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A model for lime consolidation of porous solidsthanks: This work was supported by the GAČR Grant No. 20-14736S; the European Regional Development Fund Project No. CZ.02.1.01/0.0/0.0/16_019/0000778; and the Austrian Science Fund (FWF) Project V662.

Bettina Detmann University of Duisburg-Essen, Faculty of Engineering, Department of Civil Engineering, D-45117 Essen, Germany, E-mail: bettina.detmann@uni-due.de.    Chiara Gavioli Institute of Analysis and Scientific Computing, TU Wien, Wiedner Hauptstraße 8-10, A-1040 Vienna (Austria), E-mail: chiara.gavioli@tuwien.ac.at.    Pavel Krejčí Faculty of Civil Engineering, Czech Technical University, Thákurova 7, CZ-16629 Praha 6, Czech Republic, E-mail: Pavel.Krejci@cvut.cz.    Jan Lamač Faculty of Civil Engineering, Czech Technical University, Thákurova 7, CZ-16629 Praha 6, Czech Republic, E-mail: Jan.Lamac@cvut.cz.    Yuliya Namlyeyeva Faculty of Civil Engineering, Czech Technical University, Thákurova 7, CZ-16629 Praha 6, Czech Republic, E-mail: yuliya.namlyeyeva@fsv.cvut.cz.
Abstract

We propose a mathematical model describing the process of filling the pores of a building material with lime water solution with the goal to improve the consistency of the porous solid. Chemical reactions produce calcium carbonate which glues the solid particles together at some distance from the boundary and strengthens the whole structure. The model consists of a 3D convection-diffusion system with a nonlinear boundary condition for the liquid and for calcium hydroxide, coupled with the mass balance equations for the chemical reaction. The main result consists in proving that the system has a solution for each initial data from a physically relevant class. A 1D numerical test shows a qualitative agreement with experimental observations.


Keywords: porous media, reaction-diffusion, consolidation

2020 Mathematics Subject Classification: 35K51, 80A32, 92E20

Introduction

In this paper we investigate mathematically a process which is used by the building industry in order to protect and conserve cultural goods and other structure works. Such structures which are subject to weathering can be strengthened by filling the pores by a water-lime-mixture. The mixture penetrates into the pore structure of the stone and the calcium hydroxide reacts with carbon dioxide and builds calcium carbonate and water. A solid layer is built in the pore space which strengthens the material. The main problem is, however, that the consolidated layer is in practice rather thin and is located too close to the active boundary.

In order to avoid possible ambiguity, it is necessary to explain that the term ‘consolidation’ is to be interpreted here as a process of formation of calcium carbonate which has the property of binding the particles together. It might also be called ‘cementation’ or ‘compaction’.

In the literature there are a lot of works dealing with those problems. Different practical strategies for the wetting and drying regime which lead to a more uniform distribution of the consolidant are compared in [25]. A mathematical model is proposed in [31, 32], and [13], where the authors derive governing equations for moisture, heat, and air flow through concrete. A numerical procedure based on the finite element method is developed there to solve the set of equations and to investigate the influence of relative humidity and temperature. It is shown that the amount of calcium carbonate formed in a unit of time depends on the degree of carbonation, i. e., the availability of calcium hydroxide, the temperature, the carbon dioxide concentration and the relative humidity in the pore structure of the concrete. An extension of the aforementioned papers by studying the hygro-thermal behavior of concrete in the special situation of high temperatures can be found in [17].

In the present case chemical reactions take place. Various approaches exist which describe such processes by models which stem from different backgrounds (e. g., from mixture theory or empirical models). An overview on the development of theories especially for porous media including chemical reactions is given in [14]. The interactions between the constituents of a porous medium are not necessarily of chemical nature which would lead to a chemical transformation of one set of chemical substances to another. Simpler is the mass exchange between the constituents by physical processes like adsorption. Adsorption-diffusion processes have been studied by B. Albers (the former name of B. Detmann) e. g. in [2]. Other works on sorption in porous solids including molecular condensation are [5] or [6]. In these works the diffusivities of water and carbon dioxide are assumed to be strongly dependent on pore humidity, temperature and also on the degree of hydration of concrete. The authors realized that the porosity becomes non-uniform in time. This is an observation which is interesting also in the present case because the structure of the channels clearly changes with the progress of the reaction. A survey of consolidation techniques for historical materials is published in [27]. The influence of the particle size on the efficiency of the consolidation process is investigated in [35]. Experimental determination of the penetration depth is the subject of [7, 8, 9]. Different variants of the consolidants is studied in [15, 22, 28, 33], and an experimental work on mechanical interaction between the consolidant and the matrix material is carried out in [21].

A further work dealing with chemical reactions and diffusion in concrete based on the mixture theory for fluids introduced by Truesdell and coworkers is by A. J. Vromans et al. [37]. The model describes the corrosion of concrete with sulfuric acid which means a transformation of slaked lime and sulfuric acid into gypsum releasing water. It is a similar reaction we are looking at. A similar topic is dealt with in [36], where it is shown how the carbonation process in lime mortar is influenced by the diffusion of carbon dioxide into the mortar pore system by the kinetics of the lime carbonation reaction and by the drying and wetting process in the mortar.

Experimental results of CaCO3\mathrm{CaCO_{3}} precipitation kinetics can be found in [30]. The porosity changes during the reaction. This was studied by Houst and Wittmann, who also investigated the influence of the water content on the diffusivity of CO2\mathrm{CO_{2}} and O2\mathrm{O_{2}} through hydrated cement paste [19]. An investigation of the physico-chemical characteristics of ancient mortars with comparison to a reaction-diffusion model by Zouridakis et al. is presented in [38]. A slightly different reaction involving also sulfur is mathematically studied in [10] by Böhm et al. There the corrosion in a sewer pipe is modeled as a moving-boundary system. A strategy for predicting the penetration of carbonation reaction fronts in concrete was proposed by Muntean et al. in [23]. A simple 1D mathematical model for the treatment of sandstone neglecting the effects of chemical reactions is proposed in [12] and further refined in [11].

We model the consolidation process as a convection-diffusion system coupled with chemical reaction in a 3D porous solid. The physical observation that only water can be evacuated from the porous body, while lime remains inside, requires a nonstandard boundary condition on the active part of the boundary. We choose a simple one-sided condition for the lime exchange between the interior and the exterior. The main result of the paper consists in proving rigorously that the resulting initial-boundary value problem for the PDE system in 3D has a solution satisfying natural physical constraints, including the boundedness of the concentrations proved by means of time discrete Moser iterations. We also show the result of numerical simulation in a simplified 1D situation.

The structure of the present paper is the following. In Section 1, we explain the modeling hypotheses and derive the corresponding system of balance equations with nonlinear boundary conditions. In Section 2, we give a rigorous formulation of the initial-boundary value problem, specify the mathematical hypotheses, and state the main result in Theorem 2.2. The solution is constructed by a time-discretization scheme proposed in Section 3. The estimates independent of the time step size derived for this time-discrete system constitute the substantial step in the proof of Theorem 2.2, which is obtained in Section 4 by passing to the limit as the time step tends to zero. A numerical test for a reduced 1D system is carried out in Section 5 to illustrate a qualitative agreement of the mathematical result with experimental observations.

1   The model

We imagine a porous medium (sandstone, for example) the structure of which is to be strengthened by letting calcium hydroxide particles driven by water flow penetrate into the pores. In contact with the air present in the pores, the calcium hydroxide reacts with the carbon dioxide contained in the air and produces a precipitate (calcium carbonate) which is not water-soluble, remains in the pores, and glues the sandstone particles together. Unlike, e. g., in [18, 34], we do not consider the porosity as one of the state variables. The porosity evolution law is replaced with the assumption that the permeability decreases as a result of the calcium carbonate deposit in the pores. The chemical reaction is assumed to be irreversible and we write it as Ca(OH)2+CO2CaCO3+H2OCa(OH)_{2}+CO_{2}\to CaCO_{3}+H_{2}O.

Notation:

  • c˙W\dot{c}^{W} … mass source rate of H2OH_{2}O produced by the chemical reaction

  • c˙H\dot{c}^{H} … mass source rate of Ca(OH)2Ca(OH)_{2} produced by the chemical reaction

  • c˙P\dot{c}^{P} … mass source rate of CaCO3CaCO_{3} produced by the chemical reaction

  • c˙G\dot{c}^{G} … mass source rate of CO2CO_{2} produced by the chemical reaction

  • mWm^{W} … molar mass of H2OH_{2}O

  • mHm^{H} … molar mass of Ca(OH)2Ca(OH)_{2}

  • mPm^{P} … molar mass of CaCO3CaCO_{3}

  • mGm^{G} … molar mass of CO2CO_{2}

  • ρW\rho^{W} … mass density of H2OH_{2}O

  • ρH\rho^{H} … mass density of Ca(OH)2Ca(OH)_{2}

  • pp … capillary pressure

  • ss … water volume saturation

  • h{h} … relative concentration of Ca(OH)2Ca(OH)_{2}

  • pΩp^{\partial\Omega} … outer pressure

  • hΩh^{\partial\Omega} … outer concentration of Ca(OH)2Ca(OH)_{2}

  • vv … transport velocity vector

  • k(cP)k(c^{P}) … permeability of the porous solid

  • qq … liquid mass flux

  • qHq^{H} … mass flux of Ca(OH)2Ca(OH)_{2}

  • γ\gamma … speed of the chemical reaction

  • κ\kappa … diffusivity of Ca(OH)2Ca(OH)_{2}

  • nn … unit outward normal vector

  • σ(x)\sigma(x) … transport velocity interaction kernel

  • α(x)\alpha(x) … boundary permeability for water

  • β(x)\beta(x) … boundary permeability for the inflow of Ca(OH)2Ca(OH)_{2}

Mass balance of the chemical reaction:

c˙PmP=c˙WmW=c˙HmH=c˙GmG.\frac{\dot{c}^{P}}{m^{P}}=\frac{\dot{c}^{W}}{m^{W}}=-\frac{\dot{c}^{H}}{m^{H}}=-\frac{\dot{c}^{G}}{m^{G}}.

Water mass balance in an arbitrary subdomain VV of the porous body:

ddtVρWsdx+VqndS=Vc˙Wdx.\frac{\,\mathrm{d}}{\,\mathrm{d}t}\int_{V}\rho^{W}s\,\mathrm{d}x+\int_{\partial V}q\cdot n\,\mathrm{d}S=\int_{V}\dot{c}^{W}\,\mathrm{d}x.

Calcium hydroxide mass balance in an arbitrary subdomain VV of the porous body:

ddtVρHhdx+VqHndS=Vc˙Hdx.\frac{\,\mathrm{d}}{\,\mathrm{d}t}\int_{V}\rho^{H}{h}\,\mathrm{d}x+\int_{\partial V}q^{H}\cdot n\,\mathrm{d}S=\int_{V}\dot{c}^{H}\,\mathrm{d}x.

Water mass balance in differential form:

ρWs˙+divq=c˙W.\rho^{W}\dot{s}+\mathrm{\,div\,}q=\dot{c}^{W}.

Calcium hydroxide mass balance in differential form:

ρHh˙+divqH=c˙H.\rho^{H}\dot{h}+\mathrm{\,div\,}q^{H}=\dot{c}^{H}.

The water mass flux is assumed to obey the Darcy law:

q=k(cP)p,q=-k(c^{P})\nabla p,

with permeability coefficient k(cP)k(c^{P}) which is assumed to decrease as the amount cPc^{P} of CaCO3CaCO_{3} given by the formula

cP(x,t)=0tc˙P(x,t)dtc^{P}(x,t)=\int_{0}^{t}\dot{c}^{P}(x,t^{\prime})\,\mathrm{d}t^{\prime}

increases and fills the pores.

The flux of Ca(OH)2Ca(OH)_{2} consists of transport and diffusion terms:

qH=ρHhvκsh.q^{H}=\rho^{H}{h}v-\kappa s\nabla{h}.

The mobility coefficient κs\kappa s in the diffusion term is assumed to be proportional to ss: If there is no water in the pores, no diffusion takes place.

We assume that the transport of Ca(OH)2Ca(OH)_{2} at the point xΩx\in\Omega is driven by the water flux in a small neighborhood of xx. In mathematical terms, we assume that there exists a nonnegative function σ\sigma with support in a small neighborhood of the origin such that the transport velocity vv can be defined as

v(x,t)=1ρHΩσ(xy)q(y,t)dy.v(x,t)=\frac{1}{\rho^{H}}\int_{\Omega}\sigma(x-y)q(y,t)\,\mathrm{d}y.

The main reason for this assumption is a mathematical one. The strong nonlinear coupling between ss and hh makes it difficult to control the bounds for the unknowns in the approximation scheme. We believe that such a regularization of the transport velocity makes physically sense as well.

The wetting-dewetting curve is described by an increasing function ff:

p=f(s).p=f(s).

We focus on modeling the chemical reactions. Capillary hysteresis, deformations of the solid matrix, and thermal effects are therefore neglected here. We plan to include them following the ideas of [3] in a subsequent study.

The dynamics of the chemical reaction is modeled according to the so-called law of mass action, which states that the rate of the chemical reaction is directly proportional to the product of the concentrations of the reactants. We assume it in the form

c˙P=γmPhs(1s).\dot{c}^{P}=\gamma m^{P}{h}s(1-s). (1.1)

Its meaning is that no reaction can take place if either no Ca(OH)2Ca(OH)_{2} is available (that is, h=0h=0), or no water is available (that is, s=0s=0), or no CO2CO_{2} is available (that is, s=1s=1), according to the hypothesis that the chemical reaction takes dominantly place on the contact between water and air. In order to reduce the complexity of the problem, we assume directly that the available quantity of CO2CO_{2} is proportional to the air content.

On the boundary Ω\partial\Omega we prescribe the normal fluxes. For the normal component of qq, we assume that it is proportional to the difference between the pressures pp inside and pΩp^{\partial\Omega} outside the body. For the flux of Ca(OH)2Ca(OH)_{2}, we assume that it can point only inward proportionally to the difference of concentrations and to ss, and no outward flux is possible. Inward flux takes place only if the outer concentration hΩh^{\partial\Omega} is bigger than the inner concentration hh:

qn=α(x)(ppΩ)qHn=β(x)s(hΩh)+}on Ω.\left.\begin{array}[]{rcl}q\cdot n&=&\alpha(x)(p-p^{\partial\Omega})\\[4.2679pt] q^{H}\cdot n&=&-\beta(x)s(h^{\partial\Omega}-h)^{+}\end{array}\right\}\text{on }\partial\Omega.

2   Mathematical problem

Let Ω3\Omega\subset\mathbb{R}^{3} be a bounded Lipschitzian domain. We consider the Hilbert triplet VHHVV\subset H\equiv H^{\prime}\subset V^{\prime} with compact embeddings and with H=L2(Ω)H=L^{2}(\Omega), V=W1,2(Ω)V=W^{1,2}(\Omega). For two unknown functions s(x,t),h(x,t)s(x,t),h(x,t) defined for (x,t)Ω×(0,T)(x,t)\in\Omega\times(0,T) the resulting PDE system reads

Ω(ρWstϕ(x)+k(cP)f(s)sϕ(x))dx+Ωα(x)(f(s)f(sΩ))ϕ(x)dS(x)\displaystyle\int_{\Omega}(\rho^{W}s_{t}\phi(x)+k(c^{P})f^{\prime}(s)\nabla s\cdot\nabla\phi(x))\,\mathrm{d}x+\int_{\partial\Omega}\alpha(x)(f(s)-f(s^{\partial\Omega}))\phi(x)\,\mathrm{d}S(x)
=γmWΩhs(1s)ϕ(x)dx,\displaystyle\qquad=\gamma m^{W}\int_{\Omega}{h}s(1-s)\phi(x)\,\mathrm{d}x, (2.1)
Ω(ρHhtψ(x)+(κshρHhv)ψ(x))dxΩβ(x)s(hΩh)+ψ(x)dS(x)\displaystyle\int_{\Omega}(\rho^{H}h_{t}\psi(x)+(\kappa s\nabla{h}-\rho^{H}hv)\cdot\nabla\psi(x))\,\mathrm{d}x-\int_{\partial\Omega}\beta(x)s(h^{\partial\Omega}-h)^{+}\psi(x)\,\mathrm{d}S(x)
=γmHΩhs(1s)ψ(x)dx.\displaystyle\qquad=-\gamma m^{H}\int_{\Omega}{h}s(1-s)\psi(x)\,\mathrm{d}x. (2.2)

for all test functions ϕ,ψV\phi,\psi\in V, where sΩ:=f1(pΩ)s^{\partial\Omega}:=f^{-1}(p^{\partial\Omega}), and with initial conditions

s(x,0)=s0(x),h(x,0)=h0(x)forxΩ.s(x,0)=s^{0}(x),\quad h(x,0)=h^{0}(x)\quad\mathrm{for\ }x\in\Omega. (2.3)
Hypothesis 2.1.

The data have the properties

  • (i)

    sΩL(Ω×(0,T))s^{\partial\Omega}\in L^{\infty}(\partial\Omega\times(0,T)), s0L(Ω)W1,2(Ω)s^{0}\in L^{\infty}(\Omega)\cap W^{1,2}(\Omega) are given such that stΩL2(Ω×(0,T))s^{\partial\Omega}_{t}\in L^{2}(\partial\Omega\times(0,T)), 0<ssΩ(x,t)10<s^{\flat}\leq s^{\partial\Omega}(x,t)\leq 1 for a. e. (x,t)Ω×(0,T)(x,t)\in\partial\Omega{\times}(0,T), 0<ss0(x)10<s^{\flat}\leq s^{0}(x)\leq 1 for a. e. xΩx\in\Omega;

  • (ii)

    hΩL(Ω×(0,T))h^{\partial\Omega}\in L^{\infty}(\partial\Omega\times(0,T)), h0L(Ω)h^{0}\in L^{\infty}(\Omega) are given such that 0hΩ(x,t)h0\leq h^{\partial\Omega}(x,t)\leq h^{\sharp} for a. e. (x,t)Ω×(0,T)(x,t)\in\partial\Omega\times(0,T), 0h0(x)h0\leq h^{0}(x)\leq h^{\sharp} for some h>0h^{\sharp}>0 and for a. e. xΩx\in\Omega;

  • (iii)

    f:[0,1]f:[0,1]\to\mathbb{R} is continuously differentiable, 0<ff(s)f0<f^{\flat}\leq f^{\prime}(s)\leq f^{\sharp} for 0s10\leq s\leq 1;

  • (iv)

    kk is continuously differentiable and nonincreasing, 0<kk(r)k0<k^{\flat}\leq k(r)\leq k^{\sharp} for r0r\geq 0;

  • (v)

    σ:3[0,)\sigma:\mathbb{R}^{3}\to[0,\infty) is continuous with compact support, 3σ(x)dx=1\int_{\mathbb{R}^{3}}\sigma(x)\,\mathrm{d}x=1;

  • (vi)

    α,βL(Ω)\alpha,\beta\in L^{\infty}(\partial\Omega), α(x)0\alpha(x)\geq 0, β(x)0\beta(x)\geq 0 on Ω\partial\Omega, Ωα(x)dS(x)>0\int_{\partial\Omega}\alpha(x)\,\mathrm{d}S(x)>0, Ωβ(x)dS(x)>0\int_{\partial\Omega}\beta(x)\,\mathrm{d}S(x)>0.

The meaning of Hypothesis 2.1 (vi) is that the boundary Ω\partial\Omega is inhomogeneous, with different permeabilities at different parts of the boundary. The transport of water (supply of Ca(OH)2Ca(OH)_{2}) through the boundary takes place only on parts of Ω\partial\Omega where α>0\alpha>0 (β>0\beta>0, respectively).

The remaining sections are devoted to the proof of the following result.

Theorem 2.2.

Let Hypothesis 2.1 hold. Then system (2.1)–(2.2) with initial conditions (2.3) admits a solution (s,h)(s,h) such that stL2(Ω×(0,T))s_{t}\in L^{2}(\Omega\times(0,T)), sL(0,T;L2(Ω;3))\nabla s\in L^{\infty}(0,T;L^{2}(\Omega;\mathbb{R}^{3})), hL2(Ω×(0,T);3)\nabla h\in L^{2}(\Omega\times(0,T);\mathbb{R}^{3}), htL2(0,T;W1,2(Ω))h_{t}\in L^{2}(0,T;W^{-1,2}(\Omega)), hL(Ω×(0,T))h\in L^{\infty}(\Omega\times(0,T)), s(x,t)[0,1]s(x,t)\in[0,1] a. e., h(x,t)0h(x,t)\geq 0 a. e.

We omit the positive physical constants which are not relevant for the analysis. The strategy of the proof is based on choosing a cut-off parameter R>0R>0, replacing hh in the nonlinear terms with QR(h)=min{h+,R}Q_{R}(h)=\min\{h^{+},R\}, 1s1-s with QR(1s)Q_{R}(1-s), and vv in (2.2) with vR:=(QR(|v|)/|v|)vv^{R}:=(Q_{R}(|v|)/|v|)v. We also extend the values of the function ff outside the interval [0,1][0,1] by introducing the function f~\tilde{f} by the formula

f~(s)={f(0)+f(0)sfors<0,f(s)fors[0,1],f(1)+f(1)(s1)fors>1,\tilde{f}(s)=\left\{\begin{array}[]{ll}f(0)+f^{\prime}(0)s&\mathrm{for\ }s<0,\\ f(s)&\mathrm{for\ }s\in[0,1],\\ f(1)+f^{\prime}(1)(s-1)&\mathrm{for\ }s>1,\end{array}\right.

and consider the system

Ω(stϕ(x)+k(cP)f~(s)sϕ(x))dx+Ωα(x)(f~(s)f~(sΩ))ϕ(x)dS(x)\displaystyle\int_{\Omega}(s_{t}\phi(x)+k(c^{P})\tilde{f}^{\prime}(s)\nabla s\cdot\nabla\phi(x))\,\mathrm{d}x+\int_{\partial\Omega}\alpha(x)(\tilde{f}(s)-\tilde{f}(s^{\partial\Omega}))\phi(x)\,\mathrm{d}S(x)
=ΩQR(h)sQR(1s)ϕ(x)dx,\displaystyle\qquad=\int_{\Omega}Q_{R}(h)sQ_{R}(1-s)\phi(x)\,\mathrm{d}x, (2.4)
Ω(htψ(x)+(shhvR)ψ(x))dxΩβ(x)s(hΩh)+ψ(x)dS(x)\displaystyle\int_{\Omega}(h_{t}\psi(x)+(s\nabla{h}-hv^{R})\cdot\nabla\psi(x))\,\mathrm{d}x-\int_{\partial\Omega}\beta(x)s(h^{\partial\Omega}-h)^{+}\psi(x)\,\mathrm{d}S(x)
=Ωhs(1s)ψ(x)dx\displaystyle\qquad=-\int_{\Omega}{h}s(1-s)\psi(x)\,\mathrm{d}x (2.5)

for all ϕ,ψV\phi,\psi\in V. We first construct and solve in Section 3 a time-discrete approximating system of (2.4)–(2.5), and derive estimates independent of the time step. In Section 4, we let the time step tend to 0 and prove that the limit is a solution (s,h)(s,h) to (2.4)–(2.5). We also prove that this solution has the property that s[0,1]s\in[0,1], hh is positive and bounded, and vv is bounded, so that for RR sufficiently large, the truncations are never active and the solution thus satisfies (2.1)–(2.2) as well.

3   Time discretization

For proving Theorem 2.2, we first choose nn\in\mathbb{N} and replace (2.4)–(2.5) with the following time-discrete system with time step τ=Tn\tau=\frac{T}{n}:

Ω(1τ(sjsj1)ϕ(x)+k(cj1P)f~(sj)sjϕ(x))dx+Ωα(x)(f~(sj)f~(sjΩ))ϕ(x)dS(x)\displaystyle\int_{\Omega}\left(\frac{1}{\tau}(s_{j}-s_{j-1})\phi(x)+k(c^{P}_{j-1})\tilde{f}^{\prime}(s_{j})\nabla s_{j}\cdot\nabla\phi(x)\right)\,\mathrm{d}x+\int_{\partial\Omega}\alpha(x)(\tilde{f}(s_{j})-\tilde{f}(s^{\partial\Omega}_{j}))\phi(x)\,\mathrm{d}S(x)
=ΩQR(hj1)sjQR(1sj)ϕ(x)dx,\displaystyle\qquad=\int_{\Omega}Q_{R}(h_{j-1})s_{j}Q_{R}(1-s_{j})\phi(x)\,\mathrm{d}x, (3.1)
Ω(1τ(hjhj1)ψ(x)+(sj1hjhjvj1R)ψ(x))dxΩβ(x)sj1(hjΩhj)+ψ(x)dS(x)\displaystyle\int_{\Omega}\left(\frac{1}{\tau}(h_{j}{-}h_{j-1})\psi(x)+(s_{j-1}\nabla{h_{j}}{-}h_{j}v^{R}_{j-1})\cdot\nabla\psi(x)\right)\,\mathrm{d}x-\int_{\partial\Omega}\beta(x)s_{j-1}(h^{\partial\Omega}_{j}-h_{j})^{+}\psi(x)\,\mathrm{d}S(x)
=Ωhjsj1(1sj1)ψ(x)dx,\displaystyle\qquad=-\int_{\Omega}{h_{j}}s_{j-1}(1-s_{j-1})\psi(x)\,\mathrm{d}x, (3.2)

for j=1,,nj=1,\dots,n with initial conditions s0=s0s_{0}=s^{0}, h0=h0h_{0}=h^{0}, and with ciP=0c^{P}_{i}=0 for i0i\leq 0, with

qj(x)\displaystyle q_{j}(x) =k(cjP(x))f~(sj(x))\displaystyle=-k(c^{P}_{j}(x))\nabla\tilde{f}(s_{j}(x)) forxΩ,\displaystyle\mathrm{for\ }\ x\in\Omega, (3.3)
vj(x)\displaystyle v_{j}(x) =Ωσ(xy)qj(y)dy\displaystyle=\int_{\Omega}\sigma(x-y)q_{j}(y)\,\mathrm{d}y forxΩ,\displaystyle\mathrm{for\ }\ x\in\Omega, (3.4)
sjΩ(x)\displaystyle s^{\partial\Omega}_{j}(x) =1τtj1tjsΩ(x,t)dt\displaystyle=\frac{1}{\tau}\int_{t_{j-1}}^{t_{j}}s^{\partial\Omega}(x,t)\,\mathrm{d}t forxΩ,\displaystyle\mathrm{for\ }\ x\in\partial\Omega, (3.5)
hjΩ(x)\displaystyle h^{\partial\Omega}_{j}(x) =1τtj1tjhΩ(x,t)dt\displaystyle=\frac{1}{\tau}\int_{t_{j-1}}^{t_{j}}h^{\partial\Omega}(x,t)\,\mathrm{d}t forxΩ,\displaystyle\mathrm{for\ }\ x\in\partial\Omega, (3.6)

where tj=jτt_{j}=j\tau for j=0,1,,nj=0,1,\dots,n. Moreover, we define inductively

cjPcj1P=τhjsj(1sj) for j=1,,n.c^{P}_{j}-c^{P}_{j-1}=\tau h_{j}s_{j}(1-s_{j})\ \mbox{ for }\ j=1,\dots,n. (3.7)

We now prove the existence of solutions to (3.1)–(3.2) and derive a series of estimates which will allow us to pass to the limit as nn\to\infty. We denote by CC any positive constant depending possibly on the data and independent of nn.

For ε>0\varepsilon>0 we denote by Hε:H_{\varepsilon}:\mathbb{R}\to\mathbb{R} the function

Hε(r)={0forr0,rεforr(0,ε),1forrεH_{\varepsilon}(r)=\left\{\begin{array}[]{ll}0&\mathrm{for\ }r\leq 0,\\[5.69054pt] \frac{r}{\varepsilon}&\mathrm{for\ }r\in(0,\varepsilon),\\[5.69054pt] 1&\mathrm{for\ }r\geq\varepsilon\end{array}\right. (3.8)

as a Lipschitz continuous regularization of the Heaviside function, and by H^ε\hat{H}_{\varepsilon} its antiderivative

H^ε(r)={0forr0,r22εforr(0,ε),rε2forrε\hat{H}_{\varepsilon}(r)=\left\{\begin{array}[]{ll}0&\mathrm{for\ }r\leq 0,\\[5.69054pt] \frac{r^{2}}{2\varepsilon}&\mathrm{for\ }r\in(0,\varepsilon),\\[5.69054pt] r-\frac{\varepsilon}{2}&\mathrm{for\ }r\geq\varepsilon\end{array}\right. (3.9)

as a continuously differentiable approximation of the “positive part” function. Note that we have rHε(r)2H^ε(r)rH_{\varepsilon}(r)\leq 2\hat{H}_{\varepsilon}(r) for all rr\in\mathbb{R}.

Lemma 3.1.

Let Hypothesis 2.1 hold. Then for all nn sufficiently large there exists a solution hj,sjh_{j},\,s_{j} of the time-discrete system (3.1)–(3.2) with initial conditions s0=s0s_{0}=s^{0}, h0=h0h_{0}=h^{0}, ciP=0c^{P}_{i}=0 for i0i\leq 0, which satisfies the bounds:

ssj(x)1a.e.forj=0,1,,n.s^{\flat}\leq s_{j}(x)\leq 1\quad a.\,e.\quad\mathrm{for\ }j=0,1,\dots,n. (3.10)
hj(x)0a.e.forj=0,1,,n.h_{j}(x)\geq 0\quad a.\,e.\quad\mathrm{for\ }j=0,1,\dots,n. (3.11)
Proof.

To prove the existence, we proceed by induction. Assume that the solution to (3.1)-(3.2) is available for i=1,,j1i=1,\dots,j-1 with the properties (3.10)–(3.11). Then Eq. (3.1) for the unknown s:=sjs:=s_{j} is of the form

Ω(a0(x,s)ϕ(x)+a1(x)f~(s)sϕ(x))dx+Ωα(x)(f~(s)a2(x))ϕ(x)dS(x)\displaystyle\int_{\Omega}(a_{0}(x,s)\phi(x)+a_{1}(x)\tilde{f}^{\prime}(s)\nabla s\cdot\nabla\phi(x))\,\mathrm{d}x+\int_{\partial\Omega}\alpha(x)(\tilde{f}(s)-a_{2}(x))\phi(x)\,\mathrm{d}S(x) (3.12)
=Ωa3(x)ϕ(x)dx,\displaystyle=\int_{\Omega}a_{3}(x)\phi(x)\,\mathrm{d}x,

where

a0(x,s)=1τs(x)QR(hj1(x))s(x)QR(1s(x))a_{0}(x,s)=\frac{1}{\tau}s(x)-Q_{R}(h_{j-1}(x))s(x)Q_{R}(1-s(x))

and aka_{k}, k=1,2,3k=1,2,3, are given functions which are known from the previous step j1j-1. For n>TR2n>TR^{2} the function sa0(x,s)s\mapsto a_{0}(x,s) is increasing. Hence, (3.12) is a monotone elliptic problem, and a unique solution exists by virtue of the Browder-Minty Theorem, see [29, Theorem 10.49]. Similarly, Eq. (3.2) is for the unknown function h:=hjh:=h_{j} of the form

Ω(a4(x)hψ(x)+(a5(x)ha6(x)h)ψ(x))dxΩβ(x)a7(x)(a8(x)h)+ψ(x)dS(x)\displaystyle\int_{\Omega}(a_{4}(x)h\psi(x)+(a_{5}(x)\nabla h-a_{6}(x)h)\cdot\nabla\psi(x))\,\mathrm{d}x-\int_{\partial\Omega}\beta(x)a_{7}(x)(a_{8}(x)-h)^{+}\psi(x)\,\mathrm{d}S(x)
=Ωa9(x)ψ(x)dx,\displaystyle\qquad=\int_{\Omega}a_{9}(x)\psi(x)\,\mathrm{d}x, (3.13)

which we can solve in an elementary way in two steps. First, we consider the PDE

Ω(a4(x)hψ(x)+(a5(x)ha6(x)w)ψ(x))dxΩβ(x)a7(x)(a8(x)h)+ψ(x)dS(x)\displaystyle\int_{\Omega}(a_{4}(x)h\psi(x)+(a_{5}(x)\nabla h-a_{6}(x)w)\cdot\nabla\psi(x))\,\mathrm{d}x-\int_{\partial\Omega}\beta(x)a_{7}(x)(a_{8}(x)-h)^{+}\psi(x)\,\mathrm{d}S(x)
=Ωa9(x)ψ(x)dx\displaystyle\qquad=\int_{\Omega}a_{9}(x)\psi(x)\,\mathrm{d}x (3.14)

with a given function wL2(Ω)w\in L^{2}(\Omega). Here again the functions aka_{k}, k=4,,9k=4,\dots,9, are known. We find a solution hh to (3.14) once more by the Browder-Minty Theorem. Since a4(x)1τa_{4}(x)\geq\frac{1}{\tau}, a5(x)=sj1(x)sa_{5}(x)=s_{j-1}(x)\geq s^{\flat}, and a6(x)=vj1R[R,R]a_{6}(x)=v_{j-1}^{R}\in[-R,R], we see that for n>TR2/2sn>TR^{2}/2s^{\flat}, the mapping which with ww associates hh is a contraction on L2(Ω)L^{2}(\Omega), and the solution to (3.13) is obtained from the Banach Contraction Principle.

To derive the bounds for the solution, we first test (3.1) by ϕ=Hε(sj1)\phi=H_{\varepsilon}(s_{j}-1) (or any other function of the form g(sj1)g(s_{j}-1) with gg Lipschitz continuous, nondecreasing, and such that g(s)=0g(s)=0 for s0s\leq 0). The right-hand side identically vanishes, whereas the boundary term and sjHε(sj1)\nabla s_{j}\cdot\nabla H_{\varepsilon}(s_{j}-1) are nonnegative, which yields that

Ω(sjsj1)Hε(sj1)dx0.\int_{\Omega}(s_{j}-s_{j-1})H_{\varepsilon}(s_{j}-1)\,\mathrm{d}x\leq 0.

From the convexity of H^ε\hat{H}_{\varepsilon} we obtain that (sjsj1)Hε(sj1)H^ε(sj1)H^ε(sj11)(s_{j}-s_{j-1})H_{\varepsilon}(s_{j}-1)\geq\hat{H}_{\varepsilon}(s_{j}-1)-\hat{H}_{\varepsilon}(s_{j-1}-1), hence,

ΩH^ε(sj1)dxΩH^ε(sj11)dx.\int_{\Omega}\hat{H}_{\varepsilon}(s_{j}-1)\,\mathrm{d}x\leq\int_{\Omega}\hat{H}_{\varepsilon}(s_{j-1}-1)\,\mathrm{d}x.

We have by hypothesis sj11s_{j-1}\leq 1 a. e., and by induction we get

sj(x)1a.e.forj=0,1,,n.s_{j}(x)\leq 1\quad a.\,e.\quad\mathrm{for\ }j=0,1,\dots,n. (3.15)

We further test (3.1) by ϕ=Hε(ssj)\phi=-H_{\varepsilon}(s^{\flat}-s_{j}). Then both the boundary term and the elliptic term give a nonnegative contribution, and using again the convexity of H^ε\hat{H}_{\varepsilon} we have

1τΩ(H^ε(ssj)H^ε(ssj1))dx\displaystyle\frac{1}{\tau}\int_{\Omega}(\hat{H}_{\varepsilon}(s^{\flat}-s_{j})-\hat{H}_{\varepsilon}(s^{\flat}-s_{j-1}))\,\mathrm{d}x ΩsjHε(ssj)QR(hj1)QR(1sj)dx\displaystyle\leq\int_{\Omega}-s_{j}H_{\varepsilon}(s^{\flat}-s_{j})Q_{R}(h_{j-1})Q_{R}(1-s_{j})\,\mathrm{d}x
Ω(ssj)Hε(ssj)QR(hj1)QR(1sj)dx\displaystyle\leq\int_{\Omega}(s^{\flat}-s_{j})H_{\varepsilon}(s^{\flat}-s_{j})Q_{R}(h_{j-1})Q_{R}(1-s_{j})\,\mathrm{d}x
2R2ΩH^ε(ssj)dx,\displaystyle\leq 2R^{2}\int_{\Omega}\hat{H}_{\varepsilon}(s^{\flat}-s_{j})\,\mathrm{d}x,

and from the induction hypothesis we get for n>2TR2n>2TR^{2} that

sj(x)sa.e.forj=0,1,,n.s_{j}(x)\geq s^{\flat}\quad a.\,e.\quad\mathrm{for\ }j=0,1,\dots,n. (3.16)

We have in particular QR(1sj)=1sjQ_{R}(1-s_{j})=1-s_{j} for R1R\geq 1 as well as f~=f\tilde{f}=f.

Test (3.2) by ψ=Hε(hj)\psi=-H_{\varepsilon}(-h_{j}). Then

1τΩ(H^ε(hj)H^ε(hj1))dx+ΩsHε(hj)|hj|2dxΩhjHε(hj)vj1Rhjdx\displaystyle\frac{1}{\tau}\int_{\Omega}(\hat{H}_{\varepsilon}(-h_{j})-\hat{H}_{\varepsilon}(-h_{j-1}))\,\mathrm{d}x+\int_{\Omega}s^{\flat}H^{\prime}_{\varepsilon}(-h_{j})|\nabla h_{j}|^{2}\,\mathrm{d}x\leq\int_{\Omega}h_{j}H^{\prime}_{\varepsilon}(-h_{j})v^{R}_{j-1}\cdot\nabla h_{j}\,\mathrm{d}x
s2ΩHε(hj)|hj|2dx+12sΩhj2|vj1R|2Hε(hj)dx\displaystyle\qquad\leq\frac{s^{\flat}}{2}\int_{\Omega}H^{\prime}_{\varepsilon}(-h_{j})|\nabla h_{j}|^{2}\,\mathrm{d}x+\frac{1}{2s^{\flat}}\int_{\Omega}h_{j}^{2}|v^{R}_{j-1}|^{2}H^{\prime}_{\varepsilon}(-h_{j})\,\mathrm{d}x

We have 0hj2Hε(hj)ε0\leq h_{j}^{2}H^{\prime}_{\varepsilon}(-h_{j})\leq\varepsilon and limε0H^ε(hj)=(hj)+\lim_{\varepsilon\to 0}\hat{H}_{\varepsilon}(-h_{j})=(-h_{j})^{+}, hence, passing to the limit as ε0\varepsilon\to 0, by induction we get (3.11). ∎

Lemma 3.2.

Let Hypothesis 2.1 hold. Then hjh_{j} satisfies the following estimate

Ωhj(x)dxC\int_{\Omega}h_{j}(x)\,\mathrm{d}x\leq C (3.17)

independently of j=0,1,,nj=0,1,\dots,n.

Proof.

Test (3.2) by ψ=1\psi=1. Note that the boundary term is bounded above by a multiple of hh^{\sharp} and the right-hand side is negative or zero, so that

1τΩ(hjhj1)dxC^,\frac{1}{\tau}\int_{\Omega}(h_{j}-h_{j-1})\,\mathrm{d}x\leq\hat{C},

that is,

ΩhjdxτC^+Ωhj1dx.\int_{\Omega}h_{j}\,\mathrm{d}x\leq\tau\hat{C}+\int_{\Omega}h_{j-1}\,\mathrm{d}x.

Summing up over j=1,,jj=1,\dots,j^{*} we get

Ωhj(x)dxΩh0(x)dx+TC^,\int_{\Omega}h_{j^{*}}(x)\,\mathrm{d}x\leq\int_{\Omega}h_{0}(x)\,\mathrm{d}x+T\hat{C},

for an arbitrary jj^{*}, which yields (3.17). ∎

The main issue will be a uniform upper bound for hjh_{j} which will be obtained by a time-discrete variant of the Moser-Alikakos iteration technique presented in [4]. We start from some preliminary integral estimates of sjs_{j}.

Lemma 3.3.

Let Hypothesis 2.1 hold. Then sjs_{j} satisfy the bounds

τj=1nΩ|sj(x)|2dx+τj=1nΩα(x)sj2(x)𝑑S(x)C,\tau\sum_{j=1}^{n}\int_{\Omega}|\nabla s_{j}(x)|^{2}\,\mathrm{d}x+\tau\sum_{j=1}^{n}\int_{\partial\Omega}\alpha(x)s_{j}^{2}(x)\,dS(x)\leq C, (3.18)
1τj=1nΩ|sjsj1|2dx+maxj=1,,nΩ|sj(x)|2dxC(1+τj=0nΩhj2(x)dx).\frac{1}{\tau}\sum_{j=1}^{n}\int_{\Omega}|s_{j}-s_{j-1}|^{2}\,\mathrm{d}x+\max_{j=1,\dots,n}\int_{\Omega}|\nabla s_{j}(x)|^{2}\,\mathrm{d}x\leq C\left(1+\tau\sum_{j=0}^{n}\int_{\Omega}h^{2}_{j}(x)\,\mathrm{d}x\right). (3.19)
Proof.

Test (3.1) by ϕ=sj\phi=s_{j}. From (3.17) we then obtain:

12τΩ(sj2sj12)dx+f2Ωα(x)sj2(x)𝑑S(x)+kfΩ|sj(x)|2dx\displaystyle\frac{1}{2\tau}\int_{\Omega}(s_{j}^{2}-s_{j-1}^{2})\,\mathrm{d}x+\frac{f^{\flat}}{2}\int_{\partial\Omega}\alpha(x)s_{j}^{2}(x)\,dS(x)+k^{\flat}f^{\flat}\,\int_{\Omega}|\nabla s_{j}(x)|^{2}\,\mathrm{d}x
CΩα(x)𝑑S(x)+Ωhj1dxC.\displaystyle\leq C\int_{\partial\Omega}\alpha(x)\,dS(x)+\int_{\Omega}h_{j-1}\,\mathrm{d}x\leq C.

Taking the sum with respect to j=1,,nj=1,\dots,n yields

τj=1nΩ|sj(x)|2dx+τj=1nΩα(x)sj2(x)𝑑S(x)C+Ωs02dxC,\tau\sum_{j=1}^{n}\int_{\Omega}|\nabla s_{j}(x)|^{2}\,\mathrm{d}x+\tau\sum_{j=1}^{n}\int_{\partial\Omega}\alpha(x)s_{j}^{2}(x)\,dS(x)\leq C+\int_{\Omega}s_{0}^{2}\,\mathrm{d}x\leq C,

which is precisely (3.18).

Let us prove (3.19) now. Test (3.1) by ϕ=f(sj)f(sj1)\phi=f(s_{j})-f(s_{j-1}). Then

fτΩ|sjsj1|2dx+12Ω(k(cj1P)|f(sj)|2k(cj2P)|f(sj1)|2)dx\displaystyle\frac{f^{\flat}}{\tau}\int_{\Omega}|s_{j}-s_{j-1}|^{2}\,\mathrm{d}x+\frac{1}{2}\int_{\Omega}\left(k(c^{P}_{j-1})|\nabla f(s_{j})|^{2}-k(c^{P}_{j-2})|\nabla f(s_{j-1})|^{2}\right)\,\mathrm{d}x
+12Ωα(x)(f2(sj)f2(sj1))dS(x)\displaystyle\qquad\qquad+\frac{1}{2}\int_{\partial\Omega}\alpha(x)(f^{2}(s_{j})-f^{2}(s_{j-1}))\,\mathrm{d}S(x)
12Ω(k(cj1P)k(cj2P))|f(sj1)|2dx+Ωα(x)(f(sj)f(sjΩ)f(sj1)f(sj1Ω))dS(x)\displaystyle\qquad\leq\frac{1}{2}\int_{\Omega}(k(c^{P}_{j-1})-k(c^{P}_{j-2}))|\nabla f(s_{j-1})|^{2}\,\mathrm{d}x+\int_{\partial\Omega}\alpha(x)(f(s_{j})f(s_{j}^{\partial\Omega})-f(s_{j-1})f(s_{j-1}^{\partial\Omega}))\,\mathrm{d}S(x)
+(Ωα(x)f2(sj1)dS(x))1/2(Ωα(x)|f(sj1Ω)f(sjΩ)|2dS(x))1/2\displaystyle\qquad\qquad+\left(\int_{\partial\Omega}\alpha(x)f^{2}(s_{j-1})\,\mathrm{d}S(x)\right)^{1/2}\,\left(\int_{\partial\Omega}\alpha(x)|f(s_{j-1}^{\partial\Omega})-f(s_{j}^{\partial\Omega})|^{2}\,\mathrm{d}S(x)\right)^{1/2}
+Ωhj1(f(sj)f(sj1))dx.\displaystyle\qquad\qquad+\int_{\Omega}h_{j-1}(f(s_{j})-f(s_{j-1}))\,\mathrm{d}x. (3.20)

The function kk is nonincreasing and the sequence {cjP}\{c^{P}_{j}\} is nondecreasing, so the first integral in the right-hand side of (3.20) is negative. By Hypotheses 2.1 (i),(iii) and (3.5) we further have

1τj=1nΩα(x)|f(sjΩ)f(sj1Ω)|2dS(x)C,\frac{1}{\tau}\sum_{j=1}^{n}\int_{\partial\Omega}\alpha(x)|f(s_{j}^{\partial\Omega})-f(s_{j-1}^{\partial\Omega})|^{2}\,\mathrm{d}S(x)\leq C,

and from (3.18) it follows that

τj=1nΩα(x)f2(sj1)dS(x)C,\tau\sum_{j=1}^{n}\int_{\partial\Omega}\alpha(x)f^{2}(s_{j-1})\,\mathrm{d}S(x)\leq C,

hence, by Hölder’s inequality for sums,

j=1n(Ωα(x)f2(sj1)dS(x))1/2(Ωα(x)|f(sj1Ω)f(sjΩ)|2dS(x))1/2C.\sum_{j=1}^{n}\left(\int_{\partial\Omega}\alpha(x)f^{2}(s_{j-1})\,\mathrm{d}S(x)\right)^{1/2}\,\left(\int_{\partial\Omega}\alpha(x)|f(s_{j-1}^{\partial\Omega})-f(s_{j}^{\partial\Omega})|^{2}\,\mathrm{d}S(x)\right)^{1/2}\leq C.

Applying Young’s inequality to the last integral in the right hand side we similarly have

Ωhj1(f(sj)f(sj1))dxCτΩhj12dx+f2τΩ|sjsj1|2dx.\int_{\Omega}h_{j-1}(f(s_{j})-f(s_{j-1}))\,\mathrm{d}x\leq C\tau\int_{\Omega}h^{2}_{j-1}\,\mathrm{d}x+\frac{f^{\flat}}{2\tau}\int_{\Omega}|s_{j}-s_{j-1}|^{2}\,\mathrm{d}x.

Hence, taking the sum with respect to jj and using again (3.18), we get (3.19). ∎

Remark 3.4.

As a consequence of the definition of vjv_{j} and vjRv^{R}_{j}, we get for all j=1,,nj=1,\dots,n that

supessxΩ|vjR(x)|supessxΩ|vj(x)|C(1+(Ω|sj(x)|2dx)1/2).\mathop{\rm sup\,ess\,}_{x\in\Omega}|v^{R}_{j}(x)|\leq\mathop{\rm sup\,ess\,}_{x\in\Omega}|v_{j}(x)|\leq C\left(1+\left(\int_{\Omega}|\nabla s_{j}(x)|^{2}\,\mathrm{d}x\right)^{1/2}\right). (3.21)
Lemma 3.5.

Let Hypothesis 2.1 hold. Then hjh_{j} satisfies the bound

maxj=1,,nΩ|hj(x)|2dx+τj=1nΩ|hj(x)|2dxC.\max_{j=1,\dots,n}\int_{\Omega}|h_{j}(x)|^{2}\,\mathrm{d}x+\tau\sum_{j=1}^{n}\int_{\Omega}|\nabla h_{j}(x)|^{2}\,\mathrm{d}x\leq C. (3.22)
Proof.

Test (3.2) by ψ=hj\psi=h_{j}. Note that the boundary term is bounded above by a multiple of (h)2(h^{\sharp})^{2}. Then

12τΩ(hj2hj12)dx+sΩ|hj(x)|2dxC+Kj\frac{1}{2\tau}\int_{\Omega}(h_{j}^{2}-h_{j-1}^{2})\,\mathrm{d}x+s^{\flat}\int_{\Omega}|\nabla h_{j}(x)|^{2}\,\mathrm{d}x\leq C+K_{j} (3.23)

with Kj:=Ωhjvj1RhjdxK_{j}:=\int_{\Omega}h_{j}v^{R}_{j-1}\cdot\nabla h_{j}\,\mathrm{d}x. The evaluation of this integral constitutes the most delicate part of the argument. For simplicity, we denote by ||r|\cdot|_{r} the norm in Lr(Ω)L^{r}(\Omega) for 1r1\leq r\leq\infty. We first notice that by Hölder’s inequality and (3.21) we have

KjC(1+|hj|2|sj1|2|hj|2).K_{j}\leq C(1+|h_{j}|_{2}|\nabla s_{j-1}|_{2}|\nabla h_{j}|_{2}).

Let us recall the Gagliardo-Nirenberg inequality for functions uW1,p(Ω)u\in W^{1,p}(\Omega) on bounded Lipschitzian domains ΩN\Omega\subset\mathbb{R}^{N} in the form

|u|qC(|u|s+|u|s1ν|u|pν)|u|_{q}\leq C\left(|u|_{s}+|u|_{s}^{1-\nu}|\nabla u|_{p}^{\nu}\right) (3.24)

which goes back to [16, 26] and holds for every spqs\leq p\leq q such that 1q1p1N\frac{1}{q}\geq\frac{1}{p}-\frac{1}{N}, where

ν=1s1q1N+1s1p.\nu=\frac{\frac{1}{s}-\frac{1}{q}}{\frac{1}{N}+\frac{1}{s}-\frac{1}{p}}. (3.25)

In our case we have

|hj|2C(|hj|1+|hj|11ν|hj|2ν)|h_{j}|_{2}\leq C\left(|h_{j}|_{1}+|h_{j}|_{1}^{1-\nu}|\nabla h_{j}|_{2}^{\nu}\right) (3.26)

with ν=3/5\nu=3/5. Hence, by (3.11) and (3.17),

KjC(1+|sj1|2|hj|28/5).K_{j}\leq C\left(1+|\nabla s_{j-1}|_{2}|\nabla h_{j}|_{2}^{8/5}\right).

Using Hölder’s inequality once again we obtain

τj=1nKjC(1+(τj=1n|sj1|25)1/5(τj=1n|hj|22)4/5).\tau\sum_{j=1}^{n}K_{j}\leq C\left(1+\left(\tau\sum_{j=1}^{n}|\nabla s_{j-1}|_{2}^{5}\right)^{1/5}\left(\tau\sum_{j=1}^{n}|\nabla h_{j}|_{2}^{2}\right)^{4/5}\right).

We have

τj=1n|sj1|25τmaxj=0,,n|sj|23j=0n|sj|22,\tau\sum_{j=1}^{n}|\nabla s_{j-1}|_{2}^{5}\leq\tau\max_{j=0,\dots,n}|\nabla s_{j}|_{2}^{3}\sum_{j=0}^{n}|\nabla s_{j}|_{2}^{2},

and (3.18)–(3.19) together with (3.26) yield

τj=1n|sj1|25C(1+(τj=1n|hj|22)3/2)C(1+(τj=1n|hj|22)9/10),\tau\sum_{j=1}^{n}|\nabla s_{j-1}|_{2}^{5}\leq C\left(1+\left(\tau\sum_{j=1}^{n}|h_{j}|_{2}^{2}\right)^{3/2}\right)\leq C\left(1+\left(\tau\sum_{j=1}^{n}|\nabla h_{j}|_{2}^{2}\right)^{9/10}\right),

so that

τj=1nKjC(1+(τj=1n|hj|22)49/50),\tau\sum_{j=1}^{n}K_{j}\leq C\left(1+\left(\tau\sum_{j=1}^{n}|\nabla h_{j}|_{2}^{2}\right)^{49/50}\right),

and we conclude by summing up over jj in (3.23) that (3.22) is true. ∎

Corollary 3.6.

As an immediate consequence of (3.22) and of (3.19), (3.21) we obtain

1τj=1nΩ|sjsj1|2dx+maxj=1,,nΩ|sj(x)|2dxC,\displaystyle\frac{1}{\tau}\sum_{j=1}^{n}\int_{\Omega}|s_{j}-s_{j-1}|^{2}\,\mathrm{d}x+\max_{j=1,\dots,n}\int_{\Omega}|\nabla s_{j}(x)|^{2}\,\mathrm{d}x\leq C, (3.27)
maxj=1,,nsupessxΩ|vj(x)|C(1+maxj=1,,n(Ω|sj(x)|2dx)12)C\displaystyle\max_{j=1,\dots,n}\mathop{\rm sup\,ess\,}_{x\in\Omega}|v_{j}(x)|\leq C\left(1+\max_{j=1,\dots,n}\left(\int_{\Omega}|\nabla s_{j}(x)|^{2}\,\mathrm{d}x\right)^{\frac{1}{2}}\right)\leq C (3.28)

with a constant CC independent of RR and nn.

Corollary 3.7.

The following estimate is a direct consequence of the inequality (3.22)

j=1nΩ|hjhj1|2dxC.\sum_{j=1}^{n}\int_{\Omega}|h_{j}-h_{j-1}|^{2}\,\mathrm{d}x\leq C. (3.29)
Proof.

To get it we test (3.2) by ψ=hjhj1\psi=h_{j}-h_{j-1}. On the left-hand side we keep the term

1τΩ|hjhj1|2dx\frac{1}{\tau}\int_{\Omega}|h_{j}-h_{j-1}|^{2}\,\mathrm{d}x

and move all the other terms to the right-hand side. Thanks to (3.10) and (3.28), the right-hand side contains only quadratic terms in hjh_{j}, hj1h_{j-1}, hj\nabla h_{j}, hj1\nabla h_{j-1}. The boundary term can be estimated using the trace theorem, so that we get an inequality of the form

1τΩ|hjhj1|2dxC(1+Ω(|hj2|+|hj1|2+|hj|2+|hj1|2)dx),\frac{1}{\tau}\int_{\Omega}|h_{j}-h_{j-1}|^{2}\,\mathrm{d}x\leq C\left(1+\int_{\Omega}\left(|h_{j}^{2}|+|h_{j-1}|^{2}+|\nabla h_{j}|^{2}+|\nabla h_{j-1}|^{2}\right)\,\mathrm{d}x\right), (3.30)

and it suffices to apply (3.22). ∎

The next lemma shows global boundedness of hjh_{j} by means of the Moser-Alikakos iteration technique.

Lemma 3.8.

Let Hypothesis 2.1 hold. Then hjh_{j} satisfies the bound:

maxj=1,,nsupessxΩ|hj(x)|C.\max_{j=1,\dots,n}\mathop{\rm sup\,ess\,}_{x\in\Omega}|h_{j}(x)|\leq C. (3.31)
Proof.

Consider a convex increasing function g:[0,)[0,)g:[0,\infty)\to[0,\infty) with linear growth, and test (3.2) by ψ=g(hj)\psi=g(h_{j}). We define

G(h)=0hg(u)du,Γ(h)=0hg(u)du.G(h)=\int_{0}^{h}g(u)\,\mathrm{d}u,\quad\Gamma(h)=\int_{0}^{h}\sqrt{g^{\prime}(u)}\,\mathrm{d}u.

This yields

1τΩ(G(hj)G(hj1))dx+sΩ|Γ(hj)|2dxCg(C)+CΩhjg(hj)|hj|dx,\frac{1}{\tau}\int_{\Omega}(G(h_{j})-G(h_{j-1}))\,\mathrm{d}x+s^{\flat}\int_{\Omega}|\nabla\Gamma(h_{j})|^{2}\,\mathrm{d}x\leq Cg(C)+C\int_{\Omega}h_{j}g^{\prime}(h_{j})|\nabla h_{j}|\,\mathrm{d}x,

hence,

maxj=1,,nΩG(hj)dx+τj=1nΩ|Γ(hj)|2dxG(C)+Cg(C)+Cτj=1nΩhj2g(hj)dx\max_{j=1,\dots,n}\int_{\Omega}G(h_{j})\,\mathrm{d}x+\tau\sum_{j=1}^{n}\int_{\Omega}|\nabla\Gamma(h_{j})|^{2}\,\mathrm{d}x\leq G(C)+Cg(C)+C\tau\sum_{j=1}^{n}\int_{\Omega}h_{j}^{2}g^{\prime}(h_{j})\,\mathrm{d}x (3.32)

with a constant CC independent of nn and of the choice of the function gg. We now make a particular choice g=gM,kg=g_{M,k} depending on two parameters M>1M>1 and k>0k>0, namely

gM,k(h)={12k+1h2k+1for 0hM,12k+1M2k+1+M2k(hM)forh>M.g_{M,k}(h)=\left\{\begin{array}[]{ll}\frac{1}{2k+1}h^{2k+1}&\mathrm{for\ }0\leq h\leq M,\\[5.69054pt] \frac{1}{2k+1}M^{2k+1}+M^{2k}(h-M)&\mathrm{for\ }h>M.\end{array}\right.

Then

gM,k(h)\displaystyle g_{M,k}^{\prime}(h) =min{h,M}2k={h2kfor 0hM,M2kforh>M,\displaystyle=\min\{h,M\}^{2k}=\left\{\begin{array}[]{ll}h^{2k}&\mathrm{for\ }0\leq h\leq M,\\[5.69054pt] M^{2k}&\mathrm{for\ }h>M,\end{array}\right.
GM,k(h)\displaystyle G_{M,k}(h) ={1(2k+2)(2k+1)h2k+2for 0hM,1(2k+2)(2k+1)M2k+2+12k+1M2k+1(hM)+12M2k(hM)2forh>M,\displaystyle=\left\{\begin{array}[]{ll}\frac{1}{(2k+2)(2k+1)}h^{2k+2}&\mathrm{for\ }0\leq h\leq M,\\[5.69054pt] \frac{1}{(2k+2)(2k+1)}M^{2k+2}+\frac{1}{2k+1}M^{2k+1}(h-M)+\frac{1}{2}M^{2k}(h-M)^{2}&\mathrm{for\ }h>M,\end{array}\right.
ΓM,k(h)\displaystyle\Gamma_{M,k}(h) ={1k+1hk+1for 0hM,1k+1Mk+1+Mk(hM)forh>M.\displaystyle=\left\{\begin{array}[]{ll}\frac{1}{k+1}h^{k+1}&\mathrm{for\ }0\leq h\leq M,\\[5.69054pt] \frac{1}{k+1}M^{k+1}+M^{k}(h-M)&\mathrm{for\ }h>M.\end{array}\right.

Note that for all h0h\geq 0, M>0M>0 and k>0k>0 we have

GM,k(h)ΓM,k2(h)4GM,k(h),h2gM,k(h)(k+1)2ΓM,k2(h),hgM,k(h)(k+1)ΓM,k2(h).G_{M,k}(h)\leq\Gamma_{M,k}^{2}(h)\leq 4G_{M,k}(h),\ \ h^{2}g_{M,k}^{\prime}(h)\leq(k+1)^{2}\Gamma_{M,k}^{2}(h),\ \ hg_{M,k}(h)\leq(k+1)\Gamma_{M,k}^{2}(h). (3.33)

It thus follows from (3.32) that

maxj=1,,nΩΓM,k2(hj)dx+τj=1nΩ|ΓM,k(hj)|2dx\displaystyle\max_{j=1,\dots,n}\int_{\Omega}\Gamma_{M,k}^{2}(h_{j})\,\mathrm{d}x+\tau\sum_{j=1}^{n}\int_{\Omega}|\nabla\Gamma_{M,k}(h_{j})|^{2}\,\mathrm{d}x
C((k+1)2ΓM,k2(C)+τj=1nΩhj2gM,k(hj)dx)\displaystyle\qquad\leq C\left((k+1)^{2}\Gamma_{M,k}^{2}(C)+\tau\sum_{j=1}^{n}\int_{\Omega}h_{j}^{2}g_{M,k}^{\prime}(h_{j})\,\mathrm{d}x\right) (3.34)

with a constant CC independent of kk and MM.

We now apply again the Gagliardo-Nirenberg inequality (3.24) in the form

|u|qC(|u|2+|u|21ν|u|2ν)|u|_{q}\leq C\left(|u|_{2}+|u|_{2}^{1-\nu}|\nabla u|_{2}^{\nu}\right)

to the function u=ΓM,k(hj)u=\Gamma_{M,k}(h_{j}), with q=10/3q=10/3 and ν=3/5\nu=3/5. From (3.33)–(3.34) it follows that

1k+1(τj=1n|hjgM,k(hj)|qq)1/q(τj=1n|ΓM,k(hj)|qq)1/q\displaystyle\frac{1}{k+1}\left(\tau\sum_{j=1}^{n}\left|h_{j}\sqrt{g_{M,k}^{\prime}(h_{j})}\right|_{q}^{q}\right)^{1/q}\leq\left(\tau\sum_{j=1}^{n}|\Gamma_{M,k}(h_{j})|_{q}^{q}\right)^{1/q}
Cmax{(k+1)2ΓM,k2(C),τj=1nΩhj2gM,k(hj)dx}1/2.\displaystyle\qquad\leq C\max\left\{(k+1)^{2}\Gamma_{M,k}^{2}(C),\tau\sum_{j=1}^{n}\int_{\Omega}h_{j}^{2}g_{M,k}^{\prime}(h_{j})\,\mathrm{d}x\right\}^{1/2}. (3.35)

Let us start with k=0k=0. The right-hand side of (3.35) is bounded independently of MM as a consequence of (3.22). We can therefore let MM\to\infty in the left-hand side of (3.35) and obtain

τj=1n|hj|qq<.\tau\sum_{j=1}^{n}|h_{j}|_{q}^{q}<\infty.

We continue by induction and put ωi:=(q/2)i\omega_{i}:=(q/2)^{i} for ii\in\mathbb{N}. Assuming that

τj=1n|hj|2ωi2ωi<\tau\sum_{j=1}^{n}|h_{j}|_{2\omega_{i}}^{2\omega_{i}}<\infty

for some ii\in\mathbb{N} (which we have just checked for i=1i=1) we can estimate the right-hand side of (3.35) for k=ωi1k=\omega_{i}-1 independently of MM, and letting MM\to\infty in the left-hand side we conclude that

1ωi(τj=1n|hj|2ωi+12ωi+1)ωi/2ωi+1\displaystyle\frac{1}{\omega_{i}}\left(\tau\sum_{j=1}^{n}|h_{j}|_{2\omega_{i+1}}^{2\omega_{i+1}}\right)^{\omega_{i}/2\omega_{i+1}} Cmax{ωi2ΓM,ωi12(C),τj=1n|hj|2ωi2ωi}1/2\displaystyle\leq C\max\left\{\omega_{i}^{2}\Gamma_{M,\omega_{i}-1}^{2}(C),\tau\sum_{j=1}^{n}|h_{j}|_{2\omega_{i}}^{2\omega_{i}}\right\}^{1/2}
Cmax{C2ωi,τj=1n|hj|2ωi2ωi}1/2.\displaystyle\leq C\max\left\{C^{2\omega_{i}},\tau\sum_{j=1}^{n}|h_{j}|_{2\omega_{i}}^{2\omega_{i}}\right\}^{1/2}.

which implies that

(τj=1n|hj|2ωi+12ωi+1)1/2ωi+1(Cωi)1/ωimax{C,(τj=1n|hj|2ωi2ωi)1/2ωi}\left(\tau\sum_{j=1}^{n}|h_{j}|_{2\omega_{i+1}}^{2\omega_{i+1}}\right)^{1/{2\omega_{i+1}}}\leq(C\omega_{i})^{1/\omega_{i}}\max\left\{C,\left(\tau\sum_{j=1}^{n}|h_{j}|_{2\omega_{i}}^{2\omega_{i}}\right)^{1/2\omega_{i}}\right\} (3.36)

with a constant C>0C>0 independent of nn and ii. For ii\in\mathbb{N} set

Xi:=max{C,(τj=1n|hj|2ωi2ωi)1/2ωi},X_{i}:=\max\left\{C,\left(\tau\sum_{j=1}^{n}|h_{j}|_{2\omega_{i}}^{2\omega_{i}}\right)^{1/2\omega_{i}}\right\},

and Λi=logXi\Lambda_{i}=\log X_{i}. From (3.36) it follows that Λi+11ωilog(Cωi)+Λi\Lambda_{i+1}\leq\frac{1}{\omega_{i}}\log(C\omega_{i})+\Lambda_{i}. Summing up over ii\in\mathbb{N} we obtain

(τj=1n|hj|2ωi2ωi)1/2ωiC~\left(\tau\sum_{j=1}^{n}|h_{j}|_{2\omega_{i}}^{2\omega_{i}}\right)^{1/2\omega_{i}}\leq\tilde{C} (3.37)

with a constant C~\tilde{C} independent of ii. The statement now follows in a standard way. For ε>0\varepsilon>0 and j=1,,nj=1,\dots,n put Ωj,ε:={xΩ:|hj(x)|C~+ε}\Omega_{j,\varepsilon}:=\{x\in\Omega:|h_{j}(x)|\geq\tilde{C}+\varepsilon\}, where C~\tilde{C} is the constant from (3.37). Then

Ω|hj(x)|2ωidx|Ωj,ε|(C~+ε)2ωi,\int_{\Omega}|h_{j}(x)|^{2\omega_{i}}\,\mathrm{d}x\geq|\Omega_{j,\varepsilon}|(\tilde{C}+\varepsilon)^{2\omega_{i}},

so that

C~2ωiτj=1nΩ|hj(x)|2ωidx(τj=1n|Ωj,ε|)(C~+ε)2ωi.\tilde{C}^{2\omega_{i}}\geq\tau\sum_{j=1}^{n}\int_{\Omega}|h_{j}(x)|^{2\omega_{i}}\,\mathrm{d}x\geq\left(\tau\sum_{j=1}^{n}|\Omega_{j,\varepsilon}|\right)(\tilde{C}+\varepsilon)^{2\omega_{i}}.

Letting ii\to\infty we thus obtain

τj=1n|Ωj,ε|limi(C~C~+ε)2ωi=0.\tau\sum_{j=1}^{n}|\Omega_{j,\varepsilon}|\leq\lim_{i\to\infty}\left(\frac{\tilde{C}}{\tilde{C}+\varepsilon}\right)^{2\omega_{i}}=0.

Passing to the limit as ε0\varepsilon\to 0, we obtain (3.31). ∎

4   Limit as nn\to\infty

We now construct piecewise linear and piecewise constant interpolations of the sequences {sj}\{s_{j}\}, {hj}\{h_{j}\} constructed in Section 3. Since we plan to let the discretization parameter nn tend to \infty, we denote them by {sj(n)}\{s_{j}^{(n)}\}, {hj(n)}\{h_{j}^{(n)}\} to emphasize the dependence on nn. For xΩx\in\Omega and t((j1)τ,jτ]t\in((j-1)\tau,j\tau], j=1,,nj=1,\dots,n set

s¯(n)(x,t)\displaystyle\bar{s}^{(n)}(x,t) =sj(n)(x),\displaystyle=s_{j}^{(n)}(x), (4.1)
s¯(n)(x,t)\displaystyle\underline{s}^{(n)}(x,t) =sj1(n)(x),\displaystyle=s_{j-1}^{(n)}(x),
s^(n)(x,t)\displaystyle\hat{s}^{(n)}(x,t) =sj1(n)(x)+t(j1)ττ(sj(n)(x)sj1(n)(x)),\displaystyle=s_{j-1}^{(n)}(x)+\frac{t-(j-1)\tau}{\tau}(s_{j}^{(n)}(x)-s_{j-1}^{(n)}(x)),

and similarly for h¯(n),h^(n),h¯(n),v¯(n),c¯P,(n),s¯Ω,(n),h¯Ω,(n)\bar{h}^{(n)},\hat{h}^{(n)},\underline{h}^{(n)},\underline{v}^{(n)},\underline{c}^{P,(n)},\bar{s}^{\partial\Omega,(n)},\bar{h}^{\partial\Omega,(n)} etc.

By virtue of the above estimates we can choose RR sufficiently large, so that the truncations are never active, and we can rewrite the system (3.1)–(3.2) in the form

Ω(s^t(n)ϕ(x)+k(c¯P,(n))f(s¯(n))s¯(n)ϕ(x))dx+Ωα(x)(f(s¯(n))f(s¯Ω,(n)))ϕ(x)dS(x)\displaystyle\int_{\Omega}(\hat{s}^{(n)}_{t}\phi(x)+k(\underline{c}^{P,(n)})f^{\prime}(\bar{s}^{(n)})\nabla\bar{s}^{(n)}\cdot\nabla\phi(x))\,\mathrm{d}x+\int_{\partial\Omega}\alpha(x)(f(\bar{s}^{(n)})-f(\bar{s}^{\partial\Omega,(n)}))\phi(x)\,\mathrm{d}S(x)
=Ωh¯(n)s¯(n)(1s¯(n))ϕ(x)dx,\displaystyle\qquad=\int_{\Omega}\underline{h}^{(n)}\bar{s}^{(n)}(1-\bar{s}^{(n)})\phi(x)\,\mathrm{d}x, (4.2)
Ω(h^t(n)ψ(x)+(s¯(n)h¯(n)h¯(n)v¯(n))ψ(x))dxΩβ(x)s¯(h¯Ω,(n)h¯(n))+ψ(x)dS(x)\displaystyle\int_{\Omega}(\hat{h}^{(n)}_{t}\psi(x)+(\underline{s}^{(n)}\nabla\bar{h}^{(n)}-\bar{h}^{(n)}\underline{v}^{(n)})\cdot\nabla\psi(x))\,\mathrm{d}x-\int_{\partial\Omega}\beta(x)\underline{s}({\overline{h}}^{\partial\Omega,(n)}-\bar{h}^{(n)})^{+}\psi(x)\,\mathrm{d}S(x)
=Ωh¯(n)s¯(n)(1s¯(n))ψ(x)dx.\displaystyle\qquad=-\int_{\Omega}{\bar{h}^{(n)}}\underline{s}^{(n)}(1-\underline{s}^{(n)})\psi(x)\,\mathrm{d}x. (4.3)

The estimates derived in Section 3 imply the following bounds independent of nn:

  • h^(n)\hat{h}^{(n)} are bounded in L2(0,T;V)L^{2}(0,T;V);

  • s^(n)\hat{s}^{(n)} are bounded in L(0,T;V)L^{\infty}(0,T;V);

  • s^t(n)\hat{s}^{(n)}_{t} are bounded in L2(Ω×(0,T))L^{2}(\Omega\times(0,T)),

  • h^t(n)\hat{h}^{(n)}_{t} are bounded in L2(0,T;V)L^{2}(0,T;V^{\prime});

  • h^(n),s^(n)\hat{h}^{(n)},\hat{s}^{(n)} are bounded in L(Ω×(0,T))L^{\infty}(\Omega\times(0,T)).

The bound for h^t(n)\hat{h}^{(n)}_{t} in L2(0,T;V)L^{2}(0,T;V^{\prime}) follows by comparison in (4.3). Indeed, choosing arbitrary test functions ψV\psi\in V and ζL2(0,T)\zeta\in L^{2}(0,T) in (4.3), we obtain from the above estimates that the inequality

Ωh^t(n)(x,t)ψ(x)ζ(t)dxC(1+|h¯(n)(t)|2)|ψ|V|ζ(t)|\int_{\Omega}\hat{h}^{(n)}_{t}(x,t)\psi(x)\zeta(t)\,\mathrm{d}x\leq C(1+|\nabla\bar{h}^{(n)}(t)|_{2})|\psi|_{V}|\zeta(t)|

holds for a. e. t(0,T)t\in(0,T). Integrating over (0,T)(0,T) and owing to estimate (3.22), we obtain the assertion.

By the Aubin-Lions Compactness Lemma ([20, Theorem 5.1]) we can find a subsequence (still labeled by (n)(n) for simplicity) and functions s,hs,h such that

  • h^(n)h\hat{h}^{(n)}\to h, s^(n)s\hat{s}^{(n)}\to s strongly in Lp(Ω×(0,T))L^{p}(\Omega\times(0,T)) for every 1p<1\leq p<\infty;

  • h^(n)h\nabla\hat{h}^{(n)}\to\nabla h weakly in L2(Ω×(0,T);3)L^{2}(\Omega\times(0,T);\mathbb{R}^{3});

  • s^(n)s\nabla\hat{s}^{(n)}\to\nabla s weakly-* in L(0,T;L2(Ω;3))L^{\infty}(0,T;L^{2}(\Omega;\mathbb{R}^{3})).

In fact, the Aubin-Lions Lemma guarantees only compactness in L2(Ω×(0,T))L^{2}(\Omega\times(0,T)). Compactness in Lp(Ω×(0,T))L^{p}(\Omega\times(0,T)) for p>2p>2 follows from the fact that the functions are bounded in L(Ω×(0,T))L^{\infty}(\Omega\times(0,T)) by a constant K>0K>0, so that, for example,

0TΩ|s^(n)(x,t)s(x,t)|pdxdt(2K)p20TΩ|s^(n)(x,t)s(x,t)|2dxdt.\int_{0}^{T}\int_{\Omega}|\hat{s}^{(n)}(x,t)-s(x,t)|^{p}\,\mathrm{d}x\,\mathrm{d}t\leq(2K)^{p-2}\int_{0}^{T}\int_{\Omega}|\hat{s}^{(n)}(x,t)-s(x,t)|^{2}\,\mathrm{d}x\,\mathrm{d}t.

Note that for t((j1)τ,jτ]t\in((j-1)\tau,j\tau] we have

|s¯(n)(x,t)s^(n)(x,t)||sj(n)(x)sj1(n)(x)|,|\bar{s}^{(n)}(x,t)-\hat{s}^{(n)}(x,t)|\leq|s_{j}^{(n)}(x)-s_{j-1}^{(n)}(x)|,

hence,

0TΩ|s¯(n)(x,t)s^(n)(x,t)|2dxdtτj=1nΩ|sj(n)(x)sj1(n)(x)|2dxCτ2\int_{0}^{T}\int_{\Omega}|\bar{s}^{(n)}(x,t)-\hat{s}^{(n)}(x,t)|^{2}\,\mathrm{d}x\,\mathrm{d}t\leq\tau\sum_{j=1}^{n}\int_{\Omega}|s_{j}^{(n)}(x)-s_{j-1}^{(n)}(x)|^{2}\,\mathrm{d}x\leq C\tau^{2}

by virtue of (3.19) and (3.22). Similarly,

0TΩ|h¯(n)(x,t)h^(n)(x,t)|2dxdtτj=1nΩ|hj(n)(x)hj1(n)(x)|2dxCτ\int_{0}^{T}\int_{\Omega}|\bar{h}^{(n)}(x,t)-\hat{h}^{(n)}(x,t)|^{2}\,\mathrm{d}x\,\mathrm{d}t\leq\tau\sum_{j=1}^{n}\int_{\Omega}|h_{j}^{(n)}(x)-h_{j-1}^{(n)}(x)|^{2}\,\mathrm{d}x\leq C\tau

by virtue of (3.29). The same estimates hold for the differences s¯(n)s^(n)\underline{s}^{(n)}-\hat{s}^{(n)}, h¯(n)h^(n)\underline{h}^{(n)}-\hat{h}^{(n)}. We conclude that

  • h¯(n)h\bar{h}^{(n)}\to h, s¯(n)s\bar{s}^{(n)}\to s strongly in Lp(Ω×(0,T))L^{p}(\Omega\times(0,T)) for every 1p<1\leq p<\infty;

  • h¯(n)h\underline{h}^{(n)}\to h, s¯(n)s\underline{s}^{(n)}\to s strongly in Lp(Ω×(0,T))L^{p}(\Omega\times(0,T)) for every 1p<1\leq p<\infty;

  • h¯(n)h\nabla\bar{h}^{(n)}\to\nabla h weakly in L2(Ω×(0,T);3)L^{2}(\Omega\times(0,T);\mathbb{R}^{3});

  • s¯(n)s\nabla\bar{s}^{(n)}\to\nabla s weakly-* in L(0,T;L2(Ω;3))L^{\infty}(0,T;L^{2}(\Omega;\mathbb{R}^{3})).

As a by-product of the arguments in [24, Proof of Theorem 4.2, p. 84], we can derive the trace embedding formula

Ω|u|2dS(x)C(|u|22+|u|2|u|2)\int_{\partial\Omega}|u|^{2}\,\mathrm{d}S(x)\leq C(|u|_{2}^{2}+|u|_{2}|\nabla u|_{2})

which holds for every function uVu\in V. Consequently, we obtain strong convergence also in the boundary terms

  • h¯(n)|Ωh|Ω\bar{h}^{(n)}\big{|}_{\partial\Omega}\to h\big{|}_{\partial\Omega}, s¯(n)|Ωs|Ω\bar{s}^{(n)}\big{|}_{\partial\Omega}\to s\big{|}_{\partial\Omega} strongly in L2(Ω×(0,T))L^{2}(\partial\Omega\times(0,T)).

We can therefore pass to the limit as nn\to\infty in all terms in (4.2)–(4.3) and check that s,hs,h are solutions of (2.1)–(2.2) modulo the physical constants provided RR is chosen bigger than the constants CC in (3.28) and (3.31).

5   Numerical test

Refer to caption
Figure 1: Numerical simulations for the system (5.1)–(5.6).

In order to illustrate the behavior of the solution, we propose a simplified 1D model with Ω=[0,1]\Omega=[0,1] described by the system

ρWst(x,t)ksxx(x,t)\displaystyle\rho^{W}s_{t}(x,t)-ks_{xx}(x,t) =γmWhs(1s),\displaystyle=\gamma m^{W}{h}s(1-s), (5.1)
ρHht(x,t)(κshxρHhv)x\displaystyle\rho^{H}h_{t}(x,t)-(\kappa sh_{x}-\rho^{H}hv)_{x} =γmHhs(1s),\displaystyle=-\gamma m^{H}{h}s(1-s), (5.2)

for x(0,L)x\in(0,L) and t(0,T)t\in(0,T), with boundary conditions

ksx(0,t)\displaystyle ks_{x}(0,t) =α(s(0,t)s¯(0,t)),\displaystyle=\alpha(s(0,t)-\bar{s}(0,t)), (5.3)
κshx(0,t)ρHh(0,t)v(0,t)\displaystyle\kappa sh_{x}(0,t)-\rho^{H}h(0,t)v(0,t) =βs(0,t)(h¯(0,t)h(0,t))+,\displaystyle=-\beta s(0,t)(\bar{h}(0,t)-h(0,t))^{+}, (5.4)
ksx(1,t)\displaystyle ks_{x}(1,t) =αs(1,t),\displaystyle=-\alpha s(1,t), (5.5)
κshx(1,t)ρHh(1,t)v(1,t)\displaystyle\kappa sh_{x}(1,t)-\rho^{H}h(1,t)v(1,t) =0,\displaystyle=0, (5.6)

with some constants α>0,β>0\alpha>0,\beta>0. The data are chosen so as to model the following situation: We start with initial conditions s0=ss^{0}=s^{\flat}, h0=0h^{0}=0, and in the time interval [0,T/4][0,T/4], we choose s¯=1\bar{s}=1 and h¯=1\bar{h}=1. This corresponds to the process of filling the structure with lime water solution until the time t=T/4t=T/4. Then, at time t=T/4t=T/4 we start the process of drying by switching s¯\bar{s} to ss^{\flat} and h¯\bar{h} to 0. With these boundary data, we let the process run in the time interval [T/4,T][T/4,T]. Figure 1 shows the spatial distributions across the profile x[0,1]x\in[0,1] at successive times t=T/4,T/2,3T/4,Tt=T/4,T/2,3T/4,T. We have chosen a finer mesh size near the origin, where the solution exhibits higher gradients. High concentration of CaCO3CaCO_{3} near the active boundary x=0x=0 exactly corresponds to the measurements shown, e. g., in [9, 25]. The parameters of our model cannot be easily taken from the available measurements, and a complicated identification procedure would be necessary. This is beyond the scope of this paper, whose purpose is to present a model to be validated by numerical simulations. For this qualitative study we have therefore chosen fictitious parameters with simple numerical values ρW=ρH=mW=mH=α=β=1,s=0,k=2104,κ=103\rho^{W}=\rho^{H}=m^{W}=m^{H}=\alpha=\beta=1,s^{\flat}=0,k=2\cdot 10^{-4},\kappa=10^{-3} and γ=102\gamma=10^{-2}. The final time TT is determined by the number of time steps which are necessary to reach approximate equilibrium. In fact, the question of asymptotic stabilization for large times will be a subject of a subsequent study.

Acknowledgments

The authors wish to thank Zuzana Slížková and Miloš Drdácký for stimulating discussions on technical aspects of the problem.

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