NUMERICAL ANALYSIS OF A FRACTIONAL STEP -METHOD

FOR FLUID FLOW PROBLEMS

A Dissertation
Presented to
the Graduate School of
Clemson University

In Partial Fulfillment
of the Requirements for the Degree
Doctor of Philosophy
Mathematical Sciences

by
John C. Chrispell
August 2008

Accepted by:
Dr. Vincent J. Ervin, Committee Chair
Dr. Eleanor W. Jenkins, Co-Chair
Dr. Christopher E. Kees
Dr. Hyesuk K. Lee
Dr. Daniel D. Warner
 ABSTRACT

The accurate numerical approximation of viscoelastic fluid flow poses two difficul-

ties: the large number of unknowns in the approximating algebraic system (corresponding

to velocity, pressure, and stress), and the different mathematical types of the modeling

equations. Specifically, the viscoelastic modeling equations have a hyperbolic constitutive

equation coupled to a parabolic conservation of momentum equation. An appealing ap-

proximation approach is to use a fractional step -method. The -method is an operator

splitting technique that may be used to decouple mathematical equations of different types

as well as separate the updates of distinct modeling equation variables when modeling mixed

systems of partial differential equations.

In this work a fractional step -method is described and analyzed for the numerical

computation of both the time dependent convection-diffusion equation and the time depen-

dent equations of viscoelastic fluid flow using the Johnson-Segalman constitutive model. For

convection-diffusion the -method presented allows for a decoupling within time steps of the

parabolic diffusion operator from the hyperbolic convection operator. The hyperbolic con-

vection update is stabilized using a Streamline Upwinded Petrov-Galerkin (SUPG)-method.

The analysis given for the convection-diffusion equation serves as a template for the analysis

of the more complicated viscoelastic fluid flow modeling equations.

The -method implementation analyzed for the viscoelastic modeling equations al-

lows the velocity and pressure approximations within time steps to be decoupled from the

stress, reducing the number of unknowns resolved at each step of the method. Additionally

the -method decoupling results in the approximation of the nonlinear viscoelastic modeling

system using only the solution of linear systems of equations. Similar to the scheme im-

plemented for convection-diffusion, the hyperbolic constitutive equation is stabilized using

a SUPG-method. For both the convection-diffusion and the viscoelastic modeling equa-

tions a priori error estimates are established for their -method approximations. Numerical

ii
computations supporting the theoretical results and demonstrating the -methods are also

included.

iii
To My Parents
 ACKNOWLEDGMENTS

This work would not have been possible without the support of many others. I

would like to start by acknowledging my advisors: Dr. Vince Ervin, and Dr. Lea Jenkins.

I do not have the words to express the debt of gratitude I feel for the knowledge they have

shared, guidance they have given, and patience and kindness they have shown me. They

both possess a love of mathematics that comes through in and outside the class room. It

has been a privilege to be their student, and I hope to work with both Dr. Jenkins and Dr.

Ervin in the future.

I would like to thank Dr. Chris Kees for taking me under his wing during my

summer internships with the Army Corps of Engineers in Vicksburg, as well as for serving

on my committee. It was an honor to work under his guidance, and I look forward to future

opportunities to work with Dr. Kees.

I would also like to thank the other members of my committee Dr. Dan Warner

and Dr. Hyesuk Lee. Their experience, suggestions, and expertise have been a tremendous

benefit.

Throughout the completion of this work I was supported by grants from the National

Science Foundation and the U.S. Army Research Office. These grants allowed me to focus

my efforts over the last four years on research. I will be forever grateful for having had that

opportunity.

I would like to thank my parents, my brother Jared (you will always be my Cap-

tain), and Grandma for all their support and love. Their encouragement and reassurance

throughout my life has always been a blessing. They believed in me before I believed in

myself. I cant thank them enough.

Over the last few years I had the privilege to get to know Sandy Berry and her

family during my summer stays in Vicksburg Mississippi. She and her family made a boy

from the North feel at home in the South.

v
 During my time at Clemson I was lucky enough to share an office with Jason Howell.

Jason is a tremendous colleague and friend. Knowing him has enhanced my life both

personally and professionally.

My friends have been a immense benefit while completing this work. I couldnt have

done it without their support. Specifically, I would like to thank Denise Guinnane for her

constant encouragement and unwavering patience.

vi
 TABLE OF CONTENTS

Page

TITLE PAGE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . i

ABSTRACT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ii

DEDICATION . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . iv

ACKNOWLEDGMENTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . v

LIST OF TABLES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ix

LIST OF FIGURES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . x

CHAPTER

1. INTRODUCTION . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

1.1 Motivation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 The Fractional Step -method . . . . . . . . . . . . . . . . . . . . . . . 4
1.3 The Johnson-Segalman Model for Viscoelastic Fluid Flow . . . . . . . . 5
1.4 Mathematical Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

2. CONVECTION-DIFFUSION . . . . . . . . . . . . . . . . . . . . . . . . . . 10

2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
2.2 Convection-Diffusion Model and Notation . . . . . . . . . . . . . . . . . 11
2.3 -method for Convection-Diffusion . . . . . . . . . . . . . . . . . . . . . 12
2.4 Variational Formulation . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.5 Unique Solvability of the Scheme . . . . . . . . . . . . . . . . . . . . . 14
2.6 A Priori Error Estimates . . . . . . . . . . . . . . . . . . . . . . . . . . 15
2.7 Optimal Value . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.8 Numerical Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23

3. VISCOELASTIC FLUID FLOW . . . . . . . . . . . . . . . . . . . . . . . . 27

3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
3.2 -method for Viscoelastic Fluid Flow . . . . . . . . . . . . . . . . . . . 27
3.3 Mathematical Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
3.4 Unique Solvability of the Scheme . . . . . . . . . . . . . . . . . . . . . 32
3.5 A Priori Error Estimates for the Conservation Equations and Constitu-
tive Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
3.5.1 Analysis of the conservation equations . . . . . . . . . . . . . . 38
3.5.2 Analysis of the constitutive equation . . . . . . . . . . . . . . . 59
3.6 Establishing the Full -method Error Estimate . . . . . . . . . . . . . . 115

vii
Table of Contents (Continued)
Page
3.6.1 The first time step (0, t] . . . . . . . . . . . . . . . . . . . . . 118
3.6.2 The general time step (nt, (n + 1)t] . . . . . . . . . . . . . . 153
3.7 Induction Hypothesis . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163

4. NUMERICAL RESULTS FOR VISCOELASTIC FLUID FLOW . . . . . . 165

4.1 Example 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165

4.1.1 Approximating uh and ph with known . . . . . . . . . . . . . 166
4.1.2 Approximating h with u and p known . . . . . . . . . . . . . . 168
4.1.3 Full -method approximation for viscoelasticity . . . . . . . . . 168
4.2 Example 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172

5. SUMMARY AND FUTURE WORK . . . . . . . . . . . . . . . . . . . . . . 175

5.1 Convection-Diffusion Equation . . . . . . . . . . . . . . . . . . . . . . . 175

5.2 Viscoelastic Fluid Flow . . . . . . . . . . . . . . . . . . . . . . . . . . . 175
5.3 Two-Phase Flow in a Porous Media . . . . . . . . . . . . . . . . . . . . 176

APPENDICES

A. Common Bounds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 178

B. Initial Bounds for the Conservation Equations . . . . . . . . . . . . . . . . . 182
C. Initial Bounds for the Constitutive Equation . . . . . . . . . . . . . . . . . . 187

BIBLIOGRAPHY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 195

viii
 LIST OF TABLES

Table Page

2.1 Approximation errors and convergence rates for Example 1. . . . . . . . . . 24

2.2 Approximation errors and convergence rates for Example 2. . . . . . . . . . 25

2.3 Approximation errors and convergence rates for Example 3. . . . . . . . . . 26

4.1 Approximation errors and convergence rates for |ku uh k| and |kp ph k| at
T = 2. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 167

4.2 Approximation errors and convergence rates for |k h k| at T = 2. . . . . . 169

4.3 Approximation errors and convergence rates for |ku uh k|,0 , |k h k|,0 ,
and |kp ph k|,0 at T = 2. . . . . . . . . . . . . . . . . . . . . . . . . . . . 170

4.4 Approximation errors and convergence rates for |ku uh k|0,1 , |ku uh k|0,0 ,
|k h k|0,0 , and |kp ph k|0,0 at T = 2. . . . . . . . . . . . . . . . . . . . 171

ix
 LIST OF FIGURES

Figure Page

2.1 Experimental convergence rates. . . . . . . . . . . . . . . . . . . . . . . . . . 22

2.2 Error |ku uh k|0,0 as a function of . . . . . . . . . . . . . . . . . . . . . . . . 22

2.3 Plots of the true and approximate solution for convection-diffusion Example 2. 24

2.4 Plots of the true and approximate solution for convection-diffusion Example 3. 26

4.1 Optimal value . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 166

4.2 Plot of 4:1 contraction domain geometry. . . . . . . . . . . . . . . . . . . . . . 172

4.3 Sample contraction mesh . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 173

4.4 Streamlines and magnitude of velocity contours for u at t = 0.125 and t = 0.375. 173

4.5 Streamlines and magnitude of velocity contours for u at t = 0.5 and t = 0.75. 174

4.6 Streamlines and magnitude of velocity contours for u at t = 1 and t = 2. . . . 174

x
 CHAPTER 1

INTRODUCTION

1.1 Motivation

Viscoelastic fluids are encountered everyday. Examples of these fluids include: food

products like egg whites, mayonnaise, and molten chocolate, biological fluids such as mu-

cus and blood, as well as industrial materials like paint, adhesives, multi-grade oils, and

polymers [48]. From this list of examples it can be seen that viscoelastic fluids share the

properties of both viscous fluids and elastic solids. In order to describe the motion of a

viscoelastic fluid the constitutive law modeling the relationship between the fluids stress

and deformation must incorporate a history of the fluids deformation. The complicated na-

ture of the equations governing viscoelastic flow make finding analytical solutions difficult,

if not impossible. Hence, the study of good numerical methods to obtain approximations

to the modeling equations of viscoelastic flow is a topic of interest for both academic and

industrial researchers, as it can give useful insights into applications such as biological fluid

modeling, as well as fiber and film processing. To this end, in this dissertation a fractional

step -method is examined for numerically simulating viscoelastic fluid flow.

Computational methods for modeling viscoelastic fluid flow are difficult for a variety

of reasons. The modeling equations (assuming slow flow) represent a Stokes system for

the conservation of mass and momentum equations, coupled with a non-linear hyperbolic

equation describing the constitutive relationship between the fluids velocity and the (ex-

tra) stress. The numerical approximation requires the determination of the fluids velocity,

pressure and stress (a symmetric tensor). For an accurate approximation a direct approxi-

mation technique requires the solution of a very large nonlinear system of equations at each

time step.

The fractional step -method [55, 56, 58] is an appealing numerical approximation

technique for several reasons. The -method decouples the approximation of velocity and

1
pressure from the approximation of stress, thereby reducing the size of the algebraic systems

which have to be solved at each sub-step. This decoupling also allows for appropriate

approximation techniques to be applied when resolving the resulting parabolic model for

velocity and pressure, and hyperbolic constitutive relation for stress. An additional benefit

of the -method [58] is that by decoupling velocity and pressure from the stress, the algebraic

systems to be solved at each sub-step in the method are linear.

Research on viscoelastic materials can be traced back to Maxwell, Boltzman, and

Volterra, in the late eighteen hundreds, but it was the work of Oldroyd in 1950 that produced

a constitutive model that worked well when modeling fluids with large deformations [46, 62].

Since Oldroyds original work, many constitutive equations have been formulated to describe

the motion of viscoelastic fluids. These include the models of Giesekus [25], Oldroyd [47],

and Phan-Thien and Tanner [50], as well as the Johnson and Segalman [36] constitutive

model used in this work.

Error analysis of finite element approximations to steady state viscoelastic flow was

first done by Baranger and Sandri in [4] using a discontinuous Galerkin (DG) formulation

of the constitutive equation. In [54] Sandri presented analysis of the steady state problem

using a streamline upwind Petrov-Galerkin (SUPG) method of stabilization. The time-

dependent problem was first analyzed by Baranger and Wardi in [5], using an implicit Euler

temporal discretization and DG approximation for the hyperbolic constitutive equation.

Ervin and Miles analyzed the problem using an implicit Euler time discretization and a

SUPG discretization for the stress in [21]. Analysis of a modified Euler-SUPG approxima-

tion to the transient viscoelastic flow problem was presented by Bensaada and Esselaoui

in [6]. The temporal accuracy of the approximation schemes studied in [5, 6, 21] are all

O(t). The work of Machmoum and Esselaoui in [40] examined time dependent viscoelas-

tic flow using a characteristics method that has accuracy O((h2 / t) + t). Ervin and

Heuer proposed a Crank-Nicolson time discretization method [19] which they showed was

O t2 . Their method uses a three level scheme to approximate the nonlinear terms in

the equations. Consequently their approximation algorithm only requires linear systems of

2
equations be solved. In [9] Bonito, Clement, and Picasso use an implicit function theorem

to analyze a simplified time dependent viscoelastic flow model where the convective terms

were neglected.

The fractional step -method was introduced, and its temporal approximation accu-

racy studied, for a symmetric, positive definite spatial operator, by Glowinski and Periaux

in [27]. The method is widely used for the accurate approximation of the Navier-Stokes

equations (NSE) [33, 59, 60]. In [39], Kloucek and Rys showed, assuming a unique solution

existed, that the -method approximation converged to the solution of the NSE as the spa-

tial and mesh parameters went to zero (h, t 0+ ). The temporal discretization error for

the -method for the NSE was studied by Muller-Urbaniak in [44] and shown to be second

order.

The implementation of the fractional step -method in [58] for viscoelasticity dif-

fers significantly from that for the NSE. For the NSE at each sub-step the discretization

contains the stabilizing operator u. For the viscoelasticity problem the middle substep

when resolving the stress is a pure convection (transport) problem that requires stabiliza-

tion in order to control the creation of spurious oscillations in the numerical approximation.

Marchal and Crochet [42] were the first to use streamline upwinding to stabilize the hyper-

bolic constitutive equation in viscoelastic flow. A second common approach to stabilizing

the convective transport problem is to use a discontinuous Galerkin (DG) approximation

for the stress [3, 4].

Prior to presenting analysis of the fractional step -method for viscoelastic fluid flow

in Chapter 3, a preliminary analysis is conducted for a linear convection-diffusion problem

in Chapter 2. The linear convection-diffusion equations are a coupled hyperbolic/parabolic

system and therefore share some of the characteristics observed in the viscoelastic model.

The analysis conducted for the convection-diffusion problem serves as a template for the

work done regarding viscoelasticity. Chapter 5 contains a brief summary and a description

of future work. The remainder of the current Chapter gives an introduction to the -method,

3
establishes the mathematical model considered for viscoelastic fluid flow, and presents rel-

evant mathematical notation need in order to formulate the problem in an appropriate

mathematical setting.

1.2 The Fractional Step -method

In order to introduce the fractional step -method consider the following time de-

pendent partial differential equation written in the abstract form:

u
+ F (u, x, t) = 0 in (0, T ]
t
subject to u(x, t) = 0 x (0, T )

u(x, 0) = u0 (x) x .

In order to implement the -method F is additively split such that

F (u, x, t) = 1 F (u, x, t) + 2 F (u, x, t).

Discretizing the temporal derivative and choosing a value of (0, 1/2), the -method

advances across a generic nth time step of size t according to the following three step

procedure:

(n+)
Step 1. Compute an approximation to uh : 6
n+1
t
(n+) (n)
uh uh
+ 1 F (n+) = 2 F (n) . t
t

Step 2. Compute an approximation to uh

(n+1)
: tn+1 x

(n+1)
uh uh
(n+) (1 2)t
+ 2 F (n+1) = 1 F (n+) .
(1 2)t tn+ x

(n+1)
Step 3. Compute an approximation to uh : t
uh
(n+1) (n+1)
uh 1 (n+1) 2 (n+)
tn
+ F = F .
t

4
 It will be seen in the analysis and corresponding computations for both convection-

diffusion and viscoelastic fluid flow, that for the optimal choice of = 1 2/2 the fractional

step -method achieves a second-order temporal discretization error.

1.3 The Johnson-Segalman Model for Viscoelastic Fluid Flow

The non-dimensional modeling equations for a viscoelastic fluid in a given domain

Rd (d = 2, 3) using a Johnson-Segalman constitutive equation are written as:
 

+ + u + ga (, u) 2d(u) = 0 in , (1.1)
t
 
u
Re + u u + p 2(1 ) d(u) = f in , (1.2)
t
u = 0 in , (1.3)

u = 0 on , (1.4)

u(0, x) = u0 (x) in , (1.5)

(0, x) = 0 (x) in . (1.6)

Here (1.1) is the constitutive equation relating the fluids velocity u to the stress , and (1.2)

and (1.3) are the conservation of momentum and conservation of mass equations. The fluid

pressure is denoted by p. The Weissenberg number is a dimensionless constant defined as

the product of a characteristic strain rate and the relaxation time of the fluid [8]. Note that

if the value of is set to zero in (1.1) the well known modeling equations for a Newtonian

fluid, introduced by Navier (1827) and Stokes (1845), are obtained [45, 53]. Re denotes the

fluids Reynolds number where

LV
Re = ,

and
= fluid denisty, L = characteristic lenght scale,

= fluid viscosity, V = characteristic velocity scale.

The body forces acting on the fluid are given by f , and (0, 1) denotes the fraction of

the total viscosity that is viscoelastic.

5
 The ga term and deformation tensor d(u) are defined as:

1a  1+a 
ga (, u) := u + (u)T (u) + (u)T
2 2

and
1 
d(u) = u + (u)T .
2
The gradient of u is defined such that (u)i,j = ui /xj . For the remainder of this

document slow or inertialess flow is assumed, allowing the term u u in (1.2) to be

neglected. Note that when the parameter a = 1 in ga (, u), an Oldroyd B constitutive

model is obtained. Proofs of the existence and uniqueness of solutions to (1.1)-(1.6) can be

found in [24, 28, 52].

1.4 Mathematical Notation

Let Lr () be defined as the space of all functions f on a domain in Rd such that

for 1 r <
Z
|f |r dA < .

For the case of L () the space of all essentially bounded functions on the norm

kf k = ess sup |f (x)|

x

is used, where the essential supremum of |f | on is the greatest constant lower bound K

for which |f (x)| K almost everywhere on [1, 18]. The L2 () inner product and norm

are denoted by (, ), and kuk respectively. For functions u and v

Z Z 1
2
2
(u, v) := uv dA, and kuk := u dA ,

for vector functions u and v

Z Z 1
2
(u, v) := u v dA, and kuk := u u dA ,

6
and for tensors and
Z Z 1
2
(, ) := : dA, and kk := : dA .

The products are defined as follows for vectors u and v, and tensors and

d
X d X
X d
uv = ui vi , and : = ij ij .
i=1 i=1 j=1

Denote the set of L2 functions that vanish on the boundary by

L20 () = f L2 () : f = 0 on .


The standard Sobolev space [1] of order k is denoted Wpk (), and its norm is given

by kkWpk . When p = 2 and k = 0 then W20 () = L2 (). The notation H k () is used to

represent the Sobolev space W2k , and kkk denotes the norm in H k .

To describe the finite element framework used in the analysis, let Th be a triangu-

lation of the discretized domain Rd . Then

= K, K Th .

It is assumed that there exist constants c1 and c2 such that

c1 h hK c2 K ,

where hK is the diameter of triangle K, K is the diameter of the greatest ball (sphere)

included in K, and h = maxKTh hK . Let Pk (A) denote the space of polynomials on A of

degree no greater than k and C()d the space of vector valued functions with d components

which are continuous on .

Several different continuous and discrete norms are used in the analysis. When

v(x, t) is defined on the entire time interval (0, T ), define

Z T 1/2
kvk,k := sup kv(, t)kk , kvk0,k := kv(, t)k2k dt , kvk(t) := kv(, t)k .
0<t<T 0

7
For N ZZ+ let T /N = t, and define the discrete norms

N
! 12
X 2
|||v|||,k := max v (n) , |||v|||0,k := t v (n) .

1nN k k
n=1

For 0 12 , the temporal operator d v (n) is defined as

v (n) v (n)
d v (n) := ,
t

and if a full time step is examined define

v (n) v (n1)
dt v (n) := .
t

It is necessary to use inverse estimates to establish relationships between various finite

element space norms. Thus, for P , a vector space of functions defined on a bounded domain

K in Rd ,

Lemma 1.4.1 (Inverse Estimate [11]) Let {Th }, 0 < h 1, denote a quasi-uniform

family of subdivisions of a polyhedral domain Rd . Let (K, P, N ) be a reference fi-

nite element such that P Wpl (K) Wqm (K), where 1 p , 1 q , and

0 m l. For K Th , let (K, PK , NK ) be the affine equivalent element, and Vh =

{v : v is measurable and v|K PK K Th }. Then there exists C = C(l, p, q) such that

1/p 1/q

ml+min 0, dp dq
kvkpW l (K) kvkqW m (K)
X X
Ch (1.7)
p q
KTh KTh

for all v Vh .

The discrete Gronwalls inequality [31] is used when establishing a priori error estimates for

the fractional step -method applied to both convection-diffusion and the viscoelastic fluid

modeling equations.

8
Lemma 1.4.2 (Discrete Gronwalls Inequality) Let t, H, and an , bn , cn , n (for in-

tegers n 0) be nonnegative numbers such that

l
X l
X l
X
al + t bn t n an + t cn + H for l 0.
n=0 n=0 n=0

Suppose that tn < 1 n, and set n = (1 tn )1 . Then

l l l
!( )
X X X
al + t bn exp t n n t cn + H for l 0. (1.8)
n=0 n=0 n=0

9
 CHAPTER 2

CONVECTION-DIFFUSION

2.1 Introduction

The fractional step -method for the linear convection-diffusion equation is analyzed

in this chapter. In general, operator splitting methods for convection-diffusion problems

can be divided into two approaches: (i) additive decomposition methods and (ii) product

decomposition methods. Additive decomposition methods rewrite the spatial operator as

a sum of several operators. At each sub-step in the approximation algorithm the spatial

operator is replaced by its additive decomposition, with some of the operators evaluated at

the current time (i.e. treated implicitly) and the others at past times (i.e. treated explicitly).

Examples of this approach are the Alternating Direction Implicit (ADI) methods [17, 20,

43, 49] and the IMplicit EXplicit (IMEX) schemes [2, 32]. With product decomposition

methods, to advance the approximation from time tn1 to tn , a pure convective operator is

applied to obtain an initial estimate at tn . This estimate is then taken as the initial data at

tn1 and a pure diffusion operator is used to determine the approximation at tn . Examples

of this approach include the work of Dawson and Wheeler [15, 16], Khan and Liu [38], and

Evje and Karlsen [23]. A survey of these methods can be found in [22].

The fractional step -method studied here for convection-diffusion is an additive

decomposition method, with the features of a product decomposition method. In the first

and third sub-steps of the three sub-step algorithm a pure diffusion problem is approxi-

mated. In the second sub-step a pure convection problem is approximated. Analysis of

the convection-diffusion problem will provide insight for the viscoelastic fluid flow problem

because the approximation scheme studied for convection-diffusion is similar to that in [57]

for viscoelastic fluid flow. The middle sub-step in both applications is a pure convection

(transport) problem, and the first and third sub-steps are parabolic problems. In this work

10
the -method is applied to the linear convection-diffusion equations is thoroughly outlined.

A detailed analysis can be found in [12] and [13].

The remainder of this chapter is organized as follows. In the next section the

convection-diffusion problem is specified, and the mathematical notation used that is specific

to its analysis is given. In Section 2.3 the fractional step -method for the convection-

diffusion equation is described, computability of the algorithm is shown, and a priori error

estimates for the method are established. A discussion on the optimal choice of the

parameter is given in Section 2.7. Numerical examples demonstrating the method are

presented in Section 2.8.

2.2 Convection-Diffusion Model and Notation

The linear convection-diffusion equation may be written as

u
4u + b u + c u = f in (0, T ] (2.1)
t
u(x, t) = 0, x (0, T ] (2.2)

u(x, 0) = u0 (x), x , (2.3)

where b = [b1 (x, t), b2 (x, t)]T is an incompressible velocity field (i.e b = 0), c(x, t) cmin

is an absorption coefficient, and f (x, t) is a given body force.

The function space

  
H01 () 1

X := := u H () : u =0 , (2.4)

is used in the variational formulations in the analysis. The corresponding finite element

space Xh X is written as:



Xh := v X C : v K Pk (K) K Th .

Let U be the L2 projection of u onto Xh , and use u(n) := u (, nt). Used in the error

analysis are (n) and E (n) defined by

(n)
(n) := u(n) U (n) , E (n) := U (n) uh .

11
Note that is the error between the true solution and the best solution in the discrete space,

and E is the difference between the achieved approximation and the best approximation

available in the discrete space. Having defined the following interpolation properties of

finite element spaces will be utilized and can be found in [11]:

N
X N
X
t kn k2 tCI2 h2k ku(, tn )k2k+1 Ch2k |kuk|20,k+1 (2.5)
n=0 n=0

N
X N
X
n 2
t k k tCI2 h2k+2 ku(, tn )k2k+1 Ch2k+2 |kuk|20,k+1 (2.6)
n=0 n=0

(n) (n1) 2

N
X 2
t Ch2k+2 kut k0,k+1 (2.7)

t
n=1
where k denotes the order of the elements used in the interpolation space.

2.3 -method for Convection-Diffusion

Using the outline of the -method given in Section 1.2, an abstract representation

of (2.1)-(2.3) is:

u
+ F (u, x, t) = 0 in (0, T ] (2.8)
t
subject to u(x, t) = 0, x (0, T ) (2.9)

u(x, 0) = u0 (x), x , (2.10)

where

F = u + b u + cu f.

Split F additively as:

F (u, x, t) = 1 F (u, x, t) + 2 F (u, x, t) (2.11)

where

1 c
F (u, x, t) = u + u f (2.12)
2
2 c
F (u, x, t) = b u + u. (2.13)
2

12
 (n) (n+1)
For 0 12 , the fractional step method for advancing the approximation of uh to uh

is described by these steps:

(n+)
Step 1. Compute the approximation uh :

(n+) (n)
uh uh
+ 1 F (n+) = 2 F (n)
t
(n+) (n+) c (n+) (n) c (n)
d uh uh + uh = f (n+) b uh uh . (2.14)
2 2
(n+1)
Step 2. Compute the approximation uh :

(n+1) (n+)
uh uh
+2 F (n+1) = 1 F (n+)
(1 2)t
(n+1) (n+1) c (n+1) (n+) c (n+)
d(12) uh + b uh + uh = f (n+) + uh uh . (2.15)
2 2
(n+1)
Step 3. Compute the approximation to uh :

(n+1) (n+1)
uh uh
+1 F (n+1) = 2 F (n+1)
t
(n+1) (n+1) c (n+1) (n+1) c (n+1)
d uh uh + uh = f (n+1) b uh uh . (2.16)
2 2
Analysis requires variational formulations of each substep.

2.4 Variational Formulation

The corresponding discrete variational formulation of (2.14)(2.16) is: Determine

(n+) (n+1) (n+1)
uh Xh , uh Xh , and uh Xh satisfying


(n+) c (n+)   (n+) 
d uh + uh , v + uh , v
2

(n) c (n) 
= f (n+) b uh uh , v , v Xh , (2.17)
2


(n+1)
 
(n+1) c 
d(12) uh , v + b uh + u(n+1) , vb
2
 c (n+)
 
(n+)
 
(n+)

= f (n+) uh , vb uh , v + 4uh , b v , v Xh , (2.18)
2

13
 
(n+1) c (n+1)   (n+1) 
d uh + uh , v + uh , v
2

(n+1) c (n+1) 
= f (n+1) b uh uh , v , v Xh . (2.19)
2

Note the following:

To stabilize the convection (transport) equation (2.15), a Streamline Upwind Petrov

Galerkin (SUPG) method is used [35]. The term vb is defined as vb := v + b v.

The term (4uh , b v) is defined elementwise as (see [34]):

X Z
(4uh , b v) := 4uh (b v) dA.
KTh K

The solution u(x, t) of (2.1),(2.2) satisfies the continuous variational formulation

(ut , v) + (u, v) + (b u, v) + (cu, v) = (f, v), v X . (2.20)

2.5 Unique Solvability of the Scheme

The first step in the analysis is to show that the scheme (2.17)(2.19) is computable.

That is, the associated coefficient matrices on the left hand sides of (2.17) - (2.19) are

invertible.

(n+)
Lemma 2.5.1 There exists a unique solution uh Xh satisfying (2.17).

Proof: Equation (2.17) can be equivalently written as

 
(n+) (n+) 1 (n) (n) c (n)
A(uh , vh ) = f + u b uh uh , vh , vh Xh , (2.21)
t h 2

where
1 c
A(w, z) = (w, z) + (w, z) + ( w, z) .
t 2
Note that (2.21) represents a square linear system of equations Ac = f . The fact that

1 c
A(w, w) = (w, w) + (w, w) + ( w, w) > 0
t 2

guarantees that ker(A) = {0}. It follows that (2.17) has a unique solution.

The unique solvability of (2.19) follows exactly as for (2.17). For (2.18) the same approach,

14
together with the divergence free assumption for b (i.e. b = 0), establishes the unique

solvability. The unique solvability of the -method algorithm and the subsequent a priori

error estimates for the convection-diffusion equation may be shown without the divergence

free assumption for b provided the time step t is assumed sufficiently small.

2.6 A Priori Error Estimates

The accuracy of the approximation from (2.17)-(2.19) is addressed using an a priori

error estimate. This estimates given in Theorem 2.6.1, and a discussion of the proof is

presented below. The complete proof is given in [12].

Theorem 2.6.1 For a sufficiently smooth solution u, with t Ch2 , the fractional step

-method approximation uh given by (2.17)-(2.19) converges to u on the interval (0, T ] as

t, h 0, and satisfies the error estimates:

|ku uh k|,0 G(t, h, ), (2.22)

|ku uh k|0,1 G(t, h, ), (2.23)

where
 
G(t, h, ) = C(t)2 kuttt k0,0 + kutt k0,1 + kutt k0,0 + kftt k0,0
 
+ Ct kut k0,2 + kut k0,1 + kut k0,0 + kft k0,0

+ Chk+1 kut k0,k+1 + Chk |kuk|0,k+1 + Chk+1 |kuk|0,k+1

+ C |kut k|0,0 + Chk+1 |kuk|,k+1 .

A key step in the analysis of the fractional step -method is the construction of

unit stride expressions for the error at successive time steps. These are expressions where a
2 2
bound is known on the difference of error terms at times t apart i.e. E (n+1) E (n) .
2
Assuming the initial error E (0) = 0, the summation of a sequence of this form telescopes
2
to E (l) . Choosing an optimal value for , it will be seen that the first order terms in

15
the interpolation error are zero, yielding a second order temporal discretization. Further

discussion of the optimal value of can be found in Section 2.7.

(n+1) (n+1)
Outline of the proof : The -method provides approximations uh , uh , and
(n+)
uh . Linear combinations of equations (2.17), (2.18), and (2.19) are formed to generate

the appropriate uniform stride differences between successive error terms.

Step 1. Form the following linear combinations of equations (2.17), (2.18), and (2.19) to
(n+1) (n) (n+1) (n) (n+) (n1+)
obtain equations involving uh uh , uh uh , and uh uh , respec-

tively.
  
  
t (2.17)
 + (1 2) t (2.18)
 + t (2.19) (2.24)
with nn with nn with nn
  
t (2.17) + (1 2) t (2.18) + t (2.19) (2.25)
with nn with nn with nn1
  
  
t (2.17) + (1 2) t (2.18) + t (2.19) (2.26)
with nn with nn1 with nn1

Step 2. Subtract equations (2.24), (2.25), and (2.26) from (2.20) evaluated at the midpoint

of each unit stride. Add, subtract and rearrange terms to give

 
(n+1) (n) (n+1)
(u(n+1) uh ) (u(n) uh ) , vh + t Gpos ((u(n+1) uh ), vh )
(n+1) (n+) (n)
= t Grem (t, f, u, uh , uh , uh , vh ), (2.27)

 
(n+1) (n) (n+1)
(u(n+1) uh ) (u(n) uh ) , vh + t Hpos ((u(n+1) uh ), vh )
(n+) (n) (n)
= tHrem (t, f, u, uh , uh , uh , vh ), (2.28)

 
(n+) (n1+) (n+)
(u(n+) uh ) (u(n1+) uh ) , vh + tKpos ((u(n+) uh ), vh )
(n) (n) (n1+)
= t Krem (t, f, u, uh , uh , uh , vh ) , (2.29)

where Gpos , Hpos , and Kpos denote the positive part of the operators.

16
Step 3. Use u uh = + E, choose vh = E (n+1) , vh = E (n+1) , and vh = E (n+) in

(2.27), (2.28), and (2.29), respectively to obtain

(n+1) 2 (n) 2

E E + tGpos (E (n+1) , E (n+1) )
 
tR1 t, f, u, (n) , (n+) , (n+1) , (n+1) , E (n) , E (n+) , E (n+1) . (2.30)

(n+1) 2 (n) 2

E E + tHpos (E (n+1) , E (n+1) )
 
tR2 t, f, u, (n) , (n) , (n+) , (n+1) , E (n) , E (n) , E (n+) . (2.31)

(n+) 2 (n1+) 2

E E + tKpos (E (n+) , E (n+) )
 
tR3 t, f, u, (n) , (n) , (n+1) , (n+) , E (n) , E (n) , E (n+1) . (2.32)

Use E (0) = 0 and sum (2.30), (2.31), and (2.32) from (n = 0 to (N 1)), (n = 1 to (N 1)),

and (n = 1 to (N 1)), respectively. Adding the resulting expressions together gives:

(N ) 2 (N ) 2 (N 1+) 2

E + E + E
N
X 1 N
X 1
+ t Gpos (E (n+1) , E (n+1) ) + t Hpos (E (n+1) , E (n+1) )
n=0 n=1
N
X 1
+ t Kpos (E (n+) , E (n+) )
n=1
N
X 1  
t R1 t, f, u, (n) , (n+) , (n+1) , (n+1) , E (n) , E (n+) , E (n+1)
n=0
N
X 1  
+ t R2 t, f, u, (n) , (n) , (n+) , (n+1) , E (n) , E (n) , E (n+)
n=1
N
X 1  
+ t R3 t, f, u, (n) , (n) , (n+1) , (n+) , E (n) , E (n) , E (n+1)
n=1
2 2
+ E (1) + E () . (2.33)

Step 4. Apply suitable inequalities/estimates to the terms in (2.33).

17
 2
Step 5. Apply discrete Gronwalls inequality (see Lemma 1.4.2) with al = E (N ) +
(N ) 2 (N 1+) 2
E + E . The lemma requires that

C2 2 C 2 2 C4
 
t C1 + 2 + 4 3 + 2 1, (2.34)
h h h

where C1 , C2 , C3 , and C4 denote constants independent of the discretization parameters t

and h and the upwinding parameter . If is chosen such that ( Ch), (2.34) becomes

Ct h2 1. (2.35)

This is computationally very restrictive. This constraint is not enforced for the numerical

results in Section 2.8. It is an open question if this condition is necessary for (2.22) and

(2.23).

(N ) (N )
Step 6. Use the triangle inequality to obtain the error estimate for u uh +

(N ) (N ) (N 1+)
u uh + u(N 1+) uh .

Numerical results are presented in Section 2.8 for a continuous, piecewise linear

approximation to u (i.e. k = 1). For this case, (2.22) and (2.23) give the following estimate.

Corollary 1 For Xh the space of continuous, piecewise linear functions, t Ch2 ,

Ch, and u sufficiently smooth, the approximation uh satisfies the error estimate:

|ku uh k|0,1 C (t)2 + t + h + , and

(2.36)

|ku uh k|,0 C (t)2 + t + h + .

(2.37)

2.7 Optimal Value

In [27] Glowinski and Periaux studied the convergence and stability of the -method

for
du
+ Au = 0 ,
dt

18
where A was assumed to be a constant pp symmetric, positive definite matrix and u IRp .

The decomposition they considered (see 2.11) was, for (0, 1),

Au = Au + (1 )Au,

i.e. F1 (u, t) = Au and F2 (u, t) = (1 )Au. Using an eigenvalue analysis, the authors

were able to establish that for = 1 2/2 the fractional step -method was second order

accurate in time, independent of the choice of .

An eigenvalue analysis approach is not possible for the approximation method de-

scribed in (2.17)(2.19). In Step 1 above, the linear combinations given in (2.24)(2.26)

give rise to expressions of the following form:

In Grem :
1
u(n+1) + (1 ) u(n+) u(n+ 2 ) , (2.38)
n+ 12
(1 ) u(n+) + u(n) u( ). (2.39)

In Hrem :
1
u(n) + (1 ) u(n+) u(n+ 2 ) , (2.40)
1
(1 2) u(n+) + u(n) + u(n) u(n+ 2 ) . (2.41)

In Krem :
1
u(n) + (1 ) u(n) u(n+ 2 ) , (2.42)
1
(1 2) u(n+1) + u(n) + u(n+) u(n+ 2 ) . (2.43)

Suitable estimates for these expressions are obtained using Taylor series expansions about

(n + 1/2)t, (n + 1/2 )t, and (n + 1/2)t for the Grem , Hrem , and Krem expressions,

respectively. The first order terms in these expansions, i.e. the coefficients of t, all reduce

to a constant multiple of

22 4 + 1. (2.44)

The roots of (2.44) are = 1 2/2. Thus, in order to have a second order temporal

discretization error the only possible choice for satisfying 0 < < 1/2 is = 1 2/2.

Verification that (2.38) yields a second order accurate temporal discretization is shown in

19
the proof of Lemma 2.7.1. Second order accuracy for the other five terms (2.39) - (2.43) is

shown in a manner similar to the proof of Lemma 2.7.1 and is given in [12].

Lemma 2.7.1 For the optimal value = 1 2/2
N 1
1 2

t u(n+1) + (1 ) u(n+) u(n+ 2 ) C(t)4 kutt k20,0 .
X
n=0

1
Proof: Expanding u(n+1) and u(n+) about u(n+ 2 ) gives

1
Z t(n+1)
u (n+1)
= u(n+ 2 ) + ut (, t) dt
t
( n+ 1
2 )
Z t(n+1)
) + 1 t u(n+ 2 ) +
1
n+ 21
= u(


t utt (, t) t(n+1) t dt, (2.45)
2 t
( n+ 1
2 )

and
Z t
1 (n+ 12 )
u (n+)
= u(n+ 2 ) ut (, t) dt
t(n+)
  Z t 1
1 1 (n+ 1 ) (n+ 2 )
= u(n+ 2 )


t ut 2 + utt (, t) t t(n+) dt. (2.46)
2 t(n+)

Using (2.45) and (2.46) gives

( )2
2 Z
(n+1) (n+) (n+ 21 ) (n+1) (n+) (n+ 21 )
u + (1 ) u u = u + (1 ) u u dA


Z ( Z t(n+1)
1 1 (n+ )1
u(n+ 2 ) + t ut 2 +


= utt (, t) t(n+1) t dt
2 t 1
(n+ 2 )
  
1 1 (n+ 1 )
+ (1 ) u(n+ 2 ) t ut 2
2
Z t 1 ! )2
(n+ 2 ) 1
utt (, t) t t(n+) dt u(n+ 2 ) dA


+
t(n+)
Z (  Z t(n+1)
2 1 (n+ 21 )

= + 2 t ut + utt (, t) t(n+1) t dt
2 t
(n+ 12 )
)2
Z t
(n+ 12 )

+ (1 ) utt (, t) t t(n+) dt dA
t(n+)

20
 Z ( Z t(n+1)

= utt (, t) t(n+1) t dt
t
(n+ 12 )
)2
Z t
(n+ 12 )

+ (1 ) utt (, t) t t(n+) dt dA
t(n+)
2
Z ( Z t(n+1)
2


2 utt (, t) t(n+1) t dt
t
( n+ 1
2 )
!2 )
Z t
( n+ 1 )
+ (1 )2 2


utt (, t) t t(n+) dt dA
t(n+)

Z ( Z t(n+1) Z t(n+1)
2
2 2
(utt (, t))2 dt t(n+1) t dt
t t
( n+ 1
2 ) (n+ 1
2 )
!)
Z t Z t
2 (n+ 12 ) 2 (n+ 12 )
2
+ (1 ) (utt (, t)) dt t t(n+) dt dA
t(n+) t(n+)

Z (  3 Z t(n+1)
1 t
= 2 2 (utt (, t))2 dt
3 2 t
(n+ 12 )
  3 Z t !)
2 1 1 (n+ 12 ) 2
+ (1 ) t (utt (, t)) dt dA
3 2 t(n+)

 3 Z ( Z t(n+1)
2 t
= 2 (utt (, t))2 dt
3 2 t
(n+ 12 )
Z t 1 !)
(n+ )
+ (1 )2 (1 2)3 2
(utt (, t))2 dt dA
t(n+)
3 (Z )
 oZ t(n+1)
2 t n
2
2
max , (1 ) , (1 2)3
(utt (, t))2 dt dA
3 2 t(n+)
3 Z t(n+1)
(t)
= (1 )2 kutt (, t)k2 dt.
12 t(n+)

Thus,
N 1
1 2

t u(n+1) + (1 ) u(n+) u(n+ 2 )
X
n=0
N 1
(t)4 t(n+1)
X Z
(1 )2 kutt (, t)k2 dt
12 t(n+)
n0

C(t) 4
kutt k20,0 .

21
 The optimal value was investigated numerically by calculating experimental con-

vergence rates for the convection-diffusion problem given in (2.1)(2.3) for b = [1, 1]T ,

c = 1.0, = (0, 1) (0, 1), Xh the space of continuous piecewise linear functions, and f

and u0 determined by the true solution

4.5
u(x, y, t) = 10xy(1 x)(1 y)ex (1 t4 ). (2.47)

The meshes used for these calculations were obtained by dividing the spatial (h)

and temporal (t) discretization parameters on each successive mesh by 2. As the spatial

discretization scheme is second order, it is expected that the experimental convergence rate

is determined by the temporal discretization. Figure 2.1 indicates that when = 1 2/2

the method has second order convergence with respect to both h and t.

Figure 2.2 displays the error |ku uh k|0,0 at T = 1 on a mesh with t = 1/128 and

h = 2/320 for different values of . The minimum error corresponds to = 1 2/2.

4
x 10
3
2.1 2.04
2.02
Convergence Rate at time T = 1

2
2
1.98
T =1

1.96
2.5
1.9 1.94
||| u uh |||0,0 at

180 200 220

zoom
1.8
= .20
= .25
= .29 2
1.7
= Optimal
= .30
1.6 = .35
= .40

1.5
50 100 150 200 250 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
1/h Value

Figure 2.1 Experimental convergence Figure 2.2 Error |ku uh k|0,0 as a

rates. function of .

22
 2.8 Numerical Results

Three examples are used to verify the theoretical convergence rates and demonstrate

the effectiveness of the fractional step -method (2.17)(2.19) for convection diffusion prob-

lems. Example 1 is a simple convection-diffusion problem with a constant velocity field

and a constant absorption coefficient. In Example 2, the diffusion coefficient is several

orders of magnitude less than the magnitude of the velocity field. The solution in Ex-

ample 3 represents a steep moving front propagating through the domain. The optimal

value of = 1 2/2 was used in all computations. In each example a sequence of con-

tinuous, piecewise linear approximations uh were computed, by dividing the time step t

and the spatial mesh parameter h by two. The experimental convergence rates are com-

puted for various choices of . From Theorem 2.6.1, the predicted convergence rates are

|ku uh k|0,1 O(h + ) and |ku uh k|,0 O(h + ).

Example 1. This test problem was described in Section 2.7 when the optimal value of

was examined, and is a modified version of a steady state problem given in [37].The true

solution is given in (2.47). The solution is a slightly skewed bubble function which decays

to zero as t 1. The numerical results for this example are presented in Table 2.1.

Example 2. In this example, taken from [61], the approximation of u(x, y, t) satisfies

u
k4u + b u = f in (0, T ], (2.48)
t

for k = 0.0001, b = [4y, 4x]T , and = (0.5, 0.5) (0.5, 0.5). The true solution is given

by
2 2 (x + 0.25)2 + y 2
 
u(x, y, t) = 2 exp , (2.49)
2 + 4kt 2 2 + 4kt
where x = x cos(4t) + y sin(4t), y = x sin(4t) + y cos(4t) and = 0.0477. The initial and

boundary conditions are given by u0 (x, y) = u(x, y, 0), and u(x, y, t)| = u(x, y, t) 0.

The solution represents a Gaussian pulse being convected by a rotating velocity field. Table

2.2 lists the errors in the numerical approximation and the experimental convergence rates.

The approximation is illustrated in Figures 2.3(a)2.3(b), for h = 2/64 and = h2 .

23
 Table 2.1 Approximation errors and convergence rates for Example 1.

=1 2/2 Time T = 1.0

(t, h) 1
( 10 , 82 ) 1
( 20 , 162 ) 1
( 40 , 322 ) 1
( 80 , 642 ) 1
( 160 , 1282 )
0 |ku uh k|0,1 4.092e-1 2.184e-1 1.117e-1 5.628e-2 2.823e-2
Cvge. Rate - 0.9 1.0 1.0 1.0
|ku uh k|,0 2.039e-2 5.358e-3 1.359e-3 3.411e-4 8.537e-5
Cvge. Rate - 1.9 2.0 2.0 2.0
h

2
|ku uh k|0,1 5.407e-1 3.061e-1 1.576e-1 7.757e-2 3.772e-2
Cvge. Rate - 0.8 1.0 1.0 1.0
|ku uh k|,0 7.055e-2 3.275e-2 1.524e-2 7.178e-3 3.443e-3
Cvge. Rate - 1.1 1.1 1.1 1.1
 3/2
h

2
|ku uh k|0,1 4.337e-1 2.259e-1 1.135e-1 5.668e-2 2.831e-2
Cvge. Rate - 0.9 1.0 1.0 1.0
|ku uh k|,0 3.782e-2 1.176e-2 3.632e-3 1.138e-3 3.649e-4
Cvge. Rate - 1.7 1.7 1.7 1.6
 2
h

2
|ku uh k|0,1 4.124e-1 2.188e-1 1.117e-1 5.629e-2 2.823e-2
Cvge. Rate - 0.9 1.0 1.0 1.0
|ku uh k|,0 2.613e-2 6.793e-3 1.709e-3 4.256e-4 1.058e-4
Cvge. Rate - 1.9 2.0 2.0 2.0

0.9
1 0.8
0.8 0.7
0.6 0.6
0.4 0.5
0.2 0.4
0.3
1 1 0.2
0.9 0.1
0.8 0.8 0
0.7
0.6 0.6
0.5
0.4
0.4 0.3
0.2
0.2 0.1
0
0 -0.1

0.6 0.6
0.4 0.4
0.2 0.2
-0.6 0 -0.6 0
-0.4 -0.4
-0.2 -0.2 -0.2 -0.2
0 0
0.2 -0.4 0.2 -0.4
0.4 0.4
0.6 -0.6 0.6 -0.6

(a) u at t = 0 (b) uh at t = 0.3

Figure 2.3 Plots of the true and approximate solution for convection-diffusion Example 2.

24
 Table 2.2 Approximation errors and convergence rates for Example 2.

=1 2/2 Time T = 0.3

(t, h) 1
( 10 , 82 ) 1
( 20 , 162 ) 1
( 40 , 322 ) 1
( 80 , 642 ) 1
( 160 , 1282 )
0 |ku uh k|0,1 1.242e-0 7.999e-1 3.394e-1 1.543e-1 7.604e-2
Cvge. Rate - 0.6 1.2 1.1 1.0
|ku uh k|,0 8.114e-2 4.071e-2 1.127e-2 2.572e-3 6.338e-4
Cvge. Rate - 1.0 1.9 2.1 2.0
h

2
|ku uh k|0,1 9.445e-1 7.978e-1 5.932e-1 4.079e-1 2.637e-1
Cvge. Rate - 0.2 0.4 0.5 0.6
|ku uh k|,0 6.609e-2 5.751e-2 4.353e-2 3.104e-2 2.057e-2
Cvge. Rate - 0.2 0.4 0.5 0.6
 3/2
h

2
|ku uh k|0,1 9.899e-1 7.375e-1 3.912e-1 1.797e-1 8.356e-2
Cvge. Rate - 0.4 0.9 1.1 1.1
|ku uh k|,0 6.619e-2 4.548e-2 2.135e-2 8.268e-3 3.003e-3
Cvge. Rate - 0.5 1.1 1.4 1.5
 2
h

2
|ku uh k|0,1 1.076e-0 7.519e-1 3.428e-1 1.553e-1 7.616e-2
Cvge. Rate - 0.5 1.1 1.1 1.0
|ku uh k|,0 7.102e-2 4.040e-2 1.281e-2 3.111e-3 7.702e-4
Cvge. Rate - 0.8 1.7 2.0 2.0

Example 3. This example problem of approximates the solution to a steep front moving

through a domain [7]. Set k = 0.01, f = 0, then

u(x, y, t) = w(x, t) w(y, t) ,

where
0.1A + 0.5B + C
w(, t) = ,
A+B+C

A(, t) = exp(0.05( 0.5 + 4.95(t + 0.3))/k),

B(, t) = exp(0.25( 0.5 + 0.75(t + 0.3))/k),

C() = exp(0.5( 0.375)/k),

and b = [w(x, t), w(y, t)]T . The boundary and initial conditions are determined by the true

solution.

25
 This example does not satisfy the assumptions for Theorem 2.6.1, as b 6= 0.

Nonetheless, the numerical results presented in Table 2.3 are consistent with those predicted

in (2.22) and (2.23). The numerical approximation using h = 2/32 and = h3/2 is

displayed in Figures 2.4(a)2.4(b).

Table 2.3 Approximation

errors and convergence rates for Example 3.
=1 2/2 Time T = 0.3

(t, h) 1
( 10 , 82 ) 1
( 20 , 162 ) 1
( 40 , 322 ) 1
( 80 , 642 ) 1
( 160 , 1282 )
0 |ku uh k|0,1 5.193e-1 2.722e-1 1.301e-1 6.389e-2 3.163e-2
Cvge. Rate - 0.9 1.1 1.0 1.0
|ku uh k|,0 4.032e-2 1.663e-2 6.805e-3 3.214e-3 1.576e-3
Cvge. Rate - 1.3 1.3 1.1 1.0
h

2
|ku uh k|0,1 4.775e-1 2.999e-1 1.684e-1 9.099e-2 4.761e-2
Cvge. Rate - 0.7 0.8 0.9 0.9
|ku uh k|,0 4.693e-2 2.819e-2 1.580e-2 8.642e-3 4.561e-3
Cvge. Rate - 0.7 0.8 0.9 0.9
 3/2
h

2
|ku uh k|0,1 4.659e-1 2.586e-1 1.267e-1 6.263e-2 3.113e-2
Cvge. Rate - 0.8 1.0 1.0 1.0
|ku uh k|,0 4.054e-2 1.730e-2 6.900e-3 3.114e-3 1.503e-3
Cvge. Rate - 1.2 1.3 1.1 1.1
 2
h

2
|ku uh k|0,1 4.867e-1 2.656e-1 1.289e-1 6.362e-2 3.156e-2
Cvge. Rate - 0.9 1.0 1.0 1.0
|ku uh k|,0 3.975e-2 1.644e-2 6.704e-3 3.175e-3 1.565e-3
Cvge. Rate - 1.3 1.3 1.1 1.0

0.9 1
0.8 0.9
0.7 0.8
0.6 0.7
0.5 0.6
0.4 0.5
0.3 0.4
1 0.2 1 0.3
0.9 0.1 0.9 0.2
0.8 0.8 0.1
0.7 0.7
0.6 0.6
0.5 0.5
0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
0 0

1 1
0.8 0.8

0 0.6 0 0.6
0.2 0.4 0.2 0.4
0.4 0.4
0.6 0.2 0.6 0.2
0.8 0.8
1 0 1 0

(a) u at t = 0 (b) uh at t = 0.3

Figure 2.4 Plots of the true and approximate solution for convection-diffusion Example 3.

26
 CHAPTER 3

VISCOELASTIC FLUID FLOW

3.1 Introduction

In this chapter a fractional step -method approximation for an inertialess or slow-

flow model of the viscoelastic governing equations given by (1.1)-(1.6) in Chapter 1 is

formulated. At each time increment the -method decouples the velocity-pressure and stress

updates. Additionally the systems for the velocity-pressure update and the stress update

are linear. Motivated by this decoupling, the analysis of the method is approached similarly.

Analysis of a Stokes system for the velocity and pressure is examined first, assuming the

stress is known. The hyperbolic constitutive model is analyzed next, assuming the velocity

and pressure are known. The estimates obtained when analyzing each of the decoupled

parts are then used to establish a priori error estimates for the full implementation of the

-method.

The remainder of this chapter is organized as follows. In Section 3.2 the -method

for the viscoelastic modeling equations is formulated. Section 3.3 contains the mathematical

notation and variational formulations used in the analysis. Computability of the algorithm

is shown in Section 3.4. A priori error estimates for the -method are stated and proved in

Section 3.5.

Numerical examples demonstrating the -method applied to viscoelastic fluid flow

are presented in Chapter 4.

3.2 -method for Viscoelastic Fluid Flow

The non-dimensional modeling equations for inertialess (i.e. u u 0 in (1.2),

and is ignored) viscoelastic fluid flow using a Johnson-Segalman constitutive equation are:

27
  

+ + u + ga (, u) 2d(u) = 0 in , (3.1)
t
u
Re + p 2(1 ) d(u) = f in , (3.2)
t
u = 0 in , (3.3)

u = 0 on , (3.4)

u(0, x) = u0 (x) in , (3.5)

(0, x) = 0 (x) in . (3.6)

The fractional step -method requires an additive decomposition of equations (3.1)

and (3.2). Use the splitting parameters and (0, 1), and define:

Constitutive equation:

1 G := , (3.7)

2 G := (1 ) + (u + ga (, u)) 2d(u). (3.8)

Conservation of momentum:

1 Fu := (1 )2(1 ) d(u) f , (3.9)

2 Fu := 2(1 ) d(u). (3.10)

Let t denote the temporal increment between times tn and tn+1 , and for c {, , , a, }

let c := 1 c. Also, let f (n) := f (, nt).

The -method approximation for viscoelasticity may then be described as follows.

(See also [14, 55, 58]).

-method algorithm for viscoelasticity

Step 1a: (Update the stress.)

(n+) (n)
+ 1 G (n+) = 2 G (n) .
t

28
 Step 1b: (Solve for velocity and pressure.)

u(n+) u(n)
Re + p(n+) + 1 Fu (n+) = 2 Fu (n) ,
t
u(n+) = 0.

Step 2a: (Solve for velocity and pressure.)

u(n+) u(n+)
Re + p(n+) + 2 Fu (n+) = 1 Fu (n+) ,
(1 2) t
u(n+) = 0.

Step 2b: (Solve for the stress.)

(n+) (n+)
+ 2 G (n+) = 1 G (n+) .
(1 2) t

Step 3a and Step 3b: The temporal advancement to time tn+1 is com-
pleted 
 by repeating, Step 1a, and Step 1b with (n) and (n + ) replaced by
n + and (n + 1), respectively.

This decomposition of the constitutive and conservation of momentum equations results in

the approximation of the non-linear system of equations only requiring the solution of linear

systems of equations.

3.3 Mathematical Notation

The following function spaces are defined for use in the analysis:

X := H01 () := u H 1 () : u = 0 on ,

n o
S := = (ij ) : ij = ji ; ij L2 (); 1 i, j d

= (ij ) : u L2 (), u X ,

 Z 
2 2
Q := L0 () = q L () : q dx = 0 ,

 Z 
Z := vX: q( v) dx = 0, q Q .

The spaces X and Q satisfy the inf-sup condition

(q, v)
inf sup > 0. (3.11)
qQ vX kqk kvk1

29
 A variational formulation of (3.1)-(3.3), found by multiplication of the modeling

equations by test functions and integrating over , is: Given u0 X and 0 S find

(u, , p) : (0, T ] X S Q such that

 

, + (, ) 2 (d(u), ) + (u + ga (, u), ) = 0, S, (3.12)
t
 
u
Re , v (p, v) + 2 (d(u), d(v)) + (, d(v)) = (f , v) , v X, (3.13)
t
( u, q) = 0, q Q, (3.14)

u(0, x) = u0 (x), (3.15)

(0, x) = 0 (x). (3.16)

As the velocity and pressure spaces X and Q satisfy the inf-sup condition (3.11), an equiv-

alent variational formulation to (3.12)-(3.14) is given by: Given u0 Z and 0 S find

(u, ) : (0, T ] Z S such that

 

, + (, ) 2 (d(u), ) + (u + ga (, u), ) = 0, S, (3.17)
t
 
u
Re , v + 2 (d(u), d(v)) + (, d(v)) = (f , v) , v Z, (3.18)
t
u(0, x) = u0 (x), (3.19)

(0, x) = 0 (x). (3.20)

Recall the finite element framework introduced in Chapter 1 where Th is a triangu-

lation of the discretized domain Rd such that

= K, K Th .

As Pk (A) denotes the space of polynomials on A of degree no greater than k and C()d the

space of vector valued functions with d components which are continuous on . Then the

30
associated finite element spaces are defined by:
n o

v X C()d : vK Pk (K) K Th ,

Xh :=
n o

S C()dd : K Pm (K) K Th ,

Sh :=
 
Qh := q Q C() : q K Pq (K) K Th ,

Zh := {v Xh : (q, v) = 0 q Qh } .

Analogous to the continuous spaces assume that Xh and Qh satisfy the discrete inf-sup

condition:
(q, v)
inf sup > 0. (3.21)
qQh vXh kqk kvk1
The analysis for the -method is accomplished in three parts: the analysis of Stokes-

like problem using a known true stress; the analysis of the constitutive model assuming a

known true velocity and pressure; and finally a coupling of these estimates establishes the

full a priori error estimates for the -method. For the analysis it is helpful to define

uh := discrete approximation using true ,

h := discrete approximation using true u,

uh := uh uh ,

h := h h .

Note that uh , ph , and h denote approximations obtained by implementing the full

method for viscoelastic flow described by Steps 1a - 3b above. Letting U and S denote

the L2 projections of u and onto Zh and Sh respectively, define:

(n)
(n) = u(n) U (n) , E (n) = U (n) uh ,
(n)
(n) = (n) S (n) , F (n) = S (n) h ,
(n) (n) (n) (n)
eu = u(n) uh , e = (n) h .

The following properties of Sobolev and finite element spaces are needed in the

analysis. From [26] for (u, p) H k+1 ()d H q+1 () there exists (U, P) Zh Qh such

31
that

ku Uk Chk+1 kukW k+1 , (3.22)

2

ku UkW 1 Chk kukW k+1 , (3.23)

2 2

kp Pk Chq+1 kpkW q+1 . (3.24)

2

A skew symmetric formulation is used when bounding some of the convective terms [29].

Define

c(u, , ) := (u , ) , (3.25)
1
c(u, , ) := (c(u, , ) c(u, , )) , (3.26)
2

and note that:

c(u, , ) = c(u, , ) when u = 0 in , and u = 0 on ,

c(u, , ) = 0.

3.4 Unique Solvability of the Scheme

Before deriving the error estimates computability of the algorithm is established.

Computability implies that the coefficient matrix associated with the variational formu-

lation of each step of the -method algorithm is invertible. To stabilize the hyperbolic

constitutive equation a streamline upwind Petrov-Galerkin (SUPG) discretization is used

to avoid spurious oscillations in the approximation. This is implemented by testing all terms

in the constitutive equation (except the discretized temporal derivative) against modified

test elements of the form () where

h

()
() := + uh , (3.27)
h

and is a small positive constant. Note that = 0 gives the standard Galerkin method.

The variational formulations for the steps in the -method approximation are as follows.

32
 (n+)
Step 1a: Find h Sh such that

 (n+)  
(n+)

h , + h , (n)
t h
 (n)  
(n)
 
(n) (n)

= h , h , (n) uh h , (n)
t h h
   
(n) (n) (n)
ga ( h , uh ), (n) + 2 d(uh ), (n) , Sh . (3.28)
h h

(n+)
Step 1b: Find uh Zh such that

Re  (n+)  
(n+)
 Re  (n) 
uh , v + 2(1 ) d(uh ), d(v) = uh , v
t t
     
(n) (n+)
2(1 ) d(uh ), d(v) + f (n+) , v h , d(v) , v Zh . (3.29)

(n+)
Step 2a: Find uh Zh such that
   
Re (n+) (n+) Re 
(n+)

uh , v + 2(1 ) d(uh ), d(v) = uh ,v
(1 2)t (1 2)t
     
(n+) (n+)
2(1 ) d(uh ), d(v) + f (n+) , v h , d(v) , v Zh . (3.30)

(n+)
Step 2b: Find h Sh such that
     
(n+) (n+) (n+) (n+)
h , + h , (n+) + uh h , (n+)
(1 2)t h h
   
(n+) (n+) (n+)
+ ga ( h , uh ), (n+) 2 d(uh ), (n+)
h
 h

(n+)

(n+)
= h , h , (n+) , Sh . (3.31)
(1 2)t h

(n+1)
Step 3a: Find h Sh such that
     
 (n+1)  (n+1) (n+) (n+)
h , + h , (n+) = h , h , (n+)
t h t h
   
(n+) (n+) (n+) (n+)
uh h , (n+) ga ( h , uh ), (n+)
h h
 
(n+)
+ 2 d(uh ), (n+) , Sh . (3.32)
h

33
 (n+1)
Step 3b: Find uh Zh such that
 
Re  (n+1)  
(n+1)
 Re (n+)
uh , v + 2(1 ) d(uh ), d(v) = uh ,v
t t
  
(n+)
  
(n+1)
2(1 ) d(uh ), d(v) + f (n+1) , v h , d(v) , v Zh . (3.33)

The following induction hypothesis is used when proving the lemmas that establish

the existence and uniqueness of the solutions to (3.28) - (3.33).

Induction Hypothesis 1 Under the assumptions of Theorem 3.6.1 there exists a constant

K2 such that for n = 1, . . . , N

(n) (n+) (n+)
uh , uh , and uh
K2 . (3.34)

The justification of Induction Hypothesis 1 is established in Section 3.7.

Lemma 3.4.1 (Step 1a) Assume Induction Hypothesis 1 is true. For Ch and t
(n+)
sufficiently small there exists a unique solution h Sh satisfying (3.28).

Proof: Equation (3.28) can be written as


(n+)
  (n)   (n)

A1 h , = h , (1 ) h , (n)
t h
    
(n) (n) (n) (n)
uh h + ga ( nh , uh ) , (n) + 2 d(uh ), (n) , Sh , (3.35)
h h

where

(n+)
  (n+)  
(n+)

A1 h , := h , + h , (n) .
t h

Here (3.35) represents a square linear system of equations Ax = b. With the choice =
(n+)
h , the individual terms in A1 are

 (n+) (n+)  (n+) 2

h , h = h ,
t t
  2
(n+) (n+) (n+)
h , h = h ,

34
and

(n) (n+) 2
  1

(n+) (n) (n+)
h , uh h d2 Ch1 uh h

(n+) 2
1

K2 d2 Ch1 h .

1 (n+) (n+)
Provided Ch and t /K2 d2 C, then A1 ( h , h ) > 0. Thus, ker (A1 ) =

{0}. It follows that (3.28) has a unique solution.

(n+)
Lemma 3.4.2 (Step 1b) There exists a unique solution uh Zh satisfying (3.29).

Proof: Equation (3.29) can be written as


(n+)
 Re  (n)  
(n)

A 2 uh ,v = uh , v 2(1 ) d(uh ), d(v)
t    
(n+)
+ f (n+) , v h , d(v) , v Zh ,

where

(n+)
 Re  (n+)  
(n+)

A 2 uh , v := uh , v + 2(1 ) d(uh ), d(v) .
t
(n+)
Note that choosing v = uh

(n+) (n+)
 Re  (n+) (n+)  
(n+) (n+)

A 2 uh , uh = uh , uh + 2(1 ) d(uh ), d(uh ) > 0.
t

Thus, ker(A2 ) = {0}, and existence and uniqueness of a solution to (3.29) has been shown.

(n+)
Lemma 3.4.3 (Step 2a) There exists a unique solution uh Zh satisfying (3.30).

Proof: Write equation (3.30) as

 
(n+) Re 
(n+)
 
(n+)

A 3 uh ,v = uh , v 2(1 ) d(uh ), d(v)
(1 2)t
   
(n+)
+ f (n+) , v h , d(v) ,

where
     
(n+) Re (n+) (n+)
A 3 uh ,v := uh , v + 2(1 ) d(uh ), d(v) .
(1 2)t

35
  
(n+) (n+) (n+)
For v = u , A 3 uh , uh > 0. Thus, ker(A3 ) = {0}, and it then follows that

(3.30) has a unique solution.

Lemma 3.4.4 (Step 2b) Assume Induction Hypothesis 1 is true. For Ch and t
(n+)
sufficiently small there exists a unique solution h Sh satisfying (3.31).

Proof: Write (3.31) as

 
(n+) 
(n+)

A4 h , = h ,
(1 2)t
   
(n+) (n+)
h , (n+) + 2 d(uh ), (n+) , (3.36)
h h

with
     
(n+) (n+) (n+)
A4 h , := h , + (1 ) h , (n+)
(1 2)t h
   
(n+) (n+) (n+) (n+)
+ uh h , (n+) + ga ( h , uh ), (n+) .
h h
 
(n+) (n+)
Bounding the terms in A4 h , h yields

(n+) 2
 
(n+) (n+)
h , h = ,
(1 2)t (1 2)t h

(n+) 2
 
(n+) (n+)
(1 ) h , h = (1 )
h
,

(n+) 2
 
(n+) (n+) (n+) 1
1
(1 ) h , uh h (1 )d 2 Ch K2 h
,

(n+) 2
 
(n+) (n+) (n+) 1
1
uh h , h d 2 Ch K2 h
,

  2
(n+) (n+) (n+) (n+) (n+) (n+)
uh h , uh h = uh
h ,

36
  
(n+) (n+) (n+) (n+) ( n+) (n+)
ga ( h , uh ), h 4 h uh
h


2
1
(n+)
(n+)
4d2

uh h

(n+) (n+) 2

1
1
4d2 Ch uh

h



(n+) 2

1
1
4d Ch K2 h
2 ,

 
(n+) (n+) (n+) (n+)
ga ( h , uh ), uh h

(n+) ( n+) (n+) (n+)
4 h uh u
h h


1 (n+) (n+) (n+) (n+)
4d 2 uh

h

uh
h


(n+) 2
2
2 h2 K2 2

4dC + 1 u(n+) (n+) .


h h h
1

Thus,

(n+) (n+)
A4 ( h , h )
!
2 h2 K2 2 (n+) 2

1
1 4dC
+ (1 ) ((1 ) + 2) d Ch K2
2
h

(1 2)t 1
2
(n+) (n+)
+ (1 1 ) uh
h .

1 (n+) (n+)
Choosing 1 = 2, Ch, and t Ch establishes A4 ( h , h ) > 0. Hence

ker(A4 ) = {0}, implying that a unique solution exists for (3.31).

The unique solvability of (3.32) and (3.33), representing the third step in the algo-

rithm, follows exactly as (3.28) and (3.29).

3.5 A Priori Error Estimates for the Conservation Equations and Constitutive Equation

A priori error estimates are formulated first for a -method for the Stokes-like prob-

lem given by (3.29), (3.30), and (3.33), assuming the stress is known. Then a priori error

estimates for a -method for the constitutive equation given by (3.28), (3.31), and (3.32)

37
are found assuming the velocity and pressure are known. These estimates are given in

Theorems 3.5.1 and 3.5.2.

3.5.1 Analysis of the conservation equations

Theorem 3.5.1 (Assuming is known) For sufficiently smooth solutions u, , p such

2
that kk , kut k , kutt k ,kuttt k , and kut k K1 , t (0, T ], with = 1 2 and

t Ch2 , the fractional step -method approximation, uh given by Step 1b, Step 2a, and

Step 3b converges to u on the interval (0, T ] as t, h 0, and satisfies the error estimates:

|ku uh k|,0 Fu (t, h), (3.37)

|ku uh k|0,1 Fu (t, h), (3.38)

where

Fu (t, h) := Chk+1 kut k0,k+1 + Chk |kuk|0,k+1 + Chq+1 |kpk|0,q+1

+ C(t)2 kuttt k0,0 + C(t)2 kutt k0,1 + C(t)2 kftt k0,0

+ C(t)2 CT + Chk+1 |kuk|,k+1 . (3.39)

Proof: For notational simplicity in this proof the tilde is dropped from uh and ph , the

discrete approximations of velocity and pressure using the true stress. Following the analysis

of the -method for the convection-diffusion equation, linear combinations are formed to
  n+ 
( )
  
(n+1) (n) (n) (n+) (n+1)
obtain expressions for uh uh , uh uh , and uh uh .

Linear combination 1: Consider the linear combination

  
  
(3.29) + (1 2) (3.30) + (3.33) . (3.40)
with nn with nn with nn

38
This combination gives
(n+1) (n)
!
uh uh    
Re ,v + (n+) , d(v) + (n+1) , d(v)
t
   
(n) (n+)
+2(1 ) d(uh ), d(v) + 2(1 ) d(uh ), d(v)
 
(n+)
 
(n+1)
+2(1 ) d(uh ), d(v) + 2(1 ) d(uh ), d(v)
   
= f (n+) , v + f (n+1) , v , v Zh . (3.41)

Thus,
   
B1n (uh , v) = f (n+) , v + f (n+1) , v , (3.42)

where B1n (uh , v) denotes the left hand side of (3.41). The true solution of the momentum

equation evaluated at the midpoint between tn and tn+1 satisfies:

 
(n+ 1 )
 1
  1

0 = f (n+ 2 ) , v + p(n+ 2 ) , v Re ut 2 , v
  1
   1

2 d u(n+ 2 ) , d(v) (n+ 2 ) , d(v) , v Zh . (3.43)

Adding B1n (u, v) to both sides (3.43) yields

 1
  1

B1n (u, v) = f (n+ 2 ) , v + p(n+ 2 ) , v + I1n (v), v Zh , (3.44)

where
 
(n+ 21 )
 1

I1n (v) := Re dt u (n+1)
ut , v + (n+) + (n+1) (n+ 2 ) , d(v)

+ 2 d(u(n) ) + d(u(n+) ) + d(u(n+1) )
  
(n+) (n+ 12 )
+ d(u )d u , d(v) , v Zh . (3.45)

Subtracting (3.41) from (3.44) gives the error equation:

 1
  1

B1n (eu , v) = f (n+ 2 ) f (n+) f (n+1) , v + p(n+ 2 ) , v + I1n (v), v Zh . (3.46)

This procedure is repeated, to obtain two more error expressions.

39
Linear combination 2: The combination
  
  
(3.29) + (1 2) (3.30) + (3.33) , (3.47)
with nn with nn with nn1

yields

(n+) (n)
uh uh     
(n+)

Re , v + (n+) , d(v) + (n) , d(v) + 2 d(uh ), d(v)
t
 
(n+)
 
(n)
+ 2 d(uh ), d(v) + (1 2) 2 d(uh ), d(v)
     
(n)
+ 2 d(uh ), d(v) = f (n+) , v + f (n) , v , v Zh . (3.48)

Giving,
   
B2n (uh , v) = f (n+) , v + f (n) , v , (3.49)

where B2n (uh , v) denotes the left hand side of (3.48). The true solution of the momentum

equation evaluated at the midpoint between tn and tn+1 satisfies:

 
(n+ 12 )
   
(n+ 12 ) (n+ 12 )
0= f ,v + p , v Re ut ,v
  1
   1

2 d u(n+ 2 ) , d(v) (n+ 2 ) , d(v) , v Zh . (3.50)

B2n (u, v) is now added to both sides of (3.50) giving

 1
  1

B2n (u, v) = f (n+ 2 ) , v + p(n+ 2 ) , v + I2n (v), (3.51)

where
  
(n+ 12 ) 1

I2n (v) := Re dt u (n+)
ut , v + (n+) + (n) (n+ 2 ) , d(v)

+ 2 d(u(n+) ) + d(u(n) ) + (1 2) d(u(n+) )
  
(n) (n+ 12 )
+ d(u )d u , d(v) , v Zh . (3.52)

40
The error expression is obtained by subtracting (3.48) from (3.51), giving
 1
  1

B2n (eu , v) = f (n+ 2 ) f (n+) f (n) , v + p(n+ 2 ) , v + I2n (v), v Zh .

(3.53)

Linear combination 3: The combination

  
  
(3.29) + (1 2) (3.30) + (3.33) (3.54)
with nn with nn1 with nn1

yields

(n+) (n+1)
!
uh uh 
(n)
 
(n+)

Re ,v + 2 d(uh ), d(v) + 2 d(uh ), d(v)
t
   
(n) (n+1)
+ 2 d(uh ), d(v) + 2 (1 2) d(uh ), d(v)
     
+ (n+) , d(v) + (1 2) (n+1) , d(v) + (n) , d(v)
     
= f (n+) , v + (1 2) f (n+1) , v + f (n) , v , v Zh . (3.55)

Thus,
     
B3n (uh , v) = f (n+) , v + (1 2) f (n+1) , v + f (n) , v , (3.56)

where B3n (uh , v) denotes the left hand side of (3.55). The true solution of the momentum

equation evaluated at the midpoint between tn+1 and tn+ satisfies:

 
( n+ 21 )
   
(n+ 1 ) (n+ 1
)
2 , v
0= f 2 ,v + p Re ut ,v
  1
   1

2 d u(n+ 2 ) , d(v) (n+ 2 ) , d(v) , v Zh . (3.57)

Adding B3n (u, v) to both sides of (3.57) gives

 1
  1

B3n (u, v) = f (n+ 2 ) , v + p(n+ 2 ) , v + I3n (v), v Zh , (3.58)

41
with
 
(n+ 21 )
I3n (v) := Re dt u (n+)
ut ,v
 1

+ (n+) + (1 2) (n+1) + (n) (n+ 2 ) , d(v)

+ 2 d(u(n) ) + d(u(n+) ) + d(u(n) )

(n+1) (n+ 12 )
+ (1 2) d(u ) d(u ), d(v) , v Zh . (3.59)

Subtracting (3.55) from (3.58) gives the final error expression for the conservation equations:

 1

B3n (eu , v) = f (n+ 2 ) f (n+) (1 2) f (n+1) f (n) , v
 1

+ p(n+ 2 ) , v + I3n (v), v Zh . (3.60)

The analysis is completed by bounding the terms in (3.46),(3.53), and (3.60), with the test

function v chosen as E (n+1) ,E (n+) , and E (n+) respectively.

Bounding B1n (eu , E (n+1) ), B2n (eu , E (n+) ), and B3n (eu , E (n+) ):

The following estimates are used to bound the terms in B1n (eu , E (n+1) ), B2n (eu , E (n+) ),

and B3n (eu , E (n+) ).

     
(n+1)
Re dt eu , E (n+1) = Re dt E (n+1) , E (n+1) + Re dt (n+1) , E (n+1) ,

and
 

(n+1) Re
(n+1)

(n+1) 2 (n) 2

Re dt E ,E E E , (3.61)
2t
  Re 2 2
Re dt (n+1) , E (n+1) dt (n+1) + Re E (n+1) . (3.62)

4
Similarly,
 
(n+) (n+)
   
Re dt eu ,E = Re dt E (n+) , E (n+) + Re dt (n+) , E (n+) ,

42
  

(n+) (n+)
 Re (n+) 2 (n) 2

Re dt E ,E E E , (3.63)
2t
and
  Re 2 2
Re dt (n+) , E (n+) dt (n+) + Re E (n+) . (3.64)

4
Also
     
(n+)
Re dt eu , E (n+) = Re dt E (n+) , E (n+) + Re dt (n+) , E (n+) ,
 

(n+) (n+)
 Re (n+) 2 (n+1) 2

Re dt E ,E E E , (3.65)
2t
and
 Re 2
(n+) 2

Re dt (n+) , E (n+) d (n+)
+ Re E . (3.66)

t
4

For the deformation tensor terms, write

   
(n+1)
2 d(eu ), d(E (n+1) ) = 2 d(E (n+1) ), d(E (n+1) )
 
+ 2 d((n+1) ), d(E (n+1) ) ,

and note that

  2
2 d(E (n+1) ), d(E (n+1) ) = 2 d(E (n+1) ) , (3.67)

  2 2 2 2 2
2 d((n+1) ), d(E (n+1) ) (n+1)
+  d(E (n+1)
) . (3.68)

1
1

The term
   
(n+)
2 d(eu ), d(E (n+1) ) = 2 d(E (n+) ), d(E (n+1) )
 
+ 2 d((n+) ), d(E (n+1) ) ,

is bounded using
  2 2 2 2 2
2 d(E (n+) ), d(E (n+1) ) E (n+)
+  d(E (n+1)
) , (3.69)

2
2

and
  2 2 2 2 2
2 d((n+) ), d(E (n+1) ) (n+) + 3 d(E (n+1) ) . (3.70)

3

43
Next
   
(n)
2 d(eu ), d(E (n+1) ) = 2 d(E (n) ), d(E (n+1) )
 
+2 d((n) ), d(E (n+1) ) ,

with bounds given by

  2 2 2 2 2
2 d(E (n) ), d(E (n+1) ) E (n) + 4 d(E (n+1) ) , (3.71)

4

and
  2 2 2 2 2
2 d((n) ), d(E (n+1) ) (n) + 5 d(E (n+1) ) . (3.72)

5

Write
 
(n+)
 
2 d(eu , d(E (n+1)
) = 2 d(E (n+) ), d(E (n+1) )
 
+ 2 d( ( n+)
), d(E (n+1)
) ,

and bound the right hand side terms as

  2 2 2 2 2
2 d(E (n+) ), d(E (n+1) ) E (n+) + 6 d(E (n+1) ) (3.73)

6

and
  2 2 2 2 2
2 d((n+) ), d(E (n+1) ) (n+)
+  d(E (n+1)
) . (3.74)

7
7

For the first term in B2n (eu , v),

   
2 d(eu ), d(E (n+) ) = 2 d(E (n+) ), d(E (n+) )
(n+)

 
+ 2 d((n+) ), d(E (n+) ) ,

with
  2 2 2 2 2
2 d(E (n+)
), d(E (n+)
) E
(n+)
+ 8 d(E
(n+)
) , (3.75)
8

44
and
  2 2 2 2 2
2 d((n+) ), d(E (n+) ) (n+) + 9 d(E (n+) ) . (3.76)

9

Next
   
2 d(eu ), d(E (n+) ) = 2 d(E (n) ), d(E (n+) )
(n)

 
+2 d((n) ), d(E (n+) ) ,

with
  2 2 2 2
2 d(E (n)
), d(E (n+)
) (n)
E + 10 d(E
(n+)
) (3.77)
10
and
  2 2 2 2
2 d((n) ), d(E (n+) ) (n) + 11 d(E (n+) ) . (3.78)

11
The term
 
(n+)
 
2 (1 2) d(eu ), d(E (n+)
) = 2 (1 2) d(E (n+)
), d(E (n+)
)
 
+ 2 (1 2) d((n+) ), d(E (n+) ) ,

is bounded such that

  2
2 (1 2) d(E (n+) ), d(E (n+) ) = 2 (1 2) d(E (n+) ) (3.79)

and
 
2 (1 2) d((n+) ), d(E (n+) ) (3.80)
(1 2)2 2 2 2 2
(n+) + 12 d(E (n+) ) . (3.81)

12

The term
   
2 d(eu ), d(E (n+) ) = 2 d(E (n) ), d(E (n+) )
(n)

 
+2 d((n) ), d(E (n+) ) ,

45
gives
  2 2 2 2 2
2 d(E (n) ), d(E (n+) ) E (n) + 13 d(E (n+) ) , (3.82)

13

and
  2 2 2 2 2
2 d((n) ), d(E (n+) ) (n) + 14 d(E (n+) ) . (3.83)

14

Set
   
(n+)
2 d(eu ), d(E (n+) ) = 2 d(E (n+) ), d(E (n+) )
 
+ 2 d((n+) ), d(E (n+) ) ,

and use the bounds

  2
2 d(E (n+) ), d(E (n+) ) = 2 d(E (n+) ) (3.84)

and
  2 2 2 2 2
2 d((n+) ), d(E (n+) ) (n+) + 15 d(E (n+) ) . (3.85)

15

Also
   
(n)
2 d(eu ), d(E (n+) ) = 2 d(E (n) ), d(E (n+) )
 
+2 d((n) ), d(E (n+) ) ,

where
  2 2 2 2
(n) (n+) (n) (n+)
2 d(E ), d(E ) E + 16 d(E ) , (3.86)

16
and
  2 2 2 2
2 d((n) ), d(E (n+) ) (n) + 17 d(E (n+) ) . (3.87)

17

46
Next,
   
(n+1)
2 (1 2) d(eu ), d(E (n+) ) = 2 (1 2) d(E (n+1) ), d(E (n+) )
 
+ 2 (1 2) d((n+1) ), d(E (n+) ) ,

with
  2 (1 2)2 2 2
2 (1 2) d(E (n+1) ), d(E (n+) ) E (n+1)

18
2
+ 18 d(E (n+) ) (3.88)

and
  2 (1 2)2 2
2 (1 2) d((n+1) ), d(E (n+) ) (n+1)

19
2
+ 19 d(E (n+) ) . (3.89)

Lastly,
   
(n)
2 d(eu ), d(E (n+) ) = 2 d(E (n) ), d(E (n+) )
 
+ 2 d((n) ), d(E (n+) ) ,

where
  2 2 2 2 2
2 d(E (n) ), d(E (n+) ) E (n) + 20 d(E (n+) ) (3.90)

20

and
  2 2 2 2 2
2 d((n) ), d(E (n+) ) (n) + 21 d(E (n+) ) . (3.91)

21

47
Bounds for I1n (E (n+1) ), I2n (E (n+) ), and I3n (E (n+) ) (see (3.45) , (3.52), and (3.59)):

Recall from (3.45) that

 
(n+ 21 )
I1n (E (n+1) ) := Re dt u ut(n+1)
,E (n+1)

 1

+ (n+) + (n+1) (n+ 2 ) , d(E (n+1) )
  1
 
+ 2 d(u(n+1) ) + d(u(n+) ) d u(n+ 2 ) , d(E (n+1) )
  1
 
+ 2 d(u(n) ) + d(u(n+) ) d u(n+ 2 ) , d(E (n+1) ) . (3.92)

Bound each of these terms as

  2
(n+1) (n+ 21 ) (n+1) Re (n+1) (n+ 12 ) (n+1) 2

Re dt u ut ,E dt u ut + Re E
, (3.93)
4

 1

(n+) + (n+1) (n+ 2 ) , d(E (n+1) )
1 1 2
2
+ (n+1) (n+ 2 ) + 22 d(E (n+1) ) , (3.94)
(n+)


422

  1
 
2 d(u(n+1) ) + d(u(n+) ) d u(n+ 2 ) , d(E (n+1) )
2 2 (n+1) (n+)

(
 2
n+ 12 )
2
(n+1)
d(u ) + d(u )d u + 23 d(E ) , (3.95)

23

and

  1
 
2 d(u(n) ) + d(u(n+) ) d u(n+ 2 ) , d(E (n+1) )
2 2 1
2 2
d(u(n) ) + d(u(n+) ) d(u(n+ 2 ) ) + 24 d(E (n+1) ) . (3.96)

24

48
Now examine the bounds for I2n term in (3.52) with v = E (n+) .
 1

(n+ ) (n+)
I2n (E (n+) ) := Re dt u(n+) ut 2 ,E
 1

+ (n+) + (n) (n+ 2 ) , d(E (n+) )
  1
 
+2 d(u(n+) ) + d(u(n) ) d u(n+ 2 ) , d(E (n+) )

+2 (1 2) d(u(n+) ) + d(u(n) )
 1
 
+d(u(n) ) d u(n+ 2 ) , d(E (n+) ) . (3.97)

Then
 
(n+) (n+ 21 )
Re dt uh ut , E (n+)
2
Re (n+) (n+ 12 ) (n+) 2

d t u u t
+ Re E , (3.98)
4

 1

(n+) + (n) (n+ 2 ) , d(E (n+) )
1 1
2 2
+ (n) (n+ 2 ) + 25 d(E (n+) ) , (3.99)
(n+)


425

  1
 
2 d(u(n+) ) + d(u(n) ) d u(n+ 2 ) , d(E (n+) )
2 2  1
 2
(1 )d(u(n+) ) + d(u(n) ) d u(n+ 2 )

26
2
+ 26 d(E (n+) ) , (3.100)

and

  1
 
2 (1 2) d(u(n+) ) + d(u(n) ) + d(u(n) ) d u(n+ 2 ) , d(E (n+) )
2 2  1
 2
(1 2) d(u(n+) ) + d(u(n) ) + d(u(n) ) d u(n+ 2 )

27
2
+ 27 d(E (n+) ) . (3.101)

49
Next consider the bounds for I3n term in (3.59) with v = E (n+) .
 
(n+ 12 )
I3n (E (n+) ) := Re dt u (n+)
ut ,E (n+)

 1

+ (n+) + (1 2) (n+1) + (n) (n+ 2 ) , d(E (n+) )
 1

+ 2 d(u(n+) ) + d(u(n) ) + (1 2) d(u(n+1) ) d(u(n+ 2 ) ), d(E (n+) )
 1

+ 2 d(u(n) ) + d(u(n) ) d(u(n+ 2 ) ), d(E (n+) ) . (3.102)

Each piece is bounded as

 
(n+) (n+ 21 ) (n+)
Re dt u ut ,E
2
Re (n+) (n+ 12 )
2
(n+)
d t u u t
+ Re E , (3.103)
4

 1

(n+) + (1 2) (n+1) + (n) (n+ 2 ) , d(E (n+) )
1 (n+) (n+1) (n) (
2
n+ 12 )
+ (1 2) +
428

2
+ 28 d(E (n+) ) , (3.104)

 1

2 d(u(n+) ) + d(u(n) ) + (1 2) d(u(n+1) ) d(u(n+ 2 ) ), d(E (n+) )
2 2 (n+) (n) (n+1) (
2
n+ 21 )
d(u ) + d(u ) + (1 2) d(u ) d(u )

29

2
+ 29 d(E (n+) ) (3.105)

and

 1

2 d(u(n) ) + d(u(n) ) d(u(n+ 2 ) ), d(E (n+) )
2 2 1
2 2
d(u(n) ) + d(u(n) ) d(u(n+ 2 ) ) + 30 d(E (n+) ) . (3.106)

30

50
Bounding the f and p terms in (3.46),(3.53), and (3.60):

Bounds for the terms containing the forcing function f are given by
 1
 1 (n+ 12 )
2
f (n+ 2 ) f (n+) f (n+1) , E (n+1) f f (n+) f (n+1)

4
2
+ E (n+1) , (3.107)

 1
 1 (n+ 12 )
2
f (n+ 2 ) f (n+) f (n) , E (n+) f f (n+) f (n)

4
2
+ E (n+) , (3.108)

and

 1

f (n+ 2 ) f (n+) (1 2) f (n+1) f (n) , E (n+)
1 1
2 2
f (n+ 2 ) f (n+) (1 2) f (n+1) f (n) + E (n+) . (3.109)

4

The pressure terms are bounded making note that E (n+1) , E (n+) , and E (n+) Zh . Thus,
 1
  1 1

p(n+ 2 ) , E (n+1) = p(n+ 2 ) P (n+ 2 ) , E (n+1)
1

1 1
2
p(n+ 2 ) P (n+ 2 ) d2 E (n+1)

1
d2
(n+ 21 ) (
2
n+ 12 )
2
(n+1)
p P + E , (3.110)

4
  d21 2 2
(n+ 21 ) (n+) (n+ 21 ) 1
p , E p P (n+ 2 ) + E (n+) , (3.111)

4
and
 1
 d21 2 2
(n+ 21 ) n+ 12 )
p(n+ 2 ) , E (n+) p P ( + E (n+)
. (3.112)

4

51
Using the estimates given in (3.61) - (3.112), three error expressions are written as
 
Re (n+1) 2 (n) 2

E E
2t
2
+ d(E (n+1) ) (2 1 2 3 4 5

6 7 22 23 24 )

2  2 2 2  2 2
(2Re + 1) E (n+1) + E (n) + E (n+1)

4
! !
2 2
2 2 2 2 2 2
+ E
( n+)
+ E (n+)

6 2
+ H1 + HI n 1 + Hf1 + Hp1 , (3.113)

 
Re (n+) 2 (n) 2

E E
2t

2
+ d(E (n+) ) (2 (1 2) 8 9 10 11 12

13 14 25 26 27 )

2  2 2  2 2
(n+) (n) (n+)
(2Re + 1) E + E + E

10

!
2 2 2 2  2 2 2 
(n+)
2
+ E + E (n)

8 13
+ H2 + HI n 2 + Hf2 + Hp2 , (3.114)

and
 
Re (n+) 2 (n+1) 2

E E
2t

2
+ d(E (n+) ) (2 15 16 17 18 19

20 21 28 29 30 )

2  2 2  2 2
(2Re + 1) E (n+) + E (n) + E (n+)

16
!
2 2 2 2 2 (1 2)2 2 2
+ E (n) + E (n+1)

20 18
+ H3 + HI n 3 + Hf3 + Hp3 , (3.115)

52
where,

1 (n+ 21 )
2
Hf1 := f f (n+) f (n+1) ,

4
1 (n+ 21 )
2
Hf2 := f f (n+) f (n) ,

4
1 (n+ 12 )
2
Hf3 := f f (n+) (1 2) f (n+1) f (n) ,

4
1
d2
(n+ 12 ) 1 2

Hp1 := p P (n+ 2 ) ,
4
1

d2 (n+ 12 )
2
(n+ 21 )
Hp2 := p P ,
4

1
d2
(n+ 21 ) 1 2

Hp3 := p P (n+ 2 ) ,
4

Re 2 2 2 2 2 2 2 2 2
H1 := dt (n+1) + (n+1) + (n+)

4 1 3
2 2 2
2 2 2
2 2
+ (n) + (n+) ,

5 7

Re 2 2 2 2 2 2 2 2
H2 := dt (n+) + (n+) + (n)

4 9 11
2 2 2 2 2 2
(1 2) 2 2
+ (n+) + (n) ,

12 14

Re 2 2 2 2 2 2 2 2
H3 := dt (n+) + (n+) + (n)

4 15 17
2 2 2 2 2 2

(n)
2 (1 2)
(n+1)
+ + , (3.116)
21 19

2
Re (n+1) + 1
(n+ 12 )

(n+) (n+1)
2
(n+ 21 )
HI n 1 := d t u u t +
4 422

2 2  1
 2
+ d(u(n+1) ) + d(u(n+) ) d u(n+ 2 )

23
2 2 1
2
+ d(u(n) ) + d(u(n+) ) d(u(n+ 2 ) ) , (3.117)

24

53
 2
Re (n+) + 1
(n+ 21 )

(n+) (n)
2
(n+ 12 )
HI n 2 := d t u u t +
4 425

2 2 (n+) (n)

(
 2
n+ 12 )
+ (1 )d(u ) + d(u ) d u

26

2 2  1
 2
+ (1 2) d(u(n+) ) + d(u(n) ) + d(u(n) ) d u(n+ 2 ) ,(3.118)

27

and
2
Re (n+) (n+ 21 )
HI n 3 := dt u ut
4
1 (n+)

(n+1) (n) (
2
n+ 12 )
+ + (1 2) +
428

2 2 1
2
+ d(u(n+) ) + d(u(n) ) + (1 2) d(u(n+1) ) d(u(n+ 2 ) )

29
2 2 1
2
+ d(u(n) ) + d(u(n) ) d(u(n+ 2 ) ) . (3.119)

30

54
 2t
Multiplying (3.113), (3.114), and (3.115) by Re and summing each from (n = 0 to N 1),

(n = 1 to N 1), and (n = 1 to N 1), respectively gives

(N ) 2 (N 1+) 2 (N 1+) 2

E + E + E

+ (2 1 2 3 4 5
l
X 2t 2
6 7 22 23 24 ) d(E (n+1) )

Re
n=0
+ (2 (1 2) 8 9 10 11 12
l
2t 2
d(E (n+) )
X
13 14 25 26 27 )

Re
n=1
+ (2 15 16 17 18 19
l
X 2t 2
20 21 28 29 30 ) d(E (n+) )

Re
n=1
N 1 N 1
2t (n+1) 2 X 2t
2
(2Re + 1) E (n+)
X
(2Re + 1) E +

Re Re
n=0 n=1
N 1 2 NX 1
2t 2 2 2
 
X 2t 2
+ (2Re + 1) E (n+) + E (n)

Re Re 4

n=1 n=0
N 1 2 NX 1
2t 2 2 2 2
 
X 2t 2
+ + E (n) + E (n+1)

Re 10 16 Re
n=1 n=0
N 1 2 NX 1
!
X 2t (n+) 2t 2 2 2 ( n+)
2
+ E + E

Re Re 6

n=1 n=0
N 1 2 NX 1
! !
X 2t 2 2 2 2t 2 2 2 2
+ 1+ E (n+) + E (n+)

Re 8 Re 2
n=1 n=0
N 1
!
X 2t 2 2 2 2 2 2 2
(n)
+ + E
Re 13 20

n=1
N 1
!
X 2t 2 (1 2)2 2 2
+ E (n+1)

Re 18
n=1
2 2 2
+H + E (0) + E () + E () , (3.120)

55
where
N 1 N 1 N 1
2t 2t 2t
H
X X X
= H1 + H2 + H
Re Re Re 3
n=0 n=1 n=1
N 1 N 1 N 1
X 2t X 2t X 2t
+ HI n 1 + HI n 2 + HI n 3
Re Re Re
n=0 n=1 n=1
N 1 N 1 N 1
X 2t X 2t X 2t
+ Hf + Hf + Hf
Re 1 Re 2 Re 3
n=0 n=1 n=1
N 1 N 1 N 1
X 2t X 2t X 2t
+ Hp1 + Hp2 + Hp3 . (3.121)
Re Re Re
n=0 n=1 n=1

For sufficiently small values of i , i {1. . . . , 30}, the terms on the left hand side of expres-

sion (3.120) are positive.

The discrete Gronwalls inequality (Lemma 1.4.2) requires

2 2 2 2 2 2 2
  
2t 2
1 2Re + 1 + Ch 1+ + + , (3.122)
Re 4 10 16
!!
2t 2 2 2 2 2 2 2 2 2
1 2Re + 1 + Ch2 1+ + + , (3.123)
Re 6 13 20
!!
2t 2 2 2 2 2 2 2 2 (1 2)2 2
1 2Re + 1 + Ch 1+ + + . (3.124)
Re 2 8 18

Summarizing (3.122), (3.123), and (3.124) yields

t C + Ch2 1.

This gives the stability condition

t Ch2 . (3.125)

For i = 1, 2, 3, with j = 0 if i = 1, and j = 1 if i > 1, bounds are found for the expressions
PN 1 2t PN 1 2t PN 1 2t PN 1 2t
n=j Re Hi , n=j Re HI n i , n=j Re Hfi , and n=j Re Hpi in (3.120) using interpo-

lation properties, and approximation properties of the div-free velocity space Zh and the

56
 PN 1 2t
pressure space Qh . Typical n=j Re Hi terms are bounded as

N 1 N 1 Z tn+1 2
X 1 2 Xt 1
t dt (n+1) =

dt

2 2 t tn
t
n=0 n=0
N 1
!
2
Z Z tn+1 Z tn+1  
X 1
1 dt dt dA
2t tn tn t
n=0
N 1 Z Z tn+1 
2

X 1
dt dA
2 tn t
n=0
Ch2k+2 kut k20,k+1 (3.126)

and
N
X 1 2 N
X 1 2
(n+1) 2k
tC1 Ch t u(n+1)

k+1
n=0 n=0
Ch2k |kuk|20,k+1 . (3.127)

Thus,
N 1
X 2t
H Ch2k+2 kut k20,k+1 + Ch2k |kuk|20,k+1 . (3.128)
Re i
n=j

PN 1 2t
Taylor series expansions are used to bound the n=j Re HI i
n terms. The results follow

analogously to the proof of Lemma 2.7.1. Thus,

N 1
X 2t
HI n C(t)4 kuttt k20,0 + C(t)4 k tt k20,0 + C(t)4 k(u)tt k20,0
Re
n=0
C(t)4 kuttt k20,0 + C(t)4 k(u)tt k20,0 + C(t)4 CT

C(t)4 kuttt k20,0 + C(t)4 kutt k20,1 + C(t)4 CT . (3.129)

Typical forcing function and pressure terms are

N 1
X 2t
Hf C(t)4 kftt k20,0 , (3.130)
Re
n=0

and
N 1
X 2t
Hp Ch2q+2 |kpk|20,q+1 . (3.131)
Re
n=0

57
Next, apply the discrete Gronwalls inequality to (3.120) to obtain

(N ) 2 (N 1+) 2 (N 1+) 2

E + E + E
2
+ (2 1 2 3 4 5
Re
NX1 2
6 7 22 23 24 ) t d(E (n+1) )

n=0
2
+ (2 (1 2) 8 9 10 11 12
Re
N 1 2
t d(E (n+) )
X
13 14 25 26 27 )

n=0
2
+ (2 15 16 17 18 19
Re
N
X 1 2
20 21 28 29 30 ) t d(E (n+) )

n=0
Gu (t, h), (3.132)

where

Gu (t, h) := Ch2k+2 kut k20,k+1 + Ch2k |kuk|0,k+1 + Ch2q+2 |kpk|20,q+1

+ C(t)4 kuttt k20,0 + C(t)4 kutt k20,1 + C(t)4 kftt k20,0

+ C(t)4 CT . (3.133)
2 2
Note in order obtain suitable error estimates for E () and E () the -method is

initialized using a Crank-Nicolson method for Steps 1b and 2a of the first time step. A
2 2
description of the specific scheme implemented and bounds for E () and E () are

given by Lemmas B.1 and B.2 in Appendix B. From (3.132)

|kEk|2,0 Gu (t, h). (3.134)

58
Thus,
N
(n) 2
X
|kEk|20,0 = t E
n=1
N
X
Gu (t, h)t 1
n=1
= T Gu (t, h). (3.135)

Using Korns inequality (see [10]) with (3.132) gives

|kEk|20,0 CGu (t, h). (3.136)

Hence

|kEk|20,1 CT Gu (t, h). (3.137)

To establish the error estimate in Theorem 3.5.1 note that

|ku uh k|2,0 |kEk|2,0 + |kk|2,0

Gu (t, h) + Ch2k+2 |kuk|2,k+1 (3.138)

and

|ku uh k|20,1 |kEk|20,1 + |kk|20,1

CT Gu (t, h) + Ch2k |kuk|20,k+1 , (3.139)

which concludes the proof.

3.5.2 Analysis of the constitutive equation

Theorem 3.5.2 (Assuming u and p are known) For sufficiently smooth solutions ,

u, p such that

kk , k t k , k t k , kuk , kut k , kutt k ,

kuk , k(u)t k , and k(u)tt k K1 , t [0, T ],

59

2
with = 1 2 and t Ch2 , the fractional step -method approximation, h given by

Step 1a, Step 2b, and Step 3a converges to on the interval (0, T ] as t, h 0 and satisfies

the error estimates:

|k h k|,0 F (t, h, ), (3.140)

|k h k|0,0 F (t, h, ), (3.141)

where

2
F (t, h, ) := C(t) k ttt k0,0 + k tt k0,1 + k t k0,1 + kk0,1

+ k tt k0,0 + k t k0,0 + kk0,0 + CT
 
+ C(t) kk0,1 + k t k0,1 + kk0,0 + k t k0,0 + CT

+ C hm+1 + hm |kk|0,m+1 + Chm+1 |kk|,m+1

+ Chm+1 k t k0,m+1 + C |k t k|0,0 . (3.142)

Proof: For notational simplicity the tilde is dropped from h , the discrete approximation

using the true u and p, until the proof of Theorem 3.5.2 is complete. The upwinded test

element using true solution u(n) is

(n) := + u(n) . (3.143)

To start the proof three linear combinations are established to obtain expressions for
  n+ 
( )
  
(n+1) (n) (n) (n+) (n+1)
h h , h h , and h h .

Linear combination 1: Using

  
  
(3.28) + (1 2) (3.31) + (3.32) , (3.144)
with nn with nn with nn

60
yields
     
(n+1) (n+)
B4n ( h , ) := dt h , + h , (n)
   
(n+) (n+1)
+ (1 2) h , (n+) + h , (n+)
   
(n+) (n+)
 
+ h
(n)
, (n+) + h , (n) + u ( n+)
h , (n+)
 
(n+)
 
(n) (n)
+ u h , (n) + ga ( h , u (n+)
), (n+)
   
+ ga ( nh , u(n) ), (n) (1 )2 d(u(n+) ), (n+)
 
2 d(u(n) ), (n) = 0, Sh . (3.145)

The true solution for the constitutive equation evaluated at tn+ 1 satisfies:
2

1
!
(n+ 2 )  1
  1

0 = , (n+ 2 ) , + 2 d(u(n+ 2 ) ),
t
 1 1 1 1

u(n+ 2 ) (n+ 2 ) + ga ( (n+ 2 ) , u(n+ 2 ) ), , S. (3.146)

An upwinded version of the true solution is obtained using

 
 
(3.146) + (3.146) . (3.147)
with (n) with
(
n+ )

Adding B4n (, ) to both sides of (3.147) yields

B4n (, ) = I4n ( ), S, (3.148)

61
where
   
(n+ 21 ) (n+ 12 )
I4n ( ) := dt (n+1)
t , + t (n)
, u
 
(n+ 12 )
 1

+ t , u (n+)
+ (n+) (n+ 2 ) , (n)
   
(n+1) (n+ 21 ) (n+) (n+ 12 )
+ , (n+) + (1 2) , (n+)
 1
  1

+ (n) (n+ 2 ) , (n) + (n+) (n+ 2 ) , (n+)
 1 1

+ u(n) (n) u(n+ 2 ) (n+ 2 ) , (n)
 1 1

+ u(n+) (n+) u(n+ 2 ) (n+ 2 ) , (n+)
 1 1

+ ga ( (n) , u(n) ) ga ( (n+ 2 ) , u(n+ 2 ) ), (n)
 1 1

+ ga ( (n+) , u(n+) ) ga ( (n+ 2 ) , u(n+ 2 ) ), (n+)
 1

+ 2 d(u(n+ 2 ) ) d(u(n) ), (n)
 1

+ 2 d(u(n+ 2 ) ) d(u(n+) ), (n+) . (3.149)

Subtracting (3.145) from (3.148) gives:

B4n (, ) B4n ( h , ) = I4n ( ), Sh . (3.150)

Linear combination 2 : Forming the linear combination

  
  
(3.28) + (1 2) (3.31) + (3.32) (3.151)
with nn with nn with nn1

62
gives
   
(n+)
   
(n+) (n+)
B5n ( h , ) := dt h ,
+ h , (n) + (1 2) h , (n+)
 
(n+)
   
(n) (n)
+ h , (n) + (1 2) h , (n+) + h , (n)
 
(n+)
 
(n)
+ h , (n) + (1 2) u (n+)
h , (n+)
   
(n) (n)
+ u(n) h , (n) + u(n) h , (n)
 
(n+)
 
+ (1 2) ga ( h , u ( n+) (n)
), (n+) + ga ( h , u(n) ), (n)
   
+ ga ( h
(n)
, u (n)
), (n) (1 2) 2 d(u (n+)
), (n+)
   
2 d(u(n) ), (n) 2 d(u(n) ), (n) = 0, Sh . (3.152)

The true solution to the constitutive equation evaluated at the midpoint between tn and

tn+1 satisfies the variational formulation

1
!
(n+ 2 )  1
  1

0 = , (n+ 2 ) , + 2 d(u(n+ 2 ) ),
t
 1 1 1 1

u(n+ 2 ) (n+ 2 ) + ga ( (n+ 2 ) , u(n+ 2 ) ), , S. (3.153)

Similar to (3.147), the true solution is upwinded using

  
  
(3.153) + (1 2) (3.153) + (3.153) , (3.154)
with (n) with with (n)
(
n+ )

giving

B5n (, ) = I5n ( ), S, (3.155)

63
where
   
(n+) (n+ 21 ) (n+ 12 )
I5n ( ) := dt t , + t (n)
, u
   
(n+ 21 ) (n+ 12 ) (n+ 12 ) (n)
+ (1 2) t , u + t , u
   
(n+) (n+ 12 ) (n+) (n+ 12 )
+ , (n) + (1 2) , (n+)
 1
  1

+ (n) (n+ 2 ) , (n) + (1 2) (n+) (n+ 2 ) , (n+)
 1
  1

+ (n) (n+ 2 ) , (n) + (n) (n+ 2 ) , (n)
 1 1

+ (1 2) u(n+) (n+) u(n+ 2 ) (n+ 2 ) , (n+)
 1 1

+ u(n) (n) u(n+ 2 ) (n+ 2 ) , (n)
 1 1

+ u(n) (n) u(n+ 2 ) (n+ 2 ) , (n)
 1 1

+ (1 2) ga ( (n+) , u(n+) ) ga ( (n+ 2 ) , u(n+ 2 ) ), (n+)
 1 1

+ ga ( (n) , u(n) ) ga ( (n+ 2 ) , u(n+ 2 ) ), (n)
 1 1

+ ga ( (n) , u(n) ) ga ( (n+ 2 ) , u(n+ 2 ) ), (n)
 1

+2 d(u(n+ 2 ) ) d(u(n) ), (n)
 1

+ (1 2) 2 d(u(n+ 2 ) ) d(u(n+) ), (n+)
 1

+2 d(u(n+ 2 ) ) d(u(n) ), (n) . (3.156)

The error expression is formed by subtracting (3.152) from (3.155):

B5n (, ) B5n ( h , ) = I5n ( ), Sh . (3.157)

Linear combination 3: The linear combination

  
  
(3.28) + (1 2) (3.31) + (3.32) , (3.158)
with nn with nn1 with nn1

64
gives
       
(n+) (n+) (n)
B6n ( h , ) := dt h , + h , (n) + h , (n)
     
(n+1) (n) (n)
+ (1 2) h , (n) + h , (n) + h , (n)
   
(n) (n)
+ u(n) h , (n) + u(n) h , (n)
   
(n)
+ ga ( h , u(n) ), (n) + ga ( nh , u(n) ), (n)
   
2 d(u(n) ), (n) 2 d(u(n) ), (n) = 0, Sh . (3.159)

Evaluate the true solution at the midpoint between tn+1 and tn+ to get
1
!
(n+ 2 )  1
  1

0 = , (n+ 2 ) , + 2 d(u(n+ 2 ) ),
t
 1 1 1 1

u(n+ 2 ) (n+ 2 ) + ga ( (n+ 2 ) , u(n+ 2 ) ), , S. (3.160)

The true solution is upwinded using

 
 
(3.160) + (3.160) . (3.161)
(n) (n)

Adding B6n (, ) to both sides of expression (3.161) gives

B6n (, ) = I6n ( ), S, (3.162)

65
where
   
(n+ 21 ) (n+ 21 )
I6n ( ) := dt (n+)
t , + t (n)
, u
 
(n+ 21 )
 1

+ t , u (n)
+ (n+) (n+ 2 ) , (n)
 
(n) ( n+ 21 )
+ , (n)
 1

+ (1 2) (n+1) (n+ 2 ) , (n)
 1
  1

+ (n) (n+ 2 ) , (n) + (n) (n+ 2 ) , (n)
 1 1

+ u(n) (n) u(n+ 2 ) (n+ 2 ) , (n)
 1 1

+ u(n) (n) u(n+ 2 ) (n+ 2 ) , (n)
 1 1

+ ga ( (n) , u(n) ) ga ( (n+ 2 ) , u(n+ 2 ) ), (n)
 1 1

+ ga ( n , u(n) ) ga ( (n+ 2 ) , u(n+ 2 ) ), (n)
 1

+2 d(u(n+ 2 ) ) d(u(n) ), (n)
 1

+2 d(u(n+ 2 ) ) d(u(n) ), (n) . (3.163)

Subtracting (3.159) from (3.162) yields

B6n (, ) B6n ( h , ) = I6n ( ), Sh . (3.164)

This is the final error expression needed for the analysis. Bounds are now found for

(3.150),(3.157), and (3.164).

Define
()
F () := F () + u() F () . (3.165)

66
Then
   
(n+1) (n+) (n+1)
B4n (, F (n+1) ) B4n ( h , F (n+1) ) = dt (e ), F (n+1) + e , F (n)
   
(n+1) (n+1) (n+) (n+1)
+ e , F (n+) + (1 2) e , F (n+)

 
( ) (n+1)
n+
 
(n) (n+1)
+ e , F (n+) + e , F (n)

 
(n+) (n+1)
 
+ u (n+)
e
(n)
, F (n+) + u(n) e , F (n)
(n+1)

 
(n+)
 
+ ga (e , u (n+) (n+1) (n)
), F (n+) + ga (e , u(n) ), F (n)
(n+1)
. (3.166)

The terms in (3.166) are bounded as follows.

     
(n+1)
dt (e ), F (n+1) = dt (F (n+1) ), F (n+1) + dt ((n+1) ), F (n+1) , (3.167)

where
   (n+1) (n+1)   (n) (n+1) 
dt (F (n+1) ), F (n+1) = F ,F F ,F
t 

(n+1) 2 (n+1) (n)

F F F
t
 
(n+1) 2 (n) 2

F F (3.168)
2t

and
    2 2
dt ((n+1) ), F (n+1) dt (n+1) + F (n+1) . (3.169)

4
Each of the next eight terms in (3.166) is rewritten as the sum of four terms.
     
(n+) (n+1)
e , F (n) = F (n+) , F (n+1) + F (n+) , u(n) F (n+1)
   
+ (n+) , F (n+1) + (n+) , u(n) F (n+1) , (3.170)

where
 
F (n+) , F (n+1) F (n+) F (n+1)

(n+) 2 (n+1) 2

F + F , (3.171)
2 2

67
  
F (n+) , u(n) F (n+1) F (n+) u(n) F (n+1)

1

F (n+) u(n) d2 F (n+1)


1


K1 d 2 F (n+)
F (n+1)

K1 2 d
(n+) 2
2
F + 2 F (n+1) , (3.172)

4

  (n+) 2 (n+1) 2

(n+) , F (n+1) + F , (3.173)
2 2

and
  K1 2 d
(n+) 2
2
(n+) , u(n) F (n+1) + 2 F (n+1) . (3.174)

4

Next,
     
e , F (n+) = F (n+1) , F (n+1) + F (n+1) , u(n+) F (n+1)
(n+1) (n+1)

   
+ (n+1) , F (n+1) + (n+1) , u(n+) F (n+1) , (3.175)

with bounds
  2
F (n+1) , F (n+1) = F (n+1) , (3.176)

 K 2 d
(n+1) 2
 2
F (n+1) , u(n+) F (n+1)
1
F + 2 F (n+1) , (3.177)

4

(n+1) 2 (n+1) 2

(n+1) , F (n+1) + F , (3.178)
2 2
and
 K 2 d
(n+1) 2
 2
(n+1) , u(n+) F (n+1)
1
+ 2 F (n+1) . (3.179)

4

Next

   
(n+) (n+1)
(1 2) e , F (n+) = (1 2) F (n+) , F (n+1)

   
+ (1 2) F (n+) , u(n+) F (n+1) + (1 2) (n+) , F (n+1)
 
+ (1 2) (n+) , u(n+) F (n+1) , (3.180)

68
has bounds
 (1 2)
(n+) 2 (1 2) (n+1) 2

(1 2) F (n+) , F (n+1) F + F , (3.181)
2 2

  (1 2) K1 2 d
(n+) 2

(1 2) F (n+) , u(n+) F (n+1) F
4

2
+ (1 2) 2 F (n+1) , (3.182)

 (1 2)
(n+) 2 (1 2) (n+1) 2

(1 2) (n+) , F (n+1) + F , (3.183)
2 2

and
  (1 2) K1 2 d
(n+) 2

(1 2) (n+) , u(n+) F (n+1)
4

2
+ 2 (1 2) F (n+1) . (3.184)

Also
 
(n+) (n+1)
   
e , F (n+) = F (n+) , F (n+1) + F (n+) , u(n+) F (n+1)

   
+ (n+) , F (n+1) + (n+) , u(n+) F (n+1) ,

has bounds

(n+) 2 (n+1) 2

F (n+)
,F (n+1)
F + F , (3.185)
2 2
 K 2 d
(n+) 2
 2
F (n+) , u(n+) F (n+1)
1
F + 2 F (n+1) , (3.186)

4

(n+) 2 (n+1) 2

(n+) , F (n+1) + F , (3.187)
2 2
and
 K 2 d
(n+) 2
 2
(n+) , u(n+) F (n+1)
1
+ 2 F (n+1) . (3.188)

4

69
Write
     
(n) (n+1)
e , F (n) = F (n) , F (n+1) + F (n) , u(n) F (n+1)
   
+ (n) , F (n+1) + (n) , u(n) F (n+1) , (3.189)

where

(n) 2 (n+1) 2

F (n) , F (n+1) F + F , (3.190)
2 2
 K 2 d
(n) 2
 2
1
F (n) , u(n) F (n+1) F + 2
F (n+1)
, (3.191)

4


(n) 2 (n+1) 2

(n) , F (n+1) + F , (3.192)
2 2
and
 K 2 d
(n) 2
 2
1
(n) , u(n) F (n+1) + 2
F (n+1)
. (3.193)

4

For the convective terms,

 
(n+) (n+1)
 
u (n+)
e , F (n+) = u ( n+)
F (n+)
,F (n+1)

   
+ u(n+) F (n+) , u(n+) F (n+1) + u(n+) (n+) , F (n+1)
 
+ u(n+) (n+) , u(n+) F (n+1) , (3.194)

with
  12
dK (n+1) 2
2
u(n+) F (n+) , F (n+1) F + F (n+) , (3.195)

4

  dK 12 2
u(n+) F (n+) , u(n+) F (n+1) F (n+1)

2
12
dK 2
+ F (n+) , (3.196)

2
 1 2 h2
 dK
(n+1) 2
2
u(n+) (n+) , F (n+1) F + h2 (n+) , (3.197)

4

70
and
  2 dK 12 2
u(n+) (n+) , u(n+) F (n+1) (n+)

2
12
dK 2
(n+1)
+ F . (3.198)

2

Similarly

   
(n) (n+1)
u(n) e , F (n) = u(n) F (n) , F (n+1)
   
+ u(n) F (n) , u(n) F (n+1) + u(n) (n) , F (n+1)
 
+ u(n) (n) , u(n) F (n+1) , (3.199)

with
 12
 dK
(n+1) 2
2
u(n) F (n) , F (n+1) F + F (n) , (3.200)

4

 
u(n) F (n) , u(n) F (n+1)
12
dK 12
2 dK 2
F (n+1) + F (n) , (3.201)

2 2
 1 2 h2
 dK
(n+1) 2
2
u(n) (n) , F (n+1) F + h2 (n) , (3.202)

4
and
  12
dK 12
2 2 dK 2
(n) (n) (n) (n+1) (n+1) (n)
u , u F F + . (3.203)

2 2

Next the ga (, ) terms are considered. Write

 
(n+)
 
ga (e , u (n+)
), F (n+) = ga (F (n+) , u(n+) ), F (n+1)
(n+1)

   
+ ga (F (n+) , u(n+) ), u(n+) F (n+1) + ga ((n+) , u(n+) ), F (n+1)
 
+ ga ((n+) , u(n+) ), u(n+) F (n+1) , (3.204)

71
and bound each terms as
 
ga (F (n+) , u(n+) ), F (n+1) ga (F (n+) , u(n+) ) F (n+1)


4d u(n+) F (n+) F (n+1)



4dK1 F (n+) F (n+1)

2 2
4dK 1 F (n+) + dK
1 F (n+1) , (3.205)

 
ga (F (n+) , u(n+) ), u(n+) F (n+1) (3.206)

ga (F (n+) , u(n+) ) u(n+) F (n+1)

2
4d2 u(n+) F (n+) F (n+1)



2 2 (n+) (n+1)
4d K1 F F
2 2
4d4 K1 4 F (n+) + 2 F (n+1) , (3.207)

  2 2
ga ((n+) , u(n+) ), F (n+1) 4dK (n+) + dK
1 1
F (n+1) , (3.208)

and

 
ga ((n+) , u(n+) ), u(n+) F (n+1)
2 2
4d4 K1 4 (n+) + 2 F (n+1) . (3.209)

Similarly,

   
(n) (n+1)
ga (e , u(n) ), F (n) = ga (F (n) , u(n) ), F (n+1)
   
+ ga (F (n) , u(n) ), u(n) F (n+1) + ga ((n) , u(n) ), F (n+1)
 
+ ga ((n) , u(n) ), u(n) F (n+1) , (3.210)

with associated bounds

(n) 2 (n+1) 2
 
ga (F (n)
, u (n)
), F (n+1)
4dK1 F + dK1 F , (3.211)
  2 2
ga (F (n) , u(n) ), u(n) F (n+1) 4d4 K1 4 F (n) + 2 F (n+1) , (3.212)

72
   2 2
1
ga ((n) , u(n) ), F (n+1) 4dK
1
(n) + dK F (n+1) ,

(3.213)

and
  2 2
ga ((n) , u(n) ), u(n) F (n+1) 4d4 K1 4 (n) + 2 F (n+1) . (3.214)

Next examine B5n (, ) B5n ( h , ) in (3.157) with = F (n+) .

 
(n+) (n+)
B5n (, F (n+) )
B5n ( h , F (n+) )
= dt e ,F
   
(n+) (n+) (n+) (n+)
+ e , F (n) + (1 2) e , F (n+)

   
(n) (n+) (n+) (n+)
+ e , F (n) + (1 2) e , F (n+)

   
(n) (n+) (n) (n+)
+ e , F (n) + e , F (n)
   
(n+) (n+) (n+) (n) (n) (n+)
+ (1 2) u e , F (n+) + u e , F (n)

 
(n) (n+)
+ u(n) e , F (n)
 
(n+) (n+) (n+)
+ (1 2) ga (e , u ), F (n+)

   
(n) (n+) (n) (n+)
+ ga (e , u(n) ), F (n) + ga (e , u(n) ), F (n) . (3.215)

The bounds for each term on the right hand side of (3.215) follow. Write
   
(n+)
   
dt e ,F (n+)
= dt F (n+) , F (n+)
   
+ dt (n+) , F (n+) , (3.216)

with
 
 
(n+)

(n+)
 (n+) 2 (n) 2

dt F ,F F F , (3.217)
2t
and
    2   2
dt (n+) , F (n+) F (n+) + dt (n+) . (3.218)

4

73
Write
 
(n+)
   
= F (n+) , F (n+) + F (n+) , u(n) F (n+)
(n+)
e , F (n)
   
+ (n+) , F (n+) + (n+) , u(n) F (n+) , (3.219)

which is bounded using


(n+) 2 (n+) 2

F (n+) , F (n+) F + F , (3.220)
2 2
 K 2 d
(n+) 2
 2
F (n+) , u(n) F (n+) + 2 F (n+) ,
1
F (3.221)

4

(n+) (n+)

(n+) , F (n+) + F , (3.222)
2 2
and
 K 2 d
(n+) 2
 2
(n+) , u(n) F (n+) + 2 F (n+) .
1
(3.223)

4

Next
 
(n+)
 
= (1 2) F (n+) , F (n+)
(n+)
(1 2) e ,F
(n+)
   
+ (1 2) F (n+) , u(n+) F (n+) + (1 2) (n+) , F (n+)
 
+ (1 2) (n+) , u(n+) F (n+) , (3.224)

which is bounded using

 (1 2)
(n+) 2 (1 2) (n+) 2

(1 2) F (n+)
,F (n+)
F + F , (3.225)
2 2

 
(1 2) F (n+) , u(n+) F (n+)
(1 2) 2
(n+) 2
2
F + 2 (1 2) 1 u(n+) F (n+) , (3.226)

41
 (1 2)
(n+) 2 (1 2) (n+) 2

(1 2) (n+) , F (n+) + F , (3.227)
2 2

74
and

 
(1 2) (n+) , u(n+) F (n+)
(1 2) 2
(n+) 2
2
+ 2 (1 2) 1 u(n+) F (n+) . (3.228)

41

Write
 
(n+)
   
= F (n) , F (n+) + F (n) , u(n) F (n+)
(n)
e , F (n)
   
+ (n) , F (n+) + (n) , u(n) F (n+) , (3.229)

with the bounds for the right hand side terms


(n) 2 (n+) 2

F (n) , F (n+) F + F , (3.230)
2 2
 K 2 d
(n) 2
 2
F (n) , u(n) F (n+) F + 2 F (n+) ,
1
(3.231)

4

(n) 2 (n+) 2

(n) , F (n+) + F , (3.232)
2 2
and
 K 2 d
(n) 2
 2
(n) , u(n) F (n+) + 2 F (n+) .
1
(3.233)

4

Next
 
(n+) (n+)
 
(1 2) e , F (n+) = (1 2) F (n+) , F (n+)

   
+ (1 2) F (n+) , u(n+) F (n+) + (1 2) (n+) , F (n+)
 
+ (1 2) (n+) , u(n+) F (n+) , (3.234)

and has bounds

  2
(1 2) F (n+) , F (n+) = (1 2) F (n+) , (3.235)

75
  
(1 2) F (n+) , u(n+) F (n+)
(1 2) 2
(n+) 2
2
F + 2 (1 2) 1 u(n+) F (n+) , (3.236)

41
 (1 2)
(n+) 2 (1 2) (n+) 2

(1 2) (n+) , F (n+) + F , (3.237)
2 2
and

 
(1 2) (n+) , u(n+) F (n+)
(1 2) 2
(n+) 2
2
+ 2 (1 2) 1 u(n+) F (n+) . (3.238)

41

The term
 
(n+)
   
= F (n) , F (n+) + F (n) , u(n) F (n+)
(n)
e , F (n)
   
+ (n) , F (n+) + (n) , u(n) F (n+) , (3.239)

has bounds

(n) 2 (n+) 2

F (n) , F (n+) F + F , (3.240)
2 2

 K 2 d
(n) 2
 2
F (n) , u(n) F (n+) F + 2 F (n+) ,
1
(3.241)

4

(n) 2 (n+) 2

(n) , F (n+) + F , (3.242)
2 2
and
 K 2 d
(n) 2
 2
(n) , u(n) F (n+) (n+)
1 2
+ F . (3.243)

4

The term
 
(n+)
   
= F (n) , F (n+) + F (n) , u(n) F (n+)
(n)
e , F (n)
   
+ (n) , F (n+) + (n) , u(n) F (n+) , (3.244)

has bounds

(n) 2 (n+) 2

F (n) , F (n+) F + F , (3.245)
2 2

76
  K 2 d
(n) 2
 2
F (n) , u(n) F (n+) + 2 F (n+) ,
1
F (3.246)

4

(n) 2 (n+) 2

(n) , F (n+) + F , (3.247)
2 2
and
 K 2 d
(n) 2
 2
(n)
, u (n)
F (n+)

1
2
+ F
(n+)
. (3.248)
4

The convective term can be written as

 
(n+) (n+)
 
(1 2) u (n+)
e , F (n+) = (1 2) u(n+) F (n+) , F (n+)

 
+ (1 2) u(n+) F (n+) , u(n+) F (n+)
 
+ (1 2) u(n+) (n+) , F (n+)
 
+ (1 2) u(n+) (n+) , u(n+) F (n+) . (3.249)

As u = 0, and u(n+) = 0 then



Z
( u)q dA = 0, q L20 ().

Let v = F (n+) : F (n+) and v0 = Note that v L2 () and (v v0 ) L20 ().

R
v dA.

Thus,
  Z   
u(n+) F (n+) , F (n+) = u(n+)F (n+) : F (n+) dA
Z   Z  
= u (n+)
(v v0 ) dA + u(n+) v0 dA

Z Z
= v0 u (n+)
n ds v0 u (n+)
1 dA

= 0 (3.250)

77
Using (3.250) the first term on the right hand side of (3.249) yields
   
(1 2) u(n+) F (n+) , F (n+) = (1 2) u(n+) F (n+) , F (n+)
 
(1 2) u(n+) F (n+) , F (n+)
 
= (1 2) u(n+) F (n+) , F (n+) .

The remaining bounds are

 
(1 2) u(n+) F (n+) , F (n+) = 0, (3.251)

 
(1 2) u(n+) F (n+) , u(n+) F (n+)
2
= (1 2) u(n+) F (n+) , (3.252)

 
(1 2) u(n+) (n+) , F (n+)
2
(1 2) K1 2 dh (n+) 2
2
F + (1 2) h2 (n+) , (3.253)

4

and

 
(1 2) u(n+) (n+) , u(n+) F (n+)
12
(1 2) dK 2 2 (1 2) K 2 d 2
F
(n+)
+
1

(n+)
. (3.254)
2 2

The next convective term is written as

 
(n) (n) (n+)
u e , F (n)
   
= u(n) F (n) , F (n+) + u(n) F (n) , u(n) F (n+)
   
+ u(n) (n) , F (n+) + u(n) (n) , u(n) F (n+) , (3.255)

and bounded using

 K 2 d
(n+) 2
 2
u(n) F (n) , F (n+)
1
F + F (n) , (3.256)

4

78
   K1 2 d 2
u(n) F (n) , u(n) F (n+) F (n+)

2
K1 2 d 2
+ F (n) , (3.257)

2
 2
 K 2 dh
(n+) 2
2
u(n) (n) , F (n+)
1 2 (n)
F + h , (3.258)
4

and

 
u(n) (n) , u(n) F (n+)
K1 2 d 2 2 K 2 d 2
F (n+) +
1
(n) . (3.259)

2 2

Next
 
(n+)
 
= u(n) F (n) , F (n+)
(n) (n)
u e , F (n)
   
+ u(n) F (n) , u(n) F (n+) + u(n) (n) , F (n+)
 
+ u(n) (n) , u(n) F (n+) , (3.260)

with bounds
 K 2 d
(n+) 2
 2
u(n) F (n) , F (n+)
1
F + F (n) , (3.261)

4

  K1 2 d 2
u(n) F (n) , u(n) F (n+) F (n+)

2

K1 2 d 2
+ F (n) , (3.262)

2
 2
 K 2 dh
(n+) 2
2
u(n) (n) , F (n+)
1
F + h2 (n) , (3.263)

4
and
  K1 2 d 2
u(n) (n) , u(n) F (n+) F (n+)

2

2 K1 2 d 2
+ (n) . (3.264)

2

79
For the ga (, ) terms write
 
(n+) (n+)
 
(1 2) ga (e , u (n+)
), F (n+) = (1 2) ga (F (n+) , u(n+) ), F (n+)

 
+ (1 2) ga (F (n+) , u(n+) ), u(n+) F (n+)
 
+ (1 2) ga ((n+) , u(n+) ), F (n+)
 
+ (1 2) ga ((n+) , u(n+) ), u(n+) F (n+) , (3.265)

and bound each term on the right hand side as

  2
(1 2) ga (F (n+) , u(n+) ), F (n+) (1 2) 4K1 d F (n+) , (3.266)

 
(1 2) ga (F (n+) , u(n+) ), u(n+) F (n+)
2 2
4 (1 2) d4 K1 4 F (n+) + 2 (1 2) F (n+) , (3.267)

 
(1 2) ga ((n+) , u(n+) ), F (n+)
2 2
4 (1 2) K1 2 d2 (n+) + (1 2) F (n+) , (3.268)

and

 
(1 2) ga ((n+) , u(n+) ), u(n+) F (n+)
2 2
4 (1 2) d4 K1 4 (n+) + 2 (1 2) F (n+) . (3.269)

Next,
 
(n+)
 
= ga (F (n) , u(n) ), F (n+)
(n)
ga (e , u(n) ), F (n)
   
+ ga (F (n) , u(n) ), u(n) F (n+) + ga ((n) , u(n) ), F (n+)
 
+ ga ((n) , u(n) ), u(n) F (n+) , (3.270)

80
which is bound using
  2 2
ga (F (n) , u(n) ), F (n+) 4K1 2 d2 F (n+) + F (n) , (3.271)

  2 2
ga (F (n) , u(n) ), u(n) F (n+) 4K1 4 d4 F (n) + 2 F (n+) , (3.272)

2
(n) 2
 
(n)
ga ( , u ), F (n) (n+) 2 2 (n+)
4K1 d F + , (3.273)

and
  2 2
ga ((n) , u(n) ), u(n) F (n+) 4K1 4 d4 (n) + 2 F (n+) . (3.274)

Lastly write
 
(n+)
 
= ga (F (n) , u(n) ), F (n+)
(n) (n)
ga (e , u ), F (n)
   
+ ga (F (n)
, u (n)
), u (n)
F (n+)
+ ga ( (n)
, u (n)
), F (n+)

 
+ ga ((n) , u(n) ), u(n) F (n+) , (3.275)

where
2
(n) 2
 
ga (F (n)
, u (n)
), F (n+) 2 2 (n+)
4K1 d F + F , (3.276)

  2
ga (F (n)
, u (n)
), u (n)
F (n+) 4 4
4K1 d F (n)

2
+ 2 F (n+) , (3.277)

  2 2
ga ((n) , u(n) ), F (n+) 4K1 2 d2 F (n+) + (n) , (3.278)

and
  2
ga ((n) , u(n) ), u(n) F (n+) 4K1 4 d4 (n)

2
2
+ F
(n+)
. (3.279)

81
Next examine B6n (, ) B6n ( h , ) in (3.164) with = F (n+) . Thus,
   
(n+) (n+) (n+)
B6n (, F (n+) ) B6n ( h , F (n+) ) := dt e , F (n+) + e , F (n)
   
(n) (n+) (n+1) (n+)
+ e , F (n) + (1 2) e , F (n)
   
(n) (n+) (n) (n+)
+ e , F (n) + e , F (n)
   
(n) (n+) (n) (n+)
+ u(n) e , F (n) + u(n) e , F (n)
   
(n) (n+) (n) (n+)
+ ga (e , u(n) ), F (n) + ga (e , u(n) ), F (n) . (3.280)

Place bounds on each of the terms in expression (3.280). Here

           
(n+)
dt e , F (n+) = dt F (n+) , F (n+) + dt (n+) , F (n+) , (3.281)

and has bounds

 
 
(n+)

(n+)
 (n+) 2 (n+)1 2

dt F ,F F F , (3.282)
2t

and
      2 2
dt (n+) , F (n+) dt (n+) + F (n+) . (3.283)

4
Next,

     
(n+) (n+)
e , F (n) = F (n+) , F (n+) + F (n+) , u(n) F (n+)
   
+ (n+) , F (n+) + (n+) , u(n) F (n+) . (3.284)

Bounding each term in (3.284) yields

  2
F (n+) , F (n+) = F (n+) , (3.285)

 K 2 d
(n+) 2
 2
1
F (n+) , u(n) F (n+) F + 2 F (n+) , (3.286)

4

(n+) 2 (n+) 2

(n+) (n+)
,F + F , (3.287)
2 2

82
and
 K 2 d
(n+) 2
 2
1
(n+) , u(n) F (n+) + 2 F (n+) . (3.288)

4

The term

     
(n) (n+)
e , F (n) = F (n) , F (n+) + F (n) , u(n) F (n+)
   
+ (n) , F (n+) + (n) , u(n) F (n+) , (3.289)

has bounds

(n) 2 (n+) 2

F (n) , F (n+) F + F , (3.290)
2 2
 K 2 d
(n) 2
 2
1
F (n) , u(n) F (n+) F + 2 F (n+) , (3.291)

4

(n) 2 (n+) 2

(n) , F (n+) + F , (3.292)
2 2

and
 K 2 d
(n) 2
 2
1
(n) , u(n) F (n+) + 2 F (n+) . (3.293)

4

Next

   
(n+1) (n+)
(1 2) e , F (n) = (1 2) F (n+1) , F (n+)
   
+ (1 2) F (n+1) , u(n) F (n+) + (1 2) (n+1) , F (n+)
 
+ (1 2) (n+1) , u(n) F (n+) , (3.294)

with bounds

(n+1) (n+)

(n+1) 2 (1 2) (n+) 2
(1 2)
(1 2) F ,F F + F , (3.295)
2 2

 
(1 2) F (n+1) , u(n) F (n+)
(1 2) K1 2 d
(n+1) 2
2
F + 2 (1 2) F (n+) , (3.296)

4

83
  (1 2)
(n+1) 2 (1 2) (n+) 2

(1 2) (n+1) , F (n+) + F , (3.297)
2 2
and

 
(1 2) (n+1) , u(n) F (n+)
(1 2) K1 2 d
(n+1) 2

2
2
(n+)
+ (1 2) F . (3.298)

4

Also

     
(n) (n+)
e , F (n) = F (n) , F (n+) + F (n) , u(n) F (n+)
   
+ (n) , F (n+) + (n) , u(n) F (n+) , (3.299)

with

(n) 2 (n+) 2

F (n) , F (n+) F + F , (3.300)
2 2
 K 2 d
(n) 2
 2
1
F (n) , u(n) F (n+) F + 2 F (n+) , (3.301)

4

(n) 2 (n+) 2

(n) , F (n+) + F , (3.302)
2 2
and
 K 2 d
(n) 2
 2
1
(n) , u(n) F (n+) + 2 F (n+) . (3.303)

4
Write

     
(n) (n+)
e , F (n) = F (n) , F (n+) + F (n) , u(n) F (n+)
   
+ (n) , F (n+) + (n) , u(n) F (n+) . (3.304)

The right hand side terms in (3.304) are bounded as follows.


(n) 2 (n+) 2

F (n) , F (n+) F + F , (3.305)
2 2
 K 2 d
(n) 2
 2
1
F (n) , u(n) F (n+) F + 2 F (n+) , (3.306)

4

(n) 2 (n+) 2

(n) , F (n+) + F , (3.307)
2 2

84
and
 K 2 d
(n) 2
 2
1
(n) , u(n) F (n+) + 2 F (n+) . (3.308)

4

The first convective term is written as

   
(n) (n+)
u(n) e , F (n) = u(n) F (n) , F (n+)
   
+ u(n) F (n) , u(n) F (n+) + u(n) (n) , F (n+)
 
+ u(n) (n) , u(n) F (n+) , (3.309)

where
 12
 dK
(n+) 2
2
u(n) F (n) , F (n+) F + F (n) , (3.310)

4

  dK 12 2
u(n) F (n) , u(n) F (n+) F (n)

2
12
dK 2
(n+)
+ F , (3.311)

2

  1 2 h2
dK (n+) 2
2
(n) (n) (n+) 2 (n)
u ,F F + h , (3.312)
4

and
  12
dK 2
u(n) (n) , u(n) F (n+) F (n+)

2
12
2 dK 2
+ (n) . (3.313)

2

The second convective term is written as

   
(n) (n+)
u(n) e , F (n) = u(n) F (n) , F (n+)
   
+ u(n) F (n) , u(n) F (n+) + u(n) (n) , F (n+)
 
+ u(n) (n) , u(n) F (n+) , (3.314)

85
where
 12
 dK
(n+) 2
2
u(n) F (n) , F (n+) F + F (n) , (3.315)

4
 dK
 12 12
2 dK 2
(n) (n) (n) (n+) (n) (n+)
u F , u F F + F ,

2 2
(3.316)
 1 2 h2
 dK 2 2
u(n) (n) , F (n+)
(n+)
F + h2 (n) , (3.317)

4
and
 12
 dK 12
2 2 dK 2
u(n) (n) , u(n) F (n+) F (n+) + (n) . (3.318)

2 2

Lastly the ga (, ) terms are considered. Write

   
(n) (n+)
ga (e , u(n) ), F (n) = ga (F (n) , u(n) ), F (n+)
   
+ ga (F (n) , u(n) ), u(n) F (n+) + ga ((n) , u(n) ), F (n+)
 
+ ga ((n) , u(n) ), u(n) F (n+) , (3.319)

where
  2 2
ga (F (n) , u(n) ), F (n+) 4K1 2 d2 F (n) + F (n+) , (3.320)

  2
ga (F (n) , u(n) ), u(n) F (n+) 4K1 4 d4 F (n)

2
+ 2 F (n+) , (3.321)

  2 2
ga ((n) , u(n) ), F (n+) 4K1 2 d2 (n) + F (n+) , (3.322)

and
  2
ga ((n) , u(n) ), u(n) F (n+) 4K1 4 d4 (n)

2
+ 2 F (n+) . (3.323)

86
Also

   
(n) (n+)
ga (e , u(n) ), F (n) = ga (F (n) , u(n) ), F (n+)
 
+ ga (F (n) , u(n) ), u(n) F (n+)
   
+ ga ((n) , u(n) ), F (n+) + ga ((n) , u(n) ), u(n) F (n+) , (3.324)

and is bounded as
  2 2
ga (F (n) , u(n) ), F (n+) 4K1 2 d2 F (n) + F (n+) , (3.325)

  2 2
ga (F (n) , u(n) ), u(n) F (n+) 4K1 4 d4 F (n+) + 2 F (n+) ,

(3.326)
  2 2
ga ((n) , u(n) ), F (n+) 4K1 2 d2 F (n+) + (n) , (3.327)

and
  2 2
ga ((n) , u(n) ), u(n) F (n+) 4K1 4 d4 (n) + 2 F (n+) . (3.328)

The terms in I4n (F (n+1) ) from (3.149) are bounded by separating the standard

Galerkin and upwinded terms. Thus,

I4n (F (n+1) ) = Int 1 G (F (n+1) ) + Int 1 up (F (n+1) ),

with
 
(n+1) (n+1) (n+ 12 ) (n+1)
Int 1 G (F ) = dt t ,F
 1

+ (n+) + (n+1) (n+ 2 ) , F (n+1)
 1

+ (n) + (n+) (n+ 2 ) , F (n+1)
 1 1

+ u(n) (n) + u(n+) (n+) u(n+ 2 ) (n+ 2 ) , F (n+1)
 1 1

+ ga ( (n) , u(n) ) + ga ( (n+) , u(n+) ) ga ( (n+ 2 ) , u(n+ 2 ) ), F (n+1)
 1

+ 2 d(u(n+ 2 ) ) d(u(n) ) d(u(n+) ), F (n+1) ,

87
and
 
(n+1) (n+ 21 ) (n) (n+1)
Int 1 up (F ) = t , u F
 
(n+ 1 )
+ t 2 , u(n+) F (n+1)
 
(n+) (n+ 12 ) (n) (n+1)
+ , u F
 1

+ (n+1) (n+ 2 ) , u(n+) F (n+1)
 1

+ (1 2) (n+) (n+ 2 ) , u(n+) F (n+1)
 1

+ (n) (n+ 2 ) , u(n) F (n+1)
 1

+ (n+) (n+ 2 ) , u(n+) F (n+1)
 1 1

+ u(n) (n) u(n+ 2 ) (n+ 2 ) , u(n) F (n+1)
 1 1

+ u(n+) (n+) u(n+ 2 ) (n+ 2 ) , u(n+) F (n+1)
 1 1

+ ga ( (n) , u(n) ) ga ( (n+ 2 ) , u(n+ 2 ) ), u(n) F (n+1)
 1 1

+ ga ( (n+) , u(n+) ) ga ( (n+ 2 ) , u(n+ 2 ) ), u(n+) F (n+1)
 1

+2 d(u(n+ 2 ) ) d(u(n) ), u(n) F (n+1)
 1

+2 d(u(n+ 2 ) ) d(u(n+) ), u(n+) F (n+1) .

Bounding each of the Int 1 G (F (n+1) ) terms gives

  2
(n+1) (n+ 12 ) (n+1) (n+1) ( n+ 12 ) (n+1) 2

dt t ,F d t t
+ F , (3.329)
4

 1
 1 2

(n+) + (n+1) (n+ 2 ) , F (n+1) + (n+1) (n+ 2 )
(n+)

4
2
+ F (n+1) , (3.330)

 1

(n) + (n+) (n+ 2 ) , F (n+1)
1 2
2
(n) + (n+) (n+ 2 ) + F (n+1) , (3.331)

4

88
  1 1

u(n) (n) + u(n+) (n+) u(n+ 2 ) (n+ 2 ) , F (n+1)
1 1 2
2
u(n) (n) + u(n+) (n+) u(n+ 2 ) (n+ 2 ) + F (n+1) , (3.332)

4

 1 1

ga ( (n) , u(n) ) + ga ( (n+) , u(n+) ) ga ( (n+ 2 ) , u(n+ 2 ) ), F (n+1)
(n) (n) (n+) (n+) (n+ 21 ) (
2
n+ 12 )
ga ( , u ) + ga ( , u ) ga ( , u )

4
2
+ F (n+1) , (3.333)

and

 1

2 d(u(n+ 2 ) ) d(u(n) ) d(u(n+) ), F (n+1)
1
2 2
d(u(n+ 2 ) ) d(u(n) ) d(u(n+) ) + 2 F (n+1) . (3.334)

2

Bounding each of the Int 1 up (F (n+1) ) terms:

2
2 K1 2 d
  2
(n+ 21 ) (n+ 12 )

(n) (n+1) (n+1)
t , u F t
+ F , (3.335)
4

2
2 K1 2 d
  2
(n+ 21 ) (n+ 12 )

t , u(n+) F (n+1) t
+ F (n+1)
, (3.336)
4

 1
 2 K1 2 d 2
n+ 21 )
(n+)
(n+ 2 ) , u(n) F (n+1) (
(n+)

4

2
+ F (n+1) , (3.337)

 1
 2 K1 2 d 1 2

(n+1) (n+ 2 ) , u(n+) F (n+1) (n+ 2 )
(n+1)

4
2
(n+1)
+ F , (3.338)

 1

(1 2) (n+) (n+ 2 ) , u(n+) F (n+1)
(1 2) 2 K1 2 d 1 2
2
(n+ 2 ) + (1 2) F (n+1) , (3.339)
(n+)


4

89
  1
 2 K1 2 d 1 2

(n) (n+ 2 ) , u(n) F (n+1) (n+ 2 )
(n)

4
2
+ F (n+1) , (3.340)

 1
 2 K1 2 d 1 2

(n+) (n+ 2 ) , u(n+) F (n+1)
(n+)
(n+ 2 )
4
2
+ F (n+1) , (3.341)

 1 1

u(n) (n) u(n+ 2 ) (n+ 2 ) , u(n) F (n+1)
2 K1 2 d 1 1 2
2
u (n) u(n+ 2 ) (n+ 2 ) + F (n+1) , (3.342)
(n)


4

 1 1

u(n+) (n+) u(n+ 2 ) (n+ 2 ) , u(n+) F (n+1)
2 K1 2 d
(n+) (n+) (n+ 12 ) (
2
n+ 21 )
2
(n+1)
u u + F , (3.343)

4

 1 1

ga ( (n) , u(n) ) ga ( (n+ 2 ) , u(n+ 2 ) ), u(n) F (n+1)
2 K1 2 d 1 1
2 2
ga ( (n) , u(n) ) ga ( (n+ 2 ) , u(n+ 2 ) ) + F (n+1) , (3.344)

4

 1 1

ga ( (n+) , u(n+) ) ga ( (n+ 2 ) , u(n+ 2 ) ), u(n+) F (n+1)
2 K1 2 d 1 1
2 2
ga ( (n+) , u(n+) ) ga ( (n+ 2 ) , u(n+ 2 ) ) + F (n+1) , (3.345)

4

 1

2 d(u(n+ 2 ) ) d(u(n) ), u(n) F (n+1)
2 K1 2 d 1
2 2
d(u(n+ 2 ) ) d(u(n) ) + 2 F (n+1) , (3.346)

2

 1

2 d(u(n+ 2 ) ) d(u(n+) ), u(n+) F (n+1)
2 K1 2 d 1
2 2
d(u(n+ 2 ) ) d(u(n+) ) + 2 F (n+1) . (3.347)

2

90
Next decompose I5n (F (n+) ) from (3.156) into its standard Galerkin and upwinded compo-

nents as

I5n (F (n+) ) = I5n G (F (n+) ) + I5n up (F (n+) ), (3.348)

with
 1

(n+ ) (n+)
I5n G (F (n+) ) = dt (n+) t 2 ,F
 1

+ (n+) + (1 2) (n+) + (n) (n+ 2 ) , F (n+)
 1

+ (1 2) (n+) + (n) + (n) (n+ 2 ) , F (n+)

+ (1 2) u(n+) (n+) + u(n) (n) + u(n) (n)

(n+ 12 ) ( n+ 12 ) (n+)
u ,F

+ (1 2) ga ( (n+) , u(n+) ) + ga ( (n) , u(n) )

(n) (n) (n+ 12 ) (n+ 12 ) (n+)
+ ga ( , u ) ga ( , u ), F

1
+ 2 d(u(n+ 2 ) ) d(u(n) ) (1 2) d(u(n+) )

d(u (n)
), F (n+)
,

91
and
 
(n+ 21 )
I5n up (F (n+) )
= t , u (n)
F (n+)
 
(n+ 21 ) ( n+ 12 ) (n+)
+ (1 2) t , u F
 
(n+ 1 )
+ t 2 , u(n) F (n+)
 1

+ (n+) (n+ 2 ) , u(n) F (n+)
 1

+ (1 2) (n+) (n+ 2 ) , u(n+) F (n+)
 
(n) ( n+ 12 ) (n) ( n+)
+ , u F
 1

+ (1 2) (n+) (n+ 2 ) , u(n+) F (n+)
 1

+ (n) (n+ 2 ) , u(n) F (n+)
 1

+ (n) (n+ 2 ) , u(n) F (n+)
 
(n+) (n+) (n+ 12 ) (n+ 12 ) (n+) (n+)
+ (1 2) u u , u F
 1 1

+ u(n) (n) u(n+ 2 ) (n+ 2 ) , u(n) F (n+)
 1 1

+ u(n) (n) u(n+ 2 ) (n+ 2 ) , u(n) F (n+)

+ (1 2) ga ( (n+) , u(n+) )

( n+ 12 ) (n+ 12 ) (n+) (n+)
ga ( , u ), u F
 1 1

+ ga ( (n) , u(n) ) ga ( (n+ 2 ) , u(n+ 2 ) ), u(n) F (n+)
 1 1

+ ga ( (n) , u(n) ) ga ( (n+ 2 ) , u(n+ 2 ) ), u(n) F (n+)
 1

+ 2 d(u(n+ 2 ) ) d(u(n) ), u(n) F (n+)
 1

+ (1 2) 2 d(u(n+ 2 ) ) d(u(n+) ), u(n+) F (n+)
 1

+ 2 d(u(n+ 2 ) ) d(u(n) ), u(n) F (n+) .

Bounding the terms in I5n G (F (n+) ) gives

  2
1
(n+ ) (n+) ( n+ 21 ) (n+) 2

dt (n+) t 2 ,F d t (n+ ) t
+ F , (3.349)
4

92
  1

(n+) + (1 2) (n+) + (n) (n+ 2 ) , F (n+)
1
2 2
(n+) + (1 2) (n+) + (n) (n+ 2 ) + F (n+) , (3.350)

4

 1

(1 2) (n+) + (n) + (n) (n+ 2 ) , F (n+)
(n+) (n) (n) (
2
n+ 12 ) (n+) 2

(1 2) + + + F , (3.351)

4


(1 2) u(n+) (n+) + u(n) (n)

1 1
+ u(n) (n) u(n+ 2 ) (n+ 2 ) , F (n+)


(1 2) u(n+) (n+) + u(n) (n)
4
2
(n) (n) (n+ 12 ) (n+ 12 )

+ u u
2
+ F (n+) , (3.352)


(1 2) ga ( (n+) , u(n+) ) + ga ( (n) , u(n) )

1 1
+ ga ( (n)
, u (n)
) ga ( (n+ 2 ) , u(n+ 2 ) ), F (n+)


(1 2) ga ( (n+) , u(n+) ) + ga ( (n) , u(n) )
4
2
(n) (n) (n+ 12 ) (n+ 12 )

+ ga ( , u ) ga ( , u )
2
+ F (n+) , (3.353)

and
 
1
2 d(u(n+ 2 ) ) d(u(n) ) (1 2) d(u(n+) ) d(u(n) ), F (n+)

1
2
d(u(n+ 2 ) ) d(u(n) ) (1 2) d(u(n+) ) d(u(n) )

2
2
+ 2 F (n+) . (3.354)

93
Bounding the terms in I5n up (F (n+) ) gives
2
2 K1 2 d
  2
(n+ 21 ) (n+ 21 )

t , u (n)
F (n+) t
+ F (n+)
, (3.355)
4

 
(n+ 21 ) 1
(1 2) t , u(n+ 2 ) F (n+)
2
(1 2) 2 K1 2 d
2
(n+ 12 )

+ (1 2) F (n+)
, (3.356)
t
4

2
2 K1 2 d
 
(n+ 21 ) 1
(n+ 2 )
(n)
F (n+)

t , u t
4
2
+ F (n+) , (3.357)

 1

(n+) (n+ 2 ) , u(n) F (n+)
2 K1 2 d
(n+) (
2
n+ 12 )

(
2
n+)
+ F , (3.358)

4

 1

(1 2) (n+) (n+ 2 ) , u(n+) F (n+)
2 (1 2)2 2 dK
12 1
2 2
(n+ 2 ) + F (n+) , (3.359)
(n+)


4

 1

(n) (n+ 2 ) , u(n) F (n+)
2 K1 2 d 1
2 2
(n+ 2 ) + F (n+) , (3.360)
(n)


4

 1

(1 2) (n+) (n+ 2 ) , u(n+) F (n+)
2 (1 2)2 2 dK
12
(n+) (
2
n+ 12 ) (
2
n+)
+ F , (3.361)

4

 1

(n) (n+ 2 ) , u(n) F (n+)
2 K1 2 d 1
2 2
(n+ 2 ) + F (n+) , (3.362)
(n)


4

94
  1

(n) (n+ 2 ) , u(n) F (n+)
2 K1 2 d 1
2 2
(n+ 2 ) + F (n+) , (3.363)
(n)


4

 
1 1
(1 2) u(n+) (n+) u(n+ 2 ) (n+ 2 ) , u(n+) F (n+)

2 (1 2)2 2 dK
12
(n+) 1 1
2
u (n+) u(n+ 2 ) (n+ 2 )

4
2
+ F (n+) , (3.364)

 1 1

u(n) (n) u(n+ 2 ) (n+ 2 ) , u(n) F (n+)
2 K1 2 d 1 1
2 2
u (n) u(n+ 2 ) (n+ 2 ) + F (n+) , (3.365)
(n)


4

 1 1

u(n) (n) u(n+ 2 ) (n+ 2 ) , u(n) F (n+)
2 K1 2 d 1 1
2 2
(n) u(n+ 2 ) (n+ 2 ) + F (n+) , (3.366)
(n)
u

4

 
1 1
(1 2) ga ( (n+) , u(n+) ) ga ( (n+ 2 ) , u(n+ 2 ) ), u(n+) F (n+)

2 (1 2)2 2 dK
12
(n+) (n+) (n+ 12 ) (
2
n+ 12 )
g ( , u ) g ( , u )

a a
4

2
+ F (n+) , (3.367)

 1 1

ga ( (n) , u(n) ) ga ( (n+ 2 ) , u(n+ 2 ) ), u(n) F (n+)
2 K1 2 d (n) (n) (n+ 12 ) (
2
n+ 12 )

(
2
n+)
g ( , u ) g ( , u ) + F , (3.368)

a a
4

 1 1

ga ( (n) , u(n) ) ga ( (n+ 2 ) , u(n+ 2 ) ), u(n) F (n+)
2 K1 2 d 1 1
2
ga ( (n) , u(n) ) ga ( (n+ 2 ) , u(n+ 2 ) )

4
2
+ F
(n+)
, (3.369)

95
  1

2 d(u(n+ 2 ) ) d(u(n) ), u(n) F (n+)
2 K1 2 d 1
2 2
d(u(n+ 2 ) ) d(u(n) ) + 2 F (n+) , (3.370)

2

 1

(1 2) 2 d(u(n+ 2 ) ) d(u(n+) ), u(n+) F (n+)
1
2 2
2 (1 2)2 2 dK d(u(n+ 2 ) ) d(u(n+) ) + F (n+) , (3.371)
12

and

 1

2 d(u(n+ 2 ) ) d(u(n) ), u(n) F (n+)
2 2 K1 2 d (n+ 12 )
2
(n)

(
2
n+)
d(u ) d(u ) + 2 F . (3.372)

4

Likewise separate I6n (F (n+) ) in (3.163) as

I6n (F (n+) ) = I6n G (F (n+) ) + I6n up (F (n+) ), (3.373)

where
 
(n+ 21 ) (n+)
I6n G (F (n+) ) = dt (n+) t ,F
 1

+ (n) + (n) (n+ 2 ) , F (n+)
 1

+ (n+) + (n) + (1 2) (n+1) (n+ 2 ) , F (n+)
 1 1

+ u(n) (n) + u(n) (n) u(n+ 2 ) (n+ 2 ) , F (n+)

+ ga ( (n) , u(n) ) + ga ( n , u(n) )
1 1

ga ( (n+ 2 ) , u(n+ 2 ) ), F (n+)
 1

+ 2 d(u(n+ 2 ) ) d(u(n) ) d(u(n) ), F (n+)

96
and
 
(n+ 21 )
I6n up (F (n+) )= t , u F (n) (n+)

 
(n+ 21 ) (n) (n+)
+ t , u F
 
(n+) ( n+ 12 ) (n) (n+)
+ , u F
 1

+ (n) (n+ 2 ) , u(n) F (n+)
 1

+ (1 2) (n+1) (n+ 2 ) , u(n) F (n+)
 1

+ (n) (n+ 2 ) , u(n) F (n+)
 1

+ (n) (n+ 2 ) , u(n) F (n+)
 1 1

+ u(n) (n) u(n+ 2 ) (n+ 2 ) , u(n) F (n+)
 1 1

+ u(n) (n) u(n+ 2 ) (n+ 2 ) , u(n) F (n+)
 1 1

+ ga ( (n) , u(n) ) ga ( (n+ 2 ) , u(n+ 2 ) ), u(n) F (n+)
 1 1

+ ga ( n , u(n) ) ga ( (n+ 2 ) , u(n+ 2 ) ), u(n) F (n+)
 1

+ 2 d(u(n+ 2 ) ) d(u(n) ), u(n) F (n+)
 1

+ 2 d(u(n+ 2 ) ) d(u(n) ), u(n) F (n+) .

The bounds for I6n G (F (n+) ) are

  2
(n+) (n+ 12 ) (n+) (n+) ( n+ 21 ) (n+) 2

dt t ,F d t t
+ F , (3.374)
4

 1

(n) + (n) (n+ 2 ) , F (n+)
1 2
2
(n) + (n) (n+ 2 ) + F (n+) , (3.375)

4

 1

(n+) + (n) + (1 2) (n+1) (n+ 2 ) , F (n+)
(n+) (n) (n+1) (
2
n+ 12 ) (n+) 2

+ + (1 2) + F , (3.376)
4

97
  1 1

u(n) (n) + u(n) (n) u(n+ 2 ) (n+ 2 ) , F (n+)
1 1 2

u(n) (n) + u(n) (n) u(n+ 2 ) (n+ 2 )

4
2
+ F (n+) , (3.377)

 1 1

ga ( (n)
, u (n)
) + ga ( , u n (n)
) ga ( (n+ 2 ) , u(n+ 2 ) ), F (n+)
1 1
2
ga ( (n) , u(n) ) + ga ( n , u(n) ) ga ( (n+ 2 ) , u(n+ 2 ) )

4
2
+ F (n+) , (3.378)

 1

2 d(u(n+ 2 ) ) d(u(n) ) d(u(n) ), F (n+)
(n+ 21 ) (n)
2
(n) (n+) 2

d(u ) d(u ) d(u ) + 2 F . (3.379)

2

Bounding the terms in I6n up (F (n+) ) gives

2
2 K1 2 d
  2
(n+ 21 ) ( n+ 21 )

(n) (n+) (n+)
t , u F
t
+ F , (3.380)
4

1 2
2 K1 2 d
  2
(n+ 21 ) (n+ 2 ) +

t , u(n) F (n+) t F (n+)
,
4
(3.381)

 1

(n+) (n+ 2 ) , u(n) F (n+)
2 K1 2 d 1 2
2
(n+ 2 ) + F (n+) , (3.382)
(n+)


4

 1

(n) (n+ 2 ) , u(n) F (n+)
2 K1 2 d
(n) (
2
n+ 12 )
2
(n+)
+ F , (3.383)

4

 1

(1 2) (n+1) (n+ 2 ) , u(n) F (n+)
(1 2) 2 K1 2 d 1 2
2
(n+ 2 ) + (1 2) F (n+) , (3.384)
(n+1)


4

98
  1

(n) (n+ 2 ) , u(n) F (n+)
2 K1 2 d 1 2
2
(n+ 2 ) + F (n+) , (3.385)
(n)


4

 1

(n) (n+ 2 ) , u(n) F (n+)
2 K1 2 d 1 2
2
(n+ 2 ) + F (n+) , (3.386)
(n)


4

 1 1

u(n) (n) u(n+ 2 ) (n+ 2 ) , u(n) F (n+)
2 K1 2 d 1 1 2
2
(n) u(n+ 2 ) (n+ 2 ) + F (n+) , (3.387)
(n)
u

4

 1 1

u(n) (n) u(n+ 2 ) (n+ 2 ) , u(n) F (n+)
2 K1 2 d
(n) (n) (n+ 21 ) (
2
n+ 21 )
2
(n+)
u u + F , (3.388)

4

 1 1

ga ( (n) , u(n) ) ga ( (n+ 2 ) , u(n+ 2 ) ), u(n) F (n+)
2 K1 2 d 1 1
2
ga ( (n) , u(n) ) ga ( (n+ 2 ) , u(n+ 2 ) )

4
2
+ F (n+) , (3.389)

 1 1

ga ( n , u(n) ) ga ( (n+ 2 ) , u(n+ 2 ) ), u(n) F (n+)
2 K1 2 d 1 1
2 2
ga ( n , u(n) ) ga ( (n+ 2 ) , u(n+ 2 ) ) + F (n+) , (3.390)

4

 1

2 d(u(n+ 2 ) ) d(u(n) ), u(n) F (n+)
2 K1 2 d (n+ 21 )
2
(n)
2
(n+)
d(u ) d(u ) + 2 F , (3.391)

2

99
  1

2 d(u(n+ 2 ) ) d(u(n) ), u(n) F (n+)
2 K1 2 d 1
2 2
d(u(n+ 2 ) ) d(u(n) ) + 2 F (n+) . (3.392)

2

Bringing all the bounds on (3.150), (3.157), and (3.164) together to form the following three

expressions:
 
(n+1) 2 (n) 2
2
F F + F (n+1)

2t
!
2
(n) 2
K 1 d
F + 4K1 d + 4K1 4 d4 +
2 4
2 
+ F (n+1) 1 + 4 + 2 + + + (1 2) +

2
2 2 2 2 
K1 d dK1 dK1 h
+ + + + 2dK1
4 4 4
!
(n+) 2 K1 d (1 2) (1 2) K1 d
2 2
+ F + + +
2 4 2 4

!
(n+) 2 K1 d
2
+ F + 1 + 4K1 d
+ 4dK 4 4
2 4

!!
2 12
dK 2  12 
dK
(n)
+ F 1 +

+ F
(n+)
+
2 2
!
2 dK 12
1 2 dK
+ F (n+1) 1 + 3 + 2 + + + 2 2 + 2 2 + 2 2

2 2
+ H1 + HG1 + 2 H upA1 + 2 H upB1 , (3.393)

100
  
(n+) 2 (n) 2

F F
2t

2 2
+ (1 2) F (n+) + (1 2) ( 41 ) u(n+) F (n+)

!
2
2 K 1 d
F (n) + + 4K1 4 d4 +

2 4
!
(n+) 2 K1 d (1 2) (1 2) 2
2
+ F + + +
2 4 2 41

!
2 K1 2 d
+ F (n) + + + 4K1 4 d4

2 4

(n+) 2

+ F 1 + 4 + + + (1 2) + (1 2) + 2

(1 2) K1 2 d K1 2 dh 2 (1 2) K1 2 d
+ + + +
2 2 2 4
(1 2) 2

4 4
+4 (1 2) K1 d + 4 (1 2) K1 d + 16K1 d +2 2
41
!
2
2 K1 d
+ F (n) +

2
!!
2 12
dK
(n)
+ F 1 +

2
5K1 2 d
2 
+ F (n+) 5 + + 2 + 5 + 4 +

4
1
(1 2) dK 2 
2 2
+ + K1 d + 2 ( + 2)
2
+ H2 + HG2 + 2 H upA2 + 2 H upB2 , (3.394)

101
and
 
(n+) 2 (n+1) 2
2
F F + F (n+)

2t
!

(n) 2 2 2 K1 2 d K1 2 d
F + 4K1 d + +
2 4 4
!!
2 (1 2) K1 2 d
+ F (n+1) 1+

2 2
2 K1 2 d
+ F (n+) 1 + 5 + + 2 + (1 2) + + + +

2 4
!
1 2 dK
dK 1 2 h2
+ + + + 4K1 4 d4 + 4K1 2 d2
2 4 4
!
2 K1 2 d 2 2 4 4
+ F (n) + + + 4K1 d + 4K1 d

2 4
! !!
2
(n) K1 2 d 2
(n)
12
dK
+ F + + F 1 +

2 2
2  12
dK
+ F (n+) 1 + 3 + 2 + (1 + )

2
 
2
+ + 2 + 2 + (1 2) + 2

+ H3 + HG3 + 2 H upA3 + 2 H upB3 , (3.395)

where terms Hi , HGi , H upAi , and HupBi for i {1, 2, 3} in (3.393)(3.395) are defined by
2
(n+1) (n+ 21 )
HG1 := dt t
4
1 2

+ (n+) + (n+1) (n+ 2 )
4
1 2

+ (n) + (n+) (n+ 2 )

4
1 1 2

+ u(n) (n) + u(n+) (n+) u(n+ 2 ) (n+ 2 )

4
1 1
2
+ ga ( (n) , u(n) ) + ga ( (n+) , u(n+) ) ga ( (n+ 2 ) , u(n+ 2 ) )

4
1
2
+ d(u(n+ 2 ) ) d(u(n) ) d(u(n+) ) , (3.396)

2

102
 2
(n+) (n+ 12 )
HG2 := dt t
4
1
2
+ (n+) + (1 2) (n+) + (n) (n+ 2 )

4
1
2
+ (1 2) (n+) + (n) + (n) (n+ 2 )

4

+ (1 2) u(n+) (n+) + u(n) (n)

4
2
(n) (n) (n+ 12 ) (n+ 12 )
+u u


+ (1 2) ga ( (n+) , u(n+) ) + ga ( (n) , u(n) )
4
2
(n) (n) (n+ 21 ) (n+ 12 )

+ ga ( , u ) ga ( , u )
(n+ 21 ) (n) (n+)
2
(n)
+ d(u ) d(u ) (1 2) d(u ) d(u ) , (3.397)

2

2
(n+) (n+ 12 )
HG3 := dt t
4
1 2

+ (n+) + (n) + (1 2) (n+1) (n+ 2 )
4
1 2

+ (n) + (n) (n+ 2 )

4
1 1 2

+ u(n) (n) + u(n) (n) u(n+ 2 ) (n+ 2 )

4
(n) (n) n (n) (n+ 12 ) (
2
n+ 21 )
+ ga ( , u ) + ga ( , u ) ga ( , u )

4
1 2

+ d(u(n+ 2 ) ) d(u(n) ) d(u(n) ) , (3.398)
2

2
K1 2 d 2

+ K1 d
2
(n+ 21 ) (n+) (n+ 12 )
H upA1 = t
4 4

K1 2 d 1 2
(1 2) K1 2 d 1 2

(n+ 2 ) + (n+ 2 )
(n+1) (n+)
+
4 4
2 2
K1 d (n) (

n+ 12 )
2 K1 d (n+)

(
2
n+ 12 )
+ +
4 4

K1 2 d 1 1 2

u (n) u(n+ 2 ) (n+ 2 )
(n)
+
4
K1 2 d
(n+) 1 1 2

+ u (n+) u(n+ 2 ) (n+ 2 ) , (3.399)
4

103
 2
K1 2 d 2

+ K1 d
2
(n+ 21 ) (n+) (n+ 21 )
H upA2 = t
4 4

(1 2)2 2 dK
12 1
2
(n+ 2 )
(n+)
+

4
(1 2)2 2 dK
12 (n+) 1
2
+ (n+ 2 )

4
K1 2 d (n) (
2 K 2 d
n+ 21 ) 1 (n) (
2
n+ 12 )
+ +
4 4

K1 2 d 1
2
(n+ 2 )
(n)
+

4
(1 2)2 2 dK 12 (n+) 1 1
2
+ u (n+) u(n+ 2 ) (n+ 2 )

4
K1 2 d
(n) (n) (n+ 12 ) (
2
n+ 21 )
+ u u
4

K1 2 d 1 1
2
(n) u(n+ 2 ) (n+ 2 ) ,
(n)
+ u (3.400)

4

2
K1 2 d 2

+ K1 d
2
(n+ 21 ) (n+) (n+ 12 )
H upA3 = t
4 4

K1 2 d 1 2
(1 2) K1 2 d 1 2

(n+ 2 ) + (n+ 2 )
(n) (n+1)
+
4 4
K1 2 d 1
2 K 2 d 1 2

(n+ 2 ) + (n+ 2 )
(n) 1 (n)
+

4 4
2
K1 d (n) (n) (n+ 12 ) (
2
n+ 12 )
+ u u
4

K1 2 d 1 1 2

u (n) u(n+ 2 ) (n+ 2 ) ,
(n)
+ (3.401)
4

K1 2 d 1 1
2
H upB1 = ga ( (n) , u(n) ) ga ( (n+ 2 ) , u(n+ 2 ) )

4
K1 2 d 1 1
2
+ ga ( (n+) , u(n+) ) ga ( (n+ 2 ) , u(n+ 2 ) )

4
K1 2 d (n+ 12 )
2
(n)
+ d(u ) d(u )

2
K1 2 d 1
2
+ d(u(n+ 2 ) ) d(u(n+) ) , (3.402)

2

104
 (1 2)2 2 dK
12 1 1
2
H upB2 = ga ( (n+) , u(n+) ) ga ( (n+ 2 ) , u(n+ 2 ) )

4
K1 2 d 1 1
2
+ ga ( (n) , u(n) ) ga ( (n+ 2 ) , u(n+ 2 ) )

4
K1 2 d (n) (n) (n+ 12 ) (
2
n+ 12 )
+ g ( , u ) g ( , u )

a a
4

K1 2 d 1
2
+ d(u(n+ 2 ) ) d(u(n) )

2
1
2
+ (1 2)2 2 dK 12 d(u(n+ 2 ) ) d(u(n+) )

2K1 2 d (n+ 21 )
2
(n)
+ d(u ) d(u ) , (3.403)

4

K1 2 d (n) (n) (n+ 12 ) (

2
n+ 12 )
H upB3 = ga ( , u ) ga ( , u )

4
K1 2 d 1 1
2
+ ga ( n , u(n) ) ga ( (n+ 2 ) , u(n+ 2 ) )

4
K1 2 d 1
2
+ d(u(n+ 2 ) ) d(u(n) )

2
K1 2 d (n+ 12 ) (n)
2
+ d(u ) d(u ) , (3.404)

2

  2
H1 := dt (n+1)

4 !
(n+) 2 K1 d (1 2) (1 2) K1 d
2 2
+ + + +
2 4 2 4

!
2 K 2 d
1
+ (n+1) +

2 4
2  K 2 d 
(n+) 1 4 4
+ + + 4K1 d + 4K1 d
2 4

!
2
(n) 2 K d

1
+ + 4K1 d + + 4K1 4 d4
2 4
! !
2 2 dK 2 2 2 K 2 d
+ (n+) h2 +
1 1
+ (n) h2 + ,

2 2

105
 !
  2 2 K1 2 d
H2 := dt (n+) + (n) + + + 4K1 4 d4

4 2 4
!
(n+) 2 K1 d (1 2) 2
2
+ +
4 41

(n+) 2 (1 2) (1 2) 2
  
2 2 4 4
+ + + 4 (1 2) K1 d + K1 d
2 41

!
2 2
2 K 1 d K 1 d
+ 4K1 4 d4
(n)
+ + + +
2 4 4
! !

(n)
2 2 K1 2 d 2
(n)
12
2 dK
+ + + +

2 2
!

(
2
n+) (1 2) K1 2 d
+ (1 2) h2 + ,

2

and
!
  2 2 K 2
1
H3 := dt (n+) + (n) + + 4K1 2 d2 + 4K1 4 d4

4 2 4
!
2 K 2 d
1
+ (n+) +

2 4
!
(n+1) 2 (1 2) (1 2) K1 d
2
+ +
2 4

!
(n) 2
K1 2 d K1 2 d 4 4
+ + + + + 4K1 d
2 4 4
! !
2 2 K 2 d 2 12
2 dK
1
+ (n) h2 + + (n) h2 + .

2 2

Apply an inverse inequality to the kF k terms on the right hand side of (3.393), (3.394),

and (3.395) then multiply each expression by 2t/ and sum from (n = 0 to N 1), (n = 1
2 2
to N 1), and (n = 1 to N 1), respectivly. Bounds for F () and F (1) are given

by Lemmas C.1 and C.2 in Appendix C.

106
Thus,

(N ) 2 (N ) 2 (N 1+) 2

F + F + F
N 1 N 1 N 1
2 2 2 2 2 2
(1 2) F (n+) + t
X X X
+t F (n+1) + t F (n+)

n=0
n=1
n=1

N 1
2 2
(1 2) ( 41 ) u(n+) F (n+)
X
+t

n=1

N 1
!!
X (n) 2 2
K1 2 d 12
dK
t F + 4K1 d + 4K1 4 d4 + + Ch2 1+
n=0
2 4 2
N 1
X (n+1) 2 2
K1 2 d dK
12
1
+ t F 1 + 4 + 2 + + + (1 2) + + + + 2dK
n=0
2 4 4
!!
1 2 h2
dK 12
dK 12
dK
+ + Ch2 1 + 3 + 2 + + + 2 2 + 2 2 + 2 2
4 2 2
N 1
!
X 2 2
(n+) K1 d 2 (1 2) (1 2) K1 d2
+ t F + + +
n=0
2 4 2 4
N 1
!
K1 2 d 12

X (n+) 2 2 dK

4 4 2
+ t F + + 4dK1 + 4K1 d + Ch +
n=0
2 4 2
N 1
!!
X (n) 2 2
K1 2 d 12
dK
+ t F + + 4K1 4 d4 + + 4K1 2 d2 + 2Ch2 1 +
n=1
2 2
N 1
!!
X
2 2 (1 2)
K1 2 d
+ t F (n+1) 1+
n=1
2 2
N 1
X (n+) 2 2
(1 2)
+ t F 1 + 5 + + 2 + (1 ) + + +
n=1
2 2

(1 2) 2 K1 2 d 12
dK
+ + + + + 4K1 4 d4 + 4K1 2 d2
41 2 2 4
!
1 2 h2
dK
12
dK ff
+ + Ch2 1 + 3 + 2 + (1 + ) + 2 + 2 + 2 + (1 2) + 2
4 2
N 1
X (n) 2 2
(1 + ) (1 + )K1 2 d
+ t F 2 + +
n=1
2 4
!!
2 2 4 4 2 K1 2 d
+4K1 d + 4(1 + )K1 d + Ch +
2
N 1
X (n+) 2 2
(1 2) K1 2 d
+ t F 1 + 4 + + + (1 2) + (1 2) + 2 + +
n=1
2 2

(1 2) 2 2
K1 2 dh
+4 (1 2) K1 d + 4 (1 2) K1 4 d4 + 16K1 2 d2 + +
41 2
2
(1 2) K1 2 dh

5K1 2 d
+ + Ch2 5 + + 2 + 5 + 4 +
4 4
2 ff!
(1 2) dK1
+ + K1 2 d + 2 2 ( + 2)
2

H
2 2 2
+ F (0) + F (1) + F () + , (3.405)

107
where
N 1 N 1 N 1 N 1
2 X 2 X 2 X 2
H = t
X
H1 + t HG1 + t 2 H upA1 + t 2 H upB1

n=0 n=0 n=0 n=0
N 1 N 1 N 1 N 1
X 2 X 2 X 2 2 X 2 2
+ t H + t HG2 + t H upA2 + t H upB2
2
n=0 n=0 n=0 n=0
N 1 N 1 N 1 N 1
X 2 X 2 X 2 2 X 2 2
+ t H + t HG3 + t H upA3 + t H upB3 . (3.406)
3
n=0 n=0 n=0 n=0

Application of the discrete Gronwalls inequality (Lemma 1.4.2) requires

(
2 5
1 t 1 + 4 + 2 + + (1 2) + + + 4K1 d
2
3K1 2 d dK
12 2 2
1 + 4K1 2 d2 + dK1 h
+ 8K1 4 d4 + + + 2dK
4 4 4 )
h 3
dK 1
2

dK 1
2

dK 1
2 i
+ Ch2 1 + 3 + 2 + 3 + + + + 2 2 (1 + ) , (3.407)
2 2 2

(
2 (1 ) K1 2 d
1 t 1 + 5 + + 2 + + + + (1 2) +
2 2 4
(1 )K1 2 d (1 2) 2 dK 12 1 2 h2
dK
+ + + + + 4K1 4 d4 + 4K1 2 d2 +
2 41 2 4 4
 2 )
dK 1
 
+ Ch2 1 + 3 + 2 + (1 + ) + 2 + 2 + 2 + (1 2) + 2 , (3.408)
2

and
(
2 (1 2) K1 2 d
1 t 2 + 5 + + (1 2) + 2 + +
2 2
2
(1 2) 2 1 + 2K1 d
+ 4 (1 2) K1 d + 4 (1 2) K1 4 d4 + + 4dK
41 4
2 2 2 2
K1 dh (1 2) K1 dh
+ 4K1 2 d2 + 16K1 2 d2 + 8K1 4 d4 + +
2 4
 2 2
5K1 d (1 2) dK1
+ Ch2 5 + 3 + 2 + 4 + 4 + + + K1 2 d
4 2
)
2 K1 2 d dK
12 
+ 2 ( + 2) + + , (3.409)
2 2

108
    
(n) 2 (n+1) 2 (n+) 2 (n+1) 2

coming from the coefficients on F , F , F , F , and
 
(n+) 2 ((n)) 2

F , F terms respectively. Summarizing expressions (3.407), (3.408),

and (3.409) gives a stability requirement:

t C + Ch2 + C + Ch2 + 2 Ch2 1.

(3.410)

This leads to the computationally restrictive condition

t Ch2 . (3.411)

For i = 1, 2, 3, with j = 0 if i = 1, and j = 1 if i > 1, bounds are now found for the
P 1 2 PN 1 2 PN 1 2 2 PN 1 2 2
expressions t N n=j Hi , t n=j HGi , t n=j H upAi , and t n=j H upBi

in (3.405). The H terms are bounded using interpolation properties and approximation
P 1 2
properties of the stress space Sh . Typical t N
n=j Hi terms are bounded as follows.

Analogous to (3.126)
N 1
X t   2
2
dt (n+1) Ch2m+2 k t k0,m+1 , (3.412)

2
n=0

N 1 N 1
!
X 2 X 2
t (C1 ) (n+) 2m+2
t (n+)


Ch

m+1
n=0 n=0
Ch2m+2 |kk|20,m+1 , (3.413)

and
N 1 N 1
!
X
2 X 2
t C2 h2 + 2 C3 (n) Ch2m+2 + 2 Ch 2m
t (n)


m+1
n=0 n=0
Ch2m+2 |kk|20,m+1 + Ch 2 2m
|kk|20,m+1 .(3.414)

Thus,
N 1
X 2
C h2m+2 + 2 h2m |kk|20,m+1


t H
i
n=j

+ Ch2m+2 k t k20,m+1 . (3.415)

109
 PN 1 2
The t n=j HGi terms are bounded using Taylor series expansions similar to those given
by (A.3) and (A.6) in Appendix A. Typical terms are
N 1 2 N 1 2
X t
dt (n+1) t(n+ 2 ) =
1 X t 1
(n+1) 1 (n) t(n+ 2 )
1

n=0
2
n=0
2 t t
N 1 Z  2
X t 1 (n+1) 1 (n) (n+ 12 )
= t dA
n=0
2 t t
N 1
t (n+ 12 ) (t)2 (n+ 12 ) 1 tn+1
Z   Z 
t 1
(n+ 2 ) +
X 1
= t + tt + ttt (, t)(tn+1 t)2 dt
n=0
2 t 2 8 2 t 1
n+
2
2

1 t ( n+ 1
) (t) (n+ 1
)
(n+ 2 )
1
2
+ tt 2
t 2 t 8
2
1 tn+ 21
Z 
(n+ 1 )
ttt (, t)(t(n+1) t)2 dt t 2 dA
2 tn
N 1 Z  2  Z tn+1 Z t 1 2
X t 1 n+
2
= ttt (, t)(tn+1 t)2 dt + ttt (, t)(tn+1 t)2 dt dA
n=0
2 2t tn+ 1 tn
2 2
N 1 Z  2 Z t
X t 1 n+1
2 ttt (, t)(t(n+1) t)2 dt
2 2t

n=0 t 1 n+
2

Z tn+ 1 2 !
2
+ ttt (, t)(tn+1 t)2 dt dA
tn

N 1 Z  2 Z tn+1 Z tn+1
X t 1 2
2 ttt (, t) dt (tn+1 t)4 dt
n=0
2 2t tn+ 1 tn+ 1
2 2
Z tn+ 1 Z tn+ 1 
2 2
+ ttt (, t)2 dt (tn+1 t)4 dt dA
tn tn

N 1
t3 tn+1
Z Z Z t 1
X t 2
n+
2
= 6
ttt (, t) dt + ttt (, t)2 dt dA
n=0
2 5 (2 ) t 1 tn
n+
2

N 1 4 Z tn+1
X t 2
= k ttt (, t)k dt
n=0
5 (27 ) tn
4 2
C(t) k ttt k0,0 , (3.416)

N 1 N 1 Z tn+1
t 1 2

+ (n+1) (n+ 2 )
X (n+) X 2
C(t)4 k tt (, t)k dt
2

n=0 n=0 tn+
2
C(t)4 k tt k0,0 , (3.417)

110
 N 1
t 1 2

u (n) + u(n+) (n+) u(n+ 2 ) (n+ 2 )
X (n) 1

n=0
2
N 1
(t)4 tn+1
X Z
2
k(u )tt k dt
n=0
48 tn
N 1
X (t)4 tn+1
Z
2
= ku tt + 2ut t + utt k dt
n=0
48 tn
N 1
X (t) 4 Z tn+1  
2 2 2
4 ku tt k + 4 k2ut t k + 4 kutt k dt
n=0
48 tn
N 1
(t)4 tn+1 
X Z
2 2 2 2
4 kuk dk tt k + 16 kut k dk t k
n=0
48 tn

2 2
+4 kutt k dkk dt
N 1
(t)4 tn+1 
X Z 
2 2 2
4K1 2 dk tt k + 16K1 2 dk t k + 4K1 2 dkk dt
n=0
48 tn
 
2 2 2
(t)4 C k tt k0,1 + k t k0,1 + kk0,1 . (3.418)

Next
N 1
t 1 1
2
ga ( (n) , u(n) ) + ga ( (n+) , u(n+) ) ga ( (n+ 2 ) , u(n+ 2 ) )
X
2
n=0
N 1
(t)4 tn+1
X Z
k(ga (, u))tt k2 dt
48 tn+
n=0
N
X 1 Z tn+1
4
(t) C1 k(u)tt k2 dt
n=0 tn+
N
X 1 Z tn+1
= (t)4 C1 k(u)tt + 2 t (u)t + tt uk2 dt
n=0 tn+
N
X 1 Z tn+1  
(t)4 C2 k(u)tt k2 + k t (u)t k2 + k tt uk2 dt
n=0 tn+
N
X 1 Z tn+1 
(t)4 C2 k(u)tt k2 d2 kk2 + k(u)t k2 d2 k t k2
n=0 tn+

+ kuk2 d2 k tt k2 dt
N
X 1 Z tn+1  
(t)4 C2 K1 2 d2 kk2 + k t k2 + k tt k2 dt
n=0 tn+
 
(t)4 C k tt k20,0 + k t k20,0 + kk20,0 . (3.419)

111
 PN 12
The last typical t n=j HGi term to consider is

N 1 2
X t (n+ 1
) (n) (n+ )
d(u 2 ) d(u ) d(u )

n=0
N 1
(t)4 tn+1
X Z
kd(u)tt k2 dt
24 tn
n=0
N 1
X (t)4 tn+1Z
k(u)tt k2 dt
24 tn
n=0
N 1
X (t)4 tn+1Z
k(u)tt k2 d2 k1k2 dt
24 tn
n=0
(t)4 CCT , (3.420)

where CT is a constant dependent on the final time T . Thus,

N 1 
X 2
t HGi C(t) 4
k ttt k20,0 + k tt k20,1 + k t k20,1 + kk20,1

n=j

+ k tt k20,0 + k t k20,0 + kk20,0 + CT . (3.421)

PN 1 PN 1
For t n=j H upAi and t n=j H upBi the typical terms are bounded as

N 1
2 K1 2 d X (n+ 12 ) 2

t t
C 2 |k t k|2 , (3.422)
0,0
2
n=0

N 1 N 1
2 K1 2 d X
2 K1 2 d(t)2 tn+ 1
Z
1 2

t (n+) (n+ 2 )
X 2
k t k2 dt

2 2 tn+
n=0 n=0
C(t) 2 2
k t k20,0 , (3.423)

N 1
2 K1 2 d X 1 1 2

t u(n+) (n+) u(n+ 2 ) (n+ 2 )

2
n=0
N 1 2 2 Z tn+1
X K1 2 d(t)
kut + u t k2 dt
2 t 1
n=0 n+ 2

N 1 tn+1
2 K1 2 d(t)2
X Z
kut k2 + ku t k2 dt
t
n=0 n+ 1
2
 
C (t) kk0,1 + k t k20,1 ,
2 2 2
(3.424)

112
 N 1
2 K1 2 d X 1 1
2
t ga ( (n+) , u(n+) ) ga ( (n+ 2 ) , u(n+ 2 ) )

2
n=0
N 1 2 2 Z tn+1
X K1 2 d(t)
k(ga (, u))t k2 dt
2 t 1
n=0 n+ 2

N
X 1 Z tn+1
C1 2 (t)2 k(u)t k2 dt
n=0 tn+ 1
2
N
X 1 Z tn+1
= C1 2 (t)2 k t u + ut k2 dt
n=0 tn+ 1
2
N
X 1 Z tn+1
C2 2 (t)2 k t uk2 + kut k2 dt
n=0 tn+ 1
2
 
2
C (t) 2
k t k20,0 + kk20,0 . (3.425)

Lastly
N 1
2 K1 2 d X 1
2
t d(u(n+ 2 ) ) d(u(n) )


n=0
N 1 2 2 Z tn+ 1
X K1 2 d(t)
2
kd(u)t k2 dt
tn
n=0
N 1 2 tn+ 1
K1 2 d(t)2
X Z
2
k(u)t k2 dt
tn
n=0
(t)2 CCT .
2
(3.426)

This gives
N 1 N 1
X 2 2 X 2
tH upAi + 2 tH upBi

n=j n=j
 
C 2 (t)2 kk20,1 + k t k20,1 + kk20,0 + k t k20,0

+C 2 |k t k|20,0 + 2 (t)2 CCT . (3.427)

113
Apply the discrete Gronwall lemma to (3.405) to obtain

N 2 2 2
F N + F N 1+
F +

N 1
2 2
(1 2) ( 51 ) u(n+) F (n+) G (t, h, ), (3.428)
X
+ t


n=0

where

G (t, h, ) := C(t) 4
k ttt k20,0 + k tt k20,1 + k t k20,1 + kk20,1

2 2 2
+ k tt k0,0 + k t k0,0 + kk0,0 + CT
 
2 2 2 2 2 2
+ C(t) kk0,1 + k t k0,1 + kk0,0 + k t k0,0 + CT

+ C h2m+2 + 2 h2m |kk|20,m+1

+ Ch2m+2 k t k20,m+1 + C 2 |k t k|20,0 .

By (3.428)

|kF k|2,0 G (t, h, ). (3.429)

Similar to (3.135) this gives

|kF k|20,0 T G (t, h, ). (3.430)

Then

|k h k|2,0 |kF k|2,0 + |kk|2,0

G (t, h, ) + Ch2m+2 |kk|2,0 , (3.431)

and

|k h k|20,0 |kF k|20,0 + |kk|20,0

T G (t, h, ) + Ch2m+2 |kk|20,m+1 , (3.432)

which concludes the proof.

114
 3.6 Establishing the Full -method Error Estimate

The error estimates obtained in Theorems 3.5.1 and 3.5.2 are now used to obtain

an a priori error estimate for the full -method described by Steps 1a - 3b in Section 3.2.

Theorem 3.6.1 For sufficiently smooth solutions , u, p such that

kk , k t k , k t k , kuk , kut k , kutt k , kuttt k ,

kuk , k(u)t k , k(u)tt k K1 , t [0, T ],

2
with = 1 2 and t Ch2 , Ch, the fractional step -method approximations

uh , h given by Step 1a - 3b converge to u and , respectively, on the interval (0, T ] as

t, h 0 and satisfy the error estimates:

|k h k|,0 + |ku uh k|,0 F (t, h, ), (3.433)

|k h k|0,0 + |ku uh k|0,1 F (t, h, ), (3.434)

where

1
1

F (t, h, ) := C 1 + 2 + Fu (t, h) + C 1 + 2 F (t, h, ), (3.435)

and Fu (t, h) and F (t, h, ) are defined by (3.39) and (3.142) in Theorems 3.5.1 and

3.5.2, respectively.

Theorem 3.6.1 is established using Theorems 3.5.1 and 3.5.2. Recall that

uh := discrete approximation using true ,

h := discrete approximation using true u,

uh := uh uh , and h := h h .

Assume
(0) (0) (0)
uh = u(0) Xh , h = (0) Sh , and ph = p(0) Qh . (3.436)

115
The error estimates in Theorems 3.5.1 and 3.5.2 establish the following bounds that will be

used in the forthcoming analysis:

() 2 () 2
2 2
()
u uh , t d(u() uh ) , E () , and () Fu
2
(t, h), (3.437)

and
() 2 () 2

() 2
h , and F F (t, h, ), (3.438)

for all times such that {n + , n + , n + 1} and n {0, 1, . . . , N 1}, where

 
2
Fu (t, h) = Ch2k+2 kut k20,k+1 + |kuk|2,k+1

+Ch2k |kuk|0,k+1 + Ch2q+2 |kpk|20,q+1

 
+C(t)4 kuttt k20,0 + kutt k20,1 + kftt k20,0 + CT , (3.439)

and

2
F (t, h, ) = C(t) 4
k ttt k20,0 + k tt k20,1 + k t k20,1 + kk20,1

2 2 2
+ k tt k0,0 + k t k0,0 + kk0,0 + CT
 
+ C(t)2 2 kk20,1 + k t k20,1 + kk20,0 + k t k20,0 + CT

+ C h2m+2 + 2 h2m |kk|20,m+1 + Ch2m+2 |kk|2,m+1

+ Ch2m+2 k t k20,m+1 + C 2 |k t k|20,0 . (3.440)

The proof of Theorem 3.6.1 requires Induction Hypothesis 1 stated in (3.34) and Induction

Hypothesis 2.

Induction Hypothesis 2 Under the assumptions of Theorem 3.6.1 there exists a constant

K3 such that

(n) (n+) (n+1)
h , h , and h < K3 . (3.441)

116
Verification of Inductive Hypothesis 2: Assume expression (3.441) holds for n =

1, 2, . . . , N 1. Interpolation properties, inverse estimates (see [11]) and (3.428) give

2
(N ) (N )
h h (N ) + (N )



(N ) (N )
F + + K1


d

d2 (N )
Ch F + Ch 2 (N ) + K1

d d d

C t2 h 2 + th 2 + hm 2
d d d

+hm 2 + hm+1 2 + h 2 + K1 . (3.442)

(N ) d
As the resulting bound for h is independent of N , for m 2 1 and h, t, and

such that
d d
hm+1 2 1, and t2 , h 2 . (3.443)

Then (3.442) gives

(N )
h K1 + 6C.



(n+) (n+1)
The proofs for h and h < K3 are similar.

A Crank-Nicolson scheme is used to achieving second order bounds on E () and


()
E in Steps 1b and 2a of the initial time step (see Appendix B). The proof of Theo-
rem 3.6.1 is outlined as follows:
() 2 () 2
2
1. Prove Lemmas giving bounds for terms uh , uh and h () in the initial

time step of the -method algorithm using the established estimates in Theorems
3.5.1 and 3.5.2.

2. Bound a general time step of the algorithm (nt, (n + 1)t].

3. Establish and sum three telescoping unit stride sequences.

4. Apply the discrete Gronwalls inequality (Lemma 1.4.2) to resulting expression.

5. The triangle inequality and the results of stated in Theorems 3.5.1 and 3.5.2 are
then used to establish Theorem 3.6.1.

Proof of Theorem 3.6.1:

117
 3.6.1 The first time step (0, t]
2 (t, h, ) defined in (3.440) and the assumption in (3.436), () ()
Step 1a: With F h = h ,

and
() 2 () 2

() () 2
h = h F (t, h, ). (3.444)

Lemma 3.6.2 (Step 1b) Under the assumptions of Theorem 3.6.1

() 2

2
uh tCF (t, h, ), (3.445)

2 (t, h, ) is defined in (3.440).

where F

Proof: In the initial time step the variational formulation using a known stress for the

-method algorithm is given by (see Appendix B)

Re  ()  
()
 Re  (0) 
uh , v + 2(1 ) d(uh ), d(v) = u , v
t  t  h  

(0)
 1 (0) 1 () 1 (0) 1 ()
2(1 ) d(uh ), d(v) + f + f ,v + , d(v) . (3.446)
2 2 2 2

The full -method approximation for Step 1b (using an approximated stress) gives the

variational formulation

Re  ()  
()
 Re  (0) 
uh , v + 2(1 ) d(uh ), d(v) = u ,v
t  t  h  

(0)
 1 (0) 1 () 1 (0) 1 ()
2(1 ) d(uh ), d(v) + f + f ,v + h , d(v) . (3.447)
2 2 2 h 2
(0) (0) (0) (0)
Subtract (3.447) from (3.446), making note that uh = uh and h = h , as u(0) Xh

and (0) Sh . In the first time step = = 12 . Thus,

Re  ()  
()
 1
()

uh , v + (1 ) d(uh ), d(v) + () h , d(v) = 0. (3.448)
t 2
()
Choose v = uh Xh and examine (3.448) term by term giving

Re  () ()  Re () 2

uh , uh = uh , (3.449)
t t
() 2
 
() ()
(1 ) d(uh ), d(uh ) = (1 ) d(uh ) , (3.450)

118
and

1  () () ()
 1
() () 2
1
() 2

h , d(uh ) h + (1 ) d(uh ) . (3.451)

2 8(1 ) 2

Using (3.449) - (3.451) yields

Re () 2 (1 ) () 2 1 () 2

()
uh + d(uh ) h . (3.452)
t 2 8(1 )

Substitute (3.444) into (3.452) to get,

() 2

2
uh tC1b1 F (t, h, ) (3.453)

and
() 2

2
t d(uh ) tC1b2 F (t, h, ), (3.454)

where
1
C1b1 := , and C1b2 := . (3.455)
8Re(1 ) 4(1 )2

Lemma 3.6.3 (Step 2a) Under the assumptions of Theorem 3.6.1

() 2

2
uh tCF (t, h, ) + (t)5 C. (3.456)

2 (t, h, ) is defined in (3.439).

where F

()
Proof: Implementing a Crank-Nicolson method for Step 2a would require h , which
()
is not obtained until Step 2b. Instead, a second order extrapolated value, exh , obtained
()
using (0) and h , is used in Step 2a (see Lemma A.4 in the Appendix). The variational

formulation for Step 2a in the initial step of the -method algorithm using a known solution

for is

Re 
()
 
()
 Re 
()

uh , v + 2(1 ) d(uh ), d(v) = uh , v
(1 2)t (1 2)t
    1 1 ()

() () ()
2(1 ) d(uh ), d(v) + f , v + , d(v) , (3.457)
2 2

119
and the variational formulation for Step 2a using the extrapolated stress is

Re 
()
 
()
 Re 
()

uh , v + 2(1 ) d(uh ), d(v) = uh , v
(1 2)t (1 2)t
  1 1
 
1 () 1 ()

()
2(1 ) d(uh ), d(v) + f () + f () , v exh + h , d(v) . (3.458)
2 2 2 2

()
Subtract (3.458) from (3.457) with v = uh to get

Re  () () ()
 
() ()

uh uh , uh + t2(1 ) d(uh ), d(uh )
(1 2)
  t  
() () ()
+ t2(1 ) d(uh ), d(uh ) + () ex
()
, d(u h )
2 h

t 
() ()

+ () h , d(uh ) = 0. (3.459)
2

Bounds for the terms in (3.459) are

Re  () Re () 2 Re () 2

() ()
uh uh , uh uh uh , (3.460)
(1 2) 2 (1 2) 2 (1 2)
  2
() () ()
t2(1 ) d(uh ), d(uh ) = t2(1 ) d(uh ) , (3.461)


() ()3t 2 (1 )

() 2

t2(1 ) d(uh ), d(uh ) d(uh )


t(1 ) 2
()
+ d(uh ) , (3.462)

3
t  () 3t t(1 ) 2
() 2

() () () ()
h , d(uh ) h + d(uh ) , (3.463)

2 16(1 ) 3
and

t  ()  3t 2 t(1 ) 2
() () () ()
h , d(uh ) (ex)h + d(uh ) . (3.464)

2 16(1 ) 3

120
Bring (3.460) - (3.464) together to get

() 2
Re Re 2
() 2

()
uh uh + t(1 ) d(uh )

2 (1 2) 2 (1 2)
3t 2 (1 ) () 2
3t
() () 2

d(uh ) + h

16(1 )
3t
()
2
+ (ex)h . (3.465)

16(1 )

()
For the second order temporal extrapolation of exh (see Lemma A.4)
! 2

()
2 () ( )
(ex)h = () h (0)


! 2
() ()
( ) (0) () ()
= + h


2 2
!
() ()
( ) (0) () () 2

2 + h

2 () 2

= (t)4 Cext +
()
h , (3.466)

()
where Cext denotes a constant obtained from the extrapolation of h . Thus, (3.465) yields

() 2 () 2
6 (1 2) 2 (1 ) () 2

uh uh t d(uh )

Re
!
3 (1 2) 2 () () 2
3 (1 2)
+ t 1+ h + (t)5 Cext . (3.467)
8Re(1 ) 8Re(1 )

Define the constants

 
6(12) 2 (1) 3(12) 2
C2a1 := Re , C2a2 := 8Re(1) 1+ ,
3(12) Re
C2a3 := 8Re(1) , C2a4 := 2(12)(1) ,
 
3 2 3 2
C2a5 := 2
, C2a6 := 16 2 (1)2
1+ ,
3
C2a7 := 16 2 (1)2
, C 2a := C1b1 + C2a1 C1b2 + C2a2 ,
con1

C 2a := C1b1 C2a4 + C1b2 C2a5 + C2a6 .

con2

121
Thus, from (3.465)
2
() 2 () 2

()
t d(uh ) C2a4 uh + C2a5 t d(uh )

() 2

+tC2a6 () h + (t)5 C2a7 Cext

2
tC 2a F (t, h, ) + (t)5 C2a7 Cext , (3.468)
con2

and
() 2

2
h tC 2a F
u (t, h, ) + (t)5 C2a3 Cext . (3.469)
con1

Lemma 3.6.4 (Step 2b) Under the assumptions of Theorem 3.6.1

!
() 2

h C t2 + t2 h2 + t + t2 h2 + 2 t2 h2 F
2
(t, h, )
!
+ C t + t + 2 t Fu
2
(t, h)
!
2 2 2 2
+ C t + th + th + th (t)5 , (3.470)

2 (t, h), and F 2 (t, h, ) are defined in (3.439), and (3.440), respectively.
where Fu

Proof: Note that

() () () () ()
uh h u() h = (u() uh ) h
() () () ()
+ (u() uh ) ( () h ) (u() uh ) () u() h , (3.471)

and

 
() () () () ()
ga ( h , uh ) ga ( h , u() ) = ga h , (u() uh )
   
() () ()
+ ga ( () h ), (u() uh ) ga () , (u() uh )
 
()
ga h , u() . (3.472)

122
The difference of general upwinded terms A and B is written

   
() () ()
A, uh h B, u() h
     
() () ()
= A B, u() h A, u() uh h . (3.473)

Hence, the variational formulation for Step 2b of the -method algorithm using a known

solution for u is


()
 
()
 
()
 
()

h , + h , () + u() h , () + ga ( h , u() ), ()
(1 2)t
  
()
 
()

2 d(u() ), () h , + h , () = 0. (3.474)
(1 2)t

Using the approximated velocity uh in Step 2b gives the fully discrete problem
     

()

() () () () ()
h , + h , () + uh h , () + ga ( h , uh ), ()
(1 2)t h h h
   
() 
()

()
2 d(uh ), () h , + h , () = 0. (3.475)
h (1 2)t h

()
Subtract (3.474) from (3.475) and let = h to obtain

() ()
F2b ( h ) + F2bup ( h ) = 0, (3.476)

where the terms in (3.476) are defined as

() 
() () ()
 
() ()

F2b ( h ) := h h , h + h , h
(1 2)t
     
() () () () () () () ()
+ uh h , h u() h , h + ga ( h , uh ), h
     
() () () () () ()
ga ( h , u() ), h + 2 d(u() uh ), h + h , h , (3.477)

123
and
   
() () () () () ()
F2bup ( h ) := h , uh h h , u() h
   
() () () () () ()
+ uh h , uh h u() h , u() h
   
() () () () () ()
+ ga ( h , uh ), uh h ga ( h , u() ), u() h
   
() () () ()
2 d(uh ), uh h + 2 d(u() ), u() h
   
() () () () ()
+ h , uh h h , u() h . (3.478)

()
The first two terms in F2b ( h ) are bounded as
 
() 2 () 2
 
() () ()
h h , h h h (3.479)
(1 2)t (1 2)t

and
() 2
 
() ()
h , h = h . (3.480)

()
Using (3.471) the convective terms in F2b ( h ) may be written as

   
() () () () ()
uh h , h u() h , h
   
() () () () () ()
= (u() uh ) h , h + (u() uh ) ( () h ), h
   
() () () ()
(u() uh ) () , h u() h , h . (3.481)

Three of the terms on the right hand side of (3.481) are bounded via
   1
2
() () () () ()
u() uh h , h d2 Ch1 u() uh h , (3.482)

 
() ()
u() h , h = 0, (3.483)

 
() () () ()
(u() uh ) () , h d () u() uh h


2 d2 K1 2
()
2
() () 2

u uh + 0 h . (3.484)
40

124
The last unbounded term in (3.481) is written as

   
() () () () ()
(u() uh ) ( () h ), h = (u() uh ) () , h
   
() () () () () ()
(u() uh ) h , h uh h , h . (3.485)

The first term on right hand side of (3.485) is bounded as


() ()
 2 d2 K1 2 2
()

()
(u() uh ) () , h
()
u uh + 1 h . (3.486)
41

Making use of (3.441), and (3.437)


() () ()
 2 d2 2
() ()
2
() () 2

(u() uh ) h , h u u + 

h h 2 h
42

2 d2 CK3 2 2 () 2

Fu (t, h) + 2 h2 h , (3.487)
42

and

() () ()
 2 d2 K3 2 Ch2
() 2

() 2

uh h , h uh + 3 h . (3.488)
43
()
Use (3.472) to rewrite the ga terms in F2b ( h ) as
       
() () () () () () () ()
ga ( h , uh ), h ga ( h , u() ), h = ga h , (u() uh ) , h
       
() () () () ()
ga h , (u() uh ) , h ga h , u() , h . (3.489)

The first term on the right hand side of (3.489) is bounded as

    2
() () () () ()
ga h , (u() uh ) , h 4d (u() uh ) h . (3.490)

Split the second term on the right hand side of (3.489) such that

       
() () () () ()
ga h , (u() uh ) , h = ga h , E () , h
       
() () () () ()
+ ga h , () , h + ga h , uh , h . (3.491)

125
Use inverse inequalities and interpolation properties to obtain
   
() () () ()
ga h , E () , h 4d h E () h

2 2
4 d K3 C 2
() 2
2
2 ()
E + 4 h h
4
42 d2 K3 2 C 2 () 2

Fu (t, h) + 4 h2 h , (3.492)
4

 
()

()
 42 d2 K3 2 2 () 2

ga h , () , h Fu (t, h) + 5 h , (3.493)
5

and
 
() ()

()
 42 d2 K3 2 Ch2
() 2

() 2

ga h , uh , h uh + 6 h . (3.494)
6

The last term on the right hand side of (3.489) is bounded as

    2
() () 1 ()
ga h , u() , h 4dK h . (3.495)

Write the non-upwinded deformation tensor term as

   
() () () ()
2 d(u() uh ), h = 2 d(E () ) + d(() ) + d(uh ), h ,

and bound each part as


() ()
 2 2
() () 2

2 d(E ), h E + 7 h

7
2 C 2 () 2

Fu (t, h) + 7 h2 h , (3.496)
7


()
 2 2
() 2

2 d(() ), h () + 8 h

8
2 2 () 2

Fu (t, h) + 8 h , (3.497)
8

and

() ()
 2 Ch2
() 2

() 2

2 d(uh ), h uh + 9 h . (3.498)
9

126
The last term in (3.477) is bounded using

() ()
 2 () 2

() 2

h , h h + 10 h . (3.499)
410
()
The first two terms in F2bup ( h ) can be rewritten as
   
() () () () ()
h , uh h h , u() h
     
() () () () ()
= h , u() h h , u() uh h
     
() () () () ()
= h , u() h + h , u() uh h
   
() () ()
+ () h , u() uh h
   
() ()
() , u() uh h . (3.500)

The two convective terms can be rewritten

   
() () () () () ()
uh h , uh h u() h , u() h
 
() () ()
= 2 (u() uh ) h , u() h
  
() () () ()
u() uh h , uh h
 
() () () ()
uh h , uh h
 
() ()
u() h , u() h
    
() () () ()
u() uh h , u() uh h
   
() () ()
u() h , u() uh h . (3.501)

127
The two ga (, ) terms are rewritten
   
() () () () () ()
ga ( h , uh ), uh h ga ( h , u() ), u() h
 
() () ()
= ga ( h , (u() uh )), u() h
   
() () ()
ga h , (u() uh ) , u() h
 
() ()
ga ( h , u() ), u() h
     
() () () ()
+ ga ( h , u() uh ), u() uh h
     
() () () ()
ga ( h , u() uh ), u() uh h
   
() () ()
ga ( h , u() ), u() uh h
   
() () ()
+ ga ( h , u() ), u() uh h . (3.502)

The deformation terms become

   
() () () ()
2 d(uh ), uh h + 2 d(u() ), u() h
     
() () () () () () () () ()
= 2 d(u uh ), u h 2 d(u uh ), u uh h
   
() ()
+2 d(u() ), u() uh h , (3.503)

and the remaining terms are rewritten

   
() () () () ()
h , uh h h , u() h
     
() () () () ()
= h , u() h + () h , u() uh h
       
() () () () ()
+ h , u() uh h () , u() uh h . (3.504)

Bounds for the terms in (3.500) are

 
() ()
h , u() h = 0, (3.505)

    1
2
() () () () 1 () () ()
h , u uh h d Ch u uh h ,
2 (3.506)

128
and

   
() () ()
() h , u() uh h
2
()
2
()

()
 2
()
h + 11 u() uh h . (3.507)

411

Rewrite
       
() () () ()
() , u() uh h = () , u() uh h
 
() ()
+ () , uh h ,

and bound each part as

 2 2 d2 K 2 C
() 2
  
() () 1
() , u() uh h 2
Fu (t, h) + 12 h2 h , (3.508)
412

and
 2 2 d2 K 2 Ch2
() 2 () 2

() () 1
() , uh h u
h + 13 h .
(3.509)
413

The bounds for the upwinded convective terms in (3.501) are

 
() () ()
2 (u() uh ) h , u() h

() ()
2 K1 2
2 2 dCh
() 2

14 (u() uh ) h + h , (3.510)

14

  
() () () ()
u() uh h , uh h
2 d3 C 2 K2 2 K3 2 2 () 2

Fu (t, h) + 2 15 h4 h , (3.511)
415


()

() () () 2 d3 C 2 K2 2 K3 2

() 2

() 2

uh h , uh h uh + 2 16 h4 h , (3.512)
416
  2
() () ()
u() h , u() h = u() h , (3.513)

129
and
       2
() () () () () ()
u() uh h , u() uh h = u() uh h . (3.514)

The next term in (3.501) is bounded as

   
() () ()
u() h , u() uh h

() () ()
d u() h u() uh h

3

() () ()
d 2 u h u() uh h
( )

2
d C K1 K3 2
3 2 2 2
()
2
() 2 4 ()
u u h + 17 h h .
(3.515)
417

Next consider bounding the upwinded ga (, ) terms in (3.502). The first term is

 
() () ()
ga ( h , (u() uh )), u() h
3
2
() ()
4d2 K1 Ch1 (u() uh ) h . (3.516)

For the next term write

       
() () () () ()
ga h , (u() uh ) , u() h = ga h , E () , u() h
       
() () () () ()
+ ga h , () , u() h + ga h , uh , u() h ,

and bound each part as

   
() ()
ga h , E () , u() h
42 d3 C 2 K1 2 K3 2 2 () 2

Fu (t, h) + 2 18 h4 h , (3.517)
18
    42 d2 K 2 2
() () 3 ()
ga h , () , u() h 2
Fu (t, h)+19 u() h , (3.518)

19

130
and

   
() () ()
ga h , uh , u() h
42 d2 K3 2 Ch2
() 2
2
()
uh + 20 u() h . (3.519)

20

Next

() 2
  3

() ()
ga ( h , u() ), u() h 4d2 K1 2 Ch1 h . (3.520)

Similarly

     
() () () ()
ga ( h , u() uh ), u() uh h
   
() () () () ()
= ga ( h , E () ), u() h ga ( h , E () ), uh h
   
() () ()
+ ga ( h , () ), u() uh h
   
() () () ()
+ ga ( h , uh ), u() uh h .

The terms are bounded as

 
() ()
ga ( h , E () ), u() h
42 d3 C 2 K1 2 K3 2 2 () 2

Fu (t, h) + 2 21 h4 h , (3.521)
21

 
() () ()
ga ( h , E () ), uh h
42 d3 C 2 K2 2 K3 2 2 () 2

Fu (t, h) + 2 22 h4 h , (3.522)
22

   
() () ()
ga ( h , () ), u() uh h
42 d2 K3 2 2 
()
 2
()
Fu (t, h) + 23 u() uh h , (3.523)

23

131
and

   
() () () ()
ga ( h , uh ), u() uh h
42 d2 K3 2 Ch2
() 2

()
 2
()
uh + 24 u() uh h . (3.524)

24

Also

     
() () () ()
ga ( h , u() uh ), u() uh h
42 d2   2 2
() ()

()
 2
()
u() uh h + 25 u() uh h . (3.525)

25

For

   
() () ()
ga ( h , u() ), u() uh h
       
() () () () () ()
= ga ( h , u() ), u() uh h + ga ( h , u() ), uh h ,

the bound are

   
() () ()
ga ( h , u() ), u() uh h
4 2 2 d4 CK1 2 K3 2 2 () 2

Fu (t, h) + 26 h2 h (3.526)
26

and
 2 42 d4 K 2 K 2 Ch2
() 2 () 2

() () () 1 2
ga ( h , u() ), uh h uh + 27 h . (3.527)
27

The last upwinded ga term is bound as

   
() () ()
ga ( h , u() ), u() uh h
42 d2 K1 2
() 2

()
 2
()
h + 28 u() uh h . (3.528)

28

The first term in (3.503) is written

   
() () () ()
2 d(u() uh ), u() h = 2 d(E () ) + d(() ) + d(uh ), u() h ,

132
and bounded as
 
() ()
2 d(E () ), u() h 2 d(E () ) u() h

1

()
2d2 u() E () h


2 2
dC K1 2 2
() 2

Fu (t, h) + 2 29 h4 h , (3.529)
 29

  2 2
() ()
2 d(() ), u() h 2
Fu (t, h) + 30 u() h , (3.530)

30

and
 2 Ch2
() 2
 2
() () ()
2 d(uh ), u() h
()
u
h +  31 u h . (3.531)
31

Similarly
   
() () ()
2 d(u() uh ), u() uh h
   
() () ()
= 2 d(E () ), u() h 2 d(E () ), uh h
   
() ()
+2 d(() ), u() uh h
   
() () () ()
+2 d(uh ), u uh h ,

and

()
2 K1 2
 2 dC
() 2

2 d(E () ), u() h 2
Fu (t, h) + 2 32 h4 h , (3.532)
32

() ()
2 K2 2
 2 dC
() 2

2 d(E () ), uh h 2
Fu (t, h) + 2 33 h4 h , (3.533)
33

   
() ()
2 d(() ), u() uh h
2 2 
()
 2
()
Fu (t, h) + 34 u() uh h , (3.534)

34

133
    
() () ()
2 d(uh ), u() uh h
2 Ch2
() 2

()
 2
()
uh + 35 u() uh h . (3.535)

35

For the last term in (3.503),

       
() () () ()
2 d(u() ), u() uh h = 2 d(u() ), u() uh h
 
() ()
+ 2 d(u() ), uh h ,

with
 2 2 CK 2
() 2
  
() () 1
2 d(u() ), u() uh h 2
Fu (t, h) + 36 h2 h , (3.536)
36

and
 2 2 K 2 Ch2
() 2 () 2

() () 1
2 d(u() ), uh h uh + 37 h . (3.537)
37
Next bound the terms in (3.504):

() ()
 2
() 2
2
()
h , u() h h + 38 u() h , (3.538)

438

   
() () ()
() h , u() uh h
2 () () 2

() ()
 2
()
h + 39 u uh h , (3.539)
439

and

()

()

()
 2 () 2

()
 2
()
h , u() uh h h + 40 u() uh h . (3.540)

440

Write
       
() () () () () () () ()
, u uh h = , u
uh h
 
() ()
+ () , uh h ,

134
with bounds
 2 d2 2 CK 2
() 2
  
() () 1
() , u() uh h 2
Fu (t, h) + 41 h2 h , (3.541)
441

and
 2 d2 2 K 2 Ch2
() 2 () 2

() () 1
() , uh h uh + 42 h . (3.542)
442

Now combine all bounds on the initial Step 2b together.

135
 Thus,
(
() 2
(1 2)
h 1 + t 0 1 3 5 6 8 9 10 13

27 37 42 h2 (2 + 4 + 7 + 12 + 26 + 36 + 41 )

2 h4 (15 + 16 + 17 + 18 + 21 + 22 + 29 + 32 + 33 )

2 2 2 2 2 2
4dK 1 4d23 K1 2 Ch1 dCh K1 4 d K1
 28
!14
2 2
4 d 3

()

+ 4d + 4d2 K1 Ch1 (u() uh )

25
)!
1
1

1 ( ) ( ) 1 ( ) ( )
d 2 Ch u uh d 2 Ch u uh

() 2
(1 2) 2
()
h + t ( 19 20 30 31 38 ) u() h


(1 2)
+t 11 14 23 24 25

   2
() ()
28 34 35 39 40 u() uh h

!
(1 2)t 2
 2
2 () 2

+ + h
410 440 438
( !)
(1 2)t 2 d3 C 2 K2 2 K3 2 2 2 C 2 d2 K3 2 C 42 d2 K3 2 C
+ +h + +
416 9 43 6
( )
42 d2 K3 2 C 42 d2 K3 2 C 2 C 2 C
+h2 + + +
20 24 31 35
( )!
2 2
2 2 2 d C 42 d4 K2 2 C 2 C d2 2 C () 2

+ h K1 + + + uh
413 27 37 442
 
(1 2)t 2 1 1 ()

()
2
+ + h
411 439
!
(1 2)t 2 2 2 1 1 32
dK ()
2
()
+ d K1 + + u uh
40 41 417
(
d2 C 4d2 C 4d2 4d3 C 2 K1 2 4d3 C 2 K1 2 4d3 C 2 K2 2
+t (1 2)K3 2 + + + + +
42 4 5 18 21 22
) " #
d3 C 2 K2 2

(1 2) 2 C 1 K12 2 1 1 1
+ + + + dC + +
415 7 8 29 32 33
( )
(1 2) 42 d2 K3 2 42 d2 K3 2
 
1 1
+ + + 2 +
19 23 30 34
( )!
2 (1 2)K1
2
2 C 42 d4 CK3 2 2 d2 C d2 2 C 2
+ + + + Fu (t, h). (3.543)
36 26 412 441

136
Define
(
(1 2)
J2b (h, ) = 0 1 3 5 6 8 9 10 13

27 37 42 h2 (2 + 4 + 7 + 12 + 26 + 36 + 41 )

2 h4 (15 + 16 + 17 + 18 + 21 + 22 + 29 + 32 + 33 )

2 2 2 2 2 2
4dK 1 4d32 K1 2 Ch1 dCh K1 4 d K1
 28
!14
42 d2 3
1

() ()

+ 4d + 4d K1 Ch 2 (u uh )
25
)
1
1

( ) ( )
d2 Ch1 u() uh d2 Ch1 u() uh , (3.544)

and constants
 
(1 2)
C2b1 := 19 20 30 31 38 ,

 
(1 2)
C2b2 := 11 14 23 24 25 28 34 35 39 40 ,

(1 2) 2
C2b3 := ,
410
(1 2) 2 2
 
C2b4 := + ,
440 438
(1 2)d3 C 2 K2 2 K3 2
C2b5 := ,
416
!
2 C d2 K3 2 C 4d2 K3 2 C
C2b6 := (1 2) + + ,
9 43 6
( )
(1 2) 42 d2 K3 2 C 42 d2 K3 2 C 2 C 2 C
C2b7 := + + + ,
20 24 31 35
( )
(1 2)K1 2 2 d2 C 42 d4 K2 2 C 2 C d2 2 C
C2b8 := + + + ,
413 27 37 442
 
(1 2) 2 1 1
C2b9 := + ,
411 439
!
(1 2) 2 2 2 1 1 32
dK
C2b10 := 2 d K1 + + ,
40 41 417
(3.545)

137
 (
d2 C 4d2 C 4d2 4d3 C 2 K1 2
C2b11 := (1 2)K3 2 + + +
42 4 5 18
)
4d3 C 2 K1 2 4d3 C 2 K2 2 d3 C 2 K2 2
+ + +
21 22 415
"  #
(1 2) 2 C 1 K1
2 2 1 1 1
+ + + dC + + ,
7 8 29 32 33
( )
(1 2) 42 d2 K3 2 42 d2 K3 2

2 1 1
C2b12 := + + + ,
19 23 30 34
( )
(1 2)K1 2 2 C 42 d4 CK3 2 2 d2 C d2 2 C
C2b13 := + + + ,
36 26 412 441
C 2b := C2b5 + C2b10 ,
con1

C 2b := C2b10 + C2b11 .
con2

Thus,
!
() 2 () 2

1 + tJ2b (h, ) h h
2   2
() () ()
+tC2b1 u() h + tC2b2 u() uh h

() 2

(tC2b3 + tC2b4 ) h
!
() 2

+ t(C2b5 + C2b10 ) + th2 C2b6 + th2 C2b7 + 2 th2 C2b8 uh
2
() 2

()
+tC2b9 () h + tC2b10 u() uh

!
+t C2b11 + C2b12 + 2 C2b13 Fu
2
(t, h)

() 2

(tC2b3 + tC2b4 ) h
!
() 2

+ tC 2b + th2 C2b6 + th2 C2b7 + 2 th2 C2b8 uh
con1
!
2
+tC2b9 F (t, h, ) + 2
tC 2b + tC2b12 + 2 tC2b13 Fu (t, h). (3.546)
con2

For appropriate choices of the i s, C2b1 and C2b2 are positive.

There are two general cases to consider when setting up the coefficients on the

telescoping sum.

138
Case 1 (J2b (h, ) 0): In this case (3.546) gives:

() 2 () 2
2   2
() () ()
h h + tC2b1 u() h + tC2b2 u() uh h

() 2

(tC2b3 + tC2b4 ) h
!
() 2

+ tC 2b + th2 C2b6 + th2 C2b7 + 2 th2 C2b8 uh
con1
!
2 2 2
+tC2b9 F (t, h, ) + tC 2b + tC2b12 + tC2b13 Fu (t, h).
con2

Case 2 (J2b (h, ) < 0): Set t sufficiently small such that (1+tJ2b (h, )) remains positive.
() 2

Assume that t|J2b (h, )| < 12 and subtract tJ2b (h, ) h from both sides of (3.546).

Thus,
 
() 2 () 2

(1 + tJ2b (h, )) h h
2   2
() () ()
+tC2b1 u() h + tC2b2 u() uh h

() 2 () 2

t|J2b (h, )| h + (tC2b3 + tC2b4 ) h
!
() 2

+ tC 2b + th2 C2b6 + th2 C2b7 + 2 th2 C2b8 uh
con1
!
2
+tC2b9 F (t, h, ) + tC 2b + tC2b12 + 2 tC2b13 Fu
2
(t, h). (3.547)
con2

Since t|J2b (h, t)| < 12 ,

1
2.
(1 + tJ2b (h, ))

139
Divide (3.547) by the positive factor (1 + tJ2b (h, )) to obtain

() 2 () 2

h h
 2 2 
t
() ()

() ()

()
+ C2b1 u h + C2b2 u uh h
(1 + tJ2b (h, ))
() 2 () 2

2t|J2b (h, )| h + 2 (tC2b3 + tC2b4 ) h
!
() 2

+2 tC 2b + th2 C2b6 + th2 C2b7 + 2 th2 C2b8 uh
con1
!
2
+t2C2b9 F (t, h, ) + 2 tC 2b + tC2b12 + 2 tC2b13 Fu
2
(t, h). (3.548)
con2

Case 1 and Case 2 described above lead to bounds of the same convergence order

once the discrete Gronwalls inequality (Lemma grolma) has been applied. However, Case 2

has a more restrictive condition that must be satisfied for the discrete Gronwalls inequality

to be appled. Thus, without loss of generality for the remainder of the proof only Case 2
() 2

will be considered. (Note that h in the first time step (0, t] is zero. Including these

terms in estimae (3.548) makes future bounds of Step 2b more tractable.)

() 2

Since h = 0 and using (3.469) gives

() 2

h 2 t2 C 2b C 2a + t2 h2 C2b6 C 2a + tC2b9
con1 con1 con1
!
+t2 h2 C2b7 C 2a + 2 t2 h2 C2b8 C 2a 2
F (t, h, )
con1 con1
!
+2 tC 2b + tC2b12 + 2 tC2b13 Fu
2
(t, h)
con2

+2 tC 2b + th2 C2b6
con1
!
2 2 2
+th C2b7 + th C2b8 (t)5 C2a3 Cext . (3.549)

140
Step 3a: The variational formulation for Step 3a of the -method algorithm using a known

solution for u is:

 (1)  
(1)
  ()  
()

h , + h , () h , + h , ()
t t
     
() ()
+ u() h , () + ga ( h , u() ), () 2 d(u() ), () = 0. (3.550)

The variational formulation for Step 3a of the -method algorithm using an approximated

velocity is:
   
 (1)  (1)  ()  ()
h , + h , () h , + h , ()
t h t h
     
() () () () ()
+ uh h , () + ga ( h , uh ), () 2 d(uh ), () = 0. (3.551)
h h h

(1)
Subtract (3.551) from (3.550)and let = h to get

(1) (1)
F3a ( h ) + F3aup ( h ) = 0, (3.552)

where the terms in (3.552) are defined as

(1)  (1) () (1)

 
(1) (1)
 
() (1)

F3a ( h ) := h h , h + h , h + h , h
t   
() (1) () () (1)
+ u() h , h uh h , h
   
() (1) () () (1)
+ ga ( h , u() ), h ga ( h , uh ), h
 
() (1)
2 d(u() uh ), h (3.553)

and
   
(1) (1) (1) (1) () (1)
F3aup ( h ) := h , u() h h , uh h
   
() (1) () () (1)
+ h , u() h h , uh h
   
() (1) () () () (1)
+ u() h , u() h uh h , uh h
   
() (1) () () () (1)
+ ga ( h , u() ), u() h ga ( h , uh ), uh h
   
(1) () () (1)
2 d(u() ), u() h + 2 d(uh ), uh h . (3.554)

141
The first three terms in (3.553) are bounded as
 
 (1) (1) 2 () 2

() (1)
h h , h h h , (3.555)
t 2t

(1) 2
 
(1) (1)
h , h = h , (3.556)

and

() (1)
 2
() 2

(1) 2

h , h h + 1 h . (3.557)
41
Rewrite the convective terms
   
() (1) () () (1)
u() h , h uh h , h
   
() () (1) () () (1)
= uh h , h + (u() uh ) h , h . (3.558)

Inductive Hypothesis 1 is used to to bound the first term on the right hand side of (3.558)

as

() () (1)
 2 2 Ch2
2 dK () 2

(1) 2

uh h , h h + 2 h . (3.559)
42

The second term on the right hand side of (3.558) is written as

   
() () (1) () () (1)
(u() uh ) h , h = (u() uh ) h , h
 
() () (1)
+ (uh ) h , h , (3.560)

where

() () () (1)
 2 d2 K3 2 C 2 2
2 (1)
(u uh ) h , h Fu (t, h) + 3 h h (3.561)
43

and

() () (1)
 2 d2 K3 2 Ch2
() 2

(1) 2

(uh ) h , h uh + 4 h . (3.562)
44

142
Next write
   
() (1) () () (1)
ga ( h , u() ), h ga ( h , uh ), h
       
() () (1) () () (1)
= ga h , uh , h + ga h , (u() uh ) , h . (3.563)

Bound the first term as

 
() ()

(1)
 42 d2 K2 2 Ch2
() 2

(1) 2

ga h , uh , h h + 5 h . (3.564)
5

Rewrite
       
() () (1) () (1)
ga h , (u() uh ) , h = ga h , E () , h
   
() (1)
+ ga h , () , h
   
() () (1)
+ ga h , uh , h ,

and bound these terms as

 
()

(1)
 42 d2 K3 2 C 2 (1) 2

ga h , E () , h Fu (t, h) + 6 h2 h , (3.565)
6

 
()

(1)
 42 d2 K3 2 2 (1) 2

ga h , () , h Fu (t, h) + 7 h , (3.566)
7

and
 
() ()

(1)
 42 d2 K3 2 Ch2
() 2

(1) 2

ga h , uh , h uh + 8 h . (3.567)
8

The deformation tensor term in (3.553) is examined last. Write

   
() (1) () (1)
2 d(u() uh ), h = 2 d(E () ) + d(() ) + d(uh ), h ,

where each right hand side term is bound as

 2 C
(1) 2

(1)
2 d(E () ), h 2
Fu (t, h) + 9 h2 h , (3.568)
9

143
 
(1)
 2 2 (1) 2

2 d(() ), h Fu (t, h) + 10 h , (3.569)
10

and
 2 Ch2
() 2 (1) 2

() (1)
2 d(uh ), h uh + 11 h . (3.570)
11
(1)
Each of the upwinded terms in F1aup ( h ) is written as

   
(1) (1) (1) () (1)
h , u() h h , uh h
     
(1) () (1) (1) (1)
= h , u() uh h + h , u() h
 
(1) () (1)
+ h , (u() uh ) h , (3.571)

   
() (1) () () (1)
h , u() h h , uh h
   
() () (1) () () (1)
= h , uh h + h , (u() uh ) h , (3.572)

   
() (1) () () () (1)
u() h , u() h uh h , uh h
   
() () () (1) () () () (1)
= (u() uh ) h , uh h + uh h , uh h
 
() () (1)
+ u() h , (u() uh ) h , (3.573)

   
() (1) () () () (1)
ga ( h , u() ), u() h ga ( h , uh ), uh h
   
() () () (1) () () () (1)
= ga ( h , (u() uh )), uh h + ga ( h , uh ), uh h
 
() () (1)
+ ga ( h , u() ), (u() uh ) h , (3.574)

and

   
(1) () () (1)
2 d(u() ), u() h 2 d(uh ), uh h
     
() () (1) () (1)
= 2 d(uh ), u() uh h + 2 d(u() uh ), u() h . (3.575)

144
Bound the terms in (3.571) as

() (1) 2
    1

(1) () (1)
h , u() uh h d2 Ch1 u() uh h , (3.576)

 
(1) (1)
h , u() h = 0, (3.577)

and

 
(1) () (1) (1) () () (1)
h , (u() uh ) h d
h u u h h

2 d2 2 K3 2 C 2
() (1) 2

u uh + 12 h2 h . (3.578)
()

412

The bounds for (3.572) are


() () (1)
2 2 Ch2
 2 2 dK
() 2

(1) 2

h , uh h h + 13 h , (3.579)
413

and

() () (1)
 2 d2 2 K3 2 C 2
()
2
2 (1)
h , (u()
()
uh ) h u uh + 14 h h . (3.580)
414

The convective terms in (3.573) are bound as


() () () (1)
 2 d2 K2 2 K3 2 C 2
()
(u() uh ) h , uh h
()
u uh
415
(1) 2

+ 2 15 h4 h , (3.581)


() () () (1)
 2 2 d2 K2 4 Ch4
() 2

(1) 2

uh h , uh h h + 16 h , (3.582)
416

and

() () (1)
 2 d3 K1 2 K3 2 C 2
()
u() h , (u() uh ) h
()
u u h
417

2
(1)
+17 2 h4 h . (3.583)

145
The first term on the right hand side of (3.574) is written as
 
() () () (1)
ga ( h , (u() uh )), uh h
 
() () (1)
= ga ( h , E () ), uh h
 
() () (1)
+ ga ( h , () ), uh h
 
() () () (1)
+ ga ( h , uh )), uh h . (3.584)

Then,
 
() () (1) () () (1)
ga ( h , E () ), uh h ga ( h , E () ) uh h


3 ()

() () (1)
4d h E uh h
2


2 3 2 2
4 d K2 K3 C () 2

(1) 2

E + 18 2 h4 h
18

4 d K2 2 K3 2 C
2 3
(1) 2

2
Fu (t, h) + 18 2 h4 h , (3.585)
18

 
() () (1)
ga ( h , () ), uh h
4 2 2 d3 K2 2 K3 2 C 2 2
2 (1)
Fu (t, h) + 19 h h , (3.586)
19

and
 4 2 2 d3 K 2 K 2 Ch4
() 2 (1) 2

() () () (1) 2 3
ga ( h , uh ), uh h uh + 20 h . (3.587)
20

The second term on the right hand side of (3.574) is handled as

 4 2 2 d3 K 4 Ch4
() 2 (1) 2

() () () (1) 2
ga ( h , uh ), uh h
h + 21 h .
(3.588)
21

146
For the last term on the right hand side of (3.574) write
 
() () (1)
ga ( h , u() ), (u() uh ) h
 
() (1)
= ga ( h , u() ), E () h
 
() (1)
+ ga ( h , u() ), () h
 
() () (1)
+ ga ( h , u() ), uh h , (3.589)

which is bound as

 
() (1)
ga ( h , u() ), E () h
4 2 2 d4 K1 2 K3 2 C 2 (1) 2

Fu (t, h) + 22 h2 h , (3.590)
22

 
() (1)
ga ( h , u() ), () h
4 2 2 d4 K1 2 K3 2 C 2 (1) 2

Fu (t, h) + 23 h2 h , (3.591)
23

and

() () (1)
 4 2 2 d4 K1 2 K3 2 Ch2
() 2

(1) 2

ga ( h , u() ), uh h uh + 24 h . (3.592)
24

The first term on the right hand side of (3.575) is written as

     
() () (1) () (1)
2 d(uh ), u() uh h = 2 d(uh ), E () h
 
() (1)
+2 d(uh ), () h
 
() () (1)
+2 d(uh ), uh h ,

where
 2 d2 K 2 C
(1) 2

() (1) 2
2 d(uh ), E () h 2
Fu (t, h) + 25 2 h4 h , (3.593)
25
 2 d2 K 2 C
(1) 2

() (1) 2
2 d(uh ), () h 2
Fu (t, h) + 26 2 h4 h , (3.594)
26

147
  2 2 d2 K 2 Ch4
() 2 (1) 2

() () (1) 2
2 d(uh ), uh h uh + 27 h . (3.595)
27
Next
   
() (1) (1)
2 d(u() uh ), u() h = 2 d(E () ), u() h
 
(1)
+2 d(() ), u() h
 
() () (1)
+2 d(uh ), u h ,

with bounds

(1)
 12C
2 dK (1) 2

2 d(E () ), u() h 2
Fu (t, h) + 28 2 h4 h , (3.596)
28


(1)
 12C
2 2 dK (1) 2

2 d(() ), u() h 2
Fu (t, h) + 29 h2 h , (3.597)
29

and

() (1)
 1 2 Ch4
2 2 dK () 2

(1) 2

2 d(uh ), u() h uh + 30 h . (3.598)
30

148
Bring all the bounds together for Step 3a. Thus,
(
(1) 2
2
h 1 + t 1 + 2 + 5 + 7 + 8 + 10 + 11 + 13



+16 + 20 + 21 + 24 + 27 + 30
 
2
h 3 + 6 + 9 + 12 + 14 + 19 + 22 + 23 + 29
 
2 4
h 15 + 17 + 18 + 25 + 26 + 28
)!
() 2
1

()
d2 Ch1 u() uh h

() 2
2 2 2 2 Ch2 42 d2 K2 2 Ch2
2 dK
h t + +
41 42 5
 2 2 4 4 !
2 d K2 Ch 42 d3 K2 4 Ch4 2 dK
2 2 Ch2 
+ + +
416 21 413

2 42 d2 K3 2 Ch2 2 Ch2
 2 4 2 2 2
() 2 2 4 d K1 K3 Ch

+ uh t + +
8 11 24
!
42 d3 K2 2 K3 2 Ch4 2 d2 K2 2 Ch4 2 dK
1 2 Ch4
+ + +
20 27 30
2
() 2 2 d2 K2 2 K3 2 C 2 d3 K1 2 K3 2 C
+ u() uh t +

415 417
 2 2 2 !
2 d K3 C d2 2 K3 2 C
+ +
412 414

2 d2 K3 2 C 42 d2 K3 2 C 42 d2 K3 2 2 C 2

2
+t + + + +
43 6 7 9 10
42 d3 K2 2 K3 2 C 2 d2 K2 2 C 2 d2 K2 2 C 12C 
2 dK
+ + + +
18 25 26 28
 2 3 2 2
4 d K2 K3 C 4 d K1 K3 C
2 4 2 2
+ 2 +
19 22
!
42 d4 K1 2 K3 2 C 12C 
2 dK 2
+ + Fu (t, h) (3.599)
23 29

149
Define
(
2
J3a (h, ) = 1 + 2 + 5 + 7 + 8 + 10 + 11 + 13 + 16 + 20 + 21

 
2


+24 + 27 + 30 h 3 + 6 + 9 + 12 + 14 + 19 + 22 + 23 + 29
  )
1

()
2 h4 15 + 17 + 18 + 25 + 26 + 28 d2 Ch1 u() u ,(3.600)

h

and constants

2 2
C3a1 := ,
41
!
22C
dK 4d2 K2 2 C
C3a2 := 2 + ,
42 5
22C
2 2 dK
C3a3 := ,
413
!
2 4 1 4d
C3a4 := 2d K2 C + ,
416 21
!
2 42 d2 K3 2 C 2 C
C3a5 := + ,
8 11
8d4 K1 2 K3 2 C
C3a6 := ,
24
!
2 42 d3 K2 2 K3 2 C 2 d2 K2 2 C 12C
2 dK
C3a7 := + + ,
20 27 30
!
d2 K2 2 d3 K1 2
C3a8 := 2K3 2 C + ,
415 417
!
2 d2 2 K3 2 C d2 2 K3 2 C
C3a9 := + ,
412 414
2 2 d2 K3 2 C 42 d2 K3 2 C 42 d2 K3 2 2 C 2

C3a10 := + + + +
43 6 7 9 10
2 3
4 d K2 K3 C2 2 2 2
d K2 C 2 2
d K2 2 C
2 12C 
2 dK
+ + + + ,
18 25 26 28
2 42 d3 K2 2 K3 2 C 42 d4 K1 2 K3 2 C 42 d4 K1 2 K3 2 C 12C 
2 dK

C3a11 := + + + ,
19 22 23 29

150
 C 3a := 2C3a8 + C3a10 , and C 3a := 2C3a9 + C3a11 .
con1 con2

Thus, (3.599) can be written as

(1) 2 () 2

(1 + tJ3a (h, )) h h

() 2

tC3a1 + th2 C3a2 + 2 th2 C3a3 + 2 th4 C3a4 h
() 2


+ th2 C3a5 + 2 th2 C3a6 + 2 th4 C3a7 uh

2
2 () ()
+ tC3a8 + tC3a9 u uh

+ tC3a10 + 2 tC3a11 Fu

2
(t, h)

() 2

tC3a1 + th2 C3a2 + 2 th2 C3a3 + 2 th4 C3a4 h
() 2


2 2 2 2 2 4
+ t2C3a8 + th C3a5 + t2C3a9 + th C3a6 + th C3a7 uh
 
2
+ tC 3a + 2 tC 3a Fu (t, h). (3.601)
con1 con2

As in (3.546), assume that J3a (h, ) < 0 and t is small enough so that t|J3a (h, )| < 21 .
() 2

Subtract tJ3a (h, ) h from both sides of (3.601) and divide the resulting expression

by 1 + tJ3a (h, ). Then

(1) 2 () 2

h h
() 2


2 tC3a1 + th2 C3a2 + 2 th2 C3a3 + 2 th4 C3a4 h
() 2


+2 t2C3a8 + th2 C3a5 + 2 t2C3a9 + 2 th2 C3a6 + 2 th4 C3a7 uh
() 2
 
+2t|J3a (h, )| h + 2 tC 3a + 2 tC 3a Fu2
(t, h). (3.602)
con1 con2

Step 3b: The variational formulation for Step 3b using a known stress for the -method

algorithm is

Re  (1)  
(1)

uh , v + 2(1 ) d(uh ), d(v)
t
Re  ()  
()
    
= uh , v 2(1 ) d(uh ), d(v) + f (1) , v (1) , d(v) . (3.603)
t

151
The variational formulation for the full -method approximation for Step 3b (using an

approximated stress) is

Re  (1)  
(1)

uh , v + 2(1 ) d(uh ), d(v)
t
Re  ()  
()
   
(1)

= uh , v 2(1 ) d(uh ), d(v) + f (1) , v h , d(v) . (3.604)
t
(1)
Subtract (3.604) from (3.603) and choose v = uh Xh :

Re  (1) () (1)
 
(1) (1)

uh uh , uh + 2(1 ) d(uh ), d(uh )
t
   
() (1) (1) (1)
+ 2(1 ) d(uh ), d(uh ) + (1) h , d(uh ) = 0. (3.605)

Bound the terms in (3.605) as

(1) 2 () 2
 
(1) () (1)
2 uh uh , uh uh uh , (3.606)

2t  4t(1 )
(1) 2

(1) (1)
2(1 ) d(uh ), d(uh ) = d(uh ) , (3.607)

Re Re

2t 
() (1)
 4t 2 (1 ) 2
()
2(1 ) d(uh ), d(uh ) d(uh )

Re Re
t(1 ) (1) 2

+ d(uh ) , (3.608)

Re

and

2t  (1) (1) (1)

 t
(1) (1) 2

h , d(uh ) h
Re Re(1 )
t(1 ) (1) 2

+ d(uh ) . (3.609)

Re

Combining (3.605) - (3.609) yields

(1) 2 () 2 (1) 2

1
uh uh + (C3b1 ) t d(uh )

2
(1) 2

() (1)
C3b2 t d(uh ) + C3b3 t h , (3.610)

152
where

Re 4 2 (1 )
C3b1 := , C3b2 := , C3b3 := .
2(1 ) Re Re(1 )

A bound for a general time step of the -method algorithm is needed to complete the

analysis. The bound across a general time step is found by extending the bounds obtained

above for the initial time step to the general time step (nt, (n + 1)t].

3.6.2 The general time step (nt, (n + 1)t]

Step 1a: Step 1a and Step 3a of the -method for viscoelastic fluid flow are identical in

type. Thus, from (3.602), a bound for Step 1a is given by

(n+) 2 (n) 2


h
h
(n) 2


2 tC3a1 + th2 C3a2 + 2 th2 C3a3 + 2 th4 C3a4 h
(n) 2


+2 t2C3a8 + th2 C3a5 + 2 t2C3a9 + 2 th2 C3a6 + 2 th4 C3a7 uh
(n) 2
 
+2t|J3a (h, )| h + 2 tC 3a + 2 tC 3a Fu 2
(t, h). (3.611)
con1 con2

Step 1b: Using (3.610) gives

(n+) 2 (n) 2 (n+) 2

1
uh uh + (C3b1 ) t d(uh )

(n) 2 (n+) 2

2
C3b2 t d(uh ) + 2C3b3 t h + 2C3b3 tF (t, h, ). (3.612)

Step 2a: To obtain the general bound for Step 2a, define

Re 4 (1 2) 2 (1 2)
C2a8 := , C2a9 := , and C2a10 := .
2 (1 2) Re Re

and examine (3.610) again. Thus,

(n+) 2 (n+) 2
2
1 (n+)
uh uh + (C2a8 ) t d(uh )

2
(n+) 2

(n+) 2
tC2a9 d(uh ) + 2tC2a10 h + 2tC2a10 F (t, h, ). (3.613)

153
Step 2b: The bound for Step 2b is found by examining (3.548).

(n+) 2 (n+) 2

h h
 2
t
(n+)
+ C2b1 u(n+) h

(1 + tJ2b (h, ))

  2 
(n+) (n+) (n+)
+C2b2 u uh h

(n+) 2 (n+) 2

2t|J2b (h, )| h + 2 (tC2b3 + tC2b4 ) h
!
(n+) 2

+2 tC 2b + th2 C2b6 + th2 C2b7 + 2 th2 C2b8 uh
con1
!
2 22
+t2C2b9 F (t, h, ) + 2 tC 2b + tC2b12 + tC2b13 Fu (t, h). (3.614)
con2

Step 3a: From (3.602) the following bound for Step 3a is obtained:

(n+1) 2 (n+) 2

h h
(n+) 2


2 tC3a1 + th2 C3a2 + 2 th2 C3a3 + 2 th4 C3a4 h
(n+) 2


+2 t2C3a8 + th2 C3a5 + 2 t2C3a9 + 2 th2 C3a6 + 2 th4 C3a7 uh
2  
(n+)
+2t|J3a (h, )| h + 2 tC 3a + 2 tC 3a Fu2
(t, h). (3.615)
con1 con2

Step 3b: The bound for Step 3b at the general nth step follows from (3.610).

(n+1) 2 (n+) 2 (n+1) 2

1
uh uh + (C3b1 ) t d(uh )

2
(n+1) 2

(n+) 2
C3b2 t d(uh ) + 2C3b3 t h + 2C3b3 tF (t, h, ). (3.616)

Next three unit strides are constructed.

154
For the first unit stride sum (3.611) - (3.616):

(n+1) 2 (n) 2 (n+1) 2 (n) 2

h h + uh uh
2
(n+) 2

(n+)
+ (C3b1 )1 t d(uh ) + (C2a8 )1 t d(uh )

(n+1) 2

+ (C3b1 )1 t d(uh )

 2
t
(n+)
+ C2b1 u(n+) h

(1 + tJ2b (h, ))

  2 
(n+) (n+) (n+)
+C2b2 u uh h

(n) 2

2 2 2 2 4
2 tC3a1 + th C3a2 + th C3a3 + th C3a4 h
(n+) 2

+2 (tC2b3 + tC2b4 ) h

(n+) 2

+2 tC3a1 + th2 C3a2 + 2 th2 C3a3 + 2 th4 C3a4 h
2 2 2
(n+) (n+) (n+1)
+2tC3b3 h + 2tC2a10 h + 2tC3b3 h

+2 t(2C3a8 ) + th2 C3a5 + 2 t(2C3a9 )

!
(n) 2

2 2 2 4
+ th C3a6 + th C3a7 uh
!
(n+) 2

2 2 2 2
+2 tC 2b + th C2b6 + th C2b7 + th C2b8 u
h
con1

+2 t(2C3a8 ) + th2 C3a5 + 2 t(2C3a9 )

!
(n+) 2

+ 2 th2 C3a6 + 2 th4 C3a7 uh

(n) 2 (n+) 2 (n+) 2

+2t|J3a (h, )| h + 2t|J2b (h, )| h + 2t|J3a (h, )| h
2 2 2
(n) (n+) (n+)
+tC3b2 d(uh ) + tC2a9 d(uh ) + tC3b2 d(uh )

 
+ t(4C 3a + 2C 2b ) + t(2C2b12 ) + 2 t(2C2b13 + 4C 3a ) Fu 2
(t, h)
con1 con2 con2
 
2
+ t(4C3b3 + 2C2a10 ) + t(2C2b9 ) F (t, h, ). (3.617)

155
For the second unit stride sum (3.611) - (3.616) with (n (n + 1)) in expressions (3.611)

and (3.612). Thus,

(n+1+) 2 (n+) 2 (n+1+) 2 (n+) 2

h h + uh uh
2 2
(n+1+) (n+)
+ (C3b1 )1 t d(uh ) + (C2a8 )1 t d(uh )

(n+1) 2

1
+ (C3b1 ) t d(uh )

 2
t
(n+)
+ C2b1 u(n+) h

(1 + tJ2b (h, ))

  2 
(n+) (n+) (n+)
+C2b2 u uh h

(n+1) 2

2 tC3a1 + th2 C3a2 + 2 th2 C3a3 + 2 th4 C3a4 h
2
(n+)
+2 (tC2b3 + tC2b4 ) h

(n+) 2

+2 tC3a1 + th2 C3a2 + 2 th2 C3a3 + 2 th4 C3a4 h
2 2 2
(n+1+) (n+) (n+1)
+2C3b3 t h + 2tC2a10 h + 2C3b3 t h

+2 t(2C3a8 ) + th2 C3a5 + 2 t(2C3a9 )

(n+1) 2

2 2 2 4
+ th C3a6 + th C3a7 uh
!
(n+) 2

+2 tC 2b + th2 C2b6 + th2 C2b7 + 2 th2 C2b8 uh
con1

+2 t(2C3a8 ) + th2 C3a5 + 2 t(2C3a9 )

(n+) 2

2 2 2 4
+ th C3a6 + th C3a7 uh

(n+) 2 (n+1) 2 (n+) 2

+2t|J3a (h, )| h + 2t|J3a (h, )| h + 2t|J2b (h, )| h
2 2 2
(n+1) (n+) (n+)
+tC3b2 d(uh ) + tC2a9 d(uh ) + tC3b2 d(uh )

 
+ t(2C 2b + 4C 3a ) + t(2C2b12 ) + 2 t(2C2b13 + 4C 3a ) Fu 2
(t, h)
con2 con1 con2
 
2
+ t(4C3b3 + 2C2a10 ) + t(2C2b9 ) F (t, h, ). (3.618)

156
For the third unit stride, sum (3.611) - (3.616) with (n (n + 1)) in (3.611), (3.612),

(3.613) and (3.614). This yields

(n+1+) 2 (n+) 2 (n+1+) 2 (n+) 2

h h + uh uh
2
(n+1) 2

(n+1+)
+ (C3b1 )1 t d(uh ) + (C3b1 )1 t d(uh )

2
1 (n+1+)
+ (C2a8 ) t d(uh )

 2
t
(n+1+)
+ C2b1 u(n+1+) h

(1 + tJ2b (h, ))

  2 
(n+) (n+) (n+1+)
+C2b2 u uh h

(n+1) 2

2 tC3a1 + th2 C3a2 + 2 th2 C3a3 + 2 th4 C3a4 h
2

(n+)

2 2 2 2 4
+2 tC3a1 + th C3a2 + th C3a3 + th C3a4 h
2
(n+1+)
+2 (tC2b3 + tC2b4 ) h
2
(n+1+) 2 (n+1) 2

(n+1+)
+2C3b3 t h + 2tC2a10 h + 2C3b3 t h

+2 t(2C3a8 ) + th2 C3a5 + 2 t(2C3a9 )

(n+1) 2

2 2 2 4
+ th C3a6 + th C3a7 uh
!
(n+1+) 2

+2 tC 2b + th2 C2b6 + th2 C2b7 + 2 th2 C2b8 uh
con1

+2 t(2C3a8 ) + th2 C3a5 + 2 t(2C3a9 )

(n+) 2

2 2 2 4
+ th C3a6 + th C3a7 uh

(n+1) 2 (n+1+) 2 (n+) 2

+2t|J3a (h, )| h + 2t|J2b (h, )| h + 2t|J3a (h, )| h
2 2 2
(n+1) (n+1+) (n+)
+tC3b2 d(uh ) + tC2a9 d(uh ) + tC3b2 d(uh )

 
+ t(4C 3a + 2C 2b ) + t(2C2b12 ) + 2 t(2C2b13 + 4C 3a ) Fu 2
(t, h)
con1 con2 con2
 
2
+ t(4C3b3 + 2C2a10 ) + t(2C2b9 ) F (t, h, ). (3.619)

157
Sum (3.617), (3.618), and (3.619), applying inverse estimates to the right hand side defor-
mation terms to obtain:
(n+1) 2 (n) 2 (n+1+) 2 (n+) 2 (n+1+) 2 (n+) 2

h h + h h + h h
2 2 2 2 2
(n+) 2

(n+1) (n) (n+1+) (n+) (n+1+)
+ uh uh + uh uh + uh uh
2 2 2
+ (C3b1 )1 t d(uh ) + 2 (C2a8 )1 t d(uh ) + 3 (C3b1 )1 t d(uh
(n+) (n+) (n+1)
)

2 2
+2 (C3b1 )1 t d(uh ) + (C2a8 )1 t d(uh
(n+1+) (n+1+)
)

2 ff
t
2
(n+) (n+) (n+)
(2C2b1 ) u(n+) h
(n+)
+ + (2C2b2 ) u uh h

(1 + tJ2b (h, ))

2 ff
t
2
(n+1+) (n+1+) (n+) (n+) (n+1+)
+ C2b1 u h + C2b2 u uh h
(1 + tJ2b (h, ))

(n) 2

+ t(2C3a1 ) + th2 (2C3a2 ) + 2 th2 (2C3a3 ) + 2 th4 (2C3a4 ) h
`

(n+) 2

+ (t(4C2b3 + 4C2a10 + 2C3b3 ) + t(4C2b4 )) h
(n+1) 2

+ t(4C3a1 + 6C3b3 ) + th2 (4C3a2 ) + 2 th2 (4C3a3 ) + 2 th4 (4C3a4 ) h
`

2
+ t(6C3a1 ) + th2 (6C3a2 ) + 2 th2 (6C3a3 ) + 2 th4 (6C3a4 ) h
` (n+)

2
(n+1+)
+ (t(2C2b3 + 4C3b3 + 2C2a10 ) + t(2C2b4 )) h

+ t(4C3a8 ) + th2 (CC3b2 + 2C3a5 )

!
(n) 2

+ 2 t(4C3a9 ) + 2 th2 (2C3a6 ) + 2 th4 (2C3a7 ) uh

(n+) 2

+th2 (2CC2a9 ) uh

+ t(12C3a8 + 4C 2b ) + th2 (3CC3b2 + 6C3a5 + 4C2b6 ) + 2 t(12C3a9 )

con1
!
(n+) 2

2 2 2 2 4
+th (4C2b7 ) + th (4C2b8 + 6C3a6 ) + th 6C3a7 uh

+ t(8C3a8 ) + th2 (2CC3b2 + 4C3a5 )

!
(n+1) 2

2 2 2 2 4
+ t(8C3a9 ) + th (4C3a6 ) + th (4C3a7 ) uh

(n+1+) 2

+th2 CC2a9 uh
!
(n+1+) 2

2 2 2 2
+ t(2C 2b ) + th (2C2b6 ) + th (2C2b7 ) + th (2C2b8 ) uh
con1

(n) 2 (n+) 2 (n+) 2

+2t|J3a (h, )| h + 4t|J2b (h, )| h + 6t|J3a (h, )| h
(n+1) 2 (n+1+) 2

+4t|J3a (h, )| h + 2t|J2b (h, )| h + HF 2 , (3.620)

158
where
 
2 2
HF 2 = t(12C 3a + 6C 2b ) + t(6C2b12 ) + t(6C2b13 + 12C 3a ) Fu (t, h)
con1 con2 con2
 
2
+ t(12C3b3 + 6C2a10 ) + t(6C2b9 ) F (t, h, ). (3.621)

(0) (0) ()
Sum expression (3.620) from n = 0 to N 1, and noting uh , h , and h are zero, yields
a bound at time (N )t = T . Thus,

(N ) 2 (N +) 2 (N +) 2 (N ) 2 (N +) 2 (N +) 2

h + h + h + uh + uh + uh
1 1 1
1 NX
(n+) 2
N 2
(n+) 1 NX
(n+1) 2

) + 2 (C2a8 )1
` X `
+ C3b1 t d(uh t d(uh ) + 3 C3b1 t d(uh )

n=0 n=0 n=0
N 1 N 1 2
(n+1+) 2
1
(n+1+)
) + (C2a8 )1
` X X
+2 C3b1 t d(uh t d(uh )

n=0 n=0
N 1 2 N 1 2
(2C2b1 ) X
(n+) C2b1 X
(n+1+)
+ t u(n+) h + t u(n+1+) h


(1 + tJ2b (h, )) n=0 (1 + tJ2b (h, )) n=0
N 1 2
(2C2b2 ) X
(n+)

(n+)
+ t u(n+) uh h


(1 + tJ2b (h, )) n=0
N 1 2
C2b2 X
(n+)

(n+1+)
+ t u(n+) uh h


(1 + tJ2b (h, )) n=0
N 1
s + u + u () 2 () 2 () 2
X
h + h + uh + HF 2 , (3.622)
n=0

where
N 1
(n) 2 `
s X
2 2 2 2 4
= h t(2C3a1 ) + th (2C3a2 ) + th (2C3a3 ) + th (2C3a4 )
n=0
N 1
(n+) 2
X
+ h (t(4C2b3 + 4C2a10 + 2C3b3 ) + t(4C2b4 ))
n=0
N 1
(n+1) 2 `
X
2 2 2 2 4
+ h t(4C3a1 + 6C3b3 ) + th (4C3a2 ) + th (4C3a3 ) + th (4C3a4 )
n=0
N 1
(n+) 2 `
X
2 2 2 2 4
+ h t(6C3a1 ) + th (6C3a2 ) + th (6C3a3 ) + th (6C3a4 )
n=0
N 1
(n+1+) 2
X
+ h (t(2C2b3 + 4C3b3 + 2C2a10 ) + t(2C2b4 ))
n=0
N 1 N 1 N 1
(n) 2 (n+) 2 (n+) 2
X X X
+2t|J3a (h, )| h + 4t|J2b (h, )| h + 6t|J3a (h, )| h
n=0 n=0 n=0
N 1 N 1
(n+1) 2 (n+1+) 2
X X
+4t|J3a (h, )| h + 2t|J2b (h, )| h , (3.623)
n=0 n=0

159
and
N 1
(n) 2
u X
= uh t(4C3a8 ) + th2 (CC3b2 + 2C3a5 )
n=0
!
2 2 2 2 4
+ t(4C3a9 ) + th (2C3a6 ) + th (2C3a7 )

N 1 N 1
(n+) 2 (n+1+) 2
X X
2 2
+ uh th (2CC2a9 ) + uh th CC2a9
n=0 n=0
N 1
(n+) 2
X
+ uh t(12C3a8 + 4C 2b ) + th2 (3CC3b2 + 6C3a5 + 4C2b6 ) + 2 t(12C3a9 )
con1
n=0
!
2 2 2 2 4
+th (4C2b7 ) + th (4C2b8 + 6C3a6 ) + th 6C3a7

N 1
(n+1) 2
X
+ uh t(8C3a8 ) + th2 (2CC3b2 + 4C3a5 )
n=0
!
+ 2 t(8C3a9 ) + 2 th2 (4C3a6 ) + 2 th4 (4C3a7 )

1
N
!
(n+1+) 2
X
2 2 2 2
+ uh t(2C 2b ) + th (2C2b6 ) + th (2C2b7 ) + th (2C2b8 ) .(3.624)
con1
n=0

The discrete Gronwalls inequality (Lemma 1.4.2) requires inequalities (3.625) - (3.630) be
(n) 2 (n+1) 2

satisfied. The coefficients on the h and h terms in s give the inequality

t(6C3a1 + 6C3b3 ) + th2 (6C3a2 )

+ 2 th2 (6C3a3 ) + 2 th4 (6C3a4 ) + 6t|J3a (h, )| 1. (3.625)

(n+) 2 (n+1+) 2

The h and h terms yield the inequality

t(6C2b3 + 6C2a10 + 6C3b3 ) + t(6C2b4 ) + 6t|J2b (h, )| 1, (3.626)

(n+) 2

and the h terms give

t(6C3a1 ) + th2 (6C3a2 ) + 2 th2 (6C3a3 )

+ 2 th4 (6C3a4 ) + 6t|J3a (h, )| 1. (3.627)

160
 2
(n+1) 2

From u the u(n)
h

and uh terms yield

t(12C3a8 ) + th2 (3CC3b2 + 6C3a5 )

+ 2 t(12C3a9 ) + 2 th2 (6C3a6 ) + 2 th4 (6C3a7 ) 1, (3.628)

(n+) 2 (n+1+) 2

the uh and uh terms give

th2 (3CC2a9 ) 1, (3.629)

(n+) 2 (n+1+) 2

and the coefficients on the uh and uh terms yield the inequality

t(12C3a8 + 6C 2b ) + th2 (3CC3b2 + 6C3a5 + 6C2b6 ) + 2 t(12C3a9 )

con1

+ th2 (6C2b7 ) + 2 th2 (6C2b8 + 6C3a6 ) + 2 th4 (6C3a7 ) 1. (3.630)

Examine (3.544) and (3.600) and note that

 
u(n+) u(n+) (n+)

u(n+)

+ uh

h



1
K1 + h K2 ,

and

(n+) (n+)
u
uh
K1 + K2 .

Thus,

|J2b (h, )| O(h2 , 2 h4 ), and |J3a (h, )| O(h2 , 2 h4 ). (3.631)

Summarizing (3.625) - (3.630) yields the stability requirement

t C + Ch2 + C + Ch2 + 2 Ch4 1,

which leads to the computationally restrictive condition

t Ch2 , and that Ch.

161
Apply the discrete Gronwalls inequality (Lemma 1.4.2) to (3.622). Hence,

(N ) 2 (N ) 2

h + uh
N 1 N 1 2
(n+) 2

(n+)
+ (C3b1 )1 ) + 2 (C2a8 )1
X X
t d(uh t d(uh )

n=0 n=0
N 1 N 1 2
1
X
(n+1) 2
(2C2b1 ) X
(n+) (n+)
+3 (C3b1 ) t d(uh ) + t u h

(1 + tJ2b (h, ))

n=0 n=0
N 1 2
(2C2b2 ) X 
(n+)

(n+)
+ t u(n+) uh h

(1 + tJ2b (h, ))

n=0
G(t, h, ), (3.632)

where

G(t, h, ) = CT 1 + + 2 Fu

2
2
(t, h) + CT 1 + F (t, h, ). (3.633)

From (3.632) it can be seen that

|k h k|2,0 G(t, h, ), and |kuh k|2,0 G(t, h, ).

Thus,
N
(n) 2
X
|kuh k|20,0 = t uh
n=0
N
X
tG(t, h, ) 1
n=0
= T G(t, h, ),

and similarly

|k h k|20,0 T G(t, h, ).

Also from (3.632)

N
X
(n+1) 2
C3b1
t d(uh ) G(t, h, ). (3.634)

3
n=0

162
Apply Korns inequality (see [10]) to (3.634) to obtain

C3b1
|kuh k|20,0 G(t, h, ), (3.635)
3

and from (3.634) and (3.635)

|kuh k|20,1 CT G(t, h, ).

The results in Theorem 3.6.1 are established by noting

|k h k|2,0 |k h k|2,0 + |k h k|2,0

2
G(t, h, ) + F (t, h, )

|ku uh k|2,0 G(t, h, ) + Fu

2
(t, h),

|ku uh k|20,0 T G(t, h, ) + Fu

2
(t, h),

and

|k h k|20,0 T G(t, h, ) + F
2
(t, h, ).

Finally,

|ku uh k|20,1 |ku uh k|20,1 + |kuh k|20,1

2
CT G(t, h, ) + Fu (t, h), (3.636)

which concludes the proof.

3.7 Induction Hypothesis

Verification of Induction Hypothesis 1 for uh . Assume that Induction Hypothesis 1

holds true for n = 1, 2, . . . , N 1. Interpolation properties, and inverse estimates (see [11])

163
give

(N ) (N )
uh uh u(N ) + u(N )



(N ) (N ) (N )
E + + uh + K1

d
d
d (N )

Ch 2 E (N ) + Ch 2 (N ) + Ch 2 uh + K1 . (3.637)

Using (3.132)

d d d d
 
Ch 2 E (N ) C hk 2 + hq+1 2 + (t)2 h 2 . (3.638)

From (3.632)

d d d

d2 (N )
Ch uh C hk 2 + hm+1 2 + hq+1 2
d d d d

+(t)2 h 2 + (t)h 2 + hm 2 + h 2 , (3.639)

and using interpolation properties

d d d

Ch 2 (N ) Chk+1 2 u(N ) Chk+1 2 . (3.640)

k+1

Thus, expression (3.637) yields


d d d

(N )
uh C hk 2 + hm+1 2 + hq+1 2



2 d2 d2 m d2 d2
+(t) h + (t)h + h + h + K1 , (3.641)

d d
an expression independent of N . Hence, provided k, m 2 1, q 2 1, and values of

h, t and are choosen such that

d d d d
hk 2 , hm+1 2 , hq+1 2 1, and t2 , h 2 ,

Then

(N )
uh
< K1 + 7C.


(N +) (N +1)
Similarly it follows that uh , and uh < K1 + 7C.

164
 CHAPTER 4

NUMERICAL RESULTS FOR VISCOELASTIC FLUID FLOW

In this chapter numerical results for the -method applied to viscoelastic fluid flow

are presented using two test problems. The first example uses a known analytical solution

to verify numerical convergence rates for the -method. The second example simulates vis-

coelastic flow through a 4:1 planar contraction, a prototypical problem for viscoelastic fluid

flow. Finite element computations were done using the FreeFem++ integrated development

environment [30]. Continuous piecewise quadratic elements were used for modeling the ve-

locity, and continuous piecewise linear elements were used for the pressure and stress. The

constitutive equation was stabilized using a SUPG discretization with parameter .

For the (optimal) value of = 1 2/2 0.29289 the local temporal discretization

errors are O((t)2 ). The influence of the value for on the numerical approximations

is illustrated in Figure 4.1 for computations performed on Example 1 (described below)

with = 0. The remaining computations used the optimal value. The constitutive and

conservation equation splitting parameters and were set to 1/2 for the computations

presented in Tables 4.1, 4.2, 4.3, and 4.4. The analysis presented in Chapter 3 used a Crank-

Nicolson method in Steps 1b and 2a of the initial time step. The computations presented in

this chapter were all implemented using the algorithm as stated in Section 3.2 of Chapter 3.

4.1 Example 1

The theoretical convergence rates were verified by considering fluid flow across a

unit square with a known solution.

165
 5
x 10
7 2.5

6.5

L2 Cvge. Rate for Velocity at time T = 2.0

||| u uh |||0,0 at T = 2 with h = (21/2)/32
6

5.5 2

4.5

= 0.2
4 1.5
= 0.27

3.5 = Optimal
= 0.315
3 = 0.385

2.5 1
0.2 0.22 0.24 0.26 0.28 0.3 0.32 0.34 0.36 0.38 0 5 10 15 20 25
Value 1/h

(a) Error |||u uh |||0,0 as a function of . (b) Experimental convergence rates.

Figure 4.1 Optimal value

Let = (0, 1) (0, 1), Re = 1, = 1/2, = 2, and a = 1. The true solution is

(x+y 12 t) 2 2
e (x x)(y y)
u = , (4.1)
e(x+yt) (x2 x)(y 2 y)
p = cos(2x)(y 2 y), (4.2)

= 2d(u). (4.3)

Remark: A right-hand-side function is added to (3.1) and f in (3.2) is calculated using

(4.1)-(4.3).

Three sequences of computations were performed to verify the results of Theorems

3.5.1, 3.5.2, and 3.6.1.

(i) Theorem 3.5.1: approximation of uh and ph , assuming ,

(ii) Theorem 3.5.2: approximation of h , assuming u and p,

(iii) Theorem 3.6.1: approximation of uh , ph and h .

4.1.1 Approximating uh and ph with known

Numerical results for the approximation of velocity, uh , and pressure, ph for a

known stress, , are presented in Table 4.1. These results correspond to the analysis of

166
Step 1b, Step 2a, and Step 3b as stated in Theorem 3.5.1. Note the following corollary to

Theorem 3.5.1.

Corollary 4.1.1 For Xh the space of continuous, piecewise quadratic functions, and Qh the

space of continuous, piecewise linear functions, t Ch2 , and , u, p sufficiently smooth,

there exists a constant C such that the approximation uh satisfies the error estimate:

|ku uh k|,0 + |ku uh k|0,1 C((t)2 + h2 ). (4.4)

The numerical convergence rates observed in Table 4.1 are consistent with those predicted

in Corollary 4.1.1. Note the proof of Theorem 3.5.1 required the restriction t Ch2 .

The numerical computations were performed with t h. It is an open question if the

restriction t Ch2 is a necessary condition.

Table 4.1 Approximation errors and convergence rates for |ku uh k| and |kp ph k| at
T = 2.
           
1 2 1 2 1 2 1 2 1 2 1 2
(t, h) ,
2 4 ,
4 8 ,
8 16 ,
16 32 ,
32 64 ,
64 128
|ku uh k|0,1 1.4552e-1 5.0959e-2 1.2837e-2 3.2943e-3 8.5448e-4 2.2329e-4
Cvge. Rate - 1.5 2.0 2.0 2.0 1.9
|ku uh k|0,0 1.5039e-2 2.8838e-3 5.2841e-4 1.0373e-4 2.1197e-5 4.4002e-6
Cvge. Rate - 2.4 2.5 2.3 2.3 2.3
|ku uh k|,0 1.4446e-2 3.1673e-3 6.3994e-4 1.3203e-4 2.7402e-5 5.7571e-6
Cvge. Rate - 2.2 2.3 2.3 2.3 2.3
|kp ph k|0,0 6.6917e-0 1.1223e-1 1.4973e-2 6.9976e-3 3.4928e-3 1.7535e-3
Cvge. Rate - 5.9 2.9 1.1 1.0 1.0
|kp ph k|,0 4.7931e-0 8.5149e-2 1.6671e-2 8.6430e-3 4.4883e-3 2.2925e-3
Cvge. Rate - 5.8 2.4 0.9 0.9 1.0

167
 4.1.2 Approximating h with u and p known

Next the approximation of the stress h assuming the velocity and pressure functions

are known is investigated. This is done by implementing Step 1a, Step 2b, and Step 3a of

the -method algorithm. The following corollary is obtained from Theorem 3.5.2.

Corollary 4.1.2 For Sh the space of continuous, piecewise linear functions, t Ch2 ,

and , u, p sufficiently smooth, there exists a constant C such that the approximation h

satisfies the error estimate

|k h k|,0 + |k h k|0,0 C((t)2 + t + h + h2 + ). (4.5)

The numerical convergence rates presented in Table 4.2 are consistent with those predicted

in Corollary 4.1.2. In Table 4.2 the effect of the upwinding parameter on |k h k|0,0

and |k h k|,0 is clearly evident.

The proof of Theorem 3.5.2 also requires the restriction t Ch2 . Here the nu-

merical computations were performed with t h.

4.1.3 Full -method approximation for viscoelasticity

Tables 4.3 and 4.4 contain the results for the approximation of u, p and using

the -method described by Step 1a - Step 3b. The following corollary is obtained from

Theorem 3.6.1.

Corollary 4.1.3 For Xh the space of continuous, piecewise quadratic functions, Sh and

Qh the space of continuous, piecewise linear functions, t Ch2 , and , u, p sufficiently

smooth, there exists a constant C such that the approximations uh and h satisfy the error

estimates

|ku uh k|,0 + |ku uh k|0,1 C((t)2 + t + h + h2 + ),

|k h k|,0 + |k h k|0,0 C((t)2 + t + h + h2 + ).

168
 Table 4.2 Approximation errors and convergence rates for |k h k| at T = 2.
         
2 1 2 1 2 1 2 1 2
(t, h) 1, 2 2, 4 4, 8 8 , 16 16 , 32
0 |k h k|0,0 2.1235e-1 6.6773e-2 1.9191e-2 5.0437e-3 1.2830e-3
Cvge. Rate - 1.7 1.8 1.9 2.0
|k h k|,0 1.7214e-1 5.7062e-2 1.6462e-2 4.4028e-3 1.1387e-3
Cvge. Rate - 1.6 1.8 1.9 2.0
h |k h k|0,0 2.0070e-1 8.4563e-2 3.7449e-2 1.6980e-2 8.0428e-3
2
Cvge. Rate - 1.2 1.2 1.1 1.1
|k h k|,0 1.6409e-1 6.1898e-2 3.1010e-2 1.5523e-2 7.62823e-3
Cvge. Rate - 1.4 1.0 1.0 1.0
 3
2
h |k h k|0,0 2.0174e-1 7.3678e-2 2.3575e-2 6.9629e-3 2.0645e-3
2
Cvge. Rate - 1.5 1.6 1.8 1.8
|k h k|,0 1.6474e-1 5.8665e-2 1.7012e-2 5.4369e-3 1.7269e-3
Cvge. Rate - 1.5 1.8 1.6 1.7
 2
h
2
|k h k|20,0 2.0346e-1 6.9501e-2 2.0245e-2 5.3281e-3 1.3546e-3
Cvge. Rate - 1.5 1.8 1.9 2.0
|k h k|,0 1.65915e-1 5.7620e-2 1.6546e-2 4.4105e-3 1.1399e-3
Cvge. Rate - 1.5 1.8 1.9 2.0

169
 The numerical convergence rates in Tables 4.3 and 4.4 are consistent with Corol-
lary 4.1.3. Pressure is treated implicitly in all steps of the algorithm, and a first order
convergence rate is observed for both |kp ph k|0,0 and |kp ph k|,0 .

Table 4.3 Approximation errors and convergence rates for |ku uh k|,0 , |k h k|,0 ,
and |kp ph k|,0 at T = 2.
         
1 2 1 2 1 2 1 2 1 2
(t, h) ,
2 4 ,
4 8 ,
8 16 ,
16 32 ,
32 64
0 |ku uh k|,0 2.6018e-3 5.0502e-4 1.2559e-4 3.1530e-5 7.9659e-6
Cvge. Rate - 2.4 2.0 2.0 2.0
|k h k|,0 5.6338e-2 1.6455e-2 4.3977e-3 1.1373e-3 2.8942e-4
Cvge. Rate - 1.8 1.9 2.0 2.0
|kp ph k|,0 8.1077e0 1.2817e-1 8.5460e-3 4.4574e-3 2.2822e-3
Cvge. Rate - 6.0 3.9 0.9 1.0
h |ku uh k|,0 2.8998e-3 1.1712e-3 5.4285e-4 2.5489e-4 1.2285e-4
2
Cvge. Rate - 1.3 1.1 1.1 1.1
|k h k|,0 6.1238e-2 2.9514e-2 1.3939e-2 6.6777e-3 3.2636e-3
Cvge. Rate - 1.1 1.1 1.1 1.0
|kp ph k|,0 8.1079e0 1.3145e-1 1.5620e-2 7.6836e-3 3.8197e-3
Cvge. Rate - 6.0 3.1 1.0 1.0
 3
2
h |ku uh k|,0 2.7188e-3 7.2552e-4 2.2485e-4 6.9023e-5 2.2812e-5
2
Cvge. Rate - 1.9 1.7 1.7 1.7
|k h k|,0 5.8004e-2 1.7633e-2 5.5220e-3 1.7079e-3 5.3942e-4
Cvge. Rate - 1.7 1.7 1.7 1.7
|kp ph k|,0 8.1078e0 1.28850e-1 8.6091e-3 4.4585e-3 2.2812e-3
Cvge. Rate - 6.0 3.9 0.9 1.0
 2
h |ku uh k|,0 2.6484e-3 5.7890e-4 1.4843e-4 3.7558e-5 9.4995e-6
2
Cvge. Rate - 2.2 2.0 2.0 2.0
|k h k|,0 5.6933e-2 1.6543e-2 4.4059e-3 1.1381e-3 2.8949e-4
Cvge. Rate - 1.8 1.9 2.0 2.0
|kp ph k|,0 8.1078e0 1.2834e-1 8.5574e-3 4.4574e-3 2.2821e-3
Cvge. Rate - 6.0 3.9 0.9 1.0

As was the case in Section 4.1.2 the effect of the upwinding parameter can be seen

in Tables 4.3 and 4.4.

170
Table 4.4 Approximation errors and convergence rates for |ku uh k|0,1 , |ku uh k|0,0 ,
|k h k|0,0 , and |kp ph k|0,0 at T = 2.
         
1 2 1 2 1 2 1 2 1 2
(t, h) ,
2 4 ,
4 8 ,
8 16 ,
16 32 ,
32 64
0 |ku uh k|0,1 5.3126e-2 1.3580e-2 3.5106e-3 9.2452e-4 2.4611e-4
Cvge. Rate - 2.0 2.0 1.9 1.9
|ku uh k|0,0 2.8471e-3 6.6322e-4 1.6269e-4 4.1253e-5 1.0498e-5
Cvge. Rate - 2.1 2.0 2.0 2.0
|k h k|0,0 6.5800e-2 1.9868e-2 5.3430e-3 1.38326e-3 3.5382e-4
Cvge. Rate - 1.7 1.9 1.9 2.0
|kp ph k|0,0 1.0359e1 1.5906e-1 7.7094e-3 3.5582e-3 1.7673e-3
Cvge. Rate - 6.0 4.4 1.1 1.0
h |ku uh k|0,1 5.6155e-2 1.8351e-2 7.1198e-3 3.1101e-3 1.4553e-3
2
Cvge. Rate - 1.6 1.4 1.2 1.1
|ku uh k|0,0 3.4867e-3 1.4315e-3 6.1829e-4 2.8092e-4 1.3303e-4
Cvge. Rate - 1.3 1.2 1.2 1.1
|k h k|0,0 8.2889e-2 3.6696e-2 1.6088e-2 7.4667e-3 3.6056e-3
Cvge. Rate - 1.2 1.2 1.1 1.1
|kp ph k|0,0 1.0360e1 1.6301e-1 1.9587e-2 9.5799e-3 4.7499e-3
Cvge. Rate - 6.0 3.1 1.0 1.0
 3
2
h |ku uh k|0,1 5.4420e-2 1.4811e-2 4.1097e-3 1.1722e-3 3.4391e-4
2
Cvge. Rate - 1.9 1.8 1.8 1.8
|ku uh k|0,0 3.1541e-3 9.2163e-4 2.6985e-4 8.0835e-5 2.4851e-5
Cvge. Rate - 1.8 1.8 1.7 1.7
|k h k|0,0 7.2634e-2 2.4166e-2 7.1489e-3 2.1020e-3 6.3693e-4
Cvge. Rate - 1.6 1.8 1.8 1.7
|kp ph k|0,0 1.0360e1 1.5990e-1 9.8979e-3 4.2639e-3 1.9876e-3
Cvge. Rate - 6.0 4.0 1.2 1.1
 2
h |ku uh k|0,1 5.3686e-2 1.3925e-2 3.6220e-3 9.55202e-4 2.5414e-4
2
Cvge. Rate - 1.9 1.9 1.9 1.9
|ku uh k|0,0 2.9926e-3 7.4891e-4 1.8748e-4 4.7623e-5 1.2108e-5
Cvge. Rate - 2.0 2.0 2.0 2.0
|k h k|0,0 6.8587e-2 2.1004e-2 5.6463e-3 1.4598e-3 37310e-4
Cvge. Rate - 1.7 1.9 2.0 2.0
|kp ph k|0,0 1.0359e1 1.5928e-1 8.1413e-3 3.6559e-3 1.7892e-3
Cvge. Rate - 6.0 4.3 1.2 1.0

171
 4.2 Example 2

The numerical approximation of viscoelastic flow through a planar 4:1 contraction

channel is presented for a second example. This has been a long standing benchmark

problem for viscoelastic flow [41, 48, 51]. A diagram of the flow geometry is given in

Figure 4.2. It is assumed that the channel lengths are sufficiently long for fully developed

Poiseuille flow at both the inflow and outflow boundaries. In the computations the value of

L in Figure 4.2 is set at 1/4.

16L

4L
16L
L

Figure 4.2 Plot of 4:1 contraction domain geometry.

The flow at t = 0 is assumed to be stationary and then slowly increased for t > 0

using A(t) = 1 et . The boundary conditions at the inflow of the channel are defined by

1 2


32 1 y
u = A(t) , (4.6)
0

and

A(t)2 y 2 (1 + a) 16A(t)y A(t)2 y 2 (a 1)

11 = , 12 = , and 22 = , (4.7)
D(t) D(t) D(t)

where

D(t) = 256 + A(t)2 y 2 2 (1 + a)(1 a).

The outflow boundary condition is

1
y2


2 16
u = A(t) . (4.8)
0

172
No slip boundary conditions are imposed for the velocity on the solid walls of the contraction,

and a symmetry condition is imposed along the bottom of the computational domain. The

computations were performed on a uniformly refined version of the mesh shown in Figure

4.3 with xmin = 0.0625 and ymin = 0.015625.

0
0 4 8

Figure 4.3 Sample contraction mesh

The computations were done using the full -method approximation given by (3.28)

- (3.33) for an Oldroyd B fluid (a = 1), with = 2 and Re = 1. The value of was set

to 8/9, which is commonly used in the literature [48]. The time step size and upwinding

parameter were set to t = 1/32 and = (2ymin )2 , respectively. Figures 4.4, 4.5, and 4.6

show streamlines for the fluid at times t = 1/8, 3/8, 1/2, 3/4, 1, and 2 superimposed on

a contour plot showing the magnitude of velocity. Note that, consistent with expectations,

as the velocity is increased, a vortex appears in the upper corner of the domain and grows

with the magnitude of the velocity.

1 1

0.8 0.8

0.6 0.6
y

0.4 0.4

0.2 0.2

0 0
3 3.2 3.4 3.6 3.8 4 4.2 4.4 4.6 4.8 5 3 3.2 3.4 3.6 3.8 4 4.2 4.4 4.6 4.8 5
x x

0 0.005 0.01 0.015 0.02 0.025 0 0.005 0.01 0.015 0.02 0.025 0.03 0.035

(a) t = 0.125 (b) t = 0.375

Figure 4.4 Streamlines and magnitude of velocity contours for u at t = 0.125 and
t = 0.375.

173
 1 1

0.8 0.8

0.6 0.6
y

y
0.4 0.4

0.2 0.2

0 0
3 3.2 3.4 3.6 3.8 4 4.2 4.4 4.6 4.8 5 3 3.2 3.4 3.6 3.8 4 4.2 4.4 4.6 4.8 5
x x

0 0.005 0.01 0.015 0.02 0.025 0.03 0.035 0.04 0.045 0 0.01 0.02 0.03 0.04 0.05 0.06

(a) t = 0.5 (b) t = 0.75

Figure 4.5 Streamlines and magnitude of velocity contours for u at t = 0.5 and t = 0.75.

1 1

0.8 0.8

0.6 0.6
y

0.4 0.4

0.2 0.2

0 0
3 3.2 3.4 3.6 3.8 4 4.2 4.4 4.6 4.8 5 3 3.2 3.4 3.6 3.8 4 4.2 4.4 4.6 4.8 5
x x

0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 0.1

(a) t = 1 (b) t = 2

Figure 4.6 Streamlines and magnitude of velocity contours for u at t = 1 and t = 2.

174
 CHAPTER 5

SUMMARY AND FUTURE WORK

5.1 Convection-Diffusion Equation

A fractional step -method for the approximation of the convection-diffusion equa-

tion was presented in Chapter 2. The -method analyzed for convection-diffusion was shown

to be second order accurate in time. The discretization of the modeling equations using the

-method allowed for a decoupling of the hyperbolic convective update from the parabolic

diffusion operator update within each time step. The streamline upwind Petrov-Galerkin

(SUPG) method was used to stabilize the hyperbolic convective operator.

5.2 Viscoelastic Fluid Flow

In Chapter 3 a fractional step -method was analyzed for slow or creeping viscoelas-

tic fluid flow modeled using a Johnson-Segalman constitutive equation. The -method

presented had the following benefits. The temporal discretization technique was proved to

be second order accurate, and allowed for the decoupling of the velocity and pressure up-

date from the stress update. By decoupling the modeling systems variables, the -method

resulted in smaller approximating algebraic systems. An additional benefit of the -method

was that only linear systems of equations are solved at each step in the approximation.

The decoupling used in this analysis is not unique. Future research may show other

splittings of the viscoelastic modeling system also have second order temporal accuracy. The

method analyzed used the splitting parameters and picked in [0,1]. Further study of

these parameters may provide insight into optimal values for these parameters which would

reduce the computation time for the approximation. SUPG was chosen as the stabilization

technique for the hyperbolic Johnson-Segalman constitutive equation. A comparison of

different stabilization techniques for the presented constitutive model or even the use of

175
other constitutive models may reduce the computational time or improve the accuracy of

the approximation.

The approximation scheme presented for slow or creeping viscoelastic-fluid flow

drops the inertial term (uu) from the conservation of momentum equation. An extension

of the work presented herein would be to analyze the -method including the inertial term.

5.3 Two-Phase Flow in a Porous Media

The modeling equations of two-phase flow in porous media are a coupled system of

nonlinear advection-diffusion equations. The approximation of two-phase flow in a porous

media is challenging because the modeling equations are non-linear, and the character

(parabolic or hyperbolic) of the modeling equations can vary in the problem domain. The

fractional-step -method may provide a second order accurate temporal approximation of

the modeling equations, and a method of handling different model phenomena using spe-

cialized solution techniques.

176
APPENDICES
 Appendix A

Common Bounds
In Appendix B and C bounds are established for the initial steps in the -method algorithm
applied to viscoelastic flow. For the proof of Theorem 3.5.1 where an estimate for the Stokes
2
Problem is obtained assuming a known true stress function bounds are needed for E () and

2
()
E . Lemmas B.1 and B.2 establish these estimates. For the constitutive equation the bounds
2 2
given by Lemmas C.1 and C.2 in Appendix C for F () and F () which are used to establish

the error estimates given in Theorem 3.5.2. In this Appendix some lemmas are proved that establish
bounds on common terms occurring in both the previously presented -method analysis, as well as
in Appendix B and Appendix C.
Taylor Expansions: Using repeated integration by parts
Z t
= u( 2 ) +

u() ut (, t) dt (A.1)
t
2
Z t
1 ()
= u( ) + t ut 2 +

2 utt (, t) (t t) dt (A.2)
2 t
2
t
( ) 1 (t)2 ( 2 ) 1
Z
1
= u( 2 ) + t ut 2 +
2
utt + uttt (, t) (t t) dt, (A.3)
2 2 4 2 t
2

and
Z t
= u( 2 )

(0) 2
u ut (, t) dt (A.4)
t0
Z t
1 ()
= u( 2 ) t ut 2 +
2
utt (, t) (t t0 ) dt (A.5)
2 t0
t
( ) 1 (t)2 ( 2 ) 1
Z
1
= u( 2 ) t ut 2 +
2 2
utt uttt (, t) (t t0 ) dt. (A.6)
2 2 4 2 t0

Lemma A.1 Under the assumptions of Theorem 3.5.1

() 2 t
u u(0)
Z
( 2 ) 3 2
ut Ct
kuttt (, t)k dt. (A.7)
t t0

Proof: Using (A.3) and (A.6) :

() 2 2
u u(0)
Z 
( 2 ) 1 () 1 (0) ()
ut = u u ut 2 dA
t
t t

178
 2
Z Z t Z t
1 2 1 2 2

= uttt (, t) (t t) dt + uttt (, t) (t t0 ) dt dA
2t t 2t t0
2
2
Z  2 Z t
1 2
2 uttt (, t) (t t) dt
2t t
2

Z t 2 )
2 2
+ uttt (, t) (t t0 ) dt dA
t0

Z  2 Z t Z t
1 2 4
2 (uttt (, t)) dt (t t) dt
2t t t
2 2
Z t Z t 
2 2 2 4
+ (uttt (, t)) dt (t t0 ) dt dA
t0 t0
Z  7 Z t 
12 3 2
(t) (uttt (, t)) dt dA
25 t0
Z t
2
Ct3 kuttt (, t)k dt.
t0

Lemma A.2 Under the assumptions of Theorem 3.5.1

2 Z t
1 () 1 (0)
u + u u( 2 ) Ct3 2

2 kutt (, t)k dt. (A.8)
2
t0

Proof: Using (A.2) and (A.5) the proof follows analogous to the work shown for the proof of
Lemma A.1.

Lemma A.3 Under the assumptions of Theorem 3.5.1

2
u u(0) CK1 2 t2 .
()
(A.9)

179
Proof: Note that
Z t
u() u(0) = ut dt
t0
Z t  12 Z t  21
2
1 dt (ut ) dt
t0 t0
Z t  21
1 1
2
= t 2 2 (ut ) dt .
t0

Thus,

2 Z Z t  21 !2
() 1 1
u u(0) t (ut )2 dt dA
2 2

t0
Z Z t 
2
t (ut ) dt dA
t0
Z t
2
t kut k dt
t0
2 2
CK1 t .

 
()
Lemma A.4 For f C 3 (0, 1) with (0, 1) and given f (0) and f () then f (0) + f () is
an O(t2 ) approximation for f () .

Proof: Using Taylors Theorem:

 00(0) 
f () f (0) f
f 0(0) = t + O(t2 ), (A.10)
t 2!
 00(0) 
f () f (0) f
f 0(0) = t + O(t2 ). (A.11)
t 2!

Multiplying (A.10) by t and (A.11) by t and add the resulting equations. Hence
  () (0) () (0)
t f 0(0) = f f f + f + O(t3 ),

yielding
!
0(0) 1
f = f () f () + f (0) + O(t2 ). (A.12)
t( ) t( ) t( )

Again using Taylors Theorem

f () = f (0) + tf 0(0) + O(t2 ). (A.13)

180
Substitute (A.12) into (A.13) giving
! !! !
2
f () = 1 + f (0) f () + O(t2 ),
( ) ( ) ( )

and after multiplying

!
() ( )
f = f (0) + f () + O(t2 ). (A.14)

181
 Appendix B

Initial Bounds for the Conservation Equations

2 2
In this Section bounds on E () and E () are established. The notation established

in Chapter 3 is used. Note: In order to achieve second order temporal convergence of the -method
() ()
the approximations for uh and uh are found using modifications of the general algorithm steps 1b
and 2a given in (3.29) and (3.30) respectivly. Thus, for the first time step of the -method algorithm
Steps 1b and 2a are described as follows:
Step 1b:

() (0)
uh u h () ()
Re + ph 2(1 ) d(uh )
t
1 
() (0)
 1 
(0)
= h + h + f () + f (0) + 2(1 ) d(uh ), (B.1)
2 2
()
uh = 0. (B.2)

Step 2a:

(1) ()
uh uh (1) (1)
Re + ph 2(1 ) d(uh )
(1 2)t
1 
(1) ()
 1 
()
= h + h + f (1) + f () + 2(1 ) d(uh ), (B.3)
2 2
(1)
uh = 0. (B.4)

() ()
Existance and uniqueness of solutions uh and uh obtained using the modified algorithm steps in
(B.1) and (B.3) follow exactly the proof of Lemmas 3.4.1 and 3.4.3 respectivly.

1
Lemma B.1 Under the assumptions of Theorem 3.5.1 with = = 2 and using (B.1), then

() 2
2
E and t d(E ()

2 2 2
Ch2k+2 u() + Ch2k+2 u(0) + tCh2k u()

k+1 k+1 k+1
2 Z t Z t
2 2
+tCh2k u(0) + Ct4 k(utt )k dt + Ct5 kuttt k dt

k+1 t0 t0
Z t Z t 2
k tt k dt + tCh2q+2 p( 2 )
2 2
+Ct5 kftt k dt + Ct4 .

t0 t0 q+1

182
Proof: Subtract the variational formulation of (B.1) from (3.13) evaluated at time t to obtain
2

   
( ) Re  ()    1
uh uh , v + 2(1 ) d(u( 2 ) ), d(v) 2(1 )
(0) ()
Re ut 2 , v d(uh ), d(v)
t 2
   
1 1 () 1 (0)
f + f f ( 2 ), v
(0)
= 2(1 ) d(uh ), d(v)
2 2 2
  
1 () 1 (0) 
+ ( 2 ) , d(v) + p( 2 ) , v , v Zh . (B.5)

+
2 2

Adding and subtracting appropriate terms from (B.5) yields

 ()
u u(0)
  
Re  ()  1 () Re  (0)  ( 2 )
e , v + 2(1 ) d(eu ), d(v) = e , v + Re ut , v
t u 2 t u t
   
1 (0) 1 () 1 (0) (
)
2(1 ) d(eu ), d(v) + 2(1 ) d(u ) + d(u ) d(u ), d(v) 2
2 2 2
   
1 () 1 (0) (
) 1 () 1 (0) (
)
f + f f 2 ,v + + , d(v) 2
2 2 2 2
 
+ p( 2 ) , v , v Zh . (B.6)

Let v = E () and note that eu = E + . Thus,

  (1 )t  
E () , E () + d(E () ), d(E () )
Re
  (1 )t  
(0) ()
= E ,E d(E (0) ), d(E () )
Re
  (1 )t  
() , E () d(() ), d(E () )
Re
  (1 )t  
+ (0) , E () d((0) ), d(E () )
 Re 
2(1 )t 1 1
d(u() ) + d(u(0) ) d(u( 2 ) ), d(E () )

+
Re 2 2
 () (0)
  
u u ( )

t 1 () 1 (0)
f + f f ( 2 ) , E ()

+t ut 2 , E ()
t Re 2 2
 
t 1 () 1 (0) t ( 2 )
 
+ ( 2 ) , d(E () ) +

+ p , E () . (B.7)
Re 2 2 Re

183
Consider bounding each term on the right hand side of (B.7) as

(0) 2
  1 2
E (0) , E () = E + 0 E () , (B.8)

40
(1 )t   (1 )2 2 t 2 2
d(E (0) ), d(E () ) = (0)
) +  t ()
) , (B.9)

1
Re 4Re2 1
d(E d(E
() 2
  1 2
() , E () + 2 E () , (B.10)

42
(1 )t   (1 )2 2 t 2 2
d(() ), d(E () ) () + 3 t d(E () ) , (B.11)

Re 4Re 32

(0) 2
  1 2
(0) , E () + 4 E () , (B.12)

44
(1 )t   (1 )2 2 t 2 2
d((0) ), d(E () ) (0)
+  t ()
, (B.13)

5
Re 4Re2 5
d(E
 
2(1 )t 1 1
d(u() ) + d(u(0) ) d(u( 2 ) ), d(E () )

Re 2 2
 2
(1 )2 2 t
 2
1 () 1 (0) (
)
()
u + u u 2 + 6 t ) , (B.14)
Re2 6 2 2
d(E
 ()
u u(0)

()
t ut 2 , E ()
t
2
2 t2
()
u u(0) ( 2 )
2
()
u t
+ 7 ,
47 t E
 
t 1 () 1 (0)
f + f f ( 2 ) , E ()

Re 2 2
2
2 t2
2
1 f () + 1 f (0) f ( 2 ) + 8

()

, (B.15)
4Re2 8 2 2 E
 
t 1 () 1 (0)
( 2 ) , d(E () )

Re 2 2
2
2 t
2
1 () 1 (0) ( )


()
+ 2 + 9 t ) , (B.16)
4Re2 9 2 2 d(E

t  ( 2 )  C 2 2 t 2 2
(2) ( 2 )
p , E () P +  t ()
) . (B.17)

10
Re Re2 10
p d(E

184
Using (B.8)-(B.17) with (B.7) gives
2  (1 )  2
(1 0 2 4 7 8 ) E () + 1 3 5 6 9 10 t d(E () )

Re
(0) 2 (1 )2 2 t
2
1 1 () 2 1 (0) 2

E + d(E (0) ) + +

40 4Re 12 42 44

2 2 2 2
(1 ) t 2 (1 ) t 2
+ () + (0)

4Re2 3 4Re2 5
 2 2
(1 )2 2 t 2 t2
()
u u(0)

1 () 1 (0) (
) ( 2 )
+ 2 u + 2 u u + 47 ut
2
Re2 6 t
2 2
2 t2 2

1 f () + 1 f (0) f ( 2 ) + t 1 () + 1 (0) ( 2 )

+ 2 2
4Re 8 2 2 4Re 9 2 2
C 2 2 t ( 2 )
2

+ 2
P ( 2 ) . (B.18)
Re 10
p

2 2
Choose 0 , 2 , 4 , 7 , 9 = 10 1
, and 1 , 3 , 5 , 6 , 9 , 10 = 12Re
. Note that E (0) = d(E (0) ) = 0.

Use lemmas from Appendix A and interpolation properties with (B.18) to obtain

() 2 (1 )
1 2
E + t d(E () )

2 2Re
2 2
Ch2k+2 u() + Ch2k+2 u(0)

k+1 k+1
2 2
+tCh2k u() + tCh2k u(0)

k+1 k+1
Z t Z t
2 2
+Ct4 k(utt )k dt + Ct5 kuttt k dt
t0 t0
Z t Z t
2 2
+Ct5 kftt k dt + Ct4 k tt k dt
t0 t0
2
+tCh2q+2 p( 2 ) . (B.19)

q+1

1
Lemma B.2 Under the assumptions of Theorem 3.5.1 with = = 2 and using (B.3), then
 
() 2 () 2 () 2 (0) 2

2k+2
E Ch u + u + u
k+1 k+1 k+1
 2 2 
(0) 2

2k () ()
+tCh u + u + u
k+1 k+1 k+1
Z t Z t
2 2
+Ct4 k(utt )k dt + Ct5 kuttt k dt
t0 t0
Zt Z t
2 2
+Ct5 kftt k dt + Ct4 k tt k dt
t0 t0
 2 
1 2

+tCh2q+2 p( 2 ) + p( 2 ) .

q+1 q+1

185
Proof: The proof of Lemma B.2 follows analogously the proof of Lemma B.1, making note that
() 2
2
E , and t d(E () ) are bound using (B.19).

186
 Appendix C

Initial Bounds for the Constitutive Equation

Lemma C.1 Under the assumptions of Theorem 3.5.2

() 2

2
C h2m+2 + t2 h2m+2 + 2 t2 h2m ()

F
m+1

2
+C h2m+2 + t2 h2m+2 + t2 h2m + 2 t2 h2m + 2 t2 h2m2 (0)

m+1
Z t 2
2 (0)
+Ct4 + Ct4 2 h2 + Ct5 k ttt (, t)k dt + C 2 t2 h2 t . (C.1)

t0

Proof: Subtracting ((3.28) with known u and n = 0) from ((3.12) at t = 0):

 ()  
()
  (0)  
(0)
 
(0)

e , + e , (0) = e , (1 ) e , (0) u(0) e , (0)
t h t h h
 () (0)


(0)
 (0)
ga (e , u(0) ), (0) + t ,
h t
   
(0)
(0) () , (0) + t , u(0) . (C.2)
h

()
Recall that e = () + F () . Let = F () and (C.2) yields

() 2 () 2 t
  t  
F + () , F () + F + () , F ()

t  () ()
 t  
+ F , u F(0)
+ () , u(0) F ()
   
(0) () (0) ()
= F ,F + ,F
t   t  
F (0) , F () F (0) , u(0) F ()

t  (0) ()  t  (0) 
,F , u(0) F ()
   
t u(0) F (0) , F () t u(0) F (0) , u(0) F ()
   
t u(0) (0) , F () t u(0) (0) , u(0) F ()
   
t ga (F (0) , u(0) ), F () t ga (F (0) , u(0) ), u(0) F ()
   
t ga ((0) , u(0) ), F () t ga ((0) , u(0) ), u(0) F ()
   
t () (0) , F () t () (0) , u(0) F ()
 ()
(0)
  
(0) (0)
+t t , F () + t t , u(0) F () . (C.3)
t

187
Appropriate bounds are now placed on each of the terms in (C.3). Thus,

() 2
  1 2
() , F () + 1 F () , (C.4)

41
t  () ()  2 2 (t)2 () 2

() 2

,F + 2 , (C.5)
42 2
F
t  () 
F , u(0) F () = 0, (C.6)

t  () 1
2 2 2 (t)2
 2 K 2 dCh
() 2
2
, u(0) F () + 3 F () , (C.7)

43 2
 
F (0) , F () = 0, (C.8)
(0) 2
  1 2
(0) , F () + 4 F () , (C.9)

44
t  (0) () 
F ,F = 0, (C.10)

t  
F (0) , u(0) F () = 0, (C.11)

t  (0) ()  2 2 (t)2 (0) 2
2
,F + 5 F () (C.12)

2
4 5
t  (0) 1
2 2 (t)2 Ch2
 2 K 2 d
(0) 2

() 2

, u(0) F () + 6 , (C.13)
42 6
F
 
t u(0) F (0) , F () = 0, (C.14)
 
t u(0) F (0) , u(0) F () = 0, (C.15)
  K 2 d
1
2 (t)2 2 2
t u(0) (0) , F () (0) + 7 F () , (C.16)

47
  2 d2 K 4 2 (t)2 Ch2 2 2
1
t u(0) (0) , u(0) F () (0) + 8 F () ,(C.17)

48
 
t ga (F (0) , u(0) ), F () = 0, (C.18)
 
t ga (F (0) , u(0) ), u(0) F () = 0, (C.19)
 4K 2 d2 2 (t)2
(0) 2
 2
1
t ga ((0) , u(0) ), F () + 9 F () , (C.20)

9
 
t ga ((0) , u(0) ), u(0) F ()

2 4K1 2 d3 2 (t)2 Ch2 (0) 2

2
+ 10 F () , (C.21)

10
 () 2
(0) 2 (t)2
 () (0)
(0) () 2

(0)
t , F ()

t
t + 11 , (C.22)
t 411 t
F

(0)
 2 K 2 d
1
2 (t)2 Ch2 (0) 2
2
t t , u(0) F () t + 12 F () . (C.23)

412

188
   2 (t)2 2 2 2
t () (0) , F () (0) + 13 F ()
()
(C.24)

413
 
t () (0) , u(0) F ()
1 2 Ch2
2 2 (t)2 2 dK 2 2
(0) + 14 F ()
()
(C.25)

414

Using (C.4) - (C.25) in (C.3) yields

14
!
() 2 t X

1+ i

F
i=1
!
2 1 2 2 t2 2 2 2 t2
2 K1 2 dCh
() + +

41 2
4 2 43 2
2 1 2 2 t2 2 2 2 t2
2 K1 2 dCh
+ (0) + +

44 45 2 46 2
!
4K1 2 d2 2 t2 4K1 2 d3 Ch2 2 2 t2
+ +
9 10
!
2 K 2 d
1
2 t2 2 K1 4 2 Ch2 2 t2
d
+ (0) +

47 48
!

()
2 2 (t)2 2 1 2 Ch2
2 2 t2 2 dK
(0)
+ +
413 414
2 2 2 2
2 t2 () (0) 2 2

(0)
2
+ K1 d t Ch (0)

+ t t . (C.26)
411 t 412

For i {1, . . . , 14} choose i = 1/28. Using Lemma A.1

2 Z t
2 t2
() (0)
(0) 5 2

t Ct k ttt (, t)k dt, (C.27)

411 t t0

and Lemma A.3 gives

!
2 (t)2 2 1 2 Ch2
2 2 t2 2 dK 2
(0) Ct4 + C 2 t4 h2 .
()
+ (C.28)

413 414

Thus (C.26) gives,

() 2

2
C h2m+2 + t2 h2m+2 + 2 t2 h2m ()

F
m+1

2
2m+2 2 2m+2 2 2m 2 2 2m
+C h + t h + t h + t h + 2 t2 h2m2 (0)

m+1
Z t
(0) 2

2
+Ct4 + Ct4 2 h2 + Ct5 k ttt (, t)k dt + C 2 t2 h2 t . (C.29)
t0

189
Lemma C.2 Under the assumptions of Theorem 3.5.1,

() 2

F S(h, t, ), (C.30)

where
 2


S(h, t, ) = C h2m+2 + t2 h2m+2 + 2 t2 h2m ()

m+1

2
+C h2m+2 + t2 h2m+2 + t2 h2m + 2 t2 h2m + 2 t2 h2m2 (0)

m+1
Z t
2
+Ct4 + Ct4 2 h2 + Ct5 k ttt (, t)k dt
t0
2 
(0)
+C 2 t2 h2 t (1 + t2 + t)

2
+C h2m+2 + t2 h2m+2 + th2m+2 ()

m+1

2
+C h2m+2 + t2 h2m+2 + th2m+2 + t2 h2m + th2m ()

m+1
Z t
2
+C(t4 + 2 t4 h2 + Ct5 k ttt (, t)k dt + C 2 t2 .
t

Proof: Subtracting ((3.31) with known u and n = 0) from ((3.12) at t = ):


()
 
()
 
()
 
()

e , + e , () + u e , () + ga (e , u() ), ()
(1 2)t h h h
!
() ()

()
 
()
 ()
= e , e , () + t ,
(1 2)t h (1 2) t
   
()
+ t , u() () () , () . (C.31)
h

190
Choose = F () . Then from (C.31)

() 2
 
F + () , F ()
(1 2) t () 2 (1 2) t
 
+ F + F () , u() F ()

(1 2) t  () ()  (1 2) t  () 
+ ,F + , u() F ()

  2
+ (1 2) t u F () , F () + (1 2) t u F ()

   
+ (1 2) t u () , F () + (1 2) t u () , u() F ()
   
+ (1 2) t ga (F () , u() ), F () + (1 2) t ga (F () , u() ), u() F ()
   
+ (1 2) t ga (() , u() ), F () + (1 2) t ga (() , u() ), u() F ()
   
= F () , F () + () , F ()
(1 2) t  () ()  (1 2) t  () 
F ,F F , u() F ()

(1 2) t  () ()  (1 2) t  () 
,F , u() F ()
!
() ()
()

()

+ (1 2) t t , F () + (1 2) t t , u() F ()
(1 2) t
(1 2) t  () 
() , F () + u() F () . (C.32)

Bounding all the terms in (C.32),

() 2
  1 2
() , F () + 1 F () , (C.33)

41
(1 2) t  () 
F , u() F () = 0, (C.34)

2
(1 2) t  () ()  2 (1 2) t2 () 2
2
,F + 2 F () , (C.35)

2
42
(1 2) t  ()  2 (1 2) t
() 2

, u() F ()
2 43

2
+ 3 (1 2) t u() F () , (C.36)

 
(1 2) t u F () , F () = 0, (C.37)
  (1 2)2 t2 K 2 d 2 2
1
(1 2) t u () , F () () + 4 F () , (C.38)

44
  (1 2) tK 2 d 2
1
(1 2) t u () , u() F () ()

45
2
+5 (1 2) t u() F () , (C.39)

191
   2
(1 2) t ga (F () , u() ), F () 4 (1 2) tK1 d F () , (C.40)

 
(1 2) t ga (F () , u() ), u() F ()
2 4 2 (1 2)2 t2 K 2 d2 2
1
6 F () + u F () ,
()
(C.41)

6
 4 (1 2)2 t2 K 2 d2
() 2
 2
1
(1 2) t ga (() , u() ), F () + 7 F () , (C.42)

7
 4 (1 2) tK 2 d2
() 2

1
(1 2) t ga (() , u() ), u() F ()
8

2
+ (1 2) t8 u() F () , (C.43)

() 2
  1 2
F () , F () F + 9 F () , (C.44)

49
  1 () 2

2

() , F () + 10 F () , (C.45)

410
2
(1 2) t  () ()  2 (1 2) t2 () 2

() 2

F ,F + 11 , (C.46)
42 11
F F

(1 2) t  ()  2 (1 2) t
() 2

F , u() F ()
2 412
F
2
+ (1 2) t12 u() F () , (C.47)

2
(1 2) t  () ()  2 (1 2) t2 () 2
2
,F + 13 F () , (C.48)

2
413
(1 2) t  ()  2 (1 2) t
() 2

, u() F ()
2 414

2
+14 (1 2) t u() F () , (C.49)

! 2
2
() () () () (1 2) t2 () ()

()
(1 2) t t , F t
(1 2) t 415 (1 2) t


2
+15 F () . (C.50)


Using u = 0, and u = 0,
   
() ()
(1 2) t t , u() F () = (1 2) t u() , t : F ()
 
()
(1 2) t u() t , F ()
 
()
= (1 2) t u() t , F ()
2
(1 2) 2 t2 2
()
2
u t + 16 F () . (C.51)
()


416

192
Lastly

(1 2) t  ()  2 (1 2)2 t2 2
() 2

() , F ()
() ()
+ 17 , (C.52)
42 17
F

and
2 1 2 Ch2
(1 2) t  ()  2 2 (1 2) t2 dK 2
() , u() F ()
() ()

42 18

2
+ 18 F () . (C.53)

Using the bounds stated in (C.33) - (C.53) with (C.32) yields

 (1 2) t
() 2

F 1 + 1 2 4 6 7 9


10 11 13 15 16 17 18 (1 2) t4K1 d
2
+ u() F () (1 2) t 1 3 5 8 12 14

!
4 (1 2) tK1 2 d2

6
!
2
2 1 2 (1 2) t2 2 (1 2) t
F () + +

49 42 11 2 412
!
2
() 2
1 2 (1 2) t2 2 (1 2) t
+ + +
410 2 413 2 414
2
2 1 2 (1 2) t2 2 (1 2) t
+ () + +

41 2 42 2 43
!
2
4 (1 2) t2 K1 2 d2 4 (1 2) tK1 2 d2
+ +
7 8
!
2 (1 2)2 t2 K 2 d (1 2) tK 2 d
1 1
+ () +

44 45
!
2 2 (1 2)2 t2 2
2 2 (1 2) t2 dK 1 2 Ch2
() ()
+ +
42 17 42 18
2
2 2
(1 2) t2 () ()

() (1 2) 2 t2 ()
2
()
+ t + u t . (C.54)
415 (1 2) t 416

Choosing i (i {1, . . . , 18}) and t sufficiently small the terms on the left hand side of (C.54)
remain positive. Lemma A.1 yields
2
2 Z t
() ()
(1 2) t2
() 5 2
t Ct k ttt (, t)k dt
415 (1 2) t

t

193
and making note that < K1 , and using Lemma A.3 gives
!
2 2 1 2 Ch2
2 (1 2) t2 2 2 (1 2) t2 dK 2
C(t4 + 2 t4 h2 ).
() ()
+
42 17 42 18

Finally, as u, t < K1 bound

2
(1 2) 2 t2
()
2
()
u t C 2 t2 . (C.55)
416

Thus, using interpolation properties, approximation properties of the stress space Sh establishes

() 2

F S(h, t, ).

194
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