Equations by First-Order System of Least-Squares Finite Element Method
Sang Dong Kim and EunJung Lee Department of Mathematics,
Kyungpook National University, Taegu, Korea 702-701
Received 15 November 1999; accepted 13 April 2001
This article applies the first-order system least-squares (fosls) finite element method developed by Cai, Manteuffel and McCormick to the compressible Stokes equations. By introducing a new dependent velocity flux variable, we recast the compressible Stokes equations as a first-order system. Then it is shown that the ellipticity and continuity hold for the least-squares functionals employing the mixture ofH−1andL2, so that thefoslsfinite element methods yield best approximations for the velocity flux and velocity. c 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 689–699, 2001
Keywords: Compressible Stokes equations; first-order system least-squares
I. INTRODUCTION
LetΩbe a bounded, open domain in<n(n = 2,3)with Lipschitz boundary∂Ω. Consider the system of equations of the stationary compressible Stokes equations withzeroboundary conditions (cf. [1]) for thevelocityu= (u1,· · ·, un)tandpressurepas follows:
−µ∆u+ρ(β· ∇)u+∇p = f, in Ω,
∇ ·u+κβ· ∇p = g, in Ω,
u = 0, on ∂Ω, (1.1)
where the symbols ∆,∇, and∇·stand for the Laplacian, gradient, and divergence operators, respectively (∆uis the vector of components∆ui);β = (β1,· · · , βn)tandP are givenC1 functions describing the given ambient flow;ρ=ρ(P)is a given positive increasing function as a function of pressure;ρ0 = dPdρ ,κ= ρρ0;the numberµ >0is a viscous constant;f is a given
Correspondence to:Sang Dong Kim, Department of Mathematics, Kyungpook National University, Taegu, Korea 702-701 (e-mail: [email protected]); EunJung Lee, Department of Mathematics, Kyungpook National University, Taegu, Korea 702-701 (e-mail: [email protected])
c
2001 John Wiley & Sons, Inc.
vector function. We further assume that Z
Ωp dΩ = 0 andβ=0on∂Ω,ρ, andκare bounded.
The equations (1.1) are obtained by linearizing the barotropic Navier-Stokes equations around the ambient flowsβandP, neglecting the bulk viscosity constant term and the zero-order terms (see [1]). The traditional numerical approach is to use a mixed finite element method for these equations (1.1)(see [1]). The least-squares approach for second and higher order problems was developed in [2], [3], and [4], for example, and it was developed for the Stokes and Navier- Stokes equations in [5]. The analysis for thefoslsmethods applied to the incompressible Stokes equations by introducing a new dependent variable had been carried out by several authors (see, for example, [6] and [7] and [8]-[10]). These methods are well known as possessing the freedom of choosing finite element spaces, incorporating additional equations, and imposing additional boundary conditions as long as the system is consistent. The motivation of this article is to adopt such benefits to the compressible Stokes equations (1.1). For these, we reformulate the compressible Stokes equations as a first-order system derived in terms of an additionalvelocity flux. For the systems proposed in this article, the least-squares functionals are defined usingL2 andH−1norms or a mixture ofL2,H−1norms and integrals. Recently, a least-squares approach for the compressible Stokes equations reported in [11] did not focus on the auxiliary variable velocity flux, in which one may lose some accuracy to approximate the auxiliaryfluxvariable from the velocityvariable by numerical differentiation. Compared with the works in [11], the foslsformulations in this article give the way to approximate thefluxvariable directly with the best accuracy as the velocity variable has. With the assumption that the viscosity constant µ is sufficiently large, we show that the resulting functionals are equivalent to a product norm kUk2+kuk21+kpk2βββfollowing ideas in [10] (see the notationk · kβββin section 2). TheH−1fosls approaches enable us to provide a possible optimal convergence rate, which can be a contrast to a mixed finite element method, from the convergence estimate (see Theorem 4.1). This may be one of the benefits for employing thefoslsapproach to the compressible Stokes equations (1.1).
We also discuss the computable functional and provide its error estimate.
This article proceeds as follows. In section 2, the notations, definitions, and first-order system formulations are introduced. In section 3, the least-squares functionals are provided, and coercivity results are derived. In section 4, using these coercivity results, we note thatfoslsformulation can lead to the optimal convergence rate, and we establish discretization error estimates with respect to order of approximation.
II. FOSLSFORMULATION
For convenience, we will adopt the notations introduced in [12] and put the necessary definitions in this section. A new independent variable related to then2-vector function of gradients of the displacement vectors,ui,i= 1,· · ·nwill be given. For a givenu= (u1,· · ·, un)t, the gradient is∇u= (∂1u1, ∂2u1, ∂3u1,· · · , ∂2u3, ∂3u3)t.
For a function with vector componentsU= (U1,U2,· · ·,Un)t, the divergence is defined as
∇ ·U= (∇ ·U1,∇ ·U2,· · · ,∇ ·Un)t.
The inner products and norms on the block column vector functions are defined in the natural componentwise way, for example:
kUk2=Xn
i=1
kUik2 and Z
ΩUdΩ2=Xn
i=1
Z
ΩUidΩ2.
We use standard notations and definitions for the Sobolev spacesHs(Ω)n, associated inner prod- ucts(·,·)s, and respective normsk · ks,s≥0. Whens = 0,H0(Ω)nis the usualL2(Ω)n, in which case the norm and inner product will be denoted byk · kand(·,·), respectively.L20(Ω)will denote the space ofL2(Ω)functionspsuch thatR
Ωpdx= 0. The spaceH0s(Ω)is the closure of the linear space of infinitely differentiable functions with compact support inΩwith respect to the normk · ks. From now on, we will omit the superscriptnandΩif the dependence of vector norms on dimension is clear by context. We useH0−1(Ω) to denote the dual spaces ofH01(Ω) with norm defined by
|φ|−1,0= sup
ψ∈H01(Ω)
(φ, ψ)
|ψ|1 . We will use
|u|∞ = sup
x∈Ω|u(x)|.
Define the product spacesH01(Ω)n andL2(Ω)nin the usual way with standard product norms and define a space
Q={q∈L2(Ω) : (kqk2+µ2kκβ· ∇qk2)12 <∞ }, which is a Hilbert space with norm
kqkβββ= (kqk2+µ2kκβ· ∇qk2)12. (2.1) Let
H(div; Ω) ={v∈L2(Ω)n:∇ ·v∈L2(Ω)}, which is a Hilbert space (see [13]) under the norm
kvkH(div;Ω):= kvk2+k∇ ·vk212 .
Following [10] for Stokes equations, introducing thevelocity fluxvariableU=∇u, that is, U= (U11, U12, U13,· · ·, U32, U33)t=∇u,
the compressible Stokes equations (1.1), with scaledpressurep, may be written as the following equivalent first-order system:
U− ∇u = 0, in Ω,
−∇ ·U+µρβ· ∇u+∇p = µ1f, in Ω,
∇ ·u+µκβ· ∇p = g, in Ω, u = 0, on ∂Ω,
(2.2)
where
β· ∇u= (β· ∇u1,· · ·,β· ∇un)t.
Note that the first and last equations in (2.2) implies Z
ΩUdΩ = Z
Ω∇udΩ =0.
Hence we may add these two conditions to (2.2), so that an extended equivalent first-order system is given as :
U− ∇u = 0, in Ω,
−∇ ·U+µρβ· ∇u+∇p = µ1f, in Ω,
∇ ·u+µκβ· ∇p = g, in Ω, u = 0, on ∂Ω, R
ΩUdΩ = 0, R
Ω∇udΩ = 0.
(2.3)
Some existence, uniqueness, and regularity results for compressible linearized Stokes equations are discussed in [14], [15], [16], and [17]. It is well known that the solutionsu∈ H01(Ω)and p∈L20(Ω)to (1.1) satisfy
kuk21+kpk2 ≤ C(kfk2−1,0+kgk2), (2.4) whereCdepends onµ, ρ, κandβ.
III. FIRST-ORDER SYSTEM OF LEAST-SQUARES FUNCTIONALS
The main objective in this section is to establish ellipticity and continuity of least-squares func- tionals based on (2.2) and (2.3) in appropriate Sobolev spaces.
The least-squares functionals considered in this article are G1(U,u, p;f, g) = k −∇ ·U+ ρ
µ(β· ∇)u+∇p− 1
µf k2−1,0 (3.1) + k∇ ·u+µκβ· ∇p−gk2+kU− ∇uk2.
and
G2(U,u, p;f, g) =G1(U,u, p;f, g) + Z
ΩUdΩ 2
+ Z
Ω∇udΩ 2
. (3.2)
Define
M(U,u, p) =kUk2+kuk21+kpkβββ2, and let
V:=L2(Ω)n2×H01(Ω)n× Q∩L20(Ω) .
The first-order system least-squares variational problem for the compressible Stokes equations corresponding (2.2) and (2.3) is to minimize the quadratic functionalGi(i= 1,2)overV: find (U,u, p)∈ V such that, fori= 1,2,
Gi(U,u, p;f, g) = inf
(V,v,q)∈VGi(V,v, q;f, g). (3.3) The following lemma was proved by Neˇcas [18] and also can be found in [13].
Lemma 3.1. There is a constantCΩ>0, which depends onΩsuch that kpk ≤ CΩk∇pk−1, for p∈L20(Ω).
Theorem 3.1. Assume that there areµandβsuch that 1µkρβk∞+µk∇ ·(κβ)k∞ is small enough. Then there are two positive constantscandCsuch that for all(U,u, p)∈ V,
cM(U,u, p)≤G1(U,u, p;0,0)≤CM(U,u, p). (3.4) Proof. Upper bound in (3.4) is a simple consequence from the triangle inequality, Cauchy- Schwarz inequality and the bound of µ1kρβk∞. Because of limiting arguments, it is enough to show that lower bound in (3.4) holds forVe=H(div; Ω)n×H01(Ω)n×(L20(Ω)∩Q). For any (U,u, p) ∈Veandφ∈H01(Ω)n, from Green’s formula and Poincar´e-Friedrichs inequality we have
(∇p,φ) =
−∇ ·U+ρ
µ(β· ∇)u+∇p,φ
−(U,∇φ)− 1 µ
ρ(β· ∇)u,φ
≤G112(U,u, p;0,0)kφk1+kUkk∇φk − 1
µ(ρ(β· ∇)u,φ)
≤G112(U,u, p;0,0)kφk1+kUkkφk1+C1
µ kρβk∞k∇ukkφk1, whereC1is a positive constant. Combining this with Lemma 3.1 yields that
kpk ≤CΩ
G112(U,u, p;0,0) +kUk+C1
µ kρβk∞k∇uk
. (3.5)
Since
k∇uk2= (∇u−U,∇u) + (U,∇u)
≤G112(U,u, p;0,0)k∇uk+kUkk∇uk, we have, by cancellingk∇ukon both sides,
k∇uk ≤G112(U,u, p;0,0) +kUk. (3.6) From (3.5) and (3.6),
kpk ≤C1,Ω
G112(U,u, p;0,0) +kUk
, (3.7)
whereC1,Ω=CΩ
1 +Cµ1kρβk∞ .
From the Poincar´e-Friedrichs inequality, Green’s formula, (3.6), and (3.7), we have
(U,U) = (U− ∇u,U) + (∇u,U) (3.8)
= (U− ∇u,U) +
−∇ ·U+1
µ(ρβ· ∇)u+∇p,u
−1 µ
(ρβ· ∇)u,u
+ (p,∇ ·u+µκβ· ∇p)−µ(p, κβ· ∇p)
≤ G112(U,u, p;0,0)kUk+CFG112(U,u, p;0,0)k∇uk +CF
µ kρβk∞k∇uk2+G112(U,u, p;0,0)kpk+µ
2k∇ ·(κβ)k∞kpk2,
≤ C2G1(U,u, p;0,0) +C3G112(U,u, p;0,0)kUk+C4kUk2 where
C2=CF+ 2
µCFkρβk∞+C1,Ω+C1,Ω2 µk∇ ·(κβ)k∞, and C3= 1 +CF +C1,Ω and
C4= 2
µCFkρβk∞+µ
2C1,Ω2 k∇ ·(κβ)k∞, and(p,(β· ∇p)) =−12R
Ω(∇ ·β)p2dΩis used in the first inequality. Recall the-inequality 2ab≤ 1
a2+b2. Now using the assumption thatµandβare chosen so that
2
µCFkρβk∞+µ
2C1,Ω2 k∇ ·(κβ)k∞
is small enough, we may have bounds ofC2andC3independent ofµandβand with an absolute constantδ <1
C4≤1−δ, so that, using- inequality in (3.8), we have
kUk2 ≤ C5G1(U,u, p;0,0) (3.9) where the constantC5depends onΩ. We now then have, using (3.9) in (3.7) and (3.6),
kpk2≤C6G1(U,u, p;0,0) (3.10) and
k∇uk2≤C6G1(U,u, p;0,0), (3.11) whereC6is a positive constant dependent onΩ. Finally, we have
µ2kκβ· ∇pk2 = (µκβ· ∇p+∇ ·u, µκβ· ∇p)−(∇ ·u, µκβ· ∇p)
≤
G112(U,u, p;0,0) + 2k∇uk
µkκβ· ∇pk.
Then, cancellingµkκβ· ∇pkand squaring the remaining, we have from (3.11),
µ2kκβ· ∇pk2≤C6G1(U,u, p;0,0) (3.12) The theorem now follows from (3.9), (3.10), (3.12) and the usual continuity arguments.
As a result of this theorem, the following theorem comes easily, from which the existence of the unique minimizer of the functionalG2can be shown.
Theorem 3.2. Under the same assumption of Theorem 3.1, there are two positive constantsc andCsuch that for all(U,u, p)∈ V,
cM(U,u, p)≤G2(U,u, p;0,0)≤CM(U,u, p).
IV. FINITE ELEMENT APPROXIMATIONS
In this section, we provide the finite element approximation on the minimization of the least- squares functionals G1 andG2 defined in (3.1) and (3.2), respectively. LetTh be a family of triangulations ofΩby a standard finite element subdivisions ofΩinto quasi-uniform triangles with h= max{diam(K) :K∈ Th}. Near a curved portion of the boundary∂Ω, we use isoparametric triangles with one curved side. It is assumed that the curved elements in the triangulations of the domain ofΩnot to be ‘‘too curved,’’ so that the standard interpolation error on a straight triangle will hold for a curved triangle (see [19], [20], and [21]). LetVh:=Uh× S0,h× Whbe the finite dimensional subspace ofVwith the following properties: there exist a constantCand integersr, s, andk, for any(U,u, p)∈ Hr(Ω)n2×H0s+1(Ω)n×Hk+1(Ω)
∩ V,1≤r,1≤sand1≤k, there exists a pair(Uh,uh, ph)∈ Vhsuch that
Uhinf∈Uh{kU−Uhk+hkU−Uhk1} ≤ChrkUkr, (4.1)
uhinf∈S0,h{ku−uhk+hku−uhk1} ≤Chs+1kuks+1, (4.2)
phinf∈Wh{kp−phk+hkp−phk1} ≤Chk+1kpkk+1. (4.3) The finite element approximation to (3.3) becomes: find(Uh,uh, ph)∈ Vhthat satisfies
Gi(Uh,uh, ph;f, g) = inf
(Vh,vh,qh)∈VhGi(Vh,vh, qh;f, g), (i= 1,2).
Since the functionalGiinvolves theH−1norm, we need a solution operator of boundary value problem for its evaluation, for which we adopt the well-knownH−1norm technique proposed in [22].
LetT : H0−1(Ω)n −→H01(Ω)nbe the solution operator(u=Tf) for the following elliptic boundary value problem:
−∆u+u = f, in Ω, u = 0, on ∂Ω.
The following well-known result can be found in Lemma 2.1 in [22].
(f, Tf) =kfk2−1,0= sup φ∈H10(Ω)n
(f,φ)2
kφk21 for all f ∈H0−1(Ω)n. (4.4)
Then, from (4.4), we have G1(U,u, p;0,0) =
T(−∇ ·U+ρ
µβ· ∇u+∇p), −∇ ·U+ρ
µβ· ∇u+∇p
+ (∇ ·u+µκβ· ∇p , ∇ ·u+µκβ· ∇p) + (U− ∇u, U− ∇u) and
G2(U,u, p;0,0) =
T(−∇ ·U+ρ
µβ· ∇u+∇p), −∇ ·U+ρ
µβ· ∇u+∇p
+ (∇ ·u+µκβ· ∇p , ∇ ·u+µκβ· ∇p) + (U− ∇u, U− ∇u) + 1
|Ω|
Z
ΩUdΩ, Z
ΩUdΩ
+ 1
|Ω|
Z
Ω∇udΩ, Z
Ω∇udΩ
,
where|Ω|denotes the measure of domainΩ.
Theorem 4.1. Suppose that the assumption of Theorem 3.1 holds. Let(U,u, p) ∈ V be the solution of the minimization ofG1overVand(Uh,uh, ph)be the unique minimizer ofG1over Vh. Then
kU − Uhk2+ku−uhk21+kp−phkβββ2 (4.5)
≤ C inf
(Vh,vh,qh)∈Vh kU−Vhk2+ku−vhk21+kp−qhk2βββ .
Proof. For convenience, let [U,u, p; V,v, q] =
T(−∇ ·U+ ρ
µβ· ∇u+∇p), −∇ ·V+ ρ
µβ· ∇v+∇q
+(∇ ·u+µκβββ· ∇p , ∇ ·v+µκβ· ∇q) + (U− ∇u, V− ∇v).
(4.4), Theorem 3.1, the orthogonality of the error(U−Uh,u−uh, p−ph)toVh, with respect to the above inner product and Cauchy-Schwarz inequality imply that, for all(Vh,vh, qh)∈ Vh,
kU−Uhk2 + ku−uhk2+kp−phkβββ2
≤ C[U−Uh,u−uh, p−ph; U−Uh,u−uh, p−ph]
= C[U−Uh,u−uh, p−ph; U−Vh,u−vh, p−qh]
= T(−∇ ·(U−Uh) + ρ
µβ· ∇(u−uh) +∇(p−ph)),
−∇ ·(U−Vh) +ρ
µβ· ∇(u−vh) +∇(p−qh)
+(∇ ·(u−uh) +µκβ· ∇(p−ph), ∇ ·(u−vh) +µκβ· ∇(p−qh)) +((U−Uh)− ∇(u−uh), (U−Vh)− ∇(u−vh))
≤ C kU−Uhk2+ku−uhk21+kp−phkβββ2
· kU−Vhk2+ku−vhk21+kp−qhk2βββ ,
whereCdepends onΩ. Note that the last inequality holds becauseT is positive definite and symmetric. Canceling the common factor on both sides and squaring the remains, we have the conclusion.
Corollary 4.1. Suppose that µ satisfies the same assumption of Theorem 3.1. Assume that (U,u, p)∈
Hr(Ω)n2×H0s+1(Ω)n×Hk+1(Ω)
∩ Vis the solution of the minimization prob- lem forG1in (3.3) and(Uh,uh, ph)is the unique minimizer ofG1overVh. Then
kU−Uhk2 + ku−uhk21 + kp−phkβββ2 (4.6)
≤C h2rkUk2r+h2skuk2s+1+h2kkpk2k+1 , whereCdepends onΩ.
Proof. By (4.1),(4.2),(4.3) and Theorem 4.1, we can get the above result.
Note that one may get easily a similar approximation result for minimizing G2 functional as Corollary 4.1. We notice that the inequality (4.5) can be expected to give an optimal rate of convergence. As any choice of subspacesUh,S0,handWh, (4.6) shows that the error bounds for velocity flux and velocity obtained here are the best approximations in the subspacesUhandS0,h, but one may see that theL2error bound for pressure is one order less than the best approximation in the subspaceWh. It is noted in [1] that when the mixed finite element methods are applied to (1.1), taking the so called MINI elements for velocity and pressure which are subject to the inf-sup condition, the optimal convergence rate corresponding to the error bound (4.5) may not be obtained.
In order to evaluate functionalsG1 andG2 on finite dimensional subspaces, it is required to replace the operator T by a computable and equivalent operator Th. Let Th on the finite dimensional subspaceS0,hofH01(Ω)nbe the discrete Galerkin solution operator corresponding toT. Since a slight modification on arguments for the functionalG1can be applied to the functional G2, we mainly focus on evaluation of the functionalG1from now on. Assume that there is a good preconditionerBh:S0,h−→ S0,h, which is symmetric, positive definite with respect toL2inner product and equivalent toTh, that is,
c(Thv,v)≤(Bhv,v)≤C(Thv,v), for all v∈ S0,h. (4.7) Define
Th=h2I+Bh, whereIdenotes the identity operator and
Gh(U,u, p;1 µf, g)
=
Th(−∇ ·U+ρ
µβ· ∇u+∇p−1
µf), −∇ ·U+ρ
µβ· ∇u+∇p− 1 µf
+ (∇ ·u+µκβ· ∇p−g , ∇ ·u+µκβ· ∇p−g) + (U− ∇u,U− ∇u). LetQhbe theL2(Ω)northogonal projection operator ontoS0,h. We further assume that
kQhuk1≤Ckuk1 for all u∈H01(Ω)n. (4.8) The symmetric properties of operatorsBhandThwith respect toL2inner product yieldBh= BhQh and Th = ThQh. Thus (4.7) holds for any v ∈ L2(Ω)n. Hence, using (4.8) and the definition of discrete solution operatorTh(refer to (4.4)), it follows that
c||Qhu||2−1,0≤(u, Thu)≤C||u||2−1,0 for all u∈H0−1(Ω)n. (4.9) It is easy to check that, from the approximation result (4.2) with s = 1and Cauchy-Schwarz inequality,
||v−Qhv||−1,0≤Ch||v||, for all v∈L2(Ω)n, (4.10)
so that, (4.7), (4.9) and (4.10) imply that
||f||−1,0≤C(f,Thf) for all f ∈L2(Ω)n. (4.11) Lemma 4.1. Suppose that the assumption of Theorem 3.1 holds and assume thatVhsatisfies the inverse inequalities such thathkUhk1≤CkUhk,hkuhk1 ≤Ckuhk, andhk∇phk ≤Ckphk.
For any(Uh,uh, ph)∈ Vh, there are two positive constantscandCindependent ofhsuch that c(||Uh||2+||uh||21+||ph||βββ2)≤Gh(Uh,uh, ph;0,0) (4.12) and
Gh(Uh,uh, ph;0,0)≤C(||Uh||2+||uh||21+||ph||βββ2). (4.13) Proof. SinceTh=h2I+Bh, using (4.7) and definitions ofTh(refer to (4.4)), we have
(Thv,v)≤C(h2kvk2+kvk2−1.0) for all v∈L2(Ω)n. (4.14) Then (4.14), triangle inequality and inverse inequality imply that
( Th (−∇ ·Uh+µρβ· ∇uh+∇ph),−∇ ·Uh+µρβ· ∇uh+∇ph )
≤ C(kUhk2+ (µ1)2kρβk2∞kuhk21+kphk2+k − ∇ ·Uh+µρβ· ∇uh+∇pk−1,0)
≤ C(kUhk2+kuhk21+kphk2+k − ∇ ·Uh+µρβ· ∇uh+∇pk−1,0),
where the bound of1µkρβk∞is used. This argument completes the upper bound (4.13). The lower bound (4.12) can be proved easily by (4.11) and Theorem 3.1.
Because of this lemma, the similar proofs of Theorem 4.1 and Lemma 4.1 lead to:
Theorem 4.2. Suppose that µ satisfies the same assumption of Theorem 3.1. Assume that (U,u, p)∈ Vis the solution of the problem (3.3). Let(Uh,uh, ph)∈ Vhbe the unique minimizer ofGh. Then
kU−Uhk2 + ku−uhk21+kp−phkβββ2 (4.15)
≤ C inf
(Vh,vh,qh)∈Vh kU−Vhk2+ku−vhk21+kp−qhkβββ2 , whereCdepends onΩ.
Corollary 4.2. Suppose that µ satisfies the same assumption of Theorem 3.1. Assume that (U,u, p)∈
Hr(Ω)n2×H0s+1(Ω)n×Hk+1(Ω)
∩ Vis the solution of the problem (3.3). Let (Uh,uh, ph)∈ Vhbe the unique minimizer ofGh. Then
kU−Uhk2 + ku−uhk21+kp−phk2βββ (4.16)
≤ C h2rkUk2r+h2skuk2s+1+h2kkpk2k+1 , whereCdepends onΩ.
We briefly note that the inequality (4.15) can also give an optimal rate of convergence and the inequality (4.16) shows that the error bounds for velocity flux and velocity are the best approximations on the subspacesUhandSh.
This work was sponsored by KOSEF under grant number 1999-2-103-002-3 and the Brain Korea 21. The authors thank Prof. J. Kweon and the anonymous referees for their valuable suggestions.
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