Steven M. Wise

Arvind Baskaran, Peng Zhou, Zhengzheng Hu et al.

In this paper we present two unconditionally energy stable finite difference schemes for the Modified Phase Field Crystal (MPFC) equation, a sixth-order nonlinear damped wave equation, of which the purely parabolic Phase Field Crystal (PFC) model can be viewed as a special case. The first is a convex splitting scheme based on an appropriate decomposition of the discrete energy and is first order accurate in time and second order accurate in space. The second is a new, fully second-order scheme that also respects the convex splitting of the energy. Both schemes are nonlinear but may be formulated from the gradients of strictly convex, coercive functionals. Thus, both are uniquely solvable regardless of the time and space step sizes. The schemes are solved by efficient nonlinear multigrid methods. Numerical results are presented demonstrating the accuracy, energy stability, efficiency, and practical utility of the schemes. In particular, we show that our multigrid solvers enjoy optimal, or nearly optimal complexity in the solution of the nonlinear schemes.

Amanda E. Diegel, Cheng Wang, Xiaoming Wang et al.

In this paper, we present a novel second order in time mixed finite element scheme for the Cahn-Hilliard-Navier-Stokes equations with matched densities. The scheme combines a standard second order Crank-Nicholson method for the Navier-Stokes equations and a modification to the Crank-Nicholson method for the Cahn-Hilliard equation. In particular, a second order Adams-Bashforth extrapolation and a trapezoidal rule are included to help preserve the energy stability natural to the Cahn-Hilliard equation. We show that our scheme is unconditionally energy stable with respect to a modification of the continuous free energy of the PDE system. Specifically, the discrete phase variable is shown to be bounded in $\ell^\infty \left(0,T;L^\infty\right)$ and the discrete chemical potential bounded in $\ell^\infty \left(0,T;L^2\right)$, for any time and space step sizes, in two and three dimensions, and for any finite final time $T$. We subsequently prove that these variables along with the fluid velocity converge with optimal rates in the appropriate energy norms in both two and three dimensions.

Kelong Cheng, Wenqiang Feng, Cheng Wang et al.

In this paper we propose and analyze an energy stable numerical scheme for the Cahn-Hilliard equation, with second order accuracy in time and the fourth order finite difference approximation in space. In particular, the truncation error for the long stencil fourth order finite difference approximation, over a uniform numerical grid with a periodic boundary condition, is analyzed, via the help of discrete Fourier analysis instead of the the standard Taylor expansion. This in turn results in a reduced regularity requirement for the test function. In the temporal approximation, we apply a second order BDF stencil, combined with a second order extrapolation formula applied to the concave diffusion term, as well as a second order artificial Douglas-Dupont regularization term, for the sake of energy stability. As a result, the unique solvability, energy stability are established for the proposed numerical scheme, and an optimal rate convergence analysis is derived in the $\ell^\infty (0,T; \ell^2) \cap \ell^2 (0,T; H_h^2)$ norm. A few numerical experiments are presented, which confirm the robustness and accuracy of the proposed scheme.

Wenbin Chen, Wenqiang Feng, Yuan Liu et al.

We present a second-order-in-time finite difference scheme for the Cahn-Hilliard-Hele-Shaw equations. This numerical method is uniquely solvable and unconditionally energy stable. At each time step, this scheme leads to a system of nonlinear equations that can be efficiently solved by a nonlinear multigrid solver. Owing to the energy stability, we derive an $\ell^2 (0,T; H_h^3)$ stability of the numerical scheme. To overcome the difficulty associated with the convection term $\nabla \cdot (ϕ\boldsymbol{u})$, we perform an $\ell^\infty (0,T; H_h^1)$ error estimate instead of the classical $\ell^\infty (0,T; \ell^2)$ one to obtain the optimal rate convergence analysis. In addition, various numerical simulations are carried out, which demonstrate the accuracy and efficiency of the proposed numerical scheme.

Wenqiang Feng, Abner J. Salgado, Cheng Wang et al.

We describe and analyze preconditioned steepest descent (PSD) solvers for fourth and sixth-order nonlinear elliptic equations that include p-Laplacian terms on periodic domains in 2 and 3 dimensions. The highest and lowest order terms of the equations are constant-coefficient, positive linear operators, which suggests a natural preconditioning strategy. Such nonlinear elliptic equations often arise from time discretization of parabolic equations that model various biological and physical phenomena, in particular, liquid crystals, thin film epitaxial growth and phase transformations. The analyses of the schemes involve the characterization of the strictly convex energies associated with the equations. We first give a general framework for PSD in generic Hilbert spaces. Based on certain reasonable assumptions of the linear pre-conditioner, a geometric convergence rate is shown for the nonlinear PSD iteration. We then apply the general the theory to the fourth and sixth-order problems of interest, making use of Sobolev embedding and regularity results to confirm the appropriateness of our pre-conditioners for the regularized p-Lapacian problems. Our results include a sharper theoretical convergence result for p-Laplacian systems compared to what may be found in existing works. We demonstrate rigorously how to apply the theory in the finite dimensional setting using finite difference discretization methods. Numerical simulations for some important physical application problems -- including thin film epitaxy with slope selection and the square phase field crystal model -- are carried out to verify the efficiency of the scheme.

Lixiu Dong, Wenqiang Feng, Cheng Wang et al.

In this paper we analyze and implement a second-order-in-time numerical scheme for the three-dimensional phase field crystal (PFC) equation. The numerical scheme was proposed in [46], with the unique solvability and unconditional energy stability established. However, its convergence analysis remains open. We present a detailed convergence analysis in this article, in which the maximum norm estimate of the numerical solution over grid points plays an essential role. Moreover, we outline the detailed multigrid method to solve the highly nonlinear numerical scheme over a cubic domain, and various three-dimensional numerical results are presented, including the numerical convergence test, complexity test of the multigrid solver and the polycrystal growth simulation.

Rainer Backofen, Steven M. Wise, Marco Salvalaglio et al.

Convexity splitting like schemes with improved accuracy are proposed for a phase field model for surface diffusion. The schemes are developed to enable large scale simulations in three spatial dimensions describing experimentally observed solid state dewetting phenomena. We introduce a first and a second order unconditionally energy stable scheme and carefully elaborate the loss in accuracy associated with large time steps in such schemes. We then present a family of Rosenbrock convex splitting schemes. We show the existence of a maximal numerical timestep and demonstrate the increase of this maximal numerical time step by at least one order of magnitude using a Rosenbrock method. This scheme is used to study the effect of contact angle on solid state dewetting phenomena.

Wenqiang Feng, Zhen Guan, John Lowengrub et al.

We present and analyze an unconditionally energy stable and convergent finite difference scheme for the Functionalized Cahn-Hilliard equation. One key difficulty associated with the energy stability is based on the fact that one nonlinear energy functional term in the expansion appears as non-convex, non-concave. To overcome this subtle difficulty, we add two auxiliary terms to make the combined term convex, which in turns yields a convex-concave decomposition of the physical energy. As a result, an application of the convex splitting methodology assures both the unique solvability and the unconditional energy stability of the proposed numerical scheme. To deal with a 4-Laplacian solver in an $H^{-1}$ gradient flow at each time step, we apply an efficient preconditioned steepest descent algorithm to solve the corresponding nonlinear systems. In addition, a global in time $H_{\rm per}^2$ stability of the numerical scheme is established at a theoretical level, which in turn ensures the full order convergence analysis of the scheme. A few numerical results are presented, which confirm the stability and accuracy of the proposed numerical scheme.

Wenbin Chen, Cheng Wang, Xiaoming Wang et al.

We present and analyze finite difference numerical schemes for the Allen Cahn/Cahn-Hilliard equation with a logarithmic Flory Huggins energy potential. Both the first order and second order accurate temporal algorithms are considered. In the first order scheme, we treat the nonlinear logarithmic terms and the surface diffusion term implicitly, and update the linear expansive term and the mobility explicitly. We provide a theoretical justification that, this numerical algorithm has a unique solution such that the positivity is always preserved for the logarithmic arguments. In particular, our analysis reveals a subtle fact: the singular nature of the logarithmic term around the values of $-1$ and 1 prevents the numerical solution reaching these singular values, so that the numerical scheme is always well-defined as long as the numerical solution stays similarly bounded at the previous time step. Furthermore, an unconditional energy stability of the numerical scheme is derived, without any restriction for the time step size. The unique solvability and the positivity-preserving property for the second order scheme are proved using similar ideas, in which the singular nature of the logarithmic term plays an essential role. For both the first and second order accurate schemes, we are able to derive an optimal rate convergence analysis, which gives the full order error estimate. The case with a non-constant mobility is analyzed as well. We also describe a practical and efficient multigrid solver for the proposed numerical schemes, and present some numerical results, which demonstrate the robustness of the numerical schemes.

Wenqiang Feng, Cheng Wang, Steven M. Wise et al.

In this paper, we study a novel second-order energy stable Backward Differentiation Formula (BDF) finite difference scheme for the epitaxial thin film equation with slope selection (SS). One major challenge for the higher oder in time temporal discretization is how to ensure an unconditional energy stability and an efficient numerical implementation. We propose a general framework for designing the higher order in time numerical scheme with unconditional energy stability by using the BDF method with constant coefficient stabilized terms. Based on the unconditional energy stability property, we derive an $L^\infty_h (0,T; H_{h}^2)$ stability for the numerical solution and provide an optimal the convergence analysis. To deal with the 4-Laplacian solver in an $L^{2}$ gradient flow at each time step, we apply an efficient preconditioned steepest descent algorithm and preconditioned nonlinear conjugate gradient algorithm to solve the corresponding nonlinear system. Various numerical simulations are present to demonstrate the stability and efficiency of the proposed schemes and slovers.

Amanda E. Diegel, Cheng Wang, Steven M. Wise

In this paper we devise and analyze an unconditionally stable, second-order-in-time numerical scheme for the Cahn-Hilliard equation in two and three space dimensions. We prove that our two-step scheme is unconditionally energy stable and unconditionally uniquely solvable. Furthermore, we show that the discrete phase variable is bounded in $L^\infty (0,T;L^\infty)$ and the discrete chemical potential is bounded in $L^\infty (0,T;L^2)$, for any time and space step sizes, in two and three dimensions, and for any finite final time $T$. We subsequently prove that these variables converge with optimal rates in the appropriate energy norms in both two and three dimensions. We include in this work a detailed analysis of the initialization of the two-step scheme.