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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 Pc,h is convex and coercive on Xh, and Pe,h is differentiable and convex. For every un, M>0, and τ>0, both branches have a unique minimizer. Their first-order conditions are exactly un+1−unτ=−Mμn+1(Allen–Cahn), un+1−unτ=−MAhμn+1(Cahn–Hilliard). The Cahn–Hilliard branch conserves ⟨un,1⟩h. With Eh as in the algorithm, Eh(un+1)+Mτ∥μn+1∥h2≤Eh(un)(Allen–Cahn), Eh(un+1)+Mτ⟨Ahμn+1,μn+1⟩h≤Eh(un)(Cahn–Hilliard). 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, Ah, the convex energy components, a previous state, M>0, and τ>0 as in the Statement.

[F1]

Backward-Euler convex splitting for Allen–Cahn and Cahn–Hilliard: the Allen–Cahn objective is JAC and the Cahn–Hilliard objective is JCH on the fixed-mean affine set; the discrete energy is κ2⟨Ahu,u⟩h+Pc,h(u)−Pe,h(u).

[F2]

Kernel, range, and mean-zero inverse for the no-flux Laplacian: Ah is self-adjoint and nonnegative, its kernel is the constants, and Ah† is the inverse on the mean-zero subspace.

[F4]

No-flux finite-volume and conforming realizations for phase fields: Fc(s)=s4/(4ε2)+s2/(2ε2) has Fc′′(s)=(3s2+1)/ε2>0, and Fe(s)=s2/ε2−1/(4ε2) has Fe′′(s)=2/ε2>0.

Proof

1.1F1F3F4givenalgebra

In either realization, the quartic leading part Q4,h of Pc,h is continuous and strictly positive on the unit sphere of any fixed norm on Xh: it is a positive weighted sum of uK4 in the finite-volume branch and ∫0Lv4 in the conforming branch, which is positive for every nonzero state. The sphere is compact, so [F3] gives ch:=min⁡∥u∥=1Q4,h(u)>0. Homogeneity gives Q4,h(u)≥ch∥u∥4. The formulas in [F4] show that the remaining quadratic term in Pc,h is nonnegative, so Pc,h is coercive. The second directional derivatives of the two potential functionals are the corresponding weighted sum or integral of Fc′′(u)w2 and Fe′′(u)w2; [F4] makes them nonnegative, so both are convex. Thus both quartic realizations satisfy the coercivity and convexity assumptions.

1.2F1F2F3givenalgebra

The Allen–Cahn objective is continuous and coercive: its positive quadratic term is nonnegative, Pc,h 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 12Mτ∥v−un∥h2 is strictly convex, while the remaining nonlinear and quadratic terms are convex by [F2] and the hypotheses, so the minimizer is unique.

1.3F1F2givenalgebra

Let a=un+1, b=un, and δ=a−b. Convexity gives Pc,h(a)−Pc,h(b)≤⟨∇hPc,h(a),δ⟩h and −Pe,h(a)+Pe,h(b)≤−⟨∇hPe,h(b),δ⟩h. Also κ2(⟨Aha,a⟩h−⟨Ahb,b⟩h)=κ⟨Aha,δ⟩h−κ2⟨Ahδ,δ⟩h≤κ⟨Aha,δ⟩h by nonnegativity in [F2]. Adding these inequalities gives Eh(a)−Eh(b)≤⟨μn+1,δ⟩h.

2.1F1step 1.2algebra

Differentiating JAC in an arbitrary direction w gives ⟨(un+1−un)/(Mτ)+κAhun+1+∇hPc,h(un+1)−∇hPe,h(un),w⟩h=0. Since this holds for every w, the vector inside the pairing is zero; multiplying by −M gives the stated Allen–Cahn recurrence.

2.2F1F2F3step 1.2givenalgebra

The Cahn–Hilliard affine set is nonempty because it contains un. Its objective is continuous and coercive on that affine set by coercivity of Pc,h and nonnegativity of the Ah quadratic term. The inverse quadratic term is strictly positive on every nonzero mean-zero direction by [F2], so JCH is strictly convex on the affine set. The compact-sublevel argument of step 1.2 and [F3] therefore gives a unique minimizer.

3.1F1F2step 2.2algebra

At the Cahn–Hilliard minimizer, the directional derivative vanishes for every mean-zero direction w. Thus μn+1+(Mτ)−1Ah†(un+1−un) is orthogonal to the mean-zero subspace and is therefore constant. Applying Ah and using [F2] gives (un+1−un)/τ=−MAhμn+1. The affine constraint itself gives ⟨un+1,1⟩h=⟨un,1⟩h.

4.1F2step 1.2step 3.1step 1.3algebra∎

In the Allen–Cahn branch, step 1.2 gives δ=−Mτμn+1, so step 1.3 yields Eh(a)−Eh(b)≤−Mτ∥μn+1∥h2. In the Cahn–Hilliard branch, step 3.1 gives δ=−MτAhμn+1, so ⟨μn+1,δ⟩h=−Mτ⟨Ahμn+1,μn+1⟩h≤0. These are the two asserted energy inequalities.

Depends on

Used by

Cited to discharge well-definedness by Backward-Euler convex splitting for Allen–Cahn and Cahn–Hilliard.

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