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Projection, pressure correction and saddle-point solvers — Examples

1 · Prerequisites

2 · Summary

Projection, pressure correction and saddle-point solvers — Examples

A Neumann pressure correction can break tangential no-slip computes an explicit periodic-channel field whose Neumann pressure correction preserves zero normal velocity but changes the tangential wall trace. It is a boundary caveat and gives no convergence rate.

A collocated central gradient misses an alternating pressure mode verifies that an even-grid alternating pressure has zero collocated centred gradient. It illustrates why collocated and staggered operators must not be identified.

A scalar saddle system has golden-ratio preconditioned eigenvalues works out a scalar symmetric saddle system whose exact block-diagonal symmetric preconditioning leaves the golden-ratio eigenvalues visible. The example makes no solver-speed claim.

One staggered Fourier mode is removed exactly by pressure correction constructs an admissible componentwise mean-zero force that makes the staggered backward-Euler predictor equal to a single pressure-gradient mode; the pressure correction removes that velocity exactly in one step.

3 · Logical flowchart

4 · Definitions, theorems and proofs

None yet.

5 · Examples, counterexamples and false statements

ExampleConstruction: Literature-sourcedVerification: AI-adaptedprecheck passjudge pass (gpt-6-luna)Open item page →

A Neumann pressure correction can break tangential no-slip

Statement

On the channel Ω=T×(0,1), with periodic coordinate x∈T=R/Z and wall coordinate y, consider the smooth tentative velocity u~(x,y)=(cos⁡(2πx)y(1−y),0). The field need not be divergence-free; it is zero on both walls. Apply the unit-step pressure projection that solves Δϕ=∇⋅u~,∂yϕ(x,0)=∂yϕ(x,1)=0, periodically in x, and sets u=u~−∇ϕ. The corrected normal velocity is zero at each wall, but its tangential velocity at (0,0) is −2πg(0)≠0, where g(0)=2π(2π)4(2πcoth⁡π−2)>0. Thus this pressure boundary condition does not preserve tangential no-slip for this field. The example asserts no convergence rate.

Facts & Assumptions

Given: A periodic channel, the displayed smooth tentative field, the Neumann pressure equation, and the velocity correction u=u~−∇ϕ.

[F1]

The pressure correction considered here is precisely the Poisson problem, homogeneous Neumann wall condition and gradient subtraction written in the statement.

[F2]

The scalar identities Δ(sin⁡(ax)g(y))=sin⁡(ax)(g′′−a2g) and ∂xsin⁡(ax)=acos⁡(ax) follow by differentiation of smooth functions.

Proof

1.1givenF1F2algebra

Write a=c=2π. Direct differentiation gives ∇⋅u~=−csin⁡(ax)y(1−y). Define g(y)=−ca2y2+ca2y−2ca4+ca3sinh⁡(a/2)cosh⁡(a(y−1/2)),ϕ(x,y)=sin⁡(ax)g(y). Differentiating the polynomial and hyperbolic terms gives g′′−a2g=−cy(1−y) and g′(0)=g′(1)=0. By [F2], this ϕ solves the stated Poisson problem and satisfies both Neumann conditions. Since u~y=0 and ∂yϕ=0 at the walls, the corrected normal velocity remains zero.

1.2givenF1F2algebra

For uniqueness of its gradient, if two classical periodic Neumann solutions are given, their difference w is harmonic with ∂yw=0 on both walls. For each fixed y, one-dimensional integration by parts in x gives ∫Twwxx=−∫Twx2 because the periodic endpoint terms cancel; integration by parts in y gives ∫01wwyy=[wwy]01−∫01wy2=−∫01wy2 by the Neumann data. Integrating the latter equality in x and using Δw=0 yields ∫Ω∣∇w∣2=0. Hence ∇w=0, so the correction is independent of the pressure constant.

2.1F1step 1.1algebra∎

Since u~x(x,0)=0, the corrected tangential trace at the lower wall is ux(x,0)=−∂xϕ(x,0)=−acos⁡(ax)g(0). At x=0, g(0)=ca4(acoth⁡(a/2)−2)>0, because coth⁡(a/2)>1 and a=2π>2. Therefore ux(0,0)=−ag(0)≠0, which proves the tangential no-slip defect.

CounterexampleConstruction: Literature-sourcedVerification: AI-adaptedprecheck passjudge pass (gpt-6-luna)Open item page →

A collocated central gradient misses an alternating pressure mode

Statement

Use the periodic index set JN and h=1/N from Periodic staggered-grid velocity and pressure spaces, but put pressure and velocity components at the same cell centres and define the collocated centred pressure gradient by (Gcq)i,j=qj+ei−qj−ei2h. If N is even, then the nonconstant, zero-mean array qj=(−1)j1 satisfies Gcq=0. Thus this collocated central gradient cannot distinguish this pressure from a constant; the staggered gradient defined on the A page is a different operator.

Facts & Assumptions

Given: The periodic index set JN for N≥2, and the separate collocated centred-gradient convention displayed in the statement.

[F1]

JN=(Z/NZ)d with all index additions taken modulo N (Periodic staggered-grid velocity and pressure spaces).

[F2]

On an even cycle, (−1)j1+1=(−1)j1−1=−(−1)j1, with parity interpreted modulo the even integer N.

Proof

1.1F1givenalgebra

Since N is even, summing (−1)j1 over its N values gives zero; the other coordinates simply repeat this sum. Hence q has zero discrete mean. It is nonconstant because its values at j1=0 and j1=1 differ.

2.1F1F2step 1.1algebra∎

For i=1, [F2] gives qj+e1=qj−e1, so the first component of Gcq is zero. For every i>1, the array is independent of coordinate i, hence again qj+ei=qj−ei. The defining centred difference therefore gives Gcq=0 in every component, proving the nonconstant zero-mean pressure mode is invisible.

ExampleConstruction: AI-adaptedVerification: AI-adaptedprecheck passjudge pass (gpt-6-luna)Open item page →

A scalar saddle system has golden-ratio preconditioned eigenvalues

Statement

Take A=[1], B=[1], MQ=[1], and γ=1 in the symmetric saddle-point and block-preconditioning convention of Symmetric saddle-point system, Schur complement, and block preconditioners. Interpret V=Q=R with Euclidean norms, a(v,w)=vw, and b(v,q)=qv; thus the pressure-Schur hypotheses hold with α=Λ=Cb=β=1. Then K=(1110),P1=I. The symmetrically preconditioned eigenvalues are 1−52,1+52. For right-hand side (1,0)T, the unique saddle solution is (u,p)=(0,1). This exact example illustrates the spectrum only; it implies no solver-speed or iteration-count claim.

Facts & Assumptions

Given: The scalar SPD blocks A=MQ=[1], the full-row-rank matrix B=[1], scaling γ=1, and right-hand side (1,0)T.

[F1]

The saddle matrix is K=[A BT;B 0] and the symmetric preconditioner is Pγ=diag⁡(A,γMQ) (Symmetric saddle-point system, Schur complement, and block preconditioners).

[F2]

For normalized Schur eigenvalue μ, the saddle eigenvalues are λ±(μ)=(1±1+4μ)/2 (Spectrum of a symmetrically pressure-mass-preconditioned saddle system).

Proof

1.1F1algebra

The scalar matrix A=[1] is SPD, BTq=0 implies q=0, and the Schur matrix is S=BA−1BT=[1]. Thus the normalized Schur eigenvalue is μ=1 and P1=diag⁡(1,1)=I by [F1].

2.1F1F2step 1.1algebra∎

Applying [F2] at μ=1 gives the characteristic polynomial λ2−λ−1 and roots (1±5)/2. Direct substitution in u+p=1 and u=0 yields (u,p)=(0,1); the coefficient matrix is invertible because its determinant is −1, so this solution is unique.

ExampleConstruction: Literature-sourcedVerification: AI-adaptedprecheck passjudge pass (gpt-6-luna)Open item page →

One staggered Fourier mode is removed exactly by pressure correction

Statement

Let N≥2 be even, d≥1, h=1/N, and use the staggered operators from Periodic staggered-grid velocity and pressure spaces. Put qj=(−1)j1, so q∈Qh, and let ν,k>0. Start one step of Backward-Euler incremental pressure correction on a periodic staggered grid from un=0, pn=0 with fn+1=k−1Ghq+νAhGhq. Then the unique predictor is u~n+1=Ghq, the pressure increment is ϕn+1=k−1q, and the corrected velocity is exactly un+1=0. The pressure update is pn+1=k−1q.

Facts & Assumptions

Given: The periodic staggered grid, even N, the alternating cell pressure qj=(−1)j1, positive k,ν, and the stated one-step data.

[F1]

The staggered operators satisfy Δh=DhGh and Ah is the negative componentwise periodic Laplacian (Periodic staggered-grid velocity and pressure spaces).

[F2]

The predictor, pressure-increment equation and velocity/pressure updates are those in Backward-Euler incremental pressure correction on a periodic staggered grid.

[F3]

Both solves are unique, the pressure increment is mean-zero, and the correction is exactly the discrete Helmholtz projection (Well-definedness of the periodic pressure-correction solves, Mass-orthogonal periodic discrete Helmholtz projection and exact incompressibility).

Proof

1.1F1givenalgebra

Since N is even, q has zero mean. The staggered gradient is not zero: (Ghq)1,j=−2qj/h. Also Δhq=−4q/h2, so [F1] gives DhGhq=Δhq. Periodic summation shows both Ghq and AhGhq have zero component means, hence the force is admissible.

2.1F1F2F3step 1.1algebra

Substituting u~n+1=Ghq and un=pn=0 into the predictor equation [F2] gives k−1Ghq+νAhGhq=fn+1, so uniqueness [F3] identifies it as the predictor. For the pressure equation, Δh(k−1q)=k−1DhGhq=k−1Dhu~n+1; both sides have mean zero and [F3] gives ϕn+1=k−1q.

3.1F2step 2.1algebra∎

The velocity update [F2] now gives un+1=Ghq−kGh(k−1q)=0, while the pressure update gives pn+1=k−1q. This is exact one-step removal of the selected mode.

Sources