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Olivier Pironneau
& UniversitdPierre-et-Marie-Curie INRIA, F rance


Chichester New York Brisbane Toronto SingaPore I 989

Paris Milan Barcelone Mexico

Table of contents

Foreword. Notation Introduction 1. partial d.ifferential equations of fluid mechanics. """11 1.1 Orientation of Newtonian fluids: conservation of ma^ss, L.Z The general equations " 15 momenturrr, "n.rgy and the state equation " " ' 19 1.3 /nurs cid,flows " "20 flows !.4 Incomprt,ssibleand weakly compressible """'22 1.5 lrrotationalflows " " ' 23 1.6 The Stokes Problem " " ' 24 L.7 Choice of equations """25 1.8 Conclusion.





2.3 2.4 2.5 2.6

3. : Convection - diffusion phenomena B.l Introduction: boundary layers, instability of centered schemes. ...57 3.2 Stationary conaections: introduction, schemesbased on the method of characteristics,upwind schemes,the method of streamline diffusion, Uprvinding by discontinuities, upwinding by cells' 3.3 Conuection diffusion 1: introduction, theoretical " " "75 vection - diffusion equation, time approximation' g.4 Conuection diffusion 2: discretisation of total derivatives, the Lax Wendroff/Taylor-Galerkin scheme, streamline upwinding (SUPG) 84


4. : The Stokes problem ' ' ' 95 4.1 Slalementof the Problem """'96 4.2 Functionalsetting 4.J Disqetisation; the Plbubble/P1 element, the PlisoP2/P1 element, the P2/P1 element, the non conforming PL I P0 element , the non ' " " 98 conforming P2 bubble / Pl element, comparison

FINITE ELEMENT METHODS FOR FLUIDS solution of 4.4 Numerical solutionof the linear systems genera,lities, .' . 109 the saddlepoint problemby conjugategradient 4.5 Ermr estimates: abstract*setting,generaltheorems,verification of . .113 the inf-supcondition. boundarycon4.6 Other haundary conditions: slip boundaryconditions, ... 120 .. i. . ditionson the pressure on the rotational. and
5 . The Navier-Stokes equations

.....L25 5.t Introduetion. regularity: the variationalproblem,existence, 5.2 Eristence,uniqueness, uniqueness, regularity,behaviorat infinity, The casev =O . ..,.t27 . . 133 error estimates Discretisatianin sTtace:generalities, 5.3 implicit and semiDiscretisation tim.e: semi-explicitdiscretisation, 5.4 in . . . L37 implicit discretisations, solution of the nonlinear systern ....142 af 5.5 Discretisation the total deriuatiae .....149 5.6 Othermethods . . . . .151 5.7 Simulationof turbulent flows
6 . Euler, compressible Navier-Stokes and the shallow water equa-

tions. .. .. 161 6.L Introduction. of statement the problem,2D tests, 6.2 The compressible Euler equations.' . .161 existence, few centered schemes, someupwind schemes. a equalions: introduction, an exam* 6.3 The cornprcssible Naaier-Stokes ple, an implicit schemefor weakly compressible flows, Euler-based . .... 172 schemes. scheme, 6.4 The Shallowwater equations: introduction,a velocity-depth A flux-depthscheme, . .. ..I77 comparison. 6.5 Conclusion References Appendix fndex
: A finite elernent program for fluids on the Macintosh 197


The Unseen grew aisible to sludent eyes,, Erplained was the irnntense Inconscienl''sscheme, Aailacious lines were traced upon the ooid; The Infinite was reducedto squareand cube'

Sri Aurobindo Saaitri. Book 2, Canto XI


This book is written from the notes of a course given by the author at the Universit6 Piene et Marie Curie (Paris 6) in 1985, 86 and 87 at the Master Ievel. This course addresses students having a good knowledge of basic numerical analysis. a general idea about variational techniques and finite element methods for partial differential equations and if possible a little knowledge of fluid mechanics; its purpose is to prepare them to do research in numericai analysis applied to problems in fluid mechanics. Such research starts, very often nith practical training in a laboratory; this book is therefore chiefly oriented towards the production of programs; in other words its aim is to give the reader the basic knowledge about the formulation, the methods to analyze and to resolve the problems of fluid mechanics with a view to simulating them numerically on computer; at the same time the most important error estimates available are given. Unfortunately, the field of Computational Fluid Dynamics has become a vast area and each chapter of this book alone could be made a separate lVIasters course: so it became necessary to restrict the discussion to the techniques which are used in the laboratories known to the author, i.e. INRIA, Dassault Industries, LNH/EDF-Chatou, ONERA...Moreover, the selectedmethods are areflection of his career (andhis antiquated notions ?). Briefly, in aword, this book is not a review of all existing methods. In spite of this incompletenessthe arrthor wishes to thank his close collaborators rvhosework has been presenteciin this book and hopes that it would not


hurt them to have their results appearin so partial a work: MM C. Bernardi, F. F. S. J.A. D6siddri, Eldabaghi, Gallic, V. Girault, R. Glowinski, Hecht,C. P-h- Rostand, and-J.II. Saiac. The author ParEs,J. Pdriaux, P.A. R"avia,rt, too, whosefigures are reproducedhere: Mrs wishesto thanks his colleagues C. Begueand M"O. Bristeau,MM B. Cardot, J.M. Dupuy, F. Eldabaghl,J. Ph. Rostand,J.H. Saiac,V.Schoen Hasbani,F. Hecht, B. Mantel, C. ParEs, and B. Stoufiletas well as the followinginstitutionsAMD-BA, PSA, SNCF and STCAN with specialthanks to AMD-BA for someof the color pictures. The author'alsowishesto thank warmly MM P.G. Ciarlet and J.L" Lions for their guidancefor the publication of this work, G. Arumugam and R. Knowles fcr in their assistance the translation into English and finally Mrs C. Demarsfor typing the script on MacWriteTM. This book has beentypesetwith Tfif,; the translation from MacWrite to TeXture?M has been made with EasyTeX"M.

MacDraw, MacWrite and Macintoshare trade marks of Apple Computer Co. Tff,is a trade mark of the American lt{ath. Society. T$tures is trade mark of Blue Sky Research Co. of EasyTbXand MacFEM are copywrite.softrvares NumericaCo. (23 Bd de Brandebourg BP 215, 94203lvry/Seine, France)


References: A number in brackets, ex (1), refers to the equation (1) of the current chapter . The notation (1.1) refers to the equation (1) of the chapter 1. The numbers in square brackets like [2] indicate a referencein the bibliography. Vectors, matrices, scalar products ... Unless stated otherwise the repeated indices are summed. Thus, u.a = uiai denotes a scalar product of u with o. For all vectors u, u and for all tensors of order 2 A, B we denote :

(u 8 u);;- uiaj; trA - A;i; A: B = tr(ABr), lAl = (tr'+er1*

Differential operators : The partial derivatives with respect to t or r j are denoted respectively






a,i --



The classicalgrad, div, curl and laplacian operators are denoted respectively Yp, V.u, V x u, Au



and tensors... for example The operatorV (nabla) appliesalsoto vectors - u;u,i) V . A = A ; i , ; ( V u ) ; i - , i , i ( a n d t h u su . Y u Little functions: O(r): Any functionobevingllo(ll)ll S.t; ,, ,,, ,, lim"*o lio(")ll/ll"ll =0' ,1r)i Any f,rr,.tionobeving
GeometrY : by o, which is a bounded The domain of a PDE is in general denoted by dx and the boundary by 0o open set in R' (n-2 or 3); its volime element regular (locally on the one or often I. . The domain is, in general suflftciently f9r ys to. define a normal side of the boundary which is Lipschitz continuous) we admit domains with corners' n(x) for almost all x of the bo.rndary l, but in 3D; the curvilinear abscissa The tangents are denoted by r in 2D and r:,r2 is denoted by d7' is noted by s and the element length (or area) volume of Q' [Ol stands for the area or is its diameter ' diam(A) Function SPaces or equal to k. Pk = space of polynomials of degree iess th^an Co(Q) - space of continuous functions on O' note the scalar Product ,'('Oj = space of square integrable functions' We o f L 2 'b y ( , ) a n d t h e n o r m b v l l o o r l l s ' n : (o , b ) =

a(c).b(c);lo-@,a)* l

U v l l l l r or l l l l t,t' Ht ( O ) = So b o l e vs p a c eo f o rd e r l .W e note i ts norm on I' ;i';igi = spacesof ^[/1(O) functions wit]r zero trace having range in R'' ;1;icli" = Sobolev space'of order k wittr functions Finite Elements: (tetrahedra in 3D) A triangulationof Q is a covering by disjoint tria'ngles of elements' are on of the union such that the vertices of .flflr,, the boundary of don'A of o. The singular points of 0Q must be vertices the boundary element size h zr when the triangulation is regular if no angle tends !" 9 or is uniform if all triangles are equal' tends to 0. A triangulation space is the polynomial An interpolati of a function rp in a polynomial of the domain (called nodes)' function 91 which is equal to g onsome foints is included in A finite element is conforming if the space of approrimation fiequently used finite element I{1 (in practice continu.ousfunctions). The most An pl conforming element on triangles (tetrahedra). in this book is the be Hermite") if it uses only element is said to be lagrangian ( othert Tut values of functions at nodes and no derivatives.


to becoming an rmcomputational fluid dynamics (cFD) is in a fair way industries, 1986 was portant engineering tool like wind tunnels. For Dassault -numerical budget overtook the budget for experimentation the year when the aetospace' experin wind tunnels. In other domains, like nuclear security and liquid state being iments are difficult if not impossible to make. Besides, the that the practical one of the four fundamenstalstates of matter, it is evident to the formation of applications are uncountable and range from micro-biology but it is not hard to stars. At the time of writing, CFD is ihe privilege of a few rvill be available foreseethe days when multipurpose fluid mechanics software to non-numerical engineers on workstations' potential flows' Simulations of fluid flows began in the early 60's with transonic (cf' first incompressibleor compressiblehypersonic, then compressible finite difference or Ritchmeyer - Morton [1]). The calculations were done using and nuclear industries have been the panel ,rr.thod, 1.i nt.fUiatZ]). Aeronautic implementation principa,l users of numerical ialculations. The 70's saw the first equation and the Navier-stokes of the finite element method for the potential time the deequations (Chung[,Temam[3], Thomasset[a]); also during tliat problems like compressible velopment of finiie difference methods for complex Navier-Stokes equations continued (see Fe years have seen the development of far flows (multigrid, (Brandt[6], Hackbus] et al[8]) [7]), vectorization (Woodward objectives (spectral n to reach certain ( (Chorin [10]) methods of lattice ga^s



compressible treatment of problems which are more and more complex like the with interaction of shock-boundary layers, Knutsen Navier-Stokes equations yet in spite boundary layers (rarefied gases,see Brun[ ]), free surfaces "'And the day to day problems like flow in a pipe, in a glass of the apparent ,t.."r, with today's of water with ice, in a river, around a car still remain unsolvable turbulence, Rayley-Benard instabilities ." lie stiil computers. simulation of to be studied further in the future. suffice it to say that the subject wili have yet to come! for a good number of years the Why restrict ourselves only to finite element methods ? many reasons; the first becauseone can not explain everything in 200 pages' the next because but author has more experience with this method than with other methods this is most importantly because if one needs to know only one method then in fact, this is the only technique (in 1987) which can the best one to krro* ; by the be applied to all equations without restriction on the domain occupied fluid. practical We have also chosen to study low degreefinite elements because turbulence, boundary layer) and to do better flows are often singular (shock, just doubling the with higher order Llements one has to do a lot more than Paterafl) degree of approximation (Babuskafi, The chapters of this book more or less reflect the historical discovery of the methods. But since this book addressesitself to specialists in numerical their analysis, chapler / recalls the main equations of fluid mechanics and derivations. given Chapter g treats of irrotational flow, i.e. the velocity of the flow is by the relation



where g , the flow potential, is a real valued function ' In,compressibli potentialflows provide an occasionfor us to recall the iterative methods used to solve Neumann problems by the finite element method: a 6 n n ;-=uonr on treated in Chapter 1 : potentialequationis also The transonic



v . ( 1- l v p l ' ) ; - v e l= 0 i nQ ; # = 0 o nI


and solved b.v an optimization method. This chapter ends with the description of a potential correction mcthod 's for weakly irrotational flows. So it deals rvith a method of solution for Euler stalionary syslem:

= + V.pu 0, V.[p*ou] Vp= 0, v.tp"(r*i*i*ll

= 0 in Q, (4)



parts of f according where u.n is given on all of I and p,u and p are given on to the signs oi rr.lr *}f,)tl'. equations of chapter 3 deals with convection diffusion phenomena, i.e. the type :

- k\p- / in Q, X *v.e'


upwinding with g given on the boundary and at an initial time. The methods of are introduced' and artificial viscosity generalized ln chapter y' we give some finite element methods to solve the Stokes problem :




for low with u given on the boundary. This problem which is in itself useful step for the resolution ReynolJs number flows is also utilized as an intermediate of Navier-Stokes equations. The chapler ishows how one solves the Navier-Stokes equations using the as well as the methods giuen in chapters 3 and 4. Some models of turbulence methods for solving them are given. Finally, in chapter 6 we give a few methods to solve the compressible Euler equations (tZltgl with p = C = t = 0) and the Navier-Stokes equations :

=o H.v.pu
W = 8') * vp - qAu- (3 + )v(v.u) 0 .V.(p,r

(7) (8)

= v.{ n p lrr(vu vu") + (- f a)w 'Ju]+ f 'u + - ioot+


with u,p given on the boundary, p given on part of the boundary and at an initial time. In this same chapter, we also consider the case of Saint-Venant's shallow water equations becausethey form an impottant bidimensional approximation to the incompressible Navier-Stokes equations and they are of the same type as the cornpressibleNavier-Stokes equations' The book ends with an appendix describing a computer program, written by the author to illustrate the course and used to solve some of the problems 'Toolbox' of studied. Unfortunately this software makes extensive use of the the Appte Macintosh"M and it is not portable to other machines



computational flaid mechanics' McGraw Hill' t1] A. Baker:Finite element 1985. of applications hyd'raulics A. t2l J.P. Benque, Ilaugel, P.L. Viotlet:Engineering I/. Pitman, 1982. and f'nite elements for methods t3l G. Chavent, G. Jaffrey: Mathematical North-Holland,1986' stmulations. relen)orr McGraw Hill' 1978 mechanic's' in [4] T. Chung: Finite elementanalysis fluid elementmethodsand van Steenhoven:Finit'e iui c Crrueli.r, A. Seigal,A. series,D' Reiand its applications Mathematics equa{ionr. Naaier-Stokes del Publishingco, 1986. finis' de pr6sentation la m6thode des t4l6ments t6] G. Dhatt, G.-Touzot: Une Editions Maloine, 1984. equ&' method e etetnent for Nauier-stokes t?] v. Girault, P.A. Raviart:Finit SCM, 5, 1985' tions.SpringerSeries methodsfor nonlinear aariational problems' t8] R. Gto*irrrili, Numerical SpringerSeriesin comp. physics'1984' methodsin linear magnetohydrodyelement [g] R Grirbe., J. Rappaz:-Finite 1985' in ccmp' physics, namics. Springerseries of compulation intemal and externalflows' Wiley, [10] C. Hirschi Nimerical 1988. method.PrenticeHall, 1987. 1] T.J.R. Hughes: The finite elernent [1 method'camof PDE by thefinite element solul,ion [12]c. Johnson:Numerical 1987. bridge universityPress, methods fluid flows. Springer for [13] R. ieyr"t, T. iuytot' Computational physics.1985' seriesin computational method the Naaierof the finiteelement for [14] F. Thomasset: Implementation comp. physics.1981. springer seriesin stokesequalions.


Someequationsof fluid mechanics

1. ORTENTATION. mechanics The aim of this chaPter is to recall the basic equations of fluid we propose for their nume.rical as well as the approximation principles which simulations. For more details, see for example Anderson [4], Bachelor [10], Landau-Lifchitz [141], Panton [187].



2.1 Equation of conservation of ,rn&ss' Let p(x,t) be the densityof a fluid at a point c at time t ;let u(c,t) be its velocity. of by Let O be the domainoccupied the fluid and O a regularsubdomain O. of massof the fluid in o,-O(Jo dl at, the To conserve mass,the rate of change the boundary 0o ofo, - fuo Pu.n,'( n has to be equalto the massflux across denotesthe exterior normal at 0O and the surfaceelement)



of Figure 1.1 : A volumeelernent fluid O. Using Stokesformula


V.u= |




and the fact that O is arbitrary, we get imrnediately the equation of conservation of rnass

P , t * Y . ( P u )= 0


2,2 Equation

of conservation

of momentum

Now let us write Newton's equations for a volume element O of the fluid. A par t ic le o f th e fl u i d a t s a t a n i n s ta n t t w i l l be at x* u(x,r)e+ o(& ) at instant t + k ; its acceleration is therefore

+ u(x,t)k,t+ e) - u(r,t)l = u,1*uiu,5 lt* i fu(x

The external forces on O are :


- The external forces on a unit volume (electromagnetism, Coriolis, grav-

itv...), fo f - The pressure forces:I uop, -The viscous constraints due to deformation the fluid (a' is a tensor): of

I o'n. Jao Newton's laws are. therefore. written

= Jon@l*uvu) Jof Juo(pn-o'n),

formula or, by using Stokes



- vP+ V . o ' ) , uVu) Io,t loo@,,r

which gives : p(u,t*uVu)*VP -Y-o'= f'

the stress tensol a/ with To proceed further we need a hypothesis to relate "fluid" word ' ilY force' even the velocity of the fluid. BV defrnition of the thus a' being the infinitesimal, applied to o should produce a displacement, on the derivatives of the effect due to the viscosity of the fluid, it must depend velocity and tend to zero with them' relating s' ta vu ' (I The hypothesis of Newtonian fl,ow is a linear law being the unit tensor) :

+vur) + (* llro." o' = rt(Yu

viscosities of the fluid' 4 and { are i,he first and second


of momentum Frcm (1), (3) and (4) we derive the equation of conseruation

uvu)* vp - v.h(vu+ vu") + (- !)'o'") - f ' p(u,t*

written as It is easy to verify that the equations can also be


p(u,t*uVu) q\u- (3 + )V(Vu) + Yp = f


- v(v.u). Taking into account co'tinuit3' the v.Vu - Au and V.vuT because form : alsorewrite (6) in a conservative equation(2), rnecould

= .Y.(puou)+ vp - qLu- (3 + ()v(v 'u) f '


- Pasty fluids (near to a state of solidification) - micro.fib.r, ir fluids (some biomechanics fluids with long molecules),


FINITE ELEMENT METIIODS FOR FLUIDS (blood, for example), Mixture of fluid-particles Rarefiedga^ses.

2.3 Equation

of conservation

of energy and the state equation

Lastly, an equation called conseruationof energy can be obtained by writing the total energy of a volume element O(t) moving with the fluidWe note that the eners/ E is the sum of the work done by the forces and the amount of heat received. The energy of a volume element O is the sum of potential energy pe and the kinetic energy put /2 , fo p( u212 *t) . The work done by t he f o rc e si s : J o u .f + fu o u o ' .n - fuopn.uIf there is no sourie of heat (combustion...) then the amount of heat received (lost) is proportional to the gradient flux of the'temperature 0 : fuo rcY?.n. We therefore get the equation :

+ {)t''+v rup(+dt ++)) { * I,uJ'k - l"{Lpk

l.u.f -pr) * nYg)n lro[u(o'
With (1) and Stokes'formula, we obtain :

+ v.(ufpt**e) +rl) = Y.(uo' nvfi+ f.u *ru * *n +

For an ideal fl,uid, C, and Co being the physical constants, we have e=Cr? and the equation of state


1 we can write

p where R is an ideal gas constant.With 7 = ColC, = RlCr+ (9) * follows: ,"_ : With (4), (8) becomes ,2 + vt " t, p T * h 6 + " f #vT*#r 0.u2 p , p p0-1)'

(1 1 )

( 12)

g = V.{rcV+lrt(Yu* Vu") + (-


SOME EQUATIONS OF FLUID MECHANICS This equation can be rewritten as a function of temperature


g,t* uYr- (7 = l)ov ." - *d'e *


( 13)

= *ttv.rl2( -2rr/3)* *Yurfil lvu PUu

By introducing entroPY :




-(12) can be rewritten in the form (cf. Landau-Lifchitz [141 p' 236]):

ulz nLl N(Tr* uvs)- \lvu* Vurl' + (( f nltv' +

Remark 2 : Some values of the physical constants


'r R(cm2f sz.oC) n(cm2 ls) p(glr*3) q(slcm.s) 2.87106 1.4 0.2 1.210-3 1.810-4 = 0 air 0.2410 = 0 1.410-3 1 0.01 1 utater

conditions : - u,g given on the boundary, p calculated from (10) - p given on the part of the boundary in which u'n < 0' using finite A nunrber of numerical simulations have been made (mostly limited to quasi non-stationary differences)but they are extremely onerous and laminar flows. partia,l analytical For these reasons and also with a view towards getting some approximations to the solutions, the fluid mechanicists have proposed that we solve complete s1'stem ; it is, in general, these approximated systems numericalll'.

3 . I NV I S CI D


and the viscous If we neglect the loss of heat by thermal diffusion (rc 0) Euler cornpressible effects (rl = = 0) the simplified equations are knowrr as the equations.So equation (15) becomes :



= Y,.uvs o

(1 6 )

lines). In hence s is constant on the lines tangent at each point to u (streane line is a solution of the equation : fact a stream ,'(r) - u(x(r),r)
and so


= #*.X fts@g),r)

=s,r =o. *uvs


If s is constant and equal to s0 constant at time 0 and if s is also equal to s0 on the part of f whereu,.n ( 0, then from (17) we see that (18) has an analytical solution s = s0. Note however that (18) has no meaning if u ha.sa shock. In any case, experiments show that s decreagesthrough shocks. Finally there remains a system of two equations with two unknowns :

P,t*V'(Pu)=0 p ( u , t* u V u ) + Y p where



p - Cf

(C =u'o#).


The problems(2X5X12) and (19)-(21)will be studied in chapter 6 but an algorithmfor finding the stationarysolutionsof (19)-(21)will also be given in Chapter2.





In the casewhen p is practically constant(water for exampleor air with Iow velocity) we can neglectits derivatives.Then (2), (6) becomethe incomequations : pressible NaaierStokes V.u = Q u,t*uVu*Yp-vAu,-f (22) (23)

t of w h e r e = r l l p i s t h e r e d u c e d u i s c o s i t yh e f l u i d a n d p / p a n d f l p h a v e b e e n u p and J. by replaced The same approximationcan be applied to equations(19)-(20) and we Euler equations. obtain (22)-(23)with v = 0, known as the incompressible



SOME EQUATIONSOF FLUID MECHANICS rtr,t uYu *Yp - f * and Euler's equationswill be studied in chapter 5. The Navier-stokes

2T (25)

Remark 3. svsWith (22X23) or (2a)(25) one can no longer use (21) because the ambiguity can be explained by srudf ing tem becomes over'determined. This shorv (19)(21)when the velocity of sound (dp/dfirl2 tends to inflnity. one ca:i -Majda [fOf]) that if C tends to infinity in (21) then p gtrs ro iniXiui""r*an ttr have finity but Yp r"muins bounded. Thus the pressure variation continues (24X25) but p no loniler represeirlsthe a physical interpretation in (22)(23) or physical pressure. An equation for the temperature 0 can be obtained from (13) by a-r'uning p constant; if / = 0 we have :



An intermediate approximation, called weakly cornpressible, in betn-een the complete systet" (2), (5), (12) (compressible Navier-Stokes ) and iucomexhibi'us tlie hyperpressible Navier-Stotces 1ZZ;-(23), is interesting because it acoustics in (2), (5), (12) and (19)(21)' of bolic character the underlying A s s u m e t h a t { = q = r c= 0 , w h i c h i m p l i e s s c o n s t a n ta n d s o p p - t c o t l s t a n t ; under the assumpiion that p oscillates around a value p0 one gets : p,t*uYP*PoV.u=0 u ,t * u Y u * C p o ttVp - 0 .


If also u and p - po are srriall, then (27) is close to P , t* P o Y ' u = 0 ; which gives u,t *Cpo7-lvp = o


P,tt-cPo'Lp - 0.


u,1luYu*VP -vLu-g9eg


g,t uv0 - rc' 0 L *


+ Y u rl 2



where e3 is the unit vector in the vertical direction.



there exist We could try to determine if, for suitable boundary conditions, solutions of equations satisfying Vxu=O; these solutions are called itrotational But as (22) impties the existence of rp (x,t) such that (31)

u = Ys
thesesolutionsare also calledpotential' Using the identities : Au=-VxVxu*V(V.u) uVu = *ux (V x u) * "t;l


(33) (34)

we say that (24)-(25) have such solutions for / = 0 if rp is a solution of the : equalion Laplace Ap = 0, with (32) and (35)

p= k -



This type of flow is the simplestof atl. It will be studied in chapter 2. In the sameway, with (32)' (27) implies P,I*YPYP*PaL9-A (37)

v ( p , , + | l v , r l ' * y c p o t - t p= o )
If we neglect the convectiont.i* : equation wa,ae


YpY p this system simplifies to a nonlinear

p,tt -c/.p+

= d,(t) f,lvvl' ,,


wherec = 7C po?is relatedto the velocityof the soundin the fluid. Finally, we show that there exist stationary potential solrrtionsof (tg)' (20), (21) with.f = 0. Using(34), (19) couldbe rewritten as follows:



- p u x V x+ p v + . v P = o ' u
Taking the scalar product with u' we obtain


= " bo+* Vpl o

Also, on taking into account (21)


= '.Ov* * {-'c1v p1 s


1;p.t-\ =o _,u uP'v\n2 - + C - L .y


the stream lines, So, the quantity between the pa.renthesisis constant along that is we have

p - po(k-il#



IndeedasysterntikeuV(=0isintegratedexactlylike(16)andgives'{constant if p0 and & are if it is constant on the part of the bo-undary where u.n 10. Thus intersect constant at the entrance boundary of Q (u.ni 0), if all the streamlines of O and if u is non zero' then (a4) holds, then (40) the entrance boundary this implies implies that v x u is parallel to u and, at least in 2 dimensions , potential (i.e. (31)). Flom (2) and (4a) we deduce the that u derives from a transonic potential fl,ow equation.

=o v.t(k-lvPl');hv'P1
This problemwill be studiedin chapter2'


Remark 4: Equation (35) is consistent with (45) since we can return to it by assuming p constant (Cf (44)).

6. THE STOKES PROBLEM. Let us come back to the system (19)-(21) and let us rewrite it in non form. dimensional one velocityof the flow under study (for example Let U be a characteristic boundaryconditions)' of the non homogeneous



Let L be the characteristic length (for example the diameter of Q) and ? a characteristic time (which is a priori equal to LIU).Let us put

u ' = # ;t ' - i t , ' = *

Then (15) and (16) can be rewritten as V6' 'ul - 0 (-" t ^. ,t' , - - t r''u'1 t r r - 2 ; 7 - ^ \V6)u' {utY + U-'vx'P (fu)a"'u'- f fr , L \ , f'


(47) (48)

So, if we put T - Ll(J , P' = P/Uz

Re-W v L U (unitsM I{ S) 10-2 10-6 micro - organism 10-4 1 0 - 4 1 0.15x10-a 7x104 1 glider 105 10-6 1 0, 1 sailboat(shell) 0.15x10-a 6x105 3 3 ca,r 10 0.15x10-4 2x107 30 airplane 2x108 10-6 200 I t,anker
When v' >> S t ok espr oble rt: !, v'Lu' dominates u'Vu'


"prime" variables.The inverse of then (g8)-(Bg) is the same as (15)-(16) with z' is called Reynoldsnumber. Let us give some examples :

and u!r, in (a8); it becomes the

-vA,u*Yp - f V.u=0

(50) (51)

Experience shows that (50)-(51) is indeed an excellent approximation of (15)"low Reynolds number (tO) for fiows" in dimension three ; in dimension two the Stotes problem might not have solution in an unbounded domain. We recall in this context that a two dimensional flow is not an infinitely thin ffow, but a flow invariant under translation in a spatial direction and whose velocity is perpendicular to the invariant direction' . The Stokes problem will be studied in chapter 4'

7. CHOTCD OF EQUATTONS. Given a fluid system to simulate numerically,what equationsneed to be chosen? Unfortunately, there is no automatic rule ; one seeks,in general the simplestsystemcompatiblewith tle phenomenon'

first thing that an engineer Let us take the case of an aircraft wing. The fluid forces on the wing ; that wishes to know is evidently the resulta.nt of th" unrelated to the viscosity is the lift and the drag. The lift being- sornewhat it (cf Chapter 2)' But if we can integrate the transonic equatioi to calculate the Euler equation, compressible to there is a lot of vorticity then *" iru,',r" take the other hand, there is no if the velocity if large, incompressible if not. on we have to integrate the chance to calculate ihe drag with Euler's equations; or in the whole domain)' The Navier-Stokes equations (in ttre boundary layer "detached"; though the iift problem b..omo more complicated if the flow is of eddies neal the trailing edge is not a viscous phenomenon, the generation the viscosity' The oscillation of is fundamentally a phenomenon riated to correctly unless the the lifi around it, u.r"ruge value cannot be approximated Navier-stokes equations are solved' is beyond the scope of this To conclud", th" choice of a system to solve A thorough discussion with book and this chapter gives orrly ,ome examples. indispensable before embarking on a physicist or with an engineer is therefore expensive' numlricat simulations which are often long and


The compressibleNavier stokes equations describe view belong to 3 categories of nomenawhich from the mathematical point of P D E ' s:

a large number of phe-

flow ' Etliptic: Stokes equations, incompressible Potential IncompressParabolic ; TemPerature propagation, convection-diffusion' ible Navier-Stokesequatio'n. the acoustics of a fluid, Hyperbolic: Euler's equations, wave equations of convectron' universal scheme to, approximate that there does We state also, +hor rharo ;nes not exist a uni explains why each subsystem numerically these three types of equations, which treated in a separate chapter enumerated above and its numerical integration is of this book.


Irrotational and weakly irrotational flows

W e h a v e s e e n i n c h a p t e r l t h a t i t i s p o s s i b l e ( w i t h s u i t a b l e } o u nmechanics daryconx , = 0) to the general flr'rid ditions) to find irrotational solutions (v : equations under the following hypotheses - inviscid flow the boundaries' - no vorticity generated by discontinuities (shocks) cr by approximations of those equaIn this chapter, we will study finite element problem, where we recall also the tions. The first p".i duuls with the Neumann part, *e d"al with subsonic compressible finite element method. In the ,..orrd the optimization method' we then extend flows, which will be solved by an thir-d-and fourth parts we study the method to transonic flows. Finally in the function and a rotationar correcresorution of the probrem in terms bf stream of vector fields' ii". -"tt od b-asedon Helmoltz decomposition F L OW S



2.1 Generalities. thermal diffusion are negligiIf the density p is constant, the viscosity and then the velocity u(r) and pressure ble and if the flow does.not depend on time by p(c) are given for all points s O of the fluid V.u = 0 (1)



(2) (3)

where & is a constant if the flow is uniform at infinity.

On the boundary | = 0O in general the normal component of the velocity, u.n, is given by : u.n=g on f (4)

We remark that (2) implies the existence of a potential p such that : u=Vp So the complete system is simply rewritten as a Neumann problem. (5)

AP=0 0p *_g on

in A on f

(6) (7)

Example 1. Calculation of low velocity laminar flow through a nozzle.

Figure 2,t . A diuergent nozzle Example 2 Calculation of the flow around a symmetric wing (the non-symmetric l.e. lifting case will be studied later).


Figure 2.? A syrnrnetricaifoil


R.emark we could have used (1) to say that there exists r/ such that





Then, the comPletesYstembecomes VxVx/=0 Yx{t.n-s in O on f (10) (11)

then If the flow is bidimensional (invariant by translation in one direction) : become (10)-(11) A?, - 0 (12)

e $(x(s\-Jg@O)h vo(s)r



We study this method at the end of the chapter. Note that in 3 dimensions, the operatorin (10)-(11)is not strongly elliptic and that r/ is a vector though rp is a scala.r. 2.2. yariational formulation and discretisation of (6)-(7) Proposition 1 Lety e irp1rith tf onA. If g is rvgular,(ge gtlzlf))and nonzero&aerage




then problern(6)-(7) is equiualentto the following uariational problem : f f In vev, - J|r s. Yw.W J


? eW = {w /{1(o); ln ,= 0}

Proof : We see,in multiplying (6) bV ur, and integrating on Q with the help of Green'sformula that : f * f 0o = JnYevw. Jn_o,n, [#, f , If we qse (6) and (7) in (17) we get





I ooo* - J[f n- vtu H'(o)


Putting w = L we get (14). As (1S) doesn't change if we replace p by p + constant and 1.rby , * constanl, we can restrict ourselves to W. The converse can be proved in the same way ; from (15) with the assumption that rp is regular (in "F/2(O))ro as to use (17), we get :

Yww l r - O o ) , *l r r # , - g ) t o = o
By taking tu to be zeroon the boundary,we deducethat :


- O, -Oolu., = 0 Vtosuchthat [ [-r* Jn Ja multipliers,there existsa constantI such and so, from the theory of Lagrange that - h,9 = )X Note also that (19) implies (21) on r *=n on Finally,(17) with w = L (20), (21) and (14) imply that the constantin (20) is zero. Remark to one could have set up the w given by (16) is equivalent HL(qln problem in //1(A) lR at the start but this presentationallows a natural conit of struction for the discretisation I{'. Besides, is interestingto note that if p (1a) is not satisfied, is the solutionof (20) insteadof (6). Proposition 2 and if g is in Ht/z(f) boundary with Lipsch,itz d,omain If A is a bounded solulion. then (15) hasa unique Proof : inequalityis satisfied: In W and with boundedQ, Poincar6's in O. (20)


f r ' s c Jfo 'v p l ' l


with (15) is W - elliptic : So the bilincar form associated

c 2z I l o r l ' - ] m i n {- ' , r } l l e l l ? Jn' subspace I/t(O) the linearmap of As W is a closed




t!) +

[ o.at Jr

theorem (cf ciarlet [55] is continuous. The resurt foilows from Lax-Milgram [155])' Strang-Fix [223], Lions-Magenes Proposition 3 (wn c w) of w' such of Ler {wnl be a sequence internal approdmations that 3 { ' , , n } n t ! ) h l - W n s a c h t h olll . o - @ l [ * 0 w h e n h -+0 (24)


Then the sclution9n e W6 of

wn = I o roott)h J[-n*n Ywn f Jn

of in strongly f{1(o) to g, the solution (15)-(16). conaerges Proof : and subtractingfrom (24)' we obtain Usini (15) with u.r6


=0 Wn I O(rn- rp)Vu,';, Ywn JN

which shows that tPr,is a solution of the problem


- dl2| ft,^{ I*lV(,n

sense of (2a) we have and so lf ,bn is an approximation of p in the


< Io lo@n ,P)l' Jf-tot'ta e)12 o J

and hence the Proof (Cf' (22))'


Proposition 4 to (21) we haae If tiere eristq andC(A) suchLhatin aildition

llrn-rl[ < Ch"ll,ll"+' llPll.+t thenllPo Pllr( C'ho

Remark If O is convex' we have also


lpn -Plo < Cttha+rllPll"+t'




Proof : The error estimate (30) can easily be deduced from( 28) (29) and (22). To prove (31) one has to use the duality argument of Aubin-Nitsche (see Ciarlet [56]) finite elements (also called P1 conforming): Lagrangian triangular such that O is divided into triangles (tetrahedra in 3p) {n}t...t - Tx fiTt = @, or 1 vertex, or I whole side (resp. side or face) when k * I - The vertices of the boundary of UTr are on f - The singular points of I (corners) are on the boundary |6 of UTn. We note that Qr, = U?r, h -- 0 U Tx , {qt}il triangles, and h is the longest side of a triangle : are the vertices of the


lqt- q'l ,',r,rf'stt'y

(32) (33) (34)

t* H n ={ r u e C o ( o n ) n l r r P ' } W n - { r o H o t' X u n = 0 }

where Po denotes the space of polynomials in n variables of degree less than or equal to o (O C n) and C0 the space of continuous functions. If Q is a polygon then I,[, C W and proposition 3 applies. If moreover, we assume that all the angles of the triangles are bounded by 0r ) 0 and 02 1 r when h * 0 then the proposition 4 can be applied. With (33) Wh is of finite dimension,say M-1. Let {tu'i}r..y-1 of W1 ; if we write gn in this basis, we have

be a basis

p,,(r)= t


(M - 1) linear system.

and if we replace tu'1, w'i in (25) we get a (M -L)x by

AO-G w i t h i D= { p t . . p u - r } ,

vw'iYw'i, Gj





Example I Let {}f (c)h-r...,,+r With a = 1 a basisof Wn can easilybe constructed. denotethe barycentriccoordinates s in ?r with respectto its n * L vertices of then the number of basisfunctions is,N - 1 (i.e. M = N) that is one Let u,'ibe the canonical Iessthan the total numberof vertices{gh=r...1y. basis function of Lagrangianelementsof order 1:

IRROTATIONAL AND QUASI IRROTATIONAL FLOWS *i(r) = Af (c) if k is suchthat o Tx, - 0 otherwise

33 (38)

(q' Tt)

*,,(r)- ui(o) 1"1',f) Jnx

is a basis of Wn.

i - L..t/ 1


pulling Figure 2.3 : Erample of namerical singularity obtained by top middle a distortion of isoualue lines ' a basisjunction ; we renxarkin the

the sides (edges).

2.3. method.


of the linear

system by the conjugate




aPPlies also speed the solution when properly preconditioned. This algorithm we c an construct the sYstem (36), to positive semi-definite linear systems; thus (cf" (37) with all the basis functions uri. The solution obtained is more regular figures 3, 4).


2.4: Result obtainedby the canjwgategradient rnethod withoat rernoaingthe basisfunction'

Let us recall the conjugate gradient method briefly' Notation: L , e f t , x R N b e a r u n k n o w n s u c h t h aA r t beftN. - A,

b,where AeffxN,AT

Let C be a positive definite matrix and < , )c ated with C:

the scalar product associ-

1 a , b ) c = o r C b ; l l o l l c- ( a r C a ) *


1 Algorithrn 0. initialization: Choose C g RNXN positive definite (preconditioning matrix ), e small positive, a}such that C;a ImA (0 for example), and set g0 = 7ro = -C-'(A*o-b),n=0. 1 Calculate :

< g",hn )c hnr Ahn

(41) (42) (43) (44) (45)

g n * t = rn * p" h" ^ n + L - g n - p" C -L A h" v ^ln

=llg"+'ll3 lteEiz= gn+r* f h"


2If ll yn+l llc < e , stop elseincement n by 1 and go to 1'





Note that C is neuer inaer'tedand that 9 = C-L z is a short hand'notation "solue Cy = z" for Remark 1 This algorithm can be viewed as a particular case of a more general algorithm used lo find the minimum of a function (see below). Here it is applied - xT A, 2 - br c ' One can verify f to the computation of the minimum of E(r) that i) p" given bV (1) is also the minimum of E('^ + ph") givln by (aB) is also the gradient of E with iespect to the scalar ii;'-ni+t product associated with C, that is : g n + 1_ _ C - 1 1 A c " + 1 _ b ;


Proof : nn*r = rn * p" hn <__> Atn*r = Asn * pnAh" < + C - t ( A x " + l - b ) _ C - t ( A r n - b )+ p " C - LA h "
Remark 2 The only divisions in the algorithm are by 6nTn1rn and llg"llc' The first one could be zero if the kernel of A is non empty whereas the second is non zero - 0 by construction; so to prove that the algorithm is applicable even if det(, ) we have to prove that hnr Ah ts never zero. But before that let us show convergence. Lemma

hirAhk -0, < g k , g j) c = 0 , < gt',hi )c-

vj<ft vj <k

(47) (48)

o, Yi < k


Proof : Let us proceedby the method of induction. Assuming that the property is tru e fo r j < k ( n, let u s p ro v e th a t (a 7 )(4 SX 4 9 )a re truefor al l j < k < n* 1

i) Multiplying (a3) by 6i and using (47) and (49): <gn+t,hi>c=<gh,hi >c -pn <C-rAh",hi >c=0-hirAhn =0, (50) i f j < n ; I f i = n t h e ni t i s z e r ob Y ( 4 1 ) . ii) Using(ab):



)c=1 < gn+L,gi gn+1,,hi 7i 6i't )c= 0 (51)

bV i) above. iii)Finally, again from (ab) we have,if j < n : gi) ,

6n*tT,E6i- (gn+, + Tnhn), eni = go*tTAni+0 = g'*tt ,ki+'-:


where we have used (a?) to get the second equality and (43) for the last one. If j - n, we have to use the definition of 7". Let us show that 7n is also equal t o - gn+ rr Ah ' o T Al ,.. We h a v e : /h



< g'+1 - gn,gn*t )c



We have used (43) for the first equation and (a8) and (49) for the second. We leave to the reader the task of showing that {47),(49) are true for & = 1. We end the proof by showing that 6nT tr6n is never zeroIndeed if n is the first time it is zero then we have:

,0 = hnT Ah',

h" e IrnA

/rt = 0


gn = -7n-16n-1

= gn-L - ,n-t 6-r tr1n-t so by (41) _ ' n -L l h " l , =< g n -th n -t > _pn-L6n-ff tr6" -1 = 0

but by hypothesis h"-1 is not zero. Corollaty in The algorithm conuerges N iterations at the most. Proof : Since the g" are orthogonal there cannot be more than N of them non z,ero. So at iteration n = N, if not before, the algorithm produces gn = 0 that is C- t ( A r " - b ) = O . Choice of C However it is out of question to do N iterations because N is a very big number. One can prove the following result : Proposition 5: If x* is the solution and xb is the computed solution at the lcth iteration, t hen





- o * ) ) c ( ' 4 '(ptu A' +:r) '' * < c 0 - x * , A ( x o - r * ) ) c l A .

where pcA it the conditian namber of A (r.u,tiabetweenthe largest and smallest of eigenuolues Az = AC z ) in the netric inlroduced by C. Proof .' see Lascaux-Theodor [9], for example. One can also prove superconvergenceresults, that is the sequence {rb} converges faster than all the geometric progressions (faster than r& for all r) but this result assumes that the number of iterations is large with respect to N. We can easily verify that if x0 = 0 and C - A we get the solution in one 'near' to A. When iteration. So this is an indication that one should choose C we do not have any information about ,4.,experience shows that the following choices are good in increasing order of complexity and performance:


= s;i o7j',=r!'i,li, it<z

C;j = 0, C otherwise' incompletetely factorized matrix of A.



We recall the principle of incomplete factorization (Meijerink-VanderVorst ll72l, Glowinski et al [97]): We construct the Choleski factorization .L' of A (- L'L'r) and put L;i - 0 if -4ii = 0, L;i = L';i otherwise'

One can also construct directly .L instead of .L'by putting to 0 all the elements of Ct which correspond to a zero element of A, during the factorization (cf [10]) but then the final matrix may not be positive definite. Proposition 6 If A is positiae semi definite, b is in the image of A, and Cso is in the towards the unique image of A, then the conjugate grvdientalgorilhm conaerges solution z' of the lineor system Ar = b; which uerifies Cx' Im A. Proof : From (a2) and (45) we see that

Crn,Cgn,Ch" e ImA



e ImA

The property is thus proved by induction.



2.4 Cornputation of nozzles

If Q is a nozzle we take, in general, $ zerc on the walls of the nozzle and g = 1r.o.fl, ua constant at the entrance and exit of the nozzle. The engineer is interested in the pressureon the wall and the velocity field. One sornetime solves the same problem with different boundary conditions at the entrance f 1 and at the exit f2 of the nozzle : og,

-Ap - 0 in


9lr, = 0,

9lr, = constant,


= 0. (57)




1 l-.

I \

Figure 2.5 : Computation of flow in a nozzle. The trtangulalion a n d th e l e u e ll i n e s o f th e potenl i al are show n. of the lift of a wing profile 2.5. Computation The flow around a wing profile S conesponds, in principle, to flow in an unbounded exterior domain, but we approximate infinity numerically by u at a finite distance ; so Q is a two dimensional domain with boundary l* boundaryf=f*US. One often takes u* constant and glr- ='tt,oo.rtrt l; = 0 9


the Unfortunately, numericalresultsshowthat with theseboundaryconditions, the flow generallygoesaround the trailing edgeP. As P is a singularpoint of f , lVg(c)l tends to infinity when x - P and the viscosityeffects(4 and () are





of no longer negligible in the neighborhood of P (see figure 6)' The modeling constant) : valid and (2) has to be replaced by (c..' the floiv UV (f )-12) is not

Vxu-u6n through P. where 6> is the Dirac function on the stream line E which passes

Figure 2.6 FIow around an airfoih D is the wake' One takes then O - t as the domain of computation' So we have to add ' a boundary condition on D. Since D is a stream line : og, n lE = u' [rr But as u is continuous along E we also have :


o P , = o P' - . filx,+ Et
by integrating this equation on E we obtain :

4 , , = o i'e'forsomeconstantg fr@|"* Plx,-)

Plz* - Plx,- = 0


with the help of (59) written where p \s a constant which is to be determined on P, or better bY :

l v p ( P + ) l ' =l v p ( P - ) l '

( 61 )

which comes out to be the same but is interpreted as a continuity condition on the pressure. It can be proved using conformal mappings that with (60)-(61) the solution <pdoes not defend on the position of D (which is not known a priori) but with (fO; tftir is not the case: the sclution depends on the position of E. So we solve


in O-t

(62) (63) (64)

Pln+-Plx,-=0 i v p ( P + ) l= l v p ( P - ) l ' '




equation (64) which is calied the Joukowski condition . lt deals with the continuity of the velocity and also of the presEure . To solve (62)-(65) a simple method is to note that the solution of (62)(63)-(65) is linear in P :

p(x) - ea + 0@'(') -,Po(')) b) - p0 is the solution (62),(65) (53)with f = 0, i.e. and of Apo = o, ffV = g, g continuous across x


withg= 0 and(63)with p- L,i.e. of .1,=pt -p0 is thesolution (62),(65)

-,hll.- L, Vdlr*= Vdb= L.t= 0, ffii, - o, rfb*

The variational formulation of this second problem is: find g e Wl such that


Iv4,v*=o YweW{;
d l r * - t l , l > -= 9 , V/[* = Vdlp-]

= W o u { r he I / t ( Q ) :

We find fl bV solving(6a) with (66) : it is an equationin one variableB. can show tl,at the Llft Cy (the vertical componentof the resultant of the We force appliedby the fluid on S) is proportionalto B :

c1 - ?Plu*l
where p is the density of the fluid.


: Practical Implementation In practice we can use Pl finite elements though the Joukowski condition requires that we know Y tp at the trailing edge ; with Pt , Y g is piecewise constant and so the triangles should be suffieiently small near the trailing edge. In [11] a rule for refining the triangles near the trailing edge (to keep the error O(h'i :can be found the size of the triangles should decrease to zero as a geometric progression as they approach P and the rate of the geometric progression is a function of the angle of the trailing edge. Experience shows that one can apply the condition (61) by replacing P+ and P- by the triangles which are on S and have P as a vertex.



edge' Figure 2.7 configuration of the triangles near the trailing

Figure 2.8 : Erample of numerical results: a) equipotentials of b) rriangulalion arcund the neighborhood the profile c) strvamlineswith lift d) and withoul lift' point of Another method, which is no doubt better from the theoretical time is to include a view, but very costly in terms of computer programming the ,p".iul basis function in place of the one associated with P, to represent the neighborhood in singularity. It can be shown that rp(c) is like ls-pl"l(zr-F) find the ihe traiiing edge, where B is the angle of the trailing edge. One can of justification' complete p.oof iriirisvard [102], and we give here only an intuitive - 0 corresponding Let us work in polar coordinates with origin at P and 0 - p for the other. Let / b. the limit of 9(r,0)1,^ to one edgeof S ani Q = 2tr (rn not necessarilyan intcger), i.e.

The equations for P are:

= =o=+ /'(o) o ffitr-=r-'H?,0)


FINITE ELEMENT METHODS FOR FLUIDS EP, -r0g, - r-'ffi(r,2r- B)= 0=+ f'(2o- B)=0 ffils*

L p= . ' f . , # + r - 2 # - , *

* , f ( ot) f t , ( o )o

The generalsolution of the last equation being f (0) = osin(rn(d-do)) first two conditions give : do-0, that is m - r/(2" m(2r- g)=o

* P).We have therefore in the neighborhood of P:

p(r,0)-- arf


+ ogfu 1

which suggeststaking a basis function associatedwith P as

." (r,q - rf


where IoU) is a smooth function which is equal to unity near P and zero far from P. Results using this technique can be found in Dupuy [70], for example.

3. P O T E N T IA L 3.1 Variational

S U B SON IC formulation



One still assumes that the effects of viscosity and thermal diffusion are negligible but does not assume that the fluid is incompressible. If the flow is stationary, inotational at the boundary and behind all shocks if any, then one can solve the lrcnsonic polential equation

v.[(k-rlvrl')*vp] =o in 0
The velocity is still given by



u-Yg the densityby


and the pressure by

p- po(frr




boundary. The boundary The constantsPg, Poare usually known at the outer pu'n' rather than on the normal velocity: on conditionsare Srven the normal flux 1.-,,t2\3b_o r , 0n ;lYv, To simplifY the notation, let us Put (k on f (Zl)

p(vp)=po(& |tvrt'l='
Proposition 7 to proilr* (1il-{15) is equiualent a aariationalequation.Find


F e W = { u f { l ( 0 ) ; JfA- * * = 0 }
on Q ) such that (where $is ong giaen function with non zero nxean
. a f


Yw w; = [^A f tvrt'l;kv'Pv' Jrn'



E ( p ) - J Nf ^ t n - f , t v v t \ # - l , o -


Proof : we follow the proceTo prove the equivalencebetween (68) and (73)-(74) now dure of proposition 1- Let us consider

E ( v+ } r ) Ja

*,\tu)l')t- # [^w-]toto A


We have :

-]tott+ ]rl2)*o(, *'\tr)vtu )tu) E',x(p+ - * h [^fr 7-rJn

So all the solutions of (49) are such that E' ,x(p * )tu)lr=o = 0 and ncw t,he result follPws. Proposition


in ov E If b < (2k0 -t)10 + 1) ) tlz then defined' (70)is conuer W b= { p e W : l Y e l < b } (75)


FINITE ELEMENT METHODS FOR FLUIDS Proof : Let us use (71) to calculateE,AA in the direction 1l,: 7-Ld2E

= *12 lr=o Irp(ve)lv -Fb 1 4tr2


p)z-r1vu,l2(fr + *tffil'r f,vrrtl l,p(v

-f,lvol'(l+ , Ip(ve)2-^'lvrol2(r #))

-+f{lrro,rra -*ur*:+(r >(e

Corollary 1 If b < (2k (z - t)/(t + 1) ) tl2 the problem
1 .a.L - 'Y f - f ,#i#p, Jr&- ulvvl')# F Jrn,


admitsa uniquesolution. Proof : Wb is closedconvex,E is W - elliptic,convex,continuous. Corollary 2 If the solationof (76) is suchthat lVpl { b at oll points,then it is also the solution of (69). 3.2 , Discretisation Proposition 9 Let b < (2k (t - t)l(T + 1) ) Llz and let

Wl = {pn e Wn: lYpnlS a}


in Assamethaf.W!, anil Wb satisfy(21) with strongconaergence WL'a i kt us approdmate(75) by

-hl,no *P#; l.a-f,vrol')#o

If {pnln or" solutionsinWl'*then gy -* I the solutionof (76).


Proof : which converges As lVrpl,l is bounded by b, one can extract a subsequence *. Let d be its limit. weaklyin Wl'*(Q) weak



of Let g be the solutionof (?6) and fl6rp the interpolateof-g in the sense Then sinceWl CWb we have: (24).Ui n be the functionalof problem(78). E(d<E(pn)<E(TI1P). The weali semi-continuity of.E and the fact that Pn is the solution of (78) implies that any elementto of WD is the limit of {tr,'6|, wn e Wl in Wi'* (lrrnh*sll, - unlli,* = 0) E(d S E(rl,) ( liminf E(tp1) S lim E(TInp) - E(p) but <pis the minimum and so


E(d - E(Ir).
The strong convergence of gn towards g in I/t(O) convexity and the l4rb -ellipticity of E.

is proved by using the

3,3. Resolution

by conjugate "


To treat the constraint We then solve :

" lVpl < b the simplest method is penalization.

E'(Pn) ,ftt#^

( 81 )

-lVpr,l')*]' E,(pn)- [ A -*lornl,)* - + ' = [ n, + p JIn Kb' z' ]-tJr Jn'

where p is the penalization parameter which should be large. The penalization is only to avoid the divergence of the algorithm if in an intermediate step the bound 6 is violated. If the solution reaches the bound 6 in a small zone then Corollarl' 2 doesn't apply any more; (experience shows that outside of this zone the calculated solution is still reasonable); but in this case it is better to use augmented Lagrangian methods (cf Glowinski [95]).
min:l0tE-5 -x--x-: l20E-3 nox:275E-3

Figure 2.9: Compute,lresullof a lransonic nozzle by of the The fgurc rcpresents isoualues lvpl, obtained soluing(81). Taking into accountthe fact that Wn is of finite dimension,(81) is an of optimizationproblemwithout constraintwith respectto coeffi.cients gn on a basisof W6 :




pn(r) = I


t*,T*- tE'(Po)
preconditioning To solve (81), we use the conjugate gradient method with a with a Neumann condition. Let us reconstructed from a Laplace operator of a call the preconditioned conjugate gradient algorithm for the minimization functional. Algorithm 2 (Preconditioned conjugate "?F Gradients) E(t) : (82)

Problem to be solved:

small, M 0. choose a preconditioning positive definite matrix c; choosee > 0 = 0' a large integer. Choose an initial guess z0' Put n 1. Calculate the gradient af E with respect to the scalar product defined by C; that is the solution of C g n = -V ,E(r" ) (83)

I f l..g " l l c < e s t o P l put if else n = 0 put ho= goelse * - llg"ll'c 7=



hn=gn+1h"-l 3 . Calculate the minimizer p' solution of m i n { E (2 " + ph" )} P ut z n * t = z n + pnhn If n ( M increment n by 1 and go to 1 otherwise stop'



Proposition 10 If E is strictly conaer and twice d,ifferentiable, algorithm 2 generates a (. = A, M = +oo) towards the solution of seque-nce {t"} which conaerges problem (82). The proof can be found in Lascaux-Theodor [1a2] or Polak [193] for example. Let us recall that convergenceis superlinear (the error is squared every N iterations) and that practical experiments show that ./i{ iterations are enough



or even more than adequate when we have found a good preconditioner C. With a good preconditioner, the number of iterations is independent of N. This is the casewith problem (81) when C is the matrix A constructed in (37). The linear systems (83) could be solved by algorithm 1. As in the linear case' the algorithm works even if the constraint on the mean of gn is active provided that the gradient g' is projected in that space. Gelder's Algorithm [s6]: The fixed point algorithm, introduced by Gelder [86], when it converges gives the result very fast :

v.[(k-f,lro"l')o5 ven+'] o in o
(k -;lvp^ l');='' 0n
1 ^ r




on f


It is conceptually very simple and easy to program. Once discretised by finite elements (88), (89) gives a Iinear system at each iteration, but the convergence is not guaranteed; horveverexperience shows that it works well when the flow is everywhere subsonic. The coefficientsdepend on the iteration number n ; so one should avoid direct methods of resolution. If one solves (88) by algorithm 1 (conjugate gradient) then it becomes a method which from a practical point of vierv is very near to algorithm 2.




4.1 Generalities : If the solution of (?5) is such that lVgl = b almost everywhereon I C O, measure(I) > 0 then rve cannot solve (68) by (75). From physics, u'e know that when the modulus of the velocity lV,pl is superior to [2k(7 - t)/0 + 1)] tlz the flow is supersonic. If we linearize (68) in the neighborhoodof p., we get :


p 2 - 1 Y p V 6 9- 0 ]


One can show by the same calculation as (74) that this equation is localiy elliptic in the subsoniczone and locally hyperbolic in the supersoniczone. Furthermore numerical experience shows that (68) has many solutions in general C0 but not C1 (lVpl is discontinuous),the discontinuities are where lV,pl is equal to the speed of sound. We have to impose an additional condition to avoid the jumps in the velocities (shocks) going from subsonic to suoersonic in the flow direction. We have seen in Chapter 1 that the entropy s is constant if q , (, rc are zero ; but this is no longer valid when the velocities are discontinuous ; when 4 is small, for example, 4Au becomes big. It is shown in Landau-Lifchitz lIaI) that the entropy created by the shock is proportional to the third power of the



jumps in the velocity acrossthe shockin the flow direction : the entropy being increasedthrough shocksit can only be producedby supersonicto subsonic shocks. An original method for impmiqg this condition (called an entropy condition) h* been proposedby Glowinski [95] and studied by Festaueret al [77],Necas[180]: b Given 2 positive constants and M,Let

, w!*={perl'(Q) - [veYw <MI** JN

u, I{l(Q), lVpl < b,
The variational inequality in (91) rneans that



o) In'o=
O (92)



which effectively avoids all positive jumps of dg/dz in the x-direction if / is smooth in the y-direction. of the Resultsleadingtciwards existence solutionsfor (68)(71X92)can be found in Kohn-Morawetz [135]. The following property is a key to show that convergein Wil. subsequences Proposition 11 conuetin fJ1(A). Wlr is compaet The spac" Proof (Festaueret al [?fl) The convexity of Wla is clear ; let us show that it is compact. Let us define G,(.)[Fo".Vr.u* M*) (93)


G(w)- [1vrv**Mw) JN


If g" + I in .F/l(O) weak* then Gn - G in I/t(Q) weak* and as G"(tr,') > 0 Vur we have, from a lemma of N{urat [178], Gn * G strongly in I4zt'*(O) weak* But

l V ( p "- d l | = ( G '

-G)(p"-p) *0


of flowsis no longer The functionalusedfor the computation subsonic

convex in the supersonic zones;one must find another functional. A possibility is to minimize the square of the norm of the equation:

P-erIIf (o)nwL


-'rtoot\rrrvplllll llv.t(fr




existence of solution The choice of a suitable norm is very important to insure but it requires glr and a fast algorithm. Ilere A-1 is .l"urly a good choice conditions (also to be known (Diri.t l"t boundary conditions). with Neumann with mixed conditions) one can solve:


. = (Ve, Vtr.,) (p(Yp)Vp,V') Iro* Vur I/t(O)

Indeed if we let e be defined bY

-f,Vrn #ve], //3(0) -Ae= v.[(e

then (96) can be written equivalently as

e-erI{f ({t')nwfu A finite element discretisation of (97) is

lv.l'). {1.
Ywn Wn]


min {I


l V e 6 1: 2

(V.r,,Vr6) - (p(Ypn)Ypn,V'r) - [^o*n JT

it is the minIt should be noted that this problem always has a solution since function in a finite dimensional bounded imization of a positive differentiable probspace. But 96 will be an approximation tc the solution of the'transonic points on which the constraints of TYly arc lem only if e1 r 0; and the set of active must tend to a set of measure zero' problem In Glowinski [g5] details of the conjugate gradient solutions of this thorough study of optimal control can be found. w" r"frr to Lions [154] for a problems.

4.2 , Numerical


Practically, experience shows that the constraint (92) is always saturated that and so the calculated solution depends on M (cf. Bristeau et d [aa]) and the choice of M is thus critical. "upwinding" or " artificial In the actual computation one may prefer to use viscosity" to take care of the entropy condition' Upwinding will be studied in the following chapter. Let us give a simple version due to Hughes [115]. Equation (49) is aPProximated bY



- x--x-:603F3

nrx: ?t9F.3

Figure 2.10: Transonic flow computed by Gelder's algorithm with upwinding.

r 1 arr- | eWn en+1 Wn (99) tn - *tooil?)F vpl*'Vur Jl^wn Ywn I r z Jo' f

approxiwhere W;, is, for example, a Pl confor*ing triangular finite element the triangle f'1r), nearest to mation of W and where (Vpr,)a is calculated on ?3 ?3 " upwind" of the flow instead of calculating it on the triangle

(Yel)alr. = VP"lrr(t)
or Dupuy Numerical results with this method can be found in Hughes [115] [70] for example. Artificial viscosity will also be studied in chapter 3 ; one can add viscous terms to the equation (they were there in the Navier-stokes equations and becauseof thernthe entropy can only grow). Following Jameson [121] (see also Bristeau et al.[aa]), we consider

- ")+]vei*'Y p'ilu1'd'x Yei+tvwnh " " * [^rr z f,vrr l')o. J lrr..f-;l(u'n' tL Jo


Jr where the utn is an upwind approximation of ivg[[, I il the speed of sound ttt.-t-; 0f l0s stairds pf is an upwind approximation of (k- (l12) lv ei1z1 and, for (u'llul)V/,1he detirrative in the direction u ; this upwind approximation can be constructed as above or bY

(Vei)air* = (1 - or)Vpllr* + uYg>iltrr*r

where c.ris a relaxation parameter' Finally, notice that (99) and (100) are Gelder-type algorithms to solve the I/-1 underlying nonlineu. "q,rutions; other methods can be used such as



least-squaremethod presented above ((96)-(98)) ot GMRES, a quasi Newton algorithm rvhich will be studied in chapter 5 ; results for these can be found in Bristeau et al [44].

5. VECTOR POTENTIALS : u of Let us return to (1), (2) and study the possibility calculating by Let f that Q is simply connected. we shall assume u = V x r,'. For simpiicity, components. and f; be its simply connected twice differentiable be piecewise
Pro pos it ion 12 : L e t i I 2 ( 0 ) s u c h l h a t Y . u , 2 ( O ) . L e t $ H L ( Q ) / I ? t h e s o l u t i o no f

M6 DESCPAILE COUHBE CO|IlllU(tt O(xrrt$ xUrarPU.' WINC Cotlttl

ror|lt DI rarll t CL rCDIrCt *nll oil,rttl DFCoalllult 3Colm$ tptrlltxlrut n||lt 0c lacll t c.|ll tclocxct | 0!a l|| ro.ltlt 0C@UC8l3 L lll I ll tt to.rut 03 iorlt grl u llgrt.





a, ar*,r*

Figure Z.LL: Potential transonic fl,ow around a M6 wing; by J.M. Dupuy: the figure showsthe Mach numbers on ,o*prid the wings and presure coefficienls on seclions of the wing.


FOR FTUIDS FINITE ELEMENTMETHODS (Vd, Vru)= (u,Vu,') Vu I/n(O)/n (101)

on ond$ e lH' (O)/Rlt the soluti of (V * 4,V x u) + (V.r/,V'r)- (u' V x u ) V ue . V ,heV = {u f/l(O)s: u x nlp = 0,
t hen

(102) (103)


tr.n= 0),

u*Yd * V x {


Proof : The proof being rather long, we shall give only the main ideas and the details can be seenin Bernardi [30], Dominguezet al [6?], Eldabaghi et al [73]. First let us note that (101)et (102) are well posedso that S and $ are unique. Then we seethat the solution of (102) satisfiesY ''h = 0' In fact' by taking v of = Vg in (102) with g zeroon | (because (103))'wesee:

(V.rl,,Aq) = 0 Vq If'(Q) n H;(O) suchthat that is we almost have



( V . r l , , s ) = 0V g L ' ( A )


one Nevertheless, can prove,without much difficulty,that (105) implies Y.t = 0. Now let

{ = V x t +y6 - u
we see that (101) imPlies


V.{=0 {.n=n.Yx$ and (102) implies Vx{=Q becauseof the following identitY :



(oVx b)= (V x o,b)*


x b)


Besides, if 1, 12 &te two vectors tangential to f and orthogonal to each other then



$xn-g so that




= n.V x ,1, -jtt.rt),r" + (rlt.rz),rr= 0i by the proof is completed using the following property : Vx{=Q, V.=0, {.tlr=0+{=0.



Proposition t3 : 12, as With the sameconditions in proposilion we can alsousethe fol[ow: ing decomposilion Let g bethe solutionin Hl&)lR of

= (Vd,Vu,') -(V.u, u) Vu HL@)lR

ond $ I{i(0)3 the solution of

( 11 4 )

( V x r l , , Yx u ) + ( V . r / , V . r ) = ( u , V x u ) ,1,xn-Vqonr, / rh.n=0

Y ae V

(115) (116)


where q is the solution of the Beltrami equation on l.

t tyyt?rJr or; or;


[u.n. vtur/'(r)

( 11 7 )

wherer; ar,two orthogonal tangents to T. Then

u=Vxt*Vp Proof : The proof is the sameas that of proposition 12, exceptfor (111) onward. we of Instead (112), have: n.Y x rlt= 'o'q =-(fr * o2q"


= u,.n


wherethe last equality is due to (117). Finally, we also have .n = 0 and so =0. two decompositions u. In the first one,0$fdn = u.n of We havetherefore whereas the secondn.V x ,t, = u.n and 0$/0n = 0. in If V.u = 0 in order that rf = 0, onehas to usethe second decomposition. So we seethat the potential vector resolution of incompressible flow requires, 3D in general,


FINITE ELEMENT METHODS FOR FLUIDS - the solution of a Beltrami equation on the boundary (117), - the solution of a vectorial elliptic equation (115)' Remark An alternative form for (117) is

f-= If u . - w , V r l I / t ( f ) n I v (tvu --?' OnOn Jr Jr




We can use proposition 12 and the transonic equation (64) to construct a method of solving the stationaxy Euler equations :

V.(pu)= 0 Y.(pu8')*Vp=0

(11e) (120)

v.tp.,(|,,2*J-l)l" =o '2 "r- Lp


- 1) + u212is constant As in chapter1, we deducefrom(121) thatpp-tll0 on the streamlines,that is, if coo is the upstream intersectionof the stream line with f, we have **+'t - L p ' 2 I / (\r " " ) o n { c i x ' = u ( r ) , c(0)= r""} (L22)

By definition of the reducedentropy .9, we have

4 =s il


exceptactossthe shocks.In fact, r.r= Vx and ,Sis constanton the streamlines, u satisfies

O = V . ( p u 8 u ) * V= - ' p u x V x u * V p + p V + p
= -pux c,u pVH - -{-'gg * '
J - t


and so pu Y S - 0, but this calculation is not valid if u is discontinuous. Howeverwe can deducefrorrr (12a) that

u = (u x V// -




x VS)lrl-' + \pu


where,\ is adjustedin sucha way that V.u = 0, i.e.


HIN = 0.t128 l ' l F X= 1 . 3 6 ' {


o t'l o


Figure 2.L2: Transonic flow with entropy correction; cornputed by F. El-Dabaghi using the Helmollz decomposilion. Thp Mach numbersare shown with and without entropy corection; the oth.erfigun shows lhe entropg.

V1 -V.[(u -')(rx Vf/ - P't-t' Y ;1 PuYA=

Let us now use proposition 12 ; we get the following algorithm :


Algorithm O. Choose u continuous and calculate the streamlines on the streamlines and a 1. Calculate a nerV I/ by transporting /{(r-) transporting S(r*) on the streamlines and if necessary adding a new S by jump [S] calculated from the Rankine Hugoniot conditions across the shocks

of (conservation[.pu],lpu' pl,[u'12+ tpl0 - t)p]) +


FINITE ELEMENT METHODS FOR FLUIDS i'e' 2. calculate c.rby (125)withp calculatedby (122) and (tz3),

=#r, - i"'ltu. p(u)


and .\ calculatedbY (126). the 3 . calculate d'bv resolving(102) (we shall apply (110) to calculate right hand side). 4 . Calculate by solving(119),i'e' with (127) : {

=o v.[p(vd+vx{)J offilr-t
5 . Put u = Vd + V x r/ and return to 1'


is (12p) i'e' We remark that when w 111, r/' is small so all that remains rotational correction to the transonic equation. This algorithm is therefore a an open problem the transoni. eqoution. The convergence of the algorithm is and it gives good but it seems to be quite stable (see nt Dabaghi et al [3J) view, the main results when , i, not too large. F o* a practical point of the Rankinedifficulty remains in the identification of shocks and applying an alternative for Hugoniot condition in step 1 (see llafez et al [105Jor Luo [161] method). type : Finally, we see that it requires the integration of 3 equations of the u V { -.f, { l p gi ven' (129)

this will be treated in the next chapter' An Other decompositions have been used to solve the Euler equations. zil L2421 example is the clebsch decomposition used.by Aker et al. [ 71] and these ,, = Vp * sVl where g, E, $ arc scalar valued functions. Extension of al [73], methods to the Navier-stokes equations can be found in El Dabaghi et Ecer et. al. [71], Ziil1242 ).

3 Chapter

Convection diffusion Phenomena

1 . I NT RO DUCTIO N The following PDE for ,f is called a linear convection-diffusion equation: 6,t*a4+V.("d)V.(zVil= f (1)

we have:

,{ ("o'd),, - e"t (d,t + od)

so with such a change of function one can come back to the case o = 0; secondly the diffusion terms and the dissipative ternrs have similar effects physically. These equations arise often in fluid mechanics. Here are some examples : - Temperature equation for 0 for incompressible flows,

of convection-diffusion.



In general, z is small compared to U L ( characteristic velocity x characteristic length ) so we must face two difficulties: - boundary layers, - instability of centered schemes. On equation (1) in the stationary regime when u = 0 we shall study first three types of methods: - characteristic methods, - streamline upwinding methods, - upwinding-by-discontinuity. Then we will study the full equation (1) beginning with the centered schemes and finally fior the full equation, the three above mentioned methods plus the Taylor-Galerkin / Lax-Wendroff scheme.

1.1. Boundary


To demonstrate the boundary layer problem, let us consider a one dimensional stationary version of (1) :

"i;, =', ="i*:;;


where u and u are constants. The analytic solution is

e)l@Llv)('5] 6@\ _ (L,,, T - @ t .\/ \;)L WhenuluL '-* 0, (x - r) -/ i fu ( 0 , e x c e p t i n c = 0 , d+\u d*lif u tt u > 0 , e x c e pn x = L .

But the solution of (2) with z =0 is

if we take the secondboundary"onditiorlin (3) and
, t 6- -



if we take the first one. -vVe see that when vfuL * 0, the solution of (2) tends to the solution with u =0 and one boundaryconditionis lost; at that boundary,foru << 1, there is a boundarylayer and the solutionis very steepand so it is difficult to points. calculatewith a few discretisation



giaenby (5) or (6) Figure 3.1 : According to the signof u, the solutionis condition' boundary the aiolated with a boundary laYer to catch
1.2, Instability of centered schemes :

schemes Finite element methods correspond to centered finite difierence schemes do not distinguish the direction when the mesh is uniform and these of flow. The Let us approximate equation (2) by Pt conforming finite elements' variational formulation of (2)

' u4 6''tr'' J, ''u Jo

is approximated bY





tD, Vtu I{;00,t[)



- u''1) = 0 l- @On,rwn* vdh,tlrh,,

Vt'o'lcontinuous Pl piecewise


and zero on the boundarY. (8) can If ]0,L[ is divided into intervals of length h, it is easy to veriiY that be written as

- 2 6+ d i - ) 1 ' i = t ' " ' ' N - 1 ( e ) i f , { 0 , * r - d i - ' l -f r t O i + l

tr'here j = {n(ih), j =0,...,N - Llh i 4o = drv = 0' 6 rvith (9), that of Let us find the ,ig.nuu,lues the linear systemassociated is, let us solve
2cr-\ -1-a /"()) - det -L-a 0 2o-\ -1-a L-a Zct-A L-cr 2a-\ 0 l-a



where we have put a = 2v/(hu). One can easily find the recurrence relation for .I,. : In = (2 o -t)1 " -r * (1 - oz)In-z and so when \ = 2a then lzp+r - 0 Vp. This eigenvalue is proportional to v, and tends to 0 when v - 0. So one could foreseethat the system is unstable when v/hu is aery small. There are several solutions to there difficulties : 1. One can try to remove the spurious modes corresponding to null or vry small eigenvalues by putting constraints on the finite element space (see Stenberg 1220)for example). 2. One can solve the linear systems by methods which work even for nondefinite systems. For example Wornom- Hafez [239] have shown that a block relaxation method with a sweep in the direction of the flow allows (9) to be solved without upwinding. 3. Finally one can modify the equation or the numerical scheme so as to obtain non-singular well posed linear systems: This is the purpose of upwinding and artificial diffusion. Many upwinding schemeshave been proposed (Lesaint-Raviart [149J,Henrich et "I. [110], Fortin-Thomasset [83], Baba-Tabata [7], Hughes [i15], Benque et al. [20], Pironneau [190] ... seeThomassetlzzglfor example). We shall study some of them. For clarity we begin with the stationary version of (1). 2. STATIONARY CONVECTION:

2.L. Generalities : In this section,we shall study the problem V.("d)=f inO dlr=dr whereu is givenin I4Z1'*(O), is givenin .Ll(A) and / E = { c f : n ( x ) . u ( r )< 0 }

( 10)



Figure 3.2 : Eis the part of I wherc, fluid enters u.n < 0 ). the (

CONVECTION DIFFUSION PHENOMENA A variationalformulation for this problem is to searchfor 6 e fi1q that (g,,uYw)with ur-p = 0.

6.1 such


[ *1ru.n [ f* Jn

vur Ht(o)

Here dr Ht/z(E),,r, V.u I,r(O) , f e fi(n) is enoughbut with more regularity there is an explicit solution: Proposition 1 : Let Xft;s) bethe solution of Xt = tr(X), X(0) = c. (12)

of Let Xy(x) - X(c; sp) Dethe interseclion {X(x;s) : s < 0} wilh E. Then V'u(X(r;r))ds !,o,r{*{r; -v u(X(c;t))dr 4, (13)

6@) =dr(Xr(r))r-./::
i s so l u t ion of ( 10) . Proof :


u . v d- x ' v O - { O { x ( ' ; r ) ) - f ( x ( x ; s ) )- 6 v . u d,s

on integration this equation gives (13). Ccrollary 1 : If atl the streamlinesinlersectE, then (10) has a unique salution. Remark : The solution of (10) evidently has the following properties :

- positivity f ) 0, dr > 0 =+6 >0 :


- stability luQl < l/l 4Cnl- u.n(Xy ('))ldr(xr('))l (") : properthe whichpreserve above schemes numerical if We seek, possible, ties. and finiteelements conforming Pl A priori the simple triangular = (rr1, V.(udi,)) (f ,*n) V.r, Wn tor,lr= 0; 6n e Wn di,l>= 0 (14)
do not preservethe above properties. In fact, if Q is a square divided into triangles with the sides parallel to the axes and if u = (1,0) we obtain the centered finite difference scheme, which we know is unstable, when / is irregular:



2(4i+t,i - 4;-1,i) +di+r,i+t - 4;,i+t'*6;,i-t-


- 6hfi,i

where 6;,5 is the value of { at vertex rj. The solution of (14) cannot be unique when V.u = 0 since it is a skew symmetric linear system '

j+1 j j-1



Figure 3.3tA uniform lriangulalion and the correspondingnumbering. 2.2. Scheme 1 (characteristics) One could propose the follorving scheme : 1) u is approximated by un , Pr conforming, from the values of u at the


2 :

.n C u , h e r e d e p e n do s l { p 1 1 , * , l f r , * , l r l r , - , l / l * l a n do n d i a m ( A ) .


Proof : To simplify, let us assume that V.u = 0; the reader can build a similar proof in the general cabe. Let us evaluate the error along the characteristics; let X;,(r; .) be the solution of


CONVECTION DIFFUSION PHENOMENA approximatedas in step 2 above ; then


+ lx| - X'l = l"r(Xr)- "(X)l< l(u,, "XXr,)l lu(Xr,) "(x)l

( l r u- r l * * l V u l * l x n- X l
Using the Belman-Gronwall lemma :

l X n - X l < l u u - u l * ( e l v " l - r '- t ,

where .[ is the length of the longest characteristic. Finally,

( 16)

:l60(q')-d(qr)ls ldr(Xrr,(qt)) dr(Xr(qi))l+ | ["' Jo

,(*n)d., - f" f (x)dsl Jo

< lVdrl*l(Xn,- XrXq')l+tlV fl*lXn - Xl* * l"r^- srll/1"" (17)

As lsp" -r"l is the diference in length between the discrete and the continuous characteristics , so long as the boundary is regular enough with the help of (16) we obtain the result:

l6ok\ - 6k')l- < cl" -ui,loo

Numerical considerations : This scheme is accurate but rather costly because one has to calculate all the characteristics starting from all the vertices. For example for a square domain with N2 vertices, one must cross 1,"(lf - 1) triangles in total when the z; velocity is horizontal, so the cost of this computation is 0(/Vr3i if //, denotes the total number of vertices. One could reduce the cost by first calculating them for the gt which are far from E in the direction u then using a linear interpolation for all the nodes for which there exists two opposite triangles already crossed by previously computed characteristics.

Remark (Saiac) I f u = Y x t a n d { i s k n o w n then Xp6 can be computed from the equation ,/,(Xrn(qi))= tk\, Xrr(qt) e l; so there is no need to cross the domain startingfrom q'.



Figurc 3.4tThe characteristicsare broken lines joining uertices ('. If two characteris{ics go around a aer"tet q, then lhe ch.aracteristic which starts from q rnay be skiPqted. To calculate the {{*}* a good algorithm is to use the barycentric coorditl o f t a n d d e c o mp o se ({ * ) i" pl such that nat es t lf *l) ; - r ..* + r

D'lo'= "0(&)



( 1e)

then6r+r = Di=r..' lf *t qi (' = 2 or 3) with p lf*t - pp! + )f where is suchthat )f*t t o, fl such that )f+t - 6.
This calculat,ion is explained in detail in (120).

Z.g. ScJreme 2 (upwinding tive)

by discretisation

of the total


A weak formulation of (10) is written as: Find qt in I2(O) such that

- ( $, uV u, ) *


6 r* u .n - (f ,* )

Vtu I/t(Q), such that url p-E = 0.

Let f

(Q) tre a translationof Q by 6 in the direction*u r;*tOl= [s*u(c)6: s O]

we To construct,t,hescheme, considerthe following two approximations :

uYw(x)= u(c)6) ,(')l |trt'+








With these approximations (20) can be approximated in the space Wn of.PL on functions continuous the triangulationo by the followingproblem :


* On(r)*n(' u(c)d) 6(f,rn) - a lrOr*h,f,'Tr, ln*rrn V.lWn;*nlr-r=0

or, with the convention that u6(c) = 0 if x ( Q :

thatfor all u.'6 Wn with tnlr-> = 0: e Find4neWn such = r ( 6 n , w n-) [ O ^ @ ) w 6 ( x + u ( x ) 6 ) d 6 ( f, - n ) - a f ^ O r ' h t t r ' t , JE
Ja One may prefer schemes where the boundary conditions are satisfied in the strong sense. For this one should start with the following variational formulation of (10): Find { such that {[s - dr and

-{O,uvu) * f Qwu"n (f, r) Jf-E

Vu.' Ht(o), u[ : 0'


Then by the same argument one finds the following discrete problem: Find {1 with 6n - dro I'% and

w i th W n = { . n

eC o (O) , rn l r* e P t Y l c ,w 1 ,l r = 0 }.

Comments : 1. We could have performed the same construction by using the formula :

u ) v . ( r d ) - u Y Q l . v . u =ld('O ( ' ) - 6 @ - u ( r ) d )+ d @- u ( e ) d ).v ( r ) +

and could have obtained, instead of (21)'


- u ( r ) 6 ) t r r , ( t X l 6 V . u ( c ) ) d r + ( f, * n ) , V n e W 6 ' 6 JnLn(s (22)



This is also a good scheme, but as will become clearer the scheme (21) is conservative whereas (22) is not. Z, If we use mass lumping ( a special quadrature formula with the Gauss points at the vertices), that is, {qt}t being the vertices of ?:


I r = ,(|nT '1[) I f k ' ) + l..n*r


where n = 2 (resp.3), lTl the area (resp. volume) of a triangle (resp. tetrahedron) (this formula is exact if f is affine) then the linear system from (21) and (22) becomes quasi-tridiagonal, in particulu (22) becomes :

= + dr,(qi) dn(qt ulqi)dxr- 6v.u(q')) f(q')6


We also see how one can construct schemes of higher order by using a better approximation of uVto' Proposition 3 : cutE, problem (21) has a unique If u is constant,and if all the streamlines solution Proof : If there were 2 solutions, their difference7,would be zero on X and would satisfy:



I r n * o - Jon"d-(o) e 6 u 1 , o ( I * u 6 ) - o t


Taking u)h = 6, \{ would obtain :

* l.ol3,oS l.r,lo,oler,o(/ ud)lo,rrn"r-(o)



= v(c + * le6o(r ud)lfsrnr;(o) ln^r;rn e1,(v)2detf u6\-rldy = lei,l3,nnrr*(n)






which means that e1 is zero on all the vertices of the triangles which have a non-empty intersection with O - O nTt'(Q) . Applying similar reasoning to Q n ry(A) and proceeding step by step, we can show that e1 is zero everywhere. Remark on the convergence : At least for the case u constant, using the same technique ,we would get an error estimate of the type

S C(6' + h') l6n- dlo,o-o.rz"+(o)

and so the final error is 0(d +h2 /6). The diffusivity of the schemesis a problem; Bristeau-Dervieux [40] have studied a 2nd order interpolation of uYw which gives better results, i.e. less dissipations,(but which is less stable). of the previous schemes : Generalization The first scheme corresponds to an integration along the whole length of the characteristics whereas the previous scheme corresponds to a repeated integration on a length 6. If one wants an intermediate method, one could proceed as follows (Benque et al. [20]) : Let D be a subset of O and ,!.@) the solution of uYlb- - 0 in D, where A-D -{c As for (13), it is easy to see that ,!* @ ) - w (X6 p (x )) where X is thesolutionof (12) and X6p the intersection with A-D. From (10) we deduce f t e0D:u(r).n(r) <0} ,h.la-D =7t)

I f r l t . - J Dv ( " i l $ , = l JD

,/,-du.n w g u . n *I | JA-D JA+D

where AD+ is the part of 0D where u.n 2 0. By choosingan approximation spaceWn, a method to calculateX6p and a quadratureforrrrula,one could of define a family of schemes the type :


Q7,u.nut1,oXnan* w11$1,u.n- f (x)w(Xpp(n))dx t t JD


Ywn Wn

and this family contains the above two schemes.


FINITE ELEMENT METHODS FOR FLUIDS 2.4. Scheme 3 (Streamline upwinfing SUPG) '

( V . ( r d i , )- t , t u n* h V . ( u u ; ' ) ) = 0



Cornments : The idea is the following : schemes beThe finit" elem"rrt method leads to centered finite difference "hat function") are symmetric (on a cause the usual basis functions tud (the the Galerkin uniform triangulation) with respect to vertices gi. so replacing formulation

*d) (V.(rdr,), = (f,,t)

by a nonsynunetric

Vf, 6n = d* * L4r''


"Petrov-Galerkin" formulation (cf. Christie et al. [5a])

( V . ( " d r ) , * ' ' )= ( f , w " )


where the to,i have more weight upstream than downstream ; that is the case one of the function x -+ u,i + hV.(utui) (see figure 3.5). We note also that could work either with u,'i or ui in the second member.

The pt

Figure 3.5 : and the Pelrou-Galerkin functions of Hughes. basis functions

Another interprctation could also be giuen ; Equation (29) is also an approximation of

V.(rd)-huV(V.("d)) f -huYf that is, whenu is constant




v.("d)-hv.[(u8u)v/] - f -huvf


So we have in fact added a tensorial viscosity hu I u; now this tensor has its principal axis in the direction u, that is we have added viscosity only in the direction of the flow. Furthermore what is added on the left is also added on the right because (10) diferentiated gives uV(V.[u{]) - uV/. Proposition 4 : i) The scheme (29) has a unique solution ii) ry u . Wt,* the solution satisfies the following inequalitg :

l6n_dlo,n 1ch*ldlr,r,
Proof when V.u ) o ) 0 : If (29) has two solutions, their difference ep satisfies


hlv.(ue;)I3+ ")i+ f,l-ro * Ir-ru.nef;dl-0



( v . ( u e ^ ) , .= , ) r *, |{to.")ro,rn) lrr.rrl


So el, is zero. Let us find an error estimate : Subtracting the exact equation from the approximated equation, we obta i n : ( v . ( u( d - d r,)),w n * h Y.(u w 6 )) = o Ywn Wn (37)

By taking u'A = tbn- {7, where di, is the interpolation function of 4, we get :

= (V.(uu1,), * hY .(uw1,)) (V.(u(rltn d)),wn* hV.(utu1,)) ur = ((V.u)(tn 6),*n) - (V.("wn),tbn d - hv.(u(fu- d)))


- 4) u.nw6(1t11

or using (36) and the error estimate of interpolation (ld*rbnlo S ,hz-o, a = 0, and f/ -,lrnlo,r(,h312 ), o 6 q"o+; r f hlv.(u*o)l1o ; JnN Jr_ru'nwz',+ r f . _ .

< Ch2lV.(utu6)lo lu.ry*olo,r-> Chzl(V.u)u,,ls; + h* +



( that : luVto;lo,o Ch,l(u.n)t/'*nlo,r-r S Ch3l2 and frorrrwhichwe deduce which in turn gives l(v.ulttzu,r,lo S Chslz, ( lrr,lo,o = ldr, ,l,nlo,n Chi frorrr which the result follows since (39)

16 |fl S cn* + ldr, 4l S C'hi


Remark: If V.u is not positive the proof uses the following argument: with u = I.,et {.t - e-h(r),p(r) where }(r) is any smooth function. Then ek(')u, tlt is a solution of

V.(url)= f'
- eb(V .u * uYk), so one can choose/c so has to have V.u > 0' but V.u 2.5. Scherne a (Upwinding by discontinuity) :

If { is approximated by polynomial functions which are discontinuous on scheme via the sides (f*.") of the elements, one can introduce an upwinding right or the left the integrals on the sides (faces), using the values of dl at the of tlrr: sides depending on the flow direction' l,esaint t148] has intXoduced one of the first methods of this type and has (10) let us givc, error estimates for Friedrich systems. In the case of equation polynomials but not J"ur,....................................................................................,l, dn in the space of functions which are piecewise nec<:$sarilycontinuous on a triangulation UQ of Q :

Wn-{ro,wnlrPu} (10) bY We ;r,pproximate

f I u.nl$fiw1- t , lr-, l,.nv.(udn)


f *n

Ywn Wn YT


the jump whcrc dr, is taken\nWn, n is the externalnormalto 0T,l6nl denotes of (t1,across0T' from upstream of.0T :
- Ii m ,* s + (6 n (x * e u (c )) - 6n(e - eu(r))), Y x 0T (43)

[ dr ] ( t )

( 0.If f intersects f the convention is ancl 0-? is the part of d? where u.n = dr(") when c l-' = that, </1, 6ron the other side of f- i.e. 6n(r- eu(r)) ll.emark 1: lf V.u = 0 and /c = 0 (/;, piecewiseconstant ) (42) becomes


f l


- | u.nlg1,l- t I JT JA-T

vT i.e.

* r dnlr tI ,inlr; -rn a r; lu.nlJf-ruJ[a-T -tu.n1 Jta

where 4 i. the triangle upstream of T which shares A-T. In one dimension with u = L and diam(f) = h it reduces to 6; = 6;-t * hf, for all f. One can prove that the scheme is positive if all the streamlines cut E :



Remark 2 : If the solution ,/ is continuous, we expect that dl will tend to a continuous function also in @2) ; so we have added to the standard weak formulation a term which is small (the integral on A-f). Proposition 5 : If Y .u - 0, if all the streamlines cut E and if h is small, (/2) defines 6n t n a u n r q u em a n n e r Proof : We suppose for simplicity that /p e Wn Let el be the difference between the 2 solutions. Let ? be a triangle such th a t d -? is in D. T hen (a 2 ) w i th u )h = e 1 l 7 o n 7 ,0 otherw i se,gi ves

r luVe6lJT --; I f

r -0 IA _ T " . " [ e 6 ] e 1 J u."++



u.ne"1,* |

e ?


u.nenlrrnlr| JA_T

where?- is the triangle upstreamof T tangent to 0T- . rc AT- is in E then (46) becomes:

Ja r - a - r

u.n!- o. 2

S o e 6 = 0 o n AT - A-7. Thus step by step we can cover the domain O. Convergence : Johnson -Pitkd,ranta ll27l have shown that this scheme is of O(ht+t/z) for the error in L2 - norrn and 0(ht+1) if the triangulation is uniform;this result was extended by Ritcher [2a] who showed that the scheme is of O(hr+t) if the triangulation is uniform in the direction of the flow only. The proofs are rather involved so we give only the general argument used in [127] and we shall only sHow the following partial result:

ProPosition 6 g is regular, Y'u = A, and f=Q 1f *'= 0 (piecewise canstant elernents), t hen

l l e - P r , l lS c J h "

= lloll, (I !urrr.nl(o+o-)' * Irlu.nla2)uz

the following notation: As in {Lzi), we define I+ = F- ! and we introduce

lu'nlo'b' 4o'b>r I/ I Jar -rnar

)s= 1 a,,b f fu.nlo.u. JS

problemcan be written in with this notation the discretb ) < 9 t - 9 ; , t o ! ) l r * 1 9 , l , ' u r ht = I q t ' u r r ' - <,lf )l two ways: Vun Wn Ywn e Wn

-utf,,pf >r, * ( pn,url )p+ =1 Pttult )r

a solution of: so if we add the two forms we seettrat gn is also - w - 5 , P t> h * 1 9 n ' ? / ' r ) r < PI - Y;,u'rf )n - < uf -2<gr,trl )> YwnWn is By taking urrr= th we find that the scheme stable:

s llpoll" clPrlo,r'
the same way and of The reader can establish the consistency the schemein obtain : <p+ -g-,',,f, )n - <.rf So for all r/n in I'7r, -w^,9)n* q - ' , u rl= 2 < - p r ' w n ) n )' r

-,l,nl = ll' Plho(h), of constantinterpolation p one h* lp lf ,bnis a piecewise so



lunlo(h)')is c'/h


2.6 Scheme 5 (UPwinding bY cell)


The drarvback of the previous method is that there are many degreesof freedom in discontinuousfinite elements (in 3D there are on the average5 times more tetrahedra, at least, than nodes). To rectify this, Baba-Tabata [7] associated to all conforming Pl function a function Po on cells centered around the vertices and covering Q. To each node qd we associate a cell oi defined by the medians not originating from gi, of the triangles having qd a.sone of the vertices.

q' Figure 3.6zThe cell oi associaledto aerl.ex Let $1, be a function P1 - piecewise on a triangulation and continuous. To dn we associatea function d'r,, pi"..wise P0 on the cells od by the formula

d'nlo,= :

lq'l J oi

[ 6n@)


Conversell', knowin1 $'n, P0 on the ot' one could associate to it a function ry'6 in Pl by

,hn&i)= {)L|,, 6n,


Then we apply the scheme4 to //n but we store in the computer memory only This means that our problem is now to find 6n,, PL continuous on a trianwhere V.u = 0 ) gulation, equal to dri, on E and satisfying (in the ca-se



u . n f g ' n f - l tv i


d'uo,=f, ont,) #




To show that this scheme is well posed (i.e. that {6 is uniquely defined) one must show that (50) has a unique solution when di, is known because we have already shown that (a9) has a unique solution when all the streamlines cut E. This is difficult in general but easy to show if all the triangles are equilateral. Then an elementary computation of integrals gives

= + lo' l,,rn I l.dn*i f,!,'

and multiplying by di and summing, we see that

( 51 )

0=+ = 0 t To' l,,ro= =+l.nl* ; t v'l.e')'= 6n 0

2.7 Cornparison of the schemes


So far we have presented three classesof methods for the stationary convection diffusion equation. It is not possible to rank the methods since each has its advantages and drawbacks: for instance, upwinding by characteristics gives good results but is conceptually more difficult and harder to program while SUPG is conceptually simple but perhaps too diffusive if an adjustment parameter is not added. Experiencehas shown to the author that personal preferences(such as scientific background or previous experiencewith one method) are the determining factors in the choice of a particular method; beyond that we can only make the follon'ing broad remarks: 1. Upwinding by the discretisation of total derivatives has been very sucequations where conservativity cessful with the incompressible Nar-ier-Stokes is not critical. 2. Streamline diffusion (SUPG) has been very successfulin the engineering environment because it is conceptually simple. 3. Upwinding by discontinuitl' has been remarkably successful with the compressible Euler equaticns becauseit is the right framework to generalize finite difference upwinding schemesinto finite elements. (It has even received the name of Finite Volumes in this context when used with quadrangles).



3.1. Generalities : the In this section,we.consider equation 6 , t * V . ( u d )- v \ d . = f i n O x l 0 ,? [ d ( t , 0 ) = 6 o ( r )i n O ;

(53) (54) (55)

olr = dr



is small, we search for and knowing that in g"rr".rl for fluid applications v = 0. Evidently, if v - 0, (55) should be schemes which work "ln"t with u relaxed to

6lt = 6r


convection (eq (10)) rf.v =0, (53), (54), (55) is a particular case of stationary for the variables tt,i) on Ox]0,T[ with velocity {t', 1}' previous schemes and Thus orr" .orrtd ,i*ply rid . difiusion term to the -g"t "cylindrical" structure of Qx]0,T[' irwe use the get a satisfying theory. upwinding and we can devise two new methods, one implicit in time without unconditionally stable. We begin by recalling an the other semi-implicit but problem to compare existence and uniqueness result for (53) and a good test hump' the numerical schemes: the rotating Test Problem. u is a velocitl' Consider the case where O is the square ]- 1,1.[2and where field of rotation around the origin u(x,t) = {Y,-r}' We take 6r =0, f = 0 and do( o) = e (l r-ro l ' -r' )-" Vr s u c h th a t l c - r0l < r,

do(r) = 0 elsewhere. -' {,,y,6(' ,y,t)} w e w i II Wh e n v = A , d0 i, c o n v e c te db y , s o i f w e l o o k a t t the solution is see the region {r,y r 6(r,d * 0} rotate without deformation; to periodic in timl and we can overlap 6 and /0 after a time corresponding due to one turn. It v { 0 the phenomenon is similar but the hump flattens diffusion; we may also get boundary layers near the boundary

3.2.Some theoretical

results on the convection-diffusion


Proposition 7: n set Let e be an open bounded. wilh boandary | Lipschit'z;we denote by i|s ederior normal ; Ihe sgstern d,t*uv6*a6= f inQ=Qx]0,?[ (57)

d(',0)=do(c) Vre O 4 @ , t ) - s ( x , t ) V ( c , t ) E = ( ( t , t ) : u ( x , t ) ' n ( c )< 0 )

(58) (59)

f; 2(f )) T; in 40 solution Co(0, ,'(O)) -when e L'(A), I Co(0, ,f a has unique r in a,u and, e.L*(Q), Lipschitz x, f e L'(Q)'


FINITE ETEMENT METHODS FOR FLUIDS Proof : the the We complete proof by constructing solution. Let X(") the solution


ix(") dr
with the boundary condition

- u(x(r),r) if x(r) e o
= o otherwise


X(t) = c.


If u is the velocity of the fluid, then X is the trajectory of the fluid particle that passess at time t. With u e L@(Q) problem (60)-(61) has a unique solution. As X depends on the parameters c,t, we denote the solution X(c,t;r) ;it is "characteristic" of the hyperbolic equation (57). also the We remark that :

= t * uv6(t, ) frb{xt.,t;r),r),r)|,=t 6,t(x,t)

So (57) can be rewritten as :


and integrating


d{r,t) = e f



[' f (*@),op["

a(X(r)'t)dr 6o1


we determine ) frorn (58) and (59). If X(c,l;0) l, then

t = s(X(c,;0), (r)) r t
wherer(o) is the time (< t) for X(c,t;r) to reachf. If X(x,t;0) O, then \ = 6"(X(e,t;0))



Corollary (o = V.u) : of 7 With the hypothesis the propositicn and if u L'(0,7;H(diu,A)) n (53), (58), (59) with u = 0 hasa uniqae solution L*(Q), Lipschitzinx,problem

-(rt recall that H(dir,Q) = {u .[2(O)" : V.u e L2(0)}/. Proposition 8 : openset in R" with I Lipschitz. Thenproblem Let Q be a bounded


.:':' I


- V.(rcVO) f i" Q = OxJ0,?[ d(r,0) - do(c)in o ?[ d = s on f xlO,

(67) (68) (69)

h a s a u nique s olut ion i n L 2 (0 ,? ; H t(O )) i f rc i ,i ,ui r' " (0), ui ,i tr* (Q)' a n d i f t h e r e e r i s t sa ) 0 s u c h f e Lz(Q), 4o rz(a), 9 e L'(0,7;nU2(t)), th o t

n;iZ;Zi > olzl' Proof : SeeLadyzhenskaya [138].

VZ e R".


of the Convection-Diffusion 3.3. Approximation equation by discretisation first in time then in space. In this paragraph we shall analyze some schemesobtained by using finite difference methods to discretise 0Sl0f and the usual variational methods for the remainder of the equation. Let us consider equation (67) with (70) and assume, for simplicity from now on and throughout the chapter that rc;i = v6;i,v)0,ueL*(Q)and

= V.u = 0 in Q 7r.n 0 on fx]O,?[ 4=0 onf x]0,?[

( 71 ) (72)

As before, Q is also assumed regular. The reader can extend the results with no difificulty to the case u.n t' 0,, with the help of paragraph 2. As usual, we divide ]0,T[ into equal intervals of length & and denote by d "(r) an appr ox im a ti o no f S @ ,n k ).

3.3.1. Implicit Euler scheme : We search d;*t Hoh, the space of polynomial functions of degree p on a triangulation of Q, continuous and zero on I such that for all tur, f/sh we have


- 6t,wh)* (u"+ly oi*t,wh)+ u(v$i+t, vro) - (.f"+',*n) (73)

This problem has a unique solution because this is an N x N linear system, N being the dimension of Ilon :



(A + frB;O' "+t kF + /O


wher e A ; i - (ri ,* ,t) + v k (V w i ,Vu r), B ;i = (un* l V ri , * t), Ft = (f ,w i ), I - (wi,u,-r) and where {rt} is a basis of Jloa and di the coefficientsof {6 on this basis. This system has a unique solution because the kernel of A + &A is empty :

0 -- 4,r (A+ kB){, - {r Ar/, + { = o. Proposition 9 : If 4 e L'(0,T; I{n+t(a\ and6,t L"(0,7; Hp(a)), we haae


< c@p r,) + uklv($i 6(nk,.))13)\ + wt - 4@k,.)13

p of where is the degree the polynonrial approrimalion 6l. for Proof : a) Estimate of the en'or in time Let $n+t be the solutionof the problemdiscretised time only : in



- u \ f n + L - T n r r ; $ " + L l r = 0 ; o= a Q


the error."(t) - 6"(u) - $(nk,c) satisfier."lr = 0, o = 0 and


-') q11,n+rven+t - ua.en*L =r

-g) lot(l ffiO,(r*

(28) 0)k)d0

where the right hand side is the result of a Taylor expansionof $(nk * fr,c). Multiplying (78) by 6*+r and integrating on Q makes the convectionterm disappearand we deducethat

* + ll." llr"+t = (1.'+t + ttrlv."+t13) < kzr'ldl'rlo,r*10,"[ ll,. ll, 13

So we have, for all n:


ll."ll' S kr/rld','rrlo,e
b) Estimation of the ercor in spaee Let {n - di * 6n ; by subtracting(77) from (73) we see


! , r " * t - ' , w h ) * ( u n + r v { n + r, w h ) * z ( v ( ' + l , v t u l , ) - 0 (g1) &\s Let rli be the interpolation of /" ; then f' = {i + ,ltt - g" and fr satisfies (we take u)h= l+t)



l" S llf+'n7 Kf,l,l{l*t - U,i+r- 6n*L vf,+ 6",f+')- f r ( u n + t v ( , i ; + t - 6 n * r ) , ; * t ) - z k ( v ( . t i * t - 6 n * 1 ) ,v ( ; + t )


< + hP + ,e lldi,llp,o (llrll* * u)lldllp+r,n](83) lE[+'ll, lKrll, cklhp

of because < ll.ll, , ,l,i*'- ,/t i. the interpolation 4"+r - 4" which is an l.l, approximationof k$',r. Finally we obtain (76) by noting that

< +nhf lld;- dfuk)ll,ll(fr11, - 4"ll,+ lld("e) 6"11,


Comments : We note that the error estimate (?6) is valid even with u = 0. Thus, we do not need any upwinding in space. This is because the Euler scheme itself (it is not symmetric in n and n * 1). The constant c in is upwinded in ti; (76) dependson lldllu+t,o and that if y is small (67) has-a boundary layer and the lldllo+1,p tends to infinity (if dr is arbitrary ) * ,-p+1/2. This requires of: h 11 vt-Ll2p. moiific.tion of dr or the imposition A third method consists of replacing z by ,n in such a way that h << ,I-rl2p is always satisfied. This is the artificial viscosity method. 3.3.2. Leap frog scheme : The previous scheme requires the solution of a non-symmetric matrix for each iteration. This is a scheme which does not require that kind of operation but which works only when b is O(h).


| - 6i-t,*o)* (u"Y *n)+ vrr,) + $f;, ;1Nt6il*' 6f-'1,

= (.f"+1,wn) Vrn Hon, di*' Hon


To start (85), we could use the previousscheme.

Pr opos it ion L0 e The s c h. em ( 85 ) ts marginallg stable , i.e. lhere erists a C such that

< l-l 16|,l" Clfla,e(l CluU"f

fo r a l l k s uc h t hat






Proof in the casewhere u is independent of t and f = 0. We use the energy method (Ritchmeyer-Morton [197], Saiac [211] for ex* ample). Let

+ + s" - Wf*'t3 lAillo zt'("v 4i+') 6T,



+ + ^9" sn-r - l4i+'13 Wf-1|3 zt'("v41,6;*t d;-1)

but from (Sb),with un = 67*'+ df-l and if / = g


= + + ldl+tl',- ldi-'13 2k(uvgi,Ll+' 6i-r)+ rr;v(d;+'+ 6;-')13 0; (e0)

so Sr, 5 .S"-1 ( ... S Sr. On the other hand, using an inverse inequality

(uvdi,d[*') -f trt"" + ) -lrl 1;l;+'lrl4trlo *$tld;+'13 ldilS) (e1) >

we get

+ l3l s, > (r - cklTl* )1dl+'13ldf,


Convergence : As for the Buler scheme, one can show using (86) that (85) is O(hP + k2) for the -L2 norm error 3.3.3. Adams-Bashforth scheme : It is important to make t,hc dissipation terms implicit as we have done for is A{ because the leap-frog scht-'tne only marginally stable (cf. Richtmeyern'ay, if D * O (u.n # 0), it is necessaryto make Morton [197]). In the same implicit the integral on f -D. [|or this reason, we consider the Adams-Bashforth scheme of order 3 which is explicit u'hen we use mass lumping and which has a better stability than the leap-frog scheme. 't



- dli,rn) =

5 - 16 . - , trr6) + tu1af,-',*n) froto,iv iuWf-',?Dh) 2:1

where V.r 1161, ) b ( 6 n , r r ) = - [ ( u V / ; , r u r ; , * v ( Y $ 6 , V w n )- ( / , r n ) ] can be analysedas in $3.3.5. of The stability and convergence the scheme



3.3.4 The d'

schemes :

In a general way, let ,4 and B be two operalors and the equation i.r tirne

be u,t*Au*Bu=/;"(0) =uo with three steps We considera scheme



1 . ^

#@"*t &(un*l-a

- rr") * Aun+e Bun - f"+s * - un+t) Aun+e Bun+r-l - y*Fe * *



A u n * L* B u ' + r - e


We will use these for the Navier-Stokes equations. :

3.3.5. Adaptation

of the finite difference techniques

Alt the methods presented up to now in this section have been largely studied on regular grids in a finite differenceframework. The same techniques can be used in a finite element context to estimate stability and errors' with the following restrictions : - constant coefficients (u and u constants), - uniform triangulation - influence of boundary conditions is difficult to take into account The analysis of finite difference schemes is based on the following fundamental property: Stability * consistency :* convergence. To give an example, let us study the Crank-Nicolson scheme for (67) in where u is constant : the ca^se

+ * + |t"vt 67*' 4i),r,,) itvtof*t 4i),v,n) !ro1*' di,wh)+

= (.f"+i,*n) Vri, Q Hon Although the L2 stability is simple to proveby taking u)h = 6i*t + 41, we will considerthe other methodsat our disposal. a By choosing basistrt) of ifsr, we rould write explicitly the linear system to the case,f = 0 and {nlr = 0. corresponding

B(O'+r O')+f;eg"+l + Q') = o


where Bii = (rt ,uf ) Ati = v(Ywi,Vnl ) + (uVut ,rrt)

.-,, '

If we know the eigenvalues and eigenvectors of A in thp metric B, i.e. the of \Br! - A$, then by decomposing (D' on this basis, we get solutions {)i,li}

(Bo)l+r(Bo)l*; ?i?
1r+ fr;;
By asking the amplification factor F = (1-k )i/2)/(t + k ^ilz) to be smaller than 1 , we ca,n deduce arl interval of stability of the method. Evidently, the smallest real part of the eigenvalues is not known but could be numerically determined in the beginning of the calculation (as in Maday et al. [164] for the Stokes problem). On the other hand, when //on is constructed with pt - continuous functions, the Crank-Nicolson scheme on a uniform triangulation is identical to the following finite difference scheme (exercise) :

+ + + ttoo?,|'+dlii,*' + dliii + 6?,t:' dl-ti-1 6!jl,i dl,#'l 1u,)* (2u1 u')(6?ll,i6?!r',) +$ftolfir+1 $?jl,i-')(',
= idem in d" by changing& to -,t.

*(2u2 ")(d?,ii,- diil,)l + ukl46r,i'd?{l,i d?,1}'d?jl,i d?,|:r)

If there existssolutionsof the form :
4?'n = 'Pn'2it{Ix+mv) they have to satisfy


* + * cos((l m)h)* cos(lh) cos(rnh)l

.lch. n((l + m)h)(q * u2)* srn(lh)(2q - uz) + sin(mh) *z u [sf (2u, - "r)l * 2uk[2- cos(lh)- cos(rnh)]l =,r!"lsame factor but fr * -&] So we have a formula for the amplification factor. is scheme consistent Finally, it is easyto seethat the abovefinite difference of to order 2. So we have a presumptionof convergence 0(h2 + k') for the method on a generaltriangulation . 4.CONVECTION DIFFUSION 2.

In this section we analyze schemes for the convection-diffusion equation (53)-(55) rvhich still converge when u = 0 without generating oscillations.



This classification is somewhat arbitra"ry because the previous schemes can be made to work when u = 0 or when g is irregular. But we have put in this section schemes which have been generalized i;o nonlinear equations (NavierStokes and Euler equations for example). Let us list the desirable properties for a scheme to work on nonsmooth functions d : - convergencein .L* notm, - positivity: g > 0 + gh ) 0, - convergenceto the stationary solution rvhen | -+ oor - localization of the solution if v = 0 ( that is to say that the solution should not depend upon whaiever is downstream of the characteristic when

u -0)-

4.L. Discretisation

of the total derivative:

4.L.L Discretisation in time. We have seen that if X(c, t; r) denotes the solution of

? ( " -) CIT

- u(X(r),r); X(t) - o


a 4,t* uV4 - +6(X (o,t; r), t) l'=, , O T

T hus , t a k i n g i n to a c c o u n t th e fa c t that X (" ,(" can write:


* 1)ft;(n + 1)e) = o, w e

(4,t* uv 6)n+L [0"*t(')- d^(xn('))] = f


where X"(r) is an approximation of X(c, (n + 1)&;n,t). We shall denote bV Xi an approximation 0(fr') of Xn(c) and by Xi an approximation O(et) (the differencesbetween the indices of Xand the exponents of & are due to the fact that X' is an approximation of X obtained by an integration over a time & ; thus a scheme0(e") gives a precision 0(ka+t1;. For exampie

Xi@) = s - u"(t)k (Eulerscheme (93)) for Xt @) = t - un** (t - un@lllf ( Second order Runge-Kurta)


modifiednear the boundaryso as to get X;'(A) C Q. To obtain this inclusion one can use (96) or (97) insidethe elements that one passes so from xto X" (x) by u brokenline rather than a straight line (see(18X19)). This yields two schemes (53) : for


1 . .

' 'ri:ti


- 6" oxi) - u\dn+L - 1n*1



- 6 " o x ; ) - i o ( f " + l* 4 " ) =f " + +


Lemma 1 : If u is wgular and i fx i (O ) C Q, th e s c h e m e s(9 8) and (99) are L2-stabl e and conuergein 0(&) cnd 0(&') rcspectiuely. Proof : Let us show consider (98). We multiply by 6"+t '

< + l,6"+Ll2rf|V6"+11, (l/"+tlf + ld"oXtl)ld"+tl


But the map o + X preservesthe volume when u' is solenoidal (V.u = 0). So from (96) :

oxillo t lQ" Jxi

Hence {t verifies

(n )

'dy + 6"(y)'drrlvxll* < ld"l3,o(1"k')


* lld"ll"< 'il/lo,q ld"lo,nl


To get an error estimate one proceeds as in the beginning of the proof of proposition 9 by using (95). Remark : Xi(Q) C O is necessarybecause u.n = 0.

Otherwise one only needs

Xi(o) f'tdfzc D.
in space. 4.L.2 Approximation Now if we use the previous schemes to approximate the total derivative (scheme (98) of order 1 , scheme (99) of order 2) and if we discretise in space by a conforming polynomial finite element we obtain a family of methods for which no additional upwinding is necessary and for which the linear systems are symmetric and time independent . Take for example the case of (98) :



+ *n,lnV{[+1Vtr7, = nIn,"L w n* lror,Gi@))w1,(x) Vtur, IIon






polynomial approximation of order 1 on where I{or, i, the space of continuous a triangulation of O, and zero on the boundaries' ProPosition 11 : (103) is Iz(Q) stableeaen if u = 0. c Q, the scheme I/x;(o) Proof : and derives upper bounds : one simply replaces uh by ox+t in (103)

+ s ld;*'l:, l*Ldl*'l' k ln'orr*'vd;+' =n * !*6i(xi.:))dl+'(') lnyn+td;*'

lo < (,tlf"+' + ldioxi(')lo)ldl+' lo + S (ldtlo(1 ir'l* &l;n+tlo)ldl+'lo
of(101)' The last inequality is a consequence obtains FinallY bY induction one


lo,a s ldflo,n (1+ f,n')"(ld[ + I ftl/"lo,n)


on norms 6f & {f; will b. ll.ll, (cf' (79))'

Remark : for (105) but the By the same technique similar estimates can be found

Proposition 12 . t"(tt) 1t9r* If Hon is a pr confonninsapprodmationof Ht(Q) then !!: ,iluti,on of (95) is 0(h2 + lk gi o7 $" of theerror berween solution (103) and, is h).Thusthe scheme 0(h2 + & + h) . l& Proof : projected One subtracts (98) from (103) to obtain an equation for the error:

tf*t = 6i*'- Ilnd"*t,

where fIn 6"*1 is an interpolation in I{oir of 6"+t. One gets


= [ ,T+'wn* *, I vef;+1vtu6 J a eioxi?t)h '" [ Jn Jn-"



4n*t- Ilr,d'+r)rn * vk J{t o(f"*t I

- fIn6"*t)Vrr;n

- [ t.." -rrnd\oxi.o Jn

CONVECTION DIFFUSION PHENOMENA trlom (10?), with u)h = ef+1 we obtain


ll, lo)ll.l+t ll, ll? lluf*t sfll.ill, + lld"+1 frnd"+t + ld" fln6"

l l . l * t l l ,< l l . i l l , + c ( h z* u k h 1
Remark : By comparingwith (103), we seethat e6 and ,/1,are solutions of the same bY problem but for et, .f is rePlaced :
, . . ^ 1 1 , 6 - L t -frn6")oxi, - trrd"+t)- rao(d"+t- Ilrd"+t)itO" i(d"*t 1 . I

where Ar, is an approximation of A. We can bound independently the first and the last terms. By-working a little harder (Dougtas-Russell [69]) one can shown that the error is, in fact, 0(h + & + min(h2/k' h)). Proposition 13 : With lhe second order schemein time (99) and a similar approxirnation O(hz + k2 + min(h3/ft,h')) with respectto lhe in spaceone c&n buitd schemes .L2 norm:

(di+t,@r) jltvt4i*' + 4"),vrr) - ($ioXt,*n) + kU"+*,*n) (10s) + V r r . H o n i 6 i * t eH o n

where I{sh is a P2 conforming approdmation o/ff$(O) Proof : The proof is left es an exercise. Thecasev=A: We notice that (103) becomes

lOi*ttnh= | Oioxt*n+k I fn*t*n YwneHon

" J n J o

. -

- _ , r


6i*t Hon That is to say

dl*t = rln(4toxil + krlhf"+L





where IIl is a .02 projection operator in Woi,. Scheme (108) becomes :

6;*' - rlr(6toxt)+f no(f"+' + /")


If / = 0 the only difference between the schemes are in the integration formula for the characteristics. Notice also that the numerical diffusion comes from the .L2 projection at each time step. Thus it is better to use a precise integration schemefor the characteristics and use larger time steps. Experience shows that k x L\ h/ u is a g o o d c h o i c e . Notice that when v and / are zero one solves 6,t*uY$=Q d@,0)-4o(r) (112)

-(since we have assurned 7t.n= 0, no other boundary condition is needed). Since V.u = 0, we deducefrom (112) that (conservativity)


= v, I ou,e) J[N oo@)

f I


On the other hand, from (109), with trr, = 1

l-'dv I r;*' (') - Ja 6ioxi - Jxi.(o) at(fidetlvxl | | Jn

Xi(O) - O), one has So if detlYXi | = 1 (whichrequires

, .



I o ; * ' ( x ) d " x[f-l+ T @ ) d vJ[Td o . ; ) a , -I J


We say then that the scheme is conservative. It is an important property in practice. 4.L.3. Nurnerical implementation problems :

Two points need to be discussedfurther. - How to compute X"(c), - How to compute In :

In =



C o m p u t a t i oo f ( 1 1 6 ): n As in the stationarycaseone usesa quadratureformula: In * D'r 4o(xr,(&))'r,(r) (11?)

For examplewith P1 elementsone can take u) {{}} = the middlesof the sides, = ox/3 in 2D, orl4 in 3D, where uk ": which contain(e. or is the area (volume)of the elements



Figure 3.8 : Numericalsimulation of a stationary conaectionequaand tion by characterisftlcs PI conforming elemenls (top) and comparison with the leap-frog*P1 elemenl scheme (bo[tom); in the secondcase the stationary solutionis compuledas the limit of the transient problem. (Courtesy of J.H. Saiac). b) The 3 (a in 3D) point quadrature formula (Zienkiewicz l24ll, Stroud show that or 12241) any other more sophisticated formula ; but experiments should not be chosen. Numericai qnudrature formula rvith negative weights c.rft tests with a 4 points quadrature formulae can be found in Bercovier et al. [27]. Finaliy, another method (referred as dual because it seems that the basis functions are convected forward) is found by introducing the following change of variable:

t = 4 (y)* n(X ; (y)),IetlYX ; l",rn, n lnonoxnu)h





Then the quadrature formula are used on the new integral. If V.u is zero one can even take


,k 4n(t)rr,(X;'((u))rf


It is easy to check that this method, (109), (119), is conservativewhile (109), (117) is not. Numerical tests for this method can be found in Benque et al. The stability and error estimate when a quadrature formula is used is an important open problem ; it seems that they have a bad effect in the zones Morton et al.[177]). where u is small (Suli 12261, Computation of X"(r) : Formula (96) and (9?) can be used directly. However it should be pointed out that in order to apply (117), (same problem with (119)) one needsto know the number I of the element such that


x"({e) rr


This problem is far from being simple. A good method is to store all the numbers of the neighboring (by a side) elements of each element and compute with all the edges (faces in 3D) between {} and the intersections {},X'((&)} X"(k); but then one can immediately improve the schemefor X6 by updating u with its local value on each element when the next intersection is searched; then a similar computation for (18)-(19) is made: Let { u; } b e s u c h th a t u = D i u ;Q i , Drr = 0, w het. tqd} are the verti ces of the triangle (tetrahedron): Find p such that

)l = \;*pu;+

flr; = o, )i > o.


This is done by trial and error; \ile assume that it is l*

which is zero, so:

Arr. (r22) P= --, Fm and we check that ); ) 0, Vt . If it is not se we change rn until it works. Most of the work goes into the determination of the u;. Notice that it may be practically difficult to find which is the next triangle to cross when X"(C&) is a vertex, for example. This requires careful programming. When lu - unloo is 0(hr; the scheme is 0(hr). If ut is piecewise constant one must check that ul,.n is continuous across the sides (faces) of the elements (when V.u = 0) otherwise (121) may not have solutions other than p = 0. If Irh = V " do and r/1 is Pl and continuous then ut.n is continuous. 4.2. The Lax-Wendroff/ Taylor-Galerkin scheme[25]

Consider again the convection equation

PHENOMENA DIFFUSION CONVECTION 6 , t* Y . ( u S ) - f in Oxl0'"[



of l. For simplicity assume that u.nlr = 0 and that u and f ate independent gives: A Taylor expansion in time of /

6"+1= 6" + k6i * ?0:rr+ 0(fr3)

If one computes d,r and {,11 from (123)' one finds



= 4n*t 6' +k[/-Y.(u6\l-f;v.@lf -Y.(u6"1])+0(e')

or again


,(u6^)]l o(t3) (126) + = + 6n+1 On k[/ - V.(rd"n+ ;t-V.("/) * V.[uV

This is the scheme of Lax-Wendroff [144]. In the finite element world this the scheme is known as the Taylor-Galerkin method (Donea [68]). Note that a numerical diffusion 0(k) in the direction u' because it is the last term is tensor ut 8 ut. Let us discretise (126) with If6 , the space of Pl continuous function on a triangulation of O :

+ (dl*t ,.n) -- ((6f,,*n) k(f - V .("6il,'o) -f;9 e fuf),wnl *AYwn, v.('di)) Ywn Hn


should be O(h, + &') in the .L2norm but it has a CFL stability The scheme (see [2] condition(Courant-Friedrischs-Lewy) Angrand-Dervieux for a result of (I27) with masslumping) triangulationfor scheme this type on an O(h)-regular

k<C,h, lul-


An implicit version can also be obtain by changing n into n * 1 a n d & i n t o - f r i n (1 2 6 )

(6i*', trn)+ ft(v.(u6i*\,.n) * f;to.f"O;+t),uYw1,) e - k ( f, r o ) * ( 6 i , r n ) . + ( V . ( u / ) , t u 6 ) , Y w n H n

In the particular casewhen V.u = 0 and ,.rlr result :


= 0,we havethe following



ProPosition 14 : of If u-and f are independent t and V.u = 0, u.n1r = 0, then scheme (129) has a unique solution which satisfies

ldflo sltilo + Tlllo*Trlv'(uf)lo (stabilitv)

l6i - 6@t )lo < C(h' + k') (convergence)

(130) (131)

+ + + l6i*rlr, iluy6i*'l' sl4ilold[+'loelflold"+'lo] lv.("/)loldl+'lo (132)

thus if one divides by ld;+tlo and adds all the inequalities, (130) is found. To obtain (131) one should subtract (126) from (i29) :



( u" *t , un) + !(" V.' * t, where e = 6n-4.Let we get

u Yw l r)* fr(u V e' * r, ur) = (e" + 0(fr3) n) ,*


andfrom(133), + rhenormll.ll*= (1.13ft?l2luV.Wfl'.ThenA= e + 0(h2)

is en = 6n- r/1 where ?l,r, the projection of { in /{n with

l l . l * ' l hS l l . f l + c $ h 2+ f r ' ) l
The result follows.


Remarks : 1. The;rrevious results can be extended without difficulty to the caseu t' 0 with the scheme:

/c(v.(u uvtu;, + ,V (6i+',wh)-1di*\,wnl $fv .@6T+\, ) + v(v 67+r r n ) - k(f,wn) (6i,.n)+ uf),wn), e Hon Ywn + f;tv t


Higher or.der schemes : Donea also'report that very good higher order schemescan obtained easily by pushing t,he Taylor expansion further; for instance a third order scheme would b" (/ -= 0):



t2 1r2 - d"))]i 0 = -t6" -ky.(uS") + * ?V.luv.(ug")J u v.[uv.(u(@n*1 4n+t'

4.3.The streamline upwinding



The streamline upwinding method studied in $2.4 can be applied to (123) without distinction between t and c but it would then yield very large linear systems. But there are other ways to introduce streamline diffusion in a time dependent convection-diffusionequation. The simplest (Hughes [116]) is to do it in space only; so consider

+ *rv.(uu.'7,)l f tv @ldi+ dl+tl),wn* rv'(utu,,)) @i*' ,Ixh

ku.-. ,, + + V,r, +;F@,[+' di), ) - ryT lr,(^(d;+'6i)rv'(uu"1,))
- k ( f " + i , w n * r V . ( u t u l ) ) + @ T , , u n* r V . ( u u 1 , ) ) , Ywn e Hon

where fi is an element of the triangulation and u is evaluated at time (n* ll2)k if it is time dependant; r is a parameter which should be of order h but has the dimension of a time. With first order elements, Adr, = 0 and it was noticed by Tezduyar 1227) that r could be chosen so as to get symmetric linear systems when Y.u = 0; an elementary computation shows that the right choice is r = klz.Thus in that casethe metho is quite competitive, even though the matrix of the linear system has to be rebuilt at each time step when u is time dependant. The error analysis of Johnson [125] suggests the use of elements discontinuous in time, continuous in space and a mixture upwinding by discontinuity in time and streamline upwinding in space. 'Io this encispace-time is iriangulated with prisms. Let Q" = Qx]n&, (t * fu n c ti o n s fn { o ,t} w h i ch are zero on f x]n& ,(t* l 1),b [, e t W iube t he s p a c eo f l)fr[ continuous and piecewiseaffine in r and in I separately on a triangulation by prisms of Q" ; We search /[ with 6i - 6rn I'7f;6 solution of

V(uu.,6 + ldi,, lo^ +V(rdi)l[rn * h(w1,,1* ))d,xdt [^




c 6 T Q ,( n - l ) k * 0 ) u 7 ' ( , ( , - L ) k ) d a-


f (. n * h(w nl *

V ,(utup,))dxdt




- l)k - o)'''6(c, t)k)dc, Yw6 Wi6 (n

equation Note that if N is the number of vertices in the triangulation of Q" , definite but non symmetric' (136) is an ^lf x JV linear system, positive ' One can show (Johnson et al. [127]) the following :
l T ^ l s c(h* k8)lldlln' (e)' tlr- wr - 6l1o,n&li


4.4, Upwinding by discontinuity on cells:


+ vk(vdi+'v't) l, ,,u'd!",6i+Laxla^t f,,

6i*' - 6rn e Hon

= (d;,ri) + &(f,rd), vi,

fth where u,i is the continuous piecewise affine function a.ssociated with the vertex of the triangulation of Q. This scheme is used in Dervieux et at [64][65Jfor the Euler equations (see Chapter 6).


The stokes problem

1. POSITION OF THE PROBLEM stokes problem is to find u(r) e R" and p(c) R such The generalized that eu-i',A,u+VP-f Y.u:0inQ, (1) (1')

n = Itrron | - AO.

whereq,y ategivenpositiveconstantsand / is afunction from Cl into -R'". It can comefrom at least two sources: equationssuch as that seenin 1) an approximationof the fluid mechanics Chapfer 1, ihat is when the Reynoldsnumber is small (microscopicflow, for example),then o = 0, and in generalf = 0; equations. Then a is the of il L time discretisation the Navier-Stokes -uVu. inverseof the time step size and f un approximation of In this chapter, we shall deal with some finite element approximationsof unicity and regularity (1). More detailsregardingthe propertiesof existence, Lions [153]and Temam [228]and regardcan be found in Ladyzh"ortuyu [138], ing the numerical approximationsitt Girault-Raviart [93], Thomasset [229]' Girault-Raviart [93],Glowinski[95], Hughes[116] ' Test Problem : The most classictest problem is the cavity problem :



- L,f = 0 and the boundary The domain Q is asquare]0,tl' ,o=0,u condition: u = 0 on all the boundary except the upper boundary ]0, l[x{1} where u - (1.,0).


Figure 4.L : Stokesfiow in a cauily This problem does not have much physical signifigance but it is easy to compare with solutions computed by finite differences. We note that the solution has singularities at the two corners where u is discontinuous (the solution is not in HL).We can regularize this test problem by considering on the upper b o u n d a r y 1 0 ,l [ x { 1 } ' u=x(l -r)



Let n be the dimension the physicalspace(A C r?") and of /(A) = {u e Ht (O)" ' J,(0)={ul(0)' Let us put (o,b) [ o , u , a,b L'(Q)" Jn
A,B e Lz(Q)x"

V.u = Q} ,1"-0}

(2) (3)

(4) (5)

r (A,81 = | A,iB,i JN
and consider the problem

a ( u , u ) * z ( V u ,V u ) = (/, u) Vu J,(O)
u - u ' t J,(O)

(6o) (6b)

where "'r is an extension in J(O) of u1.
frgrnrna 1


u'p tf ", Hrl2 (I)" ond if [ruy.n =0 1hen there edsts an exteasr.o*r /(O) of up. Remarks that up always admits an extenwe 1. For notational convenience assume up and utp ' and we identify sion with zero divergence we 2. Taking account of this condition and without loss of generaiity' - "'r) at the caseur - 0 ' arrive by translation (u = u Theorem 1 If f e Lr(Q)" and uf- J(fr) , problem(6) hasa uniquesolutionProof : of /"(o) is a non empty closedsubspace f/.l(o)' {u,r} -+ a(u,o) + z(Vu,Va) and the bilinear form

is a the u is l{j(a) e[iptic. with the hypothesis -(f ,u) continuous' theorem of direct consequence the Lax-Milgram theorem'
Remark we also have a variational principle : (6) is equivalent to . 1 / \ - (f 'u) + 1 ,ft}"r'l ,o("'u) |u(vu'v")


Theorem 2 the If the solution of (6) is c2 then it satisfies (1). Conuersely, vnder (t) then u of hypot-hesis theore* i, i1 {u,p} e HL(o)" x r2(o) is a solution of is a solution of (6). Proof : V{e apply Green's formula to (6) :


[ @ , - u a u ) . u =J[af ,



Now we use the follorving theorem (Cf Girault-Raviart [92] for example)


v u r ' ( o ) w i t h v . u = 0u ' n l p - 0


- Vq Thereexistsq e Lz(Q) suchthat I - We recallthat (Vp,u) = 0 for all v Jr(o)'


FINITE ELEMENT METHODS FOR FTUIDS of So (8) impliesthe existence p e ,2(O) suchthat uu-u\u=f-YP (11)

and the result follows. Conversely,by multiplying (1) with v Jo(O) and integratingwe obtain (6) since?r = 0 : r r f f - I A , u a =/ V u V u a n d l p Y . o - Jn Y P lo Jn Ja Ja Remark that u be C2 for p to exist, but then the proof is 1. It is not necessary basedon a more abstract versionof (9)(10). Indeed it is enoughto notice that the linear map : : L$t'S , * (f ,u) - a(u, u) - z(Vu, Vu) of orthogonalto J(O) is the sp_ace gradients, the is zero on Jo(o) because space = (vq, u) for all u in I/3(o)" ; thus there exists a q in ,'(0) such thai L(a) hence(1) is true in the distributionsense. 2. Proble;n (1) can also be directly studied in the form of a saddlepoint problem (Cf. Girault-Raviart [92] for example), a(u,a) $ v(Yu,Vr) - (V.r, p) = (f ,o) Vu I{ot(O)" (V.r,q)=0 Vq L28)/R

We shall use later this formulation in the error analysisof the methods. of B. The uniqueness the pressure,p (up to a constant) is not given by 1 but it can be shownby studying the saddlepoint problem' theorem

3. DISCRETISATION n space Joh= Jp, /{(Q)", in , Let {J1}1, be a sequence a finite dimensional such that -* 0 (L2) vu J"(O) there existsun Jonsuchthat llro - rllr "* 0 when h We considerthe approximatedproblem : Find u1 such that Vun) = (.f,un) Yan Joni uh - u!v^e Jon' a(un, on) * v(Yu1,, (13)

THE STOKES PROBLEM where u'1..is an approximation of ut in Jr,' Theorem 3 solution' If Jon is non empty theproblem(13) hasa unique Proof Let us considerthe Problem
1 r4in - *{"("n, ur,)* v(Yu1,Yur,) (/, "r')} L Joh




optimization of a strictly quadratic Since Jon is of finite dimension ff, (1a) is an solution' By writing the first function in N variables ; thus it u,imitt a unique (13)' order optimality conditions for (14), we find A counter examPle ' of 4 triangles formed Let Q be a quadrilateral and ft be the triangulation with the diagonals of O. Let J o n= { o n e C o (o ) ' 7 )h l r. P t ul l r-l = 0'

(V.,l,g)=0Vgcontinuous,piecewiseaffineo.Tr.} (its values at the center) but there There are only two degreesof freedom for u1 is reduced to {0'0}' are 4 constraints of which 3 are independent, so./on


Figure4.2:aaluesoftheaelocityaltheuer.tices 'pressure the second' tor cf the first countererample and the Remarks above counter example 1. One might think that the problem with the Although Joir would stems from the fact that there are not enough vertices. this approximation is not, in general, be empty when there are more vertices, independent constraints' not good, as we shall ,.", b..uuse there are too many 1)2 triangles formed by For example, let Q be a square triangulated into 2(N lines at 45o (figure 4.'2)' the straight rines parailel to the r uid y axis and the -4N) = 2N2 degreesof freedom when \ve have also 2N2 constraints and 2(lgzN is large. .,



2. The pressure cannot be unique in that case. Indeed with Js6 defined as above there exists {po } piecewise affine continuous such that (V.ri,,Pn) = 0 Vut Pl continuous on ?h

These are the functions py, which have values alternatively 0, L and -1 on the vertices of each triangle (each triangle having exactly these three values at the three vertices.) Then (V.rr,,pn) is zero because

=f{v.ro)lr,(i I (V.rr,,pn) u


i = Lr2,3

So the constraints in Jo1 are not independent and the numerical pressure associated with the solution of (1a) (the Lagrangian multiplier of the constraints) cannot be unique. To solve numerically (13) (or (1a)) we can try to construct a basis of Jon. Let {ui}f be a basis of Jo1..By writing u1 on this basis,

,rr(r)= I



it is easy to see by putting (15) in (13) with u6 = ui that (13) reduces to a linear system AU = G with A;i = o(ri ,d) + u(Yui, Vrj), G i - $ , o i ) - o ( u ! r r , u i ) - u ( y u ! p ^ ,v , r ' ) . However there are two problems 1) It is not easy to find an internal approximation"..'of/(O) ; that is in general we don't have Jon C /o(Q), which leads to considerable complications in the study of convergence. 2) Even if we succeedin constructing a non empty Jor, which satisfies (12) and for which we could show convergence,the construction of the basis {ui} is in general difficult or unfeasible which makes (15X16) inapplicable in practice. Before solving these problems, let us give some examples of discretisation for Jon in increasing order of difficulty. These examples are all convergent and feasible as we shall see later. They are all of the type (17) (18) (16)

J n= { r n e V n ,

= ( V . r n , { ) n 0 V q 8 n }

Jan={rneJn, ui,lr=0}



of T*, {gi }; = r -.-rv , As usual, t?1& denotes a triangulation of Q, Qr, the union ) j - th barycentric coordinate of s the the vertices of the triangulation, ilttl of the element ?t'We denote respectively with respectto vertice, {q*r}i=r.,r,ir by Ns, the number of vertices, Ne, the number of elements, Nb, the number of vertices on l, Na,thenumberofsidesofthetriangulation,and Nf , the number of faces of the tetrahedra in 3D' ( m) in n variables' We P* denotes the space of polynomials (of degree recall Euler's geometric identitY :

- -1 in 3D lfe - No * Ns = 1 in 2D , Ne - N/ * No Ns

3.1. P1 bubblelPl Let f(r) by: pk(r) -

[5]) element (Arnold-Brezzi-Fortin

with an elementTn defined be the bubble function associated rf (r) on ft and o otherwise



and positive in the The function plk is zero outside of T1, and on the boundary defined by interior of Tr. Let rlli(t) be a function


= )f (c) on all the Tr, which contain the vertex i and 0 otherwise

Let us put :

= Vn {Ir'

r d( r ) + t

k p b r r ( r ) : V o ' , b R " }


being the sum that is the set of (continuous) functions having values in -R" and a linear combination of bubbles. of a continuous pi"."*ir" uffin" function and - (Ns * Ne)n' We shall remark that dimVn Let




= {I f ur(x): vy' E}


that is a set of piecewise affine and continuous functions (usual Pl element). We have : dim Q1' = Ns

of Figure 4.SzPosition af the degrees freedom in the Pr - bubble/Pr element Let us put Jn = {rr, g fir : (Y .u;,,Qn) = 0 Vqh Qh}

(21) (22)

Jon = {ro g J1 : ul lr^ = 0}.

It is easy to show that all the constraints (except one) in (21) are independent. In fact if N is the dimension of Vn the constraints which define J6 are of the form BV - 0 where V are the values of u; at the nodes. So if we show that { o n , V q n )= 0 YaneVn + Qn=constant

that proves that Ker BT is of dimension 1 and so the ImB is of dimension N-1, i.e.B is of rank N - 1 which is to say that all the constraints are independent except one (the pressure is defined up to a constant). Let ei be the itlr vector in the cartesian system. Let us take be = 6*,;ei, - 0 and u;, in (19). Then ai 7qo' area(T;) ' a ' + Q == (o n , Yq n ) Arrl r' 1 r,* f So we have (n - 2 or 3): dimJn=(n - 1)(Ns*Ne)n-Ars*1= Ns* nNe* 1 (23) 8n -- constant

We shall prove that this element leads to an error of 0(h) in the HLnorm for the velocity. Whereas, without knowing a basis (local in r) one cannot solve (13) and one has to use duality for the constraints. A basis, local in c, for .1,



is not known (by local in c, we mean that each basis function t,' has a suppor$. around qi and it is zero far frorn qd). Remark 1. We can replace the bubble by a function zero on ETx piecewise affine on B internal triangles of each triangle obtained by dividing it at its center ; we obtain the same convergenceresult. The bubbles are vety easily eliminated in practice because Z. = 0). they are orthogonal to the pt -basis functions ((Vrt, V1,') and Pierre, they are equivalent to an arAs pointed out by Lohner = added to (lb) where ("(h, t)l"b rificiat dissipation -V.(c(h, r)vp) (-o, t)' l [(V.u, V wb)ar ea("6)].

of Figure 4.4zPosition of lhe ilegrees freedom in lhe elementP|,lPt.

3.2. P1 iso P2/P1 elernent (Bercovier-Pironneau[26]) from the triangle ft in the following We construct a triangulation T:7,12 manner : Each element is subdivided into s sub-elements (s = 4 for triangles and 8 for tetrahedra) by the midpoints of the sidesWe put

(Pt)" Vn - {ro e Co(Oo)" : a6lT1, Qn - {qn e co(ou) : qnlTx Pl

VTx e T +} YTr eTn}'

(24) (25)

We construct ,Iot by (21)-(22) Knowing that the number of sides of a triangulation is equal to lf e * Ns 1 if n=2 (Ns*Nf-Ne-l if n=3) we get, in 2-D :

d i m J n= 2 N s * 2 ( N s * N e -

1 ) - N s * 1 = 3 - l { s2 N e - t *




Figure 4.5 : Degreesof freedom in the PtisoPzf Pt element

The independence of the constraints is shown in the following way : We take urr I/r, with 0 on all nodes (vertices and midpoints of sides) except at the middle node ql of the side a;, intersection of the triangles ?r, and ft,. Then :

Vgr,)- uhtelX 0 = (u6, f


i -L,2

Let g1, and q4 be the values of gn at the two ends of a1; if we take u;(q') = Qt,- {r, then the above constraint gives gr, = grr.So the gy,which satisfy the constraints for all uy. are constant. This elemcnt also gives an error of 0(h) for the Hrnorm. We know how to construct a basis with zero divergenceusable for this element (Hecht [109]).

3.3. P[ZIPL element (Hood-Taylor [113])

vn = {ri, e Co(ou)"1 ahlr* (P') Qn -- {qoe Co(oo): (2I)-(22). anrlof course



qnlr* Pt





Pt element ' of Figure 4.6 : Position of the degrees freedom in the P'l dimension (26) This element is 0(h2) for the I/1 error and has the same The proof of the but it gives matrices with bandwidth larger than (24)-(25)' of Jn is thereindependence constraints is the same as above. The dimension fore:



of a zero divergence

basis :

usable for this We know how to construct a basis with zero divergence gives the non zero directions at the nodes of element (Hecht t10g]) ; figilre 4.7 (set of points each basis funct'ion *ittt 1"ro divergence, as well as its support where it is non zero).

2Ns functions

Ne functions

Na functions

for Figure 4.72 Basiswilh zero d i u ergence the P 2 IP L el ement.

For the 3 familiesof functions,the notations ere the following : o denotes a side,? a triangle and g a vertex. We have dra,wn the triangles on which'the



function is non zero and the directions of the vectors, values of these functions at the nodes, when they a,renon zero. Since all constraints but one in "Ir, are independent ; the dimension of "I1, is

dim J l - d i mV l - d i m Q l =

2 .ffs * 2N a-

N s * 1 = 2N s * l Ie * N a

of the last equality being a consequence Euler's identity. We shall define three families of vectors : - 2N s vectors, each with 0 on all t,henodes (middle of the sides and vertices) except a vertex g where the vector is arbitrary . - Ne vectors u&, each having value 0 on all the nodes except on the 3 mid-points of the sidesof atriangle where nk = Dr..r.\;oi with, for example :

A r = r),z = f f i # , l s =
where o1 denotes a unitary vector tangent to the side a and urdthe basis function P2 associated to the vertex gi. - N a vectors u non-zero only on a side a and on a side o1 and a2 of the 2 triangles which contain a. If an denotes the unitary vector normal to a we could take, for example u = Aan+ pol * va! with :

- (Vu.,l, o,.) ,\ _ _ @ '

.. F _ _(Vtr3, * 5 ' =-p.,r


u = - ((Ywa,m V u ao)

We leave it to the reader to verify that the vectors are independent and with zero divergence in the senseof (2t)(27X28).

3.4. P1 nonconforminglP0 element (Crouzeix-Raviart [60]) at Vn - {u7,continuous the middle of the sides(faces),nlr* (.Pt)"}


Q n = { q o , q o l r * P o } and (21)-(.22).




Pt nonconform' of Figure 4.StPosition of degrtes f\edom for the element

inslPo .

Q=(V.ur,,gr,)=t / u
In .R2 we have

J " ;d "

= q1,u1,.nd,1 I :+

length(sid") (qnlr*, - Qnlrr,)

en = constant.



for this element' we know how to construct a local basis with zero divergence vectors of Jn' one with indices In dimension 2 we d.efinetwo families of basis ' on the middle of the sides qdr

and the other with indices on the internal vertices ql

= o,,(q,i) 6ri ffi

of vsij middle {qtq'}


where n is normal to qdqi itt the direct sense'

Ns functions


Figure 4.92 Zero iliuergencebasis for the Pr nonconforming Po element


FINITE ELEMENT METHODS FOR FLUIDS We remark that for the two families we have :

= ( V . r ' , e n )! t o l r x


,o e t u t . n d=x Y q n Q n


because each integral is zero. Moreover if Na denotes the number of sides there are No * Ns basis functions in this construction ; that number is also equal to 2Ns * Ne - 1 which is exactly the dimension of Jn kf . (31)); so we have a basis of Jn. In 3-D a similar construction is possible (Hecht [109]) with the middle of the faces and the vertices but the functions thus obtained are no longer independent; one must remove all the functions v'I of a maximal tree without cycle made of edges.

3.5. P2bubblelPL

discontinuous element . (Fortin [80])

vn - {ro e co(Qo)": u6(c) u)h+t btpt@), .nlr, ( P k + t ) " , h R " \


(35) Qn - {qo , qnlT* Pe} (qn is not continuous),


& -0 or 1. With (21)-(22) this element is 0(h') in norm HL if & - 1 and 0(h) if & - 0. Since the constraints are independent (except one as usual) we can easily deduce the dimension of Jon. The construction of a basis with zero divergence for this element can also be found in [15]. We note that if we remove the bubbles and if & - 1 the element becomes0(h).

of f igure 4.10: Position of degrees freedomfor the elemeht PL . P2bubblef disconlinuous Remark One can construct without difficulty a family of elements with quadrilaterals by replacing in the formulae P* by Q* , the space of polynomials of degree I m with respect to eocl of its variables.



3.6 ComParison of elements: of possible elements tfor the solution The list below is only a small subset give" ih" elements which are most ofLen of the Stokes problem. 14l" huu" only on the three usual criteria : used. The choi.u or an element is based - memory caPacitY, - precision, - progranrming facilitY' technolcgy the memory caEven with recent developments in computer so we have given the elements in the pacity is still the deterrninini factor and in 3D for the tetrahedra ; but that order of increasing memory requirement Mwords like the CRAY 2 which could could change for computers *iit, 256 to be too costly ! handle elements which are now considered





If we know a basis of Jon and of '/t construct I' and G by (1?)-(18) and sc method but relatively costly in memor; To oPtimize the memoty we store < dimensional array again denoted by / elements are stored' indices of rows una lot,r*ns of non zero m = 0 LooP on i and j If a;i +0, ilo'm = m *1, A(*) end of IooP .
fTL1,1o, = fn.

- aii'I(*)

= i'

i, \ J(m) = I

to the solution of the linear system This method is well suited particularly

A U- G
2) because it needs only the by the conjugate gradient method (see chapter following oPerations : g i v e n U c a l c u l a te V = A U ; A' I and J : now this operation is done easily with array : To get V(i) one Proceedsas follows Initialize V - 0. do For rn - 1.. rr"714as

* + v (r(m)) A(m) u (l (m)) v1r1-;;


FINITE ELEMENT METHODS FOR FLUIDS of a saddle point problem by the conjugate gra-

4.L. Resolution dient method.

All the examples given for Jol are of the type Jon = {rr, e Von : (V.rn, {n) = 0 Vqh 8i,} (36)

where Von is the space of functions of V6 zero on the boundaries. An equivalent saddle point problem associatedwith (1a) is

ur - u! ^ v or , p ; where {qt|*


vun)-(f,uo)*I_pt(v.uh,qi)} max{ '2 z f,rNtn, lo1',o,uh)+ l ..M

is a basis of Qn.


Theorem 4 - N When Jon is giaen b! (36) and is non etnply with dimVn , - M and von c I4(0)" O is polygonal), the discrelised Stokes dimQn f to problem (13) is equiualentto (37). In addition, (37) is equiualent. a( un o r,) * v (V u 6 , Vu r,) + (V p r,, un) = (f ,on) (V .rr,, { r) = 0 Yqn Qn Y v6 V ol (38) (39)

uh - u'y^ e Vo6, pn Qn and sufficient conditionsfor u1 to be a solution of These arc,the necessary they are the first order optimality conditions for {1/r). (13) because Proof Problem (13) is equivalent to (14) which is a problem with quadratic criteria and linear constraints. The min-max theorern applies ancl the conditions for the qualification of the constraints are verified (Cf. Ciarlet [56], Luenberger [162] Polak [193] for example). The gt are the M Lagrangian multipliers with M constraiuts in (36). The equivalenceof (37) with (38)-(39) follows from the argument that if L is the criteria in (37)






at the optimum, where ui are the components bf un expressed in ttre basis of %1,. These are the necessary and sufficient conditions for {un,po} to be the solution of (37) becaus6 L is strictly convex on I/o6 in ul and linear in p' Remarks . 1. (37X38) can be found easily from (1); this formulation was used in engineering well before it was justified.

THE STOKES PROBLEM is no unicity 2. without the inf-supcondition (?9), there of {pi}l'


Proposition 1 problem(35)-(39) is {qi}M a basisof Qn' If {ri}tl, o basisof Vonand Io eqaivolenl o linear sYstem

( e \a'

B\ /u\ o / \ P)

f,j=l"N j - l"N i = 1"N


on the basis {ui } and P beingthe with U 6eingthe coeficientof un erpressed on {qt}' p;rerplss'ed' the basis coefi,cienls-of A;i o(ri,rl)+v(Yui,V'j), B;i =(Vq', d) i - L"M, (42) (43) (44)

- z(Vur^,V'j) Gi = U,rl) - o(rr^,d)

Proof We note that if u;' is zero on f6 we have

-q'in basis and take t)h = ry' and g7' Then we decomPose uh and p6 on their (38) and (3e).
Proposition 2 Problem(11) is equiaalentlo

(V.rr,,{t) = -('0, Vgr,)


( 8 , A - tB ) P = B t A - r G ,

u = -A-L BP + A-LG


Proof first equations' This can to It is suffi.cient elimin ate(J f,rom (a1) with the : A be done because is invertible as shown in (a8) =0*' tJ-0 U t A U - a ( u t , u n ) * v { Y u y , , V u l ) = 0* u n (48)

solueAuo=G-BPo putga = Btyo

L . Solae

(4e) (50) ,

(- Bt A-LG) n = 0'



Au = Bq" andC z = Bt i set o _ 2. Put = Pn+1 pn-pq." un*l : un - pu (so that Aun*t - -Bp"+t + G)
gt+1 =gn*pz

( 51 ) (52) (53)

1- At A-r Bq") ls"lL

(54) (55) (56)

3 . I F ( f g ' + l 1 < e ) o r ( n> n M a n ) T H E N s l o pE L S E P n I

^'- lg"+'l?


(57) (58)

and Ret ur n t o I w i th n := n * l Choice of the preconditioning. Evidently the steps (51) and (56) are costly. We note that (51) can be decomposed into n Dirichlet sub-problems for each of the n components of uy. This is a fundamental advantage of the algorithm becauseall the manipulation is done only on a matrix not bigger than a scalar Laplacian matrix. (56) is also a discrete linear system. A gooci choice for C (Benque and al [20]) can be obtained from the Neumann problem on Q for the operator -A , when we use for Qn an admissible approximation of HL(o) (Cf. 3.3, 3.2 and

3.1): (Vdn,Vqn) (1, qo) Vsre QnlR =+

Cii = -An;j = (Vqt ,Yqi ) Vi, j (boundary points included) .


This choice is based on the following observation : from (1) we deduce

-A,p -- V.f in Q,

frn +n - f . n + v L , u . n o

So in the case v K t there underlies a Neumann problem. This preconditio:ring can be improved as shorvn by Cahouet-Chabard [47] by taking instead of -An :




where f1, is the operator associated with the macrlr trri,u)J) where toi is the canonical basis function associated with the verte: {. In fact, the operator 1V. Ier* f o = 0, it is the identity Br A-18 is a discretisationof V.(a/ - vA)-An. and if v = 0,,it is

4.2. Resolution of the saddle point proble-ur by penalization The matrix of problem (41) is not positive def;n-;e. Rather iet us consider

- {/c\ ;} \",/ can eliminate P with the last equations and there remains: We
\ l l t

(s (*-:,))


-G (,4+ l"u')tr


We solve this system by a standard method since the matrix A * e-r B Bt rs symmetric pooitive definite, (but is still a big matrlx)- This method is easy to program becauseit can be shown that (63) is equivalent to

a( ui, , , r ,) * u (Y u ;, V u l ) *


{ v . " n , q t ) ( v . . ' , i . s i )( f , o n )



Yu1, Vo6 u1, - ulrn l"on It is useful to replace e by 10i, B; being the area of the support of q'; this corresponds to a penalization with the coefficients 0i in the diagonal of / in (62). Or"her penalizations have been proposed. A clever one (Hughes et al [118]) is to penalize by the equation for u with u: Vg : (V''r,, qn) = 0 is replaced b3'

= ( ) ( v . r r , , q n ) e l ( v p r , V q r ) - A " o , v g r ,- ( f , v q 6 ) ] 0 *
but t he t er m (Arr,,V g n ) c a n b e d ro p p e d becauseV .u7, = 0 (see(129) bel ow ).

5. E RRO R


(The presentation of this part follows closely Girault-Raviart [93] to which the reader is referred for a more detailed description of the convergenceof finite element schemesfor the Stokes problem.)

5.1. The abstract set uP Let us consider the following abstract problem


FINITE ELEMENT METHODS FOR FLUIDS Find un ..1Lwhere Jn = {t* e I/6 : }(u6, Qi,)= 0 Vqn-e Qnl' (65)

such that a(un,ro)= (f ,on) Vur Jt with the following notations : - I/6 sub-space V ,I/ Hilbert space, dim I/1'( *oo of - Qn sub-space 8, O Hilbert space, dim 8i, ( *oo of - a( , ) continuous xV'+ R with bilinearof V a(u,a) > rllrll?, Vu Y (V-ellipticity) - b( , ) continuous bilinear of V x Q -+ R suchthat 0<9:-'' (67) (66)




- ( , ) duality product betweenI/ and (its dual) V'. by We remark that theseconditionsare satisfied the Stokesproblem with a ( u , u )= a ( u ,u ) + u ( V u ,V u ) b ( r ,q ) - - ( V . r , q )

v=H](o)" Q=L2(a)ln
A - inf {a,u). (, ) = scalar product of .f2(n). P L/C where C is such that for all g there is a u such that V.u - g and

lvrlo S Clqlo
Remark: The notation in this formulation is somewhat m:sleading ; in fact Jon and V6 &te rrow denoted .lr and I/1,1 The following proposition compares (66) with the continuous problem : a(u,u) = (f ,u) Yu J (69) :


D(o,s)=0 q8} V


5.2. General theorems Proposition 3 of If un and,u are solutions (65)-(66) and (69)-(7A)respectiuely, andif Vn is non empty,then



llp ll" - urllv* o^?6^ - q,,lleJ ll" - urllv< C()X"l$^


Proaf to we can show (Brezzi [39]) thanks to (68) that (69)-(70) is equivalent p} E V x Q such that the following problem : find {t , a ( u , a )* b ( o , ) = ( f , r ) P Ya V

(72) (73)

b(u,s)=0 YqeQ

get By replacirrg, by rr e Jn in (72) and by subtracting(66) from (72) we

a(u - uh,ah)= -b(op, - Pn) Yune Jn ,P Or, by taking into account(65)

a(u - uh, un) - -6(rn ,P - Qn) Yan Jn and for all u6 Jn a (w n - u 6 u h ) = e (u tn - u ,uh) - b(' r,,P qn) So (cf (6?) and the continuity of a and b) Vqh Qi'




l l l . t - u h l l v l l o l l l l ' o " l l v + l l b l l l l pq o l l o S
which implies


-'nllu < < + ll"- ur,llv ll"- whllv ll.u - ullv e (1+ llcllA-')llrr,'o + t-'llbllllp ql,llq Ywn Jn Yqn Q
Proposition (Brezzi [39])




o^116^ l l u n l l vq h l l q ,::g^ l


(7e) (80)

- ,r,llt ( ,"tt!^ll"

(1 +

- ,i,llu Sl "jtl^ll,

Proof Let us showfirst that if zn is in the orthogonalspaceof Jn tn Vn (denoted Jf ) we have


b(rn, qn)


Y q n Q n Y z ne J *




This will be a direct consequenceof (?9) if we show the following : zn Jf * fqo such that en solution of ' b('n'41) 't


In fact, the optimality conditions of the problem"Sup"are : = b ( y o , q i )* A ( t o , U i , ) 0 Y Y n V n

with ,\ - -ll"oll-u; since the conditions are necessaryand sufficient for z1 to be a solution, it is sufficient to define gt as a solution of b ( y ^ , , { r )= ( t n , y n ) Yyn eVn

which is possible because if B the operator defined by the above equation is not of maximal rank then by taking {r, in the kernel, we see that 9' = 0 in (79). Now let an Vn be arbitrary. \Ye can rvrite nh = zn * tu6 where wn Jn and z1 e J*. Let us show that llzlll S Cll" - ,ull for all u in J : Since zn e J* we have b ( r n , 8 n )- b ( r o , 9 i , )= - b { " - u h , q h ) Y q n Q n Then we have from(8l)

s ll"ollu g-iffi
soV tu6 Jn ,1rn Q V n s u c ht h a t

t h( 2,, n,\

s llblll'-L - unllv ll"


+llrnllv (r $lll,, - unll, S S ll, - wnllv ll, - ur,ilv

Theorem 5 Let u7, and u be the solutionsof (65)-(66) and (69)-(70) I f we ha a e (6 7 ), (6 8 ) a n d (7 9 ) th e n


+ s llp ll" ll" - u^llv ct,l2l^ - unllv o#6^ - qollel

Proof The proof follows directly from the 2 previous propositions.


Theorem 6 with u and u6 (Lagrangemultiplier associated If p and ph are the pressures of the conslraints),we also haue

* llp S ll, llp- pnllq c(l)t,ltf"^ - uhllv o^'35" - q,,llql


Proof : From (7a) and its corresponding discrete equation, we deduce that b(on,Pn {n) = a(u - uh,ur) * b(tr1 ,P So from (79) l l p o- i ^ t t e < P t - l s u p , r . 8n) Yun Vn Vqne Qn



* ] { [ o ( r ,- u h , a h ) b ( u r , , P - Q h ) ] / l l ' r , l l v

< P t - ' ( l l " l l l - " u n l l v l l b l l l -pq n l l e ) ' + l l

We obtain :

+ < + llp- pnlle P'-'llollllu uollv (llbllB'-' t)llp q',lla


To study the generalized problem (64), we consider the following abstract problem where c(p,q) = (Cp,g) is a symmetric Q- elliptic continuous bilinear form :

Find ui e I/6 such that o ( " i , o r , * u - t ( C ; tR T " i , B T o o ) ( f , u n ) )

where C6 and .B1 are defined by the relations


qn qn) YPn, e Qn {n) {CnPn, = c(Pn, ( B T " n , q ; ) = b ( r i , ,g r , ) Y u n V n , V g ne Q n

{8e) (e0)

Theorem 7 of [Inder the hypathesis theorern5 and if I is independentof h, we haue

+ S ll,i - unilv llpi- pnlle .cll/llo

Proof of expansion uf, andof pi, We create an asymptotic


uf,=,rl + ,ut1, '.' +



So (88) impliesthat

=o (C;'B'n'uon,BTro) = ur) o(ufl, + (C;t gT"tn,BToo) (f ,un), e ur) o("'n, * (C;' nT"7, 4 ou)= 0...Von Vn

(e3) (e4) (gr)



of see By putting {n = Clr B{,un, p?,- C;L BTu},,,we that ufl is solution the we easiiy show that the ui6 are bounded indepenprobrlm 1'oo;. ,,orrp"rrulized dently of h, and hencethe theorem holds' Remark: but the error If the inf sup condition is not verified (88) is still sensibles is due to penalization 0(./.) (cf. Bercovier[25])'
of the inf-sup condition (79)'

5.3. Verification

Finally for all the examples in section 3 if remains only to show the sufficient condition (?9); we follow Nicolaides et al ltqtl' We shall do this for the element PrbubbtelPt. We recall the notation : I/ represents.[f61(O)l',Q = Lz(fj4l&, I/lr and Q6 area'pproximations of the spaces (Prbubbli,-zero on the boundary, for 1z6and Pl for 8t, both are assumed conforming). The lemma 1 below does not depend on the particular form of Vn and Q1 : Lemma 1 The inf-sap condition (79) is eqaiualentlo the eristence of o IIn IIrr : I/ such that (C is indePendentof h): (u-tllu,Vgr,)=0 YqnQn, YuV (97) Vn (96)

llrr,rl[5 Cllrllr
Proof If III exists,we have


>:Eeqffi#=;:vffi(ee) ,::e^ffi
(g,-c-tB) >c-t;Eylffi >c-'glqol"
Conversely, let IIl be an element in the orthogonal of J1, which satisfies (IIi ,r, Vq h ) = (r, Vqh) then (cf. (81)) Y qn Qn (101)


l, llrlnrl1r'LJlfrpJ<P'-'ll'll,





lC , l ( r ,V q ) l- [ ( v . uq ) l< l V . r l o l qSo l l r l l r l q l o .


Theorem 8 If the lriangulation is regular (no angle tends to 0 or r when h tends to 0), then the pt - bubble/PL element satisfiesthe inf-sup condition with P' independentof h. so we hate the following en'or eslimate :

o l l " - ' n l l t + l p- p n l I C h l l u l l 2 .


Proof To simplify we assume n = 2. and we shali apply lemma 1. Let u be arbitrary in I/$(0)" Let IInu be the interpolate defined by its values of the vertices g' of the triangulation.

ilr,u(q') = u(q')


- Here there is a technical difficulty because ?/ may not be continuous and one must give a meaning to u(qi). We refer the reader to [12, lemma II.4.1] . Neverthelessthe values at the centre of the elements are chosen such that
f JTu

rrpdn - | udx YTr JTx


Then we have

(IIo, - a,Y qn) and we easilyshow that

s llrrr,rll'cllrll'.

( I I o r - u ) d c ] V g r , l r *= 0



Remark 1. This proof can be applied immediately to the case where the bubbla is replaced by the element cut into three by the centre of a triangle. 2. It is not always easy to find a II1, with (96X98); another method is to prove (79) directly on a small domain made of a few elements and then shot' (Boland-Nicolaides [33]) that it implies (79) on the whole domain.



6.1 Boundary Conditions without friction The friction on the surfaceis given by v(Yu * Vu")n - pn. A no-friction

condition on lr is written as


FLUIDS FINITE ELEMENT METIIODS FOR v(Yu+ Vu")n - Pn = 0 on lr C 0Q; (110)

exit of is an artificial boundary (such as the This condition may be useful if rr a canal) or a free surface' with (110) and Let us consider the Stokes problem u=0on00-fr (111)

Toinclude(110)inthevariationalformulationoftheStokesproblem,wehave to consider :

Jor(a) + a(u,a) itv" + Yur, vu * v'r) = (f' u) vu

=0 on 0Q- fr) ) u - u r J 0 1 ( O= t u J ( O ) " u When V.u = 0 we have : (V.VuT);=ui,ii=0

(112) (113)


(Vu* vur ,vr") : (v, * vu", v')

So (112)imPlies - (f '') o ( u , u ) - z (. A u ,o ) * t v ( V u 1 V u " ) n u Jfr V u J o r ( A )



(111)' (116)implies(1) an-d one can provewithout difficultyrhar (ffZ;-1113) and the solution of the The finite elementapproximation"f inl saddlepoint algorithm the linear system is done as before. Howevet'in (cf (51) the do., ,rol d'ecouple velocity components of knowledge the pressure in Algorithm 2). 6.2 Slipping Boundary Conditions' problemwithout tangentialfriction to It is alsointeresting solvethe stokes and a slip conditionon the velocity : = 0, (117) 'r.n =0 on f r C 0O; lt = tl'ron aO-f 1


and 2 tangent there are2 conditions wherer is a vectortangentialto 0o (in 3D vectors).Wetreatthe-probleminthesamemannerbysolving.

o(u,u)+ itv"+ Vu",Vu * v") = (/,') Vo Jo"(o)



uut J s ,.1 (Q )= { , /(C l ) i t) = 0 o n 0Q f1i u' nl r, = 0}

(11' g)

there are some Here also the previous techniques can be applied ; however (cf. verfiirth [233])' additional problems in the approximation of the normal on the surSome turbulence models replace the physical no slip condition face of a solid by the slip condition : ) r a u . r * (- -O .n '= b ,


u.n= 0 on 11 C A0


where r is a tangent vector to f1 (two vectors in 3D) that is : We can eith-errvork wiih the standard variational formulation,

= (f a(u,o) * z(Vu, Vu) * f a1tr.7) ,,) + [^ br'u Vu '/o"r(Q) ' Jlr Jrr
u-up, Jant(A)={ue J(O):u=0on0Q-fr; u ' n l r ,= 0 }


- -u'r f R' or we can also reduce it to the previous caseby noting that n'du f 0r - a+rl Rwhere ,R is the radius of curvature): so that (120) is equivalentto ;-(at a'u.r 1 r(Vu *Yur)n = b, u"n = 0 on 11 C A0

a condition which can be obtained with the variational formulation

= (f a ( u , u ) + i w " * Y u,rVu * Vrt) * lr,ar.tr-t) ,r) * lr,b u . r

Vo /o'r(O) Finally, rve note that (Vq,u) - 0 Vq I/t(Q) u-ur Jo"r(Q)'



V.u = 0 and u.nlp = 0

we can and so rather than working with ..Io',rwhich is difficult to discretise' work with :
- 0 J6",(A) = {u Ht(A) ,(Vq,u) Vq t'(gt); trlan-r, = 0}

in where the normals do not appear explicitly; but condition (120) is satisfied parbs [rgs] has shown that this is nevertheless a good the weak sense only. method. 6.3. Boundary conditions on the pressure and on the vorticity

To simplify the presentation, let us assume that O and 0Q are simpll' up on a connected. Let us consider the Stokes problem with velocity equal to with pr"r.rib.d pressure p0 on the complemenfirl' part of the boundary f 2 and



part 11 of 0Q. If the tangential components of the velocity are prescribed on lllllr (r x n = ur x n) then the problem is well posed and we can solve it by considering the following variational formulation :


x u,V x u) * u(Y.u,V.r) - (f ,4+

poa.n Vu Jo*^r(O) [ J| ,


= u-ur Jox,,r(O) {u e J(O) : u = 0 on 12 = 00-lr;

?xnlp. = 0} (125)

The finite element approximation of this space is carried out exactly as in chapter2,$5 If we solve

a(u,a)*z(V x u,V x u)* u(Y.u,V.r) = (f ,q+ [ u*urJont(O)= {ul(O)tr-0on

d , . a V u J o " r ( O ) ( 1 2 6 ) u . n l r ,= 0 } ( 1 2 7 )


1 2= 0 O - f 1 ;

then we computethe solutionof the Stokesproblemwith, on 11 :

r n- v d' where up and;::;.;,*",T;;i ,ft-Finally, V. Girault [91]has shownthat the followingproblem


a ( u , u ) z ( V x u , V x u ) + v ( V . u , V . r = ( f , a ) V u J 6 " ( O ) ) * u - u t / 6 " ( 0 )= { u / ( O ) :
yields L t . n= I l t . f l t 2 . V x u = 0 ', d y n = / . n on I

= u . n l p 0 ; n . V" r l " - 0 } ,

Naturally, we can 'mix' (125),(127) and the above condition on parts of I. To sum up, we can treat a large number of bcundary conditions but there are certain compatibilities needed. Thus rt does not seem possible to have on the same boundary u.n and p prescribed. Also it is not clear whether it is permissible to give all the components of V x u on a part of the boundary in 3D. For more details, see Begue et al.[18]. 6.4 Mixing different boundary conditions.

If we want to mix the boundary condition studied in $6.2 with those of $6.3 we are confronted with the choice of the variational formulation: we have to use (Vr, vo) near to a boundary and (V x u, V x u) on other ' parts of the boundary!



and all O having4 The following formulae are satisfied for all regular u,n polygonalboundarY :

( V . r ,V . r ) + ( V x u,V x u) - (V,r,Vr) - f;rOun-



, V u * V r " ) - ( V . r rV . r ) * ( V u , V u ) + ! ; o o u . n - n . n Y . u l ( 1 3 0 ) f tor*Vr?,

'n - u'nY'af o(u,u)t v(Yu,Vr) - iL J I hro"'n - u'nY'u* uVtr

= (/, u) * f dl Vu Jo*r(O) u - ur /o"r(O)



produces an adBut the replacementof (Vu * Vur,Vu * Vo") by (Vu,Vu) continuous case and non zero in ditional teim (V.rr, V.r), which is zero in the the discrete case. that we have There are further simplifications. suppose, for example, with the simply connected polynomial to solve the following problem in O boundary | = fr U lz U le U I+'

du- u\,u*YP= f,

V.u=0 in Q

(132) (133) (134) (135) (136)

ulp, = u1' 0u u.n= ur.ni au.r+ r.fr - b onfz

uxn=urxn; Lt.n=ur.ni Then we could solve : p=ps onls

n x v x7t= don la

Vrr,)* o ur,) o(un, * v(Yu6,



= (f ,rr,) *

* lr,o.rn Ir,rro, lr"poon.n

e *.f,r".(ulvup .n - ah.nv.up) Yan JL

uy, -url,


JL ={ro g J6 : uslrr = 0, trl X nl1, = 0, un'nlrrur. = 0}

In fact, the extra integral is a function of up and not of u because it contains only ta.ngential derivatives of u.n on la and on ls it contains only tangential - n}u/0n ). derivatives of tangential components of u (in fact V.u Remark Since these formulations apply only to polygonal domains one should be "Babuska paradox" for curved boundaries; cautious of the the solutions obtained on polygonal domains may not converge to the right solution when ttie polygon converges to the curved boundary.

on of Figure 4.LL : Iso aalues pressure a spherein a Stokes flow. wasdonewith the PI/PI inrsalid (luft) the computation On the first fi,gure on element(oscillationscan be seen) the second figun (right) the P[isoP2/P1 elementwas used(Coartesyof AMD-BA).



Navier-Stokesequations Incompressible

1. INTRODUCTION equations: The Navier-Stokes u1*uYu*VP -u\,u= f V.u = 0 (1) (2)

flows ; u and p are the velocityand Pressure. governNewtonianincompressible Theseequationsare to be integratedover a domain Q occupiedby the fluid, during an interval of time l0,T[. The data are : the externalforces/, the viscosityz (or the ReynoldsnumberRe), the initial conditionsat t - 0: uo, the boundaryconditions: uF, for example.

Theseequationsare particularly diffrcult to integratefor typical applicaof rion (high Reynoldsnumbers)(small z here) because boundary layersand turbulence. Even the mathematical study of (1)-(2) is not complete; thg of uniqueness the solutionis still an open problemin 3-dimensions.



Navier-stokes equaThere any many applications of the incompressible tions ; for examPle : heat transfer problems (reactors,boilers"') aerodynamics of vehicles (cars, trains, airplanes) aerodynamics inside motors (nozzles, combustion chamber"') meteorology, marine currents and hydrology' compare numerical Many tests f,robtems have been devised to evaluate and a few: methods. Let us mention a ) The cauitg Problern surface of a The fluid is driven horizontally with velocity u by the upper - uaf u' The heynolds number is defined by : R cavity of size o (cf. figure 1). (cf. ihomasset izzo1;. The domain of computation Q is bidimensional'

Figure 5.1 b ) The backwardsteP : at the Th" purabolic velocity profile (Poiseuille flow) at the entrance and to the flux at exit section are given, such that the flux at the entrance is equal is defined as the exit. The domain is bidimensional and the Reynolds number the entrance u*l'f v where l'is the height of the step and uoo the velocity at of the parabolic profile (cf. Morgan et al [174]): J1h" centre





' It

step problem(l'=1); Figure 5.2 The backward



c ) The cylinder problem. The problem is two dimensional until the Reynolds number rises above approximately 200 at which point it becomes tridimensional. The domain Q is a periodic system of parallel cylinders of infinite length (for 3D computations one could.take a cylinder length equal to 10 times their diameter ). The integral, the total flux Q, of u.n at the entrance of the domain is given and is equal to by 3Q l2u (ct. Ronquist-Patera of the flow. The Reynolds number is defined





Figure 5.3 In this chapter, we give some finite element methods for the Navier-Stokes equations which are a synthesis of the methods in chapters 3 and 4. We begin by recalling the known main theoretical results. More mathematical details can be found in Lions [153], Ladyzhenskaya [138], Temam 12281;details related to Girault-Raviart [93], numerical questions can be found in Thomasset L2291, and Glowinski [95]. Temarn [228)

2. E X I S T EN C E ,

U N IQU EN ES S, problem


2.L. The variational

- Qx]O,T[ where O is a regular We consider the equations (1)-(2), itt Q open bounded set in R', tr = 2 or 3, with the following boundary conditions : u(r,0) - rro(r) u(x,t)ur(r) r f, e Q t ]0,?[

(3) (4)
: (5)

We embed the variational form, as in the Stokes problem, in the space /r(fl) /(Cl)= {t,Hl(O)":V.u=0},

(6) J"(o) - {u J(o) : ulp= Q}. that is The problem to findu e L2(o,?, /(o)) n tr* (o,T, r'(a)) such
( u , ,, u ) + z ( V u ,V u ) * ( u V u , u ) - ( f , u ) , V u J , ( A ) (7)



u(0)= uo u - ur e L2(o,T,J"(0))

(8) (9)

L2 in s as in chapter 4 ; the equality In (?) (, ) denotes the scalar product in J(O)' is in the .L2 sensein t. We tale f in L2 (Q) and uo, ur order to ensurethat the integrals containing uVu We search for u in ,* in exist.

2.2. Existence of a solution'

Theorem 1 The problern(7)-(9) has al leastane solut'ion. Proof (outline) To simplify, We follow Lions [153];the outline of the proof only is given' basis% of t, D(O)" : V'u = be a dense ur let us a^ssume = o' Let {rt}, 0) in .FI' with s = nf 2; thrs basisis definedbY :
< *i,! )=.\;(tui,u) Vu Vr.


-(the .l are arranged in increasing order, the notation ( ) represents a scalar support ; if pioduct in % "tri f1n) the seiof C* functions with compact "" problem with q = v = 1)' of -i ,1rt]r-are the eigenvectors the Stokes generated by Let um be the approximated solution of (?)-(9) in the space the first nr solutions of (10) :

(uT,u/) + (u*Yu^,'f ) = (f ,"") i - L'"rn 'i'i u^ -- t


(1 1 ) ( 12) ( 13)


= uo* the comPonent of uo on u)*

On multiplying (11) by u' and summing we get

(uVu, arf,lr^l? rlVu^l?= (f ,u^) because u) = 0 Vu J,(O)' +

From (14) we deduce easilY that


do + lr^l'o* 2v I lv "^ (o)12 1 luo^17Clf lo,e




sowhich allows us to assert that the differentialsystem in {ui} (11) has a n lution on [O,T] and that solution is in a boundedset of L2(0,T,Jr(CI)) . L* ( O , 7, L 2 (C t))

I NCO M PR ES SIB L B.N AV IER .ST0K E S E QU A TION S Let P^ be the projection from Jr(o)' that {*1,..w^}. From (1) we deduce


into the sub-space generated bv

uT = P^f -uP^Lu* - P^(u^Yu^)


from vr' in P* being a self-adjoint projector, its norm in time as an operator * Lg being continuous from frr, i, ler-sthun or-.q.ruf to 1. The mapp_ingp /o(0)'). Finally, by Soboiev "rr(nl inro J6(O),, Au is bounded in L'(O,f, embeddings,one shows that

with S lluvull(ro),Clltllro(o)^ o = &

Which demonstrates that u f b o u n d e d i n L ' (O,T, Js(Q)' ) V -.



/"(O)) By taking a subsequencesuch that u^ converges to u in L2(O,T, strongly and such that uf" ' Ltt weakly* , L'(Q) weakly, i*(O,T,rt(A)) *.u(ly, one can pass to the limit in (11)' in L2(b,ftio(0)')

2.3. IJniqueness Theorem 2 In lwo ilimensionsproblem (l)-(0) has a unique solution. Proof The following relies on an inequality which holds if Q is an open bounded (Vd,Vd )tl')' t s e t i n R ' , ( l d l r d e n o t e sh e s e m i r r o r r n i n I / l : 4 *

i l l p l k . r nS c l p l o , o * l p l r , nv ' H 8 ( o ) l
by (trVu, tu) is then bounded l'1, l'lt l'lr because Let there be two solutionsfor (7)-(9) and let tr be their difference. from (7) with u = u) i We deduce


- |t,t,l l' +, l"' lo*l'dt l"'@o,)wdt * ,, , " I"l,l,l,l, lulldt I"' fulldt t I" fulllulld'o
So ur is zero. Theorem 3 I! luoll is srnolI or if u is smaolh(u e L* (O'T ; '4(o)) of (l)-(0) is uniqae in three dimensions' Proof : See Lions [153].


then the solution



Remark It should be emphasized that theorem 3 says that if u is smooth, it is unique ; but one cannot in general prove this type of regularity for the solution constructed in theorem 1 ; so its uniqueness is an open problem. There are important reports which deal with the study of the possible singularities of the "local " (Cafarelli solutions. For instance, it is known that the singularities are et al. [46], Constantin et al. [59]) and we know their Hausdorff dimension is less than 1.

2.4. Regularity

of the solution.

There are two important reasonsfor studying the regularity of the solutions

: of (7)-(e)
1. As we have seen, the study of uniqueness is based on this regularity 2. The error estimates between the calculated solution and exact solution depend on the f/p norm of the latter. Unfortunately it is not unusual to have u H2 but it is rather difficult to find initial conditions which give u H3 (Heyrvood-Ranacher [111]) so it would appear uselessfrom the point of view of classical error analysis, to approximate the Navier-Stokes equations with finite elements of degree 2 because they will not be more accurate than finite elements of degree 1; however even if there is some truth to what was said, this conclusion is too hasty and in fact one can show, on linear problems, that the error decreaseswith higher order elements even when there are singularities (but it does not decreaseas much as it would if there were no singularities).. In the caseof two dimensions, there exists general theorems on regularity, for example : Theorem 4 (Lions [153]) I f f and f I a re ;n t' ' (9 1 ' ,f(.,0 ) i n L 2 (Q)2, uo i n Jo(o) n H 2(a)2 then the s olut ionu of (7 )-(9 ) i s i n L 2 (0 ,r;f2 (Q )2 ). As in 3 dimensions, as one cannot show uniqueness,the theorems are more delicate. Let us give an example of a result which, together with theorem 3 illustrates point 1. The Hausdorff dimension d of a set O is defined as a limit (if it exists) of log A'(e)/log(Lle) when e * 0, where N(.) is the minimum number of cubes having ihe length of their sides less than or equal to e and which cover O. (d = 0 if O is a point, d - Lif O is a curve of finite length, d - Zfor a surface... non integer numbers can be found in fractals (Feder [76]) Theorem 5 .(Cafarelli et al.[a6]) l S uppos eh a t f i s i n L c (Q)3 , I ) 5 1 2 , thatY .f = 0 and that uo.n and ur &re zero. Let u be a solution of (7)-(9) and S be the set of {",1} such that

D u e Ln"(D) for aII neighborhoods of {,,t}. in space-timeof S is less than 1'


Then the Hausdorff dimension

2,5. Behavior

at i:rfinitY.

time because In general we are interested in the solution of (t)-(a) for large initial conditions : in practlce the flow does not seem highly dependent upon on its acceieration the flow around a car for instance does not really depend history. "to forget" these initial conditions for a flow ; here There are many ways are two examPles : 1. the flow convergesto a steady state independent of t ; 2. the flow becomesperiodic in time'

*-+ l u ( r , t ) l ( w h e r e r I s a n 3. quasi-periodic florv : the Fourier transform f arbitrary point of the domain) has a discrete spectrum. t -"+ l u ( c t ) l has a , Chaotic florvs with strange attractors: 4. and the Poincar6 sections (for example the points continuous spectrum given r ) have dense regions of points filling a {rr(", nk),,u2(x,nlc)}' for'a to a point complete zone of spuce (in case 1, the Poincar6 sections are reduced 2 and 3, the points are on a curve). *h"r n is large, in-casesof in the In fact, experienceshows that the flows pass through the 4 regimes and the change of regime order 1 to 4 when the Rel,nolds number Re increases --'+u, where u is the takes place at the bifurcation points of the mapping Ll very large (for us z is small) ' stationary solution of ( 1)-(a). As in practice Re is 4 dominates. The following points are under study : any of a) Whether there exists attractors, and if so, can we characterize their properties ? (Hausdorff dimension, inertial manifold,...cf. Ghidaglia [89], Foias et at.[zs] cr Berg6 et al [29] and the bibliography therein). ? b) Does u(x,t) behur'. in-astochastic way and if so, by which }aw can for average quantities such ffi u, lt,ll', lV x ul2"' we deduce some equations a little this is the problem of turbulence modeling and we shall cover it in chapter . (cf Lesieur [150], for example and the more detail at the end of the bibliography for more details). Here are the main results relating to point a)'



Consider (7)-(9)with up = 0, f independent of t, and O a subset of .r?2. This system has an attractor whose Hausdorff dimension is betwen cfueals and CRez where Re = t/f diam{A)/v (cf. Constantin and a1.[59], Ruelle [206][207]). These results are interesting becausethey give an upper bound for the number of points needed to calculate such flows (this number is proportional b v-sla). In three dimensions, we do not know how to prove that (7)-(9) with the same boundary conditions has an attractor but we know that if an attractor exists and is (roughly) bounded by M in W1'- then its dimension is less than CM z lau- s la (c f.[1 0 ]).

2.6. Euler Equations

(z = 0)

As v is small in practical applications, it is important to study the limit u * 0.If. u - 0 the equations (7)-(9) become Euler's equations. For the problem to be meaningful we have to change the boundary conditions ; so we consider the following problem :




(21) (22) (23)

u(0) = uo u.nlr "(r) - ur(c), I u(c).n(x) < 0}.

Vs X = {u | :


Proposition 1 If Q is bidirnensionaland simply connected,if f e L'(Q), u0 ff1(O)2, g = ut.n and (uy); are in Htlz (t) and the integratof g on f dszero, then (21) - ( 2il has a u n i q u e s o l u ti o n i n L 2 (O,T ; H l (O),)n L* (O,T,L2$t)2). Proof (sketch ) To simplify, we assume f = 0,g = 0. Since V.u = 0 there exists a r/ such that :
Ul = $rZ rUZ= -trt


By taking the curl of (21)-(22)and by putting

uL,z -rtrz.,1 -Al = We see that


::*:::;, -j' . ,, ,(o)

,(r) = c.rp(r) (derived from g and up I here c..,s, zelo) is

(27) (28) if x e x. (2e)



by thn Lipschitz and g is zero, (27)-(23) can be integrated If u is continuous, as samesmoothness the method of characi"rirti." (cf. chapter 3) and o; has to the Hoiderian ii", "f V x u0. So we have an estirnatewhich relates llrll' norm C of u (Kato [129])

l l l , l tS c ( l l " l l + l v " o l l )
Moreover,from (25)-(26), (23) with I = 0 gives


d l r= o ,
Thus from (26), we have


l l r l l ' +S C l l r l l ' . ,


way : So it is sufficient to construct a sequencein the following (27)-(29) u' given * cr,rn*lcalculated by . gl,o"n 9 ,n*1 calculated by (25),(26):(3q) c.,n+1 limit' and to use the eJtimates (30) and (32) to pass to the Bardosflo]' A complete proof can be ,""r, itt Kato [129], McGrath[170], Remark 1 in the interval In three dimensions we only have an existence theorem equation (27) becomes lO,rl,r small. In fact, w 1luYw - r'rVu = 0

vu' which can give terms in elt where .\ are the eigenvaluesof of singularA number of numerical experiments have shown the formation theoretically confirmed ities after a finite time but the results have not yet been Sulem [225])' (Frisch [84], Chorin [52], Remark 2 Navier-Stokes \Ye knorv little about convergence of the solution of the -1 0' In stationof buler's equation when t/ equation t,owards the solution ''laminar" cases,one can prove existence of boundary layers of the form arl of the walls ,:t ti; ti b"i1g the distance to the boundary) in the neighborhood in 12 at most in (Landau-Lifschitz [141], Rosenhead [203]) ; so convergenceis those cases.

3.1. Generalities. by J,1, in The idea is simple: we discretise in space by replacing J"(O)


Ls4FINITEELEMENTMETHODSFoRFLUIDS Find un Jl, such that u ( u o , r ,r r , ) + ( u 6 V u 6 , n )* u ( V u 6 ,V o n ) = ( / , ' i , ) "n(0) = u?, uh - ur^ Jon Y u n J o n (33) (34)

lf Jon is of dimensionN and if we construct a basis for Jon then (33)-(34) becomesa nonlinear differential system of N equations: A{J' + B(tl,U) + uCU - G. (35)

One could use existing library prograuls(tINPAK[152] for example)to solve the (3b) but they are not efficient,in general,because specialstructure of the as the "Method of Lines" matricesis not used. This method is known So we shall give two appropriatemethods,taking into accountthe following two remarks : problemstudiedin Chap1") If u )) 1 (33)-(34)tendstowardsthe Stokes ter 4. problem rn Jorr.In par2") If u = 0 (33)-(34)is a non-linearconvection ticular in 2-D the convectionequation (2?) is underlying the systemso the of techniques chapter3 are relevant. As we need a method which could adapt to all the valuesof v we shalllo in takelhe finite elements the famity studiedin the ChapterI and the method sludiedin Chapter9. But before to adaptetl conuection discretisation for time theoremfor the approximation(33)' (35). seea convergence that, let us

3.2. Error Estinate . by Let us take the frameworkof Chapter 4: J(A) is approximated : Jn = {u1, V1, bY and "Io(Q)is approximated Jon (V.rr,,qn) = 0 Yqn Qn.| - Jn fl I/ot(Q)". We put : ,nlr^ = 0}. (3i) (36)

Voh= {rn e Vn t

Assumethat {Vr1' ,Qn} is suchthat - there exists Tl1, V] = H2(O)" n Hl(A)" + Vohsuchthat : ( s r , V . ( , - t l 6 u ) ) - 0 Y q ne Q n l l , - I l r , u l lS C h l l r l l r , n . , - there exists 11 : HL(Q) * Qr, such that ( lq - or,qlo,o Chllqllt,n (39) (38)

INCOMPRESSIBLE NAVIER.STOKES EQ UATIO NS inf sup -(9'o'qn) qr,Eex vxevoh lqn*1ffi \ a t '


n inequality) ll'nllt S f l'r,lo V'r, I/q,,(inverse

Remark : These conditions are satisfied by the Pl + bubbte/Pr element and among others, the element Pr iso P2 f PL. To simplify, Iet us assume that
uo=0 and uf=0,


q > Z, then problern (33)-(3/) has only one solutisn for h small satisfying

Theorem 5. (Bernardi-Raugel [31]) T; L'(A,f ; H&(A)')nC0(0, Le(g)'), o1 a)n=2. If theiolution fl'p)-is ii,n
ll" - ulll7zp,r;ai(o))! C(v)hl[uVull6,q (41)

b) n= 3. If th e n o rn l o f v -ru i n c o (O,r; ,r3(a)3) i s smal l and i f u L r ( 0 , 7 ; H 2 ( A ) 3 ) n . A 1 ( O , T ; L 2 ( Q ) 3 ) t h e n ( 3 i l - 0 6 ) h a s a u n i q u es o l u t i o nw i t h l he s am e er r v r e s ti ma tea s i n a )Proof (sketch) The proof is technical, but it is based on a very interesting idea (introduced in Brezzi et al [38]) We define the operator

G ; u - . G ( u )- u Y u - f .
that the non stationary Stokesproblem \\'e observe u,1-u!'u* Yp - g, V.u = 0, u ( 0 )= Q , u r = 0



a defines linear map .L : g + u and that the solution of (7)-(9) is nothing but the zeroof u -* u * LG(u) : u solutionof (Z)'(9) <+ .F(") = u + LG(u) - 0' (14)

Similarly, for the discreteproblem \f Ln is the nonstationarydiscreteStokes (33)-(3a): operaiorunderlying u solutionof (33)-(3a) <+ Fn(") - uh * L6G(ur,)= 0' (45)

of To prove the existence a solution for the discrete problem, we note that F;' the derivativeof Fl, with respectto u, F'1r(u),is a linear map (because is



quadratic) and that it is an isomorphism if u6 is near to u. Then we see that the solution is also a fixed Point of p+911(a)=o Fi(ru)-tFr(r) (46)

in the neighborhood of 0 for all ?r; rr&r to u. For rp'^ I - F'(r)-tF'(r) from a fixed point theorem we have the existence and is a contraction and uniqueness of the solution. To obtain an estimate, we calculate the following identity :

+ = ll" - ,rr,ll llr;tlri.(" - 'o) (rn(") Fn(rr,)) r'11u;111(47)

7L rr,(u)ll * S llr;-tt/ lr;t,ro) Fi,@n0(u "a))1.(" u1)d0l+

+ llri("a)- Fi,(r)lllluu6ll llrr,(")ll] S llri-'ll['up

So. for small h we have :

l l " - r n l l< C l l r r , ( u ) l l


- L)G(u) Fr,(") = u + L1,G(u) - u * LG(u) * (Ln - L)G(u) = (Ln


but f l(Ln-f,)G(u)ll is preciselythe error in the resolution of the non-stationary Stokes problem'wiltt g - G(u). Elencethe result. For more details, see [ ][5J [ 16, r V $3] Remark 1 The proof of theorem 5 suggeststhat the usual inf sup condition on the conforming finite elements in the error estimate for the non-stationary Stokes problem is necessaryfor Navier-Stokesequations. Remark 2 . The error estimate of theorem 5 shows that h should be small when v is small. We note that lluVull depends also on v. For example in a boundary layer in r-v/{', lr = luVuls (J: ,-r "- # aill,= o1r-11


since c(") ^, 0(z), we should take h << urla. The same reasoning leads to want lu--uolr,e (( 1. We note that the numbers are less pesh << vs'18'ifwe those given by the attractor argument. This is not contradictory simistic than as there must exist attractor modes of modulus less than u-trla



the Let us take the simplest explicit scheme studied in Chapter 3, that is Euler scheme. S e h e m e1 : t Find ul+ with ul+t - urt Jor,such that
1 , .


= s(uh) vun Jor,

(51) (52)

g(ui) - -u(Yqi,Vrr,)+ (/", ur) * i,"t, un)- (u[Vu[, u6)

Bvidently, /c has to satisfy a stability condition of the type

k < C(u,h,u) As for the Stokesproblem (51) is equivalentto


?,r) un)* (Vpo, = g(uh) vur, voi, f t"l*t,

(V.rl+t,9n)=0 YqnQn;

(54) (55)


* + (Vpi,rd)= e(rd) 7r": - l{ui,")


(56) (5i)

(V.rl*t,gr) = 0

Yqn Qn ";+t(t) - D"t'i(")'

We can now substitute u1 in (57) and we obtain f I(vph



, ui)(v qh,ai)- G(qn) vt.


that is a linear system of a Laplacian type. The main drawback of these types of methods is the stability (53)There exist schemes which are ahnost unconditionally stable such as the rational Runge-Kutta used by Satofuka [212]: To integrate

V,t = F(V)


we use Scheme 2


, v n + t = v n + [ 2 s 1 ( g 1 , 9 3-) g 3 ( g 1 9 1 ) ] ( g 39 t ) - t , where (.,.) representsthe scalar product in the space of lz(t) and 91 = kF(v") 92=kF(V"-ca1) s3=bgt+(L-b)g'


This method is of order 2if Zbc - -1 and of order 1if it is not. For a linear equation with constant coefficients,the method is stable when 2bc 1-1 (for the proof, it is sufficient to calculate the amplification coefficient when it is applied to (59) and F(Y) - FV where F is a diagonal matrix). For our problem, we must add a step of spatial projection on zero divergence functions of Jon. That is, we solve :


(vpr, = ui)


Yan von


(V.rl*t, Qr)= 0

Y q n Q n

Numerical experiments using this method for the Navier-Stokes equations discretised with the PrisoP2 fPl finite elements can be found in Singh [215].

4.2. Semi-Implicit

and Implicit


A semi-implicit discretisation of O(k) for (3a)-(36) is S c hem e3 :

1 1


(63) * u ( Y u i + r ,v u r ) + ( r [ v u [ + t , a r , )= ( f " + L ,r r , )* 7fut,on)

scheme. This A version O(k') is easy to constructfrom the Crank-Nicolson simple and almost fully imit is scheme very popular because is conceptually plicit : yet it is not unconditionallystable and each iteration requires the solution of a non symmetriclinear system. Thus on the cavity problem with beyondwhich 10x 10 meshand k = 0.1 the methodworkswell until u x L1500, in oscillationsdevelop the flow. of the Let us consider followingimplicit Euler scheme order O(k) S c h e m e: / \



. .


u h ) + v ( v t + t , von)+(,rf,*tvrf*t,un)= (f^+t, un)*i,"t, o1) (64) ;

solve a non-linear Vrr, "Iol. This scheme is unconditionally stable but we must system.

4.3 Solution

of the non-linear

system (59) '

by a least This non-linear system can be solved by Newton's method, algorithm: square rnethod in I/-1 or by the GMRES

4. 3. 1 New to n ' s

M e th o d

The main loop of the algorithm is as follows : Forp-L..pMacdo: 1. F ind 6 u r w i th

(hun,r^); t u(Y6un,Yrn)+

? ) ( r l * t ' p Y 6 u 7 , * 6 u 1 , Y u | ^ * t ' 0 ,' , h=


- { ( r l * t ' P u n ) l* , r 1 v u ; * t ' ' ,V , n )+ ( r l * t ' o V u l + 1 ' P , ' n ) , - ( f ' + t , u h - 1 r i , r n ) f l V u n Jon 6un e Jon ) e
2. Put uf,*r,n+r-u;+t'P +6un (67) (66)

v is necesBut here also, experienceshows that a condition between k, h and rvith respect to sary for the stability of the scheme because if u is very small conh, problem (bg) has many br-anchof solutions or because the convergence a cavity ditions for Newton's method (hessien ) 0) are not verified. Again fcr with a 10 x l0 and /c = 0.1 we can use this scheme till Re-1000 approximately. If the term ufluis upwind.ed, one can get a method which is unconditionally stable for ali mesh ,t ; this is the object of a few methods studied beloH'. 4.3.2 Abstract least-squares and 0 scheme'

This methcd has been irrtroduced in Chap,ter 2, Paragraph 4.2. It consists here of taking for uf;+l the solution of the problem


m i n - { [ f u o- w h l 2 d c:

uh -ur Joh,




Figure 5.4 : Streamline of a bidimensionalflow in a caaity. The compu' tatian ias done with the PlisoP2/Pl element at Reynolds 50A with a uniform triangulation of /A0 :riangles and abslract least squares wilhoul upwinding. (Courtesy of AMD-BA) .
. , -a-r-l V o n ' / o r , ] - (.f"+1,on)* lk@ n , u r , ) * v ( V u 1 , , V r r ) * ( u r V u . ' r , u n ) n@'i,'n) ' 1 1

The solution of this problem by a preconditioned conjugate gradient method, solving three Stokes problems per iteration (calculation of the step size in the descent directions is analytic because the optimized quantity is of degree 4). This method has good stability qualities. Only symmetric linear systems are solved but it is more costly than other methods ; in Bristeau et al [aa] a set of numerical experiments can be found. To decreasethe cost Giowinski [96] suggestedthe use of a d schemebecause it is second order accurate for some values of the parameters and because it allorvs a d.ecouplingbetween the convection and the diffusion operators. If B is the convection operator ulV and A is the Stckes operatol the d schemeis:


-'u,n)+ Au"+o+ Bun = fn*t

u n * e )+ A u" + t * B un* r-e /.n* t-|


1 r,n * r-0 -


= - un*L-l + Au"+, + Bun*1-0 y+r )


' r ' l

Figure 5.5 : streamlines for the backward slep problem with the P!;'Pl at without upwitt,ding Reynolds 191. (Coun'sy elemeni, air.racl leasl squares of AMD-8.t,: rwo So the least .quare method will be used only for tire central step while the other steps ?-:generalized Stokes problems. Alternatively, the convection step can be soli':i by other methods such as GMRES' 4.3.3 The GMRES algorithm.

a The GlrfRES algorithm (Generalized lMinimal RESidual method) is The aim of quasi-Newtonian method deviced by Saad [210]. quasi-Newrr-,ri3n methods is t', solve non-linear systems of equations : F(u)=0, uEN

The iteratir-e procedure used is of the type : u n * 1 - tl ,n (/")-t F(rr' ) where Jn ts an approximation of F'(un). To avoid the calculation of F'the following approximation may be used: .= F(, * 6r) - F(r) = F'(u)u. (69) D 6F ( u ; a ) 6 - -F otre As in the conjugate gradient method to find tlte solution u of Ju considers the Krilov spaces : I{ n = SP { ' o' J ro " ' ' J" -" 0} where r0 = -F - Jao, io is an approximation of the solution to find. GMRES the approximated solution o' used in (69) is the solution of In

- J(, - ,o)ll. ,.fti"llro'



The algorithm below generates a quasi-Newton sequeacewhich {t "} hopefully g (it is only certain in the linear case) will converge to the solution of .F(u) = in .RN : Algorithm (GMRES) :

0 . Initialisa,tion: Choose the dimension & of the Krylov space; choose u6. Choose a tolerance e and an increment 6 , choose a preconditioning neatrix ^9EN*N.Prrtn=0. - -S-t(f; + Jnun), *rn = ,ll 1. a. Compute with (69) r| - F(u") and /,,u - DtF(u"ia)Fn b. For i = 2...,,t compute r{ and ud from

ll""ll, where

4 - s-tlD6l(u,;,4-') Ihi;-'rLl

uf^ - -"r
where h?,i = *f S-t DaF{uniu)r^) 2. Find un*t the solution of


u=u'+fi c;u,'i



OtrO2r...Ak Jt=1

3. I f llF (" " + t)l l < t s to p e l s ec h a n g en i nto n* 1. The implementation of Y. Saad also includes a back-tracking procedure{or the case where u,, departs too far away from the solution. The result is a black box for the solution of system of equations which needs only a subprogram to calculate r'(") given u; there is no need to calculate F'. Experiments have shown that this implementation is very efficient and robust.

5. DISCRETISATION 5.1. Gcneralities


in developed chapter3: Let us apply the techniques u,1luYulk u " * r - u n o X n ) ('




we obtain the following scheme : Seheme5:

. . - r r Yan Jon (70) t";*t, rr) + z(Vu[+l,Vrr,)- (f", ur) * 7@ioXi,rn) f 1 I

where Xt (r) is an approximation of the foot of the characteristicat time n,b - uf,fr)' which p*t.t througha at time (" * 1)&(Xf (t) = r We note that the linear systemin (70) is still symmetricand independent stable,and convergent is this scheme unconditionally of n. If Xf is well chosen, i n 0 ( e+ h ) . Theorem 6 :

xf (0) c Q, ldet(Vxf < t + Ck, )-'l
then scheme 5 is unconditionally stable. Proof : - Xi@) This depends upon the change of variable y


in the integral


xi)-t I owtx))dx Jtx ;(n-.$@)d"t(v dv )

t )luioxilo,n( lder(Vxfi l*,t,l,rllo,n


From this we obtain


In getting a bound from (70) with vh =,r;*t (71), we obtain

and by using (73) and hypothesis

+ + S llrl*'ll',= lrl*'13 r"lv ui+tl3 (kl/"lo (1+Ct)l"ilo)l"l*'lo (74)

Sincelri,lo < llroll,, we obtain

+ llrl*'ll, s *l/"lo (1+cft)llufll";

or, after summation,

(75) (76)

+ + llr[+'ll"s kt l/tlo(r ck)"-i+ ll"flll,(1 ck)"


and hencethe result followswith n Sf /k. Remark : If u[ - V x t6 exact solution of and continuousand if Xi is the with $n Pr piecewise




t t , t , r , , '

t t I I I / / ' rr

1aa4 aa a-


t v P t

The pressure on the car at the mid-plane.

The aortet behing the car' Figure 5.6 : 3D f"ow around a car with the Plbubble/P1 element al Reynolds 50A. The f guresshow the trace of the mesh on lhe ear, the uelocilies an a plune per' pandicular to the fl,ow behing half the car on and the prvssare the car at the plane of sgmetry. (Computed bY F. Eecht).

= frx^(') u[(-x1(r))


integrate (77) then (71) is satisfied with C = 0. It is theoretically possible to straight line but, in practice, the exact exactiy ,irr." X1 is then a piecervise costly ;we use adirect calctrlation of the integral (uio Xt,un) is unnecessarily Gauss formula (Pironneau [190])

( u i o X 1 ,u h )= f ,



or a dual formula (Benqu6 et al. [22]) (uiox7,,uh) =-f "n({t)ro(xf -t(t))ttt


5. z . E mo r

a n a l y s i s w i th " 1 O tOOl e/P 1 '

Definition of the method : - 0 we choose ; To simphfY, we assume that u;

= J o h= t r r , g V o n :( V . r r , Q n ) 0 , V g i ,g Q n \ voh= {ro e C'(a) : anlr P1,YT eT|}

(80) (81)

(82) Q n = { q ne C " ( o ) . q h l r P 1 , v r e T r , } ' to where Tr, is a regular triangulation of Q ( assumed be polygonal) and,Tn17 obtainedby dividingeacbtriangle(resp. tetrahedron)in 3 is the triangulatLn (resp. 4) bt joining the centerof gravity to the vertices(fig. 4.2).



" we defin xt(r) * the extremityof the brokenline [xo x,Xt,...,X**r with the sides(faces), Xj-1 is - Xtr(r)i suchthai ihe xi arcthe intersections -"T(xi) and the time coveredfrom c to calculated,fromxj in_the direction ,m*r is b : For each il,p > 0 suchthat 1j+t = xi * p"i(xi)lt, e ATi,

(83) (84)



points inside the In practice, we use (78) or (?9) with the 3 (resp. 4) Gauss is an open triangles, but with this integral approximation, the error estimation we shall define another probil*; furthermore (71.bJ ir ntl easily satisfied, so


Definition of X[ satisfYing (71) : Lef {ti be the solution of

( V * , l t t , V * , o ) + ( V . r / i , Y . w n ) = ( " f ; , V X t u l ) , Y w 6 W n , ,!t e Wn - {*n e V6 | 1t)1xnlP = 0'

(8i )


w 7.nd7 = 0)

that where f; are the connected components of f . Let us assume for simplicity already been studied in paragraph Q is simply connected. This problem has tll x nn ; Wn rs 5 of chapter 2 (here however wt X n is zero on I instead of seen that (86)-(87) has one and because I is a polygon . We have ,ron "-jty y x tpt.l.gt::..*ise constant only onl solution and that V * r/ti = ui. Since (83)(84) enablesus to and with zero divergencein the ..ttt. of ditttibutions, then (71) is compute an analyticlsolution of (77) if we replace ,3 by v x /l ; satisfied. So we shall define x'i u a solution of (77) with vx assume that (uf; " X't, o;,) is calculated exactly' Theorem 7 : Assume Cl conl)er, bound,ed,polygonal and, u C " ( 0 , 7 ; I { ' ( 0 ) t ) , p C o ( 0 ,T ; H 2 ( O ) ) . L e t { u i ( , ) } " of {f;, and we will

wr-'cF(flx]0,?'[)t n b e t h e s o l u t i o n si n V o n

I' -rl n trln \ LJe * Vrn)- (f", ur,) it";Pxi ,un), Yun von(88) * u(vui+t, I@"*16,un) 1 .

of by by x,i is calculated (77) with ui replaced Y x ,hl and tli solution where (s6),(57). ' equaNauier'Stskes , Tt rn if u is the eracl salxtionof the incompressible lions, (1)(/,) with uv = 0,wehaae





the wheel aiis; computedwith Figure 5.7 : 3D fl,ow belowa lrain between show lhe lrace of the the PI bubble/Pl element at Reynolds1000. The r$gures mesh on the solid boundariesand lhe aelocitiesin a plan section parallel to the track. (Computed by C. Paris)

13 + (l"i - u(.,nk\lfl+ unppT- u ( . , , , e*)s c l) + h + e l

in llullr,oo.


where the conslant C is independentof u, affine in llullr,llpll" and erponential

Remark 1 : Note that (89) is true even with v -* 0 (Euler's equation) but it is necessary that the solution of (1)-(+) remain in I,T/1,* when u -, 0 (which assumesthat / depends on z). Numerically, we observe that the method remains stable even with u - 0 so iong as the solution of the continuous problem is regular. Remark 2 : The hypothesis 'O convex' can be relaxed. It is only necessary in order that (r/ -' lV x ,ltl2 + lV .nl,l')1/2be a norm.

To prove (89), we shall follow thesethree steps: - e s t i m a t e V x r l t t- " i - estimateXt - Xn - estimateui - u' whereu' is the valueof the exact solution at time n/c. Beforestarting,we note that from (1)-(4),we can deduce



lun*, k

-u,\,un*l yon*l = fn +!r"oxn +lclu,rrl*0(1), V.r'*l = 0 (90)

uo given, un*Llr = 0 (91)

where 0(1) is a function bounded independently of & and z. Lemma 1:

lxr - X"lo < keklVr"l*lvx $t ,"lo

Proof : From the definitions of Xn and X, we have


and so t

= V x t n ( X n ) - u ( r ) = V x , h n ( X n ) - u ( r r , ) * u ( r 1 ) - " ( ' )( 9 3 )


- Xl,(")S l(V x $n- u)oX1,l"lu(r1) "(')1, +

S l V x Q n- u l o * l V u l " " l X r X l , ( t )


inequalitl' Since xt(t) = x(t) = s, we deduce (92) from the Bellman-Gronwall of (9a) on the interval ]nk,(n+1)k[' (by the integration Lemma 2 :

lV x t/r - ,lo S Cl"i r'lo * hlVu"ls

Proof: Let t" be a solution of (V x ,h",Y x u) + (V.t/",V't) = ('",V X w),Yw W



0 , : * ' W = t r I { t ( O ) " u x n l r = OI r r w ' n d ' y = }

(96) from (86)' we see By subtracting


rrr) + (V.(r/[ -'lt"),Y'wn) = ('f; - u'n,V x u'';) (98) (V x (rl'i,-r|,"),V >< Let {;, be a projection -of$" in wn, that is, the solution fit wh of i



(V x i,,V x tur,) (V.{n, V.rh ) = (V x rt)",V X .r, ) * (V .rlr",V.tun),Ywn Wn +


that (86), By takingun= n-r/1tin (99)andby subtracting wesee lV x ({i - tl,tlo< Clun- u*lo
Finally, we obtain the result because u is equal to V x r/ and


(101) comes from (100) and from the error estimate between (1, the last inequality and rl (the error of projection is smaller than the interpolation error). To have existence and uniquenessfor (86)*(99), the bilinear form should be coercive, which we can prove only for convex polygonal domains (Girault et

-n)lo lV x ({r, r/,)lo C(l"n-ulo* hlVu"ls) < + lv x (/[ -d)lo S lV x (d,f

al [e3]).
Corollary 1 :

+ hl lxf - x"lo s ec(lv"l""xl"i- Ltrnlo

Proof of Theorem 7 : We subtract (90) from the variational form of (88) :


( r l*t

- un*t, rn ) * u k (V(u [* t - ,' * t), - (uioxt

Vur,) + e(V (pl * t

. pn+ 1),rn) (103)

- u , n X n , u n ) * k ' l u , r l " " ( 0 ( 1 ) ,u 1 ) o

Then we proceed as for the error analysis of the Stokes problem (cf. (4.74)(4.78)). From (103), we deduce that for all wn Jon and all e4, Qn, we have

( " 1*t - w h ,o n ) + v k (Y (u i + ' - * o ), Vrr,) + & (v(p[+ l - en),a6)


= ( u n * 1 - w h , u n )* v k ( v ( u " + 1 - r o ) , Y a n ) + t 1 v 1 p n * 1 - Q n ) , a l )

u;),Ya1, Jon * +(uioXi - unoXn,or,) k'lu,rl*101t;, of (7a)for the definition ll.ll,) So(see ll"l*t -uill, < llr"+t -*nll,+klv(p"+l -gr,)lo+luioXi unoXnlo+k2lir.]( 1q5)
which gives if we choose Q6eQual to the interpolation of Pn+1



- r n h l l+ l l * r , - u n * L l l ,S 2 [ [ u n +-tw h l l , + k l i p " + t l l ' , llr[*, -u.*Ill, < llrl*t (106) * +lui oXn unoXnlo &21',rl*
of un*t ' tlle see that Taking uh as equal to the interpolation

< llrl*t - un*111,cl(h'* vhk)llr"+tll, * + +hkllp"+tll, lr'lu,rl* luioxi u"oX"lo

it remains to estimate the last term ;


(108) * u'o6r - X")lo s luioxi - LtnoX'[o l"f,oxt u"oxf,lo - Xnlo (1+ Ck)ll"i-'"ll' +C'kh S + S l,ri- tr,nl"0lvr"l-lxf
BV using a recurrencearguwhere C and C' depend upon lVrl- (cf. (102))' and (108) give ment, the proof is completed because(107)

-?tnll,+Cr(h'+hk+k2) l l r l * t - u n * t l l , S ( 1+ C r f ) l l " i


6. OTHER METHODS. the convection-diffusion In practice,all the methodsgiven in chapter3 for equations' Paragraph5 is an equationcan be extendedto thJNavier-stokes the following : "*u*pl" of such an extension.one can also use com- Lar-\\tendrofi artificial viscosity method : horveverit cannot be one addsPt in the divergence problemas in $4.1)unless pletely explicit (sanne (T.*u- t228],Kawahara[131]); "qnution with - the uprvinding *.thod by disctntinuity ; this couldbe superimposed obtain methodswhich we can the other methojs oi s+.r und of $4.2.In this way Fortin-Thlmusr"t [83],for an exampleof this type); for converge all " 1.f. - slreamlineupwinding method (SUPG)' 6.1 suPG and AIE (Adaptive Implicit/Explicit scheme)

variationalformulation As in paragraph4.3 in chapter3 a Petroa-Galerkin un * ru1,vu1 insteadof is for the Navier-stokes used with the test functions



(uo,r* unvun * vpr,,un * ru6Yu1,) v(Yuv,,Yun) ut, *





- ( f , a y { ru l Vu 6 )

Vrl V o n (Y.un,{t) = g

Y qn Qn.

Here r is a parameter of order h, Tt is an element; we have used the simplest SUPG method where the viscosity is added in space only. Johnson [125] rightty suggest in their error analysis the use of space-time discretisation (see 3.4.3) . A semi-implicit time discretisation gives the following scheme:

(ui*'rt f r


(vpl+', ur,) (vp[ ,ruf,Yu') * uivuf+r,urr ruf;Ya.,)+ * * = (,f"+1 * ruf;Yu6) Vur, Vor ,at

*u(Vui+t, Vun)- r+


(V.rl*t,9r)=o YqnQn.
As noted in Tezduy ar 1227), is possible to choose r so as to have symmetric it linear systems becausethe non-symmetric part comes from:


, r u f v ' n )* ( u f ; V u l + t , ' o )

Now this would be zeroif r = h and if uiVui*l was equal to V.(u[ g "l+t). the modifiedscheme: So this suggests follorving Find ,i+t - ur Vor, and pf+l e Qn suchthat ,uf,+t (# - u?

''n) * uiV'l*t ,an kuftYul) (v'uf; * + ,uf,+t lr,nurou1,auft

+(vpl+t,ur,)(vpi,kuftyu1) * + z(vuf,*t,vro)r+
= ( f " + t , 0 n * k u i Y u l r ) Y a n V o n ( Y . u l + t , Q n ) = gV q n Q n .

Naturally a Crank-Nicolson O(k') schemecan be derived in the same way. first order scheme Similarly a semi-explicit couid be:

( I * ' - k ' u T * u i Y u i , u h * k u i Y a l , )+ ( v p [ + ' , o o ) + ( v p i , k u f ; v r r , ) ' * u ( Y u i , V r t ) - r U , I k u f , Y u l , A u t= ( f n , r n * k u i Y u l , ) Y a n V o n T JT,



e ( v . r l * t , g n )= - o Y q n Q n .
we can use Still following Tezduyar [227] to improv'e the computing time is large and the explicit scherie in regiorrr *h..e the local courant number by eiement the implicit scheme when it is small; the decision is made element and for diffusion based on the local Courant number for convection, l"i ln kf fu hr is the vk fhl, and on a measure of the gradient per element size of uf; ; here average size of element l- So we define n numbers by

- .} pl(qmax{t,itr, * t,(ffi) F twr

element n where Uj (resp ul) is the maximum (resp minimum) of u1;(c) on on Q instead of fi' and similarly for U!,"? the contriThe constant c is lhosen for each geometry; then lt Bt;(c) ) 0 - lh of the convection terms on element I in the i bution to the linear system otherwise momenrurn equation is taken explicit (with uf, instead of u[+1) and is less than one, the contribution to the matrix implicit. similarly lf vklh! is taken with uT,- uf, (explicit) and of the linear system from v frryun,Yan with ui+1 otherwise.



7.L. Reynoldst Stress Tensor. to As we have said in the beginning of the chapter, there are reasons believethatwhent.+oo,thesolutionof(1)-(+)evolvesinaspaceofdimension proportional to v-sl+. necFor practical applications z (= l/Re) is extretnell'small and so it is number of points to capture the limiting solutions in essary to have " lur!. t im e. we formulate the following problem (the Reynolds problem) : Let ui, be a (random) solution of

u,t* uYu* Vp - v\u = 0,

V'u = 0 in Ox]0,?[ ulp= ur

(110) (111)

u ( c , 0 ) - u o ( x )I w ( r , u ) ,

n,here*(r,.) is a random variable having zero average. Let ( ) be the dverage operator with respect to the law of u introduced b y r . u .C a n w e c a l c u l a t e1 u ) , 1 u I u > " ' ? of This problem corresponds closely to the goals of numerical simulation v 1{ L', the Navier-stokes equations at large Reynolds number because,when the fibw u is unstable with respect to initial conditions and so the details of



cannot be reproduced from one trial to the next. Thus, it is more interesting tofind<u>.onemayalsobeinterestedin<u2)andz<|Vu|2>. Only heuristic sslutions of the Reynolds problem are known (see Lesieur reasoning : [150] for example) but let us do the following If we continue to denote by ,, the average < u'. > and by u' the difference u'*- < u!* ), then (110) becomes:

+ u,t * uY u* Vp - uL,u+ V. u' @u' = - (ut,r utY u * uv ut + vp' v a'u') ( 112) V.u'+V.u=0 uVu = V.(u @ u) when V.u = 0. because If we apply the operator(.) to (112)and (113),we seethat u , t* u V u * V p - u ! , u + V . < u ' 8 u ' > = 0 , V ' u = 0 and equation which is the Reynold,s
R=( ut@ut>




is the Reynolds tensor. As it is not possible to find an equation for .R as a function of u, we will use an hypothesis (called a closure assumption) to relate .R to Vu. It is quite reasonable to relate .R to Vu because the turbulent zones are often in the strong gradient zones of the flow. But then R(Vu) cannot be arbitrary chosen becausewe must keep (114) invariant under changesof coordinate systems. In fact, it would be absurd to propose an equation for u which is independent upon the reference frame. One can prove (Chacon-Pironneau (see also Speziale [218]). [b0]) ttiat in this case the only form possible for .R is

u R = a(lV + Yrf l')/ + b(lvu* Yur l'xv" * vu").

in 2D. In 3D R - aI * b(vu * Vu") * c(vu * Yur)2



where a, b and c are functionsof the 2 nontrivial invariantsof (Vu * Yu'). So we get

+ + V.rt,= Va * V.[b(Vu Vur)] + V.[c(Vu Vu")2]


but Vo is absorbeCby the pressure (we change.p to p * o) and so a law of the type

= 1Q b(Vu * Vu") * c(Vu + Vu")2


has the samc effect. In 2D, it is enough to specify a function in one variable b(s,s'), c(s,s') wheres and s' are b(s) and in 3D two functionsin two variables the two invariantsof Vu * Vu".




- with SmagorinFigure 5.8 : Turbulantflnw simulation around a sphere by (ComPuled C. Paris)sly's turbulentm'odel 7.2. The Smagorinsky hypothesis [216] : ch2lVu * Yur l, that is

Smagorinsky proposes that b

R- -ch'lvr+ vu"l(v"+ vur), c= o'01


hypothesis is compatible where h is the average mesh size used for (114)' This it is reasonablein 2D but with the symmetry aird a bidimensional analysis of R ; involved is justified by an is not sufficient in # lso.riale [21g]). The fact that h ( ) with an average which u*o,rnt, to the identification of ergodic irypothesis experiments show that operator in a space on a ball of radius h. Numerical we have sufficient points to we obtain satisfying results (Moin-Kim [173]) when range of Kolmogorov' cause u, to .o.r"rplrrd to the beginning of the inertial 7.3. The k - e hvpothesis (Launder-Spalding [1a3]): by Launder-Spalding The sc-called k-* e model was introduced and studied [143], Rodi [200Janrong others' rate of dissipation Define the kinetic.nergy of the turbulence k and average of energy of the turbulence e bY:

h - t< lu'l' >

' =t {
then R, &, are modeledbY


fVu' * Yu'Tl' >;




1n2 , 'ttct - "u?Fu + Vur), (ru= o.og) n-

(123) (124) (125)

vu'l'- v.(tu;o*l * e= o fr,t uYk * +rlvu *

6 , r. uE e* V
e2 &'., r Tr2 a / t *Vur l' - V.(r,;O.) + cz7 = g 1;lV" cl ,-



wit h c 1 - 0. 1 2 5 6 c 2 = 1 .9 2 ,c e = 0 .0 7 . t A rough justification for this set of equations is as foilows. First one notes that k2f e has the dirnension of a length bquare so it make$ senseto use (123). To obtain an equation for &; (i12) is multiplied by u' and averaged (we recall that .4 : B = A;18;i) :

I < u ' 2> + V . < p ' u ' ) - u < u ' L u ' > < u ' 2) , t * < u ' 8 u ' a , V u * i"o 2

o; *lo < u'2r.t'tThat is to say with (123)

t 2 n,t2

k , t - c r , |( v " + v

u r) : V u * u V/c -u 1 u ' L u'

The last 3 terms cannot be expressed in terms of u, & and , so they must be modelled. For the first we use an ergodicity hypothesis and replace an ensemble averageby a space averageon a ball of centre c and radius r, B(x,r):

- < u'L,u/ >=< lYu'12 + [ >



By symmetry (quasi-homogeneousturbulence) the boundary integral is small. The second term is modelled by a diffusion:

< u,v*

>= -v. < u, g u, > yk;

If u'2 and u' were stochastically independent and if the equation for u'2 was linear, it would be exact up to a multiplicative constant, the characteristic time of u'. The third term is treated by " similar argument as the first one so it is conjectured to be small. So the equation for & is tbund to be :

&,r uV& ++lvu* Yurl' v.(.rYorrre= 0 *


To obtain an equationfor one may take the curl of (112),multiplyit by Y x u' and use an identity for homogeneous turbulence:



Letting LD'-- Y x u' , one obtains: l - r ' . ( r ' , r * ( u * u ' ) V ( r . '+ u ' ) - ( ' * a r ' ) V ( u + = ,r1 uVe* < u'Yuu'z > -2, <u'Y - 2r ( < u t @ u ' > ; Vu * V . < (r' I because = V x (u' x a,r) wVu' - u'Vu' > ; the term I utV x (r' x t.l)-> is neglqcted for symmetry rea'sons < u'Vuw'2 just as in the & equation; by frame invariance, ( is modelled by a diffusion it can ut &Lot > should also depend only on Yu * Vu", /c and e therefore in 2D dimension argument it must be and by a only be proportional to Vu+YuT proportional to &. The third terrn is neglected because it has a small spatial quantity *"u.r, and the last term is modelled by reasons of dimension by a proportional to e2lk. Finally one obtains :
ft'T,t -. r - ct ,,t uYe fitv"* vurl' - v.(.,;o.) * czi - 0 * e2


u') - vA'u')>

x (u' x u) > >

,' )u' > ) + 2v2 < l v' ' l '


The constants are adjusted so that the model makes good predictions for a few simple flows such as turbulence decay behind a grid.

Natural boundary conditions could be k,egivenatt=0;I:lp-0, [P=e1' (128)

the however an attempt can be made to remove the boundary layers from " considering wall conditions" (see Viollet [235] for computation-l domain by further details)

. k l r =u * ' r l , ' , 1 . = # u . n = 0 ,r r u . i + g f f = t

(12e) (130)

where /i is the Von Karman constant(/i = 0.41),6 the boundary layer thickg +Io9(6lD))] where u* ness, the friction velocity, = c* k'lr, d = cttk2lle6(B B is a constantsuchthat u.r matchesapproxconstantand D is a roughness law may be inverted imately the viscoussublayer.To computeu*, Reichard's (by Newton'smethod for examPle):



Figure 5.9 : Computation of tarbulent fi.ow in a cauity with the k - e model. The QL/P|-discontinuoas quadrilateral element has been used. The by B. Cardot). figuresshow the streamlinesand the iso-k lines. (Computed

u*f2.5tos(1 + 0.4 \l+

| 7.8( - e-i# -


aa$ - u-r ))

So in reality o and B in (3a) are nonlinear functions of u.r,e,k. Positiveness of e and k.

For physical and mathematical reasonsit is essentialthat the system yields positive values for /c and e. At least in some cases it is possible to argue that if the system has a smooth solution for given positive initial data and positive Dirichlet conditions on the boundaries then & and e must stay positive at later times. For this purpose we looks at
H - -

(Uz)lVu* operator, 0l7t+uY and E denotes the lf.4 denotes total derivative then YuT 12,

e e

- 02 ,')* E(c,-

?o t1",

,,5r.(lr4 - L* cz

* a2E(cu .r) - 1 *

.k|Y0 2crY0.v( * Gu- ,)alv .t i,v', cz crY + + l,



Because ct, 1c1 and c2 ) !, 0 will stay positive and bounded when there are no difusion terms because d is a solution of a stable autonomous ODE along the streamlines: 40-a2EQr-rt) -L*cz

Also 0 cannot become negative when ct, = c. becausethe moment the minimum of 0 is zero at (r,t) we will have:

Vg=0, d=0
By writing the g equation at this point, we obtain : 0 ,t = c 2 - 1 ) 0 which is impossible because I cannot become negative unless 0,t 3 0' similarly we may rewrite the equation for & in terms of 0 :

Dtk- lne1vr,*' vurl' - v.("t kovk)+| = o \ r | | a 2

= 0 at Here it is seen that a minimum of fr with ,b = 0 is possible only Lf D& will not become negative. that point, which means tfrat ft > Note however that ,Lmay have an exponential growth rf crgz lVu*Vu'l' the time step size when it happens. 2; this will be a valuable criterion to reduce

7.4. Numerical


Let us consider the following model :

' t t r , t * u Y u * V p -v . [ z ( l v u + v u r l X V " * v u r ) ] = 0 , V ' u = 0 u.n=0, au.r*rw-b

(1 3 1 ) (132)

. where a,b aregiven and v is an increasingpositive function of lVu*Vu?l This problem is well posed ( there is even a uniqueness of solution in 3D under reasonableirypotheseson v (cf. Lions U53])). The variational formulation can be written in the space of functions having zero divergence and having normal trace zero :
1 ^

(r,r,r) + (uVu,u) *

u vu" l)(v + Yur),V, * Vur) it rlvu*



- bu)dl- Q Jrlau.u = V o J , " ( Q ) ; u J ,,(Q) = {u e Ht (o)t r V.u = o,u.nlp o}




By discretisingthe total derivative,n"ecan considera semi-implicit scheme,

f tr;*'

- uioxi,vr)* (vu[+')t),vur, (Vrn)t) (135) + ir*(vul*' +

+ [ gr7JI

= [)und-r 0, Yane Joon r Y q n Q n ; a n . n n l= 0 } (136)

,0 u ; + t J o n n = { a n e V n : ( V . u ; , , { i= }

where V1 ar-dQ6 arc as in chapter4 and where :

vi - v(lvuf+ (vuf)"1)


There is a difficulty with Janl and the choice of the approximated normal n6, especially if Q has corners. We can also replace Jorrl by J'onn= {rn Vn , ( t , 7 , , V g ; r= 0 ) Yqn eQnj



0 = ( u ,V q ) = - ( V . r , a ) + [ u . n q d ^ i , V q Jr

V . u= 0 , u . n l p 0 . (13e)

With J'onothe slip boundary conditions are satisfied in a weak senseonly but the normal nn does not now appear . The techniques developed for Navier-Stokesequations can be adapted to this framework, in particular the solution of the linear system (134) can be carried out wiih the conjugate gradient algorithm developedin chapter 4. However we note that the matrices would have to be reconstructed at each iteration because u depends on n. To solve (114), (123) (the equations k - r), we can use the same method ; we add to (133)-(134) (& is replacedb1's)

Vrn) un) kI*' - qtoXt, * rrrr|{1rqt*',



ton) +( 1@+t>x - "rhlvr?+t * Vui+ll2l1x1t;;at, = 0, Ywn Won lri


(.f*t - eioXi,tun) trc,()vrf,+' ,V.f,) * c6





= -llof lvrl*'* vu[+l,l,+ uftXxfq)dt,un) 0, Ywn won

in order The integrals from n& to (n + l)fr are carried out along the streamlines (Goussebaile-Jacomy [99]). to stabilize the numerical method So, at each iteration, we must - solve a Reichard's law at each point on the walls, - s olv e ( 13 4 ), - solve the linear systems (141)-(142)' but The algorithm is not very stable and convergesslowly in some cases it may be modified as follows. As in Goussebaileet al.[99] the equations fiot q- are solved by a multistep algorithm involving one step of convection and one step of diffusion. However g' in this case the convection step is performed on q,0 rather than on ' The equation for g is integrated as follows:

*' (i43) ,n)+(qlI^:*"r (qioxt, (q[*',,r),TfiV"f*vuff -#r,uh)



- 0 V r r , Q o n= { r o e Q n t * n l r = 0 }
s n - & rn Qon (144)

- qf e tbaL But the equation for e is treated in two steps via a convection of 0 the viscous terms does not include

(d;*tr,*n) (d;*,

lv,[ *yuirl'(", - cr,),w) l^:-"r it


- (|ioxf ,tor,) (", - I,w1,)k + 0t where = qt let Then el+tlz is foundas "h _ .?*i= e;*,



to stepcanbe applied find ul*t ' and a diffusion (.1*',toh)+&c.(*rri*',Vrn) = (.1*L,tn)

ct Vrr, Qohiu;+te r n { -Q o n


Notice that this schemecannot produce negative values for qfr+1 and e[+1 when

{ {
. f i



(?r Ir,,*ro, r , l v u i * V u [ f - i l r > - 1


positive d while in (143) because ct ) cu and cz ) 1 so (145) generates only condition when of the coef;ficient gl*t is positive. Note that (148) is a stability terms' the production terms are greater than the dissipation


Euler, Navier-Stokes and the shallow 'waterequations

1. ORIENTATION problems of In this chapter, we have grouped together the three principal fluids mechanicswherc the nonlinear hyperbolic tendency dominates. equaFirst, ne shall recall some general results on nonlinear hyperbolic give some finite element methods for the Euler equations tions. Then we shall equaand finally we shall "xt.nd the results to the compressible Navier-Stokes tions. In the secondpart of this chapter, we shall present the necessarymodifications neededto apply the previous schemesto the incompressible Navier-stokes equations averagedin e3 : saint-venant's shallow water equations. EU L ER E Q U A TION S


2.L. Position of the Problem can be written as of equations a perfectfluid in 3 dimensions Tle general ( , ( c f . ( 1 . 2 ) , 1 . 7 )( 1 . 1 2 ) )




and, in relation to (1.12)


E - p(e+f,Wp)

Efr W - IP,Put,Prt2,pus,

(2) (3)
(4) (5)

F F(W)- ln(w), Fr(w), (w)lr

+ F;(W) = lpu;,PUtui* 6uP,Puzu;* 6z;P, Putu; * 6s;p,ut(E p)]"


The determination of a set of Dirichlet boundary conditions for (1) to be well defined is a difficult problem. Evidently we need initial conditions

W(r,O) = W'(r)

Vs e f,l

we the and to deterrnine boundaryconditions, write (1) as :"

where A;(W) is the 5 x 5 matrix whose elements are the derivative of 4 with respect to Wi. Let n;(x) be a component of the external normal to I at c. One can show that :

B ( W , n= \ d t 1 w 1 " ; )
is diagonalizable with eigenvalues


)r(t) =u,.n-c,

Iz(") - )a(") - )n(") -u.n,

)s(") =u.n*c


where c - (tplil l/2 is t,hevelocity of sound. Finally, by analogy with the linear problem, we see that it is necessaryto give Dirichlet conditions at each point s of I with negative eigenvalues.We will then have 0, 1, 4 or 5 conditions on the components of W according to different cases.The important casesare: - supersonicentering flow (u.n < 0,lu.nl ) c) : 5 conditions for example, P, Pu;,P - supersonic exit flow : 0 conditions. - subsonic entering flow : 4 conditions, independent combinations of lrV.li where ld is the left eigenvector associatedto the eigenvalue); ( 0. - subsonic exit flon' : 1 condition (in general, on pressure) - flow slipping at the surface (u., - 0): 1 condition, i.e.: u.n = 0.



2.2. Bidimensional test Problems of an arc of circle in a a) FIow through canalwith an obstacle the form (ftizzi-Viriand[199])

u P p

u P p

in the form of an arc of Figure 6.1 :5iot ionary fiow aroanil an obstacle the type of boundary conditions and circle. The picturc shows the geometry, the position of sftocfts. flow is uniform and The height of the hump is 8% of its length. The number is 0'85' \\ie subsonic at the entrance of the canal, such that the Mach - 0)l along the arc (u'n have slipping flow along the horizontal boundary and the distribution of the qualitl' of the result can be seen, for example, from entropy created bY the shocks' b) F/oti, in a backwaril step canal(woodward-colella[238])



w Figure 6.2 zShock aaesconf,gurationin the fl,ow oaer a.^step'



This flow is supersonic at the exit and we give only conditions at the entrance p = L, p = L.4,u = (3,0). The quality of the results can be seen in the position of the shocks and of the .[ contact discontinuity lines. c)Symmetric flow with Mach I around a cglinder. (Angrand-Dervieux[2])

Figure 6,3:Positions of shocksat Mach 8. In this example, the diffrculties arise because the Mach number is large, the domain is unbounded and becausethere is a quasi rarefaction zone behind the cylinder.

2.3. Existence One should interpret (1) in the distribution sensebecausethere could be discontinuities : to have uniquenessfor the probiem, one must add an entropy condition. The physical (reduced) entropy, s,

S - b s"L p'v

( 10)

should decreasein time when we follow the fluid particles (t -' S(X(r)'t))). In certain cases. (Kruzkov[136], Lions[153]) one can show that if the solution of (1) is perturbed by adding a viscosity -eLW then when + 0 it convergesto ihe entropy solution of (1). So the existence and uniqueness of the solution of (1) can be studied as a limit of the viscosity solution. For systern (1) with the above prescribed conditions there exists the folIowing partial results : - an existence theorem for a'local solution by a Cauchy-Kowalevska argument (cf. Lax [145]) - a globai L*iri"n.* theorem in one dimension (cf. Majda [165])



- a global existence theorem in the case wherc W has only one component"" Lions' (scalar equation) and in arbitrary dimension (Kruzkov [136],Glimm [94]'

53J) [1 .
2.4, Some centered schemes we can use the method To obtain finite element methods for equations (1)' developed in chaPter 3: - artificial viscositY methods, - semi-Lagrangian methods, - streamline viscositY methods'

a)Artificialviscosityrnethods(Jameson[121]) and a Pl conforming we take for (1) u.r .*pli.it discretisation in time finite element method for sPace :

|{wi*' wr,vn) vwt),evn)

1 . .




= -(v .LG(Wi)Vwfl,Vn) a YVn Un; wt * t - w f n e u o n

Usl, is the spaceof where G is a viscosity tensor chosen carefully [15] and where - Pr continuous, on the trianguiation and vector valued functions , piecewise are zero on f ; *hor" components corresponding to those where I'7r is known, ' of Wr i,ff6 is obtained by replacing in Wf the known.values convection ternl are taken into account explicitly in tilne' As viscous and in stationary soluthere is a stability condition on fr; if one is interested only explicit; in addition tions, mass lrr*pi.rg can be used to make the schemereally chosenby Jameson it. a preconditioner.un b" added to accelerate The viscosity is approximatelY :

vw) v (c(iv) =-*rlfiivn"#

-tb-ah2# t.u#) (12)

however it is rvhere z is the flow direction and o and b are constants of O(1); to the first written as a nodal schernein the sensethat mass lumping is applied like term of (11) and the contribution of the diffusion term is something

i , k e T ( i ) m eN ( r )

I ( t ( w i - w ^ ) - I ( N ( k )* - w r ) ) w r

which where .M(f) is the set of rieighbor nodes of node f and T(f) the triangles contain the ith vertex. b) Lax-wendroff/Taylor-Galerkin al. [ 160] ) Method (Donea [68]' Lohner et


FINITE ELEMENT METHODS FOR FLUIDS We start with a TaYlor exPansion

wn+t = wn + kwi * **3r+

From (1), we deduce that



=-v.( w,tt Wr=

So (13) can be discretise<ias

= -v.(r; (w)wn) v.(r,i(w)v.r(I4l)) (14)

+ (wn,vvr,) T*t(14#)v.r (wil,vvr,)(15) vi,) (w;;;;;*,,= (wt, vr,) k(F


YVn " - trl@fiv.F(wf)n1.v1,, Uon

wn+r - wpfl+t * cD* M;t(I,I

Mr)w" ,

c)Predictor-correctorviscositymethod(Detvieux[6a.].) This is another form of method b. We start with a step (predictor) in which Wf is piecewise constant on each element T and calculated from

wxl,= l?l-1 (rw - otc lurrr*rrnnt

( 16)

with o = (t+ tfr)12 (cf. Lerat and Peyret [189]). Then, we computeWX*t by solving



vvr,) - wt,vn)n+ - Or(wil + Or(wf), ((1


t V1,.F(W\) * (G(l'vf)VWi,YV6) = 0, YVn Un


\ryATER EQ"'


mass lumping quadrature f91mu!.3.i where p - ll2aand where (, )r, denotes the to the first derivatives of Wf; (to give G is chosen to be proportional to h2 and more viscosity where W is nonsmooth)' d)Strearnlineupwindingmethods(SUPG).(Hughes-Maliet[119]' J ohnson-SzepessY [128]) Thebasicideaistoaddtheequationsoftheproblemtothebasisfunctions; we consider the scheme


* (Wn,,+V.F(Wh), Vr,* h(Vn,, A;(Wn)Vh,i))dt


-wt-,V{- ) = 0 +(Wi+

| --+ nk. we discretise in time where [/'t is the left or right limit of u(t) when 3) for.examl]e with continuous and in space in a coupled manner, (cf cirapter the method p1 approximation i' spu"" and Pi discontinuous in time' Though the coxvergencestudy of the algorithm is efficient numerically, (Mallet [166]) suggests3 modifications (Johnson-szepessy[128]): - use of entropy formulation of Euler's equations' - replacing t;; hM in (1g), where M is a matrix function of wn, ,'shock capturing,, . .ddi,,g another viscosity called The final scheme is


rh(I (A'own,r+tA!rwn,,,,vn
i i )

(19) A;)-* lA'ovn,t+ A';v1',',))dt t

o I

e rln +(wf+ - Wi- ,Vt*) - hd VV^ Y h

t, Vf = {{Jn,PL continuous in c, Pl discontinuousin given ), such that (Jn; = 0 on the parts of I where Wn; is = l [ J , r , u , r , ] " a n d r v et a k e s c \Are hoose = 1, b << !, c= 1, we put VU


'' " # d -Jtn x 1 " t , ( n { 1 ) k I a(A'oW6,1+ A';W1,,,,) l v W n l ) I l o+ i

I +,JI lwt+- wf- t(I wh,,,vn,,,) a i


S(W) (cf (10)) bv The matrices .4,; are comPuted from the entropy function A |- = ( , S , r * )-t, A!, = A ;A' o . scheme' For The scheme is imPlicit in time like the Crank-Nicolson = W'12, W having onlY one comPonent) on Q Burger's equation, (F' (W) -* 0 can - R, result which convergestowards the continuous solution when h



be found in [17] ; also It W has only one component Johnson and Szepessyhave shown that the method convergesto the entropy solution. In the general case one can also show that if Ir[, converges to W, then W satisfies the entropy condition

( s(w),, I s,-F;(w),",o +
e) General Remarks on the above schemes

Due to the complexity of the problem, we still do not know how to prove convergence of the scheme in a general case (except maybe SUPG). So the analysis often reduces to the study of finite differenceschemeson regular grids and of a linear equation (like that of chapter 3). The schemeswith artificial viscosity have the advantageof being simple but to be efficient, the regions where the viscosity plays a role must be small: this is possible with an adaptatiae mesh where we subdivide the elements if lvlazl is large (Lohner [158],Palm6rio and al. [186],Bank [12], Kikuchi et at. [1BB]).But the stability condition forces us to reduce k if h diminishes so more iterations are needed than with implicit schemes; this requires a careful vectorization of the program and/or the use of fast quadrature formulae (Jameson [121]). Finally, the main drawback as the choice of viscosity coefficient and the time step size, one may prefer the schemes which use upwinding methods, is not being more robust (but not necessarily more accurate). On the theoretical side, it is sometimes possible to show that the schemes satisify the entropy conditions in the case of convergence(Leroux [1aZ]). 2.5. Upwinding by discontinuity

As in chapter 3, upwinding is introduced through the discontinuities of F(Wn) at the inter-element boundaries, either because Wn is a discontinuous approximatton of W , or because for a\l Wn continuous, we know how to associate a discontinuous value at right and at left, at the inter-element boundary. a) General flamework (Dervieux [64j, Fezoui 178],Stouffiet et al. t2220. As in chapter 3, for a given triangulation, we associate to each vertex qd a cell at obtained by dividing triangles (tetraedra) by the medians (by median planes). Thus we could associate to each piecewise continuous function in a triangulation a function P' (piecewise constant ) in ai by the formula

=fr wxl", [,,*oo,


By multiplying (1) bV a characteristic function of a' and by integration (PetrovGalerkin weak formulation) we obtain, after an explicit time discretisation, the following scheme :



vt =wtk').fr lu,oor*rr." wi*'(q')


into account the known On at O l, we take fa(W) - F(W) and we take is a piecewiseconstant approximation components of Wr ;rrrd "lr.*here Fa(W) ot F(W) verifYing

w\4n) = rotwxl.n n,,' I u,, Y,*r*'^1o,, f u,,


O(Y, V) = F(V), for all Iz


of the flux O : b) Definition Let B ( W ,n ) 6 5 x 5 (a x 4 i n 2 D ) b e such that F(W).n - B(W,").W YW Yn (26)

of degree I in w Note that B is the same in (8) because F is homogeneous

that seen F!(W)n;. As ri'ehave - ^F(W)) andro B is nothing_but i;'iiti suchthat T th"t" exists 'R5x5 b il aiusonalizabl.,
B - T-L I\T matrix of eigenvalues' whereA is the <iiagonal denote We A* = diag(*mor(*A; , 0)) , B* - T- r Lr T (27)


lB= B+-B-, B=B*+Bl

We can chocse for Q one of the following formulae :


Ostv(Vi ,Vi) = B+(Vt)Vt + B- (Vi)yi (Steger-Waiming)


*vs17i,Vj)_g+(ry)v'+,_(u,t,u')vj(vi3ayasundaram)(31) ,vr(Vi,Vj)=f;t,v,)+r1tr'i)+lB(fflKVj_v')]1vanLeer)(32) + oo'(v' ,vi) - f,trfvd) r(v t, - l:, Wy)ld.rrl(osher) (33)



the guidingideabeingto get Or(Vt,Vi) = F(Vt), if ,\; is positiveand F(Vi), if )r < 0. can be rewritten as follows : So iDsw , for instance,

(vi,vi) = + F(vi)f+ ]ilB(v')lvi- lB(vi)lvil, osw t[F(v')


F(V') + rlVi ) = (B+(yt) + B- (VtDVt+ (B+(Vi) + B- (Vi))Vi ;

The first term, if alone, would yield an upwind approximation. The second, after summation on all the neighbors of i, is an artificial viscosity term. The Van Leer and Osher schemes rely also on such an identification ; the flux of Osher is built from an integral so that it is Cl continuous ; the path in R5 from Vi to yj is chosen in a precise manner along the characteristics so as to capture exactly singularities like the sonic points. c) Integration in time. The previous schemesare stable up to CFL of order | (clwlk lh < 1 where c depends on the geometry);if one wants only the stationa.ry solution, the scheme can be speeded up by a preconditioning in front of 0W/Et ;these schemes are quite robust ; 3D flows at up to Mach 20 can be computed ; but they are not precise. Schemesof order 2 arc being studied. d) Spatial approximations of order 2. A clever way (due to Van Leer) to make the previous schemessecond order is to repl ace Vi and Vi by the interpolates 7i- and 7'+ defined on the edges where they must be computed by :

vi- - !,i+ (vy)r@ ;{) (( vi+ - vi -(yy)i ;2 ) {

An upwinding is also introduced to compute the gradients (cf. Stouffiet et al. higher 12220. An alternative is to use discontinuous elements of order 2 or (Chavent-Jaffr6 [51]). 2.6. Convergence : the scalar conservatiol equation case

The convergenceof the above scheme is an open problem except perhaps in lD or when W has only one component (instead of 5!); -this is the case of the nonlinear scalar conservationequations which govern the water-oil concenan tration in a porous media; let us take this a^s exbmple. Let f be in Ct(R) and /(c,r) E be a solution of



flow around a sp&ce Figure 6.4: simulation of an inaisciil cornpressible of AMD-BA)' shuttleby soluing the Euler equalions. (coartesy

=10,TlxR', Q,t*Y /(d) = 0 in Q

d(0) = do in R"


suPPort with {o havingcomPact rto* (k*rkou [136])that for 6o e L*(R") One can solution (34) satisfyingthe entropy inequalities O..t * V.f" 5 0 in Q for all c

there existsa unique


o.(d)= ld - cl, F"(il = (/(d) - /('))'g "(6 ")



=' Oi +V'(/(d')) - e 4'6'= 0 in Q, d'(0) Oo

Finally, if BV(R") have :



\\'e denotes the space of functions of bounded variations)

4 oe L r ( R " ) n B V ( R " ) +

Q eL*(0,T;rt(n"))nBV(R")


the w<.,rld, following definitionsare introduced: In the finite difference valuesat the verticesot 6f@) @i - 6i(qt)); an explicit Let {{i} be the scheme

= 6?*' n({dl});




is monotone if I{ is a non-decreasing function in each of its arguments. A scheme ts TVD (Totat Variation Diminishing) if

lldi lld;+'llru< lldflls" where llsv =

qi ,qj neighbor s



These notations can be generalized to finite element schemes at least in the case of uniforrn meshes. In [10] a quasi-rnonotone finite element scheme is constructed with upwinded fluxes and a viscosity of O(h), and one gets a class of methods for which the convergence is proven' Implicit methods with viscosity have the advantage of being automatically stable and in the case of convergence (where all the diffficulties lie) convergence occurs towards an entropy solution. For example, let us consider the following scheme : 1 . . IfW;*L -Qi, tui,)*(V .f @f+t), @r)*eh" (Y$[+t, VtI/r) = 0, where 71, is a space of conforming finite elements' By takin g un - |i*t, we get the stability

Ywn Vn (41)

+' l6i*'lzs l{il , ld; |,


(V./(dn),dn) is equalto a boundaryintegralon E which is positive because p l u sc [ V { 6 l ] by hypotheses, taking u'r6eQualto the Under iather strong convergence -: c) one can show in the limit of (a1) interpolationof sgn(d ( 6 , t s g n ( 6 - ' ) ) + ( V . f ( d ) , ' g n ( 6 - c ) ) * e l i mh " ( Y { n , Y s s n ( Q - " ) ) = 0 ( 4 3 ) but

c)) (vd,yssn(g- =

*0r,, on lror_"=0,

so (a3) impliesultimately(35). ' As mentionnedabove,SUPG*shock capturing is one casewhere conver[128]) gencecan be provedby u similar argument(and many more ingredients


3.1. Generalities The equations (1.2), (1 7), (1.12) can also be written as a vectorial system tn W. With the notations (2)-(5), we have



W,t* V.r(14/)-V.K(W''VW) = 0
where K(W,VW) is a linear 2nd order tensor in VI4z such that

{ 44\

Ki,r = o, K.,2,s,4qYu+(( + f )rv'",

(45) (46)

(C = + K ,s 4(vu Yur)u+ - ld'v '' * .o(X - $l

a is seemingly diffusionterm if p,! > 0 sinceit corThe term v.K(w,vw) of i" th9 2"d, 3"d and 4rh equations (44) to responds 4Au + (rtl3+ ()v(v.";

lvu .r,i to K(colilan i it pc"[lv.rl'(( - 2q13)+ * v$ lqlz)in thelastone

(cf. (1.13)):

(47) (3+ =I*J,tLu* C)v(v.,)1,, l*"wv.K(w,vw) -r|,)*lVu vu"1]11 + *f,r,[lv.,['(( l*"(*c,t;on (3 +.* , l^"(rlv.,l'*+C)lv-,I') l^"l''f


J R3

- r+) +vf .ul'(c +f,:v" l'l> o l."l'o

(1) can be So we can think that the explicit schemes in step 1 to integrate : applied to ( a) if the stability condition on the time step k is modified



schemes where /{ is a function of rc,1, (. This modification is favorable to the are difobtained by artificial viscosiiy but still when the boundary conditions of the ivalis' ferent boundary layers arise boundary layers in the neighborhood The boundary conditions can be treated in the strong sense(they appear (they appear in the variational space Vor, instead of V6) or in the weak sense variational formulation)' as a boundary term in the Flow around a NACA0A12 airfoil flo$' A test problem is given in Bristeau et al.[43] which concerns a 2D profile NACA0012. Taking the origin of the reference frame at around a rving the leadii,g .Jg. the equation of the upper surface of the profile is :

- 0.06254x4, 0 ( r ( 1 -0.2I2836x2+0.17363s3 y - 0.I7735t/c-0.075597s The boundary conditionsat infinity are such that the Mach number is 0.85, the Reynoldsnumber (uplri is 500 and the angleof attack is 00 or 100.The temperaturesat infinity and on the surfaceare given



Figure 6.* FIow around a NACAATIL. The figurc shous the position of shocksand the bounilary lagers. 3.2. An example As an example, we present the results obtained by Angrand et al. [2] and Rostand [204]. The algorithm used is a modification of (16)-(17) and the boundary conditions are treated in the weak sense. The problem treated was the modeling of rarefied g* layers in the neighborhood of the surface ( Knudsen layers) and so a Rcbin type boundary condition is applied:



where,4 is a 2nd order tensor and g R5. (If .,4-.* *oo we obtain the Dirichlet conditions and 1f A -* 0, the Neumann conditions). Let Un be the space of functions having range in B5 continuous and piecewise P1 on a triangulation of Q. Problem (aa) is approximaied by


- wf ,vn)n (Fn(wt), + (/{h( ,vwi),yvo) vl/r.) wt



+ l [ F ( w t ) v o n + ( A ( W t ) W-te ) v r ] = 0 Y V n t 1 n Jr
K7, possibly contains also the artificial viscosity if needed,F6 the upwinded flux and (, )1, the ma^ss lumping. This scheme is mostly used to calculate stationary states. In Rostand [204], the flow around a wing profile (2D) NACA0012 has been calculated with the following boundary conditions :

=0, n.D(u).r u.n 0 * Apu.r= u.D(u)."+ - a fiffi


whereD(") = Vu * YuT - 2/3 V.u I, .4 is a coefficient be chosen to and Pr is the Prandtl number. we point out the followingproblemswhich are yet to be solved:



simulation of the compressibleNaaier'stokes equalions Figure 6.6: elements' In the a around, NACA0012 by method (60) with Pr conforming - | of (61) is and in lhe olher one A - 100' figurv which has a shoik, A (Computed bY Ph. Rostand)'


- find non reflecting boundary conditions at infinity towards downstream - find a fast scheme (implicit ?) and more accurate (order 2 ?) - remove the pressure oscillations near the walls and the leading edges in p and u particular; it seems +,hatone has to use a different approximation for the when u (( c, which makes sensefrom what we know about incompressible Navier-Stokes equations. - make the scheme a feasible approximation for small Mach number also, (something which does not exist at the moment)


FINITE ELEMENT METHODS FOR FLUIDS 3.3 An extension the compressible of incompressible case. methods to

Since the incompressible Navier-Stokesequations studied in Chapter 5 are an approximation of the compressible equations when p tends to a constant, it should be possible to use the first one as an auxiliary solver for the second one. 56 we shall try to associatethe continuity equation and the pressure. The complete system (44) can be written as a funct,ion of a = logp us shown below, Bristeau et al.[al]. Here the method is presented with ( = 0) :

o,t *uYo * V.u = 0 u , 1 { u Y u + ( r - l ) ( g v o + Y g ) - , t e - o ( L u+ iV(V.u)) (52)


* 0 ,t * u V | * (7 - 1 )0 V .u = e-o (rcL,A F(V u))

wher e F ( V u ) - rl l V u + Yu r1 z 1 2 -2 q 1 V." |' 2ft (and w here A and rc have been normalized). An implicit time discretisation of total derivatives gives rise to a generalized Stokes system if we treat the ternperature explicitly :
1 - , 1 - i t * V.u"*l = 1





+ + !u**t - ne-o'(ar,,*, 1v(v. tf+1)) (z - L)e"von*r


1 _ - (t - l)VP", iu"oX"
, . - n - , r 1

t ( 1 + + ( r - l ), v , u n ) T n + r- e - o or c a , o " *= ; 0 " o x n ' U lc k\'

* e - o ' 'F ( V u " )

- n

A nrethod for solving th'iJ system is to multiply the last two equations by "o so as to obtain

oq*Y'u=9 Bu- oAu* bYo f 60-cA'?=h


where o and c are consta:rt. So following the method of chapter 4; we take the divergence of the second equation, substitute it in the first and obtain :

qo*V.tW -oA)-'(f -bVa)l= 0

an equation that we solve by using the conjugate gradient method. This method has the advantage of leading back to the methods stqdied in chapter 5 when the flow is quasi-incompressible,but has the drawback of








Figure 6.7: Solution of the comPressible 3'3 (C',;rnputed bY M'O' Bristeau)' bY a NACA0012 the rnethodof ParagraPh

li.;rier- Slokes equalionsaround

and x for L''-'.er'sequations when 4 a method which is non-conservative giving tend to 0.

4,SAINT.VENANT'SSHALLOWW.ATEREQUATIONS 4.L. Generalities equationswith gravitl' Navier-5t-r:kes Let us go back to the incompressible (e = -9.81) which by the fluid has a small thickness, and assumethat the domain occupied seas ' is true in the case of lakes and
- vL'u -- 7ez t r , t* V . u @a * Y P

V.u = 0


domain s h o w i n g I'he Figure 6.8 : Vertical sectiont'hrough fluid surface' the a the bed,'of lake and' water
of surfaceand z1("'" , t) the height Let zr(rt,,z',t) be the heightof the thebed.Thecontinuityequationintegratedinrs=zgives


FINITE ELEMENT METHODS FOit FLUIDS u"('il * Vrz '( ["' udz) = 0 -\ " Jtt (57)

[" ,.udz

-us(2,) u\ "r -

dt - us(zr) so, taking into account the but by the definition of u3 we have d,z,f u' z by "*tfip condition at the bottom and defining

J zt

udt = (r, - z)a(x1,sz,t),

z = zs- zl


one can rewrite (57) as

(5e) arl we rn (b6)(a) negrecr th. r":;Ji:"::,1"

0p - = 9 oz

,n,,0equation sives

two first equations of (56)(a) integrated By putting p calculated from (60) in the in cg we see

= (za),t* V.(zu A u) + gzYz vA'(za) 0


of water equations saint-venant The system(59), (61) constitutesthe shallow fo1 example)' For large regions of (for more details, s.. B.nq,r6 et al. [22]' u x v where c'ris the rotation water (seas),the coriolis forces,propottional to sourceterms, -f, itt the right hand vector of the earth must be added. other side of (61) could comefrom - the modelingof the wind effect(f constant) - the modelini of the friction at the bottom zl U - clululz)' obtain in scales (59), (61) as in (1'39)'we If we change

(62) (63)

= 0 (z'a'),1, V' .(r',' ) u') + F-2 z'Y' z' R-t L' (z''') + with ft - lalLf v andthe Froudenumber

l' 'F ' = @l

lf we expand (61) and divide by z,we get u , t * u V u * g Y z - u z - L A , ( z u )= 0



term oVu and the the convection If F << 1 and R << 1, ,hen gvz dorninates (65) (59) by' difiusionterm vz-t Lzu ;*t t* approximate
= z.t* V.(ztr) S u,t* gYz=0




wbich is a nonlinear hyperbolic system with a propagation velocity equai to


If R >> 1 so that we can neglect the viscosity term, we Eemark that (59)' (61) is similar to the Euler equations with 7 = 2, p = z and an adiabatic = constant ; on the other hand if in (65) we set u = z1) approximation plf then it becomesri*itut to the incompressible Navier-Stokes equations with an artificial compressibility such as studied by Temam [228]: u,t*Y.(r*1uOu)+ *Vrt -zA(u)/ = 0 \ 2 z,t*V'u = 0;

with initial data on u, z and Dirichlet boundary data this problem is well pose,cl on u only. But if we make the following approximation: z -r L ,(z a ) 3 A u, then (bg)(61) becomessimilar to the compressible Navier-Stokesequations with 7 = L : u,t*uVu* gYz-vA,u=0 z,t*V.(zu)=0; An existence theorem of the type found by Matsumura-Nishida [169] may be obtained for these equations ; this means that the problem (59), (61) is well posed with the following boundary conditions : z,ugivenatt=0 ulp given I and z given on all points of I where u..n < 0 $7a) (67b)

with the con{ition that z stays strictly positive. This fact is confirmed by an analysis of the following problem (Pironneau et al [192]): gYz-uA'o=A V.(zu)-g;

with (6?b). This reminds us that certain seemingly innocent approximations have a dramatic effect on the inathematical properties of such systems. Bcundary conditions for these shailow water equations is a seriousproblem; here are some difficult examples found in practical problems: - on the banks v;here z * 0 - in deep sea where one needs non reflecting boundary conditions if the computational domain is not to be the wholesurface of the earth. - if the water level goes down and islands appear ( z : 0)' '-fest Problem : A simple non stationary test problem is to study a wave which is axis-vmmetric and Gaussian in form with 2m height in a square of 5m depth and 10rn side returning to rest.



Figure 6.9 : Computational domain (lrft) and aertical seclion through the physical domain . 4.2. Numerical scheme in height-velocity formulation

When the Froude number is small, we shall use the methods applicable to incompressible Navier-Stokesequations rather than the methods related to Euler's equations. We shall neglect the product term V z Yu (small compared to uVu) in the development of A,(za) in the formulation (59), (65), that is we shall consider the system z,t*uVz*zY.a=0 ul* uVu* gYz-uA,a=0 z ( 0 ) = z o , a ( 0 )- u o i n Q ; ulp = urr z l 2 ,= z r (68) (69) (70)

For clarity, w assume that u1 = 0. Recall that D is that part of f where the flux enters (u.n < 0). If D/Dt is the total derivative, (68)-(69) can also be written Dz



Du (72) Dt+gYz-u\a=0' the system with the semiWith the notation of chapter3, we can discretise implicit Euler scheme I r -^+t - -r, onoX^)+ z^v.u**1 = o E'\.
1 ;(r-*t .- u^o -) + gYzm*t - uL'a*+l = o

(73) (74)

For spatial discretisation, we shall pse the methods given in chapter 4 for the Stokes problem : we choose QL * ,2(Q) and Von = I{i(Q)" and we find sblution of ItT*t,of+\



l{,f*' , frt+
'l .

Qn (75) (v.uf,+',- lt'r oxr,#) Yq1' sn)


-r1 rtnJ it t + + v ( Y r $ + t , v r n ) s ( v z f * 1 , u r )- r t ' T o x { ' t n ) Itrf*t,?rh)

v" voh

we recallthat xi(")

of is an approximation X(*k,c),

(76) which is asolution of

zf;oXff(x),c E.

= = uf;(X(r),r), X((** 1)k) c,


in (75) in the calculation of thus the bounda,ry condition on z6;p appears system of the type At each iteration in time, we have to solve a linear

(e_ B\fy\=fl)



n . -'t) .

- -

k Jn zf

f - 'qr s


Bii (vq' ,d), Gi- -l4f "'f ,#,


systems is symmetric but As with the Stokes problem, the matrix of the linear element {,v.n,Qnl' In fact, here it is nonsingulu, whatever -may be the chosen for tT+' ' by using (?6), to'"ti.rri' ate u[+r, we find an equation

oxf ,d), A;i hru.,"r)+ i{o*' ,vu") irf




definite (cf. (79))' It-can the matrix of this linear system is always positive as in the stokes problem' be solved by the conjugate gradient method gxactly manner ; Goutal [100] A preconditioner .un ulro be constructed in the same suggests :

c=?-An tcg


with Neumann condiwhere D is given in (79) and -A6 is a Laplacian matrix of the operator on z tion (this preconditioning conesponds to a discretisation in the continuous case when ' = 0)' the numerical perforStability and convergence are open problems but mance of the method is good[l3]' 4.3. A numerical scheme in height-flux formulation



t = 0'2s for the shal' Figure 6.10: Res'ultsfor the test prcblem at time equations' The low water equution with conuection terms in the msmenlutn height 'and aelocity' Pr contputation has been ilone with the forn'alation using art' 100 equal triangles' at ,rnjorrning elements and, Reynoldsnamber 20; lhere plot'ted- (Computed The uelocities anil the leuel lines of the surface haae been by V. Schoen).

z,t* V'D = 0 D,t*V.(;D


(82) (83)

I D ) * s z Yz - v L ' D = 0

Let us take as a model proUtJ* the casewhere z(0) - z' , D(0) - Do in O D = Dr on lxl0,T[ (84) (85)

spaceI/61 is In [13] the following scheme studied : with the samefinite element on l, one solves ,rri Oon,the functiorr in the spaceQ1 which are zero

!Qf*' ! g 'PEt r , k

- 2f;, + (v'Df+t'{r')= 0 Yqn Qn e qn)

(86) (87)

- uf;" n ' * I ' /tur,) (y- ,T*t,uh)*'--g nil*t,vH) ' *' \ ' ' t l ' " r v h voxf,, " Zh 9'

i ,



that paragraph' 'is'it the e where't)*=,DT lrT andwher Xf is asi.n- previous = I - af (t)k ' with i1, : Xf (c) is calculated



Each iteration requires the resolution of a linear system of the type (78) but with


1 . .



6 J"W

* uvw'o,r)


We note that ,4 is no Ionger symmetric except when u = 0. The uniqueness of the solution oi (86)-(87) is no longer guaranteed except when u 1{ 1 rvhich makes it symmetric again. When v *0, we can also use the following approximation

f Df .'-m(7, FT,v,i) = l*#"rf*lvton- J"ffiv'TVun


Another method can be devisedby working with z' = z2 instead of z and by by (r|*t - 2f;, gr,)in (SO) (ri^*' * ri , qnI QtT)). The convergence replacing of this algorithm is also an open problem.
of the two schemes

4.4. Comparison

The main difference between the height-velocity and height-flux formulations is in the treatment of the convection term in the continuity equation and in the boundary conditions. We expect the first formulation to be more stable for flows with high velocity. The other factors which should be considered in selecting a method are : - the boundary conditions, - the choice of variable to be conserved - the presenceof shocks (torrential regime, u = 0) ; (86) ii in conservative form whereas (75) is not.

5. CONCLUSION In this chapter we have briefly surveyed some recent developments in the f;eld of compressible fluid dynamics and the shallow water equations. We have omiited reacting flows (fluid mechanics * chemistry), the Rayleigh Benard problem and flows with free surfaces because a whole book would have been necessary in place of just one short chapter; these subjects are also evolving quite rapidly so it is difficult to write on them without becoming rapidly obsolete; even for compressible flows interactions between the viscous terms and the hyperbolic terms is not well understood at the time of writing. The architectures of computers are also changing fast; dedicated hardrvare for fluid mechanic problems is already appearing on the market and this are likely to influence deeply the numerical algorithms' Finally compressibleturbulence is, with hypersonic combustion, one of the challenge for the 90's.

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of The initial value problem for the equation_s [16g] A. Matsumura, T. Nishida: Kyoto uniu . 20 , motion of viscous and heat conductive ga"ses.J. Math. 67- 104,1 9 8 0 . Initial boundary value probiems for the equa[169] A. Matsumura, T. Nishida: tions of motion in general fluids, in Computer Melhods in applied sciences and Engineering.R. Glowinski et al. eds; North-Holland, 1982. plane flows of viscous and ideal fluids' [1?0] F.J. McGrath: Nonstationnary Anal . 27 p328-348,1968' Arch.Rat. Mech. O. Pironneau: Convection of microstruc[171] D. Mclaughin, G. Papanicolaou, Anal - 45 ,5, p780-796' 1982' tures. Siam J. Numer. An iterative solution method for linear l11zl J.A. Meijerink- H.A. Van der Vorst: matrix is a symmetric M-matrix. Math. systems of which the coefficient of Com p . 3 1 , 1 4 8 -1 6 2,L 9 7 7 . p. Moin, J. Kim: Large eddy simulation of turbulent channel flow. J. [1?B] F l u i d . M e c h . L 1 8 , P 3 4 1 ,1 9 8 2 , a K . M or g a n , J . P e ri a u x , F .T h o ma s s et: A nal ysi s of l ami nar fl ow ouer [ 1?4] fluid mechanics. bockward facing slep : Vieweg Vol 9: Notes on numerical 1985. V J.Peraire, R. Lohner: Adaptive finite element flux corrected K. IVlorgan, [1?5] transport techniquesfor CFD. rn Finite element, lheory and applicalion. D. Dwoyer, M Hussaini, R. voigt eds. Springer ICASE/NASA LaRC ser ies . 165 -1 7 41 9 8 8 . equations. In Finite Elemenls in [1?6] K.W. Morton: FEM for hyperbolic phgsics: computer physics reports vol 6 No 1-6, R. Gruber ed. North Holland. Aout 1987. Stability of the Lagrange-Galetkin ILTT) K.lV. Morton, A. Priestley, E. Suli: integration. RAIRO-M2AN 22 (4) 1988, p625method with non-exact 654. pacte positif de l{-Ldans W-t'e est [17S] f. NIurat: l'injection du cone p u r e se t A p p l ' 6 0 , 3 0 9 - 3 2 1 , 1 9 8 1 ' pour tout q <2'J. Math 50 , . finite element in ,R3 Numer m [1ig] i.C. N.d.I"., A new family of 57-82. 1986. J. Necas: Ecoulemenlsde fl,uides;compacit|, par entropie. Masson' 1989' [180] and approximation for generalized if3f] R.A. Nicolaides: Existence uniqueness p s addie-p o i n t ro b l e ms . ;IA M J . N u mer. A nal . 19 , 2,349-357 (1981). -pro j ection J . Nitsche,A. S.hutz: On ]ocal approximation properties of L2 [182] Applicable analysis,2 , 161-168(L972) on spline-subspaces. . C a re y : F i n i te e l e ments;mathemal i cal aspects P renti ce [ 183] J . T . O d e n , G .

Hall, 1983. Ph. J.T. Oden,T. Strouboulis, Devloo:Adaptive Finite element methods [184] R. flows. in Finite Elements in Fluids 7 for high speedcompressible et Gallager al ed. WileY 1988.

turbulence.(1973). in Fl ui d dynami cs. R . [185] S. Orszag: Statistical theory of Balian-J.L.Peuleed. Gordon-Breach, 234-374,Lg77' J. Periaux: Self adaptive mesh refine[186] B. Palmerio, V. Billet, A.Dervieux, ments and finite element methods for solving the Euler equations. Pro-



ceeding of the ICFD conf . Reading 1985. R.L. Panton: Incomprvssible flow. wiley Interscience,1984. [18?] C. Pa^res:Un traitement faible par elements finis de la condition de glisse[188] ment sur une paroi pour les equations de Navier-Stokes. Note CRAS. 307 I p 1 0 1 - 1 0 6 .1 9 8 8 . [189] R. Peyret, T. Taylor: Computalional methoilsfor fluid flows. Springer series in computational physics, 1985. i190] O. Pironneau: On the transport-diffusion algorithm and its applications to the Navier-Stokes equations. Numer. I{ath. 38 , 309-332' 1982. pression pour les equations [191] O. Pironneau: Conditions aux limites sur la p403-406. 1986. de Navier-Stokes. Note CLAS.303,i , for compressible isentropic [192] O. Pironneau, J. Rappaz: Numerical analy-sis viscous flows. (to appear in IMPACT' 1989) [193] E. Polak: Compulational methodsin optimization. Academic Press, 1971. [194] B. Ramaswami, N. Kikuchi: Adaptive finite element method in numerical fluid dynamics. in Computational methadsin flnw analysis. H. Niki, M. Kawahara ed. Okayama University press 52-62. 1988. cycle, Universitd de Rennes, 1978. [195] G. Raugel: These de Seme G. Ritcher: An optimal order error estimate for discontinuous Galerkin [196] sciencereporl Fev. 1987. methods. Rutgers University, conxputer R. Ritchmeyer, K. Morton: Differvnce melhodsfor initial ualue problems. [197] Wiley 1967. [198] L. Ptizzi, H.Bailey: Split space-marchingfinite volume method for chemically reacting supersonicflow. AIAA Journal, L4 ,5,62L-628' 1976. [199] A. Rizzi, H. Viviand eds: Numerical methodsfor the computation of inuiscid transonic flows with shock waaes. 3 , Vieweg, 1981. [200] W. Rodi: T\rrbulence models and their applications in hydrolics. Inst. Ass. for Hydrolics. State of the art paper. Delft. 1980.. [201] G. Rog6: Approximation mixte et acceleration de la convergence pour les 6quations de Navier-Stokes compressible en elements finis. Thise , Universit6 Paris-6 (1989). 12021E. Ronquist, A. Patera: Spectral element methods for the unsteady NavierStokes equation. Proc. Tth GAMM conferenceon Numerical methods in fl,uid mechanics. Louvain la neuve, 1987. Press. [203] L. Roaenheaded.: Laminar Boundary layers. Oxford University 1963, Ph. Rostand: Kinetic boundary layers,numerical simulations. Inria repttrt [204]

compressibleviscous to [205] Ph. Rostand, B. Stouffiet: TVD schemes compute flows on unstructure meshes.Proc. 2nd Int Conf. on hyperbolic problems, Aachen (FRG) (To appear in Viewes) (1988). 108, pL32 1980' [206] D. Ruelle: Les attradteurs 6tranges'Larecherche, exponents for a viscous fluid subjected to time [207] D. Ruelle: Characteristic dependant forces.Com. Math. Phys. 93 , 285-300' 1984' fl,uides PressesPolytechniques Romandes, [208] I. Ryhming: Dgnamique d,es 1985.

B. [2oe]


pour un problbme de' Saramito: Existence de solutions stationnaires fluide compressible. DPH-PFC 1224 (1982)' for solving unsymmetric linear systems' Y. [210] Saad: Krylo\ subspacemethods M at h of Co rn P . 3 7 1 0 5 -1 2 6 ,1 9 8 1 ' of the time-dependant Euler equa1] [21 J.H. Saiac: On the numerical solution in Fluids ' 5 , tions for incompressible flow. Int. J. for Num. Meth. 637- 656, 1 9 8 5 . stable explicit method for solving the equa1212)N. Satofuka: Unconditionally viscous flows' Proc. 5th Conf. on nulner. meth' in tions of compressible fluid mech. 7 , Vieweg.1987' scale model for finite difference simulations of tur[213] V. Schumann: subgrid 18 376-404' bulent flows in plane channel and annuli' J' Comp. Physics-

1975. Norm estimates for a maximal inverse of the [214]L.R. Scott, M. Vogelius: of oPeratorin sPaces piecewise polynomials. RAIRO L{LAN ' divergence 1 1 9 1 1 1 - 1 4 3 .9 8 5 . finis en 6quationsde Navier-Stokes 6l6ments [215] V.P. Singh: Rdsolutiondes de dessch6mas Rungeet d'op6rateurs par des-6thod.r de d6composition Pars6, 1985' kutta stables.Thisede Sime cycle, universit6 Generalcirculationmodel of the atrnosphere.Mon' [216]J.S. Smagorinsky: 1963' Reu. 91 99-164, Weather M. Fortin, Y. Oue]let,G. Dhatt, F. Bertrand: simpie [217]A. Soulaimani, flows. Comp' elementfor 2D and 3D incompressible pressure continuous (1987)' Appl. Mech. and Ens ' 62 47-69 Meth. in -On and /{ - e modelsof turbulence. J. Fluid [21g] C. Spezialer non-linearK-l Mech.178 P459.1987. modeling in non-inertial frames of references' C. Speziale:T\rrbulence [219] ICASE rePort88-18. finite element methods for the Stokes [220] R. Stenberg: Analysis of mixed problem;a unifiedapproach.Math of comp .42 9-23. 1984. Implicite finite elementmethodsfor the Euler equations.in t221] b. Stoufiflet: of Numericalmethodfor the Euler equations Fluid ilynamics.P. Angrand 1985. ed. SIAil{ series B.stouffiet, J. Periaux, L. Fezoui, A. Dervieux: Numerical simulations 12221 of BD hypersonicEuler flows around spacevehiclesusing adaptivefinite 1987' AIAA paper8705660' eiements of Strang,G. Fix: An analysis the finite elementmethod. Prentice G. l22B) 1973 Hall . of multiple integrals Prentice-Hall l214l A.H. Stroudl: Approdmcte calculation 1971. C. Su]em,P.L Sulem,C. Bardos,U. Frisch: Finite time analycity for the [2?b] instability. comm. Math. Phys. , 80 , 3D and 3D Kelvin-Helmholtz 485-516,1981. and non-linearstability of the Lagrange-Galerkin E. 12261 Suli: Convergence equations. Numer. Math. 53 p459-483' method for the Navier-Stokes 1988.



Finite element procedures for 1227)T.E. Tezduyar, Y.J. Park, H.A. Dear$llfj systems. in Finite Elements time dependent convection-diffusion-rea.cl,ion ed. Wiley 1988' in Fluids 7 . R. Gallager et al R. Temam :TheorE ond Nu*erical Analysi.s of the Nauier-Stokes eg . Northl22S) Holland 1977. Elernent Methods for Naaier[22g] F. Thomasset: Implementation of Finite Phyriics 1981' Stokeseq . Springer seriesin Comp' N. Ukeguchi, tl. Sataka, T. Adachi: On the numerical analysis of com[2g0] 'flic'method. Comput- fluids. 8, pressibleflow problems by the modified 251,1980. viscous flow. Boll Un. [2g1] A. Valli: An existence theorem for cotnf)ressible Mat. It. Anal. Funz. Appt. 1&C, 3L7-il2!t,1981' B. van Leer: Towards the ultimate consr:rvation difference scheme III. /. l2ZZl . Com p. P h g s i c s 2 3 ,2 6 3 -2 7 5 ,1 9 7 7 . R. Verfurth: Finite element approximaLion of incompressibleNavier-Stokes [2Bg] equations with slip boundary conditions. Numer Math 50 ,697-721'1987. gradient residual algorithm for [284] R. Verfurth: A preconditioned conjugal,r: the Stoke, probi"*. in R. Braess, W. llackbush, U. T[ottenberg (eds) Deaelopmentsin multigrid method,s,Wilr:y, 1985' p.L. Viollet: On the modelling of turbult:nt heat and mass transfers for [2gb] computations of buoyancy affected flows. Proc. Int. Conf. Num. Meth. 1981' for Laminar and TltrbulentFlows - Yertcnia, A. Wambecq: Rational Runge-Kutta mr:t,ltodsfor solving systems of ODE, [230] 1 Com put i n g ,2 A , 3 3 3 -3 4 2 , 9 7 8 . of L. Wigton, N.Yu, D. Young: GMRES :rc<:r:leration computational fluid [237] dynamic codes. AIAA paper 85-1494,'p67-74' 1985' eimulation of 2D fluid [238] P. Woodward, Ph. Colella: The numerir:;r'l flows with strong shocks. J. comp. Pltusnt:s,54 , LI5-173, 1984. schemesfor the Euler [23g] S.F.Wornom M. M. Hafez: Implicit corrslrvative . equat ion s A IAA J o u rn a i 2 4 ,2 , 2 1 5 - 223,l { )l J6' sl,ryn. Springer' 1971. [240] N. Yanenko: The methodof froctional element rttrlhod in engineering science. iz+ti O.C. Zienkiewicz:Thi finite McGraw-Hill 1977,Third edition. nrrtl direct calculation of veloci1242)W. Zilj: Generalizedpotential flow theor.y ties applied to the numerical solution of l,lrc Navier-Stokes equations. Inl. J . N u m e r . M e t h . i n F l u i d8 , 5 , 5 9 9 - 6 1 2 ' l { ) 8 8 '


MacFEM: A finite element software for the Macintosh


example). io i"u.h this aiin, we have used fully the graphic interface of modern workstations but since we wanted inexpensive equipment we have used Apple's MacintoshTM. The rlrawback is of course that N{acFEI\I is not portable to 'Mac' with at least 512K bytes of memory other machines; it runs only on any (display of results is in colour on a Mac II).

2. FUNCTICNS MacFEM is an application program to help the input of data for the finite element methods on triangles in dimension 2. It is menu and mouse driven and allows the user to define graphically the domain O and the data of the PDE (right hand side and boundary conditions for example)



- The domain of the PDB Q is defined by its triangulation which is input entirely with the mouse by selecting functions in the menu .

Edit Modifg 0uner

R l d EnterDota CreateMacror

Figure A.1 : MacFEM 's n1,enu, with a selection being made (item bar new ) from the Menu File . -Boundary conditions are input analytically (ex. dlr = x*!-1).A number i can be attached to any part of the boundary to allow different formulas on different segments. Similarly Q can be divided into subdomains and a different number j can be attached to each part. The analytical functions that define the right hand side and the boundary condition can also refer to i or j. This part of MacFEM is written in Pascal and cannot be modified (5000 instructions for the Mac expert becauseit calls the Toolbor .).But the library of programs for the solutions of the PDE by the finite element method is written in FORIRAN and the sources are available to the users (it is necessaryto use the Microsoft or Absoft cornpilers to make modifications to this part). At the time of writing the following modules are available: 1. Laplace equation with any O, f , gr,g : -4,9 - / in Q,

= Plr, er, fflr, - n.


Applications :Incompressible inviscid ffows (Chapter 2). Methods: The P1 finite elemert method. the linear svstem is solved bv a Cholesky factorization. 2. The transonic equation with any Q, gr,g in a quasi subsonic regime:

l V e l< 1 . 2 ,

= v.(1 f,VrfY=vp=0ino, elr, pr, U*lr,= n.


Applications : compressiblepotential subsonic and weakly transonic flows (Cupture 2) Method: The Pl finite eleirrentmethod, the linear system is solved by u Cholesky factorization. Gelder's algorithm with upwinding ir,la Hughes in the supersonic zones . 3. The convection diffusion equation with any Q, f , go,gr,g i



p p , t * u Y g - u L g = / i n Q , p ( t , 0 ) = o ( r ) , P l r ,= P r ,



Applicationl : Convection-Diffusion (chapter 3). Methotls: The P1 finite element method and discretisation of the total derivative (z = 0 is allowed). 4. The Stokes problem in rlt - c.rwith mY O, f ,rlrr,g ,

= g o n| . = L'4-/ in o ,rblr ,l'r, , H


Applications : The Stokes problem(chapter 4) Methods: The Pl finite element method on a mixed formulation in tls,u; the boundary operator rlr -* 0t!/0n is built and solved by a Choleski factorization (see Glowinski et al.[98Jet al. for more details ). 5. Solution of the general 2nd order scalar PDE

- / = ae - V.(AV,p) inO elr, er, kp* ffib, - n,


w h e r e O , c , A n , A t z - A z r , A z z , f , 9 r , 9 , & a r e a n y f u n c t i o n ss o l o n g a s t h e problem remains strongly elliptic. time dependant probApplication : Tool to solve other problems (such a^s lems) Methods: The Pl finit'e element method, the linear system is solved by u Cholesky factorization. equation in P1/Pl*bubble and an 6. The GMRES subroutine, a Stok-es incompressible Navier-Stokes equations solver are under development.

3. I NP UT

O F D A T A.

3.1 Triangulation To create a triatrgulation one can start from pre-triangulated domains and use the following functions - Add nodes or triangles - Remove nodes, individually or by region - Move nodes and glue them to other nodes. - Symmetries. Triangulations are created in two steps; first a sketch is created with few triangles, then it is refined, the scales are defined and the nodes are adjusted to their exact positions as necessary.



Flle Edit

Rid Enter Dota Create Macroe R d dN o d e u,uat-t:= f t e m o u eN o d e Moue Node MoueI6lue f hotrgr' 0iugonn{s 0iuitltl In Zoom 2 Srrroc{h oom He5;iort

Figure A.2

fnter 0ata NeruTrlanqulatlon

rquare2H 2 5n5 S quare 4u4 Square 416 Squore 6H S qusre 4

Circle 2x6 Circle 5xB C i r c l e4 u l 0 S q u a r eu x h Circle uxh

F i g u re A .3 In the secondsteP one can also: -refine the mesh b1' dividing all the triangles of a region into four smaller triangles. -regularize a regicn by having each node moved to the center of its neighbours. -Changediagonals.move, add or remove nodes'

tile Edit

Rid Enter0ata CreateMacros

H d dN o d e B e m o u eN o d e Moue Node VDtrtl li Fltte D Change lagonals I l i u i d ei n Z o o m S m o o t hz o o m R e g i o n

Figure A.4




was obtained by Figure 5: ExamPle;This lriangulalion he result; cost of lhe operalions: 7nd Port of a ring and lhen refi'ning angles regiondefined by the clased curue la 2 hmn. Number is assigneil the

glueing two rect-

3.2 Definition of data' different on each part of the boundary the In most practical ca"ses' data are parts' to so it is necessary number these

by specian part of Lheboundary inlegeris assigned Figure A.6: To each clockwise counter in poiniof thi part of the bound.ary lhe fying the first oni tort d,irection. function' Predeallows the input of 9a9!r. Then a compiler of expressions builds allays of values this' The compiler fined dialoguetemplatesare usedfor



of the user's functions at the vertices or at the center of gravity of the triangles; these values are stored in a text file for future use.


tvrurr' nIr|'g


Solue: -Az-d in O, z'ei sr dzlon'ei on aQi. urite onlg on the highllghted (black)line. x+U Boundarg liz-et; enter el here


Boundarg 2:z-e?; enter e2 here B o u n d o r g5 : z - e 5 1 e n t e r e 5 h e r e Eoundarg 4 :z-e4; enter e4 here B o u n d a r g5 : z - e 5 ; e n t e r e 5 h e r e B o u n d o r g6 : a z / a n - e 6 ; e n t e r e 6 B o u n d a r y7 : o z / o n = e 7 ; e n t e r e ?

dialoguetemplate to build the lwo array files Figure A.7: The pred.efined and e made of the aaluesof the right.hand side of a Laplace equation (f ) and f of the aalues of the boundary conditians on the boundary uertices (e). Here are about to be lhe us er has e n te re df = x * A a n d th e boundarycond" i ti ons specified. This takes less than 30 sec.

S h o u l dU o u u s e a n o t h e r o r r o u o f s s m e r i z e b e r i d e H , g , l e n t e r n o m e : l f l - f t h e n e : - 0 e l s ei t t - 2 t h e n e : - l e l s ei f i ' 6 t h e n e : -

Figure A.8: Another dialoguetemplate; in lhis one the user specif,eshis data by a sftprt Pascal-likeinslruction. 3.3 Solutions of the PDEs The solution part is a separate application (shown below as the first icon) that can be initiated from I\{acFEM or from the finder. Here, once initiated, PDDSolver will read the data array e, d prepared by MacFEM and produce an output file array, here Laplacian which can be plotted by MacFtrM. Note that the solution can be also carried out on another computer also, if the files e and d are transferred; this is easy because they are text files and they



The file tube contains the can be transferred by any communication program' but it can be stored triangulation data; for Macintosh use it is compacted unpacked if it is to be sent to another computer'


G ffi f f i H H H
MrcfEM TrS. o d Lpbcir

by Figure 9: Various iconsof f'Iesgenerated MacFEM


6 Fortransgstem
tib MACFEM O MS TOBTBRN C P0E-Soluer C] Source Filee D Subroutinee Q TronsonicSapl E Utilities o lUarp 9 SCSI

fTs{T-l t-ffi-l
[ 0pen



Figure A"tO:

Selectionof lhe resolution module'

Solutlon Z


'l .O0O Zrrin'

.0OOO press


and on Figure A 11: Results.In th e p re sent casel here w ere 161 nodes 6 MacPlusit to,ok sec.



3.4 Visualization of results. The results of the computation are stored in a fiIe; the contours can be plotted (includinga zoomon a part of the domain);a plot with colour patches can be made if on a MacII. The results can also be visualizedas a curve along a user definedsegment.

4. EXAMPLES. 4.1 Compressible flow in a curved pipe Eqdation (2)must be solvedwith p = 0 at the inlet, p)g/0n = 0.4 on the lateral walls and 0pl0n = A.25 at the outlet (the lower vertical part of the boundary). The flow has a supersonic pocket and the shockcan be seen.

R0 (lloch

t ir



.9680 Znin:

.668? prcss


Figure A.LZ :Transonicflow in a curttedchannel. 4.2 Tlansonic flow with shocks. Again (2) must be solved with the same boundary conditions except the outlet where g = 0.25 and on the following geometry (nozzle):

Figure A.13 : Triangulation; symmetry is used to reducetime.



RO (llqctt

I lr



.8?09 Zrln-

'4599 pmsr


zone and the shock can be seen' Figure A.14 :Resutts; the supersonic Ilowever Upwinding is cames out with values on the upstream triangles. there seem to be two Gelder,s algorithm is not very stable in this case and this subsequences each converging to a different limit' We plan to improve computatio

A Abstract least square 49 Accoustics 22 Adam-Bashforth 82 Artificial viscosity 80 Attractor 131 B B B L c ondit io n 1 1 5 ,1 8 1 (B abuska-Br ezzi-Lady zhenskaya) Barycentric coordinates 33,64 Bellman-Gronwall lemma 63 Beltrami (Problem of ) 52 Bernoulli larv 28 Boundary layer 58 Boundary element method 11 Boussinesqapproximation 21

Drag 17 E Element,Pl bubble IPL 101,144 - P1 iso P2lP1 104 - Pl nonconforming/P0106 -P1 10 -Pk10 - P2lP1 105 Ellipticity 28 Enthalpy 123 Entropy19,123,169 132 Buler eq. (incompressible) - eq. (compressible) 53'161 - scheme 78 137 Explicit schemes F FCT 167 82,171 Finite differences - elements10 - volume14,73,169 42, Flow, compressible 173 - incompressible 27,125 - irrotational27,42 - potential27,42 - transonic 42,47 - viscous 95,125 FIux CorrectedtansPort 167 Flee boundary L3,L77 Froudenumber 178 Fractionalstep 83 G Galerkinmethod 31,128 Gelder'salgorithm 47 GI\{RES 142 Green'sformula 30 H Hausdorffdimension130 51,52 Helmoltz' decomposition 10 Hermite element Hyperbolicity 21,25

Cav it y pr oble m 9 6 ,1 2 6 Centered scheme 59 CFL condition (Courant- Friedrisch-Levy) 92,140 CFD 11 Characteristics 62 Choleski 37 Clebsch variables 56 Coercivity 30 3 flow 20,42,167,I7 Compressible Condensationof mass 66'137 Conforming (element) 10 Conjugate gradient 34' 111 Conjugate gradient (noniinear) 46 Conservationlaw 162,171 Conservative form 171 Conservative scheme 88 Convection 60,76 Convection-diffusion 75,84 Crank-Nicolson 166 D Diffusion 75 Diffusion (streamline) 68 Dirichlet (problem) 29,49

ItJrK Implicit schemes79 Incomplete factorization 37 Incompressible flow 27.I25 Inertial manifold 130 Inf-sup condition 115,181 Interpolate 10 Internal approximation 10,31 Inviscid flow 2I,27,131, 167 Joukowski condition 39 k - e model KnuCsen layer I2,I75 L Lagrangian element 10 Laplace equation 22 Lax scheme 66 Lax-Milgram lemma 31 Lax-Wendroff schemeI 1.165 Leap-Flog 82 Lifr 40 M,N Mach number 170 M as s lum pi n g 6 6 ,1 3 7 ,1 6 7 NACAOO 173 12 Navier-Stokes eq. - incompressible125 - compressible172 Neumann problem 28 Newton algorithm 139 Newtonian flow 17 Node 10 Non-conformingelement 10 Nozzle 28 P Panel method 11 Parabolic 25 Parallel computing 12 Particle method 12 Petrov-Galerkin 68 Penalization 45 Poincard inequality 30 Potential (function) 22 Potential (vector) 51 Preconditioning 34,46,II2 Predictor-corrector 166

R Rankine-Hugoniot conditions 54 Rayley-Benard problem 21 Reichard law 155 Reynolds number 24 Reynolds tensor 152 Runge-Kutta scheme 85 S Saddle point 115 Saint Venant's problem L3,I77 semi-implicit schemes 137 Shallow water eq. 13,177 Shocks 47 Slip boundary cond. L2I,I55 Smagorinsky model 153 Sound speed 47 Stokes problem 24 Stokes theorem 98 Stream function 29 Streamlines 20 Streamline upwinding 68 Stresstensor 17

suPG 69,93,167 T Taylor-Galerkin scheme 165 91, Temperature equation 21 0 scheme 83,139 Total derivative84,L42 Tlansonic23,42 tiangulation regular 10 Triangulationuniform 10 Turbulence 151

Upwinding64 Upwindingby cell 73,168 Upwindingby discontinuity94 Uzawaalgorithm 111 Variationalformulation 29 Variationalinequality 48 Viscositv17 Viscosity(artificial)80,165 Von Karman constant 155 Wave 21 Wing 39


Figure 1 : Computation of a compressible inuiscid flow around a 2D cross section of a space shuttle by a f,nite element method on the compressihle Euler eqaalions. This picture showsthe power of the finite element method for automatic adaptiue rnesh ref,nement within the iteratiae algorithm for the solution of the PDE; the mesh is rc,fined. when the gradient of lhe aelocity is large. The width of the shoc improues as the the mesh becomes small. The num,ber of uertices does not incrc.ase much since it goes from 70/ to 1109 so and finally to 1896. (Courtesy of Dassaultindustries,AMD,BA).

Figure 2 : Mach numbers on the surface of an airVlane obtained by solaing the potential lransonic equalion by a finite elemenl melhod of degree1. (The Mach at infinity is 0.85 and lhe angle of attack is L0"). (Courtesg of Dassault industries, AMD-BA).

Figure 3 : Computalion of the conuectionof a passiuespot by an irrotationnal flow in a nozzle; the method used is the discretization of the total deriuatiue.(computation done with MacFEM on a MacII).

for the si mul ati an F igur e 4: Z o o m o n a p a rt o f th e d o m a i n of computati on in a nozzlemodeling an air'intake Naaier-Stokesequalions of the incompressible with the P1 iso P2 / P1 element and a method of abstract least' ind discretized square. (Re=750, angle of incidence 40o (Courtesy of Dassoult industries, ). AMD-BA).

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n-L&p a simplif'ed model for Figure 5 : Mesh on the boundary and pressure haae been obtained with lhe of a ci and, its plane of symetry. The results Pl-bubble-P1 element and a discrelization of the total deriuatiuefor the inequations. (Computed by F. Hecht and C. Paris: Naaier-Stolces corn[)ressible INnIA * cooperationwith PSA). Euler equations around' a space Figure 6 : Solution of the conxpressible shuttle by |he finite elemenl method of degreeI and a MUSCL type upwind' ing (Osher). The lrfach number ot infinily is 25 and 40o of angle of allack. (Courtesy of Dassault industries, AMD-BA). Figure 7 : Viscous compressible fl,ow around a wing profile at Mach 2 and Reynoldsnumber 2000. The fi,nite element method,is also of degreeI for the pressure(top) the density (bottom) and the uelocity (the middle picture shous the Mach number). (courtesy of Dassault industries, AMD-BA). Figure 8 : Compressibleuiscous fl,ow around an isolated air intake con'L' puled by the sarne rnethod as in figure 7. (Re=200, Mach at inf,nity=A.9, incidence 40" ).(Courtesy of Dassault industries,AMD-BA). .:.

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