Papers
Topics
Authors
Recent
Gemini 2.5 Flash
Gemini 2.5 Flash
166 tokens/sec
GPT-4o
7 tokens/sec
Gemini 2.5 Pro Pro
42 tokens/sec
o3 Pro
4 tokens/sec
GPT-4.1 Pro
38 tokens/sec
DeepSeek R1 via Azure Pro
28 tokens/sec
2000 character limit reached

A refined convergence estimate for a fourth order finite difference numerical scheme to the Cahn-Hilliard equation (2404.04628v1)

Published 6 Apr 2024 in math.NA and cs.NA

Abstract: In this article we present a refined convergence analysis for a second order accurate in time, fourth order finite difference numerical scheme for the 3-D Cahn-Hilliard equation, with an improved convergence constant. A modified backward differentiation formula temporal discretization is applied, and a Douglas-Dupont artificial regularization is included to ensure the energy stability. In fact, a standard application of discrete Gronwall inequality leads to a convergence constant dependent on the interface width parameter in an exponential singular form. We aim to obtain an improved estimate, with such a singular dependence only in a polynomial order. A uniform in time functional bounds of the numerical solution, including the higher order Sobolev norms, as well as the associated bounds for the first and second order temporal difference stencil, have to be carefully established. Certain recursive analysis has to be applied in the analysis for the BDF-style temporal stencil. As a result, we are able to apply a spectrum estimate for the linearized Cahn-Hilliard operator, and this technique leads to the refined error estimate. A three-dimensional numerical example of accuracy check is presented as well.

Definition Search Book Streamline Icon: https://streamlinehq.com
References (51)
  1. Convergence of the Cahn-Hilliard equation to the Hele-Shaw model. Arch. Rational Mech. Anal., 128 (2):165–205, 1994.
  2. N. Alikakos and G. Fusco. The spectrum of the Cahn-Hilliard operator for generic interface in higher space dimensions. Indiana Univ. Math. J., 42 (2):637–674, 1993.
  3. J.P. Boyd. Chebyshev and Fourier spectral methods. Courier Corporation, 2001.
  4. Free energy of a nonuniform system. i. interfacial free energy. J. Chem. Phys., 28:258–267, 1958.
  5. C. Canuto and A. Quarteroni. Approximation results for orthogonal polynomials in Sobolev spaces. Math. Comp., 38:67–86, 1982.
  6. A linear energy stable scheme for a thin film model without slope selection. J. Sci. Comput., 52:546–562, 2012.
  7. A second order BDF numerical scheme with variable steps for the Cahn-Hilliard equation. SIAM J. Numer. Anal., 57(1):495–525, 2019.
  8. X. Chen. Spectrum for the Allen-Cahn Cahn-Hilliard and phase-field equations for generic interfaces. Comm. Partial Diff. Eqs., 19:1371–1395, 1994.
  9. X. Chen. Global asymptotic limit of solutions of the Cahn-Hilliard equation. J. Diff. Geom., 44 (2):262–311, 1996.
  10. Convergence of numerical solutions to the Allen-Cahn equation. Appl. Anal., 69 (1):47–56, 1998.
  11. Fourth-order structure-preserving method for the conservative Allen-Cahn equation. Adv. Appl. Math. Mech., 15(1):159–181, 2022.
  12. An energy stable fourth order finite difference scheme for the Cahn-Hilliard equation. J. Comput. Appl. Math., 362:574–595, 2019.
  13. A third order exponential time differencing numerical scheme for no-slope-selection epitaxial thin film model with energy stability. J. Sci. Comput., 81(1):154–185, 2019.
  14. An energy stable fourier pseudo-spectral numerical scheme for the square phase field crystal equation. Commun. Comput. Phys., 26:1335–1364, 2019.
  15. A third order accurate in time, BDF-type energy stable scheme for the Cahn-Hilliard equation. Numer. Math. Theor. Meth. Appl., 15(2):279–303, 2022.
  16. A second-order, weakly energy-stable pseudo-spectral scheme for the Cahn-Hilliard equation and its solution by the homogeneous linear iteration method. J. Sci. Comput., 69:1083–1114, 2016.
  17. Stability and convergence of a second order mixed finite element method for the Cahn-Hilliard equation. IMA J. Numer. Anal., 36:1867–1897, 2016.
  18. A fourth order difference scheme for the maxwell equations on yee grid. J. Hyperbol. Differ. Eq., 5(03):613–642, 2008.
  19. A second-order energy stable Backward Differentiation Formula method for the epitaxial thin film equation with slope selection. Numer. Methods Partial Differ. Equ., 34(6):1975–2007, 2018.
  20. X. Feng and Y. Li. Analysis of interior penalty discontinuous Galerkin methods for the Allen-Cahn equation and the mean curvature flow. IMA J. Numer. Anal., 35:1622–1651, 2015.
  21. Analysis of mixed interior penalty discontinuous Galerkin methods for the Cahn-Hilliard equation and the Hele-Shaw flow. SIAM J. Numer. Anal., 54(2):825–847, 2016.
  22. X. Feng and A. Prohl. Error analysis of a mixed finite element method for the Cahn-Hilliard equation. Numer. Math., 99:47–84, 2004.
  23. B. Fornberg. Generation of finite difference formulas on arbitrarily spaced grids. Math. Comp., 51(184):699–706, 1988.
  24. B. Fornberg. Classroom note: Calculation of weights in finite difference formulas. SIAM review, 40(3):685–691, 1998.
  25. D. Gottlieb and S. A. Orszag. Numerical analysis of spectral methods: theory and applications. SIAM, 1983.
  26. S. Gottlieb and C. Wang. Stability and convergence analysis of fully discrete Fourier collocation spectral method for 3-D viscous Burgers’ equation. J. Sci. Comput., 53:102–128, 2012.
  27. An H2superscript𝐻2H^{2}italic_H start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT convergence of a second-order convex-splitting, finite difference scheme for the three-dimensional Cahn-Hilliard equation. Commu. Math. Sci., 14:489–515, 2016.
  28. An improved error analysis for a second-order numerical scheme for the Cahn-Hilliard equation. J. Comput. Appl. Math., 388:113300, 2021.
  29. A third order BDF energy stable linear scheme for the no-slope-selection thin film model. Commun. Comput. Phys., 29:905–929, 2021.
  30. Spectral methods for time-dependent problems, volume 21. Cambridge University Press, 2007.
  31. D. Hou and Z. Qiao. An implicit–explicit second-order BDF numerical scheme with variable steps for gradient flows. J. Sci. Compt., 94(2):39, 2023.
  32. A. Iserles. A first course in the numerical analysis of differential equations, volume 44. Cambridge University Press, 2009.
  33. A fourth-order spatial accurate and practically stable compact scheme for the Cahn-Hilliard equation. Physica A, 409:17–28, 2014.
  34. D. Li and Z. Qiao. On second order semi-implicit Fourier spectral methods for 2D Cahn-Hilliard equations. J. Sci. Comput., 70:301–341, 2017.
  35. A second order energy stable linear scheme for a thin film model without slope selection. J. Sci. Comput., 76(3):1905–1937, 2018.
  36. Convergence analysis for a stabilized linear semi-implicit numerical scheme for the nonlocal Cahn-Hilliard equation. Math. Comp., 90:171–188, 2021.
  37. Stabilization parameter analysis of a second order linear numerical scheme for the nonlocal Cahn-Hilliard equation. IMA J. Numer. Anal., 43(2):1089–1114, 2023.
  38. Double stabilizations and convergence analysis of a second-order linear numerical scheme for the nonlocal Cahn-Hilliard equation. Sci. China Math., 67(1):187–210, 2024.
  39. A compact fourth-order finite difference scheme for the three-dimensional Cahn-Hilliard equation. Comput. Phys. Commun., 200:108–116, 2016.
  40. J.-G. Liu and C. Wang. A fourth order numerical method for the primitive equations formulated in mean vorticity. Commun. Comput. Phys, 4:26–55, 2008.
  41. A fourth order scheme for incompressible Boussinesq equations. J. Sci. Comput., 18(2):253–285, 2003.
  42. Artificial regularization parameter analysis for the no-slope-selection epitaxial thin film model. CSIAM Trans. Appl. Math., 1(3):441–462, 2020.
  43. Advanced mathematical methods for scientists and engineers. Mac Graw Hill, 1978.
  44. Error analysis of an energy stable finite difference scheme for the epitaxial thin film growth model with slope selection with an improved convergence constant. Int. J. Numer. Anal. Model., 14:283–205, 2017.
  45. A fourth-order numerical method for the planetary geostrophic equations with inviscid geostrophic balance. Numer. Math., 107(4):669–705, 2007.
  46. H. Song. Energy stable and large time-stepping methods for the Cahn-Hilliard equation. Inter. J. Comput. Math., 92:2091–2108, 2015.
  47. E. Tadmor. The exponential accuracy of Fourier and Chebyshev differencing methods. SIAM J. Numer. Anal., 23:1–10, 1986.
  48. Analysis of a fourth order finite difference method for the incompressible Boussinesq equations. Numer. Math., 97(3):555–594, 2004.
  49. A third order accurate in time, fourth order finite difference scheme for the harmonic mapping flow. J. Comput. Appl. Math., 401:113766, 2022.
  50. A second-order energy stable BDF numerical scheme for the Cahn-Hilliard equation. Commun. Comput. Phys., 23:572–602, 2018.
  51. A second order accurate in time, energy stable finite element scheme for the Flory-Huggins-Cahn-Hilliard equation. Adv. Appl. Math. Mech., 14(6):1477–1508, 2022.

Summary

We haven't generated a summary for this paper yet.