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11institutetext: X. Chen 22institutetext: Department of Mechanical Engineering, Pennsylvania State University, University Park, PA 16802, USA
22email: [email protected]
33institutetext: Y. Li 44institutetext: Department of Mathematics, The Pennsylvania State University, University Park, PA 16802, USA
44email: [email protected]

Superconvergent pseudostress-velocity finite element methods for the Oseen and Navier–Stokes equations

Xi Chen    Yuwen Li
(Received:   / Accepted: date)
Abstract

We present a priori and superconvergence error estimates of mixed finite element methods for the pseudostress-velocity formulation of the Oseen equation. In particular, we derive superconvergence estimates for the velocity and a priori error estimates under unstructured grids, and obtain superconvergence results for the pseudostress under certain structured grids. A variety of numerical experiments validate the theoretical results and illustrate the effectiveness of the superconvergent recovery-based adaptive mesh refinement. It is also numerically shown that the proposed postprocessing yields apparent superconvergence in a benchmark problem for the incompressible Navier–Stokes equation.

Keywords:
pseudostresssuperconvergencesuperclosenesspostprocessingOseen equationNavier–Stokes equation
MSC:
65N1265N1565N30

1 Introduction

In fluid mechanics, the Oseen equations describe the flow of a viscous and incompressible fluid at small Reynolds numbers. Instead of dropping the advective term completely, the Oseen approximation linearizes the advective acceleration term 𝒖𝒖\bm{u}\cdot\nabla\bm{u} to 𝒃𝒖\bm{b}\cdot\nabla\bm{u}, where 𝒃\bm{b} represents the velocity at large distance. As a result it provides a lowest-order solution that is uniformly valid everywhere in the flow field. Since the Oseen equations partly account for the inertia terms (at large distance), they have better approximation in the far field while keeping the same order of accuracy as Stokes approximation near the body, see, e.g., kundu2015fluid . Mathematically speaking, the Oseen equation can be viewed as a linearized Navier–Stokes equation arising from fixed point iteration.

Let Ωd\Omega\subset\mathbb{R}^{d} be a bounded Lipschiz domain with d{2,3}d\in\{2,3\}, 𝒃,𝒇:Ωd\bm{b},\bm{f}:\Omega\rightarrow\mathbb{R}^{d}, c:Ωc:\Omega\rightarrow\mathbb{R} and 𝒈:Ωd\bm{g}:\partial\Omega\rightarrow\mathbb{R}^{d} be given data. Let 𝒖:Ωd\bm{u}:\Omega\rightarrow\mathbb{R}^{d} denote the velocity field and p:Ωp:\Omega\rightarrow\mathbb{R} denote the pressure subject to the zero-mean constraint

Ωp𝑑x=0.\int_{\Omega}pdx=0. (1.1)

The Oseen equation under the Dirichlet boundary condition is

νΔ𝒖+𝒃𝒖+c𝒖+p\displaystyle-\nu\Delta\bm{u}+\bm{b}\cdot\nabla\bm{u}+c\bm{u}+\nabla p =𝒇 in Ω,\displaystyle=\bm{f}\text{ in }\Omega, (1.2a)
𝒖\displaystyle\nabla\cdot\bm{u} =0 in Ω,\displaystyle=0\text{ in }\Omega, (1.2b)
𝒖\displaystyle\bm{u} =𝒈 on Ω,\displaystyle=\bm{g}\text{ on }\partial\Omega, (1.2c)

where ν>0\nu>0 is the viscosity constant. As a default, vectors such as 𝒃,𝒇,𝒖,𝒈\bm{b},\bm{f},\bm{u},\bm{g} are always arranged as columns unless confusion arises. In (1.2a), 𝒖\nabla\bm{u} is the Jacobian matrix of 𝒖,\bm{u}, and we adopt the convention 𝒃𝒖:=(𝒖)𝒃\bm{b}\cdot\nabla\bm{u}:=(\nabla\bm{u})\bm{b}. When 𝒃=𝟎\bm{b}=\bm{0} (resp. 𝒃=𝟎,c=0\bm{b}=\bm{0},c=0), (1.2) reduces to the Brinkman equation (resp. Stokes equation). Replacing 𝒃\bm{b} with 𝒖\bm{u} in (1.2) yields the Navier–Stokes equation

νΔ𝒖+𝒖𝒖+p\displaystyle-\nu\Delta\bm{u}+\bm{u}\cdot\nabla\bm{u}+\nabla p =𝒇 in Ω,\displaystyle=\bm{f}\text{ in }\Omega, (1.3a)
𝒖\displaystyle\nabla\cdot\bm{u} =0 in Ω,\displaystyle=0\text{ in }\Omega, (1.3b)
𝒖\displaystyle\bm{u} =𝒈 on Ω.\displaystyle=\bm{g}\text{ on }\partial\Omega. (1.3c)

Numerical analysis of Oseen, Brinkman, Stokes, or Navier–Stokes equations based on the velocity-pressure formulation is extensive, see, e.g., GiraultRaviart1986 ; BoffiBrezziFortin2013 ; GuzmanNeilan2014 ; FalkNeilan2013 for conforming mixed methods, ccs2006 ; CCNP2013 ; CockburnSayas2014 ; CesmeliogluCockburnQiu2017 ; FuQiu2019 for hybridized discontinuous Galerkin methods, Mulin2014 ; WangYe2016 ; LLC2016 for weak Galerkin methods, and ABMV2014 for virtual element methods.

Let 𝑰d×d\bm{I}\in\mathbb{R}^{d\times d} denote the identity matrix. The nonsymmetric pseudostress and symmetric stress are

𝝈\displaystyle\bm{\sigma} :=ν𝒖p𝑰,\displaystyle:=\nu\nabla\bm{u}-p\bm{I},
𝝈S\displaystyle\bm{\sigma}^{S} :=ν2(𝒖+(𝒖))p𝑰,\displaystyle:=\frac{\nu}{2}(\nabla\bm{u}+(\nabla\bm{u})^{\top})-p\bm{I},

respectively. In a series of papers Caiwang2007 ; CaiWangZhang2010a ; CaiTongVassilevskiWang2010b , Cai et al. proposed the pseudostress-velocity formulation of the Stokes and Navier–Stokes equations, which could be discretized by classical Raviart–Thomas or Brezzi–Douglas–Marini elements without any stabilization term, see (1.12). Let Tr𝝈\text{Tr}\bm{\sigma} be the trace of the matrix 𝝈\bm{\sigma} and

𝒜𝝈:=𝝈1d(Tr𝝈)𝑰\mathcal{A}\bm{\sigma}:=\bm{\sigma}-\frac{1}{d}(\text{Tr}\bm{\sigma})\bm{I}

denote the deviatoric part of 𝝈\bm{\sigma}. Direct calculation shows that the Oseen equation (1.2) equation is equivalent to the following pseudostress-velocity formulation

𝒜𝝈\displaystyle\mathcal{A}\bm{\sigma} =ν𝒖,\displaystyle=\nu\nabla\bm{u}, (1.4)
𝝈+ν1𝒃𝒜𝝈+c𝒖\displaystyle-\nabla\cdot\bm{\sigma}+\nu^{-1}\bm{b}\cdot\mathcal{A}\bm{\sigma}+c\bm{u} =𝒇\displaystyle=\bm{f}

subject to the constraints

𝒖|Ω=𝒈,ΩTr𝝈𝑑x=0.\bm{u}|_{\partial\Omega}=\bm{g},\quad\int_{\Omega}\text{Tr}\bm{\sigma}dx=0.

Here 𝝈\nabla\cdot\bm{\sigma} is the row-wise divergence of the matrix-valued function 𝝈\bm{\sigma}.

In contrast to extensive numerical results on velocity-pressure formulation of Stokes-related equations, numerical analysis of pseudostress-based methods is restricted to classical mixed methods CaiWangZhang2010a ; Gatica2014 , virtual element methods Caceres2017 ; Caceres2017b , discontinuous Galerkin methods Qian2019 , and adaptive mixed methods CKP2011 ; CGS2013 ; HuYu2018 ; Li2020MCOM for the Stokes or Brinkman equation. There are a few works devoted to the mixed formulation of the Oseen equation (1.4), see, e.g., Park2014 for a lowest order upwinded mixed method on rectangular meshes and BarriosCasconGonzalez2017 ; BarriosCasconGonzalez2020 for least-squares mixed methods. It is the purpose of this paper to shed light on a priori and superconvergence analysis of pseudostress-velocity mixed methods for the Oseen and Navier–Stokes equations.

In this paper, we shall develop a priori and superconvergence error estimates for (1.4). To the best of our knowledge, even a priori error estimates of (1.4) is not available in literature. We emphasize that the presence of lower order terms is a major challenge in error analysis of mixed methods, see, e.g., DouglasRoberts1985 ; Demlow2002 for elliptic equations with lower order terms and ArnoldLi2017 for the perturbed Hodge–Laplace equation. For instance, due to the convection term 𝒃𝒜𝝈\bm{b}\cdot\mathcal{A}\bm{\sigma} and variable coefficient cc, the construction of the discrete inf-sup condition is far from obvious. Hence we shall use the duality argument to derive a priori error estimates, which also yields improved decoupled error estimates. It is noted that mixed methods for the scalar elliptic equation

(𝑨u+𝒃u)+cu=f-\nabla\cdot(\bm{A}\nabla u+\bm{b}u)+cu=f (1.5)

have been analyzed in DouglasRoberts1985 ; Demlow2002 , where 𝑨\bm{A} is a uniformly elliptic matrix-valued coefficient. In contrast, the deviatoric operator 𝒜\mathcal{A} in (1.2) is singular, which is a major difficulty in our analysis.

Furthermore, we shall derive superconvergence results for 𝝈\bm{\sigma} based on postprocessing and a new estimate on Πh𝝈𝝈h\|\Pi_{h}\bm{\sigma}-\bm{\sigma}_{h}\| for several families of RT elements. Even for the Stokes equation, such estimates are not known in literature. The superconvergence postprocessing procedure for 𝝈h\bm{\sigma}_{h} and 𝒖h\bm{u}_{h} is element-wise and flexible, see Section 4 and see, e.g., ZZ1992a ; CKP2011 ; BankXu2003a ; ZhangNaga2005 ; HuangLiWu2013 ; BankLi2019 ; Li2021JSC for related postprocessing schemes in the literature. Since the postprocessing scheme is independent of the underlying physical model, we also test the proposed postprocessing in the benchmark problem for steady incompressible Navier–Stokes equation, where apparent superconvergence phenomena in 𝝈\bm{\sigma} and 𝒖\bm{u} are observed. As for superconvergence of Stokes-type equations in velocity-pressure form, readers are referred to e.g., WangYe2001 ; Ye2001 ; CuiYe2009 for superconvergence by two-grid L2L^{2}-projections, Pan1997 ; Eichel2011 ; LN2008 for superconvergent recovery of lowest-order methods, and CockburnSayas2014 ; FuQiu2019 for superconvergent hybridized discontinuous Galerkin methods.

1.1 Preliminary notation

Given a vector space XX, let [X]n[X]^{n} denote the Cartesian product of nn copies of XX and [X]n×n[X]^{n\times n} the space of n×nn\times n matrices whose components are contained in XX. Let H(div,Ω)={𝒗[L2(Ω)]d:𝒗L2(Ω)}H(\operatorname{div},\Omega)=\{\bm{v}\in[L^{2}(\Omega)]^{d}:\nabla\cdot\bm{v}\in L^{2}(\Omega)\} be the usual H(div)H(\operatorname{div}) space. Let

𝑽\displaystyle\bm{V} =[L2(Ω)]d,\displaystyle=[L^{2}(\Omega)]^{d},
𝚺\displaystyle\bm{\Sigma} ={𝝉[L2(Ω)]d×d:𝝉iH(div,Ω),1id,ΩTr𝝉𝑑x=0},\displaystyle=\{\bm{\tau}\in[L^{2}(\Omega)]^{d\times d}:\bm{\tau}_{i}\in H(\operatorname{div},\Omega),~{}1\leq i\leq d,~{}\int_{\Omega}\text{Tr}\bm{\tau}dx=0\},

where 𝝉i\bm{\tau}_{i} is the ii-th row of 𝝉.\bm{\tau}. For scalar-, vector-, or matrix-valued functions, we use (,)(\cdot,\cdot) and ,\langle\cdot,\cdot\rangle to denote the L2(Ω)L^{2}(\Omega)- and L2(Ω)L^{2}(\partial\Omega)-inner product, respectively. The variational formulation of (1.4) seeks 𝝈𝚺\bm{\sigma}\in\bm{\Sigma} and 𝒖𝑽\bm{u}\in\bm{V} such that

(𝒜𝝈,𝝉)+ν(𝝉,𝒖)\displaystyle(\mathcal{A}\bm{\sigma},\bm{\tau})+\nu(\nabla\cdot\bm{\tau},\bm{u}) =ν𝒈,𝝉𝒏,𝝉𝚺,\displaystyle=\nu\langle\bm{g},\bm{\tau}\bm{n}\rangle,\quad\bm{\tau}\in\bm{\Sigma}, (1.6)
ν(𝝈,𝒗)+(𝒃𝒜𝝈,𝒗)+ν(c𝒖,𝒗)\displaystyle-\nu(\nabla\cdot\bm{\sigma},\bm{v})+(\bm{b}\cdot\mathcal{A}\bm{\sigma},\bm{v})+\nu(c\bm{u},\bm{v}) =ν(𝒇,𝒗),𝒗𝑽,\displaystyle=\nu(\bm{f},\bm{v}),\quad\bm{v}\in\bm{V},

where 𝒏\bm{n} is the outward normal to Ω.\partial\Omega.

Let 𝒯h\mathcal{T}_{h} be a conforming simplicial or cubical partition of Ω\Omega. Given an element K𝒯h,K\in\mathcal{T}_{h}, rKr_{K} and ρK\rho_{K} denote radii of circumscribed and inscribed spheres of KK, hKh_{K} is the diameter of KK, and h:=maxK𝒯hhK<1h:=\max_{K\in\mathcal{T}_{h}}h_{K}<1 is the mesh size of 𝒯h.\mathcal{T}_{h}. We assume that the aspect ratio of elements in 𝒯h\mathcal{T}_{h} is uniformly bounded, i.e.,

maxK𝒯hrK/ρK:=Cmesh<\max_{K\in\mathcal{T}_{h}}r_{K}/\rho_{K}:={C}_{\text{mesh}}<\infty

for some absolute constant CmeshC_{\text{mesh}}. Given an integer r0,r\geq 0, let 𝚺~r(K)\widetilde{\bm{\Sigma}}_{r}(K), Vr(K)V_{r}(K) be suitable finite-dimensional vector spaces defined on KK and

𝚺~h\displaystyle\widetilde{\bm{\Sigma}}_{h} :={𝝉H(div,Ω):𝝉|K𝚺~r(K)forK𝒯h},\displaystyle:=\{\bm{\tau}\in H(\operatorname{div},\Omega):\bm{\tau}|_{K}\in\widetilde{\bm{\Sigma}}_{r}(K)~{}\text{for}~{}K\in\mathcal{T}_{h}\},
Vh\displaystyle V_{h} :={vL2(Ω):v|KVr(K)forK𝒯h}.\displaystyle:=\{v\in L^{2}(\Omega):v|_{K}\in V_{r}(K)~{}\text{for}~{}K\in\mathcal{T}_{h}\}.

For instance, when 𝒯h\mathcal{T}_{h} is a simplicial partition, one could take

𝚺~r(K):=[𝒫r(K)]d+𝒫r(K)𝒙,Vr(K):=𝒫r(K),\widetilde{\bm{\Sigma}}_{r}(K):=[\mathcal{P}_{r}(K)]^{d}+\mathcal{P}_{r}(K)\bm{x},\quad V_{r}(K):=\mathcal{P}_{r}(K), (1.7)

where 𝒫r(K)\mathcal{P}_{r}(K) is the space of polynomials of degree at most rr on KK, and 𝒙=(x1,,xd)\bm{x}=(x_{1},\ldots,x_{d})^{\top} denotes the position vector. In this case, the corresponding 𝚺~h×Vh\widetilde{\bm{\Sigma}}_{h}\times V_{h} is the classical Raviart–Thomas (RT) RaviartThomas1977 space. Another possible choice is

𝚺~r(K):=[𝒫r+1(K)]d,Vr(K):=𝒫r(K),\widetilde{\bm{\Sigma}}_{r}(K):=[\mathcal{P}_{r+1}(K)]^{d},\quad V_{r}(K):=\mathcal{P}_{r}(K), (1.8)

which corresponds to the Brezzi–Douglas–Marini (BDM) BrezziDouglasMarini1985 element.

Given a hypercube KdK\subset\mathbb{R}^{d}, let 𝒬r(K)\mathcal{Q}_{r}(K) denote the space of polynomials on KK of degree at most rr in xix_{i} with 1id1\leq i\leq d. For a cubical mesh 𝒯h\mathcal{T}_{h}, the pair 𝚺~h×Vh\widetilde{\bm{\Sigma}}_{h}\times V_{h} can be the cubical RT element using the shape functions

𝚺~r(K):=[𝒬r(K)]d+𝒙𝒬r(K),Vr(K):=𝒬r(K).\widetilde{\bm{\Sigma}}_{r}(K):=[\mathcal{Q}_{r}(K)]^{d}+\bm{x}\mathcal{Q}_{r}(K),\quad V_{r}(K):=\mathcal{Q}_{r}(K). (1.9)

Let Π~h:[H1(Ω)]d𝚺~h\widetilde{\Pi}_{h}:[H^{1}(\Omega)]^{d}\rightarrow\widetilde{\bm{\Sigma}}_{h} be the canonical interpolation onto 𝚺~h\widetilde{\bm{\Sigma}}_{h} determined by the degrees of freedom of 𝚺~h\widetilde{\bm{\Sigma}}_{h}. Let Ph:L2(Ω)VhP_{h}:L^{2}(\Omega)\rightarrow V_{h} be the L2L^{2}-projection onto Vh,V_{h}, i.e.,

(Phv,w)=(v,w),vL2(Ω),wVh.(P_{h}v,w)=(v,w),\quad v\in L^{2}(\Omega),~{}w\in V_{h}. (1.10)

Throughout the rest of this paper, we assume the commutativity property

Π~h=Ph,\nabla\cdot\widetilde{\Pi}_{h}=P_{h}\nabla\cdot, (1.11)

which is satisfied by at least the aforementioned RT, BDM, and cubical RT elements. Readers are referred to e.g., BrezziDouglasMarini1985 ; BDDF1987 ; BDFM1987 for other cubical or rectangular mixed elements that satisfy (1.11). Let 𝚺h\bm{\Sigma}_{h} be the matrix version of 𝚺~h\widetilde{\bm{\Sigma}}_{h}, i.e.,

𝚺h:={𝝉𝚺:𝝉i𝚺~h for 1id}.\displaystyle\bm{\Sigma}_{h}:=\{\bm{\tau}\in\bm{\Sigma}:\bm{\tau}_{i}\in\widetilde{\bm{\Sigma}}_{h}\text{ for }1\leq i\leq d\}.

Let 𝑽h\bm{V}_{h} be the vector-valued broken piecewise polynomial space

𝑽h:={𝒗=(v1,v2,,vd)𝑽:viVh for 1id}.\displaystyle\bm{V}_{h}:=\{\bm{v}=(v_{1},v_{2},\ldots,v_{d})^{\top}\in\bm{V}:{v}_{i}\in{V}_{h}\text{ for }1\leq i\leq d\}.

The mixed method for (1.4) seeks (𝝈h,𝒖h)𝚺h×𝑽h(\bm{\sigma}_{h},\bm{u}_{h})\in\bm{\Sigma}_{h}\times\bm{V}_{h} satisfying

(𝒜𝝈h,𝝉)+ν(𝝉,𝒖h)\displaystyle(\mathcal{A}{\bm{\sigma}_{h}},\bm{\tau})+\nu(\nabla\cdot\bm{\tau},\bm{u}_{h}) =ν𝒈,𝝉𝒏,𝝉𝚺h,\displaystyle=\nu\langle\bm{g},\bm{\tau}\bm{n}\rangle,\quad\bm{\tau}\in\bm{\Sigma}_{h}, (1.12)
ν(𝝈h,𝒗)+(𝒃𝒜𝝈h,𝒗)+ν(c𝒖h,𝒗)\displaystyle-\nu(\nabla\cdot{\bm{\sigma}_{h}},\bm{v})+(\bm{b}\cdot\mathcal{A}{\bm{\sigma}_{h}},\bm{v})+\nu(c\bm{u}_{h},\bm{v}) =ν(𝒇,𝒗),𝒗𝑽h.\displaystyle=\nu(\bm{f},\bm{v}),\quad\bm{v}\in\bm{V}_{h}.

The outline of this work is as follows. In Section 2, we develop a apriori error estimates of the mixed method (1.12) and supercloseness estimate on Ph𝒖𝒖h\|P_{h}\bm{u}-\bm{u}_{h}\|. In Section 3, we develop supercloseness estimate on Πh𝝈𝝈h\|\Pi_{h}\bm{\sigma}-\bm{\sigma}_{h}\|. Section 4 is devoted to superconvergent postprocessing procedures. Numerical results for smooth, singular, convection-dominated, and nonlinear problems are presented in Section 5. Throughout the rest of this paper, we say ABA\lesssim B provided ACB,A\leq CB, where C>0C>0 is a generic constant dependent solely on 𝒃\bm{b}, cc, Ω\Omega, CmeshC_{\text{mesh}}, ν\nu. In the error analysis, we assume ν=1\nu=1 without loss of generality.

2 A priori error estimates

Let r\|\cdot\|_{r} denote the Hr(Ω)\|\cdot\|_{H^{r}(\Omega)}-norm, ||r|\cdot|_{r} be the ||Hr(Ω)|\cdot|_{H^{r}(\Omega)}-semi norm, :=0\|\cdot\|:=\|\cdot\|_{0} be the L2(Ω)\|\cdot\|_{L^{2}(\Omega)}-norm, and ||||||{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|\cdot\right|\kern-1.07639pt\right|\kern-1.07639pt\right|} be the H(div)H(\operatorname{div})-norm

|𝝉|2:=𝝉2+𝝉2.{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|\bm{\tau}\right|\kern-1.07639pt\right|\kern-1.07639pt\right|}^{2}:=\|\bm{\tau}\|^{2}+\|\nabla\cdot\bm{\tau}\|^{2}.

In this section, we derive a priori error estimates of the mixed method (1.12) in Theorem 2.1. The same analysis implies that (1.12) admits a unique solution provided hh is sufficiently small.

The operator 𝒜\mathcal{A} is singular and satisfies

(𝒜𝝉1,𝝉2)=(𝝉1,𝒜𝝉2)=(𝒜𝝉1,𝒜𝝉2),𝝉1,𝝉2[L2(Ω)]d×d.(\mathcal{A}\bm{\tau}_{1},\bm{\tau}_{2})=(\bm{\tau}_{1},\mathcal{A}\bm{\tau}_{2})=(\mathcal{A}\bm{\tau}_{1},\mathcal{A}\bm{\tau}_{2}),\quad\bm{\tau}_{1},\bm{\tau}_{2}\in[L^{2}(\Omega)]^{d\times d}. (2.1)

In addition, it holds that (see Caiwang2007 ; ArnoldDouglasGupta1984 )

𝝉𝝉𝒜+𝝉1,𝝉𝚺,\|\bm{\tau}\|\lesssim\|\bm{\tau}\|_{\mathcal{A}}+\|\nabla\cdot\bm{\tau}\|_{-1},\quad\bm{\tau}\in\bm{\Sigma}, (2.2)

where 𝝉𝒜:=(𝒜𝝉,𝝉)12.\|\bm{\tau}\|_{\mathcal{A}}:=(\mathcal{A}\bm{\tau},\bm{\tau})^{\frac{1}{2}}. The inequality (2.2) is a key ingredient in the analysis of pseudostress-based methods. Define Πh:[H1(Ω)]d×d𝚺h\Pi_{h}:[H^{1}(\Omega)]^{d\times d}\rightarrow\bm{\Sigma}_{h} by

Πh𝝉:=Π~h𝝉1d|Ω|(ΩTrΠ~h𝝉𝑑x)𝑰,\Pi_{h}\bm{\tau}:=\widetilde{\Pi}_{h}\bm{\tau}-\frac{1}{d|\Omega|}\left(\int_{\Omega}\text{Tr}\widetilde{\Pi}_{h}\bm{\tau}dx\right)\bm{I}, (2.3)

where Π~h\widetilde{\Pi}_{h} is applied to each row of 𝝉.\bm{\tau}. By abuse of notation, we may also use Ph:[L2(Ω)]d𝑽hP_{h}:[L^{2}(\Omega)]^{d}\rightarrow\bm{V}_{h} to denote the component-wise L2L^{2}-projection. It follows from (1.11) that

Πh𝝉=Ph𝝉,𝝉[H1(Ω)]d×d.\nabla\cdot\Pi_{h}\bm{\tau}=P_{h}\nabla\cdot\bm{\tau},\quad\forall\bm{\tau}\in[H^{1}(\Omega)]^{d\times d}. (2.4)

For convenience, we introduce the interpolation errors

𝝆h:=𝒖Ph𝒖,𝜻h:=𝝈Πh𝝈,\bm{\rho}_{h}:=\bm{u}-P_{h}\bm{u},\quad\bm{\zeta}_{h}:=\bm{\sigma}-\Pi_{h}\bm{\sigma},

which can be easily estimated by (see CaiTongVassilevskiWang2010b )

𝒗Ph𝒗\displaystyle\|\bm{v}-P_{h}\bm{v}\| hs|𝒗|s,\displaystyle\lesssim h^{s}|\bm{v}|_{s}, (2.5a)
𝝉Πh𝝉\displaystyle\|\bm{\tau}-\Pi_{h}\bm{\tau}\| hs|𝝉|s,\displaystyle\lesssim h^{s}|\bm{\tau}|_{s}, (2.5b)
(𝝉Πh𝝉)\displaystyle\|\nabla\cdot(\bm{\tau}-{\Pi}_{h}\bm{\tau})\| hs|div𝝉|s,\displaystyle\lesssim h^{s}|\operatorname{div}\bm{\tau}|_{s}, (2.5c)

where 0sr+10\leq s\leq r+1, ΩTr𝝉𝑑x=0\int_{\Omega}\text{Tr}\bm{\tau}dx=0, and 𝒗,𝝉\bm{v},\bm{\tau} satisfy the regularity indicated by the right hand sides. For the BDM element (1.8), it additionally holds that

𝝉Πh𝝉hs|𝝉|s,0sr+2.\|\bm{\tau}-\Pi_{h}\bm{\tau}\|\lesssim h^{s}|\bm{\tau}|_{s},\quad 0\leq s\leq r+2. (2.6)

The essential errors to be estimated are

𝒆h:=Ph𝒖𝒖h,𝝃h:=Πh𝝈𝝈h.\bm{e}_{h}:=P_{h}\bm{u}-\bm{u}_{h},\quad\bm{\xi}_{h}:=\Pi_{h}\bm{\sigma}-\bm{\sigma}_{h}.

Subtracting (1.12) from (1.6) (with ν=1\nu=1), we obtain the error equation

(𝒜(𝝈𝝈h),𝝉h)+(𝝉h,𝒖𝒖h)\displaystyle(\mathcal{A}(\bm{\sigma}-{\bm{\sigma}_{h}}),\bm{\tau}_{h})+(\nabla\cdot\bm{\tau}_{h},\bm{u}-\bm{u}_{h}) =0,𝝉h𝚺h,\displaystyle=0,\quad\bm{\tau}_{h}\in\bm{\Sigma}_{h}, (2.7a)
((𝝈𝝈h),𝒗h)+(𝒃𝒜(𝝈𝝈h),𝒗h)+(c(𝒖𝒖h),𝒗h)\displaystyle-(\nabla\cdot(\bm{\sigma}-{\bm{\sigma}_{h}}),\bm{v}_{h})+(\bm{b}\cdot\mathcal{A}(\bm{\sigma}-{\bm{\sigma}_{h}}),\bm{v}_{h})+(c(\bm{u}-\bm{u}_{h}),\bm{v}_{h}) =0,𝒗h𝑽h.\displaystyle=0,\quad\bm{v}_{h}\in\bm{V}_{h}. (2.7b)

To estimate 𝒆h\|\bm{e}_{h}\|, we consider the adjoint problem of (1.6): Find 𝝈~𝚺\widetilde{\bm{\sigma}}\in\bm{\Sigma} and 𝒖~𝑽\widetilde{\bm{u}}\in\bm{V} such that

(𝒜𝝈~,𝝉)+(𝝉,𝒖~)(𝒃𝒜𝝉,𝒖~)\displaystyle(\mathcal{A}\widetilde{\bm{\sigma}},\bm{\tau})+(\nabla\cdot\bm{\tau},\widetilde{\bm{u}})-(\bm{b}\cdot\mathcal{A}\bm{\tau},\widetilde{\bm{u}}) =0,𝝉𝚺,\displaystyle=0,\quad\bm{\tau}\in\bm{\Sigma}, (2.8a)
(𝝈~,𝒗)+(c𝒖~,𝒗)\displaystyle-(\nabla\cdot\widetilde{\bm{\sigma}},\bm{v})+(c\widetilde{\bm{u}},\bm{v}) =(𝒆h,𝒗)𝒗𝑽.\displaystyle=(\bm{e}_{h},\bm{v})\quad\bm{v}\in\bm{V}. (2.8b)

In the analysis, it is assumed that (2.8) admits the elliptic regularity

𝝈~1+𝒖~1𝒆h.\|\widetilde{\bm{\sigma}}\|_{1}+\|\widetilde{\bm{u}}\|_{1}\lesssim\|\bm{e}_{h}\|. (2.9)

The next lemma is a supercloseness estimate which is crucial for both a priori and superconvergence error analysis.

Lemma 2.1

It holds that

𝒆hh(|𝝈𝝈h|+𝒖𝒖h+𝝆h).\|\bm{e}_{h}\|\lesssim h\big{(}{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|\bm{\sigma}-{\bm{\sigma}_{h}}\right|\kern-1.07639pt\right|\kern-1.07639pt\right|}+\|\bm{u}-\bm{u}_{h}\|+\|\bm{\rho}_{h}\|\big{)}.
Proof

Taking 𝒗=𝒆h\bm{v}=\bm{e}_{h} in (2.8b), we obtain

𝒆h2=(𝝈~,𝒆h)+(c𝒖~,𝒆h).\|\bm{e}_{h}\|^{2}=-(\nabla\cdot\widetilde{\bm{\sigma}},\bm{e}_{h})+(c\widetilde{\bm{u}},\bm{e}_{h}). (2.10)

Using the definition (1.10) and the property (2.4), we have

(𝝈~,𝒆h)=(Ph𝝈~,Ph𝒖𝒖+𝒖𝒖h)\displaystyle(\nabla\cdot\widetilde{\bm{\sigma}},\bm{e}_{h})=(P_{h}\nabla\cdot\widetilde{\bm{\sigma}},P_{h}\bm{u}-\bm{u}+\bm{u}-\bm{u}_{h}) (2.11)
=(Ph𝝈~,𝒖𝒖h)=(Πh𝝈~,𝒖𝒖h).\displaystyle\quad=(P_{h}\nabla\cdot\widetilde{\bm{\sigma}},\bm{u}-\bm{u}_{h})=(\nabla\cdot\Pi_{h}\widetilde{\bm{\sigma}},\bm{u}-\bm{u}_{h}).

Combining (2.7a) with 𝝉h=Πh𝝈~\bm{\tau}_{h}=\Pi_{h}\widetilde{\bm{\sigma}} implies that

(Πh𝝈~,𝒖𝒖h)=(𝒜(𝝈𝝈h),Πh𝝈~)\displaystyle(\nabla\cdot\Pi_{h}\widetilde{\bm{\sigma}},\bm{u}-\bm{u}_{h})=-(\mathcal{A}(\bm{\sigma}-{\bm{\sigma}_{h}}),\Pi_{h}\widetilde{\bm{\sigma}}) (2.12)
=(𝒜(𝝈𝝈h),𝝈~Πh𝝈~)(𝒜(𝝈𝝈h),𝝈~).\displaystyle\quad=(\mathcal{A}(\bm{\sigma}-{\bm{\sigma}_{h}}),\widetilde{\bm{\sigma}}-\Pi_{h}\widetilde{\bm{\sigma}})-(\mathcal{A}(\bm{\sigma}-{\bm{\sigma}_{h}}),\widetilde{\bm{\sigma}}).

Using (2.1) and setting 𝝉~=𝝈𝝈h\widetilde{\bm{\tau}}=\bm{\sigma}-{\bm{\sigma}_{h}} in (2.8a), we have

(𝒜(𝝈𝝈h),𝝈~)=(𝒜𝝈~,𝝈𝝈h)\displaystyle(\mathcal{A}(\bm{\sigma}-{\bm{\sigma}_{h}}),\widetilde{\bm{\sigma}})=(\mathcal{A}\widetilde{\bm{\sigma}},\bm{\sigma}-{\bm{\sigma}_{h}})
=((𝝈𝝈h),𝒖~)+(𝒃𝒜(𝝈𝝈h),𝒖~)\displaystyle=-(\nabla\cdot(\bm{\sigma}-{\bm{\sigma}_{h}}),\widetilde{\bm{u}})+(\bm{b}\cdot\mathcal{A}(\bm{\sigma}-{\bm{\sigma}_{h}}),\widetilde{\bm{u}})
=((𝝈𝝈h),𝒖~Ph𝒖~)((𝝈𝝈h),Ph𝒖~)+(𝒃𝒜(𝝈𝝈h),𝒖~).\displaystyle=-(\nabla\cdot(\bm{\sigma}-{\bm{\sigma}_{h}}),\widetilde{\bm{u}}-P_{h}\widetilde{\bm{u}})-(\nabla\cdot(\bm{\sigma}-{\bm{\sigma}_{h}}),P_{h}\widetilde{\bm{u}})+(\bm{b}\cdot\mathcal{A}(\bm{\sigma}-{\bm{\sigma}_{h}}),\widetilde{\bm{u}}).

It then follows from the above equation and (2.7b) with 𝒗h=Ph𝒖~\bm{v}_{h}=P_{h}\widetilde{\bm{u}} that

(𝒜(𝝈𝝈h),𝝈~)=((𝝈𝝈h),𝒖~Ph𝒖~)+(𝒃𝒜(𝝈𝝈h),𝒖~)\displaystyle(\mathcal{A}(\bm{\sigma}-{\bm{\sigma}_{h}}),\widetilde{\bm{\sigma}})=-(\nabla\cdot(\bm{\sigma}-{\bm{\sigma}_{h}}),\widetilde{\bm{u}}-P_{h}\widetilde{\bm{u}})+(\bm{b}\cdot\mathcal{A}(\bm{\sigma}-{\bm{\sigma}_{h}}),\widetilde{\bm{u}}) (2.13)
(𝒃𝒜(𝝈𝝈h),Ph𝒖~)(c(𝒖𝒖h),Ph𝒖~).\displaystyle\quad-(\bm{b}\cdot\mathcal{A}(\bm{\sigma}-{\bm{\sigma}_{h}}),P_{h}\widetilde{\bm{u}})-(c(\bm{u}-\bm{u}_{h}),P_{h}\widetilde{\bm{u}}).

As a result of (2.11), (2.12) and (2.13), we obtain

(𝝈~,𝒆h)\displaystyle(\nabla\cdot\widetilde{\bm{\sigma}},\bm{e}_{h}) =(𝒜(𝝈𝝈h),𝝈~Πh𝝈~)+((𝝈𝝈h),𝒖~Ph𝒖~)\displaystyle=(\mathcal{A}(\bm{\sigma}-{\bm{\sigma}_{h}}),\widetilde{\bm{\sigma}}-\Pi_{h}\widetilde{\bm{\sigma}})+(\nabla\cdot(\bm{\sigma}-{\bm{\sigma}_{h}}),\widetilde{\bm{u}}-P_{h}\widetilde{\bm{u}}) (2.14)
(𝒃𝒜(𝝈𝝈h),𝒖~Ph𝒖~)+(c(𝒖𝒖h),Ph𝒖~).\displaystyle-(\bm{b}\cdot\mathcal{A}(\bm{\sigma}-{\bm{\sigma}_{h}}),\widetilde{\bm{u}}-P_{h}\widetilde{\bm{u}})+(c(\bm{u}-\bm{u}_{h}),P_{h}\widetilde{\bm{u}}).

On the other hand, the second term on the right hand side of (2.10) is

(c𝒖~,𝒆h)\displaystyle(c\widetilde{\bm{u}},\bm{e}_{h}) =(c𝒖~,Ph𝒖𝒖+𝒖𝒖h)\displaystyle=(c\widetilde{\bm{u}},P_{h}\bm{u}-\bm{u}+\bm{u}-\bm{u}_{h}) (2.15)
=(c𝒖~Ph(c𝒖~),Ph𝒖𝒖)+(c(𝒖𝒖h),𝒖~).\displaystyle=(c\widetilde{\bm{u}}-P_{h}(c\widetilde{\bm{u}}),P_{h}\bm{u}-\bm{u})+(c(\bm{u}-\bm{u}_{h}),\widetilde{\bm{u}}).

Finally with (2.14) and (2.15), the error in (2.10) can be written as

𝒆h2=(𝒜(𝝈𝝈h),Πh𝝈~𝝈~)((𝝈𝝈h),𝒖~Ph𝒖~)\displaystyle\|\bm{e}_{h}\|^{2}=(\mathcal{A}(\bm{\sigma}-{\bm{\sigma}_{h}}),\Pi_{h}\widetilde{\bm{\sigma}}-\widetilde{\bm{\sigma}})-(\nabla\cdot(\bm{\sigma}-{\bm{\sigma}_{h}}),\widetilde{\bm{u}}-P_{h}\widetilde{\bm{u}}) (2.16)
+(𝒃𝒜(𝝈𝝈h),𝒖~Ph𝒖~)+(c(𝒖𝒖h),𝒖~Ph𝒖~)\displaystyle\quad+(\bm{b}\cdot\mathcal{A}(\bm{\sigma}-{\bm{\sigma}_{h}}),\widetilde{\bm{u}}-P_{h}\widetilde{\bm{u}})+(c(\bm{u}-\bm{u}_{h}),\widetilde{\bm{u}}-P_{h}\widetilde{\bm{u}})
+(c𝒖~Ph(c𝒖~),Ph𝒖𝒖).\displaystyle\quad+(c\widetilde{\bm{u}}-P_{h}(c\widetilde{\bm{u}}),P_{h}\bm{u}-\bm{u}).

Using (2.16), (2.5), and the Cauchy–Schwarz inequality, we obtain

𝒆h2h𝝈~1𝝈𝝈h+h𝒖~1(|𝝈𝝈h|+𝒖𝒖h+𝝆h).\|\bm{e}_{h}\|^{2}\lesssim h\|\widetilde{\bm{\sigma}}\|_{1}\|\bm{\sigma}-{\bm{\sigma}_{h}}\|+h\|\widetilde{\bm{u}}\|_{1}\big{(}{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|\bm{\sigma}-{\bm{\sigma}_{h}}\right|\kern-1.07639pt\right|\kern-1.07639pt\right|}+\|\bm{u}-\bm{u}_{h}\|+\|\bm{\rho}_{h}\|\big{)}.

Combining the above estimate with (2.9) completes the proof. ∎

Lemma 2.1 is a supercloseness estimate, i.e., Ph𝒖P_{h}\bm{u} and 𝒖h\bm{u}_{h} are much closer than the distance predicted by standard a priori error estimates. However, a priori error estimates on 𝝈𝝈h\|\bm{\sigma}-\bm{\sigma}_{h}\| and (𝝈𝝈h)\|\nabla\cdot(\bm{\sigma}-\bm{\sigma}_{h})\| are not known at the moment. When deriving a priori error estimates, we need the L2L^{2} and negative norm estimates of 𝝃h.\nabla\cdot\bm{\xi}_{h}.

Lemma 2.2

It holds that

𝝃h\displaystyle\|\nabla\cdot\bm{\xi}_{h}\| 𝜻h+𝝃h+𝒆h+h𝝆h,\displaystyle\lesssim\|\bm{\zeta}_{h}\|+\|\bm{\xi}_{h}\|+\|\bm{e}_{h}\|+h\|\bm{\rho}_{h}\|, (2.17a)
𝝃h1\displaystyle\|\nabla\cdot\bm{\xi}_{h}\|_{-1} h(|𝜻h|+|𝝃h|+𝝆h)+𝒆h.\displaystyle\lesssim h\big{(}{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|\bm{\zeta}_{h}\right|\kern-1.07639pt\right|\kern-1.07639pt\right|}+{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|\bm{\xi}_{h}\right|\kern-1.07639pt\right|\kern-1.07639pt\right|}+\|\bm{\rho}_{h}\|\big{)}+\|\bm{e}_{h}\|. (2.17b)

Lemme 2.2 is also essential for proving the supercloseness estimate in Theorem 3.1 and the proof is postponed in the end of this section. In this work, we say hh is sufficiently small provided hh0,h\leq h_{0}, where h0h_{0} is an absolute constant relying on Ω\Omega, 𝒃\bm{b}, cc, CmeshC_{\text{mesh}}, ν\nu. Now we are in a position to present the first main result in this paper.

Theorem 2.1

For sufficiently small hh, it holds that

𝒖𝒖h\displaystyle\|\bm{u}-\bm{u}_{h}\| 𝝆h+h|𝜻h|,\displaystyle\lesssim\|\bm{\rho}_{h}\|+h{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|\bm{\zeta}_{h}\right|\kern-1.07639pt\right|\kern-1.07639pt\right|}, (2.18a)
|𝝈𝝈h|\displaystyle{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|\bm{\sigma}-{\bm{\sigma}_{h}}\right|\kern-1.07639pt\right|\kern-1.07639pt\right|} |𝜻h|+h𝝆h,\displaystyle\lesssim{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|\bm{\zeta}_{h}\right|\kern-1.07639pt\right|\kern-1.07639pt\right|}+h\|\bm{\rho}_{h}\|, (2.18b)
𝝈𝝈h\displaystyle\|\bm{\sigma}-{\bm{\sigma}_{h}}\| 𝜻h+h𝜻h+h𝝆h.\displaystyle\lesssim\|\bm{\zeta}_{h}\|+h\|\nabla\cdot\bm{\zeta}_{h}\|+h\|\bm{\rho}_{h}\|. (2.18c)
Proof

Using Lemma 2.1 and the triangle inequality

𝒖𝒖h\displaystyle\|\bm{u}-\bm{u}_{h}\| 𝝆h+𝒆h,\displaystyle\leq\|\bm{\rho}_{h}\|+\|\bm{e}_{h}\|,
|𝝈𝝈h|\displaystyle{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|\bm{\sigma}-\bm{\sigma}_{h}\right|\kern-1.07639pt\right|\kern-1.07639pt\right|} |𝜻h|+|𝝃h|,\displaystyle\leq{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|\bm{\zeta}_{h}\right|\kern-1.07639pt\right|\kern-1.07639pt\right|}+{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|\bm{\xi}_{h}\right|\kern-1.07639pt\right|\kern-1.07639pt\right|},

we obtain

𝒆hh(|𝜻h|+|𝝃h|+𝝆h)+h𝒆h.\|\bm{e}_{h}\|\lesssim h\big{(}{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|\bm{\zeta}_{h}\right|\kern-1.07639pt\right|\kern-1.07639pt\right|}+{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|\bm{\xi}_{h}\right|\kern-1.07639pt\right|\kern-1.07639pt\right|}+\|\bm{\rho}_{h}\|\big{)}+h\|\bm{e}_{h}\|. (2.19)

Plugging (2.17a) into (2.19) and kicking h𝒆hh\|\bm{e}_{h}\| (with sufficiently small hh) back to the left hand side yields

𝒆hh(|𝜻h|+𝝃h+𝝆h).\|\bm{e}_{h}\|\lesssim h\big{(}{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|\bm{\zeta}_{h}\right|\kern-1.07639pt\right|\kern-1.07639pt\right|}+\|\bm{\xi}_{h}\|+\|\bm{\rho}_{h}\|\big{)}. (2.20)

On the other hand, with help of (2.7a) with 𝝉h=𝝃h\bm{\tau}_{h}=\bm{\xi}_{h}, we obtain

(𝒜𝝃h,𝝃h)\displaystyle(\mathcal{A}\bm{\xi}_{h},\bm{\xi}_{h}) =(𝒜(Πh𝝈𝝈),𝝃h)(𝝃h,𝒖𝒖h)\displaystyle=(\mathcal{A}(\Pi_{h}\bm{\sigma}-\bm{\sigma}),\bm{\xi}_{h})-(\nabla\cdot\bm{\xi}_{h},\bm{u}-\bm{u}_{h}) (2.21)
=(𝒜(Πh𝝈𝝈),𝝃h)(𝝃h,Ph𝒖𝒖h).\displaystyle=(\mathcal{A}(\Pi_{h}\bm{\sigma}-\bm{\sigma}),\bm{\xi}_{h})-(\nabla\cdot\bm{\xi}_{h},P_{h}\bm{u}-\bm{u}_{h}).

It follows from (2.2), (2.21), and a Young’s inequality with ε>0\varepsilon>0 that

𝝃h2\displaystyle\|\bm{\xi}_{h}\|^{2} (𝒜𝝃h,𝝃h)+𝝃h12\displaystyle\lesssim(\mathcal{A}\bm{\xi}_{h},\bm{\xi}_{h})+\|\nabla\cdot\bm{\xi}_{h}\|_{-1}^{2}
𝜻h𝝃h+𝝃h𝒆h+𝝃h12\displaystyle\lesssim\|\bm{\zeta}_{h}\|\|\bm{\xi}_{h}\|+\|\nabla\cdot\bm{\xi}_{h}\|\|\bm{e}_{h}\|+\|\nabla\cdot\bm{\xi}_{h}\|_{-1}^{2}
ε22𝝃h2+ε22𝜻h2+ε22𝝃h2+ε22𝒆h2+𝝃h12,\displaystyle\leq\frac{\varepsilon^{2}}{2}\|\bm{\xi}_{h}\|^{2}+\frac{\varepsilon^{-2}}{2}\|\bm{\zeta}_{h}\|^{2}+\frac{\varepsilon^{2}}{2}\|\nabla\cdot\bm{\xi}_{h}\|^{2}+\frac{\varepsilon^{-2}}{2}\|\bm{e}_{h}\|^{2}+\|\nabla\cdot\bm{\xi}_{h}\|_{-1}^{2},

or equivalently

𝝃hC(ε𝝃h+ε1𝜻h+ε𝝃h+ε1𝒆h+𝝃h1),\|\bm{\xi}_{h}\|\leq C^{*}\big{(}{\varepsilon}\|\bm{\xi}_{h}\|+{\varepsilon^{-1}}\|\bm{\zeta}_{h}\|+{\varepsilon}\|\nabla\cdot\bm{\xi}_{h}\|+{\varepsilon^{-1}}\|\bm{e}_{h}\|+\|\nabla\cdot\bm{\xi}_{h}\|_{-1}\big{)}, (2.22)

where CC^{*} is independent of ε\varepsilon. Using (2.22), Lemma 2.2, and the triangle inequality, we deduce that

𝝃h\displaystyle\|\bm{\xi}_{h}\| C{ε(𝝃h+𝜻h+𝒆h+h𝝆h)\displaystyle\leq C^{*}\big{\{}\varepsilon\big{(}\|\bm{\xi}_{h}\|+\|\bm{\zeta}_{h}\|+\|\bm{e}_{h}\|+h\|\bm{\rho}_{h}\|\big{)}
+ε1(𝜻h+𝒆h)+h|||𝜻h|||+h𝝃h+h𝝆h+𝒆h}.\displaystyle+{\varepsilon^{-1}}\big{(}\|\bm{\zeta}_{h}\|+\|\bm{e}_{h}\|\big{)}+h{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|\bm{\zeta}_{h}\right|\kern-1.07639pt\right|\kern-1.07639pt\right|}+h\|\bm{\xi}_{h}\|+h\|\bm{\rho}_{h}\|+\|\bm{e}_{h}\|\big{\}}.

In the above estimate, it suffices to choose sufficiently small ε\varepsilon and hh to obtain

𝝃hC(𝜻h+h𝜻h+𝒆h+h𝝆h).\|\bm{\xi}_{h}\|\leq C\big{(}\|\bm{\zeta}_{h}\|+h\|\nabla\cdot\bm{\zeta}_{h}\|+\|\bm{e}_{h}\|+h\|\bm{\rho}_{h}\|\big{)}. (2.23)

Plugging (2.23) into (2.20) with sufficiently small hh then leads to

𝒆hCh(|𝜻h|+𝝆h).\|\bm{e}_{h}\|\leq Ch\big{(}{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|\bm{\zeta}_{h}\right|\kern-1.07639pt\right|\kern-1.07639pt\right|}+\|\bm{\rho}_{h}\|\big{)}. (2.24)

Therefore we close the loop. As a consequence of (2.23), (2.24), (2.17a), we obtain

𝝃h\displaystyle\|\bm{\xi}_{h}\| C(𝜻h+h𝜻h+h𝝆h),\displaystyle\leq C\big{(}\|\bm{\zeta}_{h}\|+h\|\nabla\cdot\bm{\zeta}_{h}\|+h\|\bm{\rho}_{h}\|\big{)}, (2.25)
𝝃h\displaystyle\|\nabla\cdot\bm{\xi}_{h}\| C(𝜻h+h𝜻h+h𝝆h).\displaystyle\leq C\big{(}\|\bm{\zeta}_{h}\|+h\|\nabla\cdot\bm{\zeta}_{h}\|+h\|\bm{\rho}_{h}\|\big{)}.

Theorem 2.1 eventually follows from (2.24), (2.25) and a triangle inequality. ∎

For sufficiently smooth (𝝈,𝒖)(\bm{\sigma},\bm{u}), Theorem 2.1 with (2.5) yields

𝒖𝒖h\displaystyle\|\bm{u}-\bm{u}_{h}\| hr+1(|𝒖|r+1+h|𝝈|r+1+h|𝝈|r+1),\displaystyle\lesssim h^{r+1}\big{(}|\bm{u}|_{r+1}+h|\bm{\sigma}|_{r+1}+h|\nabla\cdot\bm{\sigma}|_{r+1}\big{)}, (2.26a)
|𝝈𝝈h|\displaystyle{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|\bm{\sigma}-{\bm{\sigma}_{h}}\right|\kern-1.07639pt\right|\kern-1.07639pt\right|} hr+1(|𝝈|r+1+|𝝈|r+1+h|𝒖|r+1).\displaystyle\lesssim h^{r+1}\big{(}|\bm{\sigma}|_{r+1}+|\nabla\cdot\bm{\sigma}|_{r+1}+h|\bm{u}|_{r+1}\big{)}. (2.26b)

When 𝚺h\bm{\Sigma}_{h} is based on the BDM element (1.8), the following improved error estimate follows from (2.18c) and (2.6).

𝝈𝝈hhr+2(|𝝈|r+2+|𝒖|r+1).\|\bm{\sigma}-\bm{\sigma}_{h}\|\lesssim h^{r+2}\big{(}|\bm{\sigma}|_{r+2}+|\bm{u}|_{r+1}\big{)}. (2.27)

The well-posedness (1.12) follows from the same analysis in the proof of Theorem 2.1.

Corollary 1

For sufficiently small hh, the mixed method (1.12) has a unique solution.

Proof

To establish the existence and uniqueness of the solution to (1.12), it suffices to show the uniqueness because of linearity. Suppose (𝝈h,𝒖h)(\bm{\sigma}_{h},\bm{u}_{h}) and (𝝈^h,𝒖^h)(\widehat{\bm{\sigma}}_{h},\widehat{\bm{u}}_{h}) are both solutions to (1.12), then we have the error equation

(𝒜𝒆σ,𝝉h)+(𝝉h,𝒆u)\displaystyle(\mathcal{A}\bm{e}_{\sigma},\bm{\tau}_{h})+(\nabla\cdot\bm{\tau}_{h},\bm{e}_{u}) =0,𝝉h𝚺h,\displaystyle=0,\quad\bm{\tau}_{h}\in\bm{\Sigma}_{h}, (2.28)
(𝒆σ,𝒗h)+(𝒃𝒜𝒆σ,𝒗h)+(c𝒆u,𝒗h)\displaystyle-(\nabla\cdot\bm{e}_{\sigma},\bm{v}_{h})+(\bm{b}\cdot\mathcal{A}\bm{e}_{\sigma},\bm{v}_{h})+(c\bm{e}_{u},\bm{v}_{h}) =0,𝒗h𝑽h,\displaystyle=0,\quad\bm{v}_{h}\in\bm{V}_{h},

where 𝒆σ:=𝝈h𝝈^h\bm{e}_{\sigma}:=\bm{\sigma}_{h}-\widehat{\bm{\sigma}}_{h}, 𝒆u:=𝒖h𝒖^h.\bm{e}_{u}:=\bm{u}_{h}-\widehat{\bm{u}}_{h}. Consider the dual problem

(𝒜𝝈~,𝝉)+(𝝉,𝒖~)(𝒃𝒜𝝉,𝒖~)\displaystyle(\mathcal{A}\widetilde{\bm{\sigma}},\bm{\tau})+(\nabla\cdot\bm{\tau},\widetilde{\bm{u}})-(\bm{b}\cdot\mathcal{A}\bm{\tau},\widetilde{\bm{u}}) =0,𝝉𝚺,\displaystyle=0,\quad\bm{\tau}\in\bm{\Sigma}, (2.29)
(𝝈~,𝒗)+(c𝒖~,𝒗)\displaystyle-(\nabla\cdot\widetilde{\bm{\sigma}},\bm{v})+(c\widetilde{\bm{u}},\bm{v}) =(𝒆u,v),𝒗𝑽.\displaystyle=(\bm{e}_{u},v),\quad\bm{v}\in\bm{V}.

It then follows from (2.28), (2.29) and the same analysis in Lemma 2.1 that

𝒆uh|𝒆σ|,\|\bm{e}_{u}\|\lesssim h{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|\bm{e}_{\sigma}\right|\kern-1.07639pt\right|\kern-1.07639pt\right|}, (2.30)

provided hh is sufficiently small. The same argument for proving Lemma 2.2 yields

𝒆σ\displaystyle\|\nabla\cdot\bm{e}_{\sigma}\| 𝒆σ+𝒆u,\displaystyle\lesssim\|\bm{e}_{\sigma}\|+\|\bm{e}_{u}\|, (2.31)
𝒆σ1\displaystyle\|\nabla\cdot\bm{e}_{\sigma}\|_{-1} h|𝒆σ|+𝒆u.\displaystyle\lesssim h{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|\bm{e}_{\sigma}\right|\kern-1.07639pt\right|\kern-1.07639pt\right|}+\|\bm{e}_{u}\|.

Following the proof of (2.23) and using (2.30), (2.31), we obtain

𝒆σ𝒆u,\|\bm{e}_{\sigma}\|\lesssim\|\bm{e}_{u}\|, (2.32)

when hh is small enough. Finally combining (2.30), (2.32), (2.31) yields

𝒆uh𝒆u.\|\bm{e}_{u}\|\lesssim h\|\bm{e}_{u}\|.

Hence 𝒆u=𝟎\bm{e}_{u}=\bm{0} and 𝒆σ=𝟎\bm{e}_{\sigma}=\bm{0} provided hh is sufficiently small. ∎

Proof (Proof of Lemma 2.2)

Let 𝒗h=𝝃h/𝝃h\bm{v}_{h}=\nabla\cdot\bm{\xi}_{h}/\|\nabla\cdot\bm{\xi}_{h}\|. Using (2.4) and (2.7b), we arrive at

𝝃h=(𝝃h,𝒗h)=(Ph𝝈𝝈h,𝒗h)=((𝝈𝝈h),𝒗h)\displaystyle\|\nabla\cdot\bm{\xi}_{h}\|=(\nabla\cdot\bm{\xi}_{h},\bm{v}_{h})=(P_{h}\nabla\cdot\bm{\sigma}-\nabla\cdot{\bm{\sigma}_{h}},\bm{v}_{h})=(\nabla\cdot(\bm{\sigma}-{\bm{\sigma}_{h}}),\bm{v}_{h}) (2.33)
=(𝒃𝒜(𝝈𝝈h),𝒗h)+(c(Ph𝒖𝒖h),𝒗h)+((cch)(𝒖Ph𝒖),𝒗h).\displaystyle\quad=(\bm{b}\cdot\mathcal{A}(\bm{\sigma}-{\bm{\sigma}_{h}}),\bm{v}_{h})+(c(P_{h}\bm{u}-\bm{u}_{h}),\bm{v}_{h})+((c-c_{h})(\bm{u}-P_{h}\bm{u}),\bm{v}_{h}).

where chc_{h} is the piecewise average of cc w.r.t. 𝒯h.\mathcal{T}_{h}. The estimate (2.17a) then follows from (2.33), the Cauchy–Schwarz and triangle inequalities.

To prove (2.17b), let 𝒗[H01(Ω)]d\bm{v}\in[H_{0}^{1}(\Omega)]^{d} with 𝒗1=1\|\bm{v}\|_{1}=1. It follows from (2.4), (1.10), and (2.7b) that

(𝝃h,𝒗)=(Ph𝝈𝝈,𝒗)+(𝝈𝝈h,𝒗)\displaystyle(\nabla\cdot\bm{\xi}_{h},\bm{v})=(P_{h}\nabla\cdot\bm{\sigma}-\nabla\cdot\bm{\sigma},\bm{v})+(\nabla\cdot\bm{\sigma}-\nabla\cdot\bm{\sigma}_{h},\bm{v}) (2.34)
=(Ph𝝈𝝈,𝒗Ph𝒗)+(𝝈𝝈h,𝒗Ph𝒗)\displaystyle\quad=(P_{h}\nabla\cdot\bm{\sigma}-\nabla\cdot\bm{\sigma},\bm{v}-P_{h}\bm{v})+(\nabla\cdot\bm{\sigma}-\nabla\cdot\bm{\sigma}_{h},\bm{v}-P_{h}\bm{v})
+(𝒃𝒜(𝝈𝝈h),𝒗)+(𝒃𝒜(𝝈𝝈h),Ph𝒗𝒗)\displaystyle\qquad+(\bm{b}\cdot\mathcal{A}(\bm{\sigma}-\bm{\sigma}_{h}),\bm{v})+(\bm{b}\cdot\mathcal{A}(\bm{\sigma}-\bm{\sigma}_{h}),P_{h}\bm{v}-\bm{v})
+(c(𝒖Ph𝒖),Ph𝒗)+(c(Ph𝒖𝒖h),Ph𝒗).\displaystyle\qquad+(c(\bm{u}-P_{h}\bm{u}),P_{h}\bm{v})+(c(P_{h}\bm{u}-\bm{u}_{h}),P_{h}\bm{v}).

Using (2.1) and (2.7a), we can rewrite (𝒃𝒜(𝝈𝝈h),𝒗)(\bm{b}\cdot\mathcal{A}(\bm{\sigma}-\bm{\sigma}_{h}),\bm{v}) as

(𝒃𝒜(𝝈𝝈h),𝒗)\displaystyle\quad(\bm{b}\cdot\mathcal{A}(\bm{\sigma}-\bm{\sigma}_{h}),\bm{v}) (2.35)
=(𝒜(𝝈𝝈h),𝒗𝒃)=(𝒜(𝝈𝝈h),𝒜(𝒗𝒃))\displaystyle=(\mathcal{A}(\bm{\sigma}-\bm{\sigma}_{h}),\bm{v}\bm{b}^{\top})=(\mathcal{A}(\bm{\sigma}-\bm{\sigma}_{h}),\mathcal{A}(\bm{v}\bm{b}^{\top}))
=(𝒜(𝝈𝝈h),Πh𝒜(𝒗𝒃))+(𝒜(𝝈𝝈h),(𝑰Πh)𝒜(𝒗𝒃))\displaystyle=(\mathcal{A}(\bm{\sigma}-\bm{\sigma}_{h}),\Pi_{h}\mathcal{A}(\bm{v}\bm{b}^{\top}))+(\mathcal{A}(\bm{\sigma}-\bm{\sigma}_{h}),(\bm{I}-\Pi_{h})\mathcal{A}(\bm{v}\bm{b}^{\top}))
=(Πh𝒜(𝒗𝒃),𝒖𝒖h)+(𝒜(𝝈𝝈h),(𝑰Πh)𝒜(𝒗𝒃))\displaystyle=-(\nabla\cdot\Pi_{h}\mathcal{A}(\bm{v}\bm{b}^{\top}),\bm{u}-\bm{u}_{h})+(\mathcal{A}(\bm{\sigma}-\bm{\sigma}_{h}),(\bm{I}-\Pi_{h})\mathcal{A}(\bm{v}\bm{b}^{\top}))
=(Πh𝒜(𝒗𝒃),Ph𝒖𝒖h)+(𝒜(𝝈𝝈h),(𝑰Πh)𝒜(𝒗𝒃)).\displaystyle=-(\nabla\cdot\Pi_{h}\mathcal{A}(\bm{v}\bm{b}^{\top}),P_{h}\bm{u}-\bm{u}_{h})+(\mathcal{A}(\bm{\sigma}-\bm{\sigma}_{h}),(\bm{I}-\Pi_{h})\mathcal{A}(\bm{v}\bm{b}^{\top})).

On the other hand,

(c(𝒖Ph𝒖),Ph𝒗)=((cch)(𝒖Ph𝒖),Ph𝒗).(c(\bm{u}-P_{h}\bm{u}),P_{h}\bm{v})=((c-c_{h})(\bm{u}-P_{h}\bm{u}),P_{h}\bm{v}). (2.36)

Combining (2.34) with (2.35) and (2.36) and using (2.5), we obtain

𝝃h1=sup𝒗1=1(𝝃h,𝒗)\displaystyle\|\nabla\cdot\bm{\xi}_{h}\|_{-1}=\sup_{\|\bm{v}\|_{1}=1}(\nabla\cdot\bm{\xi}_{h},\bm{v}) (2.37)
h(Ph𝝈𝝈+|𝝈𝝈h|+𝒖Ph𝒖)\displaystyle\lesssim h\big{(}\|P_{h}\nabla\cdot\bm{\sigma}-\nabla\cdot\bm{\sigma}\|+{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|\bm{\sigma}-\bm{\sigma}_{h}\right|\kern-1.07639pt\right|\kern-1.07639pt\right|}+\|\bm{u}-P_{h}\bm{u}\|\big{)}
+(1+Πh𝒜(𝒗𝒃))𝒆h.\displaystyle\quad+(1+\|\nabla\cdot\Pi_{h}\mathcal{A}(\bm{v}\bm{b}^{\top})\|)\|\bm{e}_{h}\|.

It follows from (2.4) and elementary calculation that

Πh𝒜(𝒗𝒃)=Ph𝒜(𝒗𝒃)𝒜(𝒗𝒃)C𝒗1C.\|\nabla\cdot\Pi_{h}\mathcal{A}(\bm{v}\bm{b}^{\top})\|=\|P_{h}\nabla\cdot\mathcal{A}(\bm{v}\bm{b}^{\top})\|\leq\|\nabla\cdot\mathcal{A}(\bm{v}\bm{b}^{\top})\|\leq C\|\bm{v}\|_{1}\leq C.

Therefore using the previous estimate and (2.37), we obtain

𝝃1hΠh𝝈𝝈+h|𝝈𝝈h|+h𝝆h+𝒆h.\|\nabla\cdot\bm{\xi}\|_{-1}\lesssim h\|\nabla\cdot\Pi_{h}\bm{\sigma}-\nabla\cdot\bm{\sigma}\|+h{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|\bm{\sigma}-\bm{\sigma}_{h}\right|\kern-1.07639pt\right|\kern-1.07639pt\right|}+h\|\bm{\rho}_{h}\|+\|\bm{e}_{h}\|.

The proof is complete. ∎

3 Superconvergence on pseudostress

Using Lemma 2.1 and (2.26), we obtain the supercloseness estimate on 𝒆h=Ph𝒖𝒖h\bm{e}_{h}=P_{h}\bm{u}-\bm{u}_{h}.

𝒆hhr+2(|𝝈|r+1+|𝝈|r+1+|𝒖|r+1).\|\bm{e}_{h}\|\lesssim h^{r+2}\big{(}|\bm{\sigma}|_{r+1}+|\nabla\cdot\bm{\sigma}|_{r+1}+|\bm{u}|_{r+1}\big{)}. (3.1)

In this section, we shall prove an improved estimate for 𝝃h=Πh𝝈𝝈h\bm{\xi}_{h}=\Pi_{h}\bm{\sigma}-\bm{\sigma}_{h}. To this end, 𝚺h\bm{\Sigma}_{h} is endowed with the Λ\Lambda-inner product

Λ(𝝉1,𝝉2):=(𝒜𝝉1,𝝉2)+(𝝉1,𝝉2),𝝉1,𝝉2𝚺h.\Lambda(\bm{\tau}_{1},\bm{\tau}_{2}):=(\mathcal{A}\bm{\tau}_{1},\bm{\tau}_{2})+(\nabla\cdot\bm{\tau}_{1},\nabla\cdot\bm{\tau}_{2}),\quad\bm{\tau}_{1},\bm{\tau}_{2}\in\bm{\Sigma}_{h}.

Let 𝒁h:=ker(|𝚺h)\bm{Z}_{h}:=\ker\big{(}\nabla\cdot|_{\bm{\Sigma}_{h}}\big{)} and 𝒁h\bm{Z}^{\perp}_{h} be the orthogonal complement of 𝒁h\bm{Z}_{h} w.r.t. Λ(,)\Lambda(\cdot,\cdot) in 𝚺h\bm{\Sigma}_{h}. We shall decompose 𝝃h𝚺h\bm{\bm{\xi}}_{h}\in\bm{\Sigma}_{h} by the discrete Helmholtz decomposition

𝚺h=𝒁hΛ𝒁h,\bm{\Sigma}_{h}=\bm{Z}_{h}\oplus_{\Lambda}\bm{Z}_{h}^{\perp}, (3.2)

which can be analyzed using tools in finite element exterior calculus (FEEC), see, e.g., ArnoldFalkWinther2006 ; ArnoldFalkWinther2010 . In the theory of FEEC, an essential ingredient is the bounded projections that commute with exterior derivatives. In particular, there exist projections π~h:[L2(Ω)]d𝚺~h\widetilde{\pi}_{h}:[L^{2}(\Omega)]^{d}\rightarrow\widetilde{\bm{\Sigma}}_{h} and Qh:L2(Ω)Vh{Q}_{h}:L^{2}(\Omega)\rightarrow{V}_{h} (see, e.g., ArnoldFalkWinther2006 ; ChristiansenWinther2008 ) such that

π~h|𝚺~h=Id,Qh|Vh=Id,\displaystyle\widetilde{\pi}_{h}|_{\widetilde{\bm{\Sigma}}_{h}}=\text{Id},\quad{Q}_{h}|_{{V}_{h}}=\text{Id}, (3.3)
π~h𝝉=Qh𝝉 for 𝝉H(div,Ω),\displaystyle\nabla\cdot\widetilde{\pi}_{h}\bm{\tau}={Q}_{h}\nabla\cdot\bm{\tau}\text{ for }\bm{\tau}\in H(\text{div},\Omega),
π~h𝝉𝝉 for 𝝉[L2(Ω)]d,\displaystyle\|\widetilde{\pi}_{h}\bm{\tau}\|\lesssim\|\bm{\tau}\|\text{ for }\bm{\tau}\in[L^{2}(\Omega)]^{d},

where Id is the identity mapping. Starting from π~h,Qh,\widetilde{\pi}_{h},Q_{h}, one can easily obtain commuting bounded projections onto 𝚺h\bm{\Sigma}_{h} and 𝑽h\bm{V}_{h}. Let

πh𝝉:=π~h𝝉1d|Ω|(ΩTr(π~h𝝉)𝑑x)𝑰,\pi_{h}\bm{\tau}:=\widetilde{\pi}_{h}\bm{\tau}-\frac{1}{d|\Omega|}\left(\int_{\Omega}\text{Tr}(\widetilde{\pi}_{h}\bm{\tau})dx\right)\bm{I},

where π~h\widetilde{\pi}_{h} is applied to each row of 𝝉\bm{\tau}. Similarly, QhQ_{h} can applied to each component of a vector-valued function in [L2(Ω)]d[L^{2}(\Omega)]^{d}. Using the property of π~h\widetilde{\pi}_{h} in (3.3), we have

πh|𝚺h\displaystyle\pi_{h}|_{\bm{\Sigma}_{h}} =Id,Qh|𝑽h=Id,\displaystyle=\text{Id},\quad{Q}_{h}|_{\bm{V}_{h}}=\text{Id}, (3.4a)
πh𝝉\displaystyle\nabla\cdot{\pi}_{h}\bm{\tau} =Qh𝝉 for 𝝉𝚺,\displaystyle={Q}_{h}\nabla\cdot\bm{\tau}\quad\text{ for }\bm{\tau}\in\bm{\Sigma}, (3.4b)
πh𝝉\displaystyle\|{\pi}_{h}\bm{\tau}\| 𝝉 for 𝝉[L2(Ω)]d,\displaystyle\lesssim\|\bm{\tau}\|\quad\text{ for }\bm{\tau}\in[L^{2}(\Omega)]^{d}, (3.4c)

where Id is the identity mapping. Then with the help of πh{\pi}_{h}, QhQ_{h}, we obtain the following lemma for estimating the decomposition component living in 𝒁h.\bm{Z}_{h}^{\perp}.

Lemma 3.1

It holds that

𝝉h𝒜𝝉h1,𝝉h𝒁h.\|\bm{\tau}_{h}\|_{\mathcal{A}}\lesssim\|\nabla\cdot\bm{\tau}_{h}\|_{-1},\quad\bm{\tau}_{h}\in\bm{Z}_{h}^{\perp}.
Proof

Let ϕ[H01(Ω)]d\bm{\phi}\in[H_{0}^{1}(\Omega)]^{d} be the weak solution to

Δϕ=𝝉h.\Delta\bm{\phi}=\nabla\cdot\bm{\tau}_{h}.

Then 𝝉:=ϕ\bm{\tau}:=\nabla\bm{\phi} satisfies 𝝉=𝝉h.\nabla\cdot\bm{\tau}=\nabla\cdot\bm{\tau}_{h}. Using it and (3.4b), (3.4a), we obtain

(𝝉hπh𝝉)=𝝉hQh𝝉\displaystyle\nabla\cdot(\bm{\tau}_{h}-\pi_{h}\bm{\tau})=\nabla\cdot\bm{\tau}_{h}-{Q}_{h}\nabla\cdot\bm{\tau}
=𝝉hQh𝝉h=𝟎,\displaystyle\quad=\nabla\cdot\bm{\tau}_{h}-{Q}_{h}\nabla\cdot\bm{\tau}_{h}=\bm{0},

i.e., 𝝉hπh𝝉𝒁h\bm{\tau}_{h}-\pi_{h}\bm{\tau}\in\bm{Z}_{h}. Recall that 1\|\cdot\|_{-1} denotes the H1(Ω)H^{-1}(\Omega)-norm. The natural H1H^{1}-elliptic regularity of Δϕ=𝝉h\Delta\bm{\phi}=\nabla\cdot\bm{\tau}_{h} yields

𝝉ϕ1𝝉h1.\|\bm{\tau}\|\leq\|\bm{\phi}\|_{1}\lesssim\|\nabla\cdot\bm{\tau}_{h}\|_{-1}. (3.5)

Hence using 𝝉hπh𝝉𝒁h\bm{\tau}_{h}-\pi_{h}\bm{\tau}\in\bm{Z}_{h}, 𝝉h𝒁h\bm{\tau}_{h}\in\bm{Z}_{h}^{\perp}, (3.5), and (3.4c), we have

𝝉h𝒜2\displaystyle\|\bm{\tau}_{h}\|_{\mathcal{A}}^{2} =Λ(𝝉hπh𝝉,𝝉h)+(𝒜πh𝝉,𝝉h)\displaystyle=\Lambda(\bm{\tau}_{h}-\pi_{h}\bm{\tau},\bm{\tau}_{h})+(\mathcal{A}\pi_{h}\bm{\tau},\bm{\tau}_{h})
=(𝒜πh𝝉,𝝉h)πh𝝉𝒜𝝉h𝒜\displaystyle=(\mathcal{A}\pi_{h}\bm{\tau},\bm{\tau}_{h})\leq\|\pi_{h}\bm{\tau}\|_{\mathcal{A}}\|\bm{\tau}_{h}\|_{\mathcal{A}}
𝝉𝝉h𝒜𝝉h1𝝉h𝒜.\displaystyle\lesssim\|\bm{\tau}\|\|\bm{\tau}_{h}\|_{\mathcal{A}}\lesssim\|\nabla\cdot\bm{\tau}_{h}\|_{-1}\|\bm{\tau}_{h}\|_{\mathcal{A}}.

The proof is complete.∎

Remark 3.1

It follows from the discrete abstract Poincaré inequality (see ArnoldFalkWinther2010 , Theorem 3.6) that

𝝉h𝒜𝝉h for 𝝉h𝒁h.\|\bm{\tau}_{h}\|_{\mathcal{A}}\lesssim\|\nabla\cdot\bm{\tau}_{h}\|\text{ for }\bm{\tau}_{h}\in\bm{Z}_{h}^{\perp}.

Hence Lemma 3.1 is an improved discrete Poincaré inequality. The improvement is achieved by utilizing the special property of the divergence operator.

We emphasize that the improved estimate of 𝝃h\bm{\xi}_{h} is dependent on mesh structure, type of finite elements, and quite technical. For simplicity of presentation, first let 𝚺h×𝑽h\bm{\Sigma}_{h}\times\bm{V}_{h} be based on the lowest order RT element (1.7) with r=0r=0 in 2\mathbb{R}^{2} although the estimates can be generalized in several ways, see the end of this section. Given a scalar-valued function vv and a vector-valued function 𝒗=(v1,v2)\bm{v}=(v_{1},v_{2})^{\top}, let

v:=(x2v,x1v),𝒗:=(v2,v1).\displaystyle\nabla^{\perp}v:=(-\partial_{x_{2}}{v},\partial_{x_{1}}{v})^{\top},\quad\bm{v}^{\perp}:=(-{v_{2}},v_{1})^{\top}.

The row-wise rotational gradient or curl is defined as

𝒗=[(v1)(v2)].\nabla^{\perp}\bm{v}=\left[\begin{matrix}(\nabla^{\perp}v_{1})^{\top}\\ (\nabla^{\perp}v_{2})^{\top}\end{matrix}\right].

Introducing the following nodal element spaces

Wh\displaystyle{W}_{h} ={wH1(Ω):w|K𝒫1(K) for K𝒯h},\displaystyle=\{w\in{H}^{1}(\Omega):{w}|_{K}\in\mathcal{P}_{1}(K)\text{ for }K\in\mathcal{T}_{h}\},
𝑾h\displaystyle\bm{W}_{h} ={𝒘[Wh]2:Ω𝒘𝑑x=0},\displaystyle=\{\bm{w}\in[W_{h}]^{2}:~{}\int_{\Omega}\nabla\cdot\bm{w}^{\perp}dx=0\},

we obtain a two-dimensional discrete sequence

𝑾h𝚺h𝑽h0.\displaystyle\bm{W}_{h}\xrightarrow{\nabla^{\perp}}\bm{\Sigma}_{h}\xrightarrow{\nabla\cdot}\bm{V}_{h}\rightarrow 0. (3.6)

The inclusion 𝑾h𝚺h\nabla^{\perp}\bm{W}_{h}\subset\bm{\Sigma}_{h}follows from Ω𝒘h𝑑x=ΩTr𝒘hdx=0\int_{\Omega}\nabla\cdot\bm{w}_{h}^{\perp}dx=-\int_{\Omega}\text{Tr}\nabla^{\perp}\bm{w}_{h}dx=0 𝒘h𝑾h\forall\bm{w}_{h}\in\bm{W}_{h}.

The supercloseness estimate of 𝝃h\bm{\bm{\xi}}_{h} does not hold on general unstructured grids. For elliptic equations discretized by RT elements, the author Y. Li et al. in Li2018SINUM ; BankLi2019 derived several supercloseness estimates on the vector unknown in mixed methods under certain mildly structured grids. Readers are referred to Duran1990 ; EwingLiuWang1999 ; Brandts1994 ; Brandts2000 for similar results on Poisson’s equation under rectangular, h2h^{2}-uniform quadrilateral, and uniform triangular grids. To avoid lengthy descriptions of different mesh structures, we focus on the following piecewise uniform grids.

Refer to caption
Figure 1: Piecewise uniform grid on a square
Definition 3.1

We say 𝒯h\mathcal{T}_{h} is a uniform grid provided each pair of adjacent triangles (two triangles sharing a common edge) form an exact parallelogram. Let {Ωi}i=1N\{\Omega_{i}\}_{i=1}^{N} be a fixed polygonal partition of Ω.\Omega. We say 𝒯h\mathcal{T}_{h} is a piecewise uniform grid provided 𝒯h\mathcal{T}_{h} is aligned with {Ωi}i=1N\{\Omega_{i}\}_{i=1}^{N} and 𝒯h|Ωi\mathcal{T}_{h}|_{\Omega_{i}} is a uniform grid for each 1iN1\leq i\leq N.

For instance, let Ω=[0,1]2\Omega=[0,1]^{2} be the unit square that is split into the 19 triangles {Ωi}i=119\{\Omega_{i}\}_{i=1}^{19} given in Figure 1 (left). After 3 consecutive uniform quad-refinement, we obtain the triangulation in Figure 1 (right), which is a piecewise uniform grid (w.r.t. {Ωi}i=119\{\Omega_{i}\}_{i=1}^{19}). The piecewise uniform mesh structure is only used in the next technical lemma.

Lemma 3.2

Let 𝐃2×2\bm{D}\in\mathbb{R}^{2\times 2} be a constant matrix. Let Π~h\widetilde{\Pi}_{h} be the canonical interpolation onto 𝚺~h\widetilde{\bm{\Sigma}}_{h}, the lowest order RT element space. For a piecewise uniform 𝒯h\mathcal{T}_{h} and 𝐯W2(Ω)\bm{v}\in W^{2}_{\infty}(\Omega), whWh,w_{h}\in W_{h}, it holds that

(𝑫(𝒗Π~h𝒗),wh)h2|logh|12𝒗W2(Ω)wh.(\bm{\bm{D}}(\bm{v}-\widetilde{\Pi}_{h}\bm{v}),\nabla^{\perp}w_{h})\lesssim h^{2}|\log h|^{\frac{1}{2}}\|\bm{v}\|_{W^{2}_{\infty}(\Omega)}\|\nabla^{\perp}w_{h}\|.

In Li2018SINUM , one of the author proved Lemma 3.2 on mildly structured grids when 𝑫=𝑰\bm{D}=\bm{I}. For the general anisotropic 𝑫\bm{D}, we could not find a complete proof in literature. In the appendix, we give a detailed proof of Lemma 3.2 using the technique in Theorem 3.2 of Brandts1994 and Lemma 3.4 of HuMaMa2021 . Now we present a supercloseness estimate for 𝝃h\bm{\xi}_{h}, the second main result, in the next theorem.

Theorem 3.1

Let Ω\Omega be simply-connected and 𝒯h\mathcal{T}_{h} be a piecewise uniform grid. For (1.12) using the lowest order RT element and sufficiently small hh, it holds that

𝝃hh2|logh|12(𝝈W2(Ω)+𝒖2).\|\bm{\bm{\xi}}_{h}\|\lesssim h^{2}|\log h|^{\frac{1}{2}}(\|\bm{\sigma}\|_{W^{2}_{\infty}(\Omega)}+\|\bm{u}\|_{2}).
Proof

When Ω\Omega is simply connected, (3.6) is an exact sequence, i.e., 𝑾h=𝒁h.\nabla^{\perp}\bm{W}_{h}=\bm{Z}_{h}. It then follows from the exactness and the discrete Helmholtz decomposition (3.2) that

𝝃h=ϕhΛ𝜼h,\displaystyle\bm{\xi}_{h}=\nabla^{\perp}\bm{\phi}_{h}\oplus_{\Lambda}\bm{\eta}_{h}, (3.7)

where ϕh𝑾h,\bm{\phi}_{h}\in\bm{W}_{h}, 𝜼h𝒁h.\bm{\eta}_{h}\in\bm{Z}_{h}^{\perp}. Using Lemma 3.1 and ϕh=𝟎\nabla\cdot\nabla^{\perp}\bm{\phi}_{h}=\bm{0}, we obtain

𝜼h𝒜𝜼h1=𝝃h1.\|\bm{\eta}_{h}\|_{\mathcal{A}}\lesssim\|\nabla\cdot\bm{\eta}_{h}\|_{-1}=\|\nabla\cdot\bm{\xi}_{h}\|_{-1}. (3.8)

It remains to estimate ϕh𝒜\|\nabla^{\perp}\bm{\phi}_{h}\|_{\mathcal{A}}. Note that

(𝒜ϕh,𝜼h)=Λ(ϕh,𝜼h)=0.(\mathcal{A}\nabla^{\perp}\bm{\phi}_{h},\bm{\eta}_{h})=\Lambda(\nabla^{\perp}\bm{\phi}_{h},\bm{\eta}_{h})=0.

Then using the orthogonality, (2.7a), and (2.1), we have

ϕh𝒜2=(𝒜(Πh𝝈𝝈h),ϕh)\displaystyle\|\nabla^{\perp}\bm{\phi}_{h}\|_{\mathcal{A}}^{2}=(\mathcal{A}(\Pi_{h}\bm{\sigma}-\bm{\sigma}_{h}),\nabla^{\perp}\bm{\phi}_{h})
=(Πh𝝈𝝈,𝒜ϕh)=(Π~h𝝈𝝈,𝒜ϕh)\displaystyle=(\Pi_{h}\bm{\sigma}-\bm{\sigma},\mathcal{A}\nabla^{\perp}\bm{\phi}_{h})=(\widetilde{\Pi}_{h}\bm{\sigma}-\bm{\sigma},\mathcal{A}\nabla^{\perp}\bm{\phi}_{h})
=(𝝈Π~h𝝈,ϕh)12(𝝈Π~h𝝈,(ϕh)𝑰).\displaystyle=-(\bm{\sigma}-\widetilde{\Pi}_{h}\bm{\sigma},\nabla^{\perp}\bm{\phi}_{h})-\frac{1}{2}(\bm{\sigma}-\widetilde{\Pi}_{h}\bm{\sigma},(\nabla\cdot\bm{\phi}^{\perp}_{h})\bm{I}).

Recall that 𝝈i\bm{\sigma}_{i} denotes the ii-th row of 𝝈.\bm{\sigma}. Let 𝒆1=(1,0)\bm{e}_{1}=(1,0), 𝒆2=(0,1)\bm{e}_{2}=(0,1), and ϕh=(ϕh,1,ϕh,2)\bm{\phi}_{h}=(\phi_{h,1},\phi_{h,2})^{\top}. It follows from the previous equation and direct calculation that

ϕh𝒜2=i=12{(𝝈iΠ~h𝝈i,ϕh,i)\displaystyle\|\nabla^{\perp}\bm{\phi}_{h}\|_{\mathcal{A}}^{2}=\sum_{i=1}^{2}\left\{-(\bm{\sigma}_{i}-\widetilde{\Pi}_{h}\bm{\sigma}_{i},\nabla^{\perp}{\phi}_{h,i})\right. (3.9)
+12(𝝈iΠ~h𝝈i,(x1ϕh,2)𝒆i)12(𝝈iΠ~h𝝈i,(x2ϕh,1)𝒆i)}\displaystyle\quad\left.+\frac{1}{2}(\bm{\sigma}_{i}-\widetilde{\Pi}_{h}\bm{\sigma}_{i},(\partial_{x_{1}}{\phi}_{h,2})\bm{e}_{i})-\frac{1}{2}(\bm{\sigma}_{i}-\widetilde{\Pi}_{h}\bm{\sigma}_{i},(\partial_{x_{2}}{\phi}_{h,1})\bm{e}_{i})\right\}
=i,j=12(𝑫ij(𝝈iΠ~h𝝈i),ϕh,j),\displaystyle\quad=\sum_{i,j=1}^{2}(\bm{D}_{ij}(\bm{\sigma}_{i}-\widetilde{\Pi}_{h}\bm{\sigma}_{i})^{\top},\nabla^{\perp}\phi_{h,j}),

where

𝑫11=(12001),𝑫12=(00120),𝑫21=(01200),𝑫22=(10012).\bm{D}_{11}=\begin{pmatrix}-\frac{1}{2}&0\\ 0&-1\end{pmatrix},~{}\bm{D}_{12}=\begin{pmatrix}0&0\\ \frac{1}{2}&0\end{pmatrix},~{}\bm{D}_{21}=\begin{pmatrix}0&\frac{1}{2}\\ 0&0\end{pmatrix},~{}\bm{D}_{22}=\begin{pmatrix}-1&0\\ 0&-\frac{1}{2}\end{pmatrix}.

Then using (3.9), Lemma 3.2 and (2.2) with 𝝉=ϕh\bm{\tau}=\nabla^{\perp}\bm{\phi}_{h}, we have

ϕh𝒜2\displaystyle\|\nabla^{\perp}\bm{\phi}_{h}\|_{\mathcal{A}}^{2} h2|logh|12𝝈W2(Ω)ϕh\displaystyle\lesssim h^{2}|\log h|^{\frac{1}{2}}\|\bm{\sigma}\|_{W^{2}_{\infty}(\Omega)}\|\nabla^{\perp}\bm{\phi}_{h}\| (3.10)
h2|logh|12𝝈W2(Ω)ϕh𝒜.\displaystyle\lesssim h^{2}|\log h|^{\frac{1}{2}}\|\bm{\sigma}\|_{W^{2}_{\infty}(\Omega)}\|\nabla^{\perp}\bm{\phi}_{h}\|_{\mathcal{A}}.

Combining (2.2) with (3.8), (3.10), (2.17b), (3.1), we obtain

𝝃h\displaystyle\|\bm{\xi}_{h}\| 𝝃h𝒜+𝝃h1\displaystyle\lesssim\|\bm{\xi}_{h}\|_{\mathcal{A}}+\|\nabla\cdot\bm{\xi}_{h}\|_{-1}
ϕh𝒜+𝜼h𝒜+𝝃h1\displaystyle\lesssim\|\nabla^{\perp}\bm{\phi}_{h}\|_{\mathcal{A}}+\|\bm{\eta}_{h}\|_{\mathcal{A}}+\|\nabla\cdot\bm{\xi}_{h}\|_{-1}
h2|logh|12(𝝈W2(Ω)+𝒖2).\displaystyle\lesssim h^{2}|\log h|^{\frac{1}{2}}\big{(}\|\bm{\sigma}\|_{W^{2}_{\infty}(\Omega)}+\|\bm{u}\|_{2}\big{)}.

The proof is complete. ∎

The supercloseness estimate on 𝝃h\|\bm{\xi}_{h}\| can be generalized on rectangular meshes. Throughout the rest of this section, let 𝒯h\mathcal{T}_{h} be a rectangular mesh,

Wh\displaystyle{W}_{h} ={whH1(Ω):wh|K𝒬r+1(K) for K𝒯h},\displaystyle=\left\{w_{h}\in{H}^{1}(\Omega):{w}_{h}|_{K}\in\mathcal{Q}_{r+1}(K)\text{ for }K\in\mathcal{T}_{h}\right\},
𝑾h\displaystyle\bm{W}_{h} ={𝒘h[Wh]2:Ω𝒘hdx=0},\displaystyle=\left\{\bm{w}_{h}\in[W_{h}]^{2}:~{}\int_{\Omega}\nabla^{\perp}\bm{w}_{h}dx=0\right\},

and 𝚺h×𝑽h\bm{\Sigma}_{h}\times\bm{V}_{h} be based on the rectangular RT element (1.9) with d=2d=2. When Ω\Omega is simply-connected, we still have the discrete exact sequence (3.6). Similarly to the case of triangular grids, we need the uniform mesh structure.

Definition 3.2

We say 𝒯h\mathcal{T}_{h} is a uniformly rectangular mesh if all the rectangles of 𝒯h\mathcal{T}_{h} are of the same shape and size.

For whWhw_{h}\in{W}_{h} with (wh)𝒏|Ω=0(\nabla^{\perp}w_{h})\cdot\bm{n}|_{\partial\Omega}=0, Theorem 5.1 of EwingLiuWang1999 implies

(𝑫(𝒗Π~h𝒗),wh)hr+2𝒗r+2wh,(\bm{\bm{D}}(\bm{v}-\widetilde{\Pi}_{h}\bm{v}),\nabla^{\perp}w_{h})\lesssim h^{r+2}\|\bm{v}\|_{r+2}\|\nabla^{\perp}w_{h}\|,

where 𝒗[Hr+2(Ω)]2\bm{v}\in[H^{r+2}(\Omega)]^{2}. The previous estimate is not true when (wh)𝒏0(\nabla^{\perp}w_{h})\cdot\bm{n}\neq 0 on Ω\partial\Omega. As claimed in the remark in Example 6.2 of EwingLiuWang1999 , it holds that

(𝑫(𝒗Π~h𝒗),wh)Chr+1.5wh,whWh(\bm{\bm{D}}(\bm{v}-\widetilde{\Pi}_{h}\bm{v}),\nabla^{\perp}w_{h})\leq Ch^{r+1.5}\|\nabla^{\perp}w_{h}\|,\quad w_{h}\in W_{h} (3.11)

for some absolute constant CC independent of hh. Following the same argument in the proof of Theorem 3.1 and replacing Lemma 3.2 by (3.11), we actually obtain the supercloseness estimate

Πh𝝈𝝈h=𝒪(hr+1.5).\|\Pi_{h}\bm{\sigma}-\bm{\sigma}_{h}\|=\mathcal{O}(h^{r+1.5}).

Similar estimates may hold on h2h^{2}-uniform quadrilateral grids described in EwingLiuWang1999 .

4 Postprocessing

We have derived supercloseness estimates in Lemma 2.1 and Theorem 3.1. However, those results can not be directly used because Ph𝒖P_{h}\bm{u} and Πh𝝈\Pi_{h}\bm{\sigma} are not known in practice. To extract superconvergence information from the smallness of 𝒆h\bm{e}_{h} and 𝝃h\bm{\xi}_{h}, one may design easy-to-compute postprocessed solutions 𝒖h\bm{u}_{h}^{*} and 𝝈h\bm{\sigma}_{h}^{*}. For instance, following the idea of Stenberg1991 , a element-by-element postprocessing procedure for 𝒖h\bm{u}_{h} in the pseudostress-velocity formulation of the Stokes equation is proposed in CKP2011 . In particular, let

𝒫r+1(K)/𝒫r(K):={𝒗h𝒫r+1(K):(𝒗h,𝒘h)K=0 for all 𝒘h𝒫r(K)}.\mathcal{P}_{r+1}(K)/\mathcal{P}_{r}(K):=\{\bm{v}_{h}\in\mathcal{P}_{r+1}(K):(\bm{v}_{h},\bm{w}_{h})_{K}=0\text{ for all }\bm{w}_{h}\in\mathcal{P}_{r}(K)\}.

where (,)K(\cdot,\cdot)_{K} is the L2(K)L^{2}(K)-inner product. Note that the pressure could be recovered as

ph:=1dTr𝝈hp.p_{h}:=-\frac{1}{d}\text{Tr}\bm{\sigma}_{h}\approx p.

For each K𝒯h,K\in\mathcal{T}_{h}, the postprocessed solution 𝒖h|K𝒫r+1(K)\bm{u}_{h}^{*}|_{K}\in\mathcal{P}_{r+1}(K) is determined by

ν(𝒖h,𝒗h)K\displaystyle\nu(\nabla\bm{u}_{h}^{*},\nabla\bm{v}_{h})_{K} =(𝝈h,𝒗h)K+(ph,𝒗h)K,𝒗h𝒫r+1(K)/𝒫r(K),\displaystyle=(\bm{\sigma}_{h},\nabla\bm{v}_{h})_{K}+(p_{h},\nabla\cdot\bm{v}_{h})_{K},~{}\bm{v}_{h}\in\mathcal{P}_{r+1}(K)/\mathcal{P}_{r}(K), (4.1)
(𝒖h,𝒗¯h)K\displaystyle(\bm{u}_{h}^{*},\bar{\bm{v}}_{h})_{K} =(𝒖h,𝒗¯h)K,𝒗¯h𝒫r(K).\displaystyle=(\bm{u}_{h},\bar{\bm{v}}_{h})_{K},\quad\bar{\bm{v}}_{h}\in\mathcal{P}_{r}(K).

Since the analysis of the mapping 𝒖h𝒖h\bm{u}_{h}\mapsto\bm{u}_{h}^{*} is independent of equations, we can combine the analysis in Theorem 4.1 of CKP2011 for the Stokes equation with the supercloseness on Ph𝒖𝒖h\|P_{h}\bm{u}-\bm{u}_{h}\| in Theorem 2.1 to obtain the following postprocessing superconvergence estimate.

Theorem 4.1

For sufficiently small hh, it holds that

𝒖𝒖hhr+2(𝒖r+2+|𝝈|r+1+|𝝈|r+1).\|\bm{u}-\bm{u}^{*}_{h}\|\lesssim h^{r+2}\big{(}\|\bm{u}\|_{r+2}+|\bm{\sigma}|_{r+1}+|\nabla\cdot\bm{\sigma}|_{r+1}\big{)}.
Proof

Let 𝒖¯h\bar{\bm{u}}_{h} be the L2L^{2}-projection of 𝒖\bm{u} onto the space

{𝒗h:𝒗h|K[𝒫r+1(K)]d for all K𝒯h}.\left\{\bm{v}_{h}:\bm{v}_{h}|_{K}\in[\mathcal{P}_{r+1}(K)]^{d}\text{ for all }K\in\mathcal{T}_{h}\right\}.

It has been shown in the proof of Theorem 4.1 in CKP2011 that

h1(𝑰Ph)(𝒖¯h𝒖h)h1Ph(𝒖¯h𝒖h)\displaystyle h^{-1}\|(\bm{I}-P_{h})(\bar{\bm{u}}_{h}-\bm{u}_{h}^{*})\|\lesssim h^{-1}\|P_{h}(\bar{\bm{u}}_{h}-\bm{u}_{h}^{*})\| (4.2)
+𝝈𝝈h+(K𝒯h(𝒖¯h𝒖)L2(K)2)12.\displaystyle\quad+\|\bm{\sigma}-\bm{\sigma}_{h}\|+\left(\sum_{K\in\mathcal{T}_{h}}\|\nabla(\bar{\bm{u}}_{h}-\bm{u})\|^{2}_{L^{2}(K)}\right)^{\frac{1}{2}}.

Using the triangle inequality, Ph𝒖¯h=Ph𝒖,P_{h}\bar{\bm{u}}_{h}=P_{h}\bm{u}, Ph𝒖h=𝒖hP_{h}{\bm{u}}^{*}_{h}=\bm{u}_{h}, and (4.2), we obtain

𝒖𝒖h\displaystyle\|\bm{u}-\bm{u}^{*}_{h}\| 𝒖𝒖¯h+(𝑰Ph)(𝒖¯h𝒖h)+Ph(𝒖¯h𝒖h)\displaystyle\leq\|\bm{u}-\bar{\bm{u}}_{h}\|+\|(\bm{I}-P_{h})(\bar{\bm{u}}_{h}-\bm{u}^{*}_{h})\|+\|P_{h}(\bar{\bm{u}}_{h}-\bm{u}^{*}_{h})\|
hr+2|𝒖|r+2+Ph𝒖𝒖h+h𝝈𝝈h.\displaystyle\lesssim h^{r+2}|\bm{u}|_{r+2}+\|P_{h}\bm{u}-\bm{u}_{h}\|+h\|\bm{\sigma}-\bm{\sigma}_{h}\|.

We finally conclude the proof from the previous estimate with (3.1) and (2.26b). ∎

Postprocessing technique on the scalar variable in mixed methods for Poisson’s equation can be found in e.g., BrezziDouglasMarini1985 ; BrambleXu1989 ; Stenberg1991 ; LovadinaStenberg2006 .

The postprocessing procedure 𝝈h𝝈h\bm{\sigma}_{h}\mapsto\bm{\sigma}_{h}^{*} can be derived from existing postprocessing operator R~h\widetilde{R}_{h}. In particular, R~h:𝚺~hY[L2(Ω)]2\widetilde{R}_{h}:\widetilde{\bm{\Sigma}}_{h}\rightarrow Y\subset[L^{2}(\Omega)]^{2} is a linear mapping onto the space YY of suitable piecewise polynomials and satisfies

R~h𝒄\displaystyle\widetilde{R}_{h}\bm{c} =𝒄,𝒄2,\displaystyle=\bm{c},\quad\bm{c}\in\mathbb{R}^{2}, (4.3a)
R~h𝒗\displaystyle\|\widetilde{R}_{h}\bm{v}\| 𝒗,𝒗𝚺~h,\displaystyle\lesssim\|\bm{v}\|,\quad\bm{v}\in\widetilde{\bm{\Sigma}}_{h}, (4.3b)
𝝉R~hΠ~h𝝉\displaystyle\|\bm{\tau}-\widetilde{R}_{h}\widetilde{\Pi}_{h}\bm{\tau}\| h1+α𝝉W2(Ω),\displaystyle\lesssim h^{1+\alpha}\|\bm{\tau}\|_{W^{2}_{\infty}(\Omega)}, (4.3c)

for some positive constant α\alpha and sufficiently smooth 𝝉.\bm{\tau}. When 𝚺~h\widetilde{\bm{\Sigma}}_{h} is the lowest order RT element space, R~h\widetilde{R}_{h} that satisfies (4.3) is given in e.g., Brandts1994 ; BankLi2019 . The simple nodal or edge averaging ZZ1987 ; Brandts1994 and superconvergent patch recovery ZZ1992a ; XuZhang2004 ; BankLi2019 are also possible choices.

For 𝝉𝚺h\bm{\tau}\in\bm{\Sigma}_{h}, let

Rh𝝉:=R~h𝝉12|Ω|(ΩTrR~h𝝉𝑑x)𝑰,R_{h}\bm{\tau}:=\widetilde{R}_{h}\bm{\tau}-\frac{1}{2|\Omega|}\left(\int_{\Omega}\text{Tr}\widetilde{R}_{h}\bm{\tau}dx\right)\bm{I},

where R~h\widetilde{R}_{h} is applied to each row of 𝝉\bm{\tau}. We have the following super-approximation result of Rh.{R}_{h}.

Lemma 4.1

Assume (4.3) holds. For 𝛕𝚺[W2(Ω)]2×2\bm{\tau}\in\bm{\Sigma}\cap[W^{2}_{\infty}(\Omega)]^{2\times 2}, we have

𝝉RhΠh𝝉h1+α𝝉W2(Ω).\|\bm{\tau}-{R}_{h}{\Pi}_{h}\bm{\tau}\|\lesssim h^{1+\alpha}\|\bm{\tau}\|_{W^{2}_{\infty}(\Omega)}.
Proof

(4.3a) implies Rh𝑰=𝑶R_{h}\bm{I}=\bm{O} and thus RhΠh𝝉=RhΠ~h𝝉.{R}_{h}{\Pi}_{h}\bm{\tau}={R}_{h}\widetilde{\Pi}_{h}\bm{\tau}. Then

𝝉RhΠh𝝉=𝝉RhΠ~h𝝉\displaystyle\bm{\tau}-{R}_{h}{\Pi}_{h}\bm{\tau}=\bm{\tau}-{R}_{h}\widetilde{\Pi}_{h}\bm{\tau} (4.4)
=𝝉R~hΠ~h𝝉12|Ω|ΩTr(𝝉R~hΠ~h𝝉)𝑑x,\displaystyle\quad=\bm{\tau}-\widetilde{R}_{h}\widetilde{\Pi}_{h}\bm{\tau}-\frac{1}{2|\Omega|}\int_{\Omega}\text{Tr}(\bm{\tau}-\widetilde{R}_{h}\widetilde{\Pi}_{h}\bm{\tau})dx,

where we used ΩTr𝝉𝑑x=0\int_{\Omega}\text{Tr}\bm{\tau}dx=0. Lemma 4.1 then follows from (4.4), the Cauchy–Schwarz inequality, and (4.3c). ∎

Combining Lemma 4.1 and Theorem 3.1, we obtain the following superconvergence estimate by postprocessing.

Theorem 4.2

Let 𝛔h\bm{\sigma}_{h} be the solution to (1.12) based on the lowest order RT element and 𝛔h:=Rh𝛔h\bm{\sigma}^{*}_{h}:=R_{h}\bm{\sigma}_{h}. Let the assumptions in Theorem 3.1 and Lemma 4.1 hold. We have

𝝈𝝈hmax(h2|logh|12,h1+α)(𝝈W2(Ω)+𝒖2).\|\bm{\sigma}-\bm{\sigma}^{*}_{h}\|\lesssim\max(h^{2}|\log h|^{\frac{1}{2}},h^{1+\alpha})\big{(}\|\bm{\sigma}\|_{W^{2}_{\infty}(\Omega)}+\|\bm{u}\|_{2}\big{)}.
Proof

Using the triangle inequality, Theorem 3.1, and Lemma 4.1, we have

𝝈𝝈h\displaystyle\|\bm{\sigma}-\bm{\sigma}^{*}_{h}\| 𝝈RhΠh𝝈+Rh(Πh𝝈𝝈h)\displaystyle\leq\|\bm{\sigma}-R_{h}\Pi_{h}\bm{\sigma}\|+\|R_{h}(\Pi_{h}\bm{\sigma}-\bm{\sigma}_{h})\|
max(h2|logh|12,h1+α)(𝝈W2(Ω)+𝒖2),\displaystyle\lesssim\max(h^{2}|\log h|^{\frac{1}{2}},h^{1+\alpha})\big{(}\|\bm{\sigma}\|_{W^{2}_{\infty}(\Omega)}+\|\bm{u}\|_{2}\big{)},

which completes the proof. ∎

Remark 4.1

One could reconstruct accurate numerical symmetric stress and pressure from the superconvergent pseudostress 𝝈h\bm{\sigma}_{h}^{*}. In fact, let

𝝈hS:=12(𝝈h+𝝈h),ph:=1dTr𝝈h.\displaystyle\bm{\sigma}^{S*}_{h}:=\frac{1}{2}(\bm{\sigma}_{h}^{*}+\bm{\sigma}_{h}^{*\top}),\quad p_{h}^{*}:=-\frac{1}{d}{\rm Tr}\bm{\sigma}_{h}^{*}.

We conclude that 𝝈hS\bm{\sigma}^{*S}_{h} superconverges to the symmetric stress 𝝈S\bm{\sigma}^{S} and php_{h}^{*} superconverges to pp the pressure from Theorem 4.2 and the elementary inequalities

𝝈S𝝈hS\displaystyle\|\bm{\sigma}^{S}-\bm{\sigma}^{*S}_{h}\| 12𝝈𝝈h+12𝝈𝝈h=𝝈𝝈h,\displaystyle\leq\frac{1}{2}\|\bm{\sigma}-\bm{\sigma}^{*}_{h}\|+\frac{1}{2}\|\bm{\sigma}^{\top}-\bm{\sigma}^{*\top}_{h}\|=\|\bm{\sigma}-\bm{\sigma}^{*}_{h}\|,
pph\displaystyle\|p-p^{*}_{h}\| 1dTr(𝝈𝝈h)1d𝝈𝝈h.\displaystyle\leq\frac{1}{d}\|{\rm Tr}(\bm{\sigma}-\bm{\sigma}^{*}_{h})\|\leq\frac{1}{\sqrt{d}}\|\bm{\sigma}-\bm{\sigma}^{*}_{h}\|.

5 Experiments

In this section, the postprocessing procedure 𝝈h𝝈h\bm{\sigma}_{h}\mapsto\bm{\sigma}_{h}^{*} in Theorem 4.2 is based on the polynomial preserving recovery R~h\widetilde{R}_{h} for the lowest order RT element described in BankLi2019 . Roughly speaking, each row of 𝝈h\bm{\sigma}_{h}^{*} is constructed as a continuous piecewise linear vector-valued polynomial with nodal values determined by least-squares fitted linear local polynomial on vertex patches. For linear Oseen equations, we set the viscosity ν\nu to be 11 and verify the a priori and superconvergence error estimates. The adaptivity performance of the error estimator base on 𝝈h\bm{\sigma}_{h}^{*}, 𝒖h\bm{u}_{h}^{*} is also under investigation. In the end, the proposed postprocessing is tested in the Kovasznay flow from the Navier–Stokes equation.

Table 1: Convergence history of the lowest order RTRT element
nt 𝒖𝒖h\|\bm{u}-\bm{u}_{h}\| 𝒆h\|\bm{e}_{h}\| 𝒖𝒖h\|\bm{u}-\bm{u}^{*}_{h}\| 𝝈𝝈h\|\bm{\sigma}-\bm{\sigma}_{h}\| 𝝃h\|\bm{\xi}_{h}\| 𝝈𝝈h\|\bm{\sigma}-\bm{\sigma}_{h}^{*}\|
19 3.210e-1 3.851e-2 9.334e-2 1.372 2.505e-1 2.113
76 1.620e-1 1.027e-2 2.438e-2 6.849e-1 7.172e-2 6.108e-1
304 8.121e-2 2.621e-3 6.176e-3 3.418e-1 1.957e-2 1.724e-1
1216 4.063e-2 6.598e-4 1.550e-3 1.707e-1 5.242e-3 4.353e-2
4864 2.032e-2 1.653e-4 3.880e-4 8.530e-2 1.390e-3 1.088e-2
19456 1.016e-2 4.136e-5 9.703e-5 4.270e-2 3.659e-4 2.719e-3
order 9.990e-1 1.990 1.994 1.001 1.904 1.961
Table 2: Convergence history of the lowest order BDMBDM element
nt 𝒖𝒖h\|\bm{u}-\bm{u}_{h}\| 𝒆h\|\bm{e}_{h}\| 𝒖𝒖h\|\bm{u}-\bm{u}^{*}_{h}\| 𝝈𝝈h\|\bm{\sigma}-\bm{\sigma}_{h}\| 𝝃h\|\bm{\xi}_{h}\|
19 3.192e-1 1.779e-2 6.316e-02 4.480e-1 4.755e-1
76 1.618e-1 6.026e-3 1.645e-02 1.249e-1 1.180e-1
304 8.118e-2 1.636e-3 4.155e-03 3.216e-2 2.928e-2
1216 4.062e-2 4.181e-4 1.042e-03 8.104e-3 7.288e-3
4864 2.032e-2 1.051e-4 2.606e-04 2.031e-3 1.818e-3
19456 1.016e-2 2.631e-5 6.515e-05 5.081e-4 4.541e-4
order 9.986e-1 1.964 1.996 1.987 2.005

5.1 A priori convergence

Consider the Oseen equation (1.2) on the unit square Ω=[0,1]2\Omega=[0,1]^{2} with the smooth solutions

𝒖\displaystyle\bm{u} =(sin(π(x1+x2))sin(π(x1+x2))),\displaystyle=\begin{pmatrix}\sin(\pi(x_{1}+x_{2}))\\ -\sin(\pi(x_{1}+x_{2}))\end{pmatrix},
p\displaystyle p =x1+x21.\displaystyle=x_{1}+x_{2}-1.

We set c=0c=0, 𝒃=(cos(x2),sin(x1))\bm{b}=(\cos(x_{2}),\sin(x_{1}))^{\top}, 𝒈=𝒖|Ω=𝟎\bm{g}=\bm{u}|_{\partial\Omega}=\bm{0}. 𝒇\bm{f} is computed from 𝒖\bm{u} and 𝒃\bm{b}. We start with the initial partition in Figure 1 (left). A sequence of piecewise uniform meshes is obtained by uniform quad-refinement, i.e., dividing each triangle into four similar subtriangles by connecting the midpoints of each edge. Numerical results are presented in Tables 1 and 2, where nt is short for “number of triangles”. The order of convergence is computed from the error quantities in those tables by least squares without using the data in the first rows.

The numerical rates of convergence coincide with a priori error estimates (2.26), (2.27) and the supercloseness estimates in (3.1) and Theorem 3.1. It is noted that for the lowest order BDM element, 𝝃h𝒪(h2)\|\bm{\xi}_{h}\|\approx\mathcal{O}(h^{2}), which is predicted by a priori error estimates and thus not supersmall. Since the recovery procedure in BankLi2019 provides the super-approximation rate α=1\alpha=1 in (4.3c) and Lemma 4.1, the recovery superconvergence estimate for the lowest order RT element predicted by Theorem 4.2 is 𝝈𝝈h=𝒪(h2|logh|12)\|\bm{\sigma}-\bm{\sigma}_{h}^{*}\|=\mathcal{O}(h^{2}|\log h|^{\frac{1}{2}}), numerically confirmed by the last column in Table 1.

Refer to caption
Figure 2: Adaptive mesh for the singular problem
Refer to caption
Figure 3: Convergence history of the adaptive method

5.2 Adaptive mesh refinement for a non-smooth problem

Consider (1.2) on the L-shaped domain Ω=[1,1]2\([0,1]×[1,0])\Omega=[-1,1]^{2}\backslash([0,1]\times[-1,0]) with the smooth pressure p=x1+x2p=x_{1}+x_{2} and singular velocity

𝒖\displaystyle\bm{u} =(rαsin(αθ)rαcos(αθ)),\displaystyle=\begin{pmatrix}r^{\alpha}\sin(\alpha\theta)\\ r^{\alpha}\cos(\alpha\theta)\end{pmatrix},

where α=23\alpha=\frac{2}{3}, (r,θ)(r,\theta) is the polar coordinate w.r.t. (0,0)(0,0). Set c=0c=0, 𝒃=(1,2)\bm{b}=(1,2)^{\top} and 𝒈=𝒖|Ω\bm{g}=\bm{u}|_{\partial\Omega}. Direct calculation shows that 𝒖=0\nabla\cdot\bm{u}=0 and 𝒇=(1,1)+𝒃𝒖.\bm{f}=(1,1)^{\top}+\bm{b}\cdot\nabla\bm{u}. In this experiment, we use the classical adaptive feedback loop (cf. BabuskaRheinboldt1978 ; Dorfler1996 ; MNS2000 )

SOLVEESTIMATEMARKREFINE\texttt{SOLVE}\rightarrow\texttt{ESTIMATE}\rightarrow\texttt{MARK}\rightarrow\texttt{REFINE}

to obtain a sequence of adaptively refined grids {𝒯h}0\{\mathcal{T}_{h_{\ell}}\}_{\ell\geq 0} and numerical solutions ({𝝈h,𝒖h)}0(\{\bm{\sigma}_{h_{\ell}},\bm{u}_{h_{\ell}})\}_{\ell\geq 0}. In particular, the algorithm starts from the initial grid 𝒯h0\mathcal{T}_{h_{0}} presented in Figure 2(left). The module ESTIMATE computes the superconvergent recovery-based error indicator

(K):=(𝝈h𝝈hL2(K)2+𝒖h𝒖hL2(K)2)12\mathcal{E}_{\ell}(K):=\big{(}\|\bm{\sigma}_{h_{\ell}}^{*}-\bm{\sigma}_{h_{\ell}}\|^{2}_{L^{2}(K)}+\|\bm{u}_{h_{\ell}}^{*}-\bm{u}_{h_{\ell}}\|^{2}_{L^{2}(K)}\big{)}^{\frac{1}{2}}

for each triangle K𝒯hK\in\mathcal{T}_{h_{\ell}}. The module MARK then selects a collection of triangles

:={K𝒯:(K)0.7maxK𝒯(K)}\mathcal{M}_{\ell}:=\{K\in\mathcal{T}_{\ell}:\mathcal{E}_{\ell}(K)\geq 0.7\max_{K^{\prime}\in\mathcal{T}_{\ell}}\mathcal{E}_{\ell}(K^{\prime})\} (5.1)

to be refined by local quad-refinement. To remove the newly created hanging nodes, minimal number of neighboring elements of \mathcal{M}_{\ell} are bisected and the next level triangulation 𝒯h+1\mathcal{T}_{h_{\ell+1}} is generated. See Figure 2(right) for an adaptively refined triangulation.

It can be observed from Figure 3 that (𝝈h,𝒖h)(\bm{\sigma}_{h_{\ell}},\bm{u}_{h_{\ell}}) optimally converges to (𝝈,𝒖)(\bm{\sigma},\bm{u}). In addtion, the errors 𝝈𝝈h\|\bm{\sigma}-\bm{\sigma}^{*}_{h_{\ell}}\| and 𝒖𝒖h\|\bm{u}-\bm{u}^{*}_{h_{\ell}}\| are apparently superconvergent to 0. Let

\displaystyle\mathcal{E}_{\ell} :=(K𝒯h(K)2)12=(𝝈h𝝈h2+𝒖h𝒖h2)12,\displaystyle:=\big{(}\sum_{K\in\mathcal{T}_{h_{\ell}}}\mathcal{E}_{\ell}(K)^{2}\big{)}^{\frac{1}{2}}=\big{(}\|\bm{\sigma}^{*}_{h_{\ell}}-\bm{\sigma}_{h_{\ell}}\|^{2}+\|\bm{u}^{*}_{h_{\ell}}-\bm{u}_{h_{\ell}}\|^{2}\big{)}^{\frac{1}{2}},
E\displaystyle E_{\ell} :=(𝝈𝝈h2+𝒖𝒖h2)12.\displaystyle:=\big{(}\|\bm{\bm{\sigma}}-\bm{\sigma}_{h_{\ell}}\|^{2}+\|\bm{u}-\bm{u}_{h_{\ell}}\|^{2}\big{)}^{\frac{1}{2}}.

Due to the observed superconvergence phenomena and the triangle inequality

|E|(𝝈𝝈h2+𝒖𝒖h2)12,\displaystyle|\mathcal{E}_{\ell}-E_{\ell}|\leq\big{(}\|\bm{\bm{\sigma}}-\bm{\sigma}^{*}_{h_{\ell}}\|^{2}+\|\bm{u}-\bm{u}^{*}_{h_{\ell}}\|^{2}\big{)}^{\frac{1}{2}},

the recovery-based error estimator \mathcal{E}_{\ell} is asymptotically exact, i.e.,

limE=1.\displaystyle\lim_{\ell\rightarrow\infty}\frac{\mathcal{E}_{\ell}}{E_{\ell}}=1.
Refer to caption
Figure 4: (left) Initial grid. (right) Adaptive grid, 9683 triangles.
Refer to caption
Figure 5: Velocity field of the convection-dominated problem

5.3 Adaptive mesh refinement for dominant convection

Consider the Oseen equation (1.2) on the unit square Ω=[0,1]2\Omega=[0,1]^{2} with c=0c=0, 𝒃=(500,1)\bm{b}=(500,1)^{\top}, 𝒈=𝟎\bm{g}=\bm{0}, 𝒇=5000(x2,x1)\bm{f}=5000(x_{2},-x_{1})^{\top}. In the end, we use the same adaptive algorithm in Subsection 5.2 to solve this convection-dominated example. The initial grid is given in Figure 4 (left). The marked set in (5.1) is replaced by

={K𝒯:(K)0.3maxK𝒯(K)}.\mathcal{M}_{\ell}=\{K\in\mathcal{T}_{\ell}:\mathcal{E}_{\ell}(K)\geq 0.3\max_{K^{\prime}\in\mathcal{T}_{\ell}}\mathcal{E}_{\ell}(K^{\prime})\}.

Due to the convection coefficient 𝒃=(500,1)\bm{b}=(500,1)^{\top}, the exact solution 𝒖\bm{u} near the axis x1=1x_{1}=1 is rapidly changing to preserve the homogeneous Dirichlet boundary condition. It can be observed from Figures 4 and 5 that the adaptive mixed method is able to capture the boundary layer by adaptively graded grids.

5.4 Incompressible Navier–Stokes equation

Similarly to the linear Oseen equation, (1.3) could be recast into the following pseudostress-velocity form

(𝒜𝝈,𝝉)+ν(𝝉,𝒖)\displaystyle(\mathcal{A}\bm{\sigma},\bm{\tau})+\nu(\nabla\cdot\bm{\tau},\bm{u}) =ν𝒈,𝝉𝒏,𝝉𝚺,\displaystyle=\nu\langle\bm{g},\bm{\tau}\bm{n}\rangle,\quad\bm{\tau}\in\bm{\Sigma}, (5.2)
ν(𝝈,𝒗)+(𝒖𝒜𝝈,𝒗)\displaystyle-\nu(\nabla\cdot\bm{\sigma},\bm{v})+(\bm{u}\cdot\mathcal{A}\bm{\sigma},\bm{v}) =ν(𝒇,𝒗),𝒗𝑽.\displaystyle=\nu(\bm{f},\bm{v}),\quad\bm{v}\in\bm{V}.

Let Ω=[0.5,1.5]×[0,2]\Omega=[-0.5,1.5]\times[0,2]. The exact solution solutions are taken to be

𝒖=(1eλx1cos(2πx2)λ2πeλx1sin(2πx2)),p=12e2λx1+18λ(e3λeλ),\bm{u}=\begin{pmatrix}1-e^{\lambda x_{1}}\cos(2\pi x_{2})\\ \frac{\lambda}{2\pi}e^{\lambda x_{1}}\sin(2\pi x_{2})\end{pmatrix},\quad p=-\frac{1}{2}e^{2\lambda x_{1}}+\frac{1}{8\lambda}(e^{3\lambda}-e^{-\lambda}), (5.3)

where λ=12ν14ν2+4π2\lambda=\frac{1}{2\nu}-\sqrt{\frac{1}{4\nu^{2}}+4\pi^{2}}, ν=0.025\nu=0.025. In fact (5.3) is a well-known benchmark problem known as the Kovasznay flow (cf. DiPietroErn2012 ; ChenLiCorinaCimbala2020 ). In this experiment, we use the lowest order RT element 𝚺h×𝑽h\bm{\Sigma}_{h}\times\bm{V}_{h} to discretize (5.2):

(𝒜𝝈h,𝝉)+ν(𝝉,𝒖h)\displaystyle(\mathcal{A}\bm{\sigma}_{h},\bm{\tau})+\nu(\nabla\cdot\bm{\tau},\bm{u}_{h}) =ν𝒈,𝝉𝒏,𝝉𝚺h,\displaystyle=\nu\langle\bm{g},\bm{\tau}\bm{n}\rangle,\quad\bm{\tau}\in\bm{\Sigma}_{h},
ν(𝝈h,𝒗)+(𝒖𝒜𝝈h,𝒗)\displaystyle-\nu(\nabla\cdot\bm{\sigma}_{h},\bm{v})+(\bm{u}\cdot\mathcal{A}\bm{\sigma}_{h},\bm{v}) =ν(𝒇,𝒗),𝒗𝑽h.\displaystyle=\nu(\bm{f},\bm{v}),\quad\bm{v}\in\bm{V}_{h}.

The initial triangulation is a uniform partition of the square Ω\Omega with 512 right triangles. A sequence of grids is then generated by subdividing each triangles into four congruent subtriangles.

Although our analysis is devoted to the linear Oseen equation, one could observe apparent superconvergence in both pseudostress and velocity of the Navier–Stokes equation from Table 3.

Table 3: Convergence history of the lowest order RTRT element for (5.2)
nt 𝒖𝒖h\|\bm{u}-\bm{u}_{h}\| 𝒆h\|\bm{e}_{h}\| 𝒖𝒖h\|\bm{u}-\bm{u}^{*}_{h}\| 𝝈𝝈h\|\bm{\sigma}-\bm{\sigma}_{h}\| 𝝃h\|\bm{\xi}_{h}\| 𝝈𝝈h\|\bm{\sigma}-\bm{\sigma}_{h}^{*}\|
512 2.767e-1 1.717e-1 1.984e-1 1.572e-1 3.317e-2 1.311e-1
2048 1.225e-1 5.578e-2 6.133e-2 6.094e-2 8.866e-3 3.765e-2
8192 5.902e-2 2.233e-2 2.326e-2 2.716e-2 2.410e-3 1.063e-2
32768 2.920e-2 1.030e-2 1.043e-2 1.303e-2 6.509e-4 2.960e-3
order 1.079 1.350 1.415 1.194 1.889 1.823

Appendix

Refer to caption
Figure 6: A uniform grid of Ωi.\Omega_{i}.
Proof (Proof of Lemma 3.2)

Let {Ωi}i=1N\{\Omega_{i}\}_{i=1}^{N} be a polygonal partition of Ω\Omega and 𝒯h|Ωi\mathcal{T}_{h}|_{\Omega_{i}} be a uniform grid for each ii. Let 𝒇1\bm{f}_{1}, 𝒇2\bm{f}_{2} be fixed unit normals to two edges of an arbitrary but fixed triangle in 𝒯h|Ωi\mathcal{T}_{h}|_{\Omega_{i}}. Let 𝑺=(𝒇1𝒇2)\bm{S}=\begin{pmatrix}\bm{f}_{1}^{\top}\\ \bm{f}_{2}^{\top}\end{pmatrix} and recall 𝒆1=(1,0)\bm{e}_{1}=(1,0), 𝒆2=(0,1).\bm{e}_{2}=(0,1). We have

Ωi[𝑫(𝒗Π~h𝒗)]whdx=Ωi𝑺[𝑫(𝒗Π~h𝒗)]𝑺whdx\displaystyle\int_{\Omega_{i}}[\bm{\bm{D}}(\bm{v}-\widetilde{\Pi}_{h}\bm{v})]\cdot\nabla^{\perp}w_{h}dx=\int_{\Omega_{i}}\bm{S}^{-\top}[\bm{\bm{D}}(\bm{v}-\widetilde{\Pi}_{h}\bm{v})]\cdot\bm{S}\nabla^{\perp}w_{h}dx (5.4)
=j=12Ωi[𝒆j𝑺𝑫(𝒗Π~h𝒗)](𝒇jwh)𝑑x:=j=12Ij.\displaystyle\qquad=\sum_{j=1}^{2}\int_{\Omega_{i}}[\bm{e}_{j}\bm{S}^{-\top}\bm{\bm{D}}(\bm{v}-\widetilde{\Pi}_{h}\bm{v})](\bm{f}_{j}^{\top}\nabla^{\perp}w_{h})dx:=\sum_{j=1}^{2}I_{j}.

For j=1,2j=1,2, let jo\mathcal{E}^{o}_{j} and j\mathcal{E}^{\partial}_{j} be the set of interior (inside Ωi\Omega_{i}) and boundary (on Ωi\partial\Omega_{i}) edges orthogonal to 𝒇j\bm{f}_{j}, respectively. Let NEN_{E} denote the region which is the union of triangles sharing EE as an edge. To estimate I1I_{1}, let Ωi\Omega_{i} be partitioned into parallelograms NEN_{E} with E1oE\in\mathcal{E}_{1}^{o} and boundary triangles NEN_{E} with E1E\in\mathcal{E}^{\partial}_{1}, see Figure 6, where E1,E21E_{1},E_{2}\in\mathcal{E}_{1}^{\partial}, E3,E41oE_{3},E_{4}\in\mathcal{E}_{1}^{o}. For any E1oE\in\mathcal{E}_{1}^{o}, note that 𝒇1wh\bm{f}_{1}^{\top}\nabla^{\perp}w_{h} is single-valued across EE and thus constant on NE.N_{E}. For E1E\in\mathcal{E}_{1}^{\partial}, let PE,1P_{E,1} and PE,2P_{E,2} be the two endpoints of EE and hEh_{E} denote the length of E.E. Then

I1\displaystyle I_{1} =E1o1NE[𝒆1𝑺𝑫(𝒗Π~h𝒗)](𝒇1wh)𝑑x\displaystyle=\sum_{E\in\mathcal{E}^{o}_{1}\cup\mathcal{E}^{\partial}_{1}}\int_{N_{E}}[\bm{e}_{1}\bm{S}^{-\top}\bm{\bm{D}}(\bm{v}-\widetilde{\Pi}_{h}\bm{v})](\bm{f}_{1}^{\top}\nabla^{\perp}w_{h})dx (5.5)
=E1o(𝒇1wh)𝒆1𝑺𝑫NE(𝒗Π~h𝒗)𝑑x\displaystyle=\sum_{E\in\mathcal{E}^{o}_{1}}(\bm{f}_{1}^{\top}\nabla^{\perp}w_{h})\bm{e}_{1}\bm{S}^{-\top}\bm{\bm{D}}\int_{N_{E}}(\bm{v}-\widetilde{\Pi}_{h}\bm{v})dx
+E1hE1𝒆1𝑺𝑫NE(𝒗Π~h𝒗)𝑑x(wh(PE,2)wh(PE,1))\displaystyle+\sum_{E\in\mathcal{E}^{\partial}_{1}}h_{E}^{-1}\bm{e}_{1}\bm{S}^{-\top}\bm{\bm{D}}\int_{N_{E}}(\bm{v}-\widetilde{\Pi}_{h}\bm{v})dx\big{(}w_{h}(P_{E,2})-w_{h}(P_{E,1})\big{)}
:=I11+I12.\displaystyle:=I_{11}+I_{12}.

When NEN_{E} is an exact parallelogram, it is shown in Equation (3.15) of Brandts1994 that

|NE(𝒗Π~h𝒗)𝑑x|h3|𝒗|H2(NE).\left|\int_{N_{E}}(\bm{v}-\widetilde{\Pi}_{h}\bm{v})dx\right|\lesssim h^{3}|\bm{v}|_{H^{2}(N_{E})}. (5.6)

Using (5.6) and the Cauchy-Schwarz inequality, we have

I11\displaystyle I_{11} E1oh1whL2(NE)|NE(𝒗Π~h𝒗)𝑑x|\displaystyle\lesssim\sum_{E\in\mathcal{E}^{o}_{1}}h^{-1}\|\nabla^{\perp}w_{h}\|_{L^{2}(N_{E})}\left|\int_{N_{E}}(\bm{v}-\widetilde{\Pi}_{h}\bm{v})dx\right| (5.7)
E1oh2whL2(NE)|𝒗|H2(NE)h2wh|𝒗|2.\displaystyle\lesssim\sum_{E\in\mathcal{E}^{o}_{1}}h^{2}\|\nabla^{\perp}w_{h}\|_{L^{2}(N_{E})}|\bm{v}|_{H^{2}(N_{E})}\lesssim h^{2}\|\nabla^{\perp}w_{h}\||\bm{v}|_{2}.

Let 𝒩\mathcal{N} denote the collection of endpoints of edges in 1\mathcal{E}_{1}^{\partial},

𝒩1:={P𝒩: P is not a corner of Ωi},\mathcal{N}_{1}:=\{P\in\mathcal{N}:\text{ $P$ is not a corner of $\partial\Omega_{i}$}\},

and 𝒩2:=𝒩\𝒩1\mathcal{N}_{2}:=\mathcal{N}\backslash\mathcal{N}_{1}. For instance, 𝒩2={P1,P2}\mathcal{N}_{2}=\{P_{1},P_{2}\} in Figure 6. For P𝒩1,P\in\mathcal{N}_{1}, let E1E_{1}, E2E_{2} be the two boundary edges sharing PP and ωP\omega_{P} be the union of three triangles having PP as a vertex. For P𝒩2,P\in\mathcal{N}_{2}, let EE denote the unique edge in 1\mathcal{E}_{1}^{\partial} having PP as a vertex. Rearranging the summation in I12I_{12}, we have

I12\displaystyle I_{12} =P𝒩1hE11𝒆1𝑺𝑫(NE1(𝒗Π~h𝒗)𝑑xNE2(𝒗Π~h𝒗)𝑑x)wh(P)\displaystyle=\sum_{P\in\mathcal{N}_{1}}h_{E_{1}}^{-1}\bm{e}_{1}\bm{S}^{-\top}\bm{\bm{D}}\left(\int_{N_{E_{1}}}(\bm{v}-\widetilde{\Pi}_{h}\bm{v})dx-\int_{N_{E_{2}}}(\bm{v}-\widetilde{\Pi}_{h}\bm{v})dx\right)w_{h}(P) (5.8)
+P𝒩2hE1𝒆1𝑺𝑫NE(𝒗Π~h𝒗)𝑑xwh(P).\displaystyle+\sum_{P\in\mathcal{N}_{2}}h_{E}^{-1}\bm{e}_{1}\bm{S}^{-\top}\bm{\bm{D}}\int_{N_{E}}(\bm{v}-\widetilde{\Pi}_{h}\bm{v})dxw_{h}(P).

For P𝒩1P\in\mathcal{N}_{1}, Equation (3.15) in HuMaMa2021 shows that

|NE1(𝒗Π~h𝒗)𝑑xNE2(𝒗Π~h𝒗)𝑑x|h3|𝒗|H2(ωP).\left|\int_{N_{E_{1}}}(\bm{v}-\widetilde{\Pi}_{h}\bm{v})dx-\int_{N_{E_{2}}}(\bm{v}-\widetilde{\Pi}_{h}\bm{v})dx\right|\lesssim h^{3}|\bm{v}|_{H^{2}(\omega_{P})}. (5.9)

Without loss of generality, let Ωwh𝑑x=0.\int_{\Omega}w_{h}dx=0. Then the discrete Sobolev and Poincaré inequalities yield

whL(Ω)|logh|12wh1|logh|12wh.\|w_{h}\|_{L^{\infty}(\Omega)}\lesssim|\log h|^{\frac{1}{2}}\|w_{h}\|_{1}\lesssim|\log h|^{\frac{1}{2}}\|\nabla^{\perp}w_{h}\|. (5.10)

Standard interpolation error estimate yields

|NE(𝒗Π~h𝒗)𝑑x|h2|𝒗|H1(NE).\left|\int_{N_{E}}(\bm{v}-\widetilde{\Pi}_{h}\bm{v})dx\right|\lesssim h^{2}|\bm{v}|_{H^{1}(N_{E})}. (5.11)

It then follows from (5.8)–(5.11), and the Cauchy–Schwarz inequality that

I12\displaystyle I_{12} (P𝒩1h2|𝒗|H2(ωP)+P𝒩2h|𝒗|H1(NE))whL(Ω)\displaystyle\lesssim\big{(}\sum_{P\in\mathcal{N}_{1}}h^{2}|\bm{v}|_{H^{2}(\omega_{P})}+\sum_{P\in\mathcal{N}_{2}}h|\bm{v}|_{H^{1}(N_{E})}\big{)}\|w_{h}\|_{L^{\infty}(\Omega)} (5.12)
(h2|𝒗|W2(Ω)P𝒩1|ωP|12+h|𝒗|W1(Ω)P𝒩2|NE|12)|logh|12wh\displaystyle\lesssim\big{(}h^{2}|\bm{v}|_{W^{2}_{\infty}(\Omega)}\sum_{P\in\mathcal{N}_{1}}|\omega_{P}|^{\frac{1}{2}}+h|\bm{v}|_{W^{1}_{\infty}(\Omega)}\sum_{P\in\mathcal{N}_{2}}|N_{E}|^{\frac{1}{2}}\big{)}|\log h|^{\frac{1}{2}}\|\nabla^{\perp}w_{h}\|
h2𝒗W2(Ω)|logh|12wh.\displaystyle\lesssim h^{2}\|\bm{v}\|_{W^{2}_{\infty}(\Omega)}|\log h|^{\frac{1}{2}}\|\nabla^{\perp}w_{h}\|.

We finally conclude the proof from (5.4), (5.7), (5.12), the same analysis for I2I_{2} and all pieces in the partition {Ωi}i=1N\{\Omega_{i}\}_{i=1}^{N}. ∎

Declarations

Funding The authors did not receive support from any organization for this work.

Data Availability Data sharing is not applicable to this article as no datasets were generated or analysed during the current study.

Conflicts of interest The authors have no relevant financial or non-financial interests to disclose.

Code availability The code used in this study is available from the authors upon request.

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