Choo
Choo
www.elsevier.com/locate/apnum
Abstract
A finite difference scheme is considered for the viscous Cahn–Hilliard equation with the nonconstant gradient
energy coefficient. The scheme inherits energy dissipation property and mass conservation as for the classical
solution. We obtain the corresponding error estimate using the extended Lax–Richtmyer equivalence theorem.
2004 IMACS. Published by Elsevier B.V. All rights reserved.
Keywords: Viscous Cahn–Hilliard equation; Dissipation property; Conservation of mass; Lax–Richtmyer equivalence
theorem; Nonlinear difference scheme
1. Introduction
∂ 2 ut ∂ 2 δG
ut − α 2 = 2 , (x, t) ∈ Ω × (0, T ], (1.1a)
∂x ∂x δu
∂u ∂ 3u
= 0, = 0, (x, t) ∈ ∂Ω × (0, T ], (1.1b)
∂x ∂x 3
u(x, 0) = u0 (x), x ∈ Ω, (1.1c)
✩
This work was supported by University of Ulsan Research Fund of 2002.
* Corresponding author.
E-mail addresses: [email protected] (S.M. Choo), [email protected] (S.K. Chung).
Let h = M L
be the uniform step size in the spatial direction for a positive integer M and Ωh = {xi =
ih | i = 0, . . . , M}. Let k = T /N denote the uniform step size in the temporal direction for any positive
S.M. Choo et al. / Applied Numerical Mathematics 51 (2004) 207–219 209
r n+1 3− n
3
δGd n+1/2
= −pUi +U Ui
δ(Uin+1 , Uin ) 4 =0 i
1
1 dq 2 2 n+1/2
+ n+1 n
∇+ Uin+ + ∇− Uin+ − q(Ui )n+1/2 ∇ 2 Ui
8 d(Ui , Ui ) =0
1
n+1/2 1
n+1/2
− ∇− q(Ui )n+1/2 ∇− Ui − ∇+ q(Ui )n+1/2 ∇+ Ui , (2.1b)
2 2
with
q(U )−q(V )
dq i
Ui −Vi
i
, for Ui = Vi ,
=
d(Ui , Vi ) dq
dU
(Ui ), for Ui = Vi ,
initial conditions
Ui0 = u0 (xi ), 0iM (2.1c)
and boundary conditions
∇U M
0n = ∇U n 2 U0n = ∇∇
= ∇∇ 2 UM
n
= 0, for 1 n N. (2.1d)
We now introduce the discrete L2 inner product and the corresponding discrete L2 -norm, respectively,
M
1
M−1
1/2
(V , W )h = h Vi Wi = h (V0 W0 + VM WM ) + Vi Wi , V h = (V , V )h
i=0
2 i=1
Lemma 2.1. For functions V and W defined on Ωh and satisfying (2.1d), the following identities hold.
2
M
∇ V , W = −h (∇− Vi )(∇− Wi ) = V , ∇ 2 W .
i=1
The following lemma can be verified by summation by parts and minimum eigenvalue of a symmetric
matrix (see [1]).
Lemma 2.4. For functions V defined on Ωh and satisfying (2.1d), the following inequalities hold:
M
M
Vξ2 =h Vξ2 h Vi2 = V 2 .
i=0 i=0
where if j ξ , then δj ξ = 1 and if not, δj ξ = −1. This completes the proof of (1).
The proof of (2) follows from (1) and (2.1d). 2
M
Let M(V ) = h i=0 Vi . Using Lemma 2.3, we obtain the following discrete Poincaré inequality
(see [4]).
and
L
L
L 2
d δG ∂u δG ∂u ∂u ∂u
G u(x, t) dx = dx = +α −α dx
dt δu ∂t δu ∂t ∂t ∂t
0 0 0
L 2
∂ δG ∂u 2 ∂u
=− +α +α dx 0.
∂x δu ∂t ∂t
0
That is, the mass is conserved and total energy decreases. We can also show that the scheme (2.1) has
properties of conservation of mass and dissipation.
Theorem 2.1. Let U be the solution of (2.1). Then the conservation of mass holds. That is, for any n,
M
M
h Uin =h Ui0 .
i=0 i=0
M
δGd
=h ∇ 2
+ α∂t Uin
i=0
δ(Uin+1 , Uin )
1 δGd δGd
= + α∂t U1n − + α∂t U0n
h δ(U1n+1 , U1n ) δ(U0n+1 , U0n )
δGd δGd
+ −∇− + α∂t U1 + ∇−
n
+ α∂t UMn
δ(U1n+1 , U1n ) δ(UM n+1
, UMn
)
1 δGd δGd
+ n+1 n
+ α∂t UM−1 −
n
n+1 n
+ α∂t UM
n
= 0.
h δ(UM−1 , UM−1 ) δ(UM , UM )
Thus we obtain the conservation of mass. 2
Remark 2.1. It follows from Theorem 2.1 and Lemma 2.5 that
n 2 2
U 2∇− U n 2 + π M(u0 )2 .
2
The boundedness of ∇− U implies that of U n .
n
212 S.M. Choo et al. / Applied Numerical Mathematics 51 (2004) 207–219
Theorem 2.2. Let Gd be the discretization of the energy function G(u). Then we have for all n
M
M
h Gd Uin+1 h Gd Uin .
i=0 i=0
Proof. Since
M M
1 n+1
M
n δGd
h Gd Ui −h Gd Ui =h ∂t Uin
n+1 n
,
k i=0 i=0 i=0
δ(U i , U i )
we obtain
M
1 n+1 M
n
h Gd Ui −h Gd Ui
k i=0 i=0
M 2
δGd
=h ∂t Uin + α∂t Uin − α ∂t Uin
i=0
δ(Uin+1 , Uin )
M
2 M
2
δGd
= −h ∇− + α∂t Uin − αh ∂t Uin 0.
i=1
δ(Uin+1 , Uin) i=0
Remark 2.2. It follows from Lemmas 2.4, 2.5 and Theorem 2.2 that we can see
j j 2
max U n , ∇− U n , U n
∞
j =1,2
2 2 j/2
6 p
3π 2
r u −
2
+ q1 ∇+ u0 + ∇− u0
2 2
+ M(u0 ) 2
.
j =1
q0 0 r 2
We recall extension of Lax–Richtmyer equivalence theorem which avoids the establishment of a priori
bounds for convergence in Lopez-Marcos and Sanz-Serna [20]. Let u be a solution of the problem and
uh be a discrete evaluation of u on Ωh . Let Uh be an approximate solution of u, which is obtained by
solving a discrete equation
Φh (Uh ) = 0, (3.1)
S.M. Choo et al. / Applied Numerical Mathematics 51 (2004) 207–219 213
where Φh : Xh → Yh is a continuous mapping and Xh , Yh are normed spaces having the same dimension.
The finite difference scheme (3.1) is said to be convergent if (3.1) has a solution Uh such that
limh→0 Uh − uh Xh = 0. The discretization (3.1) is said to be consistent if limh→0 Φh (uh )Yh = 0.
The scheme (3.1) is said to be stable in the thresholds Rh if there exists a positive constant C such that
for an open ball B(uh , Rh ) ⊂ Xh
Vh − Wh X C Φh (Vh ) − Φh (Wh ) , ∀Vh , Wh ∈ B(uh , Rh ).
h Yh
The following theorem is an extended Lax–Richtmyer equivalence theorem which gives existence and
convergence of approximate solutions [20].
Theorem 3.1. Assume that (3.1) is consistent and stable in the thresholds Rh . If Φh is continuous in
B(uh , Rh ) and Φh (uh )Yh = o(Rh ) as h → 0, then (3.1) has a unique solution Uh in B(uh , Rh ) and
there exists a constant C such that
Uh − uh X C Φh (uh ) .
h Yh
2 0 2
N
n 2 n 2
F Yh =
U, U + ∇− U
0 2 + ∇+ U
0 2 + k +
F U .
n=1
Using Taylor’s Theorem and the Mean Value Theorem, we obtain the following consistency.
Theorem 3.2. Let u be the solution of (1.1) and (uh , fh ) be the discretized solution of (3.2). Then there
exists a constant C such that for all n
Φh (uh , fh ) C k + h2 .
Yh
Taking an inner product between (3.5) and 2en+1/2 , and applying Lemmas 2.1, 2.2 and (3.8), we obtain
S.M. Choo et al. / Applied Numerical Mathematics 51 (2004) 207–219 215
2 α 2 α 2 2
∂t en + ∂t ∇− en + ∂t ∇+ en + q U n+1 + q U n ∇ 2 en+1/2
4 4
2 2
n+1/2 2 n+1 2
E n+1 + q0 ∇ 2 en+1/2 + C 1 + e + K
1 .
2 2 j
k 1/3 (3.9)
q0 j =1
n in (3.4b) by V n , Gn , G
Replacing U n , F n , F n , respectively, and subtracting this result from (3.4b), and
dq
taking an inner product, we obtain from C (R2 )-function d(x,y)
1
, (3.7) and Lemma 2.4,
4
E n+1 , E n+1
q0
1
n+1
1
n+1
C K 2 + en+j p + r U n+j + V n+j E
2 2
∞ ∞
j =0 j =0
1
n+j
1
+ e ∇+ U n+j 2 + ∇− U n+j 2 E n+1
∞ ∞
j =0 j =0
dq 1
+ ∇+ en+j ∇+ U n+j + ∇− en+j ∇− U n+j E n+1
d(V n+1 , V n ) ∞ j =0
∞ ∞
1
1
+ ∇+ en+j + ∇− en+j ∇− U n+j E n+1
∞
j =0 j =0
1
+ ∇− q U n+1 + q U n ∞
∇+ en+j + ∇− en+j E n+1
j =0
4
1
n+j 2 2 2
C 1+ k 1/3
+k 4/3 j e + ∇− e + ∇+ e
n+j n+j
j =1 j =0
1 n+1 2
E n+1 2 + C K
2 .
+ (3.10)
q0
It follows from (3.9) and (3.10) that
2 α 2 α 2 1 2 2
∂t en + ∂t ∇− en + ∂t ∇+ en + E n+1 + q0 ∇ 2 en+1/2
4 4 q0
4
1/3
1
n+j 2 2 2
C 1+ k +k 4/3 j e + ∇− e + ∇+ e
n+j n+j
j =1 j =0
n+1 2 n+1 2
1 + K
+ C K 2 .
m+1 2
m
n+1 2 2 n+1/2 2
e + ∇− em+1 2 + ∇+ em+1 2 + k E + ∇ e
n=0
0 2
N
S e + ∇− e0 + ∇+ e0 + k K1n + K2n
2 2 2 2
n=1
kC{1+4j=1 (k 13 +k 43 )j }
where S = exp 1 4 T . Since
1−kC{1+ 4j=1 (k 3 +k 3 )j }
0 − V
e0 = U 0 − V 0 = U 0 = K
10 ,
we obtain the desired result. 2
It follows from Theorem 3.2 that for k = O(h ) with 0 < < 3
2
Φ(uh , fh )Yh k + h2 2/3
=O = O h + h 2−2/3
→ 0, as h → 0. (3.11)
Rh k 2/3
Thus applying Theorems 3.2, 3.3 and (3.11) to Theorem 3.1, we obtain the following error estimate
for (3.3).
Theorem 3.4. Suppose that the hypotheses of Theorem 3.3 hold. Let (U, F) be a solution of (3.3). Then
for k = O(h ) with 0 < < 3,
(U − uh , F − fh ) C k 2 + h2 .
Xh
4. Numerical examples
∇− U0n = 0 = ∇+ UM
n
, for 1 n N. (4.2c)
δGd
Here δ(Uin+1 ,Uin )
is defined in (2.1b) with
q(U )−q(V )
1 dq i
Ui −Vi
i
, for Ui = Vi ,
q(U ) = 2 + 1, =
U +1 d(Ui , Vi ) dq
(Ui ), for Ui = Vi .
dU
In order to find the computational solution of (4.2), we solve the system of difference equations (4.2) by
the generalized Newton’s method with a relaxation parameter ω = 0.7, h = 0.05 and k = 10−4 . We stop
the numerical computations when the relative errors satisfy the criterion
|Uin,(m+1) − Uin,(m) |
10−9 .
|Uin,(m) |
20
In Fig. 1, i=0 Uin for n = 0, . . . , 100 are given, which indicate the mass conservation of the solutions
of (4.2).
M
Fig. 2 shows h i=0 Gd (Uin ) for n = 0, . . . , 100 where the Gd is the discretization of the energy
function G(u) defined by
1 3 1 (∇+ Ui )2 + (∇− Ui )2
Gd (Ui ) = − (Ui )2 + (Ui )4 + q(Ui ) .
2 4 2 2
In this figure, we can see that the discrete total energy decreases.
20 n
Fig. 1. i=0 Ui for n = 0, . . . , 100.
218 S.M. Choo et al. / Applied Numerical Mathematics 51 (2004) 207–219
M n
Fig. 2. h i=0 Gd (Ui ) for n = 0, . . . , 100.
5. Concluding remarks
Applying the scheme proposed in [14] to the Cahn–Hilliard equation with constant q, Furihata [15]
showed existence and error estimates of the difference scheme. But if q is not constant, it becomes
difficult to show the existence and error analysis of approximate solutions for the difference scheme
because of nonlinear terms.
Adopting the idea of Furihata [14] we proposed a nonlinear difference scheme for the viscous Cahn–
Hilliard equations with nonconstant gradient energy coefficient q and showed the scheme preserves the
energy dissipation property and mass conservation as for the classical solution. Using the idea of Lopez-
Marcos and Sanz-Serna [20], we showed the existence of solution for the scheme and the corresponding
error estimate.
For work on conserving time-integration schemes for Hamiltonian systems, see Gonzalez [17].
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