High accuracy solutions to energy gradient flows from material science models

A computational framework is presented for materials science models that come from energy gradient flows. The models of interest lead to the evolution of structure involving two or more phases. The framework includes higher order derivative models and vector problems. Solutions are considered in periodic cells and standard Fourier spectral discretization in space is used. Implicit time stepping is used with adaptivity based on local error estimates. The implicit system at every time step is solved iteratively with Newton?s method. The resulting linear systems are solved in inner iterations with the conjugate gradient method, using a novel preconditioner that is a constant coefficient version of the system, taking values for the coefficients at the pure phase states. Solutions with high spatial and temporal accuracy are obtained. The dependence of the condition number of the preconditioned system on the size of the time step and the order parameter in the model (that represents the scaled width of transition layers between phases) is investigated numerically and with formal asymptotics in a simple setting. The asymptotic results require a conjecture on the rank of a modified square distance matrix. Results from a fast, graphical processing unit implementation for a three-dimensional model are shown. A comparison to time stepping with operator splitting (into convex and concave parts that guarantees energy decrease in the numerical scheme) is done.

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

[2]  R. Alexander Diagonally implicit runge-kutta methods for stiff odes , 1977 .

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

[4]  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.

[5]  L. Evans,et al.  Partial Differential Equations , 1941 .

[6]  M. Ward,et al.  Metastable internal layer dynamics for the viscous Cahn–Hilliard equation , 1995 .

[7]  J. Warren,et al.  Controlling the accuracy of unconditionally stable algorithms in the Cahn-Hilliard equation. , 2006, Physical review. E, Statistical, nonlinear, and soft matter physics.

[8]  Ernst Hairer,et al.  Solving Ordinary Differential Equations I: Nonstiff Problems , 2009 .

[9]  Xiangrong Li,et al.  Nonlinear simulations of solid tumor growth using a mixture model: invasion and branching , 2009, Journal of mathematical biology.

[10]  L. Trefethen Spectral Methods in MATLAB , 2000 .

[11]  Mowei Cheng,et al.  Maximally fast coarsening algorithms. , 2005, Physical review. E, Statistical, nonlinear, and soft matter physics.

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

[13]  E. Hairer,et al.  Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems , 2010 .

[14]  Long-Qing Chen Phase-Field Models for Microstructure Evolution , 2002 .

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

[16]  Steven M. Wise,et al.  Solving the regularized, strongly anisotropic Cahn-Hilliard equation by an adaptive nonlinear multigrid method , 2007, J. Comput. Phys..

[17]  Cheng Wang,et al.  Stable and efficient finite-difference nonlinear-multigrid schemes for the phase field crystal equation , 2009, J. Comput. Phys..

[18]  J. Lowengrub,et al.  Conservative multigrid methods for Cahn-Hilliard fluids , 2004 .

[19]  Xiaofeng Yang,et al.  Numerical approximations of Allen-Cahn and Cahn-Hilliard equations , 2010 .

[20]  Richard Welford,et al.  A multigrid finite element solver for the Cahn-Hilliard equation , 2006, J. Comput. Phys..

[21]  Yousef Saad,et al.  Iterative methods for sparse linear systems , 2003 .

[22]  A. Bray Theory of phase-ordering kinetics , 1994, cond-mat/9501089.

[23]  Jie Shen,et al.  Second-order Convex Splitting Schemes for Gradient Flows with Ehrlich-Schwoebel Type Energy: Application to Thin Film Epitaxy , 2012, SIAM J. Numer. Anal..

[24]  Mark Willoughby High-order time-adaptive numerical methods for the Allen-Cahn and Cahn-Hilliard equations , 2011 .

[25]  K. Promislow,et al.  On the unconditionally gradient stable scheme for the Cahn-Hilliard equation and its implementation with Fourier method , 2013 .

[26]  H. Frieboes,et al.  Three-dimensional multispecies nonlinear tumor growth--I Model and numerical method. , 2008, Journal of theoretical biology.

[27]  Andreas Prohl,et al.  Error analysis of a mixed finite element method for the Cahn-Hilliard equation , 2004, Numerische Mathematik.

[28]  Keith Promislow,et al.  PEM Fuel Cells: A Mathematical Overview , 2009, SIAM J. Appl. Math..

[29]  Steven J. Ruuth,et al.  Implicit-explicit methods for time-dependent partial differential equations , 1995 .

[30]  Yan Xu,et al.  Local discontinuous Galerkin methods for the Cahn-Hilliard type equations , 2007, J. Comput. Phys..

[31]  D. M. Anderson,et al.  DIFFUSE-INTERFACE METHODS IN FLUID MECHANICS , 1997 .

[32]  M. Minion Semi-implicit spectral deferred correction methods for ordinary differential equations , 2003 .

[33]  Shibin Dai,et al.  Geometric evolution of bilayers under the functionalized Cahn–Hilliard equation , 2013, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences.

[34]  Forschungszentrum Juelich,et al.  Bicontinuous Surfaces in Self-assembling Amphiphilic Systems , 2002 .

[35]  Thomas J. R. Hughes,et al.  Provably unconditionally stable, second-order time-accurate, mixed variational methods for phase-field models , 2011, J. Comput. Phys..

[36]  L. Greengard,et al.  Spectral Deferred Correction Methods for Ordinary Differential Equations , 2000 .

[37]  Keith Promislow,et al.  Curvature driven flow of bi-layer interfaces , 2011 .

[38]  K. Promislow,et al.  Critical points of functionalized Lagrangians , 2012 .

[39]  James J. Feng,et al.  A diffuse-interface method for simulating two-phase flows of complex fluids , 2004, Journal of Fluid Mechanics.

[40]  J. Carr,et al.  Metastable patterns in solutions of ut = ϵ2uxx − f(u) , 1989 .

[41]  Keith Promislow,et al.  Variational Models of Network Formation and Ion Transport: Applications to Perfluorosulfonate Ionomer Membranes , 2012 .

[42]  Steven J. Ruuth,et al.  Implicit-explicit Runge-Kutta methods for time-dependent partial differential equations , 1997 .

[43]  Gustaf Söderlind,et al.  On the construction of error estimators for implicit Runge-Kutta methods , 1997 .

[44]  W. D. Evans,et al.  PARTIAL DIFFERENTIAL EQUATIONS , 1941 .

[45]  Xingde Ye,et al.  The Legendre collocation method for the Cahn-Hilliard equation , 2003 .

[46]  Steven M. Wise,et al.  Unconditionally stable schemes for equations of thin film epitaxy , 2010 .

[47]  J. Gower Properties of Euclidean and non-Euclidean distance matrices , 1985 .

[48]  Sebastiano Boscarino,et al.  On an accurate third order implicit-explicit Runge--Kutta method for stiff problems , 2009 .

[49]  Peter K. Jimack,et al.  A fully implicit, fully adaptive time and space discretisation method for phase-field simulation of binary alloy solidification , 2007, J. Comput. Phys..

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

[51]  E. Hairer,et al.  Solving ordinary differential equations I (2nd revised. ed.): nonstiff problems , 1993 .

[52]  Krishna Garikipati,et al.  A discontinuous Galerkin method for the Cahn-Hilliard equation , 2006, J. Comput. Phys..

[53]  B. Vollmayr-Lee,et al.  Fast and accurate coarsening simulation with an unconditionally stable time step. , 2003, Physical review. E, Statistical, nonlinear, and soft matter physics.