Yukun Li

Jinchao Xu, Yukun Li, Shuonan Wu et al.

We study in this paper the accuracy and stability of partially and fully implicit schemes for phase field modeling. Through theoretical and numerical analysis of Allen-Cahn and Cahn-Hillard models, we investigate the potential problems of using partially implicit schemes, demonstrate the importance of using fully implicit schemes and discuss the limitation of energy stability that are often used to evaluate the quality of a numerical scheme for phase-field modeling. In particular, we make the following observations: 1. a convex splitting scheme (CSS in short) can be equivalent to some fully implicit scheme (FIS in short) with a much different time scaling and thus it may lack numerical accuracy; 2. most implicit schemes (in discussions) are energy-stable if the time-step size is sufficiently small; 3. a traditionally known conditionally energy-stable scheme still possess an unconditionally energy-stable physical solution; 4. an unconditionally energy-stable scheme is not necessarily better than a conditionally energy-stable scheme when the time step size is not small enough; 5. a first-order FIS for the Allen-Cahn model can be devised so that the maximum principle will be valid on the discrete level and hence the discrete phase variable satisfies $|u_h(x)|\le 1$ for all $x$ and, furthermore, the linearized discretized system can be effectively preconditioned by discrete Poisson operators.

Xiaobing Feng, Yukun Li, Yulong Xing

This paper proposes and analyzes two fully discrete mixed interior penalty discontinuous Galerkin (DG) methods for the fourth order nonlinear Cahn-Hilliard equation. Both methods use the backward Euler method for time discretization and interior penalty discontinuous Galerkin methods for spatial discretization. They differ from each other on how the nonlinear term is treated, one of them is based on fully implicit time-stepping and the other uses the energy-splitting time-stepping. The primary goal of the paper is to prove the convergence of the numerical interfaces of the DG methods to the interface of the Hele-Shaw flow. This is achieved by establishing error estimates that depend on $ε^{-1}$ only in some low polynomial orders, instead of exponential orders. Similar to [14], the crux is to prove a discrete spectrum estimate in the discontinuous Galerkin finite element space. However, the validity of such a result is not obvious because the DG space is not a subspace of the (energy) space $H^1$ and it is larger than the finite element space. This difficult is overcome by a delicate perturbation argument which relies on the discrete spectrum estimate in the finite element space proved in \cite{Feng_Prohl04}. Numerical experiment results are also presented to gauge the theoretical results and the performance of the proposed fully discrete mixed DG methods.

Xiaobing Feng, Yukun Li, Andreas Prohl

This paper develops and analyzes a semi-discrete and a fully discrete finite element method for a one-dimensional quasilinear parabolic stochastic partial differential equation (SPDE) which describes the stochastic mean curvature flow for planar curves of graphs. To circumvent the difficulty caused by the low spatial regularity of the SPDE solution, a regularization procedure is first proposed to approximate the SPDE, and an error estimate for the regularized problem is derived. A semi-discrete finite element method, and a space-time fully discrete method are then proposed to approximate the solution of the regularized SPDE problem. Strong convergence with rates are established for both, semi- and fully discrete methods. Computational experiments are provided to study the interplay of the geometric evolution and gradient type-noises.

Xiaobing Feng, Yukun Li, Yi Zhang

This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to be globally Lipschitz and the nonlinearity in the drift term is only assumed to satisfy a one-side Lipschitz condition. The semilinear SPDEs considered in this paper is a direct generalization of the SODEs considered in [13]. There are several difficulties which need to be overcome for this generalization. First, obviously the spatial discretization, which does not appear in the SODE case, adds an extra layer of difficulty. It turns out a special discretization must be designed to guarantee certain properties for the numerical scheme and its stiffness matrix. In this paper we use a finite element interpolation technique to discretize the nonlinear drift term. Second, in order to prove the strong convergence of the proposed fully discrete finite element method, stability estimates for higher order moments of the $H^1$-seminorm of the numerical solution must be established, which are difficult and delicate. A judicious combination of the properties of the drift and diffusion terms and a nontrivial technique borrowed from [16] is used in this paper to achieve the goal. Finally, stability estimates for the second and higher order moments of the $L^2$-norm of the numerical solution is also difficult to obtain due to the fact that the mass matrix may not be diagonally dominant. This is done by utilizing the interpolation theory and the higher moment estimates for the $H^1$-seminorm of the numerical solution. After overcoming these difficulties, it is proved that the proposed fully discrete finite element method is convergent in strong norms with nearly optimal rates of convergence.

Xiaobing Feng, Yukun Li, Yi Zhang

This paper develops and analyzes some fully discrete mixed finite element methods for the stochastic Cahn-Hilliard equation with gradient-type multiplicative noise that is white in time and correlated in space. The stochastic Cahn-Hilliard equation is formally derived as a phase field formulation of the stochastically perturbed Hele-Shaw flow. The main result of this paper is to prove strong convergence with optimal rates for the proposed mixed finite element methods. To overcome the difficulty caused by the low regularity in time of the solution to the stochastic Cahn-Hilliard equation, the Hölder continuity in time with respect to various norms for the stochastic PDE solution is established, and it plays a crucial role in the error analysis. Numerical experiments are also provided to validate the theoretical results and to study the impact of noise on the Hele-Shaw flow as well as the interplay of the geometric evolution and gradient-type noise.

Shuonan Wu, Yukun Li

The paper analyzes the Morley element method for the Cahn-Hilliard equation. The objective is to derive the optimal error estimates and to prove the zero-level sets of the Cahn-Hilliard equation approximate the Hele-Shaw flow. If the piecewise $L^{\infty}(H^2)$ error bound is derived by choosing test function directly, we cannot obtain the optimal error order, and we cannot establish the error bound which depends on $\frac{1}ε$ polynomially either. To overcome this difficulty, this paper proves them by the following steps, and the result in each next step cannot be established without using the result in its previous one. First, it proves some a priori estimates of the exact solution $u$, and these regularity results are minimal to get the main results; Second, it establishes ${L^{\infty}(L^2)}$ and piecewise ${L^2(H^2)}$ error bounds which depend on $\frac{1}ε$ polynomially based on the piecewise ${L^{\infty}(H^{-1})}$ and ${L^2(H^1)}$ error bounds; Third, it establishes piecewise ${L^{\infty}(H^2)}$ optimal error bound which depends on $\frac{1}ε$ polynomially based on the piecewise ${L^{\infty}(L^2)}$ and ${L^2(H^2)}$ error bounds; Finally, it proves the ${L^\infty(L^\infty)}$ error bound and the approximation to the Hele-Shaw flow based on the piecewise ${L^{\infty}(H^2)}$ error bound. The nonstandard techniques are used in these steps such as the generalized coercivity result, integration by part in space, summation by part in time, and special properties of the Morley elements. If one of these techniques is lacked, either we can only obtain the sub-optimal piecewise ${L^{\infty}(H^2)}$ error order, or we can merely obtain the error bounds which are exponentially dependent on $\frac{1}ε$. Numerical results are presented to validate the optimal $L^\infty(H^2)$ error order and the asymptotic behavior of the solutions of the Cahn-Hilliard equation.

Yukun Li, Liping Liu

Diffusion models have been popular for point cloud generation tasks. Existing works utilize the forward diffusion process to convert the original point distribution into a noise distribution and then learn the reverse diffusion process to recover the point distribution from the noise distribution. However, the reverse diffusion process can produce samples with non-smooth points on the surface because of the ignorance of the point cloud geometric properties. We propose alleviating the problem by incorporating the local smoothness constraint into the diffusion framework for point cloud generation. Experiments demonstrate the proposed model can generate realistic shapes and smoother point clouds, outperforming multiple state-of-the-art methods.

Yukun Li, Li-Ping Liu

With the advent of score-matching techniques for model training and Langevin dynamics for sample generation, energy-based models (EBMs) have gained renewed interest as generative models. Recent EBMs usually use neural networks to define their energy functions. In this work, we introduce a novel hybrid approach that combines an EBM with an exponential family model to incorporate inductive bias into data modeling. Specifically, we augment the energy term with a parameter-free statistic function to help the model capture key data statistics. Like an exponential family model, the hybrid model aims to align the distribution statistics with data statistics during model training, even when it only approximately maximizes the data likelihood. This property enables us to impose constraints on the hybrid model. Our empirical study validates the hybrid model's ability to match statistics. Furthermore, experimental results show that data fitting and generation improve when suitable informative statistics are incorporated into the hybrid model.

Yukun Li

This paper proposes and analyzes the Morley element method for the Cahn-Hilliard equation. It is a fourth order nonlinear singular perturbation equation arises from the binary alloy problem in materials science, and its limit is proved to approach the Hele-Shaw flow. If the $L^2(Ω)$ error estimate is considered directly as in paper \cite{elliott1989nonconforming}, we can only prove that the error bound depends on the exponential function of $\frac{1}ε$. Instead, this paper derives the error bound which depends on the polynomial function of $\frac{1}ε$ by considering the discrete $H^{-1}$ error estimate first. There are two main difficulties in proving this polynomial dependence of the discrete $H^{-1}$ error estimate. Firstly, it is difficult to prove discrete energy law and discrete stability results due to the complex structure of the bilinear form of the Morley element discretization. This paper overcomes this difficulty by defining four types of discrete inverse Laplace operators and exploring the relations between these discrete inverse Laplace operators and continuous inverse Laplace operator. Each of these operators plays important roles, and their relations are crucial in proving the discrete energy law, discrete stability results and error estimates. Secondly, it is difficult to prove the discrete spectrum estimate in the Morley element space because the Morley element space intersects with the $C^1$ conforming finite element space but they are not contained in each other. Instead of proving this discrete spectrum estimate in the Morley element space, this paper proves a generalized coercivity result by exploring properties of the enriching operators and using the discrete spectrum estimate in its $C^1$ conforming relative finite element space, which can be obtained by using the spectrum estimate of the Cahn-Hilliard operator.

Xiaobing Feng, Yukun Li, Yi Zhang

This paper studies finite element approximations of the stochastic Allen-Cahn equation with gradient-type multiplicative noises that are white in time and correlated in space. The sharp interface limit as the parameter $ε\rightarrow 0$ of the stochastic equation formally approximates a stochastic mean curvature flow which is described by a stochastically perturbed geometric law of the deterministic mean curvature flow. Both the stochastic Allen-Cahn equation and the stochastic mean curvature flow arise from materials science, fluid mechanics and cell biology applications. Two fully discrete finite element methods which are based on different time-stepping strategies for the nonlinear term are proposed. Strong convergence with sharp rates for both fully discrete finite element methods is proved. This is done with a crucial help of the Hölder continuity in time with respect to the spatial $L^2$-norm and $H^1$-seminorm for the strong solution of the stochastic Allen-Cahn equation, which are key technical lemmas proved in paper. It also relies on the fact that high moments of the strong solution are bounded in various spatial and temporal norms. Numerical experiments are provided to gauge the performance of the proposed fully discrete finite element methods and to study the interplay of the geometric evolution and gradient-type noises.

Xiaobing Feng, Zhihao Ge, Yukun Li

This paper concerns with finite element approximations of a quasi-static poroelasticity model in displacement-pressure formulation which describes the dynamics of poro-elastic materials under an applied mechanical force on the boundary. To better describe the multiphysics process of deformation and diffusion for poro-elastic materials, we first present a reformulation of the original model by introducing two pseudo-pressures, one of them is shown to satisfy a diffusion equation, we then propose a time-stepping algorithm which decouples (or couples) the reformulated PDE problem at each time step into two sub-problems, one of which is a generalized Stokes problem for the displacement vector field (of the solid network of the poro-elastic material) along with one pseudo-pressure field and the other is a diffusion problem for the other pseudo-pressure field (of the solvent of the material). In the paper, the Taylor-Hood mixed finite element method combined with the $P_1$-conforming finite element method is used as an example to demonstrate the viability of the proposed multiphysics approach. It is proved that the solutions of the fully discrete finite element methods fulfill a discrete energy law which mimics the differential energy law satisfied by the PDE solution and converges optimally in the energy norm. Moreover, it is showed that the proposed formulation also has a built-in mechanism to overcome so-called "locking phenomenon" associated with the numerical approximations of the poroelasticity model. Numerical experiments are presented to show the performance of the proposed approach and methods and to demonstrate the absence of "locking phenomenon" in our numerical experiments.