Numerical analysis of parabolic problems with dynamic boundary conditions

Space and time discretizations of parabolic differential equations with dynamic boundary conditions are studied in a weak formulation that fits into the standard abstract formulation of parabolic problems, just that the usual L^2(\Omega) inner product is replaced by an L^2(\Omega) \oplus L^2(\Gamma) inner product. The class of parabolic equations considered includes linear problems with time- and space-dependent coefficients and semilinear problems such as reaction-diffusion on a surface coupled to diffusion in the bulk. The spatial discretization by finite elements is studied in the proposed framework, with particular attention to the error analysis of the Ritz map for the elliptic bilinear form in relation to the inner product, both of which contain boundary integrals. The error analysis is done for both polygonal and smooth domains. We further consider mass lumping, which enables us to use exponential integrators and bulk-surface splitting for time integration.

[1]  Georgios Akrivis,et al.  Fully implicit, linearly implicit and implicit–explicit backward difference formulae for quasi-linear parabolic equations , 2015, Numerische Mathematik.

[2]  Alfio Quarteroni,et al.  Well-Posedness, Regularity, and Convergence Analysis of the Finite Element Approximation of a Generalized Robin Boundary Value Problem , 2015, SIAM J. Numer. Anal..

[3]  Madalina Petcu,et al.  A numerical analysis of the Cahn–Hilliard equation with non-permeable walls , 2014, Numerische Mathematik.

[4]  Christian Lubich,et al.  Variational discretization of wave equations on evolving surfaces , 2014, Math. Comput..

[5]  Pierluigi Colli,et al.  The Allen–Cahn equation with dynamic boundary conditions and mass constraints , 2014, 1405.0116.

[6]  Chandrasekhar Venkataraman,et al.  Backward difference time discretization of parabolic differential equations on evolving surfaces , 2013 .

[7]  Matthias Liero,et al.  Passing from bulk to bulk-surface evolution in the Allen–Cahn equation , 2013 .

[8]  C. M. Elliott,et al.  Finite element analysis for a coupled bulk-surface partial differential equation , 2013 .

[9]  Charles M. Elliott,et al.  L2-estimates for the evolving surface finite element method , 2012, Math. Comput..

[10]  Alain Miranville,et al.  A Cahn-Hilliard model in a domain with non-permeable walls , 2011 .

[11]  H. Brezis Functional Analysis, Sobolev Spaces and Partial Differential Equations , 2010 .

[12]  M. Hochbruck,et al.  Exponential integrators , 2010, Acta Numerica.

[13]  A. Miranville,et al.  Phase-field systems with nonlinear coupling and dynamic boundary conditions , 2010 .

[14]  Morgan Pierre,et al.  A NUMERICAL ANALYSIS OF THE CAHN-HILLIARD EQUATION WITH DYNAMIC BOUNDARY CONDITIONS , 2010 .

[15]  J. V'azquez,et al.  Heat equation with dynamical boundary conditions of reactive–diffusive type , 2010, 1001.3642.

[16]  Alexander Ostermann,et al.  Exponential splitting for unbounded operators , 2009, Math. Comput..

[17]  G. Coclite,et al.  Stability of Parabolic Problems with nonlinear Wentzell boundary conditions , 2009 .

[18]  Alan Demlow,et al.  Higher-Order Finite Element Methods and Pointwise Error Estimates for Elliptic Problems on Surfaces , 2009, SIAM J. Numer. Anal..

[19]  Ciprian G. Gal,et al.  The non-isothermal Allen-Cahn equation with dynamic boundary conditions , 2008 .

[20]  Juan Luis Vázquez,et al.  Heat Equation with Dynamical Boundary Conditions of Reactive Type , 2008 .

[21]  Charles M. Elliott,et al.  Finite elements on evolving surfaces , 2007 .

[22]  Gisèle Ruiz Goldstein,et al.  Derivation and physical interpretation of general boundary conditions , 2006, Advances in Differential Equations.

[23]  G. Fragnelli,et al.  Analyticity of semigroups generated by operators with generalized Wentzell boundary conditions , 2005, Advances in Differential Equations.

[24]  Songmu Zheng,et al.  The Cahn-Hilliard equation with dynamic boundary conditions , 2003, Advances in Differential Equations.

[25]  J. Goldstein,et al.  The heat equation with generalized Wentzell boundary condition , 2002 .

[26]  Assyr Abdulle,et al.  Fourth Order Chebyshev Methods with Recurrence Relation , 2001, SIAM J. Sci. Comput..

[27]  Bernd Rinn,et al.  Phase separation in confined geometries: Solving the Cahn–Hilliard equation with generic boundary conditions , 2001 .

[28]  C. Lubich,et al.  Error Bounds for Exponential Operator Splittings , 2000 .

[29]  C. Lubich,et al.  On Krylov Subspace Approximations to the Matrix Exponential Operator , 1997 .

[30]  Michael Taylor,et al.  Partial Differential Equations I: Basic Theory , 1996 .

[31]  C. Lubich,et al.  Runge-Kutta approximation of quasi-linear parabolic equations , 1995 .

[32]  Giuseppe Savaré,et al.  A θ-stable approximations of abstract Cauchy problems , 1993 .

[33]  Jacques-Louis Lions,et al.  Mathematical Analysis and Numerical Methods for Science and Technology: Volume 5 Evolution Problems I , 1992 .

[34]  Y. Saad Analysis of some Krylov subspace approximations to the matrix exponential operator , 1992 .

[35]  C. Bernardi Optimal finite-element interpolation on curved domains , 1989 .

[36]  Germund Dahlquist,et al.  G-stability is equivalent toA-stability , 1978 .

[37]  C. Gal Well-Posedness and Long Time Behavior of the Non-Isothermal Viscous Cahn-Hilliard Equation with Dynamic Boundary Conditions , 2008 .

[38]  C. E. Gutiérrez The Heat Equation , 2007 .

[39]  Stéphane Descombes,et al.  Strang's formula for holomorphic semi-groups , 2002 .

[40]  S. SIAMJ.,et al.  FOURTH ORDER CHEBYSHEV METHODS WITH RECURRENCE RELATION∗ , 2002 .

[41]  G. Dziuk Finite Elements for the Beltrami operator on arbitrary surfaces , 1988 .

[42]  Olavi Nevanlinna,et al.  Multiplier techniques for linear multistep methods , 1981 .

[43]  Tosio Kato Perturbation theory for linear operators , 1966 .