This paper was converted on www.awesomepapers.org from LaTeX by an anonymous user.
Want to know more? Visit the Converter page.

The Scott-Vogelius method for the Stokes problem on anisotropic meshes

Kiera Kean University of Pittsburgh, Department of Mathematics. Supported in part by NSF grant DMS-1817542.    Michael Neilan University of Pittsburgh, Department of Mathematics. Supported in part by NSF grant DMS-2011733    Michael Schneier University of Pittsburgh, Department of Mathematics.
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 Ω2\Omega\subset\mathbb{R}^{2} be a regular open polygon with boundary Γ\Gamma. We consider the Stokes equation with the no-slip boundary condition:

νΔ𝒖+p\displaystyle-\nu\Delta\bm{u}+\nabla p =𝒇 in Ω,\displaystyle={\bm{f}}\text{ in }\Omega,
𝒖\displaystyle\nabla\cdot\bm{u} =0 in Ω,\displaystyle=0\text{ in }\Omega,
𝒖\displaystyle\bm{u} =0 on Γ,\displaystyle=0\text{ on }\Gamma,

where 𝒖\bm{u} is the velocity, pp is the pressure, 𝒇{\bm{f}} is a given body force, and ν\nu 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 H1H^{1} 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 𝒯h\mathcal{T}_{h} denote a conforming simplicial triangulation of Ω2\Omega\subset\mathbb{R}^{2}. We denote the vertices and edges of TT as {zi}i=13\{z_{i}\}_{i=1}^{3} and {ei}i=13\{e_{i}\}_{i=1}^{3} respectively, labeled such that ziz_{i} is opposite of eie_{i}. Set hi=|ei|h_{i}=|e_{i}| and without loss of generality, we assume h1h2h3h_{1}\leq h_{2}\leq h_{3}. We denote by ρT\rho_{T} the diameter of the incircle of TT and set hT=h3h_{T}=h_{3}. Let αi\alpha_{i} be the angle of TT at vertex ziz_{i}, note that α1α2α3\alpha_{1}\leq\alpha_{2}\leq\alpha_{3}.

Let z0Tz_{0}\in T be an interior point of TT, and set Tct={K1,K2,K3}T^{ct}=\{K_{1},K_{2},K_{3}\} to be the local (Clough-Tocher) triangulation of TT, obtained by connecting the vertices of TT to z0z_{0}. The three triangles {Ki}i=13\{K_{i}\}_{i=1}^{3} are labeled such that KiT=ei{\partial}K_{i}\cap{\partial}T=e_{i}. Let aTa_{T} be the altitude of TT with respect to edge e3e_{3}, and let kik_{i} be the altitude of KiK_{i} with respect to eie_{i} (cf. Figure 1).

2.1 Geometric results and dependence of split point

We examine the dependencies and properties of the local triangulation of TT on the choice of split point z0z_{0}. In particular, we consider geometric properties of the triangulations obtained by connecting vertices of TT to the barycenter and the incenter of TT. First, we require a few definitions.

Definition 1.

The barycenter of TT is given by

zbary=13(z1+z2+z3).z_{{\rm bary}}=\frac{1}{3}(z_{1}+z_{2}+z_{3}).

The incenter of TT is given by

zinc=1|T|(h1z1+h2z2+h3z3).z_{{\rm inc}}=\frac{1}{|{\partial}T|}(h_{1}z_{1}+h_{2}z_{2}+h_{3}z_{3}).
Definition 2.
  1. 1.

    The aspect ratio of TT is given by

    ϱT:=hTρT=|T|hT4|T|.{\varrho}_{T}:=\frac{h_{T}}{\rho_{T}}=\frac{|{\partial}T|h_{T}}{4|T|}.
  2. 2.

    The aspect ratio of TctT^{ct}, denoted by ϱTct{\varrho}_{T^{ct}}, is defined as the maximum of the aspect ratio of the three triangles in the refinement, i.e.,

    ϱTct:=maxKiTctϱKi.{\varrho}_{T^{ct}}:=\max_{K_{i}\in T^{ct}}{\varrho}_{K_{i}}.
Definition 3 ([2]).

A triangle TT is said to satisfy a large angle condition, written as LAC(δ)LAC(\delta), if there exists δ>0\delta>0 such that αi<πδ\alpha_{i}<\pi-\delta for i=1,2,3i=1,2,3.

k2k_{2}z0z_{0}z3z_{3}z2z_{2}z1z_{1}K3K_{3}K2K_{2}K1K_{1}
k2k_{2}z0z_{0}z3z_{3}z2z_{2}z1z_{1}K3K_{3}K2K_{2}K1K_{1}
Fig. 1: The Clough–Tocher split of a single triangle taking the split point z0z_{0} to be the incenter (left) and barycenter (right).
Lemma 4.

Let the split point be taken to be the barycenter, i.e., z0=zbaryz_{0}=z_{{\rm bary}}. Then as the aspect ratio of TT goes to infinity, the largest angle in K3K_{3} goes to π\pi, i.e., the large angle condition will be violated in TctT^{ct} regardless of the angles of TT.

Proof.

Recall the labeling assumption h1h2h3h_{1}\leq h_{2}\leq h_{3}. A simple calculation shows that the side lengths of K3K_{3} are h3,2h22+2h32h123,2h12+2h32h223h_{3},\frac{\sqrt{2h_{2}^{2}+2h_{3}^{2}-h_{1}^{2}}}{3},\frac{\sqrt{2h_{1}^{2}+2h_{3}^{2}-h_{2}^{2}}}{3}, and we easily find that each side length is bounded below by hT3\frac{h_{T}}{3}.

Let γ1,γ2,γ3\gamma_{1},\gamma_{2},\gamma_{3} be the angles of K3K_{3} at z1z_{1}, z2z_{2}, and zbaryz_{{\rm bary}}, respectively. By properties of the barycenter, k3=13aTk_{3}=\frac{1}{3}a_{T}, where we recall that k3k_{3} and aTa_{T} are, respectively, the altitudes of KiK_{i} and TT with respect to e3e_{3}. Thus,

sinγ1=3k32h22+2h32h123aThT,\displaystyle\sin{\gamma_{1}}=\frac{3k_{3}}{\sqrt{2h_{2}^{2}+2h_{3}^{2}-h_{1}^{2}}}\leq\frac{3a_{T}}{h_{T}},
sinγ2=3k32h12+2h32h223aThT.\displaystyle\sin{\gamma_{2}}=\frac{3k_{3}}{\sqrt{2h_{1}^{2}+2h_{3}^{2}-h_{2}^{2}}}\leq\frac{3a_{T}}{h_{T}}.

The bound 2hT|T|3hT2h_{T}\leq|\partial T|\leq 3h_{T} gives us

hTaT|T|hT4|T|3hT2aT,\frac{h_{T}}{a_{T}}\leq\frac{|\partial T|h_{T}}{4|T|}\leq\frac{3h_{T}}{2a_{T}},

and so the aspect ratio of TT is equivalent to hTaT\frac{h_{T}}{a_{T}}. Thus, as the aspect ratio of TT goes to infinity, γ1\gamma_{1} and γ2\gamma_{2} go to zero, implying that γ3\gamma_{3} goes to π\pi. ∎

Lemma 5.

Let the split point of TT be taken to be the incenter, i.e., z0=zincz_{0}=z_{{\rm inc}}. Then, if TT satisfies LAC(δ)LAC(\delta), all triangles in TctT^{ct} satisfy LAC(δ2)LAC(\frac{\delta}{2}).

Proof.

The incenter is defined as the intersection of the angle bisectors. Thus, KiK_{i} has angles αi+12,αi+22,π12(αi+1+αi+2)\frac{\alpha_{i+1}}{2},\frac{\alpha_{i+2}}{2},\pi-\frac{1}{2}(\alpha_{i+1}+\alpha_{i+2}).

As TT satisfies LAC(δ)LAC(\delta), αi<πδ=α1+α2+α3δ\alpha_{i}<\pi-\delta=\alpha_{1}+\alpha_{2}+\alpha_{3}-\delta, and therefore δαi+1+αi+2\delta\leq\alpha_{i+1}+\alpha_{i+2}. We then conclude that π12(αi+1+αi+2)πδ2\pi-\frac{1}{2}(\alpha_{i+1}+\alpha_{i+2})\leq\pi-\frac{\delta}{2} implying that KiK_{i} satisfies LAC(δ2)LAC(\frac{\delta}{2}). ∎

Lemma 6.

Let ϱTincct{\varrho}_{T^{ct}_{\rm inc}} be the aspect ratio of TctT^{ct} when refined with respect to the incenter. The following bounds hold:

2ϱTϱTincct2(1+aThT)ϱT.2{\varrho}_{T}\leq{\varrho}_{T^{ct}_{\rm inc}}\leq 2\Big{(}1+\frac{a_{T}}{h_{T}}\Big{)}{\varrho}_{T}.
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 KiK_{i} in the refinement are αi+12,αi+22,π(αi+1+αi+2)2=π+αi2\frac{\alpha_{i+1}}{2},\frac{\alpha_{i+2}}{2},\frac{\pi-(\alpha_{i+1}+\alpha_{i+2})}{2}=\frac{\pi+\alpha_{i}}{2}. As π+αi2\frac{\pi+\alpha_{i}}{2}, the angle at the incenter, is an obtuse angle, it is opposite the longest edge of Ki,K_{i}, the edge shared with T.T. Thus, the aspect ratio of KiK_{i} is hiρKi=|Ki|hi4|Ki|\frac{h_{i}}{\rho_{K_{i}}}=\frac{|\partial K_{i}|h_{i}}{4|K_{i}|}.

By definition of incenter, the altitude of KiK_{i} with respect to eie_{i} is the inradius of T.T. Therefore |Ki|=kihi2=ρThi4=|T|hi|T||K_{i}|=\frac{k_{i}h_{i}}{2}=\frac{\rho_{T}h_{i}}{4}=\frac{|T|h_{i}}{|\partial T|}, and so

ϱKi\displaystyle{\varrho}_{K_{i}} =|Ki|hi4|Ki|=|T||Ki|4|T|=|Ki|hTϱT.\displaystyle=\frac{|\partial K_{i}|h_{i}}{4|K_{i}|}=\frac{|\partial T||\partial K_{i}|}{4|T|}=\frac{|\partial K_{i}|}{h_{T}}{\varrho}_{T}.

For an arbitrary triangle KiK_{i} in the refinement, we have |Ki||T|2hT+2aT|\partial K_{i}|\leq|\partial T|\leq 2h_{T}+2a_{T}, giving us

ϱTincct2(1+aThT)ϱT.{\varrho}_{T^{ct}_{\rm inc}}\leq 2\Big{(}1+\frac{a_{T}}{h_{T}}\Big{)}{\varrho}_{T}.

As K3K_{3} shares the longest edge with T,T, we have 2hT|K3|,2h_{T}\leq|\partial K_{3}|, giving us

2ϱTϱK3ϱTincct.2{\varrho}_{T}\leq{\varrho}_{K_{3}}\leq{\varrho}_{T^{ct}_{\rm inc}}.

Lemma 7.

Let ϱTbaryct{\varrho}_{T^{ct}_{\rm bary}} be the aspect ratio of TctT^{ct} when refined with the barycenter. The following bounds hold:

31+aThTϱTϱTbaryct3ϱT.\frac{3}{1+\frac{a_{T}}{h_{T}}}{\varrho}_{T}\leq{\varrho}_{T^{ct}_{\rm bary}}\leq 3{\varrho}_{T}.
Proof.

By properties of the barycenter, |Ki|=|T|3|K_{i}|=\frac{|T|}{3}. Thus, the aspect ratio of KiK_{i} is

ϱKi\displaystyle{\varrho}_{K_{i}} =|Ki|hKi4|Ki|=3|Ki|hKi4|T|=3|Ki|hKi|T|hTϱT.\displaystyle=\frac{|\partial K_{i}|h_{K_{i}}}{4|K_{i}|}=\frac{3|\partial K_{i}|h_{K_{i}}}{4|T|}=\frac{3|\partial K_{i}|h_{K_{i}}}{|\partial T|h_{T}}{\varrho}_{T}.

For all triangles, we have |Ki||T||\partial K_{i}|\leq|\partial T| and hKihTh_{K_{i}}\leq h_{T}, and so,

ϱTbaryct3ϱT.{\varrho}_{T^{ct}_{\rm bary}}\leq 3{\varrho}_{T}.

For K3K_{3} we use the bounds 2hT|K3|2h_{T}\leq|\partial K_{3}| and |T|2hT+2aT|\partial T|\leq 2h_{T}+2a_{T} to get the following lower bound:

31+aThTϱTϱTbaryct.\frac{3}{1+\frac{a_{T}}{h_{T}}}{\varrho}_{T}\leq{\varrho}_{T^{ct}_{\rm bary}}.

Remark 2.1.

Lemmas 47 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 67 show that for TT 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 TctT^{ct} does not satisfy the large angle condition; (ii) the inf-sup stability constants derived below are given in terms of ϱT{\varrho}_{T} (not ϱTct{\varrho}_{T^{ct}}). 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 CC 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

𝒯hct={KTct:T𝒯h}.\mathcal{T}_{h}^{ct}=\{K\in T^{ct}:\exists T\in\mathcal{T}_{h}\}.

For a triangulation ShS_{h} and k+k\in\mathbb{N}_{+}, we define the spaces

\EuScriptPk(Sh)\displaystyle\EuScript{P}_{k}(S_{h}) ={qL2(D):q|K\EuScriptPk(K)KSh},\displaystyle=\{q\in L^{2}(D):\ q|_{K}\in\EuScript{P}_{k}(K)\ \forall K\in S_{h}\},\qquad \EuScriptP̊k(Sh)=\EuScriptPk(Sh)L02(D),\displaystyle\mathring{\EuScript{P}}_{k}(S_{h})=\EuScript{P}_{k}(S_{h})\cap L^{2}_{0}(D),
\EuScriptPkc(Sh)\displaystyle\EuScript{P}^{c}_{k}(S_{h}) =\EuScriptPk(Tct)H1(D),\displaystyle=\EuScript{P}_{k}(T^{ct})\cap H^{1}(D),\qquad \EuScriptP̊kc(Sh)=\EuScriptPkc(Sh)H01(D),\displaystyle\mathring{\EuScript{P}}_{k}^{c}(S_{h})=\EuScript{P}^{c}_{k}(S_{h})\cap H^{1}_{0}(D),

where D=intKShK¯D={\rm int}\bigcup_{K\in S_{h}}\bar{K}. Analogous vector-valued spaces are denoted in boldface, e.g., \EuScript𝑷kc(Sh)=[\EuScriptPkc(Sh)]2\bm{\EuScript{P}}^{c}_{k}(S_{h})=[\EuScript{P}^{c}_{k}(S_{h})]^{2}. The lowest-order Scott-Vogelius pair is then \EuScript𝑷̊2c(𝒯hct)\EuScriptP̊1(𝒯hct)\mathring{\bm{\EuScript{P}}}_{2}^{c}(\mathcal{T}_{h}^{ct})-\mathring{\EuScript{P}}_{1}(\mathcal{T}_{h}^{ct}).

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 \EuScript𝑷2c\EuScriptP0\bm{\EuScript{P}}^{c}_{2}-\EuScript{P}_{0} pair.

We now summarize the proof of inf-sup stability of the \EuScript𝑷̊2c(𝒯hct)\EuScriptP̊1(𝒯hct)\mathring{\bm{\EuScript{P}}}^{c}_{2}(\mathcal{T}_{h}^{ct})-\mathring{\EuScript{P}}_{1}(\mathcal{T}_{h}^{ct}) pair given in [22, Proposition 6.1]. The stability proof relies on two preliminary results. The first states the well-known stability of the \EuScript𝑷2c\EuScriptP0\bm{\EuScript{P}}_{2}^{c}-\EuScript{P}_{0} pair [12, 13]. The second is a bijective property of the divergence operator acting on local polynomial spaces [22, 9].

Lemma 8 (Stability of \EuScript𝑷2c\EuScriptP0\bm{\EuScript{P}}^{c}_{2}-\EuScript{P}_{0} pair on 𝒯h\mathcal{T}_{h}).

There exists β0>0\beta_{0}>0 such that

β0qL2(Ω)sup0𝒗\EuScript𝑷̊2c(𝒯h)Ω(div𝒗)q𝒗L2(Ω)q\EuScriptP̊0(𝒯h).\beta_{0}\|q\|_{L^{2}(\Omega)}\leq\sup_{0\neq{\bm{v}}\in\mathring{\bm{\EuScript{P}}}_{2}^{c}(\mathcal{T}_{h})}\frac{\int_{\Omega}({\rm div}\,{\bm{v}})q}{\|\nabla{\bm{v}}\|_{L^{2}(\Omega)}}\qquad\forall q\in\mathring{\EuScript{P}}_{0}(\mathcal{T}_{h}).
Lemma 9 (Stability on macro element).

Let T𝒯hT\in\mathcal{T}_{h}. Then there exists βTct>0\beta_{T^{ct}}>0 such that for any q\EuScriptP̊1(Tct)q\in\mathring{\EuScript{P}}_{1}(T^{ct}), there exists a unique 𝐯\EuScript𝐏̊2c(Tct){\bm{v}}\in\mathring{\bm{\EuScript{P}}}^{c}_{2}(T^{ct}) such that div𝐯=q{\rm div}\,{\bm{v}}=q and 𝐯L2(T)βTct1qL2(T)\|\nabla{\bm{v}}\|_{L^{2}(T)}\leq\beta_{T^{ct}}^{-1}\|q\|_{L^{2}(T)}.

Remark 3.1.

Lemma 9 implies there exists βTct>0\beta_{T^{ct}}>0 such that 𝐯L2(T)βTct1div𝐯L2(T)\|\nabla{\bm{v}}\|_{L^{2}(T)}\leq\beta_{T^{ct}}^{-1}\|{\rm div}\,{\bm{v}}\|_{L^{2}(T)} for all 𝐯\EuScript𝐏̊2c(Tct){\bm{v}}\in\mathring{\bm{\EuScript{P}}}_{2}^{c}(T^{ct}). For the continuation of the paper, we assume that βTct\beta_{T^{ct}} is the largest constant such that this inequality is satisfied.

Theorem 10 (Stability of SV pair).

There holds

βqL2(Ω)sup0𝒘\EuScript𝑷̊2c(𝒯hct)Ω(div𝒘)q𝒘L2(Ω)q\EuScriptP̊1(𝒯hct),\displaystyle\beta\|q\|_{L^{2}(\Omega)}\leq\sup_{0\neq\bm{w}\in\mathring{\bm{\EuScript{P}}}^{c}_{2}(\mathcal{T}_{h}^{ct})}\frac{\int_{\Omega}({\rm div}\,\bm{w})q}{\|\nabla\bm{w}\|_{L^{2}(\Omega)}}\qquad\forall q\in\mathring{\EuScript{P}}_{1}(\mathcal{T}_{h}^{ct}), (1)

with

β=((1+β01)β1+β01)1=β0ββ+β0+1,\beta=\Big{(}(1+\beta_{0}^{-1})\beta_{*}^{-1}+\beta_{0}^{-1}\Big{)}^{-1}=\frac{\beta_{0}\beta_{*}}{\beta_{*}+\beta_{0}+1},

where β0>0\beta_{0}>0 is given in Lemma 8, β=minT𝒯hβTct\beta_{*}=\min_{T\in\mathcal{T}_{h}}\beta_{T^{ct}}, and βTct\beta_{T^{ct}} is given in Lemma 9.

Proof.

Again the proof of this result is found in [22, Proposition 6.1]. We provide the proof here for completeness.

For given q\EuScriptP̊1(𝒯hct)q\in\mathring{\EuScript{P}}_{1}(\mathcal{T}_{h}^{ct}), let q¯\EuScriptP̊0(𝒯h)\bar{q}\in\mathring{\EuScript{P}}_{0}(\mathcal{T}_{h}) be its L2L^{2}-projection onto \EuScriptP̊0(𝒯h)\mathring{\EuScript{P}}_{0}(\mathcal{T}_{h}):

q¯|T=1|T|TqT𝒯h.\bar{q}|_{T}=\frac{1}{|T|}\int_{T}q\qquad\forall T\in\mathcal{T}_{h}.

Then (qq¯)|T\EuScriptP̊1(Tct)(q-\bar{q})|_{T}\in\mathring{\EuScript{P}}_{1}(T^{ct}) for all T𝒯hT\in\mathcal{T}_{h}.

By Lemma 9, for each T𝒯hT\in\mathcal{T}_{h}, there exists 𝒗T\EuScript𝑷̊2c(Tct){\bm{v}}_{T}\in\mathring{\bm{\EuScript{P}}}^{c}_{2}(T^{ct}) satisfying div𝒗T=(qq¯)|T{\rm div}\,{\bm{v}}_{T}=(q-\bar{q})|_{T} and 𝒗L2(T)βTct1qq¯L2(T)\|\nabla{\bm{v}}\|_{L^{2}(T)}\leq\beta_{T^{ct}}^{-1}\|q-\bar{q}\|_{L^{2}(T)}. We then set 𝒗\EuScript𝑷̊2c(𝒯hct){\bm{v}}\in\mathring{\bm{\EuScript{P}}}^{c}_{2}(\mathcal{T}_{h}^{ct}) such that 𝒗|T=𝒗T{\bm{v}}|_{T}={\bm{v}}_{T} for all T𝒯hT\in\mathcal{T}_{h}. Note that 𝒗L2(Ω)β1qq¯L2(Ω)\|\nabla{\bm{v}}\|_{L^{2}(\Omega)}\leq\beta_{*}^{-1}\|q-\bar{q}\|_{L^{2}(\Omega)} with β=minT𝒯hβTct\beta_{*}=\min_{T\in\mathcal{T}_{h}}\beta_{T^{ct}}, and therefore

qq¯L2(Ω)2\displaystyle\|q-\bar{q}\|_{L^{2}(\Omega)}^{2} =Ωq(qq¯)=Ω(div𝒗)q\displaystyle=\int_{\Omega}q(q-\bar{q})=\int_{\Omega}({\rm div}\,{\bm{v}})q
=𝒗L2(Ω)Ω(div𝒗)q𝒗L2(Ω)β1qq¯L2(Ω)sup0𝒘\EuScript𝑷̊2c(𝒯hct)Ω(div𝒘)q𝒘L2(Ω).\displaystyle=\|\nabla{\bm{v}}\|_{L^{2}(\Omega)}\frac{\int_{\Omega}({\rm div}\,{\bm{v}})q}{\|\nabla{\bm{v}}\|_{L^{2}(\Omega)}}\leq\beta_{*}^{-1}\|q-\bar{q}\|_{L^{2}(\Omega)}\sup_{0\neq\bm{w}\in\mathring{\bm{\EuScript{P}}}^{c}_{2}(\mathcal{T}_{h}^{ct})}\frac{\int_{\Omega}({\rm div}\,\bm{w})q}{\|\nabla\bm{w}\|_{L^{2}(\Omega)}}.

Thus,

qq¯L2(Ω)β1sup0𝒘\EuScript𝑷̊2c(𝒯hct)Ω(div𝒘)q𝒘L2(Ω).\displaystyle\|q-\bar{q}\|_{L^{2}(\Omega)}\leq\beta_{*}^{-1}\sup_{0\neq\bm{w}\in\mathring{\bm{\EuScript{P}}}^{c}_{2}(\mathcal{T}_{h}^{ct})}\frac{\int_{\Omega}({\rm div}\,\bm{w})q}{\|\nabla\bm{w}\|_{L^{2}(\Omega)}}. (2)

We also have, by Lemma 8 and the triangle and Cauchy-Schwarz inequalities,

β0q¯L2(Ω)qq¯L2(Ω)+sup0𝒘\EuScript𝑷̊2c(𝒯hct)Ω(div𝒘)q𝒘L2(Ω).\displaystyle\beta_{0}\|\bar{q}\|_{L^{2}(\Omega)}\leq\|q-\bar{q}\|_{L^{2}(\Omega)}+\sup_{0\neq\bm{w}\in\mathring{\bm{\EuScript{P}}}^{c}_{2}(\mathcal{T}_{h}^{ct})}\frac{\int_{\Omega}({\rm div}\,\bm{w})q}{\|\nabla\bm{w}\|_{L^{2}(\Omega)}}. (3)

Combining (2)–(3) yields

qL2(Ω)\displaystyle\|q\|_{L^{2}(\Omega)} qq¯L2(Ω)+q¯L2(Ω)\displaystyle\leq\|q-\bar{q}\|_{L^{2}(\Omega)}+\|\bar{q}\|_{L^{2}(\Omega)}
(1+β01)qq¯L2(Ω)+β01sup0𝒘\EuScript𝑷̊2c(𝒯hct)Ω(div𝒘)q𝒘L2(Ω)\displaystyle\leq(1+\beta_{0}^{-1})\|q-\bar{q}\|_{L^{2}(\Omega)}+\beta_{0}^{-1}\sup_{0\neq\bm{w}\in\mathring{\bm{\EuScript{P}}}^{c}_{2}(\mathcal{T}_{h}^{ct})}\frac{\int_{\Omega}({\rm div}\,\bm{w})q}{\|\nabla\bm{w}\|_{L^{2}(\Omega)}}
((1+β01)β1+β01)sup0𝒘\EuScript𝑷̊2c(𝒯hct)Ω(div𝒘)q𝒘L2(Ω).\displaystyle\leq\Big{(}(1+\beta_{0}^{-1})\beta_{*}^{-1}+\beta_{0}^{-1}\Big{)}\sup_{0\neq\bm{w}\in\mathring{\bm{\EuScript{P}}}^{c}_{2}(\mathcal{T}_{h}^{ct})}\frac{\int_{\Omega}({\rm div}\,\bm{w})q}{\|\nabla\bm{w}\|_{L^{2}(\Omega)}}.

Remark 3.2.

The mapping div:\EuScript𝐏̊kc(Tct)\EuScriptP̊k1(Tct){\rm div}:\mathring{\bm{\EuScript{P}}}_{k}^{c}(T^{ct})\to\mathring{\EuScript{P}}_{k-1}(T^{ct}) is surjective for all k1k\geq 1 [22]. Therefore, the proof of Theorem 10 easily extends to the \EuScript𝐏̊kc(𝒯hct)\EuScriptP̊k1(𝒯hct)\mathring{\bm{\EuScript{P}}}_{k}^{c}(\mathcal{T}_{h}^{ct})-\mathring{\EuScript{P}}_{k-1}(\mathcal{T}_{h}^{ct}) pair for k2k\geq 2.

Remark 3.3.

Theorem 10 shows that the inf-sup constant β\beta depends on inf-sup constants of two related problems: (1) the inf-sup constant of the \EuScript𝐏̊2c(𝒯h)\EuScriptP̊0(𝒯h)\mathring{\bm{\EuScript{P}}}_{2}^{c}(\mathcal{T}_{h})-\mathring{\EuScript{P}}_{0}(\mathcal{T}_{h}) pair β0\beta_{0} and (2) the local inf-sup constant βTct\beta_{T^{ct}} given in Lemma 9. These two stability constants are estimated in subsequent sections.

3.1 Estimates of the inf-sup stability constant β0\beta_{0} for the \EuScript𝑷̊2c(𝒯h)\EuScriptP̊0(𝒯h)\mathring{\bm{\EuScript{P}}}_{2}^{c}(\mathcal{T}_{h})-\mathring{\EuScript{P}}_{0}(\mathcal{T}_{h}) pair

We summarize the results in [7] which show that the inf-sup stability constant β0\beta_{0} for the \EuScript𝑷̊2c(𝒯h)\EuScriptP0(𝒯h)\mathring{\bm{\EuScript{P}}}_{2}^{c}(\mathcal{T}_{h})-\EuScript{P}_{0}(\mathcal{T}_{h}) is uniformly stable (with respect to aspect ratio and mesh size) on a large class of two-dimensional anisotropic meshes.

We assume that 𝒯h\mathcal{T}_{h} is a refinement of a shape-regular, or isotropic, macrotriangulation 𝒯H\mathcal{T}_{H} of triangular or quadrilateral elements with

Ω¯=Q𝒯HQ¯.\bar{\Omega}=\bigcup_{Q\in\mathcal{T}_{H}}\bar{Q}.

The restriction of the microtriangulation 𝒯h\mathcal{T}_{h} to a macroelement Q𝒯HQ\in\mathcal{T}_{H} is assumed to be a conforming triangulation of QQ. These triangulations of a macroelement QQ (or patch) are classified into three groupings (cf. [7, p.92-93]):

  1. 1.

    Patches of isotropic elements: The triangulation 𝒯h\mathcal{T}_{h} restricted to QQ consists of isotropic elements.

  2. 2.

    Boundary layer patches: All vertices of the triangulation 𝒯h\mathcal{T}_{h} restricted to QQ are contained in two edges of QQ.

  3. 3.

    Corner patches: Two edges with a common vertex are geometrically refined. It is assumed that QQ can be partitioned into a finite number of patches KK 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 ee of some T𝒯hT\in\mathcal{T}_{h} that joings the handing node with a node on the opposite side of KK.

Theorem 11 (Theorem 1 in [7]).

Suppose that isotropic patches, boundary layer patches, or corner patches are used. Then the inf-sup constant β0\beta_{0} associated with the \EuScript𝐏̊2c(𝒯h)\EuScriptP̊0(𝒯h)\mathring{\bm{\EuScript{P}}}_{2}^{c}(\mathcal{T}_{h})-\mathring{\EuScript{P}}_{0}(\mathcal{T}_{h}) pair is uniformly bounded from below with respect to the aspect ratio of 𝒯h\mathcal{T}_{h}.

3.2 Estimates of inf-sup stability constant βTct\beta_{T^{ct}}

To estimate the local stability constant βTct\beta_{T^{ct}}, we first map TT to a “scaled reference triangle” (under the assumption that TT 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 TT satisfy LAC(δ)LAC(\delta) and have edge lengths h1,h2h_{1},h_{2}, and h3h_{3} (with the convention h1h2h3h_{1}\leq h_{2}\leq h_{3}). Then there exists a triangle T~\tilde{T} with vertices z~3:=(0,0),z~2:=(h1,0),z~1:=(0,h2)\tilde{z}_{3}:=(0,0),\tilde{z}_{2}:=(h_{1},0),\tilde{z}_{1}:=(0,h_{2}) that can be mapped to TT by an affine bijection F~T(x~):=Ax~+b\tilde{F}_{T}(\tilde{x}):=A\tilde{x}+b where A,A1C(δ)\|A\|,\|A^{-1}\|\leq C(\delta), where C(δ)C(\delta) depends only on δ\delta, in particular, the constant is independent of the aspect ratio and size of TT.

Lemma 12 implies that it is sufficient to estimate βTct\beta_{T^{ct}} in the case T=T~T=\tilde{T}. Indeed, for given 𝒘\EuScript𝑷̊2c(Tct)\bm{w}\in\mathring{\bm{\EuScript{P}}}_{2}^{c}(T^{ct}), let 𝒘~:T~2\tilde{\bm{w}}:\tilde{T}\to\mathbb{R}^{2} be given via a scaled Piola transform:

𝒘(x)=DF~T𝒘^(x~)x=F~T(x~).\bm{w}(x)={D\tilde{F}_{T}\hat{\bm{w}}(\tilde{x})}\qquad x=\tilde{F}_{T}(\tilde{x}).

We then have 𝒘~\EuScript𝑷̊2c(T~Tct)\tilde{\bm{w}}\in\mathring{\bm{\EuScript{P}}}_{2}^{c}(\tilde{T}_{T}^{ct}), where T~Tct\tilde{T}_{T}^{ct} is the Clough-Tocher partition of T~\tilde{T} induced by F~T\tilde{F}_{T}, i.e.,

T~Tct={K~i=F~T1(Ki):KiTct}.\tilde{T}^{ct}_{T}=\{\tilde{K}_{i}=\tilde{F}_{T}^{-1}(K_{i}):\ K_{i}\in T^{ct}\}.

By the chain rule, there holds

𝒘(x)=DF~T~𝒘~(x~)DF~T1,div𝒘(x)=div~𝒘~(x~).\displaystyle\nabla\bm{w}(x)=D\tilde{F}_{T}\tilde{\nabla}\tilde{\bm{w}}(\tilde{x})D\tilde{F}_{T}^{-1},\qquad{\rm div}\,\bm{w}(x)=\widetilde{\rm div}\,\tilde{\bm{w}}(\tilde{x}).

Making a change of variables, and applying Lemma 9 on T~Tct\tilde{T}^{ct}_{T}, we compute

~𝒘~L2(T~)2\displaystyle\|\tilde{\nabla}\tilde{\bm{w}}\|_{L^{2}(\tilde{T})}^{2} |det(DF~T)||DF~T|2|DF~T1|2~𝒘~L2(T~)2\displaystyle\leq|\det(D\tilde{F}_{T})||D\tilde{F}_{T}|^{2}|D\tilde{F}_{T}^{-1}|^{2}\|\tilde{\nabla}\tilde{\bm{w}}\|_{L^{2}(\tilde{T})}^{2}
βT~Tct2|det(DF~T)||DF~T|2|DF~T1|2div~𝒘~L2(T~)2\displaystyle\leq\beta_{\tilde{T}^{ct}_{T}}^{-2}|\det(D\tilde{F}_{T})||D\tilde{F}_{T}|^{2}|D\tilde{F}_{T}^{-1}|^{2}\|\widetilde{\rm div}\,\tilde{\bm{w}}\|_{L^{2}(\tilde{T})}^{2}
βT~Tct2|DF~T|2|DF~T1|2div𝒘L2(T)2.\displaystyle\leq\beta_{\tilde{T}^{ct}_{T}}^{-2}|D\tilde{F}_{T}|^{2}|D\tilde{F}_{T}^{-1}|^{2}\|{\rm div}\,\bm{w}\|_{L^{2}(T)}^{2}.

Thus, we conclude from Lemma 12 that

𝒘L2(T)βT~Tct1|DFT||DFT1|div𝒘L2(T)CβT~Tct1div𝒘L2(T).\displaystyle\|\nabla\bm{w}\|_{L^{2}(T)}\leq\beta_{\tilde{T}_{T}^{ct}}^{-1}|DF_{T}||DF_{T}^{-1}|\|{\rm div}\,\bm{w}\|_{L^{2}(T)}\leq C\beta_{\tilde{T}^{ct}_{T}}^{-1}\|{\rm div}\,\bm{w}\|_{L^{2}(T)}.

The goal of this section then is to estimate βT~Tct\beta_{\tilde{T}_{T}^{ct}}, i.e., to explicitly estimate the stability result stated in Lemma 9 in the case T=T~T=\tilde{T}. Of particular interest is the case where the split point z0z_{0} 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 \EuScript𝑷̊2(T~Tct)\EuScriptP̊1(T~Tct)\mathring{\bm{\EuScript{P}}}_{2}(\tilde{T}_{T}^{ct})-\mathring{\EuScript{P}}_{1}(\tilde{T}_{T}^{ct}) pair given in [22]. The argument is quite involved and requires some additional notation and technical lemmas.

First, the mapping F~T\tilde{F}_{T} in Lemma 12 satisfies F~T(z~i)=zi\tilde{F}_{T}(\tilde{z}_{i})=z_{i}. Adopting the notation presented in Section 2, we denote the edges of T~\tilde{T} as {e~i}i=13\{\tilde{e}_{i}\}_{i=1}^{3}, labeled such that e~i\tilde{e}_{i} is opposite z~i\tilde{z}_{i}. The lengths of the edges of T~\tilde{T} are h~1:=h1=|e~1|\tilde{h}_{1}:=h_{1}=|\tilde{e}_{1}|, h~2:=h2=|e~2|\tilde{h}_{2}:=h_{2}=|\tilde{e}_{2}|, and h~3:=|e~3|=(h12+h22)1/2\tilde{h}_{3}:=|\tilde{e}_{3}|=(h_{1}^{2}+h^{2}_{2})^{1/2}. The labeling assumptions stated in Section 2 implies h~1h~2h~3\tilde{h}_{1}\leq\tilde{h}_{2}\leq\tilde{h}_{3}.

We set k=(k~2,k~1)=F~T(z0)2\vec{k}=(\tilde{k}_{2},\tilde{k}_{1})^{\intercal}=\tilde{F}_{T}(z_{0})\in\mathbb{R}^{2} to be the image of the split point of TT onto T~\tilde{T}. The notational convention is chosen so that the altitude of K~i\tilde{K}_{i} with respect to e~i\tilde{e}_{i} is k~i\tilde{k}_{i} for i=1,2i=1,2. We also set k~3\tilde{k}_{3} to be the altitude of K~3\tilde{K}_{3} with respect to e~3\tilde{e}_{3}.

The main result of this section is summarized in the following theorem.

Theorem 13.

Let μ~\EuScriptP̊1c(T~Tct)\tilde{\mu}\in\mathring{\EuScript{P}}_{1}^{c}(\tilde{T}^{ct}_{T}) be the hat function associated with the split point (k~2,k~1)(\tilde{k}_{2},\tilde{k}_{1})^{\intercal} and set ϱ~=h~2h~1\tilde{\varrho}=\frac{\tilde{h}_{2}}{\tilde{h}_{1}}. Then there holds, for all 𝐰~\EuScript𝐏̊2c(T~Tct)\tilde{\bm{w}}\in\mathring{\bm{\EuScript{P}}}_{2}^{c}(\tilde{T}^{ct}_{T}),

|𝒘~|H1(T~)Cϱ~1/2(1+|μ~|H1(T~))div~𝒘~L2(T~).|\tilde{\bm{w}}|_{H^{1}(\tilde{T})}\leq C{\tilde{\varrho}}^{1/2}(1+|\tilde{\mu}|_{H^{1}(\tilde{T})})\|\widetilde{{\rm div}\,}\tilde{\bm{w}}\|_{L^{2}(\tilde{T})}.

In particular, there holds βT~ctTC(ϱ~(1+|μ~|H1(T~)))1\beta_{\tilde{T}_{ct}^{T}}\geq C\Big{(}\sqrt{\tilde{\varrho}}(1+|\tilde{\mu}|_{H^{1}(\tilde{T})})\Big{)}^{-1}.

To prove Theorem 13 we require two scaling results whose proofs are given in the appendix.

Lemma 14.

Set ϱ~=h~2h~1\tilde{\varrho}=\frac{\tilde{h}_{2}}{\tilde{h}_{1}}. Then for 𝐯~\EuScript𝐏1(T~)\tilde{\bm{v}}\in\bm{\EuScript{P}}_{1}(\tilde{T}), there holds

𝒗~L2(T~)2+𝒗~L(T~)2\displaystyle\|\nabla\tilde{\bm{v}}\|_{L^{2}(\tilde{T})}^{2}+\|\tilde{\bm{v}}\|_{L^{\infty}(\tilde{T})}^{2} Cϱ~|T~|1i=13h~i𝒗~𝒏~iL2(e~i)2.\displaystyle\leq C\tilde{\varrho}|\tilde{T}|^{-1}\sum_{i=1}^{3}\tilde{h}_{i}\|\tilde{\bm{v}}\cdot\tilde{\bm{n}}_{i}\|_{L^{2}(\tilde{e}_{i})}^{2}.
Lemma 15.

For any q~\EuScriptP1(K~i)\tilde{q}\in\EuScript{P}_{1}(\tilde{K}_{i}), there holds

k~iq~L2(e~i)2Cq~L2(K~i)2.\tilde{k}_{i}\|\tilde{q}\|_{L^{2}(\tilde{e}_{i})}^{2}\leq C\|\tilde{q}\|_{L^{2}(\tilde{K}_{i})}^{2}.

Proof of Theorem 13.

The main idea of the proof is to write 𝒘~=μ~𝒘~1+μ~2𝒘~0\tilde{\bm{w}}=\tilde{\mu}\tilde{\bm{w}}_{1}+\tilde{\mu}^{2}\tilde{\bm{w}}_{0}, where 𝒘~j\EuScript𝑷j(T~)\tilde{\bm{w}}_{j}\in\bm{\EuScript{P}}_{j}(\tilde{T}) are specified by Brezzi-Douglas-Marini degrees of freedom (DOFs). This decomposition of 𝒘~\tilde{\bm{w}} is unique.

Step 1: Construction of 𝐰~1\tilde{\bm{w}}_{1}:
Set q~:=div~𝒘~\EuScriptP̊1(T~ct)\tilde{q}:=\widetilde{{\rm div}\,}\tilde{\bm{w}}\in\mathring{\EuScript{P}}_{1}(\tilde{T}^{ct}), and define 𝒘~1\EuScript𝑷1(T~)\tilde{\bm{w}}_{1}\in\bm{\EuScript{P}}_{1}(\tilde{T}) uniquely by the DOFs

e~i(𝒘~1𝒏~i)κ~=k~ie~iq~κ~κ~\EuScriptP1(e~i),i=1,2,3.\int_{\tilde{e}_{i}}(\tilde{\bm{w}}_{1}\cdot\tilde{\bm{n}}_{i})\tilde{\kappa}=-\tilde{k}_{i}\int_{\tilde{e}_{i}}\tilde{q}\tilde{\kappa}\qquad\forall\tilde{\kappa}\in\EuScript{P}_{1}(\tilde{e}_{i}),\ i=1,2,3.

Thus, 𝒘~1𝒏~i|e~i=k~iq~|e~i\tilde{\bm{w}}_{1}\cdot\tilde{\bm{n}}_{i}|_{\tilde{e}_{i}}=-\tilde{k}_{i}\tilde{q}|_{\tilde{e}_{i}}, and therefore, since ~μ~|K~i=k~i1𝒏~i\tilde{\nabla}\tilde{\mu}|_{\tilde{K}_{i}}=-\tilde{k}_{i}^{-1}\tilde{\bm{n}}_{i} (i=1,2,3i=1,2,3),

𝒘~1~μ~|T~=q~|T~.\tilde{\bm{w}}_{1}\cdot\tilde{\nabla}\tilde{\mu}|_{{\partial}\tilde{T}}=\tilde{q}|_{{\partial}\tilde{T}}. (4)

Step 2: Construction of 𝐰0\bm{w}_{0}:
Set

q~0=1μ~(div~(μ~𝒘~1)q~).\tilde{q}_{0}=\frac{-1}{\tilde{\mu}}\big{(}\widetilde{{\rm div}\,}(\tilde{\mu}\tilde{\bm{w}}_{1})-\tilde{q}\big{)}. (5)

By (4), (div~(μ~𝒘~1)q~)|T~=(~μ~𝒘~1q~)|T~=0(\widetilde{{\rm div}\,}(\tilde{\mu}\tilde{\bm{w}}_{1})-\tilde{q})|_{{\partial}\tilde{T}}=(\tilde{\nabla}\tilde{\mu}\cdot\tilde{\bm{w}}_{1}-\tilde{q})|_{{\partial}\tilde{T}}=0, and therefore we conclude q~0\EuScriptP0(T~ct)\tilde{q}_{0}\in\EuScript{P}_{0}(\tilde{T}^{ct}). We also have

T~μ~q~0=T~(div~(μ~𝒘~1)q~)=0.\int_{\tilde{T}}\tilde{\mu}\tilde{q}_{0}=-\int_{\tilde{T}}(\widetilde{{\rm div}\,}(\tilde{\mu}\tilde{\bm{w}}_{1})-\tilde{q})=0.

Let 𝒘~0\EuScript𝑷0(T~)\tilde{\bm{w}}_{0}\in\bm{\EuScript{P}}_{0}(\tilde{T}) be uniquely determined by

2e~i(𝒘~0𝒏~i)=k~ie~iq~0i=1,2,{2}\int_{\tilde{e}_{i}}(\tilde{\bm{w}}_{0}\cdot\tilde{\bm{n}}_{i})=-\tilde{k}_{i}\int_{\tilde{e}_{i}}\tilde{q}_{0}\qquad i=1,2, (6)

i.e., 2𝒘~0~μ~|e~i=q~0|e~i(i=1,2)2\tilde{\bm{w}}_{0}\cdot\tilde{\nabla}\tilde{\mu}|_{\tilde{e}_{i}}=\tilde{q}_{0}|_{\tilde{e}_{i}}\ (i=1,2), which implies 2𝒘~0~μ~|K~i=q~0|K~i(i=1,2)2\tilde{\bm{w}}_{0}\cdot\tilde{\nabla}\tilde{\mu}|_{\tilde{K}_{i}}=\tilde{q}_{0}|_{\tilde{K}_{i}}\ (i=1,2) because all of the functions in the expression are piecewise constant. We then calculate

div(μ~2𝒘~0)|K~i=2μ~(𝒘~0~μ~)|K~i=μ~q~0|K~ii=1,2,{\rm div}\,(\tilde{\mu}^{2}\tilde{\bm{w}}_{0})|_{\tilde{K}_{i}}=2\tilde{\mu}(\tilde{\bm{w}}_{0}\cdot\tilde{\nabla}\tilde{\mu})|_{\tilde{K}_{i}}=\tilde{\mu}\tilde{q}_{0}|_{\tilde{K}_{i}}\qquad i=1,2,

and so,

K~3μ~(2~μ~𝒘~0q~0)=K~3(div~(μ~2𝒘~0)μ~q~0)=T~(div~(μ~2𝒘~0)μ~q~0)=0.\int_{\tilde{K}_{3}}\tilde{\mu}(2\tilde{\nabla}\tilde{\mu}\cdot\tilde{\bm{w}}_{0}-\tilde{q}_{0})=\int_{\tilde{K}_{3}}(\widetilde{{\rm div}\,}(\tilde{\mu}^{2}\tilde{\bm{w}}_{0})-\tilde{\mu}\tilde{q}_{0})=\int_{\tilde{T}}(\widetilde{{\rm div}\,}(\tilde{\mu}^{2}\tilde{\bm{w}}_{0})-\tilde{\mu}\tilde{q}_{0})=0.

Thus, 2𝒘~0~μ~|K~3=q~0|K~32\tilde{\bm{w}}_{0}\cdot\tilde{\nabla}\tilde{\mu}|_{\tilde{K}_{3}}=\tilde{q}_{0}|_{\tilde{K}_{3}}, and we conclude

div~(μ~2𝒘~0)=μ~q~0=(div~(μ~𝒘~1)q~) in T~,\widetilde{{\rm div}\,}(\tilde{\mu}^{2}\tilde{\bm{w}}_{0})=\tilde{\mu}\tilde{q}_{0}=-(\widetilde{{\rm div}\,}(\tilde{\mu}\tilde{\bm{w}}_{1})-\tilde{q}\big{)}\text{ in $\tilde{T}$},

that is,

div~(μ~𝒘~1)+div~(μ~2𝒘~0)=q~.\widetilde{{\rm div}\,}(\tilde{\mu}\tilde{\bm{w}}_{1})+\widetilde{{\rm div}\,}(\tilde{\mu}^{2}\tilde{\bm{w}}_{0})=\tilde{q}.

Finally, we set 𝒘~=μ~𝒘~1+μ~2𝒘~0\EuScript𝑷̊2c(T~ct)\tilde{\bm{w}}=\tilde{\mu}\tilde{\bm{w}}_{1}+\tilde{\mu}^{2}\tilde{\bm{w}}_{0}\in\mathring{\bm{\EuScript{P}}}_{2}^{c}(\tilde{T}^{ct}), so that div~𝒘=q\widetilde{{\rm div}\,}\bm{w}=q.

Step 3: Estimate of |𝐰~|H1(T~)|\tilde{\bm{w}}|_{H^{1}(\tilde{T})}:

We estimate norms of 𝒘~1\tilde{\bm{w}}_{1} and 𝒘~0\tilde{\bm{w}}_{0} separately to derive an estimate of |𝒘~|H1(T~)|\tilde{\bm{w}}|_{H^{1}(\tilde{T})}. First, recall that 𝒘~1𝒏~i|e~i=k~iq~|e~i\tilde{\bm{w}}_{1}\cdot\tilde{\bm{n}}_{i}|_{\tilde{e}_{i}}=\tilde{k}_{i}\tilde{q}|_{\tilde{e}_{i}}, and therefore by Lemmas 14 and 15,

𝒘~1L(T~)2+~𝒘~1L2(T~)2\displaystyle\|\tilde{\bm{w}}_{1}\|_{L^{\infty}(\tilde{T})}^{2}+\|\tilde{\nabla}\tilde{\bm{w}}_{1}\|_{L^{2}(\tilde{T})}^{2} Cϱ~|T~|1i=13h~ik~i2q~L2(e~i)2\displaystyle\leq C\tilde{\varrho}|\tilde{T}|^{-1}\sum_{i=1}^{3}\tilde{h}_{i}\tilde{k}_{i}^{2}\|\tilde{q}\|_{L^{2}(\tilde{e}_{i})}^{2} (7)
Cϱ~|T~|1i=13h~ik~iq~L2(Ki)2Cϱ~q~L2(T~)2.\displaystyle\leq C\tilde{\varrho}|\tilde{T}|^{-1}\sum_{i=1}^{3}\tilde{h}_{i}\tilde{k}_{i}\|\tilde{q}\|_{L^{2}(K_{i})}^{2}\leq C\tilde{\varrho}\|\tilde{q}\|_{L^{2}(\tilde{T})}^{2}.

To estimate 𝒘~0\tilde{\bm{w}}_{0}, we use a more explicit calculation. To this end, let {λ~j}j=13\EuScript𝑷1(T~)\{\tilde{\lambda}_{j}\}_{j=1}^{3}\subset\bm{\EuScript{P}}_{1}(\tilde{T}) be the barycenter coordinates of T~\tilde{T}, labeled such that λ~j(z~i)=δi,j\tilde{\lambda}_{j}(\tilde{z}_{i})=\delta_{i,j}. We then write

q~|K~i=j=13ai,jλ~jai,j.\tilde{q}|_{\tilde{K}_{i}}=\sum_{j=1}^{3}a_{i,j}\tilde{\lambda}_{j}\qquad a_{i,j}\in\mathbb{R}. (8)

Note that ai,j=q~|K~i(z~j)a_{i,j}=\tilde{q}|_{\tilde{K}_{i}}(\tilde{z}_{j}) for iji\neq j.

A calculation then shows (cf. (4))

𝒘~1=(k~2q~|K~2+λ~2c2k~1q~|K~1+λ~1c1),\displaystyle\tilde{\bm{w}}_{1}=\begin{pmatrix}\tilde{k}_{2}\tilde{q}|_{\tilde{K}_{2}}+\tilde{\lambda}_{2}c_{2}\\ \tilde{k}_{1}\tilde{q}|_{\tilde{K}_{1}}+\tilde{\lambda}_{1}c_{1}\end{pmatrix},

where the constants cjc_{j}\in\mathbb{R} are given by

cj=1h~ji=13ai,jh~ik~i=2h~ji=13|K~i|ai,j.\displaystyle c_{j}=\frac{-1}{\tilde{h}_{j}}\sum_{i=1}^{3}a_{i,j}\tilde{h}_{i}\tilde{k}_{i}=\frac{-2}{\tilde{h}_{j}}\sum_{i=1}^{3}|\tilde{K}_{i}|a_{i,j}. (9)

Another calculation shows that (cf. (5))

q~0|K1\displaystyle\tilde{q}_{0}|_{K_{1}} =(div~𝒘~1+c1h~2),\displaystyle=-(\widetilde{\rm div}\,\tilde{\bm{w}}_{1}+\frac{c_{1}}{\tilde{h}_{2}}),
q~0|K2\displaystyle\tilde{q}_{0}|_{K_{2}} =(div~𝒘~1+c2h~1),\displaystyle=-(\widetilde{\rm div}\,\tilde{\bm{w}}_{1}+\frac{c_{2}}{\tilde{h}_{1}}),

and therefore (cf. (6))

𝒘~0=12(k~1(div~𝒘~1+c1h~2)k~2(div~𝒘~1+c2h~1)).\displaystyle\tilde{\bm{w}}_{0}=-\frac{1}{2}\begin{pmatrix}\tilde{k}_{1}(\widetilde{{\rm div}\,}\tilde{\bm{w}}_{1}+\frac{c_{1}}{\tilde{h}_{2}})\\ \tilde{k}_{2}(\widetilde{{\rm div}\,}\tilde{\bm{w}}_{1}+\frac{c_{2}}{\tilde{h}_{1}})\end{pmatrix}. (10)

Because div~𝒘~1\widetilde{\rm div}\,\tilde{\bm{w}}_{1} is constant, we have

|T~||div~𝒘~1|2\displaystyle|\tilde{T}||\widetilde{\rm div}\,\tilde{\bm{w}}_{1}|^{2} =T~|div𝒘~1|2=(div~𝒘~1)T~𝒘~1𝒏~=(div~𝒘~1)i=13e~ik~iq~.\displaystyle=\int_{\tilde{T}}|{\rm div}\,\tilde{\bm{w}}_{1}|^{2}=(\widetilde{\rm div}\,\tilde{\bm{w}}_{1})\int_{{\partial}\tilde{T}}\tilde{\bm{w}}_{1}\cdot\tilde{\bm{n}}=-(\widetilde{\rm div}\,\tilde{\bm{w}}_{1})\sum_{i=1}^{3}\int_{\tilde{e}_{i}}\tilde{k}_{i}\tilde{q}.

Therefore by the Cauchy-Schwarz inequality and Lemma 15, we have

|div~𝒘~1|\displaystyle|\widetilde{\rm div}\,\tilde{\bm{w}}_{1}| |T~|1i=13h~i1/2k~iq~L2(e~i)\displaystyle\leq|\tilde{T}|^{-1}\sum_{i=1}^{3}\tilde{h}_{i}^{1/2}\tilde{k}_{i}\|\tilde{q}\|_{L^{2}(\tilde{e}_{i})}
|T~|1i=13h~i1/2k~i1/2q~L2(K~i)\displaystyle\leq|\tilde{T}|^{-1}\sum_{i=1}^{3}\tilde{h}_{i}^{1/2}\tilde{k}^{1/2}_{i}\|\tilde{q}\|_{L^{2}(\tilde{K}_{i})}
C|T~|1i=13|K~i|1/2q~L2(K~i)C|T~|1/2q~L2(T~).\displaystyle\leq C|\tilde{T}|^{-1}\sum_{i=1}^{3}|\tilde{K}_{i}|^{1/2}\|\tilde{q}\|_{L^{2}(\tilde{K}_{i})}\leq C|\tilde{T}|^{-1/2}\|\tilde{q}\|_{L^{2}(\tilde{T})}.

Noting that k~2h~1\tilde{k}_{2}\leq\tilde{h}_{1} and k~1h~2\tilde{k}_{1}\leq\tilde{h}_{2} by definition of T~\tilde{T}, we find

k~i|div~𝒘~1|ϱ~1/2q~L2(T~).\displaystyle\tilde{k}_{i}|\widetilde{\rm div}\,\tilde{\bm{w}}_{1}|\leq\tilde{\varrho}^{1/2}\|\tilde{q}\|_{L^{2}(\tilde{T})}. (11)

We now show k~1|c1|h~2Cq~L2(T~)\frac{\tilde{k}_{1}|c_{1}|}{\tilde{h}_{2}}\leq C\|\tilde{q}\|_{L^{2}(\tilde{T})}, where the constant c1c_{1} is given by (9). We first note that, by (8), for iji\neq j,

|K~i||ai,j|=|K~i||q~|Ki(aj)||Ki|q~L(Ki)C|K~i|1/2q~L2(K~i),\displaystyle|\tilde{K}_{i}||a_{i,j}|=|\tilde{K}_{i}||\tilde{q}|_{K_{i}}(a_{j})|\leq|K_{i}|\|\tilde{q}\|_{L^{\infty}(K_{i})}\leq C|\tilde{K}_{i}|^{1/2}\|\tilde{q}\|_{L^{2}(\tilde{K}_{i})},

where a standard scaling argument (inverse estimate) was used in the last inequality. On the other hand, the value of q|K1q|_{K_{1}} at the split point k=(k~2,k~1)\vec{k}=(\tilde{k}_{2},\tilde{k}_{1})^{\intercal} is

q~|K1(k)=a1,1λ~1(k)+q~|K~1(z~2)λ~2(k)+q~|K~1(z~3)λ~3(k).\displaystyle\tilde{q}|_{K_{1}}(\vec{k})=a_{1,1}\tilde{\lambda}_{1}(\vec{k})+\tilde{q}|_{\tilde{K}_{1}}(\tilde{z}_{2})\tilde{\lambda}_{2}(\vec{k})+\tilde{q}|_{\tilde{K}_{1}}(\tilde{z}_{3})\tilde{\lambda}_{3}(\vec{k}).

Using λ~1(k)=k~1h~2\tilde{\lambda}_{1}(\vec{k})=\frac{\tilde{k}_{1}}{\tilde{h}_{2}} and 0λ~j10\leq\tilde{\lambda}_{j}\leq 1, we conclude |a1,1|Ch~2k~1q~L(K~1)|a_{1,1}|\leq C\frac{\tilde{h}_{2}}{\tilde{k}_{1}}\|\tilde{q}\|_{L^{\infty}(\tilde{K}_{1})}. Therefore,

|K~1||a1,1|C|K1|h~2k~1q~L(K~1)C|K~1|1/2h~2k~1q~L2(K~1).\displaystyle|\tilde{K}_{1}||a_{1,1}|\leq C|K_{1}|\frac{\tilde{h}_{2}}{\tilde{k}_{1}}\|\tilde{q}\|_{L^{\infty}(\tilde{K}_{1})}\leq C|\tilde{K}_{1}|^{1/2}\frac{\tilde{h}_{2}}{\tilde{k}_{1}}\|\tilde{q}\|_{L^{2}(\tilde{K}_{1})}.

Thus, using k~2h~1\tilde{k}_{2}\leq\tilde{h}_{1} and k~1h~2\tilde{k}_{1}\leq\tilde{h}_{2}, we have

k~1|c1|h~2\displaystyle\frac{\tilde{k}_{1}|c_{1}|}{\tilde{h}_{2}} =2k~1h~1h~2||K~1|a1,1+|K~2|a2,1+|K~3|a3,1|\displaystyle=\frac{2\tilde{k}_{1}}{\tilde{h}_{1}\tilde{h}_{2}}\Big{|}|\tilde{K}_{1}|a_{1,1}+|\tilde{K}_{2}|a_{2,1}+|\tilde{K}_{3}|a_{3,1}\Big{|}
Ck~1h~1h~2(|K~1|1/2h~2k~1+|K~2|1/2+|K~3|1/2)q~L2(T~~)Cϱ~1/2q~L2(T~).\displaystyle\leq\frac{C\tilde{k}_{1}}{\tilde{h}_{1}\tilde{h}_{2}}\big{(}|\tilde{K}_{1}|^{1/2}\frac{\tilde{h}_{2}}{\tilde{k}_{1}}+|\tilde{K}_{2}|^{1/2}+|\tilde{K}_{3}|^{1/2}\big{)}\|\tilde{q}\|_{L^{2}(\tilde{\tilde{T}})}\leq C\tilde{\varrho}^{1/2}\|\tilde{q}\|_{L^{2}(\tilde{T})}.

The same arguments show

k~2|c2|h~1Cϱ~1/2q~L2(T~).\displaystyle\frac{\tilde{k}_{2}|c_{2}|}{\tilde{h}_{1}}\leq C\tilde{\varrho}^{1/2}\|\tilde{q}\|_{L^{2}(\tilde{T})}.

Thus, we conclude from (10) and (11), that

𝒘~0L(T~)Cϱ~1/2q~L2(T~).\displaystyle\|\tilde{\bm{w}}_{0}\|_{L^{\infty}(\tilde{T})}\leq C{\tilde{\varrho}}^{1/2}\|\tilde{q}\|_{L^{2}(\tilde{T})}. (12)

Finally, we combine (7) and (12) to obtain

|𝒘~|H1(T~)\displaystyle|\tilde{\bm{w}}|_{H^{1}(\tilde{T})} C(μ~L(T~)|𝒘~1|H1(T~)+|μ~|H1(T~)𝒘~1L(T~)+|μ~|H1(T~)𝒘~0L(T~))\displaystyle\leq C\big{(}\|\tilde{\mu}\|_{L^{\infty}(\tilde{T})}|\tilde{\bm{w}}_{1}|_{H^{1}(\tilde{T})}+|\tilde{\mu}|_{H^{1}(\tilde{T})}\|\tilde{\bm{w}}_{1}\|_{L^{\infty}(\tilde{T})}+|\tilde{\mu}|_{H^{1}(\tilde{T})}\|\tilde{\bm{w}}_{0}\|_{L^{\infty}(\tilde{T})}\big{)}
Cϱ~1/2(1+|μ~|H1(T~))q~L2(T~).\displaystyle\leq C\tilde{\varrho}^{1/2}(1+|\tilde{\mu}|_{H^{1}(\tilde{T})})\|\tilde{q}\|_{L^{2}(\tilde{T})}.
Corollary 16.

There holds

|μ~|H1(T~)2=12i=13h~ik~i,\displaystyle|\tilde{\mu}|_{H^{1}(\tilde{T})}^{2}=\frac{1}{2}\sum_{i=1}^{3}\frac{\tilde{h}_{i}}{\tilde{k}_{i}},

and therefore, under the assumptions stated in Theorem 13,

|𝒘~|H1(T~)Cϱ~1/2(i=13h~ik~i)1/2div~𝒘~L2(T~)𝒘~\EuScript𝑷̊2c(T~Tct).|\tilde{\bm{w}}|_{H^{1}(\tilde{T})}\leq C{\tilde{\varrho}}^{1/2}\left(\sum_{i=1}^{3}\frac{\tilde{h}_{i}}{\tilde{k}_{i}}\right)^{1/2}\|\widetilde{{\rm div}\,}\tilde{\bm{w}}\|_{L^{2}(\tilde{T})}\qquad\forall\tilde{\bm{w}}\in\mathring{\bm{\EuScript{P}}}_{2}^{c}(\tilde{T}_{T}^{ct}).
Proof.

The function μ~\tilde{\mu} satisfies ~μ~|K~i=1k~i𝒏~i\tilde{\nabla}\tilde{\mu}|_{\tilde{K}_{i}}=-\frac{1}{\tilde{k}_{i}}\tilde{\bm{n}}_{i}. Therefore,

|μ~|H1(T~)2\displaystyle|\tilde{\mu}|_{H^{1}(\tilde{T})}^{2} =i=13|K~i|k~i2=12i=13h~ik~i.\displaystyle=\sum_{i=1}^{3}|\tilde{K}_{i}|\tilde{k}_{i}^{-2}=\frac{1}{2}\sum_{i=1}^{3}\frac{\tilde{h}_{i}}{\tilde{k}_{i}}.

We now apply Corollary 16 to two situations, each determined by the location of the split point of TctT^{ct}: barycenter refinement and incenter refinement.

3.2.1 Estimates of inf-sup stability constant βTct\beta_{T^{ct}} 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 (z0=zbaryz_{0}=z_{{\rm bary}}), the local triangulation on the reference triangle T~Tct\tilde{T}_{T}^{ct} is independent of TT. In this setting (k~2,k~1)=13(h~1,h~2)(\tilde{k}_{2},\tilde{k}_{1})^{\intercal}=\frac{1}{3}(\tilde{h}_{1},\tilde{h}_{2})^{\intercal} is the barycenter of T~\tilde{T}, and k~3=h~1h~2h~3\tilde{k}_{3}=\frac{\tilde{h}_{1}\tilde{h}_{2}}{\tilde{h}_{3}}. Thus, we have

|μ~|H1(T~)2=12i=13h~ik~i\displaystyle|\tilde{\mu}|_{H^{1}(\tilde{T})}^{2}=\frac{1}{2}\sum_{i=1}^{3}\frac{\tilde{h}_{i}}{\tilde{k}_{i}} =12(h~1h~2+h~2h~1+h~32h~1h~2)32ϱ~.\displaystyle=\frac{1}{2}\Big{(}\frac{\tilde{h}_{1}}{\tilde{h}_{2}}+\frac{\tilde{h}_{2}}{\tilde{h}_{1}}+\frac{\tilde{h}_{3}^{2}}{\tilde{h}_{1}\tilde{h}_{2}}\Big{)}\leq\frac{3}{2}\tilde{\varrho}.

Via Theorem 13 and mapping back to TT, we have a refinement of Lemma 9 on barycenter refined meshes.

Lemma 17.

Suppose that the split point of TctT^{ct} is the barycenter of TT, and that TT satisfies the large angle condition. Then

𝒗L2(T)CϱTdiv𝒗L2(T)𝒗\EuScript𝑷̊2c(Tct).\|\nabla{\bm{v}}\|_{L^{2}(T)}\leq C\varrho_{T}\|{\rm div}\,{\bm{v}}\|_{L^{2}(T)}\qquad\forall{\bm{v}}\in\mathring{\bm{\EuScript{P}}}_{2}^{c}(T^{ct}).

3.2.2 Estimates of inf-sup stability constant βTct\beta_{T^{ct}} on incenter refined meshes

The incenter of TT is zinc=1|T|(h1z1+h2z2+h3z3).z_{{\rm inc}}=\frac{1}{|\partial T|}(h_{1}z_{1}+h_{2}z_{2}+h_{3}z_{3}). Using the affine transformation given in Lemma 12, we have (k~2,k~1)=A1(zincb)(\tilde{k}_{2},\tilde{k}_{1})^{\intercal}=A^{-1}(z_{{\rm inc}}-b). Using the formula for AA in the proof of Lemma 12, we calculate

(k~2,k~1)\displaystyle(\tilde{k}_{2},\tilde{k}_{1})^{\intercal} =A1(1|T|(h1z1+h2z2+h3z3)(h1+h2+h3)z3|T|)\displaystyle=A^{-1}\Bigg{(}\frac{1}{|\partial T|}(h_{1}z_{1}+h_{2}z_{2}+h_{3}z_{3})-\frac{(h_{1}+h_{2}+h_{3})z_{3}}{|\partial T|}\Bigg{)}
=A1(h1(z1z3)+h2(z2z3)|T|)\displaystyle=A^{-1}\Big{(}\frac{h_{1}(z_{1}-z_{3})+h_{2}(z_{2}-z_{3})}{|\partial T|}\Big{)}
=h1|T|z1~+h2|T|z2~=h1h2|T|(1,1).\displaystyle=\frac{h_{1}}{|\partial T|}\tilde{z_{1}}+\frac{h_{2}}{|\partial T|}\tilde{z_{2}}=\frac{h_{1}h_{2}}{|\partial T|}(1,1)^{\intercal}.

Thus, k~1=k~2=h1h2|T|\tilde{k}_{1}=\tilde{k}_{2}=\frac{h_{1}h_{2}}{|\partial T|}, and

k~3\displaystyle{\tilde{k}_{3}} =h1h2h2k~2h1k~1h~3=h3h~3h1h2|T|.\displaystyle=\frac{h_{1}h_{2}-h_{2}\tilde{k}_{2}-h_{1}\tilde{k}_{1}}{\tilde{h}_{3}}=\frac{h_{3}}{\tilde{h}_{3}}\frac{h_{1}h_{2}}{|{\partial}T|}.

We then compute, via Corollary 16,

|μ~|H1(T~)2=12i=13h~ik~i=|T|2h1h2(h~1+h~2+h~32h3)|T|4|T|(h3+h3+2h3)=4ϱT.\displaystyle|\tilde{\mu}|_{H^{1}(\tilde{T})}^{2}=\frac{1}{2}\sum_{i=1}^{3}\frac{\tilde{h}_{i}}{\tilde{k}_{i}}=\frac{|{\partial}T|}{2h_{1}h_{2}}\big{(}\tilde{h}_{1}+\tilde{h}_{2}+\frac{\tilde{h}_{3}^{2}}{h_{3}}\big{)}{\leq\frac{|\partial T|}{4|T|}(h_{3}+h_{3}+2h_{3})=4{\varrho}_{T}.}
Lemma 18.

Suppose that the split point of TctT^{ct} is the incenter of TT and that TT satisfies the large angle condition. Then

𝒗L2(T)CϱTdiv𝒗L2(T)𝒗\EuScript𝑷̊2c(Tct).\|\nabla{\bm{v}}\|_{L^{2}(T)}\leq C\varrho_{T}\|{\rm div}\,{\bm{v}}\|_{L^{2}(T)}\qquad\forall{\bm{v}}\in\mathring{\bm{\EuScript{P}}}_{2}^{c}(T^{ct}).

3.3 Summary of Stability Results

We summarize the stability results in the following theorem. Combining Theorem 10, Theorem 11, and Lemmas 1718 yields the following result.

Theorem 19.

Suppose 𝒯h\mathcal{T}_{h} satisfies a large angle condition. Suppose further that isotropic patches, boundary layer patches or corner patches are used (cf. Section 3.1). Let 𝒯hct\mathcal{T}^{ct}_{h} denote the Clough-Tocher refinement with respect to either the barycenter or incenter of each T𝒯hT\in\mathcal{T}_{h}. Then the inf-sup condition (1) is satisfied, where βCminT𝒯hϱT1\beta\geq C\min_{T\in\mathcal{T}_{h}}\varrho_{T}^{-1}.

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 2×22\times 2 mesh on Ω=(0,1)2{\Omega=(0,1)^{2}} and perform a repeated barycenter or incenter refinement. The aspect ratio on the barycenter refined mesh, ϱbary{\varrho_{bary}}, and incenter refined mesh, ϱinc{\varrho_{inc}}, 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 ϱinc{\varrho_{inc}} is smaller than ϱbary{\varrho_{bary}} at all refinement levels. Additionally, ϱinc{\varrho_{inc}} increases by a factor of 22 at each refinement level whereas ϱbary{\varrho_{bary}} increases by a factor of 33. 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 ϱ1{\varrho}^{-1}. 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.

Table 1: Inf-Sup Constant Aspect Ratio and Rate Dependence for Barycenter Refined Mesh.
refinement level βbary\beta_{bary} ϱbary{\varrho_{bary}} 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
Table 2: Inf-Sup Constant Aspect Ratio and Rate Dependence for Incenter Refined Mesh.
refinement level βinc\beta_{inc} ϱinc\varrho_{inc} 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 Ω=(0,1)2\Omega=(0,1)^{2} and the exact solution

u\displaystyle u =(ξx2,ξx1),p=exp(x1ϵ),\displaystyle=\left(\frac{\partial\xi}{\partial x_{2}},-\frac{\partial\xi}{\partial x_{1}}\right),\qquad p=\exp\left(-\frac{x_{1}}{\epsilon}\right),

where the stream function is defined as

ξ=x12(1x1)2x22(1x2)2exp(x1ϵ).\xi=x_{1}^{2}(1-x_{1})^{2}x_{2}^{2}(1-x_{2})^{2}\exp\left(-\frac{x_{1}}{\epsilon}\right).

This exact solution is characterized by the fact that the velocity and pressure have an exponential boundary layer of width 𝒪(ϵ)\mathcal{O}(\epsilon) near x1=0x_{1}=0. For our computations the parent grid will be the same Shishkin-type mesh used in [5]. Letting N2N\geq 2 and τ(0,1)\tau\in(0,1) we generate a grid of points

x1i\displaystyle x_{1}^{i} ={i2τN,0iN2,i,τ+(iN2)2(1τ)N,N2<iN,i,\displaystyle=\begin{cases}i\frac{2\tau}{N},&0\leq i\leq\frac{N}{2},\ i\in\mathbb{N},\\ \tau+\left(i-\frac{N}{2}\right)2\frac{(1-\tau)}{N},&\frac{N}{2}<i\leq N,\ i\in\mathbb{N},\end{cases}
x2j\displaystyle x_{2}^{j} =jN,0jN,j,\displaystyle=\frac{j}{N},0\leq j\leq N,\ j\in\mathbb{N},

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 Ω\Omega with n=2N2n=2N^{2} elements and an aspect ratio of

ρ=1+4τ21+2τ1+4τ2.\rho=\frac{\sqrt{1+4\tau^{2}}}{1+2\tau-\sqrt{1+4\tau^{2}}}.

An example of this mesh can be seen in Fig. 2.

Refer to caption
Fig. 2: Shishkin type mesh with N=8N=8, ϵ=.01\epsilon=.01, and τ=3ϵ|logϵ|\tau=3\epsilon|\log\epsilon|.

For this numerical experiment we compare a single barycenter and incenter refinement with ϵ=.01\epsilon=.01, τ=3ϵ|logϵ|\tau=3\epsilon|\log\epsilon|, and for varying values of NN. This results in aspect ratios of ϱinc18{\varrho_{inc}}\approx 18 and ϱbary24{\varrho_{bary}}\approx 24. 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.

Refer to caption
Refer to caption
Fig. 3: Comparison of L2L^{2} velocity error (left) and H1H^{1} error (right) for incenter versus barycenter refinement.
Refer to caption
Fig. 4: Comparison of L2L^{2} pressure error for incenter versus barycenter refinement.

References

  • [1] Travis M. A., T. A. Manteuffel, and Steve McCormick. A robust multilevel approach for minimizing (div)\mathbb{H}({\rm div})-dominated functionals in an 1\mathbb{H}^{1}-conforming finite element space. Numer. Linear Algebra Appl., 11(2-3):115–140, 2004.
  • [2] G. Acota, T. Apel, R. G. Durán, and A. L. Lombardi. Error estimates for Raviart-Thomas interpolation of any order on anisotropic tetrahedra. Mathematics of Computation, 80(273):141–163, 2011.
  • [3] Naveed Ahmed, Alexander Linke, and Christian Merdon. Towards pressure-robust mixed methods for the incompressible Navier-Stokes equations. Comput. Methods Appl. Math., 18(3):353–372, 2018.
  • [4] M. Ainsworth, G. R. Barrenechea, and A. Wachtel. Stabilization of high aspect ratio mixed finite elements for incompressible flow. SIAM Journal on Numerical Analysis, 53(2):1107–1120, 2015.
  • [5] T. Apel and V. Kempf. Brezzi–Douglas–Marini interpolation of any order on anisotropic triangles and tetrahedra. SIAM Journal on Numerical Analysis, 58(3):1696–1718, 2020.
  • [6] T. Apel, V. Kempf, A. Linke, and C. Merdon. A nonconforming pressure-robust finite element method for the Stokes equations on anisotropic meshes. IMA Journal of Numerical Analysis, 01 2021. draa097.
  • [7] T. Apel and S. Nicaise. The inf-sup condition for low order elements on anisotropic meshes. Calcolo, 41:89–113, 2004.
  • [8] T. Apel, S. Nicaise, and J. Schöberl. Crouzeix-Raviart type finite elements on anisotropic meshes. Numer. Math., 89(2):193–223, 2001.
  • [9] D. N. Arnold and J. Qin. Quadratic velocity/linear pressure Stokes elements. In Advances in Computer Methods for Partial Differential Equations VII, pages 28–34. IMACS, 1992.
  • [10] G. R. Barrenechea and A. Wachtel. The inf-sup stability of the lowest order Taylor–Hood pair on affine anisotropic meshes. IMA Journal of Numerical Analysis, 40(4):2377–2398, 07 2019.
  • [11] M. Akbas Belenli, L. G. Rebholz, and F. Tone. A note on the importance of mass conservation in long-time stability of Navier–Stokes simulations using finite elements. Applied Mathematics Letters, 45:98–102, 2015.
  • [12] C. Bernardi and G. Raugel. Analysis of some finite elements for the Stokes problem. Mathematics of Computation, 44(169):71–79, 1985.
  • [13] B. Boffi, R. Brezzi, L.F. Demkowicz, R.G. Durán, R.S. Falk, and M. Fortin. Mixed finite elements, compatibility conditions, and applications. Lectures given at the C.I.M.E. Summer School held in Cetraro, June 26–July 1, 2006, 44(169):71–79, 2008.
  • [14] C. Brennecke, A. Linke, C. Merdon, and J. Schöberl. Optimal and pressure-independent L2L^{2} velocity error estimates for a modified Crouzeix-Raviart Stokes element with BDM reconstructions. J. Comput. Math., 33(2):191–208, 2015.
  • [15] A. Buffa, C. de Falco, and G. Sangalli. IsoGeometric Analysis: stable elements for the 2D Stokes equation. Internat. J. Numer. Methods Fluids, 65(11-12):1407–1422, 2011.
  • [16] B. Cockburn, G. Kanschat, and D. Schotzau. A locally conservative LDG method for the incompressible Navier-Stokes equations. Math. Comp., 74(251):1067–1095, 2005.
  • [17] V. DeCaria and M. Schneier. An embedded variable step imex scheme for the incompressible Navier–Stokes equations. Computer Methods in Applied Mechanics and Engineering, 376:113661, 2021.
  • [18] R. S. Falk and M. Neilan. Stokes complexes and the construction of stable finite elements with pointwise mass conservation. SIAM J. Numer. Anal., 51(2):1308–1326, 2013.
  • [19] P. E. Farrell, L. Mitchell, L. Ridgway Scott, and F. Wechsung. A Reynolds-robust preconditioner for the Scott-Vogelius discretization of the stationary incompressible Navier-Stokes equations. The SMAI journal of computational mathematics, 7:75–96, 2021.
  • [20] J. Guzmán, A. Lischke, and M. Neilan. Exact sequences on Powell-Sabin splits. Calcolo, 57(2):Paper No. 13, 25, 2020.
  • [21] J. Guzmán and M. Neilan. Conforming and divergence-free Stokes elements on general triangular meshes. Math. Comp., 83(285):15–36, 2014.
  • [22] J. Guzmán and M. Neilan. Inf-sup stable finite elements on barycentric refinements producing divergence–free approximations in arbitrary dimensions. SIAM Journal on Numerical Analysis, 56(5):2826–2844, 2018.
  • [23] V. John, P. Knobloch, and J. Novo. Finite elements for scalar convection-dominated equations and incompressible flow problems: a never ending story? Computing and Visualization in Science, 19:47–63, 2018.
  • [24] V. John, A. Linke, C. Merdon, M. Neilan, and L. G. Rebholz. On the divergence constraint in mixed finite element methods for incompressible flows. SIAM Rev., 59(3):492–544, 2017.
  • [25] C. Kreuzer and P. Zanotti. Quasi-optimal and pressure-robust discretizations of the Stokes equations by new augmented Lagrangian formulations. IMA J. Numer. Anal., 40(4):2553–2583, 2020.
  • [26] P. L. Lederer, A. Linke, C. Merdon, and J. Schöberl. Divergence-free reconstruction operators for pressure-robust Stokes discretizations with continuous pressure finite elements. SIAM J. Numer. Anal., 55(3):1291–1314, 2017.
  • [27] A. Linke. On the role of the Helmholtz decomposition in mixed methods for incompressible flows and a new variational crime. Comput. Methods Appl. Mech. Engrg., 268:782–800, 2014.
  • [28] A. Linke, G. Matthies, and L. Tobiska. Robust arbitrary order mixed finite element methods for the incompressible Stokes equations with pressure independent velocity errors. ESAIM Math. Model. Numer. Anal., 50(1):289–309, 2016.
  • [29] A. Linke and C. Merdon. Pressure-robustness and discrete Helmholtz projectors in mixed finite element methods for the incompressible Navier-Stokes equations. Comput. Methods Appl. Mech. Engrg., 311:304–326, 2016.
  • [30] A. Logg, K. Mardal, and G. Wells. Automated solution of differential equations by the finite element method: The FEniCS book, volume 84. Springer Science & Business Media, 2012.
  • [31] M. Neilan. The Stokes complex: a review of exactly divergence-free finite element pairs for incompressible flows. In 75 years of mathematics of computation, volume 754 of Contemp. Math., pages 141–158. Amer. Math. Soc., [Providence], RI, [2020] ©2020.
  • [32] D. Schotzau and C. Schwab. Mixed hp-fem on anisotropic meshes. Mathematical Models and Methods in Applied Sciences, 08(05):787–820, 1998.
  • [33] D. Schotzau, C. Schwab, and R. Stenberg. Mixed hp-fem on anisotropic meshes II: Hanging nodes and tensor products of boundary layer meshes. Numerische Mathematik, 83:667–697, 1999.
  • [34] L. R. Scott and M. Vogelius. Norm estimates for a maximal right inverse of the divergence operator in spaces of piecewise polynomials. RAIRO Modél. Math. Anal. Numér., 19(1):111–143, 1985.
  • [35] R. Verfürth and P. Zanotti. A quasi-optimal Crouzeix-Raviart discretization of the Stokes equations. SIAM J. Numer. Anal., 57(3):1082–1099, 2019.
  • [36] S. Zhang. A new family of stable mixed finite elements for the 3D Stokes equations. Math. Comp., 74(250):543–554, 2005.

Appendix A Proof of Lemma 12

Proof.

First, we may assume that δ<π3.\delta<\frac{\pi}{3}.

We will use the same notation for edges and vertices as in Section 2, in particular preserving the ordering of side lengths.

Define t1t_{1} to be the unit vector along e1e_{1}, and t2t_{2} to be the unit vector along e2.e_{2}. That is, t1=z2z3h1,t2=z1z3h2t_{1}=\frac{z_{2}-z_{3}}{h_{1}},t_{2}=\frac{z_{1}-z_{3}}{h_{2}}. Then, let AA have columns t1,t2.t_{1},t_{2}. Let b=z3.b=z_{3}. Then, the affine map Ax~+bA\tilde{x}+b maps T~\tilde{T} onto T.T.

It is clear that as each entry in AA is bounded above by 1 as the columns are unit vectors. Thus A2\|A\|\leq 2 and adj(A)2,\|adj(A)\|\leq 2, giving us A12|det(A)|.\|A^{-1}\|\leq\frac{2}{|det(A)|}.

It is well known that |det(A)||det(A)| is the area of the parallelogram formed by the vectors t1t_{1} and t2.t_{2}. We then have the formula

|det(A)|=|t1||t2|sinα3=sinα3|det(A)|=|t_{1}||t_{2}|\sin{\alpha_{3}}=\sin{\alpha_{3}}

As α3[π3,πδ],\alpha_{3}\in[\frac{\pi}{3},\pi-\delta], sinα3sinδ\sin{\alpha_{3}}\geq\sin{\delta}, and A12sinδ=C(δ).\|A^{-1}\|\leq\frac{2}{\sin{\delta}}=C(\delta).

Appendix B Proof of Lemma 14

We denote by F~:T^T~\tilde{F}:\hat{T}\to\tilde{T} the affine mapping given by

F~(x^)=(h100h2).\displaystyle\tilde{F}(\hat{x})=\begin{pmatrix}h_{1}&0\\ 0&h_{2}\end{pmatrix}.

For 𝒗~\EuScript𝑷1(T~)\tilde{\bm{v}}\in\bm{\EuScript{P}}_{1}(\tilde{T}), let 𝒗^\EuScript𝑷1(T^)\hat{\bm{v}}\in\bm{\EuScript{P}}_{1}(\hat{T}) be given via the Piola transform

𝒗~(x~)=1det(DF~)DF~𝒗^(x^)=(h21v^1(x^)h11v^2(x^)),x~=F~(x^).\displaystyle\tilde{\bm{v}}(\tilde{x})=\frac{1}{\det(D\tilde{F})}D\tilde{F}\hat{\bm{v}}(\hat{x})=\begin{pmatrix}h_{2}^{-1}\hat{v}_{1}(\hat{x})\\ h_{1}^{-1}\hat{v}_{2}(\hat{x})\end{pmatrix},\qquad\tilde{x}=\tilde{F}(\hat{x}). (13)
Proof.

Let 𝒗^\EuScript𝑷1(T^)\hat{\bm{v}}\in\bm{\EuScript{P}}_{1}(\hat{T}) be defined by (13). The Brezzi-Douglas-Marini DOFs and equivalence of norms yields

𝒗^2Ci=13𝒗^𝒏^iL2(e^i)2\displaystyle\|\hat{\bm{v}}\|^{2}\leq C\sum_{i=1}^{3}\|\hat{\bm{v}}\cdot\hat{\bm{n}}_{i}\|_{L^{2}(\hat{e}_{i})}^{2}

for any norm \|\cdot\| on \EuScript𝑷1(T^)\bm{\EuScript{P}}_{1}(\hat{T}). Using the identity 𝒗^𝒏^i(x^)=(hi/|e^i|)(𝒗𝒏i)(x)\hat{\bm{v}}\cdot\hat{\bm{n}}_{i}(\hat{x})=(h_{i}/|\hat{e}_{i}|)({\bm{v}}\cdot\bm{n}_{i})(x), we have, by a change of variables,

𝒗^2\displaystyle\|\hat{\bm{v}}\|^{2} Ci=13hi𝒗𝒏iL2(ei)2.\displaystyle\leq C\sum_{i=1}^{3}h_{i}\|{\bm{v}}\cdot\bm{n}_{i}\|_{L^{2}(e_{i})}^{2}.

Furthermore, by the chain rule

𝒗(x)\displaystyle\nabla{\bm{v}}(x) =1det(DF~)DF~^𝒗^(x^)(DF~)1=1h1h2(v^1x^1h1h2v^1x^2h2h1v^2x^1v^2x^2.)\displaystyle=\frac{1}{\det(D\tilde{F})}D\tilde{F}\hat{\nabla}\hat{\bm{v}}(\hat{x})(D\tilde{F})^{-1}=\frac{1}{h_{1}h_{2}}\begin{pmatrix}\frac{{\partial}\hat{v}_{1}}{{\partial}\hat{x}_{1}}&\frac{h_{1}}{h_{2}}\frac{{\partial}\hat{v}_{1}}{{\partial}\hat{x}_{2}}\\ \frac{h_{2}}{h_{1}}\frac{{\partial}\hat{v}_{2}}{{\partial}\hat{x}_{1}}&\frac{{\partial}\hat{v}_{2}}{{\partial}\hat{x}_{2}}.\end{pmatrix}

Therefore,

𝒗L2(T~)2\displaystyle\|\nabla{\bm{v}}\|_{L^{2}(\tilde{T})}^{2} 2|T~|(h1h2)2max{h1h2,h2h1}^𝒗^L2(T^)2\displaystyle\leq 2|\tilde{T}|(h_{1}h_{2})^{-2}\max\{\frac{h_{1}}{h_{2}},\frac{h_{2}}{h_{1}}\}\|\hat{\nabla}\hat{\bm{v}}\|_{L^{2}(\hat{T})}^{2}
=(h1h2)1ϱ^𝒗^L2(T^)2\displaystyle=(h_{1}h_{2})^{-1}\varrho\|\hat{\nabla}\hat{\bm{v}}\|_{L^{2}(\hat{T})}^{2}
C|T~|1ϱi=13ki𝒗𝒏iL2(ei)2.\displaystyle\leq C|\tilde{T}|^{-1}\varrho\sum_{i=1}^{3}k_{i}\|{\bm{v}}\cdot\bm{n}_{i}\|_{L^{2}(e_{i})}^{2}.

We also have

𝒗L(T~)2=max{h22,h12}𝒗^L(T^)2C|T~|1ϱi=13hi𝒗𝒏L2(ei)2.\displaystyle\|{\bm{v}}\|_{L^{\infty}(\tilde{T})}^{2}=\max\{h_{2}^{-2},h_{1}^{-2}\}\|\hat{\bm{v}}\|_{L^{\infty}(\hat{T})}^{2}\leq C|\tilde{T}|^{-1}\varrho\sum_{i=1}^{3}h_{i}\|{\bm{v}}\cdot\bm{n}\|_{L^{2}(e_{i})}^{2}.

B.1 Proof of Lemma 15

Proof.

We have

kiqL2(ei)2hikiqL(ei)2hikiqL(Ki)2.\displaystyle k_{i}\|q\|_{L^{2}(e_{i})}^{2}\leq h_{i}k_{i}\|q\|_{L^{\infty}(e_{i})}^{2}\leq h_{i}k_{i}\|q\|_{L^{\infty}(K_{i})}^{2}.

Therefore by standard scaling,

kiqL2(ei)2Chiki|Ki|1qL2(Ki)2CqL2(Ki)2.\displaystyle k_{i}\|q\|_{L^{2}(e_{i})}^{2}\leq Ch_{i}k_{i}|K_{i}|^{-1}\|q\|_{L^{2}(K_{i})}^{2}\leq C\|q\|_{L^{2}(K_{i})}^{2}.