A fully discrete stabilized nite element method for the time-dependent

NavierStokes equations
q
Li Shan
*
, Yanren Hou
Faculty of Science, Xian Jiaotong University, Xian 710049, PR China
a r t i c l e i n f o
Keywords:
NavierStokes equations
Stabilized nite element
Local Gauss integration
Error estimate
a b s t r a c t
In this article, we consider a fully discrete stabilized nite element method based on two
local Gauss integrations for the two-dimensional time-dependent NavierStokes equa-
tions. It focuses on the lowest equal-order velocitypressure pairs. Unlike the other stabi-
lized method, the present approach does not require specication of a stabilization
parameter or calculation of higher-order derivatives, and always leads to a symmetric lin-
ear system. The Euler semi-implicit scheme is used for the time discretization. It is shown
that the proposed fully discrete stabilized nite element method results in the optimal
order bounds for the velocity and pressure.
2009 Elsevier Inc. All rights reserved.
1. Introduction
Stable mixed nite element methods for incompressible ows require pressure and velocity approximations that satisfy
the infsup (or LBB ) compatibility condition (see [1] and the reference therein). This condition does not allow the use of
simple interpolations like equal-order ones, which are desirable from a computational view point.
Several solutions have been proposed to overcome this restriction, such as the SUPG method [2], the BrezziPitkaranta
method [3], the Douglas-Wang method [4] and the well known GLS method [5]. All of them belong to the class of resid-
ual-based methods or are closely related to residual-based stabilized methods. For an overview of stabilized nite element
methods for the Stokes problem, see [6]. On the other hand, there are several non-residual-based stabilized nite element
methods, such as Pressure-Gradient-Projection methods [7,8], in which an extra unknown in the form of the projection of
the gradient of the pressure onto the velocity nite element space is introduced, generating a stable problem even for
equal-order interpolations; and the Polynomial Pressure Projection methods [9,10], which are based on a detailed study
of the instabilities associated to the equal-order and linear-constant pairs, and adding terms to the formulation particularly
suited to stabilize these instabilities, these terms depend on projection operators which are shown to be locally computable.
Some of these technique have also been extended to transient incompressible ow problems [11,12]. In particular, the work
by Li et al. [13] proposed a new kind of stabilized nite element method for the linear interpolation in space, which based on
the idea of [9]. The stabilized term now containing only two local Gauss integrations (the difference between the consistent
and under-integrated Gauss integration). Actually, if we introduce an appropriate projection of pressure, the method in [13]
is exactly the one proposed in [10]. However, viewing the problem from computational angle, the former manifests ef-
ciency because of using local Gauss integrations to deal with the stabilized term.
This paper continues the analysis of the stabilized mixed nite element method for solving the two-dimensional time-
dependent NavierStokes problem. [13] has dealt mainly with spatially discrete, time continuous approximations. Here
0096-3003/$ - see front matter 2009 Elsevier Inc. All rights reserved.
doi:10.1016/j.amc.2009.04.037
q
Supported by NSFC (Grant No. 10871156) and NSFC (Grant No. 10471110).
* Corresponding author.
E-mail addresses: li.shan13@gmail.com (L. Shan), yrhou@mail.xjtu.edu.cn (Y. Hou).
Applied Mathematics and Computation 215 (2009) 8599
Contents lists available at ScienceDirect
Applied Mathematics and Computation
j our nal homepage: www. el sevi er. com/ l ocat e/ amc
we discuss a fully discrete stabilized nite element approximation, in which time is discreted by the Euler semi-implicit
scheme with the time step 0 < Dt < 1.
The outline of the paper is as follows: In Section 2, we introduce an abstract functional setting for the two-dimensional
NavierStokes equations along with some notations. The stabilized nite element methods is stated in Section 3 which is
only considering the spatial discretization. In order to make the error estimates for the fully discrete solutions, we provide
some key technical lemmas and known results in Section 4. The time discretization using the Euler semi-implicit scheme is
displayed in Section 5. Based on the preceding analysis, we present the optimal order error estimates for the approximate
velocity and pressure in Section 6.
2. Preliminaries
2.1. Nomenclature
In what follows, X denotes a bounded domain in R
2
, with a Lipschitz continuous boundary C, satisfying the further con-
dition stated in H1 below. Throughout the paper, we employ the standard notation H
s
X; jj jj
s
; ;
s
; s P0 for the Sobolev
spaces of all functions having square integrable derivatives up to order s on X, the standard Sobolev norm, and inner product,
respectively. When s=0, we will write L
2
X instead of H
0
X, the L
2
-inner product and L
2
-norm are denoted by ; and j j,
respectively. As usual, H
1
0
X will denote the closure of C
1
0
X with respect to the norm jj jj
1
. To introduce a variational for-
mulation, we set
X H
1
0
X
2
; Y L
2
X
2
; M L
2
0
X q 2 L
2
X;
_
X
qdx 0
_ _
;
V fv 2 X; divv 0g; DA H
2
X
2
\ X:
The spaces H
1
0
X and X are equipped with usual scalar product and norm
u; v ru; rv; jjujj u; u
1
2
:
As noted, a further assumption on X is needed:
(H1) Assume that X is regular in the sense that the unique solution v; q 2 X; M of the steady Stokes problem
Dv rq g; divv 0 in X;
vj
oX
0
for a prescribed g 2 Y exists, and satises
jjvjj
2
jjqjj
1
6 cjgj:
Throughout the paper, we use c to denote a generic positive constant whose value may change from place to place but that
remains independent of the mesh parameter h maxfh
K
g.
We remark that the validity of assumption H1 is known (see [14] ) if oX is of C
2
, or if X is a two-dimensional convex
polygon. We also note that H1 implies the following inequalities
jvj
2
6 c
0
jjvjj
2
8v 2 X; jjvjj
2
6 c
0
jjvjj
2
2
6 cjAvj
2
8v 2 DA; 2:1
where we denote the Laplace operator by A D and c
0
is a positive constant depending only on X.
In this paper, we formulate the method for the transient NavierStokes problem that use pressure and velocity nite ele-
ment spaces dened with respect to the same partition K
h
of X into triangles K or quadrilaterals K with mesh size 0 < h < 1,
assumed to be uniformly regular in the usual sense.
Our main focus is on lowest equal-order velocity and pressure pairs. For simplicity of notation and keep the paper brief,
we will conne our attention to the Q
1
Q
1
(bilinear velocity, bilinear pressure) quadrilateral element and P
1
P
1
(linear
velocity, linear pressure) triangular element as follows:
X
h
fv
h
2 C
0
X
2
\ X : v
h
j
K
2 R
1
K
2
8K 2 K
h
g;
M
h
fq
h
2 C
0
X \ M : q
h
j
K
2 R
1
K 8K 2 K
h
g;
where
R
1
K
Q
1
K if K is quadrilateral;
P
1
K if K is triangle:
_
and the following properties are classical (see [15,16]):
86 L. Shan, Y. Hou/ Applied Mathematics and Computation 215 (2009) 8599
jjv
h
jj 6 ch
1
jv
h
j; jv
h
j
1
6 cjlnhj
1
2
jjv
h
jj 8v
h
2 X
h
; 2:2
jjP
h
vjj 6 cjjvjj 8v 2 X; 2:3
where P
h
: Y ! X
h
is a L
2
-orthogonal projection operator dened by
P
h
v; v
h
v; v
h
8v 2 Y; v
h
2 X
h
:
2.2. The time-dependent NavierStokes problem
Our aim is to solve the following time-dependent, incompressible NavierStokes equations
u
t
mDu u ru rp f ; divu 0 8x; t 2 X 0; T; 2:4
u 0 8x; t 2 oX 0; T; ux; 0 u
0
x 8x 2 X; 2:5
where u ux; t u
1
x; t; u
2
x; t represents the velocity, p px; t the pressure, f f x; t the prescribed body force,
u
0
x the initial velocity, m the viscosity and T > 0 a nite time. As usual, we make the following assumption on the pre-
scribed data for problem (2.4) and (2.5).
(H2) The initial velocity u
0
x 2 DA and the body force f x; t 2 L
2
0; T; Y are assumed to satisfy
jju
0
jj
2

_
T
0
jf tj
2
jf
t
tj
2
dt
_ _
1
2
6 c: 2:6
In order to give the weak formulation of the problem (2.4) and (2.5), we dene the continuous bilinear forms a; and d;
on X X and X M, respectively, by
au; v mu; v 8u; v 2 X;
dv; q q; divv 8v 2 X; q 2 M:
Furthermore, we introduce the following bilinear operator:
Bu; v u 5v
1
2
divuv 8u; v 2 X;
and dene a trilinear form on X X X by
bu; v; w < Bu; v; w>
X0;X
u 5v; w
1
2
divuv; w
1
2
u 5v; w
1
2
u 5w; v 8u; v; w 2 X:
It is easy to verify that the trilinear form b satises the following important properties (see [14,17]):
bu; v; w bu; w; v; 2:7
jbu; v; wj jbw; v; uj 6 c
0
juj
1
2
jjujj
1
2
jjvjj jwj
1
2
jjwjj
1
2
jvj
1
2
jjvjj
1
2
jjwjj
_ _
; 2:8
for all u; v; w 2 X and c
0
, like the quantity c
1
that appears subsequently, is a positive constant depending on X.
With the above notations, the weak form of problem (2.4) and (2.5) can now be written as: Find
u; p 2 L
2
0; T; X L
2
0; T; M; t 2 0; T such that for all v; q 2 X; M:
u
t
; v Bu; p; v; q bu; u; v f ; v; 2:9
u0 u
0
; 2:10
where the generalized bilinear form B on X; M X; M is given by
Bu; p; v; q au; v dv; p du; q:
A simple modication to the argument given in [14,18] allows us to obtain the following regularity results.
Theorem 2.1. Assume that H1 and H2 hold, then for any given T > 0, the problem (2.9) and (2.10) admit a unique solution
u; p satisfying the following estimates:
jjutjj
2

_
t
0
ju
t
j
2
jAuj
2
jjpjj
2
1
dt 6 c; 2:11
stjAutj
2
jjptjj
2
1
ju
t
tj
2

_
t
0
ssjju
t
jj
2
ds 6 c; 2:12
stjju
t
tjj
2

_
t
0
ssju
tt
j
2
jAu
t
j
2
jjp
t
jj
2
1
ds 6 c; 2:13
for all t 2 0; T, where st minf1; tg.
L. Shan, Y. Hou/ Applied Mathematics and Computation 215 (2009) 8599 87
3. Stabilized nite element method
It is known that the lowest equal-order nite element pair dose not satisfy the infsup condition. It requires the compen-
sation for pressure, so we dene the following local difference between a consistent and an under-integrated mass matrices
the stabilized formulation (cf. [13])
Gp
h
; q
h
p
T
E
k
E
1
q p
T
E
k
q p
T
E
1
q:
Here, we set
p
T
p
1
; p
2
; . . . ; p
N

T
; q q
1
; q
2
; . . . ; q
N
;
E
ij
/
i
; /
j
_ _
; p
h

N
i1
p
i
/
i
;
p
i
p
h
x
i
8p
h
2 M
h
; i; j 1; 2; . . . ; N;
where /
i
is the basis function of the pressure on the domain X such that its value is one at node x
i
and zero at other nodes;
the symmetric and positive E
k
; k P2 and E
1
are pressure mass matrix computed by using k-order and 1-order Gauss inte-
grations in each direction, respectively; Also, p
i
and q
i
; i 1; 2; . . . ; N are the value of p
h
and q
h
at the node x
i
, p
T
i
is the trans-
pose of the matrix p
i
.
Next, we introduce a standard L
2
-projection p
h
: M ! R
0
dened by
p; q
h
p
h
p; q
h
8p 2 M; q
h
2 R
0
;
with the following properties:
jp
h
pj 6 cjpj 8p 2 M;
jp p
h
pj 6 chjjpjj 8p 2 H
1
X \ M;
where R
0
fq
h
2 M : q
h
j
K
is a constant; 8 K 2 K
h
g. Then we can rewrite the bilinear form G; by
Gp; q p p
h
p; q p
h
q : 3:1
With the above notation, our stabilized discrete formulation for time-dependent NavierStokes problem (2.9) and (2.10)
is dened as follows: Find u
h
; p
h
2 X
h
; M
h
; t 2 0; T, such that for all v
h
; q
h
2 X
h
; M
h
,
u
ht
; v
h
B
h
u
h
; p
h
; v
h
; q
h
b u
h
; u
h
; v
h
f ; v
h
; 3:2
u
h
0 u
0h
; 3:3
where u
0h
is an approximation of u
0
, and
B
h
u
h
; p
h
; v
h
; q
h
a u
h
; v
h
d v
h
; p
h
d u
h
; q
h
Gp
h
; q
h

is the new stabilized bilinear form. The following theorem establishes the weak coercivity of (3.2) for the equal-order nite
element pair.
Theorem 3.1 [13]. Let X
h
; M
h
be dened as above, then there exists a positive constant b, independent of h, such that
jB
h
u; p; v; qj 6 cjjujj jpjjjvjj jqj 8u; p; v; q 2 X; M; 3:4
b jju
h
jj jp
h
j 6 sup
v
h
;q
h
2 X
h
;M
h

jB
h
u
h
; p
h
; v
h
; q
h
j
jjv
h
jj jq
h
j
8 u
h
; p
h
2 X
h
; M
h
; 3:5
jGp; qj 6 cjp p
h
pjjq p
h
qj 8p; q 2 M: 3:6
4. Technical preliminaries
In this section, we provide some preliminary estimates and recall some known results which will be useful in the error
analysis of the nite element solution u
h
; p
h
.
Since the bilinear form u
h
; p
h
is coercive on X
h
X
h
, it generates an invertible operator A
h
: X
h
! X
h
through the
denition:
A
h
u
h
; v
h
A
1
2
h
u
h
; A
1
2
h
v
h
_ _
u
h
; v
h
8u
h
; v
h
2 X
h
:
Also, we dene the discrete gradient operator r
h
for q
h
2 M
h
, as follows:
v
h
; r
h
q
h
d v
h
; q
h
8 v
h
; q
h
2 X
h
; M
h
:
Moreover, from (2.1) and (2.2), the inequalities below hold for any v
h
2 X
h
88 L. Shan, Y. Hou/ Applied Mathematics and Computation 215 (2009) 8599
jv
h
j
2
6 c
0
jjv
h
jj
2
; jjv
h
jj
2
6 c
0
jA
h
v
h
j
2
; jA
h
v
h
j 6 ch
1
jjv
h
jj 8 v
h
2 X
h
: 4:1
Besides that, we need to recall the following estimates on the trilinear form b provided by He in [19].
Lemma 4.1. The trilinear form b satises the following estimates:
jb u
h
; v
h
; w
h
j jb v
h
; u
h
; w
h
j 6 c
1
jju
h
jj
1
2
jA
h
u
h
j
1
2
jjv
h
jj jw
h
j; 4:2
jb u
h
; v
h
; w
h
j jb u
h
; w
h
; v
h
j 6 c
1
ju
h
j jjv
h
jj jA
h
w
h
j
1
2
jjw
h
jj
1
2
; 4:3
jb u
h
; v
h
; w
h
j 6 c
1
jlnhj
1
2
jju
h
jj jjv
h
jj jw
h
j; 4:4
for any u
h
; v
h
; w
h
2 X
h
.
To derive error estimates for the nite element solution u
h
; p
h
, we also dene projection operator R
h
; Q
h
: X; Y ! X
h
; M
h
by
B
h
R
h
u; p; Q
h
u; p ; v
h
; q
h
B u; p; v
h
; q
h
8u; p 2 X; M; v
h
; q
h
2 X
h
; M
h
;
which is well dened and satises the following approximation property(see [13]):
jR
h
u; p uj hjjR
h
u; p ujj hjQ
h
u; p pj 6 ch
2
jAuj jjpjj
1
; 4:5
for all u; p 2 DA; H
1
X \ M.
Theorem 4.1 [13]. Under the assumptions of Theorems 2.1 and 3.1, u
h
; p
h
satises
_
t
0
jju u
h
jj
2
ds jut u
h
tj
2
stjjut u
h
tjj
2
stjpt p
h
tj
2
6 ch
2
; 4:6
_
t
0
jus u
h
sj
2
ds stjut u
h
tj
2
6 ch
4
; 4:7
for all t 2 0; T.
Since our error analysis for the time discretization depends heavily on the estimates of the spatial-discrete solution, so next we
provide the following smoothness estimates for u
h
; p
h
.
Theorem 4.2. Under the assumptions of Theorem 4.1, the nite element solution u
h
; p
h
satises
jju
h
tjj
2

_
t
0
jA
1
h
u
htt
r
h
p
ht
j
2
ju
ht
j
2
jA
h
u
h
j
2
ds 6 c; 4:8
ju
ht
tj
2
stjA
h
u
h
tj
2

_
t
0
jA

1
2
h
u
htt
r
h
p
ht
j
2
jju
ht
jj
2
_ _
ds 6 c; 4:9
stjju
ht
tjj
2

_
t
0
ss ju
htt
r
h
p
ht
j
2
jA
h
u
ht
j
2
_ _
ds 6 c; 4:10
for all t 2 0; T.
Proof. It follows from (2.2), (2.3) and (4.1) that
jju
h
tjj 6 jju
h
t P
h
utjj jjP
h
utjj 6 ch
1
ju
h
t utj cjjutjj; 4:11
jA
h
u
h
j sup
v
h
2X
h
j A
h
u
h
; v
h
j
jv
h
j
6 ch
1
jju u
h
jj jAuj; 4:12
where u is the weak solution of the problem (2.4) and (2.5). Then from Theorems 2.1 and 4.1 yields
jju
ht
tjj
2

_
t
0
jA
h
u
h
j
2
ds 6 c jjutjj
2

_
t
0
jAuj
2
ds
_ _
ch
2
jut u
h
tj
2

_
t
0
jjut u
h
sjj
2
ds 6 c; 0 6 t 6 T; 4:13
stjA
h
u
h
tj
2
6 css h
2
jjut u
h
tjj
2
jAutj
2
_ _
6 c; 0 6 t 6 T: 4:14
Moreover, by recalling [13], we have the following estimate
ju
ht
tj
2

_
t
0
jju
ht
jj
2
ju
ht
j
2
_ _
ds 6 c; 0 6 t 6 T: 4:15
Next, differentiating (3.2) with respect to t result in the equation
u
htt
r
h
p
ht
; v
h
a u
ht
; v
h
b u
ht
; u
h
; v
h
b u
h
; u
ht
; v
h
f
t
; v
h
; 4:16
L. Shan, Y. Hou/ Applied Mathematics and Computation 215 (2009) 8599 89
for all v
h
2 X
h
. From (4.1), (4.3), (2.7) and (2.8), we have the following estimates on b as follows:
jbu
ht
; u
h
; v
h
j jbu
h
; u
ht
; v
h
j 6 cju
ht
j jju
h
jj jA
h
v
h
j; 4:17
jbu
ht
; u
h
; v
h
j jbu
h
; u
ht
; v
h
j 6 cjju
ht
jj jju
h
jj jjv
h
jj: 4:18
Then, we obtain from (4.16), (4.17) and (4.13) that
jA
1
h
u
htt
r
h
p
ht
j
2
6 c ju
ht
tj
2
jf
t
tj
2
_ _
; 4:19
jA

1
2
h
u
htt
r
h
p
ht
j
2
6 c jju
ht
tjj
2
jf
t
tj
2
_ _
: 4:20
Integrating (4.19) and (4.20) with respect to t and using (2.6) and (4.15) gives
_
t
0
jA
1
h
u
htt
r
h
p
ht
j
2
jA

1
2
h
u
htt
r
h
p
ht
j
2
_ _
ds 6 c; 0 6 t 6 T:
Combining with (4.13)(4.15) yields (4.8) and (4.9).
Recalling [13] again, we have
stjju
ht
tjj
2

_
t
0
ssju
htt
j
2
6 c; 0 6 t 6 T; 4:21
_
t
0
ssjje
ht
jj
2
ds 6 ch
2
; 0 6 t 6 T; 4:22
where e
h
R
h
u; p u
h
. If we set w
h
u R
h
u; p, then from (4.5), we have
jjw
ht
jj 6 chjAu
t
j jjp
t
jj
1
:
Hence, we derive from Theorem 2.1 that
_
t
0
ssjjw
ht
jj
2
ds 6 ch
2
_
t
0
ss jAu
t
j
2
jjp
t
jj
2
1
_ _
ds 6 ch
2
; 0 6 t 6 T: 4:23
Thanks to the triangle inequality, we have
_
t
0
ssjju
t
u
ht
jj
2
ds 6
_
t
0
ssjje
ht
jj
2
ds
_
t
0
ssjjw
ht
jj
2
ds 6 ch
2
; 0 6 t 6 T: 4:24
Together with (4.12), it follows from Theorem 2.1 that
_
t
0
ssjA
h
u
ht
j
2
ds 6
_
t
0
ssh
2
jju
t
u
ht
jj
2
jAu
t
j
2
ds 6 c; 0 6 t 6 T: 4:25
At last, from (4.1), (4.2) and (4.16), one derives
stju
htt
r
h
p
ht
j
2
6 cst 1 jju
h
jj
2
_ _
jA
h
u
ht
j
2
cjf
t
j
2
:
Integrating with respect to t and using (2.6), (4.8) and (4.25) yields
_
t
0
ssju
htt
r
h
p
ht
j
2
ds 6 c; 0 6 t 6 T: 4:26
Combining (4.26) with (4.25) and (4.21) yields (4.10). h
For convenience, we recall the time-discrete counterpart of classical Gronwall lemma by slightly improving the argument
used in [20] and the dual Gronwall lemma used in [19].
Lemma 4.2. Let C and a
k
; b
k
; c
k
; d
k
; for integer k P0, be non-negative numbers such that
a
n
Dt

n
k0
b
k
6 Dt

n1
k0
d
k
a
k
Dt

n1
k0
c
k
C 8n P1:
Then
a
n
Dt

n
k0
b
k
6 exp Dt

n1
k0
d
k
_ _
Dt

n1
k0
c
k
C
_ _
8n P1:
90 L. Shan, Y. Hou/ Applied Mathematics and Computation 215 (2009) 8599
Lemma 4.3. Given integer m > 0 and let C and a
k
; b
k
; c
k
; d
k
, for integers 0 6 k 6 m, be non-negative numbers such that
a
n
Dt

m
kn1
b
k
6 Dt

m
kn1
d
k
a
k
Dt

m
kn1
c
k
C; 0 6 n 6 m:
Then
a
n
Dt

m
kn1
b
k
6 exp Dt

m
kn1
d
k
_ _
Dt

m
kn1
c
k
C
_ _
; 0 6 n 6 m:
5. Fully discrete stabilized nite element method
In this section, we consider the time discretization of the stabilized nite element approximation and also present some
preliminary estimates. By the end of this section, we introduce the corresponding time-discrete duality problem, which is
important for estimating the velocity in L
2
-norm.
We begin by choosing an integer N and dene the time step Dt
T
N
and discrete times t
n
nDt; n 0; 1; 2; . . . ; N. The Euler
semi-implicit scheme applied to the spatially discrete problem (3.2) and (3.3), we obtain the fully discrete scheme as fol-
lows: Find functions fu
n
h
g
nP0
& X
h
and fp
n
h
g
nP1
& M
h
as solutions of the recursive linear algebraic equations
d
t
u
n
h
; v
h
_ _
B
h
u
n
h
; p
n
h
_ _
; v
h
; q
h

_ _
bu
n1
h
; u
n
h
; v
h
f t
n
; v
h
; 5:1
for all v
h
; q
h
2 X
h
; M
h
with the starting value u
0
h
u
0h
, where
d
t
u
n
h

1
Dt
u
n
h
u
n1
h
_ _
:
The solutions fu
n
h
g
nP0
and fp
n
h
g
nP1
to (5.1) are expected to be the approximations of fu
h
t
n
g
nP0
and fp
h
t
n
g
nP1
with
p
h
t
n

1
Dt
_
tn
t
n1
p
h
tdt:
In order to estimate the discretization error e
n
h
; l
n
h
_ _
u
h
t
n
u
n
h
; p
h
t
n
p
n
h
_ _
; we integrate and differentiate (3.2)
respectively, to get
1
Dt
u
h
t
n
u
h
t
n1
; v
h

1
Dt
_
tn
t
n1
B
h
u
h
t; p
h
t; v
h
; q
h
dt

1
Dt
_
tn
t
n1
b u
h
t; u
h
t; v
h
dt f
n
; v
h
; 5:2a
u
htt
r
h
p
ht
; v
h
a u
ht
; v
h
d u
ht
; q
h
G p
ht
; q
h
b u
ht
; u
h
; v
h

b u
h
; u
ht
; v
h
f
t
; v
h
; 5:2b
for all v
h
; q
h
2 X
h
; M
h
, where f
n

1
Dt
_
tn
t
n1
f tdt.
Subtracting (5.1) from (5.2a) and using (5.2b) and the relation:
/t
n

1
Dt
_
tn
t
n1
/tdt
1
Dt
_
tn
t
n1
t t
n1
/
t
tdt 5:3
for all / 2 H
1
t
n1
; t
n
; F for some Hilbert space F, one can nd that
d
t
e
n
h
; v
h
_ _
B
h
e
n
h
; l
n
h
_ _
; v
h
; q
h

_ _
b e
n1
h
; u
h
t
n
; v
h
_ _
b u
n1
h
; e
n
h
; v
h
_ _
R
n
; v
h
5:4
for all v
h
; q
h
2 X
h
; M
h
, where e
0
h
; l
0
h
_ _
0; 0 and
R
n
; v
h

1
Dt
_
tn
t
n1
t t
n1
u
htt
r
h
p
ht
; v
h
dt b
_
tn
t
n1
u
ht
dt; u
h
t
n
; v
h
_ _
: 5:5
Next, we shall provide some estimations on R
n
which are important for estimating the bound on the error e
n
h
; l
n
h
.
Lemma 5.1. Under the assumptions of Theorem 4.1, R
n
satises the following bounds:
Dt

m
n1
jA
1
h
R
n
j
2
6 cDt
2
; 1 6 m 6 N; 5:6
Dt

m
n1
jA

1
2
h
R
n
j
2
6 cDt
2
; 1 6 m 6 N; 5:7
Dt

m
n1
s
i
t
n
jR
n
j
2
6 cDt
i1
; 1 6 m 6 N; i 0; 1: 5:8
L. Shan, Y. Hou/ Applied Mathematics and Computation 215 (2009) 8599 91
Proof. First, employing the Hlder inequality, it follows from (4.17) and (5.5) that
jA
1
h
R
n
j 6
1
Dt
_
tn
t
n1
t t
n1
jA
1
h
u
htt
r
h
p
ht
jdt cjju
h
t
n
jj
_
tn
t
n1
ju
ht
jdt
6 cDt
1
2
_
tn
t
n1
jA
1
h
u
htt
r
h
p
ht
j
2
jju
h
t
n
jj
2
ju
ht
j
2
_ _
dt
_ _
1
2
:
Then applying Theorem 4.2, we obtain
DtjA
1
h
R
n
j
2
6 cDt
2
_
tn
t
n1
jA
1
h
u
htt
r
h
p
ht
j
2
ju
ht
j
2
_ _
dt: 5:9
Summing (5.9) from n 1 to n m and applying Theorem 4.2, we derive (5.6).
Also, employing Hlder inequality, it follows from(4.18) and (5.5) that
jA

1
2
h
R
n
j 6
1
Dt
_
tn
t
n1
t t
n1
jA

1
2
h
u
htt
r
h
p
ht
jdt c
_
tn
t
n1
jju
h
t
n
jj jju
ht
jjdt
6 c Dt
_
tn
t
n1
jA

1
2
h
u
htt
r
h
p
ht
j
2
jju
h
t
n
jj
2
jju
ht
jj
2
_ _
dt
_ _
1
2
: 5:10
Hence, we deduce from Theorem 4.2 that
jA

1
2
h
R
n
j
2
Dt 6 cDt
2
_
tn
t
n1
jA

1
2
h
u
htt
r
h
p
ht
j
2
jju
ht
jj
2
_ _
dt; 5:11
Then summing (5.11) from n 1 to n m and applying Theorem 4.2, we derives (5.7).
Similarly, from (4.17) and (5.5) and applying Hlder inequality, we have
jR
n
j 6
1
Dt
_
tn
t
n1
t t
n1
ju
htt
r
h
p
ht
jdt cjA
h
u
h
t
n
j
_
tn
t
n1
jju
ht
jjdt
6 c
_
tn
t
n1
t t
n1
ju
htt
r
h
p
ht
j
2
dt
_ _
1
2
c DtjA
h
u
h
t
n
j
2
_
tn
t
n1
jju
ht
jj
2
dt
_ _
1
2
: 5:12
Notice the fact
st
n
6 st Dt; Dt 6 st
n
; t t
n1
6 st; t 2 t
n1
; t
n
: 5:13
Then applying Theorem 4.2 gives
Dt

m
n1
jR
n
j
2
6 cDt

m
n1
_
tn
t
n1
stju
htt
r
h
p
ht
j
2
dt cDt

m
n1
st
n
jA
h
u
h
t
n
j
2
_
tn
t
n1
jju
ht
jj
2
dt 6 cDt 5:14a
and
Dt

m
n1
st
n
jR
n
j
2
6 cDt

m
n1
st
n

_
tn
t
n1
t t
n1
ju
htt
r
h
p
ht
j
2
dt cDt
2

m
n1
st
n
jA
h
u
h
t
n
j
2
_
tn
t
n1
jju
ht
jj
2
dt
6 cDt
2

m
n1
_
tn
t
n1
stju
htt
r
h
p
ht
j
2
dt cDt
2

m
n1
_
tn
t
n1
jju
ht
jj
2
dt 6 cDt
2
: 5:14b
Then (5.14a) and (5.14b) implies (5.8). h
To analyze the error u
h
t
n
u
n
h
; p
h
t
n
p
n
h
, we have to introduce the following time-discrete duality problem corre-
sponding to (5.4): For any given 1 6 m 6 N and z
n
2 X
h
; n 1; 2; . . . m, nd U
n1
h
; W
n1
h
_ _
2 X
h
; M
h
such that for all
v
h
; q
h
2 X
h
; M
h
,
v
h
; d
t
U
n
h
_ _
B
h
v
h
; q
h
; U
n1
h
; W
n1
h
_ _ _ _
b v
h
; u
h
t
n
; U
n1
h
_ _
b u
h
t
n1
; v
h
; U
n1
h
_ _
v
h
; z
n
; 5:15
with U
m
h
0.
In order to analyze the regularity of solutions to problem (5.15), we introduce the following notations
jjP
h
B u
h
t
n
; jj

sup
v
h
2X
h
jP
h
Bu
h
t
n
; v
h
j
jjv
h
jj
;
jjP
h
B ; u
h
t
n
jj

sup
v
h
2X
h
jP
h
Bv
h
; u
h
t
n
j
jjv
h
jj
:
92 L. Shan, Y. Hou/ Applied Mathematics and Computation 215 (2009) 8599
By using an exact similar argument to the one used in [19], we have the result below.
Lemma 5.2. Assume that the assumptions of Theorem 4.1 are valid and that Dt satises
2
m
c
2
1
jlnhj max
t20;T
jju
h
tjj
2
Dt 6 1: 5:16
Then
Dt

N
n1
jjP
h
Bu
h
t
n
; jj
2

jjP
h
B ; u
h
t
n
jj
2

_ _
6 c: 5:17
For the existence, uniqueness and smoothness of the solutions to problem (5.15), we provide the following result.
Lemma 5.3. Assume that the assumptions of Theorem4.1 are valid and that Dt satises (5.16), then problem(5.15) admits a unique
solution U
n1
h
; W
n1
h
_ _
2 X
h
; M
h
for a given U
n
h
. Furthermore, the solution sequence fU
n
h
; W
n
h
g
m1
n0
satises the following bound:
sup
06r6m
jjU
r
h
jj
2
Dt

m1
n1
jd
t
U
n
h
j
2
6 cDt

m
n1
jz
n
j
2
: 5:18
Proof. We start by dening the following bilinear form:
Q v
h
; q
h
; U
h
; W
h

1
Dt
v
h
; U
h
B
h
v
h
; q
h
; U
h
; W
h
b u
h
t
n1
; v
h
; U
h
b v
h
; u
h
t
n
; U
h
:
Consequently, we can rewrite (5.15) as follows:
Q v
h
; q
h
; U
n1
h
; W
n1
h
_ _ _ _
v
h
;
1
Dt
U
n
h
z
n
_ _
:
Following the discussions in [8], we rst establish the existence of a constant a
1
such that, for all U
h
; W
h
2 X
h
; M
h

sup
v
h
;q
h
2X
h
;M
h

Q v
h
; q
h
; U
h
; W
h

jjv
h
jj jq
h
j
Pa
1
jjU
h
jj jW
h
j:
To this end, we borrow the results from [9] that: For all W
h
2 M
h
& M, there exists a positive constant a
1
and g 2 X
h
such
that
dg; W
h
jW
h
j
2
; jjgjj 6 a
1
jW
h
j: 5:19
If we choose v
h
; q
h
U
h
dg; W
h
, where
d
1
2a
2
1
m
c
0
2Dt

2c
2
m
max
t20;T
jju
h
tjj
2

1
: 5:20
Then it follows from (4.4), (4.18), (5.16), (5.19) and (5.20) that
Q v
h
; q
h
; U
h
; W
h
P
1
Dt
jU
h
j
2

d
Dt
jU
h
jjgj mjjU
h
jj
2
dmjjgjj jjU
h
jj djW
h
j
2
jI p
h
W
h
j
2
c
1
jlnhj
1
2
jju
h
t
n
jj jjU
h
jjjU
h
j cdjju
h
t
n
jj jju
h
t
n1
jjjjU
h
jj jjgjj
P
m
2

Dt
2
c
2
1
jlnhjjju
h
t
n
jj
2
_ _
jjU
h
jj
2
jI p
h
W
h
j
2
d 1 mda
2
1

dc
0
a
2
1
2Dt

c
2
da
2
1
m
jju
h
t
n
jj
2
jju
h
t
n1
jj
2

_ _
jW
h
j
2
P
m
4
jjU
h
jj
2
jI p
h
W
h
j
2

d
2
jW
h
j
2
Pa
2
jjU
h
jj jW
h
j
2
Pa
3
jjU
h
jj jW
h
j jjv
h
jj jq
h
j:
Here we have used the following fact
jjv
h
jj jq
h
j 6 jjU
h
jj djjgjj jW
h
j 6 a
4
jjU
h
jj jW
h
j :
Hence problem (5.15) admits a unique solution U
n1
h
; W
n1
h
_ _
2 X
h
; M
h
.
Next, we will consider the smoothness of U
n
h
; W
n
h
_ _
, from (5.15) we obtain
v
h
; d
t
U
n
h
_ _
a v
h
; U
n1
h
_ _
d v
h
; W
n1
h
_ _
d d
t
U
n
h
; q
h
_ _
G d
t
W
n
h
; q
h
_ _
b v
h
; u
h
t
n
; U
n1
h
_ _
b u
h
t
n1
; v
h
; U
n1
h
_ _
v
h
; z
n
: 5:21
L. Shan, Y. Hou/ Applied Mathematics and Computation 215 (2009) 8599 93
Setting v
h
; q
h
d
t
U
n
h
; W
n1
h
Dt in (5.21), then (2.7) implies
Dtjd
t
U
n
h
j
2

m
2
jjU
n1
h
jj
2
jjU
n
h
U
n1
h
jj
2
jjU
n
h
jj
2
_ _
G W
n1
h
; W
n1
h
_ _
G W
n
h
; W
n
h
_ _
b d
t
U
n
h
; u
h
t
n
; U
n1
h
_ _
Dt
b u
h
t
n1
; d
t
U
n
h
; U
n
h
_ _
Dt
6 d
t
U
n
h
; z
n
_ _
Dt: 5:22
Due to (2.8), (4.3) and (4.4), we have
jb d
t
U
n
h
; u
h
t
n
; U
n
h
U
n1
h
_ _
j 6
1
4
jd
t
U
n
h
j
2
c
2
1
jlnhjjju
h
t
n
jj
2
jjU
n
h
U
n1
h
jj
2
;
jb u
h
t
n1
; d
t
U
n
h
; U
n
h
_ _
j jb d
t
U
n
h
; u
h
t
n
; U
n
h
_ _
j
6
1
8
jd
t
U
n
h
j
2
c jjP
h
Bu
h
t
n1
; jj
2

jjP
h
B ; u
h
t
n
jj
2

_ _
jjU
n
h
jj
2
;
j d
t
U
n
h
; z
n
_ _
j 6
1
8
jd
t
U
n
h
j
2
cjz
n
j
2
:
Combining (5.22) with the above estimates and using (5.16) yields
jd
t
U
n
h
j
2
Dt mjjU
n1
h
jj
2
G W
n1
h
; W
n1
h
_ _
mjjU
n
h
jj
2
G W
n
h
; W
n
h
_ _
6 cjz
n
j
2
Dt c jjP
h
B u
h
t
n1
; jj
2

jjP
h
B ; u
h
t
n
jj
2

_ _
jjU
n
h
jj
2
Dt: 5:23
Setting r P0 and summing (5.23) from n r 1 to n m 1, we obtain
mjjU
r
h
jj
2
Dt

m1
nr1
jd
t
U
n
h
j
2
6 a U
m1
h
; U
m1
h
_ _
G W
m1
h
; W
m1
h
_ _
cDt

m1
nr1
jz
n
j
2
cDt

m1
nr1
jjP
h
B u
h
t
n1
; jj
2

jjP
h
B ; u
h
t
n
jj
2

_ _
jjU
n
h
jj
2
: 5:24
Since U
m
h
0, we obtain from (5.15) and (2.7) with n m, v
h
; q
h
U
m1
h
; W
m1
h
_ _
that
1
Dt
jU
m1
h
j
2
a U
m1
h
; U
m1
h
_ _
G W
m1
h
; W
m1
h
_ _
b U
m1
h
; u
h
t
m
; U
m1
h
_ _
U
m1
h
; z
m
_ _
: 5:25
Due to (4.4) and (5.16), we have
jb U
m1
h
; u
h
t
m
; U
m1
h
_ _
j 6 c
1
jlnhj
1
2
jju
h
t
m
jj jjU
m1
h
jjjU
m1
h
j
6
1
2Dt
jU
m1
h
j
2

m
2
jjU
m1
h
jj
2
;
jU
m1
h
; z
m
j 6
1
2Dt
jU
m1
h
j
2

1
2
jz
m
j
2
Dt:
Combining these estimates with (5.25) yields
a U
m1
h
; U
m1
h
_ _
G W
m1
h
; W
m1
h
_ _
6 cjz
m
j
2
Dt;
together with (5.24) gives
mjjU
r
h
jj
2
Dt

m1
nr1
jd
t
U
n
h
j 6 cDt

m
nr1
jz
n
j
2
cDt

m1
nr1
jjP
h
Bu
h
t
n1
; jj
2

jjP
h
B ; u
h
t
n
jj
2

_ _
jjU
n
h
jj
2
:
Then applying Lemmas 4.3 and 5.2 yields
jjU
r
h
jj
2
Dt

m1
nr1
jd
t
U
n
h
j
2
6 cDt

m
nr1
jz
n
j
2
:
Finally, take the supremum for 0 6 r 6 m and complete the proof. h
6. Error analysis
In this section, we rst provide some estimations for e
n
h
; l
n
h
_ _
in various norms, then combining with the results given in
Sections 2 and 4, we establish the main error estimations for the fully discrete solutions.
94 L. Shan, Y. Hou/ Applied Mathematics and Computation 215 (2009) 8599
Lemma 6.1. Assume that the assumptions of Theorem 4.1 are valid and Dt satised (5.16). Then the error e
n
h
; l
n
h
_ _
; 1 6 n 6 N
satises the following bound
je
m
h
j
2
Dt

m
n1
jje
n
h
jj
2
G l
n
h
; l
n
h
_ _
_ _
6 cDt
2
; 1 6 m 6 N: 6:1
Proof. Setting v; q e
n
h
; l
n
h
in (5.4) and using (2.7), we obtain
1
2Dt
je
n
h
j
2
je
n
h
e
n1
h
j
2
je
n1
h
j
2
_ _
mjje
n
h
jj
2
Gl
n
h
; l
n
h
be
n1
h
; u
h
t
n
; e
n
h
R
n
; e
n
h
_ _
6
m
4
jje
n
h
jj
2
m
1
jA

1
2
h
R
n
j
2
: 6:2
For the trilinear term b, it follows from (4.1) and (4.2) that
jb e
n1
h
; u
h
t
n
; e
n
h
_ _
j 6
m
4
jje
n
h
jj
2
cjjP
h
B ; u
h
t
n
jj
2

je
n1
h
j
2
:
Combining (6.2) with the above estimate yields
je
n
h
j
2
je
n1
h
j
2
mjje
n
h
jj
2
G l
n
h
; l
n
h
_ _
_ _
Dt 6 cjjP
h
B ; u
h
t
n
jj
2

je
n1
h
j
2
Dt cjA

1
2
h
R
n
j
2
Dt: 6:3
Summing (6.3) from n 1 to n m and applying Lemma 4.2, 5.1 and 5.2 yields (6.1). h
Lemma 6.2. Under the assumptions of Lemma 6.1, we have
jje
m
h
jj
2
Dt

m
n1
jd
t
e
n
h
j
2
6 cDt; 6 m 6 N: 6:4
Proof. We derive from (5.4) that
d
t
e
n
h
; v
h
_ _
a e
n
h
; v
h
_ _
d v
h
; l
n
h
_ _
d d
t
e
n
h
; q
h
_ _
G d
t
l
n1
h
; q
h
_ _
b e
n1
h
; u
h
t
n
; v
h
_ _
b u
n1
h
; e
n
h
; v
h
_ _
R
n
; v
h
6:5
for all v
h
; q
h
2 X
h
; M
h
. Setting v
h
; q
h
d
t
e
n
h
; l
n
h
_ _
Dt in (6.5) and using (2.7), we have
Dtjd
t
e
n
h
j
2

m
2
jje
n
h
jj
2
jje
n1
h
jj
2
_ _

1
2
G l
n
h
; l
n
h
_ _
G l
n1
h
; l
n1
h
_ _ _ _
b e
n1
h
; u
h
t
n
; d
t
e
n
h
_ _
Dt
b u
h
t
n1
; e
n1
h
; d
t
e
n
h
_ _
Dt b e
n1
h
; e
n
h
; d
t
e
n
h
_ _
Dt
6 R
n
; d
t
e
n
h
_ _
Dt: 6:6
Owing to (4.4) and Cauchy inequality, we have
jb e
n1
h
; u
h
t
n
; d
t
e
n
h
_ _
j jbu
h
t
n1
; e
n1
h
; d
t
e
n
h
j
6
1
6
jd
t
e
n
h
j
2
c jjP
h
Bu
h
t
n1
; jj
2

jjP
h
B ; u
h
t
n
jj
2

_ _
jje
n1
h
jj
2
;
jbe
n1
h
; e
n
h
; d
t
e
n
h
j 6 c
1
jlnhj
1
2
jje
n1
h
jj jje
n
h
jjjd
t
e
n
h
j 6
1
6
jd
t
e
n
h
j
2
c
2
1
jlnhjjje
n1
h
jj
2
jje
n
h
jj
2
;
j R
n
; d
t
e
n
h
_ _
j 6
1
6
jd
t
e
n
h
j
2
cjR
n
j
2
:
Combining (6.6) with the above estimates and using Lemma 6.1 yields
jje
n
h
jj
2
jje
n1
h
jj
2
m
1
Gl
n
h
; l
n
h
Gl
n1
h
; l
n1
h
m
1
jd
t
e
n
h
j
2
Dt
6 c jjP
h
Bu
h
t
n1
; jj
2

jjP
h
B; u
h
t
n
jj
2

_ _
jje
n1
h
jj
2
Dt
1
m
c
2
1
jlnhjjje
n1
h
jj
2
jje
n
h
jj
2
Dt cDtjR
n
j
2
: 6:7
Summing (6.7) from n 1 to n m and applying Lemmas 5.1, 5.2 and 6.1, we obtain
jje
m
h
jj
2
m
1
Dt

m
n1
jd
t
e
n
h
j
2
6 cDt

m
n1
jjP
h
Bu
h
t
n1
; jj
2

jjP
h
B; u
h
t
n
jj
2

_ _
jje
n1
h
jj
2

1
m
c
2
1
jlnhjDt

m
n1
jje
n1
h
jj
2
jje
n
h
jj
2
Dt

m
n1
jR
n
j
2
6 cDt:
Lemma 6.3. Under the assumptions of Lemma 6.1, we have
st
m
je
m
h
j
2
Dt

m
n1
je
n
h
j
2
st
n
jje
n
h
jj
2
st
n
G l
n
h
; l
n
h
_ _
_ _
6 cDt
2
; 1 6 m 6 N: 6:8
L. Shan, Y. Hou/ Applied Mathematics and Computation 215 (2009) 8599 95
Proof. Setting v; q e
n
h
; l
n
h
; z
n
e
n
h
in (5.15) and v
h
; q
h
U
n1
h
; W
n1
h
_ _
in (5.4), we obtain
e
n
h
; d
t
U
n
h
_ _
B
h
e
n
h
; l
n
h
_ _
; U
n1
h
; W
n1
h
_ _ _ _
b e
n
h
; u
h
t
n
; U
n1
h
_ _
b u
h
t
n1
; e
n
h
; U
n1
h
_ _
je
n
h
j
2
; 6:9
d
t
e
n
h
; U
n1
h
_ _
B
h
e
n
h
; l
n
h
_ _
; U
n1
h
; W
n1
h
_ _ _ _
b u
n1
h
; e
n
h
; U
n1
h
_ _
b e
n1
h
; u
h
t
n
; U
n1
h
_ _
R
n
; U
n1
h
_ _
: 6:10
Adding (6.9) to (6.10), we obtain
je
n
h
j
2

1
Dt
e
n
h
; U
n
h
_ _
e
n1
h
; U
n1
h
_ _ _ _
b d
t
e
n
h
; u
h
t
n
; U
n1
h
_ _
Dt b e
n1
h
; e
n
h
; U
n1
h
_ _
R
n
; U
n1
h
_ _
: 6:11
From (4.1) and (4.2), we have
jbd
t
e
n
h
; u
h
t
n
; U
n1
h
j 6 cjd
t
e
n
h
j jjP
h
B; u
h
t
n
jj

jjU
n1
h
jj;
jbe
n1
h
; e
n
h
; U
n1
h
j 6 cjje
n1
h
jj jje
n
h
jj jjU
n1
h
jj;
jR
n
; U
n1
h
j 6 jA

1
2
h
R
n
j jjU
n1
h
jj:
Combining (6.11) with the above estimates yields
je
n
h
j
2
Dt 6 e
n
h
; U
n
h
_ _
e
n1
h
; U
n1
h
_ _
cjje
n1
h
jj jje
n
h
jj jjU
n1
h
jjDt cDt
2
jd
t
e
n
h
jkjP
h
B ; u
h
t
n
jj

jjU
n1
h
jj
jA

1
2
h
R
n
j jjU
n1
h
jjDt; 6:12
with e
0
h
U
m
h
0. Summing (6.12) from n 1 to n m and applying Lemma 5.3, we obtain
Dt

m
n1
je
n
h
j
2
6 cDt

m
n1
jje
n1
h
jj
2
Dt

m
n1
jje
n
h
jj
2
_ _
Dt Dt

m
n1
jA

1
2
h
R
n
j
2
_ _
cDt
2
Dt

m
n1
jd
t
e
n
h
j
2
_ _
Dt

m
n1
jjP
h
B; u
h
t
n
jj
2

_ _
:
Then applying Lemmas 5.1, 5.2, 6.1 and 6.2, we get
Dt

m
n1
je
n
h
j
2
6 cDt
3
; 1 6 m 6 N: 6:13
Now, multiplying(6.3) by st
n
and noting the fact
st
n
6 Dt st
n1
; Dt 6 st
n1
; 2 6 n 6 N; e
n1
h
0; for n 1; 6:14
we obtain
st
n
je
n
h
j
2
st
n1
je
n1
h
j
2
st
n
mjje
n
h
jj
2
Gl
n
h
; l
n
h

_ _
Dt
6 cDtjjP
h
B; u
h
t
n
jj
2

st
n1
je
n1
h
j
2
c je
n1
h
j
2
jA

1
2
h
R
n
j
2
_ _
Dt: 6:15
Summing (6.15) from n 1 to n m and applying Lemmas 4.2 and 5.2, we deduce
st
m
je
m
h
j
2
Dt

m
n1
st
n
mjje
n
h
jj
2
Gl
n
h
; l
n
h

_ _
6 cDt

m
n1
je
n1
h
j
2
jA

1
2
h
R
n
j
2
_ _
:
After applying Lemma 5.1 and (6.13), we have
st
m
je
m
h
j
2
Dt

m
n1
st
n
mjje
n
h
jj
2
Gl
n
h
; l
n
h

_ _
6 cDt
2
: 6:16
This inequality and (6.13) yields (6.8). h
Lemma 6.4. Under the assumptions of Lemma 6.1, the error e
n
h
; l
n
h
_ _
satises the following bound
st
m
jje
m
h
jj
2
Dt

m
n1
st
n
jd
t
e
n
h
j
2
6 cDt
2
: 6:17
96 L. Shan, Y. Hou/ Applied Mathematics and Computation 215 (2009) 8599
Proof. Multiplying (6.7) by st
n
, noting the fact (6.14), and using Lemmas 5.2 and 6.2, we have
st
n
jje
n
h
jj
2
m
1
Gl
n
h
; l
n
h

_ _
st
n1
jje
n1
h
jj
2
m
1
G l
n1
h
; l
n1
h
_ _
_ _
m
1
st
n
jd
t
e
n
h
j
2
Dt
6 cst
n1
jjP
h
B ; u
h
t
n
jj
2

jjP
h
B u
h
t
n1
; jj
2

_ _
jje
n1
h
jj
2
Dt st
n
jR
n
j
2
Dt
1
m
c
2
1
Dtjlnhjst
n
jje
n1
h
jj
2
jje
n
h
jj
2
Dt jje
n1
h
jj
2
m
1
Gl
n1
h
; l
n1
h

_ _
c jjP
h
B ; u
h
t
n
jj
2

jjP
h
B u
h
t
n1
; jj
2

_ _
jje
n1
h
jj
2
Dt
2
: 6:18
Summing (6.18) from n 1 to n m and applying Lemmas 4.2, 5.1, 5.2, 6.1, 6.2, and 6.3, we obtain
st
m
jje
m
h
jj
2
Dt

m
n1
st
n
jd
t
e
n
h
j
2
6 cDt
2
:
Lemma 6.5. Under the assumptions of Lemma 6.1, the error l
n
h
p
h
t
n
p
n
h
satises the following bound:
Dt

m
n1
st
n
jp
h
t
n
p
n
h
j
2
6 cDt
2
; 1 6 m 6 N: 6:19
Proof. It follows from Theorem 3.1 and (4.18) and (5.4) that
jl
n
h
j 6 cjd
t
e
n
h
j c jje
n1
h
jj jju
h
t
n1
jj
_ _
jje
n
h
jj cjju
h
t
n
jj jje
n1
h
jj cjR
n
j:
Hence, together with the fact (6.14) and applying Theorem 4.2 and Lemma 6.2, we have
st
n
jl
n
h
j
2
Dt 6 cst
n
jd
t
e
n
h
j
2
Dt cst
n
jje
n
h
jj
2
Dt cst
n1
jje
n1
h
jj
2
Dt cDt
2
jje
n1
h
jj
2
cst
n
jR
n
j
2
Dt: 6:20
Summing (6.20) from n 1 to n m and applying Lemmas 5.1, 6.2, 6.3 and 6.4, we obtain
Dt

m
n1
st
n
jl
n
h
j
2
6 cDt
2
; 1 6 m 6 N:
Theorem 6.1. Under the assumptions of Lemma 6.1, the error ut
n
u
n
h
; pt
n
p
n
h
_ _
satises the following bound:
Dt

N
n1
jut
n
u
n
h
j
2
st
m
jut
m
u
m
h
j
2
6 ch
4
Dt
2
; 6:21
Dt

N
n1
jjut
n
u
n
h
jj
2
st
m
jjut
m
u
m
h
jj
2
6 ch
2
Dt
2
; 6:22
Dt

N
n1
st
n
jpt
n
p
n
h
j
2
6 ch
2
Dt
2
6:23
for all t
m
2 0; T.
Proof. Integrating by parts, we obtain
Dtjut
n
u
h
t
n
j
2
6 2
_
tn
t
n1
ju u
h
j
2
dt
_
tn
t
n1
t t
n1

2
ju
t
u
ht
j
2
dt; 6:24
Dtjjut
n
u
h
t
n
jj
2
6 2
_
tn
t
n1
jju u
h
jj
2
dt
_
tn
t
n1
t t
n1

2
jju
t
u
ht
jj
2
dt: 6:25
Recalling [13], we have
_
T
0
stju
t
u
ht
j
2
dt 6 ch
2
: 6:26
Summing (6.24) and (6.25) from n 1 to n N, respectively, using (4.24) and (6.26) and noting the fact (5.13), we obtain
Dt

N
n1
jut
n
u
h
t
n
j
2
6 2
_
T
0
ju u
h
j
2
dt ch
2
Dt; 6:27
Dt

N
n1
jjut
n
u
h
t
n
jj
2
6 2
_
T
0
jju u
h
jj
2
dt ch
2
Dt: 6:28
Then we can easily obtain (6.21) and (6.22) by employing Theorem 4.1, Lemmas 6.3 and 6.4.
L. Shan, Y. Hou/ Applied Mathematics and Computation 215 (2009) 8599 97
Furthermore, we derive from (2.6), (3.5) and Theorem 4.2 that
_
t
0
stjp
ht
j
2
ds 6 c
_
t
0
ssju
htt
j
2
jju
ht
jj
4
jf
t
j
2
_ _
ds 6 c: 6:29
Hence, applying the relation (5.3) and Theorem 2.1 yields
st
1
jpt
1
p
h
t
1
j
_
tn
t
n1
t t
n1
p
ht
tdt 6 Dt
_
Dt
0
ssjp
ht
j
2
ds
1
2
6 cDt: 6:30
In other words, we obtain Dtst
n
jpt
n
p
h
t
n
j
2
6 cDt
2
when n 1. For the case of n P2, from the triangle inequality and
integration by parts, we have
Dt

N
n2
st
n
jpt
n
p
h
t
n
j
2
6 Dt

N
n2
st
n
jpt
n
pt
n
j
2
Dt

N
n2
st
n
jpt
n
p
h
t
n
j
2

N
n2
st
n

Dt
_
tn
t
n1
pt
n
ptdt
_ _
2

_
tn
t
n1
pt p
h
tdt
2
_ _

N
n2
st
n

Dt
_
tn
t
n1
t t
n1
p
t
dt
_ _
2

_
tn
t
n1
pt p
h
t dt
_ _
2
_ _
6 Dt

N
n2
st
n

_
tn
t
n1
t t
n1
jp
t
j
2
dt

N
n2
st
n

Dt
_
tn
t
n1
dt
_ _ _
tn
t
n1
jp p
h
j
2
dt
_ _
6 Dt
2
_
T
t
1
stjp
t
j
2
dt 2
_
T
t
1
stjp p
h
j
2
dt: 6:31
On the other hand, we subtract (3.2) from (2.9) with v; q v
h
; q
h
and using the properties of the Galerkin projection
R
h
; Q
h
, we obtain
u
t
u
ht
; v
h
B
h
e
h
; l
h
; v
h
; q
h

_ _
b u u
h
; u; v
h
bu
h
; u u
h
; v
h
0; 6:32
where e
h
R
h
u; p u
h
; l
h
Q
h
u; p p
h
, then from (2.1), (2.8) and (3.5), we obtain
_
T
0
stjl
h
j
2
dt 6 c
_
T
0
stju
t
u
ht
j
2
stjju u
h
jj
2
jjujj
2
jju
h
jj
2
_ _ _ _
dt:
Thus, it follows from (2.11), (4.6), (4.8) and (6.26) that
_
T
0
stjl
h
j
2
dt 6 ch
2
: 6:33
Combining with (2.11) and (4.5) yields
_
T
0
stjp p
h
j
2
dt 6 ch
2
_
T
0
jAuj
2
jjpjj
2
1
_ _
dt
_
T
0
stjl
h
j
2
dt 6 ch
2
: 6:34
Now, substituting (6.34) into (6.31) and using (2.13) and (6.30) and Theorem 2.1, we get
Dt

N
n1
st
n
jpt
n
p
h
t
n
j
2
6 ch
2
Dt
2
: 6:35
Finally, combining (6.35) with (6.19), we have
Dt

N
n1
st
n
jpt
n
p
n
h
j
2
6 Dt

N
n1
st
n
jpt
n
p
h
t
n
j
2
jp
h
t
n
p
n
h
j
2
_ _
6 ch
2
Dt
2
:
7. Conclusions
In this paper, we have established a fully discrete stabilized nite element method for the two-dimensional time-depen-
dent NavierStokes problem. The spatial discretization is based on the linear equal-order interpolations for velocity and
pressure; the time discretization is based on the Euler semi-implicit scheme. We have derived the error estimates for the
fully discrete stabilized nite element solution u
n
h
; p
n
h
_ _
. It has been shown that our method has the optimal convergence rate
for velocity and pressure.
Acknowledgement
We would like to thank the anonymous referees for their valuable comments and suggestions that helped to improve this
paper.
98 L. Shan, Y. Hou/ Applied Mathematics and Computation 215 (2009) 8599
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