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f
and the porous one
p
such that =
f
p
. The boundaries of the subdomains are respectively dened
by:
f
=
f
for
f
,
p
=
p
for
p
and =
f
p
for , see Fig. 1, assuming no cusp singularity
at . Let n be the unit normal vector on oriented from
p
to
f
and any unit tangential vector of a local
tangential basis (
1
, ,
d1
) on . For any quantity dened all over , the restrictions on
f
and
p
are denoted
by
f
and
p
respectively. For a function in H
1
(
f
p
), let
and
+
be the traces of
p
and
f
on each side
of respectively,
= (
+
+
= (
+
v
p
n
_
=
otw
K
v
and v
f
= v
p
= v
on , (1)
Email addresses: angot@cmi.univ-mrs.fr (Philippe Angot)
URL: http://www.latp.univ-mrs.fr/ angot (Philippe Angot)
Preprint submitted to Applied Mathematics Letters (to appear) July 30, 2010
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Figure 1: Conguration for uid-porous ows inside the domain =
f
p
.
where the dimensionless parameter
otw
is of order of one; see [29, 20, 17, 33] for its characterization. We prove in
Section 3, as a by-product of our general framework recalled in Section 2, that stress jump boundary conditions of
this type yield a well-posed uid-porous Stokes/Brinkman problem whatever the dimensionless parameter
otw
0.
This was not already stated up to our knowledge.
When the porous ow is governed by the Darcy equation, see e.g. [22], the well-known Beavers and Joseph
interface condition [11] must be used. It links the shear stress at the interface with the jump of tangential velocity:
(v
f
n)
=
bj
K
_
v
f
v
p
_
and v
f
n = v
p
n = v n
on , (2)
where the dimensionless parameter
bj
= O(
1
) depends on the porosity and may vary between 0.1 and 4 [11, 2].
The approximate Saman interface condition [31], derived by homogenization techniques in [23], is also written
when the porous ltration tangential velocity can be neglected with respect to the uid velocity at the interface:
v
p
v
f
= Mv
on , (7)
(v, p) n
= S[[v]]
on . (8)
Here, the viscosity coecient and eective viscosity in the porous medium are bounded positive functions such
that
0
= min(, ) > 0, the symmetric permeability tensor K (K
i j
)
1i, jd
is uniformly positive denite, and the
transfer matrices S, M on are measurable, bounded and uniformly semi-positive matrices verifying ellipticity
assumptions:
K (L
())
dd
; K
0
> 0, R
d
, K(x)
1
K
0
2
a.e. in
p
. (A1)
M, S (L
())
dd
; M
0
, S
0
0, R
d
, M(x) M
0
2
, S(x) S
0
2
a.e. on . (A2)
With usual notations for Sobolev spaces, e.g. [27, 21], we now dene the Hilbert spaces:
H
1
0
f
(
f
)
d
_
w H
1
(
f
)
d
; w
f
= 0 on
f
_
, H
1
0
p
(
p
)
d
_
w H
1
(
p
)
d
; w
p
= 0 on
p
_
,
W
_
w L
2
()
d
, w
f
H
1
0
f
(
f
)
d
and w
p
H
1
0
p
(
p
)
d
; w = 0 in
f
p
_
equipped with the natural inner product and associated norm in H
1
(
f
p
)
d
.
Let us note that for v W satisfying (3) or (4) with f L
2
()
d
such that (v, p) L
2
()
d
, we can dene
(v, p) n
in H
1
2
()
d
, see [25, 12]. The model with the J.E.B.C. (7-8) also allows a possible pressure jump [[p]]
0
in H
1
2
() with additional regularity assumptions.
Then, as a consequence of the general framework stated in [6], the problem (3-8) satises in the nice weak
formulation below:
Find v W such that w W, a(v, w) = l(w) with
a(v, w) = 2
_
f
d(v) : d(w) dx + 2
_
p
d(v) : d(w) dx +
_
p
K
1
v wdx +
_
Mv
ds +
_
S[[v]]
[[w]]
ds
l(w) =
_
f wdx. (9)
Besides, the following well-posedness result is ensured by [6, Theorem 1.1].
Theorem 2.1 (Global solvability of Stokes/Brinkman model with J.E.B.C.). If the ellipticity assumptions (A1,A2)
hold, the problem (3-8) with f L
2
()
d
has a unique solution (v, p) W L
2
() satisfying the weak form (9) for all
w W and such that p
f
= p
f
0
+ C
0
+ C
1
/2 and p
p
= p
p
0
+ C
0
C
1
/2 where p
0
L
2
0
() = q L
2
(),
_
q dx = 0
and C
0
, C
1
are constants dened by:
C
0
=
1
_
(v, p
0
) n
S[[v]]
, n
_
1
2
,
and C
1
=
1
_
[[(v, p
0
) n]]
Mv
, n
_
1
2
,
.
Hence, to satisfy (7-8) in the sense of H
1
2
()
d
, the pressure eld p L
2
() must be adjusted from the zero-average
pressure p
0
L
2
0
() such that: (p p
0
)
= C
0
and [[p p
0
]]
= C
1
.
Moreover, there exists a constant
0
(
f
,
p
, K
0
,
0
) > 0 such that:
v
W
+ p
0
0,
c(
f
,
p
, , , K
1
0
f
0,
.
Remark 1 (Generalizations). For practical problems, the case of a nonhomogeneous Dirichlet boundary condition:
v = v
D
on
f
p
with v
D
H
1
2
(
f
p
)
d
and the compatibility condition
_
p
v
D
nds = 0, can be treated as well
by dening an ad-hoc divergence-free extension of v
D
, e.g. [32], and adding its contribution in the source term f of
the present problem (9). The generalization to unsteady Stokes/Brinkman problems is also straightforward.
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3. The Stokes/Brinkman problem with Ochoa-Tapia & Whitaker interface conditions
We now consider that = /, where ]0, 1] is the porosity of the porous medium, and stress jump interface
conditions of Ochoa-Tapia & Whitakers type [28] like in (1), the original ones reading with
=
otw
and
n
= 0:
[[(v, p) n]]
= Mv with M
j j
=
, j = 1, , d 1, M
dd
=
n
K
n
and [[v]]
= 0 on , (10)
where M is a positive diagonal matrix with
,
n
0 a.e. on and K
, K
n
permeability coecients. Then, as a
consequence of the general framework stated in [6], the problem (3-6,10) satises in the weak formulation below:
Find v V = u H
1
0
()
d
; u = 0 such that,
2
_
f
d(v) : d(w) dx + 2
_
d(v) : d(w) dx +
_
p
K
1
v wdx +
_
Mv wds =
_
f wdx, w V. (11)
Besides, the following well-posedness result is ensured as a corollary of Theorem 2.1.
Corollary 3.1 (Global solvability of Stokes/Brinkman problem with OT-W). If the ellipticity assumptions (A1,A2)
hold, the problem (3-6,10) with f L
2
()
d
has a unique solution (v, p) V L
2
() satisfying the weak form (11) for
all w V and such that p
f
= p
f
0
+ C
1
/2 and p
p
= p
p
0
C
1
/2 with p
0
L
2
0
() and the constant C
1
dened by:
C
1
=
1
([[(v, p
0
) n]]
Mv , n)
1
2
,
.
Skrrcn or raoor. The existence and uniqueness of v V satisfying (11) is ensured by the Lax-Milgram Theorem. The
pressure eld p
0
L
2
0
() can be also recovered by the De Rham theorem [32, 12] which involves the inf-sup condition
between the velocity and pressure spaces [19]. Then, by constructing an ad-hoc divergence-free extension as for [6,
Theorem 1.1] (see also [12]), this allows to verify the stress jump condition (10) in H
1
2
()
d
with the pressure eld
p L
2
() tted such that we have formally [[p p
0
]]
= C
1
and (p p
0
)
= 0. 2
We can also interpret this solution as the limit solution of the problem (3-8) with penalized velocity jumps on
when the penalty parameter > 0 tends to zero and we have the following convergence result.
Theorem 3.2 (Convergence to Stokes/Brinkman problem with OT-W). For any > 0, the solution (v
, p
) of the
problem (3-8) from Theorem 2.1 with M dened in (10) and S =
1
[[v
]]
in L
2
()
d
:
v
v
W
+ p
0
p
0
0,
C jj
0,
and j[[v
]]
j
0,
jj
0,
.
With additional regularity assumptions such that H
1
2
()
d
, then the previous estimate becomes optimal in O().
Skrrcn or raoor. The solution v
f
d(v
) : d(w) dx + 2
_
d(v
) : d(w) dx +
_
p
K
1
v
wdx +
_
Mv
ds +
1
[[v
]]
[[w]]
ds
=
_
f wdx, w W. (12)
By choosing w = v
0
_
p
v
2
dx +
0
K
0
_
p
v
2
dx +
_
Mv
ds +
1
[[v
]]
2
ds
c(
f
,
p
)
0
jfj
2
0,
.
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With this bound, there exists v W such that, up to a subsequence, v
tends to v in W or H
1
(
f
p
)
d
weakly when
0 and strongly in L
2
()
d
. Indeed, since the trace application is continuous, we have: v
p
= 0. Moreover we
have: j[[v
]]
j
0,
c(
f
,
p
,
0
, f)
= 0, v
= v
j
W
+ jfj
0,
. (13)
Thus, there exists p
0
L
2
0
() such that, up to a subsequence, p
0
tends to p
0
weakly in L
2
(). Now taking the limit
of (12) when 0, there exists L
2
()
d
such that
1
[[v
]]
tends weakly to in L
2
()
d
and we get that v is the
unique solution in V (the uniqueness being proved directly with f = 0 and w = v V W) satisfying:
2
_
f
d(v) : d(w) dx + 2
_
d(v) : d(w) dx +
_
p
K
1
v wdx +
_
Mv
ds +
_
[[w]]
ds
=
_
f wdx, w W. (14)
Hence, v V also satises (11) for all w V. Besides, using test functions w = (
c
compactly supported either
in
f
or in
p
and such that div = 0 in
f
or in
p
respectively, and using the Stokes formula, we get with the De
Rham theorem [32, 12] the existence and uniqueness (
f
and
p
being connected) of the pressure restrictions p
0
f
and p
0
p
in L
2
0
(
f
) and L
2
0
(
p
) respectively. This denes the pressure eld p
0
= p
0
f
+ p
0
p
in L
2
0
() over the whole
domain such that (v, p
0
) veries the Stokes/Brinkman equations (3-5) a.e. in
f
p
.
Then, we can dene the pressure eld p L
2
() with p
0
and the constant C
1
as in Corollary 3.1 such that the
stress jump condition (10) is veried in H
1
2
()
d
. Moreover, the constant C
1
, p
0
)
satises: lim
0
C
1
= C
1
with the weak limits of (v
, p
0
) and the continuity of the trace applications. We can also give an
interpretation of . By writing the dierence between the weak form of problem (3-6,10) with test functions w W
using the Stokes formula and the limit weak form (14), it yields:
_
(v, p
0
) n
, [[w]]
1
2
,
= 0, w W. By
constructing an ad-hoc divergence-free extension in W of any function u in H
1
2
()
d
, as for [6, Theorem 1.1] (see also
[12, chap. III] for the Stokes/Neumann problem with a stress boundary condition), we dene the constant C
0
= lim
0
C
0
below, C
0
, p
0
), such that we have = (v, p
0
+ C
0
) n
in the sense of H
1
2
()
d
:
C
0
=
1
_
(v, p
0
) n
, n
_
1
2
,
, such that
_
(v, p
0
+ C
0
) n
, u
_
1
2
,
= 0, u H
1
2
()
d
.
To prove the strong convergence and the error estimate, we rst write the error equation being the dierence between
(9) satised by v
= 0 and v
= v
. Then, choosing w = v
v, we
get with the Cauchy-Schwarz inequality:
2
0
_
p
d(v
v)
2
dx +
0
K
0
_
p
v
v
2
dx + M
0
_
v
2
ds +
1
[[v
v]]
2
ds jj
0,
j[[v
v]]
j
0,
which simply gives using the Korn and Poincar e inequalities in
f
and
p
:
j[[v
]]
j
0,
= j[[v
v]]
j
0,
jj
0,
and jv
vj
W
C(
f
,
p
,
0
) jj
0,
. (15)
If belongs to H
1
2
()
d
, the last error estimate can be improved up to O() by constructing some adequate extensions
from in the subdomains
f
and
p
. Finally, the pressure estimate is obtained using the Ne cas theorem and we get:
jp
0
p
0
j
0,
c(
f
,
p
)
_
j(p
0
p
0
)j
1,
f
+ j(p
0
p
0
)j
1,
p
_
C jv
vj
W
,
which completes the proof. 2
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4. The Stokes/Darcy problem with Beavers & Joseph interface conditions
We consider the problem (3-8) with the Dirichlet boundary condition (6) on
p
replaced by the stress boundary
condition of Neumann where is the outward unit normal vector on
p
and q H
1
2
(
p
)
d
given, e.g. q = p
e
:
v = 0 on
f
and (v
p
, p
p
) = p
p
+ v
p
= q on
p
. (16)
Let us dene the Hilbert space W
N
equipped with the natural inner product and norm in H
1
(
f
p
)
d
:
W
N
w L
2
()
d
, w
f
H
1
0
f
(
f
)
d
and w
p
H
1
(
p
)
d
; w = 0 in
f
p
.
Then, the following well-posedness result is ensured as a corollary of Theorem 2.1, see also [6, Theorem 2.1].
Corollary 4.1 (Global solvability of the Stokes/Brinkman model with J.E.B.C. and stress B.C.). With the assump-
tions of Theorem 2.1 and q H
1
2
(
p
)
d
, there exists a unique solution (v, p) W
N
L
2
() satisfying the weak form:
a(v, w) = l(w) +(q, w)
1
2
,
p
for all w W
N
with p
f
= p
f
0
+C
0
+C
1
/2 and p
p
= p
p
0
+C
0
C
1
/2 where p
0
L
2
0
() and
the constants C
0
, C
1
are dened as in Theorem 2.1 such that the equations (3-5) hold almost everywhere in
f
p
and (7-8) are satised in H
1
2
()
d
. Then, if the following compatibility condition holds:
C
0
1
2
C
1
= C
N
with C
N
=
1
((v, p
0
) q, )
1
2
,
p
,
the stress boundary condition (16) is also satised in H
1
2
(
p
)
d
and (v, p) W
N
L
2
() is the unique solution of the
problem (3-5,7-8,16).
For any > 0, let us now consider the solution (v
, p
) W
N
L
2
() of the problem (3-5,7-8,16) with a vanishing
viscosity = for the Brinkman problem in
p
. The condition (16) avoids the creation of a spurious boundary layer
along
p
for the Darcy problem when 0. The J.E.B.C. (7-8) are also calibrated as follows to obtain interface
conditions of Beavers & Josephs type [11] with a jump of tangential velocity (2) allowing a possible pressure jump:
[[(v, p) n]]
= Mv
with M
j j
= 0, j = 1, , d 1, M
dd
=
n
K
n
on , (17)
(v, p) n
= S[[v]]
with S
j j
=
, j = 1, , d 1, S
dd
=
1
on , (18)
where M, S are positive diagonal matrices with
=
bj
,
n
0 a.e. on and K
, K
n
permeability coecients.
Let us dene the Hilbert spaces
W
S/D
_
w L
2
()
d
, w
f
H
1
0
f
(
f
)
d
, w
p
L
2
(
p
)
d
; w = 0 in
f
p
_
equipped with the natural inner product and norm in H
1
(
f
)
d
L
2
(
p
)
d
and
W
SD
_
w W
S/D
; w L
2
(), [[w]]
L
2
()
d
, [[w n]]
= 0
_
equipped with the norm dened by: jwj
2
W
SD
= jwj
2
1,
f
+ jwj
2
0,
p
+ j wj
2
0,
+ j[[w]]
j
2
0,
.
We now prove the following convergence result which also ensures the well-posedness of the Stokes/Darcy pro-
blem with Beavers & Josephs type interface conditions (2,17) whatever the coecients
,
n
0 a.e. on .
Theorem 4.2 (Convergence to Stokes/Darcy problem with B-J). With the data f L
2
()
d
and q = 0, the solution
(v
, p
) in W
N
L
2
() for any > 0 from Corollary 4.1 of the problem (3-5,16,17,18) with a vanishing viscosity =
weakly converges to the solution (v, p) in W
S/D
L
2
() of the Stokes/Darcy problem with the interface conditions
(2,17) on when 0. Indeed, in the porous domain
p
, v
p
and p
p
satisfy the Darcy equation, i.e. Eq. (4) with
= 0, and p
p
belongs to H
1
(
p
) such that p
p
= 0 on
p
.
With additional regularity assumptions such that v
p
H
1
(
p
)
d
, then v W
SD
W
N
and we have the global error
estimate with C > 0 depending on the data, jvj
0,
p
, jj
0,
and dened as the weak limit of
1
[[v
n]]
in L
2
():
v
v
1,
f
+
v
1,
p
+v
v
0,
p
+ p
0
p
0
0,
C jj
0,
and j[[v
n]]
j
0,
_
2jvj
2
0,
p
+ jj
2
0,
_ 1
2
.
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Skrrcn or raoor. The proof is here abridged without explaining most of the arguments already detailed in the proof
of Theorem 3.2. From (3-5,16,17,18) with the Stokes formula, the solution v
W
N
satises the weak form below:
2
_
f
d(v
) : d(w) dx + 2
_
p
d(v
) : d(w) dx +
_
p
K
1
v
wdx +
_
Mv
ds
+
d1
j=1
_
S
j j
[[v
j
]]
[[w
j
]]
ds +
1
[[v
n]]
[[w n]]
ds =
_
f wdx, w W
N
. (19)
By choosing w = v
0
_
f
v
2
dx + 2
_
p
v
2
dx +
0
K
0
2
_
p
v
2
dx + M
0
_
2
ds + S
0
d1
j=1
_
[[v
j
]]
2
ds
+
1
[[v
n]]
2
ds c(
f
,
p
,
0
, K
0
) jfj
2
0,
. (20)
With this bound, there exists v W
S/D
and v H
1
(
p
)
d
such that, up to a subsequence, v
tends to v in W
S/D
or
H
1
(
f
)
d
L
2
(
p
)
d
weakly when 0 (strongly in L
2
(
f
)
d
) and
v
p
tends to v in H
1
(
p
)
d
weakly. Indeed, since
the trace application is continuous, we have: v
f
= 0. Moreover we have: j[[v
n]]
j
0,
c(
f
,
0
, K
0
, f)
and thus
[[v n]]
= 0, v n
= v n
in L
2
(). Since [[v
]]
is bounded in L
2
() (for
L
2
()
d
dened as the weak limit of the trace v
p
in L
2
()
d
.
Hence we dene the tangential velocity jump: [[v ]]
= (v
f
) L
2
() and we have v W
SD
.
Then p
0
dened by Corollary 4.1 is bounded in L
2
0
() because, using the Ne cas theorem as for (13), we have:
jp
0
j
0,
c(
f
,
p
)
_
jp
0
j
1,
f
+ jp
0
j
1,
p
_
C, since jv
j
1,
f
,
jv
j
1,
p
and jv
j
0,
p
are all bounded. Thus,
there exists p
0
L
2
0
() such that, up to a subsequence, p
0
weakly tends to p
0
in L
2
().
Now taking the limit of (19) when 0, there exists L
2
() such that
1
[[v
n]]
weakly tends to in L
2
()
and we get that v is the unique solution in W
SD
satisfying the weak form:
2
_
f
d(v) : d(w) dx +
_
p
K
1
v wdx +
_
Mv
ds +
d1
j=1
_
S
j j
[[v
j
]]
[[w
j
]]
ds +
_
[[w n]]
ds
=
_
f wdx, w W
N
. (21)
The existence and uniqueness of the solution v W
SD
to the above problem can be also a priori ensured by the
generalized Lax-Milgram theorem of Ne cas [27] with an inf-sup stability inequality. Besides, using test functions
w = (
c
compactly supported either in
f
or in
p
and such that div = 0 in
f
or in
p
respectively,
and using the Stokes formula, we get with the De Rham theorem the existence and uniqueness (
f
and
p
being
connected) of the pressure restrictions p
0
f
and p
0
p
in L
2
0
(
f
) and L
2
0
(
p
) respectively. This denes the pressure
eld p
0
= p
0
f
+ p
0
p
in L
2
0
() over the whole domain such that (v, p
0
) veries the Stokes/Darcy equations (3-5)
a.e. in
f
p
with = 0 in (4), i.e. the Darcy equation. Because of uniqueness, the whole sequence (v
, p
0
) weakly
converges to (v, p
0
) in W
S/D
L
2
0
().
Then, to satisfy the interface conditions (17,18) on , i.e. in H
1
2
()
d
, the pressure eld p L
2
() must be
adjusted from the zero-average pressure p
0
L
2
0
() such that: (p p
0
)
= C
0
and [[p p
0
]]
= C
1
, where the
constants C
0
, C
1
are calculated as in Theorem 2.1 with (v, p
0
) above dened. Since f
p
, v
p
L
2
(
p
)
d
, we have by the
Darcy equation that p
p
belongs to H
1
(
p
). The limit boundary condition (16) which reduces to: p
p
p
= 0 in H
1
2
(
p
)
can be also satised if the following compatibility condition holds:
C
0
1
2
C
1
= C
N
with C
N
=
1
p
p
0
ds, (22)
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7
6
3
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i
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2
3
J
u
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2
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1
1
A
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C
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ACCEPTED MANUSCRIPT
such that: p
f
= p
f
0
+ C
0
+ C
1
/2 and p
p
= p
p
0
+ C
N
dene the pressure solution p L
2
(
f
) H
1
0
p
(
p
). We can also
interpret in a similar way as in the proof of Theorem 3.2.
Now, if v
p
belongs to H
1
(
p
)
d
with sucient regularity assumption, then v W
SD
W
N
, v
= v
p
H
1
2
()
d
and we prove the strong convergence and a global error estimate in . The dierence equation between (19) and (21)
reads: for all w W
N
,
2
_
f
d(v
v) : d(w) dx + 2
_
p
d(v
v) : d(w) dx +
_
p
K
1
(v
v) wdx +
_
M(v
v)
ds
+
d1
j=1
_
S
j j
[[(v
v)
j
]]
[[w
j
]]
ds +
1
[[v
n]]
[[w n]]
ds = 2
_
p
d(v) : d(w) dx
_
[[w n]]
ds. (23)
Then, choosing w = (v
v) W
N
with [[v n]]
v)j
2
0,
f
+ jd(v
v)j
2
0,
p
+
0
K
0
jv
vj
2
0,
p
+ M
0
j(v
v)
j
2
0,
+ S
0
d1
j=1
j[[(v
v)
j
]]
j
2
0,
+
1
2
j[[v
n]]
j
2
0,
1
2
_
2jvj
2
0,
p
+ jj
2
0,
_
(24)
which yields the result with the Korn and Poincar e inequalities in
f
or
p
. Finally, the pressure estimate is obtained
using the Ne cas theorem and we get with the Stokes and Darcy equations:
jp
0
p
0
j
0,
C
_
jv
vj
1,
f
+ jv
vj
0,
p
+ jv
j
0,
p
_
, (25)
which concludes the proof with (24) since
jv
j
0,
p
is bounded with (20). We thus obtain the given error estimate,
typical of the existence of a spurious boundary layer in this singular perturbation problem, see e.g. [26], as for the
L
2
-penalty method analysed in [3, 16]. 2
Acknowledgments
Special thanks to one of the reviewers for his valuable comments which have improved the preprint version.
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