Lecture Notes in

Mathematics
Edited by A . Dold and B . Eckmann

749

V. Girault
P.-A. Raviart

Finite Element Approximation

of the Navier-Stokes Equations
Revised Reprint of the First Edition

Springer-Verlag
Berlin Heidelberg New York 1981
Authors
Vivette Girault
Pierre-Arnaud Raviart

Analyse Numerique
Tour 55-65, 5eme etage
Universite Pierre et Marie Curie
4, Place Jussieu
F-75230 Paris Cedex 05

AMS Subject Classifications (1970) : 35010, 65-06, 65 M XX, 65M15,

65 N30, 76-XX

ISBN 3-540-09557-8 Springer-Verlag Berlin Heidelberg New York

ISBN 0-387-09557-8 Springer-Verlag NewYork Heidelberg Berlin

Library of Congress Cataloging in Publication Data

Girault, Vivette,1943-
Finite element approximation of the Navier-Stokes equations .
(Lecture notes in mathematics ; 749)
Bibliography: p.
Includes index.
1 . Viscous flow. 2 . Navier-Stokes equations-- Numerical solutions . 3. Finite element
method. I . Raviart, P . A.,1939-- joint author. II . Title. III . Series: Lecture notes in
mathematics (Berlin) ; 749 .
0A3.L28 no. 749 [0A929] 510' .8s [519 .4] 79-21917
ISBN 0-387-09557-8
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 INTRODUCTION

The contents of this publication have been taught at the University Pierre &

Marie Curie as a graduate course in numerical analysis during the academic year

1977-78 .

In the last few years, many engineers and mathematicians have concentrated

their efforts on the numerical solution of the Navier-Stokes equations by finite

element methods . The purpose of this series of lectures is to provide a fairly

comprehensive treatment of the most recent mathematical developments in that field .

It is not intended to give an exhaustive treatment of all finite element methods

available for solving the Navier-Stokes equations . But instead, it places a great

emphasis on the finite element methods of mixed type which play a fundamental

part nowadays in numerical hydrodynamics . Consequently, these lecture notes can

also be viewed as an introduction to the mixed finite element theory .

We have tried as much as possible to make this text self-contained . In this

respect, we have recalled a number of theoretical results on the pure mathematical

aspect of the Navier-Stokes problem and we have frequently referred to the recent book

by R . Temam [44 1. The reader will find in this reference further mathematical

material .

Besides R . Temam, the authors are gratefully indebted to M . Crouzeix for

many helpful discussions and for providing original proofs of a number of theorems .
 CONTENTS

CHAPTER I . MATHEMATICAL FOUNDATION OF THE STOKES PROBLEM

§ 1. GENERALITIES ON SOME ELLIPTIC BOUNDARY VALUE PROBLEMS 1

1 .1 . Basic concepts on Sobolev spaces • . . . • • . . . • . . . 1

1 .2 . Abstract elliptic theory : • • • 5

1 .3 . Example 1 : Dirichlet's harmonic problem • • . . . • 6

1 .4 . Example 2 : Neumann's harmonic problem • • 8

1 .5 . Example 3 : Dirichlet's biharmonic problem • • . . . • . 11

§ 2. SOME FUNCTION SPACES 12

2 .1 . The space H(div ; S1) 13

2 .2 . The space H(curl ; S1) 19

§3 . A DECOMPOSITION OF VECTOR FIELDS .. 22

3 .1 . Existence of the stream function of a divergence-free vector

field 22

3 .2 . A decomposition of [L2 (St)] n . . . . • • . . • . . • • . . . • • . . • . . 29

3 .3 . A decomposition of [Ho(Sl)] n 32

§ . 4 . ANALYSIS OF AN ABSTRACT VARIATIONAL PROBLEM 39

4 .1 . Statement and solution of the problem . . . . • . • • . • • . . . • . . • • . • . • • . 39

4 .2 . A saddle-point approach • . 43

4 .3 . Numerical solution by regularization • • • . . . • . . . 45

4 .4 . Numerical solution by duality . . . • . • . • • . . • . . . • . • . . • . • 41

§ 5. THEORY OF THE STOKES PROBLEM 50

5 .1 . The " velocity-pressure " formulation • . . . . • . • . . . . • 50

5 .2 . The " stream function " formulation . . . . • . . . • • . . . . • 55

 vi

CHAPTER II . NUMERICAL SOLUTION OF THE STOKES PROBLEM. A CLASSICAL METHOD . . 58

1 . AM ABSTRACT APPROXIMATION RESULT 58

2. A FIRST METHOD FOR SOLVING THE STOKES PROBLEM 64

2 .1 . The general approximation • • 64

2 .2 . Example 1 a first-order approximation 70

2 .3 . Example 2 : a second-order approximation • • 78

2 .4 . Numerical solution by regularization • • • . • . • • . . . . 83

CHAPTER III . A MIXED FINITE ELEMENT METHOD FOR SOLVING THE STOKES PROBLEM . 86

§ 1. MIXED APPROXIMATION OF AN ABSTRACT PROBLEM 86

1 .1 . A mixed variational problem • 86

1 .2 . Abstract mixed approximation • • 89

§ 2. APPLICATION TO THE HOMOGENEOUS STOKES PROBLEM 93

2 1. A mixed formulation of Stokes equations 93

2 .2 . A mixed method for Stokes problem 98

2 .3 . Application to finite elements of degree £ 101

CHAPTER IV . THE STATIONARY NAVIER-STOKES EQUATIONS • • . . . . 104

§ 1. A CLASS OF NON-LINEAR PROBLEMS 104

§ 2. APPLICATION TO THE NAVIER-STOKES EQUATIONS • • . • . • . 110

2 .1 . Some results of functional analysis • 110

2 .2 . Solutions of the Navier-Stokes problem 113

§ 3. A FIRST METHOD FOR APPROXIMATING THE NAVIER-STOKES EQUATIONS . . . • . . 121

3 .1 . The uniqueness case • . . . • • . . • • . . . 121

3 .2 . The non-uniqueness case • • 127

§ 4. A MIXED METHOD FOR APPROXIMATING THE NAVIER - STOKES PROBLEM 135

4 .1 . A mixed formulation • • . . • . 135

4 .2 . An abstract mixed approximation • • • . . 138

4 .3 . Applications 143
 VII

CHAPTER V . THE TIME-DEPENDENT NAVIER-STOKES EQUATIONS 148

§ 1. THE CONTINUOUS PROBLEM 148

1 .1 . Some vector-valued function spaces 148

1 .2 . Formulation of the Navier-Stokes problem 154

1 .3 . Existence and uniqueness of the solution 161

§ 2. NUMERICAL SOLUTION BY SEMI-DISCRETIZATION : A ONE-STEP METHOD . . . 170

§ 3. SEMI-DISCRETIZATION WITH A MULTISTEP METHOD 179

3 .1 . Generalities about multistep methods 179

3 .2 . Multistep methods for solving the Navier-Stokes problem 182

3 .3 . Convergence of a family of two-step methods 185

BIBLIOGRAPHICAL NOTES 192

REFERENCES 195

INDEX 200

APPENDIX 201
 C HAP T E R

MATHEMATICAL FOUNDATION OF THE STOKES PROBLEM

§ 1 GENERALITIES ON EU-1E ELLIPI'IC OOlNDI\RY VALUE ProBLEMS

In this paragraph we study briefly the Dirichlet's and Neumann's problems for

the harmonic and biharmonic operators.

1. 1. Basic cnncepts on Sobolev spaces

Our purpose here is to recall the main notions and results, concerning the

classical Sobolev spaces, which we shall use later on. Most results are stated

without proof. The reader will find more details in the references listed at the

end of this text

To simplify the discussion, we shall work from now on with real-valued func-

tions, but of course every result stated here will carryon to complex-valued

functions.
n
Let ~ denote an open subset of R with boundary r. We define ~(~)

to be the linear space of functions infinitely differentiable and with compact

support on Q. Then, we set

n
or equivalently, if 6 denotes any open subset of R such that ~ C ~ ,

<(!E .D((j)}.

Now, let ;DXQ) denote the dual space of j)(Q) , often called the space of distri-

butions on Q We denote by <. , • > the duality between ~'(Q) and J)(Q)

and we remark that when f is a locally integrable function, then f can be

identified with a distribution by

< f ,<{! > IJ <(! E J)(Q) •

Now, we can define the derivatives of distributions. Let a

 2

n
and lal L a.
1
For u in J)'(n), we define in .:D' (n) by
i= I

If 'P E .:D(n)

1. e. if uE then a
ax n
n

For mEN and pER with I ~ P ~ 00 we define the Sobolev space

If Ial ~ m} ,

which is a Banach space for the norm

(I. I) II u II m,p,Q = L In laau(x) IPdx)l/p p < 00

lal~ m
or

II u II m,oo,n sup ( sup ess !aau(x)l) p 00 •

lal~ m x E n

We also provide ~,p(n) with the following seminorm

(I. 2) (L In laau(x)IPdx»)/P
lal=m

for p < 00 , and we make the above modification when p = 00 •

When p 2 ~,2(Q) is usually denoted by Rm(Q), and if there is no ambi-

guity, we drop the subscript p = 2 when refering to its norm and seminorm.

Rm(Q) is a Rilbert space for the scalar product :

(1.3) (u, v) m,,,

"
I a
Q a u(x)a v(x)dx
a

In particular, we write the scalar product of L2(n) with no subscript at all.

As ~(Q) C Rm(Q) , we define

(1.4)

is the closure of ~(n) for the norm II • II m,,,". We denote by

the dual space of normed by

(1.5) I~I
II f II -ro,,,"
II v II m,,,"
 3

The following lemma characterizes the functionals of H-m(Q) •

A distribution f belongs to H-m(Q) if and only if there exist functions

f
a
in L2 (Q), for lal ~ m , such that

THEOREM 1.1. (Poincare-Friedrichs' inequality)

If Q is connected and bounded at least in one direction. then for each

mEN, there exists a constant C such that

m

(1.6)

Hence the mapping v 0---->- Iv Im,,, n is a norm on equivalent to II v II m,,,n

In order to study more closely the boundary values of functions of Hm(Q) ,

we assume that f , the boundary of Q, is bounded and Lipschitz continuous - i.e.

f can be represented parametrically by Lipschitz continuous functions. Let do
2
denote the surface measure on f and let L (f) be the space of square integrable

functions on f with respect to do, equipped with the norm

THOOREM 1.2.
1
0
) J)(ri) is dense in HI (Q)
0
2 ) There exists a constant C such that

(I. 7) II y o'" II f ~ C II", II J ,Q

0,

~ Yo'" denotes the value of on f •

'"
It follows from Theorem 1.2. that the mapping Yo defined on .D(ii) can be

extended by continuity to a mapping, still called Yo ' from H1 (Q) into L2 (f)
2
i.e. Yo E £(H1(Q) ; L (f». By extension, Yo'" is called the boundary value of

'" on f to simplify notations, we drop the prefix Yo when it is clearly implied.

 4

THIDREM 1. 3.

Ker(y ) ; HI (il)
o 0

2
2 0) Th e range space 0 fYo'1S a proper an d d ense su b space 0 f L (f) ,
2
called HI / (f) .

I 2
For II in H / (0 , we define
(1.8) 1I11 II 1/2,f inf II v II I ,il •
v E HI (il)
y v ; II
o
1 2 I 2
The mapping II t----+ 1I11 1I / ,f is a norm on H / (r), and H / (r) is a Hilbert
1 2
I 2 2
space for this norm. Let H- / (f) be the corresponding dual space of H1/ (f),

normed by

(1.9) sup
1 2
II E H / (r)
II " 0
I 2 I 2
where again < .,. > denotes the duality between H- / (f) and H / (f) • We

remark that <.,.> is an extension of the scalar product of L2 (f) in the sense
2
*
that when

-+
ll* E L (f) , we can identify < II ,ll > with
ff
*
II (O)Il(O) do •

Let v , ... , v ) be the unit outward normal to f which exists almost

n

everywhere on f thanks to the hypothesis of Lipschitz continuity. If v is a

2
function in H (n), we define its normal derivative by

dV
(). 10)
dV

It can be proved that the mapping 1/2

H (f». Moreover, we can

characterize H~(n) as follows :

THIDREM 1. 4.

y v
o
o and av-;
dV O}.

When f is sufficiently smooth, the range space of Yo can also be extended

mEN, m ~ 1 , we define
m 2
as follows. For H - I / (f) as the image of Hm(n) by

the transformation equipped with the norm

II f II m-I/2,f inf II v II m, ..r . '

v E Hm(n)
y v ; f
o
 5

Then, it can be checked that u in Hm(n), and the following

result holds

THEOREM 1. 5 •

The mapping defined on

We close this section with two useful applications of the Green's formula.

LEMolA 1.2.

1°) Let u and vEHIUl) Then, for ';;i';;n,

(1.11) dx + Ir
UV\l.
1
do •

2
2°) Moreover, if u E H (n) , then

n n
(1.12) L
i=1 I n
..
au
ax.
1
av
ax.
1
d
x = - i=1
L \I.
1
~
ax. 1
v do

Adopting the usual notations

l1u , ... , ~)
axn

(1.12) becomes

( 1• 13)
-->-
(grad u,grad v)
----+
- (l1u,v) +
I avau
r v do •

1.2. Abstract elliptic theory

This section gives a brief account of a fundamental tool used in studying

linear partial differential equations of elliptic type.

Let V be a real Hilbert space with norm denoted by II. II let V' be its
V
dual space and let <.,.> denote the duality between V' and V

Let (u,v) ~ a(u,v) be a real bilinear form on V x V , 2 an element of V'

and consider the following problem:

Find u E V such that

(P)
a(u,v) = < 2,v > 'rI v E V .
 6

The following theorem is due to Lax and Milgram [35] •

THEDREM 1.6.

We assume that a is continuous and elliptic on V, i.e. there exist two

constants M and a > 0 such that

(). 14) la(u,v)1 0;; M lIu II v IIv II 'rl u,V E V

V

and
2
(I. 15) a(v,v) ;;. a IIv II 'rlvEV.
V

Then problem (P) has one and only one solution u in V. Moreover, the mapping

R. ....... u is an isomorphism from V' Q!!:t£ V

OOIDLLARY 1.1.

When a is symmetric - i.e. a(u,v) = a(v,u) 'rl u, v E V - then the solution

u of (P) is also the only element of V that minimizes the following quadratic

functional (also called energy functional) on V

(I. 16) J(v) = 21 a(v,v) - < R.,v >

1.3. Exanple 1 : Dirichlet I 5 hanronic problem

In all the examples, we assume that Q is bounded and r Lipschitz continuous.

Consider the following non-homogeneous Dirichlet's problem:

I
Given f in H-I(Q) and g in H / 2 (r) , find a function u that satisfies

(D) (1.17) - 11U f in Q

(I. 18) u = g on r

Let us formulate this problem in terms of problem (P). We set V

a(u,v) = (gr;d u, ~d v).

I 2
It is clear that a is continuous on [ H (Q)] ,and owing to Theorem I. I ,
o
2
Ivl~,Q;;' CI
--+-
a (v, v) II grad v II " IIv 117,Q
0,"
1 2 in HI (Q)
Besides that since H / (r) is the range space of Yo ' let u
o

satisfy You
o
=g , and examine the following problem:
 7

Find u in HI (n) such that

(D' ) (1. 19) u - u E HI (n)

0 0

(1.20) a(u-uo ' v) = < f,v > - a(uo'v) \J v E HI (n)

0

R,
Since a is continuous, the mapping v ~ < f,v > - a(uo'v) belongs to

H-I(O) • Therefore, thanks to the Lax-Milgram theorem, problem (D') has one and

only one solution u in HI(n) •

It remains only to prove that u may be characterized as the unique solution

of problem (D). Taking v E J)(n) in (1.20) gives

a(u,v) = - < ~u,v > < f,v > \J v E .D(n) •

Hence u satisfies

(I • 19) u-u E HI (0) ,

o 0

(I • 17)

Conversely, every solution of (D ) is a solution of (D' ) by the density of

I
J)(O) in HI (n) But
0

u - u E HI (n) iff You = g ,

o 0

therefore problems (D ) and (D) are the same.

I

As far as the regularity of u is concerned, we know, from the Lax-Milgram's

theorem that the mapping is an isomorphism from H-I(O) onto

HI(O) • Therefore,

Clearly,

Hence
II u 11 1 ,0 ~ - C3 {II f II -I ,0 + II u 0 II I ,0 }

1
\J u E H (0) such that you = g . From definition (1.8) this implies that
o o

II u 11],0

Thus, we have proved the following proposition

 8

ProroSITICN 1.1.

Problem (D) has one and only one solution u iE HI(O) and

(1.2 J) lIu 11 1 ,0 ,,;;; C {llf 11- 1 ,0 + IIg 1I 1 / 2 ,r}

i.e. u depends continuously upon the data of (D).

Pemarks 1.1.

1°) Let mEN, m ~ I • When r is sufficiently smooth, it can be shown

m:-1/2
that if and g E H (r), then and

(1.22)

2°) When r is only Lipschitz continuous, the same result is still valid

for m =2 , provided 0 is convex. -

1.4. Exarrg:>le 2: Neunann I s hamonic problem

Here, we assume in addition that 0 is connected and we deal with the non-

homogeneous Neumann's problem

Find u such that :

(1.23) - till f in 0

dU
(I. 24) a;; = g on r
(N)
where f E L2 (0) and g E H- I / 2 m satisfy the relation

(I. 25)
Io f dx + < g, I > r = 0 •

Since problem (N) only involves the derivatives of u, it is clear that its

solution is never unique. We turn the difficulty by seeking u in the quotient

space H1(0)/R equipped with the quotient norm

(1.26) II" II HI(O)/R = info IIv III 0

v E v '

The theorem below states an important property of this space its proof can be

found in Ne1':as [39 1 .

 9

THEDRE101 1. 7.

The space H1(Q)/R is a Hilbert space for the quotient norm (1.26). Moreover,

on this space the seminorm v 1---+ Ivi I,Q is a norm, equivalent to (1.26).

With this space, we can put problem (N) in the abstract setting of problem

(P). Let V = HI(Q)/R ,

a(u,v-) \luEu,vEv-

and

(1.27) ~ fQ
fv dx + < g,v >
r
\I v E V-

Note that the right-hand side of (1.27) is independent of the particular v E V-

thanks to the compatibility condition (1.25). Furthermore, ~ E V' because,

owing to (1.8), we have:

II Q fv dx + < g, v >r I ..;; (II f II 0, Q + II g 11_ 1/2, r) v i~f V- II v II I ,Q •

Thus

(1.28)

Obviously, a(u,v-) is continuous on V x V , and by virtue of Theorem 1.7,

Hence, by the Lax-Milgram's theorem, the following problem

Find in HI(Q)/R satisfying

(N') ~
f(1.29)

has a unique solution u E H1(Q)/R

Let us interpret problem (N'). When v is restricted to j)(Q) , (1.29) yields

(1.30) \I u E u
Next, by taking the scalar product of (1.30) with v and comparing with (1.29),

we find

(1.31) (~d u, ~d v) (-AU,V) + < g,v >r

 10

Therefore, problem (N') is equivalent to

find u in HI(n) satisfying (1.30) and (1.31).

It remains to interpret (1.31) as a boundary condition. At the present stage

this cannot be done without assuming that u E HZ(n) . Then Green's formula (1.13)

yields :

Ir au
- v do
av
< g,v >r If v E HI(n) ,

Le. au
-av= g on r •

As u is supposed to belong to HZ(n) , this implies in particular that

g E HI/Z(r). In that case, problems (N) and (N') are equivalent. Of course this

is not entirely satisfactory in that the existence of a solution of problem (N)

is subjected to the regularity of the solution of (N'). Further on, with more

powerful tools, we shall be able to eliminate this regularity hypothesis.

Now, let us examine the regularity of u. According to the Lax-Milgram' s

theorem, (I.Z8) and the equivalence Theorem 1.7, we obtain:

Iu II ,n .;;; Cz (II f II 0, n + II gil_lIZ, r)

We have thus proved the following result.

PIDPOsrrroo 1.2.

Let the solution u of problem (N') belong to HZ(n)/R. ~ u is the

only solution of problem (N) and each u E u is continuous with respect to the

data, Le.

(1.3Z) lull,n .;;; C(lif lI o ,n + IIg 1I_ l/z ,r) •

Rsnark 1.2.

As in the previous example, if r is very smooth and if f E Hm-Z(n) and

g E Hm-3/Z(r) with m ~ Z, then it can be shown that uE Hm(n)/R and

(1.33) lu1m,n .;;; C(lif lIm-z,n + IIg 1Im-3/Z,r) for every u E u •

 11

1.5. Exanple 3 : Dirichlet I s biharm:.nic prd:>lern

Consider the non-homogeneous fourth order problem

For f given in H3 / Z(r) and

find u such that

(I. 34) 1I 2 u f in n
(I. 35) u = gl on r
(B)
and
au
( 1.36) a-v= gz on r .

The function space naturally attached to this problem is and the

bilinear form is
a(u,v) = (lIu,lIv) •

This form is elliptic on HZ (n) because the mapping v t-+ 1I11v II ,.., is a norm
o o,~,

on equivalent to the norm II. II

z
,n . Indeed, for v in J) (n), we can

easily show by integrating by parts and interchanging derivatives that

Z
(1.37) 1I11v II ,..,
0, ..

By density, the same result holds for the functions of H2 (Q). The equivalence
o
follows from Theorem I. I.

According to Theorem 1.5, if r is smooth enough, there exists a function

u in HZ(n) such that

o

(1.38) on r.

Thus we turn to the following problem:

Find u in HZ(n) such that

(B' ) ( I. 39)

Z
( I. 40) IJ v E H (n) •
o

By the Lax-Mi1gram's theorem, problem (B') has exactly one solution u in HZ(n).

Owing to (1.38) and (1.39), u satisfies the boundary conditions

au
a-v = gz on r .
 12

Besides that, by restricting the test functions of (1.40) to ~(n), we find

Therefore, u is a solution of (B).

Conversely, as in the case of the harmonic operator, we can show that

problem (B) has at most one solution in H2 (n)

From (1.40) and the equivalence of norms, we derive the bound

v U
o
satisfying (1.38) ,

Le.

These results are summed up in the proposition below

If r is sufficiently smooth, problem (B) has exactly one solution u in

2
H (n), bounded as follows:

(1.41)

Reman 1. 3.

When r is sufficiently differentiable it can be shown that, if f E Hm-4(n),

§ 2 - roME FtNcrlOO SPACES

Throughout this paragraph, we assume that n is an open subset of Rn with

a bounded and Lipschitz continuous boundary r. We introduce here special Hilbert

spaces that are particularly well suited to incompressible flows and other problems

arising in mechanics. Several results are stated without proof ; these can be found

in the book by Duvaut and Lions [22 1. In addition, the reader will find in the
Appendix an alternate shorter version of the proofs of Theorems 2. 1 and 2.3.
 13

2.1. The space H(div; n)

From now on, we shall often deal with vector-valued functions. We shall

distinguish vectors by means of arrows and extend naturally all the previous norms
-+
to vectors as follows: if v (vI' •.• , v) then
n
n
11-; II ()
m,p,..
= ( L
i=1
1Iv.1I p
~ m,p,n
) I/p

For such vectors, we define the divergence operator by

n avo
div -; = L ~
~

i=1 ~

Then, we introduce the following spaces :

2
H(div ; n) = {-; E (L (n»n

normed by

(2.1)

and
H (div ; n) = (J)(n»n H(div ; n)
o
Clearly, H(div n) is a Hilbert space for the norm (2.1).

THEOREM 2.1.
[J)(n)]n is dense in H(div n).

PRXlF.

Let Ii E H(div n). First, let us show that there exists a sequence of
-+
functions of H(div with compact support, that tends to u

Let a denote any positive real number and let ~a be a function of

~(Rn) such that :

for Ixl <; a

o for Ixl ~ 2a

n -+
and o <; 'P
a
<; I everywhere in R As VJ
a
is smooth, VJ aU E H(div ; n) ;

-+ -+
moreover lim ~ Ii u in H(div ; n) and the support of ~ u is compact.
a -+ co
a a
-+
Hence ~au is the desired sequence.

-+
From the above, we can assume that n is compact. We wish to extend u
 14

n n
to R so that the extended function belongs to H(div ; R ). Then we can apply a

classical procedure of regularization to show that ~(Rn) is dense in H(div ; Rn ).

I) Since n is eventually multiply-connected, we shall denote by fothe exte-

rior boundary of n (cf. figure 1) and by f

i
' 1 < i < p , the other components

of f . Then let (j be a simply-connected, bounded open set with a smooth boun-

dary aC1, such that il c cr . Thus Ci-Q is an open set, not necessarily connected,
bounded by f and acr. Let n
i
, 1 < i < p(resp.n o ) denote the component of

(J-~ bounded by fi(resp. f and ao). Let

o

v = {classes v ,vln. E H1(ni)/R}

~

and consider the following problem Find wE V satisfying

< i,v > 'rI vE V

where
(N)
(2.2) < i,v > I
i=O
1__
meas (n i )
(In.. g~d IT ei·~ dx + In.. ITe.~ div ~ dx) In.
v dx
~

where v is any represen ta tive of v, eil n . = o~ ~

for 0< i,j < p and IT I{J is
J
any extension of I{J in HI «(j) that coincides with I{J in 0- Q
We observe that problem (N) is a generalization of the non-homogeneous

Neumann's problem studied in

§ 1.4. Indeed a straightforward

extension of Theorem 1.7 shows

that the seminorm

is a norm on V, equivalent to

Moreover, the right-hand side

FIGURE 1 of (2.2) is independent of IT

since
 15

--+- ..
grad 'I'.U dx - div'i'i dx o
IQ
Furthermore, if v then v = ~
i=O
c.e.
~ ~
, where the c.
~
are constants and

clearly < t,O > o Finally,

If v E v

since we can assume that n is continuous. Hence t E V' • As a consequence,

problem (N) has a unique solution wE V that satisfies:

~wln = - (n)(
I I--+-....
grad ne .• u dx + J ne.d~v .....u dx) , o .;;; i .;;; p.
"i meas "i Q ~ n ~

Now, as a distribution, div (gr;d w) = ~w • Therefore gr1d wE H(div ;~-n) .

....
Then, let us extend u as follows

'i'i in n
u

o elsewhere.
Z 2 Z 2 n
Obviously, u E (L (Rn »n , and we must check that div u E L (R ) • As a distribution
Z
div u is defined by

<divu,'I' >

But

Therefore, by (2.2)
p
Z .... ....
(2.3)
IRn
-+
u'grad'l' dx =
IQ uograd
-+
I{I dx + I
i=O meas(Qi)
I (I Q grad
--+-
ne. ·u dx
~

+ {
Q
n e. div 'i'i dx)
~
Jn.'I' dx - f ~ ..
Q
grad 'I"U dx - {nil' div u dx.
....
1

As the right-hand side of (2.3) is bounded by

Z 2
we infer that div u E L (Rn ).

2) Let 0
e:
be a regularizing sequence of oe: (x) ;;;. 0 ,
 16

;t
6 (x) dx =
e:
and lim 6 • Consider the sequence 6 e: * u
e: ->- 0 e:
->-
The properties of the convolution imply that oe: * -;:; E (.1)(Rn »n • By taking

limits we find that :

;t z;t
lim oe: *u=o*u=u
e: ->- 0
and
;t ;t ;t
lim div(o * u) lim (0 * div u) div u
e: ->- 0 e: e: ->- 0 e:
;t
Therefore the restriction to n of 0 * u is a function of (..1)(i'i» n that
e:
converges toward ~ for the norm of H(div; n). •

We shall see later on that, in this theorem, ~ is extended by matching its

normal component with that of its extension. This process will be used several

times. •

Again, let ~ denote the unit exterior normal along f . The next theorem

concerns the boundary values of functions of H(div; n).

THEOREM 2.2.
->- ->-->-
The mapping y : v ........ v·v If defined on (.:I) (6» n can be extended by
v
continuity to a linear and continuous mapping, still denoted by yv ' ~

2
H(div ; n) into H- 1/ (f).

~.

Let If! E .:IJ(n) and ~ E (..1)(n»n. The following Green's formula holds

(2.4) (~,gr1d If!) + (div ~,If!) = If If!~'~ dcr

->-
As .2)(n) is dense in H1(n), (2.4) is still valid for If! in H1(n) and v

in (~(Q»n. Therefore

1 ->- - n
(2.5) V If! E H (n) , V VE(~(n» •

Now, let ~ be any element of H1/ 2 (f). Then there exists an element If! of
 17

H1(Q) such that Yo~ = ~ . Hence (2.5) implies that

Thus 1I~'~II-I/2,r ~ 1I~IIH(div Q)

Hence, the linear mapping Yv: ~ ~ ~'~Ir defined on (J)(n»n is continuous

for the norm of H(div; Q). Since (JD(n»n is dense in H(div; Q) , Yv can

be extended by continuity to a mapping still called y E £(H(div ; Q) ; H- I / 2 (r»

v
such that

(2.6) 1Iy} 1I- 1/ 2 ,r ~ II~ II H (div •

By extension, y ~ is called the normal component of ~ on r.
v
From Theorems 2.1 and 2.2 , we derive the next result.

coroLIARY 2. 1.
(2.7)

An important byproduct of Theorem 2.2 and its Corollary is that now we can

extend Green's formula for the Laplace operator to a wider range of functions.

mroLIARY 2.2.
Let u E HI (Q) and

(2.8)

~.
+ ~ 2 n
We set w = grad u E [L (Q)] • Then

therefore ~ EH(div ; Q) and we can apply (2.7)

4---+ .-+ -+ 1
(w,grad v) + (d1v w,v) = < Yvw'Yo v >r Vv E H (Q) •

But and (2.8) is valid. •

Another interesting consequence is that now we can interpret properly the

variational problem (N') of § 1.4 and show that it is equivalent to the

Neumann's problem (N).

 18

<DIDLIARY 2.3.

Problems (N) and (N') of § 1.4 are equivalent.

!'lm:..
We have already shown in § 1.4 that any solution u of (N') satisfies

- lIu f in 0

and
I
(1.31) IJ v E H (0) •

dU 2
We must prove that av- =g Since f E L (0), this follows immediately from (2.8).

Hence, u is a solution of problem (N).

Conversely, according to (2.8), every solution u E H1(0) of problem (N)

satisfies (1.31). •

Renark 2.2.
Let us go back to problem (N) in the proof of Theorem 2.1 • According to

(2.7), the choice of e. and the extension operator TI , we have

1

< R"v >

~ 1/2
where points inside o . As y
v
t E H- (r), it follows from Corollary 2.2
applied in d-n that problem (N) is equivalent to the p+1 non-homogeneous
Neumann's problems Find wE V such that
1 -+
lIw
~.) < yvu,1
>
r.1 in n.1 o ,;; i ,,;;; p
•
1

dW
av-= -+
Yv u on r • dW
dV
0 on dO' .
Clearly, the compatibility condition (1.25) is satisfied in each O. . Hence the
1
-+ -+
extension of u has the same normal component as u on r •
aIOOLIARY 2.4.

I) The range space of Yv is exactly H- 1/2 (r).

2)
 19

~.

Let IJ* E H- I / 2 (r) and consider the problem

Find I(! in HI (n) such that

(2.9) in n ,

(2.10) on r.

Unlike the Neumann's problem of § 1.4, this problem has exactly one solution in

HI (n). We denote it by I(! and set ~ = gr;d I(! • Then ~ E H(div ; n) and

. Moreover
2
III(! II I ,n

As div ~ = I(! , it follows that II~ II H(div ; n) = III(! 1I 1 ,n ~ 11/ 1I- 1 / 2 ,r

By (2.6), we get lIy} 1I- 1/ 2 ,r II ~ II H(div ; n) •

THEOREM 2.3.

The proof can be found in Duvaut & Lions [ 22 1 , and in the Appendix.

2.2. The space H(ciirl; n)

'1\ .... rN 2
Let us first consider the ease n = 2 • For I(! E cl..J' (n) and v E (..u(n)) ,

we introduce the following distributions :

.... (~ _ 3<1' )
(2. II) curl I(! =
aX ax)
and 2

.... aV av)
2
(2.12) curl v =--
aX
-
I aXz

Then, we define the space H(curl; n) as

H(curl ; n) = {~E (L2 (0))2

a Hilbert space for the norm

.... 2 .... 2 1/2

(2.13) II~ II H(curl n) = {II v 11 0 ,0 + II curl v 1I 0 ,0} •

It is easy to derive many properties of H(curl n) from those of H(div; n)

by means of the following device: the vector ~ with components (-v ,v ) belongs
2 l
 20

to H(div; n) iff ~ E H(curl ; n). Moreover, if ~ denotes the unit tangent

to r like in figure 2 - i.e. ~ = (- v ,v ), then

2 l

Hence the following properties stated

in § 2.1 carryover to H(curl ; n) :

i) (.l)(n) ) 2 is dense in H(curl ; n) ;

.... ........
ii) the mapping Y :
T
v ....... v· T Ir defined

on (.1)(n» 2 can be extended by conti-

FIGURE 2
nuity to a linear mapping still called Y
T

from H(curl ; n) onto H- I / 2 (r)

H( curl
iii) Ho(curl ; n) defined as (.,;z)(n» 2 coincides with the kernel:

Ker YT in H(curl ; n) ;

iv) the following Green's formula is valid :

....
(2.14) \J v E H(curl rl) ,

\J 'P E HI (n) •

We now turn to the case n =3 • When ~E (.1)' (n» 3, we define its c~rl by

(2.15)

With this operator, we introduce the following space

........
H(curl ; n) = {v E (L 2
(n»3 "
;" ""
curl v E (L 2 (n» 3 }

normed by

(2.16)

THEOREM 2.4.

The space (J)(Q» 3 is dense in H(c~rl n).

This theorem is proved in Duvaut & Lions (22 1 •

 21

THEOREM 2.5.
~ + + +
Let v x v denote the vector product of v and v • The mapping
~ ~
V t---4o- V X defined on (,1)(n)) 3 can be extended by continuity to a linear

~ ~
continuous mapping still written V l---+ V X from H(c~rl ; >1) onto

PIDJF.

The proof is similar to that of Theorem 2.2.

For all ; and ~ in (j)(Q))3 the following Green's formula is valid

Jr'~ x ~)·t do •
1
By density, this equality also holds for all in (H (>1))3 Therefore

~ ~
Now, for each ~ in there exis ts a <p in

Hence IJrr (~x~).;;....;;;

do I ~
IIv IIH(c~rl ; >1) 1I11... 1I 1/ 2 ,r Therefore,

(2.17) .;;; 1I~IIH(~l

. cur >1)

This permits us to extend the mapping

...v by continuity to a mapping

H(c~rl ; >1) into (H- 1/ 2 (r))3 , satisfying (2.17) for

~
from v in

In addition, Green's formula becomes

~ ~
(2.18) If v E H(curl

Let us introduce the following subspace of H( c~rl ; >1)

______ H(c~rl ; >1)
>1) = (.ll(>1)) 3
THEOREM 2.6.

We have
H (c~rl >1) {~ E H(c~rl >1)
o
Remark 2.3.

>1) , its tangential components vanish on r. •

 22

§ 3 - A DEa::MPOSrrICN OF VEcroR FIELDS

2
In this paragraph, we shall prove that every vector of (L (Q»n is the

sum of a divergence-free vector and a gradient vector. This will lead to an

interesting decomposition of (H1(Q»n as a direct sum of

o
orthogonal spaces.

We shall make the following assumptions on Q: Q is bounded, eventually

multiply-connected, and its boundary r is Lipschitz continuous.

Like in § 2, we shall denote by ro the exterior boundary of and by

ri ' I ~ i ~ p , the other components of r (cf. figure I). The duality between
1/2 I/2
H- (r.) and H (r.) will be denoted by < .,. >
1 1 r.1

3.1. Existence of the stream function of a divergence-free vector

We first consider the case n =2 •

THIDREM 3.1.
2
l£! n = 2 • A function ~ E [L (Q)J2 satisfies

(3. 1) div t 0 for 0 ~ i ~ p

if and only if there exists a stream function ~ in H1(Q) such that

-+ -+
(3.2) v = curl ~ •

Proof.

J) Let us show that (3.2) imp lies (3. I). Le t ~ E HI (Q) and let ~ = c~rl ~

then
div(c~rl~) = 0 •

Next, as .:l)(n) is dense in HI (Q), it suffices to prove that

-+ -+
curl 'P'\! do o

But

-+ -+
o•
curl 'P'\! do
fr. 1
d<P do
aT
 23

Therefore (3.2) implies (3.1).

....
2) Conversely, let v satisfy (3.1). The idea is to extend t to the whole

plane in such away that it stays divergence-free. Then it will be easy to construct

its stream function by means of Fourier transforms. The extension procedure is

similar to that used in the proof of Theorem 2.1.

a) Let (j be any bounded, simply-connected open set containing n, Le.

oc (j • Then, for p;;' 1 , the set (J -0 is not connected and again we call n.
~

that component which is bounded by r i ' for 1 .;;; i .;;; p , and no tha t component

bounded by ro and dd • Consider the following problem.

F~nd a function w de fined in (j -?i and such that

/:'w = 0 in <:J -?i

dW ........
(N) -av= v·v on r. ~
for 0';;; i ';;;p ,

ow
-av= 0 on ac;

Here again, problem (N) consists of p+1 non-homogeneous Neumann's problems

(in ni ' 0';;; i .;;; p) like the one we analyzed in § 1.4, since they include the

compatibility conditions:
........
< v.v,1 >
r. =0 for 0';;; i .;;; p .
~

1 -
Therefore, there exists a function w E H «(J -n), de termined unique ly up to an

additive constant in each ni ' satisfying (N). We set

Then a E H(div (j - 0) ,
....
dive /:'w = 0 in 0-0
e·v = av = v·v
........ dW ........
on each ri , 0';;; i .;;; p ,

(3.4)
o on ocr .
....
b) Now, we extend v as follows :

't in n ,
::t ....
v e in Cf-n
....
0 elsewhere
 24

::t 2 2
Clearly v E (L (R2 » . Let us calculate its divergence. As a distribution,
div v satisfies
::t ::t --+
< div v,'fJ > v-grad 'fJ dx

that is
::t
< div v,'fJ >

As
4-
V and e are both divergence-free, Green's formula (2.7) and (3.4) yield
p
::t
(3.5) < div v,'fJ > L >
f.
i=O 1.

In the sum, the normal to f.

1.
is directed outside n.1. and therefore inside n.
Hence each term of this sum cancels a term of
::t
< div V,'fJ > = 0

::t
Therefore v E H(div ; IRh
div v O.

::t
c) Let us introduce the Fourier transform of v

(3.6)

Note that each Vj(~) is a holomorphic function of the complex variables ~I and

since the support of v. is compact.

J
In terms of Fourier transforms, the condition div v o becomes
;: ';;:
(3.7) ~lvl + ~2v2 0

and
;ot
4-
V curl 'fJ

holds if and only if

(3.8)

Now, if we take then, thanks to (3.7) both equalities of (3.8)

are valid, Le. Therefore, the inverse transform of

is the required stream function of ~, provided 'fJ E L2(R~) • As

 25

it suffices to show that ~ is bounded in a neighborhood of the origin.

According to (3.7), we have ~l(~I'O) o. Hence, using the holomorphy of

the function VI ' we obtain

so that
_ 1 a;1
~(~1'~2) = 2in ~ (~I'O) + O(I~21!

Clearly, this implies that ~ is bounded in a neighborhood of zero •

Remark 3.1.
4-
If is connected, then clearly the stream function ~ of V is unique

up to an additive constant. •

Suppose again that n is connected (otherwise, we deal with each of its

components separately) and consider the space

4-
div v = O}

4- a~
Then every stream function ~ of V satisfies 0 that is
a:f"lr.
~

~ Ir. = a constant c.~ for o .;;; i ';;;p

~

According to the above remark, ~ is uniquely determined if we fix one of these

constants. Therefore, ~ has one and only one stream function ~ that vanishes on

r • Let us characterize this function as the solution of a boundary value problem.

o
For this, we introduce the space

I
~ = {X E H (n) ; X[r o , Xlr. = an arbitrary constant for 1 .;;; i .;;; p},
o ~

which is a closed subspace of HI (n). Moreover, l'II,n and II· II ,n are two
l
equivalent norms on ~, by virtue of the following generalization of the

Poincare-Friedrichs 'inequality

Let n be a bounded and connected open subset of Rn , with a Lipschitz

continuous boundary r . Let r

o
c r with meas(r ) > 0 • Then, I • II , n and II· II I , n
o --
I
are two equivalent norm~ on the space {v E H (n) ; vir = O}
o
 26

-+
Then, the stream function of v that vanishes on ro is also the only solution

of the problem :

Find <{J in ~ such that

(3.9) IJ X E ~

Let us interpret (3.9). If we restrict X to J)(n) , we get

- t:.p curl ~ in :D' (0)

Next, by applying formally (2.8) to <{J we obtain

\J X E ~

Likewise, (2.14) yields formally

,
(t,c~rl X) = (curl ~,X) - < ytt,yoX >r \J X E ~

Finally, by comparing these two equalities with (3.9) , we get

p
d<{J -+
E <-
d'V
+ ytv,c
i
>
r.1. 0 V c. E R
1.
i=l

These results are sunnnarized in the following corollary.

mIDILARY 3. 1.
-+
Let be like in Lennna 3.1. For v E H , the re lation
-+ -+
v curl <{J

establishes a one-to-one correspondence between the spaces H ~ ~ . Furthermore,

the stream function <{J can be characterized as the solution of problem (3.9).

This problem has the following interpretation

-+
- A<{J = curl v in .JJ' (n)

o
where the constants c are determined formally by
i
<l'e.+
d'V
-+
Yt v ,l >r o
i

Now, we turn to the case n = 3.

 27

THIDREM 3.2.

~ n = 3 • A function ~ E (L 2 (n))3 satisfies

........
(3.10) div ~ = 0 in n , < v'v,1 > = 0 , for 0'" i '" p
r.1
.... (HI (n))3
if and only if there exists a function I{J in such that
.... .... ....
(3. 11) v = curl I{J

ProoF.
1) Let '$ belong to (H I (n)) 3 and ~ = c\irl ; . Then div ~ = 0 , and we

~.~,1 >
must check that <
r.1 = 0 • For o '" i '" p , let e.1 be a function of

in R
3
and e.1 (x) _ o~1 in a neighborhood of r.
J
....
We set w.
1
Obviously, and div t.1 o.
Moreover,
o if j f. i

Hence
o '" i '" p.

2
2) Conversely, let t be a function of [L (n)] 3 satisfying (3.10).

As in the two-dimensional case, we can extend ~ to the whole space so that the

extended function ~E 2
[L (R3 )] 3 is divergence-free and has a compact support.

Again, let v. be the Fourier transform of v.

J J

v~ j (~)
<,
-I
- R
3
e -2iTI(x,i';)-
V
( ) dx.
j x

3 is compact. The condition

Then v. is holomorphic in R since the support of v.
i'; J
..... J
div V = 0 becomes :
3
(3. 12) L i';.v.
1 1
0
i= 1
.... -)- -+ Z
Now, we must find a function $ such that curl I{J = v

i.e. such that:

 28

vI ZilT(l;l3 I;lz)

(3.13) V ZilT (I;ll - 1;1$3)

z
v ZilT(l;lz - I;ll)
3

The third equation of (3.13) is a consequence of the first two and (3.IZ).

Therefore, in order to fix ~ , we add to (3.13) the condition

3
(3.14) L
i=1
1;.$. = 0 •
~ ~

The unique solution of (3.IZ), (3.13) and (3.14) is

and

3
where I • By i~spection, these equations imply that
i=1

and that I~il ~ ZlTlli I; II <Ivjl + !vkl).Therefore, the inverse transform of $ belongs
I 3 -+
to (H (0» , provided that $ is bounded at the origin. First, we observe

that (3.IZ) implies that V. (0)

~
= 0 Then, as V. ~
is holomorphic, it follows
3
avo Z -+
that V.
~
(I;) I 1;. a~~ (0) + 0 (III; II ) in a neighborhood of O. Hence $ is
j= I J '>J

bounded as I; tends to zero.

By restricting to 0 the inverse transform ~ of $ , we thus find a

I
function ~ in (H (0»3 such that c~rl ~ = ~ and moreover, div ~ = 0 ,
which is slightly stronger than the statement of the theorem. •

Renarks3.2.

1) The divergence-free stream function

...
~ of
;:t
v is unique, but this does

not hold for

...v , since the extension of ~ is not unique.

Z) From the identity in (.1)'(0»3

(3. 15) c~rl(c~rl ;) = - bP + gr~d div ; ,

we see that
...
~ satisfies
 29

->- ->- ->-

(3. 16) - tiP = curl v

The choice of the boundary conditions that must be added to (3.16) in order to

characterize ; can be found in Bernardi [ 8 ] •

3) In the above proof, we have chosen a divergence-free stream function, but

of course this is not the only possibility. For instance, we might have replaced

(3.14) by

(3.14' ) o.
Then (3.12), (3.13) and (3.14') have the only solution
A V2 VI A

'1'1 = 2i1TF;3 $2 = - 2i1TF;3 ' '1'3 = 0

The corresponding stream function ; of ~ has the form ('I'J ,'1'2,0). •

THEOREM 3.3
2 n
For each function ~ Q.f. [L (fl)] , there exists a function

and a function 'I' E HI (fl) if n = 2 (respectively, ; E (HI (fl»3 if n = 3),

such that
->-
curl 'I' if n = 2
->- -+
v = grad q +
->- ->-
curl 'I' if n = 3 ,
(3.17)
y (~ - gcid q) = 0 •
\I

-+ ++--+
Moreover, the functions curl 'I'(resp.curl '1') and grad q are

!'.@!.
->- 2 n .
Let v E [L (fl)] and conSlder the following problem

find q in HI(fl) satisfying

--+ ~ -+ ---+ I
(3.18) (grad q, grad ~) = (v,grad ~) I;j ~ E H (fl) .

This Neumann's problem has a unique solution q in HI(fl)/R. Any q E q verifies

->- ........
aence v - grad q is a divergence-free vector of H(div fl). Then, by applying
 30

Green's formula (2.7) to (3.18), we get

o = (~-g~d q,~d ~) = < (~g~d q).~,~ >r V ~ E H1(n) •

This implies that (~-g~d q)'~lr = a in H- 1/ 2 (r). Therefore, we can apply to

~ - gr!d q the conclusion of Theorem 3.1 (or 3.2) and we find the required

function ~(or ;). Note that this particular ~ (or;) satisfies

(3.19)

To show the orthogonality of g~d r and c~rl t , we use Green's formula

and (3. 19)

1
a V r E H (n) • •
Remarks 3. 3.

I) The decomposition of Theorem 3.3 determines a unique q , up to an

additive constant. The function q is characterized as the solution of (3.18)

that is , if ~ E H(div ; n) , then

llq = div ~ in n
and

on r
2
If ~ is only in [L (Q)]n , the last equality is formal.

2) When n = 2, the above decomposition and the condition ~Ir =a

o
determine ~ uniquely. We can characterize ~ as being the only function of ¢

that satisfies

V X E ¢

Hence, formally ~ is the solution of

-+
- ll~ = curl v in n,

~Ir '" a ~Ir. is constant for I';;;; i .;;;; p ,

0 ~

Ir.
~
(~
av +
-+ -+
v', - !9.)do
a, a for I';;;; i .;;;; p •
 31

We now come to the decomposition of (L 2 (a))n into orthogonal subspaces.

Let us introduce the space

tJ = {~E (.D(a))n ; div ~ = O}

2
and let II
denote the orthogonal complement of H in (L (a))n. The next
1
theorem characterizes H and 8

THEOREM 3.4.
We have

8 = {c~rl <P <p E (H

I
(a))2 ~ Yv curl
... <p O} if n=2,
(3.20)
H = {c~rl -; -; E (H
I
(a))3 ~ Yv c-;rl -; = O} g n=3,

(3.21)

Moreover, If is dense in 8

PIroF.
2
I) Since 8 is a closed subspace of (L (a))n, it follows that

(L 2 (a))n = 8 @ Et . Next, the characterization (3.20) is a direct consequence

of Theorem~3.1
.
and 3.2. Flnally, . . .v
lf . E (L 2 (a ))n ,then Theorem 3.3 implies

that
...v is of the form
-+ -+ --to- -+
V = W + grad q with w in 8.

Therefore J is the space (3.21).

2) Let us check the density of tr in H in the two-dimensional case. Here, we

make use of Corollary 3. I

~ E H iff
...
v c~rl <p with <p in and therefore

and c. for <i<p

1

It is easy to construct a function $ in JD(n) such that

$ _ 0 in a neighborhood of r
o
and
$ - c
i in a neighborhood of r.1

As <p - $ E HI (a) , there exists a sequence

o
am in cD (a) such that
 32

lim in H1(Q). Also c~rl am E 11 and clearly c~rl 1jJ E 7Y .

m-+oo

Hence ~ = lim (c~rl am + c~rl 1jJ) •

m-+ 00

The proof for the three-dimensional case can be found in Temam [44 l. •

3.3. A OeCXlTf?OSi lion of

In solving the Stokes problem, we shall deal with divergence-free functions

of (H1(Q»n. The following theorem proves a boundary value property of these

THroREM 3.5.

Let g be a given function of that satisfies

I -+-+
r g.'J do o.
Then there exists a function ~ in (H1(Q»n such that

-+
div ~ =0 u = -+g on r

PRX:>F.

For the sake of simplicity, we assume that n =2 and that r is suf-

ficiently smooth. The proof for the general case can be found in Temam [44 1•

1) Consider first the case where g.~ =0 on r. It suffices to find 1jJ

2
in H (Q) such that

(3.22) 2i. = 0 on r 2i. -+-+

r .
dT d'J = - g'T on

Indeed, if we set ~ = c~rl 1jJ , then ~ E (H 1(Q»2 , div ~ =0 ,

and -+ -+
U'T it _ -+g.; on r,
d'J -
-+
hence u is the required function

According to Theorem 1.5 , and since g.; E H1/ 2 (r) , there exists a function

in such that 1jJ = 0 on r and on r .

Thus 1jJ satisfies (3.22).
 33

2) When
......
g'V does not vanish on f , we cannot apply directly Theorem 1.5
• ... ... 3/2
because, Ln general, g·v ~ H (f). Instead, we introduce the function p satis-

fying the Neumann's problem:

t.p 0 in Cl,

(3.23)
lE..
dV -
- -+-g'~ on f

Because of the hypothesis <

......
g'v,1 >f o problem (3.23) has a unique solution

p in HI(Cl)/R. Moreover, since g.~ E H1/2 ( f ) then p• E H2 ( Cl ) I R, provLded

.

that f is su[fiaientZy smooth (cf. remark 1.2) .

Then, according to part I, there exists a function

...u in (H I (Q»2
l
such that
. ...
dLv u 0 and
...u = g- y (gr;d p) on f
l l 0

...... -+-
Therefore u = u
l
+ grad p is the required function. •

IErrark 3.4.

Let us assume that f is infinitely differentiable and that g belongs

to (Hm-1 / 2(f»n, for m ~ I ,with If g'~ do = 0 • Since Theorem 1.5 and

remark 1.2 are both valid for any m, we can apply the above reasoning to show

that there exists

...u in such that

div ;i o and •

Now, we define the following spaces :

v {~E (HI(Cl»n ; div ~ = O} ,

=
o
L2 (Q) = {q E L2 (Q) ; (q,l) = O}
o

and we denote by J the orthogonal complement of V in

scalar product (gr;d ;i, gr;d ~).

The divergence operator is an isomorphism from J onto

Proof.

Let ~ E (HI(Cl»n
o
• By Green's formula
 34

I -+--+-
r V"V do = 0 •

2
Thus div E £«HI(Q}}n ; L (Q)}. Let us show that div is a one-to-one mapping
o 0
2
from .; on to L (Q). Since
o
v = Ker(div}, it suffices to show that div maps
(HI(Q»n onto L2 (Q). For this, let
o
q be a function of
2
L (Q) ; we seek ~
o 0

-+-
in (HI(Q»n such that div v = q As Q is bounded, there exists some
o
function e in H2 (Q) such that

ll8 = q in Q
-+
We set grad eE (HI (Q»n Then
• -+-
d1V vI M q

moreover, by Green's formula

I ~I"~
r
do = I Q
div ~I dx = I
Q
q dx =0 .

-+- 1/2 n
Also Yov l E (H (r}). Therefore, we can apply Theorem 3.5
-+-
there exists wI in such that and

Then is the required function since div ~ q

Finally, it follows from the open mapping Theorem (cf. Yosida [46 l) that

the inverse of div is continuous from onto .; , therefore div is an

isomorphism. -

Rema.:rk 3.5.
The usefulness of arises not only from this lemma, but also from

the fact that Vq E

(3.24) II q II 0, .."

where q is the class of L2 (Q}/R containing q. As a consequence, it is often

very handy to work with L2 (Q} instead of L2 (Q}/R. _
o

THEDREM 3. 6.

Let t belong to (H-I(Q}}n and satisfy

-+-
(3.25) < t,~ > =0 Vv E V
 35

Then, there exists exactly one function ~ in such that

(3.26) < 1, ~ > = Jfl ~ div ~ dx = - < gr;d ~,~ >

PRXlF.

Consider the following problem:

Find \'i in ..; satisfying

(3.27) (div l'i,div~) =< t,~ >

2
As div is an isomorphism from ,; onto L (fl) , it follows that
o

IJ ~ E'; ,with (). > 0.

Hence, by the Lax-Milgram's Theorem, (3.27) has a unique solution l'i in ~ •
....
Then, hypothesis (3.25) implies that u also satisfies

(div ~.div ~) = < 1,~ >

We set ~ = div l'i E L2o (fl) and we find (3.26).

2
It remains to prove that ~ is unique in L (fl). But clearly, if
o
~ E

and (~,div~) 0 IJ ~ E (H1(fl»n , then ~ = 0 since div maps (H1(fl»n

o 0

The next theorem states another application of Lemma 3.2.

THEDREM 3.7.
There exists a constant c > 0 such that

(3.28)

PRXlF.

Let ~ E Lo2 (fl). By virtue of Lemma 3.2 , there exists a unique function

such that

Hence
2
(~,div ~) H~ 1I0,fl~.!.
II~ II " •
1~II,fl 1~II,fl
0, ..
c
 36

We are now in a position to characterize V and ~ •

DEFlNITlOO 3. 1.

Let (_~)-I denote Green's operator related to Dirichlet's homogeneous

problem for - ~ in Rn , i.e. if f E (H-I(Q))n , then (_~)-If is defined as

the solution ~ of the problem

~ E (HI(Q))n - ~~ =t in Q.
o

THEDREM 3.8.

The space ty is dense in V and

{-; c~rl 'P 'P E HI (Q) with c~rl 'P E (H I (Q))2} if n = 2
(3.29) V= o
{-; = c~rl -; -; E (H I (Q))3 ~ c~rl -; E (H I (Q))3} if n = 3,
o
_1 -+ -I --+ 2
(3.30) V = {v = (-~) grad q q E L (Q)} •

~.

The characterization (3.29) of V follows immediately from Theorems 3.1. or

3.2. Let us check (3.30) ; let ~E ~ and consider the mapping

for ~ in 1
(H (O»n. Then
o
i is a continuous linear

functional on (HI(Q))n
o
that vanishes on V. According to Theorem 3.6, there
2
exists q in Lo un such that

-+
< R-,v > - (q,div -;)

Therefore,

-+
-
-+ -+
< ~u,v >

-+
=< -
grad q,v >
-+ -+
"J v E (HI(Q))n
0

Hence u satisfies uE (HI(Q))n and

0
- -+
~u
-+
= grad q in Q

Le.
~ = (_~)-I gr1d q

Conversely, it is clear that (-M -Ig~d q E ~ for every q

Finally, the proof of the density of 1" in V is similar to that of the

density of 11 in H. •
 37

Remark 3.6.

Since V is a closed subspace of

1
Hence, Theorem 3.8 implies that every function of (H (0»n can be written in the
o
form
+ -I -+ + +
(3.31) v = (-~) grad q + curl ~

The function q is uniquely determined in by (3.31). •

When n =2 , we can characterize entirely the stream function ~

that satisfies ~Ir = 0 . We introduce the following closed subspace of

o
~ = {X
2
E H (0) ; Xlr o Xlr. is constant, I .;; i .;; p, and ~I r O} .
o ].

Note that the semi-norm II ~~ II 0,0 is a norm on ~ equivalent to II~ 11 2 ,0

+ I 2
Indeed, since grad ~ E [Ho(O)] when ~ E ~ , it can easily be shown like in

section 1.5 and by virtue of Lemma 3.1 that

= I ~ 1 2 ,0 ~ C I I ~ II ,0 ~ C2 II ~ II 0,0 •

Now, each function

+
v of [HI (0)]2 has exactly one stream function ~
o
in ~,and (3.31) implies that

+ -I -+
(3.32) curl v bp + curl(-~) grad q •

+ + +
Let X E ~ and let w = curl X ,wEV From (3.32), we get:

+ + + -I -+ +
(-~~,curl w) = (curl v,curl w) - (curl(-~) grad q,curl w) •

-I -+ + -I + + +
But (curl(-~) grad q,curl w) =< (-~) grad q,curl curl w >
HI H- 1
o
and

+
since w E V . Therefore

-1- +
< (-~) grad q,- ~w >

-+ +
• < grad q,w > 0

+
since wE V • Hence, we have
 38

(3.33) (curl ~.llX)

As 1I11'l' II 0 ..." is a norm on ~. problem (3.33) has a unique solution 'I' in

~ and therefore this problem characterizes 'I' •

Let us interpret problem (3.33) in terms of a boundary value problem.

By restricting X to .f) (0) • we obtain :

(3.34)

Then. by taking the scalar product of both sides of (3.34) with X in ~.

integrating by parts. and comparing with (3.33). we find (formally)

< ll'l' + curl v • av

-+ h a
>r = < av-(curl v + II 'I').X >r
-+
II X E ~ •

As XE ~ • this implies that. formally:

Ir. ~v (bp + curl t) do o for 1 " i "p •

~

Thus. we have proved the following result

CX>IDLIARY 3.2.
1
I) Each function ; in [H (0)]2 has exactly one stream function 'I' that
o
vanishes on r and this function is the unique solution of the problem:
o

Find 'I' in ~ such that

(3.33) (ll'l'.llX) =-(curl t.ll X) II X E 4>

2) This stream function can be characterized equivalently as the solution

of the boundary value problem

114.p ll(curl t) in 0

0 '1'1 r . = a constant c.~ I " i "p

'l'lr
0 ~
•

a'l'l
av r
0
Ir . ~
a
av-(!:;P + curl t)do 0 for I " i "p •

this last equation being formal.

 39

§ 4 ANALYSIS OF AN ABSTRACl' VARIATIrnAL proBLEM

In this paragraph, we construct an abstract framework well adapted to the

solution of a variety of linear boundary value problems with a constraint, like

the Stokes problem. Two algorithms are proposed to deal with the constraint.

Although they are introduced in connection with the continuous problem, they will

prove to be useful mainly for solving the discretized problems.

4.1. Stat.em:mt and solution of the problem.

Let X and M denote two real Hilbert spaces with the norms II. "
x and
II. "M respectively. Let X' and M' be their corresponding dual spaces and let

II. II X' and II. II M' denote their dual norms. As usual, we denote the duality

between X and X' ,or M and M' ,by < .,. >

We introduce two aontinuous bilinear forms

a(.,. ) XX X ........ R, b(.,.) X x M ....... R

with norms

II a II sup
a(u,v)
, II b II sup ~
u,v EX lI u ll llvll v E X,ll E M
u#O, v#O
x x IIv " x IIll "M
V#O,ll#O

Consider the following variational problem

For ~ given in X' and X in M' , find a pair (U,A) in

X x M such that

(Q)

(4.1) a(u,v) + b(v,A) < ~,v > \{ v E X

(4.2) b(U,ll) = < X,ll >

In order to study problem (Q), we require some extra notations. We associate with

forms a and b two aontinuous, linear operators:

AE .c (X ; X') and BE .c (X ; M' ) defined by

(4.3) < Au,v > a(u,v) \{u vEX,

(4.4) < Bv,ll >

 40

Let B' E £(M ; X') be the dual operator of B, i.e.

(4.5) < B'II.,V > = < BV,II > = b(v,lJ) VIIEM vv EX

It can be readily verified that

(4.6) II A II £ (X ; X') = II a II II B II £ (X ; M') = II b II •

With these operators, we have an equivalent formulation of problem (Q)

Find (U,A) E X x M satisfying

(Q' ) Au + B' A i in X'

Bu X in M'

Next, we set V = Ker B in X and more generally, for each X E M' , we define

the affine variety :

veX) = {v E X Bv X}.
Equivalently, we can write that

(4.7) veX) = {v EX; b(v,lI) • < X,lJ > V II E M}

V = V(O) •

Moreover, the continuity of B implies that V is a closed subspace of X.

Now, with (Q) we associate the following problem

Find u in VeX) such that

(4.8) a(u,v) < i,v > VvEV.

Clearly, if (u,A) E X x M is a solution of (Q), then u E VeX) and u is a

solution of (4.8), i.e. u is a solution of (P). The rest of this section is

devoted to show the converse of this statement and the existence and uniqueness

of the solution, under suitable assumptions. For this, we define the polar set VO
of V by
O
V {g E X' < g,v > o V v E V}

LE»fA 4.1.
The three following properties are equivalent

Ii) there exists a constant B > 0 such that

 41

(4.9)
inf sup b(v,lJ) ~ 13
lJEM vEX IIvIl X lllJlI M

(ii) the Qperator B' is an isomorphism from M ~ Vo and

(4.10) II B'lJ II X' ~ I3l1lJ 11 M II lJ E M

(iii) the operator B is an isomorphism from .j ~ M' and

(4. II) IIBv 11 , ~ 13 IIv II X livEV-.

M

P:roof.

I) Let us show that (i) - (ii) .

By (4.5), statement (i) is equivalent to

< B'\l.v > ~

vSW 13 IIlJ 11 M
X
v'" 0 IIv II X
that is, (4.9) is equivalent to (4.10). It remains to prove that B' is an

isomorphism. Clearly, (4.10) implies that B' is a one-to-one operator from M

onto its range ~(B'). Moreover, it also implies that the inverse of B' is

continuous. Hence B' is an isomorphism from M onto ~(B'). Thus, we are led

to prove that

For this, we remark that ~(B') is a closed subspace of X' , since B' is an

isomorphism. Therefore, we can apply the closed range theorem of Banach

(cf. Yosida [461 p.205) which says that

~(B') = (Ker(B»o VO •

This proves part nOI.

2) (ii) ~ (iii).

First, we observe that VO can be identified isometrically with (.j),.

1
Indeed, for v E X let v denote the orthogonal projection of v on .;

Then, with each g E (';)' we associate the element g of X' defined by

1
< g,v > < g,v > IIvEX.

Obviously g E VO and it is easy to check that the correspondence g .......... g

 42

o
maps isometrically (.;) I onto V • This permits to identify (,f-)I and Vo •

As a consequence, statements (ii) and (iii) are equivalent. -

The condition (4.9) is usually called an " inf-sup " condition.

THEORFM 4.1.

Let us make the following hypotheses :

(i) There exists a constant a > 0 such that

(4.12) a(v,v) VvEV.

(ii) The bilinear form b satisfies the inf-sup condition (4.9).

Then problem (P) has a unique solution u in V(x) and there exists a

unique A in M such that the pair (u,A) is the unique solution of problem (Q).

Moreover, the mapping (~,x) ~ (u,A) is an isomorphism from X' x M' onto

XXM.

PRX>F.
From (4.9) and Lemma 4.1, we see that there exists a unique element u in
o
.; such that
Bu x and
o

Therefore the following problem is equivalent to problem (P)

Find w u - u in V satisfying
o
(pI)
a(w,v) ~ < ~,v > - a(uo'v) 'rJvEV.

Since a is V-elliptic, we can apply the Lax-Milgram Theorem to (pI). Thus

problem (P) has a unique solution u in V(x) and

where the constant C

1
depends only upon a, e and II a II

Now, ~ - Au belongs to Vo ; therefore, according to Lemma 4.1, there exists

one and only one A in M such that

B' A = ~ - Au

and 1
e II ~-Au II X'
 43

Hence (u,A) is the only solution of problem (Q).

The mapping (~,X) ~ (u,A) is obviously an isomorphism from X' x M'

onto Xx M• •

Remarks 4. 1.

1) Under the hypotheses of Theorem 4.1, problems(P) and (Q) are equivalent.

2) If a is V-elliptic, then the inf - sup condition (4.9) is necessary

as well as sufficient for the mapping (u,A) ~ (~,X) to be an isomorphism

from X x M onto X' x M' • Indeed, we have already shown the sufficiency in

the proof of Theorem 4.1 ; it remains to prove the necessity.

Let X E M' and let (u,A) be the solution of (Q) with right-hand side

(O,x). Then Bu = X and thus ~(B) = M' , so that B is a continuous and one-to-
one mapping from yl onto M' • Therefore, B is an isomorphism from if onto M'.

Hence, by virtue of Lemma 4.1, the inf - sup condition is valid. •

4.2. A saddle-point approach

Under adequate hypotheses, it is possible to formulate problem (Q) in terms

of a saddle-point problem.

In addition to the notations of the previous section, we introduce two

quadratic functionals J: X 1---+ Rand £ : Xx M - - R defined by

(4.13) J(v) = I1 a(v,v) - < ~,v >

(4.14) £(v,~) = J(v) + b(v,~) - < x,~ > •

£ is usually called the Lagrangian functional associated with problem (Q).

Consider the following problem

Find a saddle-point (u,A) in X x M of the Lagrangian £ ,

(L) i.e. find a pair (u,A) in X x M such that

(4.15) £(u,~) ,.; £(u,A) ,.; £(v,A) IJvEX

 44

THEX)REM 4. 2.

Under the hypotheses of Theorem 4.1 and if, moreover, the bilinear form a

is symmetric and semi positive definite on X:

(4.16) a(v,v) ;;. 0 v v EX,

then problem (L) has a unique solution (U,A) in X x M that is precisely the

solution of (Q).

~.

The first inequality in (4.15) can be written as follows

b(u,~-A) ~ < X,~-A > V~EM.

As ~ is any element of M this is equivalent to

(4.2) b(u,~) = < X,~ >

Now, the second inequality in (4.15) is equivalent to

(4. 17) £ (u, A) inf £(V,A)

vEX

Since, by hypothesis, a is symmetric, we have

a.c
a;(U,A) ·v a(u,v) + b(v,A) - < ~,v >

Futhermore, by (4.16)

aZ£
avz(U,A)(V,V) = a(v,v) ;;. 0 .

Therefore £ is a convex functional and its min imum (4.17) is characterized by

the condition
at
av(U,A)'V = 0 i.e.

(4. I) a(u,v) + b(v,A) < ~,v > vv EX.

Thus (U,A) is a solution of (L) iff it is also a solution of (Q).

Hence the theorem is established. -

Rerrarks4.2.

1) When the bilinear form a is symmetric and V-elliptic, problem (P)

may be viewed as an optimization problem. Indeed, the solution u E VeX) of (P)

 45

may be characterized as the unique element of V(X.) that satisfies

J(u) inf J(v).

v E VeX)

Hence, A appears to be a Lagrange multiplier associated with the constraint

u E Vex).

2) The general optimization results yield the following equalities

(4.18) £ (u, A) inf sup £ (v,lJ) sup inf £ (v,lJ)' •

v E X lJ E M lJ E M vEX

4.3. Nurerical solution by regularization.

We assume that hypotheses (4.12) and (4.9) hold. In addition to a and b

we introduce a third continuous bilinear form c(.,.) M x M ~ R , M-elliptic,

i.e. such that there exists a constant y > 0 with

(4.19) \;flJEM

Let e E £ (M M') be defined by

< eA,lJ > = C(A lJ)

Let E > 0 be a parameter which will tend to zero. We consider the problem

Find a pair(uE,A E) E X x M satisfying

E
(4.20) a(uE,v) + b(V,A ) =< t,v > \;f v E X

(4.21)

As e is non singular, equation (4.21) is equivalent to

E 1 -] E
(4.22) A = ~ e (Bu -X)

E
Hence we can eliminate A from (4.20) and derive another problem, which is

obviously equivalent to (QE)

Find u E E X such that

] -]
(4.23) < t,v > + ~ < BV,e X> \;f v EX.
 46

Clearly, when the bilinear forms are symmetric, solving problem (P£) is

equivalent to finding u£ E X such that

inf J (v) where J (v)

£ £
v E X

The expression l-.

2£
< Bv - x, C-I(BV-X) > is a penalty term corresponding to the

constraint b(v,~) o • Thus problem (P£) is a penalized version of

problem (P). •

THEOREM 4.3.

Under the hypotheses (4.9),(4.19) and if there exists a constant ~ > 0

such that

2
(4.24) a(v,v) + < Bv,C-1BV > ~ ~ IIv II 'o'vEX
X

then problems (Q) and (Q£) both have one and only one solution Moreover, the

following error bound holds for every sufficiently small £

(4.25)

where the constant K depends upon ~,Il, II a II, II b II and II c II only

~.

Hypothesis (4.24) implies that a is V-elliptic. Hence problem (Q) has a

unique solution (U,A) in X x M•

Now, it follows from (4.19) and (4.24) that problem (P£) has exactly one
£
solution U in X. Therefore, if we define by (4.22) then is

the only solution of (Q£).

It remains to establish (4.25). From (4.20) and (4.1), (4.21) and (4.2),

we get

o '0' v E X

(4.26)
'o'~EM

The first equation, together with (4.9), yields

 47

E:
b(v,A-A )
8 II A-AE:IIM .,;;; sup .,;;; II a 11 11 u-u~1 X
v EX
IIvl1 X

whence
(4.27) 11 A-A E: II M .,;;; t II a II II u-uE:11 X

E: in (4.26), we find
By taking V = U - U and

a(u-uE:,u-uE:) = E: C(A,A-AE:) - E:C(A-AE:,A-AE:)

.,;;; E: c(A,A-AE:) ,

owing to (4.19). Then (4.27) gives:

E: E: 11 a i l E :
a(u-u ,u-u ) .,;;; E: II c 11 -8- 11 A 11 M II u-u 11 X

Besides that,
- E: CAE: •

Therefore
E: -I E:
< B(u-u ),C B(u-u) > = E: 2 C(A E: ,A E: )
2 E: 2
.,;;; E: C1(II A II M + II u-u II X)
2
where C
1
11 ell sup (I , !l!JL
2
) Hence, hypothesis (4.24) yields an inequality of
8
the form

with II u-uE:1I X represented by x If E: is sufficiently small, this amounts to

This, together with (4.27), prove the bound (4.25). •

4.4. Nurerical s:>lutian by duality

We keep the notations of the previous section. The method proposed here is

similar to that of the last section in that it splits the computation of

u and A. However, this is achieved by an iterative procedure. This method is

based on Uzawa' s class ical algorithm (cf. for instance Arrow, Hurwicz & Uzawa [ 2 1),

which consists in constructing a sequence of functions (Um,A ) E X x M for

m
all m, such that
a(um+I'v) + b(v,A m) = < R.,v > 'rJ v E X

- c( \n+1-Am,\l) + Pmb(um+1 ,\l) '" Pm < X,\l > 'rJ \l E M

 48

where the parameters P > 0 are arbitrary.

m

Obviously, if a is V-elliptic and c is M-elliptic, these equations

determine uniquely and separately u and A •

mtl mtl
We shall study a variant of this method which leads to a slightly more

general algorithm obtained by a procedure known as the II augmented Lagrangian II

technique. The idea is that, because Bu - X is supposed to tend to zero, the

m
-I
ellipticity of a can be strengthened by adding to it the term r < Bv,C (Bv-X) >

for some parameter r > 0 • This yields the following problem.

Find a sequence (u ,A ) in X x M satisfying

m m
-I -I
(4.28) a(umtl,v) + r < Bv,C BU > + b(v,A ) < R-,v > + r < Bv,C X>
mtl m
(~) IJ vE X ,
(4.29) - c(Amtl-Am'~) + Pmb(Umtl'~) = Pm < x,~ > IJ ~ E M

Here again, the computation of u is dissociated from that of A •

mtl mtl

Theorem 4.4.

We assume that the hypotheses (4.9), (4.16), (4.19) and (4.24) hold. In

addition we assume that the bilinear form c(.,.) is symmetric and that there

exists a constant a(r) > 0 such that

-I 2
(4.30) a(v,v) + r < Bv,C Bv > ;;. a(r)IIBv 11M' IJvEX.

Then the algorithm (~) uniquely determines a sequence (Um,A m) in X x M•

Moreover, under the conditions :

(4.31 ) o < inf Pm 0;; sup Pm < 2 ya(r) ,

m m

lim {lIu-u Ii + IIA-AJI } O.

m+ co
m X M

~.

From (4.19), (4.24) and (4. (6), we derive readily that

a(v,v) + r < Bv, C-1Bv > ;;. a min(I,r) IIv IIi IJvEX.
 49

As a consequence, (4.28) defines a unique u + EX. Similarly, by virtue of

m 1
(4.19), (4.29) defines Am+1 uniquely in M.

Let us study the convergence of (Qro), We set

v = u - u
m m

Then by subtracting (4. I) from (4.28) and (4.2) from (4.29), we get

-I
(4.32) a(vm+I'v) + r < Bv,C BVm+1 > = - b(v'~m) livEX,

(4.33) Ii ~ E M

As c is symmetric, it satisfies the identity

where c(~) stands for c(~,~). With (4.33), this gives

(4.34)

From (4.32) and (4.34) we infer

Then hypothesis (4.19) and the fact that a(r) > 0 yield

With the inequality this becomes

(4.35)

If we choose Pm within the bounds (4.31) then there exists 0 > 0 such that

P (2a(r) - 1 P ) ~ 0 Ii m
m y m

With this choice and by virtue of (4.11), (4.35) yields

c(~m+I) - c(~m) + 013

2 IIvm+1 "i ~ 0 •

Hence the sequence c(~m) is monotonically decreasing and bounded below by zero

therefore it converges and

 50

2
lim II vm+ I 11 .;; -L,. lim (c(]lm) - c(]lm+l» = 0
m-+oo
X 015" m-+ oo

It remains to prove that ]lm tends to zero. By applying (4.9) to the

right-hand side of (4.32), we obtain:

Hence lim
m-+oo
]lm" 0 in M •

§ 5 THEORY OF THE SI'OKES proBLEM

In this paragraph, we establish the existence and uniqueness of the solution

of the Stokes system and we give two variational formulations that we shall use

later on for approximation purposes.

5.1. The" velocity-pressure II fonnulaticn

The Navier-Stokes equations describing the n-dimensional motion of a viscous

and incompressible fluid are as follows

n
duo n dUo
(5. I) p(_l + L u. 1
a;:-) L pi.
1
dt j =I J j=l
J

with the incompressibility condition

n
(5.2) div ";';" L o
i" I
where
0 •• - Po~ + 211 D.• (";';)
1J 1 1J
(5.3)
I dUo dUo
D.. (";';) = _ (_1 + -.J..)
1J 2 dx. dx.
J 1

-+
In these equations, the vector u " (u 1 , ... , un) is the velocity of the fluid,

p is its density (assumed to be constant) , 11 > 0 is its viscosity (also assumed

t~ be constant) and P is its pressure ; (0 .. ) is the stress tensor and the

1J
vector 1= (f 1 , ••• , f n ) represents a density of body forces per unit mass

(gravity, for instance).

 51

We set
p
(5.4) p =- and \) = .H.
p p

Here, p is the kinematic pressure and \) the kinematic viscosity, but for

the sake of simplicity they will be called in the sequel pressure and viscosity.

For the time being, we introduce two simplifications in equations (5.1).

a~
We only consider the steady state case, that is at = 0 , and furthermore,

we assume that the velocity ~ is sufficiently small for ignoring the non-linear
aUi
convection terms uj a>c Thus, we are led to the Stokes system of equations :
J
n
- 2\) L .L
ax.
D .•
~J
(~) + lp_ = f.
a Xi ~
1 .;;; i ';;;n ,
j=1 J
(5.5)
n
L D •• (i~) = 0
~~
i= 1
....
Note that, when div u 0 , the following identity holds :

n n a2 u. a2 u.
(5.6) LaD .. (Ii)
ax. ~J
= -2
1
L (d
ax.
+
1
- - L - ) = -2
ax. ax.
AU~~
j=1 J j=1 J ~ J

so that (5.5) can be written more conveniently

(5.7)
div Ii = 0

The Stokes equations are linear, but nevertheless they deserve special attention,

because of the incompressibility condition div Ii = 0 .

THEOREM 5.L

Let 0 be a bounded and connected subset of R

n with a Lipschitz continuous

boundary f Let 1 and g be two given functions in (H-I(O))n and (H 1/ 2 (f))n

respectively, such that

. . . . da
(5.8)
f f g.\) = 0 .

Then, there exists one and only one pair of functions (Ii, p)

such that
 52

-+ -+
--->-
- vAu + grad p f in (H- I (n»n

(5.9) div ~ 0 in n
-+ -+
u g on r

~.

By virtue of (5.8) and Theorem 3.5 , there exists a function ~ in

o
such that -+
div ~ = 0 g
o

Now, let us put problem (5.9) into the framework of paragraph 4 • We set

x ( HIo (n»n with II • II X -- j • I I,n ,M = L~(n) with II. 11 M = 1I.1I 0 ,n

n
2v I i,j=1
I -+
(D .. (u),D
~J
-+! ,
.. (v»
~J

b(t,q) =- (q,div t) ,

-+-+
< £,v > < l,t > - a(~ ,t)
o

Then v div t = O} •

We must check that a is V-elliptic and that b satisfies the inf-sup condition

(4.9). First of all, since the operator D •. is symmetric with respect to i and
~J

j , we have
n avo
(5. 10)
'\ -+ ~
2v L (D .. (U)'-a-)
i,j=l ~J xj
-+ -+
Next, an integration by parts shows that for u in x and v in

can be written as
n au. avo
(5. II) I (a/ ax:-) ~

i,j= I J J

Thus
a (-+v,-+v) '"
"1-+
v
vj 2I,n

hence a is V-elliptic. As far as b is concerned, the inf-sup condition says

(5.12) (Q,div t)
1~II,n

This is precisely the conclusion of Theorem 3.7. Therefore, (5.12) is valid and
 53

we are in a position to apply Theorem 4.1

there exists one and only one pair of functions (~,p)

such that

and

Then (~ = ; + ~ ,p) is the solution of

o

+
u - +u E (H1«(l»n
0 0

n
(5.13) 2\1 L (D •• (~), D .. (~» (p,div ~) < f,~ >
1J 1J
i,j=1

(q,div ~) = (q,div ~ ) =0
o
+
Owing to Lemma 3.2 and the choice of U
o ' this last line implies that div ~ O'
o

Hence there exists a unique pair (~,p)

, div ~ = 0 and (5.13) •

It remains to show that this last problem is equivalent to (5.9).

This is an immediate consequence of (5.10) and (5.6). •

Remarks 5.1.

I) When g = 0, the Stokes problem has the following (P) and (Q) formu-

lations

Find a pair satisfying

a(~,~) - (p,div ~) < f,~ >

Find ~ E V such that :

(P)
Ii ~ E V

n
where
2\1 l L (D .. (~) ,D .• (~»
, i,j=1 1J 1J

or equivalently
 54

2
2) Of course, the choice M = Lo (Q) is only a matter of convenience, and we
2
can just as well take M = L (Q)/R (cf. remark 3.5). •

The next theorem concerns the regularity of the solution of the Stokes

problem when the boundary is sufficiently smooth. Part 1 is proved in Temam

[ 44] and part 2 in Grisvard [28 ] .

THEDREM 5.2.

1) In addition to the hypotheses of Theorem 5.1, suppose that r ~

class tt 2 , g= 0 and f is given in

r
(L (Q»n for I < r ,,;; 2 . Then the
2
Stokes problem (5.9) has a unique solution (t,p) in eif,r(n»n x eWI,r eQ ) n L (Q»
- 0

and there exists a constant C independent of ~,p ~ f such that

r

(5.14) 1I~1I2,r,Q+llplll,r,Q";; Crllfllo,r,Q

2) ~ r is only Lipschitz continuous, this conclusion is still valid

provided n =2 and Q is convex

The Stokes problem (5.9) can also be expressed as a saddle-point problem.

With the above notations, we set

(5.15) Jev)
+
= 2I ++
aev,v) - <
-r+
t,v >

(5.16) .c e~,q)

As a is symmetric and eHI(Q»n - elliptic, we have the following result.

o

THEDREM 5.3.

Under the hypotheses of Theorem 5.1, the solution e~,p) of (5.9) is

characterized by
.c (~,p)
+
g
(5.17)
+ .c(~,q) I.
g
+
Furthermore, u is characterized by

(5.18) J(~) = inf J(~)

~ E (Hl(Q»n, y ~
o
g,div t=O
 55

PH))F. Adapting Theorem 4.2 to the above situation, we find that

(~-~ ,p) is the saddle point of the Lagrangian functional

o
"* 1 ~+ --t'+ ++ -+
£ (v,q) = -2 a(v,v) - < t,v > + a(u ,v) - (q,div v)
o 0

2 (~-~ ,p)
over (HI(Q»n x L (Q). By wri ting that is the saddle point of £0
o 0 o
(inequalities (4.15», and expanding, we get, on account of div Iio = 0

t a(~,~) - < 1,ii > - (q,div~) ~ t a(ii,ii) - < 1,~ > - (p,div ~)
1 ++ ++ -r-++ . ++
~-2 a(v+u ,v+u ) - < t,v+u > - (p,d1v(v+u ».
o 0 0 0

Hence (~,p) is the saddle-point of the Lagrangian (5.16) over

2
(Iio + (HI(Q»n) x L (Q). Then, the desired result (5.17) is established by
0 0

virtue of :

and (4.18).

The proof of (5.18) is much the same. -

5.2 • The II stream ftmction II folJllU1.ation

Here, we consider only the case n =2 • We keep the hypotheses of section 5.1

and moreover we assume that

........
(5.19) g.\) do o for O~i~p,

where, as usual, r for 0 ~ i ~ p denote the components of r (cf. figure I).

i
Then, according to Theorem 3.1, the velocity vector ~ is the curl of a stream

function w. We are going to show that the stream function can be characterized

as the solution of a non-homogeneous biharmonic problem in Q.

The stream function W is unique up to an additive constant. But, as

2
WE H (Q) C ~o(n), W can be determined by fixing its value on one point of Q
At first, we set W(x ) = 0 , where
o
x
o
is an arbitrary point of ro
Next, we choose a function 3 2
X in H / (r) that satisfies

(5.20) on r o•
 56

Since on r , it follows that coincides with X on r

o
and differs

from X by a constant on the other components of r. More precisely :

X on ro
(5.21 )
ljJ = X+ c
i
on r.1 for < i < p ,

where the c are fixed, unknown constants.

i

THEOREM 5.4.

Let n =2 and let the hypotheses of Theorem 5.1 be satisfied. Then, under

the condition

(5.19)
......
g.\I dcr o for o< i < p ,

2
there exists a unique function ljJ E H (n) characterized by the equations

(5.22) \I (f1ljJ, f1",) <

...f, curl
... V", E ~ (cf. section 3.3)
'" >

(5.21) ljJ = X on r0 ljJ X + c.

1 .£!2 r.1 1< i <p ,
......
(5.23) 2.1- -g.T on r ,
3\1

where X is chosen according to (5.20).

PIIDF.

From Theorems 4.1 and 5. I, we know that the first argument

...u of the

solution of (5.9) is also the only solution of the problem:

Find t E (H 1 (n»2 such that

(P ) a(t,t) = < t,t >

...
V v E V
g
div t = 0
...
u = g
... on r
Besides that, according to Corollary 3.2
...
, v E V iff there exists a unique

stream function such that

...v = curl
... Let us express the form a(~,t)
'" E ~
'"
in terms of stream functions. First, recall the following identities :

(5.24) - f1w
... = ctrl(ctrl ;) V wE
... (:D' (n»)2 with div ~ 0 ,
and

(5.25) -t:,8 curl(curl 8)

... V8 E .:D 'en) •
 57

Next, let ~ E 11 = {~E (-V«(l))2 ; div t = O} • Then,

As 11 is dense in V according to Theorem 3.8, we get

(5.26)

Finally, (5.11), (5.25) and (5.26) yield

a(~,t) = v(~w,bP) ,where W is the stream function of ~.

Therefore the stream function W satisfies (5.22) V~ E ~ • Moreover (5.23)

is a consequence of the boundary condition •

It remains to interpret problem (5.21)(5.22) (5.23). By applying (formally)

Green's formula, we can easily show that W is the only solution of the boundary

value problem :
",2".
vLl 'f cur 1 ":!:t ,

w= X on ro on r.1 for I " i " p ,

and

o for

where, in order to avoid confusion, aan denotes here the normal derivative.
 C HAP T E R II

NUMERICAL SOLUTION OF THE STOKES PROBLEM

A CLASSICAL METHOD

§ 1. AN ABSTRACT APPROXIMATION RESULT

This short paragraph is devoted to the approximation of the abstract varia-

tional problem analysed in 4, Chapter I. We keep here the same notation and we

put the problem in exactly the same situation. In particular, we assume that the

hypotheses (i) and (ii) of Theorem 4.1 are satisfied.

Let h denote a discretization parameter tending to zero and, for each h,

let ~ and Mb be two finite-dimensional spaces such that

~CX, Mb eM.
We approximate problem (Q) by

Find a pair (uh'''h) in ~ x Mb satisfying

a(uh,v h ) + b(vh'''h) =< t,v h > "v h E~,

(1.2) b(u h , llh) = < X, llh > "llh E Mb'

For each XEM', we define the finite-dimensional analogue of VeX)

( 1.3)

(1.4)

Right away, we remark that since Mb is a proper subspace of M then, in general,

Like in the continuous case, we associate with (Qh) the following problem

(P )
h
I (1.5)
Find u E V (X) such that
h h
a(uh,v ) = <t,v >
h h
 59

As V r:f. V, problem (Ph) may be viewed as an external approximation of (P). Here

h
again, the first component u of any solution (uh,A ) of problem (Qh) is also
h h
a solution of (Ph)' The converse is proved as part of the next theorem.

THEOREM 1. I .

1°/ Assume that the following conditions hold

(i) Vh(X) is not empty;

(ii) there exists a constant a * > 0 such that :

( 1.6)

Then problem (Ph) has a unique solution uhEVh(X) and there exists a constant Cl

depending only upon a* , II all and lib II such that the "error bound" holds:

(I. 7)

2°/ Assume that hypothesis (ii) holds and, in addition, that

(iii) there exists a constant 13* >0 such that

b(vh ,).Ih) *
(1.8) II v h II X ;;;. 13 lI).1h II M

Then V (X) *t/> and there exists a unique A in ~ so that (u ' A ) is the only solu-
h h h h
tion of (Qh)' Furthermore, there exists a constant C2 .
depend~ng only upon a* , 13*

II a II and II b II such that

(I. 9)

Proof

1°/ As Vh(X) is not empty, we choose a u~ in Vh(X) and we solve the problem:

find zh in V such that

h

From (1.6), this problem has a unique solution zh' and therefore, u = Z + u O is
h h h
the unique solution of problem (Ph)'

Let w be an arbitrary element of V (X) ; then v = u - w E V and

h h h h h h

(I. 10)
 60

As v E~, we can take v = v in equation (4. I), Chapter I and substitute in

h h
(1.10). This yields:

Moreover, since v E Vh' we have b(v ,1J h ) = 0 '\11J E ~. Hence

h h h

(I. 11)

The ellipticity of a and the continuity of a and b yield

Therefore,

lIu-uhIl ';; (1
X
+~)
a.~
lIu-wh II X + !LEJlIIA-"
a.'"
II
"h M '

This yields (1.7) with C1- 7 ' !!...£..!!)

- sup(1 +lIall a.* •
2°/ Let us apply Lemma 4.1, Chapter I, to the particular case of ~ and ~.

Let (·'·)M denote the scalar product on M associated with II • II M and let

B E£(Xh;~) be defined by (B v ,1J )M= b(v ,1J ) • Then hypothesis (iii) implies
h h h h h h
that B is an isomorphism from
h
V~ (taken in ~) onto ~. Therefore Vh(X) is not
empty and according to part 1, problem (Ph) has a unique solution u . Furthermore,
h
it follows from Theorem 4.1 that there exists a unique A in ~ such that (Uh,A )
h h
is the only solution of (Qh)'

To derive the error bound (1.9), we shall first prove that

(I. 12) inf II u-w II X,;; (I +~) inf II u-v II X.

h h
whEVh (X) vhE~
By virtue of Lemma 4.1 (iii) and (4.1 I), for each v E ~ ' there exists a unique
h
zh in ~ satisfying

II zh II X ,;; 11.£...11
* II u- vhII X
a
Thus w = v + zh be longs to V ('$j and moreover,
h h h

As is an arbitrary element of ~, this implies (1.12).

 61

It remains to evaluate IIA-A Il • From (1.1) and (4.1), Chapter I, we get

h M

Therefore

Then (1.8) yields:

Ia(u-~,vh) + b(vh,A-ll h ) I
IIv ll
h X

Hence

(\.13)

Then bound (1.9) follows immediately from (1.7), (1.12) and (1.13). •
Remark 1.1.

Since usually V C/.V, the ellipticity of form a on V does not necessarily

h
carryover to V • As a consequence, hypothesis (1.6) must be checked in each par-
h
ticular case (except of course when V C V) •
h
As far as the inf-sup condition is concerned, it is clear that the continuous

condition does not imply its discrete counterpart (1.8). In fact, (1.8) acts as

a compatibility condition between spaces ~ and ~. In practice, it turns out

often that the condition (1.8) is not trivial to check. •

Remark 1.2.

It is possible to improve the bound (1.7) without making use of (1.8). In-

deed, by applying (1.6) to (1.11) we get

Hence

(1.14) } ,
 62

where the constant C depends only upon a* and II all • Note that the term

inf
llh~

takes into account the error committed by using an external approximation. In

particular, it vanishes when V CV.

h •
Remark 1.3.

If, besides hypotheses (1.6) and (1.8), we assume that the form a is symme-

tric and semi positive definite on X, then we can relate problems (Ph) and (Qh)

to optimization problems. As in the continuous case, and with the same notations,

it can be shown that

and

Theorem 1.1 readily yields the following general convergence result.

COROLLARY I. I •

1°/ Assume that the following hypotheses hold:

(i) there exists a dense subvariety 1J'(X) 2i= V(X), a dense subspace m
of M and two mappings rh:lr(x) --.. Vh(x) and p :7t(l---+ ~ such that
h

lim II r v-v II X = 0

I
h
(1.15 ) h-+o
lim II Phll-llIl M= 0
h-+o

(ii) the form a satisfies (1.6) with a constant a* independent of h.

Then
lim II u-~ II X = O.
h-+o

2°/ Assume in addition that

(iii) there exists a dense subspace r of X and a mapping still denoted by

r
h
:X--.. X such that
 63

(I. 16) lim IIrhv-vIlX= 0 'rJvEX;

h-+o

(iv) the form b satisfies (1.8) with a constant S* independent of h.

Remark 1.4.

In this corollary, conditions (1.6) and (1.8) may be viewed as stability

conditions, whereas conditions (1.15) and (1.16) are consistency conditions. -

We end this paragraph by extending the classical duali ty argument of Aubin [ 31

Nitsche [40] to the case of problems (p) and (Ph)' For this, we introduce a

Hilbert space H, with scalar product (.,.) and associated norm 1·1 such that

XCH with continuous imbedding and X is dense in H.

We identify H with its dual space H' for the scalar product (.,.). Therefore,

H can be identified with a subspace of X' :

HC X' with continuous and dense imbedding.

The next theorem evaluates lu-~I.

THEOREM 1.2.

Suppose that the conditions (4.9) and (4.12) of Chapter I and (1.6) hold.

Let (u,A) be the solution ofCQ),u the solution of (Ph) and for each g in H ~
h
(cj> ,~ )ExxM be the solution of
g g

a(v,cj> g ) +b(v,~ g ) = (g,v)

I
'rJVEX,
(1.17)
b(cj> ,11) =0
g

Then there exis ts a cons tant C, depending only upon II a II and II b II, such that

(1.18)
 64

Proof

We have
I (g,u-uh )I
Iu-u h I = sup -----"''--
gEH Igi
Now, it is clear that (1.17) has exactly one solution (~ ,~ ) for each g in H.
g g
Therefore we can write

(1.19)

But, as ~ is the solution of (Ph) and (u,A) that of(Q},we have for each ~h in

Vh and ~h in ~~ :

Besides that,

since ~g E V and for every ~h in ~, we have

since u E V and ~E Vh . By subs ti tuting these three inequalities in (1.19), we

obtain:

Hence

where C = sup ( II a II , II b II ) • •

§ 2. A FIRST METHOD FOR SOLVING THE STOKES PROBLEM

We construct here a finite element method based on the formulation of the

Stokes problem developed in §S, Chapter I. The theoretical analysis is carried

as an application of the theory presented in the preceding paragraph.

2. I. THE GENERAL APPROXIMATION

n
We recall that n is a bounded domain of R (i.e. an open and connected subset)
 65

with a Lipschitz continuous boundary r ; we assume that 1 is a given function of

(H-I(Q»)n. Then, the homogeneous Stokes problem

Find (~,p) in (HI(Q»)nxL 2 (Q) such that

o 0

- v!l~ + gr;Id P = 1 } .
(2.1) ..... 1n Q,
d1vu = 0

has a unique solution.

As in §5, Chapter I, we set

n
(a) .... ....
a(u,v)=2v ';'
L
(D.. (u),D .... )
.... .. (v)
i,j=1 1J 1J
(2.2) or
(b) a(~,~) = v(grad~, grad~),

b(~,q) = - (q,div~),

x =0,
For each h, let W and ~ be two finite-dimensional spaces such that
h

Then we define

(2.3)

With these spaces, problem (2.1) is approximated by

Find a pair (~h'Ph) in ~x~ satisfying

-+- -+ • -+- -:r -+
(Qh) (2.4) a(uh,v ) - (Ph,d1vvh ) =<r,v?
h

(2.5)

The space V defined by (1.4) is

h
....
Vh={vhE~; (qh,d1vv
. .... )
h = 0

Remark 2.1.

As mentioned in §I, V r:f.V ; that is, the velocities of V have, in general,

h h
a non-vanishing divergence. As a consequence, formulas (2.2a) and (2.2b) are no

Zanger equivaZent. •
 66

The problem (Ph) associated with (Qh) is

-+
\ Find u h E Vh such that

~ (2.6)

In order to study the solution of problems (Ph) and (Qh)' we relate the

continuous and discrete spaces by the following hypotheses.

Hypothesis HI

There exists a mapping rhE£(H2(Q»n;w~)n£(H2(Q)nH~(Q»n;~)and an in-

teger t such that

(2.7) (qh,div(~-rh~») =0 'iqhE~, V;E (H 2 (Q»)n,

(2.8) Ilrh~-~III,Q"; Chmll~lIm+I,,, 'i~E (Hm+I(Q)t,

'imEJN with I ";m"; t. •
Hypothesis H2

The orthogonal projection operator Ph from L~(Q) onto ~ satisfies

(2.9) •
THEOREM 2. I •
• -+
Under hypotheses HI and H2, problem (Ph) has exactly one solut~on u
h
in Vh
and

(2.10) liml~h-~II Q = O.
h-+o '
Moreover, if (~,p)E(Hm+I(Q»)nx(Hm(Q)nL~(rl»),we have the error bound

(2. II)

Proof

10 / Let us check the hypotheses of Theorem 1.1. First, V *-

h
{<51 by virtue

of (2.7). Next, we examine the ellipticity of the form a(·,·). When a is defined

by (2.2b), then

When a is defined by (2.2a) we make use of Korn's inequality (cf. Duvaut &
Lions [ 22 J) :
 67

n ..... 2 ..... 2
L liD .. (v) 11 n;;' aolvl I , n'
i,j=I 1 J 0,
ao>O,

Hence, with either definition, the form a is uniformly elliptic on ~

(2.12)

Therefore, problem (Ph) has a unique solution ~h in Yh ·

2°/ Now we turn to the convergence of ~h. Let 'lJ= yn (H2(n»)n ; tris dense

in y according to Theorem 3.8, Chapter I. Let r be the mapping of hypothesis HI.

h
Clearly (2.7) implies that

that is,rh-;EYh V-;E 11 . Moreover, by (2.8) with m= I, we have

(2.13)
++
IIr h v-vIl ,n";; CI hllvll 2 ,n
+
VvE
+ tr •
1

Similarly, let m= HI (Q) n L~ (Q). Clearly, TIt is dense in L2 (n) because every
o
function q of L~(n) has the expression q = p - me~s(Q) (p, I) for some p in L2(n).

Also, hypothesis H2 with m= I implies that

(2.14)

Then (2.10) follows from Corollary 1.1, (2.13) and (2.14).

3°/ When (~,p)E (Hm+l(n)tx(Hm(n)nL~(n») for I";;m";;t, then (2.11) follows

immediately from (2.8), (2.9) and (1.7). •
..........
In order to .derive a sharper estimate for lIu-u ll ,n' we put problem (Ph)
h o
in the setting of Theorem I. 2. We take H = ( L2 (n») n ; for g in (L 2 (n») n, problem

(1.17) is the homogeneous Stokes problem:

Find (;..... ,~ .....) in (HI(n»)nxL 2 (n) such that:

(2.'5) I g g

g
0 o
v(grad-;,grad~.....) - (~..... ,div-;) =
g
(g,-;) V-;E (HOI (Q»)n,

(q,div;.....) = 0 VqEL2(n).
g 0

In other words, ($.g. . ,~.g. . ) satisfies

..... --t .....

- vll<j>..... + grad~"'" = g}
g g in n,
(2.15' ) div -;... = 0
g .
$glr =0.
 68

DEFINITION 2. I .

We say that problem (2.15') is reguZar if the mapping

(~,~-.) '-+ -vll;-.+grad~-. is an isomorphism from [(H2(n»)nny]x[H1(n)nL20(n)]

g g g g
onto (L 2 (n)t, i.e. if

(2.16) 1I;-g1l2,n + II ~glll,n .;;; CII g llo,n

According to Theorem 5.2, Chapter I, we know that problem (2.15') is regular

if r is of class CC 2. When r is only Lipschitz continuous - and subsequently r

will be a polygonal line - Theorem 5.2 asserts that this problem is regular pro-

vided n is a plane, bounded and convex domain.

THEOREM 2. 2 •

We assume that hypotheses HI and H2 are satisfied and that problem (2.15')

is regular. Then, if (ii,p)E (If+I(n)tx(Hm(n)nL~(n»),we have the following

error bound

(2.17)

Proof.

Let us apply Theorem 1.2

As problem (2.15') is regular, $-+E (H 2 W»)nny and ~-+EHl(n)nL2(n). Therefore,

g g 0
-+
by virtue of HI and H2, rh<l>gEYh and

lI~g-rh;-g II l ,n .;;; Chll~-g1l2,n ,1I~gPh~-gllo,n';;; Chll~~II,n .

Therefore, by (2.16)

Then (2.11) and (2.9) yield (2.17). •

We end this section by establishing the convergence of Ph' In order to check

the inf-sup condition, we require an additional hypothesis.

 69

Hypothesis H3

For each qh in~, there exists a function;h in ~ (=(Wh.O)n), such that

(2.18)

(2.19) •
This hypothesis is a discrete analogue of Lemma 3.2, Chapter I the divergence
. an 1somorp
operator 1S . h'1sm f rom V1 onto L2 (n)
...
o

THEOREM 2.3.

Under hypotheses HI, H2 and H3, problem (Qh) has exactly one solution

(~h'Ph)EVhx~, where ~ is the solution of (Ph) and

(2.20)

Horeover, if (~,p)E (Hm+l(n»)nx(Hm(n)nL6(n»), the following error bound holds

(2.21)

Proof

Let us check the inf-sup condition for v

... in ~ and qh in ~. By applying
h
H3 to any qh of ~, we find that there exists
...v in ~ with
h

Hence,

Together with Theorems 2.1 and 1.1, this implies that there exists a unique Ph

in ~ such that (~h'Ph) is the only solution of (Qh)' where ~h is the solution

of (Ph)' Furthermore, by virtue of (1.13) :

Then owing to (2.10) and H2 with m= I, we get:

Similarly, (2.21) follows from H2 with m~t and (2.11). •

 70

2.2. EXAMPLE 1 : A FIRST-ORDER APPROXIMATION

Let us first recall the notations and the most important facts, for our

purpose, about the classical finite element approximation. For detailed proofs

and further material, the reader can refer to Ciarlet [14] .

DEFINITION 2.2.

For each integer m;>O, we denote by Pm the space of all polynomials, defined
n
on R , of degree less than or equal to m. We denote by ~ the space of polynomials
n
spanned by ni=1 x.
~
CX'
~ with 0" cx. "m.
~
•

To simplify the discussion, we shall assume in the examples that Q is a

plane polygonal domain.

For each h>O, let th be a triangulation of Q made of closed triangles K with

diameters bounded by h. In other words :

R=K~thK,

where any two triangles Kl and K2 are either disjoint or share at most one side

or one vertex. The size and shape of each triangle K are specified by two quan-

tities

and

P = diameter of the inscribed circle in K.

K

The regularity of a triangle K is measured by the ratio

DEFINITIONS 2.3

1°/ A familyt of triangulations of Q is said to be regular as h tends

h
to zero if there exists a number a>O, independent of hand K, such that

2°/ In addition, t:h is said to be uniformly regular as h tends to zero if

there exists another constant '[ >0 such that

 71

•
We denote by K the unit reference triangle in the reference (xI,xZ)-space

with vertices al = (0,0), az = (1,0) and a3 = (0,1). If K is any triangle with ver-

tices aI' az and a3 (cf. figure 3) there exists exactly one affine mapping

(2.22)

that maps K onto K with FK(a ) =a for 1 <;;;i<;;;3. Furthermore, it can be easily
i i
shown that the matrix B is non singular and satisfies the following bounds :
K

(2.23)

where II· II stands for the matrix norm associated with the Euclidean norm of ]RZ.

The composition with F is indicated by a "hat" : v = v 0 F . According to conve-

K K
nience, we shall sometimes replace the Euclidean coordinates by the barycentric

coordinates AI,AZ,A3 defined by :

(2.24) A. E PI' fA. =: 1, A. (a.) = o~ for 1 <;;; i, j <;;; 3.

~ i= 1 ~ ~ J ~

LEMMA 2.1.

For each integer m> ° and for all real p with 1 <;;; p <;;; 00, the mapping

v ........ v=v 0 F is an isomorphism from ~,P(K) onto ~'P<i<) and the followiIl~
K
bounds hold

(2.25)

(2.26)

FIGURE 3
 72

THEOREM 2.4.

Let k and m be two integers with O""m""k+\.Let IT be an operator in

ned by

(2.27) (i.e. ~= ITv).

!! P is invariant under
k
IT, i.e.

ITp = p \fp E Pk'

then there exists a constant C, independent of v and K, such that :

(2.28) -
Iv-ITv Im,p, K""CIIBKII k+\ B-I ml I
II K II v k + 1,p, K \fvE wk+l,p (K).

COROLLARY 2. I •

Under the hypotheses of Theorem 2.4 there exists a constant C, independent

of IT,v and K such that

(2.29) Iv-ITv Im,p,K""Chj{k+1 PK-ml v Ik+\,p,K \tv E Wk + \ , P (K) •

COROLLARY 2.2.
-
Let ClK denote the boundary of K. If P is invariant under IT E £
m
(Hm+l-
(K)

L2(ClK»), then there exists a constant C such that

The most straightforward choice of discrete spaces is

Wh={WhE'(O(Q) ; whlKEPj \fKErh}cwl,oo(S"l),

(2.30a) t\={qh EL2 (S"l) ;qhIKEPO \fKE"(h}, ~= (\nL~(S"l).

->-
Unfortunately, more often than not, this choice leads to V = {OJ. This can be
h
checked in the simple example of figure 4.

Here (W )2 has only two degrees of

h,O
freedom, while the definition of V re-
h
quires six conditions. Hence V = {O}.
h
In order to avoid this situation, it is

necessary to choose the discrete spaces

FIGURE 4
 73

with more care. Since it appears from the above example, that Wh,a requires

more degrees of freedom, it seems reasonable to choose :

(2.30b)

and ~ unchanged. As far as the degrees of freedom are concerned, we can choose

the values of the functions w E W (resp. qh E(jh) at the vertices a and at the
h h i
midpoints a .. of the sides of K (resp. at the centroid a123 of K), as in figure 3.
~J

For this choice, let US check hypotheses HI, H2 and H3 with Q, = I. We start

by constructing the operator rho

LEMMA 2.2.

Let K be an element of Th as in figure 3. For each function v of ~O(K),

there exists one and only one function I1 vE P2 defined by :

K

I1 v(a ) = v(a ) I";';; i";';; 3,

(2.31 ) K i i
J (I1
Kv-v)da = 0
[a. ,a.)
~ J

where [a.,a.) denote$the side of K with end points a. and a .. Moreover, on

-- ~J ~--J

[a. ,a.), 11 v depends only upon the values of v on this side.

~ J K

Proof

Every polynomial p of P2 on K is of the form

3
(2.32) p = L p(a.)A. + 4 ( L pea .. )A.A.)
i=1 ~ ~ l";';;i<j";';;3 ~J ~ J

Thus (2.31) is a system of six linear equations with six unknowns. Therefore

we must show that v=o => I1 v=O. Owing to (2.31) and (2.32), it suffices to
K
show that I1 v(a .. ) =0 for l";';;i<j";';;3.
K ~J
On [a. ,a.) , I1 V _ 4I1 v(a .. )A.A., and according to (2.31)
~ J K K ~J ~ J

J I1 v
K
da = O.
[a. ,a.)
~ J
As J A.A. da> 0, this implies that ]]Kv(a .. ) = O.
~ J ~J
•
[a. ,a.)
~ J
Clearly P2 is invariant under ]]K'
 74

LEMMA 2.3.

Each function vE Hi(K) for i = 2 or 3 satisfies:

(2.33)

where the constant C is independent of v and K.

Proof

When the change of variable (2.22) is applied to (2.31), we get

f (llKv - v )oF d8=O O<k<£<3

K
[ak,a£]

In other words

Besides that, P - (at least) is invariant under lli. Therefore (2.33) follows
i 1
from (2.29) with p=2, m=j and k=i-1. •
Now, we are in a position to define the operator r
h
For each ~ E ('e (n»)2, we set

(2.34)

This defines a function of (to(fi))2 since llKv! [ ] depends solely upon

ai,a j
vi [a.,a.] .Since rl is a polygon, we have rh~lr=o whenever ~ vanishes on r.
~ J
Therefore r E £ ((H2 (rl»)2 ; w~) n£ ((H2 W) n H~ W) ) 2; ~).
h

LEMMA 2.4.
O
J / r satisfies (2.7).
h
2° / If t h
is a regular family of triangulations of rl, then r
h
satisfies

(2.8) for £ = 2.

Proof

1° / For each qh E ~, we have :

(divrh~,qh) = L qhlKf divrh~dX.

~'l:'h K
 75

From (2.34) and (2.31) we derive:

div r ....
v dx = - J IT ....
v·v -'> do = - J .......
v·v do =
JK h 3K K 3K

Therefore

i
2°/ Let us apply Lemma 2.3 to:;iE (H (Q»)2 for i=2 or 3 :

II .... .... 2 \' II.... ....11 2

v~rhv II 1,16 = l v-IT k v 1 K
KEr '
h
Then the regularity of t h
implies that

•
Thus, if th is regular, our operator r
h
satisfies HI.

Next, let us examine the orthogonal projection operator Ph on cr h . Because

the functions of crh have no continuity requirement across the interelement boun-

daries, we see that

PhqlK = orthogonal projection ~, in L2 (K), of q on PO' i.e.

PhqlK=wKq = me~S(K)tq(X)dX'
From this definition, we derive immediately that Ph projects L~(Q) onto Mb.

Clearly wKis invariant under an affine transformation and Po is invariant under

WK' Therefore Corollary 2.1 implies that

Hence hypothesis H2 is valid.

Finally, we turn to hypothesis H3 that deals with the inf-sup condition.

Let qhEMb ; according to Lemma 3.2, Chapter I, there exists exactly one func-
. .... 1
tlOn vE V such that

In order to construct a function v

. . H3, the simplest thing would be
.... sat1sfY1ng
h
-+ -+ -r.
to take v = r v. However, this is not possible because v 1S not necessarily
h h
continuous. This difficulty can be overcome by first taking the orthogonal pro-

jection ~h of :;i on (W ,O)2 for the scalar product of (H~(Q»)2 :

h
 76

(2.35)

• -+ 2
Then on each triangle K we define the funct10n v of (Wh,a) by
h
-+ -'>
vh(a i ) =wh(a i ) for 1 E;; i E;; 3
(2.36) -+ -+ ...
for 1E;;i<jE;;3.
I [a.(vh-v)do
,a.]
=0

1 J
Clearly the second equation of (2.36) makes sure that

-+
Hence v satisfies (2.18). The estimate (2.19) is established by the next lemma.
h

LEMMA 2.5.

Suppose that Q is convex. Let t h be a uniformly regular family of triangu-

lations of n. Then the function ~h defined by (2.35) and (2.36) satisfies the

bound :

(2.37)

Proof

Thus it suffices to estimate I~hl 1,Q' First, note that

(2.38)
I -+ -+
(eh-e)do =0
[a. ,a.]
1 J
..

-+
Therefore, in each triangle K, e is of the form
h
-+ \'-+
(2.39) e = L e (a .. ) p .. ,
h 1E;;i<j~3 h 1J 1J
where p .. =4A.A ..
1J 1 J
According to (2.26) :

hence

Besides that by integrating (2.39) over [a.,a.] and using (2.38), we get
1 J
 77

Therefore

where II· II denotes the Euclidean norm of:R 2 ; then by (2.25), we have

Hence
~
I....e h 11 , K"; C6 II BK-1 II ( .... 2 .... 2
I
II e II 0 , K + II BK II 2 e 11 , K) •

As "C h is uniformly regular, it follows that

thus

(2.40) , .... I
e h I,Q';;;CS h
( -2 .... 2
lIellO,Q +
1.... 1 2
e I,Q
) ~
....
It remains to evaluate the norms of e in the right-hand side of (2.40).

First, (2.35) implies that

Next, the convexity of Q implies that -f::, is an isomorphism from H2 W)()Hl(Q)

o
onto L 2 (Q) (cf. remark 1.1 n02,Chapter I). Then, by using the classical duality

argument :

we find

thus proving the lemma. •

Since hypotheses HI, H2 and H3 are valid, we have the following result.

THEOREM 2.5.

Let the solution (~,p) of the Stokes problem satisfy : ~ E [H 2 W)] 2 and

pEHIW)()L~(Q), and let the spaces ~ and W be defined by (2.30).

h
1°/ If the family t: h is regular, we have the following estimate
 78

(2.41)

2°/ Moreover, if ~ is convex, then

(2.42)

3°/ If, besides that, the family ~h is uniformly regular, then

(2.43)

2.3. EXAMPLE 2 : A SECOND-ORDER APPROXIMATION

The method described in the previous section is disappointing in that it

requires finite elements of degree two for the velocity in order to obtain barely

a first-order approximation. A closer look at the error estimates shows that the

loss of precision arises from the coarseness of the space ~ which yields a poor

approximation of the incompressibility condition. In this section, we shall derive

a second-order method by slightly modifying the spaces W and ~.

h
Again let K be an element of l:h as in figure 3. let P be the space of poly-
k
nomials spanned by :

Clearly P2 C PKC P 3. Moreover, P is LK-unisolvent* , where

K

and its basis functions are :

Pi =\(2\-1) +3''1 A2 A3, l';;;i';;;3,

p .. =4A.>...-12A1A2A3 ,1';;;i<j';;;3.
~J ~ J
P123 = 27A1A2A3'

We take the following spaces

n
*Let S = {ail be a set of N distinct points of lR • An N-dimensional space P of
real-valued functions defined on S is said to be S-unisolvent if for every set
of N real numbers {a } there exists exactly one function pEP such that
i
 79

W = {WhE
h
'Co (i'i) VI.< E"C
h
}
(2.44)
O'h = {qh E L2 (Il) VI.< ~Lh}, ~ =(jh n L~ (I),
with the degrees of freedom of the functions of W located in
h
LK' Again, there

is no continuity requirement on the functions of 0h'

Let us construct a restriction operator rho

LEMMA 2.6.

For each KErh and for every function v of [H2(K)]2, there exists one and

only one function I1 -;E P~ defined by :

K
-+ -+
I1 v(a ) = v(a ) for 1 <;;; i" 3,
K i i

J (I1 -;--;)do=d for 1 <;;;i<j<;;;3,

K
(2.45) [a. ,a.]
~ J

J/Q.di v(I1K-;--;)dx = 0 for Q. = 1,2.

Moreover, I1 -;1 [ai,a ]

K
depends solely upon the value of -; on [a. ,a.] .
~ J
j

Proof

Let K be an element of rh and -; a function of [H 2 (K)] 2. We must check that

-+
(2.45) determines I1 v uniquely. First, we remark that P reduces to P2 on the
K K
sides of K since A}A2A3 vanishes there. Therefore, as in Lemma 2.2, the first
-+
two conditions of (2.45) define uniquely I1 v on the vertices and on the sides
K
-+ -+
of K. Furthermore I1 Kvl [ ] depends only upon vi [ ]•
ai,a j ai,a j
It remains to examine the value of I1 -; at the centroid of K. By Green's
K
formula, the third condition of (2.45) yields :

(2.46) Q. = 1,2.

Since the right-hand side of (2.46) consists of known quantities and since

J/123 dx >0, it follows that (2.46) determines uniquely (~~)Q.(aI23)' thus

proving the lemma. -

 80

Now, we define our operator r by :

h

Clearly, r E£((H 2 (rn)2 ; w~)n£((H2(Q)nH6(Q»)2 ;w~,o). Furthermore, the last

h
two conditions of (2.45) imply that, for :t"E [H 2 (Q)] 2,

(2.47)

This takes care of the first part of hypothesis HI. The next lemma deals with

the second part.

LEMMA 2.7.

There exists a constant C independent of K such that

(2.48)

Proof

The difficulty in this proof is that, because of the third condition of

(2.45), the operator IT is not invariant under an affine transformation. There-

K
fore, we replace IT

(2.45')
!
K
by another operator I\E£((H 2 (K»)2;(P )2) defined by

<he fin' CWo

K

conditions of (2.45) unchanged,

-..,...,.
fK(ITKv-v)dx = O.
-..,.
Clearly, (2.45') defines ~v uniquely, IT is invariant under an affine trans-
K
formation and (P )2 is invariant under IT • Hence, we can apply Corollary 2.1
K K
withm=1 and k = 1 or 2 :

(2.49) V:t"E [H k + 1 (K)] 2.

-+"'-+ -+
Now, it suffices to evaluate the difference ITKv-ITKv. Obviously, ITKv and
-..,.
~v coincide on the vertices and sides of K. Hence,

Therefore,

where again II • II denotes the Euclidean norm of ]R2. By Lemma 2. I,

 81

(2.51)

Next,

- + +
By (2.45') and (2.46) and since IIKv = IIKv on aK, we get:

I
K
I
(IIKt-ITKt) £.dx = a/£. Yv (ITKt-t)do for £. = 1,2.

Also

Then, the last three statements yield :

(2.52)

Let us revert to the reference triangle in the above line integral. Let K' be

a side of K. lJithout loss of generality, we can assume that K' and its corres-

ponding image K' lie respectively on the xl - and xl - axes. Then, the jacobian

of the transformation F restricted to K' is Idet(B~)I, where B~ is obtained

K
by deleting the first line and first column of B (thus B~ is a scalar). In
K
view of the second condition of (2.45), we have:

Therefore

Since P z is invariant under IlK ,we can apply Corollary 2.2

Hence

By Cramer's rule, we easily derive that

When substituted in (2.52), these two inequalities yield

 82

(2.53)

Then, (2.50), (2.51) and (2.53) give

hence, by (2.23)

(2.54) for k =1 or 2.

The required bound follows from (2.49) and (2.54). •

THEOREM 2.6

Suppose that the solution (~,p) of the Stokes problem belongs to

[H3(Q)] 2 x (H2(Q)nL6(Q»). Let the spaces W and ~ be defined by (2.44).

h
1°/ If the family "r h is regular, we have the following error bound

(2.55)

2°/ If, in addition, Q is convex, then (2.55) can be improved

3°/ Moreover, if the family th is uniformly regular, then

Proof

The first part is an immediate consequence of the choice of r and Lemma

h
2.7.

For the sake of brevity, we omit the proofs of the other two parts, as they

are very similar to those derived for Theorem 2.5. •

Remark 2.2.

The approximation proposed in this section can be easily extended to quadri-

lateral elements with the same order of accuracy. This method can also be

applied to the three-dimensional case. •

 83

2.4. NUMERICAL SOLUTION BY REGULARIZATION

The methods we have studied lead to a large system of linear equations in-

volving both t and Ph' Rather than solving this system directly (by means of a
h
Gauss method, for instance), we can reduce it to smaller systems by separating
. -+
the computat10n of u from that of Ph' This can be achieved by the regulariza-
h
tion algorithm developed in Chapter I §4. Let us first apply it to the conti-

nuous Stokes problem.

We have the following situation:

x = [H~ (n)] n,

c(p,q) = (p,q).

Recall that the statement of problem (Q) is :

- vL'lt + grad p = £~
in n,
(Q) div ~ = 0

Then problem (QE) reads as follows :

-+E
u Ir = ...O.
By eliminating pE, we get an equivalent second order elliptic problem with no

constraint on ~ :

-+£ 1 ---+ -+£-+

-vL'lu -E"graddivu =f in n,
-+£ -+
u Ir = O.

It is easy to verify all tne hypotheses of Theorem 4.3 Chapter I there-

fore the following estimate holds

(2.56) It-t£ I),n + II p +~ div ~ II o,n , ;,; C£ II £1I- 1,n .

 84

Now, let us apply this technique to the general discrete problems of sec-
E:
tion 2. I. Problem (Qh) is

d -+E: E:
a pair (uh,Ph) E X x ~ such that :
h
(Q:) \ (2.::: -+£-+ E. -+ -+-+
a(uh,v h ) - (Ph,d~vvh) = <f,vh >

( (2.58)

As usual, let Ph denote the orthogonal projection operator in L2(~) onto ~.

Equation (2.58) may be written in the form:

Therefore, we can eliminate P~ from (2.57) and we get the equivalent analogue

of (pE:) :

~hE~.

Of course problem (P~) offers a practical interest only if Ph(div;h) can

be easily computed. But this is precisely the case of the examples of sections

2.2 and 2.3 because the functions of Hh are discontinuous and therefore Ph is a

local operator, acting separately element by element.

Using again Theorem 4.3, Chapter I, one can easily check that

(2.59)

where the constant C is independent of E: and h.

Remark 2.3.
-+
It is also possible to calculate u and Ph separately by the duality method
h
of section 4.4, Chapter I. When applied to problem (Q), the duality algorithm

gives :
-+
Find a pair (u + ,A + )EXX!1 such that:
m 1 m I

(Q )
m
 85

Here y =1 and a(r) = r. For r>O. Theorem 4.4, Chapter I asserts that if

(2.60) O<inf Pm "';sup Pm <2r

m m
then

lim{II~-~ U + IJA-A 11 } = O.
m- m x m M

When applied directly to problem (Qh)' the duality algorithm becomes

. . (m+l m+l)E h that :
F1nd a pa1r ~ ,Ph ~ x~, suc

Note that the first approximation P~ may be chosen in ~h (i.e. need not be taken

in ~) and similarly Po can be taken in L2(~).

It can be proved that um tends to ....

u 1n • [1
H ( ~ )] 2
h h O
provided r> 0 and Pm satisfies (2.60). •
 C HAP T E R I l l

A MIXED FINITE ELEMENT METHOD FOR SOLVING

THE STOKES PROBLEM

The preceding chapter brought out clearly the difficulties encountered

in the practical construction of simple and continuous divergence-free velocity.

Indeed, the examples we gave made use of continuous velocities with a small but

non-vanishing divergence.

Here, instead, we shall develop a finite element method based upon discon-

tinuous, but exactly divergence-free functions.

§ 1. MIXED APPROXIMATION OF AN ABSTRACT PROBLEM

In this paragraph, we concentrate again upon the abstract problem studied

in Chapter I, §4, but we put it in a weaker setting leading to a mixed formula-

tion. Then, we derive a mixed approximation from this formulation.

1.1. A MIXED VARIATIONAL PROBLEM

We put ourselves in the situation of section 4.1, Chapter I. Recall that

problem (Q) is

Find a pair (u,>-) in X x M such that

(Q) (1.1) a(u,v) +b(v,>-) =< 9"v> VvEX

(1.2)

where, as usual, the bilinear forms a and b satisfy the hypotheses

(1.3) a(v,v);;' allvll~, a>O, VvEV

(I .4) sup b(v,)l) ;;. 811)lIlM ,8>0, V)lEM.

-..EXII v II X
 87

These two hypotheses guarantee that the problem (Q) and its corresponding pro-

blem (P) are well posed:

I
(P) (I.5)
Find u in VeX) such that

a(u,v) =<.t,v>

Now, let us give a weaker formulation of problem (Q). We introduce two

'\;JvEv.

Hilbert spaces X and M, normed respectively by II, II

x and II· 11 M, such that

Xc+ X, Mc+ M,
d d

where the sign ~ means that the imbedding is dense and continuous.
d
Next, we consider two continuous bilinear forms

and we set

11-;:11 a(u,v)
p- -';-11u"'-*II"'-x'-:i"'<v""I:-I- '
syEu lib II
u, X Il
x

These two bilinear forms are extensions of a and b in the sense that

(1.6) -;:(u,v) = a(u,v) '\;Ju,vEX

(I. 7)

In addition, we assume that .t, the right-hand side of (1.1), belongs to X',

the dual space of X, and we denote by <.,. > the duality between X and X'.

Then, we consider the following problem :

'" "" "'''''''

Find a pair (u,A) E X x M such that

(Q)

I (1.8)

(1.9)
-;:(~,v) +b(v,~) = <.t,v>

b(~,jl) = <X,jl>

For each XE M', we define the affine variety :

'\;JvEX

'\;JjlEM.

(1.10)

and the following closed subspace of X :

(I. 11)

Equality (1.7) implies that:

 88

(1. 12) ycy, y(x) c y(x) •

With (Q), we associate the following problem

(P) ~ Find u in y(X) such that

t(l.13) a(u,v) = <£,v>

In order to analyze conveniently problems (P) and (Q), we make the follo-

wing assumptions on the forms a and b

i) a is V-elliptic i.e. there exists a constant a>O such that

_ _ 2
(1.14) a(v,v);;;'a IIvll
X
ii) b satisfies a weak inf-sup condition in the sense that there exists a

constant 8>0 such that

(1.15)

This condition is indeed weaker than the ordinary inf-sup condition (4.9), Chap-

ter I because it involves the norm of M instead of M. Strictly speaking, it is

not sufficient to ensure that problem (Q) is well posed. The next theorem tackles

this difficulty.

THEOREM I. I .

~ (U,A) be the solution of problem (Q).

1°/ If a satisfies (1.14), then problem (P) has exactly one solution u in

y(x). Moreover, if u also belongs to y(X), or if y is dense in y, then u = u.

2°/ In addition, if b satisfies (1.15) and if A belongs to M then the pair

(U,A) is the only solution of (Q).

Proof

1°/ The ellipticity of a and the condition (1.4) on b imply that (P) has

one and only one solution u in y(X). If uEy(X), we see from (1.6) that ~ is a

solution of (P) ; hence u = u, since (P) has exactly one solution. Otherwise, we

assume that y is dense in y then (1.5) and (1.6) imply that u is a solution

of (P). Therefore u = u.
 89

2°/ In addition, suppose that AEM. Then, by virtue of (1.6) and (1.7),

(I. I) becomes:

;(u,v) +b(v,A) = <£,v> VvEX.

As X is dense in X, this shows that (u,A) is a solution of (Q). Conversely, we

must prove that (Q) has a unique solution. Obviously, its first component is

unique. Then, assume that

b(v,A) =0

With hypothesis (1.15), this implies that 1,=0. •

Remarks I.].

]0/ As far as this proof is concerned, we can replace condition (1.15) by

the weaker statement: KerB' = {O}, where B'E£(M;X') is defined by :

2°/ Further on, we shall study applications where the approximation of

problems (P) and (Q) is simpler than that of problems (P) and (Q). •

1.2. ABSTRACT MIXED APPROXIMATION

Throughout this section, we assume that the hypotheses of Theorem I. I

are valid. For each h, let X and

h
Mb be two finite-dimensional spaces satisfying:

(1.16) ~CX, Mb CM.

We approximate problem (Q) by :

Find a pair (uh,A h ) E ~ x ~ such that

(Qh) (1.17) a(uh,vh)+b(vh,Ah)=<£,vh> VVhE~,

(1.18) b(uh,lJ h ) = <X,lJ h > VlJhE~.

Again, we define

(I.19)

and

(1.20)
 90

Next, with (Qh) we associate the following problem

Find 'il E Vh (X) such that

\ (1.21) a(uh,v ) = <t,v >

h h

Here again, V is generally not included in

h
V and therefore (Ph) is an external
approximation of (P).

In order to derive error estimates for u and A , we make the following

h h
assumptions, analogous to (1.14) and (1.15)

i) there exists a constant a* >0 such that

(J .22)

ii) there exists a constant f3* >0 such that

(J .23)

The next theorem is a natural extension of Theorem I.I, Chapter II.

THEOREM 1.2

1°/ Suppose Vh(X) is not empty and a satisfies (1.22). Then problem (Ph)

has one and only one solution u E V (X) and the following error bound holds :
h h

(J .24) II a II)
II u-u 11-";;; ( I +--
h X a*

!b(vh,A-lJ h )!
II V h IIi

2°/ Suppose b satisfies (1.23). Then Vh(X) is not empty and problem (Qh)

has exactly one solution (uh,A ), where u is the solution of (Ph)' Furthermore,
h h
A satisfies the error estimate:
h

(J .25)

Proof

1°/ The idea of the proof is similar to that of Theorem 1.1, Chapter II.

The existence and uniqueness of the solution u of (Ph) follows from (1.22) and
h
 91

Lax-Milgram's theorem, provided Vh(X) is not empty.

Now, let w be any element of Vh(X) and let vh=uh-whEVh • Then

h
- -
a(vh,v h ) = <~,vh>'X - a(wh,v h ),

that is

(1.26) - - -
a(vh,v h ) =a(u-wh,vh ) +b(vh,A-ll h )

From (1.22) we derive:

which gives immediately (1.24).

2°/ Since ~ is finite-dimensional, the condition (1.23) implies the clas-

sical inf-sup condition on ~, eventually with a constant that depends upon h.

Therefore Vh(X) is not empty and (Qh) has exactly one solution (uh,A ), where u
h h
satisfies (Ph)' Moreover, the following equation holds for any v in ~ and
h

Then (1.23) implies that

and (1.25) is established. •

Note that the estimate (1.25) is not optimal since it gives an upper bound

for II A-A II M in terms of II A-ll II M whereas, in general, M is strictly included

h h
in M.

We also remark that it is usually difficult to evaluate directly an expres-

sion like inf lIu-v ll'X. In fact, it is possible to reduce this expression
h
vhEVh(X)

to the approximation error in ~, although the process is not always optimal. As

the dimension of ~ is finite, there exists a constant S(h) such that

(1.27)
 92

With this. we prove the following result

COROLLARY I. 1.

Under hypotheses (1.22) and (1.23), problem (Qh) has a unique solution

(uh,A ) and there exists a constant C, depending solely upon 0.*. S*. 11-;;11 and
h
lib II • such that

( J. 28) lIu-u lli+ IIA-A Il .;; C{(I +S(h)} inf lIu-v lli
h h M h
vhE~

+ inf IIA-].1hIlM}'
].1hE~

Proof

The estimate (1.28) is an immediate consequence of (1.24) and (1.25), provi-

ded there exists a constant C such that

(1.29)

Let us establish (1.29). By virtue of (1.27), condition (I. 23) becomes

b(v ,].1 )
(l .30) sup h h ~ ~*(S(h)}-l lI].1h ll M "].1h E~.
IIvh IIi
vhE~

Therefore, the statement of Lemma 4.1, Chapter I is valid with B replaced by

B*(S(h)}-1 and we can proceed exactly like in the proof of (1.12), Chapter II.

Thus, we obtain :

e*
II u-wh II i';; ( 1 + S (h) lib II) II u-vh II i

This proves (1.29). •

We shall see in the examples that S(h) usually depends upon the dimension

of ~ - and, more precisely. that S(h) tends to infinity as the dimension of

M tends to infinity.
h
 93

§ 2. APPLICATION TO THE HOMOGENEOUS STOKES PROBLEM

Here, we use the theory developed in the preceding paragraph to formulate

and approximate the Stokes problem. For the sake of simplicity, we restrict our-

selves to the two-dimensional case.

2.1. A MIXED FORMULATION OF STOKES EQUATIONS

Let Q be a bounded domain of R2 with a Lipschitz continuous boundary r

whose components are denoted by r i' for 0';;; i .;;; p, (cf. Figure I). For t given in

(H-I(O)] 2, the homogeneous Stokes equations in 0 are

Find .(Ii, p) in [HI (0)]2 x L2 (0) satisfying

o
-v",1i + grad p = t I.
1n O.
(2.1) divli= 0
+1 -+
u r = O.

As usual, we set y = {~E [HI (0)]2 div~= OJ, and its corresponding space of
o
of stream functions :

<l> = { ~ E H2 (0) ; ~ Ir 0 = 0,
~Ir. = an arbitrary constant ci' I';;;i';;;p, ;~lr=O}.
1

We have seen in §5 Chapter I that problem (2.1) is equivalent to the following

two problems

.
Find u E y such that
(2.2)
v(gradli,gra'd~) = (f,~)

Find 1Ji E <l> such that

(2.3)

As (2.2) and (2.3) are equivalent, we can use either one according to convenience.

Now, it has been proved (cf. Theorem 5.4, Chapter I) that

(grad Ii,grad~) = (curl Ii, curl~) for ;i (or ~) in [HI (0)] 2

and ~ (or Ii) in y. Therefore, another equivalent formulation for (2. I) is

 94

Find ~ in Y satisfying :
(2.4)
I -+ -+
v(curl u,curl v) = (f,v)
-+ -+
";f~Ey .

Problem (2.4) lends itself readily to a useful mixed formulation. First, we

remark that another description of space y is :

(2.5)

Then problem (2.4) is equivalent to

-+
Find (u,w) EYI satisfying

(2.6)

We can also describe space Y in terms of stream functions, since there is

a one-to-one correspondence between 4> and Y by the relation : -flep = curl ~. Thus,

we can write

(2.7)

Then problem (2.3) is equivalent to

(1/J,w) EY2 such that

v(w,8) = (f,ctITi ep)

Thus, we have introduced in these two problems w = curl ~ = - fl1/J as an add i-

tional unknown. But a look at (2.7) shows that problems (PI) and (P2) are not

satisfactory because their internal approximation requires the construction of

finite-dimensional subspace of H2 (Q) ; in practice, this is far from desirable.

In order to avoid this difficulty, we shall introduce a Lagrange multiplier

corresponding to the constraint w = curl;i (or equivalently w =-fl1/J) and then

relax the regularity of the test functions, while retaining their divergence-

free property, by following the pattern of §I.

Consider first problem (PI) - and, as there is no confusion, let us drop

the subscript I. This is precisely the type of problem studied in §I, with the

following choice of spaces and bilinear forms :

 95

a(u,v) =v(w,e) for u= (~,w), v= (~,e)EX,

and

Then the space V defined by (2.5) is {vEX; b(v,lI) =0 \1I1 E M} and problem (Q)

associated with (P) is :

Find a pair (u,A) E X x M satisfying

<t,t)
I
(2.9) a(u,v) + b(v,A) = \1v E X,
(Q)
(2.10)

THEOREM 2. I .

Problem (Q) has exactly one solution (u,A) E X x M and

+
(2. II) u = (~,curl ~), A = v(curl u)

+
where u is the solution of Stokes problem (2.1).

Proof.

Since problem (p) is equivalent to Stokes problem, it suffices to verify

the inf-sup condition on b in order to obtain the existence and uniqueness of A.

Thus, let II E M and let us pick v= (0,-11) in X. Then

b(v,lI) /111/16 n
sup -,,---,r- ;;;. , /111/1
vEX II v II X /Ill /I 0, n M

hence the inf-sup condition holds with S = I.

I t remains to show that A=vw. Indeed, let v=(t,S)EX and let u=(~,w)EV

be the solution of (P). Then

a(u,v) + b(v,vw) = v(w,S) + v(curl t -S,w) = v (curl ~,w)

-+ .. -+-+
=v(curlv, curlu) = (f,v).

As A is unique, it follows that necessarily A = VW. •

Now, we relax the regularity of our functions. We take :

a(u,v) =a(u,v) =v(w,S) for u= cli,w) , v= (~,e)EX,

 96

and

Then

Next, we recall the space ~ introduced in §3, Chapter I :

;={~EHI(rl) ; ~Iro=a,
~Ir. =an arbitrary constant c.,
1
1 <;;;i<;;;p},
1

and the one-to-one correspondence that was established between ~ and

{~ E H (div ; n) ; div ~ = O} by the relation
o

Therefore y can also be written equivalently as

(2.12)

The problems (P) and (Q) associated with these spaces and norms are :

Find u = (~,w) E X and AE HI (n) satisfying

(Q) (2.13)

(2.14 )

-+
_ \ Find U = (u,w) E -Y such that
(P) -+ -+ -+ -
(2.15) v(w,e) = (f,v) "Iv = (v,e) Ey.

Let us check the hypotheses of § I. It is well known that MC+ M, and, as

d
stated in § 2, Chapter I, XC+ X. Equality (1.6) is obvious and (1.7) follows
d
immediately from Green's formula. It remains to establish the ellipticity of a

and the inf-sup condition on b. As far as the ellipticity is concerned, we have

-+
a(v,v) =vllell6 n for v= (v,e)Ey .
,
But by taking jl = ~ in the expression (2.12) of y and applying Poincare's ine-

quality (Lemma 3.1, Chapter I) we get

Hence the mapping v 1--+ II e II a,n is a norm on y equivalent to II v II X and therefore

 97

a is elliptic on y. Next, we turn to the inf-sup condition. For V in M, we

take v=(O,-v) in X; this yields directly the inequality (1.15) with ~=1.

In addition, we have the following result

LEMMA 2. I.

The spac~y and y are the same, i.e.

y=y.

Proof

Let v= (~,a)EV and let us extend ~ and a by zero outside 1"2, i.e., we set

::t
v= l~->-
::!:-
v= (v,a).
o
->- ->-
Thus 8EL Z (RZ) and ~EH(div;lRZ) with divv" O. Furthermore,

fR Z(;.c~v-ev)dx"O "vEHI(RZ).

As a consequence,
->-
a " curl v in ]RZ

It is easy to see, by means of Fourier transforms, that the above statements

->-

->- ->-
Now, on one hand V'v" 0 on r and on the order hand

0" (ii,curl v) - (a,v)" (curl ii-e.v) + I/·:; V do.

Therefore ii·:; =0 on r. Hence ~E (H~(rl»)2 and VCV, thus proving the equality. •
From Theorem 1.1 and the above results, we infer the next theorem.

THEOREM 2.2.
->- ->- ->- •
Problem (P) has a unique solution u = ( u,curl u) E V. where u 1.S the solution

of the Stokes problem. Moreover, if curl ~ E HI (>1), problems (Q) and (Q) are

equivalent.

Of course, every statement above has its equivalent counterpart in terms of

stream functions. Thus, by setting X" <I> x LZ(>l). we get problem (QZ) associated

with (P z ) (again, we drop the subscript) :

 98

Find (ljI,w) e: x and AE L2 (rl) satisfying

(Q) (2.16) v(w,e) - (t,<j>+e,A) = (i,c-;;:rt </l) "(</l,e) EX,

(2.17) (lIlj1+w,lJ) = 0 "lJ E L 2 (rl) •

Then Theorem 2.1 implies that problem (Q) has the only solution:

(ljI,w= -lIlj1), 1..= vw), where ljI is the stream function of ~ in <1>, and. as usual,

ti is the solution of the Stokes problem.

Similarly, we relax the regularity of (Q) by setting

(2.18)

We keep the form a unchanged and we express b by :

The weak statement of (Q) is :

Find (ljI,w) E X and AE Ii such that

(Q) (2.19) v(w,e) + (cur! </l.curlA) - (e.A) = (f,c;;rt </l) "(</l,e) EX,

(2.20) (curt ljI,curt lJ) - (w,lJ) =0 "lJEM.

Likewise, if lIlj1EH 1 (rl). Theorem 2.2. asserts that problem (Q) is equivalent to

problem (Q).

Throughout the remainder of this paragraph. we shall suppose that the con-

clusions of Theorem 2.2. hold; this will enable us to work indifferently either

with stream functions or with velocities.

2.2. A MIXED METHOD FOR STOKES PROBLEM

Let us adapt to problem (Q) the general approximation developed in section

1.2. We introduce three finite-dimensional spaces: <l>h' 0 and ~ such that

h

(2.21) <l>h c <1>.

Then we set

(2.22 )

and we define V by (1.20).

h
 99

According to the definition (2.18), ~ CX and ~ CM. The next two lemmas

will deal with the conditions (1.22) and (1.23).

LEW·fA 2. 2 •

If 4>h C~ there exist two constants C>O and * >0,

Cl independent of h, such

that

(2.23)

(2.24)

Proof.

By definition, a function v = (<P ,6 ) in V satisfies

h h h h

As 4>h c~, we can take Jl = <Ph in this equality. It yields

h

But, since 4>h C 4>, we can apply Lemma 3.1, Chapter I, to <Ph

thus proving (2.23). As a consequence, the mapping v ~ II 6 II o,n is a norm on

h h
V uniformly equivalent to IIv IIi' In particular (2.24) holds and therefore the
h h
form; is uniformly elliptic on Vh • •
LEMMA 2.3.

(2.25)

Proof

we have :

•
 100

THEOREM 2. 3 •

1°/ Suppose that

(2.26)

Then problem (Qh) has exactly one solution (u = (ljJh,wh),A ) E~ x~.

h h
2° / Moreover, if ~ = 0 then A = VW •
h h h

Proof.

Part follows immediately from Lemmas 2.2 and 2.3 and Theorem 1.2.

Let us show that A = VW • First we remark that when 0 =~, each function
h h h
$h of ~h has a unique function 8
h
in ah such that the pair ($h,8 ) belongs to Vh'
h
Next, as 0 = ~C HI (>I), we have :
h

Hence, we must establish that

(2.27)

Here we can take llh = w :

h

(2.28)

Finally, since ~ = (W ,w ) is the solution of (Ph)' we have :

h h

(2.29)

Therefore (2.27) follows from (2.28) and (2.29). •

Remark 2.1.

When 0 =~, we can eliminate entirely the Lagrange multiplier A from pro-
h h
blem (Qh)' The equations for (ljJh'w ) become
h

V(c;rr! wh,ctITl"$h) = (1,c;rr! $h) V$h E ~h

(2.30) and
(c;rr! ljJh'cm:'i llh ) = (Wh,llh) Vll h E0 •
h

~ote that the equations (2.30) are in fact a straightforward discretization of

the problem :
 101

V (cur! W,cur! <P) = (I,cur! <p)

(2.31) and

•
From Corollary 1.1 and Theorem 2.3, we derive the next corollary

COROLLARY 2. 1.

If <!>h C~ =0 there exists a constant C>O, independent of h. such that

h

(2.32) IljJ-ljJh I] rI + II w-w h II 0 rI + II vW-A h 11 0 rI

~C[(I+S(h»)'{ inf IljJ-<Phl 'rI+ inf

l
<PhE<!>h ' 8 E0
h h
+ inf II VW-jlh II 1 rI]· •
jlhE~ ,

However, in order to derive a more precise error estimate, it is necessary to

specify the choice of the spaces <!>h' 0 and ~ and thereby evaluate the quantity
h
S(h).

2.3. APPLICATION TO FINITE ELEMENTS OF DEGREE £

To simplify the discussion, we assume in this section that rI is a polygonal

domain of ]R2. Let 'e h be a family of triangulations of Q consisting of triangles

whose diameters are bounded by h. We suppose that the family ~h is uniformly

regular as h tends to zero (cf. definition 2.3, Chapter II), namely

For a given integer £;;. I, we choose the following finite element spaces

(2.33) "KEr
h
1.
(2.34) <!> =o n'$={<p EtO(Q) •
h h h '
<P I
hK
EP
£ "K E L'h' <Ph 1 r a = 0,

<Phl
r 1. = an arbitrary constant c i ' 1 ';;i';;p}.

The following lemma establishes a bound for S(h).

LEMMA 2.4.

Let rh be a uniformly regular family of triangulations of rI and let the

space ~ be defined by (2.33). Then there exists a constant A, independent of

 102

h, such that

(2.35) S(h) <:'A/h.

Proof

We retain the notations of section 2.2, Chapter II. Let K be a triangle of

I: h and let Kbe its reference triangle, as in figure 3. By Lemma 2.1, Chapter II,

we have

(2.36)

-I ~
As "BK ,,<:. c,.1 PK and since t-
h
is uniformly regular, we find :

(2.37)

Substituting (2.37) in (2.36), we get:

(2.38)

Now, if PEP£, which is a finite-dimensional space, there exists a constant C4

that depends solely upon the geometry of K such that

By applying again Lemma 2.1, Chapter II, we get:

When substituted in (2.38), this yields:

Hence

thus proving (2.35). •

THEOREM 2. 4 •

Let 't' h be a uniformly regular fami ly of triangulations of >l and let the spaces

~h' 8 h and ~ be defined by (2.33) and (2.34). Then, if ~=cm1ljJ E[HH1(>l)]2 for
an integer £;;. 2. we have the error bound:

(2.39)
 103

Proof

Since <l>h ce =~, the bound (2.32) is valid, Le. :

h

(2.40) II~-~hllo,n +lIw-wh ll o ,n"; Cl[(l +S(h)){ inf IljJ-<Phl l n

<phE<I>h '

+ inf II w-S h II 0 n} + inf II VW-11 h III n] •

SEe
h h 'l1EM.h -11 '

Therefore, we must derive an estimate for IljJ-<phI1,n' IIw-S h ll o ,n and IIvW-11 h ll l ,n'

Now, our spaces 9 h , ~ and <l>h are classical and there exists a standard interpo-

lation operator Il E £ (H 2 (n) ;e ) such that

h h

(2.41)

for 2";m";R,+1 and O";k";m.

HI
Then, if the stream function ljJ belongs to H (n), we have the bound

(2.42)

Next, if we assume that w= -llljJEHe(n), then

(2.43)

and

(2.44)

Upon substituting (2.42), (2.43) and (2.44) in (2.40) and using (2.35),

we get

•
Remarks 2.3.

10 / Note that the estimate (2.39) holds provided ~ = cw::i ljJ belongs to

[HR,(n)]2 and W= curl ~ belongs to HR,(n).

2 0 / When R, = I, we cannot derive the convergence of the above method from

Theorem 2.4. A refined analysis proving the convergence and optimal error esti-

mates can be found in [23]. Otherwise, it can be shown that the method is of or-

der one when the triangulation is generated by three families of parallel lines

(cf,[24]). •
 C HAP T E R IV

THE STATIONARY NAVIER-STOKES EQUATIONS

§ I. A CLASS OF NON-LINEAR PROBLEMS

In this paragraph, we study a non-linear generalization of the abstract varia-

tional problem analyzed in §4, Chapter I. This family of non-linear problems con-

tains, in particular, the Navier-Stokes problem.

We retain the notations of the linear problem. Namely, we consider two real

Hilbert spaces X and M (normed respectively by II· II X and II· 11M) and a continuous

bilinear form b(v,lJ) on X x M. The non-linearity is introduced by means of a form

defined on X x X x X :

a(w;u,v)

where, for w in X, the mapping (u,v) ~ a(w;u,v) is a bilinear and continuous

form on X x X. Then, for a given element 2 of X', we consider the following problem:

Find a pair (u, A) in X x M satisfying

(Q) (I . I) a(u;u,v) +b(v,A) = <2,v> 'livE X,

(I. 2) b(u,lJ) =0

We introduce the operators A(w)E£(X;X'), for w in X, and BE£(X;M') defined by

<A(w)u,v> = a(w;u,v) 'lIu,v E X,

<Bv,lJ> = b(v,jJ) 'livE X, 'lIjJEM.

With these operators, problem (Q) becomes

Find u E X and AE M such that

(Q) (1.3) A(u)u + B'A = 2 in X'

(I.4) Bu = 0 in M' •

As in the linear case, we set V = Ker B in X ; then problem (P) associated

with problem (Q) is :

 105

Find u E V satisfying :

(I.5) a(u;u,v) = <f.,v> '<:/vEV.

Of course, if (u,A) is a solution of problem (Q), then u is a solution of pro-

blem (P). The converse can be established as in the linear case. And therefore,

the real difficulty here lies in solving the non-linear problem (P). To begin

with, we need a consequence of the classical fixed point Brouwer's theorem:

THEOREM I. I •

Let C denote a non-void, convex and compact subset of a finite-dimensional

space and let F be a continuous mapping from C into C. Then F has at least one

fixed point.

COROLLARY I. I .

Let H be a finite-dimensional Hilbert space whose scalar product is denoted

by (.,.) and corresponding norm by I· I. Let P be a continuous mapping from H

into H with the following property

there exists ~>O such that

(I.6) (P(f),f)>0 'Vf E H wi th If I = ~.

Then, there exists an element f in H such that :

(I. 7) P(f)=O.

Proof

The proof proceeds by contradiction. Suppose that P(f) *0 in the sphere

D = {f E H ; 1 f I .;;; ~}. Then the mapping

P(f)
f ~ - ~ l'P"(I)f

is continuous from D into D. As the dimension of H is finite, and since D is

obviously convex, compact and non-empty, we can apply Theorem 1. I asserting that

there exists an f in D such that

P(f)
f = - ~TPTIIT

Thus, we have exhibi ted an f such that 1f I = ~ and

 106

(peo ,f) -t;!P(O!<O,

since fED. This contradicts (1.6). •

Now, we are in a position to establish the following existence result.

THEOREM 1.2

Assume that the following hypotheses hold:

(i) there exists a constant a>O such that

(l.8) a(v;v,v);;' allvlI~ 'r/VEV

(ii) the space V is separable and the form u r+ a(u;u,v) is weakly conti-

nuous in V, i.e.

(l.9) urn -+ u weakly in V (as m->-oo) implies that lim a(um;um,v) = a(u;u,v) 'r/vEV .
m->-oo

Then, problem (P) has at least one solution u in V.

Proof

We shall construct a sequence of approximate solutions by Galerkin's method.

Since V is separable, there exists a sequence (wi)~1 in V such that:

(i) for all m;;'l, the element:sw , ... ,w are linearly independent,
l m
(ii) the finite linear combinations of the Wi's, Ii t;.w., are dense in V.
~ ~

Then, we denote by V the subspace of V spanned by wI' ... ,w and we approxi-

m m
mate problem (P) by :

Find u E V satisfying
(P )
m
I (I. 10)
m m

This is a system of m non-linear equations in m unknowns.

Our object now is to show that for each m, (Pm) has at least one solution

urn. Then, we shall construct a sequence (urn) by taking for each m one of these

solutions and establish that any such sequence (urn) converges towards a solution

of (P).

In order to prove the existence of um' we consider the operator <'O:V

J rn m
r+ V ,
m
defined 'r/v E V ' by :
m
 107

(T2(v),w.) =a(VjV,w.)- <R.,w1.'> for

m 1. 1.

In particular,

(~m(v),v) =a(v;v,v) - <R.,v> .

Thus, if we denote by IIR.II * sup !<R.,v>1

IIvll ' the norm of R. in V', then hypothesis
vEy x
(1.8) implies that

(~m(v),v);;. (C'tllvll x -lid * )lIvll x

*
Hence, we choose s> II R. II and 'VvEY such that IIvll = S, we have
m x
(P-m (v), v) > 0 •

Moreover, ~m is continuous in Y by virtue of hypothesis (1.9). As the dimen-

m
sion of Y is finite, we can therefore make use of Corollary 1.1. Hence, there
m
exists an element u of Y that satisfies problem (Pm) and furthermore
m m

o = (p( um), um) ;;. (C't II u II X -

m
II d *) II um II X
so that

(I. II) Ilu II';;;W

*
m X C't

Now, we examine the convergence of (u ), as m tends to infinity. From (1.1 I),

m
we see that the sequence (u ) is bounded in y. Therefore, we can extract a subse-
m
quence (u ) such that
m
p
U -+ u weakly in Y as p -+ 00.
m
P

Then, hypothesis (1.9) implies that

lim a(u ;u ,v) = a(uju,v)

m m
p-- p p

Combined with (1.10), with large enough m=m ' this yields
p

a(ujU,w ) = <R.,w > 'Vi;;' I.

i i
Since each element of Y is the limit of finite linear combinations of wi' we get

by density

a(u;u,v) = <R.,v>

Therefore, u is a solution of (P). •

 108

Now, we turn to the uniqueness of the solution. This requires stronger

hypotheses than (1.8) and (1.9). Namely, we assume that

(i) form a is uniformly elliptic with respect to w that is, there exists

a constant a>O such that:

(J • 12) a(w;v,v);;' allvll~ 'fJv,w E Y ;

(ii) the mapping w ~ A(w) is locally Lipschitz continuous in y ; that is,

there exists a continuous and monotonically increasing function L :R+~ R+ such

that 'fJE,>0 :

(1.13) 'fJu,vEy,

'fJWj, W2EDE,' where DE, = {vEy ; Ilvll x <;;E,}.

With these hypotheses, we have the following uniqueness result.

THEOREM 1.3.

Suppose that (1.12) and (1.13) hold. Then, under the condition

(J • 14) 11211 * L[JLl.!L.)

* <I
7 a '

problem (P) has a unique solution u in y.

Proof

According to hypothesis (1.12) and Lax-Milgram's theorem, it follows that,

for each w in y, the operator A(w)E£(y;y') is invertible. Moreover, its inverse

operator, T(w), belongs to £(y';y) and satisfies

I
(J • 15) IIT(w) 1I£(y' ;y) <"(l"

With these notations, equation (1.5) of problem (P) becomes

A(u)u = 2 in y' ,

Le.

u=T(u)2in V.
 109

Next, we evaluate T(u)-T(v) for u and v in D~. By virtue of the identity

T(u) - T(v) = T(u) (A(v) - A(u) )T(v)

and (1.15), we find:

I
II T(u)-T(v)11 £ (y' ;y) <;;;-a2 II A(v)-A(u) 11£ (y;y')

Therefore (l. 13) yields:

thanks to (1.14). •
Remark J. 1.

Since the mapping v ~ T(v)£ is a strict contraction in D~, its fixed point

can be computed by the method of successive approximations. More precisely, star-

ting from any uQ in D~, we construct the sequence (u ) by :

m

or equivalently by

'f/vEy

Then

lim lIu -uIl =

m X
o.
m->oo

Note also that uQ need not be picked in D~, since for any uQ in y,

uj(=T(uQ)£) is necessarily in D~. •

We end this paragraph by solving problem (Q). As mentioned at the beginning,

we use the same argument as in the linear case.

THEOREM 1.4

Suppose that the form b satisfies the inf-sup condition:

(1.16) 'f/IJEM, with 13>0.

Then, for each solution U of problem (P), there exists a unique A in M such that
 110

the pair (U,A) satisfies problem (Q).

Proof

According to (1.3) and (1.4) we must find u in y and A in M such that

A(u)u+B'A= ji, in x'.

Now, if uEy is a solution of (P), then ji,-A(u)u belongs to yO, the polar set of y.

And by virtue of (1.16), B' is an isomorphism from M onto yO (cf. Lemma 4. I,

Chapter I). Thus there exists a unique A such that (U,A) is a solution of (I.3)a

Remark 1.2

Under the assumptions (1.12), (1.13), (1.14) and (1.16), we can extend the

iterative scheme of remark 1.1 to solve problem (Q). More precisely, starting

from any element Uo in y, we construct the sequence (Um,Am)EyxM, with m;;>I,

by solving the linear system

(1.17) 'f/v EX.

It can be proved that, whatever Uo in y,

lim {liu -ull +IIA -AII }= O. a

m--
m x m M

§ 2. APPLICATION TO THE NAVIER-STOKES EQUATIONS

The general non linear theory of the preceding paragraph is applied here to

the stationary Navier-Stokes equations. The major theoretical tools are recalled,

without proof, in the first section.

2. I. SOME RESULTS OF FUNCTIONAL ANALYSIS

The notations used here are those of section 1.1, Chapter I. The first

theorem is concerned with the Sobolev inequalities and the corresponding compact-

ness properties of Sobolev spaces.

THEOREM 2. I •

Let mEl'l with m;;> I and let pER with I ';;;p';;;oo. If Q is an open subset of R n
 111

with a Lipschitz continuous boundary r, then the following imbeddings hold alge-

braically and topologically

Provided .!.=.!.-~>o
q p n '
(2. I) "q with 1';; q <00 provided .!. =~
--- p n
prov1ded
'-- -pI <m
.
-.
n

I
Moreover, if 0 is bounded, the canonical imbedding of W ,P(0) into Lq1 (0)

is compact "ql ElR that satisfy

whenever .!.=.!.-.!.>o
q p n '
(2.2)
when p;;'n.

Remark 2.1.

The preceding theorem can be extended immediately to derivatives of func-

tions. More precisely. if vE~,P(0) and aE:N n with lal';;~';;m, then

q
L (0) if .!. =.!. - m-~ > 0
q p n '
L ql
oc
(0) "q . I m-~
1£ -=--
p n
.
if .!.<m-~
p n

Similarly, if 0 is bounded, the canonical imbedding of ~+I,P(0) into

wm,ql(0) is compact when ql satisfies (2.2). •

In the case of Navier-Stokes equations, the dimension n is 2 or 3 and the

space most often used is Hl(0). Theorem 2.1 gives the following algebraic and

topological imbeddings

if n = 2, HI (0) C Lql (0) for I';; q < 00

oc
if n = 3. H1 (0)CL6(0).

Furthermore, when 0 is bounded, the canonical imbedding of HI (0) into Lq(0) is

compact for :

I .;; q < 00 whe n n = 2

and
I';; q < 6 when n = 3,

The conclusion of Theorem 2.1 is also valid for the fractional Sobolev space
S
H (0) for s ER+, Let us recall the following defini tions
 112

s
t; ....... (I+t;2)'T V(OEL2CR~)},

normed by

where V denotes the Fourier transform of v ; and

HS(n) = {vE L2 (Q) ; v is the restriction to Q of a function

;';E HSCRn )},

normed by

IIvll S
, Q= inf II ;,; II s,Rn ;
-vEH s (Rn ) ,v-I Q=v

H~(Q) and H-s(Q) are defined exactly in the same way as in (1.4) and (1.5), Chap-

ter I. When r is Lipschitz continuous and s is an integer, it can be shown that

this definition yields the usual Sobolev space with, of course, an equivalent

norm. As far as the Sobolev imbedding is concerned, the following result holds

THEOREM 2.2.

Suppose that r is Lipschitz continuous. Then

algebraically and topologically, where

lIs 1 s
(2.3) p=Z-n:, provided Z-n:>O'

Moreover, if Q is bounded, the imbedding of HS(Q) into Lq1(Q) is compact

'iql such that l<;;ql <p with p defined by (2.3).

Finally, the next theorem states briefly the main property of interpolation

in Sobolev spaces.

THEOREM 2.3.

Let 6E [0,1], let si and t be two pairs of real numbers with O<;;ti<;;si'
i
for i = J ,2 and let £i and £6 denote respectively £ ( HS'l(Q);H tl(n)
· ) and
sI
" " H(J-6)t 1+6t2 (,,»).
£(H (I-6) 1+6s2 (,,) " . £ 1 n£ 2; then IT
Let IT be an operator ln

also belongs to £6 and there exists a constant C :

 113

As an application of this last theorem, consider the solution u of the

Dirichlet problem

We know that uEH6(Q) when R- belongs to H-l(Q) and that uEH2(Q)nH6(Q) when R-

is in L2 (Q). Therefore, by interpolation we find that if R-EH-s(Q) for an

sE[o,Il,then

2.2. SOLUTIONS OF THE NAVIER-STOKES PROBLEM

We have given in § 5.1, Chapter I the following "velocity-pressure" formula-

tion of the stationary Navier-Stokes equations :

~
-
->-
vilU + t. u.
j=1 J x j
ad~ -+
+ grad p = f in Q,

(2.4) div~=OinQ.

n
where again Q is a bounded domain of R with a Lipschitz continuous boundary r.
In order to write problem (2.4) in a variational form, we introduce the trilinear

functional

(2.5)

and we get immediately

We also recall the following spaces

and

The next two lemmas state useful properties of al.

 114

LEMMA 2.1
3
For n';;; 4, the trilinear form al is continuous on [(HI (Q)) nj •

Proof

According to Theorem 2.1, H1 (O} is continuously imbedded in L4 (Q}, when

n';;;4. Then, Holder's inequality implies that

au.
w. __
1 v . ELI(Q} 'V~,~,~E (ul(Q})n
J ax. 1
J
and

II w.~Uiv.dXI';;;CIlIw·1I1
Q J oX j 1 J,..
,,!U·'1
1
"lIv.1 II I , ,,'
,.. ..

~
Thus the form al is well defined and continuous on [(HI(Q))~ and

(2.6) •
LEMMA 2.2

have

(2.7)

(2.8)

Proof

Clearly, it suffices to check (2.8). For this, let us take ~ in tland ~

and ~ in (j)(Q})n ; we have:

au.
=-
I ~v. w. dx.
QOX j 1 1

Hence

Then we derive (2.8) by density. •

Now, let
 115

(2.9)

Then problem (2.4) has the equivalent variational form

(2.10)
lFind a pair (~,p) in V x L~(S"l) such that
a(~;~,~) - (p,div~) = (f,~)

THEOREM 2.4
n
Let n";4 and let S"l be a bounded domain of R with a Lipschitz continuous

boundary r. Given a function 1 ~ (H-1(S"l»)n, there exists at least one pair (~,p)

in V x L2 (S"l) that satisfies (2.10).

- 0

Proof

We apply the material of §I as follows. Wi th X= (H~ (n») n normed by \.1 1, S"l '

M=L~(S"l), a(~;~,~) given by (2.9),

and

we can consider that (2.10) is a particular case of problem (Q) of §I. Thus, we

must check the hypotheses of Theorems 1.2 and 1.4. First, by virtue of (2.7), we

get
+++ ++
a(u;v,v) =aO(v,v) =v 1+1
v 21, S"l

Therefore, a satisfies property (1.12).

Next, let ti be a function of V and ~m a sequence in V ,such that um -+ u

weakly in V as m -+ 00. Then Theorem 2.1 implies that

Now, let tE l1 and let us take the limit of a(~ ;~ ,t). According to (2.8), we
m m
have

( ~ at
L. u 'a' u •
+ + + + + + +)
al(u ;U ,v) = -al(u ;V,u ) = -
m m m m j=1 mJ X j m
+
As ~E (Loo(S"l»)n and lim u , u . =u. u. in L1 (S"l), it follows that
aX j m+oo mJ m~ J ~
 116

n -+
lim aj
m--
(~m;~m'~) = - ( l:
j=1 J
u. f-,-;i)
x j

Besides that, it is clear that lim ao(~ .~) =ao(~.~). Therefore,

m
m--
lim a(~ ;~ .~) =a(~;~.~) vtEV
m m
m--

by virtue of the density of LI in V and the trilinearity of a.

Thus the hypotheses of Theorem 1.2 are satisfied and therefore problem (2.10)

has at least one solution ~ in V.

As far as the pressure is concerned, we have already seen in §5. Chapter I

that the form b satisfies the inf-sup condition of Theorem 1.4. Therefore, for

each solution ~ of (2.10) there exists a unique p in L~(Q) such that (~,p) satis-

fies (2.10). •
In the sequel, we shall concentrate on the approximation of nonsingular

solutions of the Navier-Stokes equations. This concept defined below is a conve-

nient sufficient condition for local uniqueness.

DEFINITION 2.1

Let X and Y be two Banach spaces, F a differentiable mapping from X into Y,

F' its derivative, and let uEX be a solution of the equation F(u) =0. We say

that u is a nonsingular solution if there exists a constant y>O such that

VvEX .

In the Navier-Stokes case, the mapping F:V.-+ V' is defined by

Clearly, F is everywhere differentiable in V and its derivative F I (~) E £ (V ;V')

is given by :

Thus, if c(~;~,~) denotes the trilinear form defined on X3 by

(2. 1 1)
 117

then ~oEy is a nonsingular solution of the Navier-Stokes equations if and only

if there exists a constant y>O such that

(2.12) Vi;.Ey.

This definition amounts to say that the problem

i;. E Y such that

(2.13)

is well posed.

In order to study the nonsingular solutions of the Navier-Stokes equations,

it will be very useful to introduce the operator K = K-+ E £ (X;y), depending upon
Uo
a parameter ti~ E X, and defined as follows :

for each i;. EX, Ki;. is the solution in y of the Stokes problem

(2.14)

It follows from (2.11) and (2.14) that

(2.15) -+ -+-+ = aO ( (I + K-+ )u,V)

c(uo;u,v) -+~
uo

The importance of K appears in the next two lemmas.

LEMMA 2.3

Suppose that r is of class If.2 (or, if r is only Lipschi tz continuous, suppose

that n = 2 and Q is convex). Then, for n';;; 4, the operator K is compact from X

into y.

Proof

Let ~ and i;.oEX. According to (2.14), K~ is the solution of

where -+ -+
-+
n au auo
g= L {u~ -
. 1 J ax.
+ u.-~-}.
J aX.
J= J J
au.
In this expression, ~EL2(Q) and uQEH l(Q)CL 4 (Q) when n';;;4, by virtue of (2.1)
aX. J o
Hence gE (L~(Q»)n. As ~he hypotheses of Theorem 5.2, Chapter I, are satisfied,
 118

II K~ 11 2 ,4/3,0.'" C I~Q 11 ,001~ll ,0.'

Then the compactness of K follows from the fact that the canonical imbedding
2 3
of W ,4/ (0.) into HI (0.) is compact (cf. remark 2.1). -

LEMMA 2.4.

Let the hypotheses of Lemma 2.3 be satisfied. If u is a nonsingular

solution of (2.10), then the operator I + K+ is invertible in £ (X;X) or in

uQ ---
£(y;y) and has a continuous inverse.

Proof

As K+ is compact, we can apply Fredholm's alternative to I +K+ (cf.

uQ uQ
Yosida [46]). Then equation (2.15) and the fact that problem (2.13) has a unique

solution necessarily imply that I + K+ is invertible and has a continuous

UQ
inverse. _

Now, we turn to the global uniqueness of the solution. For this, we intro-

duce the norm of al in y3 :

(2.16)

THEOREM 2.5.

Under the hypotheses of Theorem 2.4 and if in addition

(2.17) N
711£11 * <1,

then the Navier-Stokes problem (2.10) has a unique solution (~,p) in YXL~(0.).

Proof

Here again, we make use of §I, and more precisely of Theorem 1.3. We have

already proved property (I. 12) with a. = \! and it suffices to establish (1.13).
-+ -+ -+ -+
Let u,v,wI and w2 E y ; we have:
 119

Therefore, a satisfies (1.13) with L(O =N ~~. Then condition (2.17) coin-

cides precisely with (1.14). Hence the conclusion of Theorem 1.3 is valid. •

Remark 2.2.

In view of Remark 1.2, we see that the conditions of Theorem 2.5 are suffi-

cient to guarantee that the iterative scheme :

~ (~, pm) E V x L~ (n) satisfying

(2.18)
~a(~-I;~,~) - (pm,div~) = <t,~> ~~E (H6(,J))n

starting from an arbitrary ~o in V, defines uniquely a sequence (~,pm) in

V x L~ (n) such that

o. •
Remark 2.3.

Condition (2.17) implies that the solution ~ is not only unique but also

nonsingular. Indeed, by virtue of (2.7) and (2.16), we have

c(u,v,v) - v 1+1
-+.-+ -+ _ -+.-+ -+
v 2I , n + al (v,u,v)

+ J + *
But since luII,n';;vllfil ,this implies that

+++ (v-vlltll
c(u;v,v);;' N -t: *)1+1
v I,n
2

Thus, owing to (2.17), the bilinear form (~,~)>--+c(~;~,~) is V-elliptic and a

fortiori satisfies (2.12). •

Let us now examine the two-dimensional case. Recall the space of stream

functions associated with V

$I =0, $I r . =an arbitrary constant c '

ro ~
i

I';;i';;p, ~~lr=O}.
In terms of stream functions, problem (2.10) reads as follows
 120

Find ljJ E <l> satisfying :

(2.19)
\ v(lllji,lItj» +fg L',ljJ(fL ~4>-~4L)dX:'
oXz oXj oXj oXz
<1,curip 'V4> E <I>

The next theorem establishes that these two problems are indeed equivalent.

THEOREM 2.6
-+
Problems (2.10) and (2.19) are equivalent in the sense that if (u,p) is a
-+
solution of (2.10) then the stream function ljJE <l> of u satisfies (2.19) ; con-

versely if ljJ is a solution of (2.19), then there exists exactly one element p

~ L~(g) such that the pair (~:, c~lljJ,p) satisfies (2.10).

Proof

Recall that y:, {curt 4>; 4>E <I>} and that

where cm:! ljJ :, ~ and cm:! 4> = ~. This takes care of the viscous term.

Now, we look at the convection term; we have

(2.20) -+-+-+
aj (u;u,v):, f
g curl -+
u (UjVZ-uZvj)dx

Indeed, for u and ~ in 11, we get immediately :

-+

au, 1 a z z -+
~=- --(Uj + uz) - Uz curl u,
axz 2 aXj
~
,
1 a z
=-2 ~Uj + uz) + Uj curl u.
z -+
oXz oXz

Thus, by integration by parts, this yields :

-+-+-+
aj (u;u,v) 1 z z
:, -z(Ul +uz,div -+
v) - Jgcurl U (uZVj-ujvz)dx.
-+

Hence (2.20) holds for all ~ and ~ invr, and by density for all ~ and; in y.

Therefore, the convection term can also be expressed as

(2.21)

It follows that the problem :

in y satisfying
(2.22)

is equivalent to (2.19). •
 121

It remains to interpret problem (2.19). It can be easily checked by inte-

gration by parts that ~ satisfies the following equations :

(2.23) ~Ir =0, ~Ir =a constant c., l';;i';;p

o i 1

~I =0
av r '
I r.1
(v.1-lI~-Y
an T
f)do=O
'
I';;i';;p,

a
where the last equation is formal and an denotes the normal derivative.

§3. A FIRST METHOD FOR APPROXIMATING THE NAVIER-STOKES EQUATIONS

The remaining two paragraphs are devoted to finite element approximations

of the Navier-Stokes problem in two dimensions. In fact, the results that we

establish can be extended to the discretization of the general non linear pro-

blems described in §I, but for the sake of simplicity we prefer to restrict the

discussion to Navier-Stokes equations. In particular, we retain the notations

of §2.

The finite element method proposed here is the one we introduced in Chap-

ter II, §2 for solving the Stokes problem. But now, the situation is more com-

plicated and we split the discussion into two cases according that the solution

is unique or not.

3. I. THE UNIQUENESS CASE

In this section. the solution ~ is supposed to be unique and, more precisely,

we assume that

(3.1) N ->-
\izllfll * ..;; ]-0 for some 0>0.

For each h, let W and ~ be two finite-dimensional spaces such that

h

Next. we set

Again, the space V corresponding to the form b is defined by

h
 122

As usual, V q. V and in particular, the functions of V are not divergence-

h h
free. Hence some care must be taken in order to preserve the antisymmetry of

form aI, which plays a fundamental part in this section (cf. Lemma 2.2). For this

purpose, the simplest thing is to introduce a slight variant of al

,..." +-++ 1{ +++ -+++}

al(u;v,w) "'"2 al(u;v,w) -al(u;w;v) .

By virtue of (2.8), it is clear that al and al coincide on V x X x X and, of course,

al is antisymmetric with respect to its last two arguments. Therefore, the re-

suIts of §2 are still valid if we replace everywhere al by al' Here, we work ex-

elusively with al but in order to avoid a multiplicity of notations, we agree to

drop the tilde.

Finally, we define the following discrete norms

(3.2)

and

With the above notation, the discrete analogue of problem (2.10) is

Find a pair (~h ,Ph) in V x ~ such that

h
+-+-+- .+-t:-+
a(~;uh,vh) - (Ph,d~vvh) "'<t,v
h>
(3.3)
\

Its corresponding problem (Ph) is :

Find ~h in Vh satisfying
(P )
h
l 0,4)

Just like in the linear case, we begin by examining problem (Ph) and showing
.... ..-
the convergence of u toward u.
h

THEOREM 3.1

Problem (Ph) has at least one solution ~b ~ Vb' Moreover, if

 123

0.5 )

then this solution is unique and is the limit of the sequence defined by the

iterative scheme:

0.6)

starting with an arbitrary ~ in Vh •

We skip the proof since it is a simplified version of the proof established

in the continuous case.

....
Before we turn to the convergence of u ' let us recall briefly the approxi-
h
mation properties of ~ and Mb that we assumed in Chapter II, § 2.

Hypothesis HI

There exists a mapping r E£ ((H 2 (Q) nH~ (Q)) n;~) and an integer £ such that
h

0.7)

0.8)

VmEN with •
Hypothesis H2

The orthogonal projection operator Ph on Mb satisfies

0.9) •
With these hypotheses, we can prove the following result.

LEMMA 3.1.
If Hypotheses HI and H2 are satisfied, then

lim N = N,
.... *
lim IIf II h = II fII
.... *
h
h+o h.... o

Proof.

We just prove the first assertion, since the proof of the second statement is
........ ....
the same. As the dimension of Vh is finite, there exist functions u ' v and wh
h h
in V such that
h
 124

(3. JO)

and
(3.J J)

Also, by virtue of (2.6), N is bounded as h tends to zero. Therefore, we can

h
extract a subsequence (h ) ~I such that
p p""

(3.12) -+
u ->- ...
u , -+
v ->- ... -+...
v , w ->-w weakly in ( )n
H~ un as p -+ '"
h h h
P P P
and
.
11m N =N *
h
p-+oo P

*
Let us show that N = N. The proof proceeds in two steps •

1°/ First, we prove that N E;;N. •

We remark that u ,v
...... ... and ware elements of V. Indeed, by virtue of (3.12), (3.9)
and the definition of V ' we have
h
• -+*
(d~vu ,q) = 0

......
and hence, by density div u = O. Therefore u EV and the same holds for v
... ...
and w .

Now, since the dimension nE;;3, H~('l) is compactly imbedded into L'+('l). There-

fore (3.12) implies that·

. -+ ...
l~m u =u ,
h
p-+oo P
Hence
* au* i *
-,-v. dx.
J'lw.
J oX
j ~

As this is a general term in the expression of aI, it follows that

(3.13)

Finally, from (3.10) and the lower semi-continuity of the norm for the weak

topology, we derive the upper bounds

Together with (3.13), this yields

 125

thus proving the first inequality.

2°/ Next, we prove that N* ;;ON.

Let ~, :; and ~ belong to 11. From (3.8), we infer that

+ + + + + +
lim rhu=u, lim rhv=v, lim rhw=w in V.
h-+o h-+o h-+o

Whence

Thus

and owing to the dens i ty of 11 in V, this means that N*;;o N.

Therefore lim N =N. The uniqueness of this limit implies the convergence
h
p-- p
of the entire sequence, i.e.

lim N =N.
h •
h-+o

THEOREM 3.2

Under Hypotheses HI and H2, Condition (3.1) and if h is sufficiently small

. +
then problem (Ph) has a unique solut~on u ~ V and
h h

(3. 14) lim I~-~h II rl = 0 •

h+o '
In addition, if the solution (~,p) belongs to (Ifl+I(rl»)n x (Hm(rl)nL~(rl») for
m<;;;l'., we have the following estimate:

(3.15)

Proof

According to Lemma 3.1 and Condition (3.1), we can choose h sufficiently

small so that

(3.16)
 126

. +
Then, by virtue of Theorem 3.1, problem (Ph) has exactly one solut~on u
h
in Yh '
-+. -1- -+ -+
Let v be an arb~trary element of Y , let w =u -v and consider the expression:
h h h h h

Let us derive a lower bound for E • Expanding, we get:

h

By (2.7), this becomes:

Therefore,

But it follows from (3.4) that

+
1u
I .::
h 1, (l ~ v1 II +f II *h .
Hence

and in view of (3.16)

(3.17)

Now, let us find an upper bound for E • By virtue of (3.4), we have

h

and owing to (2.10), we can write:

+
But since w Ey , this can also be written as follows:
h h

or equivalently,

Then, (2.6) yields the upper bound

 127

Combining the bounds (3.17) and (3.18), we get:

This implies

(3.19)

....
where C2 depends upon v, 0 and u but not upon h. The theorem follows from (3.19)

and Hypotheses HI and H2. •

3.2. THE NON-UNIQUENESS CASE

In this section, we assume that the Navier-Stokes problem has a nonsingular

....
solution uQ E V, i.e. that satisfies :

(2.12)

where c is defined by :

(2. I 1)

....
In this case, we intend to show that problem (Ph) has a unique solution u h in
.... ....
some neighborhood of the projection IThuQ on V • \Vhen UQ is sufficiently smooth,
h
this neighborhood should yield a good error estimate. Finally, we want to esta-
.
b11sh that u
....
can be efficiently computed by Newton's method •
h
....
More precisely, let IThuEV be defined by :
h

(3.20)

Le.

The idea is to establish a discrete analogue of (2.12) in Vh w1th UQ replaced

. ....

....
by IT uQ. This is achieved with the help of the operator ~ E £ (X;Vh ) defined as
h
follows :
.... ....
for each uEX, ~u is the solution in V of the approximate Stokes problem
h
 128

(3.21 )

When combined with (2.11), this yields:

(3.22)

LEMMA 3.2.

Let Hypotheses HI and H2 be satisfied and assume that Q satisfies the regu-

larity hypotheses of Lemma 2.3. Then, for n = 2 or 3, we have :

lim IIK-~II£(x.X) = O.
h->o '

Proof
~ ~ ~
Let uOEV and uEX. As mentioned in the proof of Lennna 2.3, KuEV satis-

fies

(3.23)

Likewise, according to (3.21), ~~EVh satisfies:

(3.24)

.
Le. ~u
~
is an approximation of the solution zEV
~
of the Stokes problem

(3.25 )

It follows from (3.23) and (3.25) that

~~
jKu-z!
I ~~
";;-lIg-g II
*
I,Q \! h
and

Thus
~ ~
IIg-g II *
h

Hence

(3.26)

On the other hand, let A be the element of L~(Q) that satisfies

(3.27)
 129

Then, Theorem 1.1, Chapter II may be applied to (3.27) and (3.24), yielding the

error bound

(3.28)

Now, from (3.20) and Hypothesis HI we infer immediately that

(3.29)

Next, like in Lemma 2.3, we find that, for n~2 or 3, gh belongs to

(L~(n)}n. Therefore, Theorem 5.2, Chapter I, implies that ;:E (w2'~(n)}n,

'-Ewl,~cn) and

11;:11 2 ,23 ,n +11'-11 3

1 , 2, n
0;;; C4 IIIh;:io I I '~""I;:ill "o;;;c41;:io!1
~~
"I;:ill ,,'
,~', H

Furthermore, it follows from Theorem 2.2 that \.,z'~(n) CH~(n) and Wl'~(n) CH~(n).
Hence

(3.30)

Then we can use Theorem 2.3 on the interpolation in Sobolev spaces in order to

derive an appropriate estimate for the right-hand side of (3.28). Indeed,

Hypothesis H2 with m~O and 1 gives respectively

Thus the operator I-Ph belongs to £ (M;M) () £ (M nHl (n) ;M). Therefore, according

to Theorem 2.3. I-P E£(Mn H2(n);M) and

h

(3.31) IIq- P q llo,n 0;;;

h
C7h~lIqllLn 'lfqEMnH 2 (n).

Likewise, (3.20) and Hypothesis HI with m= I imply:

Hence

(3.32)

Finally, by piecing together (3.31), (3.32), (3.30) and (3.28), we obtain

(3.33 )
 130

in view of (3.29), this proves the lemma. •

LEMMA 3.3.

Under the hypotheses of Lemma 3.2, there exist two constants ho>O and

y*>o, both independent of h, such that, 'Ifh'-;h o

(3.34)

Proof

By virtue of Lemma 2.4, we can write ;

-1
I + ~ = (I + K) [I + (I+K) (~-K)].

But according to Lemma 3.2, there exists h o > 0 such that, 'Vb.'-; h o
-1
II (I + K) (~-K) II£(X;X) < 1.

Hence 1+~ is nonsingular in £(X;X) and

(3.35)

Then, in view of (3.22), we can write;

owing to (3.35). This proves (3.34) with y* =~ •

Remark 3.1.
....
The statement of Lemma 3.3 is also valid "near" IIhuo. More precisely, there

exist two constants y>O and 6">0 such that

0.34')
 131

for all -+zh E Yh that satisfy 1-+zh-lI h-+

uQ I 1, Q .;; 6.
-

Indeed, from the equation

and Lemma 3.3, we get

-+ -+ -+
c(zh;vh,wh )
;;. •
I~hll , Q

• -+
Now, we are in a position to establish the existence of a solut10n u of
h
-+
problem (Ph) in a neighborhood of II uQ'
h

LEMMA 3.4
• -+
Under the hypotheses of Lemma 3.2, problem (Ph) has at least one solut10n u
h
-+
in the ball B C Y with center II uQ and radius tR I (h), where lR I (h) is a constant
h h h
such that

(3.36)

Proof
-+
Let Th:Yh>-+Y be the mapping which associates with each v EY the element
h h h
-+ -+
<Ph = T v defined by
h h

(3.37)

Clearly, owing to Lemma 3.3, the mapping T is well defined by (3.37). We propose
h
-+
to establish that T has at least one fixed point in the ball B centered on IThuQ
h h
and with radius tRI(h). It follows from (3.37) that each of these fixed points is

a solution of problem (Ph)'

From (3.37) and (2.1 I), we get:

With (2.10), this becomes

 132

Hence,

(3.38)

....
On one hand, by virtue of Lemma 3.3, we can take w in
h
Vh such that

....
On the other hand, for this w (3.38) gives the upper bound,
h

+ II P-qh II 0,11

Therefore,

where

....
Hence T maps into itself every ball with center IThuQ and radius ~, for all posi-
h
tive numbers ~ that satisfy :

Le. for all ~ such that ~1(h)';;;~';;;~2(h), where

and
~ (h)
1
= 1 -y'l - 4AE(h)
2A - £(h)
1
~ hen h ....... O.

R (h) = I + "';1 - 4AE(h) -I- E(h)

2 2A

Moreover, it can be readily shown that Th is continuous in each of these balls.

In particular, by choosing lR = ~l (h), we find that T maps continously B into

h h
itself. Therefore Theorem 1.1 implies that T has at least one fixed point in B .-
h h
 133

Now, Newton's method applied to problem (Ph) consists in finding a sequence

(~) of elements of Vh defined 'f/m;;" 1 by

(3.39)

starting from an arbitrary ~~ in V , The next lemma establishes the existence and
h
convergence of this sequence,

LEMMA 3.5

Under the hypotheses of Lemma 3,2, there exists a constant p>O such that

for all sufficiently small h, the condition

(3.40)

-+m
implies that the sequence (u ) is well defined by (3.39) and
h
N
(3.41 ) -+m+1 ->- I ,,;:: 1-+m+1 ->- I .;;; hl-+m ->- 1 2 'li/m;;"o,
1uh -uh 1 , n"" p , uh -~ 1 , n :- y
uh - u h 1 , n

where y is the constant of Remark 3.1.

Proof.

Let 6 and y be the constants of Remark 3.1; we set

p
Suppose that h is small enough so that !HI (h)';;;2 .Then, according to Lemma 3.4,
. ->-
problem (Ph) has at least one solut~on u such that
h

(3.42)

Now, let ~~ be an arbitrary element of Vh that satisfies (3.40) and assume

-+m
for the moment that u is well defined by (3.39) and such that
h

(3.43)

Then,

. I'~es t h at ->-m+I,
Th ere f ore, Remar k 3 , 1 ~mp u ~s well
,
def~ned by ( 3.39). Besides that,
h
by virtue of (3.39), (3.4) and (2.11), we have the equality
 134

Hence, (3.34') yields

With the induction hypothesis (3.43), this becomes

As I~~-~hl I,n also satisfies (3.43), the lemma follows by induction. •

Of course, p can be chosen so that p <:Y.. and therefore

N
h

->- ->-
In other words, if the first approximation u~ is sufficiently near to IThuo then
->-m ->- ->-0
the sequence (u ) converges quadratically toward uh . Furthermore, since p and u
h h
are independent of the particular solution ~h' it follows that problem (Ph) has
->- • ->-
exactly one solution u 1n the ball with radius p and center IThuo. These results
h
are summed up in the following theorem.

THEOREM 3.3

Suppose that n satisfies the regularity assumptions of Lemma 2.3 and that

Hypotheses HI and H2 are valid. Then, if ~o is a nonsingular solution of the Na-

vier-Stokes problem, there exists two constants ho>O and p>O such that for

all hE (0, hoI problem (Ph) has a unique solution ~h E Y in the ball wi th radius p
h
and center ITh~O' Moreover, if (~O,p)E (Y()(Hm+l(n»)n]x (L~(n)nHm(n»), we have

the error bound

I~O-~hll,n":Chm{II~Ollm+I,n+llpllm,n}forI":m":.t.

Furthermore, if ~OEy satisfies

h h

->-k •
then the sequence (u ) def1ned by Newton's method
h

->-
converges quadratically toward u .
h
 135

Remark 3.2

We can apply here the arguments developed for the Stokes problem in order to

derive error estimates for the pressure. •

§4. A MIXED METHOD FOR APPROXIMATING THE NAVIER-STOKES PROBLEM

The object of this paragraph is to adapt to the Navier-Stokes problem the

mixed finite element method developed in Chapter III. The discussion is restricted

to the two-dimensional case and to homogeneous boundary conditions. And of course,

it is assumed that ~ is a bounded domain of ~2 with a Lipschitz continuous boun-

dary r.

4.1. A MIXED FORMULATION

Recall that the Navier-Stokes problem can be stated in terms of stream func-

tions as follows

~FindljlE1> (cL Section 2.2) such that :

(4.1)
( \I(llljl,ll.p) + J !lljJ(~
~
~-~
aX2 aXl
~)dx = (1,c~.p)
aXl aX2
'f/.pE 1>.

This suggests the following choice of spaces and forms

X = 1> x L2 (~), M= L2 (~) ,

(4.2) Y= {v= (.p,B)EX j B =-/l<P},

(4.3) ao(u,v) = \I(w,B) 'tu = (ljI,w), v = (.p,B),

J ( aXl aX2 aX2 aXl

(4.4) al (WjU,v) = T,
~ -a.p, - - -aljl, - -a.p)
, - dx 'tw = (X, T)E X,
~

a(w;u,v) = aO(u,v) + al (WjU,v).

According to (4.2), we define the form b(·,·) as follows

(4.5) b(v,lJ) = - (/l<P+B,IJ) 'f/v= (.p,B)E X, 'f/IJEM,

so that

y={vEX
 136

Finally, we set,

(4.6) <~,v> = <:f,c;;;:''"r cp> "'vEX.

As mentioned in Section 3,3, Chapter I, II t>cp II 0 I< and II cp II 2 I< are two equiva-
, ,
lent norms on 1>, Hence the mapping v= (cp,8) ....... 11811 I< is a norm on y, equivalent
0,
to the product norm. Therefore, it is natural to define the norm of al on y3 and

of ~ on y' by :
lal (w;u,v) I
(4.7) N= sup
u,v,WEy 11'(11 0 ,1< IIwll o ,1< 11811 0 ,1<

(4.8) II ~ II * = sup I < ~, v> I

v=y 11811 0 ,1<

With the above notation, problem (4.1) becomes

Find u= (W,w)Ey such that

(p)\
~(4.9) a(u;u,v)= <~,v> "'vE y.

Then, problem (Q) associated with (P) is :

Find a pair (Ii,A) E Xx M satisfying

(Q) (4.10) a(u;u,v) +b(v,A) = <~,v> "'vEX,

(4. II)

THEOREM 4.1

1°/ Problem (P) has at least one solution u=(W,w) iny. Moreover, if

(4.12) AII~II*
v
< I,

this solution is unique.

2°/ For each solution u of (P) there exists a unique element A in M so that

the pair (U,A) satisfies problem (Q) and A =VW,

Proof

According to Section 2,2, problem (P) is just another formulation of the

Navier-Stokes problem. Therefore part I follows immediately from Theorems 2.4

and 2.5.
 137

The proof of part 2 is exactly the same as in the linear case. •

Just like in the linear case, we propose to relax the regularity of the

functions of space y in order to avoid constructing finite-dimensional subspaces

of H2(Q). For this, we set;

X= [~()WI'\Q)1 xL 2 (Q), M=H1(Q)

and provide X with the norm

Note that by Sobolev's imbedding Theorem 2.1, the form al(wju,v) is defined and

continuous on X3 • Moreover, it satisfies trivially the equality

(4.13) al(WjV,V)=O 'fIw,vEX.

Next, we define :

(4.14)

(4.15) y = {vE X

and we recall that according to Lemma 2.1, Chapter III,

y = y.

Therefore problem (P) coincides with problem (P), and problem (Q) associated with

the form b and the space X is :

(Q)
I Find u E Y and AE M satisfying

(4.16) a(uju,v) +b(v,A) = <R-,v> 'fivE X.

As in the linear case, we have the following equivalence theorem with a similar

proof.

THEOREM 4.2

The set of solutions (u,A) of problem (Q) coincides with the set (u,A) of

solutions of problem (Q) such that AE HI (Q) •

 138

4.2. AN ABSTRACT MIXED APPROXI~ATION

Let us discretize the weak formulations(P) and (Q). We introduce finite

dimensional spaces ~h' 0 and ~ such that

h

and we assume that ~h c ~. Then, we set

(4.17)

According to Lenuna 2.2 Chapter III, the mapping vhl-+-lIehllO,Q is a norm on V uni-
h
formly equivalent to the norm

We set

Furthermore, since the dimension of V is finite, Ivhl is also equivalent (with

h
an eventual dependence upon h) to II v II x: . Therefore, al is continuous on V~ with
h
respect to 1,1, and we define its norm by

(4.18)

Similarly, we set
* < R.,vh >
(4.19) 1IR.ll = sup --~
h
vhEVh Ivhl

With these notations, we discretize (P) and (Q) as follows

~ Find uh = (1/Jh'wh ) E V satisfying

h
(4.20) a(uh;uh,v ) = < R.,vh >
h

~ Find uh E Vh and Ah E ~ such that

a(~;~,vh) +b(Vh,A
h ) = <R.,vh >
(4.21)

Using (4.13), it is easy to prove the following existence and uniqueness

result.
 139

THEOREM 4.3.

Problem (Ph) has at least one solution u E Y . Under the condition

h h

(4.22)
N *
VZh Il .Q,lI h <l,

this solution is unique.

In order to establish the convergence of uh ' we require some discrete ana-

logue of the compactness property of the canonical imbedding from H2 (n) into

W ,4(n). Since ~h is not contained in H2 (n), we must assume the following:

I

Hypothesis HI

1°/ There exists a constant C independent of h such that

(4.23)

weak lim v =v= (<1>,8) in H1(n) xL2(n),

h+o h
then

lim <l>h = <I> in WI '\n) . •

h+o

Now we are in a position to prove the following lemma.

LEMMA 4.1

Let Hypothesis HI be satisfied and suppose in addition that

(4.24) lim inf IIv-v ll:x 0 VvEy,

h+o vhEYh h

(4.25) lim inf II ].l-].lh II I n = 0 VI!EM.

h+o ].lhE~ ,

Then
lim N = N and lim II H *h = II.Q, II *.
h+o h h+o

Proof

Let us briefly establish the first limit since the proof is much the same

as that of Lemma 3.1. Let u ' v and w be three normalized elements of Y that
h h h h
realize the maximum in (4.18), i.e.
 140

and luhl = Ivhl = Iwhl = I. Then from Holder's inequality and (4.23), it follows

that

and from the equivalence of norms, it follows that II u II, IIv II and IIw II are
h h h
bounded. Therefore, we can extract a subsequence h from h such that
p

weak lim u = u*, etc ... in H1 (Q) x L2 (Q) ,

p-+<» hp

Now, u*EV thanks to (4.25) and the fact that <I> is a closed subspace of H1(Q).

Besides that, Hypothesis HI n02 implies that

· ,I,
1 ~m "'h =
,I,
"'* t
e c...
~n
L
wl ,4(n).
"

p-+<» p

Therefore

lim al(wh ;uh ,v h ) =al(w*;u*,v*).

p-+<» p p p
Hence

But since lu* I ~ I, etc ... , we get

lal(w*;u*,V*)I
N;;;' ;;;'N*.
Iu* II v* II w* I

The reverse inequality is an easy consequence of (4.24). •

The next theorem establishes the strong convergence of u when (4.12) holds
h
and its weak convergence in the general case.

THEOREM 4.4.

Suppose that Hypotheses HI, (4.24) and (4.25) are valid.

1°/ If the condition (4.12) holds and if the solution u= (ljJ,w) of problem (P)

satisfies wEH1(Q), then for all sufficiently small h problem (Ph) has a unique

solution u E V and
h h
 141

(4.26)

~ E V of
2° / In the general case, as h tends to zero, the set of solutions
h
1
problem (Ph) has at least one limit point in the weak topology of H (Q)xL 2 (Q).

Each limit point is a solution of problem (P).

Proof

1°/ If (4.12) is valid, there exists a number 0>0 such that

(4.12' ) N £.11 * '"

:-:711 1- o.
\)

Then, according to Lemma 4.1, the inequality:

(4.27)
Nh * 0
vz-IIR.11 h '" 1-'2

holds for all sufficiently small h. Hence, by virtue of Theorem 4.3, problem (Ph)

has a unique solution u in V • Now, let v be an arbitrary element of V , let

h h h h
w = u - v E V and consider the expression :
h h h h

i.e.

In view of (4.18), we have:

and because of (4.13), we have

(4.28)

Therefore, it follows from (4,27) that

(4.29)

On the other hand, (4,20) yields

With (4.16), this becomes

Then by virtue of (4.17), we get Vll E ~ :

h
 142

Hence, by Holder's inequality and (4,23), we find:

With (4.29) this yields :

Therefore

2°/ Now, discard the hypotheses of part 1 and consider a solution u of

h
problem (Ph)' By virtue of (4.28) and Lemma 4.1, we have:

Hence, the set of solutions of problems (Ph) remains bounded in norm II' II when

h tends to zero. Therefore this set has at least one limit point in the weak

topology of Hi(Q) xL 2 (Q). Let u= (ljJ,w) be one of these limit points; then there

exists a subsequence h of h and for each p a solution of problem (Ph):

p p
~ = (ljJh ,w ) such that lim h = 0 and
p pp h p...."p

weak lim u = u in Hi (Q) x L2 (Q) .

h
p+co P
As mentionned in the proof of Lemma 4. 1, u E y and according to HI,

Therefore, by virtue of (4.24), we have

lim ai (u ;u ,Jl v) = ai (u;u,v) 'f;/vEy,

h h h
p""" p p p

where Jl denotes the projection operator on Yh for the norm II· II . Hence
h

a(u;u,v) = <£,v> 'f;/vEy • •

Note that the statement of Theorem 4.4 is pretty weak in the general case.

In fact, by using sophisticated arguments, it is possible to arrive at a similar

conclusion to that of Theorem 3.3. For further details the reader can refer to
Giraul t & Raviart [231 •
 143

4.3. APPLICATIONS

To simplify the discussion, we assume that Q is a bounded and convex domain'

of R 2 with a polygonal boundary r, Then, we introduce a uniformly regular family

of triangulations of Q, iC h (cf, Definition 2.3, Chapter II) made of triangles
whose diameters are bounded by h. We choose the same spaces as in Chapter III,

namely :

(4.30) where R,;;' I is an integer,

(~ H6(Q) because Q is simply connected).

Here, the major difficulty is the verification of Hypothesis HI.

LEMMA 4.2.

With the above choice of spaces and assumptions on Q, there exists a cons-

tant C independent of h such that

(4.23) I <j>h 1 1 , 4 , Q';; CII 6h II 0 , Q

Proof

When v=(<j>,6)Ey, <j> and 6 are related by 6=-1><j> and v satisfies:

I<j> II , 4 , Q';; CII 6 II 0 , Q by virtue of Sobolev' s imbedding Theorem 2.1. As Yh is inten-

ded to approximate y, we can reasonably expect 6 to be a discretization of

h
"-1><j>h"' for v h = (<j>h,6 ) in Y . Thus, we introduce the solution <j>(h) of the
h h
Dirichlet's problem:

(4.31) - 1><j> (h) = 6 in Q, <j> (h) = 0 on

h
r,

and we compare <j>h and <j>(h).

Since Q is plane, bounded and convex, <j>(h) belongs to H2 (Q) nH6(n) and

(4.32)

Then Theorem 2.1 implies that:

(4.33)
 144

In addition, problem (4.31) has the variational formulation

and condition (4.17) on v reads:

h

Therefore, the following equation holds for all llh E ~ n H6 un

(4.34 )

Let lO denote the standard interpolation operator of £ (H 2 (Q) n H~ (Q) ; <Ph) .

h
Then :

First, Theorem 2.4, Chapter II and (4.33) yield

(4.35)

Therefore, it suffices to estimate l~h-lOh¢(h)1 1, 4 , Q' On the one hand, by the

uniform regularity ofL , the following inverse inequality holds on <Ph :

h

(4.36) l~h-mh¢(h)1 1,4,Q < C4h-~I~h-mh¢(h) I I,Q

On the other hand, (4.34) implies that

(4.37)

By applying again Theorem 2.4, Chapter II, we derive

(4.38)

Therefore, combining (4.36), (4.37), (4.38) and (4.32), we get

(4.39)

Together with (4.35) and (4.33), this gives:

thus proving the lemma. •

Remark 4.1.

The above argument remains valid when ~(h) only belongs to Hi(Q). Indeed, by
 145

Theorem 2.2, H~UI) CW I ,4(rI), therefore (4.33) still holds. Besides that, we

can replace Ul"h by the projection operator Ph E£ (H6(rI);¢h) defined by

Then, it can be shown that

and

The end of the proof is unchanged.

Relaxing the regularity of ¢(h) permits to relax the regularity assumptions

on rI. In particular, we need no longer assume that rI is convex. •

The next lemma checks the second part of Hypothesis HI.

LEMMA 4.3.

Assume that the hypotheses of Lemma 4.2 hold. If a sequence v = (¢h,8 ) EV

h h h
satisfies

weak lim v = v in H6 (rI) x L 2 (rI),

h
h->-o
then
I
lim ¢h = ¢ in W ,4(rI).
h->-o

Proof

The idea of the proof is much the same as that of Lemma 4.2. Again let

¢(h) be the solution of problem (4.31). Then, since 8= -lI¢, we have

Therefore,
weak lim ¢(h) = ¢ in H6 (rI),
h->-o
since weak lim 8 = 8 in L2 (rI). Furthermore, by virtue of (4.32),
h
h->-o
weak lim ¢ (h) '" ¢ in H2 (rI) .
h->-o
Hence

(4.40 ) lim ¢(h) = ¢ in WI ,4 (rI).

h->-o
 146

Now let us write

According to (4.39), we have:

lim(cjlh""tUh~(h)) =0 in I
W ,4(n).
h+o

Next, Theorem 2.4, Chapter II and (4.40) imply that :

IWh~(h)-cjl)11 , 4 , n ,,;;cll~(h)-cjlll , 4 n ....... O as h ....... O.

)

Finally, by applying again this theorem to all cjl in W2 ,4 (n) n H1 (n), we get
o

Therefore, by density

I
These three limits imply that lim cjlh" cjl in W ,4(n). •
h+o

Remark 4.2.

Here again, the regularity of cjl(h) can be relaxed but slightly less than

in Lemma 4.2. In fact, in order to derive the strong convergence of cjl(h) in

I
W ,4 (n), we require the weak convergence of ~ (h) in H~+E: (n) for any E: > O. •
Now we can establish the convergence of u •
h

THEOREM 4.5.

For R,;;>2, let ¢h' 8h and ~ be defined by (4.30) on a uniformly regular

family of triangulations of Q.
1°/ When h tends to zero, the set of solutions u ~ (Ph) has at least one
h
limit point for the weak topology of H~(n) xL 2 (n). Each one is a solution of

problem (P).

2°/ Assume that (4.12) holds and that the solution u of (P) is such that

1jJEHR,+2(n). Then the following error estimate holds:

(4.41)
 147

Proof.
Let us check (4.24) and (4.25). The space Mh is a classical app.roximation

of H1(Q) and it is well known that

As far as (4.24) is concerned. we have proved in Corollary 1.1 • Chapter III

that

where. according to Lemma 2.4. Chapter III.

S(h) .;;;~
h

Now, when ljiEH4(Q) then w =-tl1jJ EH2(Q) and since ~;;;'2, we have

inf II u-vh II 'X';;; C3hllljill4 Q

vhEYh '
Therefore by densi ty we obtain that for any U in Y:

lim inf lu-vh "'X= O.

h+o vhEYh

This proves the first part of the theorem.

The second part of the theorem follows from (4.26) and the estimates deri-

ved in the proof of Theorem 2.4, Chapter III. •

Remark 4.3.

As mentioned at the end of Section 4.2, the statement of Theorem 4.5 can

be greatly improved. Furthermore, like in the linear case, the convergence can

also be established when ~ = 1. •

 CHAPTER V

THE TIME-DEPENDENT NAVIER-STOKES EQUATIONS

§ 1 - THE aNl'lliIDUS proBLEM

We first introduce the theoretical material required to handle the time

variable in a boundary-value problem. Then we derive an adequate variational

formulation of the time-dependent Navier-Stokes equations. We then prove the

existence theorem and a uniqueness result.

1.1. Sane vector-valued fU'lctian ¥oes.

When dealing with u(x,t),a function of a space variable x and a time

variable t , it is often convenient to separate the variables and consider u

as u(t), a function of time only that takes its values in a function space.

That is, for each t , u(t) is the mapping x ~ u(x,t). The function

t ~ u(t) is usually called a vector-valued function. We propose to extend

to such functions the familiar notions of spaces LP and ceo, the idea of

derivative, etc

Let (a,b) be an interval of the extended line , i.e. - ~ < a < b < +~
and X a Banach space normed by II. II X • For real p;;;' 1 , we denote by

X) the space of strongly measurable functions f: (a,b) ~ X

(Le. t >--+ II f(t)1I X is measurable) such that

b ] 1/ P
[I a II f(t)lI: dt < if 1 < P < ~

or

II f II ~
L (a,b X)
sup ess IIf(t)lI <
t E (a,b) x
~ if p ~ .
When - ~ < a < b < + ~,we denote by 'C°([a,b]; X) the space of continuous
 149

functions f [a,b] I---->- X normed by

II f II max II f(t)1I X •
'(0([ a,b]; X) t E [a,b ]

Now, let us introduce the notion of generalized derivative of a vector-

valued function.

Let X be a Banach space, X' its dual space and let u and g be two

functions of L1(a,b; X). The three following conditions are equivalent:

(i) for some ~ in X u satisfies:

t
(I. I) u(t) = ~ +
fa
g (s) ds in (a,b)

(ii) for all functions ~ of .1) (] a, b [) , we have

b b
(1.2)
f a
u(t)~ I (t) dt
fa
g(t)~(t) dt

(iii) for all n in X' ,u satisfies

(1.3) in .::l)'(]a,b [) •

Furthermore in each of these cases, u is almost everywhere equal to a function

of Ie ([ a, b] ; X).

The proof of this lenuna can be found in Temam [44 ] •

The statement of Lemma 1.1 suggests the following definition

DEFINITICN 1.1.

The function g of the above lenuna is called the weak or generalized

derivative of u and is denoted by the usual symbol :

, =du
g = u -
dt

Obviously, this definition can be extended to higher-order derivatives.

 150

Now, we are in a position to introduce and study closely the spaces of

vector-valued functions that are best adapted to the solution of time-dependent

problems. At this stage, there is no need to specify these spaces and therefore

we consider the following abstract situation. Let V and H be two Hilbert

spaces normed respectively by II. II and 1.1 , and such that

(1.4) V is contained and dense in H with a continuous imbedding.

Let (.,.) denote the scalar product of H corresponding to I. I ; also let V'
be the dual space of V and, as usual, let II. II. denote the norm of V'.
If we decide to identify H with its dual space H' by means of the scalar

product (.,.), then H can be identified with a subspace of V' and the following

dense and continuous inclusions hold :

(1.5) vC He V'

Furthermore, the operation < .,. > expressing the duality between V and V'
is simply an extension of the scalar product (.,.).

Let T > 0 be a fixed real number and consider the space

(J.6) W(O,T) = W(O,T 2

; V,V') = {v E L (O,T ; V) ; ~~ E L2 (O,T V') }

normed by

(1.7) IIv II W(O, T)

Then W(O,T) is a Hilbert space. According to Lemma 1.1, an element of W(O,T)

coincides almost everywhere with a function of 't'0([ O,T] ; V'). In fact, we

shall prove that vE (o([O,T] H). Let us first establish a preliminary lemma.

:LEM1A. 1. 2 •

The space '( "" ([ 0, T] V) is dense in W(O,T V,V').

Let ~ and B be two scalar functions of '(""([O,T]) suchthat

o~ ~(t),B(t) ~ 1 ~ + B =1 in [0, T ]
(I. 8)
2T]
supp ( ~ ) C [0 '31' supp(B) C [ 1. ,T] •
3
 151

Let u E W(O,T). According to (1.8), we can write

u = au + Su •

Thus, it suffices to construct a sequence in t 00([ O,T ]; V) that converges

to au (for instance). Let v = au and let v be the extension of v by zero

beyond T ; then v E W(O,oo) since a vanishes beyond

2T
3"" • Now, for h > °,
consider the function v defined by
h

IIt;;'-h·

Clearly
lim v = v in W(O,oo).
h -+ ° h

Therefore, it suffices to approach v

h
with a sequence of 'C. 00([ O,T ]; V)

This is achieved by means of a classical regularization device.

Let P E .l)(R) with p;;' °, fR p(t)dt andsupp(p)C[-I,I] •

For any e: > °, let p (t)

e:
= pel).
e:
Then

p e: E .n(R) lim in :D' (R) •

e: -+ °
oo
Therefore, Pe: * vh E 'C ([ O,T] V)

lim (p * v ) = v h in L2 (0,00 ; V) ,
e: ° e:
-+
dVh
h
d
lim dt (p e: * v h ) ='dt in L2 (0,00 V') •
e: °
-+

Hence Pe: * vh is the required sequence. •

THEOREM 1.1.
The following inclusion holds algebraically and topologically

(1.9) W(O,T) C 'C 0([ O,T] ; H)

Moreover, the following Green's formula holds for all u and v in W(O,T)

T
du d
(1.10)
fo {< di(t),v(t) > + < u(t), d;(t) >}dt < u(T) ,v(T) > - < u(O),v(O) >

ProoF.
Since 'C oo ([ O,T ] V) is dense in W(O,T), it suffices to show that
 152

(\.11) max 1 \ u (t) I .;;; c II u II W( 0, T) If u E 'C'" ([ 0, Tl; V)

t E [O,T

in order to obtain (1.9). Indeed, if (1.11) holds, the identity mapping from

~~([ O,T 1 ; V) onto itself can be extended by continuity to a linear continuous

mapping of W(O,T) into t o ([ O,T 1 ; H).

Now, let u E '("'([ O,T 1 ; V) and consider the two functions Ct and S

of t ~([ O,T l) that satisfy (1.8). Again we can write

u = v + w where v = au and w = Su •

Let us examine v. Because of the identity

d
2(v(t), dtv(t» If t E [O,T 1 ,
we have

!v(t) I2 _ 2 J T
d v(s»ds .;;; 2
(v(s) 'dS f0T lIv(s)lIl1 ds
d v (s)lI.ds
t
Therefore

Ivet) \ 2 .;;; JT
0 {II v(s)1I 2 + lidS
d v(s)II.}
2 ds ,

Le.

(1. 12) \v(t)1 .;;; IIv II W(O,T) •

T
Let t E [0'3 [. Then aCt) = I and since a is very smooth, (1.12) yields

(1. 13) lu(t)1 .;;; c lIu II W(O,T) If t E [0, 3T [ .

Of course, by applying the same argument to w, we derive (1.13) on the interval

2T
lJi ,T l. And finally, by repeating this process with another appropriate pair
of functions a and S, we obtain (1.13) on the whole interval [ 0, T 1 •

As far as (1.10) is concerned, it is obviously satisfied for all elements

u and v of f ~ ([ 0, T 1 ; V) • By virtue of Lemna 1.2 and (1.9), this carries

over to all u and v of W(O,T). •

So far, we have defined spaces which involve integral derivatives of vector-

valued functions, but it is sometimes useful to work with spaces of fractional

derivatives. These are defined by means of a Fourier transform like in

 153

section 2. I, chapter IV • More precisely if t ~ u(t) is a vector-valued

function on [0, T] and if

u(t) u(t) on [O,T] , u(t) = 0 elsewhere

then, the Fourier transform T ~ U(T) is defined on R by

For y e R~ , we define the space ~Y(O,T j V,H) by:

(). 14)

normed by

II u II;KY

The following lemma will be useful later on •

LEMMI\ 1.3.

If the imbedding of V into H is compact, then the canonical imbedding

of ~Y(O,T V,H) 2
j into L (0, T j H) is also compact.

PRX>F.
Let (u ) be a bounded sequence in ~Y(O,T j V,H). we must extract a
m
2
subsequence (u) from (u ) that converges in L(O,TjH).
II m

We know that there exist an element u of ~Y(O,T j V,H) and a subsequence

(u ) of (u) such that

II m
weak lim u = u in ~Y(O,T V,H)
ll+co II

and we must establish that

u = u in H) •
II

First, there is no loss of generality in assuming that u = 0 • Next, it is

equivalent and more convenient to prove that

2
lim U = 0 in L (R H)
II + co II

where U is the Fourier transform of u as defined above. For this, let us

II II
write
 154

where M is any positive number. Since lIu II is bounded, we get the

m J(Y

following bound :

I
Thus, since lim 2y
o, we are led to show that
M .... oo I+M

(1.15) lim o \/M<oo.

II .... 00

Now, let w belong to V and for each real T consider

-2i1rtT
lim (n (T),W) = lim (u (t),e w)dt o
II .... 00 II II .... 00
II

since V) and weak lim u =0 in H) •

II .... 00
II

But, for each T , n (T) E V and .;; C •

II V) 2

Therefore, for each T ,weak lim

II .... 00
nII (T) o in V. As the imbedding of V
into H is compact, this implies that

lim o in H \/ T •
II .... 00

Therefore, (1.15) holds for all finite M. •

1. 2• Fonnulation of the Navie:r-Stokes problem.

n
Let n be a bounded domain of R (in two or three dimensions) with a

Lipschitz continuous boundary r

We have seen in § 5 , Chapter I that the Navier-Stokes equations describing

the motion of a viscous and incompressible fluid confined in n are :

 155

n ....
....
au ..
v~u +
I
j=1 Uj
au
aX
---->-
- grad p
at
j (x, t) E 11 x R+
for

div ~ = D
( I. 16)
~ = 0 for (x,t) E r x R+

~(D) = ~ for x Ell,

o
where 1 and ~ are two prescribed functions.
o

We propose to derive an appropriate statement of this problem with the help of

the material developed in Section 1.1.

Like in the stationary Stokes and Navier-Stokes cases, we introduce the

now familiar spaces :

11 = {~E (..ll(Il)) n div ~ D}

v= {~E (HI (Il))n

o
div ~ = D}
I
equipped with the norm of (H (Il))n and
o

2
equipped with the norm of (L (1l))n Recall that lJ is dense in H and V ,

and that the spaces H and V are examples of the abstract spaces used in the

preceding section.
1
For ~,~ and ~ in (H (1l))n we define, as usual, the following forms

.... --->-
a(~,~)
0
(gr!d u,grad ~)
n au.
....
a (w
l
~,~)
i,j=1
L fll
w.
J
~
- - v dx
ax. i
J
,

2 2
As usual, we denote the scalar product of L (1l) and (L (1l))n (and hence of H)

by the same symbol: (. ,.) .

Now, let us examine the above forms when their arguments also depend upon
.... 2
time : say ~ and u E L (D,T ; V). As far as a is concerned, consider the
o
function t ~ A ~(t) defined a.e. on [D,T 1 by
o

(1.17) A ~(t) E V' , < A ~(t),~ >

o 0
 156

It can be readily checked that t ~ A ~(t) E L (O,T

o
2
V') and that

2 2
A E .f(L (O,T ; V) ; L (O,T ; V'».
o

Next, consider the mapping t t--->oA (;(t) ,~(t» defined a.e. on [ O,T] by
I

(1.18)
4- -+ -Jo- -+- -+ ...- ->-
< Al (w(t) ,u(t» ,v > = a (w(t) ; u(t) ,v) IJvEV
l
• ->-->-
Clearly, the functton t >-----+ Al (w(t) ,u(t» is measurable on (0, T) , but in

order to derive appropriate estimates for IIA (;(t) ,~(t»I1* ' we require first
1
the following preliminary result.

LEM-1A 1.4.

When n = 2, all elements ~ of HI (n) satisfy :

- 0

(J. 19)

ProoF.
It suffices to prove (1.19) in J)(n). Let ~ extend ~ by zero outside n
then we can write :

;2(x),x 2) 2 J:~
where

Similarly,

where

Hence

Therefore

•
 157

IE»lA 1.5.
+ + 2
When wand u belong both to L (O,T ; V) n Loo(O,T H) then
2
L (O,T ; V') if n " 2
++
(I .20) AI(w,u) E
4/3
L (O,T ; V' ) if n " 3

~.

As a (~ 'Ii,-;) + ; ++
- al(w v,u), we have the upper bound:
l

1a l (w+ ; ++1
u,v) + 11 0 ,4,0 lIu+ 11 0 ,4,0 1+1
.,;; C1 IIw v 1,0
Therefore

(1.21)

Now, the argument splits into two cases according that n " 2 or 3 •

When n" 3 , each function ~ of HI(O)

o
satisfies:

(I. 22) II~II 0,4,0 .,;; II~ II ~~:,O II~ II ~~~ ,,;;c21~ I~:6 II~ II ~~~
owing to Sobolev's imbedding Theorem. Therefore, (1.21) implies that

As a consequence,

2
~ 'Ii 00
Since and belong to L (O,T ; H) n L (O,T V) this implies that

2) When n" 2, we make use of Lemma 1.4. According to (1.19) and (1.21),

we have

Therefore,

.,;; 2 II~ II 00
II 'Ii II 00

L (O,T H) L (O,T V)

This proves (1.20). •

 158

Pemark 1.1.

In the course of this proof we have shown that, if t belongs to

L2 (O,T ; V) n L'" (O,T ; H) then

l 2 2
(I.23a) II Al (t,t)1I 4/3 ';;;Clltll / lit 11 3 / when n =3 ,
L (O,T;V') L"'(O,T H) 2
L (O, T V)

(1.23b) IIA (t,t)1I ';;;Clltll", lit II 2 when n 2· •

I 2
L (O,T;V') L (O,T;H) L (O,T;V)

With these spaces and forms, consider the following variational formulation

of problem (1.16).

For a given function 1 in

2
of H, find t in L (O,T; V) n L"'(O,T ; H) such that

(P)
with the initial condition teO) = to

Pemark 1.2.

I) It may seem unnatural at the outset to look for a solution in L"'(O,T H)

but it will be proved further on that such a solution does exist.

2) The initial condition makes sense only if the solution t is continuous

at t = °. In fact, it is shown below that t is continuous on [O,T 1. •

THEDREM 1.2

be a solution of (1.24). ~
2
Let t E L (O,T V) n L"'(O,T ; H)

when n =2
...
du E
(1.25)
dt L4 / 3 (O,T ; V') when n = 3 .

~.

With the above notation, we have

...
'rJ v E V •

Therefore, by Lemma 1.1, each solution ~ of (1.24) satisfies in J)'(] O,T [)

 159

-+
du -+ -:t: -+ -+ -+ -+ -+
< dt (t) ,v > = < ret) - Aou(t) - Al (u(t) ,u(t)) ,v > IJ v E V

2
Now, by hypothesis f E L (O,T ; V') and we have mentioned previously that

Ao~ E L2 (O,T ; V')

-+ 2 -+-+
when u E L (O,T ; V). Furthermore, AI(u,u) belongs

to if n =2 or if n = 3 Hence

if n =2
-+
~E •
dt L4/ 3 (O,T ; V') if n =3 •
-+
According to TheoreID$I.2 and 1.1 , u E when n = 2 •

If n =3 , by applying Theorem 1.2 and the last part of Lemma 1.1 , we only get

~ in 't°aO,T 1; V'). In both cases, it is perfectly allowable to prescribe

the value of
-+
u at t = °. Moreover, it stems from the above proof that

problem (P) can be equivalently stated as follows

and ~ in H, find
o
2
-+ i L (O,T ; V') if n 2
2
with ~E 1
-+
(1.26) uE L (O,T V) n L""(O,T H)
dt ~ L4/3(O,T ; V') if n 3
(P) such that
-+
(L2]) du + A ~ + AI(u,u)
-+ -+ -+
= f
dt 0

-+ -+
( I. 28) u (0) u
0

Rerrark 1.3.
2
The proof of Theorem 1.2 shows that (1.24) holds in L (O,T) when n = 2

or L4/ 3 (O,T) when n 3. Likewise, (1.2]) holds in L2 (O,T; V') if n = 2

4 3
and L / (O,T ; V') if n = 3 • •

It remains to verify that this problem is indeed the same as our original

problem (1.16). Since (1.2l) is essentially obtained by multiplying (1.16) with

a divergence-free test function, it suffices to recover the pressure lost in the

process. For this, consider the following problem:

 160

For 1 and ~o given as above, find a pair (~,p) such that

(1.29)
...u satisfies (). 26) p E J)'(Q x lO,T [) ,

(Q)
(1.30) au
at"-
...
vflu
... +
n
1:
j=1
u.
J ai.
...
au
J
+ -
grad p = 1 in ..1)'(Q x lO,T [) ,

( 1.28)
...u(O) ...u
0

THEOREM 1.3.

Problems (P) and (Q) are equivalent.

~.

Clearly, if (~,p) is a so lution of (Q) , then

...u satisfies (P) •
... 2 co
Conversely, let u E L (O,T V) n L (O,T H) be a solution of (P) and consider

the mapping defined on (HI(Q»n by

o

For each t, L is a linear functional on(HI(Q»n

o
that vanishes on V.

Hence, according to Theorem 3.6 , Chapter I , for each t there exists exactly
2
one function P(t) E Lo(Q) , such that

L(;,t) =- < gr;d P(t),; >

In other words,
t
(1.31 ) (P(t),div;)
I o
{<
-+- -+ -+
f(s),v > - a(u(s);u(s),v)}ds - (u(t),v) + (u ,v)
-+ -+ -+ -+-+

0
Ii ~ E (H I (Q) ) n •
o
By using Lemma 1.5, it can be checked that P E

Next, by differentiating (1.31), we get

dP() . ... ......

...
du(t) ...
(I· 32) < dt t ,dl.V V> u(t),v) - < ~ ,v>

Ii v E (HI (Q»n
o
dP
Thus, if we set P = dt in :[)'(Q x lO,T I), we find (1.30) • •
 161

Renark 1.4.
From (1.32), we derive immediately

-+ -+ -+ -+
Ldt < ~(t) - ~d P(t),~ > + a(~(t) u(t),v) <.f(t),v>

It can be checked that this implies

d -+ -->-
(1.33 ) -.rt(u + grad P) E

d~ d ---+
alone ••
however this furnishes no precision either about dt or -.rt(grad P)

1. 3. Existence and uniqueness of the solution.

In order to prove that problem (P) has a solution, we propose to construct

first a sequence (P ) of semi-discrete problems, each of which has a unique

m
solution. Then, by means of a priori estimates, we show that some subsequence of

these solutions converges toward a function that satisfies (P). More precisely,

-+
we consider a basis (wm)m;;' I of V (cL Theorem 1.2, Chapter IV) and we
-+
denote by V
m
the space spanned by the set {wI , ... , ~m} Then we replace

problem (P) by the following problem in Vm x [ 0, T ]

m
Find a function ~ (t) of the form ~ (t) .L g. (t)~.
m m Jm J
J=l

satisfying the initial value system of ordinary differential equations

(I. 34)

~ (0) = ~ E V
m om m

-+ -+ -+
The starting value uom is chosen so that lim u u in H •
m-+a> om 0

-+ -+
For example, u can be the projection of u on V for the norm of H
om 0 m
 162

LE»1A 1.6.
->- 00 2
Problem (P ) has a unique solution u in L (O,T ; .R) n L (O,T V) •
m m

Moreover,

where C is a constant independent of m

PRXlF.
Let us write problem (P ) in terms of its unknowns g. (t)
m Jm

m m m
( 1.35) L (~J' '~i)
j=l
t g. (t) +
Jm
L
j=l
L
k=l
a(~.
J
->- ->-
wk,w.)g. (t)lZ.
1 Jm -km
(t) =
7: ->-
<t(t) ,w.>
1

for I";; i ,,;; m

with the starting value

(I. 36) for

0 ->-
where gjm are the coefficients of u
om

The m x m matrix [ (w. ,~.») for ,,;; i,j ,,;; m is nonsingular since
J 1

->- ->-
WI ,"', wm are linearly independent. Therefore (1.35) is a system of the

form

(I. 35') for I";; i ,,;; m ,

with (1.36) unchanged. Now, according to Caratheodory's theorem (cf. [16) ,

this system of ordinary differential equations has a local maximal solution

~m(t) in an interval [O,t [ for some t

m
";; T • If t < T then necessarily,
m m

I~
m
(t)1 = 00 •

Therefore, if we show that rtm(t) I is bounded independently of m and t , then

this will prove that t

m
T V m and that ~m(t) is in fact a global solution.

For this, let t E [O,t [, multiply (1.34) by gim(t) and sum over i from
m

to m. In view of (2.7) Chapter IV, we get

 163

d+ + + 2 + +
(-d u (t),u (t)) + \I lIu (t)1I = < f(t),u (t) > •
t m m m m

Next, let us integrate both sides of this equation and apply Green's formula (1.10):

(1.37)
1 +
-2Iu(t)1 2 --2Iu(0)1
1+ 2 +\1 I t lIu(s)lIds=
+ 2 I t <f(s),u(s»ds.
+ +
m mOm 0 m

But for all £ > 0 , the right-hand side is bounded as follows

t
(1.38) < £(s),~ (s) > 1 {£ I
<;;;2" + (s)1I 2ds + -IIt-r
lIu 1I1:(s)lI*2 ds} .
m o m £ 0

Therefore, by choosing £ 2\1, (1.37), (1.38) yield the upper bound

+ 2 + 2 I It + 2
Ium(t) I <;;; l uom1 +2-\1 0 IIf(s)lI*ds,

+
which, in turn, can be bounded independently of m and t • Therefore u
m
is bounded in Loo(O,T; H).

In addition, by substituting (1.38) with £ = \I in (1.37), we obtain

(with t = T) :

+ 2
Hence u is bounded in L (O,T ; V) •
m

Finally, it is easy to prove that ~ is the only solution of (P ) • •

m m

The following lemma gives useful information about some fractional derivatives

of ~ with respect to time.

m

'J(Y (O,T 1
The sequence is bounded in V,H) for o < Y< -
4

~.

According to the definition of 'J(Y(O,T ; V,H) , we first extend ~ (t) by

m
zero outside [O,T 1 and then we take the Fourier transform of the extended

function um(t). At the first stage, the system (1.34) is extended to the whole
line as follows :
 164

(1.39) <
-...f(t) ,wi>
...

for I ~ i ~ m ,

where 00 and 0T denote respectively the Dirac distribution at t =0 and

::t
at t = T and f is the extension of 1 by zero.

For the second step, it is shorter to write

AI (u,u)
......
... -;t ...
Also, we denote by Um(,) , f(,) and ~(,) respectively the Fourier transform
...
... -
and g(um(t)). Then, we take the Fourier transform of both

sides of (1.39) ; we get

2 in(fi (,) ,~.) + a (fi (,) ,~.) + < i m(,) ,~.J > *
< f(,) ...
,w. >
m J om J J

+ (i; ,~.) - (i; (T),~.)e-2i1TTT for I ~ j ~ m.

om J m J

This implies that

... ...
< f(,) ,u (,) >
m

+ (i'i ,fi (,)) - (i; (T) ,fi (,))e-2inT .

om m m m

The imaginary part of this equality yields the following upper bound

hl,l lu*m(,)1 2~"(II~(,)II*

*
+
1;
IIf(,)II*)lIum(,)1I
...

+ (I~
om
I + Ii;m (T)I)jfim(,)1
But

Moreover, according to (1.21) ,

Therefore,

Hence, the following bound holds for all T E R

 165

( I. 40)

Now, let us divide both sides of (1.40) by (1+ITlo) for some ° with
I
2 < °< I and let us integrate over R. We have
1/2

[ dT
]
I
since 0>2
V)
Similarly,
+00 I~ (T) I
--.;moo-_ dT .:;;
H) •
1+ITlo
J-00

Therefore, by Lemma 1.6 , we get

+00 ITliG(T)1 2
m dT for I > ° > .!.2 lim.
J-00 l+hlo
+00

Together with Lemma 1.6, this implies that

I
I
-00

for some y such that o< y < -

4
(for instance , y (1-0)/2) this proves

the lemma • •

With the a priori estimates of Lemmas 1.6 and 1.7, we can prove the

following existence result.

THIDREM 1.4.

Problem (P) has at least one solution ~ in L2 (0,T V) n Loo(O,T H).

!:!!!?!:.
According to Lemmas 1.6 and 1.7 , there exists a subsequence (~ ) of (~ )
II m
such that

(1.41 ) weak lim

...u =u
... in
2
L (O,T V) ,
... 00
II
II

(J. 42) weak * lim

...u =u
... in
00
L (O,T H)
II ... 00
II

weak lim
...u ...u in 'J(Y(O,T V,H).
II ... 00
II
 166

Therefore, by Lemma 1.3 , it follows that

.... 2
(I. 43) strong lim ~ = u H) C (L (n x l 0, T [ »n •
II .... "" II

These convergences will enable us to pass to the limit in problem (P).

II
Without loss of generality, we can assume that the basis (;.). ~ I C LJ.
1 1 ~

Then, take a function ljI in ,(1([ O,T ]) with 1jJ(T) = 0 , multiply (1.34)

with ljI(t) , integrate over [O,T] and use Green's formula (1.10) ; this gives
T
(~ (t) ,;.)ljI' (t)dt + a(~ (t) ; ~ (t) ,;.)ljI(t)dt
m 1
fo m m 1

(I. 44)
= foT < f(t),;. > ljI(t) dt +
1
(~om ,;.)ljI(O),
1
I";;; i";;; m .

Now, let us fix an arbitrary integer llo and let ~ E V • Then (1.44) implies
llo

fo T (u
........
(t) ,v)ljI' (t)dt +
II
f T
a(~ (t)
II
o

(I. 45)

By virtue of (1.41) , the following limits hold

T T
lim
II .... "" fo (~ (t),~)ljI'(t)dt
II fo (~(t) ,~)ljI' (t)dt

and
T
T
lim
II .... ""
f
0
a (~ (t),~)ljI(t)dt
o II
=
fo a (~(t),~)ljI(t)dt
0

In addition, since

T ....
fo a (u (t)
l ll
n
avo ]
I
i ,j=1 fn (u ).
II J
~(u). ljI(t) dxdt ,
X
j II 1

avo
where ___
1 E j)(n) , and since the product (u) .(u). converges strongly toward
ax.J II J II 1

u.u. in LI(n x ]O,T [) (owing to (1.43»), it follows that

J 1
 167

Finally, by hypothesis, we have lim ii

...u in H.
II ... 00 Oll o

Hence ,as II tends to infinity (1.45) becomes

-
f T......
0 (u(t),v)W'(t)dt + JOT a(ii(t) ; ii(t),~)w(t)dt

(I. 46)

\/ WE 'C 1 ([ O,T ]) with WeT) = 0 •

But is arbitrary and U is dense in V. Therefore (1.46) is also

m;;'

valid for all ~ E V • Furthermore, by restricting W to J)(]O,T [),it gives

...
\/ v E V , in :J)' (] 0, T [ )

which is precisely (1.24). In fact, as mentioned in Remark 1.3, this equality

2
holds in L (O,T) when n =2 or L4 / 3 (O,T) when n =3

It remains to prove that ii(o) = uo

... For this, we multiply (1.24) by a

function W like in (1.46), integrate over [O,T] and use Green's formula

Comparing with (1.46) we obtain:

...
\/vEV

Hence ii(o) = ii in V' - and also in H, since

...u E H •
o o

Therefore ii is a solution of the Navier-Stokes problem (P). •

As far as the uniqueness of the solution is concerned, let us first establish

the following result :

LE»1A 1. 8 • (Gronwall)

~ m be an integrable and a.e. positive function on (O,T); let C;;' °

be a constant, and let If! E 'C 0
([ O,T ]) satisfy the inequalities

(1.47) V t E [O,T] •
 168

Then ~ is bounded as follows

t
( ), 48) ~(t) os;;;c eXP(J m(s) ds) 'rI t E [O,T 1 •
o

ProoF.

Suppose first that C > 0 • The inequalities (1.47) imply that

m(t)~ (t)
o OS;;; OS;;; m(t) on [O,T 1 •
t
C+ Jo m(s)~(s)ds

After integrating both sides over (0, t) for any t E [ 0, T 1 ,we get

Log(C + Jot m(s)~(s)ds) OS;;; Log(C exp( Jot m(s)ds))

i.e.

C+ t
m(s)~(s)ds OS;;; C exp[ 0
f t
m(s)ds] and the result follows
fo
from (], 47).

Hence (1.48) holds whenever C > 0 and therefore, it is also valid in the

limit when C =0 (in which case ~ _ 0). •

THEDREM 1. 5.
2
When n 2, problem (P) has a unique solution ; E L (0,T V) n Loo(O,T H).

ProoF.

Let and be two solutions of problem (P) and let ;

According to (1.27) and Remark 1.3 ,~ satisfies the equation

...
dw + Aw ... ... ... 2
dt 0
+ Al (;1 ,"til) - AI (u ' u )
2 2 =0 in L (0,T V') ,

~(O) = 0
Hence, by taking the scalar product of both sides with
...w , we get

(1.49) o a.e. on (O,T) •

But, by virtue of (2.7) Chapter IV ,

a (~
......
ul,w) a.e. on (O,T) •
l
Therefore,
 169

a.e. on (O,T).

Hence, by applying Lemma 1.4 and the inequality ab ~ va 2 + --1- b

2
, we get
4v

II~ II I~I

Let us substitute this last inequality in (1.49)

a.e. on (O,T)

-'
Since wE W(O,T) (because n = 2) , we can integrate the above inequality over

(O,t) and apply Green's formula (1.10). It yields

t 1;(t)1
2
~ 4~
c
2
I0
t -' 2 -'
lIu l (s)1I \w(s)! ds
2

. t ~ 2
Now, according to Theorem 1.1 , the mapp1ng ~ I-'w(t) 1 . cont1nuous
1S . on

Therefore, we can apply Lemma 1.8 with C =0 : it implies that

o on [0, T l . Hence (P) has a unique so lution • •

 170

§ 2 NUMERICAL SOLUl'IOO BY SEMI-DISCREl'IZATION A OOE-SI'EP MEIT'IDD

The next two paragraphs are devoted to the numerical solution of the

transient Navier-Stokes equations. We focus our attention on the discretization

with respect to the time variable, since the discretization with respect to the

space variable has been thoroughly studied in Chapter IV. In this paragraph,

we propose to analyze a very simple one-step method in order to illustrate the

type of argument that is often used when dealing with semi-discretization.

Consider again the problem (P) of § \ :

.... 2 V) n L 0,,< 0 ,T ; H)
Find u E L (O,T satisfying

~
d........
dt(u(t) ,v)
....
+ a(u(t) ; u(t) ,v) = <f(t),~>
.. .... \/vEV
....
in JJ' (] 0, T [ ),

(2. \)
(Ii(o) Iio
2 1 ....
where 1 is given in L (O,T ; (H- «(1))n) and u
0
is given in H .

Let us choose a positive integer N , let k denote the corresponding

time-step : k = TIN and t the subdivisions of [ O,T
n

t nk
n

Now, suppose that an approximation, ;ill E V , of Ii (tn ) is available and consider

the following problem

Find lin+\ E V such that

(2.2)
....
\/vEV

where

~ _~(J'n+::+1
f E

(2.3) if
( f(t) dt if
k t
n

Note that (2.2) is a linear (Stokes-like) problem that changes with each value

of n. This means that this semi-discretization of problem (2. I) requires the

solution of N distinct linear problems. On the other hand, if in (2.2) ,

 171

the term a(~n; ~n+1 ,~) is replaced by a(~n+1 ; ~n+1 ,~) , the problem becomes

non linear and its solution is much more complicated.

LEM-1A 2.1.

Let 0 ~ n ~ N-I • For a given ~ E V , the method (2.2), (2.3) defines a

+Un + IE
unique V

ProoF.
+n
As u and are given respectively in v and in v' , it follows
that (2.2) can be expressed in the form :

+
(2.4) VvEV

where t E V'. Thus, we are asked to solve a linear boundary value problem
associated with the bilinear form

This form is continuous in V x V and V-elliptic since

+n ; ++
+12 + ka(u v,v) = 1+12 + II 2
1v v + vk IIv

Therefore, by Lax-Milgram's theorem (1.6 Chapter I), problem (2.4) has a unique
+n+1
solution u in V• •
+0
In order to start the sequence, we assume that the first approximation U

N
+n
is given in V. Then the sequence (u )n=1 is uniquely defined by (2.2) and (2.3).

Now, we turn to the convergence of the sequence (~n) when the time-step k

tends to zero. For this, let us introduce the function

defined by
+ +n
~(t) u V t E [nk,(n+l)kl, o~ n ~ N-I

We propose to establish that converges to a solution ~ of (2.1) in

much the same way that we proved the convergence of the sequence (~ ) in § I •
m
That is, we first derive useful a priori estimates and then we pass to the limit,

thus deriving an alternate proof of the existence Theorem 1.4.

 172

LEMMA 2.2.
+
The function ~ satisfies the following discrete a priori estimates

(2.5) max

(2.6)

(2.7)

where all constants are independent of k.

PKX)F.
+ +n+1
Let us choose v = u in (2.2) and use the identity

122 2
(2.8) (a-b) a = Z(a - b + (a-b) )

We obtain
-tn+1 +n+l
< f ,u >.

Then, by summing from 0 to m-I , this gives V E > 0

m m
L 1I"ii~12 0;;; 2k L IIftlll. II~ II
n=1 n=1

0;;; Ek
n=1
m
L II ~n 11 2 + 1.
E
k r
n=1
IIF II;

In the general case, when f is not continuous, formula (2.3) yields

m t

L It n f(t)dt II;
n=1 n-I

Hence, for

m-I m +0.2
(2.9) 1~12 + L l"iin+ l - ~nI2+ 2vk L II u II 0;;; I+02
u I + Ek
m
L II ~I
2
n=O n=1 n=1

With E = 2v , (2.9) becomes

I
t
m-I
1~12 + L 1
+0+1
u - u
+n,2,;;::
~
1~0,2 +.!.-
2'J 0
2
m IIf(t)II. dt
n=O
 173

As the right-hand side is bounded independently of m, this implies that

N
2
Similarly, with £ =" and m = N, (2.9) yields "k L II~ 11 .;; C3 •
n=l

The sequence of functions (~) is bounded in XY(O,T V,H) n Loo(O,T H)

with

~.

It follows immediately from (2.5) (resp.(2.6)) that (~) is bounded in

2
Loo(O,T ; H) (resp. L (0,T ; V)). Therefore, it suffices to examine the behavior
+
of some fractional derivative of ~. For this, we introduce the step-functions

~ and fk E L2 (0,T ; VI) defined respectively by

+ +
< ~(t),v > = ao(u+n+1 ,v)
+
+ al u
(+n
; u
+n+1 +)
,v
+
II v E V

f k (t) = 1n + 1 • °.; n .;; N-l

Next, we extend +
~,~
+
and t k by zero outside [ O,T l. Then (2.2) has the

following equivalent formulation

+ + +
d - - + - + +0+ +N+
dt(~(t),v) + < ~(t),v > = < fk(t),v > + (u ,v)oo - (u ,v)oT

whose Fourier transform with respect to t is

The imaginary part of this equation is bounded as follows :

+ :;I-
2
(2.10) 2rriTI 1i\(T)1 .;; (II~(T)II* + IIfk (T)II*)II\(T)1I + (I~ol + I"J'I)!\(T)I •

Now, it can be readily seen that

It t
n-)

n
 174

Hence, by virtue of (Z.6) ,

II~(T)II* .;;; Cz
N-I
:t n
Likewise, IIf k (T)II* .;;; k
n=O
2 lIi - l lI,. .;;; 11£ II LZ(O,T V')

Therefore (Z.10) reduces to :

liTER.

Like in the end of Lemma 1.7, this implies that

+'"
I-'"
for some y such that o< y< -
4
I
•

THEOREM 2.1.

.... ....0 ....

Suppose that the initial value u E V and choose u u Then
o o

.... .... LZ(O,T ,

weak lim u in V)
k .... 0 ~
.... ....
L"'(O,T
weak * lim u in H)
k .... 0 ~

.... ....
lim ~ u in LZ(O,T H)
k .... 0
....
where u is a solution of problem (P).

PImP.
Lemma Z.3 implies that there exists a subsequence of (~) , also called ~

for convenience, such that

.... ....
weak lim ~ u in V) , weak * lim in H)
k .... 0 k .... 0

.... ....
and lim u in H). It remains to prove that u satisfies
k .... 0

(Z. I). For this, it is convenient to introduce the following step function

for -].;;; n';;; N- I .

 175

Clearly, (2.6) and (2.5) imply that

. -> -> 2
weak 1J.m w = w
k
in L (O,T ; V) and weak * lim H).
k -> 0 k -> 0

Furthermore (2.7) imp lies that

2
lim (;k-;) 0 in L (O,T H)
k -> 0
-> -> -> -> 2
Hence, w =u and lim w
k
u in L (O,T H).
k -> 0

Now, it suffices to rewrite (2.2) with these functions

and to pass to the limit like in Theorem 1.4 in order to recover (2.1). •

Let us examine now the discretization error when the exact solution ~

is sufficiently smooth. More precisely, we assume that

-> 2->
(2. II) :~ E L (O,T ; V)
2
dUE L2 (O,T V').
W

In view of Lemma 1.1 and Theorem I. I, this implies that

-> ->
'C 0 ([ 1 ; du
uE 0, T V) and dt E H) •

As a consequence,

d -> -> d -> ->

dt(u(t) ,v) ('dt u(t), v) E 'f.-0 ([ 0, T 1).

-> ->
Hence the right-hand side t 1--+ < f (t) ,v > E t o ([ O,T 1) and (2.1) reads

as follows
->
du -> -> -> ->
(2.12) (dt(t),v) + a(u(t) < f( t) ,v >

Now, we define the discretization error ~n E V and the truncation (or

consistency) error ;n E V' by

->n ii( t n ) ->n

(2.13) e - u for

(2.14)

v~ E V t 0 ~ n ~ N-I .
 176

Following the classical argument used in ordinary differential equations, we

propose to show that the scheme (2.2) is stable and that the consistency error

is of order one. But beforehand, let us establish the following discrete

analogue of Lemma 1.8.

Let (an)' (b n ) and (c ) be three sequences of positive real numbers

n
such that (c) is monotonically increasing and
n
n-1
(2.15) a
n
+ b
n
.;;; c + A
n m=O
L a
m
for n;;' I and A> 0 ,

with
a + b .;;; c
o 0 0

Then, these sequences also satisfy

for n ;;. O.

~.

Let us show by induction that (2.15) implies:

(2.16) for n;;' 0

This is obviously true for n = 0 • Next, suppose it is true for all n';;; n
o
and let n = n o+1 • By (2.15), the induction hypothesis and the monotonicity of

(c ) , we get
n

thus proving (2.16). Then, the lemma follows from the fact that

(1+1. )n .;;; exp(nA). •

LEM1A 2.5.
....
Assume that ~o E V • Then, if ~o u ' the following stability criterion
o
holds :
n-I
n ....11\ 2 2 n-1 ....11\ 2
(2.17) 1;n,2 + L J;m+I- ~m12 + vk L II e II .;;; v
(k L II E i1.)exp(ct ) ,
m=0 m=1 m=0 n

for 1';;; n .;;; IN •

 177

~.

First, consider the expression

Using (Z.13) and (Z.Z) , we find:

Therefore, in view of (Z.14) the error ~n satisfies the equation

(Z. 18)
+
I;J V E V 0<; n <; N-1

Next, take ~ = ~n+1 in (Z.18) and use the identity (Z.8).

We obtain:

(Z. 19) l~n+1IZ _ l~nlZ + l~n+l_ ~nlZ + Zkv l/~n+1 I/Z = Zk < tn,~+1 >

+n + +0+1
- Zkal(e u(tn+I),e );

The right-hand side is estimated as follows

(Z. ZO)

+n. +n+1
<CZl/ello,3,dle 1/,

by Sobolev's imbedding theorem, provided the dimension does not exceed 3 • But in

that case, all functions ~ satisfy the inequality

I/~I/ 3()<I/~I/I/Z 1/~1/1/Z <C I~II/ZI/~I/I/Z (cf,(I.ZZ».

0, ," o,6,n o,z,n 3 I,n o,n

Therefore
< Z C l/~n+11/ I/~n I/I/Z I~nll/Z
4
< C4{e: 1/ ~n+ I 1/ Z + i 1/ ~ 1/ I~n I }

< C {£ l/~n+II/Z+ 1-(cS I/~~IZ+ .!.1~nIZ)}

4 Z£ <5 '

where £ > 0 and <5 > 0 are arbitrary. Hence we have the estimate :
 178

(2.21)

Let us substitute (2.20) and (2.21) in (2.19) :

Then by summing from 0 to m -I and using the fact that ~ = 0,

we obtain:
m-I ->n+ I -+-n 12
l~ml2 + L J e - e + kv Im II~~I
2 2k m-I
<;;;- L 2
II~~I + kCS(v)
m-I -+- 2
lenl • I
n=O n=1 v n=O * n=O

n 2
It suffices to apply Lemma 2.4 with a = l -+-e l , l = kCS(v),c = 0 ,
n 0

2k n- I II ~ 11), 2
c=--L *'0
b = 0 , b
n
nt
m=O
I~+I- ~12+ kv Im=1 II~ 11 2 ,
n v m=O

in order to derive (2.17) with c = kCS(v) . •

LEMMA 2.6.
-+-
Suppose that u satisfies the regularity conditions (2.1]) and that

~o ~o E V . Then the truncation error is of the order of k, i.e.

(2.22) for l<;;;n<;;;N.

~.

By combining (2.12) and (2.14) , we get

By virtue of (1.1), and Taylor's expansion with integral remainder, namely

tn+1

(~~
-+-
(t + ) ,;) +
n l
k
1f t
d2~ -+-
(t-t n + I )< JtT(t) ,v > dt,
n

(2.23) can also be written

t + d2 ; -+- -+-
(n+l dU(t)
<
+n-+-
£ ,v > = k
I It n 1(t-tn+ l ) < JtT(t) ,v > dt - a (
l
t
dt
dt ;(tn+ I),"t).

n n
 179

Hence

II?!I.

Therefore,

"?!I;

and
....
+ II du 11 2 •
V') dt L2 (O,T

Combining Lemmas 2.5 and 2.6, we derive immediately the next error bound

which shows that the method (2.2) is of order one.

THEDREM 2.2
....
Under the hypotheses of Lemma 2.6, there exists a constant C(u) > 0 such

N
I~(t )- ~I + (k L
n n=1

§ 3 Semi-discretization with a multistep method

The drawback of the one-step, semi-discrete method analyzed in the preceding

paragraph is that it is only a first-order method. It is well known with ordinary

differential equations that when more accuracy is required, it is worthwhile to

resort to multistep methods. As a consequence, we propose here to adapt some

multistep methods to the semi-discretization of problem (P).

3.1. Generalities al:x:>ut multistep rrethods.

Consider the initial value problem

(3. 1) y' = f(t,y) t E [O,T yeO) = Yo

and assume that we know q approximate values of yet) , at
 180

the points to •••.• t _ respectively.

q 1

DEFrnITIOO 3.1.

A g-step method for solving (3.1) consists in finding a sequence (Yn) •

q ~ n ~ N • defined by

(3.2)
i=O
I k
i=O
I for o~ n ~ N-q

where CL
~
and 13.
~
are real parameters satisfying ex
q
'f 0 and Iexo 1+ [13 0 I 1- o.

Of course. the sequence (Yn) is unaffected if we multiply (3.2) by some

factor and therefore. we decide to normalize (3.2) by the condition

13.
~
o.
i=O

It is convenient to associate with the multistep method (3.2) a pair of poly-

nomials (p.a) of degree q defined by

q

(3.3) p (1;) a(1;)

i=O
I

Since there is an obvious one-to-one correspondence between (3.2) and (3.3). the

multistep method (3.2) is often called a (p.a)-method. Moreover. the definitions

of order and stability are stated in terms of these polynomials.

DEFINITION 3.2.

~ (p.a)-~ (3.2) is said to be of order p if p is the largest

integer such that

(3.4)
i=O
~ I
{ex.z(t+ik) - kl3.z'(t+ik)}
~ ~
O(k P) i!§... k tends to zero • for all

sufficiently smooth functions z.

By means of Taylor's expansion. it is easy to check that the (p.a)-method

(3.2) is of order p if and only if

(3.5) o
 181

where the coefficients c~ are defined by

(3.6) c
o
i=O
r a.
1
1
(~-I) 1

(with the convention O· = 01 = I).

In order to introduce the notion of stability of a multistep method. consider

the linear differential equation with constant coefficients

(3.7) y' - Ay with A E C y(O)

whose solution is y(t) = yoexp(- At). Observe that y is bounded.

i.e. sup Iy(t)! < +~ iff ~e A ~ 0 . Then. it is reasonable to expect that

t ~ 0

the approximate solution defined by (3.2) should also be bounded for the same

range of A. This property. called A-stability. is defined as follows.

DEFINrrICN 3.3.

I) The (p.o)-method (3.2) is called A-stable if the sequence (Yn(Z))

defined by Yo • YI ••••• yq_1 arbitrary

(3.8) o for n;:' 0

satisfies

sup Iy n (Z) I < +00 \I~eZ ~ o.

n ~ 0

2) Furthermore, it is called strongly A-stable if it is A-stable and if.

in addition. the roots 0.

1
of 0 satisfy 10.1
1
< 1 for

Note that (3.8) is simply obtained by applying (3.2) to (3.7) and

setting Z = Ak •

As far as the order of A-stable methods is concerned. Dahlquist [ 19 I has

proved the following crucial. though negative. result.

 182

THEDREM 3. 1.

There exists no A-stable (p,o)-method whose order exceeds 2 •

In view of this result, and since it is vital that a multistep method be

A-stable, the best we can do is to derive one-step or two-step, A-stable methods

of order two. They are given in the examples below.

Exanple 3.1.

All one-step (p,o)-methods of order ~ 1 have the form

(3.9) p (I',;) = 1; - 1 0(1;) = 81; + 1-8 for 8 E R

they are called 8-methods A 8-method is of order one for all 8 ".!.2 and

of order two when 8 = t ' in which case it corresponds to the trapezoidal rule.

It is easy to check from Definition 3.3 that it is A-stable when 8 ~ .!. and
2
1
strongly A-stable when 8 > 2 . Hence, for 8 = 21 ' "
1t loS at t h e same t1.me
. A-stable

and of order 2 . •

Exanple 3.2.

All two-step (p,o)-methods of order ~ 2 have the form:

with

CL
o
(3.10)

CL
Such methods are A-stable for S2 > z-2 and strongly A-stable for

and •

3.2. Multistep rrethods for solving the Navier-Stokes problem.

From now on, we assume that the right-hand side 1 of problem (2.1) belongs

to cc.o([O,T 1 ; (H-I(Q))n). Then, the straightforward application of the scheme

 183

+q +q+l
(3.2) to this problem consists in finding u ,u "", such that
q
I +n+i + ~ +n+i +) + +
k I (li(u ,v) + L U ,v - < f(t + ) ,v>}
n i
o
i=O i=O
+
(3. II) IJvEV,lJn;;a.O,
+0 +q-I
starting from q functions u , •.• , u ,given in V.

Unfortunately, the practical solution of (3.11) is much too expensive, because

it is a non linear equation for the unknown ~n+q • Therefore, we wish to

linearize this scheme without decreasing its order. The simplest way to achieve

this is to replace the non-linear expression

(3.12) I
i=O
1.
+n+i
/3. { a ( u ~+i , ~) - <

by
+n+i +) + +
U ,v - < f(t ),v > ,
Ii

where ~ is a linear combination of +n

u J'" ,
~+q-I
and t E [t ,t + I ,
Ii. n n q

and both are chosen so as to obtain at least a second order scheme,as this is

the best order of an A-stable method.

The choice of t is suggested by the following considerations.

Ii.

We observe that if ~ is sufficiently smooth, then by virtue of the normalizing

q
condition I /3
i
1 , we can write that
i=O
q
(3.13) I
i=O
/3 i ~ (t n + i ) ~ (r
i=O
/3 i t n + i ) + O(k
2
) as k + 0 •

Thus, if we set

(3.14) t
n r
i=O

then we can at first replace (3.12) by

(3.15)
i=O
r +n+j
/3.u
J
+n+i +)
u
+ +
,v - < f(t ) ,v
n
>

without decreasing the order of the scheme.

 184

->Ii
u ,let be the polynomial of degree ~ p-I which
In order to choose l{J

interpolates l{J at the point ,- .. , We have

q-I
L c.1. l{J (t +,) + O(k P) as k -+ 0 ,
. n 1.
1.=q-p

where the coefficients c are independent of l{J • Therefore, we can write

i

(3.16)

Thus, if p ~ q and if we set

c./3 for q-p .;;; i ~ -I

1. q
(3.17) y.
1.
/3. + c./3 for 0 ~ i ~ q-I
1. 1. q

then we can replace (3. II) by the following scheme: find ~q , ~q+1

I ~ +n+i -+ ~ -+n -+n+i -+) -+ -+ -+

k 1. (Xi(u ,v) + 1. /3.a(u

1.
U ,v < f(t ),v> 'rI v E V
i=O i=O
o~ n ~ N-q ,
(3.18) \ whm
q-I
->i1 -+n+j
u L y.u
J
j=q-p

with y. defined by (3.17) and t by (3.14) and where the starting values
J n

, .. -, are given in V

It follows from (3.13) and (3.16) that the order of the method (3.18) is at

least two, provided the original method (3.11) is at least of order two.

Note that this technique for linearization is in fact an extrapolation since

the value of ~+q is predicted by a polynomial extrapolation.

Let us adapt this linearization process to the examples of section 1.

Exanple 3.1.

When a f t , the a-method is of the first order. Therefore, it suffices

-+i'i -+n
to take p and u = u • In particular, when a = I , it yields the one-
1
step method of paragraph I • When a = 2 ' we must take p = 2 ; then (3.17) gives
 185

3 ->-n 1 ->-n-I
'2u - '2 u

a choice which has been first introduced by Douglas and Dupont [ 21 1 • •

Exanple 3.2.

Consider the A-stable two-step methods of order two given by (3.10).

->-Ii
Here, we can take p = 2 and (3.17) yields the following expression for u

-+ii
(3.19) u •

3.3. Convergence of a family of two-step methods

As mentioned in section 3.1, we are primarily interested in one-step or

two-step, A-stable methods of order two. With the linearization of the last

section, this choice leads to the methods described in the Examples 3.1 and 3.2.

Now, the analysis of the one-step methods of Example 3.1 is entirely similar to

that developed in § 2 • Therefore, the remainder of this paragraph is devoted to

the study of the two-step methods given by the Example 3.2 , namely

-+n+2 ->- ->- ->- ->-

(3.20) u ,v) <f(t),v> Ii v E V
Ii
where

t t + .!.)k
n n + «12 2

-+n 1 (12
u is given by (3.19) (12 ;;. and S2 >
'2 "2

->-1
For each pair of starting values ~o and u E V , the scheme (3.20) defines

a unique sequence (~n) C V.

 186

~.
....n+2
The function u is the solution in v of the linear boundary-value

problem
->n+2 .... ->it ->n+2 ....) ........ ....
a (u ,v) + k82a(u ; u ,v = < t,v > IJvEV
2

where is a known element of v' . But this is an elliptic problem correspon-

ding to a continuous, bilinear and elliptic form on V since, by hypothesis ,

and •
Like in § 2, let us introduce the truncation error ;n E V' , defined by

2 .... .... 2 1 ....

->n .... 1
< E ,v > =k" t: ai(u(tn+i),v) + t: 8. a( t:
y.~(t .) u(t n + i ) , ~)
1
j=O J n+J

I
i=O i=O
(3.21) .... ....
- < f(t ),v> IJ ~EV
fi
and the pointwise error ~n E V

for

The next lemma gives the expected estimate for 1n , since according to the

preceding section, the scheme (3.20) is of order two.

LEMoiA 3.2.
....
Assume that the solution u of the Navier-Stokes.eguations has the following

regularity

.... d~
z+ d 3....
u 2
(3.22) dt dUE L2 (O,T V) E L (O,T V') •
u , d?" W

Then the truncation error is bounded as follows

(3.23)

....
where the constant c depends upon u only.

PRXlF.

Let us expand ~(tn ) ,;r(tn+ I) and ~(t n+ 2) about the point t by Taylor's

formula with integral remainder . We obtain

 187

t
2

L
k I t
n+2
i=O t
n
1 t n +2
L
i=O
Y1..~(tn+;) = ~(t ) + k
• Ii ( n
t
2 ->-
L IL~(t
1.
+,)
n 1.
u(t + k It n+2
i=O Ii
n

where the kernels K (t) , K (t) and K (t) are bounded by a constant c
1 2 3 1
->-
independent of k and u • Next, let us substitute these expansions in (3.21)

and observe that

t
2
i~
L Il.{~(t
1. -n
) + k It n+2 K (t) JtZ(t)
2
dt ->-u(tn+i),v
->-]
i=O
n

->-
a(u(t
->- ->-
u(t ),v) + k
I t n +2 2->-
d u ->-
JtZ(t) ,v)dt
Ii t
n
t
+ k It n+2
n

t
It n+2
n

Then by using (2.12) at t = t , we find

2->-
d u ->-
dtT (t),v)

I n 2
t + ->-
'rIvEV
t
n

Hence
 188

Therefore

t
n

d2
where the constant c 4 = c ( II ~ II , IIF II 2 )
4 t o ([ 0, T]; V) L (0, T V)

is independent ~f nand k. •

In order to establish the stability of (3.20), we require the following

auxiliary lemma:

~ (p,a) be the two-step A-stable scheme of example 3.2, and let

a
2
o= 82 - 2: > 0 • Then the coefficients a
i
~ 8i satisfy the following

relation

(3.24) \

~F.

By inspection, (3.10) gives immediately:

2 2
(L a.I;.)(
1 1
L
i=O
8.1;.)
1 1
i=O

The right-hand side can be rearranged as follows

+ o(a - 1)(1; - 2 I; + I; )2
22210

Since o> 0 and a 2 ;;. "21 ' this implies (3.24) •

 189

Suppose that, in addition to (3.22) , : E r O

([ O,T 1 ; (Loo(rl))n).

Then the scheme (3.20) satisfies the following stability property

m-2 2 12m-2 2
(3.25) 1~12 + k L IIt~1 ,.;;; c,(I~ I + k L 1I?1I*)exp(c2 t m) ,
n=O n=O
for 2";;; m ,.;;; N ,

where
2
+n +n+i
v L Q
.... e
1
i=O

and are constants independent of m and k .

PKDF.
From (3.21) and (3.20), we derive that

1 2 +n+i + 2 +n+i +) +n +
(3.26)
k
L Cl.(e ,v) + L e ,v == < e: ,v >
i=O 1 i=O
2 1 +n+i
- L fl. a l ( L y.e
i=O 1 i=O 1
2 ,
+
Let tn ~
L
+n+i
fl i e
+n
,e =
~
L
1
+n+i
y.e and take v = +n
v in (3.26)
i=O i=O
, 2
L
+n+i
Cl.e
2
fl.~+i) + a (+n
L u tn,tn) = <
+n
E:
+n
V >
k i=O
1
i=O
1
2
+n n
- a (e ;
1 L fl.~(t .) ,t )
1 n+1
i=O

Lemma 3.3 implies that

2
+n+i
2( L Cl.e
1
i=O

As a consequence,

2
,.;;; -+n.
2kllE: +n, + 2k Ia,(e
11* IIvil +n+n
; v , ~
L
+
fl.u(t .)) I •
i=O 1 n+1
 190

But
la (? ; tn,"\i(t .)) I <;; c
i
1I"\i(t +.)11 "I~III~ II
l n+1 n 1 O,oo,H

Therefore, as "\i(t) E (L~(n))n, we have

Zlal(;n; tn,
i=O
~ 13."\i(t +.))1
1 n 1
<;;fll~ II Z+ cz(v)l-;n1z

And, as usual, we have

Hence

-+n+Z -+n+ I -+n+ I -+n ->n Z

- Z(cx (cx -I)+o){{e ,e ) - (e ,e)} + kv II v II
Z Z

(3.Z7)
Zk -+n II Z
<;; -11£ .
+kcZ(v) 1...nIZ
e
v *
Next, let us sum both sides of (3.Z7) from n=O to n = m-Z and observe that,

on one hand:

~Z
L. {( CX Z + ~)I-+ne+ZI Z
u _ (Z CX - J 'Ie ~-+n+IIZ - « CX -I )Z + ~)I-+ne I Z }
u
z z z
n=O

- (cx Z+ u~)I-+-eIIZ,
Z
= (cx Z + 0) l-+-mlZ
e + «aZ-I) Z+ 0) l->m-II
e
Z Z

and on the other hand

m-Z
L {(~+Z ,~+J) _ (~+I ,;n)} = (;m,-;m-I) •
n=O

Thus, we ob tain
Z
(cx;+o)I;mIZ + «CXZ-I)Z+ o)I;m-II - Z(cxZ(cxZ-I)+ o)(~m,~m-I)
(3.Z8)
+kv
m-Z
L IItnll
Z Z I-+-II Z
<;;(cxZ+o)e +k
~Z
L.
Z -+-n, Z 1...nIZ
{V-II£J1*+cZ(v)e }
_0 _0

But, for all £ > 0 , we can write

_ Z(~m,~m-J);;. _ £ 1;mIZ _ ..!. I-;m-J I Z

£

ICX z (cx Z-I) +0 I

Then, by taking £ = , we derive the lower bound
(cx -I)2+ 0
Z
 191

Hence (3.28) yields

2 (a 2 (a -1)+ 0) 2 m-2
(a + 0 -
2 )1~mI2+kv L 1I~12';;(a;+0)1~112
2 (a -I) 2+ 0 n=O
2
m-2 2 2 - 2
+ k L {V- II?II. + c 2 (v) I?I }
n=O

l-+e l
m 2
In the left-hand side, the coefficient of can also be written as
2
(a; + 0)(1 -
(a 2 (a 2-1)+0)2 )= a > 0 since o> 0 •
(a (a -1)+0) +0
2 2

Also, in the right-hand side, we can use the upper bound

m-2 - m-I
c 2 (v) L 1?1 2 .;; c3 L 1?1 2
n=O n=O

Therefore,

Finally, it suffices to apply Lemma 2.4 with a

m
=

I 2 I 22m-2 ~ 2 I 2 I 2 c
b = 0 c = -(a + 0) I~ I + - k L II E" II. ' c = :;(a 2 + 0) I~ I and A = - 3 k
1 'm a 2 av n=O 1 ~ a

in order to derive the stability condition (3.25). •

By combining Lemmas 3.2 and 3.4, we derive the convergence and error estimate

of the solution ~ of (3.20).

THEOREM 3.1.
Under the hypotheses of Lemma 3.4 , there exists a constant c(~) > 0 such

that N-2
max I~(t ) - ~I + (k L II
n n=O
Lecture Notes in Mathematics Vol. 749
ISBN 978-3-540-09557-6 
c Springer-Verlag Berlin Heidelberg 2008

V. Girault and P.-A. Raviart

Finite Element Approximation

of the Navier-Stokes Equations

Erratum

p. 21, line 3 of Proof: It should read:


(  v ) − (v , curl
ϕ, curl  ϕ ) = − (v × ν ) · ϕ
 dσ .
Γ
 BIB L lOG RAP HIe A L NOT E S

Q1apter I.

The reader interested in Sobolev spaces can refer to R. Adams [ 1 I or

J. Necas [39 I. For more details on elliptic boundary value problems, we refer,

for instance, to J.L. Lions & E. Magenes [38 I and J. Necas (loc. cit.).The

spaces H(div; Q) and H(c~rl; Q) are examined by G. Duvaut & J.L. Lions [22

and R. Temam [44 I. For complements on the decomposition of vector fields, see

O.A. Ladyzhenskaya [34 I and R. Temam (loc. cit.).

The crucial result of § 4, Theorem 4.1, is due to F.Brezzi [9 I; it is of vital

importance in mixed finite element theory. The proof of the regularization algo-

rithm is due to M. Bercovier [5,6 I and the duality process of regularization is

simply a variant of Uzawa's algorithm (cf. K. Arrow, L. Hurwicz & H. Uzawa [2 I).

The theorems asserting the existence and uniqueness of the solution of the

Stokes problem are classical. They can be found in such texts like O.A. Ladyzhens-

kaya (loc. cit.) and R. Temam (loc. cit.). These references also include proofs

of the regularity of the solution when the boundary is smooth. In the case of a

plane domain with corners, the regularity of the solution is established by

V.A. Kondratiev [33 I and P. Grisvard [28 I.

Q1apter II.

The analysis of § 1 is essentially due to F. Brezzi [ 9 I with the exception of

Theorem 1.2 which is an abstract generalization of the Aubin-Nitsche's trick

(cf. J.P. Aubin [3 I and J.A. Nitsche [40 I). The results of § 1 can be applied

to a variety of situations. For instance, they are extensively used by J.M. Thomas

[ 45 I and P.A. Raviart & J.M. Thomas [42 I in the study of mixed, hybrid equili-

brium finite element methods for second order elliptic problems.

The two significant ex~ples analyzed in § 2 are extracted from M. Crouzeix

 193

& P.A. Raviart [ 18 1. This reference contains other examples (all of triangular
elements) and more details.

Along the lines of section 2.4, the regularization method and the corres-

ponding penalty method ,are also discussed by M. Bercovier & M. Engelman [ 7 1 and

by T.J. Hugues, W.K. Liu & A. Brooks [29 1 who also consider quadrilateral elements.

Olapter III.

Paragraph 1 reproduces with minor modifications part of the theory contained

in F. Brezzi & P.A. Raviart [11 1 where it is applied to establish the convergence
of mixed finite element methods for thin plate problems.

The results of § 2 were originally derived in R. Glowinski [ 24 1 and P.G.

Ciarlet & P.A. Raviart [ 15 1; they can also be found in P.G. Ciarlet [ 14 1.

These convergence results are not optimal a refined analysis improving the

error estimates is given in R. Scholz [43 1 and V. Girault & P.A. Raviart [23 1.

For related work, we also refer to R. Glowinski & O. Pironneau [ 25, 26, 27 1 ,

C. Johnson & B. Mercier [31] about equilibrium methods and R. Rannacher [411.

Ci1apter N.
The approach of § 1 follows the ideas of M. Crouzeix [ 17 1 •

For complements on the classical theory of the stationary Navier-Stokes

equations, we refer to O.A. Ladyzhenskaya [ 34 1 , J .L. Lions [ 37 1 and R. Temam

[44 1.

In § 3, the approximation results for the uniqueness case are due to P. Jamet

& P.A. Raviart [ 30 1. In the more general case of a nonsingular solution, the
method of proof is that introduced by F. Brezzi [101 for the Von Ka~n's equations.

The reader can also refer to the results given by H.B. Keller [ 32 1 in a more

general setting •

Paragraph 4 is a simplified version of V. Girault & P.A. Raviart [ 23 1 which

deals mainly with nonsingular solutions and analyzes the approximation of the

pressure. The reader will find in F. Brezzi, J. Rappaz & P.A. Raviart [ 12 ]
 194

a generalization of the results of these last two paragraphs to the approximation

of branches of nonsingular solutions of nonlinear problems.

Chapter V.
In § I, the proofs of existence and uniqueness are based on the compactness

arguments of J.L. Lions [ 37 l. The results of this paragraph can be found in detail

in R. Temam [44 l.

The convergence of the classical linearized one-step method discussed in § 2

is given by R. Temam (loc. cit.). Here, we complete this result with an error

estimate.

In § 3, we adapt a two-step method proposed by M. Zlamal [ 47 1 in a slightly

different context. This two-step scheme is related to the one-leg multistep

method derived by G. Dahlquist [ 20 1 for the numerical solution of ordinary

differential equations. The tool used here is the energy method based upon the

G-stability of the one-leg scheme - a tool implicitly used by M. Zlamal (loc.

cit.).

For related results, we refer on one hand to G. Baker [4 1 who uses disconti-

nuous elements, and on the other hand to M.N. Leroux [ 36 1 who studies the

convergence of multistep methods for Navier-Stokes equations by operational

calculus.
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 I N D E X

A-stability 181 Poincare-Friedrich's inequality 3, 25

strong 181 polar set 40

Brouwer's fixed point theorem 105 reference triangle 71

decomposition of vector field 29,31,37 regularization algorithm 45, 83

Dirichlet's problem 6 regular problem 68

duality algorithm 47, 84 (p,a)-method 180

duality argument 63 saddle-point problem 43, 56

ellipticity 6 Sobolev's imbedding theorem 110

error, discretization 175 Sobolev's interpolation 112

11
truncation (consistency) 175 spaces tp ( 0,T ; X) 148

finite element approximation 70 fractional Sobolev's 112, 153

Galerkin's method 106 H(curl,12) 19

inf-sup condition 42 H0 (cur1,S1) 21

Lagrangian functional 43 H(div ; 0),H (div ; 1) 13

0
Lax-Milgram's theorem 6 1C1 (0,T ; V,H) 153

Neumann's problem 8 L2(Q) 33

Newton's method 133 Lp (0,T ; X) 148

nonsingular solution 116 W(0,T) 150

optimization problem 44 8-method 182

stream function 22, 26, 27, 38, 55, 119

triangulation, regular, uniformly regular 70

 201

APPENDIX

THDJRF2K 2 .1 .

The space [ J(S2)] n is dense in H(div ; 0

PROOF .

1°) Let k belong to (H(div ; S2))' , the dual space of H(div ; S2) for

the norm (2 .1) . As H(div ; 0) is a Hilbert space, there exists according to the
+
F . Riesz representation theorem an element f of H(div ; S2) such that

(2 .2) i(q) = (f,q) + (f n+l ,div q) V q E H(div ; S2)

where
+
.
f n+l = div f

2°) Now, assume that k is any element of (H(div ; S2))' that satisfies

(2 .3) R (u) = 0 V u E [ ~( S2)] n .

If we can show that k - 0 then, as a consequence of the Hahn-Banach theorem,

this will imply that [ .D(S2)] n is dense in H(div ; Q) .

+
Let f E H(div ; S2) be associated with k by (2 .2) . Thus, (2 .3) states

that
(f,u) + (f n+1 ,div u) = 0 n
V u E [ ,D(52)] .

This can also be written as

n _
f 1
fiui + div u}-0 V u E [L(Qt n )] n ,
fRn i=1
fn+]

where the tilde denotes the extension of the function by zero outside 0 . Hence

n _
I
< grad > = f iu i dx V E f .D(Rn)l n ,
fn+1 ,u Q2
n
i=1
and therefore
af
n+1
f in .D' (0) , I 5 i < n
i 3
X i

As f
i
E L'(0), for I < i < n+1 , this means that f n+ ~ E H1 (an)

In turn, this implies that f Ho(Q) (this is a particular consequence of

n+1 E

the density of Z(S2) in H 1 (Q)) . Moreover,

 202

f = grad fn+l in 0 .

From this last result, the density of Z (R) in H 1 (Sl), formula (2 .2) and the
0
hypothesis (2 .3) we readily derive that

i(q) = (grad f n+1' q) + (f n+1 ,div q) = 0 V q E H(div ; G) ,

thus proving that i = 0 .

THEOREM 2 .3 .

We have
Ker Y. = H o (div ; 2) .

Proof,

The idea of the proof is similar to that of Theorem 2 .1 . We shall show that

each element Q, of (Ker y )' that vanishes on ( .7~(,,)) n also vanishes on

Ker YN) ; therefore by the Hahn-Banach theorem, this will imply that (,,(S2)) n

is dense in Ker Y V .

Again, let f be the element of Ker Y, associated with i by the F . Riesz

representation theorem

Z(q) = (f,q) + (f n+l ,div q) V q E Ker y .

where
+
fn+l = div f .

Therefore, by hypothesis

(f,u) + (fn+1'
div u) = 0 V u E (~(S2)) n ;

hence
+ +
grad f in ( .D' (D)) n .
n+l = f

Thus, E H'(12) and Green's formula (2 .7) yields

fn+l

i(q) _ < YVq,Yofn+l >r = 0 V q E Ker Yv

Vol . 640 : J . L. Dupont, Curvature and Characteristic Classes . X,
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Vol . 620 : H . Popp, Moduli Theory and Classification Theory of
Algebraic Varieties. VIII, 189 pages . 1977 .
Vol . 621 : Kauffman etal .,The Deficiency Index Problem . VI, 112 pages.
1977 .
Vol . 622 : Combinatorial Mathematics V, Melbourne 1976 . Proceed-
ings . Edited by C. Little. VIII, 213 pages. 1977 .
Vol . 623: I. Erdelyi and R . Lange, Spectral Decompositions on
Banach Spaces. VIII, 122 pages. 1977 .
Vol . 624: Y. Guivarc'h et al,, Marches Aleatoires sur lea Groupea
de Lie . VIII, 292 pages. 1977.
Vol . 625 : J . P. Alexander et al ., Odd Order Group Actions and Witt
Classification of Innerproducts. IV, 202 pages. 1977 .
Vol . 626: Number Theory Day, New York 1976 . Proceedings. Edited
by M . B. Nathanson . VI, 241 pages . 1977 .
Vol. 627 : Modular Functions of One Variable VI, Bonn 1976 . Pro-
ceedings. Edited by J: P. Serre and D. B. Zagier. VI, 339 pages.1977 .
Vol . 628 : H. J . Baues, Obstruction Theory on the Homotopy Classi-
fication of Maps . XII, 387 pages . 1977 .
Vol. 629: W.A. Coppel, Dichotomies in Stability Theory. VI, 98 pages .
1978 .
Vol. 630 : Numerical Analysis, Proceedings, Biennial Conference,
Dundee 1977 . Edited by G . A. Watson. X11,199 pages . 1978 .
Vol . 631 : Numerical Treatment of Differential Equations . Proceedings
1976 . Edited by R. Bulirsch, R . D . Grigorieff, and J . Schr6der. X,
219 pages . 1978 .
Vol. 632 : J : F. Boutot, Schema de Picard Local. X, 165 pages . 1978 .
Vol. 633 : N . R . Coleff and M. E. Herrera, Les Courants Residuels
Associes 9 une Forms Meromorphe. X, 211 pages . 1978 .
Vol. 634: H . Kurke et al ., Die Approximationseigenschaft lokaler Rings .
IV, 204 Seiten .1978 .
Vol . 635 : T . Y. Lam, Sarre's Conjecture. XVI, 227 pages . 1978 .
Vol . 636 : Journees de Statistique des Processus Stochastiques, Gre-
noble 1977, Proceedings. Edits par Didier Dacunha-Castelle et Ber-
nard Van Cutsem . VII, 202 pages . 1978 .
Vol . 637 : W. B. Jurkat, Meromorphe Differentialgleichungen . VII,
194 Seiten. 1978 .
Vol . 638 : P. Shanahan, The Atiyah-Singer Index Theorem, An Intro-
duction . V, 224 pages. 1978.
Vol . 639: N. Adasch et al ., Topological Vector Spaces . V, 125 pages.
1978 .
Vol . 700: Module Theory, Proceedings, 1977 . Edited by C. Faith and Vol . 729 : Ergodic Theory. Proceedings, 1978 . Edited by M . Denker
S . Wiegand . X, 239 pages. 1979 . and K . Jacobs . XII, 209 pages . 1979 .

Vol . 701 : Functional Analysis Methods in Numerical Analysis, Pro-
ceedings, 1977 . Edited by M . Zuhair Nashed . VII, 333 pages . 1979.
Vol . 702: Yuri N . Bibikov, Local Theoryof Nonlinear Analytic Ordinary
Differential Equations. IX, 147 pages . 1979 .
Vol . 703 : Equadiff IV, Proceedings, 1977 . Edited by J . FSbera. XIX,
441 pages. 1979 .
Vol . 704 : Computing Methods in Applied Sciences and Engineering,
1977, I . Proceedings, 1977 . Edited by R . Glowinski and J. L. Lions.
VI, 391 pages . 1979 .
Vol . 705 : O . Forster and K. Knorr, Konstruktion verseller Familien
kompakter komplexer Raume . V11,141 Seiten . 1979 .
Vol . 706 : Probability Measures on Groups, Proceedings, 1978 .
Edited by H. Heyer. XIII, 348 pages . 1979 .
Vol . 707: R . Zielke, Discontinuous Ceby8ev Systems . VI, 111 pages.
1979 .
Vol . 708: J . P . Jouanolou, Equations de Pfaff algebriques . V, 255
pages . 1979 .
Vol . 709 : Probability in Banach Spaces II . Proceedings, 1978 . Edited
by A . Beck. V, 205 pages. 1979 .
Vol. 710: Seminaire Bourbaki vol . 1977/78, Exposes 507-524 . IV,
328 pages. 1979.
Vol . 711 : Asymptotic Analysis . Edited by F. Verhulst . V, 240 pages .
1979.
Vol . 712 : Equations Differentielles et Systemes de Pfaff dans le
Champ Complexe . Edite par R. Gerard et J.-P. Ramis . V, 364 pages.
1979.
Vol. 713 : Seminaire de Theorie du Potentiel, Paris No . 4 . Edite par
F . Hirsch et G . Mokobodzki. VII, 281 pages . 1979 .
Vol . 730 : Functional Differential Equations and Approximation of
Fixed Points. Proceedings, 1978 . Edited by H .-O. Peitgen and H : O.
Walther. XV, 503 pages . 1979 .
Vol . 731 : Y . Nakagami and M . Takesaki, Duality for Crossed Products
of von Neumann Algebras . IX, 139 pages . 1979 .
Vol . 732: Algebraic Geometry . Proceedings, 1978 . Edited by K. Len-
sted. IV, 658 pages . 1979 .
Vol . 733 : F. Bloom, Modern Differential Geometric Techniques in
the Theory of Continuous Distributions of Dislocations . XII, 206
pages . 1979 .
Vol . 734: Ring Theory, Waterloo, 1978 . Proceedings, 1978 . Edited
by D. Handelman and J. Lawrence . XI, 352 pages. 1979.
Vol . 735 : B. Aupetit, Proprietes Spectrales des Algebres de Banach .
X11,192 pages . 1979 .
Vol . 736 : E . Behrends, M-Structure and the Banach-Stone Theorem .
X, 217 pages . 1979 .
Vol . 737 : Volterra Equations. Proceedings 1978, Edited by S : O .
Londen and O . J. Staffans. VIII, 314 pages . 1979.
Vol . 738 : P. E . Conner, Differentiable Periodic Maps . 2nd edition, IV,
181 pages . 1979 .
Vol . 739: Analyse Harmonique sur lea Groupes de Lie II . Proceedings,
1976-78 . Edited by P . Eymard et al . VI, 646 pages. 1979.
Vol . 740 : Seminaire d'Algebre Paul Dubreil . Proceedings, 1977-78 .
Edited by M : P. Malliavin. V, 456 pages. 1979.
Vol . 741 : Algebraic Topology, Waterloo 1978 . Proceedings . Edited
by P. Hoffman and V. Snaith. XI, 655 pages . 1979 .
Vol. 742 : K. Clancey, Seminormal Operators . VII, 125 pages . 1979 .

Vol. 714 : J . Jacod, Calcul Stochastique et Problemes de Martingales . Vol. 743: Romanian-Finnish Seminar on Complex Analysis . Pro-
X, 539 pages . 1979 . ceedings, 1976. Edited by C. Andreian Cazacu et al . XVI, 713 pages .
1979.
Vol . 715 : Inder Bir S . Passi, Group Rings and Their Augmentation
Ideals . VI, 137 pages. 1979 . Vol . 744 : I . Reiner and K. W. Roggenkamp, Integral Representations .
VIII, 275 pages . 1979 .
Vol . 716 : M . A . Scheunert, The Theory of Lie Superalgebras . X, 271
pages . 1979 . Vol . 745 : D. K. Haley, Equational Compactness in Rings . III, 167
pages . 1979 .
Vol . 717 : Grosser, BidualrAume and Vervollstfindigungen von Ba-
.
nachmoduln . III, 209 pages. 1979 . Vol . 746 : P. Hoffman, i-Rings and Wreath Product Representations
V, 148 pages . 1979 .
Vol. 718 : J . Ferrante and C. W . Rackoff, The Computational Com-
plexity of Logical Theories . X, 243 pages . 1979 . Vol. 747 : Complex Analysis, Joensuu 1978. Proceedings, 1978 .
Edited by I. Laine, O . Lehto and T . Sorvali . XV, 450 pages . 1979 .
Vol . 719 : Categorial Topology, Proceedings, 1978 . Edited by H .
Vol . 748: Combinatorial Mathematics VI . Proceedings, 1978 . Edited
Herrlich and G . PreuB. XII, 420 pages . 1979 .
by A. F. Horadam and W . D. Wallis . IX, 206 pages. 1979.
Vol . 720 : E. Dubinsky, The Structure of Nuclear Frechet Spaces .
Vol. 749: V. Girault and P.-A. Raviart, Finite Element Approximation
V, 187 pages. 1979.
of the Navier-Stokes Equations . VII, 200 pages. 1979.
Vol. 721 : Seminaire de Probabilites XIII . Proceedings, Strasbourg,
1977/78 . Edite par C. Dellacherie, P . A. Meyer et M . Weil . VII, 647
pages . 1979 .

Vol . 722 : Topology of Low-Dimensional Manifolds . Proceedings,

1977 . Edited by R. Fenn . V1, 154 pages. 1979 .

Vol. 723 : W . Brandal, Commutative Rings whose Finitely Generated

Modules Decompose . 11,116 pages. 1979 .

Vol . 724 : D . Griffeath, Additive and Cancellative Interacting Particle

Systems. V, 108 pages . 1979 .

Vol. 725 : Algebres d'Operateurs . Proceedings, 1978 . Edite par

P. de Is Harpe . VII, 309 pages .1979 .

Vol . 726 : Y.-C . Wong, Schwartz Spaces, Nuclear Spaces and Tensor
Products . VI, 418 pages . 1979,

Vol . 727 : Y . Saito, Spectral Representations for Schrddinger Opera-

tors With Long-Range Potentials . V, 149 pages . 1979 .
Vol. 728 : Non-Commutative Harmonic Analysis . Proceedings, 1978 .
Edited by J . Carmona and M . Vergne. V, 244 pages . 1979 .