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Existence, uniqueness, mass conservation, and energy decay of a convex-splitting step
Statement
Use the finite-dimensional realization and the hypotheses of Backward-Euler convex splitting for Allen–Cahn and Cahn–Hilliard. Assume is convex and coercive on , and is differentiable and convex. For every , , and , both branches have a unique minimizer. Their first-order conditions are exactly The Cahn–Hilliard branch conserves . With as in the algorithm, For the quartic split in Allen–Cahn and Cahn–Hilliard double-well gradient flows, the required convexity and coercivity hold for both realizations.
Facts & Assumptions
Given: A finite-dimensional real inner-product space, , the convex energy components, a previous state, , and as in the Statement.
Backward-Euler convex splitting for Allen–Cahn and Cahn–Hilliard: the Allen–Cahn objective is and the Cahn–Hilliard objective is on the fixed-mean affine set; the discrete energy is .
Kernel, range, and mean-zero inverse for the no-flux Laplacian: is self-adjoint and nonnegative, its kernel is the constants, and is the inverse on the mean-zero subspace.
For a nonempty subset of with , compactness, closedness and boundedness, pseudocompactness, and attainment of extrema by every continuous real-valued function are equivalent: a continuous function on a nonempty compact finite-dimensional sublevel set attains its minimum.
No-flux finite-volume and conforming realizations for phase fields: has , and has .
Proof
In either realization, the quartic leading part of is continuous and strictly positive on the unit sphere of any fixed norm on : it is a positive weighted sum of in the finite-volume branch and in the conforming branch, which is positive for every nonzero state. The sphere is compact, so [F3] gives . Homogeneity gives . The formulas in [F4] show that the remaining quadratic term in is nonnegative, so is coercive. The second directional derivatives of the two potential functionals are the corresponding weighted sum or integral of and ; [F4] makes them nonnegative, so both are convex. Thus both quartic realizations satisfy the coercivity and convexity assumptions.
The Allen–Cahn objective is continuous and coercive: its positive quadratic term is nonnegative, is coercive, and the remaining term is linear. For any fixed trial value, a nonempty sublevel set is closed and bounded, hence compact in the finite-dimensional space; [F3] gives a minimizer. The quadratic term is strictly convex, while the remaining nonlinear and quadratic terms are convex by [F2] and the hypotheses, so the minimizer is unique.
Let , , and . Convexity gives and . Also by nonnegativity in [F2]. Adding these inequalities gives .
Differentiating in an arbitrary direction gives . Since this holds for every , the vector inside the pairing is zero; multiplying by gives the stated Allen–Cahn recurrence.
The Cahn–Hilliard affine set is nonempty because it contains . Its objective is continuous and coercive on that affine set by coercivity of and nonnegativity of the quadratic term. The inverse quadratic term is strictly positive on every nonzero mean-zero direction by [F2], so is strictly convex on the affine set. The compact-sublevel argument of step 1.2 and [F3] therefore gives a unique minimizer.
At the Cahn–Hilliard minimizer, the directional derivative vanishes for every mean-zero direction . Thus is orthogonal to the mean-zero subspace and is therefore constant. Applying and using [F2] gives . The affine constraint itself gives .
In the Allen–Cahn branch, step 1.2 gives , so step 1.3 yields . In the Cahn–Hilliard branch, step 3.1 gives , so . These are the two asserted energy inequalities.
Depends on
- Backward-Euler convex splitting for Allen–Cahn and Cahn–Hilliard
- No-flux finite-volume and conforming realizations for phase fields
- Kernel, range, and mean-zero inverse for the no-flux Laplacian
- For a nonempty subset of $\mathbb{R}^n$ with $n\ge1$, compactness, closedness and boundedness, pseudocompactness, and attainment of extrema by every continuous real-valued function are equivalent
- Allen–Cahn and Cahn–Hilliard double-well gradient flows
Used by
- A two-cell Cahn–Hilliard mass and energy ledger Example
- First-order time error under smooth fixed-mesh solutions Theorem
- One-dimensional mesh and time convergence of convex-splitting phase flows Theorem
Cited to discharge well-definedness by Backward-Euler convex splitting for Allen–Cahn and Cahn–Hilliard.
Dependency tree · two levels
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Sources
- Jie Shen, Jie Xu, and Jiang Yang, The scalar auxiliary variable (SAV) approach for gradient flows, Journal of Computational Physics 353 (2018), 407–416 (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)
- 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)