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Projection, pressure correction and saddle-point solvers
1 · Prerequisites
- Absolute and Conditional Convergence; Rearrangement; Products
- Absolute Values Completions and P Adic Numbers
- Algebraic Closure, Embeddings, and Separability
- Algebraic Extensions, Extension Degree, and Finite Fields
- Areas of Elementary Plane Figures
- Binary Operations, Monoids, Groups and Subgroups
- Bounded Linear Operators and Quotient Spaces
- Compactness
- Compactness in Metric Spaces
- Completeness, Completion, and Uniform Continuity
- Complex Lp Spaces and Test-Function Conventions
- Complex Norms and Realification
- Complexification, Realification and Real Structures
- Composition Series, the Jordan–Hölder Theorem and Solvable Groups
- Congruences, the Integers Modulo n and the Chinese Remainder Theorem
- Conjugate Gradients, MINRES and Preconditioning
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Convexity
- Cosets, Index and Lagrange's Theorem
- Countability and Uncountability
- Countability Axioms and Cardinal Functions
- Cyclic Groups and Direct Products
- Darboux, L'Hôpital, and Taylor's Theorem
- Decomposition Inertia and Frobenius
- Density Separability and Convolution in Lᵖ
- Determinants of Matrices over a Commutative Ring
- Diagonalisation and the Minimal Polynomial
- Direct Matrix Factorisations: LU, Cholesky and QR
- Distributions Test Functions and Differentiation
- Divisibility, Euclidean Domains, Principal Ideal Domains and Unique Factorisation
- Divisibility, Greatest Common Divisors and Bézout's Identity
- Dual Spaces, Bilinear and Quadratic Forms, and Sylvester's Law of Inertia
- Eigenvalues, Eigenvectors and the Characteristic Polynomial
- Filters and Ultrafilters
- Finite Counting, Factorials and Binomial Coefficients
- Finite Probability and the Probabilistic Method
- Finite-element meshes and interpolation
- Foundations of the Real Numbers for Analysis
- Fourier Multipliers and Sobolev Characterisations
- Fourier Transform Convolution and Approximate Identities
- Fredholm Elliptic Problems and the Elliptic Spectrum
- Fubini and Change of Variables
- Fundamental Trigonometric Identities
- Gaussian Elimination, Elementary Matrices and Reduced Row Echelon Form
- Group Actions, Orbits, Stabilisers and Cayley's Theorem
- Group Homomorphisms and the Isomorphism Theorems
- Harmonic Functions and Mean Values in Rn
- Hilbert Space Geometry and Riesz Representation
- Ideals, Quotient Rings and the Isomorphism Theorems for Rings
- Improper and Parameter-Dependent Multiple Integrals
- Improper Integrals
- Inner Product Spaces, Gram-Schmidt, Projections and Adjoints
- Lax--Milgram and Weak Elliptic Solutions
- Lebesgue Measure on Euclidean Space
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Linear Independence, Bases and Dimension
- Linear Transformations, Rank-Nullity and Quotient Spaces
- Matrices, the Matrix of a Linear Map, and Change of Basis
- Measurable Functions and Simple Approximation
- Measures and Their Basic Properties
- Metric Spaces
- Mixed finite elements and Stokes stability
- Mixed Partials, Taylor Formulae, and Extrema
- Modes of Convergence Egorov and Lusin
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Normal Subgroups and Quotient Groups
- Normed and Banach Spaces
- Order, Zorn's Lemma, and the Axiom of Choice
- Orthonormal Bases, Parseval and Fourier Series
- Outer Measure and the Caratheodory Extension Theorem
- Outward rounded interval and ball arithmetic
- Pointwise Extended-Real Function Products
- Polynomial Rings, the Division Algorithm and Roots
- Power Series and Real-Analytic Functions
- Primes, Euclid's Lemma and the Fundamental Theorem of Arithmetic
- Product Measures and the Fubini Tonelli Theorems
- Properties of the Integral and the Working FTC
- Relations, Functions, and Quotients
- Rings, Subrings, Integral Domains and Fields
- Rⁿ as a Normed Space; Vector-Valued Functions
- Roots, Rational Powers, and Classical Inequalities
- Schwartz Space and the Plancherel Theorem
- Separation Axioms: the Hierarchy
- Sequences and Limits
- Sequences and Series of Functions; Uniform Convergence
- Series: Convergence and the Nonnegative Tests
- Sigma Algebras and Borel Sets
- Simple Field Extensions and the Construction of the Complex Numbers
- Sine, Cosine, and the Definition of Pi
- Smooth Approximation and Sobolev Extension
- Smooth Manifolds and Smooth Maps
- Smooth Partitions of Unity and Exhaustions
- Sobolev Poincare and Morrey Inequalities
- Splitting Fields
- Subspaces, Products, and Quotients
- Suprema and Infima
- Sylow's Theorems, p-Groups and Nilpotent Groups
- Symmetric Groups, Cycle Decomposition and the Sign Homomorphism
- Tangent Cotangent and the Differential
- Tempered Distributions and the Fourier Transform
- The Cantor Set, Baire Category, and Measure Zero in ℝ
- The Complex Exponential and Euler's Formula
- The Derivative and the Mean Value Theorems
- The Determinant of a Linear Operator, Cofactors and Cramer's Rule
- The Exponential Function
- The Fundamental Theorem of Algebra
- The Fundamental Theorem of Finite Abelian Groups
- The Galois Correspondence
- The Inverse and Implicit Function Theorems
- The Lebesgue and Riemann Integrals Compared
- The Lebesgue Integral and the Convergence Theorems
- The Logarithm and General Powers
- The Lᵖ Spaces Holder Minkowski and Riesz Fischer
- The Maximal Function and Lebesgue Differentiation
- The Riemann Integral in Rᵐ and Jordan Content
- The Riemann Integral: Definition and Integrability
- The Spectral Theorem, Positive Operators and Singular Value Decomposition
- The Topology of Euclidean Space
- The Total Derivative in ℝᵐ → ℝⁿ
- The ZFC Axioms and the Basic Set Constructions
- Topological Spaces and Continuity
- Topology of ℝ
- Triangularisation, Generalised Eigenspaces and Jordan Canonical Form
- Vector Spaces, Linear Subspaces, Span and Direct Sums
- Weak Derivatives and Sobolev Spaces
2 · Summary
Projection, pressure correction and saddle-point solvers
Periodic staggered-grid setting
The projection results here concern the unit torus , a uniform periodic grid with , face-centred velocity arrays, cell-centred pressure arrays, and the mean-zero pressure gauge. The exact index and sign conventions are fixed in Periodic staggered-grid velocity and pressure spaces. In particular, is negative semidefinite, is positive semidefinite, and and are negative adjoints. The constant pressure mode is removed by working in ; the pressure Laplacian is then invertible by Periodic pressure Laplacian gauge, solvability, and uniform Poincare bound. These claims use periodicity and the declared staggered placement. Collocated central differences have a distinct checkerboard null mode, shown in projection-and-pressure-correction-for-incompressible-flow-examples.
Incremental correction and exact projection
Backward-Euler incremental pressure correction on a periodic staggered grid defines the backward Euler predictor, mean-zero pressure-increment Poisson solve, velocity correction, and incremental pressure update. The well-definedness proof Well-definedness of the periodic pressure-correction solves verifies the predictor and pressure solves and preservation of the pressure gauge. Each force input has zero discrete mean in every face component. Mass-orthogonal periodic discrete Helmholtz projection and exact incompressibility identifies the velocity update with the mass-orthogonal projector onto , so the corrected velocity is exactly discretely divergence-free.
The step structure is summarized below. The arrows show the dependencies between the three algebraic operations; every box is defined in the algorithm item, and the diagram is not used as a proof.
\begin{tikzpicture}[node distance=2.0cm, >=stealth, every node/.style={draw, rounded corners, align=center, minimum width=3.4cm, minimum height=0.9cm}]
\node (pred) {Velocity predictor\\solve for provisional velocity};
\node (poisson) [right of=pred, xshift=2.5cm] {Pressure increment\\solve mean-zero Poisson equation};
\node (correct) [right of=poisson, xshift=2.5cm] {Velocity correction\\project to zero divergence};
\node (pupdate) [below of=poisson, yshift=-1.2cm] {Pressure update\\add the computed increment};
\draw[->] (pred) -- (poisson);
\draw[->] (poisson) -- (correct);
\draw[->] (poisson.south) -- (pupdate.north);
\end{tikzpicture}
The pressure-increment box feeds two updates: the velocity correction and the pressure gauge update. The latter uses the same increment and does not alter the velocity projection identity. Modified velocity-pressure energy identity for periodic pressure correction derives an exact modified velocity-pressure energy identity for this periodic backward-Euler scheme. No wall-boundary version of that identity is asserted.
BDF2 and rotational variants
BDF2 standard and rotational incremental pressure-correction variants records the standard incremental and rotational BDF2 variants, with the factor in the velocity correction and the corresponding rotational pressure update. The algorithms have explicit periodic gauge conventions and their linear solves are well-defined by Well-definedness of the periodic pressure-correction solves. No stability, second-order error rate, or pressure rate is attached to these variants on this page.
Smooth periodic velocity accuracy
For smooth periodic solutions of the unsteady Stokes equations, the local sampling lemma Second-order consistency of staggered periodic sampling proves second-order spatial consistency of the staggered differences. Under the explicit compatibility and smoothness assumptions in First-order velocity accuracy for smooth periodic Stokes data, the backward-Euler incremental method has the velocity estimate over a fixed time interval. The result concerns velocity only and does not claim a pressure-error rate. Its domain is the torus; bounded-wall pressure and boundary-layer rates require separate proofs. A tangential no-slip defect for a Neumann pressure correction is exhibited on the B page.
Saddle systems and conditional preconditioning bounds
Symmetric saddle-point system, Schur complement, and block preconditioners fixes the real symmetric saddle matrix, positive Schur matrix , exact block-LU solve, pressure-mass surrogate , and Cholesky-symmetric preconditioning convention. The exact solve is verified in Exact Schur solve for a full-row-rank symmetric saddle system. The generic spectral equivalence Pressure Schur equivalence from inf-sup, continuity, and stiffness scaling requires the stated inf-sup, continuity, and velocity-stiffness constants; Spectrum of a symmetrically pressure-mass-preconditioned saddle system translates those bounds into eigenvalue intervals. These are spectral statements, not claims of an iteration count or generic speed-up.
For the bounded-domain MINI pair, the steady Stokes corollaries Steady MINI Stokes pressure-mass Schur bounds and MINI Stokes block-preconditioned spectral intervals use the actual Fortin, Korn, and inf-sup hypotheses with viscosity scaling shown explicitly. The pressure-mass equivalence is for the steady velocity stiffness; no shifted unsteady Schur estimate is inferred from it.
Scope and source trail
The periodic projection formulas and their boundary caveats follow the survey of Guermond, Minev and Shen and the NPTEL lecture on pressure-velocity coupling. Block factorization and pressure-Schur scaling follow the saddle point survey by Benzi, Golub and Liesen. The local statements on this page retain their own assumptions and complete proofs; cited material does not replace those arguments.
3 · Logical flowchart
4 · Definitions, theorems and proofs
Periodic staggered-grid velocity and pressure spaces
Definition
Fix an integer dimension and an integer resolution , where (The natural numbers (von Neumann)), and put . Real scalar and array operations use the field (The reals form a field). Let ; each coordinate index addition below is reduced to the unique element of congruent modulo . The unit torus means the unit cube with opposite faces identified, so fields and arrays are periodic across those faces. Write and let be the th standard coordinate vector. Cell has centre . The pressure value is stored at that centre. Velocity component is stored at the right face of cell , with centre .
Let be all real scalar cell arrays and let . Let be the real vector face arrays . Give them the mass inner products Define the pressure gradient and velocity divergence by The compatible pressure Laplacian is ; its restriction to is negative semidefinite, and annihilates constants. Define the componentwise vector Laplacian by and the discrete velocity-gradient seminorm by The fixed cell/face placement is part of the definition; collocated central differences are a different discretization.
Symmetric saddle-point system, Schur complement, and block preconditioners
Definition
Let , , and . Let be symmetric positive definite, let have full row rank (meaning implies ), and let be symmetric positive definite. The saddle system and its matrix are Define the positive pressure Schur matrix In the block-LU convention of Block LU factorisation and the associated Schur complement, the trailing Schur complement of in is . The exact block solve first solves , then , and finally ; the theorem Exact Schur solve for a full-row-rank symmetric saddle system ↗ verifies this procedure and well-definedness.
For a scaling , the pressure-mass block-diagonal preconditioner is It is symmetric positive definite. If is its Cholesky factorization with lower triangular and positive on the diagonal, the symmetric preconditioned system is , with the usual change of unknown. This is the symmetric-preconditioning convention of Left preconditioning, right preconditioning, and symmetric preconditioning of a linear system. No spectral bound, Krylov iteration count, complexity estimate, or generic speed improvement is part of this definition.
Periodic pressure Laplacian gauge, solvability, and uniform Poincare bound
Statement
Use the spaces and operators of Periodic staggered-grid velocity and pressure spaces with , , and . Then maps bijectively to itself, the kernel of on all cell arrays consists exactly of the constants, and has zero mean for every . In addition, every satisfies the resolution-independent bound
Facts & Assumptions
Given: A fixed periodic grid with , , its cell and face indexing, and the operators and mass pairings.
The pressure and velocity arrays, inner products, and operators have the staggered periodic conventions in Periodic staggered-grid velocity and pressure spaces.
For a linear map between finite-dimensional spaces, (Rank-nullity: ).
The real coordinate pairing on a finite array space is an inner product (The standard formulas on and on are inner products).
Cauchy–Schwarz holds in every real inner-product space (Cauchy–Schwarz: , with equality exactly for dependent pairs).
Proof
Reindexing the finite periodic sums gives, for every cell array and face array , In particular, when , this is , the negative-adjoint identity in the stated mass pairings.
Let . Since has mean zero, and [F3]–[F4] give the finite-sum Cauchy--Schwarz inequality For each ordered pair choose the path that changes coordinates in the order , moving forward modulo in each coordinate. It has at most directed edges. Cauchy--Schwarz along the path bounds by times the sum of squared edge differences on it.
For any cell array , applying the explicit weighted-sum identity of step 1.1 with gives If , then , so for every . Coordinate steps connect all cells of the periodic grid, hence is constant. Every constant has zero gradient, so the kernel on all cell arrays is exactly the constants.
For every , summing over cells cancels each face value once with its opposite occurrence, so has zero mean. The same is true of . Therefore restricts to a linear map . Its kernel there is zero by step 2.1, and its domain and codomain are the same finite-dimensional space.
Rank-nullity [F2] now gives ; since the image is a subspace of , the restriction is onto as well as one-to-one. Thus each mean-zero right-hand side has a unique mean-zero pressure solution.
Fix one directed edge in coordinate . For each coordinate , its value along the path is ; to use the fixed edge, is fixed and has at most choices. For each , the path still has value ; then is fixed and has at most choices. In coordinate there are at most ordered start/end pairs. Hence this edge occurs in at most paths. Summing the path bounds and dividing by yields Taking nonnegative square roots proves the stated inequality.
Second-order consistency of staggered periodic sampling
Statement
Use Periodic staggered-grid velocity and pressure spaces with . For a smooth periodic vector field , define by sampling component at each face centre . For a smooth periodic scalar , define by sampling at cell centres . Put for all cell arrays ; this agrees with on . Then uniformly for , where depends only on and the suprema of the displayed fields' derivatives through orders for and for . Here the sampling of a vector field is facewise componentwise. For any with zero integral, the cell-centred or face-centred midpoint samples have discrete mean whose absolute value is at most .
Facts & Assumptions
Given: The unit torus, the staggered periodic grid and operators, and the bounded derivatives in the statement.
Cell and face centres, discrete differences, and weighted mass norms are defined in Periodic staggered-grid velocity and pressure spaces.
The unit torus is partitioned into the periodic grid cells of side , centred at cell sampling points. Smooth fields on are used through their smooth -periodic lifts to , including across periodic seams.
If has continuous derivatives through order , Taylor's theorem gives a pointwise remainder (Taylor's Lagrange remainder follows from repeated Rolle steps).
Differentiating the line restriction uses the ordinary chain rule (Sum, product, quotient, and chain rules from difference quotients).
Proof
For , Taylor's formula with Lagrange remainder at the midpoint and [F3] with give The same midpoint formula, with the two cell centres surrounding face , gives with the pointwise error bounded by .
For , [F3] with at gives where the two fourth-order Lagrange remainders have total absolute value at most . Apply this in every coordinate to at its face centre. It follows that , with the error bounded by .
Applying the midpoint formula to component at cell centre shows, by [F3] with , Thus the discrete divergence differs pointwise from the sampled continuous divergence by .
Each pointwise error bound in steps 1.1–1.2 is uniform. The weighted mass of the grid contains total cell volume and there are velocity components. Therefore the corresponding mass norms are bounded by the same constants (or their finite -component sum) times . Combining the divergence, vector Laplacian and pressure gradient bounds proves the first claim.
On each cell centred at , fix and put and for . By [F3] with and [F4], with . The linear term integrates to zero on the centred cell, so the difference between and is at most . Summing the cells yields The face centres for any fixed component likewise centre a translated partition into cells of side , so the same estimate holds for their samples. If the integral vanishes, this gives the stated discrete-mean bound.
Exact Schur solve for a full-row-rank symmetric saddle system
Statement
Under the hypotheses of Symmetric saddle-point system, Schur complement, and block preconditioners, is positive definite and hence invertible. For every and , the unique solution of is The factorization used in this solve is the published block-LU factorization An invertible leading block yields block LU through its Schur complement.
Facts & Assumptions
Given: symmetric positive definite, full row rank, and the finite-dimensional symmetric saddle equations with right-hand side .
The saddle matrix, pressure Schur matrix , and the two equations are defined in Symmetric saddle-point system, Schur complement, and block preconditioners.
If a square block matrix has an invertible leading block, it factorizes through the Schur complement as (An invertible leading block yields block LU through its Schur complement).
For a linear map between finite-dimensional spaces, (Rank-nullity: ).
Proof
Positive definiteness of makes its kernel zero: if , then , so the positivity hypothesis forces . Since is a square matrix on a finite-dimensional space, [F3] makes its image full-dimensional; thus is invertible. For nonzero , full row rank gives . Put , which is nonzero. Then Therefore is symmetric positive definite.
Apply [F2] to with leading block , upper-right block , lower-left block , and lower-right block . Its trailing Schur complement is . Hence and both diagonal blocks of the upper factor are invertible by the hypotheses and step 1.1.
Solve the lower-triangular factor against first. It gives the intermediate vector . The second block row of the upper solve is , so . The first row gives . Substitution verifies and . Invertibility of the diagonal blocks in step 2.1 makes both triangular solves unique, so this is the unique solution.
Pressure Schur equivalence from inf-sup, continuity, and stiffness scaling
Statement
Let be finite-dimensional real inner-product spaces with norms . Let be symmetric positive definite, and let be a bilinear constraint form, represented by the matrices in Symmetric saddle-point system, Schur complement, and block preconditioners. Suppose that, for constants , If is the pressure mass matrix for , then the positive Schur matrix satisfies, for every , Thus pressure-mass Schur equivalence is conditional on the actual inf-sup, continuity, and velocity stiffness scalings shown here.
Facts & Assumptions
Given: Finite-dimensional real spaces , an SPD velocity matrix , a constraint matrix , a pressure mass matrix , and the positive constants in the statement.
The saddle matrix, its velocity and constraint blocks, and the pressure Schur matrix use the conventions of Symmetric saddle-point system, Schur complement, and block preconditioners.
The positive-definite bilinear form is an inner product with norm (Real and complex inner product spaces, with the inner product linear in the first argument).
Cauchy–Schwarz holds in the inner product (Cauchy–Schwarz: , with equality exactly for dependent pairs).
Proof
Fix and put . By [F1] and symmetry of , for every . By [F3], . If , equality is attained at ; if , both sides are zero. Hence
The upper energy inequality in the statement implies , so the supremum in step 1.1 is at least . The lower energy inequality implies ; continuity of therefore makes that supremum at most . Squaring these inequalities and using step 1.1 proves both displayed Schur bounds.
For nonzero , the lower bound in step 2.1 is positive because and is positive definite. Thus is positive definite, and the two quadratic-form inequalities are the stated pressure-mass spectral equivalence.
Backward-Euler incremental pressure correction on a periodic staggered grid
Definition
Fix , , , viscosity , and time step . Given with , a mean-zero pressure , and a force whose components each have zero discrete mean, define the next step by the following two solves and update:
-
Find satisfying
-
Find the unique satisfying
-
Set
The pressure is kept in after every solve; the constant pressure mode is set to zero. The procedure is only asserted for the periodic staggered grid and the admissible data stated here. The separate well-definedness theorem Well-definedness of the periodic pressure-correction solves ↗ verifies both solves and the preserved constraints.
BDF2 standard and rotational incremental pressure-correction variants
Definition
Fix , , , , , and a step . Supply with zero discrete divergence, a mean-zero , and whose components each have zero discrete mean, Compute a predictor from then solve for the unique mean-zero from Set . Choose exactly one pressure update:
- Standard incremental: .
- Rotational incremental: .
In both branches the pressure is gauged in . Initial values are supplied by the caller; no initialization accuracy, stability, or convergence rate is asserted here. The separate well-definedness theorem Well-definedness of the periodic pressure-correction solves ↗ verifies the predictor and pressure solves for either branch.
Spectrum of a symmetrically pressure-mass-preconditioned saddle system
Statement
Assume the hypotheses and Schur bounds of Pressure Schur equivalence from inf-sup, continuity, and stiffness scaling, with constants . For , use from Symmetric saddle-point system, Schur complement, and block preconditioners, and set Let be the eigenvalues, with multiplicity, of . Then , and the symmetric square-root-preconditioned saddle matrix has eigenvalues Consequently its spectrum is contained in where the eigenvalue has multiplicity zero if . This is a spectral estimate for the stated scaled block preconditioner, not an iteration-count or generic solver-speed claim.
Facts & Assumptions
Given: Real finite-dimensional spaces , an SPD velocity matrix , full-row-rank constraint matrix , pressure mass matrix , and the inf-sup, continuity, and energy-equivalence hypotheses of the Schur theorem.
The saddle matrix is , the positive Schur matrix is , and is the block preconditioner (Symmetric saddle-point system, Schur complement, and block preconditioners).
The Schur quadratic form satisfies (Pressure Schur equivalence from inf-sup, continuity, and stiffness scaling).
Every self-adjoint endomorphism of a finite-dimensional real inner product space has an orthonormal eigenbasis (Real spectral theorem: a self-adjoint endomorphism of a finite-dimensional real inner product space has an orthonormal eigenbasis).
Rank-nullity gives for a linear map on a finite-dimensional space (Rank-nullity: ).
Proof
By [F3], the SPD matrices and have symmetric positive square roots and inverse square roots. Put Then . Congruencing [F2] by shows . Hence is positive definite and all its eigenvalues lie in .
By [F3], choose an orthonormal eigenbasis of , with eigenvalues . Set . Then and so the are orthonormal. On the two-dimensional space spanned by and , has matrix whose characteristic polynomial is . Its two roots are and .
The matrix is positive definite by step 1.1, so for every , satisfies . Thus is onto, and [F4] gives . For , , giving eigenvalue on this kernel. The orthonormal pairs from step 2.1 and this dimensional kernel account for all dimensions and hence for the full spectrum of .
If is the Cholesky factor in the symmetric-preconditioning definition, then . Let ; step 1.1 gives , so is orthogonal and Therefore the published Cholesky-symmetric preconditioning has the same spectrum as . Since decreases and increases on , the eigenvalue intervals follow from step 1.1.
Well-definedness of the periodic pressure-correction solves
Statement
On the periodic staggered grid of Periodic staggered-grid velocity and pressure spaces, every admissible backward- Euler step of Backward-Euler incremental pressure correction on a periodic staggered grid and every admissible BDF2 step of BDF2 standard and rotational incremental pressure-correction variants has a unique predictor, a unique mean-zero pressure increment, and a unique updated pair. Both algorithms preserve the zero-mean pressure gauge and exact discrete incompressibility.
Facts & Assumptions
Given: , , , , , admissible mean-zero data, and either stated pressure-correction algorithm.
In the backward-Euler algorithm the predictor matrix is ; in BDF2 it is . The right-hand sides and pressure updates are exactly those in the two algorithm definitions (Backward-Euler incremental pressure correction on a periodic staggered grid, BDF2 standard and rotational incremental pressure-correction variants).
The periodic componentwise Laplacian and the seminorm satisfy by finite periodic reindexing (Periodic staggered-grid velocity and pressure spaces).
has zero mean and is bijective (Periodic pressure Laplacian gauge, solvability, and uniform Poincare bound).
A linear endomorphism of a finite-dimensional space with zero kernel is invertible by rank-nullity (Rank-nullity: ); is finite-dimensional because it is a finite face-array space.
Proof
For any nonzero , the componentwise Laplacian definition and finite periodic reindexing give Therefore . The predictor matrix has zero kernel and is invertible by [F4], so the backward-Euler predictor has a unique solution.
Similarly, . The BDF2 predictor matrix has zero kernel and is invertible by [F4], so its predictor is unique for either pressure-update branch.
For either predictor, summing over all cells cancels the two occurrences of each periodic face value. Hence the right-hand side of the corresponding pressure-increment equation has zero mean. By [F3], there is exactly one mean-zero solving that equation.
The velocity and pressure updates are explicit after the unique predictor and pressure increment. Since , the corrected divergence is in backward Euler and in BDF2. The BDF2 rotational pressure correction subtracts , which has zero mean by compatibility; thus both pressure updates stay in .
Mass-orthogonal periodic discrete Helmholtz projection and exact incompressibility
Statement
On the grid of Periodic staggered-grid velocity and pressure spaces, let be the inverse from Periodic pressure Laplacian gauge, solvability, and uniform Poincare bound. Define Then is the mass-orthogonal projector onto . In the backward-Euler algorithm Backward-Euler incremental pressure correction on a periodic staggered grid, the velocity correction satisfies and exactly.
Facts & Assumptions
Given: The periodic staggered-grid spaces and operators, their mass pairings, a mean-zero pressure solve, and the backward-Euler correction.
is mean-zero, and is invertible on (Periodic pressure Laplacian gauge, solvability, and uniform Poincare bound).
The backward-Euler algorithm sets and (Backward-Euler incremental pressure correction on a periodic staggered grid).
The forward gradient, backward divergence, and mass pairings are the explicit finite-array formulas in Periodic staggered-grid velocity and pressure spaces.
Proof
For any , let , which is defined by [F1]. Then Thus . If , then , so uniqueness of the mean-zero inverse gives and . Therefore is a projection with range exactly .
For and , put , so . Reindexing the periodic sums in [F3] gives Hence the residual is mass-orthogonal to the divergence-free subspace. Together with step 1.1 this makes the mass-orthogonal projector onto .
In the algorithm, [F2] and uniqueness of the pressure solve give . Substitution into the velocity correction yields Step 1.1 then gives .
Modified velocity-pressure energy identity for periodic pressure correction
Statement
For one step of Backward-Euler incremental pressure correction on a periodic staggered grid on Periodic staggered-grid velocity and pressure spaces, with divergence- free and , the following identity holds exactly: This is a modified velocity-pressure energy identity for the stated periodic discretization; it makes no bounded-wall claim.
Facts & Assumptions
Given: The backward-Euler predictor, pressure increment and correction on the periodic staggered grid, with , , , and .
The predictor equation, pressure equation, and pressure update are , , , and (Backward-Euler incremental pressure correction on a periodic staggered grid).
The discrete adjoint relation is , and the pressure Laplacian satisfies (Mass-orthogonal periodic discrete Helmholtz projection and exact incompressibility).
is a mass-orthogonal projector and (Mass-orthogonal periodic discrete Helmholtz projection and exact incompressibility).
by the periodic componentwise Laplacian definition (Periodic staggered-grid velocity and pressure spaces).
Proof
By finite periodic reindexing in each component and coordinate, . Take the inner product of the predictor equation [F1] with . The identity and [F4] give
By [F2] and the pressure equation in [F1], The last equality follows from the second identity in [F2].
Since is orthogonal and by [F3], the projection residual is orthogonal to . Pythagoras gives The pressure update then gives
Substitute the two identities from step 3.1 into step 1.1, replacing and the pressure cross term. The result is exactly the displayed modified energy identity.
First-order velocity accuracy for smooth periodic Stokes data
Statement
Let , , , , , and for an integer . Suppose smooth periodic fields on satisfy for every . Assume the time derivatives of through order two, the spatial derivatives of through order four, of through order three, and of through order two are continuous and bounded. Sample at the staggered faces and at their corresponding grid locations; subtract the discrete mean from each sampled pressure and force component. Start the backward-Euler incremental pressure-correction algorithm with
Then its velocity satisfies where is independent of and depends only on and the displayed smoothness bounds. The estimate is for velocity; no pressure-error rate is asserted.
Facts & Assumptions
Given: The smooth periodic Stokes solution and compatibility conditions above; the backward-Euler scheme with discrete mean-zero force and pressure; the staggered-grid mass inner products.
The discrete gradient/divergence are negative adjoints, is the mass-orthogonal projector onto , and the backward-Euler correction is (Mass-orthogonal periodic discrete Helmholtz projection and exact incompressibility).
The predictor matrix is invertible, and the pressure increment solve is unique on mean-zero arrays (Well-definedness of the periodic pressure-correction solves).
For sampled smooth fields, the discrete divergence, vector Laplacian, and pressure gradient have uniform mass-norm consistency, and zero-integral smooth data have discrete mean (Second-order consistency of staggered periodic sampling).
The pressure Poincare estimate is for mean-zero (Periodic pressure Laplacian gauge, solvability, and uniform Poincare bound).
in the real mass inner products (Cauchy–Schwarz: , with equality exactly for dependent pairs).
The finite differences are the centred periodic operators and the mass inner products are the weighted sums (Periodic staggered-grid velocity and pressure spaces).
For a differentiable finite-dimensional vector curve with integrable derivative, the integral of the derivative is its endpoint difference, and a bounded derivative gives a Lipschitz bound (If is differentiable with integrable then ; and a bounded derivative makes Lipschitz).
The Euclidean norm of a vector integral is at most the integral of its Euclidean norm (For and integrable when , ; for , is integrable).
Proof
Let denote the face samples and the cell and face samples, respectively. For a face array , write for the discrete mean of component repeated on every -face. The input force is , so [F3] gives . Define the sampling residual The continuous Stokes equation and [F3] imply , uniformly in .
Define and let on mean-zero cell arrays. All coordinate shifts commute, so and . Since , it commutes with on . Substitution in gives . Also for every mean-zero , because is orthogonal to by the adjoint relation in [F1]. Applying to the residual equation in step 1.1 therefore yields where . By [F1], , and hence .
Applying to the predictor equation and using and shows that the actual corrected velocity is exactly the backward-Euler step on : The projected reference obeys the differential equation in step 2.1.
Put . Integrating over and using the equation in step 2.1 gives where . By [F7], The bounded-derivative clause of [F7] gives after the isometric identification with Euclidean coordinates. Applying [F8] yields because is a contraction and bounds the weighted sample norm by the continuous supremum norm up to the fixed component factor.
For any face vector , periodic summation by parts gives . Hence Thus is a contraction. Subtracting the equations in steps 3.1–4.1 and applying this contraction gives Since and , summing yields .
Finally, . The second term equals with . By [F4] and [F5], If the bound is immediate; otherwise divide by its norm. Since , [F3] gives , so the projection-sampling discrepancy is . Combining this with step 5.1 proves the stated estimate.
Steady MINI Stokes pressure-mass Schur bounds
Statement
Assume Countable Choice. Let , , be a bounded connected Lipschitz polygonal or polyhedral domain with a finite, nonempty conforming shape-regular affine simplicial mesh. Use the MINI spaces of The conforming P1-bubble/P1 mini element, the Stokes norms and bilinear forms of Stokes velocity and pressure spaces and weak forms, and the viscous velocity form Let be the matrices of and in any bases, and let be the pressure mass matrix. Use the symmetric saddle convention of Symmetric saddle-point system, Schur complement, and block preconditioners. With , the steady Stokes pressure Schur complement satisfies Here is the shape-regularity-uniform Fortin norm bound and is the continuous divergence right-inverse bound in Uniform Fortin stability of the mini element. The result is for the steady velocity stiffness; it asserts no corresponding bound for an unsteady shifted Schur complement.
Facts & Assumptions
Given: Countable Choice, the MINI Stokes pair on the stated finite nonempty mesh family, the homogeneous Dirichlet strain identity, and the generic Schur estimate from inf-sup stability.
The velocity norm is , the pressure norm is , and the Stokes form is (Stokes velocity and pressure spaces and weak forms).
The MINI pair consists of continuous piecewise affine zero-boundary velocities enriched by cell bubbles and continuous piecewise affine mean-zero pressures on a conforming shape-regular affine simplicial mesh (The conforming P1-bubble/P1 mini element).
On a finite connected conforming mesh, and (Local and global dimensions of the mini element).
The mini-element discrete inf-sup constant satisfies , with independent of mesh size (Uniform Fortin stability of the mini element).
If , , and the inf-sup constant is , then (Pressure Schur equivalence from inf-sup, continuity, and stiffness scaling).
The standard real coordinate pairing is an inner product and Cauchy--Schwarz holds for it (The standard formulas on and on are inner products, Cauchy–Schwarz: , with equality exactly for dependent pairs).
Holder's integral inequality gives (Holder's inequality for integrals, including the endpoint cases).
The generic saddle system has positive finite velocity and pressure dimensions, an SPD velocity matrix, and a full-row-rank constraint matrix (Symmetric saddle-point system, Schur complement, and block preconditioners).
The mini inf-sup constant is (Fortin operators transfer the continuous inf-sup bound).
Countable Choice is the only choice principle assumed in the MINI, Korn and Fortin supplier chain (The Axiom of Countable Choice ()).
Proof
The given finite nonempty mesh contains at least one -simplex, so and . The dimension formulas [F3] give and , verifying the dimension hypotheses in [F9]. For every nonzero pressure coefficient vector , by the pressure norm in [F1], so is SPD. For every , [F4] and coordinate Cauchy--Schwarz [F7] give pointwise. Integrating this inequality and using [F4] yields The first inequality drops the nonnegative divergence term in [F4]; the second integrates the pointwise estimate. Thus and in [F6].
For and , Holder's inequality [F8] and the same pointwise divergence bound give Hence the continuity constant in [F6] is .
By [F5] and the definition [F10], the inf-sup constant in [F6] is at least . If for a nonzero pressure vector, then for every , making the supremum in [F10] zero and contradicting this positive lower bound. Thus has full row rank as required by [F9]. The lower bound in step 1.1 makes positive definite. Apply [F6] with the constants established in steps 1.1–1.2. Its lower coefficient is and its upper coefficient is . This is the asserted steady pressure-mass Schur bound.
MINI Stokes block-preconditioned spectral intervals
Statement
Assume Countable Choice and the hypotheses of Steady MINI Stokes pressure-mass Schur bounds. Precondition the steady MINI saddle system symmetrically with , using the convention of Symmetric saddle-point system, Schur complement, and block preconditioners. Put Every eigenvalue of the Cholesky-symmetrically preconditioned matrix lies in where has multiplicity (zero when the dimensions are equal). This interval is for the steady Stokes scaling ; it is not an iteration-count or solver-speed guarantee.
Facts & Assumptions
Given: Countable Choice, the steady MINI Schur bounds, and the spectrum formula for a symmetrically pressure-mass-preconditioned saddle system.
If the eigenvalues of the normalized Schur matrix lie in , the preconditioned saddle eigenvalues are , , and with multiplicity (Spectrum of a symmetrically pressure-mass-preconditioned saddle system).
The MINI steady Schur bounds are (Steady MINI Stokes pressure-mass Schur bounds).
The finite MINI spaces satisfy and (Local and global dimensions of the mini element).
Countable Choice is the only choice principle used in the supplier chain (The Axiom of Countable Choice ()).
Proof
The finite mesh contains a simplex, so [F3] gives and ; therefore both and have positive dimensions as required by [F1]. Congruence of [F2] by shows that the normalized Schur eigenvalues lie in Since is nonzero and is positive definite, [F2] also forces ; both endpoints are positive.
The derivative formulas and for show that the two eigenvalue branches map onto the two stated intervals. Applying [F1] therefore yields the displayed spectral enclosure and multiplicity.
5 · Examples, counterexamples and false statements
None yet.