Processing math: 100%
Research article Special Issues

Convergence to equilibrium for a second-order time semi-discretization ofthe Cahn-Hilliard equation

  • We consider a second-order two-step time semi-discretization of the Cahn-Hilliard equation with an analytic nonlinearity. The time-step is chosen small enough so that the pseudo-energy associated with the discretization is nonincreasing at every time iteration. We prove that the sequence generated by the scheme converges to a steady state as time tends to infinity. We also obtain convergence rates in the energy norm. The proof is based on the Łojasiewicz-Simon inequality.

    Citation: Paola F. Antonietti, Benoît Merlet, Morgan Pierre, Marco Verani. Convergence to equilibrium for a second-order time semi-discretization ofthe Cahn-Hilliard equation[J]. AIMS Mathematics, 2016, 1(3): 178-194. doi: 10.3934/Math.2016.3.178

    Related Papers:

    [1] Saulo Orizaga, Maurice Fabien, Michael Millard . Efficient numerical approaches with accelerated graphics processing unit (GPU) computations for Poisson problems and Cahn-Hilliard equations. AIMS Mathematics, 2024, 9(10): 27471-27496. doi: 10.3934/math.20241334
    [2] Mingliang Liao, Danxia Wang, Chenhui Zhang, Hongen Jia . The error analysis for the Cahn-Hilliard phase field model of two-phase incompressible flows with variable density. AIMS Mathematics, 2023, 8(12): 31158-31185. doi: 10.3934/math.20231595
    [3] Hyun Geun Lee . A mass conservative and energy stable scheme for the conservative Allen–Cahn type Ohta–Kawasaki model for diblock copolymers. AIMS Mathematics, 2025, 10(3): 6719-6731. doi: 10.3934/math.2025307
    [4] Martin Stoll, Hamdullah Yücel . Symmetric interior penalty Galerkin method for fractional-in-space phase-field equations. AIMS Mathematics, 2018, 3(1): 66-95. doi: 10.3934/Math.2018.1.66
    [5] Alain Miranville . The Cahn–Hilliard equation and some of its variants. AIMS Mathematics, 2017, 2(3): 479-544. doi: 10.3934/Math.2017.2.479
    [6] Naveed Iqbal, Mohammad Alshammari, Wajaree Weera . Numerical analysis of fractional-order nonlinear Gardner and Cahn-Hilliard equations. AIMS Mathematics, 2023, 8(3): 5574-5587. doi: 10.3934/math.2023281
    [7] Aymard Christbert Nimi, Daniel Moukoko . Global attractor and exponential attractor for a Parabolic system of Cahn-Hilliard with a proliferation term. AIMS Mathematics, 2020, 5(2): 1383-1399. doi: 10.3934/math.2020095
    [8] Joseph L. Shomberg . Well-posedness and global attractors for a non-isothermal viscous relaxationof nonlocal Cahn-Hilliard equations. AIMS Mathematics, 2016, 1(2): 102-136. doi: 10.3934/Math.2016.2.102
    [9] Saulo Orizaga, Ogochukwu Ifeacho, Sampson Owusu . On an efficient numerical procedure for the Functionalized Cahn-Hilliard equation. AIMS Mathematics, 2024, 9(8): 20773-20792. doi: 10.3934/math.20241010
    [10] Taishi Motoda . Time periodic solutions of Cahn-Hilliard systems with dynamic boundary conditions. AIMS Mathematics, 2018, 3(2): 263-287. doi: 10.3934/Math.2018.2.263
  • We consider a second-order two-step time semi-discretization of the Cahn-Hilliard equation with an analytic nonlinearity. The time-step is chosen small enough so that the pseudo-energy associated with the discretization is nonincreasing at every time iteration. We prove that the sequence generated by the scheme converges to a steady state as time tends to infinity. We also obtain convergence rates in the energy norm. The proof is based on the Łojasiewicz-Simon inequality.


    1. Introduction

    In this paper, we consider a second-order time semi-discretization of the Cahn-Hilliard equation with an analytic nonlinearity, and we prove that any sequence generated by the scheme converges to a steady state as time goes to infinity, provided that the time-step is chosen small enough. The Cahn-Hilliard equation [10] reads

    {ut=Δww=γΔu+f(u)in Ω×(0,+), (1.1)

    where Ω is a bounded subset of Rd (1≤d≤3) with smooth boundary and γ > 0. A typical choice for the nonlinearity is

    f(s)=c(s3s) (1.2)

    with c > 0. More general conditions on f are given in Section 2, see (2.3)-(2.5). Equation (1.1) is completed with Neumann boundary conditions and an initial datum.

    The Cahn-Hilliard equation was analyzed by many authors and used in different contexts (see, e.g., [11,37] and references therein). In particular, it is a H-1 gradient flow for the energy

    E(u)=Ω[γ2|u|2+F(u)]dx,

    where F is an antiderivative of f. Convergence of single trajectories to equilibrium for (1.1)-(1.2) has been proved in [42]. The proof uses the gradient flow structure of the equation and a Łojasiewicz-Simon inequality [44].

    In one space dimension, the set of steady states corresponding to (1.1)-(1.2) is finite [24,32]. In this case, the use of a Łojasiewicz-Simon inequality can be avoided [51] but otherwise, the situation is highly complicated; if d=2 or 3, there may even be a continuum of stationary solutions (see, e.g., [47] and references therein). The Łojasiewicz-Simon inequality allows to prove convergence to an equilibrium without any knowledge on the set of steady states. This celebrated inequality is based on the analyticity of f (see [27] for a recent overview). In contrast, for the related semilinear parabolic equation, convergence to equilibrium may fail for a nonlinearity of class C [39].

    Using similar techniques, convergence to equilibrium for the non-autonomous Cahn-Hilliard equation was proved in [15], and the case of a logarithmic nonlinearity was considered in [1]. The Cahn-Hilliard equation endowed with dynamic or Wentzell boundary conditions was analyzed in [14,40,48,49]. Coupled systems were also considered (see, e.g., [18,30,41]).

    Since many space and/or time discretizations of the Cahn-Hilliard equation are available in the literature (see, e.g., [5,17,20,21,22,26,36,43,50]), it is natural to ask whether convergence to equilibrium also holds for these discretizations, by using similar techniques.

    If we consider only a space semi-discretization of (1.1), and if this discretization can be shown to preserve the gradient flow structure, then convergence to equilibrium is a consequence of Łojasiewicz’s classical convergence result [33] and its generalizations [8,27]. Thanks to the finite dimension, the Łojasiewicz-Simon inequality reduces to the standard Łojasiewicz inequality. The latter is a direct consequence of analyticity of the discrete energy functional.

    Thus, the situation regarding the space discretization is well understood, and we believe that the focus should be put on the time discretization, in the specific case where the time scheme preserves the gradient flow structure. In this regard, convergence to equilibrium for a fully discrete version of (1.1)-(1.2) was first proved in [34]: the time scheme was the backward Euler scheme and the space discretization was a finite element method. Fully discretized versions of Cahn-Hilliard type equations were considered in [12,13,29], where this nice feature of the backward Euler scheme was again demonstrated [6,25]. In [4], convergence to equilibrium was proved for several fully discretized versions of the closely related Allen-Cahn equation; the time scheme was either first order or second order, conditionnally or unconditionnally stable, and the time-step could possibly be variable. In addition, general conditions ensuring convergence to equilibrium for a time discretization were given [7].

    Therefore, the fully discrete case is now also well understood. The last stage is to study the time semi-discrete case. This is all the more interesting since this approach is independent of a choice of a specific space discretization. Convergence to equilibrium was proved for the backward Euler time semi-discretization of the Allen-Cahn equation in [34] (see also [9]). A related damped wave equation was considered in [38].

    For schemes different from the backward Euler method, the situation is not so clear, and this is well illustrated by the second order case. Indeed, there exist several second-order time semidiscretizations of (1.1)-(1.2) which preserve the gradient flow structure (see, e.g., [43,50] and references therein). Most of these schemes are one-step methods, which can be seen as variants of the Crank-Nicolson scheme, such as the classical secant scheme [16,17] or the more recent scheme of Gomez and Hughes [21], which is a Crank-Nicolson scheme with stabilization.

    However, we have not been able to prove convergence to equilibrium for any of these second-order one-step schemes. One difficulty is that the gradient of E (cf. (3.2)) is treated in an implicit/explicit way, and another difficulty is that the discrete dynamical system associated with the scheme is defined on a space of infinite dimension. The first difficulty can be circumvented in finite dimension, as recently shown in [23], where convergence to equilibrium was proved for a fully discrete approximation of the modified phase-field crystal equation using the second-order time discretization of Gomez and Hughes. A related difficulty has been pointed out in [46] where the stability of the Crank-Nicolson scheme for the Navier-Stokes equation was proved in a finite dimensional setting only.

    In this paper, instead of a Crank-Nicolson type method, we use a standard two-step scheme with fixed time-step, namely the backward differentiation formula of order two. It is well-known [43,45] that this scheme enjoys a Lyapunov stability, namely, if the time-step is small enough, a so-called pseudoenergy (cf. (2.17)) is nonincreasing at every time iteration. Thanks to the implicit treatment of the gradient of E (cf. (2.13)), the proof of convergence is similar to the case of the backward Euler scheme in [34,38]. Using the Lyapunov stability, we first prove Lasalle’s invariance principle by a compactness argument (Proposition 3.1). Convergence to a steady state is then obtained as a consequence of an appropriate Łojasiewicz-Simon inequality (Lemma 3.2), which is the most technical point. In order to derive the convergence rate in H1 norm, we also take advantage of the fact that the scheme is more dissipative than the original equation (see Remark 2.4).

    It would be interesting to extend our convergence result to first-order or second-order schemes where the nonlinearity is treated explicitly. In order for such schemes to preserve the gradient structure, the standard approach is to truncate the cubic nonlinearity f (cf. (1.2)) at±∞ so as to have a linear growth at most [43]. However, it is not known if the energy associated with such a nonlinearity satisfies a Łojasiewicz-Simon inequality, in contrast with the finite-dimensional case where it can be proved for certain space discretizations [4].

    It could also be of interest to investigate whether a similar convergence result holds for the p-step backward differentiation formula (BDF), with p≥3. A favorable situation is the 3-step BDF method, which preserves the gradient flow structure, at least in finite dimension [45]. The paper is organized as follows. In Section 2, we introduce the scheme, we establish its wellposedness and we show that it is Lyapunov stable. In Section 3, we prove the convergence result.


    2. The time semi-discrete scheme


    2.1. Notation and assumptions

    Let H=L2(Ω) be equipped with the L2(Ω) norm |·|0 and the L2(Ω) scalar product (·, ·). We denote V=H1(Ω) the standard Sobolev space based on the L2(Ω) space. We use the hilbertian semi-norm |·|1=|▽·|0 in V, and the norm in V is v21=|v|20+|v|21. We denote Δ:VV the bounded operator associated with the inner product on V through

    Δu,vV,V=(u,v),u,vV,

    where V′ is the topological dual of V. As usual, we will denote Wk, p(Ω) the Sobolev spaces based on the Lp(Ω) space [19].

    For a function uL2(Ω), we denote

    u=1|Ω|Ωudx and ˙u=uu,

    where |Ω| is the Lebesgue measure of Ω. We also define

    ˙H={uL2(Ω), u=0},˙V=V˙H.

    We will use the continuous and dense injections

    ˙V˙H=˙H˙V.

    As a consequence of the Poincar′e-Wirtinger inequality, the norms ||v||1 and

    v(|v|21+v2)1/2 (2.1)

    are equivalent on V. The operator ˙Δ:˙V˙V, that is the restriction of-Δ, is an isomorphism. The scalar product in ˙V is given by

    (˙u,˙v)1=((˙Δ)1˙u,(˙Δ)1˙v)=˙u,(˙Δ)1˙v˙V,˙V

    and the norm is given by

    |˙u|21=(˙u,˙u)1=˙u,(˙Δ)1˙u˙V,˙V.

    We recall the interpolation inequality

    |˙u|20|˙u|1|˙u|1,˙u˙V. (2.2)

    We assume that the nonlinearity f: RR is analytic and if d≥2, we assume in addition that there exist a constant C > 0 and a real number p≥0 such that

    |f(s)|C(1+|s|p),sR, (2.3)

    with p < 4 if d=3. No growth assumption is needed if d=1. We also assume that

    f(s)cf,sR, (2.4)

    for some (optimal) nonnegative constant cf, and that

    lim inf|s|+f(s)s>0. (2.5)

    We define the energy functional

    E(u)=γ2|u|21+(F(u),1), (2.6)

    where F(s) is a given antiderivative of f. The Sobolev injection VLp+2(Ω) and the growth assumption (2.3) ensure that E(u)<+ and f(u)V, for all uV. In fact, by [31, Corollaire 17.8], the functional E is of class C2 on V. For any u,v,wV, we have

    dE(u),vV,V=Ω[γuv+f(u)v]dx, (2.7)
    d2E(u)v,wV,V=Ω[γvw+f(u)vw]dx, (2.8)

    where dE(u)V is the first differential of E at u and d2E(u)L(V,V) is the differential of order two of E at u.

    If u is a regular solution of (1.1), on computing we see that

    ddtE(u(t))=|w|21=|ut|21t0, (2.9)

    so that E is a Lyapunov functional associated with (1.1).


    2.2. Existence, uniqueness and Lyapunov stability

    Let τ>0 denote the time-step. The second-order backward differentiation scheme for (1.1) reads [43,45]: let (u0,u1)V×V and for n=1, 2, ..., let (un+1,wn+1)V×V solve

    {12τ(3un+14un+un1,φ)+(wn+1,φ)=0(wn+1,ψ)=γ(un+1,ψ)+(f(un+1),ψ), (2.10)

    for all (φ,ψ)V×V. For simplicity, we assume that

    u0=u1, (2.11)

    so that, by induction, any sequence (un) which complies with (2.10) satisfies un=u0 for all n (choose φ=1/|Ω| in (2.10)). We note that w0 and w1 need not be defined.

    For later purpose, we note that if un=un1, then (2.10) is equivalent to

    {un+1=un(˙Δ)1(3un+14un+un1)2τ+˙wn+1=0˙wn+1=γΔun+1+f(un+1)f(un+1)wn+1=f(un+1). (2.12)

    Eliminating wn+1 leads to

    (˙Δ)1(3un+14un+un1)2τγΔun+1+f(un+1)f(un+1)=0. (2.13)

    Proposition 2.1 (Existence for all τ). For all (u0,u1)V×V such that u0=u1, there exists at least one sequence (un,wn)n which complies with (2.10). Moreover, un=u0 for all n.

    Proof. Existence can be obtained by minimizing an appropriate functional. By induction, assume that for some n1, (un1,un)V×V is defined, with un=un1=u0. Then, by (2.13), un+1 can be obtained by solving

    min{Gn(v) : vV, v=u0}, (2.14)

    where

    Gn(v)=34τ|˙v|21+12τ(4˙un+˙un1,˙v)1+E(v).

    By (2.5), there exist κ1>0 and κ20 such that

    F(s)κ1s2κ2,sR.

    Thus, for all vV,

    (F(v),1)κ1|v|20κ2|Ω|,

    and so

    E(v)κ3v21κ2|Ω|, (2.15)

    with κ3=min{γ/2,κ1}>0. Moreover, by the Cauchy-Schwarz inequality,

    |(4˙un+˙un1,˙v)1||˙v|1|4˙un+˙un1|132|˙v|21+Cn,

    for some constant Cn which depends on |˙un|1 and |˙un1|1. Summing up, we have proved that

    Gn(v)κ3v21κ2|Ω|Cn2τ.

    By considering a minimizing sequence (vk) for problem (2.14), we obtain a minimizer, i.e. un+1. Then wn+1 can be recovered from un+1 by (2.12).

    Proposition 2.2 (Uniqueness). If 1/τ>c2f/(6γ), then for every (u0,u1)V×V such that u0=u1, there exists at most one sequence (un,wn)n which complies with (2.10).

    Proof. Assume that (un+1,wn+1) and (˜un+1,˜wn+1) are two solutions of (2.10), and denote δu=un+1˜un+1, δw=wn+1˜wn+1. On subtracting, we obtain

    3(δu,φ)/(2τ)+(δw,φ)=0,(δw,ψ)=γ(δu,ψ)+(f(un+1)f(˜un+1),ψ), (2.16)

    for all (φ,ψ)V×V. Choosing φ=δw and ψ=δu yields

    (2τ/3)|δw|21=γ|δu|21+(f(un+1)f(˜un+1),δu).

    Using the mean value inequality and (2.4) yields

    (sr)(f(s)f(r))=f(ξ)(sr)2cf(sr)2,

    for all r,sR, for some ξR depending on r,s. Thus,

    cf|δu|20γ|δu|21+(2τ/3)|δw|21.

    Using now (2.16) with φ=δu, we obtain

    cf|δu|20=(2τcf/3)(δw,δu)γ|δu|20+τ2c2f9γ|δw|2.

    If τc2f<6γ, then δ˙w=0, and by (2.16), δu=0 also. Uniqueness follows.

    We define the following pseudo-energy

    ε(u,v)=E(u)+14τ|˙v|21,(u,v)V×V. (2.17)

    For a sequence (un)n, let also δun=unun1 denote the backard difference. The following relation will prove useful,

    3un+14un+un1=2δun+1+(δun+1δun). (2.18)

    Proposition 2.3 (Lyapunov stability). Let ε[0,1). If (un,wn)n is a sequence which complies with (2.10)-(2.11), then for all n1,

    ε(un+1,δun+1)+εγ2|un+1un|21+(1τc2f8γ(1ε))|un+1un|21+14τ|δun+1δun|21ε(un,δun). (2.19)

    Proof. We take the L2 scalar product of equation (2.13) by δun+1 and we use (2.18).

    1τ|δun+1|21+12τ(δun+1δun,δun+1)1+γ(un+1,(un+1un))=(f(un+1),unun+1).

    By the Taylor-Lagrange formula, from (2.4), we deduce that

    F(r)F(s)f(s)(rs)cf2|rs|2,r,sR.

    Thus,

    (f(un+1),unun+1)(F(un),1)(F(un+1),1)+cf2|un+1un|20.

    Next, we use the well-known identity

    (a,ab)m=12|a|2m12|b|2m+12|ab|2m,

    for m=-1 and m=0. We find

    1τ|δun+1|21+14τ(|δun+1|21|δun|21+|δun+1δun|21)+γ2(|un+1|21|un|21+|un+1un|21)(F(un),1)(F(un+1),1)+cf2|un+1un|20. (2.20)

    The interpolation inequality (2.2) and Young’s inequality yield

    cf2|un+1un|20γ(1ε)2|un+1un|21+c2f8γ(1ε)|un+1un|21.

    Plugging this into (2.20) gives (2.19).

    Remark 2.4. If τ is small enough, then by choosing ε(0,1), we see that the scheme (2.10) is more dissipative than the original equation (1.1), since the H1 norm |un+1un|21 appears in (2.19); in contrast, only the H1 norm |ut|21 appears in (2.9).


    3. Convergence to equilibrium

    For a sequence (un)n in V, we define its omega-limit set by

    ω((un)n):={uV : nk, unku (strongly) in V}.

    Let MR be given and consider the following affine subspace of V,

    VM={vV : v=M}=M+˙V. (3.1)

    The set of critical points of E (see (2.6)) in VM is

    SM={uVM :γΔu+f(u)f(u)=0 in ˙V}.

    Indeed, we already know that EC2(VM;R). Observe that, for any uVM, ˙v˙V, we have (see (2.7))

    dE(u),v˙V,˙V=Ω[γuv+f(u)v]dx=Ω[γuv+(f(u)f(u))v]dx=γΔu+f(u)f(u),v˙V,˙V. (3.2)

    By definition, u is a critical point of E in VM if dE(u)=0 in ˙V. The definition of SM follows.

    Proposition 3.1. Assume that 1/τ>c2f/(8γ) and let (un,wn)n be a sequence which complies with (2.10)-(2.11). Then δun0 in V and ω((un)n) is a nonempty compact and connected subset of V which is included in SM with M=u0. Moreover, E is constant on ω((un)n).

    Proof. Using the assumption on τ, we may choose ε(0,1) such that 1/τ=c2f/(8γ(1ε)). Then (2.19) reads

    ε(un+1,δun+1)+εγ2|un+1un|21+14τ|δun+1δun|21ε(un,δun), (3.3)

    for all n1. In particular, (ε(un,δun))n is non increasing. Moreover, by (2.15),

    ε(u,v)κ3u21+14τ|˙v|21κ2|Ω|,(u,v)V×V. (3.4)

    Since ε(u1,δu1)<+, we deduce from (3.4) that (un,δun) is bounded in V×V and that ε(un,δun) is bounded from below. Thus, ε(un,δun) converges to some ε in R. By induction, from (3.3)-(3.4) we also deduce that

    n=1|un+1un|212εγ(ε(u1,δu1)+κ2|Ω|)<+.

    In particular, δun0 in V. This implies that E(un)ε, and so E is equal to ε on ω((un)n).

    Next, we claim that the sequence (un) is precompact in V. Let us first assume d=3. We deduce from the Sobolev imbedding [19] that (un) is bounded in L6(Ω). By the growth condition (2.3), there exists 2q>6/5 such that f(un+1)Lq(Ω)M1, where M1 is independent of n. By elliptic regularity [3], we deduce from (2.13) that (un+1)n1 is bounded in W2,q(Ω). Finally, from the Sobolev imbedding [19], W2,q(Ω) is compactly imbedded in V, and the claim is proved.

    In the case d=1 or 2, we obtain directly from the Sobolev imbedding that f(un+1) is bounded in Lq(Ω), for any q<+, and we conclude similarly.

    As a consequence, ω((un)n) is a nonempty compact subset of V. Since |un+1un|10, ω((un)n) is also connected. Let finally u belong to ω((un)n), with nk such that unku in V. We let nk tend to in (2.11). Thanks to (2.13), the whole sequence (un) belongs to VM and u as well, where M=u0. By (2.18), the term corresponding to the discrete time derivative tends to 0 in V, and we obtain that u belongs to SM.

    If the critical points of E are isolated, i.e. SM is discrete, then Proposition 3.1 ensures that the sequence (un)n converges in V. However, as pointed out in the introduction, the structure of SM is generally not known, and there may even be a continuum of steady states. In such cases, the Łojasiewicz-Simon inequality which follows is needed to ensure convergence of the whole sequence (un).

    Lemma 3.2. Let uSM. Then there exist constants θ(0,1/2) and δ>0 depending on u such that, for any uVM satisfying |uu|1<δ, there holds

    |E(u)E(u)|1θ|γΔu+f(u)f(u)|1. (3.5)

    Proof. We will apply the abstract result of Theorem 11.2.7 in [27]. We introduce the auxiliary functional EM(v)=E(M+v) on ˙V. We will also use the auxiliary functions

    fM(s)=f(M+s) and FM(s)=F(M+s).

    It is obvious that

    EM(v)=Ω[γ2|v|2+FM(v)]dx.

    The function EM is of class C2 on ˙V and by (3.2), for any v˙V, we have

    dEM(v)=γΔv+fM(v)fM(v) in ˙V.

    Similarly, by (2.8), for any v,φ˙V, we have

    d2EM(v)φ=γΔφ+fM(v)φfM(v)φ in ˙V. (3.6)

    Let v˙V be a critical point of EM, i.e. a solution of dEM(v)=0 in ˙V. Using (2.3) and elliptic regularity, we obtain that vC0(¯Ω)L(Ω). In particular, fM(v)L(Ω). The operator A=d2EM(v)L(˙V,˙V) (cf.(3.6)) can be written

    A=γΔ+P0(fM(v)Id),

    where γΔ:˙V˙V is an isomorphism, P0:H˙H is the L2-projection operator, and fM(v)Id:˙VH is a multiplication operator. Since ˙V is compactly imbedded in ˙H [19], fM(v)Id:˙VH is compact, and P0(fM(v)Id) as well. Using [27, Theorem 2.2.5], we obtain that A is a semi-Fredholm operator.

    Next, let N(A) denote the kernel of A, and Π:˙VN(A) the L2 projection. By [27, Corollary 2.2.6], L:=A+Π:˙V˙V is an isomorphism. We choose Z=˙H and denote W=L1(Z); W is a Banach space for the norm wW=|L(w)|0. We claim that W is continuously imbedded in W2,2(Ω).

    Indeed, by definition, wW if and only if w˙V and L(w)=g for some gZ, i.e.

    w˙V and γΔw+fM(v)wfM(v)w+Πw=g.

    Thus, Δw˙H. By elliptic regularity [3], wW2,2(Ω). Moreover, by the triangle inequality,

    γ|Δw|0CfM(v)L|w|0+|Πw|0+|L(w)|0CwW,

    where C is a constant independent of w. But, by elliptic regularity [3], we also know that wW2,2C|Δw|0 for all w˙V. This proves the claim.

    The Nemytskii operator fM:vfM(v) is analytic from L(Ω) into L(Ω) (see [27, Example 2.3]). Using [27, Proposition 2.3.4], we find that the functional vΩFM(v) is real analytic from L(Ω) into R. Thus, EM, which is the sum of a continuous quadratic functional and of a functional which is real analytic on WW2,2(Ω)L(Ω), is real analytic on W. We also obtain that dEM:WZ is real analytic.

    We are therefore in position to apply the abstract Theorem 11.2.7 in [27], which shows that there exist θ(0,1/2) and δ>0 such that for all v˙V,

    |vv|1<δ|EM(v)EM(v)|1θ|dEM(v)|1. (3.7)

    Finally, we note that any uSM can be written u=M+v, where v is a critical point of EM; by definition of VM, any uVM can be written u=M+v with v˙V. The expected Łojasiewicz-Simon inequality (3.5) is exactly (3.7) written in terms of u, u, E and f.

    Theorem 3.3. Assume that 1/τ>c2f/(8γ) and let (un,wn)n be a sequence which complies with (2.10)-(2.11). Then the whole sequence converges to (u,w) in V×V, with uSM, M=u0, and w constant. Moreover, the following convergence rate holds

    unu1+wnw1Cnθ1θ, (3.8)

    for all n2, where C is a constant depending on u01, u11, f, γ, τ, and θ, while θ(0,1/2) may depend on u.

    Proof. Let M=u0. For every uω((un)n), there exist θ(0,1) and δ>0 which may depend on u such that the inequality (3.5) holds for every uBδ(u)={uVM : |uu|<δ}. The union of balls {Bδ(u) : uω((un)n)} forms an open covering of ω((un)n) in VM. Due to the compactness of ω((un)n) in V, we can find a finite subcovering {Bδi(ui)}mi=1 such that the constants δi and θi corresponding to ui in Lemma 3.2 are indexed by i.

    From the definition of ω((un)n), we know that there exists a sufficiently large n0 such that unU=mi=1Bδi(ui) for all nn0. Taking θ=minmi=1{θi}, we deduce from Lemma 3.2 and Proposition 3.1 that for all nn0,

    |E(un)ε|1θ|γΔun+f(un)f(un)|1, (3.9)

    where ε is the value of E on ω((un)n). We may also assume (by taking a larger n0 if necessary) that for all nn0, |δun|11.

    We denote Φn=ε(un,δun)ε, so that Φn0 and Φn is nonincreasing. Let nn0. Using the inequality (a+b)1θa1θ+b1θ, valid for all a,b0, together with (3.9), we obtain

    Φ1θn+1|E(un+1)ε|1θ+(4τ)θ1|δun+1|2(1θ)1|γΔun+1+f(un+1)f(un+1)|1+(4τ)θ1|δun+1|1C(|un+1un|1+|δun+1δun|1),C(|un+1un|21+|δun+1δun|21)1/2 (3.10)

    where C=C(τ,θ,(˙Δ)1L(˙V,˙V),(˙Δ)1L(˙V,˙V)) (here and in the following, C denotes a generic positive constant independent of n). For the third inequality, we have used (2.13) and (2.18). Next, we choose ε(0,1) such that 1/τ=c2f/(8γ(1ε)). Then (3.3) holds, and it can be written

    ΦnΦn+1C(|un+1un|21+|δun+1δun|21), (3.11)

    with C=C(τ,γ,ε)>0.

    Assume first that Φn+1>Φn/2. Then

    ΦθnΦθn+1=θΦnΦn+1xθ1dxθΦnΦn+1Φn2θ1θΦnΦn+1Φ1θn+1.

    Using (3.10) and (3.11), we find

    ΦθnΦθn+1C(|un+1un|21+|δun+1δun|21)1/2,

    where C=C(τ,θ,γ,ε,(˙Δ)1L(˙V,˙V),(˙Δ)1L(˙V,˙V)).

    Now, if Φn+1Φn/2, then

    Φ1/2nΦ1/2n+1(11/2)Φ1/2n(11/2)(ΦnΦn+1)1/2

    and using (3.11) again, we find

    Φ1/2nΦ1/2n+1C(|un+1un|21+|δun+1δun|21)1/2.

    Thus, in both cases, we have

    |un+1un|1C(ΦθnΦθn+1)+C(Φ1/2nΦ1/2n+1), (3.12)

    for all nn0. Summing on nn0, we obtain

    n=n0|un+1un|1CΦθn0+CΦ1/2n0<+. (3.13)

    Using the Cauchy criterion, we find that the whole sequence (un) converges to some u in V. By Proposition 3.1, u belongs to SM. Using the second equation in (2.12), we see that ˙wn0. For the term wn, we write

    Ω|f(un)f(u)|dx=Ω|10f((1s)un+su)(unu)ds|dx.

    Using assumption (2.3), Hölder's inequality and Sobolev imbeddings, we find

    Ω|f(un)f(u)|dxC(un1,u1)unu1.

    Since (un) is bounded in V, this yields, for all n2,

    |wnw|=|f(un)f(u)||f(un)f(u)|Cunu1, (3.14)

    where we have used the last equation in (2.12) and where w=f(u). This implies that wnw in V (see (2.1)), and it concludes the proof of convergence.

    For the convergence rate, we will first show that

    0ΦnCn112θ, (3.15)

    for all nn1, for some n1>n0 large enough. The exponent θ is the same as above. If Φn1=0 for some n1n0, then Φn=0 for all nn1, and estimate 3.15 is obvious. So we may assume that Φn>0 for all n. Let nn0 and denote G(s)=1s12θ. The sequence G(Φn) is nondecreasing and tends to +.

    If Φn+1>Φn/2, then

    G(Φn+1)G(Φn)=ΦnΦn+112θs22θds(12θ)22θ2Φ2θ2n+1[ΦnΦn+1](3.11)CΦ2θ2n+1(|un+1un|21+|δun+1δun|21)(3.10)C1,

    where C1 is a positive constant independent of n.

    If Φn+1Φn/2 and Φn1, then

    G(Φn+1)G(Φn)212θ1Φ12θn212θ1.

    Let n0n0 be large enough so that Φn01. Then, in both cases, for all nn0, we have

    G(Φn+1)G(Φn)C2,

    where C2=min{C1,212θ1}>0. By summation on n, we obtain

    G(Φn)G(Φn0)C2(nn0),

    for all nn0. Thus, by choosing n1>n0 large enough, we have

    G(Φn)C22n,

    for all nn1, which yields (3.15).

    Now, by summing estimate (3.12) on n, we find

    |unu|1k=n|uk+1uk|1CΦθn+CΦ1/2nCΦθn,

    for all nn1. Using (3.15) yields

    unu1Cnθ12θ, (3.16)

    for all nn1. We may change the constant C in order for the estimate to hold for all n2. From (3.16) and the second equation in (3.12), we obtain the convergence rate for (˙wn). The convergence rate for wn is a consequence of (3.16) and (3.14). This concludes the proof.

    Remark 3.4. It is possible to show that a local minimizer of E in VM is stable uniformly with respect to τ. More precisely, let (uτn)n denote a sequence which complies with (2.13) and corresponding to a time-step τ. We assume τ(0,τ] where τ>0 is such that 1/τ>c2f/(8γ). If uVM is a local minimizer of E in VM, and if uτ0=uτ1 is close enough to u in VM, then the whole sequence (uτn)n remains close to u, uniformly with respect to τ(0,τ]. The proof of this stability result is based on the Łojasiewicz-Simon inequality (it may be false for a C nonlinearity, see [2]). It is proved in [4] for several fully discrete approximations of the Allen-Cahn equation. The case of the semi-discrete scheme (2.13) is more involved. Indeed, dissipative estimates (uniform in τ) are needed to obtain pre-compactness of the set {uτn : τ(0,τ], nN} in VM. Moreover, as τ0+, the dissipation due to the scheme vanishes (cf. Remark 2.4). Thus, instead of the series n|uτn+1uτn|1 (cf. (3.13)), we have to deal with the series n|uτn+1uτn|1. We refer the interested reader to [28,35] for the proof of stability of a local minimizer in an infinite dimensional setting (for continuous dynamical systems).


    Acknowledgments

    Paola F. Antonietti has been partially supported by SIR Project No. RBSI14VT0S“PolyPDEs: Non-conforming polyhedral finite element methods for the approximation of partial differential equations”funded by MIUR.


    [1] H. Abels and M. Wilke, Convergence to equilibrium for the Cahn-Hilliard equation with a logarithmic free energy, Nonlinear Anal., 67 (2007), 3176-3193.
    [2] P.-A. Absil and K. Kurdyka, On the stable equilibrium points of gradient systems, Systems Control Lett., 55 (2006), 573-577.
    [3] S. Agmon, A. Douglis, and L. Nirenberg, Estimates near the boundary for solutions of elliptic partial differential equations satisfying general boundary conditions. I, Comm. Pure Appl. Math.,12 (1959), 623-727.
    [4] N. E. Alaa and M. Pierre, Convergence to equilibrium for discretized gradient-like systems with analytic features, IMA J. Numer. Anal., 33 (2013), 1291-1321.
    [5] P. F. Antonietti, L. Beir˜ao da Veiga, S. Scacchi, and M. Verani, A C1 virtual element method for the Cahn-Hilliard equation with polygonal meshes, SIAM J. Numer. Anal., 54 (2016), 34-56.
    [6] H. Attouch and J. Bolte, On the convergence of the proximal algorithm for nonsmooth functions involving analytic features, Math. Program., 116 (2009), 5-16.
    [7] H. Attouch, J. Bolte, and B. F. Svaiter, Convergence of descent methods for semi-algebraic and tame problems: proximal algorithms, forward-backward splitting, and regularized Gauss-Seidel methods, Math.Program., 137 (2013), 91-129.
    [8] T. B´arta, R. Chill, and E. Faˇsangov´a, Every ordinary di erential equation with a strict Lyapunov function is a gradient system, Monatsh. Math., 166 (2012), 57-72.
    [9] J. Bolte, A. Daniilidis, O. Ley, and L. Mazet, Characterizations of Łojasiewicz inequalities: subgradient flows, talweg, convexity, Trans. Amer. Math. Soc., 362 (2010), 3319-3363.
    [10] J. W. Cahn and J. E. Hilliard, Free energy of a nonuniform system. I. Interfacial free energy, J. Chem. Phys., 28 (1958), 258-267.
    [11] L. Cherfils, A. Miranville, and S. Zelik, The Cahn-Hilliard equation with logarithmic potentials, Milan J. Math., 79 (2011), 561-596.
    [12] L. Cherfils and M. Petcu, A numerical analysis of the Cahn-Hilliard equation with non-permeable walls, Numer. Math., 128 (2014), 517-549.
    [13] 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.
    [14] R. Chill, E. Faˇsangov´a, and J. Pr¨uss, Convergence to steady state of solutions of the Cahn-Hilliard and Caginalp equations with dynamic boundary conditions, Math. Nachr., 279 (2006), 1448-1462.
    [15] R. Chill and M. A. Jendoubi, Convergence to steady states in asymptotically autonomous semilinear evolution equations, Nonlinear Anal., 53 (2003), 1017-1039.
    [16] Q. Du and R. A. Nicolaides, Numerical analysis of a continuum model of phase transition, SIAMJ. Numer. Anal., 28 (1991), 1310-1322.
    [17] C. M. Elliott, The Cahn-Hilliard model for the kinetics of phase separation, in Mathematical models for phase change problems (O´ bidos, 1988), vol. 88 of Internat. Ser. Numer. Math., Birkha¨user,Basel, 1989, 35-73.
    [18] C. G. Gal and A. Miranville, Robust exponential attractors and convergence to equilibria for non-isothermal Cahn-Hilliard equations with dynamic boundary conditions, Discrete Contin. Dyn.Syst. Ser. S, 2(2009), 113-147.
    [19] D. Gilbarg and N. S. Trudinger, Elliptic partial differential equations of second order, Classics in Mathematics, Springer-Verlag, Berlin, 2001. Reprint of the 1998 edition.
    [20] H. Gomez, V. M. Calo, Y. Bazilevs, and T. J. R. Hughes, Isogeometric analysis of the Cahn-Hilliard phase-field model, Comput. Methods Appl. Mech. Engrg., 197 (2008), 4333-4352.
    [21] H. Gomez and T. J. R. Hughes, Provably unconditionally stable, second-order time-accurate, mixed variational methods for phase-field models, J. Comput. Phys., 230 (2011), 5310-5327.
    [22] L. Gouden`ege, D. Martin, and G. Vial, High order finite element calculations for the Cahn-Hilliard equation, J. Sci. Comput., 52 (2012), 294-321.
    [23] M. Grasselli and M. Pierre, Energy stable and convergent finite element schemes for the modified phase field crystal equation, ESAIM Math. Model. Numer. Anal., (in press).
    [24] M. Grinfeld and A. Novick-Cohen, Counting stationary solutions of the Cahn-Hilliard equation by transversality arguments, Proc. Roy. Soc. Edinburgh Sect. A, 125 (1995), 351-370.
    [25] F. Guill´en-Gonz´alez and M. Samsidy Goudiaby, Stability and convergence at infinite time of several fully discrete schemes for a Ginzburg-Landau model for nematic liquid crystal flows, Discrete Contin. Dyn.Syst., 32 (2012), 4229-4246.
    [26] J. Guo, C. Wang, S. M. Wise, and X. Yue, An H2 convergence of a second-order convex-splitting,finite difference scheme for the three-dimensional Cahn-Hilliard equation, Commun. Math. Sci.,14 (2016), 489-515.
    [27] A. Haraux and M. A. Jendoubi, The convergence problem for dissipative autonomous systems,SpringerBriefs in Mathematics, Springer, Cham; BCAM Basque Center for Applied Mathematics,Bilbao, 2015. Classical methods and recent advances, BCAM SpringerBriefs.
    [28] S.-Z. Huang, Gradient inequalities, vol. 126 of Mathematical Surveys and Monographs, American Mathematical Society, Providence, RI, 2006.
    [29] S. Injrou and M. Pierre, Error estimates for a finite element discretization of the Cahn-Hilliard-Gurtin equations, Adv. Di erential Equations, 15 (2010), 1161-1192.
    [30] J. Jiang, H.Wu, and S. Zheng, Well-posedness and long-time behavior of a non-autonomous Cahn-Hilliard-Darcy system with mass source modeling tumor growth, J. Di erential Equations, 259(2015), 3032-3077.
    [31] O. Kavian, Introduction `a la th´eorie des points critiques et applications aux probl`emes elliptiques,vol. 13 of Math´ematiques & Applications (Berlin) [Mathematics & Applications], Springer-Verlag,Paris, 1993.
    [32] S. Kosugi, Y. Morita, and S. Yotsutani, Stationary solutions to the one-dimensional Cahn-Hilliard equation: proof by the complete elliptic integrals, Discrete Contin. Dyn. Syst., 19 (2007), 609-629.
    [33] S. Łojasiewicz, Une propri´et´e topologique des sous-ensembles analytiques r´eels, in Les ´ Equations aux D´eriv´ees Partielles (Paris, 1962), ´ Editions du Centre National de la Recherche Scientifique, Paris, 1963, 87-89.
    [34] B. Merlet and M. Pierre, Convergence to equilibrium for the backward Euler scheme and applications,Commun. Pure Appl. Anal., 9 (2010), 685-702.
    [35] A. Miranville and A. Rougirel, Local and asymptotic analysis of the flow generated by the Cahn-Hilliard-Gurtin equations, Z. Angew. Math. Phys., 57 (2006), 244-268.
    [36] F. Nabet, Convergence of a finite-volume scheme for the Cahn-Hilliard equation with dynamic boundary conditions, IMA J. Numer. Anal., (in press).
    [37] A. Novick-Cohen, The Cahn-Hilliard equation, in Handbook of di erential equations: evolutionary equations. Vol. IV, Handb. Di er. Equ., Elsevier/North-Holland, Amsterdam, 2008, 201-228.
    [38] M. Pierre and P. Rogeon, Convergence to equilibrium for a time semi-discrete damped wave equation,J. Appl. Anal. Comput., 6 (2016), 1041-1048.
    [39] P. Pol´aˇcik and F. Simondon, Nonconvergent bounded solutions of semilinear heat equations on arbitrary domains, J. Di erential Equations, 186 (2002), 586-610.
    [40] J. Pr¨uss, R. Racke, and S. Zheng, Maximal regularity and asymptotic behavior of solutions for the Cahn-Hilliard equation with dynamic boundary conditions, Ann. Mat. Pura Appl. (4), 185 (2006),627-648.
    [41] J. Pr¨uss and M. Wilke, Maximal Lp-regularity and long-time behaviour of the non-isothermal Cahn-Hilliard equation with dynamic boundary conditions, in Partial di erential equations and functional analysis, vol. 168 of Oper. Theory Adv. Appl., Birkh¨auser, Basel, 2006, 209-236.
    [42] P. Rybka and K.-H. Hoffmann, Convergence of solutions to Cahn-Hilliard equation, Comm. Partial Differential Equations, 24 (1999), 1055-1077.
    [43] J. Shen and X. Yang, Numerical approximations of Allen-Cahn and Cahn-Hilliard equations, Discrete Contin. Dyn. Syst., 28 (2010), 1669-1691.
    [44] L. Simon, Asymptotics for a class of nonlinear evolution equations, with applications to geometric problems, Ann. of Math. (2), 118 (1983), 525-571.
    [45] A. M. Stuart and A. R. Humphries, Dynamical systems and numerical analysis, vol. 2 of Cambridge Monographs on Applied and Computational Mathematics, Cambridge University Press, Cambridge, 1996.
    [46] F. Tone, On the long-time stability of the Crank-Nicolson scheme for the 2D Navier-Stokes equations,Numer. Methods Partial Di erential Equations, 23 (2007), 1235-1248.
    [47] J. Wei and M. Winter, On the stationary Cahn-Hilliard equation: interior spike solutions, J. Differential Equations, 148 (1998), 231-267.
    [48] H. Wu, Convergence to equilibrium for a Cahn-Hilliard model with the Wentzell boundary condition, Asymptot. Anal., 54 (2007), 71-92.
    [49] H. Wu and S. Zheng, Convergence to equilibrium for the Cahn-Hilliard equation with dynamic boundary conditions, J. Di erential Equations, 204 (2004), 511-531.
    [50] X.Wu, G. J. van Zwieten, and K. G. van der Zee, Stabilized second-order convex splitting schemes for Cahn-Hilliard models with application to diffuse-interface tumor-growth models, Int. J. Numer. MethodsBiomed. Eng., 30 (2014), 180-203.
    [51] S. Zheng, Asymptotic behaviour to the solution of the Cahn-Hilliard equation, Applic. Anal., 23 (1986), 165-184.
  • This article has been cited by:

    1. Anass Bouchriti, Morgan Pierre, Nour Eddine Alaa, Gradient stability of high-order BDF methods and some applications, 2020, 26, 1023-6198, 74, 10.1080/10236198.2019.1709062
    2. Anass Bouchriti, Morgan Pierre, Nour Eddine Alaa, REMARKS ON THE ASYMPTOTIC BEHAVIOR OF SCALAR AUXILIARY VARIABLE (SAV) SCHEMES FOR GRADIENT-LIKE FLOWS, 2020, 10, 2156-907X, 2198, 10.11948/20190373
    3. Yusuf Olatunbosun Tafa, Gang Zhao, Wei Wang, Isogeometric Analysis Prediction of Stress Concentration Factor of Trivariate NURBS-Based Rectangular Plate with Central Elliptical Hole, 2014, 556-562, 1662-7482, 742, 10.4028/www.scientific.net/AMM.556-562.742
    4. Morgan Pierre, Maximum time step for high order BDF methods applied to gradient flows, 2022, 59, 0008-0624, 10.1007/s10092-022-00479-0
    5. Mouhamadou Samsidy Goudiaby, Ababacar Diagne, Leon Matar Tine, Longtime behavior of a second order finite element scheme simulating the kinematic effects in liquid crystal dynamics, 2021, 20, 1534-0392, 3499, 10.3934/cpaa.2021116
    6. Matthieu Brachet, Philippe Parnaudeau, Morgan Pierre, Convergence to equilibrium for time and space discretizations of the Cahn-Hilliard equation, 2022, 15, 1937-1632, 1987, 10.3934/dcdss.2022110
  • Reader Comments
  • © 2016 the Author(s), licensee AIMS Press. This is an open access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0)
通讯作者: 陈斌, bchen63@163.com
  • 1. 

    沈阳化工大学材料科学与工程学院 沈阳 110142

  1. 本站搜索
  2. 百度学术搜索
  3. 万方数据库搜索
  4. CNKI搜索

Metrics

Article views(6103) PDF downloads(1371) Cited by(6)

Article outline

/

DownLoad:  Full-Size Img  PowerPoint
Return
Return

Catalog