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Cancellation of capillary and transport energy exchange

Statement

Let d≥1, T>0, ε,M,ν>0, and W∈C2(R) be bounded below. On Td=Rd/(2πZ)d, let u:[0,T]×Td→Rd, ϕ:[0,T]×Td→R, and π:[0,T]×Td→R be periodic fields with

u∈C1([0,T];Cper2(Td;Rd)),ϕ∈C1([0,T];Cper1(Td;R))∩C([0,T];Cper2(Td;R)),π∈C([0,T];Cper1(Td;R)).

Define μc:=ε−1W′(ϕ)−εΔϕ and assume that this defined field belongs to C([0,T];Cper2(Td;R)), so its gradient and Laplacian in the equations below are pointwise defined. Suppose the fields satisfy pointwise

∂tϕ+u⋅∇ϕ=MΔμc,∂tu+(u⋅∇)u+∇π=νΔu−ϕ∇μc,∇⋅u=0.

For the energy

E(t):=∫Td(12∣u(t,x)∣2+ε2∣∇ϕ(t,x)∣2+ε−1W(ϕ(t,x))) dx,

where ∣∇u∣2=∑i,j=1d∣∂jui∣2, the exact conditional identity is

dEdt(t)=−ν∫Td∣∇u(t,x)∣2 dx−M∫Td∣∇μc(t,x)∣2 dx(0<t<T).

Facts & Assumptions

Given: The parameters, potential, periodic fields, regularity, chemical-potential formula, pointwise equations, and energy in the statement. All fields are dimensionless mathematical quantities.

[F1]

Periodic Cahn–Hilliard incompressible flow system: the phase equation is ∂tϕ+u⋅∇ϕ=MΔμc, the momentum equation is ∂tu+(u⋅∇)u+∇π=νΔu−ϕ∇μc, and the constraint is ∇⋅u=0.

[F2]

Periodic integration by parts on a flat torus: for periodic scalar g and vector F, ∫Tddiv⁡F dx=0 and ∫Td∇g⋅F dx=−∫Tdg div⁡F dx.

[F3]

Periodic Cahn–Hilliard incompressible flow system: the chemical potential is defined by μc=ε−1W′(ϕ)−εΔϕ.

[F4]

The mean value theorem, as the case g(x)=x of Cauchy's: for f continuous on [a,b] with a<b and differentiable on (a,b) there is c∈(a,b) with f(b)−f(a)=f′(c)(b−a): for a function continuous on a closed interval and differentiable on its interior, its endpoint difference equals its derivative at some interior point times the interval length.

[F5]

Heine-Borel by bisection: every closed bounded interval [a,b] is compact: every closed bounded interval in R is compact, so every open cover of it has a finite subcover.

[A1]

The stated time regularity is differentiability in the supremum norms of the needed spatial derivatives. The displayed pointwise equations and all products in the proof are continuous periodic fields, and their torus integrals use the Riemann integral over the fixed fundamental cube.

Proof

Given: The hypotheses and definitions in [F1] and [A1].

1.1givenA1F4F5algebra

Put Eϕ(t):=∫Td(ε∣∇ϕ∣2/2+ε−1W(ϕ)) dx. At fixed t∈(0,T), set qh(x):=[ϕ(t+h,x)−ϕ(t,x)]/h. By [A1], qh→∂tϕ(t,⋅) and [∇ϕ(t+h,⋅)−∇ϕ(t,⋅)]/h→∇∂tϕ(t,⋅) uniformly in x. The identity ∣a∣2−∣b∣2=(a+b)⋅(a−b) therefore makes the difference quotients of ε∣∇ϕ∣2/2 converge uniformly to ε∇ϕ⋅∇∂tϕ. Set R:=∥ϕ(t,⋅)∥∞+1 and J:=[−R,R]. For sufficiently small h, both ϕ(t,⋅) and ϕ(t+h,⋅) take values in J. This closed bounded interval is compact and has the finite-subcover property by [F5]. The function W′ is continuous on J. For any η>0, form the family of intervals (z−r/2,z+r/2) over all pairs z∈J, r>0 such that ∣W′(y)−W′(z)∣<η/2 for every y∈J with ∣y−z∣<r. Continuity of W′ makes this family a cover of J; compactness [F5] gives a finite subcover with pairs (zi,ri), and δ:=min⁡iri/2>0. If y,y′∈J and ∣y−y′∣<δ, choose i with ∣y−zi∣<ri/2; then ∣y′−zi∣<ri, so both values of W′ differ from W′(zi) by less than η/2 and hence ∣W′(y)−W′(y′)∣<η. Thus W′ is uniformly continuous on J. Taking η=1 in the finite-cover argument also bounds W′ there: each y∈J lies within ri/2 of one of finitely many centers zi, giving ∣W′(y)∣<∣W′(zi)∣+1/2. For each x with unequal values, [F4] gives some point ξ between ϕ(t,x) and ϕ(t+h,x) such that the potential difference quotient is W′(ξ)qh(x); when the values agree the quotient and qh(x) are both zero. Every such ξ satisfies ∣ξ−ϕ(t,x)∣≤∥ϕ(t+h,⋅)−ϕ(t,⋅)∥∞. Define ω(ρ):=sup⁡{∣W′(a)−W′(b)∣:a,b∈J, ∣a−b∣≤ρ}; uniform continuity gives ω(ρ)→0 as ρ↓0. Thus the supremum of the difference between the potential quotient and W′(ϕ)qh is at most ∥qh∥∞ω(∥ϕ(t+h,⋅)−ϕ(t,⋅)∥∞)→0, and boundedness of W′ on J then gives W′(ϕ)qh→W′(ϕ)∂tϕ uniformly. These estimates apply to every intermediate point supplied by [F4], so no pointwise selection is needed. Thus the full energy-density difference quotient converges uniformly to ε∇ϕ⋅∇∂tϕ+ε−1W′(ϕ)∂tϕ. The Riemann integral over Qd is bounded in absolute value by (2π)d times the supremum norm, so differentiation passes through the integral and gives Eϕ′(t)=∫Td(ε∇ϕ⋅∇∂tϕ+ε−1W′(ϕ)∂tϕ) dx.

1.2givenA1F1algebra

Put K(t):=12∫Td∣u∣2 dx. The C1 time regularity in [A1] makes (u(t+h)+u(t))⋅(u(t+h)−u(t))/(2h) converge uniformly in space to u⋅∂tu, so differentiation passes through the Riemann integral by its supremum-norm bound and K′(t)=∫Tdu⋅∂tu dx. Substitute the momentum equation from [F1] to obtain K′=−∫u⋅((u⋅∇)u) dx−∫u⋅∇π dx+ν∫u⋅Δu dx−∫ϕ u⋅∇μc dx.

2.1givenF2F3step 1.1

Apply [F2] with scalar g=∂tϕ and vector F=ε∇ϕ. Since div⁡(ε∇ϕ)=εΔϕ, step 1.1 becomes Eϕ′(t)=∫Tdμc ∂tϕ dx by the chemical-potential definition [F3].

2.2givenF1F2step 1.2algebra

For each i,j, the factorization ui(x+hej)2−ui(x)22h=ui(x+hej)+ui(x)2ui(x+hej)−ui(x)h and taking h→0, differentiability gives ∂j(ui2/2)=ui∂jui; summing the finite identities yields u⋅((u⋅∇)u)=u⋅∇(∣u∣2/2). By [F2], this term integrates to −∫(∣u∣2/2)div⁡u dx=0; applying [F2] with g=π and F=u gives the pressure contribution −∫u⋅∇π dx=∫πdiv⁡u dx=0 by [F1]. Applying [F2] componentwise with g=ui, F=∇ui gives ∫u⋅Δu dx=−∫∣∇u∣2 dx. Therefore step 1.2 yields K′(t)=−ν∫Td∣∇u∣2 dx−∫Tdϕ u⋅∇μc dx.

3.1givenF1F2step 2.1algebra

Substitute the phase equation from [F1] into step 2.1. The transport contribution is −∫Tdμc u⋅∇ϕ dx, and [F2] with g=μc, F=∇μc gives ∫TdμcΔμc dx=−∫Td∣∇μc∣2 dx. Hence Eϕ′(t)=−∫Tdμc u⋅∇ϕ dx−M∫Td∣∇μc∣2 dx.

4.1givenF1F2step 3.1step 2.2algebra

For each component, the difference quotient of μcuj can be written as μc(x+hej)−μc(x)huj(x+hej)+μc(x)uj(x+hej)−uj(x)h; taking h→0 and summing over j proves div⁡(μcu)=u⋅∇μc+μcdiv⁡u=u⋅∇μc by [F1]. The stated regularity makes ϕ and μcu periodic C1 fields, so [F2] applies with g=ϕ and F=μcu and gives ∫Tdμcu⋅∇ϕ dx=−∫Tdϕu⋅∇μc dx. Consequently the transport term in step 3.1 cancels the capillary-work term in step 2.2.

5.1givenstep 3.1step 2.2step 4.1algebra∎

Since E=K+Eϕ, adding steps 3.1 and 2.2 and using the cancellation in step 4.1 gives the asserted identity for every t∈(0,T).

Remarks

This is a conditional model deduction for a solution in the stated regularity class. It proves neither existence of such a solution nor global smoothness in any dimension, a maximum principle for ϕ, sharp-interface convergence, contact-line selection, or physical immiscibility.

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