Journal of Computational Physics€¦ · A consistent and stabilized continuous/discontinuous...

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A consistent and stabilized continuous/discontinuous Galerkin method for fourth-order incompressible flow problems A.G.B. Cruz a,, E.G. Dutra do Carmo b , F.P. Duda a a Mechanical Engineering Department-PEM/COPPE, Federal University of Rio de Janeiro, Ilha do Fundão, 21945-970, P.B. 68503, Rio de Janeiro, RJ, Brazil b Nuclear Engineering Department-PEN/COPPE, Federal University of Rio de Janeiro, Ilha do Fundão, 21945-970, P.B. 68509, Rio de Janeiro, RJ, Brazil article info Article history: Received 27 March 2011 Accepted 3 May 2012 Available online 15 May 2012 Keywords: Discontinuous Galerkin methods Fourth-order problems GLS stability Second gradient abstract This paper presents a new consistent and stabilized finite-element formulation for fourth- order incompressible flow problems. The formulation is based on the C 0 -interior penalty method, the Galerkin least-square (GLS) scheme, which assures that the formulation is weakly coercive for spaces that fail to satisfy the inf-sup condition, and considers discon- tinuous pressure interpolations. A stability analysis through a lemma establishes that the proposed formulation satisfies the inf-sup condition, thus confirming the robustness of the method. This lemma indicates that, at the element level, there exists an optimal or quasi- optimal GLS stability parameter that depends on the polynomial degree used to interpolate the velocity and pressure fields, the geometry of the finite element, and the fluid viscosity term. Numerical experiments are carried out to illustrate the ability of the formulation to deal with arbitrary interpolations for velocity and pressure, and to stabilize large pressure gradients. Ó 2012 Elsevier Inc. All rights reserved. 1. Introduction Finite-element formulations for fourth-order differential operators require the introduction of C 1 -finite element spaces, a feature that gives rise to difficulties in terms of computational implementation (see, for instance, [1–5]). This motivated En- gel et al. [1] to develop the C 0 -interior penalty methods (also known as continuous/discontinuous Galerkin methods) for fourth-order elliptic boundary value problems. These methods were subsequently investigated in many works, such as [2,3,6–8]. On the other hand, standard finite-element formulations for incompressible flow problems require, due to their mixed nature (cf. [9]), the choice of interpolation spaces, for velocity and pressure, satisfying the inf-sup condition or Banach–Ne- cas–Babuska condition [10] (cf. [9–12]). This forbids, for instance, the use of equal order approximations for velocity and pressure (cf. [12,13]). However, as it is well known (see, for instance, Gresho and Sani [12]), the violation of the inf-sup con- dition potentially introduces, among other pathologies, spurious oscillations of the pressure and locking of the velocity. An efficient approach to circumvent the difficulties imposed by the inf-sup condition consists in using the Galerkin least square (GLS) method, in which least square residuals of the governing equations are accounted for (cf. [14–19]). In particular, the use of the GLS method enables arbitrary choices of velocity and pressure interpolation spaces, which is generally desirable from the computational point of view. 0021-9991/$ - see front matter Ó 2012 Elsevier Inc. All rights reserved. http://dx.doi.org/10.1016/j.jcp.2012.05.002 Corresponding author. E-mail address: [email protected] (A.G.B. Cruz). Journal of Computational Physics 231 (2012) 5469–5488 Contents lists available at SciVerse ScienceDirect Journal of Computational Physics journal homepage: www.elsevier.com/locate/jcp

Transcript of Journal of Computational Physics€¦ · A consistent and stabilized continuous/discontinuous...

  • Journal of Computational Physics 231 (2012) 5469–5488

    Contents lists available at SciVerse ScienceDirect

    Journal of Computational Physics

    journal homepage: www.elsevier .com/locate / jcp

    A consistent and stabilized continuous/discontinuous Galerkin methodfor fourth-order incompressible flow problems

    A.G.B. Cruz a,⇑, E.G. Dutra do Carmo b, F.P. Duda aa Mechanical Engineering Department-PEM/COPPE, Federal University of Rio de Janeiro, Ilha do Fundão, 21945-970, P.B. 68503, Rio de Janeiro, RJ, Brazilb Nuclear Engineering Department-PEN/COPPE, Federal University of Rio de Janeiro, Ilha do Fundão, 21945-970, P.B. 68509, Rio de Janeiro, RJ, Brazil

    a r t i c l e i n f o a b s t r a c t

    Article history:Received 27 March 2011Accepted 3 May 2012Available online 15 May 2012

    Keywords:Discontinuous Galerkin methodsFourth-order problemsGLS stabilitySecond gradient

    0021-9991/$ - see front matter � 2012 Elsevier Inchttp://dx.doi.org/10.1016/j.jcp.2012.05.002

    ⇑ Corresponding author.E-mail address: [email protected] (A.G.B

    This paper presents a new consistent and stabilized finite-element formulation for fourth-order incompressible flow problems. The formulation is based on the C0-interior penaltymethod, the Galerkin least-square (GLS) scheme, which assures that the formulation isweakly coercive for spaces that fail to satisfy the inf-sup condition, and considers discon-tinuous pressure interpolations. A stability analysis through a lemma establishes that theproposed formulation satisfies the inf-sup condition, thus confirming the robustness of themethod. This lemma indicates that, at the element level, there exists an optimal or quasi-optimal GLS stability parameter that depends on the polynomial degree used to interpolatethe velocity and pressure fields, the geometry of the finite element, and the fluid viscosityterm. Numerical experiments are carried out to illustrate the ability of the formulation todeal with arbitrary interpolations for velocity and pressure, and to stabilize large pressuregradients.

    � 2012 Elsevier Inc. All rights reserved.

    1. Introduction

    Finite-element formulations for fourth-order differential operators require the introduction of C1-finite element spaces, afeature that gives rise to difficulties in terms of computational implementation (see, for instance, [1–5]). This motivated En-gel et al. [1] to develop the C0-interior penalty methods (also known as continuous/discontinuous Galerkin methods) forfourth-order elliptic boundary value problems. These methods were subsequently investigated in many works, such as[2,3,6–8].

    On the other hand, standard finite-element formulations for incompressible flow problems require, due to their mixednature (cf. [9]), the choice of interpolation spaces, for velocity and pressure, satisfying the inf-sup condition or Banach–Ne-cas–Babuska condition [10] (cf. [9–12]). This forbids, for instance, the use of equal order approximations for velocity andpressure (cf. [12,13]). However, as it is well known (see, for instance, Gresho and Sani [12]), the violation of the inf-sup con-dition potentially introduces, among other pathologies, spurious oscillations of the pressure and locking of the velocity. Anefficient approach to circumvent the difficulties imposed by the inf-sup condition consists in using the Galerkin least square(GLS) method, in which least square residuals of the governing equations are accounted for (cf. [14–19]). In particular, theuse of the GLS method enables arbitrary choices of velocity and pressure interpolation spaces, which is generally desirablefrom the computational point of view.

    . All rights reserved.

    . Cruz).

    http://dx.doi.org/10.1016/j.jcp.2012.05.002mailto:[email protected]://dx.doi.org/10.1016/j.jcp.2012.05.002http://www.sciencedirect.com/science/journal/00219991http://www.elsevier.com/locate/jcp

  • 5470 A.G.B. Cruz et al. / Journal of Computational Physics 231 (2012) 5469–5488

    In this paper, a consistent and stabilized finite-element formulation for fourth-order incompressible flow problems is pro-posed. Motivated by the aforementioned discussion, the formulation is based on the continuous/discontinuous Galerkingand Least Square methods. Further, discontinuous pressure interpolations are adopted, which are, in comparison with con-tinuous pressure interpolations, physically more appropriate for enforcing the incompressibility constraint at the elementlevel [11,12] and, in addition, enables a partial condensation of the degrees of freedom. A stability analysis using a lemmaencompassing the inf-sup condition is also presented, showing that the proposed formulation is weakly coercive and, there-fore, robust. This lemma also suggests that there exists an optimal or quasi optimal LS (least square) stabilization parameter,which is not necessarily the same for all elements of the mesh. Numerical experiments are provided to illustrate the efficacyof the formulation to deal with any combination of velocity–pressure elements as well as to stabilize high gradients ofpressure.

    A finite-element formulation for the problem considered here was advanced in Kim et al. [20]. As in the present paper,Kim et al. [20] based their formulation on the C0-interior penalty method proposed in Engel et al. [1]. However, their treat-ment of the incompressibility does not take into account the inf-sup condition. Therefore, it is not clear whether they couldprevent the well known pathologies associated with the violation of the inf-sup condition.

    The remainder of this paper is organized as follows. In Section 2, we introduce the fourth-order model problem and theassociated variational formulation. Section 3 presents the discontinuous Galerkin least square formulation for this modelproblem and the corresponding stability issue examined in Section 4. Numerical examples are presented in Section 5. Con-cluding and final remarks are provided in Section 6.

    2. Model problem

    Let X � Rnðn ¼ 2 or 3Þ be a domain with boundary C Lipschitz continuous. Let CD and CN be such that

    C ¼ CD [ CN and measðCD \ CNÞ ¼ 0; ð1Þ

    where meas(�) denotes the positive Lebesgue measure. We consider the functions f 2 L2ðXÞn; g0 2H32ðCDÞn \C0ðCDÞn; g1 2H

    12ðCDÞn;

    h0 2 L2ðCNÞn and h1 2 L2(CN)n. Recall that the spaces L2ðXÞn ¼fs¼ðs1; . . . ;snÞ;si 2 L2ðXÞg; Ht2ðCDÞn ¼ g¼ðg1; . . . ;gnÞ; gi 2H

    t2ðCDÞ

    nðt¼1;2;3 . . .Þg;HtðXÞ and Ht(X)n = {w = (w1, . . . ,wn); wi 2 Ht(X); t = 1,2,3 . . .} are Sobolev spaces as defined in [21].

    We now introduce the fourth-order boundary value problem of concern here. It consists of finding the pair (u,p), belong-ing to H2(X)n � L2(X) if g > 0 or to H1(X)n � L2(X) if g = 0, that satisfies

    gDðDuÞ � lDuþrp ¼ f in X; ð2Þ

    r � u ¼ 0 in X; ð3Þ

    u ¼ g0 on CD; ð4Þ

    @u@n¼ ðruÞn ¼ g1 on CD if g > 0; ð5Þ

    l @u@n� pn

    � �� g @ðDuÞ

    @n¼ h0 on CN; ð6Þ

    gDu ¼ h1 on CN if g > 0; ð7Þ

    where Du denotes the Laplacian of the vector u, r � u denotes the divergence of u, ru denotes the gradient of u, n denotesthe outward normal unit vector defined almost everywhere on C, the dot ‘‘�’’ denotes the usual inner product in Rn, andg P 0 and l > 0 are constants.

    It should be noted that the Laplacian is considered in the weak sense as follows: we say that u 2 L2(X)n has weak Lapla-cian in L2(X)n, if and only if, there exists Du 2 L2(X)n such that

    Z

    XDu � g dX ¼

    ZX

    u � ðDgÞ dX 8g 2 C10 ðXÞn ð8Þ

    where C10 ðXÞn is as defined in [21].

    Notice that for g = 0 the boundary value problem given by (2)–(7) is reduced to the classical Stokes flow problem. Other-wise, for g > 0, it is similar to the governing equations for second-gradient and incompressible fluid, cf. [22,23]. In this case,the length scale ‘ :¼

    ffiffiffiffiffiffiffiffiffig=l

    pis introduced, which opens a way to account for small scale effects [22] (see also [20]).

    We now proceed the wide form of boundary value problem defined. Toward this end, we begin by noteworthy the appro-priate functional spaces.

    Since the conditions associated with g0 and g1 are essential, we define the solution set for the velocity u as follows:

    Su ¼u 2 H2ðXÞn; u ¼ g0 and @u@n ¼ g1 on CDn o

    if g > 0

    u 2 H1ðXÞn; u ¼ g0 on CDn o

    if g ¼ 0

    8>: ð9Þ

  • A.G.B. Cruz et al. / Journal of Computational Physics 231 (2012) 5469–5488 5471

    and we define the corresponding space of the admissible variations as follows:

    Vu ¼v 2 H2ðXÞn; v ¼ 0 and @v

    @n ¼ 0 on CDn o

    if g > 0

    fv 2 H1ðXÞn; v ¼ 0 on CDg if g ¼ 0

    8 0

    q 2 L2ðXÞ;R

    X q dX ¼ 0n o

    if measðCNÞ ¼ 0

    8 0RX f � v dCþ

    RCN

    h0 � v dC if g ¼ 0

    (ð14Þ

    the weak form of the boundary value problem defined by (2)–(7) is introduced as: find the pair (u,p) 2 Su � Sp satisfying

    A�ðu;p;v; qÞ ¼ lðvÞ 8ðv; qÞ 2 Vu � Vp: ð15Þ

    3. Finite element approximation

    3.1. Discontinuous Galerkin formulation

    Finite-element methods for the boundary value problem given in the Section 2 require finite-element spaces with C1-con-tinuity [3–5,24]. Here, however, we adopt the interior penalty method proposed in [1], which uses the standard C0-Lagrangefinite-element and enforces the continuity of derivatives across element boundaries in a weak sense.

    Let Mh = {X1, . . . ,Xne} be a regular partition of X into ne non-degenerate finite elements Xe. The partition Mh is such that:Xe can be isoparametrically mapped into standard elements and Xe \Xe0 ¼ ; if e – e0; X [ C ¼ [nee¼1 Xe [ Ceð Þ andCee0 ¼ Ce \ Ce0 , where Ce denotes the boundary of Xe. We define the broken Sobolev spaces Ht,b(Mh) and Ht,b,1(Mh) on thepartition Mh as follows:

    Ht;bðMhÞ ¼ fu : X#R;ue 2 HtðXeÞ8Xe 2 Mhg;

    Ht;b;1ðMhÞ ¼ fu 2 Ht;b \ H1ðXÞg;

    where ue is the restriction of u to Xe.Let k P 1, k P l P 0 and r P 0 be integers and consider PrðXeÞ the space of polynomials of degree less than or equal to r

    restricted to the element Xe. Introducing the finite-dimensional spaces

    Hh;k ¼ fu 2 H2;b;1ðMhÞ; ue 2 PkðXeÞg;

    Hh;k;n ¼ fu ¼ ðuiÞ16 i 6 n; ui 2 Hh;kg;

    Lh;l ¼ fu 2 H0;bðMhÞ;ue 2 P lðXeÞg;

    we consider then the spaces Sh;ku ;Vh;ku ; S

    hp and V

    hp defined as follows:

    Sh;ku ¼ fuh 2 Hh;k;n; uh ¼ gh0 on CDg;

    Vh;ku ¼ fvh 2 Hh;k;n; vh ¼ 0 on CDg;

    Shp ¼ Vhp ¼ Sp \ L

    h;l;

    where gh0 is the usual interpolating of g0.Note that we envisage functions which are continuous on the entire domain but discontinuous in first and higher-order

    derivatives on interior boundaries. Thus Sh;ku and Vh;ku are C

    0-finite-element spaces. We assume specially that Shp and Vhp are

    C�1-finite-element spaces, that is, we interpolate the pressure discontinuously.

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    The continuous/discontinuous Galerkin method for (15) is to find ðuh; phÞ 2 Sh;ku � Shp such that

    Aðuh; ph;vh; qhÞ ¼ lðvhÞ 8ðvh; qhÞ 2 Vh;ku � Vhp; ð16Þ

    where

    Aðuh; ph;vh; qhÞ ¼Xnee¼1

    ZXe

    lruhe : rvhe dXþZ

    Xe

    l‘2Duhe � Dvhe dX�Z

    Xe

    phe ðr � vheÞdXþZ

    Xe

    qhe ðr � uheÞdX�

    þXe0>e

    �Z

    Cee0

    12

    l‘2Duhe þ l‘2Duhe0

    � �� @v

    he

    @neþ @v

    he0

    @ne0

    � �dCþ

    ZCee0

    12

    @uhe@neþ @u

    he0

    @ne0

    � �� l‘2Dvhe þ l‘

    2Dvhe0� �

    dC

    þZ

    Cee0su

    @uhe@neþ @u

    he0

    @ne0

    � �� @v

    he

    @neþ @v

    he0

    @ne0

    � �dC

    !�Z

    Ce\CDl‘2Duhe �

    @vhe@ne

    dCþZ

    Ce\CD

    @uhe@ne� l‘2Dvhe dCþ

    ZCe\CD

    sD@uhe@ne� @v

    he

    @nedC

    );

    lðvhÞ ¼Xnee¼1

    ZXe

    fe � vhe dCþZ

    Ce\CNhe;0 � vhe dCþ

    ZCe\CN

    he;1 �@vhe@ne

    dCþZ

    Ce\CDge;1 � l‘2Dvhe

    � �dCþ

    ZCe\CD

    sD ge;1 �@vhe@ne

    dC� �

    ;

    ð18Þ

    and su and sD are penalty parameters to be fixed.From dimensional analysis we find that su ¼ sD ¼ Cl‘2=hee0 , where hee0 is a characteristic element edge length and C is a

    positive constant independent of the mesh parameters. This constant have to be chosen carefully to guarantee sufficientlyaccuracy and good convergence of the method [1,20,8,25]. For the purpose of this paper, the constant C is at the momentdetermined by numerical experiments. It is noteworthy that a large penalty parameter adversely affects the accuracy ofthe C0-interior penalty method [3].

    On the other hand, the restrictions imposed by the inf-sup condition need to be verified for each particular choice of thefinite-element spaces Sh;ku ; S

    hp;V

    h;ku and V

    hp to reach stabilized and convergent solutions. As is well known, quite few combina-

    tions of finite element pairs are able to fulfil the inf-sup condition within the Galerkin formulation (see, e.g., [12,13] for somestable mixed elements). However, these stable finite element methods for second order problems can not be stable forfourth-order problems (i.e, larger length scales ‘), which was circumvented in cf. [20] using an additional stabilization ofthe pressure.

    3.2. Consistency

    The Euler–Lagrange equations associated with the partition Mh of the domain X are given by

    �rpe þ lDue � l‘2DDue þ fe ¼ 0 in Xe; ð19Þ

    r � ue ¼ 0 in Xe; ð20Þ

    ue ¼ g0 on Ce \ CD if measðCe \ CDÞ > 0; ð21Þ

    @ue@ne¼ ðrueÞn ¼ g1 on Ce \ CD if g > 0 end measðCe \ CDÞ > 0; ð22Þ

    l @ue@ne� pene

    � �� @ðl‘

    2DueÞ@ne

    ¼ he;0 if measðCe \ CNÞ > 0; ð23Þ

    l‘2Due ¼ he;1 on CN; if measðCe \ CNÞ > 0; ð24Þ

    @ue@neþ @ue

    0

    @ne0¼ 0 on Cee0 ; ð25Þ

    l @ue@ne� pene

    � �� @ðl‘

    2DueÞ@ne

    " #þ l @ue0

    @ne0� pe0ne0

    � �� @ðl‘

    2Due0 Þ@ne0

    " #¼ 0 on Cee0 ; ð26Þ

    l‘2Due � l‘2Due0 ¼ 0 on Cee0 ; ð27Þ

    where ue and pe are restrictions to Xe.After a successive integrating by parts we obtain

  • A.G.B. Cruz et al. / Journal of Computational Physics 231 (2012) 5469–5488 5473

    0 ¼ Aðu; p;vh; qhÞ � lðvhÞ ¼Xnee¼1

    ZXe

    l Due � l‘2DDue �rpe þ fe� �

    � vhe dXþZ

    Xe

    qhe ðr � ueÞdX�

    þXe0>e

    �Z

    Cee0

    12

    @ue@neþ @ue

    0

    @ne0

    � �� l‘2Dvhe þ l‘

    2Dvhe0� �

    dCþZ

    Cee0

    12

    l‘2 Due � l‘2Due0� �

    � @vhe

    @neþ @v

    he0

    @ne0

    � �dC

    þZ

    Cee0su

    @ue@neþ @ue

    0

    @ne0

    � �� @v

    he

    @neþ @v

    he0

    @ne0

    � �dC

    !�Z

    Ce\CN

    12

    l @ue@ne� pene

    � �� @ðl‘

    2DueÞ@ne

    " #

    þ l @ue0@ne0� pe0ne0

    � �� @ðl‘

    2Due0 Þ@ne0

    " #!� ðvhe þ vhe0 ÞdC�

    ZCe\CN

    l @ue@ne� pene

    � �� @ðl‘

    2DueÞ@ne

    " #� he;0

    !� vhe dC

    þZ

    Ce\CNl‘2Due � he;1� �

    � @vhe

    @nedC�

    ZCe\CD

    @ue@ne� ge;1

    � �� l‘2Dvhe dCþ

    ZCe\CD

    sD@ue@ne� ge;1

    � �� @v

    he

    @nedC�: ð28Þ

    Since this equation holds for all ðvh; qhÞ 2 Vh;ku � Vhp, the continuous/discontinuous Galerkin formulation (16) is therefore con-

    sistent in the sense that

    Aðu;p;vh; qhÞ ¼ lðvhÞ ð29Þ

    3.3. Galerkin least square stabilization

    To alleviate the need of satisfying the inf-sup condition, and to take advantage of using the discontinuous pressure inter-polation as well, we adopted the GLS stabilization method. The technique consists in including additional terms in the Galer-kin form, so as to enhance its stability. These terms are obtained by minimization of the square of the L2-norm of the discreteresidual within each element [26], multiplied by adequate regularization (or stabilization) parameters that will control thecontribution of the least square part in the variational sentence (cf. [14–19], for instance).

    The continuous/discontinuous Galerkin formulation (16) in the least square sense (hereafter referred to as CDGLS formu-lation) is to find ðuh; phÞ 2 Sh;ku � S

    hp such that

    Ahðuh;ph;vh; qhÞ ¼ ltotðvh; qhÞ 8ðvh; qhÞ 2 Vh;ku � Vhp; ð30Þ

    with

    Ahðuh;ph;vh; qhÞ ¼ Aðuh;ph;vh; qhÞ þXnee¼1

    AeLSðuh; ph;vh; qhÞ; ð31Þ

    ltotðvh; qhÞ ¼ lðvh; qhÞ þXnee¼1

    leLSðvh; qhÞ; ð32Þ

    where the forth terms are the GLS terms

    AeLSðw; q; dw; dqÞ ¼Z

    Xe

    dGLSðheÞXni¼1

    Riðw; qÞRiðdw; dqÞ !

    dX; ð33Þ

    Riðw; qÞ ¼@p@xi� lDwi þ l‘2DDwi; ð34Þ

    leLSðvh; qhÞ ¼Z

    Xe

    dGLSðheÞXni¼1

    fiRiðvh; qhÞ !

    dX; ð35Þ

    with (w,q) 2 H4,b(Mh)n � H1,b(Mh) and (dw,dq) 2 H4,b(Mh)n � H 1,b(Mh), and dGLS(he) is the element stabilization parameter,which here will be defined by

    dGLSðheÞ ¼ah2el

    ; ð36Þ

    where a is a dimensionless parameter to be fixed and he is a characteristic length of the element usually given by

    he ¼R

    XedX

    1=n; cf., e.g., [17]. Note that the addition of these terms does not affect the consistency proof presented earlier.

    Note also that for triangular and tetrahedral elements up to order three, as well as for quadratic quadrilateral and hexahedralelements the fourth-order differential operator vanishes, which implies that any calculation involving derivatives of ordergreater than two is trivial for these elements. All these elements are widely used in practice.

    As will be shown later, the CDGLS formulation (30) is stable, consistent and satisfy the inf-sup condition, thereby allowingand enables a wider choice of velocity and pressure spaces. Moreover, it enables the stabilization of large gradients of pres-sure, as clearly shown by the numerical results discussed in Section 5.

  • 5474 A.G.B. Cruz et al. / Journal of Computational Physics 231 (2012) 5469–5488

    The dimensionless parameter a in (36) needs to be carefully determined to ensure sufficient accuracy and good conver-gency of GLS-stabilized formulations (cf. [27]). A methodology that allows to determine, at element level, optimal or quasi-optimal parameters of the GLS-stabilized formulations for second-order incompressible problems has been investigated inCarmo et al. [28,29]. However, the extension of these results to fourth-order problems with incompressibility constraintis not trivial and require a careful analysis of stability. This issue will discussed in the next section.

    4. Stability analysis of the fourth-order incompressible problem

    We provide a stability analysis of the CDGLS-stabilized method (30) when applied to the fourth-order boundary valueproblem given in Section 2. The analysis suggests the existence of an appropriate stabilization parameter a that is dependentof the degree of the polynomial used to interpolate the velocity u and pressure p fields, the geometry of the elements and thefluid viscosity term l. The result that enables to develop a methodology appropriate to determine this parameter is pre-sented in the Lemma 1, which extends the results obtained in Carmo et al. [28,29] for second order incompressible problems.

    We consider that the finite elements spaces have been constructed using meshes satisfying a regularity condition MC1,wherein the element distortion is controlled: there exist real constants C1,distor > C0,distor > 0 such that

    C0;distor <qehe< C1;distor 8Xe; ð37Þ

    where qe = sup{diam (S), S is a hypersphere contained in Xe [Ce} (cf. [10]). Owing to this control of mesh distortion, we findc00 > 0 and c

    01 > 0 to infer c

    00he < hee0 < c

    01he; c

    00he0 < hee0 < c

    01he; c

    00he < he0 < c

    01he and c

    00he0 < he < c

    01he0 , where

    hee0 ¼minfhe;he0 g.It follows from the well known theorem that says that all norms on a finite dimensional space are equivalent and under

    the regularity condition MC1 that the inverse inequalities hold: there are real constants CLap,1 > 0,CLap,2 > 0 and Cbound,1 > 0independent of the mesh parameter, depending only on the polynomial degree and the mesh distortion which is controlledby the constants C0,distor and C1,distor such that

    Z

    Ce

    hew2 dX 6 Cbound;1

    ZXe

    w2 dX 8w 2 PkðXeÞðk P 1Þ; ð38ÞZXe

    ‘2jDuj2 dX 6 ‘2

    ðheÞ2CLap;1

    ZXe

    jruj2 dX 8u 2 PkðXeÞðk P 1Þ; ð39ÞZXe

    l2‘4jDDuj2 dX 6 ‘2

    ðheÞ2CLap;2lðheÞ2

    ZXe

    l‘2jDuj2 dX 8u 2 PkðXeÞðk P 1Þ: ð40Þ

    We assume that for all we 2 H1(Xe)n and qe 2 L2(Xe) the following decomposition at element level

    we ¼ �we þ ŵe0 and qe ¼ �qe þ q̂e; ð41Þ

    where

    �we ¼R

    Xewe dXR

    XedX

    and �qe ¼R

    Xeqe dXR

    XedX

    : ð42Þ

    Next, we consider the following Poincaré inequalities

    8we 2 H1ðXeÞn kŵekL2ðXeÞn 6 CePoinc hejŵejH1ðXeÞn ; ð43Þ

    8qe 2 H1ðXeÞn kq̂ekL2ðXeÞn 6 CePoinc hejq̂ejH1ðXeÞ: ð44Þ

    where j � jH1ðXeÞ and j � jH1ðXeÞn denote seminorms of H1(Xe) and H1(Xe)n, respectively, and the positive real constant C

    ePoinc

    depending only on the usual aspect ratio which is controlled (MC1 condition) in finite elements meshes.The result that follows is strongly inspired in [28,29] and represents an extension of the Lemma (4.38) of reference [10].

    However, besides considering the two fundamental differences presented in [28,29], namely, (i) the parameter of stabiliza-tion now depends on Xe and, consequently, is not necessarily the same for all of the elements, (ii) the analysis is derived witha different and more appropriate norm to determine the stabilization parameter; we also extend these two differences to thefourth-order problems with internal incompressibility constraint.

    To formalize this idea, for 0 < b < 1, ae > amin > 0"Xe and k P 1, we introduce the following norm on Vh;ku � Vhp:

    kjðvh; qhÞjk2b;h;X ¼Xnee¼1

    bð1þ bÞ jq

    hj2ae ;he ;l;H1ðXeÞ þ ð1� bÞ jvhj2l;H1ðXeÞn þ jv

    hj2l;‘;Lap þXe0>e

    ZCee0

    sv@ve@neþ @ve

    0

    @ne0

    � ����� ����2 dC (

    þXni¼1

    ZXe

    aeðheÞ2

    ljRiðvh; qhÞj2 dX

    �qhel1=2

    ���� ����2L2ðXeÞ

    ); ð45Þ

  • Fig.

    A.G.B. Cruz et al. / Journal of Computational Physics 231 (2012) 5469–5488 5475

    jvhj2l;H1ðXeÞn ¼Z

    Xe

    Xni¼1

    ljrvhi j2 !

    dX; ð46Þ

    jvhj2l;‘;Lap ¼Z

    Xe

    Xni¼1

    l‘2jDvhi j2

    !dX; ð47Þ

    jqhj2ae ;he ;l;H1ðXeÞ ¼Z

    Xe

    aeðheÞ2

    ljrqhj2 dX; ð48Þ

    which was extended here to the fourth-order problems.Thus we summarize the discussion above into the following lemma.

    Lemma 1. Under assumptions (MC1) and (38)–(40), if the parameter ae is such that

    ae > amin > 0 8Xe; ð49Þ

    2Z

    Xe

    aeðheÞ2

    l ðlDuiÞ2 dX 6 b

    ZXe

    ljruij2 dX 8Xe and 8i; ð50Þ

    2Z

    Xe

    aeðheÞ2

    lðl‘2DDuiÞ2 dX 6 b

    ZXe

    l‘2jDuij2 dX 8Xe and 8i; ð51Þ

    then there is CInfSup > 0 depending on (‘/he) such that

    infðuh ;phÞ2Vh;ku �V

    hp

    supðvh ;qhÞ2Vh;ku �V

    hp

    Ahðuh; ph;vh; qhÞkjðuh; phÞjkh;Xkjðvh; qhÞjkb;h;X

    P CInfSup: ð52Þ

    Proof. See Appendix A.

    Remark 1. To proof Lemma 1 we assume discontinuous pressure interpolation. Formulations with discontinuous pressureinterpolations may enforce the incompressibility condition strongly at the element level. However, one can prove, withoutadditional difficulties, the stability for continuous pressure, cf. [29].

    It can be observed from (52) and the proof of Lemma 1 that the CDGLS-stabilized formulation (30) is weak coercive withrespect to the norm (45) for the discrete problem. Moreover, the results in Lemma 1 indicate a way to obtain a procedure todetermine or bound optimal stability parameters.

    5. Numerical results

    The following numerical simulations illustrate the performance of the CDGLS formulation.

    5.1. Case 1: Plane Poiseuille flow

    We consider the steady pressure driven laminar flow between two stationary parallel plates that are separated by a fluidwith viscosity l and distance d. It is the most common type of flows observed in long, narrow channels (e.g, microfluidic

    1. Plane channel flow: stabilized pressure field by CDGLS scheme, a = 1.5, and Lagrangian Q2=Q1 finite element with discontinuous pressure.

  • Fig. 2. Plane channel flow: stabilized pressure field by CDGLS scheme, a = 0.05, and Lagrangian Q2=Q1 finite element with discontinuous pressure.

    Fig. 3. Plane channel flow: stabilized pressure field by CDGLS scheme, a = 0.005, Lagrangian Q2=Q1 finite element with discontinuous pressure.

    0 0.05 0.1 0.15 0.2 0.250

    0.1

    0.2

    0.3

    0.4

    0.5

    0.6

    0.7

    0.8

    0.9

    1

    dimensionless velocity 2μu/πd2

    dim

    ensi

    onle

    ss d

    ista

    nce

    y/d

    CDGLS, α=1.5CDGLS, α=0.5CDGLS, α=0.05CDGLS, α=0.005ExactClassical

    Fig. 4. Plane channel flow: exact and numerical velocity profiles across the centerline x/d = 0.5 for different stabilization parameter a values. All numericalresults were obtained with a mesh made up of 100 Lagrangian Q2=Q1 finite elements with discontinuous pressure.

    5476 A.G.B. Cruz et al. / Journal of Computational Physics 231 (2012) 5469–5488

    devices) [30]. An analytical solution to this flow problem governed by the incompressible Eqs. (2) and (3) with no forcingterm was developed by Fried and Gurtin in reference [22]. The pressure field is only known up to an arbitrary additive con-stant with gradient

  • 0 0.05 0.1 0.15 0.2 0.250

    0.1

    0.2

    0.3

    0.4

    0.5

    0.6

    0.7

    0.8

    0.9

    1

    dimensionless velocity 2μu/π d2

    dim

    ensi

    onle

    ss d

    ista

    nce

    y/d

    0.11.03.0

    ClassicalExactNumerical

    Fig. 5. Plane channel flow: exact and numerical profiles across x/d = 0.5 for ratios l/‘equal to 0.1, 1.0 and 3.0. All numerical results were obtained with amesh made up of 100 Lagrangian Q2=Q1 elements with discontinuous pressure.

    Fig

    A.G.B. Cruz et al. / Journal of Computational Physics 231 (2012) 5469–5488 5477

    rp ¼ �pex ð53Þ

    and p = constant, whereas the velocity solution u = u(y)ex is given by

    uðyÞ ¼ pd2

    2lyd

    1� yd

    � bl‘

    d sinhðd=‘Þ sinhd‘� sinh y

    ‘� sinh d� y

    � �� �; ð54Þ

    where

    bl ¼ð2‘=dÞ þ ðl=‘Þ

    1þ ðl=‘Þ tanhðd=2‘Þ ð55Þ

    is a nonnegative dimensionless number, and l > 0 is a adherence length scale; cf. [22]As in reference [20], we use this exact solution which is essentially one-dimensional to construct a two-dimensional

    boundary value problem to verify the simulation results obtained with the CDGLS-stabilized scheme (30). We solved thisflow problem in the rectangular channel domain X = [0,10d] � [0,d] with d = 0.5 mm, prescribing the input boundary con-ditions u = u(y)ex, (ru)n = 0 agreeing with exact velocity (54) on {x = 0,0 < y < d} and output boundary conditions u free,v = 0,(ru)n = 0 on {x = 10d,0 < y < d}. Fixed wall boundary conditions u = 0, (ru)n = g1 were specified on both {y = 0,0 < x < 10d},{y = d,0 < x < 10d}.

    We begin by examining the numerical and exact solutions, and the sensitivity of the discrete solution for the stabilizationparameter dGLS trying several values of the parameter a. For this, we set the material characteristic length ‘equal to d/4 andlength scale l = 0 are considered for the gradient theory. The spatial mesh is made up of 100 elements. The discrete solutionsof the pressure field are shown in the Figs. 1–3 for Q2=Q1 finite element with discontinuous pressure. Fig. 4 shows the veloc-

    . 6. Plane channel flow: oscillated pressure field by CDGLS scheme, a = 0.000015, and Lagrangian Q2=Q2 element with continuous pressure.

  • Fig. 7. Plane channel flow: oscillated pressure field by CDGLS scheme, a = 0.000015, and Lagrangian Q2=Q2 element with discontinuous pressure.

    Fig. 8. Plane channel flow: stabilized pressure field by CDGLS scheme, a = 0.05, and Lagrangian Q2=Q2 element with discontinuous pressure.

    0

    0.5

    1x 10−3

    0

    0.5

    1x 10−3

    −1.5

    −1

    −0.5

    0

    0.5

    1

    1.5

    x−coordinatey−coordinate

    Pres

    sure

    Fig. 9. Driven cavity flow: oscillated pressure field obtained with the Lagrangian Q2=Q1 element with continuous pressure; and stabilization parametera = 0.0005 for the CDGLS method.

    5478 A.G.B. Cruz et al. / Journal of Computational Physics 231 (2012) 5469–5488

    ity profiles across the center line x/d = 0.5, together with exact and classical reference solution for this problem (cf. [22]), andare similar those obtained by Kim et al. [20]. Note that stability is reached for different a values. However, we may observethat for small values of a the pressure exhibits small perturbation in the corners of the domain. In the other extreme, if larger

  • 0

    0.5

    1x 10−3

    0

    0.5

    1x 10−3

    −1.5

    −1

    −0.5

    0

    0.5

    1

    1.5

    x−coordinatey−coordinate

    Pres

    sure

    Fig. 10. Driven cavity flow: oscillated pressure field obtained with the Lagrangian Q2=Q1 element with discontinuous pressure; and stabilization parametera = 0.0005 for the CDGLS method.

    0

    0.5

    1x 10−3

    0

    0.5

    1x 10−3

    −1.5

    −1

    −0.5

    0

    0.5

    1

    1.5

    x−coordinatey−coordinate

    Pres

    sure

    Fig. 11. Driven cavity flow: stabilized pressure field obtained with the Lagrangian Q2=Q1 element with discontinuous pressure; and stabilization parametera = 0.01 for the CDGLS method.

    A.G.B. Cruz et al. / Journal of Computational Physics 231 (2012) 5469–5488 5479

    values of a are used the velocity profiles present oscillations and do not reproduce the exact solution, while accompanied byreasonable pressure approximation.

    Fig. 5 compares numerical and exact solutions across the channel center line x/d = 0.5 for the case of generalized adher-ence conditions using three different ratios l/‘of adherence length to material length scale, compared with the classical ref-erence solution for this problem. The results show a satisfactory match between the numerical and exact velocity fields, andare also similar those obtained in reference [20], It is expected that the velocity profiles at small length scales are smallerthan those of conventional theory, as discussed in reference [22,20].

    Figs. 6 and 7 show the pressure field obtained with Q2=Q2 (biquadratic) element with continuous and discontinuous pres-sure interpolations, respectively, and they clearly depict the adverse effects of violating the inf-sup condition. Fig. 8 depictsthat the pressure is stabilized, however, presenting slight perturbations in the corners of the computational domain.

    5.2. Case 2: Lid driven cavity flow problem

    In this second case, we solve the lid driven cavity flow problem in the square domain X = [0,d]2 at small length scale(d = 1 mm) in which the velocity is set to zero and (ru)n = g1 are enforced on all boundary except for the top lid{y = d,0 < x < d}, which moves with velocity u = Udex with speed Ud constant; (ru)n = 0. We also set the material length scale‘equal to 1.5d, comparable to the geometric length scale d. and the Reynolds number was fixed igual to 2 � 10�3.

    We begin by considering the spatial mesh made up of 20 � 20 elements. Figs. 9 and 10 show oscillated pressure fields forthe Q2=Q1 finite element by the CDGLS method with the pressure continuously and discontinuously interpolated, respec-

  • 0

    0.5

    1x 10−3

    0

    0.5

    1x 10−3

    −1.5

    −1

    −0.5

    0

    0.5

    1

    1.5

    x−coordinatey−coordinate

    Pres

    sure

    Fig. 12. Driven cavity flow: stabilized pressure field obtained with the Lagrangian Q2=Q1 element with discontinuous pressure; and stabilization parametera = 0.1 for the CDGLS method.

    0 0.2 0.4 0.6 0.8 1x 10−3

    −0.08

    −0.06

    −0.04

    −0.02

    0

    0.02

    0.04

    x−coordinate

    Pres

    sure

    CDGLS, α=0.0005CDGLS, α=0.01CDGLS, α=0.1

    Fig. 13. Driven cavity flow: pressure distribution across the centerline y = 0.0005; mesh made up of 20 � 20 elements.

    −0.4 −0.2 0 0.2 0.4 0.6 0.8 10

    0.1

    0.2

    0.3

    0.4

    0.5

    0.6

    0.7

    0.8

    0.9

    1

    dimensionless velocity u/Ud

    dim

    ensi

    onle

    ss h

    eigt

    h y/

    d

    CDGLS, α=0.0005CDGLS, α=0.01CDGLS, α=0.1Classical

    Fig. 14. Driven cavity flow: normalized velocity profiles across y/d = 0.5; mesh made up of 20 � 20 elements.

    5480 A.G.B. Cruz et al. / Journal of Computational Physics 231 (2012) 5469–5488

  • 0 0.2 0.4 0.6 0.8 1−0.4

    −0.3

    −0.2

    −0.1

    0

    0.1

    0.2

    0.3

    dim

    ensi

    onle

    ss v

    eloc

    ity v

    /Ud

    dimensionless width x/d

    CDGLS, α=0.0005CDGLS, α=0.01CDGLS, α=0.1Classical

    Fig. 15. Driven cavity flow: normalized velocity profiles across x/d = 0.5; mesh made up of 20 � 20 elements.

    0

    0.5

    1x 10−3

    0

    0.5

    1x 10−3

    −0.2

    −0.1

    0

    0.1

    0.2

    0.3

    x−coordinatey−coordinate

    Pres

    sure

    Fig. 16. Driven cavity flow: oscillated pressure field obtained with the Lagrangian Q2=Q2 element with continuous pressure, and stabilization parametera = 0.00025 for the CDGLS method; mesh made up of 10 � 10 elements.

    0

    0.5

    1x 10−3

    0

    0.5

    1x 10−3

    −0.2

    −0.1

    0

    0.1

    0.2

    0.3

    x−coordinatey−coordinate

    Pres

    sure

    Fig. 17. Driven cavity flow: oscillated pressure field obtained with the Lagrangian Q2=Q2 element with discontinuous pressure, and stabilization parametera = 0.00025 for the CDGLS method; mesh made up of 10 � 10 elements.

    A.G.B. Cruz et al. / Journal of Computational Physics 231 (2012) 5469–5488 5481

  • 0

    0.5

    1x 10−3

    0

    0.5

    1x 10−3

    −0.2

    −0.1

    0

    0.1

    0.2

    0.3

    x−coordinatey−coordinate

    Pres

    sure

    Fig. 18. Driven cavity flow: stabilized pressure field obtained with the Lagrangian Q2=Q2 element with discontinuous pressure, and stabilization parametera = 0.005 for the CDGLS method; mesh made up of 10 � 10 elements.

    0

    0.5

    1x 10−3

    0

    0.5

    1x 10−3

    −0.2

    −0.1

    0

    0.1

    0.2

    0.3

    x−coordinatey−coordinate

    Pres

    sure

    Fig. 19. Driven cavity flow: stabilized oscillated pressure field obtained with the Lagrangian Q2=Q2 element with discontinuous pressure, and stabilizationparameter a = 0.035 for the CDGLS method; mesh made up of 10 � 10 elements.

    5482 A.G.B. Cruz et al. / Journal of Computational Physics 231 (2012) 5469–5488

    tively. Figs. 11 and 12 show that the stability of the large pressure gradients can be reached gradually by using appropriate avalues. It is important to observe that for a sufficiently small value of a the pressure is polluted by oscillations even for stablemixed interpolations. However, for large values of a there is the risk of over-stabilization by damping out discrete results ofthe pressure field changing the physics of the problem and the pressure on the corners of the domain might not be correctlycaptured (we recall that the pressure is singular at the top corners for this problem). Observations on this point agree quitewell with those of the reference [27]. The pressure distribution along the horizontal line y = 0.0005 is shown in Fig. 13, andaccompanied by reasonable velocity approximations as shown by the velocity profiles across the centerlines x/d = 0.5 andy/d = 0.5 of Figs. 14 and 15.

    We note that these results clearly indicate that the accuracy of the pressure field is sensitive to the stabilizationparameter.

    We conclude this section considering equal order approximations of velocity and pressure which are Galerkin unstablefor second order problems; that is, do not satisfy the inf-sup condition. For this, we consider the spatial mesh made up of10 � 10 elements. Pressure fields are shown in Figs. 16 and 17 for the biquadratic Q2=Q2 element with continuous and dis-continuous pressure respectively. The pressure field obtained with Q2=Q2 element is polluted by spurious oscillations. Theseadverse effects are caused by violation of the inf-sup condition. The stability of the discrete pressure field can be reachedgradually by using a suitable stabilization parameter a as shown in Figs. 18–20. We note once again that for a large a thediscrete solutions of the pressure field are very diffusive owing to over-stabilization of the large pressure gradients. Conse-quently, optimal or quasi optimal stabilization parameters have to be identified when using the CDGLS-stabilized method

  • 0

    0.5

    1x 10−3

    0

    0.5

    1x 10−3

    −0.2

    −0.1

    0

    0.1

    0.2

    0.3

    x−coordinatey−coordinate

    Pres

    sure

    Fig. 20. Driven cavity flow: stabilized oscillated pressure field obtained with the Lagrangian Q2=Q2 element with discontinuous pressure, and stabilizationparameter a = 0.1 for the CDGLS method; mesh made up of 10 � 10 elements.

    0 0.2 0.4 0.6 0.8 1x 10−3

    −0.02

    −0.015

    −0.01

    −0.005

    0

    0.005

    0.01

    x−coordinate

    Pres

    sure

    CDGLS, α=0.00025CDGLS, α=0.005CDGLS, α=0.035CDGLS, α=0.1

    Fig. 21. Driven cavity flow: pressure distribution across the centerline y = 0.0005; mesh made up of 10 � 10 elements.

    −0.4 −0.2 0 0.2 0.4 0.6 0.8 10

    0.1

    0.2

    0.3

    0.4

    0.5

    0.6

    0.7

    0.8

    0.9

    1

    dimensionless velocity u/Ud

    dim

    ensi

    onle

    ss h

    eigt

    h y/

    d

    CDGLS, α=0.00025CDGLS, α=0.005CDGLS, α=0.035CDGLS, α=0.1Classical

    Fig. 22. Driven cavity flow: normalized velocity profile across y/d = 0.5; mesh made up of 10 � 10 elements.

    A.G.B. Cruz et al. / Journal of Computational Physics 231 (2012) 5469–5488 5483

  • 0 0.2 0.4 0.6 0.8 1−0.4

    −0.3

    −0.2

    −0.1

    0

    0.1

    0.2

    0.3

    dim

    ensi

    onle

    ss v

    eloc

    ity v

    /Ud

    dimensionless width x/d

    CDGLS, α=0.00025CDGLS, α=0.005CDGLS, α=0.035CDGLS, α=0.1Classical

    Fig. 23. Driven cavity flow: normalized velocity profile across x/d = 0.5; mesh made up of 10 � 10 elements.

    5484 A.G.B. Cruz et al. / Journal of Computational Physics 231 (2012) 5469–5488

    Fig. 21 shows the pressure distribution across the line y/d = 0.5, without any significant loss for the velocity as shown by thevelocity profiles across the cavity centerlines x/d = 0.5 and y/d = 0.5 of Figs. 22 and 23 respectively.

    All these numerical results reinforce the importance of the GLS stabilization method in the proposed formulation. It canbe observed that an optimum stabilization parameter needs to be obtained and that this parameter is not necessarily thesame for all the elements in the mesh.

    6. Concluding remarks

    We have obtained an efficient and stabilized finite-element formulation for fourth-order incompressible flow problems.Our formulation is based on the C0-interior penalty and the Galerkin least-square methods, and adopts discontinuous pres-sure interpolations. Furthermore, it is weakly coercive for discrete spaces that fail to satisfy the restrictions imposed by theinf-sup condition. Numerical results show that the proposed formulation can effectively stabilize large gradients of pressure,and also indicate that the choice of the discrete pressure and velocity spaces can be made freely. While this approach yieldssatisfactory results, the accuracy of the discrete results of the pressure is extremely sensitive to the stability parameter usedin the GLS method. Therefore an optimum stabilization parameter has to be obtained to ensure accuracy and good conver-gency of the method.

    A methodology to determine optimal or quasi-optimal stability parameters of GLS-stabilized finite element methods forsecond-order incompressible problems has been investigated in Carmo et al. [28,29]. However, the extension of these resultsto fourth-order problems with incompressibility constraint is not trivial. However the Lemma 1 indicates that there exists anoptimal or quasi-optimal least square parameter that is not necessarily the same for all the elements in the mesh. It alsoasserts that this parameter depends on the degree of the polynomial used to interpolate the velocity and pressure fields,the geometry of the elements of the mesh and the fluid viscosity term.

    From this analysis, we intend to extend the procedure proposed in [28,29] to identify optimal stability parameters of GLSmethod applied to fourth-order problems with internal constraint. We also hope to be able to obtain a stability analysis withthe inf-sup constant independent of the parameter (‘/he), together with a robust error estimate. It will be pursued in the nearfuture.

    Acknowledgement

    The support from the Brazilian agency CAPES is gratefully acknowledged.

    Appendix A

    The following elementary inequality will be used in the proof of Lemma 1 below

    �ab 6 12

    ca2 þ 1c

    b2� �

    8a; b 2 R and 8c 2 R ðc > 0Þ: ðA:1Þ

    Let k be defined as follows

  • A.G.B. Cruz et al. / Journal of Computational Physics 231 (2012) 5469–5488 5485

    k ¼ kð‘;MhÞ ¼max ‘he

    � �2; e ¼ 1; . . . ;ne

    ( ): ðA:2Þ

    Proof of Lemma 1. Let ðuh; phÞ 2 Vh;ku � Vhp. The proof proceeds in three steps.

    (1) A straightforward calculation yields

    Ahðuh;ph;uh;phÞ¼Xnee¼1

    ð1�bÞ juhj2l;H1ðXeÞn þjuhj2l;‘;Lapþ

    Xe0>e

    ZCee0

    su@ue@neþ@ue

    0

    @ne0

    � ����� ����2 dCþXni¼1

    ZXe

    aeðheÞ2

    ljRiðuh;phÞj2 dX

    !(

    þb juhj2l;H1ðXeÞn þjuhj2l;‘;Lapþ

    Xe0>e

    ZCee0

    su@ue@neþ@ue

    0

    @ne0

    � ����� ����2dCþXni¼1

    ZXe

    aeðheÞ2

    ljRiðuh;phÞj2 dX

    !): ðA:3Þ

    By using the inequality (A.1) with c = b in the following identity

    bð1þ bÞ

    ZXe

    aeðheÞ2

    l@ph

    @xi

    � �2¼ bð1þ bÞ

    ZXe

    aeðheÞ2

    ljRiðuh;phÞ þ lDuhi � l‘

    2DDuhi j2 dX; ðA:4Þ

    we have

    bð1þ bÞ

    ZXe

    aeðheÞ2

    l@ph

    @xi

    � �26 bð1þ bÞ

    ZXe

    aeðheÞ2

    lð1þ bÞjRiðuh;phÞj2 dX

    þZ

    Xe

    2aeðheÞ2

    l1þ 1

    b

    � �ðjlDuhi j

    2 þ jl‘2DDuhi j2Þ dX

    !: ðA:5Þ

    It follows from (46), (48), (50), (51) and (A.5) that

    bð1þ bÞ jp

    hj2ae ;he ;l;H1ðXeÞ 6 b juhj2l;H1ðXeÞn þ ju

    hj2l;‘;Lap þXe0>e

    ZCee0

    su@ue@neþ @ue

    0

    @ne0

    � ����� ����2 dCþ ZXe

    aeðheÞ2

    ljRiðuh;phÞj2

    !: ðA:6Þ

    Combining (45) and (A.3) with (A.6), we find

    Ahðuh;ph;uh;phÞP kjðuh;phÞkj2b;h;X �Xnee¼1

    �phel1=2

    ���� ����2L2ðXeÞ

    !: ðA:7Þ

    (2) k > 1 Shp � L2ðXÞ and Vhp � L

    2ðXÞ

    From the result presented in Fortin [31] (cf. also [32]) and Lemma (4.19) given in reference [10], we have that for allk > 1 there exists a positive real constant C⁄,Fortin > 0 such that, for all ph 2 Vhp, there is vh 2 V

    h;ku satisfying

    Xne

    e¼1� ðr � vhe ; �pheÞL2ðXeÞ ¼

    Xnee¼1

    �phel1=2

    ���� ����2L2ðXeÞ

    ; ðA:8Þ

    kvhk2H1ðXeÞn 6 C�;Fortin Xne

    e¼1

    �phel1=2

    ���� ����2L2ðXeÞ

    !12

    : ðA:9Þ

    Furthermore, using the inverse inequalities (38) and (39) together with the regularity condition MC1, and by inequality (A.1)with an appropriate value of c and the Fortin’s result (A.9), after some algebraic manipulation, we have

    Xne

    e¼1

    ZXe

    l‘2ðDvÞ2 dXþZ

    Xe

    ljrvj2 dXþXe0>e

    ZCee0

    su@ve@neþ @ve

    0

    @ne0

    � �2dC

    !

    6 C��Xnee¼1

    kvek2H1ðXeÞn þXe0>e

    kve0 k2H1ðXeÞn !

    6 C��ðNface þ 1ÞXnee¼1kvek2H1ðXeÞn

    !

    6 C��ðNface þ 1ÞC�;FortinXnee¼1

    pel1=2

    ���� ����2L2ðXeÞ

    !¼ eC 2 Xne

    e¼1

    pel1=2

    ���� ����2L2ðXeÞ

    !ðA:10Þ

    where Nface is the number of faces of the element Xe.A straightforward calculation yields

    Ahðuh;ph;vh;0Þ ¼ A0ðuh;vhÞ þXnee¼1

    � r � vhe ; �phe þ p̂he� �

    L2ðXeÞþXni¼1

    ZXe

    aeðheÞ2

    lRiðuh;phÞ lDvhi

    � �dXe

    !; ðA:11Þ

  • 5486 A.G.B. Cruz et al. / Journal of Computational Physics 231 (2012) 5469–5488

    A0ðuh;vhÞ ¼Xnee¼1

    Xn1¼1

    ZXe

    lruhe;i � rvhe;i dXe þZ

    Xe

    l‘2Duhe;iDvhe;i dXe

    � �(

    þXe0>e

    �Z

    Cee0

    12

    l‘2Duhe þ l‘2Duhe0

    � �� @ve@neþ @ve0@ne0

    � �dC

    þZ

    Cee0

    12

    @ue@neþ @ue0@ne0

    � �� l‘2Dvhe þ l‘

    2Dvhe0� �

    dCþZ

    Cee0su

    @ue@neþ @ue0@ne0

    � �� @ve@neþ @ve0@ne0

    � �dC

    !): ðA:12Þ

    Since

    Xnee¼1kr � vhek2L2ðXeÞ 6 n

    Xnee¼1kvk2H1ðXeÞn ; ðA:13Þ

    by Cauchy–Schwartz inequality in L2(Xe), (44), (49), (A.8) and (A.9) and by Cauchy-Schwartz inequality in Rne, we have

    Xnee¼1� r � vhe ; �phe þ p̂he� �

    L2ðXeÞP

    Xnee¼1

    �phel1=2

    ���� ����2L2ðXeÞ

    !� C2

    Xnee¼1

    �phel1=2

    ���� ����2L2ðXeÞ

    !12 Xne

    e¼1

    b1þ b jp

    hj2ae ;he ;l;H1ðXeÞ

    !12

    ; ðA:14Þ

    C2 ¼ C�;Fortin supnlð1þ bÞ

    bae

    � �12

    CePoinc; e ¼ 1; . . . ; ne( )

    : ðA:15Þ

    Similarly, by Cauchy–Schwartz inequality in L2(Xe), (50), (A.9) and by Cauchy–Schwartz inequality in Rne, we have

    Xnee¼1

    Xni¼1

    ZXe

    aeðheÞ2

    lRiðuh;phÞ lDvhi

    � �P � l b

    1� b

    � �12

    C�;FortinXnee¼1

    �phel1=2

    ���� ����2L2ðXeÞ

    !12

    �Xnee¼1ð1� bÞ

    Xni¼1

    ZXe

    aeðheÞ2

    ljRiðuh; phÞj2

    !12

    : ðA:16Þ

    Next, by using the Cauchy–Schwartz inequality in L2(Xe), the inequalities relations defined in (MC1), (38) and by Cauchy–Schwartz inequality in Rne, we can find a constant Cc1 > 0 such that

    A0ðuh;vhÞP �Cc1Xnee¼1

    Xn1¼1

    ZXe

    ðlðruhe;iÞ2 dXe þ l‘2 Duhe;i 2

    dXe þXe0>e

    ZCee0

    su@ue@neþ @ue

    0

    @ne0

    � �2dC

    !( )12

    �Xnee¼1

    Xn1¼1

    ZXe

    l rvhe;i 2

    þ l‘2 Dvhe;i 2� �

    dXe þXe0>e

    ZCee0

    su@ve@neþ @ve

    0

    @ne0

    � �2dC

    !( )12

    ðA:17Þ

    It follows from the result (A.10) that

    A0ðuh;vhÞP �Cc1eC ð1� bÞXnee¼1

    Xn1¼1

    ZXe

    ðlðruhe;iÞ2 þ l‘2ðDuhe;iÞ2Þ dXe þXe0>e

    ZCee0

    su@ue@neþ @ue

    0

    @ne0

    � �2dC

    ! !12

    � 1ð1� bÞXnee¼1

    �phel1=2

    ���� ����2L2ðXeÞ

    !12

    : ðA:18Þ

    From (A.11), (A.14)–(A.18) and by Cauchy–Schwartz inequality in R3, we infer that

    Ahðuh;ph;vh;0ÞPXnee¼1

    �phel1=2

    ���� ����2L2ðXeÞ

    !� C3

    Xnee¼1

    �phel1=2

    ���� ����2L2ðXeÞ

    !12

    �Xnee¼1ð1� bÞ juhj2l;H1ðXeÞ þ ju

    hj2l;‘;Lap þXni¼1

    ZXe

    aeðheÞ2

    ljRiðuh; phÞj2 dX

    þXe0>e

    ZCee0

    su@ue@neþ @ue

    0

    @ne0

    � �2dC

    !þ b

    1þ b

    � �jphj2ae ;he ;l;H1ðXeÞ

    !12

    ; ðA:19Þ

    C3 ¼ ð3Þ12 sup l b

    1� b

    � �12

    C�;Fortin;Cc1eC 11� b� �1

    2

    ;C2

    ( ): ðA:20Þ

  • A.G.B. Cruz et al. / Journal of Computational Physics 231 (2012) 5469–5488 5487

    Combining the classic inequality (A.1) with c = 1 and (A.19) we find

    Ahðuh;ph;vh;0ÞP 12

    Xnee¼1

    �phel1=2

    ���� ����2L2ðXeÞ

    !� C4

    Xnee¼1ð1� bÞ juhj2l;H1ðXeÞ þ ju

    hj2l;‘;Lap þXni¼1

    ZXe

    aeðheÞ2

    ljRiðuh; phÞj2 dX

    þXe0>e

    ZCee0

    su@ue@neþ @ue

    0

    @ne0

    � �2dC

    !þ b

    1þ b

    � �jphjae ;he;l;H

    1ðXeÞ2!;: ðA:21Þ

    where C4 ¼ ðC3Þ12=2. It follows from the norm (45) that

    Ahðuh;ph;vh;0ÞP 12

    Xnee¼1

    �phel1=2

    ���� ����2L2ðXeÞ

    !� C4 kjðuh; phÞjk2b;h;X �

    Xnee¼1

    �phel1=2

    ���� ����2L2ðXeÞ

    ! !: ðA:22Þ

    (3) Choosing

    h ¼ 11þ C4 þ 14

    ; ðA:23Þ

    and setting

    wh ¼ ð1� hÞuh þ hvh and qh ¼ ð1� hÞph; ðA:24Þ

    and by combining (A.7) with (A.22) (k > 1), we find

    Ahðuh;ph;wh; qhÞP þðð1� hÞ � hC4Þ kjðuh; phÞjk2b;h;X �Xnee¼1

    �phel1=2

    ���� ����2L2ðXeÞ

    ! !þ h

    2

    Xnee¼1

    �phel1=2

    ���� ����2L2ðXeÞ

    !; ðA:25Þ

    and therefore it follows that

    Ahðuh;ph;wh; qhÞP h4kjðuh;phÞjk2b;h;X: ðA:26Þ

    Since

    ðwh;phÞ ¼ ð1� hÞðuh;phÞ þ hðvh;0Þ; ðA:27Þ

    we have by triangular inequality, (45), (50) and (A.9) that

    kjðwh; qhÞjkb;h;X 6 ð1� hÞkjðuh;phÞjkb;h;X þ hkjðvh;0Þjkb;h;X 6 ðð1� b2ÞlÞ12C5kjðuh;phÞjkb;h;X; ðA:28Þ

    C5 ¼ C�;Fortin ð1þ kð‘;MhÞÞ: ðA:29Þ

    Setting

    CInfSup ¼h

    4ðð1� b2ÞlÞ14C5

    ; ðA:30Þ

    finally yields

    Ahðuh;ph;wh; qhÞP CInfSup kjðuh;phÞjkb;h;Xkjðwh; qhÞjkb;h;X; ðA:31Þ

    and the result follows immediately, completing the proof. h

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    A consistent and stabilized continuous/discontinuous Galerkin method for fourth-order incompressible flow problems1 Introduction2 Model problem3 Finite element approximation3.1 Discontinuous Galerkin formulation3.2 Consistency3.3 Galerkin least square stabilization

    4 Stability analysis of the fourth-order incompressible problem5 Numerical results5.1 Case 1: Plane Poiseuille flow5.2 Case 2: Lid driven cavity flow problem

    6 Concluding remarksAcknowledgementAppendix A References