Primal‐dual active set methods for Allen–Cahn variational inequalities with nonlocal constraints

This thesis aims to introduce and analyse a primal-dual active set strategy for solving Allen-Cahn variational inequalities. We consider the standard Allen-Cahn equation with non-local constraints and a vector-valued Allen-Cahn equation with and without non-local constraints. Existence and uniqueness results are derived in a formulation involving Lagrange multipliers for local and non-local constraints. Local Convergence is shown by interpreting the primal-dual active set approach as a semi-smooth Newton method. Properties of the method are discussed and several numerical simulations in two and three space dimensions demonstrate its efficiency. In the second part of the thesis various applications of the Allen-Cahn equation are discussed. The non-local Allen-Cahn equation can be coupled with an elasticity equation to solve problems in structural topology optimisation. The model can be extended to handle multiple structures by using the vector-valued Allen-Cahn variational inequality with non-local constraints. Since many applications of the Allen-Cahn equation involve evolution of interfaces in materials an important extension of the standard Allen-Cahn model is to allow materials to exhibit anisotropic behaviour. We introduce an anisotropic version of the Allen-Cahn variational inequality and we show that it is possible to apply the primal-dual active set strategy efficiently to this model. Finally, the Allen-Cahn model is applied to problems in image processing, such as segmentation, denoising and inpainting. The primal-dual active set method proves exible and reliable for all the applications considered in this thesis.

[1]  Fredi Tröltzsch,et al.  ON REGULARIZATION METHODS FOR THE NUMERICAL SOLUTION OF PARABOLIC CONTROL PROBLEMS WITH POINTWISE STATE CONSTRAINTS , 2009 .

[2]  Thomas Young,et al.  An Essay on the Cohesion of Fluids , 1800 .

[3]  Kazufumi Ito,et al.  Semi–Smooth Newton Methods for Variational Inequalities of the First Kind , 2003 .

[4]  Ricardo H. Nochetto,et al.  SHARP ERROR ANALYSIS FOR CURVATURE DEPENDENT EVOLVING FRONTS , 1993 .

[5]  Charles M. Elliott,et al.  The Cahn–Hilliard gradient theory for phase separation with non-smooth free energy Part II: Numerical analysis , 1991, European Journal of Applied Mathematics.

[6]  Guillermo Sapiro,et al.  Image inpainting , 2000, SIGGRAPH.

[7]  Timothy A. Davis,et al.  UMFPACK Version 5.2.0 User Guide , 2003 .

[8]  D. Kinderlehrer,et al.  An introduction to variational inequalities and their applications , 1980 .

[9]  Harald Garcke,et al.  Allen-Cahn systems with volume constraints , 2008 .

[10]  John W. Cahn,et al.  Linking anisotropic sharp and diffuse surface motion laws via gradient flows , 1994 .

[11]  Stefano Finzi Vita,et al.  Area-preserving curve-shortening flows: from phase separation to image processing , 2002 .

[12]  Nicholas I. M. Gould,et al.  Constraint Preconditioning for Indefinite Linear Systems , 2000, SIAM J. Matrix Anal. Appl..

[13]  Harald Garcke,et al.  Bi-directional diffusion induced grain boundary motion with triple junctions , 2004 .

[14]  Yves Meyer,et al.  Oscillating Patterns in Image Processing and Nonlinear Evolution Equations: The Fifteenth Dean Jacqueline B. Lewis Memorial Lectures , 2001 .

[15]  R. Kornhuber Monotone multigrid methods for elliptic variational inequalities II , 1996 .

[16]  S. Hildebrandt,et al.  On variational problems with obstacles and integral constraints for vector-valued functions , 1979 .

[17]  Ulrich Weikard,et al.  MULTI-COMPONENT ALLEN-CAHN EQUATION FOR ELASTICALLY STRESSED SOLIDS , 2005 .

[18]  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 .

[19]  Shinji Nishiwaki,et al.  Shape and topology optimization based on the phase field method and sensitivity analysis , 2010, J. Comput. Phys..

[20]  Harald Garcke,et al.  Phase-field Approaches to Structural Topology Optimization , 2012, Constrained Optimization and Optimal Control for Partial Differential Equations.

[21]  Gene H. Golub,et al.  A Note on Preconditioning for Indefinite Linear Systems , 1999, SIAM J. Sci. Comput..

[22]  Tony F. Chan,et al.  Active contours without edges , 2001, IEEE Trans. Image Process..

[23]  Gene H. Golub,et al.  Matrices, moments, and quadrature , 2007, Milestones in Matrix Computation.

[24]  Tony F. Chan,et al.  Image segmentation using level sets and the piecewise-constant Mumford-Shah model , 2000 .

[25]  Martin Stoll,et al.  Combination Preconditioning and the Bramble-Pasciak+ Preconditioner , 2008, SIAM J. Matrix Anal. Appl..

[26]  Frédéric Cao,et al.  Geometric curve evolution and image processing , 2003, Lecture notes in mathematics.

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

[28]  R. Kornhuber Monotone multigrid methods for elliptic variational inequalities I , 1994 .

[29]  Alessandro Tomasi,et al.  Color Image Segmentation by the Vector-Valued Allen–Cahn Phase-Field Model: A Multigrid Solution , 2007, IEEE Transactions on Image Processing.

[30]  Martin Burger,et al.  Phase-Field Relaxation of Topology Optimization with Local Stress Constraints , 2006, SIAM J. Control. Optim..

[31]  Harald Garcke,et al.  Mathematik Primal-dual active set methods for Allen-Cahn variational inequalities with non-local constraints , 2009 .

[32]  Gunduz Caginalp,et al.  Phase Field Computations of Single-Needle Crystals, Crystal Growth, and Motion by Mean Curvature , 1994, SIAM J. Sci. Comput..

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

[34]  Anthony J. Yezzi,et al.  Curve evolution implementation of the Mumford-Shah functional for image segmentation, denoising, interpolation, and magnification , 2001, IEEE Trans. Image Process..

[35]  Robert Nürnberg,et al.  A multigrid method for the Cahn-Hilliard equation with obstacle potential , 2009, Appl. Math. Comput..

[36]  On a constrained reaction-diffusion system related to multiphase problems , 2007, 0711.2814.

[37]  D. Leykekhman,et al.  The Shortest Enclosure of Two Connected Regions in a Corner , 2001 .

[38]  Harald Garcke,et al.  Stress- and diffusion-induced interface motion: Modelling and numerical simulations , 2007, European Journal of Applied Mathematics.

[39]  J. Lions Quelques méthodes de résolution de problèmes aux limites non linéaires , 1969 .

[40]  Jonathan J. Hu,et al.  Parallel multigrid smoothing: polynomial versus Gauss--Seidel , 2003 .

[41]  C. M. Elliott,et al.  Finite element approximation of a free boundary problem arising in the theory of liquid drops ans plasma physics , 1991 .

[42]  James F. Blowey,et al.  Curvature Dependent Phase Boundary Motion and Parabolic Double Obstacle Problems , 1993 .

[43]  L. Bronsard,et al.  On three-phase boundary motion and the singular limit of a vector-valued Ginzburg-Landau equation , 1993 .

[44]  S. Esedoglu,et al.  Threshold dynamics for the piecewise constant Mumford-Shah functional , 2006 .

[45]  D. Mumford,et al.  Optimal approximations by piecewise smooth functions and associated variational problems , 1989 .

[46]  A. Friedman,et al.  A variational inequality associated with liquid on a soap film , 1986 .

[47]  John W. Barrett,et al.  Finite Element Approximation of a Phase Field Model for Void Electromigration , 2004, SIAM J. Numer. Anal..

[48]  Andrea L. Bertozzi,et al.  Inpainting of Binary Images Using the Cahn–Hilliard Equation , 2007, IEEE Transactions on Image Processing.

[49]  Britta Nestler,et al.  Phase-field simulations of partial melts in geological materials , 2009, Comput. Geosci..

[50]  K. Mikula,et al.  Geometrical image segmentation by the Allen-Cahn equation , 2004 .

[51]  J. Petersson,et al.  Numerical instabilities in topology optimization: A survey on procedures dealing with checkerboards, mesh-dependencies and local minima , 1998 .

[52]  Ralf Kornhuber,et al.  Nonsmooth Newton Methods for Set-Valued Saddle Point Problems , 2009, SIAM J. Numer. Anal..

[53]  Shiwei Zhou,et al.  Multimaterial structural topology optimization with a generalized Cahn–Hilliard model of multiphase transition , 2006 .

[54]  L. Bronsard,et al.  Volume-preserving mean curvature flow as a limit of a nonlocal Ginzburg-Landau equation , 1997 .

[55]  Charles M. Elliott,et al.  CONVERGENCE OF NUMERICAL SOLUTIONS TO THE ALLEN-CAHN EQUATION , 1998 .

[56]  L. Modica The gradient theory of phase transitions and the minimal interface criterion , 1987 .

[57]  M. Gurtin Thermomechanics of Evolving Phase Boundaries in the Plane , 1993 .

[58]  Fredi Tröltzsch,et al.  Optimal Control of PDEs with Regularized Pointwise State Constraints , 2006, Comput. Optim. Appl..

[59]  Harald Garcke,et al.  A MultiPhase Field Concept: Numerical Simulations of Moving Phase Boundaries and Multiple Junctions , 1999, SIAM J. Appl. Math..

[60]  Lin He,et al.  Cahn--Hilliard Inpainting and a Generalization for Grayvalue Images , 2009, SIAM J. Imaging Sci..

[61]  Karl Kunisch,et al.  Primal-Dual Strategy for State-Constrained Optimal Control Problems , 2002, Comput. Optim. Appl..

[62]  C. M. Elliott,et al.  Computation of geometric partial differential equations and mean curvature flow , 2005, Acta Numerica.

[63]  M. Reed Methods of Modern Mathematical Physics. I: Functional Analysis , 1972 .

[64]  Maurizio Paolini,et al.  A Dynamic Mesh Algorithm for Curvature Dependent Evolving Interfaces , 1996 .

[65]  L. Rudin,et al.  Nonlinear total variation based noise removal algorithms , 1992 .

[66]  Houduo Qi,et al.  A Regularized Smoothing Newton Method for Box Constrained Variational Inequality Problems with P0-Functions , 1999, SIAM J. Optim..

[67]  Kathryn Fraughnaugh,et al.  Introduction to graph theory , 1973, Mathematical Gazette.

[68]  P. Grisvard Elliptic Problems in Nonsmooth Domains , 1985 .

[69]  Goswin Eisen On the obstacle problem with a volume constraint , 1983 .

[70]  R. Kobayashi Modeling and numerical simulations of dendritic crystal growth , 1993 .

[71]  S. Esedoglu Blind deconvolution of bar code signals , 2004 .

[72]  Kunibert G. Siebert,et al.  Design of Adaptive Finite Element Software - The Finite Element Toolbox ALBERTA , 2005, Lecture Notes in Computational Science and Engineering.

[73]  D FalgoutRobert An Introduction to Algebraic Multigrid , 2006 .

[74]  J. F. Bonnans,et al.  The obstacle problem for water tanks , 2003 .

[75]  Timothy A. Davis,et al.  An Unsymmetric-pattern Multifrontal Method for Sparse Lu Factorization , 1993 .

[76]  Carsten Gräser Globalization of Nonsmooth Newton Methods for Optimal Control Problems , 2008 .

[77]  D. J. Evans Sparsity and its applications , 1986 .

[78]  T. Benjamin,et al.  Liquid drops suspended by soap films. II. Simplified model , 1984, Proceedings of the Royal Society of London. A. Mathematical and Physical Sciences.

[79]  Tony F. Chan,et al.  Euler's Elastica and Curvature-Based Inpainting , 2003, SIAM J. Appl. Math..

[80]  Frank Morgan,et al.  Proof of the Double Bubble Conjecture , 2000, Am. Math. Mon..

[81]  K. Kunisch,et al.  Primal-Dual Strategy for Constrained Optimal Control Problems , 1999 .

[82]  G. Bellettini,et al.  Anisotropic motion by mean curvature in the context of Finsler geometry , 1996 .

[83]  C. S. Jog,et al.  A new approach to variable-topology shape design using a constraint on perimeter , 1996 .

[84]  Ralf Kornhuber,et al.  On multigrid methods for vector-valued Allen-Cahn equations , 2003 .

[85]  Shiwei Zhou,et al.  Phase Field: A Variational Method for Structural Topology Optimization , 2004 .

[86]  G. Allaire,et al.  Structural optimization using sensitivity analysis and a level-set method , 2004 .

[87]  Barry Lee,et al.  Finite elements and fast iterative solvers: with applications in incompressible fluid dynamics , 2006, Math. Comput..

[88]  J. Petersson Some convergence results in perimeter-controlled topology optimization , 1999 .

[89]  Stanley Osher,et al.  Total variation based image restoration with free local constraints , 1994, Proceedings of 1st International Conference on Image Processing.

[90]  J. Rubinstein,et al.  Nonlocal reaction−diffusion equations and nucleation , 1992 .

[91]  Tony F. Chan,et al.  Mathematical Models for Local Nontexture Inpaintings , 2002, SIAM J. Appl. Math..

[92]  Gene H. Golub,et al.  Numerical solution of saddle point problems , 2005, Acta Numerica.

[93]  Harald Garcke,et al.  Numerical approximation of the Cahn-Larché equation , 2005, Numerische Mathematik.

[94]  Xiaojun Chen,et al.  Smoothing Methods and Semismooth Methods for Nondifferentiable Operator Equations , 2000, SIAM J. Numer. Anal..

[95]  G. Bellettini,et al.  Gamma-convergence of discrete approximations to interfaces with prescribed mean curvature , 1990 .

[96]  Kazufumi Ito,et al.  The Primal-Dual Active Set Strategy as a Semismooth Newton Method , 2002, SIAM J. Optim..

[97]  Charles M. Elliott,et al.  `A generalised diffusion equation for phase separation of a multi-component mixture with interfacial free energy' , 1991 .

[98]  Fumio Kikuchi,et al.  Finite element approximation of a nonlinear eigenvalue problem related to MHD equilibria , 1984 .

[99]  Geoffrey B. McFadden,et al.  A ξ-vector formulation of anisotropic phase-field models: 3D asymptotics , 1996, European Journal of Applied Mathematics.

[100]  Harald Garcke,et al.  Solving the Cahn-Hilliard variational inequality with a semi-smooth Newton method , 2011 .

[101]  Stefan Ulbrich,et al.  Optimization with PDE Constraints , 2008, Mathematical modelling.

[102]  C. M. Elliott,et al.  Weak and variational methods for moving boundary problems , 1982 .

[103]  Charles M. Elliott,et al.  Computations of bidirectional grain boundary dynamics in thin metallic films , 2003 .

[104]  Wheeler,et al.  Phase-field models for anisotropic interfaces. , 1993, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[105]  W. E. Philip A slight extension of Euler's Theorem on Homogeneous Functions , 1900, Proceedings of the Edinburgh Mathematical Society.

[106]  Jean Petitot An introduction to the Mumford–Shah segmentation model , 2003, Journal of Physiology-Paris.

[107]  Martin Stoll,et al.  Preconditioning for Allen-Cahn variational inequalities with non-local constraints , 2012, J. Comput. Phys..

[108]  HARALD GARCKE,et al.  Linearized Stability Analysis of Stationary Solutions for Surface Diffusion with Boundary Conditions , 2005, SIAM J. Math. Anal..

[109]  E. Zeidler Nonlinear Functional Analysis and its Applications: IV: Applications to Mathematical Physics , 1997 .

[110]  Jonathan J. Hu,et al.  ML 5.0 Smoothed Aggregation Users's Guide , 2006 .

[111]  Harald Garcke,et al.  On anisotropic order parameter models for multi-phase system and their sharp interface limits , 1998 .

[112]  D. Gilbarg,et al.  Elliptic Partial Differential Equa-tions of Second Order , 1977 .

[113]  Jean-François Aujol,et al.  Color image decomposition and restoration , 2006, J. Vis. Commun. Image Represent..

[114]  D. Bartuschat Algebraic Multigrid , 2007 .

[115]  Sunil Arya,et al.  Space-efficient approximate Voronoi diagrams , 2002, STOC '02.