International Journal of Mathematics and

Computer Applications Research (IJMCAR)

ISSN 2249-6955
Vol. 3, Issue 2, Jun 2013, 15-22
© TJPRC Pvt. Ltd.

SEMI-IMPLICIT BACKWARD EULER SCHEME FOR THE NAVIER-STOKES 3D

PROBLEMS: A REVIEW

ONANAYE A. S.1 & ODEKUNLE M. R.2

1
Mathematical Sciences Department, Redeemer’s University, Redemption City, Mowe, Ogun State, Nigeria
2
Department of Mathematics, Federal University of Technology, (Now Called Modibbo Adama University of
Technology), Yola, Nigeria

ABSTRACT

In this paper, a review of Navier-Stokes (NS) problems was carried out particularly on Semi-implicit Backward
Euler Scheme. Other areas of applications of NS were looked into and some of their methods of solutions as well. 2010
Mathematics Subject Classification: 35A01,35B35, 35Q86.

KEYWORDS: Navier-Stokes, Backward Euler, Semi-Implicit, Scheme, Discrete, Global Error and Symplectic
Integrator

INTRODUCTION

In Physics, the Navier–Stokes equations, named after Claude-Louis Navier and George Gabriel Stokes, describe
the motion of fluid substances. These equations arise from applying Newton’s second law to fluid motion , together with
the assumption that the fluid stress is the sum of a diffusing viscous term (proportional to the gradient of velocity), plus a
pressure term. Landau and Lifshitz (1987).

The equations are useful because they describe the physics of many things of academic and economic interest.
They are used to model the weather ,ocean currents, water flow in a pipe and air flow around a wing. The Navier–Stokes
equations in their full and simplified forms help with the design of aircraft and cars, the study of blood flow, the design of
power stations, the analysis of pollution, and many other things. Coupled with Maxwell’s equations they can be used to
model and study magneto-hydrodynamics. Acheson, (1990) and Batchelor,(1967).

Emanuel (2001), the Navier–Stokes equations are of great interest in a purely mathematical sense. Surprisingly,
given their wide range of practical uses, mathematicians have not yet proven that in three dimensions solutions always
exist (existence), or that if they do exist, then they do not contain any singularity (smoothness). These are called the
Navier-Stokes existence and smoothness problems.

The Navier–Stokes equations dictate not position but rather velocity. A solution of the Navier–Stokes equations is
called a velocity field or flow field, which is a description of the velocity of the fluid at a given point in space and time.
Once the velocity field is solved for, other quantities of interest (such as flow rate or drag force) may be found. This is
different from what one normally sees in classical mechanics, where solutions are typically trajectories of position of a
particle or deflection of a continuum. Studying velocity instead of position makes more sense for a fluid; however for
visualization purposes one can compute various trajectories.

PRELIMINARY: THE NATURE OF NAVIER–STOKES EQUATIONS

The Navier–Stokes equations are nonlinear partial differential equations in almost every real situation. In some
cases, such as one-dimensional flow and Stokes flow (or creeping flow), the equations can be simplified to linear
16 Onanaye A. S. & Odekunle M. R.

equations. The nonlinearity makes most problems difficult or impossible to solve and is the main contributor to the
turbulence that the equations model. Polyanin, Kutepov, Vyazmin, and Kazenin (2002) and Currie (1974).

Though the flow may be steady (time independent), the fluid decelerates as it moves down the diverging duct
(assuming incompressible flow), hence there is an acceleration happening over position. Convective acceleration is
represented by the nonlinear quantity:

v.∇v

which may be interpreted either as v.∇ or as v.(∇v) , with ∇v the tensor derivative of the velocity

vector v.

Both interpretations give the same result, independent of the coordinate system —provided
v.∇ is interpreted as
the covariant derivative.

Turbulence is the time dependent chaotic behavior seen in many fluid flows. It is generally believed that it is due
to the inertia of the fluid as a whole: the culmination of time dependent and convective acceleration; hence flows where
inertial effects are small tend to be laminar (the Reynolds number quantifies how much the flow is affected by inertia). It is
believed, though not known with certainty, that the Navier–Stokes equations describe turbulence properly.

DERIVATION OF THE NAVIER-STOKES EQUATIONS

The derivation of the Navier–Stokes equations begins with an application of Newton’s second law: conservation
of momentum (often alongside mass and energy conservation) being written for an arbitrary portion of the fluid. In an
inertial frame of reference, the general form of the equations of fluid motion is:

where v is the flow velocity, ρ is the fluid density, p is the pressure, Τ is the (deviatoric) stress tensor, and f
represents body forces (per unit volume) acting on the fluid and ∇ is the del operator.Vesely and Franz (2001).
This is a statement of the conservation of momentum in a fluid and it is an application of Newton's second law to
a continuum; in fact this equation is applicable to any non-relativistic continuum and is known as the Cauchy momentum
equation.

This equation is often written using the material derivative Dv/Dt, making it more apparent that this is a statement
of Newton's second law:

The left side of the equation describes acceleration, and may be composed of time dependent or convective effects
(also the effects of non-inertial coordinates if present). The right side of the equation is in effect a summation of body
forces (such as gravity) and divergence of stress (pressure and shear stress).
 Semi-Implicit Backward Euler Scheme for the Navier-Stokes 3d Problems: A Review 17

Numerical Solution of the Navier-Stokes Equations

The numerical solution of the Navier–Stokes equations for turbulent flow is extremely difficult, and due to the
significantly different mixing-length scales that are involved in turbulent flow, the stable solution of this requires such a
fine mesh resolution that the computational time becomes significantly infeasible for calculation. Attempts to solve
turbulent flow using a laminar solver typically result in a time-unsteady solution, which fails to converge appropriately.
Hairer, Ernst; Lubich, Christian; and Wanner, Gerhard (2003).

To counter this, time-averaged equations such as the Reynolds-averaged Navier-Stokes equations (RANS),
supplemented with turbulence models, are used in practical computational fluid dynamics (CFD) applications when
modeling turbulent flows. Some models include the Spalart-Allmaras, k-ω (k-omega), k-ε (k-epsilon), and SST models
which add a variety of additional equations to bring closure to the RANS equations. Vesely and Franz (2001). Other
technique for solving numerically the Navier–Stokes equation is the Large eddy simulation (LES). This approach is
computationally more expensive than the RANS method (in time and computer memory), but produces better results since
the larger turbulent scales are explicitly resolved. Together with supplemental equations (for example, conservation of
mass) and well formulated boundary conditions, the Navier–Stokes equations seem to model fluid motion accurately; even
turbulent flows seem (on average) to agree with real world observations.

The Navier–Stokes equations assume that the fluid being studied is a continuum not moving at relativistic
velocities. At very small scales or under extreme conditions, real fluids made out of discrete molecules will produce results
different from the continuous fluids modeled by the Navier–Stokes equations. Depending on the Knudsen number of the
problem, statistical mechanics or possibly even molecular dynamics may be a more appropriate approach. Another
limitation is very simply the complicated nature of the equations. Time tested formulations exist for common fluid
families, but the application of the Navier–Stokes equations to less common families tends to result in very complicated
formulations which are an area of current research. For this reason, these equations are usually written for Newtonian
fluids. Studying such fluids is "simple" because the viscosity model ends up being linear; truly general models for the flow
of other kinds of fluids (such as blood) do not, as of 2011, exist.

THE SEMI-IMPLICIT BACKWARD EULER METHOD FOR NAVIER-STOKES

According to Guillen-Gonzalez (2010),

Problem:

Find u: Ω × (0, T ) → R 3 and p : Ω × (0, T ) → R

 ∂u
 ∂ t + ( u .∇ ) u − ∆ u + ∇ p = f , in Ω × ( 0 , T )
such that :
 ∇ .u = 0 in Ω × ( 0 , T )

 u ( t ) |∂ Ω = 0 on ∂ Ω × ( 0 , T ) (i )

 u |t = 0 = u 0 in Ω



1 3
Mixed variational formulation of the problem (i): Find u (t ), p (t ) ∈ H 01 (Ω)3 × L20 such that v v ∈ H 0 (Ω)
and v q ∈ L20 (Ω)
18 Onanaye A. S. & Odekunle M. R.

 ( u ′ , v ) + ( ∇ u , ∇ v ) − ( p , ∇ .v ) + c ( u , u , v ) = ( f , v ) a .e . in ( 0 , T )

 ( ∇ .u , q ) = 0 a .e . in ( 0 , T ) ( ii )
 u (0 ) = u 0 in Ω

Where

c (u , w, v ) = ((u .∇ ) w, v ) + 12 (∇.u , w.v ) = ...other reformulations

Anti-symmetry : c (u , w, v ) = 0 for any

u ∈ H 01 (Ω)3
Existence
Theorem
The following Inf-Sup condition hold: there exists
β ≥ 0such that

Inf Sup ∫ Ω
q∇.v
≥ β ( Inf − Sup )
q∈L20 ( Ω ) v∈H 01 ( Ω )2
v H 1 (Ω )
q L2 ( Ω )

Moreover, the problem (ii) has (at least) a weak solution with

u ∈ L∞ (0, T ; L2 (Ω)) ∩ L2 (0, T ; H 1 (Ω)), p ∈ H −1 (0, T ; L2 (Ω))

and the following energy inequality holds

t 2 t 2

∫ ∫
2 2
u (t ) L 2 + u (s) 1
≤ u0 L 2 + f (s) −1
, fo r a ll t ∈ [ 0 , T ] ( i ii )
0 H 0 H

The Scheme

Finite-Elements (FE) in space and Finite-Difference (FD) in time.

τh regular partition of Ω ,
FE associated to τ h : vh ⊂ H 01 (Ω)d and Wh ⊂ L20 (Ω) such that :

vh ⊂ Pm , with m ≥ 1 and Wh ⊂ Pm −1

(vh , wh ) satisfying the discrete Inf-Sup condition (uniform with respect to h)

Inicialization: Let uh0 = PL2 ,V u0

h

Step n+1: known

U hn ∈ vh and Phn ∈ Wh ,
compute U hn +1 ∈ Vh and Phn +1 ∈Wh such that :
 Semi-Implicit Backward Euler Scheme for the Navier-Stokes 3d Problems: A Review 19

 Uhn+1 −Uhn 
 ,Vh  + (∇Uhn+1, ∇Vh ) + c(Uhn ,Uhn+1,Vh ) − (Phn+1, ∇.Vh ) = ( f n+1,Vh )
 k 

 for allVh ∈Vh
(∇.U n+1, q ) = 0 for all qh ∈Wh
 h h


Stability

Notation: u ≈ u L2
, u ≈ ∇u L2

Theorem (Unconditional Stability):

The following weak (a priori) estimates for the velocity (discrete version of (iii)):

r −1 2 r −1 2
2 2
∑ ∑
n +1 n +1 n 2
U h + k U h + U h −U h ≤ U 0 + f L2 ( 0 ,tr ; H −1
)
(iv )
n=0 n=0

Moreover, one has the following (weighted) strong estimates for the pressure: k Pishn +bounded
1
in
4
I 3 L2 Weighted strong estimates for the pressure: by using the following bound for the convective terms in (in 3D
n n +1 n n +1 n n +1
Vh1 domains): c(U h ,U h , Vh ) ≤ C ( U h 3 U h + U h U h 3 Vh L L

Error Estimates for the Velocity

Error in Velocity: e n = U (tn ) − U hn = U (tn ) − I hU (tn ) + I hU (tn ) − U hn

144244 3 14 4244 3
e nj ehn

Error in Pressure: z n = P (tn ) − Phn = P (tn ) − J h P (tn ) + J h P (tn ) − Phn

144244 3 14 4244 3
z nj zhn

where I h : H 01 (Ω) → Vh , J h : L20 (Ω) → Wh are two interpolation operators,

1. I h discrete free-divergence interpolation, i.e. assuming tha satisfies: I h

(∇.(U − I hU ), qh ) = 0 for all qh ∈ Wh

2. Take ( I h , J h ) ( U , P )as the Stokes projector of ( U , P ) onto i.e. V h × W h

(∇(U − I hU ), ∇Vh ) − ( P − J h P, ∇.Vh ) = 0 for allVh ∈ Vh

( I hU , J h P ) ∈ Vh × Wh 
 (∇.(U − I hU ), qh ) = 0 for all qh ∈ Wh

Hypothesis
• Approximation
I hU − U H1
+ Jh P − P L2
≤ Ch m ( U H m+1
+ P Hm
)
I hU − U L2
+ Jh P − P H −1
≤ Ch( I hU − U H1
+ Jh P − P L2
)
20 Onanaye A. S. & Odekunle M. R.

• Stability

I hU L∞ IW 1, 3
≤ C( U H2
+ P H1
) Consistence error in time:

U (tn +1 ) − U (tn )
ε n+1 = − U t (tn +1 ) + (U (tn +1 ) − U (tn ).∇(tn +1 )
k
= 21k ∫
tn+1

tn
(tn − t )U tt (t )dt + (∫
tn
tn+1
U t (t )dt.∇U (tn +1 ) )
:= ε1m +1 + ε 2m +1
U (t n +1 ) − U (t n )
ε n +1 = − U t (t n +1 ) + (U (t n +1 ) − U (t n ).∇(t n +1 )
k
= 21k ∫ (t n − t )U tt (t )dt +  ∫ U t (t )dt.∇U (t n +1 ) 
t n+1 t n+1

tn  tn 
m +1 m +1
:= ε 1 + ε 2

Equations of the Error

   e h − e h
n +1 n

  (
, V h  + ∇ e hn + 1 , ∇ V h − ( z hn + 1 , ∇ .V h ) )
   k 
 n +1
 = ε ,Vh C O N S IS T E N C Y

  ej − ej 
n +1 n

 −  ,Vh 

D IS C R E T E D E R IV A T IO N IN T IM E
  k 

( n +1
 − ∇ e j , ∇ V h + z j , ∇ .V h ) (
n +1
) STO K ES

 (
− C kc U h , e ,Vh n n +1
) A N T IS Y S M M E T R Y
 n
− C k c ( e , U ( t n + 1 ), V h ) N O N L IN E A R R E S T


( ∇.e n +1
h )
, qh = 0 Discrete free − Div.
Error Estimates (Local): Taking as Test Functions

(Vh , qh ) = 2 k (ehn +1 , z hn +1 ) :
2 2 2 2
ehn +1 − ehn + ehn +1 − ehn + k ehn +1

≤ Ck 2 ∫
t n +1

tn
(U 2
tt H −1 + Ut
2
L2 ) CONSISTENCY
t n +1 2
+ Ch 2( m +1) ∫ Ut DISCRETE FREE − DERIV . IN TIME
tn H m +1

+ Ckh 2 m U (t n +1 ) ( 2
H m +1
+ P (t n +1 )
2
Hm ) STOKES
(
+ Ckc U hn , ehn +1 , ehn +1 ( = 0 ) ANTISYM METRY )
2 2
+ Ckh 2( m +1) U (t n +1 ) ∞ I 1,3
U (t n +1 ) H m +1

2 2
+ Ck U (t n +1 ) ∞ I1,3
ehn NON LINEAR REST
 Semi-Implicit Backward Euler Scheme for the Navier-Stokes 3d Problems: A Review 21

Error Estimates (Global)

Adding in n=0,…,r-1, for any r=1,…, N, and using the Discrete Gronwall’s Lemma:
r −1 2 r −1 2

er 2
h + k∑ e n +1
h +∑ e n +1
h −en
h
n =0 n=0

(
≤ ec eh0 + Ck 2 ∫
2 tr

0
(U 2
tt −1 + Ut 0
2
) + Ch 2( m +1)
Ut
2
m +1 )
Where C depends on U .Then, assuming a regulator enough exact (U , P ) : solution
L∞ ( L∞ IW 1,3 )

U ∈ L∞ H m +1 , P ∈ L∞ H m , U t ∈ L2 H m +1 , U tt ∈ L2 H −1
the following error estimates for the discrete error holds:
ehn ≤ C (k + h m ).
I ∞ L∞ I I 2 H 1

Plugging the interpolation error, one has the same order for the total error:

en ≤ C ( k + h m ).
I ∞ L∞ I I 2 H 1

CONCLUSIONS

Inclusion, the Navier–Stokes equations, even when written explicitly for specific fluids, are rather generic in
nature and their proper application to specific problems can be very diverse. This is partly because there is an enormous
variety of problems that may be modeled, ranging from as simple as the distribution of static pressure to as complicated as
multiphase flow driven by surface tension. Generally, application to specific problems begins with some flow assumptions
and initial or boundary condition formulation; this may be followed by scale analysis to further simplify the problem.
Semi-implicit Backward Euler method is found to be sure way out of complexity that normally associated with their
solutions.

REFERENCES

1. Acheson, D. J. (1990), Elementary Fluid Dynamics, Oxford Applied Mathematics and Computing Science
Series,Oxford University Press, ISBN 0198596790

2. Batchelor, G.K. (1967), An Introduction to Fluid Dynamics, Cambridge University Press, ISBN 0521663962.

3. Currie, I. G. (1974), Fundamental Mechanics of Fluids, McGraw-Hill, ISBN 0070150001.

4. Hairer, Ernst; Lubich, Christian; Wanner, Gerhard (2003). "Geometric numerical integration illustrated by the
Störmer/Verletmethod".ActaNumerica12:399–450.doi:10.1017/S0962492902000144.
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=1 0.1.1.7.7106.

5. Guillen-Gonzalez F. (2010), A Lecture Note on Backward Euler Semi-Implicit Scheme for the Navier-Stokes
3D, DPTO. E.D.A.N., University of Seville, 41080 Seville.

6. Landau, L. D.; Lifshitz, E. M. (1987), Fluid mechanics, Course of Theoretical Physics, 6 (2nd revised ed.),
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7. Polyanin, A. D.; Kutepov, A. M.; Vyazmin, A. V.; Kazenin, D. A. (2002), Hydrodynamics, Mass and Heat
Transfer in Chemical Engineering, Taylor & Francis, London, ISBN0-415-27237-8.
22 Onanaye A. S. & Odekunle M. R.

8. Vesely, Franz J. (2001). Computational Physics: An Introduction (2nd edition ed.). Springer. pp. page 117.
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