A doubly splitting scheme for the Caginalp system with singular potentials and dynamic boundary conditions

Franck Davhys Reval Langa; Morgan Pierre

doi:10.3934/dcdss.2020353

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February 2021, 14(2): 653-676. doi: 10.3934/dcdss.2020353

A doubly splitting scheme for the Caginalp system with singular potentials and dynamic boundary conditions

Franck Davhys Reval Langa ^1, and Morgan Pierre ^2,,

1.	Faculté des Sciences et Techniques, Université Marien Ngouabi, Brazzaville, Congo Brazzaville
2.	Laboratoire de Mathématiques et Applications, Université de Poitiers, CNRS, F-86073 Poitiers, France

^* Corresponding author: Morgan Pierre

Dedicated to Michel Pierre on the occasion of his 70th birthday

Received October 2019 Revised January 2020 Published February 2021 Early access May 2020

We propose a time semi-discrete scheme for the Caginalp phase-field system with singular potentials and dynamic boundary conditions. The scheme is based on a time splitting which decouples the equations and on a convex splitting of the energy associated to the problem. The scheme is unconditionally uniquely solvable and the energy is nonincreasing if the time step is small enough. The discrete solution is shown to converge to the energy solution of the problem as the time step tends to $ 0 $. The proof involves a multivalued operator and a monotonicity argument. This approach allows us to compute numerically singular solutions to the problem.

Keywords: Caginalp phase-field system, logarithmic potential, dynamic boundary conditions, maximal monotone operator, multivalued operator, convex splitting.

Mathematics Subject Classification: Primary: 65M10, 35K67; Secondary: 65M60.

Citation: Franck Davhys Reval Langa, Morgan Pierre. A doubly splitting scheme for the Caginalp system with singular potentials and dynamic boundary conditions. Discrete & Continuous Dynamical Systems - S, 2021, 14 (2) : 653-676. doi: 10.3934/dcdss.2020353

References:

[1]	P. F. Antonietti, M. Grasselli, S. Stangalino and M. Verani, Discontinuous Galerkin approximation of linear parabolic problems with dynamic boundary conditions, J. Sci. Comput., 66 (2016), 1260-1280. doi: 10.1007/s10915-015-0063-y. Google Scholar
[2]	H. Attouch, Variational Convergence for Functions and Operators, Applicable Mathematics Series, Pitman (Advanced Publishing Program), Boston, MA, 1984. Google Scholar
[3]	V. Barbu, Nonlinear Semigroups and Differential Equations in Banach Spaces, Editura Academiei Republicii Socialiste România, Bucharest; Noordhoff International Publishing, Leiden, 1976. Google Scholar
[4]	S. Bartels and R. Müller, Error control for the approximation of Allen-Cahn and Cahn-Hilliard equations with a logarithmic potential, Numer. Math., 119 (2011), 409-435. doi: 10.1007/s00211-011-0389-9. Google Scholar
[5]	N. Batangouna and M. Pierre, Convergence of exponential attractors for a time splitting approximation of the Caginalp phase-field system, Commun. Pure Appl. Anal., 17 (2018), 1-19. doi: 10.3934/cpaa.2018001. Google Scholar
[6]	F. Boyer and F. Nabet, A DDFV method for a Cahn-Hilliard/Stokes phase field model with dynamic boundary conditions, ESAIM Math. Model. Numer. Anal., 51 (2017), 1691-1731. doi: 10.1051/m2an/2016073. Google Scholar
[7]	H. Brezis, Opérateurs maximaux monotones et semi-groupes de contractions dans les espaces de Hilbert, North-Holland Publishing Co., Amsterdam-London; American Elsevier Publishing Co., Inc., New York, 1973. Google Scholar
[8]	H. Brezis, Analyse Fonctionnelle, Collection Mathématiques Appliquées pour la Maîtrise, Masson, Paris, 1983. Google Scholar
[9]	G. Caginalp, An analysis of a phase field model of a free boundary, Arch. Rational Mech. Anal., 92 (1986), 205-245. doi: 10.1007/BF00254827. Google Scholar
[10]	W. Chen, C. Wang, X. Wang and S. M. Wise, Positivity-preserving, energy stable numerical schemes for the Cahn-Hilliard equation with logarithmic potential, J. Comput. Phys. X, 3 (2019). doi: 10.1016/j.jcpx.2019.100031. Google Scholar
[11]	L. Cherfils, H. Fakih and A. Miranville, Finite-dimensional attractors for the Bertozzi-Esedoglu-Gillette-Cahn-Hilliard equation in image inpainting, Inverse Probl. Imaging, 9 (2015), 105-125. doi: 10.3934/ipi.2015.9.105. Google Scholar
[12]	L. Cherfils, H. Fakih and A. Miranville, On the Bertozzi-Esedoglu-Gillette-Cahn-Hilliard equation with logarithmic nonlinear terms, SIAM J. Imaging Sci., 8 (2015), 1123-1140. doi: 10.1137/140985627. Google Scholar
[13]	L. Cherfils, S. Gatti and A. Miranville, Corrigendum to: "Existence of global solutions to the Caginalp phase-field system with dynamic boundary conditions and singular potentials", J. Math. Anal. Appl., 348 (2008), 1029-1030. doi: 10.1016/j.jmaa.2008.07.058. Google Scholar
[14]	L. Cherfils, S. Gatti and A. Miranville, Finite dimensional attractors for the Caginalp system with singular potentials and dynamic boundary conditions, Bull. Transilv. Univ. Braşov Ser. III, 2 (2009), 25–34. Google Scholar
[15]	L. Cherfils, S. Gatti and A. Miranville, Long time behavior of the Caginalp system with singular potentials and dynamic boundary conditions, Commun. Pure Appl. Anal., 11 (2012), 2261-2290. doi: 10.3934/cpaa.2012.11.2261. Google Scholar
[16]	L. Cherfils and A. Miranville, Some results on the asymptotic behavior of the Caginalp system with singular potentials, Adv. Math. Sci. Appl., 17 (2007), 107-129. Google Scholar
[17]	L. Cherfils and A. Miranville, On the Caginalp system with dynamic boundary conditions and singular potentials, Appl. Math., 54 (2009), 89-115. doi: 10.1007/s10492-009-0008-6. Google Scholar
[18]	L. Cherfils, A. Miranville and S. Zelik, The Cahn-Hilliard equation with logarithmic potentials, Milan J. Math., 79 (2011), 561-596. doi: 10.1007/s00032-011-0165-4. Google Scholar
[19]	L. Cherfils and M. Petcu, A numerical analysis of the Cahn-Hilliard equation with non-permeable walls, Numer. Math., 128 (2014), 517-549. doi: 10.1007/s00211-014-0618-0. Google Scholar
[20]	L. Cherfils, M. Petcu and M. Pierre, A numerical analysis of the Cahn-Hilliard equation with dynamic boundary conditions, Discrete Contin. Dyn. Syst., 27 (2010), 1511-1533. doi: 10.3934/dcds.2010.27.1511. Google Scholar
[21]	M. I. M. Copetti and C. M. Elliott, Numerical analysis of the Cahn-Hilliard equation with a logarithmic free energy, Numer. Math., 63 (1992), 39-65. doi: 10.1007/BF01385847. Google Scholar
[22]	I. Ekeland and R. Temam, Convex Analysis and Variational Problems, Classics in Applied Mathematics, 28, Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, 1999. doi: 10.1137/1.9781611971088. Google Scholar
[23]	H. P. Fischer, P. Maass and W. Dieterich, Novel surface modes in spinodal decomposition, Phys. Rev. Lett., 79 (1997), 893-896. doi: 10.1103/PhysRevLett.79.893. Google Scholar
[24]	H. P. Fischer, P. Maass and W. Dieterich, Diverging time and length scales of spinodal decomposition modes in thin flows, Europhys. Lett., 42 (1998), 49-54. Google Scholar
[25]	H. P. Fischer, J. Reinhard, W. Dieterich, J.-F. Gouyet, P. Maass, A. Majhofer and D. Reinel, Time-dependent density functional theory and the kinetics of lattice gas systems in contact with a wall, J. Chem. Phys., 108 (1998), 3028-3037. doi: 10.1063/1.475690. Google Scholar
[26]	T. Fukao, S. Yoshikawa and S. Wada, Structure-preserving finite difference schemes for the Cahn-Hilliard equation with dynamic boundary conditions in the one-dimensional case, Commun. Pure Appl. Anal., 16 (2017), 1915-1938. doi: 10.3934/cpaa.2017093. Google Scholar
[27]	M. Grasselli, A. Miranville and G. Schimperna, The Caginalp phase-field system with coupled dynamic boundary conditions and singular potentials, Discrete Contin. Dyn. Syst., 28 (2010), 67-98. doi: 10.3934/dcds.2010.28.67. Google Scholar
[28]	M. Grasselli, H. Petzeltová and G. Schimperna, Long time behavior of solutions to the Caginalp system with singular potential, Z. Anal. Anwend., 25 (2006), 51-72. doi: 10.4171/ZAA/1277. Google Scholar
[29]	F. Hecht, New development in freefem++, J. Numer. Math., 20 (2012), 251-265. doi: 10.1515/jnum-2012-0013. Google Scholar
[30]	H. Israel, A. Miranville and M. Petcu, Numerical analysis of a Cahn-Hilliard type equation with dynamic boundary conditions, Ric. Mat., 64 (2015), 25-50. doi: 10.1007/s11587-014-0187-7. Google Scholar
[31]	B. Kovács and C. Lubich, Numerical analysis of parabolic problems with dynamic boundary conditions, IMA J. Numer. Anal., 37 (2017), 1-39. doi: 10.1093/imanum/drw015. Google Scholar
[32]	J.-L. Lions, Quelques Méthodes de Résolution des Problémes aux Limites non Linéaires, Dunod; Gauthier-Villars, Paris, 1969. Google Scholar
[33]	A. Miranville, The Cahn-Hilliard equation and some of its variants, AIMS Mathematics, 2 (2017), 479-544. doi: 10.3934/Math.2017.2.479. Google Scholar
[34]	A. Miranville and S. Zelik, The Cahn-Hilliard equation with singular potentials and dynamic boundary conditions, Discrete Contin. Dyn. Syst., 28 (2010), 275-310. doi: 10.3934/dcds.2010.28.275. Google Scholar
[35]	D. Mugnolo and S. Romanelli, Dirichlet forms for general Wentzell boundary conditions, analytic semigroups, and cosine operator functions, Electron. J. Differential Equations, 2006 (2006), 1-20. Google Scholar
[36]	F. Nabet, Convergence of a finite-volume scheme for the Cahn-Hilliard equation with dynamic boundary conditions, IMA J. Numer. Anal., 36 (2016), 1898-1942. doi: 10.1093/imanum/drv057. Google Scholar
[37]	M. Pierre and M. Pierre, Global existence via a multivalued operator for an Allen-Cahn-Gurtin equation, Discrete Contin. Dyn. Syst., 33 (2013), 5347-5377. doi: 10.3934/dcds.2013.33.5347. Google Scholar
[38]	J. Simon, Compact sets in the space $L^p(0, T;B)$, Ann. Mat. Pura Appl. (4), 146 (1987), 65–96. doi: 10.1007/BF01762360. Google Scholar
[39]	R. Temam, Navier-Stokes Equations. Theory and Numerical Analysis, Studies in Mathematics and its Applications, 2, North-Holland Publishing Co., Amsterdam, 1984. doi: 10.1090/chel/343. Google Scholar

show all references

References:

[1]	P. F. Antonietti, M. Grasselli, S. Stangalino and M. Verani, Discontinuous Galerkin approximation of linear parabolic problems with dynamic boundary conditions, J. Sci. Comput., 66 (2016), 1260-1280. doi: 10.1007/s10915-015-0063-y. Google Scholar
[2]	H. Attouch, Variational Convergence for Functions and Operators, Applicable Mathematics Series, Pitman (Advanced Publishing Program), Boston, MA, 1984. Google Scholar
[3]	V. Barbu, Nonlinear Semigroups and Differential Equations in Banach Spaces, Editura Academiei Republicii Socialiste România, Bucharest; Noordhoff International Publishing, Leiden, 1976. Google Scholar
[4]	S. Bartels and R. Müller, Error control for the approximation of Allen-Cahn and Cahn-Hilliard equations with a logarithmic potential, Numer. Math., 119 (2011), 409-435. doi: 10.1007/s00211-011-0389-9. Google Scholar
[5]	N. Batangouna and M. Pierre, Convergence of exponential attractors for a time splitting approximation of the Caginalp phase-field system, Commun. Pure Appl. Anal., 17 (2018), 1-19. doi: 10.3934/cpaa.2018001. Google Scholar
[6]	F. Boyer and F. Nabet, A DDFV method for a Cahn-Hilliard/Stokes phase field model with dynamic boundary conditions, ESAIM Math. Model. Numer. Anal., 51 (2017), 1691-1731. doi: 10.1051/m2an/2016073. Google Scholar
[7]	H. Brezis, Opérateurs maximaux monotones et semi-groupes de contractions dans les espaces de Hilbert, North-Holland Publishing Co., Amsterdam-London; American Elsevier Publishing Co., Inc., New York, 1973. Google Scholar
[8]	H. Brezis, Analyse Fonctionnelle, Collection Mathématiques Appliquées pour la Maîtrise, Masson, Paris, 1983. Google Scholar
[9]	G. Caginalp, An analysis of a phase field model of a free boundary, Arch. Rational Mech. Anal., 92 (1986), 205-245. doi: 10.1007/BF00254827. Google Scholar
[10]	W. Chen, C. Wang, X. Wang and S. M. Wise, Positivity-preserving, energy stable numerical schemes for the Cahn-Hilliard equation with logarithmic potential, J. Comput. Phys. X, 3 (2019). doi: 10.1016/j.jcpx.2019.100031. Google Scholar
[11]	L. Cherfils, H. Fakih and A. Miranville, Finite-dimensional attractors for the Bertozzi-Esedoglu-Gillette-Cahn-Hilliard equation in image inpainting, Inverse Probl. Imaging, 9 (2015), 105-125. doi: 10.3934/ipi.2015.9.105. Google Scholar
[12]	L. Cherfils, H. Fakih and A. Miranville, On the Bertozzi-Esedoglu-Gillette-Cahn-Hilliard equation with logarithmic nonlinear terms, SIAM J. Imaging Sci., 8 (2015), 1123-1140. doi: 10.1137/140985627. Google Scholar
[13]	L. Cherfils, S. Gatti and A. Miranville, Corrigendum to: "Existence of global solutions to the Caginalp phase-field system with dynamic boundary conditions and singular potentials", J. Math. Anal. Appl., 348 (2008), 1029-1030. doi: 10.1016/j.jmaa.2008.07.058. Google Scholar
[14]	L. Cherfils, S. Gatti and A. Miranville, Finite dimensional attractors for the Caginalp system with singular potentials and dynamic boundary conditions, Bull. Transilv. Univ. Braşov Ser. III, 2 (2009), 25–34. Google Scholar
[15]	L. Cherfils, S. Gatti and A. Miranville, Long time behavior of the Caginalp system with singular potentials and dynamic boundary conditions, Commun. Pure Appl. Anal., 11 (2012), 2261-2290. doi: 10.3934/cpaa.2012.11.2261. Google Scholar
[16]	L. Cherfils and A. Miranville, Some results on the asymptotic behavior of the Caginalp system with singular potentials, Adv. Math. Sci. Appl., 17 (2007), 107-129. Google Scholar
[17]	L. Cherfils and A. Miranville, On the Caginalp system with dynamic boundary conditions and singular potentials, Appl. Math., 54 (2009), 89-115. doi: 10.1007/s10492-009-0008-6. Google Scholar
[18]	L. Cherfils, A. Miranville and S. Zelik, The Cahn-Hilliard equation with logarithmic potentials, Milan J. Math., 79 (2011), 561-596. doi: 10.1007/s00032-011-0165-4. Google Scholar
[19]	L. Cherfils and M. Petcu, A numerical analysis of the Cahn-Hilliard equation with non-permeable walls, Numer. Math., 128 (2014), 517-549. doi: 10.1007/s00211-014-0618-0. Google Scholar
[20]	L. Cherfils, M. Petcu and M. Pierre, A numerical analysis of the Cahn-Hilliard equation with dynamic boundary conditions, Discrete Contin. Dyn. Syst., 27 (2010), 1511-1533. doi: 10.3934/dcds.2010.27.1511. Google Scholar
[21]	M. I. M. Copetti and C. M. Elliott, Numerical analysis of the Cahn-Hilliard equation with a logarithmic free energy, Numer. Math., 63 (1992), 39-65. doi: 10.1007/BF01385847. Google Scholar
[22]	I. Ekeland and R. Temam, Convex Analysis and Variational Problems, Classics in Applied Mathematics, 28, Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, 1999. doi: 10.1137/1.9781611971088. Google Scholar
[23]	H. P. Fischer, P. Maass and W. Dieterich, Novel surface modes in spinodal decomposition, Phys. Rev. Lett., 79 (1997), 893-896. doi: 10.1103/PhysRevLett.79.893. Google Scholar
[24]	H. P. Fischer, P. Maass and W. Dieterich, Diverging time and length scales of spinodal decomposition modes in thin flows, Europhys. Lett., 42 (1998), 49-54. Google Scholar
[25]	H. P. Fischer, J. Reinhard, W. Dieterich, J.-F. Gouyet, P. Maass, A. Majhofer and D. Reinel, Time-dependent density functional theory and the kinetics of lattice gas systems in contact with a wall, J. Chem. Phys., 108 (1998), 3028-3037. doi: 10.1063/1.475690. Google Scholar
[26]	T. Fukao, S. Yoshikawa and S. Wada, Structure-preserving finite difference schemes for the Cahn-Hilliard equation with dynamic boundary conditions in the one-dimensional case, Commun. Pure Appl. Anal., 16 (2017), 1915-1938. doi: 10.3934/cpaa.2017093. Google Scholar
[27]	M. Grasselli, A. Miranville and G. Schimperna, The Caginalp phase-field system with coupled dynamic boundary conditions and singular potentials, Discrete Contin. Dyn. Syst., 28 (2010), 67-98. doi: 10.3934/dcds.2010.28.67. Google Scholar
[28]	M. Grasselli, H. Petzeltová and G. Schimperna, Long time behavior of solutions to the Caginalp system with singular potential, Z. Anal. Anwend., 25 (2006), 51-72. doi: 10.4171/ZAA/1277. Google Scholar
[29]	F. Hecht, New development in freefem++, J. Numer. Math., 20 (2012), 251-265. doi: 10.1515/jnum-2012-0013. Google Scholar
[30]	H. Israel, A. Miranville and M. Petcu, Numerical analysis of a Cahn-Hilliard type equation with dynamic boundary conditions, Ric. Mat., 64 (2015), 25-50. doi: 10.1007/s11587-014-0187-7. Google Scholar
[31]	B. Kovács and C. Lubich, Numerical analysis of parabolic problems with dynamic boundary conditions, IMA J. Numer. Anal., 37 (2017), 1-39. doi: 10.1093/imanum/drw015. Google Scholar
[32]	J.-L. Lions, Quelques Méthodes de Résolution des Problémes aux Limites non Linéaires, Dunod; Gauthier-Villars, Paris, 1969. Google Scholar
[33]	A. Miranville, The Cahn-Hilliard equation and some of its variants, AIMS Mathematics, 2 (2017), 479-544. doi: 10.3934/Math.2017.2.479. Google Scholar
[34]	A. Miranville and S. Zelik, The Cahn-Hilliard equation with singular potentials and dynamic boundary conditions, Discrete Contin. Dyn. Syst., 28 (2010), 275-310. doi: 10.3934/dcds.2010.28.275. Google Scholar
[35]	D. Mugnolo and S. Romanelli, Dirichlet forms for general Wentzell boundary conditions, analytic semigroups, and cosine operator functions, Electron. J. Differential Equations, 2006 (2006), 1-20. Google Scholar
[36]	F. Nabet, Convergence of a finite-volume scheme for the Cahn-Hilliard equation with dynamic boundary conditions, IMA J. Numer. Anal., 36 (2016), 1898-1942. doi: 10.1093/imanum/drv057. Google Scholar
[37]	M. Pierre and M. Pierre, Global existence via a multivalued operator for an Allen-Cahn-Gurtin equation, Discrete Contin. Dyn. Syst., 33 (2013), 5347-5377. doi: 10.3934/dcds.2013.33.5347. Google Scholar
[38]	J. Simon, Compact sets in the space $L^p(0, T;B)$, Ann. Mat. Pura Appl. (4), 146 (1987), 65–96. doi: 10.1007/BF01762360. Google Scholar
[39]	R. Temam, Navier-Stokes Equations. Theory and Numerical Analysis, Studies in Mathematics and its Applications, 2, North-Holland Publishing Co., Amsterdam, 1984. doi: 10.1090/chel/343. Google Scholar

Figure 1. Solution $ y_K $ for different values of $ K $

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Figure 2. Solutions of the regularized problem without constraint ($ y_K^ \varepsilon $, left) and with constraint ($ \tilde{y}_K^ \varepsilon $, right)

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Figure 3. Initial condition $ u_0 $

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Figure 4. Solution $ u(t) $ at time $ t = 0.10 $

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Figure 5. Solution $ u(t) $ at singular time $ t = 0.71 $

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Figure 6. Stationary solution ($ u(t) $ at time $ t = 5.00 $)

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Figure 7. Solution $ y\mapsto u(t, x = 2, y) $ from $ t = 0 $ to $ t = 5.00 $

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Table 1. $ L^2 $-error and ratio of consecutive errors vs time step

$ m $ (cf. time step)	0	1	2	3	4	5
$ L^2 $-error	0.0240	0.0124	0.0063	0.0032	0.0016	0.0008
ratio	1.94	1.97	1.97	2	2	—

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$ m $ (cf. time step)	0	1	2	3	4	5
$ L^2 $-error	0.0240	0.0124	0.0063	0.0032	0.0016	0.0008
ratio	1.94	1.97	1.97	2	2	—

Table 2. Normalized CPU time vs time step for the linearly implicit (LI) scheme and the doubly splitting (DS) scheme

$ m $ (cf. time step)	0	1	2	3	4	5
LI scheme	1	2	4	8	16	32
DS scheme	165	262	305	381	511	489

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$ m $ (cf. time step)	0	1	2	3	4	5
LI scheme	1	2	4	8	16	32
DS scheme	165	262	305	381	511	489

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A doubly splitting scheme for the Caginalp system with singular potentials and dynamic boundary conditions

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