pressure estimate for navier-stokes equation in bounded ...pressure poisson equation •...

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1 Pressure estimate for Navier-Stokes equation in bounded domains Jian-Guo Liu & Jie Liu (U Maryland College Park) Bob Pego (Carnegie Mellon) Stability and convergence of efficient Navier-Stokes solvers via a commutator estimate, to appear in Comm. Pure Appl. Math. Error estimates for finite element Navier-Stokes solvers with explicit time stepping for pressure (submitted)

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Page 1: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

1

Pressure estimate for Navier-Stokes equationin bounded domains

Jian-Guo Liu & Jie Liu (U Maryland College Park)

Bob Pego (Carnegie Mellon)

• Stability and convergence of efficient Navier-Stokes solvers via acommutator estimate, to appear in Comm. Pure Appl. Math.

• Error estimates for finite element Navier-Stokes solvers withexplicit time stepping for pressure (submitted)

Page 2: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

2

Phenomena modeled by Navier-Stokes dynamics:

Lift, drag, boundary-layer separation, vortex shedding, . . .

~ut + ~u · ∇~u +∇p = ν∆~u + f in Ω

∇ · ~u = 0 in Ω

~u = 0 on Γ = ∂Ω

Page 3: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

3

Phenomena modeled by Navier-Stokes dynamics:

Lift, drag, boundary-layer separation, vortex shedding, . . .

~ut + XXXXXXX~u · ∇~u +∇p = ν∆~u + f in Ω

∇ · ~u = 0 in Ω

~u = 0 on Γ = ∂Ω

Page 4: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

4

Phenomena modeled by Navier-Stokes dynamics:

Lift, drag, boundary-layer separation, vortex shedding, . . .

~ut + XXXXXXX~u · ∇~u +

Z

ZZZ

∇p = ν∆~u + f in Ω

XXXXXX∇ · ~u = 0 in Ω

~u = 0 on Γ = ∂Ω

Page 5: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

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Helmholtz projection onto divergence-free vector fields

L2(Ω, RN) = PL2(Ω, RN)⊕∇H1(Ω)

Given ~v ∈ L2(Ω, RN), there exists q ∈ H1(Ω) so that

~v = P~v −∇q

satisfies 〈P~v,∇φ〉 = 〈~v +∇q,∇φ〉 = 0 for all φ ∈ H1(Ω).

Page 6: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

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Helmholtz projection onto divergence-free vector fields

L2(Ω, RN) = PL2(Ω, RN)⊕∇H1(Ω)

Given ~v ∈ L2(Ω, RN), there exists q ∈ H1(Ω) so that

~v = P~v −∇q

satisfies 〈P~v,∇φ〉 = 〈~v +∇q,∇φ〉 = 0 for all φ ∈ H1(Ω).

Then

∇ · (P~v) = 0 in Ω, ~n · P~v = 0 on Γ.

Note P~v ∈ H(div; Ω) = ~f ∈ L2(Ω, RN) : ∇ · ~f ∈ L2,

so ~n · P~v ∈ H−1/2(Γ) by a standard trace theorem.

Page 7: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

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Traditional unconstrained formulation of NSE

~ut + P(~u · ∇~u− ~f) = νP∆~u, ~u|Γ = 0

• Formally ∂t(∇ · ~u) = 0

• Perform analysis and computation in spaces of divergence-free fields

(unconstrained Stokes operator P∆u is incompletely dissipative).

• Inf-Sup/LBB condition(Ladyzhenskaya-Babuska-Brezzi)

Page 8: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

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Alternative unconstrained formulation of NSE

~ut + P(~u · ∇~u− ~f) = νP∆~u + ν∇(∇ · ~u), ~u|Γ = 0

• Formally, ∂t(∇ · ~u) = ν∆(∇ · ~u), ∂n(∇ · ~u)|Γ = 0

Page 9: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

7

Alternative unconstrained formulation of NSE

~ut + P(~u · ∇~u− ~f) = νP∆~u + ν∇(∇ · ~u), ~u|Γ = 0

• Formally, ∂t(∇ · ~u) = ν∆(∇ · ~u), ∂n(∇ · ~u)|Γ = 0

• Equivalent to a ’reduced’ formulation of Grubb & Solonnikov (1991)

Page 10: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

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Alternative unconstrained formulation of NSE

~ut + P(~u · ∇~u− ~f) = νP∆~u + ν∇(∇ · ~u), ~u|Γ = 0

• Formally, ∂t(∇ · ~u) = ν∆(∇ · ~u), ∂n(∇ · ~u)|Γ = 0

• Equivalent to a ’reduced’ formulation of Grubb & Solonnikov (1991)

• Lemma For all ~u ∈ L2(Ω, RN),∇(∇ · ~u) = ∆(I−P)~u

Page 11: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

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Alternative unconstrained formulation of NSE

~ut + P(~u · ∇~u− ~f) = νP∆~u + ν∇(∇ · ~u), ~u|Γ = 0

• Formally, ∂t(∇ · ~u) = ν∆(∇ · ~u), ∂n(∇ · ~u)|Γ = 0

• Equivalent to a ’reduced’ formulation of Grubb & Solonnikov (1991)

• Lemma For all ~u ∈ L2(Ω, RN),∇(∇ · ~u) = ∆(I−P)~u• NSE: ~ut+P(~u · ∇~u− ~f) = ν∆~u+ν(P∆−∆P)~u, ~u|Γ = 0

Page 12: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

7

Alternative unconstrained formulation of NSE

~ut + P(~u · ∇~u− ~f) = νP∆~u + ν∇(∇ · ~u), ~u|Γ = 0

• Formally, ∂t(∇ · ~u) = ν∆(∇ · ~u), ∂n(∇ · ~u)|Γ = 0

• Equivalent to a ’reduced’ formulation of Grubb & Solonnikov (1991)

• Lemma For all ~u ∈ L2(Ω, RN),∇(∇ · ~u) = ∆(I−P)~u• NSE: ~ut+P(~u · ∇~u− ~f) = ν∆~u+ν(P∆−∆P)~u, ~u|Γ = 0

• commutator/gradient: [∆,P]~u = (I −P)(∆~u−∇∇ · ~u) := ∇pS

Page 13: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

7

Alternative unconstrained formulation of NSE

~ut + P(~u · ∇~u− ~f) = νP∆~u + ν∇(∇ · ~u), ~u|Γ = 0

• Formally, ∂t(∇ · ~u) = ν∆(∇ · ~u), ∂n(∇ · ~u)|Γ = 0

• Equivalent to a ’reduced’ formulation of Grubb & Solonnikov (1991)

• Lemma For all ~u ∈ L2(Ω, RN),∇(∇ · ~u) = ∆(I−P)~u• NSE: ~ut+P(~u · ∇~u− ~f) = ν∆~u+ν(P∆−∆P)~u, ~u|Γ = 0

• commutator/gradient: [∆,P]~u = (I −P)(∆~u−∇∇ · ~u) := ∇pS

• For ~u ∈ H2 ∩H10(Ω, RN), Stokes pressure satisfies ∆pS = 0 in Ω

with BC: ∂npS = ~n·(∆−∇∇·)~u = −~n·∇×∇×~u in H−1/2(Γ)

first used by Orszag (1986) for consistency in a projection step.

Page 14: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

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Pressure Poisson equation

• Unconstrained reformulation of Navier-Stokes equations:

ut + ~u · ∇~u +∇p = ν∆~u + ~f, ~u|Γ = 0

Total pressure p is determined by the weak form

〈∇p,∇φ〉 = 〈~f − ~u·∇~u,∇φ〉+ ν〈∆−∇∇·)~u,∇φ〉 ∀φ ∈ H1(Ω).

• In computation, we use ∆pn = ∇ · (~fn − ~un · ∇~un) in Ω

with BC: ~n ·∇pn = ~n · ~fn − ν~n · (∇×∇× ~un) on Γ

• ∇pS arises from tangential vorticity at the boundary:

3D weak form:

∫Ω

∇pS·∇φ =∫

Γ

(∇× ~u)·(~n×∇φ) ∀φ ∈ H1(Ω)

Page 15: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

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Space of Stokes pressures

Sp = p ∈ H1(Ω)/R : ∆p = 0 in Ω, ~n ·∇p ∈ SΓ,

SΓ = f ∈ H−1/2(Γ) :∫

G

f = 0 ∀components G of Γ.

• ∃ a bounded right inverse ∇pS 7→ ~u from Sp → H2 ∩H10(Ω, RN)

• In R3, ∇Sp is the space of simultaneous gradients and curls:

∇Sp = ∇H1(Ω) ∩ ∇×H1(Ω, R3)

Page 16: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

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The commutator term is strictly controlled by viscosity

If ∇ · ~u = 0, then ‖[∆,P]~u‖ = ‖((I − P)∆~u−∇∇ · ~u‖ ≤ ‖∆~u‖.For period box [P,∆]~u = 0

Page 17: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

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The commutator term is strictly controlled by viscosity

If ∇ · ~u = 0, then ‖[∆,P]~u‖ = ‖((I − P)∆~u−∇∇ · ~u‖ ≤ ‖∆~u‖.For period box [P,∆]~u = 0

Main Theorem Let Ω ⊂ RN (N ≥ 2), bounded, ∂Ω ∈ C3. Then,

∀ε > 0, ∃C ≥ 0, s.t. for all ~u ∈ H2 ∩H10(Ω, RN),∫

Ω

|(∆P − P∆)~u|2 ≤ (12

+ ε)∫

Ω

|∆~u|2 + C

∫Ω

|∇~u|2

Page 18: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

10

The commutator term is strictly controlled by viscosity

If ∇ · ~u = 0, then ‖[∆,P]~u‖ = ‖((I − P)∆~u−∇∇ · ~u‖ ≤ ‖∆~u‖.For period box [P,∆]~u = 0

Main Theorem Let Ω ⊂ RN (N ≥ 2), bounded, ∂Ω ∈ C3. Then,

∀ε > 0, ∃C ≥ 0, s.t. for all ~u ∈ H2 ∩H10(Ω, RN),∫

Ω

|(∆P − P∆)~u|2 ≤ (12

+ ε)∫

Ω

|∆~u|2 + C

∫Ω

|∇~u|2

Hence our unconstrained NSE is fully dissipative:

~ut + P(~u · ∇~u− ~f) + ν[∆,P]~u = ν∆~u, ~u|Γ = 0

Page 19: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

11

The commutator term is strictly controlled by viscosity

If ∇ · ~u = 0, then ‖[∆,P]~u‖ = ‖((I − P)∆−∇∇·)~u‖ ≤ ‖∆~u‖.For period box [P,∆]~u = 0.

Main Theorem Let Ω ⊂ RN (N ≥ 2), bounded, ∂Ω ∈ C3. Then,

∀ε > 0, ∃C ≥ 0, s.t. for all ~u ∈ H2 ∩H10(Ω, RN),∫

Ω

|(∆P − P∆)~u|2 ≤ (12

+ ε)∫

Ω

|∆~u|2 + C

∫Ω

|∇~u|2

Hence our unconstrained NSE is fully dissipative:

~ut +XXXXXXXXXXXXXXXXP(~u · ∇~u− ~f) +

XXXXXXXXXXν[∆,P]~u = ν∆~u, ~u|Γ = 0

NSE as perturbed heat equation!

Page 20: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

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Proof of the theorem – estimate on commutator [∆,P]

Decompose ~u ∈ H2 ∩H10 into parts parallel and normal to Γ:

Let Φ(x) = dist(x,Γ), ~n(x) = −∇Φ(x), ξ a cutoff = 1 near Γ.

~u = ~u‖ + ~u⊥, ~u‖ = ξ(I − ~n~nt)~u.

Boundary identities on Γ: ∇ · ~u‖ = 0, ~n·∇×∇×~u⊥ = 0.

Stokes pressure satisfies ∆pS = 0, ∂npS = −~n·∇×∇×~u

Hence ∇pS = (∆P − P∆)~u = (I − P)(∆−∇∇·)(~u‖ + 0).

〈∇pS,∇pS〉 = 〈∆~u‖ −∇∇ · ~u‖,∇pS〉 = 〈∆~u‖,∇pS〉

〈∇pS −∆~u‖,∇pS〉 = 0

‖∆~u‖‖2 = ‖∇pS‖2 + ‖∇pS −∆~u‖‖2

Page 21: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

13

D2N/N2D bounds on tubes Ωs = x ∈ Ω | Φ(x) < s

Lemma For s0 > 0 small ∃C0 such that whenever ∆p = 0 in Ωs0

and 0 < s < s0 then∣∣∣∣∫Φ<s

|~n·∇p|2 − |(I − ~n~nt)∇p|2∣∣∣∣ ≤ C0s

∫Φ<s0

|∇p|2

In the limit s → 0, it reduce to∣∣∣∣∫Γ

|~n·∇p|2 −∫

Γ

|(I − ~n~nt)∇p|2∣∣∣∣ ≤ C0

∫Ω

|∇p|2

In a half space: ‖~n·∇p‖2 = ‖(I − ~n~nt)∇p‖2.

Known as Rellich identity in 2D circular disk.

Page 22: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

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Why factor 12?

Orthogonality: 〈(

a‖0

)−(

b‖b⊥

),

(b‖b⊥

)〉 = 0

Equal partition: b⊥ = b‖

implies a‖ − b‖ = b‖.

Hence

|b|2 = (b‖)2 + (b⊥)2 = 2(b‖)2 =12(a‖)2

Half space:

u(x, y) = sin(kx)ye−ky, v(x, y) = 0, p(x, y) = cos(kx)e−ky

Equal partition: ‖px‖2 = ‖py‖2 = πk2

Orthogonality: ∆u = −2k sin(kx)e−ky = 2∂xp

Page 23: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

15

Some details

‖∆~u‖2 = ‖∆~u‖‖2 + 2〈∆~u‖,∆~u⊥〉+ ‖∆~u⊥‖2

≥ (1− ε)‖∆~u‖‖2 − C‖∇~u‖2

From orthogonality identity 〈∇p−∆~u‖,∇p〉 = 0

‖∆~u‖‖2 = ‖∇p‖2 + ‖∇p−∆~u‖‖2

Page 24: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

15

Some details

‖∆~u‖2 = ‖∆~u‖‖2 + 2〈∆~u‖,∆~u⊥〉+ ‖∆~u⊥‖2

≥ (1− ε)‖∆~u‖‖2 − C‖∇~u‖2

From orthogonality identity 〈∇p−∆~u‖,∇p〉 = 0

‖∆~u‖‖2 = ‖∇p‖2 + ‖∇p−∆~u‖‖2

= ‖∇p‖2 + ‖∇p‖2Φ>s + ‖∇p−∆~u‖‖2

Φ<s

‖∇p−∆~u‖‖2Φ<s = ‖(∇p−∆~u‖)⊥‖2

Φ<s + ‖(∇p−∆~u‖)‖‖2Φ<s

≥ (1− ε)‖∇p⊥‖2Φ<s + ‖(∇p−∆~u‖)‖‖2

Φ<s − junk

Page 25: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

16

By orthogonality 〈∇p−∆~u‖,∇p〉 = 0, with 〈f, g〉s :=∫Φ<s

f · g,

0 = 〈(∇p−∆~u‖)‖,∇p‖〉s + 〈(∇p−∆~u‖)⊥,∇p⊥〉s +∫

Φ>s

|∇p|2

Hence

‖(∇p−∆~u‖)‖‖2s + ‖∇p‖‖2

s ≥ −2〈(∇p−∆~u‖)‖,∇p‖〉s≥ 2〈(∇p−∆~u‖)⊥,∇p⊥〉s

‖(∇p−∆~u‖)‖‖2s ≥ ‖∇p‖‖2

s + 2(‖∇p⊥‖2s − ‖∇p‖‖2

s)− junk

Done! (1 + ε)‖~u‖2 ≥ ‖∇p‖2 + ‖∇p‖2Φ>s + ‖∇p‖2

Φ<s − junk

Page 26: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

17

Consequences of the main theorem

• Proof of unconditional stability and convergence for C1 finite-

element methods without regard to inf-sup compatibility conditions

for velocity and pressure

• Numerical demonstration of stability and accuracy for efficient

and easy-to-implement C0 finite-element schemes regardless of

velocity/pressure compatibility

• Additional benefit: Simple proof of existence and uniqueness for

strong solutions in bounded domains

Page 27: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

18

Time-differencing scheme with pressure explicit(related: Ti96,Pe01,GS03,JL04)

~un+1 − ~un

∆t− ν∆~un+1 = ~fn − ~un · ∇~un −∇pn, ~un+1|Γ = 0

〈∇pn,∇φ〉 = 〈~fn−~un·∇~un,∇φ〉+ν〈∆~un−∇∇ · ~un,∇φ〉 ∀φ ∈ H1(Ω)

Page 28: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

18

Time-differencing scheme with pressure explicit(related: Ti96,Pe01,GS03,JL04)

~un+1 − ~un

∆t− ν∆~un+1 = ~fn − ~un · ∇~un −∇pn, ~un+1|Γ = 0

〈∇pn,∇φ〉 = 〈~fn−~un·∇~un,∇φ〉+ν〈∆~un−∇∇ · ~un,∇φ〉 ∀φ ∈ H1(Ω)

Since 〈∇pn,P∆~un〉 = 0, with ∇pnS

= (I − P)∆~un −∇∇ · ~un,

〈∇pn,∇φ〉 = 〈~fn − ~un · ∇~un,∇φ〉+ ν〈∇pnS, ,∇φ〉 ∀φ ∈ H1(Ω).

Taking φ = pn gives the pressure estimate

‖∇pn‖ ≤ ‖~fn − ~un · ∇~un‖+ ν‖∇pnS‖

Page 29: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

19

Stability analysis: dot with −∆~un+1

~un+1 − ~un

∆t− ν∆~un+1 = ~fn − ~un · ∇~un −∇pn

‖∇~un+1 −∇~un‖2 + ‖∇~un+1‖2 − ‖∇~un‖2

2∆t+ ν‖∆~un+1‖2

≤ ‖∆~un+1‖(2‖~fn − ~un · ∇~un‖+ ν‖∇pnS‖)

≤ (ε1

2+

ν

2)‖∆~un+1‖2 +

2ε1‖~fn − ~un · ∇~un‖2 +

ν

2‖∇pS‖2

This gives ‖∇~un+1‖2 − ‖∇~un‖2

∆t+ (ν − ε1)‖∆~un+1‖2

≤ 8ε1

(‖~fn‖2 + ‖~un · ∇~un‖2) + ν‖∇pnS‖2

Page 30: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

20

Handling the pressure

‖∇~un+1‖2 − ‖∇~un‖2

∆t+ (ν − ε1)‖∆~un+1‖2

≤ 8ε1

(‖~fn‖2 + ‖~un · ∇~un‖2) + ν‖∇pnS‖2

Use the theorem (β = 12 + ε): ν‖∇pn

S‖2 ≤ νβ‖∆~un‖2 + νC‖∇~un‖2

‖∇~un+1‖2 − ‖∇~un‖2

∆t+ (ν − ε1)(‖∆~un+1‖2 − ‖∆~un‖2)

+ (ν − ε1 − νβ)‖∆~un‖2

≤ 8ε1

(‖~fn‖2 + ‖~un · ∇~un‖2) + νC‖∇~un‖2

That’s it for the pressure!

Page 31: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

21

Handling the nonlinear term

Use Ladyzhenskaya’s inequalities∫RN

g4 ≤ 2(∫

RNg2

)(∫RN

|∇g|2)

(N = 2),∫RN

g4 ≤ 4(∫

RNg2

)1/2(∫RN

|∇g|2)3/2

(N = 3),

to get for N = 2, 3 (details suppressed)∫|~un · ∇~un|2 ≤ C‖∇~un‖3

L2‖∇~un‖H1 ≤ ε2‖∆~un‖2 +4C

ε2‖∇~un‖6

Take ε1, ε2 small so ε := ν(1− β)− ε1 − 8ε2/ε1 > 0. Gronwall:

Page 32: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

22

Unconditional stability theorem for N = 2, 3

Theorem Take ~f ∈ L2(0, T ;L2(Ω, RN)), ~u0 ∈ H2 ∩H10(Ω, RN).

Then ∃ positive constants T ∗ and C∗ depending only upon Ω, ν and

M0 := ‖∇~u0‖2 + ν∆t‖∆~u0‖2 +∫ T

0

‖~f‖2,

so that whenever n∆t ≤ T ∗ we have

sup0≤k≤n

‖∇~uk‖2 +n∑

k=0

‖∆~uk‖2∆t ≤ C∗,

n−1∑k=0

(∥∥∥∥~uk+1 − ~uk

∆t

∥∥∥∥2

+ ‖~uk · ∇~uk‖2

)∆t ≤ C∗.

Page 33: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

22

Unconditional stability theorem for N = 2, 3

Theorem Take ~f ∈ L2(0, T ;L2(Ω, RN)), ~u0 ∈ H2 ∩H10(Ω, RN).

Then ∃ positive constants T ∗ and C∗ depending only upon Ω, ν and

M0 := ‖∇~u0‖2 + ν∆t‖∆~u0‖2 +∫ T

0

‖~f‖2,

so that whenever n∆t ≤ T ∗ we have

sup0≤k≤n

‖∇~uk‖2 +n∑

k=0

‖∆~uk‖2∆t ≤ C∗,

n−1∑k=0

(∥∥∥∥~uk+1 − ~uk

∆t

∥∥∥∥2

+ ‖~uk · ∇~uk‖2

)∆t ≤ C∗.

~uin ∈ H10 ⇒ ∃ strong solution ~u ∈ L2(0, T ∗;H2) ∩H1(0, T ∗;L2)

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23

Estimate on the divergence

Let wn = ∇ · ~un. Then as long as n∆t ≤ T∗,

sup0≤k≤n

‖wk‖2H1(Ω)′ +

n∑k=1

‖wk‖2∆t ≤ C(‖w0‖2H1(Ω)′ + ∆t1/2)

Page 35: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

24

C0 finite element scheme (Johnston-L 04)

Finite element spaces: Xh ⊂ H10(Ω, RN), Yh ⊂ H1(Ω)/R.

For all ~vh ∈ Xh and qh ∈ Yh, require

1∆t

(〈~un+1

h , ~vh〉 − 〈~unh, ~vh〉

)+ ν〈∇~un+1

h ,∇~vh〉

= −〈∇pnh, ~vh〉+ 〈~fn − ~un

h · ∇~unh, ~vh〉.

〈∇pnh,∇qh〉 = 〈~fn − ~un

h ·∇~unh,∇qh〉+ ν〈∇ × ~un

h, ~n×∇qh〉Γ,

Additional divergence damping can be achieved by adding

−λ〈∇ · ~unh, φh〉 to the pressure equation.

Page 36: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

25

C1 finite element scheme

Finite element spaces: Xh ⊂ H2 ∩H10(Ω, RN), Yh ⊂ H1(Ω)/R.

For all ~vh ∈ Xh and qh ∈ Yh, require

1∆t

(〈∇~un+1

h ,∇~vh〉 − 〈∇~unh,∇~vh〉

)+ ν〈∆~un+1

h ,∆~vh〉

= 〈∇pnh,∆~vh〉 − 〈~fn − ~un

h · ∇~unh,∆~vh〉.

〈∇pnh,∇qh〉 = 〈~fn − ~un

h ·∇~unh,∇qh〉+ ν〈∇ × ~un

h, ~n×∇qh〉Γ,

Page 37: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

26

Error estimates of C1 FE scheme

Theorem Assume Ω is a bounded domain in RN (N=2,3) with C3 boundary. LetM0, > 0, and let T∗ > 0 be given by the stability theorem. Let m ≥ 2, m′ ≥ 1 beintegers, and assume

(i) The spaces X0,h ⊂ H2 ∩H10(Ω, RN) and Yh ⊂ H1(Ω) have the property that

whenever 0 < h < 1, ~v ∈ Hm+1 ∩H10(Ω, RN) and q ∈ Hm′

(Ω),

inf~vh∈X0,h

‖∆(~v − ~vh)‖ ≤ C0hk−1‖~v‖Hk+1 for 2 ≤ k ≤ m,

infqh∈Yh

‖∇(q − qh)‖ ≤ C0hm′−1‖q‖Hm′,

where C0 > 0 is independent of ~v, q and h.

(ii) ~f ∈ C1([0, T ], L2(Ω, RN)), T > 0, and a given solution of NSE satisfies

(~u, p) ∈ C1([0, T ];Hm+1 ∩H10(Ω, RN))× C1([0, T ];Hm′

(Ω)/R).

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27

Then there exists C1 > 0 with the following property. Whenever ~u0h ∈ Xh,

0 < h < 1, 0 < n∆t ≤ min(T, T∗), and

‖∇~u0h‖2 + ∆t‖∆~u0

h‖2 +n∑

k=0

‖~f(tk)‖2∆t ≤ M0,

then ~en = ~u(tn)− ~unh, rn = p(tn)− pn

h of C1 finite element scheme satisfy

sup0≤k≤n

‖∇~ek‖2 +n∑

k=0

(‖∆~ek‖2 + ‖∇rk‖2

)∆t

≤ C1(∆t2 + h2m−2 + h2m′−2 + ‖∇~e0‖2 + ‖∆~e0‖2∆t).

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28

Stability check for smooth solution

10−1

100

101

10−1

100

∆t

||u−U||L

||p−P||L

||u−U||L

2

||p−P||L

2

∆t v.s. ∆t

10−1

100

101

10−1

100

101

∆t

||∇(u−U)||L

2

||∇(p−P)||L

2

||ux+v

y||

L∞

||ω−Ω||L

∆t v.s. ∆t

Ω = [−1, 1]2, Re=0.5, t = 1000

P1/P1 finite elements, ∆x = 116, max ∆t = 8

Page 40: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

29

Spatial accuracy check for smooth solution

10−1

10−10

10−8

10−6

10−4

10−2

h

||u−U||L

||p−P||L

||u−U||L

2

||p−P||L

2

h v.s. h5

10−1

10−8

10−6

10−4

10−2

100

h

||∇(u−U)||L

2

||∇(p−P)||L

2

||ux+v

y||

L∞

||ω−Ω||L

h v.s. h4

h v.s. h5

Ω = [−1, 1]2, ν = .001, t = 2,

P4/P4 finite elements, RK4 time stepping, ∆t = .003,

Page 41: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

30

Driven cavity flow

0 0.2 0.4 0.6 0.8 10

0.2

0.4

0.6

0.8

1 −5 −5

−5

−4 −4

−4

−4

−3 −3

−3

−3−

3

−2

−2−2

−2−2

−2

−2

−2−

2−

2

−1

−1

−1

−1

−1−1

−1

−1

−0.5

−0.5−0

.5

−0.5

−0.5−

0.5

−0.

5

−0.5 −

0.5

0

00

00

0

0

00

0

0.5

0.5

0.50.

5

0.5

0.5

0.5

0.5

0.5

1

11

11

1

1

11

1

2

2

2

2

2

2

2

2

22

3

3

33

3

3

3

33

0 0.2 0.4 0.6 0.8 10

0.2

0.4

0.6

0.8

1

Re=2000. 2× 32× 32 P4 elements. λ = 15.

CN/AB time stepping

Page 42: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

31

Backward facing step flow

0 0.5 1 1.5 2 2.5 3−0.5

0

0.5

Re=100. 528 P4 elements. λ = 20. CN/AB time stepping

0 1 2 3 4 5 6 7 8 9 10−0.5

0

0.5

X1

X2

X3

S

Re=600. 984 P4 elements. λ = 20. CN/AB time stepping

Page 43: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

32

Non-homogeneous side conditions

∂t~u + ~u ·∇~u +∇p = ν∆~u + ~f (t > 0, x ∈ Ω),

∇ · ~u = h (t ≥ 0, x ∈ Ω),

~u = ~g (t ≥ 0, x ∈ Γ),

~u = ~uin (t = 0, x ∈ Ω).

Page 44: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

32

Non-homogeneous side conditions

∂t~u + ~u ·∇~u +∇p = ν∆~u + ~f (t > 0, x ∈ Ω),

∇ · ~u = h (t ≥ 0, x ∈ Ω),

~u = ~g (t ≥ 0, x ∈ Γ),

~u = ~uin (t = 0, x ∈ Ω).

Unconstrained formulation involves an inhomogeneous pressure pgh:

∂t~u + P(~u · ∇~u− ~f − ν∆~u) +∇pgh = ν∇∇ · ~u

〈∇pgh,∇φ〉 = −〈~n · ∂t~g, φ〉Γ + 〈∂th, φ〉+ 〈ν∇h,∇φ〉 ∀φ ∈ H1(Ω).

∇ · ~u− h satisfies a heat equation with Neumann BCs as before.

Page 45: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

33

Summary: NSE is a perturbed heat equation!

~ut + P(~u · ∇~u− ~f) = νP∆~u

Page 46: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

33

Summary: NSE is a perturbed heat equation!

~ut + P(~u · ∇~u− ~f) = νP∆~u + ν∇(∇ · ~u)

Page 47: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

33

Summary: NSE is a perturbed heat equation!

~ut + P(~u · ∇~u− ~f) = νP∆~u + ν∇(∇ · ~u)

= νP∆~u + ν∆(I−P )~u

Page 48: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

33

Summary: NSE is a perturbed heat equation!

~ut + P(~u · ∇~u− ~f) = νP∆~u + ν∇(∇ · ~u)

= νP∆~u + ν∆(I−P )~u

= ν∆~u− ν[∆,P]~u

Page 49: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

33

Summary: NSE is a perturbed heat equation!

~ut + P(~u · ∇~u− ~f) = νP∆~u + ν∇(∇ · ~u)

= νP∆~u + ν∆(I−P )~u

= ν∆~u− ν[∆,P]~u

= ν∆~u− ν∇pS

• ∇ · ~u satisfies a heat equation with Neumann BCs

• The Stokes pressure term is strictly controlled by viscosity

• Stability, existence, uniqueness theory is greatly simplified

• Promise of enhanced flexibility in design of numerical schemes

Page 50: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

34

Summary: NSE is a perturbed heat equation!

~ut + P(XXXXXXX~u · ∇~u− ~f) = νP∆~u + ν∇(∇ · ~u)

= νP∆~u + ν∆(I−P )~u)

= ν∆~u− ν[∆,P]~u

= ν∆~u− νHHHHH∇pS

• ∇ · ~u satisfies a heat equation with Neumann BCs

• The Stokes pressure term is strictly controlled by viscosity

• Stability, existence, uniqueness theory is greatly simplified

• Promise of enhanced flexibility in design of numerical schemes

Page 51: Pressure estimate for Navier-Stokes equation in bounded ...Pressure Poisson equation • Unconstrained reformulation of Navier-Stokes equations: u ... S arises from tangential vorticity

35

References

• G. Grubb and V. A. Solonnikov, Boundary value problems for the nonstationary Navier-Stokes

equations treated by pseudodifferential methods, Math. Scand. 69 (1991) 217–290.

• J. L. Guermond and J. Shen, A new class of truly consistent splitting schemes for incompressible

flows, J. Comp. Phys. 192 (2003) 262–276.

• H. Johnston and J.-G. Liu, Accurate, stable and efficient Navier-Stokes solvers based on explicit

treatment of the pressure term, J. Comput. Phys. 199 (1) (2004) 221–259

• N. A. Petersson, Stability of pressure boundary conditions for Stokes and Navier-Stokes equations,

J. Comp. Phys. 172 (2001) 40-70.

• L. J. P. Timmermans, P. D. Minev, F. N. Van De Vosse, An approximate projection scheme for

incompressible flow using spectral elements, Int. J. Numer. Methods Fluids 22 (1996) 673–688.

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36

Existence and uniqueness theoremAssume

~uin ∈ Huin := H1(Ω, RN),~f ∈ Hf := L2(0, T ;L2(Ω, RN)),

~g ∈ Hg := H3/4(0, T ;L2(Γ, RN)) ∩ L2(0, T ;H3/2(Γ, RN))

∩~g | ∂t(~n · ~g) ∈ L2(0, T ;H−1/2(Γ)),h ∈ Hh := L2(0, T ;H1(Ω)) ∩H1(0, T ; (H1)′(Ω)).

and the compatibility conditions

~g = ~uin (t = 0, x ∈ Γ), 〈~n · ∂t~g, 1〉Γ = 〈∂th, 1〉Ω.

Then ∃T ∗ > 0 so that a unique strong solution exists, with

~u ∈ L2([0, T ∗],H2) ∩H1([0, T ∗], L2) → C([0, T ∗],H1).