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One-dimensional mesh and time convergence of convex-splitting phase flows
Statement
Assume the Axiom of Choice and use the separable Hilbert evolution triple . Let , , and use the conforming interval realization in No-flux finite-volume and conforming realizations for phase fields with and time steps , where . Fix . For each , initialize with and use the corresponding convex-splitting scheme. Set and, for , let , , and ; values at the finitely many endpoints do not affect the Bochner classes. There is a subsequence with such that strongly in and weakly in .
For the Allen–Cahn branch, the limit satisfies, for every with ,
For the Cahn–Hilliard branch, along a further subsequence weakly in , and for every and , and for almost every . The no-flux boundary conditions are encoded by the test spaces. The quartic nonlinearity is controlled here by the one-dimensional embedding . This theorem is for fixed and ; it does not assert a higher-dimensional finite-volume limit or an sharp-interface result.
Facts & Assumptions
Given: The Axiom of Choice; the finite-volume stiffness and conforming interval spaces; the mesh and time sequences; ; the convex-splitting updates; and the fixed positive parameters.
Allen–Cahn and Cahn–Hilliard double-well gradient flows and No-flux finite-volume and conforming realizations for phase fields: , where , , and . In the conforming branch is continuous piecewise affine between centers, constant on boundary half-cells, has exact mass, and .
Uniform interval stability of the phase-field L2 projector: is -orthogonal, uniformly -stable, in for every , and in for every ; the interpolation family is conforming.
Existence, uniqueness, mass conservation, and energy decay of a convex-splitting step: every step exists, conserves the Cahn–Hilliard mean, and satisfies the two energy inequalities, with dissipation of in for Allen–Cahn and of in for Cahn–Hilliard.
Banach evolution triples and weak time derivatives: embeds continuously and densely in , and embeds canonically in .
Compactness of on bounded extension domains: for a bounded interval, is compactly embedded in .
Piecewise-constant discrete Aubin–Lions compactness: for time-step functions with maximum time step tending to zero, uniform bounds and uniform bounds on discrete time derivatives imply relative compactness in , assuming .
Bounded sequences in a separable Hilbert space have weakly convergent subsequences: under Countable Choice, bounded sequences in the separable Hilbert space have weakly convergent subsequences.
One-dimensional functions have unique absolutely continuous representatives: every class has an absolutely-continuous representative satisfying the fundamental-theorem identity. Holder's inequality for integrals, including the endpoint cases: and .
Backward-Euler convex splitting for Allen–Cahn and Cahn–Hilliard: , with and in the conforming realization; its AC and CH updates give the corresponding discrete time derivatives.
The Axiom of Choice supplies the compactness and subsequence extractions in [F6] and [F7].
Proof
For , choose a point with ; such a point exists since has a continuous representative. For every , [F8] and Cauchy–Schwarz give . Thus embeds continuously in .
By [F2], is uniformly bounded in ; step 1.1 bounds it in , so its gradient and quartic terms in [F1] give a uniform initial-energy bound. The energy inequalities in [F3] then give : the gradient term controls , and the algebraic identity controls and, by [F8], . Step 1.1 gives . For Allen–Cahn, the update in [F9] gives ; hence the summed dissipation in [F3] and give . For Cahn–Hilliard, summing [F3] bounds in . Its mean is because and the Riesz gradients in [F9] pair with as derivatives of the integral potentials in [F1]; this mean is uniformly bounded by the bound. For , [F8] and Cauchy--Schwarz give , so . Thus is bounded in . For each , the CH update in [F9] gives and orthogonality gives . The uniform H1 stability of in [F2] therefore bounds the discrete derivative in .
The piecewise-constant reconstructions take values in and have uniformly bounded norms by step 2.1. The interval embedding in [F5] supplies , and [F4] supplies the evolution triple. The time steps tend to zero and step 2.1 supplies the discrete-derivative bound, so [F6] gives a subsequence converging strongly in . Applying [F7] to the same bounded sequence and taking a further subsequence gives weak convergence to the same , since the strong limit is unique. The Cahn–Hilliard chemical potentials are bounded in by step 2.1, so [F7] also gives a weak limit .
Let on . Then , so step 2.1 gives ; the uniform H1 bound gives . For every , the evolution-triple pairing and Cauchy--Schwarz give . Integrating and applying Cauchy--Schwarz in time shows , so adjacent time-level reconstructions differ by a term tending to zero in . By step 1.1 both adjacent states are uniformly bounded in ; the polynomial split derivatives and are Lipschitz on this common bounded range. Therefore their values at adjacent levels differ by a term tending to zero in , and strong convergence from step 3.1 implies convergence of each split term, and hence , strongly in to its value at .
Let vanish at . The sets and are compact in and , respectively, by continuity in those norms. Uniform operator bounds and strong convergence of in [F2] imply uniform projector convergence on each compact set: cover the set by finitely many balls of radius , use convergence at their centers, and bound the errors inside each ball by the uniform operator norm plus . Uniform continuity of then shows the projected time difference quotients converge in to . Use as the spatial test in the discrete equation [F9] and sum by parts in time. The terminal term vanishes exactly because ; the initial term is . Strong convergence of the tests, weak convergence of in from step 3.1, and strong convergence of the nonlinear terms from step 4.1 permit passage in every sum, yielding the Allen–Cahn identity in the Statement.
In the Cahn–Hilliard branch, apply the same test passage to the first mixed equation [F9]. The weak convergence of from step 3.1 and strong convergence of the tests give . For any and , test the second mixed equation [F9] with , multiply by , and integrate in time. By [F2], in ; weak convergence of and in and strong convergence of the split potential in from step 4.1 pass the identity to the integrated form in the Statement. Finally, the discrete mean is constant by [F3]. Strong convergence in makes the mean functions converge in by Cauchy–Schwarz in space, so the limit has that mean for almost every time.
Depends on
- Allen–Cahn and Cahn–Hilliard double-well gradient flows
- No-flux finite-volume and conforming realizations for phase fields
- Uniform interval stability of the phase-field L2 projector
- Backward-Euler convex splitting for Allen–Cahn and Cahn–Hilliard
- Existence, uniqueness, mass conservation, and energy decay of a convex-splitting step
- Banach evolution triples and weak time derivatives
- Piecewise-constant discrete Aubin–Lions compactness
- Bounded sequences in a separable Hilbert space have weakly convergent subsequences
- Compactness of $W^{1,p}(\Omega)\hookrightarrow L^p(\Omega)$ on bounded extension domains
- One-dimensional $W^{1,p}$ functions have unique absolutely continuous representatives
- Holder's inequality for integrals, including the endpoint cases
- The Axiom of Choice
Used by
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Sources
- Jie Shen and Xiaofeng Yang, Numerical approximations of Allen-Cahn and Cahn-Hilliard equations, Discrete and Continuous Dynamical Systems A 28 (2010), 1669–1691 (standard reference, not scraped)
- Jing Guo, Cheng Wang, Steven M. Wise, and Xingye Yue, An H2 convergence of a second-order convex-splitting finite difference scheme for the three-dimensional Cahn–Hilliard equation, Communications in Mathematical Sciences 14 (2016), 489–515 (standard reference, not scraped)
- Christian Clason, Introduction to Finite Element Methods, complete lecture notes, arXiv:1709.08618v2 (standard reference, not scraped)
- R. Eymard, T. Gallouët, and R. Herbin, Finite Volume Methods, Handbook of Numerical Analysis, Vol. VII, 2000; complete updated author text (standard reference, not scraped)