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We have the estimate

Dans le document for the incompressible Boussinesq equations (Page 21-40)

B1≥ 1

Proof. The boundary condition (4.31) forωimplies that

N1

The term I2 can be controlled by Cauchy’s inequality directly. First, re-call the definition of hi,0 in (4.31). Then summing by parts gives I2

=

which implies thatI1can be, after summing by parts, expressed as

I1= 25

The first term on the right-hand side of (4.44) is estimated directly, while for the remaining terms we apply Cauchy’s inequality, giving

25

−1

The combination ofI1andI2then gives

N1

whereBψ was defined in (4.40). Moreover, (4.39) is a direct consequence of (4.48). The treatment of the other three boundary terms is exactly the same.

This completes the proof of Lemma 4.4.

To complete the estimate ofB1we need to control

1+h62D2y this case. The methodology we adopt here is similar to that used in [21], i.e., control the local terms by global terms via elliptic regularity.

Lemma 4.5 For anyψthat vanishes on the boundary, we have

D2xψ21+ D2yψ21≤ 9

Proof. Given the homogeneous boundary conditionψi,j |=0, we perform a Sine transformation of{ψi,j}in both the x and y directions, i.e.,

which in turn implies that

N1

On the other hand, direct calculation along with the fact that−4

h2fk, g ≤ 0 shows that

|fk+g+h2

6 fkg|2≥ | 1+h2

6 g

fk|2+ | 1+h2

6fk

g|2, (4.57)

|fk+g+h2

6fkg|2

fk2+g2−2 9fkg

≥ 8

9(fk2+g2) . (4.58)

Combining (4.55)–(4.57) gives (4.50). Estimate (4.49) can be argued in a

similar fashion. Lemma 4.5 is proven.

The combination of Lemmas 4.4 and 4.5 results in the estimate B1≥ 1

3h2Bψ −3

4ω21Ch9. (4.59)

An estimate forB2 can be derived in a similar fashion, which we only briefly outline. Consider first the expression

iDx2ψi,1Dx2ωi,0inB2. Once again the boundary condition (4.31) for ω leads to examining

iD2xψi,1

Dx2ωi,0in two parts,I3andI4, given by I3= 1

h2

N1 i=1

Dx2ψi,1

8Dx2ψi,1−3Dx2ψi,2+8

9Dx2ψi,3−1 8Dx2ψi,4

,

I4=

N1 i=1

D2xψi,1Dx2hi,0. (4.60)

The estimate ofI3andI4is similar to that ofI1andI2, respectively. Repeating the arguments in the proof of Lemma 4.4, we arrive at (omitting the details)

B2≥ − 1

144h4D2yDx2ψ21Ch9. (4.61)

On the other hand, the fact thatD2yDx2ψ1≤ 4

h2Dx2ψ1andDy2Dx2ψ1≤ 4

h2Dy2ψ1implies Dy2Dx2ψ21= 1

2(D2yDx2ψ21+ Dy2Dx2ψ21)≤ 8

h4D2xψ21+ 8

h4Dy2ψ21

≤ 9 h4ω21, (4.62)

where in the last step we applied (4.49) in Lemma 4.5. Substituting (4.62) into (4.61), we arrive at

B2≥ − 1

16ω21Ch9. (4.63)

Finally,B3can be controlled by applying Cauchy’s inequality (we only consider here the term 1

6ψ1,1ω0,0) 1

6ψ1,1ω0,0≥ − 1 12

ψ1,12

h2 − 1

12h2ω20,0≥ − 1 12

ψ1,12

h2Ch10ψe2C8, (4.64)

where in the last step we used the fact that|ω0,0| ≤Ch4ψeC8 by our con-struction of in section 3.1. The first term on the right-hand side of (4.64) can be absorbed into theBψterm, giving

B3≥ − 1

12h2BψCh9. (4.65)

The combination of (4.63), (4.65), and Lemma 4.4 shows that B

−13

16ω21h8, whose substitution into (4.37) is exactly (4.36). This

com-pletes the proof of Proposition 4.3.

The estimates for the linearized convection terms in (4.32) are given in the following proposition. The proof is similar to that of Proposition 4.3 and the details are left to interested readers.

Proposition 4.6 Assume a-priori that the error functions for the velocity field and temperature satisfy

uLh2, θLh2. (4.66)

Then we have

1+h2 12h

ψ , L2

1

C1hψ22+ν

8ω21+h8, (4.67)

where C1= C(1+ ueC0)2

ν +C(2+ ueC1)2+CueC5.

In addition, by Cauchy’s inequality and the boundary condition for the temperature error functionθ in (4.31), we have the estimate of the gravity

term

1+ h2

12h

ψ , Dx

1−h2

12(D2yD2x) θ

1

C(ψ21+ ∇hθ22)+Ch10, (4.68)

In (4.33), the local truncation error term−θ ,g1 can be controlled by Cauchy’s inequality. The technique used in Lemma 4.6 can be applied here for the estimate of the linearized temperature convection term, i.e., the assumed a-priori assumption (4.66) leads to

θ ,L11

C2θ21+1

2κhθ22+h8, (4.69)

whereC2= C(1+ ueC0)2

κ .

Next, we apply the technique demonstrated in section 3.1 for the sta-bility analysis of the long-stencil discretization of the one-dimensional heat equation to the temperature diffusion term.

Proposition 4.7 We have

θ ,

hh2

12(Dx4+Dy4) θ

1

≥ 1

2∇hθ22h8. (4.70)

Proof. The proof of (4.70) is just the two-dimensional version of the stability analysis in section 3. Sinceθ vanishes on the boundary, we have

θ ,

hh2

12(Dx4+D4y) θ

1

= ∇hθ22+h2

12D2xθ21+h2

12D2yθ21+h2 12B, (4.71)

where Barises from the boundary terms, which after summation by parts, can be written as

B=

N1 i=1

θi,1(D2yθ )i,0+

N1 i=1

θi,N−1(Dy2θ )i,N +

N1

j=1

θ1,j(Dx2θ )0,j

+

N1 j=1

θN1,j(Dx2θ )N,j. (4.72)

We focus on the first term appearing on the right-hand side of (4.72); the other three boundary terms can be treated similarly. Applying the boundary condition forθ at the “ghost points” as in (4.31),(Dy2θ )i,0can be written as

(D2yθ )i,0= 1 h2

5

11θi,1− 4

11θi,2+ 3

11θi,3+ei,0

(4.73) ,

which is analogous to (3.7) except for the local error termei,0 (defined in (4.31)), whose product withθi,1 can be controlled by Cauchy’s inequality.

Alternatively, we can rewrite the right-hand side of (4.73), as we did in sec-tion 3, as

(D2yθ )i,0= −2

11(Dy2θ )i,1+ 1

11(Dy2θ )i,2+ei,0

h2 . (4.74)

The aim here is the control of local terms by global terms. Applying Cauchy’s inequality to each term in (4.74) leads to

θi,1(D2yθ )i,0≥ − 22

4·112·h2θi,12h2(D2yθi,1)2− 12

4·112·h2θi,12h2(Dy2θi,2)2

− 1

4h2θi,12e2i,0 h2

≥ − 1

2h2θi,12h2(Dy2θi,1)2h2(Dy2θi,2)2e2i,0 h2 . (4.75)

Here the arguments in section 4 can be repeated: the first term appearing above can be controlled by∇hθ22, since it will be multiplied by h2

12, resulting in a term greater than 1

2∇hθ22; the second and third terms can be controlled by Dy2θ22; while the last term can be controlled by

h2 12

N1 i=1

e2i,0

h2N h2·Ch10θe2C6· 1

h2Ch9θe2C6, (4.76)

where we used the fact thath= 1

N. (4.70) then follows.

Finally, the combination of (4.32)–(4.37), and (4.67)–(4.70) gives us 1

2 dE

dt +1 2

d

dtθ21Ch8+Cf21+Cg21+C1hψ22

+C2θ21κ

2∇hθ22. (4.77)

Integrating in time results in E+ θ21C

T 0

(f21+ g21) dt+2C2

T 0

θ21dt +2C1

T 0

hψ22dt+CT h8. (4.78)

It can be seen that

hψ22≤3(∇hψ22h2

12hψ21h2

6DxDyψ21) , (4.79)

sinceψvanishes on the boundary, which along with (4.78) implies that

hψ22+ θ21C T

0

(f21+ g21) dt +CC1 T

0

hψ22dt +CC2

T 0

θ21dt+CT h8. (4.80)

By Gronwall’s inequality we then have

hψ22+ θ21Cexp

CC1T +CC2T T

0

f(·, s)21+ g(·, s)21ds +CT h8

CT h8exp

CC1T +CC2T (4.81)

ue2C7,α(1+ ueC5)2+ θe2C5ue2C5

+θe2C6+CT h8

. Thus, we have proven

u(·, t )ue(t )L2+ θ (·, t )θe(t )L2

Ch4

ueC7,α(1+ ueC5)+ θeC5ueC5+ θeC6

·exp CT

ν (1+ ueC1)2+CT

κ (1+ ueC0)2 . (4.82)

Using the inverse inequality, we have

uLCh3. (4.83)

At this point, we can introduce a standard concept which asserts that (4.66) will never be violated ifhis small enough, and Theorem 1.1 is proven.

5 Convergence proof of Theorem 1.2

The numerical scheme with the Neumann boundary condition (1.4), namely (2.7), (2.16), and (2.26), is analyzed in this section. For simplicity of pre-sentation we set θf = 0 in which case the one-sided extrapolation of the temperature at the boundary is given by (2.27).

The consistency analysis of the momentum equation is the same as that presented in section 4. We denote by ψe,ue, andωe the exact solutions of (1.1)–(1.2), and (1.4), and extend ψe smoothly to [−δ,1+δ]2. Then let i,j =ψe(xi, yj)for−2 ≤i, jN +2. The approximated velocity pro-filesU andV, and the vorticity profile are given by (4.1) and (4.2)–(4.5),

respectively. Lemmas 4.1 and 4.2, along with the estimate for the time march-ing term in (4.18), remain valid. The fourth order approximation (4.22) for the constructed vorticity on the boundary is also preserved.

Regarding the temperature variable, instead of substituting the exact solu-tion into the numerical scheme, a careful construcsolu-tion of an approximated temperature profile is performed by adding anO(h4)correction term to θe to satisfy the truncation error fully to fourth order. The reason for this proce-dure is to avoid the loss of accuracy near the boundary which would result from a direct truncation error estimate. To be more precise, we construct the approximate temperature fieldas

=θe+h4θ , (5.1)

in which the correction functionθ satisfies the Poisson equation θ =C1,

(5.2a)

with the Neumann boundary condition

yθ (x,0)= 1

80y5θe(x,0) , yθ (x,1)= 1

80y5θe(x,1) ,

xθ (0, y)= 1

80x5θe(0, y) , xθ (1, y)= 1

80x5θe(1, y) . (5.2b)

The scalarC1(a function of timet) is chosen as

C1dx =

∂θ

n dn in order to maintain consistency with the Neumann boundary condition, i.e.,

C1= 1

| | 1

0

− 1

80y5θe(x,0)+ 1

80y5θe(x,1) dx +

1 0

−1

80x5θe(0, y)+ 1

80x5θe(1, y) dy (5.3) .

A Schauder estimate applied to the Poisson equation (5.2) gives θCm,αeCm+4,α, for m≥2. (5.4)

The reason for taking the boundary condition forθ in (5.2b) will become apparent later. A local Taylor expansion for the exact temperature fieldθeat

points near the boundaryy =0 gives

e)i,1=e)i,1h3

3 y3θe(xi,0)−h5

60y5θe(xi,0)+O(h7eC7

=e)i,1+ h3

3κ e)i,0(∂xθe)i,0h5

60y5θe(xi,0)+O(h7eC7, e)i,2=e)i,2−8h3

3 y3θe(xi,0)−32h5

60 y5θe(xi,0)+O(h7eC7

=e)i,2+8h3

3κ(ωe)i,0(∂xθe)i,0−32h5

60 y5θe(xi,0)+O(h7eC7, (5.5)

due to the no-flux boundary condition forθe and the derivation fory3θe as given in (2.25) by applying the original PDE on the boundary. The insertion of the boundary conditions given by (5.2b) into a Taylor expansion ofθ, along with the Schauder estimateθC3eC7,αgiven by (5.4), gives

θi,1=θi,1−2h∂yθi,0+O(h3)∂y3θi,0

=θi,140h y5θe(xi,0)+O(h3eC7,α, θi,2=θi,2−4h∂yθi,0+O(h3)∂y3θi,0

=θi,220h y5θe(xi,0)+O(h3eC7,α. (5.6)

The combination of (5.5) and (5.6) results in an estimate for=θe+h4θ given by

i,1=i,1+ h3

3κ e)i,0(∂xθe)i,0h5

24y5θe(xi,0)+O(h7eC7,α, i,2=i,2+8h3

3κ e)i,0(∂xθe)i,0−7h5

12 y5θe(xi,0)+O(h7eC7,α. (5.7)

Similar results can be obtained at the other three boundary segments, namely y =1,x =0, andx=1. Note that theO(h5)coefficients ofi,1andi,2 have the ratio 1 : 14. This will be needed for the error analysis of the inner product of the temperature with the diffusion term in the temperature equa-tion. This crucial point is the reason for the choice of the boundary condition forθ in (5.2b).

A direct consequence of the Schauder estimate (5.4) is given by θW2,( )C2,αeC6,α,

(5.8)

in which · Wm,∞( ) represents the maximum value, at grids points, of the given function up tom-th order finite-difference, over the domain . As a result, we have

θeW2,( ) =h4θW2,( )Ch4θeC6,α. (5.9)

The combination of (5.9) and a local Taylor expansion forθe gives the esti-mates

Dx

1+ h2

12(Dy2Dx2)

=Dx

1+h2

12(D2yD2x)

θe+O(h4eC6,α

= 1+h2

12

xθe+O(h4eC6,α, (5.10)

Dx

1−h2 6 D2x

=xθe+O(h4eC6,α, Dy

1−h2

6 D2y

=yθe+O(h4eC6,α, (5.11)

hh2

12(Dx4+D4y)

=θe+O(h4eC6,α,

UDx

1−h2 6Dx2

=uexθe+O(h4)ueC5θeC6,α, (5.12)

VDx

1−h2 6Dx2

=veyθe+O(h4)ueC5θeC6,α. (5.13)

Moreover, taking the time derivative of (5.2) leads to a Poisson equation fortθ, namely

(∂tθ )=tC1, (5.14a)

with the Neumann boundary conditions

y(∂tθ )(x,0)= 1

80(∂ty5θe)(x,0) , y(∂tθ )(x,1)= 1

80(∂ty5θe)(x,1) ,

x(∂tθ )(0, y)= 1

80(∂tx5θe)(0, y) , x(∂tθ )(1, y)= 1

80(∂tx5θe)(1, y) . (5.14b)

Similarly, the value oftC1is given by

tC1= 1

| | −

1 0

1

80(∂ty5θe)(x,0)+ 1

80(∂ty5θe)(x,1) dx +

1 0

− 1

80(∂tx5θe)(0, y)+ 1

80(∂tx5θe)(1, y) dy . (5.15)

A Schauder estimate applied to the Poisson equation (5.14) reads tθCm,αC∂tθeCm+4,αC

ueCm+4,αθeCm+5,α+ θeCm+6,α

, for m≥2,

(5.16)

in which the original temperature transport equationtθe+(ue·∇e =κθe

was used. It can be seen that (5.16) amounts to

t=tθe+O(h4)

ueC6,αθeC7,α+ θeC8,α

(5.17) .

The combination of (4.10)–(4.13), (4.18)–(4.19), (5.10), and the original momentum equation results in

t +Dx

1+h2 6Dy2

(U )+Dy

1+h2 6 D2x

(V )

h2

12h(UDx +VDy )gDx

1+h2

12(D2yD2x)

=ν

h+h2 6Dx2Dy2

+f , (5.18)

where|f| ≤Ch4ueC7,α(1+ ueC5)+Ch4θeC6,α. Similarly, the com-bination of (5.11)–(5.13), (5.17), and the original temperature equation gives

t+UDx

1−h2

6Dx2

+VDy

1−h2

6Dy2

=κ

hh2

12(Dx4+Dy4)

+g, (5.19)

where|g| ≤Ch4(ueC6,αθeC7,α+ θeC8,α).

The error functions at the computational grid points(xi, yj), 0i, jN are defined in the same way as in (4.28). Subtracting (5.18)–(5.19) from the

numerical scheme (2.7), (2.16), and (2.27), gives

in which the linearized convection error termsL1andL2are given by (4.31), and the local truncation error terms satisfy

|g| ≤Ch4(ueC6,αθeC7,α+ θeC8,α) , from (5.7), and using the approximations (4.22) and (5.11), that for the tem-perature field

Subtracting (5.23) from (2.27), we arrive at θi,1=θi,1+ h3

where the ratio 1 : 14. Such a ratio is a crucial point in the error analysis of the temperature diffusion term in (5.20), which will be established in detail in Proposition 5.1.

The estimate of the error functions in the system (5.20)–(5.22) and (5.24) is similar to that in section 4. Multiplying the vorticity error equation by

− 1+ h2

12h

ψat interior grid points 1 ≤ i, jN −1 gives the same identity as in (4.32)

(5.25)

The energy estimate of the temperature error is different from the Dirichlet boundary condition case since the temperature field is updated at every grid point 0 ≤ i, jN. Taking the, 3inner product (see the definition in (3.13)) of the temperature error equation withθ gives

1

which is also the same as (4.33) except for the difference of inner product and L2norms. Again, this is due to the fact that the temperature field is updated at every grid points 0≤i, jN.

An estimate for (5.25) is the same as that for (4.32). The identities (4.34)–

(4.35), Propositions 4.3 and 4.6, and (4.68) are still valid. More precisely,

provided the a-priori assumption (4.66) is satisfied, along withC1as intro-duced after (4.67).

Similar to (4.69), the linearized temperature convection term can be controlled by

An estimate of the temperature diffusion term in (4.69) is outlined below.

Its proof relies on the stability analysis given in section 3.2 and some error estimates.

Proposition 5.1 We have

Proof. Summing by parts under the inner product , 3 and using the boundary extrapolation (5.24) gives

θ ,

hh2

12(D4x+Dy4) θ

3

= −∇hθ22h2

12D2xθ23h2

12D2yθ23+B. (5.33)

The boundary termBcan be decomposed as B=B1+B2+B3+B4, (5.34a)

in whichB1, corresponding to the boundary term alongy =0, reads

B1= 1 12

N1

i=1

θi,1i,1θi,1)+1 2θi,0

i,2θi,2)−16(θi,1θi,1)

= 1 12

N1

i=1

θi,1 h3

3κqbih5

24rbi +eb1i +1

2θi,0

8h3

3κqbi −7h5

12 rbi +eb2i −16(h3

3κqbih5

24rbi +eb1i )

. (5.34b)

It should be noted that the derivation of (5.34b) comes from the formula for

θi,1andθi,2 in (5.24a). The definitions ofqbi, rbi, eb1i ,eb2i were given in (5.24b). The boundary terms alongy =1,x =0, andx =1 can be similarly presented. In more detail,B1can be simplified as

B1= h3 36κ

N1 i=1

qbii,1−4θi,0)+ 1 12

N1 i=1

eb1i i,1−8θi,0)+1 2eb2i θi,0

+ h5 288

N1 i=1

rbii,0θi,1)

I1b+I2b+I3b. (5.35)

The first termI1bcan be controlled by using the form ofqbi as in (5.24b), namely

h3

N1 i=1

qbiθi,1=h3

N1 i=1

θi,1ωi,0Dx(1h2 6 D2xi,0

+h3

N1

i=1

θi,1 i,0Dx(1h2 6Dx2i,0

W1,hψ2θ3+Ch Lθ3hθ2+Ch10 (5.36)

C(θeC6,α+1)(∇hψ22+ θ23)+Ch(ueC5 +1) 23 + ∇hθ22)+Ch10,

in which the first inequality comes from the boundary formula forωi,0 in (5.22). The second inequality results from the estimate (5.9), (4.6), and the a-priori assumption (4.66). A similar result can be obtained forh3N1

i=1 qbi θi,0. Then we arrive at

I1bC(θeC6,α+1)(∇hψ22+ θ23)+Ch(ueC5+1) 23 + ∇hθ22)+Ch10.

(5.37)

The termI2bcan be controlled by Cauchy’s inequality and the estimate (5.24b), giving

I2bC N1

i=1

eb1i θi,1 +C

N1

i=1

eb1i θi,0

23+Ch10. (5.38)

What remains is the estimate of I3b. As can be seen, the detailed esti-mates forθi,1andθi,2in (5.24), which shows that theO(h5)coefficients of θi,1,θi,2 have the ratio 1 : 14, allows the term I3b to be written as

h5 288

N1

i=1 rbii,0θi,1). That is crucial to implement the error analysis below.

An application of Cauchy’s inequality shows that I3b = h5

288

N1 i=1

rbii,0θi,1)≤ 1 288h2

N1

i=1

i,0θi,1)2 h2 + 1

288h10

N1 i=1

r2i . (5.39)

It is observed that the first term appearing above can be absorbed into∇hθ22. Meanwhile, we note thatrbi =y5θe(xi,0), which is a bounded quantity on y =0. Then we get

I3b= h5 288

N1 i=1

rbii,0θi,1)≤ 1

288∇hθ22+Ch9. (5.40)

The combination of (5.37)–(5.38) and (5.40) leads to B1C(θeC6,α+1)(∇hψ22+ θ23)+ 1

288∇hθ22+1 8h8. (5.41)

The other three boundary terms B2,B3, B4 can be treated similarly. As a result, we arrive at

BC(θeC6,α+1)(∇hψ22+ θ23)+ 1

72∇hθ22+1 2h8. (5.42)

The insertion of (5.42) into (5.33) implies (5.32). Proposition 5.1 is proven.

By the combination of (5.25)–(5.32) we have the following inequality

1 2

dE dt +1

2 d

dtθ23Ch8+C(f23+ g23)+C1hψ22+C2θ23

κ

8∇hθ22. (5.43)

The proof of Theorem 1.2 can be carried out by using a similar argument as in (4.78)–(4.83). The details are left to the interested reader.

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