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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 V=H1(0,L)⋐H=L2(0,L)↪V∗. Let Ω=(0,L), T>0, and use the conforming interval realization in No-flux finite-volume and conforming realizations for phase fields with h=L/N and time steps τ=T/J, where N,J→∞. Fix ε,κ,M>0. For each h,τ, initialize uh0=Phu0 with u0∈H1(0,L) and use the corresponding convex-splitting scheme. Set tn=nτ and, for t∈(tn,tn+1], let uh,τ(t)=uhn+1, μh,τ(t)=μhn+1, and Dτuh,τ(t)=(uhn+1−uhn)/τ; values at the finitely many endpoints do not affect the Bochner classes. There is a subsequence with h,τ→0 such that uh,τ→u strongly in L2((0,T)×(0,L)) and weakly in L2(0,T;H1(0,L)).

For the Allen–Cahn branch, the limit satisfies, for every ϕ∈C1([0,T]×[0,L]) with ϕ(T,⋅)=0, −∫0T ⁣∫0Lu ∂tϕ dxdt+Mκ∫0T ⁣∫0Luxϕx dxdt+M∫0T ⁣∫0Lfε(u)ϕ dxdt=∫0Lu0(x)ϕ(0,x) dx.

For the Cahn–Hilliard branch, along a further subsequence μh,τ⇀μ weakly in L2(0,T;H1(0,L)), and −∫0T ⁣∫0Lu ∂tϕ dxdt+M∫0T ⁣∫0Lμxϕx dxdt=∫0Lu0(x)ϕ(0,x) dx, for every ψ∈H1(0,L) and η∈L2(0,T), ∫0Tη(t)[∫0Lμ(t,x)ψ(x) dx−κ∫0Lux(t,x)ψx(x) dx−∫0Lfε(u(t,x))ψ(x) dx]dt=0, and ∫0Lu(t,x) dx=∫0Lu0(x) dx for almost every t. The no-flux boundary conditions are encoded by the H1 test spaces. The quartic nonlinearity is controlled here by the one-dimensional embedding H1(0,L)↪L∞(0,L). This theorem is for fixed ε and d=1; it does not assert a higher-dimensional finite-volume limit or an ε↓0 sharp-interface result.

Facts & Assumptions

Given: The Axiom of Choice; the finite-volume stiffness and conforming interval spaces; the mesh and time sequences; u0∈H1(0,L); the convex-splitting updates; and the fixed positive parameters.

[F1]

Allen–Cahn and Cahn–Hilliard double-well gradient flows and No-flux finite-volume and conforming realizations for phase fields: Fε=Fc−Fe, where Fε(s)=(s2−1)2/(4ε2), Fc(s)=s4/(4ε2)+s2/(2ε2), and Fe(s)=s2/ε2−1/(4ε2). In the conforming branch Vh⊂H1(0,L) is continuous piecewise affine between centers, constant on boundary half-cells, has exact L2 mass, and ah(v,w)=∫0Lv′w′.

[F2]

Uniform interval stability of the phase-field L2 projector: Ph is L2-orthogonal, uniformly H1-stable, Phv→v in H1 for every v∈H1(0,L), and Phg→g in L2 for every g∈L2(0,L); the interpolation family is conforming.

[F3]

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 μ in L2 for Allen–Cahn and of μx in L2 for Cahn–Hilliard.

[F4]

Banach evolution triples and weak time derivatives: V=H1(0,L) embeds continuously and densely in H=L2(0,L), and H embeds canonically in V∗.

[F5]

Compactness of W1,p(Ω)↪Lp(Ω) on bounded extension domains: for a bounded interval, H1(0,L) is compactly embedded in L2(0,L).

[F6]

Piecewise-constant discrete Aubin–Lions compactness: for time-step functions Ujn∈V with maximum time step tending to zero, uniform L2(0,T;V) bounds and uniform L2(0,T;V∗) bounds on discrete time derivatives imply relative compactness in L2(0,T;H), assuming V⋐H.

[F7]

Bounded sequences in a separable Hilbert space have weakly convergent subsequences: under Countable Choice, bounded sequences in the separable Hilbert space L2(0,T;H1(0,L)) have weakly convergent subsequences.

[F8]

One-dimensional W1,p functions have unique absolutely continuous representatives: every H1(0,L) class has an absolutely-continuous representative satisfying the fundamental-theorem identity. Holder's inequality for integrals, including the endpoint cases: ∫I∣v′∣≤∣I∣1/2∥v′∥L2(I) and ∥w∥L2(0,L)≤L1/4∥w∥L4(0,L).

[F9]

Backward-Euler convex splitting for Allen–Cahn and Cahn–Hilliard: μhn+1=κAhuhn+1+∇hPc,h(uhn+1)−∇hPe,h(uhn), with Pc,h(v)=∫0LFc(v) and Pe,h(v)=∫0LFe(v) in the conforming realization; its AC and CH updates give the corresponding discrete time derivatives.

[A1]

The Axiom of Choice supplies the compactness and subsequence extractions in [F6] and [F7].

Proof

1.1F8givenchoosealgebra

For v∈H1(0,L), choose a point y with ∣v(y)∣≤L−1/2∥v∥2; such a point exists since v has a continuous representative. For every x, [F8] and Cauchy–Schwarz give ∣v(x)∣≤∣v(y)∣+∫0L∣v′∣≤L−1/2∥v∥2+L∥v′∥2. Thus H1(0,L) embeds continuously in L∞(0,L).

2.1F1F2F3F8F9step 1.1givenalgebra

By [F2], uh0=Phu0 is uniformly bounded in H1; step 1.1 bounds it in L∞, so its gradient and quartic terms in [F1] give a uniform initial-energy bound. The energy inequalities in [F3] then give sup⁡h,τ,n∥uhn∥H1<∞: the gradient term controls ∥uh′∥2, and the algebraic identity Fε(s)−(s48ε2−14ε2)=(s2−2)28ε2≥0 controls ∥uh∥4 and, by [F8], ∥uh∥2. Step 1.1 gives sup⁡h,τ,n∥uhn∥∞<∞. For Allen–Cahn, the update in [F9] gives Dτuhn=−Mμhn+1; hence the summed dissipation in [F3] and ∥w∥V∗≤∥w∥2 give ∥Dτuh,τ∥L2(0,T;V∗)≤C. For Cahn–Hilliard, summing [F3] bounds ∂xμh,τ in L2. Its mean is μ‾hn+1=L−1∫0L(Fc′(uhn+1)−Fe′(uhn)) dx, because ∫0LAhuhn+1 dx=0 and the Riesz gradients in [F9] pair with 1 as derivatives of the integral potentials in [F1]; this mean is uniformly bounded by the L∞ bound. For g=μhn+1−μ‾hn+1, [F8] and Cauchy--Schwarz give ∣g(x)∣=∣L−1∫0L(g(x)−g(y)) dy∣≤∫0L∣g′∣≤L∥g′∥2, so ∥g∥2≤L∥∂xμhn+1∥2. Thus μh,τ is bounded in L2(0,T;H1). For each v∈V, the CH update in [F9] gives Dτuhn=−MAhμhn+1∈Vh and orthogonality gives (Dτuhn,v)L2=(Dτuhn,Phv)L2=−M∫0L(μhn+1)x(Phv)x dx. The uniform H1 stability of Ph in [F2] therefore bounds the discrete derivative in L2(0,T;V∗).

3.1A1F4F5F6F7step 2.1given

The piecewise-constant reconstructions take values in V=H1(0,L) and have uniformly bounded L2(0,T;V) norms by step 2.1. The interval embedding in [F5] supplies V⋐H, 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 L2(0,T;L2). Applying [F7] to the same bounded L2(0,T;H1) sequence and taking a further subsequence gives weak L2(H1) convergence to the same u, since the strong L2 limit is unique. The Cahn–Hilliard chemical potentials are bounded in L2(H1) by step 2.1, so [F7] also gives a weak limit μ.

4.1F1F2F3F8step 1.1step 2.1step 3.1algebra

Let wh,τ(t)=uhn+1−uhn on t∈(tn,tn+1). Then wh,τ=τDτuh,τ, so step 2.1 gives ∥wh,τ∥L2(0,T;V∗)≤Cτ; the uniform H1 bound gives ∥wh,τ∥L2(0,T;V)≤C. For every w∈V, the evolution-triple pairing and Cauchy--Schwarz give ∥w∥H2=⟨w,w⟩V∗,V≤∥w∥V∗∥w∥V. Integrating and applying Cauchy--Schwarz in time shows ∥wh,τ∥L2(0,T;H)2≤Cτ, so adjacent time-level reconstructions differ by a term tending to zero in L2((0,T)×(0,L)). By step 1.1 both adjacent states are uniformly bounded in L∞; the polynomial split derivatives Fc′ and Fe′ are Lipschitz on this common bounded range. Therefore their values at adjacent levels differ by a term tending to zero in L2, and strong convergence from step 3.1 implies convergence of each split term, and hence fε, strongly in L2 to its value at u.

5.1F1F2F3F9step 3.1step 4.1algebra

Let ϕ∈C1([0,T]×[0,L]) vanish at T. The sets {ϕ(t):0≤t≤T} and {∂tϕ(t):0≤t≤T} are compact in H1 and L2, respectively, by continuity in those norms. Uniform operator bounds and strong convergence of Ph in [F2] imply uniform projector convergence on each compact set: cover the set by finitely many balls of radius δ, use convergence at their centers, and bound the errors inside each ball by the uniform operator norm plus 1. Uniform continuity of ∂tϕ then shows the projected time difference quotients converge in L2 to ∂tϕ. Use Phϕ(tn+1) as the spatial test in the discrete equation [F9] and sum by parts in time. The terminal term vanishes exactly because ϕ(T)=0; the initial term is (Phu0,Phϕ(t1))=(u0,Phϕ(t1))→(u0,ϕ(0)). Strong convergence of the tests, weak convergence of uh,τ in L2(H1) 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.

6.1F1F2F3F9step 3.1step 4.1algebra∎

In the Cahn–Hilliard branch, apply the same test passage to the first mixed equation [F9]. The weak L2(H1) convergence of μh,τ from step 3.1 and strong convergence of the tests give −∫uϕt+M∫μxϕx=∫u0ϕ(0). For any ψ∈H1(0,L) and η∈L2(0,T), test the second mixed equation [F9] with Phψ, multiply by η(t), and integrate in time. By [F2], Phψ→ψ in H1; weak convergence of μh,τ and uh,τ in L2(H1) and strong convergence of the split potential in L2 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 L2((0,T)×(0,L)) makes the mean functions converge in L2(0,T) by Cauchy–Schwarz in space, so the limit has that mean for almost every time.

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