The Scott-Vogelius method for the Stokes problem on anisotropic meshes
Abstract
This paper analyzes the Scott-Vogelius divergence-free element pair on anisotropic meshes. We explore the behavior of the inf-sup stability constant with respect to the aspect ratio on meshes generated with a standard barycenter mesh refinement strategy, as well as a newly introduced incenter refinement strategy. Numerical experiments are presented which support the theoretical results.
1 Introduction
Let be a regular open polygon with boundary . We consider the Stokes equation with the no-slip boundary condition:
where is the velocity, is the pressure, is a given body force, and is the viscosity.
In this manuscript we study the stability of the divergence-free Scott-Vogelius (SV) finite element pair on anisotropic meshes for the Stokes problem; the results trivially extend to other divergence free equations, e.g., the incompressible Navier-Stokes equations. Divergence-free methods and other pressure-robust schemes are an extremely active field of research (cf. [24, 31]) ranging from a variety of finite element pairs (e.g., [34, 9, 36, 16, 1, 15, 21, 18, 20]) to modifying the formulation of the equations (e.g., [27, 14, 28, 29, 26, 35, 25]). Advantages of divergence-free methods include exact enforcement of conservation laws, pressure robustness with the velocity error being independent of the pressure error and viscosity term [24, 3], and improved stability and accuracy of timestepping schemes [11, 17].
The Stokes equation has been studied on anisotropic meshes for a number of different element pairs. In [8] it was shown that for the Crouzeix-Raviart element, the inf-sup constant is independent of the aspect ratio on triangular and tetrahedral meshes. A similar result was shown for the Bernardi-Raugel finite element pair in two dimensions for classes of triangular and quadrilateral meshes in [7]. Recently, in [10] it was shown for a specific class of anisotropic triangulation that the lowest order Taylor-Hood element was uniformly inf-sup stable. A nonconforming pressure robust method was studied in [6]. Stability and convergence on anisotropic meshes for the Stokes equation has also been studied extensively for the hp-finite element method [4, 32, 33].
Up to this point there have been no theoretical results for conforming divergence free finite elements on anisotropic meshes. The low-order SV element pair is somewhat unique in that it is not inf-sup stable on general meshes, but requires special meshes e.g., the barycenter refinement (or Clough-Tocher refinement) which is obtained by connecting the vertices of each triangle on a given mesh to its barycenter. As pointed out in [23, p.12] this gives rise to meshes with possibly very small and large angles. The impact of these angles on the inf-sup constant was stated as an open problem in [23].
In this work we show barycenter refinement on anisotropic meshes will necessarily lead to large angles and propose an alternative mesh refinement strategy based on the incenter of each triangle. This incenter refinement strategy produces a mesh that avoids large angles and allows a smaller increase in aspect ratio on refinement. We prove there is a linear relationship between the inf-sup constant and the inverse of the aspect ratio for both the barycenter and incenter refined mesh; numerical experiments show that these results are sharp. Surprisingly, numerical tests indicate that there is not a significant difference, in terms of accuracy, between the incenter and barycenter refinement.
The rest of this manuscript is organized as follows: In Section 2 we introduce notation and give some preliminary results that will be used for the inf-sup stability estimates. We also prove that the incenter refined mesh has superior aspect ratios and angles compared to the barycenter refined mesh. In Section 3 we prove that the inf-sup constant scales linearly with the inverse of the aspect ratio for both barycenter and incenter refinement. In Section 4, we verify numerically the geometric results proven in Section 2 and stability results proven in Section 3. We also demonstrate that there does not appear to be an appreciable difference in terms of accuracy for the incenter versus barycenter refinement. Finally, the appendix contains proofs of some technical lemmas.
2 Preliminaries
Let denote a conforming simplicial triangulation of . We denote the vertices and edges of as and respectively, labeled such that is opposite of . Set and without loss of generality, we assume . We denote by the diameter of the incircle of and set . Let be the angle of at vertex , note that .
Let be an interior point of , and set to be the local (Clough-Tocher) triangulation of , obtained by connecting the vertices of to . The three triangles are labeled such that . Let be the altitude of with respect to edge , and let be the altitude of with respect to (cf. Figure 1).
2.1 Geometric results and dependence of split point
We examine the dependencies and properties of the local triangulation of on the choice of split point . In particular, we consider geometric properties of the triangulations obtained by connecting vertices of to the barycenter and the incenter of . First, we require a few definitions.
Definition 1.
The barycenter of is given by
The incenter of is given by
Definition 2.
-
1.
The aspect ratio of is given by
-
2.
The aspect ratio of , denoted by , is defined as the maximum of the aspect ratio of the three triangles in the refinement, i.e.,
Definition 3 ([2]).
A triangle is said to satisfy a large angle condition, written as , if there exists such that for .
Lemma 4.
Let the split point be taken to be the barycenter, i.e., . Then as the aspect ratio of goes to infinity, the largest angle in goes to , i.e., the large angle condition will be violated in regardless of the angles of .
Proof.
Recall the labeling assumption . A simple calculation shows that the side lengths of are , and we easily find that each side length is bounded below by .
Let be the angles of at , , and , respectively. By properties of the barycenter, , where we recall that and are, respectively, the altitudes of and with respect to . Thus,
The bound gives us
and so the aspect ratio of is equivalent to . Thus, as the aspect ratio of goes to infinity, and go to zero, implying that goes to . ∎
Lemma 5.
Let the split point of be taken to be the incenter, i.e., . Then, if satisfies , all triangles in satisfy .
Proof.
The incenter is defined as the intersection of the angle bisectors. Thus, has angles .
As satisfies , , and therefore . We then conclude that implying that satisfies . ∎
Lemma 6.
Let be the aspect ratio of when refined with respect to the incenter. The following bounds hold:
Proof.
First note that if a triangle is refined with the incenter, then the longest edge of each subtriangle is the edge shared with the original triangle. Indeed, the angles of the triangle in the refinement are . As , the angle at the incenter, is an obtuse angle, it is opposite the longest edge of the edge shared with Thus, the aspect ratio of is .
By definition of incenter, the altitude of with respect to is the inradius of Therefore , and so
For an arbitrary triangle in the refinement, we have , giving us
As shares the longest edge with we have giving us
∎
Lemma 7.
Let be the aspect ratio of when refined with the barycenter. The following bounds hold:
Proof.
By properties of the barycenter, . Thus, the aspect ratio of is
For all triangles, we have and , and so,
For we use the bounds and to get the following lower bound:
∎
Remark 2.1.
Lemmas 4–7 indicate superior properties of the incenter refinement compared to barycenter refinement. In particular, the incenter refinement inherits the large angle condition of its parent triangle. Furthermore, Lemmas 6–7 show that for with large aspect ratio, the barycenter refinement induces a triangulation with aspect ratio approximately three times that of its parent triangle; in contrast, the incenter refinement yields triangles with aspect ratios approximately twice that of its parent triangle.
On the other hand, we comment that (i) the finite element spaces given below inherit the approximation properties of the parent triangulation, in particular, the piecewise polynomial spaces may still possess optimal-order approximation properties even if does not satisfy the large angle condition; (ii) the inf-sup stability constants derived below are given in terms of (not ). Nonetheless, the analysis will show that, while asymptotically similar with respect to aspect ratio, the incenter refinement leads to better constants in the stability and convergence analysis than the barycenter refinement.
Remark 2.2.
For the rest of the paper, the constant will denote a generic positive constant independent of the mesh size and aspect ratio that may take different values at each occurence.
3 Stability Estimates
In this section, we derive stability estimates of the lowest-order Scott-Vogelius Stokes pair in two dimensions. This pair is defined on the globally refined Clough-Tocher triangulation given by
For a triangulation and , we define the spaces
where . Analogous vector-valued spaces are denoted in boldface, e.g., . The lowest-order Scott-Vogelius pair is then .
The proof of inf-sup stability of the two-dimensional Scott-Vogelius pair on Clough-Tocher triangulations is based on a macro element technique. Inf-sup stability is first shown on a single macro element consisting of three triangles, and then these local results are “glued together” using the stability of the pair.
We now summarize the proof of inf-sup stability of the pair given in [22, Proposition 6.1]. The stability proof relies on two preliminary results. The first states the well-known stability of the pair [12, 13]. The second is a bijective property of the divergence operator acting on local polynomial spaces [22, 9].
Lemma 8 (Stability of pair on ).
There exists such that
Lemma 9 (Stability on macro element).
Let . Then there exists such that for any , there exists a unique such that and .
Remark 3.1.
Lemma 9 implies there exists such that for all . For the continuation of the paper, we assume that is the largest constant such that this inequality is satisfied.
Theorem 10 (Stability of SV pair).
Proof.
Again the proof of this result is found in [22, Proposition 6.1]. We provide the proof here for completeness.
For given , let be its -projection onto :
Then for all .
By Lemma 9, for each , there exists satisfying and . We then set such that for all . Note that with , and therefore
Thus,
(2) |
Remark 3.2.
Remark 3.3.
3.1 Estimates of the inf-sup stability constant for the pair
We summarize the results in [7] which show that the inf-sup stability constant for the is uniformly stable (with respect to aspect ratio and mesh size) on a large class of two-dimensional anisotropic meshes.
We assume that is a refinement of a shape-regular, or isotropic, macrotriangulation of triangular or quadrilateral elements with
The restriction of the microtriangulation to a macroelement is assumed to be a conforming triangulation of . These triangulations of a macroelement (or patch) are classified into three groupings (cf. [7, p.92-93]):
-
1.
Patches of isotropic elements: The triangulation restricted to consists of isotropic elements.
-
2.
Boundary layer patches: All vertices of the triangulation restricted to are contained in two edges of .
-
3.
Corner patches: Two edges with a common vertex are geometrically refined. It is assumed that can be partitioned into a finite number of patches of isotropic elements or of boundary layer type such that adjacent patches have the same size. One hanging node per side is allowed, but with the restriction that there is an edge of some that joings the handing node with a node on the opposite side of .
Theorem 11 (Theorem 1 in [7]).
Suppose that isotropic patches, boundary layer patches, or corner patches are used. Then the inf-sup constant associated with the pair is uniformly bounded from below with respect to the aspect ratio of .
3.2 Estimates of inf-sup stability constant
To estimate the local stability constant , we first map to a “scaled reference triangle” (under the assumption that satisfies a large angle condition). The following lemma is a minor modification of [2, Theorem 2.2]. For completeness, we provide the proof of the result in the appendix.
Lemma 12.
Let satisfy and have edge lengths , and (with the convention ). Then there exists a triangle with vertices that can be mapped to by an affine bijection where , where depends only on , in particular, the constant is independent of the aspect ratio and size of .
Lemma 12 implies that it is sufficient to estimate in the case . Indeed, for given , let be given via a scaled Piola transform:
We then have , where is the Clough-Tocher partition of induced by , i.e.,
By the chain rule, there holds
Making a change of variables, and applying Lemma 9 on , we compute
Thus, we conclude from Lemma 12 that
The goal of this section then is to estimate , i.e., to explicitly estimate the stability result stated in Lemma 9 in the case . Of particular interest is the case where the split point is not affine invariant (e.g., the incenter), and therefore standard scaling arguments are not immediately applicable. To this end, we derive such an estimate by adopting a constructive stability proof of the pair given in [22]. The argument is quite involved and requires some additional notation and technical lemmas.
First, the mapping in Lemma 12 satisfies . Adopting the notation presented in Section 2, we denote the edges of as , labeled such that is opposite . The lengths of the edges of are , , and . The labeling assumptions stated in Section 2 implies .
We set to be the image of the split point of onto . The notational convention is chosen so that the altitude of with respect to is for . We also set to be the altitude of with respect to .
The main result of this section is summarized in the following theorem.
Theorem 13.
Let be the hat function associated with the split point and set . Then there holds, for all ,
In particular, there holds .
To prove Theorem 13 we require two scaling results whose proofs are given in the appendix.
Lemma 14.
Set . Then for , there holds
Lemma 15.
For any , there holds
Proof of Theorem 13.
The main idea of the proof is to write , where are specified by Brezzi-Douglas-Marini degrees of freedom (DOFs). This decomposition of is unique.
Step 1: Construction of :
Set , and define
uniquely by the DOFs
Thus, , and therefore, since (),
(4) |
Let be uniquely determined by
(6) |
i.e., , which implies because all of the functions in the expression are piecewise constant. We then calculate
and so,
Thus, , and we conclude
that is,
Finally, we set , so that .
Step 3: Estimate of :
We estimate norms of and separately to derive an estimate of . First, recall that , and therefore by Lemmas 14 and 15,
(7) | ||||
To estimate , we use a more explicit calculation. To this end, let be the barycenter coordinates of , labeled such that . We then write
(8) |
Note that for .
A calculation then shows (cf. (4))
where the constants are given by
(9) |
Another calculation shows that (cf. (5))
and therefore (cf. (6))
(10) |
Because is constant, we have
Therefore by the Cauchy-Schwarz inequality and Lemma 15, we have
Noting that and by definition of , we find
(11) |
We now show , where the constant is given by (9). We first note that, by (8), for ,
where a standard scaling argument (inverse estimate) was used in the last inequality. On the other hand, the value of at the split point is
Using and , we conclude . Therefore,
Thus, using and , we have
The same arguments show
Corollary 16.
Proof.
The function satisfies . Therefore,
∎
We now apply Corollary 16 to two situations, each determined by the location of the split point of : barycenter refinement and incenter refinement.
3.2.1 Estimates of inf-sup stability constant on barycenter refined meshes
The barycenter of a triangle is preserved via affine diffeomorphisms and therefore, if the split point is taken to be the barycenter (), the local triangulation on the reference triangle is independent of . In this setting is the barycenter of , and . Thus, we have
Via Theorem 13 and mapping back to , we have a refinement of Lemma 9 on barycenter refined meshes.
Lemma 17.
Suppose that the split point of is the barycenter of , and that satisfies the large angle condition. Then
3.2.2 Estimates of inf-sup stability constant on incenter refined meshes
The incenter of is Using the affine transformation given in Lemma 12, we have . Using the formula for in the proof of Lemma 12, we calculate
Thus, , and
We then compute, via Corollary 16,
Lemma 18.
Suppose that the split point of is the incenter of and that satisfies the large angle condition. Then
3.3 Summary of Stability Results
We summarize the stability results in the following theorem. Combining Theorem 10, Theorem 11, and Lemmas 17–18 yields the following result.
Theorem 19.
Suppose satisfies a large angle condition. Suppose further that isotropic patches, boundary layer patches or corner patches are used (cf. Section 3.1). Let denote the Clough-Tocher refinement with respect to either the barycenter or incenter of each . Then the inf-sup condition (1) is satisfied, where .
4 Numerical Experiments
In this section we numerically investigate the theoretical results from the previous sections and explore the performance of the traditional barycenter refined meshes versus incenter refinement. All calculations are performed using the finite element software FEniCS [30]. The associated code can be found on GitHub at https://github.com/mschneier91/anisotropic-SV.
4.1 Barycenter vs Incenter Aspect Ratio, Inf-Sup Constant, and Scaling
For the first numerical experiment we examine the aspect ratio, inf-sup constant, and scaling between these quantities for the different refinement methods. We begin with an initial mesh on and perform a repeated barycenter or incenter refinement. The aspect ratio on the barycenter refined mesh, , and incenter refined mesh, , are defined as the maximum aspect ratio over all mesh cells. In practice we do not recommend this mesh refinement strategy as the error of a solution would plateau due to mesh edges not being refined (see [19] for a hierarchical approach that is convergent). However, this refinement strategy allows for easy numerical inspection of the theoretical results proven in Section 2 and Section 3.
We see in Table 1 and Table 2 that is smaller than at all refinement levels. Additionally, increases by a factor of at each refinement level whereas increases by a factor of . These numerical results align with the bounds proven in Lemma 6 and Lemma 7.
It is also shown in Table 1 and Table 2 that the inf-sup constant for both refinement strategies scales linearly with . This results in a larger inf-sup constant for for incenter refinement compared to barycenter refinement due to the smaller aspect ratio resulting from using incenter refinement. This result conforms with the theoretical scaling proven in Theorem 19.
refinement level | rate | ||
---|---|---|---|
1 | .26301 | 12.32 | - |
2 | .18898 | 36.11 | .30749 |
3 | .06402 | 108.03 | .98777 |
4 | .02137 | 324.01 | .99862 |
5 | .00713 | 972.00 | .99985 |
6 | .00238 | 2916.00 | .99998 |
refinement level | rate | ||
---|---|---|---|
1 | .27880 | 10.05 | - |
2 | .27590 | 20.30 | .01493 |
3 | .13861 | 40.71 | .98959 |
4 | .06939 | 81.47 | .99739 |
5 | .03471 | 162.96 | .99934 |
6 | .01735 | 325.94 | .99984 |
4.2 Convergence of Barycenter vs Incenter Refinement
For the second numerical experiment we consider the test problem for the steady state Stokes equation used in [5]. We take the domain and the exact solution
where the stream function is defined as
This exact solution is characterized by the fact that the velocity and pressure have an exponential boundary layer of width near . For our computations the parent grid will be the same Shishkin-type mesh used in [5]. Letting and we generate a grid of points
and then connect the gird points with edges to obtain a rectangular mesh. Each rectangle is then subdivided into two triangles yielding a triangulation of with elements and an aspect ratio of
An example of this mesh can be seen in Fig. 2.

For this numerical experiment we compare a single barycenter and incenter refinement with , , and for varying values of . This results in aspect ratios of and . We see in Fig. 3 the difference in velocity errors is negligible between the two refinement strategies. However, we see in Fig. 4 there is a small, but noticeable improvement in the pressure error when the incenter refinement is used.



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Appendix A Proof of Lemma 12
Proof.
First, we may assume that
We will use the same notation for edges and vertices as in Section 2, in particular preserving the ordering of side lengths.
Define to be the unit vector along , and to be the unit vector along That is, . Then, let have columns Let Then, the affine map maps onto
It is clear that as each entry in is bounded above by 1 as the columns are unit vectors. Thus and giving us
It is well known that is the area of the parallelogram formed by the vectors and We then have the formula
As , and ∎
Appendix B Proof of Lemma 14
We denote by the affine mapping given by
For , let be given via the Piola transform
(13) |
Proof.
Let be defined by (13). The Brezzi-Douglas-Marini DOFs and equivalence of norms yields
for any norm on . Using the identity , we have, by a change of variables,
Furthermore, by the chain rule
Therefore,
We also have
∎
B.1 Proof of Lemma 15
Proof.
We have
Therefore by standard scaling,
∎