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✓ 5 results · all verified · 1 also independently AI-judged
Every result on this page is machine-checked by a proof checker and read in full and owner-audited; the judge is an additional, independent cross-model AI review of the proofs. The 4 not AI-judged were verified by owner audit (typically over a confirmed judge false positive), not failures.

SUPG, residual stabilization and variational multiscale methods — Examples

1 · Prerequisites

2 · Summary

These examples separate what each stabilization term controls. The two-cell boundary-layer calculation shows exact nodal fitting with a large within-cell error; the one-degree-of-freedom load example shows how an oversized parameter can damp the discrete solution. The periodic Q1/Q1 example gives an exact pressure mode in the divergence-coupling kernel, which a PSPG pressure-gradient term detects; the next example proves that grad-div alone leaves that kernel unchanged. The final VMS example attains the residual-closure defect bound exactly.

The checkerboard nodal pattern on the 2×2 periodic Q1 mesh is shown below. Opposite edges are identified periodically; the corner and edge signs therefore agree under those identifications. On each cell the bilinear interpolant is σij(1−2ξ)(1−2η), as verified algebraically in its item.

\begin{tikzpicture}[scale=1.2]
\draw[step=1,gray!70] (0,0) grid (2,2);
\node at (0,0) {$+$};
\node at (1,0) {$-$};
\node at (2,0) {$+$};
\node at (0,1) {$-$};
\node at (1,1) {$+$};
\node at (2,1) {$-$};
\node at (0,2) {$+$};
\node at (1,2) {$-$};
\node at (2,2) {$+$};
\draw[<->,dashed] (-0.25,0.2) -- (-0.25,1.8);
\draw[<->,dashed] (0.2,2.25) -- (1.8,2.25);
\node[left] at (-0.25,1) {$y$-periodic};
\node[above] at (1,2.25) {$x$-periodic};
\end{tikzpicture}

3 · Logical flowchart

4 · Definitions, theorems and proofs

None yet.

5 · Examples, counterexamples and false statements

ExampleConstruction: AI-adaptedVerification: AI-generatedprecheck passOpen item page →

A periodic Q1/Q1 checkerboard pressure mode is invisible to divergence

Example

Take the periodic square with a 2×2 unit-square Q1 mesh. At the grid node (i,j), for i,j∈{0,1,2}, set qij=(−1)i+j and identify opposite boundaries periodically. Assume τK>0 on every cell. These nodal values define a nonzero mean-zero Q1 pressure. It is invisible to the ordinary velocity-divergence coupling, although its PSPG pressure-gradient term is strictly positive.

Facts & Assumptions

Given: The periodic 2×2 Q1 mesh, equal-order Q1 velocity and pressure, strictly positive cell parameters τK, and the PSPG residual term from Residual PSPG and grad-div terms for equal-order flow spaces.

[F1]

Residual PSPG and grad-div terms for equal-order flow spaces: PSPG adds ∑KτK(∇qh,RM,K(uh,ph))K; for the Stokes specialization and uh=0, ph=qh, f=0, the residual is ∇qh.

Verification

1.1givenconstructalgebra

On a cell Kij with local coordinates (ξ,η)∈[0,1]2, the corner values are σij(1,−1,−1,1) with σij=(−1)i+j. Q1 interpolation therefore gives qh∣Kij=σij(1−2ξ)(1−2η). Its integral on every cell is zero, so its global mean is zero, and it is nonzero at every mesh node.

2.1step 1.1algebra

For any Q1 velocity component v1, ∂xv1 on a cell is affine in η and independent of ξ. Since ∫01(1−2ξ) dξ=0, ∫Kijqh∂xv1=0. Similarly, ∂yv2 is independent of η and ∫01(1−2η) dη=0, so ∫Kijqh∂yv2=0. Summing cells gives (qh,∇⋅vh)=0 for every Q1 velocity.

3.1F1step 1.1step 2.1givenalgebra∎

On each unit cell, ∫K∣∇qh∣2=4/3+4/3=8/3. Thus ∑KτK∥∇qh∥0,K2=(8/3)∑KτK>0 by the strict positivity in Given. By [F1], the PSPG term detects this mode, while the unstabilized divergence equation does not. This finite mode check proves neither a mesh-uniform inf-sup bound nor general PSPG accuracy.

ExampleConstruction: AI-adaptedVerification: AI-generatedprecheck passOpen item page →

Grad-div alone does not remove the Q1 checkerboard pressure kernel

Example

On the same periodic Q1/Q1 mesh and with the same checkerboard pressure from A periodic Q1/Q1 checkerboard pressure mode is invisible to divergence, add any grad-div coefficient γ≥0 to the velocity equation but omit PSPG. The pressure mode remains a nonzero null vector for every γ.

Facts & Assumptions

Given: The periodic Q1/Q1 Stokes form, grad-div parameter γ≥0, no PSPG term, and the checkerboard pressure mode.

[F1]

Residual PSPG and grad-div terms for equal-order flow spaces: grad-div adds γ(∇⋅uh,∇⋅vh) to the velocity block; the unstabilized mixed terms are −(ph,∇⋅vh)+(qh,∇⋅uh).

[F2]

A periodic Q1/Q1 checkerboard pressure mode is invisible to divergence: the nonzero mean-zero pressure qh satisfies (qh,∇⋅vh)=0 for every Q1 velocity vh.

Verification

1.1F1F2given

Set uh=0 and ph=qh. Against an arbitrary velocity test vh, the pressure contribution is −(qh,∇⋅vh)=0 by [F2], and the grad-div term is zero because uh=0. Against an arbitrary pressure test rh, the continuity contribution is (rh,∇⋅uh)=0.

2.1step 1.1algebra∎

Thus the homogeneous mixed operator maps the nonzero pair (0,qh) to zero for every γ≥0. This example shows that grad-div alone leaves a nonzero kernel for this equal-order pairing; it makes no pressure-uniqueness claim after adding another stabilization or changing the spaces.

ExampleConstruction: AI-generatedVerification: AI-generatedprecheck passjudge pass (gpt-6-luna)Open item page →

A two-scale VMS closure attains its Schur defect bound

Example

Let each resolved and unresolved space be R with the absolute-value norm (and give its dual the corresponding dual norm). Take the block matrix (2112), load (1,0), and closure inverse T=1/4. The exact and modeled coarse solutions differ by exactly the defect bound in Finite-dimensional VMS residual closure has an explicit Schur defect bound.

Facts & Assumptions

Given: The two-block VMS decomposition and approximate closure, with scalar block entries Acc=Aff=2, Acf=Afc=1, load Fc=1, Ff=0, and T=1/4.

[F1]

Finite-dimensional resolved–unresolved VMS split and residual closure: if G=Aff−1, the exact coarse Schur system is (Acc−AcfGAfc)uc=Fc−AcfGFf and the modeled system replaces G by T.

[F2]

Finite-dimensional VMS residual closure has an explicit Schur defect bound: the coarse error is bounded by ∥S~−1∥∥Acf∥∥T−G∥∣Ff−Afcuc∣.

Verification

1.1F1givenalgebra

Here G=1/2, so the exact Schur coefficient is 2−1/2=3/2 and the exact coarse solution is uc=2/3. The exact unresolved component is uf=G(Ff−Afcuc)=−1/3.

2.1F1step 1.1algebra

Replacing G by T=1/4 gives the approximate Schur coefficient 2−1/4=7/4, hence u~c=4/7, and u~f=T(Ff−Afcu~c)=−1/7. The coarse error is ∣4/7−2/3∣=2/21.

3.1F1F2step 1.1step 2.1algebra∎

The bound in [F2] equals (4/7)⋅1⋅(1/4)⋅(2/3)=2/21, because ∥S~−1∥=4/7, ∣Acf∣=1, ∣T−G∣=1/4, and ∣Ff−Afcuc∣=2/3. Thus the defect bound is attained exactly in this finite example.

ExampleConstruction: AI-generatedVerification: AI-generatedprecheck passOpen item page →

Overlarge streamline stabilization suppresses a two-cell solution

Example

Use ϵ=b=1, f=1, homogeneous endpoint values, and one interior P1 degree of freedom on the two-cell mesh h=1/2. Replace the exact parameter τ by the deliberately oversized value τ~=Mτ, M>0. The discrete midpoint value tends to zero as M→∞, while the exact midpoint value is fixed and positive.

Facts & Assumptions

Given: The one-dimensional SUPG form, the two-cell homogeneous P1 space, ϵ=b=1, f=1, and the modified parameter τ~=Mτ.

[F1]

One-dimensional stationary convection–diffusion model and uniform P1 space: the continuous problem is −u′′+u′=1 on (0,1) with u(0)=u(1)=0.

[F2]

One-dimensional residual SUPG form with the exact cell parameter: the stabilized diffusion coefficient in the P1 bilinear form is ϵ+τ~b2, and the stabilization load is ∑Kτ~(f,bϕ′)K.

[F3]

The one-dimensional SUPG parameter is positive and bounded: the reference parameter τ is strictly positive.

Verification

1.1F1givenalgebra

The function u(x)=x−(ex−1)/(e−1) satisfies the endpoint conditions. Its derivatives are u′=1−ex/(e−1) and u′′=−ex/(e−1), so −u′′+u′=1. Hence u(1/2)=u∗:=1/2−1/(e+1)>0.

1.2F2givenalgebra

Let ϕ be the midpoint hat function and U its coefficient. Its derivative is 2 on the left cell and −2 on the right. Thus ∫01∣ϕ′∣2dx=4, ∫01ϕ′ϕ dx=12[ϕ2]01=0, and ∫01ϕ dx=1/2. Also ∫01ϕ′ dx=ϕ(1)−ϕ(0)=0, so the stabilization load vanishes. The single discrete equation is therefore 4(1+Mτ)U=1/2, so U=1/[8(1+Mτ)].

2.1F3step 1.1step 1.2algebra∎

Since τ>0 by [F3], U→0 as M→∞, whereas the exact value u∗>0 from step 1.1 is fixed. In particular, every M satisfying Mτ>1/(4u∗)−1 gives U<u∗/2. Oversizing the parameter can therefore smear this discrete solution.

ExampleConstruction: AI-generatedVerification: AI-generatedprecheck passOpen item page →

A two-cell SUPG mesh misses the interior shape of an outflow layer

Example

Take b>0, ϵ>0, f=0, and endpoint data u(0)=0, u(1)=1. On the two-cell mesh h=1/2, the exact-parameter P1 SUPG solution has the exact nodal value at x=1/2. Nevertheless, at a fixed point inside the outflow cell its error tends to 0.98 as ϵ↓0. The example separates nodal fitting from resolution of the layer inside an element.

Facts & Assumptions

Given: The model on (0,1) with b>0, ϵ>0, f=0, endpoint values 0,1, two equal cells, and the exact parameter τ from the one-dimensional SUPG form.

[F1]

One-dimensional stationary convection–diffusion model and uniform P1 space: the equation is −ϵu′′+bu′=f, the two-cell P1 trial function is continuous with the prescribed endpoint values, and Pe=bh/(2ϵ) for b>0.

[F2]

One-dimensional residual SUPG form with the exact cell parameter: ah(wh,vh)=ϵ(wh′,vh′)+b(wh′,vh)+τb2(wh′,vh′), with the corresponding residual-weighted load, and τ=h(2b)−1(coth⁡(Pe)−Pe−1) for b>0.

[F3]

The one-dimensional SUPG parameter is positive and bounded: the reference parameter τ is strictly positive.

Verification

1.1F1givenalgebra

Put r=b/ϵ. The function u(x)=(erx−1)/(er−1) has endpoint values 0,1, and −ϵu′′+bu′=(−ϵr2+br)erx/(er−1)=0. Hence it is the exact solution.

2.1F1F2F3step 1.1algebra

Let ϕ be the P1 hat function at x=h=1/2, let χh∈Sh(0,1) have nodal values (0,0,1), and write uh=Uϕ+χh. Put D=ϵ+τb2>0 by [F3]. Since ϕ′=1/h on the left cell and −1/h on the right, ∫01(ϕ′)2dx=2/h and ∫01ϕ′ϕ dx=12[ϕ2]01=0, so ah(ϕ,ϕ)=2D/h. Also χh′=0 on the left and 1/h on the right, giving D∫χh′ϕ′=−D/h and b∫χh′ϕ=b/h∫h1ϕ=b/2. Thus ah(χh,ϕ)=−D/h+b/2 and the one interior equation is D(2U−1)/h+b/2=0. By [F2] and the Péclet formula in [F1], D=ϵ+(bh/2)(coth⁡(Pe)−1/Pe)=(bh/2)coth⁡(Pe), so U=(1−tanh⁡(Pe))/2=1/(e2Pe+1). The exact value u(h)=(ebh/ϵ−1)/(e2bh/ϵ−1) is the same number because 2Pe=bh/ϵ.

3.1step 1.1step 2.1algebra∎

At x=0.99, the piecewise-linear value is uh(0.99)=0.98+0.02U, which tends to 0.98 as ϵ↓0. The exact value is (e0.99b/ϵ−1)/(eb/ϵ−1), which tends to zero because b>0 and 0.99<1. Therefore the pointwise error tends to 0.98. The exact midpoint node does not resolve the exponential layer inside the final cell.

Sources