Nonlinear Analysis: Real World Applications 14 (2013) 11711181

Contents lists available at SciVerse ScienceDirect

Nonlinear Analysis: Real World Applications
journal homepage: www.elsevier.com/locate/nonrwa
Two-level defect-correction locally stabilized finite element method for
the steady NavierStokes equations

Pengzhan Huang, Xinlong Feng

, Haiyan Su
College of Mathematics and System Sciences, Xinjiang University, Urumqi 830046, PR China
a r t i c l e i n f o
Article history:
Received 7 June 2011
Accepted 15 September 2012
Keywords:
Defect-correction
Two-level strategy
NavierStokes equations
Local Gauss integration
Error estimate
Finite element method
a b s t r a c t
This paper proposes a two-level defect-correction stabilized finite element method for the
steady NavierStokes equations based on local Gauss integration. The method combines
the two-level strategy with the defect-correction method under the assumption of the
uniqueness condition. Both the simplified and the Newton scheme are proposed and
analyzed. Moreover, the numerical illustrations agree completely with the theoretical
expectations.
2012 Elsevier Ltd. All rights reserved.
1. Introduction
The incompressible NavierStokes equations model Newtonian fluids, such as air flow at low speed, weather, blood
flow and water flow. The numerous works are devoted to this system, and the finite element methods and finite volume
methods are two classes of the most successful methods for the simulation. However, solving the NavierStokes equations
numerically is still an important but challenging problem. The discretization of the NavierStokes equations by finite
element methods andfinite volume methods may generally bring out two shortcomings: the violationof the discrete infsup
condition and spurious oscillations due to the domination of the nonlinear convection term.
To increase the efficiency of a numerical method, an alternative idea is the two-level method. The basic idea of two-level
discretization strategy for solving nonlinear partial differential equations is to compute an initial approximation on a very
coarse mesh, then to solve a linear system on a fine mesh. Some details of the two-level method can be found in the works
of Xu [1,2], Layton [3], Layton and Lenferink [4], Layton and Tobiska [5], Zhang and He [6], Ervin et al. [7], He and Li [8], He
and Wang [9], Li [10], Shang [11] and Huang et al. [12].
For solving nonlinear steady-state problems, the defect-correction method is an iterative improvement technique
(see [13] for a survey of the technique). The basic idea of the defect-correction method is to solve artificial viscosity
nonlinear equations in the defect step and correct the residual by a linearized problemin the correction step for a fewsteps
(e.g., see [14,15]). This method can increase the accuracy of the solution without refining the grid, so it has been successively
studied in many references. Layton [16] initially investigated the defect-correction method for the incompressible
NavierStokes equations with high Reynolds number. In [17], Axelsson and Layton applied the defect-correction method
for convectiondiffusion problems. Subsequently, Layton, Lee and Peterson also provided some further studies based on the
defect-correction method for NavierStokes equations (see [15] and the references therein). Recently, Kaya et al. [14] have

This work is in part supported by the NSF of China (Nos. 11271313, 61163027, and 10901131), the China Postdoctoral Science Foundation (Nos.
201104702, and 2012M512056), the Key Project of Chinese Ministry of Education (No. 212197) and the NSF of Xinjiang Province (No. 2010211B04).

Corresponding author. Tel.: +86 9918582482.

E-mail addresses: hpzh007@yahoo.cn (P. Huang), fxlmath@gmail.com, fxlmath@yahoo.cn (X. Feng), yanzi880308xju@sina.com (H. Su).
1468-1218/$ see front matter 2012 Elsevier Ltd. All rights reserved.
doi:10.1016/j.nonrwa.2012.09.008
1172 P. Huang et al. / Nonlinear Analysis: Real World Applications 14 (2013) 11711181
considered the synthesis of a subgrid stabilization method with defect-correction method for the stationary NavierStokes
equations. Wang [18] presented a newdefect-correction method for the NavierStokes equations. Besides, Liu and Hou [19]
studied a two-level defect-correction method for the steady-state NavierStokes equations based on the spectral method.
In the analysis and practice of employing finite element methods in solving the NavierStokes equations, the infsup
condition has played an important role because it ensures a stability and accuracy of the underlying numerical schemes.
This condition is something that enforces a certain correlation between two finite element spaces so that they both have the
required properties when employed for the NavierStokes equations. However, due to the computational convenience and
efficiency in practice, some mixed finite element pairs which do not satisfy the infsup condition are also popular. Hence,
much attention has been paid to the study of the stabilized method for the NavierStokes and Stokes problems [2024].
Recent studies have focused on stabilization of the lowest equal-order finite element pair P
1
P
1
(linear functions) using
the projection of the pressure onto the piecewise constant space [25]. This stabilization technique based on the two local
Gauss integrations technique does not require approximation of derivatives, specification of mesh-dependent parameters,
and always leads to symmetric problems. In addition, no edge-based data structures and assembly are required. Therefore,
this method is gaining more and more popularity in the computational fluid dynamics.
It is well known that a few linearization methods are efficient for solving the stationary NavierStokes equations under
some strong uniqueness condition. Recently, He and Li [26] and Xu and He [27] have presented the three iterative methods
based on the finite element discretization for the stationary NavierStokes equations, where the Newton and Oseen iterative
methods are the semi-implicit scheme for the nonlinear term, the Stokes iterative is the implicit/explicit scheme. Moreover,
He and Li [28] and He [29] have given the Euler implicit/explicit scheme based on the mixed finite element to solve the
stationary NavierStokes equations. The time iterative scheme is based on the Euler semi-implicit scheme which is implicit
for the linear terms and the explicit for the nonlinear term.
In this paper, we will combine the defect-correction method with the two-level discretization for solving the two-
dimensional steady NavierStokes problembased on the locally stabilized finite element method with Gaussian quadrature
rules. Both the simplified and the Newton scheme are proposed and analyzed. The remainder of this paper is organized as
follows. In Section 2, we introduce the studied equations, the notations and some well-known results used throughout this
paper. A stabilized finite element strategy is recalled in Section 3. The simplified and Newton two-level defect-correction
methods are given in Sections 4 and 5, respectively. Then in Section 6, numerical experiments are shown to verify the
theoretical results completely. Finally, in Section 7, we conclude with a summary and possible extensions.
2. Preliminaries
Let be a bounded, convex and open subset of R
2
with a Lipschitz continuous boundary . We consider the steady
NavierStokes problem
u +(u )u +p = f in ,
div u = 0 in , (1)
u = 0 on ,
where u = (u
1
(x), u
2
(x)) represents the velocity vector, p = p(x) the pressure, f = (f
1
(x), f
2
(x)) the prescribed body force
and > 0 the viscosity.
We shall introduce the following Hilbert spaces:
X = H
1
0
()
2
, Y = L
2
()
2
, M = L
2
0
() =
_
q L
2
() :
_

q dx = 0
_
.
The spaces L
2
()
m
, m = 1, 2, are equipped with the L
2
-scalar product (, ) and L
2
-norm
0
. The space X is endowed with
the usual scalar product (u, v) and the normu
0
. Standard definitions are used for the Sobolev spaces W
m,p
(), with
the norm
m,p
, m, p 0. We will write H
m
() for W
m,2
() and
m
for
m,2
. Next, let the closed subset V of X be
given by
V = {v X : div v = 0},
and denote by H the closed subset of Y, i.e.,
H = {v Y : div v = 0, v n|

= 0}.
We denote the Stokes operator by A = P, where P is the L
2
-orthogonal projectionof Y onto H and set D(A) = H
2
()
2
V.
Moreover, we need a further assumption on provided in [30,26].
We make a regularity assumption on the Stokes problem.
(A). Assume that is smooth so that the unique solution (v, q) X M of the steady Stokes problem
v +q = g in ,
div v = 0 in ,
v = 0 on ,
P. Huang et al. / Nonlinear Analysis: Real World Applications 14 (2013) 11711181 1173
for any prescribed g Y exists and satisfies
v
2
+q
1
c
0
g
0
, (2)
where c
0
> 0 is a constant depending on . Subsequently, c (with or without a subscript) will denote a positive constant
which may stand for different values at its different occurrences.
We remark that the validity of assumption (A) is known [31] if is of C
2
or if is a two-dimensional convex polygon.
From the assumption (A), it is well known [32] that
v
2
c
1
Av
0
, v
0
c
2
Av
0
, v D(A), (3)
v
0
c
2
v
0
, v X. (4)
We define the continuous bilinear forms a(, ), d(, ) and a generalized bilinear formB((, ); (, )) on X X, X M and
(X M) (X M), respectively, by
a(u, v) = (u, v), u, v X,
d(v, q) = (q, divv), v X, q M,
and
B((u, p); (v, q)) = a(u, v) d(v, p) +d(u, q), (u, p), (v, q) X M,
and a trilinear form b(; , ) on X X X by
b(u; v, w) = ((u )v, w) +
1
2
((divu)v, w)
=
1
2
((u )v, w)
1
2
((u )w, v), u, v, w X.
With the above notations, the variational formulation of problem (1) reads as follows: find (u, p) X M such that for
all (v, q) X M,
B((u, p); (v, q)) +b(u; u, v) = (f , v). (5)
It is easy to verify that b and B satisfy the following important properties [8,26]:
b(u; v, w) = b(u; w, v),
|b(u; v, w)| +|b(v; u, w)| +|b(w; u, v)| c
3
u
0
Av
0
w
0
, (6)
|b(u; v, w)| Nu
0
v
0
w
0
, (7)
and
|B((u, p); (v, q))| c(u
0
+p
0
)(v
0
+q
0
), (u, p), (v, q) X M,
sup
(v,q)XM
|B((u, p); (v, q))|
v
0
+q
0

0
(u
0
+p
0
), (u, p) X M,
where N = sup
u,v,wX
|b(u,v,w)|
u
0
v
0
w
0
, and
0
is a positive constant that depends only on .
The following existence and uniqueness of the solution of (5) are classical results [26].
Theorem 2.1. Given f X

, there exists at least a solution pair (u, p) X M which satisfies (5) and
u
0

1
f
1
, f
1
= sup
vX
(f , v)
v
0
. (8)
And if and f satisfy the following uniqueness condition:
1
2
Nf
1
> 0, (9)
then the solution pair (u, p) of problem (5) is unique.
Furthermore, we have the following regularity result [26,9].
Theorem 2.2. Assume that (A) holds and f Y. Then the solution pair (u, p) D(A) (H
1
() M) of problem (5) satisfies
the following regularity
Au
0
+p
1
cf
0
. (10)
1174 P. Huang et al. / Nonlinear Analysis: Real World Applications 14 (2013) 11711181
3. A stabilized finite element method
Let H be a real positive parameter tending to 0. The finite element subspace X
H
M
H
of X M is characterized by K
H
, a
partitioning of into triangles K with the mesh size H, assumed to be uniformly regular in the usual sense. Moreover,
the fine mesh partition K
h
can be thought of as generated from K
H
by a mesh refinement process. Also, we introduce
finite element space X
h
M
h
based on K
h
. Furthermore, let K

be a finite element partition with mesh size . Here,

= h or H and H h.
Then we define
X

=
_
u C
0
(

)
2
X : u|
K
P
1
(K)
2
, K K

_
,
M

=
_
q C
0
(

) M : q|
K
P
1
(K), K K

_
,
where P
1
(K) represents the space of linear functions on K.
Note that the lowest equal-order pair X

does not satisfy the discrete infsup condition

sup
v

d(v

, q

)
v

0

1
q

0
, q

,
where the constant
1
> 0 is independent of . In order to fulfill this condition, a stabilized generalized bilinear term is
used [10,33]:
B

((u

, p

); (v, q)) = B((u

, p

); (v, q)) +G(p

, q),
where G(p

, q) can be defined by
G(p

, q) =

KK

__
K,2
p

q dx
_
K,1
p

q dx
_
, p

, q M

,
where
_
K,i
g(x)dx indicates a local Gauss integral over K that is exact for polynomials of degree i, i = 1, 2. In particular, the
trial function p

must be projected to piecewise constant space W

defined below when i = 1 for any q M

. Let

be a L
2
-projection operator, which is defined by
(p, q

) = (

p, q

), p L
2
(), q

. (11)
Here W

L
2
() denotes the piecewise constant space associated with the triangulation K

. The following properties of

the projection operator

can be proved [33]:

p
0
c
5
p
0
, p L
2
(), (12)
p

p
0
c
6
p
1
, p H
1
(). (13)
As a result of (11), the bilinear form G(, ) can be expressed as
G(p

, q) = (p

, q

q), p

, q M

. (14)
Now, the corresponding discrete variational formulation of (5) for the NavierStokes equations is recast: Find (u

, p

)
X

such that
B

((u

, p

); (v, q)) +b(u

; u

, v) = (f , v) (v, q) X

. (15)
We define the subspace V

of X

given by
V

= {v

: d(v

, q

) = 0, q

}.
Next, let P

: Y V

denote the L
2
-orthogonal projection defined by
(P

u, v

) = (u, v

), u Y, v

.
Moreover, a discrete analogue A

= P

of the Stokes operator A is defined through the condition that (

, v

) =
(u

, v

) for all u

, v

. From [26], we know that the trilinear form b satisfies the following estimate:
|b(u

; v

, w

)| c
4
| log |
1/2
u

0
v

0
w

0
, (16)
for all u

, v

V
h
, w

Y.
The following theorem establishes the weak coercivity of the bilinear form B

((, ); (, )) for the finite element pair

X

.
P. Huang et al. / Nonlinear Analysis: Real World Applications 14 (2013) 11711181 1175
Theorem 3.1 ([10,33]). For all (u

, p

), (v, q) X

, the bilinear form B

((, ); (, )) satisfies the continuity property

|B

((u

, p

); (v, q))| c
7
(u

0
+p

0
)(v
0
+q
0
), (17)
and the weak coercivity property
sup
(v,q)X

|B

((u

, p

); (v, q))|
v
0
+q
0

2
(u

0
+p

0
), (18)
where
2
> 0 is independent of .
Theorem 3.2 ([10]). Let the exact solution (u, p) be in D(A) (H
1
() M). Then, (u

, p

) satisfies the following stability and

error estimate:
u

0
f
1
, (19)
u u

0
+((u u

)
0
+p p

0
) c
8

2
(u
2
+p
1
). (20)
4. Simplified two-level defect-correction stabilized finite element approximation
The simplified two-level defect-correction method based on local Gauss integration we study is as follows.
Step I. Solve a defect NavierStokes problemoncoarse mesh, i.e., find(u
H
, p
H
) X
H
M
H
suchthat for all (v, q) X
H
M
H
B
H
((u
H
, p
H
); (v, q)) +
H

a(u
H
, v) +b(u
H
; u
H
, v) = (f , v), (21)
where > 0 is an artificial viscosity parameter which is used as a stabilizing factor in this algorithm.
Step II. Solve a correctionNavierStokes problemonfine mesh, i.e., find(u
h
, p
h
) X
h
M
h
suchthat for all (v, q) X
h
M
h
B
h
((u
h
, p
h
); (v, q)) +
h

a(u
h
, v) +b(u
H
; u
H
, v) = (f , v) +
h

a(u
H
, v). (22)
A similar argument to that used in [12] yields the following theoremwhich establishes the stability of the above scheme.
Theorem 4.1. Under the assumptions of Theorem2.1, (u
H
, p
H
) and (u
h
, p
h
) defined by scheme (21) and (22), respectively, satisfy
u
H

0

_
1
H +
_
f
1
, A
H
u
H

0
c
_
1
H +
_
f
0
, (23)
u
h

0

_
1
h +
+
1
H +
_
f
1
. (24)
In order to derive error estimates, we need the Galerkin projection (R

, Q

) : X M X

with respect to the

Stokes problem as follows:
B

((R

(u, p), Q

(u, p)); (v, q)) = B((u, p); (v, q)), (v, q) X

, (25)
for each (u, p) X M. The following property is classical [25,34,5,10,6]
R

(u, p) u
0
+((R

(u, p) u)
0
+Q

(u, p) p
0
) c
9

2
(u
2
+p
1
), (26)
for all (u, p) D(A) (H
1
() M).
Theorem 4.2. Under the assumptions of Theorem 2.1, (u
H
, p
H
) defined by scheme (21) satisfies
u u
H

0
+H((u u
H
)
0
+p p
H

0
) c(H
2
+H). (27)
Proof. Setting (e
H
,
H
) = (R
H
(u, p) u
H
, Q
H
(u, p) p
H
), subtracting (21) from (5) and using (25), we have
B
H
((e
H
,
H
); (v, q)) +b(u u
H
; u, v) +b(u
H
; u u
H
, v)
1
Ha(u
H
, v) = 0. (28)
Taking (v, q) = (e
H
,
H
) in (28), we arrive at
e
H

2
0
+G(
H
,
H
) +b(e
H
; u, e
H
) |b(u R
H
(u, p); u, e
H
)|
+|b(u
H
; u R
H
(u, p), e
H
)| +|
1
Ha(u
H
, e
H
)|. (29)
1176 P. Huang et al. / Nonlinear Analysis: Real World Applications 14 (2013) 11711181
Next, we deduce from (6)(8), (14), (23) and (26) that
e
H

2
0
+G(
H
,
H
) |b(e
H
; u, e
H
)| e
H

2
0
Nu
0
e
H

2
0
(1 N
2
f
1
)e
H

2
0
, (30)
and
|b(u R
H
(u, p); u, e
H
)| +|b(u
H
; u R
H
(u, p), e
H
)| +|
1
Ha(u
H
, e
H
)|
c
3
(Au
0
+A
H
u
H

0
)e
H

0
u R
H
(u, p)
0
+Hu
H

0
e
H

0
(cH
2
(u
2
+p
1
) +H(H +)
1
f
1
)e
H

0
. (31)
Combining this inequality with (10) and (30) and uniqueness condition (9) yields,
e
H

0
c(H
2
+H). (32)
Finally, it follows from (4), (18), (26) and (28)that
u u
H

0
e
H

0
+u R
H
(u, p)
0
c
2
e
H

0
+cH
2
c(H
2
+H),
(u u
H
)
0
e
H

0
+(u R
H
(u, p))
0
c(H +H),
p p
H

0
p Q
H
(u, p)
0
+
H

0
cH +
1
2
(N(e
H

0
+ (u R
H
(u, p))
0
)(u
0
+u
H

0
) +Hu
H

0
)
c(H +H). (33)
Thus, (27) follows.
Theorem 4.3. Under the assumptions of Theorem2.1, the simplified two-level defect-correction stabilized finite element solution
(u
h
, p
h
) defined by scheme (22) satisfies
(u u
h
)
0
+p p
h

0
c(h +H
2
+(H +)). (34)
Proof. We derive from (5), (22) and (25) that for all (v, q) X
h
M
h
B
h
((e
h
,
h
); (v, q)) +b(u u
H
; u, v) +b(u; u u
H
, v) +b(u
H
u; u u
H
, v)
+
1
h(a(u
H
, v) a(u
h
, v)) = 0, (35)
where e
h
= R
h
(u, p) u
h
and
h
= Q
h
(u, p) p
h
.
Using (6), (7), (18) and (27), it follows from (35) that
e
h

0
+
h

0

1
2
_
2c
3
Au
0
u u
H

0
+N(u u
H
)
2
0
+h(u
H

0
+u
h

0
)
_
c(H
2
+H +h +
2
). (36)
Thanks to (26) and (36), it follows that
(u u
h
)
0
+p p
h

0
(u R
h
(u, p))
0
+p Q
h
(u, p)
0
+e
h

0
+
h

0
c
9
h(u
2
+p
1
) +c(
2
+H
2
+H +h)
c(h +
2
+H
2
+H +h). (37)
Hence, we finish the proof of the theorem.
Remark 4.1. Setting = 0 in (21) and (22), we get the general simplified two-level scheme. By Theorems 4.2 and 4.3, we
obtain
u u
H

0
+H((u u
H
)
0
+p p
H

0
) cH
2
,
and
(u u
h
)
0
+p p
h

0
c(h +H
2
).
These results are given by He and Li [8] and Li [10]. Hence, our work can be looked as a generalization of theirs.
Remark 4.2. From Theorem 3.2, for the usual stabilized finite element solution (u
h
, p
h
), which involves solving one large
NavierStokes problem on a fine mesh with mesh size h, we have the following error estimate:
(u u
h
)
0
+p p
h

0
ch.
Furthermore, if we choose and H such that = O(H) and h = O(H
2
) for the simplified two-level defect-correction
stabilized finite element solution, then we get the convergence rate of same order as the usual stabilized finite element
method from Theorem 4.3. However, our method is more efficient than the one-level scheme.
P. Huang et al. / Nonlinear Analysis: Real World Applications 14 (2013) 11711181 1177
5. Newton two-level defect-correction stabilized finite element approximation
The Newton two-level defect-correction method based on local Gauss integration we study is as follows.
Step I. Solve a defect NavierStokes problem on a coarse mesh, i.e., find (u
H
, p
H
) X
H
M
H
by (21).
Step II. Solve a correction NavierStokes problem on a fine mesh, i.e., find (u
h
, p
h
) X
h
M
h
such that for all
(v, q) X
h
M
h
B
h
((u
h
, p
h
); (v, q)) +
h

a(u
h
, v) +b(u
H
; u
h
, v) +b(u
h
; u
H
, v) = (f , v) +
h

a(u
H
, v) +b(u
H
; u
H
, v). (38)
Next, we will study the stability of the Newton two-level defect-correction stabilized finite element. Also, a similar
argument to that used in [12] yields the following theorem which establishes the stability of the above scheme.
Theorem 5.1. Assume that f X

. (u
h
, p
h
) defined by scheme (38) satisfies
u
h

0

_
1
H+
h
h+
+
1
h+
H
H+
_
f
1
. (39)
Theorem 5.2. Under the assumptions of Theorem 5.1, the Newton two-level defect-correction stabilized finite element solution
(u
h
, p
h
) defined by scheme (38) satisfies
(u u
h
)
0
+p p
h

0
c(h +| log h|
1/2
(H
3
+
2
H +H
2
)). (40)
Proof. Subtracting (38) from (5), using (25) and taking (v, q) = (e
h
,
h
), we get
B
h
((e
h
,
h
); (e
h
,
h
)) +b(u R
h
(u, p); u, e
h
) +b(R
h
(u, p); u R
h
(u, p), e
h
) +b(e
h
; u
H
, e
h
)
b(R
h
(u, p) u
H
; e
h
, R
h
(u, p) u
H
) +
1
h(a(u
H
, e
h
) a(u
h
, e
h
)) = 0, (41)
where e
h
= R
h
(u, p) u
h
and
h
= Q
h
(u, p) p
h
.
Using (7), (14), (16), (23) and (27), it follows from (41) that
e
h

0
N(u R
h
(u, p))
0
(u
0
+R
h
(u, p)
0
) +Nf
1
(H +)
1
e
h

0
+c
4
| log h|
1/2
(R
h
(u, p) u
H
)
0
R
h
(u, p) u
H

0
+h(u
H

0
+u
h

0
). (42)
Thanks to (23), (26), (27) and (39) and the stability condition, it follows
e
h

0
ch +c| log h|
1/2
(H
3
+H
2
+
2
H). (43)
Applying (18) and (41), we have

0

1
2
(N(u R
h
(u, p))
0
(u
0
+R
h
(u, p)
0
) +Ne
h

0
u
H

0
+c
4
| log h|
1/2
(R
h
(u, p) u
H
)
0
R
h
(u, p) u
H

0
+h(u
H

0
+u
h

0
))
c(h +| log h|
1/2
(H
3
+
2
H +H
2
)). (44)
Combining this inequality with (26) and (43), we finish the proof of the theorem.
Remark 5.1. If we choose and H such that = O(H) and h = O(| log h|
1/2
H
3
) for the Newton two-level defect-correction
stabilized finite element solution, then we get the convergence rate of the same order as the usual stabilized finite element
method from Theorem 5.2. However, our method is more efficient than the one-level scheme.
Remark 5.2. Since it is valid that
1
H +
<
1
H +
h
h+
,
1
h +
<
1
h +
H
H+
,
we have
_
1
h +
+
1
H +
_
f
1
<
_
1
H +
h
h+
+
1
h +
H
H+
_
f
1
.
This result implies that the stability of the solution of the simplified two-level defect-correction stabilized finite element is
better than that of the Newton method.
1178 P. Huang et al. / Nonlinear Analysis: Real World Applications 14 (2013) 11711181
Table 1
Comparisons of the one-level with the two-level defect-correction methods.
H h CPU-time
(uuapp)
0
u
0
ppapp
0
p
0
u
H
1 -rate p
L
2 -rate
1/16 0.407 0.249855 0.0359607
1/4 1/16 0.219 0.249887 0.0358945
1/3 1/16 0.204 0.249862 0.0360882
1/25 1.016 0.142012 0.0165533 1.2659 1.7384
1/5 1/25 0.485 0.142018 0.0165141 1.2661 1.7396
1/4 1/25 0.469 0.142004 0.0166756 1.2661 1.7299
1/36 2.172 0.0917065 0.00881857 1.1993 1.7270
1/6 1/36 0.985 0.0917115 0.00879852 1.1993 1.7267
1/4 1/36 0.954 0.0917167 0.00894554 1.1988 1.7079
1/49 4.032 0.0643529 0.00520091 1.1489 1.7127
1/7 1/49 1.751 0.0643553 0.00519072 1.1490 1.7117
1/5 1/49 1.782 0.0643559 0.00531012 1.1491 1.6917
1/64 6.984 0.0478061 0.00330493 1.1130 1.6978
1/8 1/64 2.984 0.0478077 0.00329995 1.1130 1.6961
1/5 1/64 3.016 0.0478163 0.00342305 1.1123 1.6441
1/81 11.563 0.0370025 0.00222314 1.0875 1.6832
1/9 1/81 4.891 0.0370042 0.00222093 1.0874 1.6810
1/6 1/81 4.938 0.0370081 0.00234531 1.0877 1.6051
6. Numerical analysis
This section focuses on numerical experiments to check the numerical theory developed in the previous sections and
illustrate the efficiency of the two-level defect-correction locally stabilized finite element method based on local Gauss
integration. In the given experiments, the pressure and velocity are approximated by the lowest equal-order finite element
pairs defined with respect to the same uniform triangulation. And the algorithms are implemented using public domain
finite element softwareFreeFem++[35].
We consider the exact solution problem. Let be the unit square in R
2
. The exact solution for the velocity u = (u
1
, u
2
)
and the pressure p is given as follows:
p(x, y) = 10(2x 1)(2y 1),
u
1
(x, y) = 10x
2
(x 1)
2
y(y 1)(2y 1),
u
2
(x, y) = 10x(x 1)(2x 1)y
2
(y 1)
2
,
and the right-hand side f = (f
1
(x, y), f
2
(x, y)) is determined by original problem (1).
Our goal in this test is to validate the properties and merits of the two-level method as compared with the one-level
method. Hence, we compare the solution generated at a fixed value of h for the one-level method with the results obtained
using two-level methods where the finest grid has the same mesh spacing h. In all two-level computations, h is given, so H
is chosen such that h = H
2
for the simplified two-level defect-correction method and H h
1/3
| log h|
1/6
for the Newton
two-level defect-correction method. Meanwhile, we choose = H and use the equal-order finite element P
1
P
1
with a
fixed tolerance as 1.0E5. We consider the case of the viscidity = 1, and pick six values of h, i.e.,
1
16
,
1
25
,
1
36
,
1
49
,
1
64
and
1
81
.
The CPU-time, the L
2
-error of the pressure, H
1
-error of the velocity for the one-level method and the two-level methods for
different values of h are tabulated in Table 1.
From Table 1, we can see that the one-level method and two-level methods work well and keep the convergence rates
just like the theoretical analysis. As expected, the two-level methods spend less time than the one-level method under
nearly the same relative error. Meanwhile, an interesting thing can be observed that if h
1
36
, then the Newton two-level
defect-correction method is more efficient than the simplified one, and if h <
1
36
, then the simplified one is much better.
Moreover, we compare the unstabilized method and the penalty method with the considered stabilized method based
on local Gauss integration with the P
1
P
1
pair for the stationary NavierStokes equations on uniform mesh. These three
methods are all in the framework of the two-level defect-correction method. For the considered stabilized method, we use
the simplified scheme. We consider the case of the viscidity = 0.1, and pick h =
1
81
and H =
1
9
. The L
2
-error of the
pressure and H
1
-error of the velocity for the methods are listed in Table 2. From this table, we have an observation that
the error of the pressure by the unstabilized method is not very well, which is not surprising since the lowest equal-order
pair not satisfying the infsup condition leads to unphysical pressure oscillations. Furthermore, as seen from Table 2 on the
L
2
-error of the pressure and the H
1
-error of the velocity, the considered stabilized method has achieved the best results
among the test methods.
Next, we test a popular benchmark problem, the flow past a cylinder. Here, we use the simplified two-level defect-
correction stabilized finite element method in this example. Because its stability is better than that of Newton one from
Remark 5.2. The geometry and the boundary conditions are shown in Fig. 1 as in [36]. At upper and lower computational
P. Huang et al. / Nonlinear Analysis: Real World Applications 14 (2013) 11711181 1179
Table 2
Comparisons of the unstabilized method and the penalty
method with the considered stabilized method.
Methods (P
1
P
1
)
(uuapp)
0
u
0
ppapp
0
p
0
Unstabilized method 0.0422928 1.20472
Penalty method 0.0422918 0.0347506
Stabilized method 0.0413882 0.000872142
Fig. 1. The statement of the flow problem past a cylinder.
Fig. 2. Streamlines (a) and pressure contours (b) detail behind the cylinder for Re = 0.01.
boundaries and at the inflow section, a uniform free-stream velocity boundary condition is imposed. The traction-free
condition is imposed at the outflow boundary.
Figs. 24 showthe streamlines and pressure contours detail behind the cylinder for Reynolds number Re = 0.01, 10, 26.
Fromthese figures, we cansee that twoattachededdies appear behindthe cylinder whichwill become bigger withincreasing
Reynolds number. These results are found to be in good agreement with those reported in [37,36]. Therefore, the given
method can capture this classical model well.
7. Conclusion and remark
In this article we have presented the two-level defect-correction locally stabilized finite element method in solving
the steady NavierStokes equations based on local Gauss integration. The main feature of our method is to combine the
defect-correction method with the two-level discretization. Both the simplified and the Newton scheme are proposed and
analyzed. The simplified two-level defect-correction stabilized finite element costs less time than the Newton method, and
its stability is better than that of the Newton scheme. This idea can be extended to the time-dependent problems and other
fluid dynamical equations.
In addition, one of the future directions is to focus on nonsingular solutions of the steady NavierStokes equations by
using the new method. We will apply the abstract theory of Brezzi et al. [38] to the two-level defect-correction method for
1180 P. Huang et al. / Nonlinear Analysis: Real World Applications 14 (2013) 11711181
Fig. 3. Streamlines (a) and pressure contours (b) detail behind the cylinder for Re = 10.
Fig. 4. Streamlines (a) and pressure contours (b) detail behind the cylinder for Re = 26.
the steady NavierStokes equations without relying on the uniqueness condition. Moreover, the works of He and Li [39],
and Li et al. [40] help to extend the analysis to the case of branches of nonsingular solutions.
Acknowledgments
The authors would like to thank the editor and reviewers for their valuable comments and suggestions which helped
improve the results of this paper.
References
[1] J. Xu, A novel two-grid method for semilinear elliptic equations, SIAM J. Sci. Comput. 15 (1994) 231237.
[2] J. Xu, Two-grid discretization techniques for linear and nonlinear PDEs, SIAM J. Numer. Anal. 33 (1996) 17591778.
[3] W. Layton, A two level discretization method for the NavierStokes equations, Comput. Math. Appl. 26 (1993) 3338.
[4] W. Layton, W. Lenferink, Two-level Picard and modified Picard methods for the NavierStokes equations, Appl. Math. Comput. 69 (1995) 263274.
[5] W. Layton, L. Tobiska, A two-level method with backtracking for the NavierStokes equations, SIAM J. Numer. Anal. 35 (1998) 20352054.
[6] Y. Zhang, Y. He, A two-level finite element method for the stationary NavierStokes equations based on a stabilized local projection, Numer. Methods
Partial Differential Equations 27 (2011) 460477.
[7] V. Ervin, W. Layton, J. Maubach, A posteriori error estimators for a two-level finite element method for the NavierStokes equations, Numer. Methods
Partial Differential Equations 12 (1996) 333346.
[8] Y. He, K. Li, Two-level stabilized finite element methods for the steady NavierStokes problem, Computing 74 (2005) 337351.
[9] Y. He, A. Wang, A simplified two-level method for the steady NavierStokes equations, Comput. Methods Appl. Mech. Engrg. 197 (2008) 15681576.
[10] J. Li, Investigations on two kinds of two-level stabilized finite element methods for the stationary NavierStokes equations, Appl. Math. Comput. 182
(2006) 14701481.
[11] Y. Shang, A parallel two-level linearization method for incompressible flow problems, Appl. Math. Lett. 24 (2011) 364369.
[12] P. Huang, X. Feng, Y. He, Two-level defect-correction Oseen iterative stabilized finite element methods for the stationary NavierStokes equations,
Appl. Math. Model. (2012) http://dx.doi.org/10.1016/j.apm.2012.02.051.
[13] H.J. Stetter, The defect correction principle and discretization methods, Numer. Math. 29 (1978) 425443.
[14] S. Kaya, W. Layton, B. Riviere, Subgridstabilizeddefect correctionmethods for the NavierStokes equations, SIAMJ. Numer. Anal. 44(2006) 16391654.
[15] W. Layton, H. Lee, J. Peterson, A defect-correction method for the incompressible NavierStokes equations, Appl. Math. Comput. 129 (2002) 119.
[16] W. Layton, Solution algorithm for incompressible viscous flows at high Reynolds number, Vestnik Moskov. Gos. Univ. Ser. 15 (1996) 2535.
[17] O. Axelsson, W. Layton, Defect correction methods for convection dominated, convection diffusion equations, RAIRO J. Numer. Anal. 24 (1990)
423455.
[18] K. Wang, A new defect correction method for the NavierStokes equations at high Reynolds numbers, Appl. Math. Comput. 216 (2010) 32523264.
[19] Q. Liu, Y. Hou, A two-level defect-correction method for NavierStokes equations, Bull. Aust. Math. Soc. 81 (2010) 442454.
[20] X. Feng, I. Kim, H. Nam, D. Sheen, Locally stabilized P
1
-nonconforming quadrilateral and hexahedral finite element methods for the Stokes equations,
J. Comput. Appl. Math. 236 (5) (2011) 714727.
P. Huang et al. / Nonlinear Analysis: Real World Applications 14 (2013) 11711181 1181
[21] Z. Ge, M. Feng, Y. He, A stabilized nonconfirming finite element method based on multiscale enrichment for the stationary NavierStokes equations,
Appl. Math. Comput. 202 (2008) 700707.
[22] Z. Ge, M. Feng, Y. He, Stabilized multiscale finite element method for the stationary NavierStokes equations, J. Math. Anal. Appl. 354 (2009) 708717.
[23] Z. Ge, J. Yan, Analysis of multiscale finite element method for the stationary NavierStokes equations, Nonlinear Anal. RWA 13 (2012) 385394.
[24] P. Huang, X. Feng, D. Liu, Two-level stabilized method based on three corrections for the stationary NavierStokes equations, Appl. Numer. Math. 62
(8) (2012) 9881001.
[25] P. Bochev, C.R. Dohrmann, M.D. Gunzburger, Stabilization of low-order mixed finite elements for the Stokes equations, SIAMJ. Numer. Anal. 44 (2006)
82101.
[26] Y. He, J. Li, Convergence of three iterative methods based on the finite element discretization for the NavierStokes equations, Comput. Methods Appl.
Mech. Engrg. 198 (2009) 13511359.
[27] H. Xu, Y. He, Some iterative finite element methods for steady NavierStokes equations with different viscosities, J. Comput. Phys. (2012) http://dx.
doi.org/10.1016/j.jcp.2012.07.020.
[28] Y. He, J. Li, Numerical comparisons of time-space iterative method and spatial iterative methods for the stationary NavierStokes equations, J. Comput.
Phys. 231 (2012) 67906800.
[29] Y. He, Euler implicit/explicit iterative scheme for the stationary NavierStokes equations, Numer. Math. (2012) http://dx.doi.org/10.1007/s00211-
012-0482-8.
[30] J.G. Heywood, R. Rannacher, Finite-element approximations of the nonstationary NavierStokes problem, part I: regularity of solutions and second-
order spatial discretization, SIAM J. Numer. Anal. 19 (1982) 275311.
[31] R.B. Kellogg, J.E. Osborn, A regularity result for the Stokes problem in a convex polygon, J. Funct. Anal. 21 (1976) 397431.
[32] S. Larsson, The long-time behavior of finite-element approximations of solutions to semilinear parabolic problems, SIAM J. Numer. Anal. 26 (1989)
348365.
[33] J. Li, Y. He, A stabilized finite element method based on two local Gauss integrations for the Stokes equations, J. Comput. Appl. Math. 214 (2008) 5865.
[34] Y. He, A. Wang, L. Mei, Stabilized finite-element method for the stationary NavierStokes equations, J. Engrg. Math. 51 (2005) 367380.
[35] F. Hecht, O. Pironneau, A. Le Hyaric, K. Ohtsuka, FREEFEM++, version 2.3-3, 2008, Software avaible at http://www.freefem.org.
[36] L.P. Franca, A. Nesliturk, On a two-level finite element method for the incompressible NavierStokes equations, Internat. J. Numer. Methods Engrg. 52
(2001) 433453.
[37] Q. Liu, Y. Hou, A postprocessing mixed finite element method for the NavierStokes equations, Int. J. Comput. Fluid Dyn. 23 (2009) 461475.
[38] F. Brezz, J. Rappaz, P.A. Raviart, Finite-dimensional approximation of nonlinear problems, part I: branches of nonsingular solutions, Numer. Math. 36
(1980) 125.
[39] Y. He, J. Li, A stabilized finite element method based on local polynomial pressure projection for the stationary NavierStokes equations, Appl. Numer.
Math. 58 (2008) 15031514.
[40] J. Li, Z. Chen, Y. He, A stabilized multi-level method for non-singular finite volume solutions of the stationary 3D NavierStokes equations, Numer.
Math. 122 (2) (2012) 279304.