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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 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 , 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
A periodic Q1/Q1 checkerboard pressure mode is invisible to divergence
Example
Take the periodic square with a unit-square Q1 mesh. At the grid node , for , set and identify opposite boundaries periodically. Assume 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 Q1 mesh, equal-order Q1 velocity and pressure, strictly positive cell parameters , and the PSPG residual term from Residual PSPG and grad-div terms for equal-order flow spaces.
Residual PSPG and grad-div terms for equal-order flow spaces: PSPG adds ; for the Stokes specialization and , , , the residual is .
Verification
On a cell with local coordinates , the corner values are with . Q1 interpolation therefore gives . Its integral on every cell is zero, so its global mean is zero, and it is nonzero at every mesh node.
For any Q1 velocity component , on a cell is affine in and independent of . Since , . Similarly, is independent of and , so . Summing cells gives for every Q1 velocity.
On each unit cell, . Thus 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.
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 to the velocity equation but omit PSPG. The pressure mode remains a nonzero null vector for every .
Facts & Assumptions
Given: The periodic Q1/Q1 Stokes form, grad-div parameter , no PSPG term, and the checkerboard pressure mode.
Residual PSPG and grad-div terms for equal-order flow spaces: grad-div adds to the velocity block; the unstabilized mixed terms are .
A periodic Q1/Q1 checkerboard pressure mode is invisible to divergence: the nonzero mean-zero pressure satisfies for every Q1 velocity .
Verification
Set and . Against an arbitrary velocity test , the pressure contribution is by [F2], and the grad-div term is zero because . Against an arbitrary pressure test , the continuity contribution is .
Thus the homogeneous mixed operator maps the nonzero pair to zero for every . 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.
A two-scale VMS closure attains its Schur defect bound
Example
Let each resolved and unresolved space be with the absolute-value norm (and give its dual the corresponding dual norm). Take the block matrix , load , and closure inverse . 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 , , load , , and .
Finite-dimensional resolved–unresolved VMS split and residual closure: if , the exact coarse Schur system is and the modeled system replaces by .
Finite-dimensional VMS residual closure has an explicit Schur defect bound: the coarse error is bounded by .
Verification
Here , so the exact Schur coefficient is and the exact coarse solution is . The exact unresolved component is .
Replacing by gives the approximate Schur coefficient , hence , and . The coarse error is .
The bound in [F2] equals , because , , , and . Thus the defect bound is attained exactly in this finite example.
Overlarge streamline stabilization suppresses a two-cell solution
Example
Use , , homogeneous endpoint values, and one interior P1 degree of freedom on the two-cell mesh . Replace the exact parameter by the deliberately oversized value , . The discrete midpoint value tends to zero as , while the exact midpoint value is fixed and positive.
Facts & Assumptions
Given: The one-dimensional SUPG form, the two-cell homogeneous P1 space, , , and the modified parameter .
One-dimensional stationary convection–diffusion model and uniform P1 space: the continuous problem is on with .
One-dimensional residual SUPG form with the exact cell parameter: the stabilized diffusion coefficient in the P1 bilinear form is , and the stabilization load is .
The one-dimensional SUPG parameter is positive and bounded: the reference parameter is strictly positive.
Verification
The function satisfies the endpoint conditions. Its derivatives are and , so . Hence .
Let be the midpoint hat function and its coefficient. Its derivative is on the left cell and on the right. Thus , , and . Also , so the stabilization load vanishes. The single discrete equation is therefore , so .
Since by [F3], as , whereas the exact value from step 1.1 is fixed. In particular, every satisfying gives . Oversizing the parameter can therefore smear this discrete solution.
A two-cell SUPG mesh misses the interior shape of an outflow layer
Example
Take , , , and endpoint data , . On the two-cell mesh , the exact-parameter P1 SUPG solution has the exact nodal value at . Nevertheless, at a fixed point inside the outflow cell its error tends to as . The example separates nodal fitting from resolution of the layer inside an element.
Facts & Assumptions
Given: The model on with , , , endpoint values , two equal cells, and the exact parameter from the one-dimensional SUPG form.
One-dimensional stationary convection–diffusion model and uniform P1 space: the equation is , the two-cell P1 trial function is continuous with the prescribed endpoint values, and for .
One-dimensional residual SUPG form with the exact cell parameter: , with the corresponding residual-weighted load, and for .
The one-dimensional SUPG parameter is positive and bounded: the reference parameter is strictly positive.
Verification
Put . The function has endpoint values , and . Hence it is the exact solution.
Let be the P1 hat function at , let have nodal values , and write . Put by [F3]. Since on the left cell and on the right, and , so . Also on the left and on the right, giving and . Thus and the one interior equation is . By [F2] and the Péclet formula in [F1], , so . The exact value is the same number because .
At , the piecewise-linear value is , which tends to as . The exact value is , which tends to zero because and . Therefore the pointwise error tends to . The exact midpoint node does not resolve the exponential layer inside the final cell.
Sources
- Felipe Galarce and Douglas R. Q. Pacheco, Fully consistent lowest-order finite element methods for generalised Stokes flows with variable viscosity, arXiv:2411.02100v1
- Thomas J. R. Hughes, Multiscale and Stabilized Methods
- Volker John, Numerical Methods for Convection-Dominated Problems, lecture notes, Chapter 5
- Thomas J. R. Hughes, Guglielmo Scovazzi, and Leopoldo P. Franca, Multiscale and Stabilized Methods, Encyclopedia of Computational Mechanics, ICES Report 04-18 (2004)
- Hans Petter Langtangen, INF5620: Numerical Methods for Partial Differential Equations, lecture slides