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volume 3, issue 2, article 17, 2002.

Received 18 May, 2001;

accepted 8 November, 2001.

Communicated by:R.N. Mohapatra

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Journal of Inequalities in Pure and Applied Mathematics

AN ERROR ESTIMATE FOR FINITE VOLUME METHODS FOR THE STOKES EQUATIONS

A. ALAMI-IDRISSI AND M. ATOUNTI

Université Mohammed V-Agdal Faculté des Sciences

Dépt de Mathématiques & Informatique Avenue Ibn Batouta

BP 1014 Rabat 10000, Morocco EMail:alidal@fsr.ac.ma EMail:atounti@hotmail.com

c

2000Victoria University ISSN (electronic): 1443-5756 045-01

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Abstract

In the present paper, we study an error estimate for finite volume methods for the stokes equations. The error is proven to be of orderh, inH01-norm discrete and inL2-norm, wherehrepresents the size of the mesh. The result is new even for the finite volume method.

2000 Mathematics Subject Classification:35Q30, 76D07.

Key words: Finite volume method, Stokes equations, Discrete Poincaré inequality, Error estimate.

Contents

1 Introduction. . . 3 2 The Continuous Equations. . . 5 3 A Finite Volume Scheme on Unstructured Staggered Grids. . 6 4 Error Estimate . . . 11

References

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1. Introduction

The numerical solution of the Navier-Stokes equations for incompressible vis- cous fluids has motivated many authors, so much so that giving a complete bibliography has become an impossible task. Therefore, we restrict our atten- tion only to crucial contributions making use of finite element approximations and mixed finite element methods, among them we mention [2, 3,6,8, 12,13, 14,15,16,17,18] (see also the references therein).

The finite volume element method is used in [9], the basic idea is based on the Box method. From the Crouzeix-Raviart element, the authors constructed the mesh of this method since every triangulation is associated to the spaces of finite elements. Later on, they applied the Babuska theorem to the Stokes problem, thus they obtained an analysis of error.

The finite volume projection method for the numerical approximation of two-dimensional incompressible flows on triangular unstructured grids is pre- sented in [4]. The authors considered the unsteady Navier-Stokes equations, the velocity field is approximated by either piecewise constant or piecewise linear functions on the triangles, and the pressure field is approximated by piecewise linear functions. For the discretization of the diffusive flows, a dual grid con- necting the centers of the triangles of the primary grid is introduced there. Using this grid, a stable and accurate discrete Laplacian is obtained.

The finite volume scheme for the Stokes problem is obtained from a mixed finite element method with a well chosen numerical integration diagonalizing the mass matrix which is used in [1]. The analysis of the corresponding finite volume scheme is directly deduced from general results of mixed finite element theory and the authors gave an optimal a priori error estimate.

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The finite volume method on unstructured staggered grids for the Stokes problem is presented in [10]. The authors used an admissible mesh of triangles satisfying the properties required for the finite element method. In the case of acute angles, they proved the existence and the uniqueness of the solution, therefore, if the mesh consist of equilateral triangles, the authors obtained the convergence result.

In this paper, we are interested in the study of an error estimate for finite vol- ume method for the Stokes equations in dimensiond = 2or3, on unstructured staggered grids. The main difficulty of this problem is due to the coupling of the velocity with the pressure. For this reason, we use the Galerkin expansion for the approximation of the pressure such that the pressure unknowns are lo- cated at the vertices. The existence and the uniqueness of the solution results are proved by Eymard, Gallouet and Herbin in [10]. We prove here that the error estimate is of order one.

This paper is organized as follows: In Section2, we introduce the continuous Stokes equations under some assumptions. In Section3, we get the numerical scheme and the main results of the existence and the uniqueness of the numeri- cal solution. Finally, in Section4, we present the error estimate for the velocity.

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2. The Continuous Equations

We consider here the Stokes problem:

−ν∆ui(x) + ∂p

∂xi(x) = fi(x) ∀x∈Ω,∀i= 1, . . . , d, (2.1)

d

X

i=1

∂ui

∂xi = 0 ∀x∈Ω,

(2.2)

with Dirichlet boundary condition:

(2.3) ui(x) = 0 ∀x∈∂Ω ,∀i= 1, . . . , d, under the following assumption.

Assumption 1. (i)is an open bounded connected polygonal subset ofRd,d= 2,3.

(ii) ν >0.

(iii) fi ∈L2(Ω);∀i= 1, ..., d.

In the above equation, ui represents the ith component of the velocity of a fluid, ν the kinematic viscosity andp the pressure. There exist several convenient mathematical formulations of (2.1) – (2.3).

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3. A Finite Volume Scheme on Unstructured Staggered Grids

The finite volume scheme is found by integrating equation (2.1) on a control volume of a discretization mesh and finding an approximation of the fluxes on the control volume boundary in terms of the discrete unknowns. Let us first give the assumptions which are needed on the mesh.

Definition 3.1. Admissible mesh.

LetΩ, be an open bounded polygonal subset ofRd, (d= 2 or3). An admissible finite volume mesh ofΩ, denoted byT, is given by a family of control volumes, which are open polygonal convex subsets ofΩ¯ contained in hyperplanes ofRd, denoted by E, (they are the edges (2D), or sides (3D) of the control volumes), with strictly positive(d−1)-dimensional measure and a family of points ofΩ denoted byP satisfying the following properties:

(i) The closure of the union of all the control volumes isΩ.¯

(ii) For any K ∈ T, there exists a subsetEK of E such that ∂K = ¯K\K =

σ∈EKσ, let¯ E =∪K∈TEK.

(iii) For any (K, L) ∈ T2, withK 6= L, either the d-dimensional Lebesgue measure ofK¯ ∩L¯is 0 orK¯ ∩L¯ = ¯σfor someσ ∈ E.

(iv) The family P =(xK)K∈T is such that xK ∈ K¯ and if σ = K|L it is assumed thatxk 6= xL and that the straight lineDK,L going through xK andxLis orthogonal toK|L.

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(v) For any σ ∈ E such that σ ∈ ∂Ω, let K be the control volume such thatσ ∈ EK, if xK ∈/ σ, let DK,σ be the straight line going throughxK

and orthogonal to σ. Then the condition DK,σ ∩σ 6= ∅ is assumed, let yσ =DK,σ∩σ.

In the sequel, the following notations are used:

• size(T) =sup {diam(K), K ∈ T }.

• m(K)thed−dimensional Lebesgue ofK, for anyK ∈ T.

• m(σ)the (d−1)-dimensional Lebesgue ofσ, for anyσ∈ E.

• Eint ={σ ∈ E, σ6⊂∂Ω}andEext ={σ ∈ E, σ⊂∂Ω}.

• Ifσ ∈ Eint, σ = K|Lthendσ =dK|L =d(xK, xL)and ifσ ∈ EK∩ Eext thendσ =dK,σ =d(xK, yσ).

• For anyσ ∈ E the transmissibility throughσ is defined byτσ = m(σ)d

σ if dσ 6= 0andτσ = 0ifdσ = 0.

In some results and proofs given below, there are summations overσ ∈ E0 withE0 ={σ ∈ E;dσ 6= 0}. For simplicityE0 =E is assumed.

Let us now introduce the space of piecewise constant functions associated with an admissible mesh and discrete H01-norm for this space. This discrete norm will be used to obtain an estimate of the approximate solution given by a finite volume scheme.

Definition 3.2. Letbe an open bounded polygonal subset ofRd, (d = 2,3) andT be an admissible mesh. DefineX(T)to be the set of functions fromto Rwhich are constant over each control volume of the mesh.

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Definition 3.3. Letbe an open bounded polygonal subset ofRd, (d = 2,3) andT be an admissible mesh. Foru∈X(T), define the discreteH01-norm by:

kuk1,T = X

σ∈E

τσ(Dσu)2

!12 ,

where:

Dσu = |uK −uL|if σ∈ Eint, σ=K|L.

Dσu = |uK|if σ∈ Eext∩ EK

anduK denotes the value taken byuon the control volumeK.

Lemma 3.1 (Discrete Poincaré inequality). Letbe an open bounded polyg- onal subsetRd,(d= 2,3),T be an admissible mesh andu∈X(T), then:

kukL2 ≤diam(Ω)kuk1,T,

wherek·k1,T is the discreteH01-norm.

Proof. See [10, p. 38, 11].

Assume K and L to be two neighboring control volumes of the mesh. A consistent discretization of the normal flux − 5u.n over the interface of two control volumesKandLmay be performed with differential quotient involving values of the unknown located on the orthogonal line to the interface between K andL, on either side of this interface.

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In [10], the authors consider the mesh of Ω, denoted by T, consisting of triangles, satisfying the properties required for the finite element method, see [7], with acute angles only, and defining, for all K ∈ T, the point xK as the intersection of the orthogonal bisectors of the sides of the trianglesKyields that T is an admissible mesh. Fors ∈ ST, let φs be the shape function associated tosinP1. A possible finite volume scheme using a Galerkin expansion for the pressure is defined by the following equations:

(3.1) ν X

σ∈EK

FK,σi + X

s∈SK

ps Z

K

∂φs

∂xi

(x)dx

=m(K)fKi ∀K ∈ T ,∀i= 1, ..., d,

FK,σi = τσ(uiK−uiL), ifσ∈ Eint, σ=K|L , i= 1, ..., d, (3.2)

FK,σi = τσuiK, ifσ∈ Eext∩ EK , i= 1, ..., d, (3.3)

X

K∈T d

X

i

uiK Z

K

∂φs

∂xi(x)dx = 0 ∀s∈ST, (3.4)

Z

X

s∈ST

psφs(x)dx = 0, and (3.5)

fKi = 1 m(K)

Z

K

fi(x)dx ,∀K ∈ T. (3.6)

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The discrete unknowns of (3.1) – (3.6) are uiK, K ∈ T ,∀i = 1, . . . , d, and ps, s∈ST.

The approximate solutions are defined by:

(3.7) uiK(x) =uiK a.e x∈K ,∀K ∈ T ,∀i= 1, ..., d and

(3.8) pT = X

s∈ST

psφs.

The existence and the uniqueness of the solution of the discrete problem (3.1) – (3.6) are proved by Eymard, Gallouet and Herbin in [10]. Moreover, if the element ofT are equilateral triangles then they obtained the following conver- gence result.

Proposition 3.2. Under Assumption1, there exists an unique solution to (3.1) – (3.6), denoted by{uiK, K ∈ T, i= 1, ..., d}and{ps, s ∈ST}. Furthermore, if the elements ofT are equilateral triangle, thenuT −→ u, assize(T) → 0, whereuis the unique solution to (2.1) – (2.3) anduT = (u1T, ..., udT)is defined by (3.7).

Proof. See [10, p. 205].

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4. Error Estimate

In this section, we present the error estimate theorem that is of order one.

Theorem 4.1. Under Assumption 1, let T be an admissible mesh as given by Definition3.1anduiT ∈X(T), ∀i= 1, ..., d, such thatuiT =uiK, ∀i= 1, ..., d for a.e. x ∈ K, for allK ∈ T where(uiK)K∈T is the solution to (3.1) – (3.6).

Letu= (ui)be the unique variational solution of problem (2.1) – (2.3) and for eachK ∈ T, eiK =ui(xK)−uiK, andeiT ∈ T defined byeiT(x) = eiK for a.e.

x ∈ K, for allK ∈ T. Then there existsC > 0depending only onu,Ωandd such that:

(4.1) keiTk1,T ≤Csize(T)

and

(4.2) keiTkL2 ≤diam(Ω)Csize(T), wherek·k1,T is the discreteH01-norm.

Proof. Integrating overK the equation (2.1), then:

(4.3) −ν Z

∂K

∇ui· −→n∂K∂K + Z

K

∂p

∂xi(x)dx= Z

K

fi(x) ∀i= 1, . . . , d.

As Z

∂K

∇ui· −→n∂K∂K = X

σ∈EK

Z

σ

∇ui· −→nσdσ ∀i= 1, . . . , d.

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We denote by:

FiK,σ =− Z

σ

∇ui· −→nσdσ ∀i= 1, . . . , d,

then:

(4.4) ν X

σ∈EK

FiK,σ+ Z

K

∂p

∂xi(x)dx= Z

K

fi(x) ∀i= 1, . . . , d.

LetFK,σ∗,i be defined by:

FK,σ∗,i = τσ(ui(xK)−ui(xL)) ifσ ∈ Eint, σ =K|L;i= 1, . . . , d, FK,σ∗,i = τσui(xK) ifσ ∈ Eext∩ EK , i= 1, . . . , d,

then the consistency error may be defined as:

FiK,σ−FK,σ∗,i =m(σ)RiK,σ ∀i= 1, . . . , d.

Thanks to the regularity of u, there existsC1 ∈ R, only depending on u, such that:

(4.5)

RiK,σ

≤C1size(T) ∀K ∈ T andσ∈ EK ∀i= 1, . . . , d.

Ifσ∈ Eint∩ EK , σ=K|L, then, we have:

FiK,σ−FK,σi = FiK,σ−FK,σ∗,i +FK,σ∗,i −FK,σi

= m(σ)RiK,σ+FK,σ∗,i −FK,σi

= m(σ)RiK,σσ(eiK−eiL), (4.6)

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and ifσ ∈ Eext∩ EK, then, we have:

(4.7) FiK,σ−FK,σi =m(σ)RiK,σσeiK. Subtracting (3.1) from (4.3) then:

(4.8) ν X

σ∈EK

FiK,σ−FK,σi +

Z

K

∂p

∂xi

(x)dx− X

s∈SK

ps Z

K

∂φs

∂xi

(x)dx

= Z

K

fi(x)−m(K)fK,σi .

Multiplying (4.8) byeiK, summing forK ∈ T andi, then we obtain:

d

X

i

X

K∈T

X

σ∈EK

FiK,σ−FK,σi eiK

=

d

X

i

X

K∈T

X

σ∈EK

τσ(eiK−eiL)eiK +

d

X

i

X

K∈T

X

σ∈EK

m(σ)RiK,σeiK

=

d

X

i

X

σ∈E

τσ|DσeiT|2+

d

X

i

X

K∈T

X

σ∈EK

m(σ)RiK,σeiK. (4.9)

Usingdiv(u) = 0and the relation (3.4), we deduce that:

(4.10)

d

X

i

X

K∈T

 Z

K

∂p

∂xi(x)dx− X

s∈SK

ps

Z

K

∂φs

∂xi(x)dx

eiK = 0.

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From the relation (3.6), then:

(4.11)

d

X

i

X

K∈T

 Z

K

fi(x)−m(K)fK,σi

eiK = 0.

Replacing (4.9), (4.10), (4.11) in (4.8), hence:

d

X

i

X

σ∈E

τσ|DσeiK|2 =−

d

X

i

X

K∈T

X

σ∈EK

m(σ)RiK,σeiK,

then:

(4.12)

d

X

i

keiTk21,T =−

d

X

i

X

K∈T

X

σ∈EK

m(σ)RiK,σeiK.

Thanks to the propriety of conservativity, one hasRiK,σ = −RiL,σ forσ ∈ Eint, such thatσ =K|L, letRiσ =|RiK,σ|.

Reordering the summation over the edges and using the Cauchy-Schwarz in- equality, one obtains:

X

K∈T

X

σ∈EK

m(σ)RiK,σeiK

≤ X

σ∈EK

m(σ)|Rσi||DσeiT|

≤ X

σ∈EK

m(σ)

dσ |DσeiT|2

!12 X

σ∈E

m(σ)dσ|Riσ|2

!12 .

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From the relation (4.5), we have |Riσ| ≤ C1size(T) and we remark that P

σ∈E

m(σ)dσ =m(Ω), then we deduce the existence ofC2, only depending onu andΩ, such that:

(4.13)

X

K∈T

X

σ∈EK

m(σ)RiK,σeiK

≤C2keiTk1,Tsize(T).

Then:

(4.14)

d

X

i=1

keiTk21,T ≤C2

d

X

i=1

keiTk1,T

!

size(T).

Using Young’s inequality, there existsC3 only depending on u, Ωandd, such that:

(4.15)

d

X

i=1

keiTk21,T

!12

≤C3size(T).

We have:

(4.16) keiTk1,T

d

X

i=1

keiTk21,T

!12

≤C3size(T) ∀i= 1, . . . , d.

Applying the discrete Poincaré inequality, we obtain the relation (4.2).

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References

[1] A. AGOUZALANDF. OUDIN, Finite volume scheme for Stokes problem, Publication interne, Equipe d’analyse numérique, Lyon Saint-Etienne, 262 (1997).

[2] J.P. BENQUE, B. IBLERANDG. LABADIE, A finite element method for Navier-Stokes equations, Numerical Methods for nonlinear problem, Pro- ceedings of the international conference held at University College Swan- sca, 1 (1980), 709–720.

[3] P.B. BOCHEV, Analysis of least-squares finite element methods for the Navier-Stokes equations, SIAM J. Numer. Anal., 34(5) (1997), 1817–

1844.

[4] N. BOTTA ANDD. HEMPEL, A finite volume projection method for the numerical solution of the incompressible Navier-Stokes equations on tri- angular grids, in F. Benkhaldoun and R.Vilsmeier eds, Finite Volumes for Complex Applications, Problems and Perspectives, Hermes, Paris, (1996), 355–363.

[5] F. BREZZIANDM. FORTIN, Mixed and Hybrid Finite Element Methods, Springer-Verlag, (1991).

[6] M.O. BRISTEAN, R. GLOWINSKY, B. MANTEL, J. PERIAUX, P. PER- RIER AND O. PIRONNEAU, A finite element approximation of Navier- Stokes for incompressible viscous fluids. Iterative methods of solution, Lecture Notes in Mathematics 771, Approximation Methods for Navier- Stokes, Springer-Verlag, (1980), 78–128.

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[7] P.G. CIARLET, The Finite Element Method for Elliptic Problems, North- Holland, Amsterdam, (1978).

[8] C. CONCA, Approximation de quelques problèmes de type Stokes par une méthode d’éléments finis mixtes, Cours of University Paris VI and National Centre of Scientific Search.

[9] P. EMONOT, Méthodes de volumes éléments finis: Applications aux équa- tions de Navier-Stokes et résultats de convergence, Thèse, (1992), Univer- sité Claude Bernard Lyon I.

[10] R. EYMARD, T. GALLOUETANDR. HERBIN, Finite Volume Methods, Handbook of Numerical Analysis, Ph. Ciarlet et Lions eds, Prepublication 1997-19.

[11] T. GALLOUET, An Introduction to Finite Volume Methods, Course CEA/EDF/INRIA, (1992).

[12] V. GIRAULT AND P.A. RAVIART, Finite Element Methods for Navier- Stokes Equations, Springer-Verlag, (1986)

[13] J.L. GUERMONDANDL. QUARTAPELLE, On the approximation of the unsteady Navier-Stokes equations by finite element projection methods, Numer. Math., 80 (1998), 207–238.

[14] J.G. HEYWOOD, Classical solutions of the Navier-Stokes equations, Lec- ture Notes in Mathematics 771, Approximation methods for Navier-Stokes, Springer-Verlag, (1980), 235–248.

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[15] O. PIRONNEAU, Méthodes des Éléments Finis Pour les Fluides, Masson, (1988).

[16] R. RANNACHER, On the finite element approximation of the nonstation- ary Navier-Stokes problem, Lecture Notes in Mathematics 771, Approxi- mation Methods for Navier-Stokes, Springer-Verlag, (1980), 408–424.

[17] R. RAUTMANN, On the convergence rate of nonstationary Navier-Stokes approximations, Lecture Notes in Mathematics 771, Approximation Meth- ods for Navier-Stokes, Springer-Verlag, (1980), 425–449.

[18] R. TEMAM, Navier-Stokes Equations, North-Holland, (1977).

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