\documentclass[reqno]{amsart}
\usepackage{hyperref}
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\AtBeginDocument{{\noindent\small
\emph{Electronic Journal of Differential Equations},
Vol. 2017 (2017), No. 24, pp. 1--10.\newline
ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu}
\thanks{\copyright 2017 Texas State University.}
\vspace{8mm}}

\begin{document}
\title[\hfilneg EJDE-2017/24\hfil A stabilized finite element method]
{A stabilized finite element method for Stream function vorticity
formulation of Navier-Stokes equations}

\author[M. Abdelwahed,  N. Chorfi, M. Hassine \hfil EJDE-2017/24\hfilneg]
{Mohamed Abdelwahed,  Nejmeddine Chorfi, Maatoug Hassine}

\address{Mohamed Abdelwahed \newline
Department of Mathematics,
College of Sciences,
King Saud University, Riyadh, Saudi Arabia}
\email{mabdelwahed@ksu.edu.sa}

\address{Nejmeddine Chorfi \newline
Department of Mathematics,
College of Sciences,
King Saud University, Riyadh, Saudi Arabia}
\email{nchorfi@ksu.edu.sa}

\address{Maatoug Hassine \newline
Department of Mathematics,
College of Sciences,
 Monastir University, Tunisia}
\email{maatoug\_hassine@yahoo.fr}

\dedicatory{Communicated by Vicentiu Radulescu}

\thanks{Submitted October 29, 2016. Published January 19, 2017.}
\subjclass[2010]{35D30, 76D03, 65N30}
\keywords{Stream function; vorticity; stabilized method,
\hfill\break\indent  high performance computing}

\begin{abstract}
 We the solvability of the two-dimensional stream function-vorticity formulation
 of the Navier-Stokes equations. We use the time discretization and the
 method of characteristics order one for solving a quasi-Stokes system
 that we discretize by a piecewise continuous finite element method.
 A stabilization technique is used to overcome the loss of optimal error
 estimate. Finally a parallel numerical algorithm is presented and tested.
\end{abstract}

\maketitle
\numberwithin{equation}{section}
\newtheorem{theorem}{Theorem}[section]
\newtheorem{remark}[theorem]{Remark}
\newtheorem{corollary}[theorem]{Corollary}
\allowdisplaybreaks

\section{Introduction}

The flow of an incompressible viscous fluid in a two dimensional domain 
$\Omega$ is characterized by two variables: its velocity $u$ and its pressure $p$. 
It is described by   Navier-Stokes problem
\begin{equation}\label{m0}
\begin{gathered}
\frac{\partial \mathbf{u}}{\partial t} + \mathbf{u}\nabla \mathbf{u}
-\nu \Delta \mathbf{u} +\nabla p = f \quad \text{in }  \Omega,\; t>0,   \\
\nabla .\mathbf{u} = 0\quad  \text{in }  \Omega,\; t>0.
\end{gathered}
\end{equation}
This system corresponds to the  equation of the conservation of 
the quantity of movement and the equation of conservation of mass.
Here,  $\nu$ is the kinematic viscosity of the fluid and $f$ is a given 
function corresponding to the forces applied to the fluid. In general,
 we add to this system a boundary condition on the border $\Gamma$ of 
the domain $\Omega$, like
\begin{equation} \label{m7}
\mathbf{u}=\mathbf{u}_d \quad \text{on } \Gamma
\end{equation}
known as the Dirichlet condition.

 This formulation, called velocity-pressure formulation, can be rewritten 
by introducing two other scalar functions, called the vorticity (noted by $\omega$) 
and the stream function (noted by $\psi$) \cite{2,6,113,14,111,CGS,112,222}. 
The link between these functions is given by the relations:
\begin{equation}\label{m1}
\omega=\nabla  \times \mathbf{u} \quad \text{and}\quad 
\mathbf{u} =\nabla \times \psi .
\end{equation}
 Then we obtain the following $\psi$-$\omega$ formulation equivalent to 
\eqref{m0},
\begin{equation}\label{m2}
\begin{gathered}
\frac{\partial \omega}{\partial t}+ \mathbf{u}\nabla\omega - \nu \Delta \omega  
= \nabla \times f \quad \text{in }  \Omega,\;t>0,   \\
\omega +\Delta \psi =0\quad  \text{in }  \Omega,\; t>0.
\end{gathered}
\end{equation}
 The velocity boundary condition \eqref{m7} implies that the function $\psi$ 
and its normal derivative $\partial_n \psi$ are fixed on the boundary 
$\Gamma$ and given by
$$
 \psi= \psi_d \quad\text{and} \quad
  \frac{\partial \psi}{\partial n} = g \quad \text{on }\Gamma.
$$
 Such a formulation has two main advantages. The first one is related 
to the automatic satisfaction of the divergence free condition. 
The second one concerns the reduction of the number of equations.

We propose to solve problem \eqref{m2}.
A time discretization of this system using the characteristics method 
\cite{Russ3,17,333}, leads to study, at each time step $\Delta t$, the 
following system, called quasi-Stokes problem.
\begin{equation} \label{m16}
\begin{gathered}
\omega  +   \Delta \psi = 0  \quad  \text{in } \Omega  \\
-\Delta \omega  -  \lambda  \Delta \psi  =  F  \quad \text{in } \Omega
\end{gathered}
\end{equation}
where $\lambda = \frac{1}{\nu \Delta t}$ and 
$ F = \lambda \omega ^{P } + \frac{1}{\nu } \nabla \times f $ with 
$\omega ^{P}(t, x) = \omega (t-\Delta t, x(t-\Delta t))$.

The resolution of the system \eqref{m16} by a direct approach leads to
the loss of one order in the error estimates. To optimize the behavior of 
our approach, we adapt the regularization-stabilization technique, 
introduced in \cite{amara,AD1}, to the Navier-Stokes equations.
 The main step of the proposed approach is to write the decomposition 
 $\psi-\omega$ in a natural variational framework.

Such a decomposition permit us to built a linear piecewise stabilized 
finite element method having a good behavior and to obtain an optimal 
error estimate.

The numerical resolution of the obtained linear system is performed by 
the Bi-gradient Conjugate Stabilized method \cite{saa}. After an algorithmic 
analysis identifying the dependence between the different tasks and data 
involved, an implementation under MPI  (Message Passing Interface) has been 
done \cite{HPmpi}. We obtain then a parallel stabilized algorithm for 
the Navier-Stokes problem.

We start this paper by presenting respectively the time and spatial 
discretization of the considered problem. Then we describe the stabilized 
method and its advantage. The numerical analysis of the obtained system 
and the validation of the stabilization technique is presented in section 3. 
In addition we present  a parallel algorithm.
The performance of the proposed method is illustrated by some numerical results.

\section{Discrete problem}

We present in this section the time and spatial approximations of problem \eqref{m2}.

\subsection{Time discretization}
Let $T$ a fixed positive real and $f\in C(0,T,H^{-1}(\Omega))$.
We consider the regular partition of $[0,T]$ into $N$ equal subintervals 
$[t_{i-1},t_i]$, $1\le i \le N$ with $t_0 < t_1 < \ldots < t_N=T$ and 
$\delta t =t_i-t_{i-1}=\frac{T}{N}$.

Let $\psi^{n+1}=\psi(.,t^{n+1})$ and $\omega^{n+1}=\omega(.,t^{n+1})$ 
being the approximations of $\psi$ and $\omega$ at time 
$t^{n+1}=(n+1)\delta t$.  The time discretization of the problem \eqref{m2} 
is given by:
Find $\psi^{n+1}$ and $\omega^{n+1}$ solutions to
\begin{equation}\label{s2n}
\begin{gathered}
\Big(\frac{\partial \omega}{\partial t}+ \mathbf{u} \nabla \omega\Big)^{n+1} 
-{\nu} \Delta \omega^{n+1} =\nabla \times f^{n+1} \quad \text{in }\Omega\\
\omega^{n+1} +\Delta \psi^{n+1} =0 \quad \text{in } \Omega\\
 \psi^{n+1}= \psi_d \quad \text{on } \Gamma\\
 \frac{\partial \psi^{n+1}}{\partial n} = g \quad \text{on } \Gamma
\end{gathered}
\end{equation}
The total derivative of the function omega is approximated using 
characteristics scheme \cite{Russ3,17} as follows
\begin{equation}
\big(\frac{\partial }{\partial t}+ \mathbf{u} \nabla \big)
\omega (\mathbf x,t^{n+1})
\approx \frac{\omega (\mathbf x,t^{n+1})
 -\omega (\mathbf X(\mathbf x,t^{n+1};t^n),t^n)}{\delta t}
=\frac{\omega^{n+1}-\omega^n o\mathbf{X}^{n}}{\delta t}
\end{equation}
where $\mathbf{X}^{n}(\mathbf x)=\mathbf X(\mathbf x,t^{n+1};t^n)$ 
is the position at time $t^n$ of particle of fluid which is at point 
$\mathbf x$ at time $t^{n+1}$.
System \eqref{s2n} becomes
\begin{equation} \label{an9}
\begin{gathered}
\omega^{n+1}+\Delta \psi^{n+1}=0   \quad     \text{in } \Omega \\
\Delta \omega^{n+1} +\frac{1}{\nu \delta t} \Delta \psi^{n+1}
= -\frac{1}{\nu}\big(\nabla\times f^{n+1}+\frac{\omega^{n}o\mathbf{X}^{n}}{\delta t}
\big)  \quad  \text{in } \Omega \\
 \psi^{n+1}= \psi_d \quad \text{on } \Gamma\\
 \frac{\partial \psi^{n+1}}{\partial n} = g\quad \text{on } \Gamma
\end{gathered}
\end{equation}
which is equivalent at each time step to the  quasi-Stokes system
\begin{equation} \label{an11}
\begin{gathered}
\omega + \Delta \psi =0  \quad     \text{in }  \Omega \\
\Delta \omega  + \lambda  \Delta \psi =  F \quad  \text{in }  \Omega   \\
\psi = \psi_d  \quad  \text{on }  \Gamma \\
\frac{\partial \psi}{\partial n} =  g  \quad \text{on }  \Gamma
\end{gathered}
\end{equation}
where $F(\cdot,t^{n+1})=-\frac{1}{\nu}
\big(\nabla\times f^{n+1}+\frac{\omega^{n}o\mathbf{X}^{n}}{\delta t}\big)$,
 and $ \psi_d, g $, $\lambda$, $F$ are given.

 \subsection{Continuous problem}

First, we denote by $ H^{-1}(\Omega)$ the dual space of
$$
 H_0^1 ( \Omega )= \{\theta \in  L^2(\Omega ): \nabla \theta \in  L^2
(\Omega ), v_{|_\Gamma} = 0 \}
$$
with the associated norm
$$
\|  v\| _{-1,\Omega}
={\sup_{\varphi \in  H_0^1(\Omega)}
\frac{\langle  v,\varphi \rangle _{-1,1,\Omega}}{ | \varphi | _{1,\Omega}}},
\quad \forall  v\in  H^{-1}(\Omega)
$$
where $\langle\cdot,\cdot\rangle_{-1,1,\Omega}$ is the dual pairing  between 
$ H^{-1}(\Omega)$  and $ H_0^1 ( \Omega )$.

We introduce the space
$$ 
H^{-1}(\Delta; \Omega )
= \{ \theta \in  L^2(\Omega ):\Delta \theta \in  H^{-1}(\Omega )\},
$$
equipped with the norm
$$
\| \theta \|_{-1,\Delta ,\Omega }
=\big( \| \theta \| _{0,\Omega }^2+\|
\Delta \theta \| _{-1,\Omega }^2\big) ^{1/2},\quad \forall \theta 
\in  H^{-1}(\Delta ; \Omega)
$$

For simplicity of the analysis, we consider in the following $\psi_d=0$ and $g=0$. 
A variational formulation of problem \eqref{an11} is given by:
Find  $(\omega,\psi)\in   H^{-1}(\Delta;\Omega)\times  H_0^1(\Omega)$
such that
\begin{equation} \label{PB1}
\begin{gathered}
{\int_\Omega\theta  \omega\,\mathrm{d}\Omega} 
+ \langle \Delta \theta,\psi\rangle_{-1,1,\Omega} = 0\quad 
 \forall \theta \in  H^{-1}(\Delta ; \Omega)  \\
\langle\Delta \omega, \eta\rangle _{-1,1,\Omega}
- {\lambda \int_\Omega \nabla \eta  \nabla \psi \,\mathrm{d}\Omega 
=\int_\Omega F \eta \,\mathrm{d}\Omega} \quad \forall \eta\in  H_0^1(\Omega)
\end{gathered}
\end{equation}

\begin{theorem} \label{thm2.1}
For all $ f \in  H^{-1}(\Omega)$, problem \eqref{PB1} has a unique solution
 $(\omega,\psi)\in  H^{-1}(\Delta ; \Omega)\times  H_0^1(\Omega)$ and 
there exists a constant  $C>0$ such that:
\begin{equation} \label{r29}
|\psi |_{1,\Omega} + \|\omega \|_{-1,\Delta,\Omega}\leq  C \|F \|_{-1,\Omega}
\end{equation}
Moreover, the solution $(\omega,\psi)$ of \eqref{PB1} is a  solution of 
\eqref{an11}.
\end{theorem}

For a proof of the above theorem see \cite{3}.

\begin{remark}\label{rem1} \rm
Using the decomposition
\begin{equation}\label{b24}
\omega =\omega^0 + \omega^{\ast},
\end{equation}
problem \eqref{PB1} can be rewritten as:
 Find $\omega^0\in  H_0^{1}(\Omega)$ such that
\begin{equation}\label{b22}
\int_{\Omega} {\nabla \omega^0 \nabla \eta }\mathrm{d}\Omega =
\langle F,\eta \rangle _{-1,1,\Omega}, \quad \forall \eta \in
 H_0^{1}(\Omega),
\end{equation}
and  find  $\omega^{\ast} \in  H^{-1}(\Delta ; \Omega)$,  
$\psi \in  H_0^1(\Omega)$ such that
\begin{equation} \label{b23}
\begin{gathered}
\int_\Omega \theta  \omega^{\ast} \,\mathrm{d}\Omega
- \int_\Omega \nabla \psi  \nabla \theta \,\mathrm{d}\Omega 
= - \int_\Omega \theta  \omega^0 \,\mathrm{d}\Omega
\quad \forall \theta \in  H^{1}(\Omega), \\
-\langle\Delta \omega^{\ast},\eta \rangle _{-1,1,\Omega} +
 \lambda \int_\Omega \nabla \psi  \nabla \eta \,\mathrm{d}\Omega
= 0 \quad \forall \eta  \in  H_0^{1}(\Omega)
\end{gathered}
\end{equation}
The advantage of this decomposition is to get more regularization on 
$\omega^{\ast}$, Indeed
$-\Delta \omega^{\ast} = \lambda \Delta \psi \in  L^2(\Omega)$ 
while 
$-\Delta \omega^0 = f  \in  H^{-1}(\Omega)$ and
 $-\Delta \omega = f + \lambda \Delta \psi \in  H^{-1}(\Omega)$.
\end{remark}

Next, we shall discretize problem \eqref{b22}-\eqref{b23} using the 
decomposition defined by \eqref{b24}. This particularity related to 
$\omega^{\ast}$ will improve the behavior of the discrete method.

\subsection{Numerical approximation}

Let $(\mathcal{T}_h)_h$ be a regular family of decomposition of 
$\overline{\Omega}$
in triangles $K$ \cite{13,LZL}. For each triangle $K$, we denote 
respectively by $h_K$ its diameter and
$h={\max_{K\in \mathcal{T}_h}}h_K$.

We associate to each decomposition $\mathcal{T}_h$, the set 
$\mathcal{C}_h$ of the internal edges. Then, for every edge $T$ 
of $\mathcal{C}_h$, there exists two triangles $K$ and $K'$ of 
$\mathcal{T}_h$ such that
\begin{equation} \label{c3}
K\neq K' \quad {and}\quad T=\partial K \cap\partial K'.
\end{equation}
We define the jump of the normal derivative on each edge $T$ of $\mathcal{C}_h$,
by
\begin{equation} \label{c4}
[ \partial_n v ]_T = \begin{cases}
\partial_n^K \,v_{K}+ \partial_n^{K'} \,v_{K'} 
\text{ p.p. on } T & \text{if }  T=\partial K \cap\partial K',\;
K, K'\in \mathcal{T}_h
\\
0 \quad \text{on } T &  \text{if } T = \partial K \cap \Gamma,\;
K \in \mathcal{T}_h ,
\end{cases}
\end{equation}
where $v_{K} = v\mid_{K}$ and $ \partial_n^K \,v_{K}$ is the normal 
derivative of $v_{K}$ on $ \partial K,\, K\in \mathcal{T}_h$,
and the discrete scalar product and semi-norm
\begin{equation}\label{c9}
\begin{gathered}
 \langle \theta_h \, ,\,\delta_h \rangle_h
=\sum_{T \in \mathcal{C}_h}\operatorname{mes}T\int_T [\partial _n\theta_h ] 
 [\partial _n\delta_h ]\,\mathrm{d}T,\quad 
 \forall \theta_h \in X_h, \; \delta_h \in X_h , \\
 |\theta_h |_h = \Big(\langle \theta_h ,\,\theta_h \rangle_h \Big)^{1/2} \quad 
\forall \theta_h \in X_h,
\end{gathered}
\end{equation}
where $\operatorname{mes}T$ denotes the length of the edge of $T$ for 
$T \in \mathcal{C}_h$.

We consider the discrete spaces
\begin{gather*}
 X_h =\{ \theta \in  \mathcal{C}^0(\overline{\Omega }):
\forall K\in \mathcal{T}_h,\,\theta \mid_K\in \mathbb{P}_1(K)\}
 \subset  H^{-1}(\Delta ; \Omega )\\
 X_h^0 = X_h\cap  H_0^1(\Omega)
\end{gather*}
where $\mathbb{P}_1(K)$ is the space of piecewise linear functions defined on 
$\overline K$.
 We denote by  $\omega_h$, $\psi_h$ and $F_h$ respectively the approximations
 of  $\omega$, $ \psi$ and $F$ in $X_h$. The classical discrete variational 
formulation of problem \eqref{b22}-\eqref{b23} is written
\begin{equation}\label{n3}
\begin{gathered}
 a(\omega_h,\theta_h) + b(\theta_h,\psi_h)  = 0  \quad\forall \theta_h \in  X_h   \\
b(\omega_h,\eta_h) - d(\psi_h,\eta_h)  = \int_{\Omega} F\eta_h \,d\Omega 
 \quad\forall \eta_h \in  X^o_{h} \\
 \psi_h\in X^o_h \quad  \omega_h \in X_h, 
\end{gathered}
\end{equation}
where $a$, $b$ and $d$ are the following three bilinear forms
\begin{gather*}
a(\delta_h,\theta_h)=\int_{\Omega}\delta_h \theta_h\,d\Omega ,\quad\forall 
\delta_h,\, \theta_h \in  X_h , \\
b(\theta_h,\varphi_h)=- \int_{\Omega}\nabla \theta_h \nabla \varphi_h \, d\Omega 
,\quad\forall \theta_h,\, \varphi_h \in \ X_h ,\\
d(\varphi_h,\eta_h)=\lambda\int_{\Omega}\nabla\varphi_h\nabla\eta_h\,d\Omega,
 \quad\forall (\varphi_h,\eta_h) \in  X_h \times X_h^0.
\end{gather*}

We remark that the compatibility constant between spaces $X_h$ and $X_h^0$ 
is independent on $h$ but the associated bilinear form $a(\cdot,\cdot)$ 
to $X_h$ is elliptic for the $  L^2(\Omega)$ norm. Consequently the coercivity 
constant depends on $h$. To make up for such inconvenient, we use an 
approximation method based on a technique of stabilization described 
in \cite{2,AD1}. It consists in changing this principal form $a(\cdot,\cdot)$ 
into another form $a_h(\cdot,\cdot)$ by addition a stabilizing term as
\begin{equation}\label{19}
a_h(\delta_h,\theta_h)=a(\delta_h,\theta_h)+ \beta\,A_h(\delta_h,\theta_h) \quad 
\forall \delta_h,\;\theta_h \in X_h,
\end{equation}
with
$A_h(\delta_h,\theta_h)=\langle \delta_h,\theta_h\rangle_h$
and $\beta \ge 0$ is a parameter to be chosen.

\subsection*{Discrete problem}
Using stabilization technique, introduced in \eqref{19},  the discrete 
variational formulation of \eqref{b22}-\eqref{b23} (which is equivalent to
 \eqref{PB1}) can be rewritten as 
\begin{equation}\label{P1h}
\begin{gathered}
 \int_{\Omega} {\nabla \omega^0_h \nabla \eta_h }\mathrm{d}\Omega
= \langle f,\eta_h\rangle_{-1,1,\Omega}, \quad \forall \eta_h \in X^{0}_h , \\
\int_{\Omega_h}\omega_h^{\ast}\,\theta_h  \,\mathrm{d}{\Omega_h}
+  \beta\langle \omega_h^{\ast}, \theta_h\rangle_h
-\int_{\Omega_h }\nabla \psi_h \nabla \theta_h\,\mathrm{d}\Omega 
=-\int_{\Omega_h}\omega_h^{0}\,\theta_h  \,\mathrm{d}{\Omega_h}
\forall \theta_h \in  X_h \\
-\int_{\Omega_h} \nabla \omega_h^{\ast}\nabla \eta_h \mathrm{d}{\Omega_h} 
 - \lambda  \int_{\Omega_h} \nabla \psi_h\nabla \eta_h\,\mathrm{d}{\Omega_h}=0 
\\
 \forall \eta_h \in  X^{0}_h\; \omega^0_h \in X^0_h,\;
\omega^{\ast}_h \in  X_h, \psi_h \in  X^{0}_h
\end{gathered}
\end{equation}
Setting $ {\omega_h} = \omega^0_h + \omega^{\ast}_h $, the couple 
$(\psi_h,\omega_h)$ is an approximation of $(\psi,\omega)$.

\begin{theorem} \label{thm2.2}
 The discrete problem \eqref{P1h} has a unique solution.
\end{theorem}

For a proof of the above theorem see \cite{3}.

\subsection*{Error estimates}

\begin{theorem}\label{th23}
If $\omega^{\ast} \in H^2(\Omega)$ and $\omega^0 \in H^2(\Omega)$,
there exist $s \in ]\frac{1}{2},1]$ and $ C >0$, independent of $h$,
$\beta$ and $\lambda$, such that
\begin{gather}
  \|\omega^{\ast}-\omega^{\ast}_h  \|_{0,\Omega}
+ \sqrt{\lambda} |\psi - \psi_h |_{1,\Omega}  
\leq  C \big(h^{s+1} | \omega^0 |_{2,\Omega} + e_h \big), \\
\|\omega^0 - \omega^0_h \|_{0,\Omega}
\leq  , h^{s+1} |\omega^0 |_{2,\Omega}, \\
|\psi - \psi_h |_{1,\Omega}
 \leq  C h |\psi |_{2,\Omega} +  C (1 + \sqrt{\beta})
\{ h^{s+1} | \omega^0 |_{2,\Omega} + e_h \}
\end{gather}
where
$$
e_h= \big(\lambda h \sqrt{\beta} +\frac{h}{\sqrt{\beta}}
+h \sqrt{\lambda} \big) |\psi |_{2,\Omega}
+ \big( h^s+\sqrt{\beta} \big) h |\omega^{\ast} |_{2,\Omega} 
$$
\end{theorem}

 The proof of the above theorem is an adaptation to the quasi-Stokes problem 
of the proof presented in \cite{AD1} for the biharmonic problem. We omit it.

The parameter $\beta$ is selected in such way that error estimates in theorem 
\ref{th23} becomes optimal.
 In the case of $\sqrt{\beta}\,= \frac {1}{\sqrt{\lambda}}$,
 $$
e_h= h \sqrt{\lambda} |\psi |_{2,\Omega}
+ \big( h^{s+1} + \frac {h}{\sqrt{\lambda}} \big) |\omega^{\ast} |_{2,\Omega} 
$$
and we obtain the following error estimates.

\begin{corollary}
Under hypothesis of theorem \ref{th23},
\begin{gather}
 \|\omega^{\ast}-\omega^{\ast}_h \|_{0,\Omega}
\leq  C \{ h \sqrt{\lambda} + h^{s+1} + \frac {h}{\sqrt{\lambda}} \}, \\
|\psi - \psi_h |_{1,\Omega}
\leq  C \{ h +  \frac {h^{s+1}}{\sqrt{\lambda}}  + \frac {h}{\lambda} \},
\end{gather}
where the constant $C>0$ is independent of $h$ and $\lambda$.
\end{corollary}

This choice of parameter $\beta$ leads to an optimal error estimates, 
we get a behavior in $O(h)$.
We remark that if $\lambda$ becomes very small, the error estimate on 
$\psi$ is better than that on $\omega$.

\section{Numerical implementation}
\subsection{Linear system}
Let $n$ the number of mesh nodes, $(\theta_i)_{i=1,n}$ be a base of $ X_h$
and  $(\eta_i)_{i=1,n}$ a base of $ X_0^h$. The system \eqref{n3} is written 
for all $j=1,\dots,n$
\begin{equation} \label{n4}
\begin{gathered}
 \sum_{i=1}^{n}\omega_i\; a(\theta_i,\theta_j) 
+ \beta \sum_{i=1}^{n}\omega_i\; A_h(\theta_i,\theta_j)
+ \sum_{i=1}^{n}\psi_i \; b(\theta_j,\eta_i)= 0   \\
 \sum_{i=1}^{n}\omega_i\; b(\theta_i,\eta_j) -
\sum_{i=1}^{n}\psi_i\; d(\eta_i,\eta_j) =   \int_\Omega f \eta_j \,d\Omega 
\end{gathered}
\end{equation}
which is equivalent to the linear system
\begin{equation}\label{n7}
M X = N
\end{equation}
where
$$
M=\begin{pmatrix}
 A + \beta S & \quad B^T\\
   B&\quad -D
\end{pmatrix}, \quad
X=\begin{pmatrix}
 \omega \\
 \psi
\end{pmatrix}, \quad 
N=\begin{pmatrix}
 0 \\
 F
\end{pmatrix}
$$
\begin{itemize}
\item The matrix $A=(a_{i,j})_{1\le i,j \le n}$ with 
$a_{ij}=a(\theta_i,\theta_j)$ is computed from the bilinear form $a(\cdot,\cdot)$.
\item The matrix $S=(s_{i,j})_{1\le i,j \le n}$  with $s_{ij}=A_h(\theta_i,\theta_j)$ 
represents the bilinear form $A_h(\cdot,\cdot)$.
\item The matrix $B=(b_{i,j})_{1\le i,j \le n}$  with $b_{ij}=b(\eta_i,\eta_j)$.
\item $D = -\lambda B$.
\item$F$ is associated to the second member with 
 $F_j= \int_\Omega F \eta_j \,d\Gamma $.
\end{itemize}
For the storage of these matrices, we used the Morse compact method keeping 
only non zero terms.
For the resolution, we implement a parallel Bi-gradient Conjugate 
Stabilized (BICGSTAB) algorithm \cite{saa}.

\subsection{Parallel algorithm}
The parallel implementation of the BICGSTAB algorithm was done with fortran
 and MPI library for communications \cite{HPmpi}. We present in the following 
some numerical results  to show the performance of the parallelized solver. 
The simulations are performed on a cluster of 8 PC's and for different Meshes 
(Mesh 1 with $4\times 10^4$ nodes, Mesh 2 with $16\times 10^4$ nodes and Mesh 3 
with $64\times 10^4$ nodes). We remark that the number of unknowns is the 
double of the number of nodes and that from the meshes $1$ to the $2$ and from
 $2$ to $3$, we resolved a problem with four times more data.

\begin{table}[htbp]
\caption{Computing time with respect to number of processors}
\label{tab1}
\begin{center}
\begin{tabular}{|c|c|c|c|c|c|}
\hline
Mesh  &  1 proc    &    2 proc   &   4 proc   &  8 proc   \\ \hline
1  & 21.05     &11.13   & 6.55   &4.02   \\ \hline
2  & 245.85    &128.04  &70.85   &37.7     \\ \hline
3  &2113.36    & 1061.98  &548.9  &297.65  \\ \hline
\end{tabular}
\end{center}
\end{table}

From table \ref{tab1}, we remark that the execution time increases when we 
raise the number of unknowns and decreases when the number of processors 
increases. We deduce that more the mesh is finer or more the number of 
unknown is important, more the gain of time becomes significant. 
This is proportional to the treated case and is often polluted by the 
communication time between processors which becomes more significant when 
the number of processors increases.

To evaluate the efficiency of the algorithm, we compute the speed-up
 which represents the ratio between the execution times for $n$ processors 
and $1$ processor. The optimal speed-up for $n$ processors is $n$. 
We present in table \ref{tab2} the obtained speed-up for each mesh.

\begin{table}[htbp]
\caption{Speed-up}\label{tab2}
\begin{center}
\begin{tabular}{|c|c|c|c|c|}
\hline
Mesh    &    2 proc   &   4 proc   &  8 proc   \\ \hline
%1  & 1.87      &1.01    & 0.63   &0.41   \\ \hline
1     &1.89   & 3.21   &5.25  \\ \hline
2    &1.92  &3.47   &6.52    \\ \hline
3    & 1.99 &3.85  &7.1  \\ \hline
\end{tabular}
\end{center}
\end{table}

We remark that the speed-up increases and approaches its optimal when the number 
of unknowns increases. Indeed, for $2$ processors we obtain a good speed-up for 
mesh $1$ ($1.89$) which reaches its optimal value ($1.99$)  for mesh $3$. 
On the other hand for $8$ processors we obtain bad speed-up
 ($5.25$) for mesh $1$ but which becomes better ($7.1$) for mesh $3$. 
This result is a consequence of the communication time between processors
 which becomes very important compared to the calculation volume when we 
increase the number of processors. Therefore, the communication cost 
degrades the performance of the parallel algorithm.

\subsection{Numerical validation}

We present in this section a validation of the presented stabilization 
technique on the quasi-Stokes problem \eqref{an11}. We consider the domain 
of computation $\Omega=[0,1]\times[0,1]$ and the following analytical 
stream function  solution
$$
\psi(x,y) = 3x\sin({\pi x})\cos({\pi y}) \quad 0< x,y < 1.
$$

\begin{figure}[htbp]
\begin{center}
\includegraphics[width=0.4\textwidth, angle=270]{fig1} % err-tot.ps angle=270,width=10cm}
\end{center}
\caption{Total Error}\label{toterr}
\end{figure}

\begin{figure}[htbp]
\begin{center}
\includegraphics[width=0.4\textwidth,angle=270]{fig2} % pente-er.ps ,angle=270
\end{center}
\caption{Slope}\label{slope}
\end{figure}


\begin{figure}[htbp]
\begin{center}
\includegraphics[width=0.96\textwidth]{fig3a} \\ % diag-om.eps
\includegraphics[width=0.32\textwidth]{fig3b} % omega-an.eps
\includegraphics[width=0.32\textwidth]{fig3c} % omega-bet0.eps
\includegraphics[width=0.32\textwidth]{fig3d} \\ % omega-bet07.eps
(a) Exact solution\hfil (b) Without stabilization \hfil
(c) With stabilization
\end{center}
\caption{Vorticity $\omega$.}\label{om-an}
\end{figure}

\begin{figure}[htbp]
\begin{center}
\includegraphics[width=0.96\textwidth]{fig4a} \\ % diag-psi.eps
\includegraphics[width=0.32\textwidth]{fig4b} % psi-an.eps
\includegraphics[width=0.32\textwidth]{fig4c} % psi-bet0.eps
\includegraphics[width=0.32\textwidth]{fig4d} \\ % psi-bet07.eps
(a) Exact solution \hfil 
(b) Without stabilization \hfil
(c) With stabilization
\end{center}
\caption{Stream function $\psi$.} \label{ps-an}
\end{figure}

Figure \ref{toterr} shows the total error
$\| \omega _1 -\omega _{1h}\| _{-1,\Delta,\Omega }
+| \psi _1 -\psi _{1h}| _{1,\Omega }$ with respect to the stabilization term
$\beta$. We remark that the lowest error for this case  is obtained for $\beta=0.1$.


Figure \ref{slope} shows the slope of the total error according to the parameter
$\beta$. We remark that this slope is included in the interval $[1.4,2 ]$
which confirms the obtained error estimate.

Figures \ref{om-an} and \ref{ps-an}  present
a comparison between the  exact and computed solutions.
Figures \ref{om-an} (a) and \ref{ps-an} (a) show respectively  the exact stream
function and vorticity isovalues. We give also a comparison between the
stabilized method corresponding to $\beta=0.1$ (figures \ref{om-an} (c)
and \ref{ps-an} (c)) and the classical finite element method corresponding to
$\beta=0$ (figures \ref{om-an} (b) and \ref{ps-an} (b)).
One can see the contribution of the stabilization term $\beta$ on the quality
of the solution. This contribution is more clear for the vorticity
(figure \ref{om-an}(c)).


\subsection*{Conclusion}
A stabilized finite element method for the Navier-Stokes
equations written in stream function-vorticity
formulation is presented in this work. In order to optimize the computing time,
a parallel implementation
for the obtained solver is presented. The proposed approach will be
extended in a forthcoming work to a three dimensional
 Navier-Stokes equations. we denote that the proposed
algorithm is general and can be used for many  engineering problems related to the
Navier-Stokes equations.

\subsection*{Acknowledgements}  
The authors would like to extend their sincere appreciation to the Deanship
 of Scientific Research at King Saud University for funding this Research 
group No (RG-1435-026).

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\end{document}
