k+\frac{1}{2}}) is obtained for the projection of the error onto the pressure space, but since in this case the pressure space is of polynomial degree k1k-1, this is a superconvergence result.

1.1. Linear model problem

To keep the discussion as simple as possible we consider the following linear model problem.

Find a velocity 𝒖\bm{u} and a pressure pp satisfying

(1.2a) div(𝒖𝜷)+σ𝒖+p=\displaystyle{\mathop{\mathrm{div}\,}}(\bm{u}\otimes{\bm{\beta}})+\sigma\bm{u}+\nabla p= 𝒇\displaystyle\bm{f}\quad in Ω,\displaystyle\text{ in }\Omega\,,
(1.2b) div𝒖=\displaystyle{\mathop{\mathrm{div}\,}}\bm{u}= 0\displaystyle 0\quad in Ω,\displaystyle\text{ in }\Omega\,,
(1.2c) 𝒖𝒏=\displaystyle\bm{u}\cdot\bm{n}= 0\displaystyle 0\quad on Γ.\displaystyle\text{ on }\Gamma.

We think of 𝒖\bm{u} and 𝜷{\bm{\beta}} as column vectors and we set 𝒖𝜷=𝒖𝜷t\bm{u}\otimes{\bm{\beta}}=\bm{u}{\bm{\beta}}^{t}. We assume that div𝜷=0{\mathop{\mathrm{div}\,}}{\bm{\beta}}=0 and that σL(Ω)\sigma\in L^{\infty}(\Omega) with σ(𝒙)σ0>0\sigma(\bm{x})\geq\sigma_{0}>0 almost everywhere in Ω\Omega. We assume that 𝜷𝒏=0{\bm{\beta}}\cdot\bm{n}=0 on Γ\Gamma. In spite of it being the natural candidate for a model problem for the development and analysis of numerical methods for inviscid flow this model does not seem to have been considered in the literature. Below we will first discuss the flow modelling leading to the system (1.2).

To obtain the stationary linear model problem (1.2) from the incompressible Euler equations, assume that a stationary solution to the latter 𝜷{\bm{\beta}}, is subject to a smooth, exponentially growing perturbation of the right hand side of the momentum equation of the form:

𝒇~(𝒙,t):=𝒇(𝒙)exp(σt),σ0.\tilde{\bm{f}}(\bm{x},t):={\bm{f}}(\bm{x})\exp(\sigma t),\quad\sigma\in\mathbb{R}\setminus 0.

Writing the perturbed solution 𝜷+𝒖~{\bm{\beta}}+\tilde{\bm{u}} where 𝒖~(x,t)\tilde{\bm{u}}(x,t) is the perturbation resulting from the pertubation of the right hand side and neglecting quadratic terms in the perturbation 𝒖~\tilde{\bm{u}}, we may write the linearised momentum equation

(1.3) t𝒖~+div(𝒖~𝜷)+div(𝜷𝒖~)+p~=𝒇~(𝒙,t).\partial_{t}\tilde{\bm{u}}+{\mathop{\mathrm{div}\,}}(\tilde{\bm{u}}\otimes{\bm{\beta}})+{\mathop{\mathrm{div}\,}}({\bm{\beta}}\otimes\tilde{\bm{u}})+\nabla\tilde{p}=\tilde{\bm{f}}(\bm{x},t).

With the above choice of perturbation we may write the solution on the separated form

𝒖~(𝒙,t)=𝒖(𝒙)exp(σt).\tilde{\bm{u}}(\bm{x},t)=\bm{u}(\bm{x})\exp(\sigma t).

Injecting this expression in (1.3) we arrive at the following stationary form for the space varying part of the perturbation

(1.4) σ𝒖+div(𝒖𝜷)+div(𝜷𝒖)+p=𝒇(𝒙).\sigma\bm{u}+{\mathop{\mathrm{div}\,}}(\bm{u}\otimes{\bm{\beta}})+{\mathop{\mathrm{div}\,}}({\bm{\beta}}\otimes\bm{u})+\nabla p={\bm{f}}(\bm{x}).

To further simplify the model problem we finally drop the second term in the left hand side of (1.4). Since div(𝜷𝒖)=𝒖𝜷{\mathop{\mathrm{div}\,}}({\bm{\beta}}\otimes\bm{u})=\bm{u}\cdot\nabla{\bm{\beta}}, this is a non-essential term which can be absorbed in the reaction term under suitable assumptions on σ\sigma and 𝜷{\bm{\beta}}.

It is easy to construct solutions to the system (1.2). Examples of such solutions in the unit square are

  1. (1)

    x-independent solution.
    Let 𝜷𝒏=0{\bm{\beta}}\cdot\bm{n}=0 on y=0y=0 and y=1y=1 and 𝜷{\bm{\beta}} is defined to be periodic at x=0x=0 and x=1x=1. Then for any function φ:\varphi:\mathbb{R}\mapsto\mathbb{R}, φ[C1()]2\varphi\in[C^{1}(\mathbb{R})]^{2} a solution is given by:

    𝜷:=(φ(y)0).{\bm{\beta}}:=\left(\begin{array}[]{c}\varphi(y)\\ 0\end{array}\right).

    The associated pressure is p=0p=0.

  2. (2)

    Stationary vortex sheet.
    Let 𝜷𝒏=0{\bm{\beta}}\cdot\bm{n}=0 on the boundaries of the square and define the streamfunction φ(x,y):=sin(nπx)sin(nπy)\varphi(x,y):=\sin(n\pi x)\sin(n\pi y), corresponding to the vorticity ω:=Δφ=2n2π2sin(nπx)sin(nπy)=2n2π2φ\omega:=\Delta\varphi=-2n^{2}\pi^{2}\sin(n\pi x)\sin(n\pi y)=-2n^{2}\pi^{2}\varphi with nn a positive integer. Then define:

    (1.5) 𝜷:=(yφ(x,y)xφ(x,y)).{\bm{\beta}}:=\left(\begin{array}[]{c}\partial_{y}\varphi(x,y)\\ -\partial_{x}\varphi(x,y)\end{array}\right).

    Since 𝜷ω=2n2π2(yφ(x,y)xφ(x,y)xφ(x,y)yφ(x,y))=0{\bm{\beta}}\cdot\nabla\omega=-2n^{2}\pi^{2}(\partial_{y}\varphi(x,y)\partial_{x}\varphi(x,y)-\partial_{x}\varphi(x,y)\partial_{y}\varphi(x,y))=0 we see that 𝜷{\bm{\beta}} is a solution to the two-dimensional stationary equations of inviscid flow. It is straightforward to verify that the velocity pressure formulation is satisfied for the pressure,

    (1.6) p=n2π2(cos2(nπx)sin2(nπy))/2.p=n^{2}\pi^{2}(\cos^{2}(n\pi x)-\sin^{2}(n\pi y))/2.

In both examples (1) and (2) we achieve a problem on the form (1.2) by taking 𝒇=σ𝜷{\bm{f}}=\sigma{\bm{\beta}} and the solution is then 𝒖=𝜷\bm{u}={\bm{\beta}}.

1.2. Outline of paper

We prove existence of solutions of the model problem (1.2) and uniqueness for σ\sigma large enough, on smooth domains, in section 3. The H(div)-conforming upwind finite element methods are introduced and analysed in section 4. Finally in section 5 we illustrate the theory by computing approximations to the example (2) above.

2. Notation and preliminary results

The partial differential equation will be posed on an open polyhedral domain Ωd,d=2,3\Omega\subseteq\mathbb{R}^{d},d=2,3 with Lipschitz boundary Γ\Gamma. For some of the theoretical results we will assume a smoother boundary. We adopt standard notation for Sobolev and Lebesgue spaces. In particular, for DΩD\subset\Omega we denote by (,)D(\cdot,\cdot)_{D} the L2(D)L^{2}(D) inner product (without making a distinction between scalar and vector and tensor-valued functions). For D=ΩD=\Omega we drop the subindex in the above notation. The norm in L2(D)L^{2}(D) will be denoted by D\|\cdot\|_{D}. By Wm,p(D),m0,1pW^{m,p}(D),m\geq 0,1\leq p\leq\infty we will denote the functions in Lp(D)L^{p}(D), with distributional derivatives up to order mm belonging to Lp(D)L^{p}(D), with norm (seminorm) m,p,D\|\cdot\|_{m,p,D} (||m,p,D|\cdot|_{m,p,D}). For p=2p=2 we denote Hm(D)=Wm,2(D)H^{m}(D)=W^{m,2}(D), and the corresponding norm is denoted m,D\|\cdot\|_{m,D}. As usual, H0m(D)H^{m}_{0}(D) denotes the closure of C0(D)C^{\infty}_{0}(D) in the m,D\|\cdot\|_{m,D}-norm. We also denote by L02(D)L^{2}_{0}(D) the space of L2(D)L^{2}(D) functions with zero mean value in DD. All spaces for vector-valued functions will be denoted by boldface notation, e.g., 𝑯1(D)=[H1(D)]d\bm{H}^{1}(D)=[H^{1}(D)]^{d}, hence we denote by 𝑯(div,D)\bm{H}({\mathop{\mathrm{div}\,}},D) the space of 𝑳2(D)\bm{L}^{2}(D) functions with distributional divergence in 𝑳2(D)\bm{L}^{2}(D), 𝑯0(div,D)={𝒗𝑯(div,D):𝒗𝒏=0onD}\bm{H}_{0}({\mathop{\mathrm{div}\,}},D)=\{\bm{v}\in\bm{H}({\mathop{\mathrm{div}\,}},D):\bm{v}\cdot\bm{n}=0\;\textrm{on}\;\partial D\}, and 𝑯(curl,D)\bm{H}({\mathop{\mathrm{curl}\,}},D) denotes the space of 𝑳2(D)\bm{L}^{2}(D) functions with distribution curl in 𝑳2(D)\bm{L}^{2}(D).

Below we will make use of the following preliminary result (for its proof, see, e.g., [11]).

Lemma 2.1.

There exists a constant C>0C>0 such that for every qL02(Ω)q\in L_{0}^{2}(\Omega) there exists 𝐯𝐇01(Ω)\bm{v}\in\bm{H}_{0}^{1}(\Omega) satisfying

div𝒗=q in Ω,{\mathop{\mathrm{div}\,}}\bm{v}=q\qquad\text{ in }\Omega,
𝒗ΩCqΩ.\|\nabla\bm{v}\|_{\Omega}\leq C\|q\|_{\Omega}.

Also in [11] the proof of the following result can be found.

Proposition 2.2.

The following bound holds

(2.1) 𝒗ΩC(div𝒗Ω+curl𝒗Ω)𝒗𝑯0(div,Ω)𝑯(curl,Ω).\|\bm{v}\|_{\Omega}\leq C(\|{\mathop{\mathrm{div}\,}}\bm{v}\|_{\Omega}+\|{\mathop{\mathrm{curl}\,}}\bm{v}\|_{\Omega})\qquad\forall\bm{v}\in\bm{H}_{0}({\mathop{\mathrm{div}\,}},\Omega)\cap\bm{H}({\mathop{\mathrm{curl}\,}},\Omega).

If we assume that Ω\partial\Omega is C1,1C^{1,1}

(2.2) 𝒗ΩK(div𝒗Ω+curl𝒗Ω)𝒗𝑯0(div,Ω)𝑯(curl,Ω).\|\nabla\bm{v}\|_{\Omega}\leq K(\|{\mathop{\mathrm{div}\,}}\bm{v}\|_{\Omega}+\|{\mathop{\mathrm{curl}\,}}\bm{v}\|_{\Omega})\qquad\forall\bm{v}\in\bm{H}_{0}({\mathop{\mathrm{div}\,}},\Omega)\cap\bm{H}({\mathop{\mathrm{curl}\,}},\Omega).

Finally, if Ω\Omega is a convex Lipschitz polyhedron [1], or a convex more regular domain, then

(2.3) 𝒗Ω2div𝒗Ω2+curl𝒗Ω2𝒗𝑯0(div,Ω)𝑯(curl,Ω).\|\nabla\bm{v}\|_{\Omega}^{2}\leq\|{\mathop{\mathrm{div}\,}}\bm{v}\|_{\Omega}^{2}+\|{\mathop{\mathrm{curl}\,}}\bm{v}\|_{\Omega}^{2}\qquad\forall\bm{v}\in\bm{H}_{0}({\mathop{\mathrm{div}\,}},\Omega)\cap\bm{H}({\mathop{\mathrm{curl}\,}},\Omega).

Finally, for two 3×33\times 3 matrices AA and BB with rows AiA_{i} and BiB_{i} (i=1,2,3i=1,2,3) we define C:=A×BC:=A\times B with C1=A2B3A3B2C_{1}=A_{2}\cdot B_{3}-A_{3}\cdot B_{2}, C2=(A1B3A3B1)C_{2}=-(A_{1}\cdot B_{3}-A_{3}\cdot B_{1}) C3=A1B2A2B1)C_{3}=A_{1}\cdot B_{2}-A_{2}\cdot B_{1}), and a simple calculation gives the following identity.

Lemma 2.3.

It holds

curl(𝜷𝒗)=𝜷(curl𝒗)+((𝜷)t×𝒗).{\mathop{\mathrm{curl}\,}}({\bm{\beta}}\cdot\nabla\bm{v})={\bm{\beta}}\cdot\nabla({\mathop{\mathrm{curl}\,}}\bm{v})+((\nabla{\bm{\beta}})^{t}\times\nabla\bm{v}).

3. Well-Posedness of the model problem

It appears that the linear inviscid model (1.2) has not been analysed mathematically. Hence, will here first study its well-posedness before proceeding with the finite element analysis. Transport problems have been studied by several authors (e.g. [13, 10, 8]). However, the incompressibility constraint seems to add new challenges to the analysis and we cannot apply the techniques of the above mentioned papers directly. The weak formulation of (1.2) is given by:

Find 𝒖𝑯0(div,Ω)\bm{u}\in\bm{H}_{0}({\mathop{\mathrm{div}\,}},\Omega) and pL02(Ω)p\in L_{0}^{2}(\Omega) that satisfy

(3.1a) (𝒖,𝜷𝒗)+(σ𝒖,𝒗)(p,div𝒗)=\displaystyle-(\bm{u},{\bm{\beta}}\cdot\nabla\bm{v})+(\sigma\bm{u},\bm{v})-(p,{\mathop{\mathrm{div}\,}}\bm{v})= (𝒇,𝒗)\displaystyle(\bm{f},\bm{v})\quad for all 𝒗𝑯1(Ω)𝑯0(div,Ω),\displaystyle\text{ for all }\bm{v}\in\bm{H}^{1}(\Omega)\cap\bm{H}_{0}({\mathop{\mathrm{div}\,}},\Omega),
(3.1b) (div𝒖,q)=\displaystyle({\mathop{\mathrm{div}\,}}\bm{u},q)= 0\displaystyle 0\quad for all qL02(Ω).\displaystyle\text{ for all }q\in L_{0}^{2}(\Omega).

3.1. Existence of weak solutions (3.1)

In order to prove existence of the problem (3.1) we will regularize it. Consider the following problem: Find a velocity 𝒖ε\bm{u}_{\varepsilon} and a pressure pεp_{\varepsilon} satisfying

(3.2a) εΔ𝒖ε+div(𝒖ε𝜷)+σ𝒖ε+pε=\displaystyle-\varepsilon\Delta\bm{u}_{\varepsilon}+{\mathop{\mathrm{div}\,}}(\bm{u}_{\varepsilon}\otimes{\bm{\beta}})+\sigma\bm{u}_{\varepsilon}+\nabla p_{\varepsilon}= 𝒇\displaystyle\bm{f}\quad in Ω,\displaystyle\text{ in }\Omega\,,
(3.2b) div𝒖ε=\displaystyle{\mathop{\mathrm{div}\,}}\bm{u}_{\varepsilon}= 0\displaystyle 0\quad in Ω,\displaystyle\text{ in }\Omega\,,
(3.2c) 𝒖ε=\displaystyle\bm{u}_{\varepsilon}= 0\displaystyle 0\qquad on Γ.\displaystyle\text{ on }\Gamma.

The weak formulation of (3.2) is as follows: Find (𝒖ε,pε)𝑯01(Ω)×L02(Ω)(\bm{u}_{\varepsilon},p_{\varepsilon})\in\bm{H}_{0}^{1}(\Omega)\times L_{0}^{2}(\Omega) such that

(3.3a) ε(𝒖ε,𝒗)(𝒖ε,𝜷𝒗)+(σ𝒖ε,𝒗)(pε,div𝒗)=\displaystyle\varepsilon(\nabla\bm{u}_{\varepsilon},\nabla\bm{v})-(\bm{u}_{\varepsilon},{\bm{\beta}}\cdot\nabla\bm{v})+(\sigma\bm{u}_{\varepsilon},\bm{v})-(p_{\varepsilon},{\mathop{\mathrm{div}\,}}\bm{v})= (𝒇,𝒗)\displaystyle(\bm{f},\bm{v})\quad for all 𝒗𝑯01(Ω),\displaystyle\text{ for all }\bm{v}\in\bm{H}_{0}^{1}(\Omega),
(3.3b) (div𝒖ε,q)=\displaystyle({\mathop{\mathrm{div}\,}}\bm{u}_{\varepsilon},q)= 0\displaystyle 0\quad for all qL02(Ω).\displaystyle\text{ for all }q\in L_{0}^{2}(\Omega)\,.
Lemma 3.1.

There exists a unique solution 𝐮ε𝐇01(Ω)\bm{u}_{\varepsilon}\in\bm{H}_{0}^{1}(\Omega) and pεL02(Ω)p_{\varepsilon}\in L_{0}^{2}(\Omega) to the problem (3.3). In addition, if 𝛃𝐋(Ω){\bm{\beta}}\in\bm{L}^{\infty}(\Omega), then the following bound holds

(3.4) pεΩ+σ𝒖εΩ+ε𝒖εΩC𝒇Ω,\|p_{\varepsilon}\|_{\Omega}+\|\sqrt{\sigma}\,\bm{u}_{\varepsilon}\|_{\Omega}+\sqrt{\varepsilon}\|\nabla\bm{u}_{\varepsilon}\|_{\Omega}\leq C\,\|\bm{f}\|_{\Omega}\,,

where the constant CC depends on σ\sigma and 𝛃,Ω\|{\bm{\beta}}\|_{\infty,\Omega}, but not on negative powers of ε\varepsilon.

Proof.

Existence and uniquness of a solution of (3.3) follows from the Babuska-Brezzi theory [2]. Testing the equation with 𝒖ε\bm{u}_{\varepsilon} we get

(3.5) ε𝒖εΩ2+σ𝒖εΩ2=(𝒇,𝒖ε).\varepsilon\|\nabla\bm{u}_{\varepsilon}\|_{\Omega}^{2}+\|\sqrt{\sigma}\,\bm{u}_{\varepsilon}\|_{\Omega}^{2}=(\bm{f},\bm{u}_{\varepsilon}).

Therefore, we have the bound

(3.6) ε𝒖εΩ2+12σ𝒖εΩ212σ0𝒇Ω2.\varepsilon\|\nabla\bm{u}_{\varepsilon}\|_{\Omega}^{2}+\frac{1}{2}\|\sqrt{\sigma}\,\bm{u}_{\varepsilon}\|_{\Omega}^{2}\leq\frac{1}{2\sigma_{0}}\|\bm{f}\|_{\Omega}^{2}.

Moreover, using Lemma 2.1 and (3.3a) we have that

pεΩC(ε𝒖εΩ+𝜷,Ω𝒖εΩ+σ,Ωσ𝒖εΩ+𝒇Ω),\|p_{\varepsilon}\|_{\Omega}\leq C\,\Big{(}\varepsilon\|\nabla\bm{u}_{\varepsilon}\|_{\Omega}+\|{\bm{\beta}}\|_{\infty,\Omega}\|\bm{u}_{\varepsilon}\|_{\Omega}+\|\sqrt{\sigma}\|_{\infty,\Omega}\,\|\sqrt{\sigma}\,\bm{u}_{\varepsilon}\|_{\Omega}+\|\bm{f}\|_{\Omega}\Big{)}\,,

and the proof is finished using (3.6). ∎

Theorem 3.2.

There exists a solution 𝐮𝐋2(Ω)\bm{u}\in\bm{L}^{2}(\Omega) and pL2(Ω)p\in L^{2}(\Omega) to (3.1).

Proof.

Since {𝒖ε}\{\bm{u}_{\varepsilon}\} and {pε}\{p_{\varepsilon}\} are uniformly bounded in 𝑯0(div,Ω)\bm{H}_{0}({\mathop{\mathrm{div}\,}},\Omega) and L02(Ω)L^{2}_{0}(\Omega), respectively, there exists a subsequence such that 𝒖ε𝒖\bm{u}_{\varepsilon}\rightharpoonup\bm{u} and pεpp_{\varepsilon}\rightharpoonup p with 𝒖𝑯0(div,Ω)\bm{u}\in\bm{H}_{0}({\mathop{\mathrm{div}\,}},\Omega) and pL02(Ω)p\in L_{0}^{2}(\Omega). Moreover, since div𝒖ε=0{\mathop{\mathrm{div}\,}}\bm{u}_{\varepsilon}=0, for all ϕH01(Ω)\phi\in H_{0}^{1}(\Omega) we have (𝒖,ϕ)=limε0(𝒖ε,ϕ)=limε0(div𝒖ε,ϕ)=0(\bm{u},\nabla\phi)=\lim_{\varepsilon\rightarrow 0}(\bm{u}_{\varepsilon},\nabla\phi)=\lim_{\varepsilon\rightarrow 0}-({\mathop{\mathrm{div}\,}}\bm{u}_{\varepsilon},\phi)=0, thus showing that div𝒖=0{\mathop{\mathrm{div}\,}}\bm{u}=0 in Ω\Omega. We then see that from (3.3a) and the fact that ε𝒖εΩ0\varepsilon\|\nabla\bm{u}_{\varepsilon}\|_{\Omega}\rightarrow 0 as ε0\varepsilon\to 0 that 𝒖\bm{u} and pp satisfy (3.1). ∎

3.2. Uniqueness of weak solutions

In general we cannot prove uniqueness of weak solutions (3.1). However, we will be to prove existence and uniqueness of solutions in the space 𝑯1(Ω)𝑯0(div,Ω)\bm{H}^{1}(\Omega)\cap\bm{H}_{0}({\mathop{\mathrm{div}\,}},\Omega) by making more stringent requirements on the coefficients and the boundary Γ\Gamma. To achieve this goal, it is necessary to introduce a different regularised (as compared to (3.2)) problem to prove existence of smoother solutions to (3.1). The idea consists in considering the folllowing regularised Hodge-Oseen problem: Find a velocity 𝒖ε\bm{u}_{\varepsilon} and a pressure pεp_{\varepsilon} satisfying

(3.7a) εcurlcurl𝒖ε+div(𝒖ε𝜷)+σ𝒖ε+pε=\displaystyle\varepsilon\,{\mathop{\mathrm{curl}\,}}{\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon}+{\mathop{\mathrm{div}\,}}(\bm{u}_{\varepsilon}\otimes{\bm{\beta}})+\sigma\bm{u}_{\varepsilon}+\nabla p_{\varepsilon}= 𝒇\displaystyle\bm{f}\quad in Ω,\displaystyle\text{ in }\Omega\,,
(3.7b) div𝒖ε=\displaystyle{\mathop{\mathrm{div}\,}}\bm{u}_{\varepsilon}= 0\displaystyle 0\quad in Ω,\displaystyle\text{ in }\Omega\,,
(3.7c) 𝒖ε𝒏=\displaystyle\bm{u}_{\varepsilon}\cdot\bm{n}= 0\displaystyle 0\qquad on Γ,\displaystyle\text{ on }\Gamma,
(3.7d) curl𝒖ε×𝒏=\displaystyle{\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon}\times\bm{n}= 0\displaystyle 0\qquad on Γ.\displaystyle\text{ on }\Gamma.

The weak formulation of (3.7) reads as follows: Find 𝒖ε𝑽:=𝑯1(Ω)𝑯0(div,Ω)\bm{u}_{\varepsilon}\in\bm{V}:=\bm{H}^{1}(\Omega)\cap\bm{H}_{0}({\mathop{\mathrm{div}\,}},\Omega) and pεL02(Ω)p_{\varepsilon}\in L_{0}^{2}(\Omega) that satisfy

(3.8a) ε(curl𝒖ε,curl𝒗)(𝒖ε,𝜷𝒗)+(σ𝒖ε,𝒗)(pε,div𝒗)=\displaystyle\varepsilon({\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon},{\mathop{\mathrm{curl}\,}}\bm{v})-(\bm{u}_{\varepsilon},{\bm{\beta}}\cdot\nabla\bm{v})+(\sigma\bm{u}_{\varepsilon},\bm{v})-(p_{\varepsilon},{\mathop{\mathrm{div}\,}}\bm{v})= (𝒇,𝒗)\displaystyle(\bm{f},\bm{v})\quad for all 𝒗𝑽,\displaystyle\text{ for all }\bm{v}\in\bm{V},
(3.8b) (div𝒖ε,q)=\displaystyle({\mathop{\mathrm{div}\,}}\bm{u}_{\varepsilon},q)= 0\displaystyle 0\quad for all qL02(Ω).\displaystyle\text{ for all }q\in L_{0}^{2}(\Omega).
Theorem 3.3.

Assume that 𝐟𝐋2(Ω)\bm{f}\in\bm{L}^{2}(\Omega) and that Γ\Gamma is C1,1C^{1,1}, or Ω\Omega is a convex Lipschitz polyhedron. Then, there exists a unique solution of (3.8). In addition, it satisfies

(3.9) εcurl𝒖εΩ+σ𝒖εΩ+pεΩC𝒇Ω.\sqrt{\varepsilon}\|{\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon}\|_{\Omega}+\|\sqrt{\sigma}\,\bm{u}_{\varepsilon}\|_{\Omega}+\|p_{\varepsilon}\|_{\Omega}\leq C\|\bm{f}\|_{\Omega}.

Moreover, suppose that 𝐟𝐇1(Ω),𝛃𝐖1,(Ω)\bm{f}\in\bm{H}^{1}(\Omega),{\bm{\beta}}\in\bm{W}^{1,\infty}(\Omega), σW1,(Ω)\sigma\in W^{1,\infty}(\Omega) and Γ\Gamma is C3C^{3}. If Ω\Omega is convex, let 𝒞=𝛃L(Ω)\mathcal{C}=\|\nabla{\bm{\beta}}\|_{L^{\infty}(\Omega)}, or otherwise 𝒞=K𝛃,Ω\mathcal{C}=K\|\nabla{\bm{\beta}}\|_{\infty,\Omega} where KK is from (2.2). Then, assuming σ0>𝒞\sigma_{0}>\mathcal{C} we have

curl𝒖εΩC𝒇curl,Ω,\|{\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon}\|_{\Omega}\leq C\,\|\bm{f}\|_{{\mathop{\mathrm{curl}\,}},\Omega}\,,

where C>0C>0 depends on σ,𝛃\sigma,{\bm{\beta}}, and KK, but not on negative powers of ε\varepsilon.

Proof.

The existence and uniqueness of this solution follows from the Babuska-Brezzi theory [2] by noting that as proven in [11], the norm in 𝑯1(Ω)\bm{H}^{1}(\Omega) is equivalent to the one in 𝑯(curl,Ω)𝑯0(div,Ω)\bm{H}({\mathop{\mathrm{curl}\,}},\Omega)\cap\bm{H}_{0}({\mathop{\mathrm{div}\,}},\Omega), thanks to the hypotheses on Γ\Gamma. The bound (3.9) follows taking 𝒗=𝒖ε\bm{v}=\bm{u}_{\varepsilon} in (3.8a), and the inf-sup conditions provides the stability for pεp_{\varepsilon}.

Next, whenever we suppose that Γ\Gamma is of class C3C^{3} and 𝒇𝑯1(Ω)\bm{f}\in\bm{H}^{1}(\Omega), using the results in [26] (see Thereom 12 and Remark 16) we have the regularity 𝒖ε𝑯3(Ω)\bm{u}_{\varepsilon}\in\bm{H}^{3}(\Omega) and pεH2(Ω)p_{\varepsilon}\in H^{2}(\Omega). Noting that curl𝒖ε×𝒏=0{\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon}\times\bm{n}=0 on Γ\Gamma it follows that curlcurl(𝒖ε)𝒏=0{\mathop{\mathrm{curl}\,}}{\mathop{\mathrm{curl}\,}}(\bm{u}_{\varepsilon})\cdot\bm{n}=0, so, 𝒗~:=curlcurl(𝒖ε)𝑯1(Ω)𝑯0(div,Ω)\tilde{\bm{v}}:={\mathop{\mathrm{curl}\,}}{\mathop{\mathrm{curl}\,}}(\bm{u}_{\varepsilon})\in\bm{H}^{1}(\Omega)\cap\bm{H}_{0}({\mathop{\mathrm{div}\,}},\Omega), and then it is a valid test function to be used in (3.8). Thus, taking 𝒗~\tilde{\bm{v}} as test function in (3.8) and integrating by parts we obtain

(3.10) εcurlcurl𝒖εΩ2(𝒖ε,𝜷(curlcurl𝒖ε))+σcurl𝒖εΩ2+(σ×𝒖ε,curl𝒖ε)=(curl𝒇,curl𝒖ε).\varepsilon\|{\mathop{\mathrm{curl}\,}}{\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon}\|_{\Omega}^{2}-(\bm{u}_{\varepsilon},{\bm{\beta}}\cdot\nabla({\mathop{\mathrm{curl}\,}}{\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon}))+\|\sqrt{\sigma}\,{\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon}\|_{\Omega}^{2}+(\nabla\sigma\times\bm{u}_{\varepsilon},{\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon})=({\mathop{\mathrm{curl}\,}}\bm{f},{\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon})\,.

The second term in the left can be written as

(𝒖ε,𝜷(curlcurl𝒖ε))=(𝜷𝒖ε,curlcurl𝒖ε)=(curl(𝜷𝒖ε),curl𝒖ε).-(\bm{u}_{\varepsilon},{\bm{\beta}}\cdot\nabla({\mathop{\mathrm{curl}\,}}{\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon}))=({\bm{\beta}}\cdot\nabla\bm{u}_{\varepsilon},{\mathop{\mathrm{curl}\,}}{\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon})=({\mathop{\mathrm{curl}\,}}({\bm{\beta}}\cdot\nabla\bm{u}_{\varepsilon}),{\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon})\,.

However, using Lemma 2.3 and the antisymmetry of the convective term

(curl(𝜷𝒖ε),curl𝒖ε)=(𝜷(curl𝒖ε),curl𝒖ε)+((𝜷)t×𝒖ε,curl𝒖ε)=((𝜷)t×𝒖ε,curl𝒖ε),({\mathop{\mathrm{curl}\,}}({\bm{\beta}}\cdot\nabla\bm{u}_{\varepsilon}),{\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon})=({\bm{\beta}}\cdot\nabla({\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon}),{\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon})+((\nabla{\bm{\beta}})^{t}\times\nabla\bm{u}_{\varepsilon},{\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon})=((\nabla{\bm{\beta}})^{t}\times\nabla\bm{u}_{\varepsilon},{\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon})\,,

and then

(𝒖ε,𝜷(curlcurl𝒖ε))=((𝜷)t×𝒖ε,curl𝒖ε).-(\bm{u}_{\varepsilon},{\bm{\beta}}\cdot\nabla({\mathop{\mathrm{curl}\,}}{\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon}))=((\nabla{\bm{\beta}})^{t}\times\nabla\bm{u}_{\varepsilon},{\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon}).

Therefore, replacing the last identity in (3.10) we have

εcurlcurl𝒖εΩ2+σcurl𝒖εΩ2=(curl𝒇σ×𝒖ε,curl𝒖ε)((𝜷)t×𝒖ε,curl𝒖ε).\varepsilon\|{\mathop{\mathrm{curl}\,}}{\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon}\|_{\Omega}^{2}+\|\sqrt{\sigma}\,{\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon}\|_{\Omega}^{2}=({\mathop{\mathrm{curl}\,}}\bm{f}-\nabla\sigma\times\bm{u}_{\varepsilon},{\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon})-((\nabla{\bm{\beta}})^{t}\times\nabla\bm{u}_{\varepsilon},{\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon}).

Using the Cauchy Schwarz inequality, one of the inequalities (2.2) or (2.3), and the fact that div𝒖ε=0{\mathop{\mathrm{div}\,}}\bm{u}_{\varepsilon}=0 we have

σcurl𝒖εΩ2curl𝒇σ×𝒖εΩcurl𝒖εΩ+𝒞curl𝒖εΩ2.\|\sqrt{\sigma}\,{\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon}\|_{\Omega}^{2}\leq\|{\mathop{\mathrm{curl}\,}}\bm{f}-\nabla\sigma\times\bm{u}_{\varepsilon}\|_{\Omega}\|{\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon}\|_{\Omega}+\mathcal{C}\|{\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon}\|_{\Omega}^{2}\,.

Hence,

(σ0𝒞)curl𝒖εΩ2curl𝒇σ×𝒖εΩcurl𝒖εΩ,(\sigma_{0}-\mathcal{C})\,\|{\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon}\|_{\Omega}^{2}\leq\|{\mathop{\mathrm{curl}\,}}\bm{f}-\nabla\sigma\times\bm{u}_{\varepsilon}\|_{\Omega}\|{\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon}\|_{\Omega}\,,

and the proof follows dividing by curl𝒖εΩ\|{\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon}\|_{\Omega} and applying (3.9). ∎

Theorem 3.4.

Let us assume the hypotheses Theorem 3.3 . Then, there exists a unique solution of (3.1) such that 𝐮𝐇1(Ω)𝐇0(div,Ω)\bm{u}\in\bm{H}^{1}(\Omega)\cap\bm{H}_{0}({\mathop{\mathrm{div}\,}},\Omega) and pH1(Ω)p\in H^{1}(\Omega).

Proof.

Let (𝒖ε,pε)(\bm{u}_{\varepsilon},p_{\varepsilon}) be the solution of (3.8). Then, by Theorem 3.3 {(𝒖ε,pε)}\{(\bm{u}_{\varepsilon},p_{\varepsilon})\} is uniformly bounded in 𝑯1(Ω)×L02(Ω)\bm{H}^{1}(\Omega)\times L^{2}_{0}(\Omega). Hence, there exists a subsequence such that 𝒖ε𝒖𝑯1(Ω)\bm{u}_{\varepsilon}\rightharpoonup\bm{u}\in\bm{H}^{1}(\Omega) and pεpL02(Ω)p_{\varepsilon}\rightharpoonup p\in L_{0}^{2}(\Omega) weakly. Moreover, since div𝒖ε=0{\mathop{\mathrm{div}\,}}\bm{u}_{\varepsilon}=0 and 𝒖ε𝑯0(div,Ω)\bm{u}_{\varepsilon}\in\bm{H}_{0}({\mathop{\mathrm{div}\,}},\Omega), then div𝒖=0{\mathop{\mathrm{div}\,}}\bm{u}=0 and 𝒖𝑯0(div,Ω)\bm{u}\in\bm{H}_{0}({\mathop{\mathrm{div}\,}},\Omega). This proves that 𝒖\bm{u} satisfies the second equation in (3.1) and the boundary conditions. Since 𝒖ε𝒖𝑯1(Ω)\bm{u}_{\varepsilon}\rightharpoonup\bm{u}\in\bm{H}^{1}(\Omega) weakly, then 𝒖ε𝒖\bm{u}_{\varepsilon}\to\bm{u} strongly in 𝑳2(Ω)\bm{L}^{2}(\Omega). In addition, since εcurl𝒖εΩ0\varepsilon\|{\mathop{\mathrm{curl}\,}}\bm{u}_{\varepsilon}\|_{\Omega}\to 0 as ε0\varepsilon\to 0, then using the weak convergence of pεp_{\varepsilon} to pp in L2(Ω)L^{2}(\Omega) we can take the limit as ε0\varepsilon\to 0 in (3.8) and conclude that (𝒖,p)(\bm{u},p) also satisfies the first equation in (3.1). Finally, from the first equation in (3.1) we have p=𝒇σ𝒖div(𝜷𝒖)𝑳2(Ω)\nabla p=\bm{f}-\sigma\,\bm{u}-{\mathop{\mathrm{div}\,}}({\bm{\beta}}\otimes\bm{u})\in\bm{L}^{2}(\Omega), and then pH1(Ω)p\in H^{1}(\Omega).

To prove uniqueness, assume that 𝒇=𝟎\bm{f}=\bm{0}. If we test with 𝒖𝑯1(Ω)𝑯0(div,Ω)\bm{u}\in\bm{H}^{1}(\Omega)\cap\bm{H}_{0}({\mathop{\mathrm{div}\,}},\Omega) we immediately get that σ𝒖Ω2=0\|\sqrt{\sigma}\bm{u}\|_{\Omega}^{2}=0 which gives that 𝒖=𝟎\bm{u}=\bm{0}. It easily follows that p=0p=0. ∎

We finish this section by stating the following result that, in essence, casts the problem (3.1) as the limit of the Oseen problem (3.3).

Corollary 3.5.

Under the same hypotheses from Theorem 3.4 the solution (𝐮,p)(\bm{u},p) of (3.1) is the limit of the solutions of the Oseen problem (3.3) in the following sense

(3.11) limε0(𝒖𝒖εdiv,Ω+pεpΩ)=0.\lim_{\varepsilon\to 0}\Big{(}\|\bm{u}-\bm{u}_{\varepsilon}\|_{{\mathop{\mathrm{div}\,}},\Omega}+\|p_{\varepsilon}-p\|_{\Omega}\Big{)}=0\,.
Proof.

The error (𝒖𝒖ε,ppε)(\bm{u}-\bm{u}_{\varepsilon},p-p_{\varepsilon}) satisfies the following error equation

(3.12) (σ(𝒖𝒖ε),𝒗)ε(𝒖ε,𝒗)+(𝜷(𝒖𝒖ε),𝒗)(ppε,div𝒗)=0,(\sigma(\bm{u}-\bm{u}_{\varepsilon}),\bm{v})-\varepsilon(\nabla\bm{u}_{\varepsilon},\nabla\bm{v})+({\bm{\beta}}\otimes(\bm{u}-\bm{u}_{\varepsilon}),\nabla\bm{v})-(p-p_{\varepsilon},{\mathop{\mathrm{div}\,}}\bm{v})=0\,,

for all 𝒗𝑯1(Ω)𝑯0(div,Ω)\bm{v}\in\bm{H}^{1}(\Omega)\cap\bm{H}_{0}({\mathop{\mathrm{div}\,}},\Omega). Since 𝒖𝑯1(Ω)𝑯0(div,Ω)\bm{u}\in\bm{H}^{1}(\Omega)\cap\bm{H}_{0}({\mathop{\mathrm{div}\,}},\Omega), 𝒗^:=𝒖𝒖ε\hat{\bm{v}}:=\bm{u}-\bm{u}_{\varepsilon} is a valid test function for (3.12). So, using 𝒗^\hat{\bm{v}} in (3.12), the fact that both 𝒖\bm{u} and 𝒖ε\bm{u}_{\varepsilon} are divergence-free, the Cauchy-Schwarz inequality, and (3.4) we get

σ(𝒖𝒖ε)Ω2+ε(𝒖𝒖ε)Ω2\displaystyle\|\sqrt{\sigma}(\bm{u}-\bm{u}_{\varepsilon})\|^{2}_{\Omega}+\varepsilon\|\nabla(\bm{u}-\bm{u}_{\varepsilon})\|^{2}_{\Omega} =ε(𝒖,(𝒖𝒖ε))\displaystyle=\varepsilon(\nabla\bm{u},\nabla(\bm{u}-\bm{u}_{\varepsilon}))
(3.13) ε𝒖Ωε(𝒖𝒖ε)Ω0,\displaystyle\leq\sqrt{\varepsilon}\|\nabla\bm{u}\|_{\Omega}\,\sqrt{\varepsilon}\|\nabla(\bm{u}-\bm{u}_{\varepsilon})\|_{\Omega}\to 0\,,

as ε0\varepsilon\to 0, which proves the convergence of 𝒖ε\bm{u}_{\varepsilon} to 𝒖\bm{u} in 𝑳2(Ω)\bm{L}^{2}(\Omega). The convergence of 𝒖ε\bm{u}_{\varepsilon} to 𝒖\bm{u} in 𝑯0(div,Ω)\bm{H}_{0}({\mathop{\mathrm{div}\,}},\Omega) follows from the fact that both 𝒖ε\bm{u}_{\varepsilon} and 𝒖\bm{u} are divergence-free.

To prove the convergence of the pressure, using Lemma 2.1 there exists 𝒘𝑯01(Ω)\bm{w}\in\bm{H}^{1}_{0}(\Omega) such that |𝒘|1,ΩCppεΩ|\bm{w}|_{1,\Omega}\leq C\|p-p_{\varepsilon}\|_{\Omega} and div𝒘=ppε{\mathop{\mathrm{div}\,}}\bm{w}=p-p_{\varepsilon}. Then, using (3.12), the Cauchy-Schwarz inequality, and the convergence of 𝒖ε\bm{u}_{\varepsilon} to 𝒖\bm{u},

ppεΩ2\displaystyle\|p-p_{\varepsilon}\|^{2}_{\Omega} =(ppε,div𝒘)=(σ(𝒖𝒖ε),𝒘)+ε(𝒖ε,𝒘)+(𝜷(𝒖ε𝒖),𝒘)\displaystyle=(p-p_{\varepsilon},{\mathop{\mathrm{div}\,}}\bm{w})=(\sigma(\bm{u}-\bm{u}_{\varepsilon}),\bm{w})+\varepsilon(\nabla\bm{u}_{\varepsilon},\nabla\bm{w})+({\bm{\beta}}\otimes(\bm{u}_{\varepsilon}-\bm{u}),\nabla\bm{w})
(3.14) C(σ,Ωσ(𝒖𝒖ε)Ω+εε𝒖εΩ+𝜷,Ω𝒖𝒖εΩ)ppεΩ,\displaystyle\leq C\,\Big{(}\|\sqrt{\sigma}\|_{\infty,\Omega}\,\|\sqrt{\sigma}\,(\bm{u}-\bm{u}_{\varepsilon})\|_{\Omega}+\sqrt{\varepsilon}\,\sqrt{\varepsilon}\|\nabla\bm{u}_{\varepsilon}\|_{\Omega}+\|{\bm{\beta}}\|_{\infty,\Omega}\|\bm{u}-\bm{u}_{\varepsilon}\|_{\Omega}\Big{)}\,\|p-p_{\varepsilon}\|_{\Omega}\,,

and the proof follows by dividing by ppεΩ\|p-p_{\varepsilon}\|_{\Omega} and noticing that, thanks to (3.4) the term within parentheses tends to zero as ε0\varepsilon\to 0. ∎

4. Upwind H(div) method

4.1. Preliminaries

We denote by {𝒯h}h>0\{\mathcal{T}_{h}\}_{h>0} a family of shape-regular simplicial triangulations of Ω\Omega. The elements of 𝒯h\mathcal{T}_{h} are denoted by TT, with diameter hTh_{T}, and h:=max{hT:T𝒯h}h:=\max\{h_{T}:T\in\mathcal{T}_{h}\}. The set of its facets (edges for d=2d=2, faces for d=3d=3) is denoted by h\mathcal{E}_{h}. To cater for the nonconforming character of the approximation we also introduce the following broken versions of the scalar product

(𝒗,𝒘)h=\displaystyle(\bm{v},\bm{w})_{h}= T𝒯hT𝒗𝒘𝑑x,\displaystyle\sum_{T\in\mathcal{T}_{h}}\int_{T}\bm{v}\cdot\bm{w}\,dx,
𝒗,𝒘h=\displaystyle\langle\bm{v},\bm{w}\rangle_{h}= T𝒯hT𝒗𝒘𝑑s.\displaystyle\sum_{T\in\mathcal{T}_{h}}\int_{\partial T}\bm{v}\cdot\bm{w}\,ds.

In addition, we introduce the broken space H(𝒯h)H(\mathcal{T}_{h}), of functions in L2(Ω)L^{2}(\Omega) whose restriction to every T𝒯hT\in\mathcal{T}_{h} belongs to H(T)H(T).

Let T𝒯hT\in\mathcal{T}_{h} and let 𝒙T\bm{x}\in\partial T then we define

𝒗𝜷±(𝒙)=limϵ0𝒗(𝒙±ϵ(𝜷(𝒙)𝒏(𝒙))𝒏(𝒙)).\bm{v}_{{\bm{\beta}}}^{\pm}(\bm{x})=\lim_{\epsilon\rightarrow 0}\bm{v}\big{(}\bm{x}\pm\epsilon({\bm{\beta}}(\bm{x})\cdot\bm{n}(\bm{x}))\bm{n}(\bm{x})\big{)}.

and

𝒗^(𝒙)=𝒗𝜷(𝒙)\hat{\bm{v}}(\bm{x})=\,\bm{v}_{{\bm{\beta}}}^{-}(\bm{x})

For FhF\in\mathcal{E}_{h} and F=T1T2F=\partial T_{1}\cap\partial T_{2} for T1,T2,𝒯hT_{1},T_{2},\in\mathcal{T}_{h} we define the jumps

[[𝒗𝒏]]|F=𝒗|T1𝒏1+𝒗|T2𝒏2,\left[\hskip-1.8063pt\left[\bm{v}\otimes\bm{n}\right]\hskip-1.8063pt\right]|_{F}=\bm{v}|_{T_{1}}\otimes\bm{n}_{1}+\bm{v}|_{T_{2}}\otimes\bm{n}_{2}\,,

and for FhF\in\mathcal{E}_{h} and FΓF\subset\Gamma we define

[[𝒗𝒏]]|F=𝒗𝒏.\left[\hskip-1.8063pt\left[\bm{v}\otimes\bm{n}\right]\hskip-1.8063pt\right]|_{F}=\bm{v}\otimes\bm{n}.

We then define the semi-norm on the jumps of the solution over element boundaries to be

|𝒗|𝜷2=Fh|𝜷𝒏|[[𝒗𝒏]]0,F2.|\bm{v}|_{{\bm{\beta}}}^{2}=\sum_{F\in\mathcal{E}_{h}}\|\sqrt{|{\bm{\beta}}\cdot\bm{n}|}\left[\hskip-1.8063pt\left[\bm{v}\otimes\bm{n}\right]\hskip-1.8063pt\right]\|_{0,F}^{2}.

With these definitions we can state the following important identity [12, Lemma 6.1]

Proposition 4.1.

For all 𝐯𝐇1(𝒯h)\bm{v}\in\bm{H}^{1}(\mathcal{T}_{h}), the following holds

(4.1) (𝒗𝜷,𝒗)h𝜷𝒏𝒗^,𝒗h=12|𝒗|𝜷2.(\bm{v}\otimes{\bm{\beta}},\nabla\bm{v})_{h}-\langle{\bm{\beta}}\cdot\bm{n}\hat{\bm{v}},\bm{v}\rangle_{h}=-\frac{1}{2}|\bm{v}|_{{\bm{\beta}}}^{2}.

Let us define the Raviart-Thomas [22] and BDM spaces [3]. The space of polynomials of degree at most kk defined in TT is denoted by \EuScriptPk(T)\EuScript{P}_{k}(T), and we denote \EuScript𝑷k(T)=[\EuScriptPk(T)]d\bm{\EuScript{P}}_{k}(T)=[\EuScript{P}_{k}(T)]^{d}. For every T𝒯hT\in\mathcal{T}_{h}, let RTk(T)=\EuScript𝑷k(T)+(\EuScriptPk(T)\EuScriptPk1(T))𝒙\text{RT}_{k}(T)=\bm{\EuScript{P}}_{k}(T)+(\EuScript{P}_{k}(T)\setminus\EuScript{P}_{k-1}(T))\bm{x}. We define, for k0k\geq 0, the spaces

𝑽h,kRT=\displaystyle\bm{V}_{h,k}^{\text{RT}}= {𝒗𝑯0(div,Ω):𝒗|TRTk(T) for all T𝒯h},\displaystyle\{\bm{v}\in\bm{H}_{0}({\mathop{\mathrm{div}\,}},\Omega):\bm{v}|_{T}\in\text{RT}_{k}(T)\text{ for all }T\in\mathcal{T}_{h}\},
𝑽h,kBDM=\displaystyle\bm{V}_{h,k}^{\text{BDM}}= {𝒗𝑯0(div,Ω):𝒗|T\EuScript𝑷k(T) for all T𝒯h},\displaystyle\{\bm{v}\in\bm{H}_{0}({\mathop{\mathrm{div}\,}},\Omega):\bm{v}|_{T}\in\bm{\EuScript{P}}_{k}(T)\text{ for all }T\in\mathcal{T}_{h}\},
Mh,k=\displaystyle M_{h,k}= {qL02(Ω):q|T\EuScriptPk(T) for all T𝒯h}.\displaystyle\{q\in L_{0}^{2}(\Omega):q|_{T}\in\EuScript{P}_{k}(T)\text{ for all }T\in\mathcal{T}_{h}\}.

A well-known property linking these two spaces is stated now (for a proof see [7, Lemma 4.3]).

Lemma 4.2.

Let 𝐯𝐕h,kRT\bm{v}\in\bm{V}_{h,k}^{\text{RT}} with div𝐯=0{\mathop{\mathrm{div}\,}}\bm{v}=0 on Ω\Omega then 𝐯𝐕h,kBDM\bm{v}\in\bm{V}_{h,k}^{\text{BDM}}.

We next introduce the standard L2L^{2}-projection on polynomials on an element TT, PkT:L2(T)\EuScriptPk(T)P_{k}^{T}:L^{2}(T)\rightarrow\EuScript{P}_{k}(T). Its global equivalent will be denoted Pk:L2(Ω)Mh,kP_{k}:L^{2}(\Omega)\rightarrow M_{h,k}. We recall the standard estimates for the L2L^{2}-projection (see, e.g., [9])

(4.2) PkqqΩ+h(Pkqq)ΩChTk+1|q|k+1,Ω,\displaystyle\|P_{k}q-q\|_{\Omega}+h\|\nabla(P_{k}q-q)\|_{\Omega}\leq C\,h_{T}^{k+1}|q|_{k+1,\Omega}\,,
(4.3) qP0q,TChTq1,,T.\displaystyle\|q-P_{0}q\|_{\infty,T}\leq C\,h_{T}\|q\|_{1,\infty,T}\,.

The Raviart-Thomas interpolation operator will be used in the sequel. It is defined as follows: 𝚷:𝑯1(Ω)𝑯0(div;Ω)𝑽h,kRT\bm{\Pi}:\bm{H}^{1}(\Omega)\cap\bm{H}_{0}(\text{div};\Omega)\rightarrow\bm{V}_{h,k}^{\text{RT}} where 𝚷𝒗\bm{\Pi}\bm{v} is the only function of 𝑽h,kRT\bm{V}_{h,k}^{RT} satisfying

(4.4) T(𝚷𝒗𝒗)𝒘𝑑x=\displaystyle\int_{T}(\bm{\Pi}\bm{v}-\bm{v})\cdot\bm{w}\,dx=  0 for all 𝒘\EuScript𝑷k1(T),and allT𝒯h,\displaystyle\,0\quad\text{ for all }\bm{w}\in\bm{\EuScript{P}}_{k-1}(T),\textrm{and all}\;T\in\mathcal{T}_{h},
(4.5) F(𝚷𝒗𝒗)𝒏w𝑑s=\displaystyle\int_{F}(\bm{\Pi}\bm{v}-\bm{v})\cdot\bm{n}w\,ds=  0 for all w\EuScriptPk(F),and allFh.\displaystyle\,0\quad\text{ for all }w\in\EuScript{P}_{k}(F),\textrm{and all}\;F\in\mathcal{E}_{h}.

This operator satisfies the following classical properties (see, e.g., [2]).

Lemma 4.3.

Let k0k\geq 0. The mapping Π\Pi satisfies the following commutative property

(4.6) div𝚷𝒗=Pkdiv𝒗.{\mathop{\mathrm{div}\,}}\bm{\Pi}\bm{v}=P_{k}{\mathop{\mathrm{div}\,}}\bm{v}\,.

Let 𝐯𝐇k+1(Ω)\bm{v}\in\bm{H}^{k+1}(\Omega) then we have

𝚷𝒗𝒗T+hT(𝚷𝒗𝒗)TChTk+1|𝒗|k+1,Tfor all T𝒯h.\|\bm{\Pi}\bm{v}-\bm{v}\|_{T}+h_{T}\|\nabla(\bm{\Pi}\bm{v}-\bm{v})\|_{T}\leq C\,h_{T}^{k+1}|\bm{v}|_{k+1,T}\quad\text{for all }T\in\mathcal{T}_{h}.

We end this section recalling the following classical inverse and local trace inequalities that hold for every T𝒯hT\in\mathcal{T}_{h}

(4.7) |vh|1,T\displaystyle|v_{h}|_{1,T} Ch1vhTvh\EuScriptPk(T),\displaystyle\leq Ch^{-1}\|v_{h}\|_{T}\qquad\forall\,v_{h}\in\EuScript{P}_{k}(T)\,,
(4.8) vT\displaystyle\|v\|_{\partial T} C(hT12vT+hT12|v|1,T)vH1(T).\displaystyle\leq C\big{(}h_{T}^{-\frac{1}{2}}\|v\|_{T}+h_{T}^{\frac{1}{2}}|v|_{1,T}\big{)}\qquad\forall\,v\in H^{1}(T)\,.

4.2. The finite element method and the error estimates for the velocity

Throughout, the velocity and pressure will be approximated using the spaces 𝑽h\bm{V}_{h} and MhM_{h}, respectively. In this work we will consider the following choices:

𝑽h=𝑽h,kRT and Mh=Mh,k, for k0,\bm{V}_{h}=\bm{V}_{h,k}^{\text{RT}}\quad\text{ and }M_{h}=M_{h,k},\text{ for }k\geq 0,

or

𝑽h=𝑽h,kBDM and Mh=Mh,k1, for k1.\bm{V}_{h}=\bm{V}_{h,k}^{\text{BDM}}\quad\text{ and }M_{h}=M_{h,k-1},\text{ for }k\geq 1.

The numerical method analysed here reads: Find 𝒖𝑽h\bm{u}\in\bm{V}_{h} and phMhp_{h}\in M_{h} such that

(4.9a) (𝒖h,𝜷𝒗h)h+(𝜷𝒏)𝒖h^,𝒗hh+(σ𝒖h,𝒗h)(ph,div𝒗h)=\displaystyle-(\bm{u}_{h},{\bm{\beta}}\cdot\nabla\bm{v}_{h})_{h}+\langle({\bm{\beta}}\cdot\bm{n})\widehat{\bm{u}_{h}},\bm{v}_{h}\rangle_{h}+(\sigma\bm{u}_{h},\bm{v}_{h})-(p_{h},{\mathop{\mathrm{div}\,}}\bm{v}_{h})= (𝒇,𝒗h)\displaystyle\,(\bm{f},\bm{v}_{h})\quad for all 𝒗h𝑽h,\displaystyle\text{ for all }\bm{v}_{h}\in\bm{V}_{h},
(4.9b) (div𝒖h,qh)=\displaystyle({\mathop{\mathrm{div}\,}}\bm{u}_{h},q_{h})=  0\displaystyle\,0\quad for all qhMh.\displaystyle\text{ for all }q_{h}\in M_{h}.

Thanks to the inf-sup stability of the pair 𝑽h×Mh\bm{V}_{h}\times M_{h} (see [2]), and Proposition 4.1, problem (4.9) has a unique solution. Moreover, the method (4.9) is consistent; in fact, for (𝒖,p)𝑯1(Ω)×L02(Ω)(\bm{u},p)\in\bm{H}^{1}(\Omega)\times L^{2}_{0}(\Omega) solving (1.2) we have

(4.10a) (𝒖,𝜷𝒗h)h+(𝜷𝒏)𝒖,𝒗hh+(σ𝒖,𝒗h)(p,div𝒗h)=\displaystyle-(\bm{u},{\bm{\beta}}\cdot\nabla\bm{v}_{h})_{h}+\langle({\bm{\beta}}\cdot\bm{n})\bm{u},\bm{v}_{h}\rangle_{h}+(\sigma\bm{u},\bm{v}_{h})-(p,{\mathop{\mathrm{div}\,}}\bm{v}_{h})= (𝒇,𝒗h)\displaystyle\,(\bm{f},\bm{v}_{h})\quad for all 𝒗h𝑽h,\displaystyle\text{ for all }\bm{v}_{h}\in\bm{V}_{h},
(4.10b) (div𝒖,qh)=\displaystyle({\mathop{\mathrm{div}\,}}\bm{u},q_{h})=  0\displaystyle\,0\quad for all qhMh.\displaystyle\text{ for all }q_{h}\in M_{h}.

A consequence of Lemma 4.2 is that the finite element method (4.9) produces the same velocity approximation for 𝒖h𝑽h,kRT\bm{u}_{h}\in\bm{V}_{h,k}^{\text{RT}} and 𝒖h𝑽h,kBDM\bm{u}_{h}\in\bm{V}_{h,k}^{\text{BDM}}. We show that in the following proposition.

Proposition 4.4.

Let (𝐮h,ph)(\bm{u}_{h},p_{h}) be the solution of (4.9) for the spaces 𝐕h×Mh=𝐕h,kRT×Mh,k\bm{V}_{h}\times M_{h}=\bm{V}_{h,k}^{\text{RT}}\times M_{h,k} and (𝐮~h,p~h)(\tilde{\bm{u}}_{h},\tilde{p}_{h}) the solution of (4.9) for the spaces 𝐕h×Mh=𝐕h,kBDM×Mh,k1\bm{V}_{h}\times M_{h}=\bm{V}_{h,k}^{\text{BDM}}\times M_{h,k-1}. Then 𝐮h=𝐮~h\bm{u}_{h}=\tilde{\bm{u}}_{h}.

Proof.

Let 𝒆h:=𝒖~h𝒖h\bm{e}_{h}:=\tilde{\bm{u}}_{h}-\bm{u}_{h}, ηh=p~hph\eta_{h}=\tilde{p}_{h}-p_{h} then using (4.9) we see that

(4.11) (𝒆h,𝜷𝒗h)h+(𝜷𝒏)𝒆h^,𝒗hh+(σ𝒆h,𝒗h)(ηh,div𝒗h)=0 for all 𝒗h𝑽h,kBDM.-(\bm{e}_{h},{\bm{\beta}}\cdot\nabla\bm{v}_{h})_{h}+\langle({\bm{\beta}}\cdot\bm{n})\widehat{\bm{e}_{h}},\bm{v}_{h}\rangle_{h}+(\sigma\bm{e}_{h},\bm{v}_{h})-(\eta_{h},{\mathop{\mathrm{div}\,}}\bm{v}_{h})=0\quad\text{ for all }\bm{v}_{h}\in\bm{V}_{h,k}^{\text{BDM}}.

Since div𝒆h=0{\mathop{\mathrm{div}\,}}\bm{e}_{h}=0 by Lemma 4.2there holds 𝒆h𝑽h,kBDM\bm{e}_{h}\in\bm{V}_{h,k}^{\text{BDM}}, which is a valid test function. Taking 𝒗h=𝒆h\bm{v}_{h}=\bm{e}_{h} in (4.11) and applying Proposition 4.1 we obtain

σ𝒆hΩ=0,\|\sqrt{\sigma}\bm{e}_{h}\|_{\Omega}=0,

which proves the claim. ∎

We can now derive an error estimate for the velocity. We let 𝒆h=𝚷𝒖𝒖h\bm{e}_{h}=\bm{\Pi}\bm{u}-\bm{u}_{h} and start by noticing that

(4.12) div𝒆h=0.{\mathop{\mathrm{div}\,}}\bm{e}_{h}=0.

Hence, by Lemma 4.2 we have 𝒆h𝑽h,kBDM\bm{e}_{h}\in\bm{V}_{h,k}^{\text{BDM}} and in particular

(4.13) 𝒆h|T[\EuScriptPk1(T)]d×d for all T𝒯h.\nabla\bm{e}_{h}|_{T}\in[{\EuScript{P}}_{k-1}(T)]^{d\times d}\qquad\text{ for all }T\in\mathcal{T}_{h}.
Theorem 4.5.

Let 𝐮[H1(Ω)]d\bm{u}\in[H^{1}(\Omega)]^{d} solve (1.2) and let 𝐮h𝐕h\bm{u}_{h}\in\bm{V}_{h} solve (4.9). Then, the following error estimate holds

σ(𝒖𝒖h)Ω\displaystyle\|\sqrt{\sigma}(\bm{u}-\bm{u}_{h})\|_{\Omega} +|𝒖𝒖h|𝜷C(1+𝜷1,,Tσ0)σ(𝒖𝚷𝒖)Ω\displaystyle+|\bm{u}-\bm{u}_{h}|_{{\bm{\beta}}}\leq\,C\left(1+\frac{\|{\bm{\beta}}\|_{1,\infty,T}}{\sigma_{0}}\right)\|\sqrt{\sigma}(\bm{u}-\bm{\Pi}\bm{u})\|_{\Omega}
+C𝜷,Ω1/2(T𝒯h(1hT𝒖𝚷𝒖T2+hT(𝒖𝚷𝒖)T2))12,\displaystyle+C\|{\bm{\beta}}\|_{\infty,\Omega}^{1/2}\left(\sum_{T\in\mathcal{T}_{h}}\left(\frac{1}{h_{T}}\|\bm{u}-\bm{\Pi}\bm{u}\|_{T}^{2}+h_{T}\|\nabla(\bm{u}-\bm{\Pi}\bm{u})\|_{T}^{2}\right)\right)^{\frac{1}{2}}\,,

where the constant CC does not depend on hh, or any physical parameter of the equation.

Proof.

Using (4.9), (4.10), (4.12), and (4.1) we get

σ𝒆hΩ2=\displaystyle\|\sqrt{\sigma}\bm{e}_{h}\|_{\Omega}^{2}= (σ(𝒖𝒖h),𝒆h)+(σ(𝚷𝒖𝒖),𝒆h)\displaystyle(\sigma(\bm{u}-\bm{u}_{h}),\bm{e}_{h})+(\sigma(\bm{\Pi}\bm{u}-\bm{u}),\bm{e}_{h})
=\displaystyle= ((𝒖𝒖h),𝜷𝒆h)h𝜷𝒏(𝒖𝒖h^),𝒆hh+(σ(𝚷𝒖𝒖),𝒆h)\displaystyle((\bm{u}-\bm{u}_{h}),{\bm{\beta}}\cdot\nabla\bm{e}_{h})_{h}-\langle{\bm{\beta}}\cdot\bm{n}(\bm{u}-\widehat{\bm{u}_{h}}),\bm{e}_{h}\rangle_{h}+(\sigma(\bm{\Pi}\bm{u}-\bm{u}),\bm{e}_{h})
=\displaystyle= ((𝚷𝒖𝒖h),𝜷𝒆h)h𝜷𝒏(𝚷𝒖^𝒖h^),𝒆hh\displaystyle((\bm{\Pi}\bm{u}-\bm{u}_{h}),{\bm{\beta}}\cdot\nabla\bm{e}_{h})_{h}-\langle{\bm{\beta}}\cdot\bm{n}(\widehat{\bm{\Pi}\bm{u}}-\widehat{\bm{u}_{h}}),\bm{e}_{h}\rangle_{h}
+((𝒖𝚷𝒖),𝜷𝒆h)h𝜷𝒏(𝒖𝚷𝒖^),𝒆hh+(σ(𝚷𝒖𝒖),𝒆h)\displaystyle+((\bm{u}-\bm{\Pi}\bm{u}),{\bm{\beta}}\cdot\nabla\bm{e}_{h})_{h}-\langle{\bm{\beta}}\cdot\bm{n}(\bm{u}-\widehat{\bm{\Pi}\bm{u}}),\bm{e}_{h}\rangle_{h}+(\sigma(\bm{\Pi}\bm{u}-\bm{u}),\bm{e}_{h})
=\displaystyle= 12|𝒆h|𝜷2+((𝒖𝚷𝒖),𝜷𝒆h)h𝜷𝒏(𝒖𝚷𝒖^),𝒆hh+(σ(𝚷𝒖𝒖),𝒆h).\displaystyle-\frac{1}{2}|\bm{e}_{h}|_{{\bm{\beta}}}^{2}+((\bm{u}-\bm{\Pi}\bm{u}),{\bm{\beta}}\cdot\nabla\bm{e}_{h})_{h}-\langle{\bm{\beta}}\cdot\bm{n}(\bm{u}-\widehat{\bm{\Pi}\bm{u}}),\bm{e}_{h}\rangle_{h}+(\sigma(\bm{\Pi}\bm{u}-\bm{u}),\bm{e}_{h})\,.

Hence, we have

σ𝒆hΩ2+12|𝒆h|𝜷2\displaystyle\|\sqrt{\sigma}\bm{e}_{h}\|_{\Omega}^{2}+\frac{1}{2}|\bm{e}_{h}|_{{\bm{\beta}}}^{2}
(4.14) =(𝒖𝚷𝒖,𝜷𝒆h)h𝜷𝒏(𝒖𝚷𝒖^),𝒆hh+(σ(𝚷𝒖𝒖),𝒆h).\displaystyle=(\bm{u}-\bm{\Pi}\bm{u},{\bm{\beta}}\cdot\nabla\bm{e}_{h})_{h}-\langle{\bm{\beta}}\cdot\bm{n}(\bm{u}-\widehat{\bm{\Pi}\bm{u}}),\bm{e}_{h}\rangle_{h}+(\sigma(\bm{\Pi}\bm{u}-\bm{u}),\bm{e}_{h})\,.

We bound each term separately. Using (4.13), the definition of 𝚷\bm{\Pi} (4.4)-(4.5), (4.3), and (4.7), we have

(4.15) (𝒖𝚷𝒖,𝜷𝒆h)h=(𝒖𝚷𝒖,(𝜷P0𝜷)𝒆h)hC𝜷1,,Ω𝒖𝚷𝒖Ω𝒆hΩ.(\bm{u}-\bm{\Pi}\bm{u},{\bm{\beta}}\cdot\nabla\bm{e}_{h})_{h}=(\bm{u}-\bm{\Pi}\bm{u},({\bm{\beta}}-P_{0}{\bm{\beta}})\cdot\nabla\bm{e}_{h})_{h}\leq C\|{\bm{\beta}}\|_{1,\infty,\Omega}\|\bm{u}-\bm{\Pi}\bm{u}\|_{\Omega}\|\bm{e}_{h}\|_{\Omega}\,.

Using the contributions from neighbouring elements on the face to express the discrete error on the faces in terms of jumps, the normal continuity of 𝒖\bm{u} and 𝚷𝒖\bm{\Pi}\bm{u}, and using the local trace inequality (4.8) it is easy to show that

(4.16) 𝜷𝒏(𝒖𝚷𝒖^),𝒆hhC𝜷,Ω12|𝒆h|𝜷(T𝒯h(1hT𝒖𝚷𝒖T2+hT(𝒖𝚷𝒖)T2))12.-\langle{\bm{\beta}}\cdot\bm{n}(\bm{u}-\widehat{\bm{\Pi}\bm{u}}),\bm{e}_{h}\rangle_{h}\leq C\,\|{\bm{\beta}}\|_{\infty,\Omega}^{\frac{1}{2}}|\bm{e}_{h}|_{{\bm{\beta}}}\left(\sum_{T\in\mathcal{T}_{h}}\left(\frac{1}{h_{T}}\|\bm{u}-\bm{\Pi}\bm{u}\|_{T}^{2}+h_{T}\|\nabla(\bm{u}-\bm{\Pi}\bm{u})\|_{T}^{2}\right)\right)^{\frac{1}{2}}.

Finally,

(4.17) (σ(𝚷𝒖𝒖),𝒆h)σ(𝚷𝒖𝒖)Ωσ𝒆hΩ.(\sigma(\bm{\Pi}\bm{u}-\bm{u}),\bm{e}_{h})\leq\|\sqrt{\sigma}(\bm{\Pi}\bm{u}-\bm{u})\|_{\Omega}\|\sqrt{\sigma}\bm{e}_{h}\|_{\Omega}.

Therefore, inserting (4.15)-(4.17) into (4.14) we arrive at

σ𝒆hΩ+|𝒆h|𝜷\displaystyle\|\sqrt{\sigma}\bm{e}_{h}\|_{\Omega}+|\bm{e}_{h}|_{{\bm{\beta}}}\leq C(1+𝜷1,,Ωσ0)σ(𝒖𝚷𝒖)Ω\displaystyle C\,\Big{(}1+\frac{\|{\bm{\beta}}\|_{1,\infty,\Omega}}{\sigma_{0}}\Big{)}\|\sqrt{\sigma}(\bm{u}-\bm{\Pi}\bm{u})\|_{\Omega}
+C𝜷,Ω12(T𝒯h(1hT𝒖𝚷𝒖T2+hT(𝒖𝚷𝒖)T2))12.\displaystyle+C\|{\bm{\beta}}\|_{\infty,\Omega}^{\frac{1}{2}}\left(\sum_{T\in\mathcal{T}_{h}}\left(\frac{1}{h_{T}}\|\bm{u}-\bm{\Pi}\bm{u}\|_{T}^{2}+h_{T}\|\nabla(\bm{u}-\bm{\Pi}\bm{u})\|_{T}^{2}\right)\right)^{\frac{1}{2}}.

The result follows after applying the triangle inequality. ∎

The following result appears as a corollary of the last theorem and Lemma 4.3.

Corollary 4.6.

Let 𝐮[Hk+1(Ω)]d\bm{u}\in[H^{k+1}(\Omega)]^{d} solve (1.2) and let 𝐮h𝐕h\bm{u}_{h}\in\bm{V}_{h} solve (4.9). Then, the following error estimate holds

σ(𝒖𝒖h)Ω+|𝒖𝒖h|𝜷\displaystyle\|\sqrt{\sigma}(\bm{u}-\bm{u}_{h})\|_{\Omega}+|\bm{u}-\bm{u}_{h}|_{{\bm{\beta}}}\leq C([1+𝜷1,,Tσ0]σ,Ωh12+𝜷,Ω12)hk+12𝒖k+1,Ω).\displaystyle C\left(\left[1+\frac{\|{\bm{\beta}}\|_{1,\infty,T}}{\sigma_{0}}\right]\|\sqrt{\sigma}\|_{\infty,\Omega}h^{\frac{1}{2}}+\|{\bm{\beta}}\|_{\infty,\Omega}^{\frac{1}{2}}\right)h^{k+\frac{1}{2}}\|\bm{u}\|_{k+1,\Omega)}.
Remark 4.7.

The arguments of Theorem 4.5 and Corollary 4.6 may be used to improve the order obtained Theorem 2.2 of [14] to O(hk+12)O(h^{k+\frac{1}{2}}), if an upwind flux is used. Following the ideas above, use integration by parts in the first term of I1I_{1} in the equation after (2.12). Then add and subtract the exact solution to the approximate solution in term I3I_{3} and recombine terms, so that one may use continuity on the norm augmented with L2L^{2}-control on the faces the jumps of the approximate velocity.

4.3. L2L^{2}-error estimates for the pressure approximation

Since the pressure space is of polynomial degree kk for the method using the RTRT space for velocity approximation and k1k-1 for the method using the BDMBDM space, the optimal order that can be obtained for the error of the pressure approximation in the L2L^{2}-norm is O(hk+1)O(h^{k+1}) and O(hk)O(h^{k}), respectively. Here we will prove the following orders for the pressure error :

  1. (1)

    in the first case (RT), O(hk+12)O(h^{k+\frac{1}{2}}); this is, the same suboptimality of O(h12)O(h^{\frac{1}{2}}) as for the velocity approximation.

  2. (2)

    in the second case (BDM) we get the optimal convergence O(hk)O(h^{k}); considering that the pressure space is of degree k1k-1. For the discrete error, i.e. the projection of the error on the space MhM_{h}, we get an O(hk+12)O(h^{k+\frac{1}{2}}) estimate, this is a superconvergence of O(h12)O(h^{\frac{1}{2}}) compared with the approximation property of the space of constant functions.

Theorem 4.8.

Let (𝐮,p)𝐇1(Ω)×L02(Ω)(\bm{u},p)\in\bm{H}^{1}(\Omega)\times L^{2}_{0}(\Omega) solve (1.2) and let (𝐮h,ph)𝐕h×Mh(\bm{u}_{h},p_{h})\in\bm{V}_{h}\times M_{h} solve (4.9). Let \ell denote the polynomial degree of the space MhM_{h}. Then, the following error estimate holds

PpphΩ\displaystyle\|P_{\ell}p-p_{h}\|_{\Omega}\leq\, C(𝜷,Ωσ012+σ12)σ(𝒖𝒖h)Ω\displaystyle C(\|{\bm{\beta}}\|_{\infty,\Omega}\sigma_{0}^{-\frac{1}{2}}+\sigma^{\frac{1}{2}})\|\sqrt{\sigma}(\bm{u}-\bm{u}_{h})\|_{\Omega}
+C𝜷,Ω(T𝒯h(𝒖𝚷𝒖T2+hT2(𝒖𝚷𝒖)T2))12.\displaystyle+C\,\|{\bm{\beta}}\|_{\infty,\Omega}\left(\sum_{T\in\mathcal{T}_{h}}\left(\|\bm{u}-\bm{\Pi}\bm{u}\|_{T}^{2}+h_{T}^{2}\|\nabla(\bm{u}-\bm{\Pi}\bm{u})\|_{T}^{2}\right)\right)^{\frac{1}{2}}\,.
Proof.

Using the surjectivity of the divergence operator as a mapping from 𝑯01(Ω)\bm{H}^{1}_{0}(\Omega) to L02(Ω)L^{2}_{0}(\Omega) there exists 𝒗p𝑯01(Ω)\bm{v}_{p}\in\bm{H}^{1}_{0}(\Omega) such that div𝒗p=Ppph{\mathop{\mathrm{div}\,}}\bm{v}_{p}=P_{\ell}p-p_{h} and

(4.18) 𝒗p1,ΩCPpphΩ.\|\bm{v}_{p}\|_{1,\Omega}\leq C\|P_{\ell}p-p_{h}\|_{\Omega}.

It follows from (4.18) and (4.6) that

PpphΩ2=(Ppph,div𝒗p)=(Ppph,div𝚷~𝒗p)=(pph,div𝚷~𝒗p).\|P_{\ell}p-p_{h}\|_{\Omega}^{2}=(P_{\ell}p-p_{h},{\mathop{\mathrm{div}\,}}\bm{v}_{p})=(P_{\ell}p-p_{h},{\mathop{\mathrm{div}\,}}\tilde{\bm{\Pi}}\bm{v}_{p})=(p-p_{h},{\mathop{\mathrm{div}\,}}\tilde{\bm{\Pi}}\bm{v}_{p}).

If 𝑽h𝑽h,kRT\bm{V}_{h}\equiv\bm{V}_{h,k}^{\text{RT}} then choose 𝚷~𝒗p𝑽h,kRT\tilde{\bm{\Pi}}\bm{v}_{p}\in\bm{V}_{h,k}^{\text{RT}} and if 𝑽h𝑽h,kBDM\bm{V}_{h}\equiv\bm{V}_{h,k}^{\text{BDM}} choose 𝚷~𝒗p𝑽h,k1RT𝑽h,kBDM\tilde{\bm{\Pi}}\bm{v}_{p}\in\bm{V}_{h,{k-1}}^{\text{RT}}\subset\bm{V}_{h,k}^{\text{BDM}}. Using (4.9) and (4.10) we find that

(4.19) (pph,div𝚷~𝒗p)=(𝒖𝒖h,𝜷𝚷~𝒗p)h+(𝜷𝒏)(𝒖𝒖h^),𝚷~𝒗ph+(σ(𝒖𝒖h),𝚷~𝒗p).(p-p_{h},{\mathop{\mathrm{div}\,}}\tilde{\bm{\Pi}}\bm{v}_{p})=-(\bm{u}-\bm{u}_{h},{\bm{\beta}}\cdot\nabla\tilde{\bm{\Pi}}\bm{v}_{p})_{h}+\langle({\bm{\beta}}\cdot\bm{n})(\bm{u}-\widehat{\bm{u}_{h}}),\tilde{\bm{\Pi}}\bm{v}_{p}\rangle_{h}+(\sigma(\bm{u}-\bm{u}_{h}),\tilde{\bm{\Pi}}\bm{v}_{p}).

Applying the Cauchy-Schwarz inequality and the stability of the RT interpolant and of 𝒗p\bm{v}_{p} we have

(𝒖𝒖h,𝜷𝚷~𝒗p)h+(σ(𝒖𝒖h),𝚷~𝒗p)(𝜷,Ωσ012+σ12)σ(𝒖𝒖h)Ω𝒗p1,Ω.-(\bm{u}-\bm{u}_{h},{\bm{\beta}}\cdot\nabla\tilde{\bm{\Pi}}\bm{v}_{p})_{h}+(\sigma(\bm{u}-\bm{u}_{h}),\tilde{\bm{\Pi}}\bm{v}_{p})\leq(\|{\bm{\beta}}\|_{\infty,\Omega}\sigma_{0}^{-\frac{1}{2}}+\sigma^{\frac{1}{2}})\|\sqrt{\sigma}(\bm{u}-\bm{u}_{h})\|_{\Omega}\|\bm{v}_{p}\|_{1,\Omega}.

For the remaining term observe that, by the definition of ,h\langle\cdot,\cdot\rangle_{h}, the fact that 𝜷𝒏{\bm{\beta}}\cdot\bm{n} changes sign on neighbouring elements and that (𝒖𝒖h^)(\bm{u}-\widehat{\bm{u}_{h}}) is single valued on the faces of the triangulation,

(𝜷𝒏)(𝒖𝒖h^),𝚷~𝒗ph=(𝜷𝒏)(𝒖𝒖h^),(𝚷~𝒗p𝒗p)h.\langle({\bm{\beta}}\cdot\bm{n})(\bm{u}-\widehat{\bm{u}_{h}}),\tilde{\bm{\Pi}}\bm{v}_{p}\rangle_{h}=\langle({\bm{\beta}}\cdot\bm{n})(\bm{u}-\widehat{\bm{u}_{h}}),(\tilde{\bm{\Pi}}\bm{v}_{p}-\bm{v}_{p})\rangle_{h}.

The right hand side of this equality is bounded using the Cauchy-Schwarz inequality, the trace inequality (4.8) and the interpolation properties of the RT-interpolant of Lemma 4.3 as follows

(𝜷𝒏)(𝒖𝒖h^),(𝚷~𝒗p𝒗p)h\displaystyle\langle({\bm{\beta}}\cdot\bm{n})(\bm{u}-\widehat{\bm{u}_{h}}),(\tilde{\bm{\Pi}}\bm{v}_{p}-\bm{v}_{p})\rangle_{h}
C𝜷,ΩT𝒯h(hT12𝒖𝒖hT+hT12(𝒖𝒖h)T)hT12𝒗p1,T\displaystyle\leq C\|{\bm{\beta}}\|_{\infty,\Omega}\sum_{T\in\mathcal{T}_{h}}(h_{T}^{-\frac{1}{2}}\|\bm{u}-\bm{u}_{h}\|_{T}+h_{T}^{\frac{1}{2}}\|\nabla(\bm{u}-\bm{u}_{h})\|_{T})h_{T}^{\frac{1}{2}}\|\bm{v}_{p}\|_{1,T}
C𝜷,ΩT𝒯h(𝒖𝒖hT+𝒖𝚷𝒖T+hT(𝒖𝚷𝒖)T)𝒗p1,T,\displaystyle\leq C\|{\bm{\beta}}\|_{\infty,\Omega}\sum_{T\in\mathcal{T}_{h}}(\|\bm{u}-\bm{u}_{h}\|_{T}+\|\bm{u}-\bm{\Pi}\bm{u}\|_{T}+h_{T}\|\nabla(\bm{u}-\bm{\Pi}\bm{u})\|_{T})\|\bm{v}_{p}\|_{1,T},

where in the last step we added and subtracted 𝚷𝒖\bm{\Pi}\bm{u}, used the triangle inequality and the inverse inequality (4.7). We conclude by using (4.18) . ∎

The following result is an immediate consequence of Theorem 4.8 and Corollary 4.6 and the approximation properties of the L2L^{2}-projection,

Corollary 4.9.

Assume that 𝐕h=𝐕h,kRT\bm{V}_{h}=\bm{V}_{h,k}^{\text{RT}} and Mh=Mh,kM_{h}=M_{h,k}. Then, there exists C~𝛃,σ>0\tilde{C}_{{\bm{\beta}},\sigma}>0 that depends only on the constants in the bounds of Theorems 4.8 and Corollary 4.6 such that

pphΩC~𝜷,σhk+12𝒖k+1,Ω+Chk+1|p|k+1,Ω.\|p-p_{h}\|_{\Omega}\leq\tilde{C}_{{\bm{\beta}},\sigma}h^{k+\frac{1}{2}}\|\bm{u}\|_{k+1,\Omega}+Ch^{k+1}|p|_{k+1,\Omega}\,.

For the case in which 𝐕h=𝐕h,kBDM\bm{V}_{h}=\bm{V}_{h,k}^{\text{BDM}} and Mh=Mh,k1M_{h}=M_{h,k-1}, the following error estimate holds

Pk1pphΩC^𝜷,σhk+12𝒖k+1,Ω\|P_{k-1}p-p_{h}\|_{\Omega}\leq\hat{C}_{{\bm{\beta}},\sigma}h^{k+\frac{1}{2}}\|\bm{u}\|_{k+1,\Omega}

and

pphΩC^𝜷,σhk+12𝒖k+1,Ω+Chk|p|k,Ω,\|p-p_{h}\|_{\Omega}\leq\hat{C}_{{\bm{\beta}},\sigma}h^{k+\frac{1}{2}}\|\bm{u}\|_{k+1,\Omega}+Ch^{k}|p|_{k,\Omega},

where C^𝛃,σ\hat{C}_{{\bm{\beta}},\sigma} depends on the constants in the bounds of Theorems 4.8 and Corollary 4.6.

5. A numerical example

Here we will show some illustrations of the theory developed above using the analytical solution of example (2) in section 1.1. For ample qualitative numerical evidence of the performance of this type of method on physically relevant problems we refer to the references [25, 24].

We consider the domain Ω=(0,1)×(0,1)\Omega=(0,1)\times(0,1) and the solution (1.5)-(1.6) of example (2). We used the package FreeFEM++ [16] to implement the formulation (4.9) with either the BDM(1) element and piecewise constant pressures or the RT(1) element with piecewise affine, discontinuous, pressures. The linear systems were solved using UMFPACK and the meshes were of Union Jack type. In Tables 1-2 we report the errors of velocities and pressures in the (relative) L2L^{2}-norm. We also report the CPU time. We see that the velocity approximations have identical errors in the two cases as predicted by Proposition 4.4, whereas as expected the BDM(1) approximation has poorer convergence of the pressure. The RT(1) computation however is more costly by almost a factor three.

In Table 3 we report the variation of the error on a fixed mesh with h=1/40h=1/40 and σ=100\sigma=100. The variable nn, controlling the number of vortices, and hence influencing both 𝜷W1,(Ω)\|{\bm{\beta}}\|_{W^{1,\infty}(\Omega)} and 𝒖H2(Ω)\|\bm{u}\|_{H^{2}(\Omega)} is taken in the set n{1,2,4,8}n\in\{1,2,4,8\}. We observe (approximately) linear growth in both velocity and pressures, except for the pressure for the method using the RT element, where the growth is stronger. For the highest value n=8n=8, all errors are above 15%15\% on this mesh. In Table 4 we vary the coefficient σ\sigma and see that also here the error growth for decreasing σ\sigma is by and large linear for the velocities, as predicted by theory (Corollary 4.6) and the RT pressure (Corollary 4.9). The BDM pressure on the other hand is very robust with respect to variations in σ\sigma, but much larger than the RT-pressure. It starts increasing only for the smallest value of the parameter, when the pressure errors of the two approximation spaces are comparable. It follows that for small values of σ\sigma the pressure approximation is of similar quality for the BDM and RT methods.

hh 𝒖𝒖hL2(Ω)\|\bm{u}-\bm{u}_{h}\|_{L^{2}(\Omega)} pphL2(Ω)\|p-p_{h}\|_{L^{2}(\Omega)} CPU
1/101/10 0.011()0.011\;(-) 0.15()0.15\;(-) 0.073s0.073s
1/201/20 0.0030(1.9)0.0030\;(1.9) 0.074(1.0)0.074\;(1.0) 0.47s0.47s
1/401/40 0.00087(1.8)0.00087\;(1.8) 0.037(1.0)0.037\;(1.0) 4.7s4.7s
1/801/80 0.00031(1.5)0.00031\;(1.5) 0.019(1.0)0.019\;(1.0) 62.9s62.9s

Table 1. Errors for the BDM1/P0 element. σ=100\sigma=100 n=1n=1.
hh 𝒖𝒖hL2(Ω)\|\bm{u}-\bm{u}_{h}\|_{L^{2}(\Omega)} pphL2(Ω)\|p-p_{h}\|_{L^{2}(\Omega)} CPU
1/101/10 0.011()0.011\;(-) 0.026()0.026\;(-) 0.17s0.17s
1/201/20 0.0030(1.9)0.0030\;(1.9) 0.0060(2.1)0.0060\;(2.1) 1.2s1.2s
1/401/40 0.00087(1.8)0.00087\;(1.8) 0.0018(1.7)0.0018\;(1.7) 12s12s
1/801/80 0.00031(1.5)0.00031\;(1.5) 0.00073(1.3)0.00073\;(1.3) 165s165s

Table 2. Errors for the RT1/P1dc element. σ=100\sigma=100 n=1n=1.
nn BDM 𝒖𝒖hL2(Ω)\|\bm{u}-\bm{u}_{h}\|_{L^{2}(\Omega)} BDM pphL2(Ω)\|p-p_{h}\|_{L^{2}(\Omega)} RT 𝒖𝒖hL2(Ω)\|\bm{u}-\bm{u}_{h}\|_{L^{2}(\Omega)} RT pphL2(Ω)\|p-p_{h}\|_{L^{2}(\Omega)}
11 0.000870.00087 0.0370.037 0.000870.00087 0.00180.0018
22 0.00480.0048 0.0740.074 0.00480.0048 0.00580.0058
44 0.0310.031 0.140.14 0.0310.031 0.0260.026
88 0.210.21 0.340.34 0.210.21 0.180.18

Table 3. Errors for the BDM1/P0 element (columns 2 and 3) and RT1/P1dc element (columns 4 and 5), h=1/40h=1/40, σ=100\sigma=100, varying nn.
σ\sigma BDM 𝒖𝒖hL2(Ω)\|\bm{u}-\bm{u}_{h}\|_{L^{2}(\Omega)} BDM pphL2(Ω)\|p-p_{h}\|_{L^{2}(\Omega)} RT 𝒖𝒖hL2(Ω)\|\bm{u}-\bm{u}_{h}\|_{L^{2}(\Omega)} RT pphL2(Ω)\|p-p_{h}\|_{L^{2}(\Omega)}
10610^{6} 0.000610.00061 0.0370.037 0.000610.00061 0.0150.015
100100 0.000870.00087 0.0370.037 0.000870.00087 0.00180.0018
5050 0.00120.0012 0.0370.037 0.00120.0012 0.00190.0019
2525 0.00210.0021 0.0370.037 0.00210.0021 0.00220.0022
1010 0.00510.0051 0.0370.037 0.00510.0051 0.00450.0045
11 0.0480.048 0.0580.058 0.0480.048 0.0450.045

Table 4. Errors for the BDM1/P0 element (columns 2 and 3) and RT1/P1dc element (columns 4 and 5), h=1/40h=1/40, n=1n=1, varying σ\sigma.

Acknowledgments

The work of Gabriel R. Barrenechea has been funded by the Leverhulme Trust through the Research Fellowship No. RF-2019-510. Erik Burman was partially supported by the grant: EP/P01576X/1. Johnny Guzman was partially supported by the grant: NSF, DMS # 1620100.

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