On the stability of approximations for the Stokes problem using different finite element spaces for each component of the velocity
Abstract
This paper studies the stability of velocity-pressure mixed approximations of the Stokes problem when different finite element (FE) spaces for each component of the velocity field are considered. We consider some new combinations of continuous FE reducing the number of degrees of freedom in some velocity components. Although the resulting FE combinations are not stable in general, by using the Stenberg’s macro-element technique, we show their stability in a wide family of meshes (namely, in uniformly unstructured meshes). Moreover, a post-processing is given in order to convert any mesh family in an uniformly unstructured mesh family. Finally, some 2D and 3D numerical simulations are provided agree with the previous analysis.
Full text
On he s abili y o app oxima ions o he S okes p oblem using
di e en ini e elemen spaces o each componen o he eloci y∗
F. Guill´en Gonz´alez†and J.R. Rod ´ıguez Gal ´an‡
Decembe 1, 2014
Abs ac
This pape s udies he s abili y o eloci y-p essu e mixed app oxima ions o he S okes
p oblem when di e en ini e elemen (FE) spaces o each componen o he eloci y ield a e
conside ed. We conside some new combina ions o con inuous FE educing he numbe o
deg ees o eedom in some eloci y componen s. Al hough he esul ing FE combina ions a e
no s able in gene al, by using he S enbe g’s mac o-elemen echnique, we show hei s abili y in
a wide amily o meshes (namely, in uni o mly uns uc u ed meshes). Mo eo e , a pos -p ocessing
is gi en in o de o con e any mesh amily in an uni o mly uns uc u ed mesh amily. Finally,
some 2Dand 3Dnume ical simula ions a e p o ided ag ee wi h he p e ious analysis.
Keywo ds. In -sup condi ion, incomp essible luids, mixed a ia ional o mula ions, ini e ele-
men s, mac o-elemen echnique.
AMS classi ica ion (2010). 35Q30, 65N12, 65N30, 76D07.
Con en s
1 In oduc ion 2
2 De ini ions and no a ions. P0app oxima ion o he p essu e 4
3 S abili y o he (P1,b,P1)–P1app oxima ion 5
3.1 The2Dcase......................................... 5
3.2 The 3Dcase......................................... 13
3.3 Nume icalsimula ions ................................... 17
4 Abou s abili y o (P2,P1)–P1FE 23
4.1 The2Dcase......................................... 23
4.2 Nume icalsimula ions ................................... 29
5 Ins abili y o (Q2,Q1)–Q1in s uc u ed meshes 31
∗This wo k has been pa ially suppo ed by p ojec MTM2012-32325 (MINECO, Spain). Also he second au ho
has been pa ially suppo ed by he esea ch g oup FQM-315 (Jun a de Andaluc´ıa).
†Depa amen o de Ecuaciones Di e enciales y An´alisis Num´e ico and IMUS. Uni e sidad de Se illa. Ap do. 1160,
41080 Se illa (Spain). [email p o ec ed]
‡Depa amen o de Ma em´a icas. Uni e sidad de C´adiz. C.A.S.E.M. Pol´ıgono R´ıo San Ped o S/N, 11510 Pue o
Real, C´adiz (Spain). [email p o ec ed]
1
a Xi :1411.7930 1 [ma h.NA] 28 No 2014
6 Conclusions 33
1 In oduc ion
The main pu pose o his wo k is o analyze he s abili y o eloci y-p essu e mixed FE app ox-
ima ions o he S okes p oblem when he componen s o eloci y a e app oxima ed in di e en
spaces.
As desc ibed below, his is an issue o g ea in e es o he app oxima ion o some a ian s o
he Na ie -S okes equa ions (in pa icula o he app oxima ion o he hyd os a ic Na ie -S okes
equa ions go e ning he la ge scale ocean [GR14]) and, as a as we know, i has no been su icien ly
s udied in he li e a u e. In ac , al hough s abili y o eloci y-p essu e mixed FE app oxima ions
o he S okes p oblem is a ma e widely in es iga ed in he las decades, almos all o hese wo ks
ix he same FE space o all componen s o he eloci y ield, being he p essu e he only unknown
ha could be app oxima ed by a di e en space.
He e we conside he classical S okes p oblem in a domain Ω ⊂Rd(d= 2 o 3),
−∆w+∇p= in Ω,(1)
∇ · w= 0 in Ω,(2)
dis inguishing he componen s o he eloci y ield as ollows: w= (u, ), whe e u: Ω →Rd−1
and : Ω →R(ho izon al and e ical componen s, espec i ely). Also p: Ω →Ris he p essu e,
: Ω →Rdis he ec o o ex e nal o ces and, as usual, ∆ and ∇ · ep esen he Laplace and
di e gence ope a o s. Fo sake o simplici y, we ake cons an iscosi y (equal o one) and conside
homogeneous Di ichle bounda y condi ion,
w=0on ∂Ω.(3)
Le us in oduce usual no a ions: L2(Ω) ep esen s he space o he squa e in eg able unc ions
in Ω and ( , g) = RΩ g deno es i s scala p oduc , Hm(Ω) is he space o he unc ions whose
dis ibu ional de i a i es o o de up o m∈Nbelong o L2(Ω) and H1
0(Ω) is he subspace o
H1(Ω) whose unc ions anish on ∂Ω.
I one conside he bilinea o ms a(w,w)=(∇w,∇w) and b(p, w)=(p, ∇ · w), he a ia ional
o mula ion o he S okes p oblem (1)–(3) eads: ind (w, p)∈W×Psuch ha :
a(w,w)−b(p, w) = ZΩ
·w,∀w∈W,
b(p, w) = 0,∀p∈P,
whe e W=H1
0(Ω)dand P=L2
0(Ω) = p∈L2(Ω)/RΩp= 0. We assume in L2(Ω)d.
I is well known (see o ins ance [BBF13]) ha well-posedness o p e ious p oblem yields om
he coe ci i y o he bilinea o m a(·,·) and he in -sup condi ion o b(·,·), which holds o he
con inuous p oblem on W×P. Bu i we conside he disc e e p oblem, ind (wh, ph)∈Wh×Ph
such ha
a(wh,wh)−b(ph,wh) = ZΩ
·wh,∀wh∈Wh,(4)
b(ph,wh) = 0,∀ph∈Ph,(5)
whe e Wh⊂Wand Ph⊂Wa e amilies o FE spaces, al hough coe ci i y o a(·,·) in Wh×Phis
au oma ically inhe i ed, he con inuous in -sup condi ion is no enough o well posedness o (4)–(5).
2
In ac , each choice o Whand Ph equi es checking he ollowing disc e e coun e pa o he in -sup
condi ion (also called LBB condi ion): he e exis s β > 0 independen on hsuch ha
βkphkL2≤sup
06=wh∈WhRΩ(∇ · wh)ph
k∇whkL2
,∀ph∈Ph.(6)
In wha ollows, we will ake Wh=Uh×Vh, whe e Uhand Vha e, espec i ely, FE spaces
app oxima ing he ( wo componen s o ) ho izon al eloci y and he e ical eloci y. I Ω ⊂R2,Uh
is scala and is deno ed by Uh. I no ambigui y, we deno e by P1o P2 he co esponding con inuous
piecewise polynomial FE app oxima ion, while P0deno es discon inuous FE.
The case whe e Uhand Vha e app oxima ed by he same FE space has been widely s udied and
se e al combina ions (which we deno e by (Uh, Vh) – Ph, in he 2D case) a e known sa is ying he
disc e e in -sup condi ion (6). Tha is he case, o example, o (P1,b,P1,b) – P1(usually known as
P1+bubble o mini-elemen ), (P2,P2) – P1and (Q2,Q2) – Q1(Taylo -Hood elemen s), while some
o he s do no sa is y (6) in gene al (see o ins ance Sec ion 2and e e ences he ein). As usual,
P1,b deno es P1con inuous unc ions en iched by a “bubble” unc ion o each elemen and Qka e
con inuous enso Pk× Pkelemen s on quad angula meshes.
This wo k is cen e ed in he case whe e Uhand Vha e app oxima ed by di e en FE spaces,
o which (as a as we know) only he case (P2,P1) – P0has been add essed, see [S e90]. Some new
combina ions (Uh, Vh) – Pha e going o be s udied, showing (o e using) i s s abili y in wide mesh
amilies and ex ending he analysis o h ee-dimensional domains.
Speci ically, ou main con ibu ion is showing ha al hough he in -sup condi ion (6) does no
hold in gene al o he combina ions (P1,b,P1) – P1and (P2,P1) – P1(and also o he symme ic
cases (P1,P1,b) – P1and (P1,P2) – P1), i is sa is ied in nume ous mesh amilies, namely in uni-
o mly uns uc u ed meshes (see De ini ion 7). In ac , one can easily de ec i a gi en mesh is
no uns uc u ed and, wi h a sligh pos -p ocessing, ans o m i in o a uni o mly uns uc u ed one
(see Algo i hm 1below).
The e a e some o he well-known uns able elemen s ( o ins ance (P1,P1) – P0and (P1,b,P1) – P0,
see Sec ion 2) which ha e less deg ees o eedom han he “mini-elemen ” (P1,b,P1,b) – P1and ha
a e s able jus in some conc e e meshes. These meshes a e, in pa icula , uni o mly uns uc u ed
and indeed FE combina ions p o ided in his pape a e s able in a e y much la ge amily o meshes.
In his sense, (P1,b,P1) – P1cons i u es a “minimal-elemen ” because wi h less deg ees o eedom
han he “mini-elemen ” s abili y is p o ided o uns uc u ed meshes (o sligh ly pos -p ocessed
s uc u ed ones).
P e ious esul s a e ex ended o 3Ddomains by using (P1,b,P1,b,P1) – P1and e en (P1,b,P1,P1) – P1
(and he co esponding spaces eplacing P1,b by P2). Addi ionally, we p esen some nume ical es s
showing ha (P1,b,P1) – P1p ese es he accu acy O(h) while (P2,P1) – P1p esen s a loss o o -
de (only o de O(h)) wi h espec o he o de O(h2) o he classical Taylo -Hood app oxima ion
(P2,P2) – P1.
Ou in e es on he s abili y o aniso opic ho izon al/ e ical eloci y app oxima ion has been
mo i a ed by he s udy o some geophysical luid models go e ning he mo ion o la ge scale oceans
(see o ins ance [CB09] and e e ences he ein ci ed). In ac , hey lead o he Na ie -S okes
equa ions wi h aniso opic eddy iscosi ies in shallow domains o , a e escaling, o equi alen
models in adimensional domains [AG01,BL92]. In he linea s eady case, he ollowing Aniso opic
S okes p oblem a ises:
−∆u+∇xp= in Ω,
−ε2∆ +∂zp=gin Ω,
∇ · (u, ) = 0 in Ω,
(AS)
3
whe e ε > 0 is he so-called aspec a io be ween e ical and ho izon al scales. When ε→0,
di usion o he e ical eloci y anishes [BL92] and a singula limi p oblem appea s, which is
called he Hyd os a ic S okes equa ions. This ype o p oblems also appea in he ansien nonlinea
case (called Hyd os a ic Na ie -S okes equa ions o P imi i e Equa ions o he ocean), see [AG01].
In a o hcoming wo k [GR14] (see also [Az´e94,Az´e96]) he well-posedness o he app oxima ions
in uni o mly uns uc u ed meshes o (AS) is de eloped ( alid when εis “small” o ze o). This heo y
is based on he S okes in -sup condi ion join ly o an addi ional in -sup condi ion needed o s abilize
he e ical eloci y. This new in -sup condi ion is sa is ied a disc e e le el when he p essu e
space is la ge enough wi h espec o he e ical eloci y one. Bu , o s anda d S okes FE spaces,
he when he numbe o deg ees o eedom o p essu e is oo la ge hen S okes s abili y is no
sa is ied. The ques ion is, a e he e in e media e possibili ies o app oxima ing eloci y-p essu e
mixed o mula ion sa is ying bo h s abili y cons ain s ? The answe gi en in his pape is yes, bu
o uni o mly uns uc u ed meshes.
This pape is o ganized as ollows. In Sec ion 2, we ecall some esul s abou app oxima ions wi h
discon inuous p essu e. In Sec ion 3we p o e ha (P1,b,P1) – P1is s able in uni o mly uns uc u ed
meshes and show i s ins abili y in some s uc u ed meshes. Resul s a e gene alized o he 3Dcase
and nume ical es s a e shown con i ming ou analysis. In Sec ion 4, we show ha (P2,P1) – P1is
also s able in mos uns uc u ed meshes, al hough he esul s a e sligh ly mo e es ic i e han o
(P1,b,P1) – P1app oxima ion. This heo y is suppo ed by some nume ical expe imen s, including
some 3D es s. Finally, in Sec ion 5, we show ins abili y o he combina ion (Q2,Q1) – Q1on
quad angula elemen s, bo h analy ical and compu a ionally.
2 De ini ions and no a ions. P0app oxima ion o he p essu e
Le us assume elsewhe e ha Ω ⊂Rd, wi h d= 2 o d= 3, is a domain wi h polygonal bounda y
and le Th⊂Rdbe a shape egula amily o iangula ions o Ω. Fu he mo e, le us suppose ha
This a simplicial mesh (i.e. composed o 2D iangles o 3D e ahed ons), unless o he wise s a ed.
In his sec ion we ecall some esul s abou discon inuous app oxima ion o p essu e. Speci ically,
he case d= 2 is conside ed and, o he app oxima ion o he disc e e S okes p oblem (4)–(5), he
ollowing P0discon inuous space o he app oxima ion o he p essu e is in oduced:
Ph={ph∈L2
0(Ω) / p|T∈ P0∀T∈ Th}.(7)
Abou eloci y, we de ine Wh=Uh×Vh, whe e Uhand Vha e con inuous FE spaces o ho izon al
and e ical eloci y, espec i ely. Indeed, we deal P1,P1,b o P2spaces o ho izon al eloci y and
P1 o e ical one. O cou se he symme ic choice is equi alen .
As esul , we conside he FE combina ions deno ed by (P1,P1) – P0, (P1b,P1) – P0and (P2,P1) – P0
whose s abili y has been su icien ly analyzed in li e a u e and we can summa ize as ollows:
(P2,P1) – P0is he minimal FE combina ion (wi h P0discon inuous p essu e) which is s able in
gene al meshes. Namely, le us conside
Vh={ h∈H1
0(Ω) ∩C0(Ω) / |T∈ P1,∀T∈ Th}(8)
•Ins abili y o (P1,P1) – P0app oxima ion, i.e. he case whe e Uh=Vh, is well known o occu
excep ing some speci ic meshes (called c isc oss meshes, see [QZ07]). They a e pa icula
cases o x–uns uc u ed and y–uns uc u ed meshes, see De ini ion 6.
•Ins abili y o (P1,b,P1) – P0, i.e. he case whe e
Uh={uh∈H1
0(Ω) ∩C0(Ω) / uh|T∈ P1,b(T),∀T∈ Th},(9)
4
can be easily educed o he abo e case, using he ac ha in eg als in iangles o de i a i es
o bubble unc ions anish. The case (P1,b,P1,b) – P0is simila .
•S abili y o (P2,P1) – P0, i.e. he case whe e
Uh={uh∈H1
0(Ω) ∩C0(Ω) / uh|T∈ P2,∀T∈ Th}(10)
while Vhand Pha e de ined espec i ely in (8) and (7), was shown by R. S enbe g in [S e90], us-
ing he mac o-elemen echnique (which was de eloped by himsel in ha e e ence and [S e84]).
3 S abili y o he (P1,b,P1)–P1app oxima ion
In wha ollows, con inuous piecewise linea p essu es a e selec ed:
Ph={ph∈L2
0(Ω) ∩C0(Ω) / p|T∈ P1,∀T∈ Th}.(11)
Using he mac o-elemen echnique, we s udy he 2D case, whe e Uhis a con inuous P1,b FE space,
as de ined in (9) and Vhis a con inuous P1space, as in (8). Resul s a e gene alized o he 3Dcase
(Sec ion 3.2) and some nume ical expe imen s a e shown, suppo ing hese esul s (Sec ion 3.3).
3.1 The 2D case
Fo he s udy o he (P1,b,P1) – P1app oxima ion, he mac o-elemen echnique is applied, ollowing
he seminal pape s o S enbe g [S e84,S e90] (specially he o me ). We show a local s abili y esul
(Theo em 3) and global s abili y esul (Theo em 4), whe e a gene aliza ion o S enbe g’s heo y
mus be in oduced.
A mac o-elemen pa i ioning, Mh, o a iangula ion Thin Ω is a amily o connec ed se s
M∈ Mhwhich a e union o a leas wo elemen s o Th. Fo each M∈ Mh, le U0,M and V0,M be
he spaces o unc ions in H1
0(M)∩C0(M) which a e, espec i ely, in P1,b and P1 o all T⊂M.
Le PMbe he space o unc ions in C0(M) which a e in P1 o e e y T⊂M.
De ini ion 1. We say ha (Uh, Vh)–Phis egula in a mac o-elemen Mi
The se NM=ph∈PM,ZM
(∂xuh+∂y h)ph= 0 ∀(uh, h)∈U0,M ×V0,M
only consis s o he unc ions which a e cons an on M.
(12)
In o he case, (Uh, Vh)–Phis said singula in M.
S enbe g shown, oughly speaking, ha i his egula i y condi ion is sa is ied, independen ly o
he geome ical shape o he mac o-elemen s o some gi en pa i ioning (and unde sligh opological
es ic ions on mac o-elemen s, o mula ed in Theo em 3below) he global in -sup condi ion (6)
holds uni o mly (i.e. wi h a cons an βindependen o he mac o-elemen ).
Mo e speci ically, acco ding o he heo y o S enbe g, we in oduce he ollowing de ini ion:
De ini ion 2. A mac o-elemen Mis said o be equi alen (in he sense o S enbe g) o a e e -
ence mac o-elemen M∗i he e exis s a con inuous one- o-one applica ion FM:M∗→Mwhich
consis en ly maps elemen s con ained in M∗ o elemen s in M(see [S e84] o [S e90] o de ails).
The ollowing esul holds (see Theo em 3.1 in [S e90]):
5
Theo em 1. Suppose ha he e exis s a amily o mac o-elemen s, Mh, o Thwhich is composed
o a ixed se o equi alence (in he sense o S enbe g) classes Eno mac o-elemen s, n= 1, ..., N
and a posi i e in ege L(Nand Lindependen o h) such ha :
(M1) The condi ion (12) is sa is ied o e e y M∈ Mh(i.e. (Uh, Vh)–Phis egula in mac o-
elemen s).
(M2) Each M∈ Mhbelongs o one o he classes En,n= 1, ..., N.
(M3) I eis an edge (o ace) o an elemen o Thwhich is in e io o Ω, hen eis in e io o a
leas one and no mo e han Lmac o-elemen s o Mh.
Then he S okes disc e e in -sup condi ion (6) holds o (Uh, Vh)–Ph.
In his wo k we ocus on a conc e e se o amilies o mac o-elemen s, which a e de ined as union
o he elemen s o Thwhich sha e one only in e io e ex. Mo e p ecisely, le us deno e by ◦
Th he
se o all o he e ices o Thwhich a e in he in e io o Ω.
De ini ion 3.
•We say ha a mac o-elemen c
Mis cen e ed in a e ex q∈◦
Thi c
Mis he union o e e y
T∈ Thsuch ha qis a e ex o T.
•We de ine a e ex-cen e ed mac o-elemen pa i ioning o Th, deno ed by c
Mh, as any mac o-
elemen pa i ioning o Thsuch ha e e y c
M∈c
Mhis cen e ed in some e ex q∈◦
Th.
I c
Mis cen e ed in q0, we deno e by nq0
(o jus n ) he numbe o e ices qin c
Msuch ha
q6=q0. See ha n ma ches also he numbe o elemen s con ained in c
M. Fo example, Figu e 1
shows wo mac o-elemen s, each o which is cen e ed in a e ex, q0, wi h n = 5 in bo h cases.
Shape egula i y o Thimplies ha ∃N∈N(independen o h) such ha each e ex o This
in no mo e han Nelemen s. On he o he hand, i This a simplicial mesh amily in Rd, one has
d < nq
. The e o e:
d < nq
≤N, ∀q∈◦
Th.(13)
Fixed a e e ence mac o-elemen c
M∗(cen e ed in a e ex q∗∈◦
Th) and ixed n=nq∗
, we deno e
by b
En he amily o mac o-elemen s which a e equi alen (in he sense o S enbe g) o c
M∗. Thus
a mac o-elemen pa i ioning c
Mhis wha e e such ha e e y M∈c
Mhbelongs o some b
En, wi h
n∈N. He ea e we assume ha Thsa is ies he ollowing sligh ly es ic i e hypo hesis:
Assump ion 1. Each elemen T∈ Thhas a leas one e ex in he in e io o , Ω.
Acco ding o (13), o any simplex mesh sys em Th, one can build a leas one and a mos N−d
amilies o e ex-cen e ed mac o-elemen s, b
Ed+1,b
Ed+2 ..., b
EN. Assump ion 1ensu es ha Thcan
be co e ed by mac o elemen s o hese amilies.
Lemma 2. Any e ex-cen e ed mac o-elemen pa i ioning c
Mhsa is ies (M2) and (M3).
P oo . Only (M3) mus be sa is ied. I eis an edge (o ace) in he in e io o Ω, hen i is adjacen
o, a leas , one in e io e ex, q0and hen eis in e io o, a leas , he mac o-elemen cen e ed in
q0. On he o he hand eis in e io o (a mos ) dmac o-elemen s: ha one which a e cen e ed in
q0and hose ones cen e ed in qi,i= 1, ..., d −1, whe e qia e he o he e ices o e.
6
q0
q1
q2q3
q4
q5
T1
T2
T3
T4
T5M+
M−
(a) Mac oelemen ha can be spli by an
ho izon al line ( hen, i is y–s uc u ed and
(P1,b,P1) – P1is no egula in i ).
q0
q1
q2q3
q4
q5
1
2
3
4
5
T1
T2
T3
T4
T5
(b) Mac oelemen ha canno be spli by
any s aigh line (i is x–uns uc u ed and
y–uns uc u ed).
Figu e 1: Bubble mac oelemen s.
Thus (in meshes sa is ying Assump ion 1) Lemma 2and Theo em 1s a e ha accomplishing he
egula i y condi ion (M1) in some e ex-cen e ed mac o-elemen pa i ioning c
Mhis su icien o
in -sup condi ion (6). The d awback is ha , as i is shown below, no all o e ex-cen e ed mac o-
elemen s sa is y hypo hesis (M1). Nex we p o ide a esul cha ac e izing he mac o-elemen s o c
Mh
whe e ha hypo hesis (in ac (12)) holds o (P1,b,P1) – P1. The idea is checking he mac o-elemen
s uc u e in he ollowing sense.
De ini ion 4. Le Thbe a iangula ion o Ω⊂Rd(in p ac ice, d= 2 o 3) and le Mbe a
mac o-elemen in Th. We say ha Mcan be spli by an hype plane Πi he e exis s wo o he
mac o-elemen s M1and M2, composed o elemen s o Th, such ha M1∪M2=Mand M1∩M2⊂Π.
De ini ion 5. A mac o-elemen Mo a mesh This be said x–s uc u ed i Mcan be spli by an
hype plane x=C, o some C∈R. In o he case, i is said x–uns uc u ed.
No e ha a x–s uc u ed mac o-elemen can be spli by a s aigh line (a plane, in he 3Dcase)
which is o hogonal o he xaxis. Simila ly, a whole mesh This said x–s uc u ed i i can be
spli by an hype plane x=C,C∈R. Analogue de ini ions can be p o ided o y–s uc u ed and
z–s uc u ed mac o-elemen s o meshes.
Fo example:
•Figu e 1a ep esen s a 2Dmac o-elemen ha can be spli by an ho izon al line (and no by
a e ical line), hen i is y–s uc u ed (and x–uns uc u ed).
•The whole mesh in Figu e 3(i.e. all i s e ex-cen e ed mac o-elemen s) is x–s uc u ed and
y–s uc u ed.
•The mac o-elemen ep esen ed in Figu e 1b canno be spli by any ho izon al o e ical
s aigh line, he e o e i is x–uns uc u ed and y–uns uc u ed.
The ollowing esul ela es he egula i y in a mac o-elemen wi h i s s uc u e. In ac , i s a es
ha , in hose mac o-elemen s which a e uns uc u ed in some di ec ion, he bubble unc ions can
be sa ely emo ed om he co esponding componen o he eloci y ield.
Theo em 3. Le c
Mbe a mac o-elemen in a e ex-cen e ed pa i ioning c
Mh. Then:
7
1. The combina ion (P1,b,P1)–P1is egula in c
M(namely (12) holds o c
M) i and only i c
M
is y–uns uc u ed.
2. The combina ion (P1,P1,b)–P1is egula in c
Mi and only i c
Mis x–uns uc u ed.
This Theo em can also be in e p e ed as ollows: he s anda d mini-elemen (P1,b,P1,b) – P1is
“ oo ich” in hose mac o-elemen s which a e uns uc u ed in he xo ydi ec ion.
P oo . We show only he i s s a emen , because he second one is symme ic.
⇐Le c
M∈c
Mhbe a mac o-elemen wi h q0as unique in e io e ex. Le n =nq0
,qi(i= 1, ...n )
he numbe o elemen s a ound q0and i(i= 1, ..., n ) he bubble deg ees o eedom (ba ycen es
o he iangles in c
M). I c
Mis y–uns uc u ed hen he e a e no wo e ices qiand qjin c
M
ho izon ally aligned o q0. Fo each ph∈Nc
M, ha is Rc
M(∂xuh+∂y h)ph= 0, le us deno e he
shape unc ions
ph|Ti=ai+bix+ciy, ∀Ti∈c
M.
Fi s le us choose h= 0 and uh∈U0,
c
Msuch ha uh= 1 on a ba ycen e iand uh= 0 on all
o he deg ees o eedom in c
M( j,j= 1, ..., n ,j6=iand qk,k= 0, ..., n ), ha is uhis a bubble
unc ion on Ti. Then,
0 = Zc
M
(∂xuh+∂y h)ph=ZTi
∂xuhph=−ZTi
uh∂xph=−biZTi
uh,
hence
bi= 0 ∀i= 1, ..., n ,(14)
in pa icula ∂xph= 0 in c
M. Now, imposing he con inui y o phon q0and assuming, wi hou loss
o gene ali y, q0= (0,0), i is s aigh o wa d ha he e exis s a∈Rsuch ha
a1=... =an =a. (15)
On he o he hand, imposing he con inui y o phin he emaining e ices qi= (qx
i, qy
i)∈∂c
M
he common e ex o Tiand Ti+1 (deno ing Tn +1 =T1), one has:
qy
i(ci+1 −ci) = 0, i = 1, ..., n ,(16)
whe e (14) and (15) ha e been applied. The e o e i qy
i6= 0 o all i, ha is i he e is no e ex
ho izon ally aligned wi h q0, hen he e exis s c∈Rsuch ha
c1=... =cn =c. (17)
This equali y is also ue when he e is only one e ex ho izon ally aligned wi h q0, because in (17)
he e is one equa ion plus han unknowns c1, ..., cn .
Finally le us choose uh= 0 and h∈V0,
c
Mde ined as h= 1 in q0and h= 0 in all o he
deg ees o eedom (qi,i= 1, ..., n ). Applying he quad a u e o mula RT dx dy =|T|
3P3
i=1 (qT
i)
wi h qT
i he e ices o T, which is exac in P1,
0 = Zc
M
∂y hph=−
n
X
i=1 ZTi
h∂yph=−
n
X
i=1
ci
|Ti|
3
and conside ing (17) we conclude ci= 0 o all i. Consequen ly, phis cons an on c
Mand mac o-
elemen condi ion (12) holds.
8
⇒Assume he e a e wo o he e ices ho izon ally aligned wi h q0= (0,0) (wi hou loss o
gene ali y hey a e being indexed qjand qn ). F om (16) we only deduce:
c1=c2=... =cj,
cj+1 =cj+2 =... =cn ,
and in his case, o some c,ec∈R,
∂yph(x, y) = (ci y > 0,
eci y≤0.(18)
We a e going o use his idea o ob ain a coun e example. Indeed, now c
Mcan be spli in o wo
disjoin egions: c
M+={(x, y)∈c
M / y > 0}and c
M−={(x, y)∈c
M / y < 0}, each o which can
be w i en as union o iangles o c
M(see Figu e 1b). Fo any pa ame e s aand c∈R, le us de ine
ph∈Pc
Mas ollows:
ph(x, y) =
a−c
|c
M+|yi (x, y)∈c
M+,
a+c
|c
M−|yi (x, y)∈c
M−,
whe e |R|deno es he a ea o a egion R⊂R2. E e y h∈V0,
c
Mcan be cha ac e ized as he P1
basis unc ion ha is equal o α= h(q0) in he e ex q0and 0 in all o he e ices in c
M. Hence
one has (applying he abo e mass-lumping quad a u e o mula):
Zc
M
∂y hph=−Zc
M
h∂yph=c
|c
M+|Zc
M+
h−c
|c
M−|Zc
M−
h
=c
|c
M+|X
T⊂
c
M+
|T|
3α−c
|c
M−|X
T⊂
c
M−
|T|
3α=c
3α−c
3α= 0
Then, aking in o accoun ha ∂xph= 0, he equali y Rc
M(∂xuh+∂y h)ph= 0 is sa is ied o all
(uh, h)∈U0,
c
M×V0,
c
M, he e o e (12) does no hold.
Now, we a e in e es ed in ex ending he local s abili y esul o Theo em 4 o a global esul o
he whole Th. Acco ding o Theo em 1and Lemma 2, in o de o apply he mac o-elemen heo y
o he pa icula amily c
Mh, i mus be shown ha mac o-elemen egula i y condi ion (12) holds
o all c
M∈c
Mh, namely o e e y mac o-elemen in he amilies b
Ed+1, ..., b
EN. The d awback is
ha y–s uc u ed mac o-elemen s a e pa o hese amilies, and egula i y condi ion is no sa is ied
o y–s uc u ed mac o-elemen s, acco ding o Theo em 4(in he case o (P1,b,P1) – P1).
No e ha e en i a conc e e mesh amily, Th, is buil whe e e e y c
Mis y–uns uc u ed (and
hen egula i y condi ion (12) is sa is ied o e e y c
M) one canno apply Theo em 1 o conclude
ha in -sup condi ion (5) holds. Indeed, in Theo em 1,Mhis composed o e e y o he equi alen
mac o-elemen s in he sense o S enbe g (De ini ion 2), independen ly o a conc e e mesh amily
(and hence including y–s uc u ed mac o-elemen s). In ac one could build an uns uc u ed mesh
amily con e ging o a s uc u ed one, hence s abili y is no sa is ied when h→0. Nume ical
es 8shows an example ela ed o his ac . The solu ion is conside meshes which a e uni o mly
uns uc u ed in he ollowing sense.
Le c
Mhbe a e ex-cen e ed mac o-elemen pa i ioning a mesh Th. Le c
M∈c
Mh, le qbe i s
in e io e ex and {T1, ..., Tn} he elemen s o Thcon ained in c
M. Fo i= 1, ..., n−1, we deno e by
σi he angle be ween he posi i e ho izon al semiaxis om qand he common edge o he iangles
Tiand Ti+1 o c
M. Simila ly, σnis de ined using he common edge o Tnand T1.
9
Finally, i he e ahed ons K1, ..., Kncan be connec ed h ough a chain o aces, T1,2, T2,3, ...,
Tn−1,n, ha a e no o hogonal o he plane z= 0, hen b1=b2=... =bn=b0and c1=c2=... =
cn=c0, o some b0,c0∈R.
Fo he ollowing esul , we use he concep o spli ing a mac o-elemen by a se o semi-planes.
This spli ing concep can be de ined in he sense o De ini ion 4.
Theo em 8. Le c
M∈c
Mhwi h one only in e io e ex, q0. Le 0be he e ical s aigh line
h ough q0and le Fbe he amily o he ( e ical) semi-planes bounded by 0.
1. I c
Mcanno be spli by semi-planes o F, hen (P1,P1,P1b)–P1is egula in c
M.
2. I c
Mcan be spli by only wo semi-planes o F, hen (P1,P1,P1b)–P1is egula in c
Mi and
only i hese wo semi-planes a e no aligned (i.e. hey do no o m a e ical plane spli ing
c
M).
3. I c
Mcan be spli by mo e han wo semi-planes o F, hen (P1,P1,P1b)–P1is no egula in
c
M.
P oo . Le phin Nc
Mwi h ph|Ti=ai+bix+ciy+diz,i= 1, ...nK. Wi hou loss o gene ali y, we
can assume q0= (0,0,0). Then, by con inui y in q0,a1=... =an. Le us choose u2
h= h= 0 in
c
Mwhile u1
his equal o 1 in q0and 0 in all o he deg ees o eedom. Using he quad a u e o mula
de ined in he e ices o e ahed ons (exac in P1), he ollowing condi ion is sa is ied:
0 = Zc
M
∂xu1
hph=−
nK
X
i=1
|Ki|bi.(24)
Applying he same a gumen o u1
h= h= 0 while u2
his equal o 1 in q0and 0 in all o he deg ees
o eedom:
0 = Zc
M
∂yu2
hph=−
nK
X
i=1
|Ki|ci.(25)
1. Since c
Mcanno be spli by semi-planes o F, hen any wo e ahed ons o c
Mcan be connec ed
by a chain o no e ical aces. Applying Lemma 7 o M0=c
M, one has ha phcan be w i en as
ph=a+bx +cy. Then, aking in o accoun (24) and (25), b= 0 and c= 0, hence pis cons an on
c
Mand he mac o-elemen condi ion (22) holds.
2. I c
Mcan be spli only by wo semi-planes, Π1and Π2o Fin o wo egions M0
1and M0
2 hen
(acco ding o Lemma 7), he e exis b1, c1, b2, c2∈Rsuch ha
ph|M0
1u=a+b1x+c1y,
ph|M0
2=a+b2x+c2y.
Le q0= (0,0,0), q1= (x1, y1, z1) and q2= (x2, y2, z1) be he e ices o an in e io e ical ace
T⊂Π1. The con inui y o phin Tmeans:
x1(b1−b2) + y1(c1−c2)=0,(26)
x2(b1−b2) + y2(c1−c2)=0.(27)
16
Bu , acco ding o Lemma 6,x1y1
x2y2= 0,
hen (26) and (27) a e educed o one only equa ion, e.g. (27).
Simila ly, i q0= (0,0,0), eq1= (ex1,ey1,ez1) and eq2= (ex2,ey2,ez1) a e he e ices o an in e io
e ical ace e
T⊂Π2, one only equa ion is ob ained om he con inui y o phin e
T:
ex1(b1−b2) + ey2(c1−c2)=0.(28)
⇐I he e ical semi-planes Π1and Π2a e no aligned hen he p ojec ions o (x1, y1, z1)∈Π1
and (ex1,ey1,ez1)∈Π2in z= 0 a e no aligned, ha is:
x1y1
ex1ey26= 0.
Hence, om (27)–(28), b1=b2and c1=c2. Using (24)–(25), we conclude b1=b2=c1=c2= 0,
and ph=ain c
M.
⇒I Π1and Π2a e aligned, (27) and (28) a e educed o one only equa ion which is no enough
o conclude b1=b2=c1=c2= 0. In ac , coun e examples o no cons an p essu es o Nc
M
sa is ying b16=b2o c16=c2, can be ob ained simila ly o he coun e example gi en in he p oo o
Theo em 5.
3. Le M0
1, ..., M0
nbe egions esul ing om spli ing c
Mby nsemi-planes (n > 2), Π1, ..., Πno F.
A guing as in he p e ious case one has ha , o each i= 1, ..., n,ph|M0
i=a+bix+ciyand he
con inui y o phin Πican be educed o one only equa ion:
xi(bi−bi+1) + yi(ci−ci+1)=0,
whe e qi= (xi, yi, zi)∈Πi. The e o e, we ha e a mos nindependen equa ions wi h 2nunknowns,
biand ci. Since n > 2, he equa ions (24) and (25) a e no enough o conclude bi=ci= 0 o all
i= 1, ..., n, because we ha e a mos n+2 independen equa ions bu 2nunknowns (and n+2 <2n
i n > 2).
Rema k 5. Using Theo em 1and Lemma 2, he mac o-elemen egula i y esul gi en in Theo em 8
can be used as a su icien condi ion assu ing he s abili y o (P1,P1,P1b) – P1in 3Dmeshes ha a e
uni o mly z–uns uc u ed, in he sense o meshes which uni o mly do no p esen a local s uc u e
like he one discussed in Theo em 8(spli ing by e ical semi-planes). In p ac ice, one can hope
ha he uns uc u ed 3Dmeshes ob ained wi h usual so wa e ools p esen his p ope y bu , in
any case, mesh may be es ed and e en ually sligh ly modi ied ( ia a gene aliza ion o Algo i hm 1)
o ensu ing s abili y.
3.3 Nume ical simula ions
Some compu a ional simula ions a e p o ided, which ag ee wi h he nume ical analysis o p e ious
sec ions.
Tes 1 ((P1,b,P1)–P1and he ca i y es in a x–s uc u ed and y–uns uc u ed mesh).
As i s nume ical es we ha e chosen, in he uni squa e Ω = (0,1)2, a x–s uc u ed and y–
uns uc u ed mesh like he one shown in Figu e 2, whe e he s abili y o (P1,b,P1) – P1is gua an eed
17
(a) (P1,b,P1,b) – P1. (b) (P1,b,P1) – P1. (c) (P1,P1,b) – P1.
Figu e 4: P essu e con ou plo s in a y–uns uc u ed mesh (lid-d i en ca i y es ).
(see Rema k 1). We ha e app oxima ed he solu ion o he S okes p oblem (1)–(3) wi h Di ichle
condi ions u= 1 on he op bounda y, u= 0 on he es o ∂Ω and = 0 on all ∂Ω.
Fo he p ac ical implemen a ion, ha speci ic mesh is gene a ed (wi h 15 ×15 edges, i.e. h≃
0.666) by a sc ip p og ammed using he Py hon language, which gene a es a mesh ile using he
o ma o he mesh gene a o Gmsh [GR09]. This ile is impo ed by he S okes sol e , which has
been p og ammed using he FEniCS FE sui e [LMW+12], aking ad an age o he acili ies o e ed
by his ool o se ing he bounda y condi ions on his speci ic mesh.
The p og am has been un o h ee choices: (P1,b,P1,b) – P1, (P1,b,P1) – P1and (P1,P1,b) – P1.
As expec ed, he las case p esen s he wo s beha iou o he p essu e, sugges ing he ins abili y
o (P1,P1,b) – P1in hese x–s uc u ed meshes (Figu e 4c). On he o he hand, he esul s o
(P1,P1,b) – P1a e simila o he mini-elemen (P1,b,P1,b) – P1(Figu es 4b and 4a, espec i ely), as
expec ed om he s abili y o (P1,b,P1) – P1in y–uns uc u ed meshes.
No ice ha in his es (and in he nex ones below) he S okes mixed scheme (4)-(5) has been
sligh ly al e ed by in oducing a s anda d p essu e penaliza ion in he di e gence equa ion:
ZΩ
(∂xu+∂y )p+εZΩ
p p = 0,∀p∈Ph,
whe e εis a small penaliza ion pa ame e (in his example, we ha e selec ed ε= 10−10). Wi h his
app oxima ion, he condi ion RΩp= 0 is sa is ied implici ly (we ob ain RΩp=−5.12 ·10−8) and
hence i is no longe necessa y o include i in he de ini ion o Ph. Then, we can ake Ph={ph∈
C0(Ω) / p|T∈ P1,∀T∈ Th}.
Tes 2 ((P1,b,P1)–P1and he ca i y es ). As he second nume ical es , he 2D S okes p ob-
lem (1)–(3) has been sol ed in he squa ed domain Ω = (0,1)2⊂R2, using (P1,b,P1) – P1FE
in wo di e en meshes: an uns uc u ed mesh wi h 3,792 iangles (buil wi h 20 edges on each
bounda y segmen , see Figu e 5a) and a s uc u ed mesh wi h he same numbe o bounda y edges
(Figu e 6a). Then, in bo h cases h≃1/20.
We ha e ixed he Neumann condi ion ν∂u
∂z = 1 on he op bounda y, while u= 0 on he es o ∂Ω
and = 0 on all ∂Ω. In his case, he implemen a ion has been de eloped in F eeFem++ [PHLHM].
In bo h simula ions (uns uc u ed and s uc u ed mesh) he eloci y iled p esen simila be-
ha io (Figu es 5b and 6b). Bu he p essu e unknown, ha is co ec in he uns uc u ed case
18
(a) Uns uc u ed mesh. (b) Veloci y ield. (c) P essu e.
Figu e 5: (P1,b,P1) – P1elemen s in a uns uc u ed mesh.
(a) S uc u ed mesh. (b) Veloci y ield. (c) P essu e.
Figu e 6: (P1,b,P1) – P1elemen s in a s uc u ed mesh.
19
Figu e 7: Veloci y and p essu e e o s o (P1,b,P1) – P1(le ) and (P1,b,P1,b) – P1( igh )
(Figu e 5c), p esen s clea non-physical oscilla ions in he uns uc u ed one (Figu e 6c) which has
a somewha “checke -boa d” s uc u e simila o classical uns able app oxima ions o S okes p ob-
lem [GR86]. Hence his expe imen con i m ha (P1,b,P1) – P1is s able in meshes which canno be
spli by any ho izon al segmen , as p edic ed by he 2Dnume ical analysis de eloped in Sec ion 3.1.
Tes 3 ((P1,b,P1)–P1and e o o de s). Thi dly, o gi e an es ima e o he con e gence o de s,
we ha e conside ed a 2D example in Ω = (0,1)2whose exac solu ion is:
u(x, y) = cos(2πx) sin(2πy)−sin(2πy), (x, y) = −u(y, x),(29)
p(x, y)=2π(cos(2πy)−cos(2πx)).(30)
No e ha ∂xu+∂y = 0, (u, )|∂Ω= 0 and RΩp= 0. The ex e nal o ce , is calcula ed so ha he
momen um equa ion (1) hold.
The p oblem has been sol ed in some uns uc u ed meshes ( ecall ha he heo y p edic s
ins abili y o (P1,b,P1) – P1in s uc u ed meshes), wi h h≃2−2, 2−3, ..., 2−8. The absolu e e o s
ob ained ha e been plo ed in Figu e 7a, while Table 1shows he alues o he con e gence o de s
associa ed o hose e o s, which a e calcula ed as log(eh2/eh1)/log(h2/h1), when h1< h2 a el
h ough he di e en mesh sizes.
Taking in o accoun e o es ima es (19), we can s a e he ollowing conclusions:
•Fo bo h componen s o he eloci y ield, op imal con e gence is ob ained, ha is o de O(h2)
in L2(Ω) and o de O(h) in H1(Ω). Fo p essu e, op imal o de O(h) in L2(Ω) is ob ained.
•The esul s a e e y simila (almos iden ical o he eloci y componen s) o he classical
mini-elemen , (P1,b,P1,b) – P1, whose e o s a e shown in Figu e 7b. I is signi ican o no e
ha he combina ion (P1,b,P1) – P1p ese es he e o o de s while equi es a mino numbe
o deg ees o eedom han (P1,b,P1,b) – P1and a smalle compu a ional e o . On he o he
hand, o app oach he Aniso opic S okes p oblem (see (AS) abo e), (P1,b,P1) – P1is s able
in mos meshes, while (P1,b,P1,b) – P1looses i s s abili y (c . [GR14]).
Tes 4 (Pos -p ecessing Algo i hm 1). We ha e used Algo i hm 1(wi h = 0.15) o modi ying
a s ongly s uc u ed mesh (de ined by 16 ×16 in e als in he uni squa e, see Figu e 8a), a i ing
20
h2−32−42−52−62−72−8
uku−uhkL21.099 1.709 1.952 1.876 1.988 2.019
ku−uhkH1
01.155 1.053 1.092 0.990 1.023 1.041
k − hkL21.914 2.076 2.071 1.981 2.059 2.058
k − hkH1
00.912 1.046 1.010 0.994 1.022 1.022
pkp−phkL20.558 1.817 0.808 1.414 0.809 0.988
Table 1: E o o de s o eloci ies and p essu e ((P1,b,P1) – P1FE)
a he uns uc u ed mesh gi en in Figu e 8b. P essu e o a s anda d ca i y-d i en es shows
ins abili ies o (P1,b,P1) – P1in he o iginal s uc u ed mesh (Figu e 8a) bu no in he pos -
p ocessed one (Figu e 8b).
Tes 5 (3D domain, (P1,b,P1,b,P1)–P1o (P1,b,P1,P1)–P1and ca i y es ). In he 3Dcase,
we ha e app oxima ed he solu ion o he S okes equa ions (1)–(3) in he cube domain Ω = (0,1)3⊂
R3, using bo h:
1. A s uc u ed mesh, cons uc ed by F eeFem++ [PHLHM] h ough he subdi ision in h ee
e ahed ons o each ones o he cubes esul ing o he di ision o Ω in o 323equal ec angula
pa allelepipeds.
2. a uns uc u ed mesh consis ing o 190,968 e ahed ons, cons uc ed by he mesh gene a o
Gmsh [GR09] and hen impo ed o F eeFem++.
The Di ichle condi ion u(x, y, z) = y(y−1), (x, y, z) = w(x, y, z) = 0 has been ixed on he op
bounda y, while w= 0 has been ixed on he es o ∂Ω (whe e w= (u, , w) deno es he solu ion).
The FE app oxima ions (P1,b,P1,b,P1,b) – P1, (P1,b,P1,b,P1) – P1and (P1,b,P1,P1) – P1ha e been
used in each one o he wo meshes and he esul ing su ace plo s o he app oxima ed p essu e,
ph, is shown in Figu e 9(s uc u ed mesh) and Figu e 10 (uns uc u ed one).
Owing o he choice o a colo map ha highligh s he small absolu e alues o ph, spu ious
oscilla ions o he p essu e a e e iden o (P1,b,P1,b,P1) – P1and (P1,b,P1,P1) – P1in he s uc u ed
mesh (Figu es 9b and 9c), whe e we ha e s a ed hei ins abili y. On he o he hand, Figu es 10b
and 10c sugges a co ec beha iou (excep ing some small oscilla ions on he op o he domain) i
he mesh is uns uc u ed, con i ming heo e ical esul s in Sec ion 3.2.
Tes 6 (3Ddomain, en iching wi h bubble in he co ec di ec ion). In his es i has
been conside ed a mesh Tho he cubic Ω = (0,1)3, which p esen s a clea s uc u e only in he
z-di ec ion. Namely, This z–s uc u ed while x–uns uc u ed and y–uns uc u ed.
In conc e e, we ha e conside ed a he op o he domain, S, an uns uc u ed iangula ion Th2o
S(de ined wi h 64 sub-in e als on ∂S, i.e. h≃0.015). Then a 3Dmesh, Th, has been cons uc ed,
de ining i om he ex ension o Th2along 16 laye s uni o mly dis ibu ed in he z-di ec ion.
We ha e p og amed he lid d i en ca i y es (as de ailed in p e ious es s) o (P1,b,P1,b,P1,b) – P1,
(P1,P1,P1,b) – P1and (P1,b,P1,P1) – P1FE combina ions. In he esul ing g aphics o p essu e,
shown in Figu e 11, i can be seen ha he wo i s cases (Figu es 11a and 11b) p esen a simila co -
ec quali a i e beha iou , while he hi d one (Figu e 11c) p esen s some non physical oscilla ions
(which, in his g aphics, a e ampli ied by he selec ion o he colo map).
21
(a) O iginal s uc u ed mesh (b) Pos -p ocessed uns uc-
u ed mesh
(c) P essu e in s uc u ed mesh (d) P essu e in pos -p ocessed
mesh
Figu e 8: Tes o Algo i hm 1in a s uc u ed mesh.
(a) (P1,b,P1,b,P1,b) – P1(b) (P1,b,P1,b,P1) – P1(c) (P1,b,P1,P1) – P1
Figu e 9: Compa ison o bubble 3DFE in a s uc u ed mesh.
22
(a) (P1,b,P1,b,P1,b) – P1(b) (P1,b,P1,b,P1) – P1(c) (P1,b,P1,P1) – P1
Figu e 10: Compa ison o bubble 3DFE in an uns uc u ed mesh.
(a) (P1,b,P1,b,P1,b) – P1(b) (P1,P1,P1,b) – P1(c) (P1,b,P1,P1) – P1
Figu e 11: Compa ison o bubble 3DFE in a z–s uc u ed mesh.
This beha iou ag ee wi h he heo y de eloped in Sec ion 3.2, which sugges he s abili y o
(P1,P1,P1,b) – P1. Indeed, o his mesh, we can hope ha he mac o-elemen s c
M∈c
Mh, a e
x–uns uc u ed and y–uns uc u ed, hence adding bubble unc ions o he i s componen s o he
eloci y ield is no manda o y. Bu hese mac o-elemen s a e z–s uc u ed and hen, o ob aining
egula i y, i is necessa y and su icien adding bubble unc ions o he hi d componen . Also due
o his ac , we canno hope s abili y o (P1,b,P1,P1) – P1, (see Figu e 11c).
4 Abou s abili y o (P2,P1)–P1FE
4.1 The 2D case
In his sec ion we in oduce a P2con inuous space o he app oxima ion o he ho izon al componen
o eloci y ield,
Uh={uh∈H1
0(Ω) ∩C0(Ω) / uh|T∈ P2,∀T∈ Th},
while Vhand Pha e app oxima ed by P1con inuous elemen s, as de ined in (8) and (11).
As in Sec ion 3.1, le us suppose Thsa is ying Assump ion 1and le c
Mhbe he a e ex-
cen e ed mac o-elemen pa i ioning o Th, as in Figu e 12. Le U0,M be he space o unc ions in
H1
0(M)∩C0(M) which a e P2in each elemen T⊂Mand le V0,M and PMas in Sec ion 3.1. In
23
q0
q1
q2
q3
q4
q5
s1
s2
s3s4
s5
T1
T2
T3
T4T5
Figu e 12: (P2,P1) – P1mac o-elemen wi h a unique in e io e ex, q0, and n = 5.
his amewo k, Lemma 2means ha a su icien condi ion o he disc e e in -sup condi ion (6)
is ha c
Mhsa is ies (12), namely (P2,P1) – P1is egula in e e y c
M∈c
Mh. The ollowing esul
cha ac e izes his condi ion in unc ion o he numbe o elemen s con ained in c
Mand he numbe
o e ices which a e ho izon ally aligned wi h q0. See ha his case is a li le mo e echnical han
he simila one (Theo em 3) p esen ed in Sec ion 3.1 (see Rema k 8 o u he de ails).
Theo em 9. Le c
M∈c
Mhbe a mac o-elemen which can be w i en as union o n elemen s which
sha e exac ly one in e io common e ex, q0.
1. I c
Mis y–s uc u ed (i.e. he e a e wo e ices ho izon ally aligned o q0), hen (P2,P1)–P1
is no egula in c
M, namely condi ion (12) does no hold.
2. I he e is jus one e ex in c
Mho izon ally aligned wi h q0, hen (P2,P1)–P1is egula in
M.
3. I he e is no e ex ho izon ally aligned wi h q0:
(a) I n is odd, hen (P2,P1)–P1is egula in c
M.
(b) I n is e en, hen (P2,P1)–P1is egula in c
Mi and only i he ollowing algeb aic
condi ion does no hold:
n
X
i=1
(−1)ico (σi)1
|Ti|+1
|Ti+1|= 0,(31)
whe e co (σi) = cos(σi)/sin(σi)is he co angen unc ion and σia e he angles in oduced
be o e De ini ion 6
Rema k 6. The case (P1,P2) – P1is analogue and, o b e i y, is no enounced he e.
P oo . We spli he p oo in o ou s eps.
24
S ep 1. Algeb aic cha ac e iza ion o Nc
M.
Le Ti,i= 1, ..., n , be he elemen s o c
M. I ph∈Nc
M, le us de ine he o m unc ions ph|Ti=
ai+bix+ciy. As in Figu e 12, le us deno e by q0 he only e ex in e io o c
M,qi,i= 1, ...n , he
e ices in ∂c
Mand si,i= 1, ..., n he midpoin s o he edges in he in e io o c
M.
Choosing h= 0 and uh∈U0,
c
Mde ined as uh= 1 on a midpoin siand uh= 0 on all o he
deg ees o eedom o c
M(sj,j= 1, ..., n ,j6=iand qk,k= 0, ..., n ), hen
0 = −Zc
M
∇ · (uh, h)ph=−Zc
M
∂xuhph=Zc
M
uh∂xph=
=biZTi
uh+bi+1 ZTi+1
uh=|Tj|
3bj+|Tj+1|
3bj+1,
whe e we ha e applied he quad a u e o mula RT =|T|
3P3
i=1 (sT
i),which is exac on P2i sT
i
a e he midpoin s o he edges o T. Again, we ha e iden i ied he index i=n + 1 wi h i= 1.
De ining αi=|Ti|, he ollowing linea sys em o biis ob ained:
α1α20. . . 0 0
0α2α3. . . 0 0
.
.
..
.
..
.
.....
.
..
.
.
000. . . αn −1αn
α10 0 . . . 0αn
.
b1
b2
.
.
.
bn −1
bn
=
0
0
.
.
.
0
0
(32)
A simple calcula ion shows ha , i b1=−b/α1 hen b2=b/α2,b3=−b/α3,. . . ,bn = (−1)n b/αn
and b1= (−1)n +1b/α1. The e o e, he solu ion o (32) can be cha ac e ized as ollows:
I n is odd, bi= 0,∀i= 1, ..., n .
I n is e en, bi=(−1)i
αi
b, ∀i= 1, ..., n ,∀b∈R.(33)
Taking uh= 1 in q0,uh= 0 on all o he deg ees o eedom in c
Mand h= 0 does no p o ide
any new in o ma ion, because he midpoin quad a u e o mula means ha RTiuh= 0 o all i.
Finally le us choose uh= 0 and h∈V0,
c
Mde ined as h= 1 on he in e io e ex, q0, and o
cou se h= 0 on all e ices on ∂c
M. Then 0 = ( h, ∂yph) = Pn
i=1 ciRTi h=Pn
i=1 ci|Ti|/3 hence
n
X
i=1
αici= 0.(34)
Now assuming, wi hou loss o gene ali y, q0= (0,0) and imposing he con inui y o phon q0, i
is s aigh o wa d ha
a1=... =an =: a.
I qi= (qx
i, qy
i)∈∂c
M,i= 1, ..., n , being q0and qi he common e ices o Tiand Ti+1 (Figu e 12),
con inui y o phin qimeans:
qy
i(ci+1 −ci) = qx
i(bi+1 −bi),∀i= 1, ..., n .(35)
25
(a) (P2,P2,P2) – P1(b) (P2,P2,P1) – P1(c) (P2,P1,P1) – P1
Figu e 18: Compa ing he p essu e in a 3Duns uc u ed mesh.
q11
q12
q13
q21
q22
q23
q31
q32
q33
Figu e 19: (Q2,Q1) – Q1mac oelemen
loss o gene ali y i can be assumed ha he cen al e ex is loca ed a he o igin o coo dina es;
i.e. q22 = (0,0) using he no a ion o Figu e 19.
Le us de ine he ollowing FE spaces in M:
U0,M ={uh∈H1
0(M)∩C0(M)/ uh|K∈ Q2,∀K∈M},
V0,M ={ h∈H1
0(M)∩C0(M)/ |K∈ Q1,∀K∈M}
PM={ph∈C0(M)/ p|K∈ Q1,∀K∈M}.
Le us conside he Q1 unc ion phde ined as
ph(x, y) = (a+cy i y > 0,
a−cy i y≤0,(39)
whe e a, c ∈R,c6= 0. Then each h∈V0,M can be w i en as α φ22 o any α∈R, whe e φ22 is he
Q1basis unc ion ha is equal o 1 in q22 and ze o in all o he e ices o M. Hence, i we apply
he 2D apezoidal ule (which is exac in Q1) and aking in o accoun ha ∂xph= 0,
ZM
(∂xuh+∂y h)ph=−ZM
h∂yph=−c
|M+|ZM+
αφ22 +c
|M−|ZM−
αφ22
=c
|M+|X
K⊂M+
|K|
4α−c
|M−|X
K⊂M−
|K|
4α=c
4α−c
4α= 0.
The e o e he combina ion (Q2,Q1) – Q1is no s able in quad angula mac o-elemen s.
As in Sec ion 4, i is no di icul o ex end he p e ious coun e example o demons a e ha
he e exis s a amily o no null p essu es ph∈Phsa is ying (∇ · (uh, h), ph) = 0 o all uh∈Uh
32
(a) (b)
Figu e 20: P essu e o (Q2,Q2) – Q1(le ) and (Q2,Q1) – Q1( igh ). The la e , p esen s spu ious
ocilla ions.
and h∈Vh. Hence, in ec angula s uc u ed meshes, he S okes in -sup condi ion (6) does no
hold o he (Q2,Q1) – Q1combina ion.
Tes 11 ((Q2,Q1)–Q1and ca i y es ). Nume ical expe imen s con i m he (Q2,Q1) – Q1in-
s abili y, as can be seen in Figu e 20. We conside he 2DS okes p oblem (1)–(2) in Ω = (0,1)2.
Di ichle bounda y condi ions o uha e been applied; u= 1 on he op {y= 1}and u= 0 on he
es o ∂Ω. Abou , a na u al bounda y condi ion ∂
∂n= 0 has been chosen on ∂Ω. Bo h s able
(Q2,Q2) – Q1and uns able (Q2,Q1) – Q1combina ions o FE ha e been es ed in a mesh composed
o 15 ×15 ec angula elemen s. As expec ed, Figu e 20 shows spu ious p essu e oscilla ions in he
la e case. This expe imen has been p og ammed in C++ wi h LibMesh [KPSC06], a pa allel FE
lib a y which suppo s na i ely he Q1and Q2elemen s.
6 Conclusions
In his pape we ha e de eloped wo new amilies o FE spaces app oxima ing he S okes p oblem,
whe e con inuous and piecewise linea unc ions P1a e en iched, only o one componen o he
eloci y, by ei he bubble P1,b o quad a ic polynomial P2. These combina ions ha e been deno ed,
in he 2Dcase, by (P1,b,P1) – P1and (P2,P1) – P1.
In o de o compa e he use o bubble unc ions, we ha e seen ha combina ion (P1,b,P1) – P1in
uni o mly uns uc u ed meshes is mo e e icien han he well-known mini-elemen (P1,b,P1,b) – P1,
because (P1,b,P1) – P1p ese es he i s o de accu a e o (P1,b,P1,b) – P1while equi es a mino
numbe o deg ees o eedom and hen a smalle compu a ional e o .
On he o he hand, we ha e also p o ed ha combina ion (P2,P1) – P1in mos uni o mly un-
s uc u ed meshes is s able bu i does no p ese e he second o de accu acy o he well-known
Taylo -Hood elemen (P2,P2) – P1, al hough (P2,P1) – P1uses a mino numbe o deg ees o ee-
dom.
Mo eo e , he s abili y cons ain s o (P2,P1) – P1a e mo e es ic i e han o (P1,b,P1) – P1,
because hey depend no only on he s uc u e o he mesh bu also depend on he algeb aic
condi ion (34). Hence, in p inciple, he numbe o meshes whe e (P2,P1) – P1is s able is sligh ly
less han in he (P1,b,P1) – P1case.
Finally, he same ype o esul s a e also deduced in 3Ddomains o he case o bubble unc ions.
33
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34