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The Postprocessed Mixed Finite-Element Method for the Navier--Stokes Equations

Abstract

A postprocessing technique for mixed finite-element methods for the incompressible Navier–Stokes equations is studied. The technique was earlier developed for spectral and standard finite-element methods for dissipative partial differential equations. The postprocessing amounts to solving a Stokes problem on a finer grid (or higher-order space) once the time integration on the coarser mesh is completed. The analysis presented here shows that this technique increases the convergence rate of both the velocity and the pressure approximations. Numerical experiments are presented that confirm both this increase in the convergence rate and the corresponding improvement in computational efficiency.

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The Postprocessed Mixed Finite-Element Method for the Navier--Stokes Equations

Author: Ayuso, Blanca; García-Archilla, Bosco; Novo, Julia
Publisher: Society for Industrial and Applied Mathematics
Year: 2005
DOI: 10.1137/040602821
Source: https://idus.us.es/bitstreams/90733410-2f4f-49ba-8ad1-f3aa19bcd32e/download
SIAM J. NUMER. ANAL.c
2005 Socie y o Indus ial and Applied Ma hema ics
Vol. 43, No. 3, pp. 1091–1111
THE POSTPROCESSED MIXED FINITE-ELEMENT METHOD
FOR THE NAVIER–STOKES EQUATIONS∗
BLANCA AYUSO†, BOSCO GARC´
IA-ARCHILLA‡,AND JULIA NOVO†
Abs ac . A pos p ocessing echnique o mixed fini e-elemen me hods o he incomp essible
Na ie –S okes equa ions is s udied. The echnique was ea lie de eloped o spec al and s anda d
fini e-elemen me hods o dissipa i e pa ial diffe en ial equa ions. The pos p ocessing amoun s o
sol ing a S okes p oblem on a fine g id (o highe -o de space) once he ime in eg a ion on he
coa se mesh is comple ed. The analysis p esen ed he e shows ha his echnique inc eases he
con e gence a e o bo h he eloci y and he p essu e app oxima ions. Nume ical expe imen s a e
p esen ed ha confi m bo h his inc ease in he con e gence a e and he co esponding imp o emen
in compu a ional efficiency.
Key wo ds. Na ie –S okes equa ions, mixed fini e-elemen me hods
AMS subjec classifica ions. 65M60, 65M20, 65M15, 65M12
DOI. 10.1137/040602821
1. In oduc ion. This pape in a sense culmina es he de elopmen o a pos -
p ocessing echnique o inc ease he accu acy and compu a ional efficiency o Gale kin
me hods o dissipa i e pa ial diffe en ial equa ions in oduced in [18]. We u n o
he equa ions which ga e ise o his pos p ocessing echnique, he incomp essible
Na ie –S okes equa ions, and we add ess hose Gale kin me hods o hese equa ions
which, when complex-shaped bodies a e p esen , a e acknowledged o be o wide
applicabili y, mixed fini e-elemen (MFE) me hods.
The pos p ocessing echnique we s udy he e was o iginally de eloped o spec-
al me hods [18], [19]. A ha momen , ei he i s analysis and unde s anding o
i s de elopmen seemed o depend hea ily on he p ope ies o he Fou ie modes,
al hough his was no a sho coming o p o e i s use ulness in he s udy o nonlinea
shell ib a ions [27]. In la e wo ks [13], [14], he dependence on he Fou ie modes
was o e come. O pa icula impo ance o he p esen wo k, besides [14], has been
he de elopmen o he pos p ocessing echnique o fini e-elemen me hods in [20],
[15]. In [20], i was de ised how o ca y ou he pos p ocessing wi hou he help o
an app oxima e ine ial mani old [11], [12], a concep mo e sui ed o spec al me hods
and eigen unc ion expansion. In [15], i is shown wha gains can be expec ed when
pos p ocessing low-o de elemen s.
As is usually he case wi h MFE me hods, i is he expe ience and unde s anding
gained in p e ious wo ks (see [14], [15], [16], [17], [18], [19], [20], and he e e ences
ci ed he ein) wi h simple equa ions and me hods which has allowed he p esen one
o be w i en. Fu he mo e, al hough o simplici y we ocus on Hood–Taylo [26]
elemen s, he pos p ocessing echnique can be easily adap ed o o he kinds o mixed
∗Recei ed by he edi o s Janua y 2, 2004; accep ed o publica ion (in e ised o m) Ma ch 18,
2005; published elec onically Sep embe 23, 2005.
h p://www.siam.o g/jou nals/sinum/43-3/60282.h ml
†Depa amen o de Ma em´a icas, Uni e sidad Au ´onoma de Mad id, Mad id, Spain (blanca.
a[email p o ec ed], julia.no[email p o ec ed]). The esea ch o he fi s au ho was suppo ed by p ojec HPRN-
CT-2002-00284. The esea ch o he hi d au ho was suppo ed by DGI-MCYT unde p ojec
MTM2004-02847 (cofinanced by FEDER unds) and by JCYL unde p ojec VA044/03.
‡Depa amen o de Ma em´a ica Aplicada II, Uni e sidad de Se illa, Se illa, Spain (bosco@
ma ina.us.es). This au ho ’s esea ch was suppo ed by DGICYT p ojec BFM2003-00336.
1091
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1092 BLANCA AYUSO, BOSCO GARC´
IA-ARCHILLA, AND JULIA NOVO
elemen s. In ac , in [3] (see also [5]) he so-called mini-elemen is shown o ende
simila gains as Hood–Taylo elemen s when pos p ocessed i he p o isions in [15]
a e aken in o accoun .
Le us desc ibe wha his pos p ocessing echnique is. We conside he incom-
p essible Na ie –S okes equa ions, which, in app op ia e dimensionless a iables, can
be w i en as
u −νΔu+(u·∇)u+∇p= ,(1.1)
di (u)=0
in a bounded domain Ω ⊂Rd(d=2,3) wi h smoo h bounda y subjec o homoge-
neous Di ichle bounda y condi ions u=0on∂Ω. In (1.1), uis he eloci y field,
p he p essu e, and a gi en o ce field. Suppose ha o he solu ion uand p
co esponding o a gi en ini ial condi ion
u(·,0) = u0;(1.2)
we a e in e es ed in i s alue a a ce ain ime T>0. We fi s compu e MFE
app oxima ions uhand ph o he eloci y and p essu e, espec i ely, by in eg a ing in
ime he co esponding disc e iza ion o (1.1)–(1.2) om =0 o =T. Then, in he
pos p ocessing s ep, we ob ain an app oxima ion o he solu ion ˜u,˜po he S okes
p oblem
−νΔ˜u+∇˜p= −d
d uh(T)−(uh(T)·∇)uh(T)
di (˜u)=0
in Ω,
˜u=0 on∂Ω.
(1.3)
The MFE o his las s ep is ei he he same-o de Hood–Taylo elemen o e a fine
g id o a highe -o de Hood–Taylo elemen o e he same g id. The a e o con e -
gence o he disc e e eloci y and p essu e in he esul ing me hod is p o ed o be
he same as he a e o con e gence o he MFE used in he pos p ocessed s ep. The
o e cos o he pos p ocessed p ocedu e is nea ly negligible since he S okes p oblem
using he enhanced MFE is sol ed only once, when he ime in eg a ion has been
comple ed. In his espec , i adically diffe s om some o he esea ch [2], [32], wi h
low-o de MFEs o he Na ie –S okes equa ions ha also de eloped om he ideas
in [11] and [12], since in [2] and [32] compu a ions wi h he enhanced elemen o on
he fine g id a e ca ied ou all he way h ough he in e al (0,T].
Some supe con e gence esul s a e ob ained in he pape and a e used as a ool
o ge he a e o con e gence o he pos p ocessed me hod. In pa icula , we de i e a
supe con e gence esul o he e o be ween he MFE app oxima ion o he eloci y
and he disc e e S okes p ojec ion in oduced in [24]. Fo simplici y o analysis, we
de i e hese esul s unde he s ong egula i y hypo heses in (2.2), which, as poin ed
ou in [24], a e un ealis ic in p ac ical si ua ions. In a mo e p ac ical se ing, assump-
ions (2.2) should be assumed om some posi i e ime 0>0 onwa ds, and, as we
commen in sec ion 2, compu a ions (and hei analysis) up o his ime should ake
in o accoun he lowe egula i y a =0.
Finally, we ema k ha ecen esea ch [16], [17] has shown he use ulness o he
pos p ocessing echnique in ob aining efficien a pos e io i e o es ima o s in pa ial
diffe en ial equa ions o e olu ion, a field much less de eloped han in he case o
s eady p oblems. The applica ion o he pos p ocessing echnique o ge a pos e io i
e o es ima es o Na ie –S okes equa ions using he esul s ob ained in his pape
will be he subjec o u u e wo k.
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POSTPROCESSED MFE METHOD FOR NAVIER–STOKES EQUATIONS 1093
The es o he pape is as ollows. In sec ion 2 we ecall some p ope ies o MFE
me hods and collec some inequali ies o be used la e . In sec ion 3 we fi s speci y
he pos p ocessing echnique and hen ca y ou he con e gence analysis. Finally,
in sec ion 4 nume ical expe imen s a e p esen ed o assess he capabili ies o he new
echnique.
2. P elimina ies and no a ions. Le Ω be a bounded domain in Rd,d=2,3,
no necessa ily con ex, bu o class Cm,m≥3, and le Hand Vbe he Hilbe spaces
H={u∈L2(Ω))d,|di (u)=0,u·n|∂Ω=0},V={u∈H1
0(Ω))d,|di (u)=0},
endowed wi h he inne p oduc o L2(Ω)dand H1
0(Ω)d, espec i ely. Fo 1 ≤q≤∞
and l≥0, we conside he s anda d Sobole spaces, Wl,q(Ω)d, o unc ions wi h
de i a i es up o o de lin Lq(Ω), and Hl(Ω)d=Wl,2(Ω)d. The no m in Hl(Ω)dwill
be deno ed by ·lwhile ·−lwill ep esen he no m o i s dual space. We conside
also he quo ien spaces Hl(Ω)/Rwi h no m pHl/R= in {p+cl|c∈R}.
We shall equen ly use he ollowing Sobole ’s imbeddings [1]. The e exis s a
cons an C=C(Ω,q) such ha o q∈[1,∞),q
<∞, i holds ha
 Lq(Ω)d≤C Ws,q(Ω)d,1
q≥1
q≥1
q−s
d>0, ∈Ws,q(Ω)d.(2.1)
Fo q=∞, (2.1) holds wi h 1
q<s
d.
Le Π : L2(Ω)d−→ Hbe he Le ay p ojec o ha maps each unc ion in L2(Ω)d
on o i s di e gence- ee pa . We deno e by A he S okes ope a o in Ω:
A:D(A)⊂H−→ H, A=−ΠΔ,D(A)=H2(Ω)d∩V.
Applying Le ay’s p ojec o o (1.1), he equa ions can be w i en in he o m
u +νAu+B(u, u)=Π in Ω,
whe e B(u, u) = Π((u·∇)u).
In wha ollows we will assume ha he solu ion (u, p) o (1.1)–(1.2) sa isfies
max
0≤ ≤Tu( ) +p( )H −1/R<∞,max
0≤ ≤Tu ( ) +p ( )H −1/R<∞.(2.2)
We e e he eade o [30] o a s udy abou he egula i y o he solu ions o he
Na ie –S okes equa ions. No ice, howe e , ha , as poin ed ou in [24], i is un ealis ic
o assume such a s ong egula i y up o ime = 0. The assump ion in (2.2) is o
simplici y in he analysis. In a mo e ealis ic se ing, = 0 should be eplaced by
some posi i e ime 0, and e o bounds equi ing less egula i y such as hose in [24]
and [25] should be conside ed om =0 o = 0. In o de o main ain he accu acy
le els ha a highe egula i y would allow om 0onwa ds, compu a ions up o = 0
should be ca ied ou on an adequa e fine g id. No ice also ha among he condi ions
o ensu e (2.2) (see, e.g., Theo em 4 in [23]) is ha Ω is o class C .
Le Th=(τh
i,φ
h
i)i∈Ih,h>0, be a amily o pa i ions o sui able domains Ωh,
whe e he pa ame e his he maximum diame e o he elemen s τh
i∈T
hand φh
i
a e he mappings o he e e ence simplex τ0on o τh
i. We es ic ou sel es o quasi-
uni o m and egula meshes Th.
Le ≥2, we conside he fini e-elemen spaces

Sh, =χh∈C0(Ωh)|χh|τh
i◦φh
i∈P −1(τ0)⊂H1(Ωh),
◦
Sh, =χh∈C0(Ωh)|χh|τh
i◦φh
i∈P −1(τ0),χ
h(x)=0∀x∈∂Ωh⊂H1
0(Ωh),
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1094 BLANCA AYUSO, BOSCO GARC´
IA-ARCHILLA, AND JULIA NOVO
whe e P −1(τ0) deno es he space o polynomials o deg ee a mos −1onτ0.Asa
consequence o es ic ing ou s udy o quasi-uni o m pa i ions, he ollowing in e se
inequali y holds (see, e.g., [9, Theo em 3.2.6]) ∀τ=τh
i∈T
h, wi h diam(τ)=hτ≤h,
h∈(◦
Sh, )d:
(2.3)
 hWm,q(τ)d≤Chl−m−d(1
q−1
q) hWl,q(τ)d,0≤l≤m≤2,1≤q≤q≤∞.
In o de o gua an ee con e gence o he MFE app oxima ion, we choose a s able
combina ion o wo fini e-elemen spaces (see [7]). We in oduce he fini e-elemen
spaces in which ou MFE app oxima ion o (u, p) will be ca ied ou . We shall deno e
by (Xh, ,Q
h, −1) he so-called Hood–Taylo elemen , whe e
Xh, =◦
Sh, d,Q
h, −1=
Sh, −1∩L2(Ωh)/R, ≥3.
Fo his mixed elemen a uni o m in -sup condi ion is sa isfied (see [26], [6]), ha is,
he e exis s a cons an β>0 independen o he mesh g id size hsuch ha
in
qh∈Qh, −1
sup
h∈Xh,
(qh,∇· h)
 h1qhL2/R≥β.(2.4)
The app oxima e eloci y solu ion belongs o he disc e ely di e gence- ee space
Vh, =Xh, ∩χh∈H1
0(Ωh): Ωh
qhdi (χh)=0 ∀qh∈Qh, −1.
We obse e ha o he Hood–Taylo elemen , Vh, is no a subspace o V.
Fo any ∈C0(Ω)d, we conside he s anda d in e polan ope a o Ih:C0(Ω)d−→
Xh, . Le ∈H (Ω)d∩H1
0(Ω)d; i is well known ha Ihsa isfies
 −Ih( )L2(Ω∩Ωh)d+h −Ih( )H1(Ω∩Ωh)d≤Ch  H (Ω)d.(2.5)
We b iefly discuss nex unde wha ci cums ances (2.5) can be ex ended o a global
es ima e (i.e., o an es ima e in Ω and no jus in Ω∩Ωh). The in e pola ion ope a o
Ih( ) is ex ended by ze o in Ω Ωh, and defining δ(h) = maxx∈∂Ωhdis (x, ∂Ω), one
ob ains
 −Ih( )L2(Ω)d+h −Ih( )H1(Ω∩Ωh)d≤C(h +δ(h)) H (Ω)d.(2.6)
Fo x∈Ω∩Ωh, (2.5) (and so (2.6)) ollows om s anda d heo y o in e pola ion
and he B amble–Hilbe lemma (see, e.g., [9, p. 192]). Fo x∈Ω Ωh, (x) can be
bounded by means o he mean- alue heo em,
 −Ih( )L2(Ω Ωh)d= L2(Ω Ωh)d≤δ(h)∇ L2(Ω)d.
We obse e ha using isopa ame ic elemen s δ(h)≤Ch , and so in (2.6) he igh -
hand side is u he bounded by Ch  W ,q (Ω)d(see [9, sec ion 4.4]). As ega ds he
global es ima e o he g adien , isopa ame ic modifica ion is no enough o p ese e
he op imal app oximabili y p ope ies o he fini e-elemen space. Following [3], we
shall assume in wha ollows he use o supe pa ame ic elemen s a he bounda y. By
his ype o app oxima ion we mean ha δ(h)≤Ch2 −2so ha he ou side effec s will
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POSTPROCESSED MFE METHOD FOR NAVIER–STOKES EQUATIONS 1095
no pollu e he op imal es ima e. Unde hese assump ions [3], [4], he in e polan Ih
sa isfies
 −Ih( )L2(Ω)d+h −Ih( )H1(Ω)d≤Ch  H (Ω)d.(2.7)
No ice hen ha he condi ion δ(h)≤Ch2 −2allows us o o ge abou he disc ep-
ancies be ween Ω and Ωhin mos o he a gumen s ha ollow. Obse e, howe e ,
ha one mus hen assume ha Ω is piecewise o class C2 −2.
Fo each fixed ime ∈[0,T] he solu ion (u, p) o (1.1)–(1.2) is also he solu ion
o a S okes p oblem wi h igh -hand side −u −(u·∇)u. We will deno e by
(sh,q
h)∈(Xh, ,Q
h, −1),i s MFE app oxima ion sa is ying
ν(∇sh,∇φh)−(qh,∇·φh)=ν(∇u, ∇φh)−(p, ∇·φh)
=( −u −(u·∇u),φ
h)∀φh∈Xh, ,(2.8)
(∇·sh,ψ
h)=0 ∀ψh∈Qh, −1.
We obse e ha sh=Sh(u):V−→ Vh, is he so-called disc e e S okes p ojec ion o
he solu ion (u, p) o (1.1)–(1.2) (see [24]) and sa isfies
(∇Sh(u),∇χh)=(∇u, ∇χh)−(p, ∇·χh)=( −u −(u·∇)u, χh)∀χh∈Vh, .
The ollowing bound holds o 2 ≤l≤ :
u−sh0+hu−sh1≤Chlul+pHl−1/R.(2.9)
The p oo o (2.9) o Ω = Ωhcan be ound in [25]. Fo he gene al case supe -
pa ame ic app oxima ion a he bounda y is assumed; see [3], [4]. Unde he same
condi ions, he bound o he p essu e is [21]
p−qhL2/R≤Cβhl−1ul+pHl−1/R,(2.10)
whe e he cons an Cβdepends on he cons an βin he in -sup condi ion (2.4).
Since we a e assuming ha Ω is o class Cmwi h m≥3 (and ha δ(h)≤Ch2 −2)
using s anda d duali y a gumen s and (2.9), one ob ains [3], [4]
u−sh−s≤Ch +s(u +pH −1/R),0≤s≤min( −2,1).(2.11)
Le Πh, :L2(Ω)d−→ Vh, be he disc e e Le ay’s p ojec ion defined by demand-
ing ha (Πh, (u),χ
h)=(u, χh)∀χh∈Vh, . By defini ion, he p ojec ion is s able in
he L2no m. Fo di e gence- ee unc ions, by w i ing Πh, u=(Π
h, u−Sh(u))+Sh(u)
and using he quasi-uni o mi y o he meshes, one easily shows ha
Πh, u1≤Cu1∀u∈V.(2.12)
We will deno e by Ah he disc e e S okes ope a o defined by
(∇ h,∇φh)=(Ah h,φ
h)=A1/2
h h,A1/2
hφh∀ h,φ
h∈Vh, .
Since Ahis a disc e e sel -adjoin ope a o , i is easy o show ha , o each 0 ≤α<1,
he e exis s a posi i e cons an Cα, which is independen o h, such ha
Aα
he− Ah0≤Cα −α∀0≤α<1.(2.13)
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1096 BLANCA AYUSO, BOSCO GARC´
IA-ARCHILLA, AND JULIA NOVO
In ou analysis we shall equen ly use he ollowing ela ions o ∈L2(Ω)d:
A−s/2
hΠh, 0≤Chs 0+A−s/2Π 0,s=1,2,(2.14)
A−s/2Π 0≤Chs 0+A−s/2
hΠh, 0,s=1,2.(2.15)
These inequali ies a e eadily deduced om he es ima es A−s/2−A
−s/2
hΠh, 0≤
Chs o s=1,2 [29]. Simila ly, since ∀ h∈Vh, ,(A−1/2
hΠh, , h)=( ,A−1/2
h h), i
ollows ha
A−1/2
hΠh, 0≤C −1,(2.16)
and since ∀ ∈V, we ha e (A−1/2Π(Πh, ), )=(Π
h, ,A−1/2 )=( ,Πh, A−1/2 ),
om (2.12) i ollows ha
A−1/2Π(Πh, )0≤C −1, ∈L2(Ω)2.(2.17)
2.1. The sugges ed me hod. Le us suppose ha we wan o app oxima e he
solu ion o (1.1)–(1.2) a ime T.Fo d= 3, he final ime Tis assumed o sa is y
0<T<T
∗, whe e T∗is he c i ical ime un il which he exis ence and uniqueness
o a s ong solu ion o (1.1)–(1.2) has been p o en. The pos p ocessing echnique
can be seen as a wo-le el me hod. We fi s compu e he MFE app oxima ion o
(1.1)–(1.2) a ime T. Gi en uh(0) an ini ial app oxima ion o u(0), we find ha
uh:[0,T]−→ Xh, and ph:[0,T]−→ Qh, −1sa is y
(˙uh,φ
h)+ν(∇uh,∇φh)+bh(uh,u
h,φ
h)+(∇ph,φ
h)=( ,φh)∀φh∈Xh, ,(2.18)
(∇·uh,ψ
h)=0 ∀ψh∈Qh, −1,(2.19)
whe e bh(·,·,·) is a sui able disc e e app oxima ion o i s con inuous coun e pa . As
an ini ial condi ion we will ake uh(0) = Sh(u0), al hough o he choices a e possible.
In he second s ep, he disc e e eloci y and p essu e (uh(T),p
h(T)) a e pos p o-
cessed. Basically, we enhance his app oxima ion by sol ing a single disc e e S okes
p oblem, ia MFE. The MFE in his s ep, deno ed by ( 
X, 
Q), is ei he
• he same-o de Hood–Taylo elemen o e a fine g id ( 
X, 
Q)=(X˜
h, ,Q
˜
h, −1),
≥3,˜
h<h,o
•a highe -o de Hood–Taylo elemen o e he same g id ( 
X, 
Q)=(X˜
h, +1,Q
˜
h, ),
≥3, ˜
h=h.
Tha is, we shall sea ch o (˜uh,˜ph)∈(
X, 
Q) sa is ying
ν∇˜u˜
h,∇˜
φ+∇˜p˜
h,˜
φ=( , ˜
φ)−b˜
h(uh(T),u
h(T),˜
φ)−(˙uh(T),˜
φ)∀˜
φ∈
X,(2.20) ∇·˜u˜
h,˜
ψ=0 ∀˜
ψ∈
Q.(2.21)
We will deno e by 
V he co esponding disc e ely di e gence- ee space ha can be
ei he 
V=V˜
h, o 
V=Vh, +1 depending on he selec ion o he pos p ocessed space.
The disc e e Le ay’s p ojec ion in o 
Vwill be deno ed by 
Π˜
h, and we will ep esen
by 
A˜
h he disc e e S okes ope a o ac ing on unc ions in 
V.
The pos p ocessed Hood–Taylo app oxima ion o he eloci y, ˜u˜
h, is he solu ion
o he p essu e- ee o mula ion
ν∇˜u˜
h,∇˜χh= , ˜χh−b˜
huh(T),u
h(T),˜χh−˙uh(T),˜χh∀˜χh∈
V.(2.22)
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POSTPROCESSED MFE METHOD FOR NAVIER–STOKES EQUATIONS 1097
In he nex sec ion, we show ha he solu ion (˜uh,˜ph) o (2.20)–(2.21) is a mo e
accu a e app oxima ion o he solu ion o (1.1)–(1.2) han he Gale kin MFE app ox-
ima ion (uh,p
h) ha sol es (2.18)–(2.19).
Fo he disc e e app oxima ion o he nonlinea e m, ollowing [24], we define bh
in he ollowing way:
bh(uh,
h,φ
h)=((uh·∇) h,φ
h)+1
2(di (uh) h,φ
h)∀uh,
h,φ
h∈Xh, ⊂H1
0(Ω)d.
Fo all u, ∈H1
0(Ω)d, he co esponding con inuous ope a o will be deno ed by
F(u, )=(u·∇) +(1/2) di (u) . Ex ending he defini ion o bh o unc ions in
H1
0(Ω)d(no necessa ily in Xh, ), we obse e ha ∀u, , w ∈H1
0(Ω)d,b
h(u, , w)=
(F(u, ),w).I is s aigh o wa d o e i y ha bhenjoys he skew-symme y p ope y
bh(u, , w)=−bh(u, w, )∀u, , w ∈H1
0(Ω)d.(2.23)
Le us obse e ha B(u, )=ΠF(u, )i u∈V. Finally, we shall deno e by
Bh(u, )=Π
h, F(u, )∀u, ∈H1
0(Ω)d.
3. Analysis o he pos p ocessed me hod. This sec ion is de o ed o he
analysis o con e gence o he pos p ocessed MFE me hod. Ou fi s aim will be o
show a supe con e gence esul o he e o be ween he MFE app oxima ion o he
eloci y uhand he S okes p ojec ion o he eloci y field u,sh. This supe con e gence
beha io occu s o bo h he L2and H1no ms, as will be shown in Theo em 3.7 and
Co olla y 3.8, espec i ely. In he fi s pa o he sec ion, we shall concen a e ou
effo s in Theo em 3.7. I will be achie ed by a s abili y plus consis ency a gumen
(P oposi ions 3.2 and 3.6, espec i ely). Fo he pu pose o analysis, we shall mainly
be conce ned wi h he p essu e- ee o mula ion associa ed wi h (2.18)–(2.19). I
(uh,p
h) is he MFE app oxima ion o he solu ion (u, p) o (1.1)–(1.2), hen uh∈Vh,
is he solu ion o
(˙uh,χ
h)+ν(∇uh,∇χh)+bh(uh,u
h,χ
h)=( ,χh)∀χh∈Vh, ,(3.1)
which can also be exp essed in abs ac ope a o o m as
˙uh+νAhuh+Bh(uh,u
h)=Π
h, .(3.2)
The S okes p ojec ion shsa isfies he abs ac equa ion
˙sh+νAhsh+Bh(sh,s
h)=Π
h, +Th,(3.3)
whe e Th( ) is he unca ion e o , defined as
Th( )= ˙sh−Πh, (u )+Bh(sh,s
h)−Bh(u, u).(3.4)
Le us now conside mappings h:[0,T]−→ Vh, sa is ying he ollowing h eshold
condi ion:
sh( )− h( )0≤cτh2∀ ∈[0,
1],0<
1≤T.(3.5)
We define hei unca ion e o as

Th=˙ h+νAh h+Bh( h,
h)−Πh, .(3.6)
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1098 BLANCA AYUSO, BOSCO GARC´
IA-ARCHILLA, AND JULIA NOVO
P io o es ablishing he s abili y es ic ed o he h eshold (3.5) (P oposi ion 3.2),
we p o e a lemma which p o ides some es ima es o he con ec i e e m.
Lemma 3.1. Le (u, p)be he solu ion o he Na ie –S okes p oblem (1.1)–(1.2).
Le sh=Sh(u)be he disc e e S okes p ojec ion o he eloci y field uand le h:
[0,T]−→ Vh, sa is y he h eshold condi ion (3.5). Then, he e exis s a cons an
K>0, independen o 1in (3.5), such ha ∀ ∈[0,
1],
F(sh( ),s
h( )) −F( h( ),
h( ))0≤Ksh( )− h( )1,(3.7)
F(sh( ),s
h( )) −F( h( ),
h( ))]−1≤Ksh( )− h( )0,(3.8)
whe e he cons an K=Kcτ,max0≤ ≤T(u( )2+p( )H1/R).
P oo . In o de o simpli y he no a ion, we shall omi he dependence on in he
p oo . Deno e by eh= h−sh. We p oceed by s anda d duali y a gumen s, using he
spli ing
F( h,
h)−F(sh,s
h)=F( h,e
h)+F(eh,s
h).(3.9)
We s a by showing (3.7). We fi s obse e ha
F(eh,s
h)0= sup
φ0=1 (eh·∇sh,φ)+1
2((∇·eh)sh,φ)
≤CehL2d/(d−1)(Ω)d∇shL2d(Ω)d+Ceh1sh∞.
Le us show ha bo h sh∞,∇shL2d(Ω)da e bounded. Since, by i ue o Sobole ’s
imbeddings (2.1), we ha e sh∞≤C∇shL2d(Ω)d, we only need o bound he second
e m. Applica ion o he in e se inequali y (2.3) and he e o es ima es (2.9) and
(2.7) oge he wi h (2.1) gi e
∇shL2d(Ω)d≤Ch
−(1+d)
2(sh−u0+u−Ihu0)+∇IhuL2d(Ω)d
(3.10)
≤Ch(3−d)/2(u2+pH1/R)+CuW1,2d(Ω)d≤K.
Using again (2.1) we ob ain
ehL2d/(d−1)(Ω)d≤Ceh1/2≤Ceh1,
and so F(eh,s
h)0≤Keh1.As ega ds he o he e m in (3.9), he same a gumen s
lead o
F( h,e
h)0= sup
φ0=1 ( h·∇eh,φ)+1
2((∇· h)eh,φ)
≤C h∞eh1+C∇ hL2d(Ω)dehL2d/(d−1)(Ω)d.
As be o e, o conclude we mus show ha he abo e no ms o ha e bounded. We
only need o handle ∇ hL2d(Ω)d. Using he in e se inequali y (2.3) and he h eshold
condi ions (3.5) and (3.10), we find
∇ hL2d(Ω)d≤h
−(1+d)
2 h−sh0+∇shL2d(Ω)d≤cτh(3−d)/2+K≤K.
The e o e, (3.7) ollows. We now show (3.8). Applying (3.9), we find
F( h,
h)−F(sh,s
h)−1≤F( h,e
h)−1+F(eh,s
h)−1,(3.11)
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POSTPROCESSED MFE METHOD FOR NAVIER–STOKES EQUATIONS 1099
so ha he p oo is educed o es ima e each o he abo e nega i e no ms on he
igh -hand side. Using he skew-symme y p ope y (2.23), one ge s o he fi s
e m:
F( h,e
h)−1= sup
φ1=1 −(( h·∇)φ, eh)−1
2((∇· h)φ, eh)
≤sup
φ1=1 eh0 h∞φ1+eh0∇· hL2d/(d−1) φL2d(Ω)d)≤Keh0.
Rega ding he o he e m in (3.11), in eg a ing by pa s, we ob ain
F(eh,s
h)−1= sup
φ1=1 
1
2(eh·∇)sh,φ
−1
2(eh·∇)φ, sh
≤sup
φ1=1
(eh0∇shL2d/(d−1)(Ω)dφL2d(Ω)d+eh0φ1sh∞)≤Keh0.
This finishes he p oo o (3.8).
P oposi ion 3.2 (s abili y). Le T>0be fixed; le sh=Sh(u)be he disc e e
S okes p ojec ion o he eloci y field usolu ion o (1.1)–(1.2) and le h:[0,T]−→
Vh, sa is y he h eshold condi ion (3.5). Then, he e exis s a posi i e cons an Ks>0
such ha ∀ 1≤T, he ollowing es ima e holds:
max
0≤ ≤ 1sh( )− h( )0≤eKs 1sh(0) − h(0)0
(3.12)
+ max
0≤ ≤ 1



0
e−ν( −s)Ah[Th(s)−
Th(s)]ds


0,
whe e Th(s)and 
Th(s)a e he unca ion e o s gi en in (3.4) and (3.6), espec i ely.
P oo . We deno e by eh=sh− h. Sub ac ing (3.6) om (3.3), i ollows ha
ehsa isfies he e o equa ion
˙eh( )+νAheh( )=Bh( h( ),
h( )) −Bh(sh( ),s
h( )) + Th( )−
Th( ).
Then, by in eg a ing he abo e e o equa ion om ime 0 up o ime , we find ha
eh( )=e−ν AhΠh, eh(0) + 
0
e−ν( −s)AhΠh, [Bh( h,
h)−Bh(sh,s
h)]ds
+
0
e−ν( −s)AhΠh, [Th(s)−
Th(s)]ds.
Since {e−ν AhΠh, } >0is a con ac ion e−ν AhΠh, eh(0)0≤eh(0)0.As ega ds
he second e m, es ima es (2.13), (2.16), and (3.8) om Lemma 3.1 lead o




0
e−ν( −s)Ah[Bh(sh,s
h)−Bh( h,
h)]ds


0
≤C1/2
√ν
0
A−1/2
hΠh, F(sh,s
h)−Πh, F( h,
h)
0
√ −sds ≤KC1/2
√ν
0
eh(s)0
√ −sds.
Then,
eh( )0≤eh(0)0+KC1/2
√ν
0
eh(s)0
√ −sds +
0
e−ν( −s)Ah[Th(s)−
Th(s)]ds.
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1106 BLANCA AYUSO, BOSCO GARC´
IA-ARCHILLA, AND JULIA NOVO
Then, applying 
A−1
˜
h o bo h sides o he abo e equa ion, we ob ain
˜u˜
h−
S˜
h(u)0≤1
ν

A−1
˜
h
Π˜
h[F(u(T),u(T)) −F(uh(T),u
h(T))]
0
+

A−1
˜
h
Π˜
h[u (T)−˙uh(T)]
0.
Thus, ou aim is educed o es ima e each o he abo e no ms. As ega ds he nonlinea
e m, aking in o accoun (2.14), wi h s=2,wefind


A−1
˜
h
Π˜
h[F(u, u)−F(uh,u
h)]
0≤C˜
h2
F(u, u)−F(uh,u
h)
0
+
A−1Π[F(u, u)−F(uh,u
h)]
0.
Now, using es ima es (3.7) om Lemma 3.1 and (3.13) om Lemma 3.4, we ge

A−1
˜
h
Π˜
h[F(u, u)−F(uh,u
h)]
0≤C˜
h2u−uh1+C(u−uh−1+u−uh0u−uh1).
To conclude, we shall es ima e each e m in bo h sums. The equi ed es ima es in he
L2and H1no ms a e g an ed by Co olla y 3.9. As ega ds he es ima e in he H−1
no m, no e ha by means o (2.11) and (3.17), one eadily finds
u−uh−1≤u−sh−1+sh−uh−1≤u−sh−1+sh−uh0
≤Ch +1(u +pH −1/R)+Kh +1|log(h)|.
Then, we finally ge 

A−1
˜
h
Π˜
h[F(u, u)−F(uh,u
h)]
0≤Kh +1|log(h)|. We nex deal
wi h he es ima e o he ime de i a i e. Applying again (2.14) wi h s= 2 oge he
wi h es ima es (3.20) and (3.21) om Lemma 3.10, we each


A−1
˜
h
Π˜
h[u (T)−˙uh(T)]
0≤˜
h2u (T)−˙uh(T)0+A−1Π[u (T)−˙uh(T)]0
≤K˜
h2h −1|log(h)|+Kh +1|log(h)|≤Kh +1|log(h)|.
Hence he p oo o he L2no m is also finished.
Theo em 3.15. Le T>0be fixed. Le (uh,p
h)be he MFE app oxima ion o
he solu ion (u, p)o (1.1)–(1.2).Le (˜u˜
h,˜p˜
h)be he pos p ocessed MFE app oxima ion
a ime T. Then, he e exis s a cons an K(u, p, ν)such ha
(i) i he pos p ocessing elemen is (
X, 
Q)=(X˜
h, ,Q
˜
h, −1), hen
p(T)−˜p˜
hL2/R≤Cβ(˜
h) −1u(T) +p(T)H −1/R
(3.34)
+K(u, p, ν, β)h |log (h)|;
(ii) i a ime T he solu ion (u(T),p(T)) belongs o (H +1(Ω)d∩V)×H (Ω)/R,
and he pos p ocessing elemen is (
X, 
Q)=(Xh, +1,Q
h, ), hen
p(T)−˜p˜
hL2/R≤Cβh u(T) +1 +p(T)H /R+K(u, p, ν, β)h |log (h)|.(3.35)
P oo . Le us deno e by ˜q˜
h he MFE app oxima ion o he p essu e p(T) ob ained
by sol ing he S okes p oblem (2.8) a ime Tin he pos p ocessed space ( 
X, 
Q).
Adding and sub ac ing ˜q˜
h,wege
p(T)−˜p˜
hL2/R≤p(T)−˜q˜
hL2/R+˜q˜
h−˜p˜
hL2/R.
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POSTPROCESSED MFE METHOD FOR NAVIER–STOKES EQUATIONS 1107
The fi s e m can easily be es ima ed applying (2.10):
p(T)−˜q˜
hL2/R≤⎧
⎪
⎪
⎪
⎨
⎪
⎪
⎪
⎩
Cβ(˜
h) −1u(T)
+p(T)H −1/R,
X, 
Q=(X˜
h, ,Q
˜
h, −1),
Cβh u(T) +1
+p(T)H /R,
X, 
Q=(Xh, +1,Q
˜
h, ).
Le us now bound he second e m. Using he equa ions ha sa is y ˜p˜
hand ˜q˜
h((2.20),
(2.8), espec i ely), we deduce
˜p˜
h−˜q˜
h,∇·˜
φ=ν∇˜u˜
h−
S˜
h(u),∇˜
φ+F(uh,u
h)
−F(u, u),˜
φ+˙uh−u ,˜
φ∀˜
φ∈
X.
Using he in -sup condi ion (2.4), we ob ain
β˜p˜
h−˜q˜
hL2/R≤ν˜u˜
h−
S˜
h1+F(uh,u
h)−F(u, u)−1+uh−u −1.
Taking in o accoun (3.33), (3.8) om Lemma 3.1, and (3.22) om Lemma 3.10, we
each
˜p˜
h−˜q˜
hL2/R≤1
β(Kh |log(h)|+u−uh0+Kh |log(h)|),
so ha , applying Co olla y 3.8, we ha e comple ed he p oo .
Rema k 3.1. Obse e ha o he eloci y we used piecewise polynomials o
deg ee a leas 2. In gene al, he pos p ocessed me hod does no inc ease he a e o
con e gence in he L2no m in he linea case al hough an imp o emen in he ene gy
no m is ob ained. The applica ion o he pos p ocessing echnique o he mini-elemen
app oxima ion o Na ie –S okes equa ions is s udied in [3], [5].
4. Nume ical expe imen s. In his sec ion, we p esen some nume ical expe -
imen s in o de o suppo he analysis de eloped in he pape and o assess he me i
o he pos p ocessed me hod when compa ed wi h he s anda d MFE me hod. We
conside he Na ie –S okes equa ions (1.1) o e he domain Ω = [0,1] ×[0,1] subjec
o homogeneous Di ichle bounda y condi ions. The alue o he iscosi y in he ex-
pe imen s is ν= 1, and he final ime is T=1.2. We se o ze o he ini ial eloci y
field u0(1.2) and choose he ex e nal o ce so ha he exac solu ion is
u1(x, y, )=−6·[1 −cos(π )]sin3(πx) sin2(πy) cos(πy),(x, y, )∈Ω×[0,T],
u2(x, y, )=6·1−cos(π )sin2(πx) sin3(πy) cos(πx),(x, y, )∈Ω×[0,T],
p(x, y, ) = (sin(2π )/2)sin4(πx) + sin3(πy)−p0,(x, y, )∈Ω×[0,T],
whe e p0deno es he mean o he p essu e. In spi e o he simplici y o his solu ion
and i s lack o physical meaning, we ema k ha ou main in e es has been o check
he imp o emen in he a e o con e gence achie ed wi h he pos p ocessing echnique
and whe he his also inc eases he efficiency o he s anda d MFE app oxima ion.
In ou calcula ions we ake he so-called egula pa e n iangula ions o Ω, which
a e induced by he se o nodes (i/N, j/N), 0 ≤i, j ≤N, whe e N=|Ω|/h is an
in ege . The MFE app oxima ion o (1.1)–(1.2) is ca ied ou using he Hood–Taylo
elemen (Xh,3,Q
h,2) ha we will deno e by P2P1. Tha is, we use Lag ange quad a ic
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1108 BLANCA AYUSO, BOSCO GARC´
IA-ARCHILLA, AND JULIA NOVO
10
1
10
−7
10
−6
10
−5
10
−4
10
−3
10
−2
N=|Ω|/h
L
2
−no m eloci y e o
slope=−3.7521
slope=−4.0632
slope=−3.0694
10
1
10
−5
10
−4
10
−3
10
−2
10
−1
N=|Ω|/h
H
1
−no m eloci y e o
slope=−2.9489
slope=−2.9671
slope=−1.9714
Fig. 4.1.Con e gence diag ams o he fi s componen o he eloci y wi h P2P1(con inuous
line), P3P2(dashed-do ed line), and he pos p ocessed me hod wi h P3P2(dashed line). On he le
he e o s a e measu ed in he L2no m (ci cles ◦) and on he igh in he H1no m (diamonds ♦).
elemen s o he app oxima ion o he eloci y and linea elemen s o app oxima e
he p essu e. Fo he pos p ocessing s ep, due o he smoo hness o he solu ion
(u, p), we pe o m he expe imen s no only wi h he same MFE o e a fine g id,
(Xh,3,Q
h,2), h<h, bu also wi h he highe -o de Hood–Taylo elemen o e he
same g id, (Xh,4,Q
h,3); i.e., Lag ange cubic o he eloci y and Lag ange quad a ic
o he p essu e. This elemen will be deno ed by P3P2.
Fo he ime in eg a ion we use he well-known semi-implici me hod whe e lin-
ea e ms a e app oxima ed by he implici midpoin ule (i.e., he C ank–Nicolson
me hod) and nonlinea e ms by he wo-s ep explici Adams o mula (see, e.g., [8,
p. 105]). The modified S okes p oblems ha a ise a each s ep a e sol ed by means
o a s anda d p ojec ion me hod [31, pp. 27–28] (see also [3, sec ion 4.6]).
Fo each hused in he iangula ions o Ω, e e y expe imen was ca ied ou wi h
diffe en alues o he ime s ep d . The e is always a poin , depending on h, a which
u he educ ion o he ime s ep d does no educe he e o s anymo e. This means
ha he e o a ising om he ime disc e iza ion is smalle han he e o a ising
om he MFE disc e iza ion. To a oid w ong conclusions om ou nume ical expe i-
men s, we ha e been ca e ul o ensu e ha he dominan e o in all he compu a ions
p esen ed he e is he spa ial disc e iza ion e o . Fo he compu a ional cos in he
efficiency diag ams shown he e, we use he la ges ime s ep among hose in which
he spa ial disc e iza ion e o is dominan .
In wha ollows, we use he same symbols in all he plo s o ep esen he ela i e
e o s. Fo he eloci y we plo he e o s in he fi s componen . Simila e o s a e
ob ained o he second. The diffe en me hods a e dis inguished by he line used o
join he symbols. Fo he MFE-P2P1 app oxima ion, we use con inuous line, and o
he MFE-P3P2 dashed-do ed line. The MFE-P2P1 has been pos p ocessed in wo
diffe en ways: using P3P2 (dashed line) and efining he mesh (do ed line).
In Figu e 4.1 we p esen wo con e gence diag ams showing he e o s commi ed
by he me hods when used wi h h=|Ω|/N, N =8,16,32,64, bo h in he L2no m
(le ) and he H1no m ( igh ). We ha e plo ed he e o s o he MFE-P2P1 and
P3P2 me hods and he pos p ocessed e o s wi h P3P2. One can obse e ha he
pos p ocessing echnique wi h P3P2 p o ides an app oxima e eloci y wi h abou he
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POSTPROCESSED MFE METHOD FOR NAVIER–STOKES EQUATIONS 1109
10
1
10
−4
10
−3
10
−2
10
−1
N=|Ω|/h
L
2
/ℜ−no m p essu e e o
slope=−2.9076
slope=−2.9864
slope=−1.9714
101
10−4
10−3
10−2
10−1
N=|Ω|/h
H
1
0
−no m eloci y e o
h´=h/2
h´ ≈ h
3/2
Fig. 4.2.Le : con e gence diag am o he p essu e app oxima ion wi h P2P1(con inuous
line), P3P2(dashed-do ed lines), and he pos p ocessed me hod wi h P3P2(dashed lines). Righ :
con e gence diag am o he fi s componen o he eloci y app oxima ion wi h P2P1(con inuous
line) and he pos p ocessed P2P1o e fine g ids.
same accu acy as ha co esponding o he MFE-P3P2 me hod. This is especially
ue o he H1no m, in which he wo me hods p oduce i ually he same e o s.
Measu es o he slopes o he plo s confi m he a es p edic ed by he heo y (i.e., he
e o s in he plo s dec ease like Nslope = cons .h−slope).
Simila conclusions can be eached om he e o s o he app oxima ions o he
p essu e in Figu e 4.2 (le ). Excep o he fi s poin , which co espond o h=1/8,
he pos p ocessed e o s lies on a line (almos ) pa allel o he one joining he MFE-
P3P2 e o s. The a e o con e gence o hese wo me hods is one uni la ge han
ha o he MFE-P2P1 in ag eemen wi h wha he heo y p edic s.
In Figu e 4.2 ( igh ), we plo he e o s ob ained pos p ocessing he MFE-P2P1
efining he g id. We ha e ep esen ed he e o s measu ed in he H1no m; simila
esul s ha e been ob ained o he L2no m. In iew o Theo em 3.14, in o de o
ge a gain o one o de o con e gence in he H1no m, we should use a mesh o size
h≈h3/2. The imp o emen in he a e o con e gence o he pos p ocessed me hod
can be obse ed in he figu e. We can also obse e in he plo ha using a efined mesh
o size h=h/2 (only one egula efinemen ), he e o s a e conside ably educed. In
ac , obse e ha he pos p ocessed e o wi h h=h/2 is almos he same as ha
o he s anda d MFE-P2P1 ca ied ou using a mesh o size h/2 o e he ull in e al
[0,T]. This ac can be o in e es when he cos o he pos p ocessing s ep wi h a
efined mesh o size a powe o his no affo dable o compu a ional easons.
The ele an ques ion now is whe he he imp o emen in he a e o con e gence
also implies imp o ed efficiency. In Figu e 4.3, we ha e ep esen ed he same e o s as
in Figu e 4.1 ( igh ) and Figu e 4.2 (le ) agains he smalles amoun o ime needed
o achie e hem. We ha e also plo ed he e o s o he pos p ocessed me hod efining
he mesh (Figu e 4.2 ( igh )). In he plo we obse e ha he efficiency o he wo
pos p ocessing p ocedu es is e y simila . We can conclude ha he pos p ocessed
me hod eally imp o es he efficiency o he s anda d MFE me hod o bo h app ox-
ima ions o he eloci y and o he p essu e. Fo any e o ha we may demand, he
pos p ocessed me hod achie es ha e o in less compu ing ime han he s anda d
P2P1 and P3P2-MFE me hods. The eason o his imp o emen is ha he e o o
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1110 BLANCA AYUSO, BOSCO GARC´
IA-ARCHILLA, AND JULIA NOVO
10
1
10
2
10
3
10
4
10
5
10
6
10
7
10
−4
10
−3
10
−2
10
−1
cpu ime
H
1
0
−no m eloci y e o
10
1
10
2
10
3
10
4
10
5
10
6
10
7
10
−3
10
−2
10
−1
cpu ime
L
2
/ℜ−no m p essu e e o
Fig. 4.3.Efficiency diag ams o he fi s componen o he eloci y in he H1no m (le ) and
he p essu e ( igh ) wi h P2P1(con inuous line), P3P2(dashed-do ed line) and he pos p ocessed
me hod wi h P3P2(dashed line) and efining he g id (do ed line).
he MFE-P2P1 me hod is educed when he pos p ocessing is done, bu his is done
a e y li le cos : ha o sol ing a single disc e e S okes p oblem a he final ime.
All nume ical expe imen s we e ca ied ou on a Pen ium IV, wi h 1 GB o Rimm
memo y, unde he Sola is8 (In el) ope a ing sys em, wi h SUN Wo kshop 5 compile s.
The p og ams we e w i en in Fo an 77.
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