Skip to main content
Log in

Second Order Convergence of a Modified MAC Scheme for Stokes Interface Problems

  • Published:
Journal of Scientific Computing Aims and scope Submit manuscript

Abstract

Stokes flow equations have been implemented successfully in practice for simulating problems with moving interfaces. Though computational methods based on the well-known MAC scheme produce accurate solutions and numerical convergence can be demonstrated using a resolution study, the rigorous convergence proofs are usually limited to particular reformulations and boundary conditions. In this paper, a rigorous error analysis of the marker and cell scheme for Stokes interface problems with constant viscosity in the framework of the finite difference method is presented. Without reformulating the problem into elliptic PDEs, the main idea is to use a discrete Ladyzenskaja-Babuska-Brezzi condition and construct auxiliary functions, which satisfy discretized Stokes equations and possess at least second order accuracy in the neighborhood of the moving interface. In particular, the method, for the first time, enables one to prove second order convergence of the velocity gradient in the discrete \(\ell ^2\)-norm, in addition to the velocity and pressure fields. Numerical experiments verify the desired properties of the methods and the expected order of accuracy for both two-dimensional and three-dimensional examples.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7

Similar content being viewed by others

Data Availability

The data that support the findings of this study are available from the corresponding author, upon reasonable request.

References

  1. Beale, T., Layton, A.: On the accuracy of finite difference methods for elliptic problems with interfaces. Commun. Appl. Math. Comput. Sci. 1(1), 91–119 (2007)

    MathSciNet  MATH  Google Scholar 

  2. Blanc, P.: Error estimate for a finite volume scheme on a MAC mesh for the Stokes problem. Finite Vol. Complex Appl. II, 117–124 (1999)

    MathSciNet  MATH  Google Scholar 

  3. Blanc, P.: Convergence of a finite volume scheme on a MAC mesh for the Stokes problem with right hand side in \(H^{-1}\), Finite Vol. Complex Appl. IV, pp. 133–142 (2005)

  4. Boyce, E.G.: An accurate and efficient method for the incompressible Navier-Stokes equations using the projection method as a preconditioner. J. Comput. Phys. 228, 7565–7595 (2009)

    MathSciNet  MATH  Google Scholar 

  5. Chen, X., Li, Z., Álvarez, J.R.: A direct IIM approach for two-phase Stokes equations with discontinuous viscosity on staggered grids. Comput. Fluids 172, 549–563 (2018)

    MathSciNet  MATH  Google Scholar 

  6. Christoph, B.: Domain imbedding methods for the Stokes equations. Numer. Math. 57, 435–451 (1990)

    MathSciNet  MATH  Google Scholar 

  7. Dong, H., Wang, B., Xie, Z., Wang, L.-L.: An unfitted hybridizable discontinuous Galerkin method for the Poisson interface problem and its error analysis. IMA J. Numer. Anal. 37, 444–476 (2017)

    MathSciNet  MATH  Google Scholar 

  8. Dong, H., Ying, W., Zhang, J.: Maximum error estimates of a MAC scheme for Stokes equations with Dirichlet boundary conditions. Appl. Numer. Math. 150, 149–163 (2020)

    MathSciNet  MATH  Google Scholar 

  9. Gallouët, T., Herbin, R., Latché, J.-C.: \(w^{1, q}\) stability of the Fortin operator for the MAC scheme. Calcolo 49, 63–71 (2012)

    MathSciNet  MATH  Google Scholar 

  10. Girault, V., Lopez, H.: Finite-element error estimates for the MAC scheme. IMA J. Numer. Anal. 16, 347–379 (1996)

    MathSciNet  MATH  Google Scholar 

  11. Han, H., Wu, X.: A new mixed finite element formulation and the MAC method for the Stokes equations. SIAM J. Numer. Anal. 35, 560–571 (1998)

    MathSciNet  MATH  Google Scholar 

  12. Hansbo, P., Larson, M.G., Zahedi, S.: A cut finite element method for a Stokes interface problem. Appl. Numer. Math. 85, 90–114 (2014)

    MathSciNet  MATH  Google Scholar 

  13. He, X., Li, J., Lin, Y., Ming, J.: A domain decomposition method for the steady-state Navier-Stokes-Darcy model with Beavers-Joseph interface condition. SIAM J. Sci. Comput. 37, S264–S290 (2015)

    MathSciNet  MATH  Google Scholar 

  14. Hou, T.Y., Wetton, B.T.R.: Convergence of a finite difference scheme for the Navier-Stokes equations using vorticity boundary conditions. SIAM J. Numer. Anal. 29, 615–639 (1992)

    MathSciNet  MATH  Google Scholar 

  15. Hou, T.Y., Wetton, B.T.R.: Second-order convergence of a projection scheme for the incompressible Navier-Stokes equations with boundaries. SIAM J. Numer. Anal. 30, 609–629 (1993)

    MathSciNet  MATH  Google Scholar 

  16. Hu, R., Li, Z.: Error analysis of the immersed interface method for Stokes equations with an interface. Appl. Math. Lett. 83, 207–211 (2018)

    MathSciNet  MATH  Google Scholar 

  17. Jörg, V.R.A.R.: Peters, Fast iterative solvers for discrete Stokes equations. SIAM J. Sci. Comput. 27, 646–666 (2005)

    MathSciNet  MATH  Google Scholar 

  18. Kanschat, G.: Divergence-free discontinuous Galerkin schemes for the Stokes equations and the MAC scheme. Int. J. Numer. Methods Fluids 56, 941–950 (2008)

    MathSciNet  MATH  Google Scholar 

  19. Lebedev, V.L.: Difference analogues of orthogonal decompositions, fundamental differential operators and certain boundary-value problems of mathematical physics. Zh. Vychisl. Mat. Mat. Fiz. 4, 449–465 (1964)

    MathSciNet  Google Scholar 

  20. Lee, L., LeVeque, R.J.: An immersed interface method for incompressible Navier-Stokes equations. SIAM J. Sci. Comput. 25, 832–856 (2003)

    MathSciNet  MATH  Google Scholar 

  21. Leveque, R.J., Li, Z.: The immersed interface method for elliptic equations with discontinuous coefficients and singular sources. SIAM J. Numer. Anal. 31, 1019–1044 (1994)

    MathSciNet  MATH  Google Scholar 

  22. LeVeque, R.J., Li, Z.: Immersed interface methods for Stokes flow with elastic boundaries or surface tension. SIAM J. Sci. Comput. 18, 709–735 (1997)

    MathSciNet  MATH  Google Scholar 

  23. Li, J., Sun, S.: The superconvergence phenomenon and proof of the MAC scheme for the Stokes equations on non-uniform rectangular meshes. J. Sci. Comput. 65, 341–362 (2015)

    MathSciNet  MATH  Google Scholar 

  24. Li, X., Rui, H.: Stability and superconvergence of MAC schemes for time dependent Stokes equations on nonuniform grids. J. Math. Anal. Appl. 466, 1499–1524 (2018)

    MathSciNet  MATH  Google Scholar 

  25. Li, X., Rui, H.: Superconvergence of characteristics marker and cell scheme for the Navier-Stokes equations on nonuniform grids. SIAM J. Numer. Anal. 56, 1313–1337 (2018)

    MathSciNet  MATH  Google Scholar 

  26. Li, Z., Ito, K.: Maximum principle preserving schemes for interface problems with discontinuous coefficients. SIAM J. Sci. Comput. 23, 339–361 (2001)

    MathSciNet  MATH  Google Scholar 

  27. Li, Z., Ito, K.: The immersed interface method: numerical solutions of PDEs involving interfaces and irregular domains, vol. 33. SIAM (2006)

    MATH  Google Scholar 

  28. Li, Z., Ji, H., Chen, X.: Accurate solution and gradient computation for elliptic interface problems with variable coefficients. SIAM J. Numer. Anal. 55, 570–597 (2017)

    MathSciNet  MATH  Google Scholar 

  29. Li, Z., Lai, M.-C., Ito, K.: An immersed interface method for the Navier-Stokes equations on irregular domains. PAMM Proc. Appl. Math. Mech. 7, 1025401–1025402 (2007)

    Google Scholar 

  30. Li, Z., Wang, L., Aspinwall, E., Cooper, R., Kuberry, P., Sanders, A., Zeng, K.: Some new analysis results for a class of interface problems. Math. Methods Appl. Sci. 38, 4530–4539 (2015)

    MathSciNet  MATH  Google Scholar 

  31. Li, Z., Lai, M.-C., Peng, X., Zhang, Z.: A least squares augmented immersed interface method for solving Navier-Stokes and Darcy coupling equations. Comput. Fluids 167, 384–399 (2018)

    MathSciNet  MATH  Google Scholar 

  32. Lin, Y., Zou, Q.: Superconvergence analysis of the MAC scheme for the two dimensional Stokes problem. Numer. Methods Partial Differ. Equ. 32, 1647–1666 (2016)

    MathSciNet  MATH  Google Scholar 

  33. Mayo, A.: The fast solution of Poisson’s and the biharmonic equations on irregular regions. SIAM J. Numer. Anal. 21, 285–299 (1984)

    MathSciNet  MATH  Google Scholar 

  34. Mayo, A., Greenbaum, A.: Fast parallel iterative solution of Poisson’s and the biharmonic equations on irregular regions. SIAM J. Sci. Statistical Comput. 13, 101–118 (1992)

    MathSciNet  MATH  Google Scholar 

  35. Mori, Y.: Convergence proof of the velocity field for a Stokes flow immersed boundary method. Commun. Pure Appl. Math. 61, 1213–1263 (2008)

    MathSciNet  MATH  Google Scholar 

  36. Nicolaides, R., Wu, X.: Analysis and convergence of the MAC scheme. II. Navier-Stokes equations. Math. Comput. Am. Math. Soc. 65, 29–44 (1996)

    MathSciNet  MATH  Google Scholar 

  37. Nicolaides, R.A.: Analysis and convergence of the MAC scheme. I. The linear problem. SIAM J. Numer. Anal. 29, 1579–1591 (1992)

    MathSciNet  MATH  Google Scholar 

  38. Olshanskii, M., Reusken, A.: Analysis of a Stokes interface problem. Numer. Math. 103, 129–149 (2006)

    MathSciNet  MATH  Google Scholar 

  39. Peskin, C.S.: The immersed boundary method. Acta Numer. 11, 479–517 (2002)

    MathSciNet  MATH  Google Scholar 

  40. Rui, H., Li, X.: Stability and superconvergence of MAC scheme for Stokes equations on nonuniform grids. SIAM J. Numer. Anal. 55, 1135–1158 (2017)

    MathSciNet  MATH  Google Scholar 

  41. Rui, H., Sun, Y.: A MAC scheme for coupled Stokes-Darcy equations on non-uniform grids. J. Sci. Comput. 82, 1–29 (2020)

    MathSciNet  MATH  Google Scholar 

  42. Rutka, V.: A staggered grid-based explicit jump immersed interface method for two-dimensional Stokes flows. Int. J. Numer. Methods Fluids 57, 1527–1543 (2008)

    MathSciNet  MATH  Google Scholar 

  43. Saad, Y.: A flexible inner-outer preconditioned GMRES algorithm. SIAM J. Sci. Comput. 14, 461–469 (1993)

    MathSciNet  MATH  Google Scholar 

  44. Shibata, Y., Shimizu, S.: On a resolvent estimate of the interface problem for the Stokes system in a bounded domain. J. Differ. Equ. 191, 408–444 (2003)

    MathSciNet  MATH  Google Scholar 

  45. Shin, D., Strikwerda, J.C.: Inf-sup conditions for finite-difference approximations of the Stokes equations, The. ANZIAM J. 39, 121–134 (1997)

    MathSciNet  MATH  Google Scholar 

  46. Stenberg, R.: Some new families of finite elements for the Stokes equations. Numer. Math. 56, 827–838 (1989)

    MathSciNet  MATH  Google Scholar 

  47. Strang, G.: Accurate partial difference methods. Numer. Math. 6, 37–46 (1964)

    MathSciNet  MATH  Google Scholar 

  48. Tan, Z., Le, D.V., Li, Z., Lim, K., Khoo, B.: An immersed interface method for solving incompressible viscous flows with piecewise constant viscosity across a moving elastic membrane. J. Comput. Phys. 227, 9955–9983 (2008)

    MathSciNet  MATH  Google Scholar 

  49. Tan, Z., Le, D.V., Lim, K., Khoo, B.: An immersed interface method for the incompressible Navier-Stokes equations with discontinuous viscosity across the interface. SIAM J. Sci. Comput. 31, 1798–1819 (2009)

    MathSciNet  MATH  Google Scholar 

  50. Tan, Z., Lim, K., Khoo, B.: An implementation of MAC grid-based IIM-Stokes solver for incompressible two-phase flows. Commun. Comput. Phys. 10, 1333–1362 (2011)

    MathSciNet  MATH  Google Scholar 

  51. Tong, F., Wang, W., Feng, X., Zhao, J., Li, Z.: How to obtain an accurate gradient for interface problems? J. Comput. Phys. 405, 109070 (2020)

    MathSciNet  MATH  Google Scholar 

  52. Wang, B., Khoo, B.: Hybridizable discontinuous Galerkin method (HDG) for Stokes interface flow. J. Comput. Phys. 247, 262–278 (2013)

    MathSciNet  MATH  Google Scholar 

  53. Wang, Q., Chen, J.: A new unfitted stabilized Nitsche’s finite element method for Stokes interface problems. Comput. Math. Appl. 70, 820–834 (2015)

    MathSciNet  MATH  Google Scholar 

  54. Wang, W., Tan, Z.: A simple augmented IIM for 3D incompressible two-phase Stokes flows with interfaces and singular forces. Comput. Phys. Commun. 270, 108154 (2022)

    MathSciNet  MATH  Google Scholar 

Download references

Acknowledgements

H. Dong is partially supported by the NSFC (Grant No. 12001193), by the Scientific Research Fund of Hunan Provincial Education Department (Grant No. 20B376), by the Changsha Municipal Natural Science Foundation (Grant No. kq2014073, kq2208158). W. Ying is partially supported by the NSFC (Grant No. DMS-11771290), by the the Strategic Priority Research Program of Chinese Academy of Sciences (Grant No. XDA25010405), by the Science Challenge Project of China (Grant No. TZ2016002). J. Zhang was partially supported by the National Natural Science Foundation of China (Grant No. 12171376), by the Fundamental Research Funds for the Central Universities (Grant No. 2042021kf0050), and by the Natural Science Foundation of Hubei Province (Grant No. 2019CFA007).

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Wenjun Ying.

Ethics declarations

Conflict of interest

The authors declare that they have no known competing financial interests or person a relationships that could have appeared to influence the work reported in this paper.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Haixia Dong is partially supported by the National Natural Science Foundation of China (Grant No. 12001193, the Scientific Research Fund of Hunan Provincial Education Department (No.20B376), Changsha Municipal Natural Science Foundation (No. kq2014073). Wenjun Ying is partially supported by the Strategic Priority Research Program of Chinese Academy of Sciences (Grant No. XDA25010405), the National Natural Science Foundation of China (Grant No. DMS-11771290) and the Science Challenge Project of China (Grant No. TZ2016002).

Rights and permissions

Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Dong, H., Zhao, Z., Li, S. et al. Second Order Convergence of a Modified MAC Scheme for Stokes Interface Problems. J Sci Comput 96, 27 (2023). https://doi.org/10.1007/s10915-023-02239-w

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • DOI: https://doi.org/10.1007/s10915-023-02239-w

Keywords

Navigation