Numerical analysis of the Cahn-Hilliard equation and approximation for the Hele-Shaw problem, Part I: Error analysis under minimum regularities

In this first part of a series, we propose and analyze, under minimum regularity assumptions, a semi-discrete (in time) scheme and a fully discrete mixed finite element scheme for the Cahn-Hilliard equation ut + ∆(e∆u − ef(u)) = 0 arising from phase transition in materials science, where e is a small parameter known as an “interaction length”. The primary goal of this paper is to establish some useful a priori error estimates for the proposed numerical methods, in particular, by focusing on the dependence of the error bounds on e. Quasi-optimal order error bounds are shown for the semi-discrete and fully discrete schemes under different constraints on the mesh size h and the local time step size km of the stretched time grid, and minimum regularity assumptions on the initial function u0 and domain Ω. In particular, all our error bounds depend on 1 e only in some lower polynomial order for small e. The cruxes of the analysis are to establish stability estimates for the discrete solutions, to use a spectrum estimate result of Alikakos and Fusco [3] and Chen [15], and to establish a discrete counterpart of it for a linearized Cahn-Hilliard operator to handle the nonlinear term on the stretched time grid. It is this polynomial dependency of the error bounds that paves the way for us to establish convergence of the numerical solution to the solution of the Hele-Shaw (Mullins-Sekerka) problem (as e ց 0) in Part II [26] of the series.

[1]  D. Kinderlehrer,et al.  Morphological Stability of a Particle Growing by Diffusion or Heat Flow , 1963 .

[2]  Robert L. Pego,et al.  Front migration in the nonlinear Cahn-Hilliard equation , 1989, Proceedings of the Royal Society of London. A. Mathematical and Physical Sciences.

[3]  Peter W. Bates,et al.  The Dynamics of Nucleation for the Cahn-Hilliard Equation , 1993, SIAM J. Appl. Math..

[4]  Charles M. Elliott,et al.  Numerical analysis of the Cahn-Hilliard equation with a logarithmic free energy , 1992 .

[5]  Philippe G. Ciarlet,et al.  The finite element method for elliptic problems , 2002, Classics in applied mathematics.

[6]  Peter W. Bates,et al.  Convergence of the Cahn-Hilliard equation to the Hele-Shaw model , 1994 .

[7]  Charles M. Elliott,et al.  The Cahn–Hilliard equation with a concentration dependent mobility: motion by minus the Laplacian of the mean curvature , 1996, European Journal of Applied Mathematics.

[8]  L. R. Scott,et al.  The Mathematical Theory of Finite Element Methods , 1994 .

[9]  Charles M. Elliott,et al.  A second order splitting method for the Cahn-Hilliard equation , 1989 .

[10]  John W. Barrett,et al.  Finite element approximation of a model for phase separation of a multi-component alloy with non-smooth free energy , 1997 .

[11]  J. E. Hilliard,et al.  Free Energy of a Nonuniform System. I. Interfacial Free Energy , 1958 .

[12]  Donald A. French,et al.  Long-time behaviour of arbitrary order continuous time Galerkin schemes for some one-dimensional phase transition problems , 1994 .

[13]  J. Cahn,et al.  A microscopic theory for antiphase boundary motion and its application to antiphase domain coasening , 1979 .

[14]  Amy Novick-Cohen,et al.  Triple-junction motion for an Allen-Cahn/Cahn-Hilliard system , 2000 .

[15]  C. M. Elliott,et al.  Numerical Studies of the Cahn-Hilliard Equation for Phase Separation , 1987 .

[16]  Carsten Carstensen,et al.  Merging the Bramble-Pasciak-Steinbach and the Crouzeix-Thomée criterion for H1-stability of the L2-projection onto finite element spaces , 2002, Math. Comput..

[17]  C. M. Elliott,et al.  A nonconforming finite-element method for the two-dimensional Cahn-Hilliard equation , 1989 .

[18]  A. Friedman Variational principles and free-boundary problems , 1982 .

[19]  R. Nicolaides,et al.  Numerical analysis of a continuum model of phase transition , 1991 .

[20]  A. Prohl Projection and quasi-compressibility methods for solving the incompressible navier-stokes equations , 1997 .

[21]  Andreas Prohl,et al.  Numerical analysis of the Cahn-Hilliard equation and approximation for the Hele-Shaw problem, Part II: Error analysis and convergence of the interface , 2001 .

[22]  Charles M. Elliott,et al.  On the Cahn-Hilliard equation , 1986 .

[23]  Reinhard Scholz A mixed method for 4th order problems using linear finite elements , 1978 .

[24]  John W. Barrett,et al.  An Error Bound for the Finite Element Approximation of a Model for Phase Separation of a Multi-Compo , 1996 .

[25]  Giorgio Fusco,et al.  The spectrum of the Cahn-Hilliard operator for generic interface in higher space dimensions , 1993 .

[26]  R. Rannacher,et al.  On the boundary value problem of the biharmonic operator on domains with angular corners , 1980 .

[27]  Xinfu Chen,et al.  Global asymptotic limit of solutions of the Cahn-Hilliard equation , 1996 .

[28]  Barbara Stoth,et al.  Convergence of the Cahn-Hilliard Equation to the Mullins-Sekerka Problem in Spherical Symmetry , 1996 .

[29]  Xinfu Chen,et al.  Spectrum for the allen-chan, chan-hillard, and phase-field equations for generic interfaces , 1994 .

[30]  Harald Garcke,et al.  Finite Element Approximation of the Cahn-Hilliard Equation with Degenerate Mobility , 1999, SIAM J. Numer. Anal..