Partial Differential Equations - Modelling and ... - ResearchGate

Partial Differential Equations - Modelling and ... - ResearchGate Partial Differential Equations - Modelling and ... - ResearchGate

24.02.2014 Views

180 B. Maury Proof. The interpolation operator I h : H 2 (T ) → L 2 (T ) is continuous, and |u| 2,T scales like h/ρ 2 T ≈ 1/h whereas the L2 -norms scale like h. We may now complete the proof of Proposition 11. The problematic triangles are those on which ũ h neither identifies to 0 nor to I h u. On such triangles, ũ h sticks to I h u at 1 or 2 vertices, and vanishes at 2 or 1 vertices. As a consequence, the L ∞ -norm of ũ h is less than the L ∞ -norm of I h u.LetT be such a triangle. We write (using Lemma 2, the latter remark, the fact that I h is a contraction from L ∞ onto L ∞ , Lemma 2 again, and Lemma 4), |ũ h | 2 0,T ≤ C′ |T |‖ũ h ‖ 2 L ∞ (T ) ≤ C′ |T |‖I h u‖ 2 L ∞ ( (T ) ) ≤ C′ C ‖I hu‖ 2 L 2 (T ) ≤ C′′ |u| 2 0,T + h4 |u| 2 2,T . By summing up all these contributions over all triangles outside O which intersect ω h (they are all contained in ω 2h ) and using the fact that the L 2 -norm of u on ω h behaves like h 3/2 |u| 2,ωh , we obtain |ũ h | 2 0,ω h ≤ ∑ ( ) |ũ h | 2 0,T ≤ C |u| 2 0,ω 2h + h 4 |u| 2 2,ω 2h ≤ Ch 3 |u| 2 2,ω 2h , T ∩ω h ≠∅ which gives the expected h 3/2 -estimate for |u h | 0,ωh . The last term of (15) is handled straightforwardly: Thanks to Lemmas 2 and 3, which imply the inverse inequality |ũ h | 1,ωh ≤ Ch −1 |ũ h | 0,ωh , we obtain the h 1/2 bound for |ũ h | 1,ωh . 3.2 Primal/Dual Estimate Proposition 5 asserts the convergence of λ ε towards λ, the Lagrange multiplier associated to the constraint. One may wonder whether λ ε h = Buε h /ε is likely to approximate λ. In general, a positive answer to that question can be given as soon as a uniform discrete inf-sup condition for B is fulfilled. This condition is not verified in the situation we consider. The non-uniformity of the inf-sup condition is due to the fact that there may exist triangles whose intersection with O is very small. We propose here a way to overcome this problem by suppressing those tiny areas in the penalty term, which leads us to introduce a discrete version B h of B. Let us first give some properties for the continuous Lagrange multiplier, and we shall give a precise description of the way the obstacle is lifted. Proposition 12 (Saddle-point formulation of (9)). Let u be the weak solution to (8). There exists a unique λ ∈ Λ = L 2 (O) 2 such that λ is a gradient, and ∫ ∫ ∫ ∇u ·∇v + λ ·∇v = fv ∀v ∈ V. Ω O Ω In addition, λ is in H 1 (O) 2 .

Numerical Analysis of a Finite Element/Volume Penalty Method 181 Proof. The first part is a consequence of Proposition 4 (we established in the proof of Proposition 9 that the range of B is closed), which ensures the existence of λ ∈ Λ its uniqueness in B(V ). Let us now describe λ. Wehave ∫ ∫ ∫ ∇u ·∇v + λ ·∇v = fv, Ω O so that, by taking tests functions in D(O), we get λ ∈ H div (O) with ∇·λ =0. Taking now test functions which do not vanish on the boundary of O, we identify the normal trace of λ as ∂u/∂n ∈ H 1/2 (∂O). Therefore, λ is defined as the unique divergence free vector field in O, with normal derivative equal to ∂u/∂n on ∂O, which, in addition, is a gradient. In other words: λ = ∇Φ, with ⎧ ⎨ △Φ =0 inO, ⎩ ∂Φ ∂n = ∂u on ∂O. ∂n As O is smooth, Φ ∈ H 2 (O), so that λ = ∇Φ ∈ H 1 (O) 2 . Now we consider again the family of Cartesian triangulations (T h )ofthe square Ω (see Fig. 1), and we denote by V h the standard Finite Element space of continuous, piecewise affine functions with respect to T h . As indicated in the beginning of this section, we suppress the small areas in the computation of the penalty term by introducing a reduced obstacle O h : Definition 2. The reduced obstacle O h ⊂Ois defined as the union of the sets T ∩O, where T runs over triangles of T h such that their intersection with O compares reasonably with their own size, in the following sense: given η>0 a fixed parameter, we set ⋃ O h = (T ∩O) . (17) |T ∩O|≥η|T | Definition 3. We recall that V = H 1 0 (Ω), Λ is L 2 (O) 2 ,andB ∈L(V,Λ) is the gradient operator (see Proposition 12). We define B h ∈L(V,Λ) as v ∈ V ↦−→ µ = B h v = χ Oh ∇v, where χ Oh is the characteristic function of O h (see Definition 2). Finally, the discretization space Λ h ⊂ Λ = L 2 (O) 2 is the set of all those vector fields µ h such that their restriction to O h is the gradient of a scalar field v h ∈ V h ,and which vanish almost everywhere in O\O h , which we can express Λ h = {µ h ∈ Λ |∃v h ∈ V h , µ h = B h v h } = B h (V h ). The fully discretized problem reads Ω

Numerical Analysis of a Finite Element/Volume Penalty Method 181<br />

Proof. The first part is a consequence of Proposition 4 (we established in<br />

the proof of Proposition 9 that the range of B is closed), which ensures the<br />

existence of λ ∈ Λ its uniqueness in B(V ).<br />

Let us now describe λ. Wehave<br />

∫<br />

∫ ∫<br />

∇u ·∇v + λ ·∇v = fv,<br />

Ω<br />

O<br />

so that, by taking tests functions in D(O), we get λ ∈ H div (O) with ∇·λ =0.<br />

Taking now test functions which do not vanish on the boundary of O, we<br />

identify the normal trace of λ as ∂u/∂n ∈ H 1/2 (∂O). Therefore, λ is defined<br />

as the unique divergence free vector field in O, with normal derivative equal<br />

to ∂u/∂n on ∂O, which, in addition, is a gradient. In other words: λ = ∇Φ,<br />

with<br />

⎧<br />

⎨ △Φ =0 inO,<br />

⎩<br />

∂Φ<br />

∂n = ∂u on ∂O.<br />

∂n<br />

As O is smooth, Φ ∈ H 2 (O), so that λ = ∇Φ ∈ H 1 (O) 2 .<br />

Now we consider again the family of Cartesian triangulations (T h )ofthe<br />

square Ω (see Fig. 1), <strong>and</strong> we denote by V h the st<strong>and</strong>ard Finite Element space<br />

of continuous, piecewise affine functions with respect to T h . As indicated in<br />

the beginning of this section, we suppress the small areas in the computation<br />

of the penalty term by introducing a reduced obstacle O h :<br />

Definition 2. The reduced obstacle O h ⊂Ois defined as the union of the<br />

sets T ∩O, where T runs over triangles of T h such that their intersection with<br />

O compares reasonably with their own size, in the following sense: given η>0<br />

a fixed parameter, we set<br />

⋃<br />

O h = (T ∩O) . (17)<br />

|T ∩O|≥η|T |<br />

Definition 3. We recall that V = H 1 0 (Ω), Λ is L 2 (O) 2 ,<strong>and</strong>B ∈L(V,Λ) is<br />

the gradient operator (see Proposition 12). We define B h ∈L(V,Λ) as<br />

v ∈ V ↦−→ µ = B h v = χ Oh ∇v,<br />

where χ Oh is the characteristic function of O h (see Definition 2). Finally, the<br />

discretization space Λ h ⊂ Λ = L 2 (O) 2 is the set of all those vector fields µ h<br />

such that their restriction to O h is the gradient of a scalar field v h ∈ V h ,<strong>and</strong><br />

which vanish almost everywhere in O\O h , which we can express<br />

Λ h = {µ h ∈ Λ |∃v h ∈ V h , µ h = B h v h } = B h (V h ).<br />

The fully discretized problem reads<br />

Ω

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!