Zhen Guan

Zhen Guan, John Lowengrub, Cheng Wang

In this paper we provide a detailed convergence analysis for fully discrete second order (in both time and space) numerical schemes for nonlocal Allen-Cahn (nAC) and nonlocal Cahn-Hilliard (nCH) equations. The unconditional unique solvability and energy stability ensures $\ell^4$ stability. The convergence analysis for the nAC equation follows the standard procedure of consistency and stability estimate for the numerical error function. For the nCH equation, due to the complicated form of the nonlinear term, a careful expansion of its discrete gradient is undertaken and an $H^{-1}$ inner product estimate of this nonlinear numerical error is derived to establish convergence. In addition, an a-priori $W^{1,\infty}$ bound of the numerical solution at the discrete level is needed in the error estimate. Such a bound can be obtained by performing a higher order consistency analysis by using asymptotic expansions for the numerical solution. Following the technique originally proposed by Strang (e.g., 1964), instead of the standard comparison between the exact and numerical solutions, an error estimate between the numerical solution and the constructed approximate solution yields an $O( s^3 + h^4)$ convergence in $\ell^\infty (0, T; \ell^2)$ norm, which leads to the necessary bound under a standard constraint $s \le C h$. Here, we also prove convergence of the scheme in the maximum norm under the same constraint.

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.

Arvind Baskaran, Zhen Guan, John Lowengrub

In this paper we present a numerical method for hydrodynamic models that arise from time dependent density functional theories of freezing. The models take the form of compressible Navier-Stokes equations whose pressure is determined by the variational derivative of a free energy, which is a functional of the density field. We present unconditionally energy stable and mass conserving implicit finite difference methods for the models. The methods are based on a convex splitting of the free energy and that ensures that a discrete energy is non-increasing for any choice of time and space step. The methods are applicable to a large class of models, including both local and non-local free energy functionals. The theoretical basis for the numerical method is presented in a general context. The method is applied to problems using two specific free energy functionals: one local and one non-local functional. A nonlinear multigrid method is used to solve the numerical method, which is nonlinear at the implicit time step. The non-local functional, which is a convolution operator, is approximated using the Discrete Fourier Transform. Numerical simulations that confirm the stability and accuracy of the numerical method are presented.