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Patterns formed in a thin film with spatially homogeneous and non-homogeneous Derjaguin disjoining pressure

A.\nsS.\nsA\lsL\lsS\lsH\lsA\lsI\lsK\lsH\lsI1\,{}^{1}    \nsM.\nsG\lsR\lsI\lsN\lsF\lsE\lsL\lsD1,2\,{}^{1,2}\ns    S.\nsK.\nsW\lsI\lsL\lsS\lsO\lsN1\,{}^{1} 1\,{}^{1} Department of Mathematics and Statistics, University of Strathclyde, Livingstone Tower,
26 Richmond Street, Glasgow G1 1XH,UK 2\,{}^{2} email: [email protected]
(20 December 2020; resubmitted 11 June 2021; 2000)
Abstract

We consider patterns formed in a two-dimensional thin film on a planar substrate with a Derjaguin disjoining pressure and periodic wettability stripes. We rigorously clarify some of the results obtained numerically by Honisch et al. [Langmuir 31: 10618–10631, 2015] and embed them in the general theory of thin-film equations. For the case of constant wettability, we elucidate the change in the global structure of branches of steady state solutions as the average film thickness and the surface tension are varied. Specifically we find, by using methods of local bifurcation theory and the continuation software package AUTO, both nucleation and metastable regimes. We discuss admissible forms of spatially non-homogeneous disjoining pressure, arguing for a form that differs from the one used by Honisch et al., and study the dependence of the steady state solutions on the wettability contrast in that case.

keywords:
thin films, disjoining pressure, non-homogeneous substrates, pattern formation
2020 Mathematics Subject Classification:
7
volume: 000

4K35 (Primary); 35B32 (Secondary)

1 Introduction

Thin liquid films on solid substrates occur in many natural situations. For example, they appear in tear films in the eye which protect the cornea [6] or in streams of lava from a volcanic eruption [19]. Moreover, thin liquid films occur in many technological applications, such as coatings [22] and lubricants (e.g. oil films which lubricate the piston in a car engine [41], drying paint layers [18], and in the manufacture of microelectronic devices [21]). For extensive reviews of thin-film flow see, for example, Oron et al. [28] and Craster and Matar [10].

As these liquid films are thin, the Navier–Stokes equation governing their flow can be reduced to a single degenerate fourth-order quasi-linear parabolic partial differential equation (PDE) usually known as a thin-film equation. In many applications a choice of a disjoining pressure, which we denote by Π\Pi, must be made. Such a term describes the action of surface forces on the film [37]. In different situations, different forms of disjoining pressure are appropriate; these may incorporate long-range van der Waals forces and/or various types of short-range interaction terms such as Born repulsion; inclusion of a particular type of interaction can have significant effects on the wettability of the surface and the evolution of the film film, sometimes leading to dewetting phenomena, i.e. the rupture of the film and the appearance of dry spots. (Here and subsequently by “wettability” of the surface we mean the ability of a solid surface to reduce the surface tension of a liquid on contact with it such that it spreads over the surface and wets it.)

Witelski and Bernoff [43] were one of the first authors to analyse mathematically the rupture of three-dimensional thin films. In particular, considering a disjoining pressure of the form Π=1/(3h3)\Pi=-1/(3h^{3}) (we use the sign convention adopted in Honisch et al. [17]), they analysed planar and axisymmetric equilibrium solutions on a finite domain. They showed that a disjoining pressure of this form leads to finite-time rupture singularities, that is, the film thickness approaches zero in finite time at a point (or a line or a ring) in the domain. In a related more recent paper, Ji and Witelski [20] considered a different choice of disjoining pressure and investigated the finite-time rupture solutions in a model of thin film of liquid with evaporative effects. They observed different types of finite-time singularities due to the non-conservative terms in the model. In particular, they showed that the inclusion of non-conservative term can prevent the disjoining pressure from causing finite-time rupture.

A pioneering theoretical study of a thin-film equation with a disjoining pressure term given by a combination of negative powers of the thin film thickness is that by Bertozzi et al. [4], who studied the formation of dewetting patterns and the rupture of thin liquid films due to long-range attractive and short-range Born repulsive forces, and determined the structure of the bifurcation diagram for steady state solutions, both with and without the repulsive term.

Aiming to quantify the temporal coarsening in a thin film, Glasner and Witelski [15] examined two coarsening mechanisms that arise in dewetting films: mass exchange that influences the breakdown of individual droplets and spatial motion that results in droplet rupture as well as merging events. They provided a simple model with a disjoining pressure which combines the effects of both short- and long-range forces acting on the film. Kitavtsev et al. [23] analysed the long-time dynamics of dewetting in a thin-film equation by using a disjoining pressure similar to that used by Bertozzi et al. [4]. They applied centre manifold theory to derive and analysed an ordinary differentual equation model for the dynamics of dewetting.

The recent article by Witelski [42] presents a review of the various stages of dewetting for a film of liquid spreading on a hydrophobic substrate. Different types of behaviour of the film are observed depending on the form of the disjoining pressure: finite-time singularities, self-similar solutions and coarsening. In particular, he divides the evolution of dewetting processes into three phases: an initial linear instability that leads to finite-time rupture (short time dynamics), which is followed by the propagation of dewetting rims and instabilities of liquid ridges (intermediate time dynamics), and the eventual formation of quasi-steady droplets (long time dynamics).

Most of the previous studies of thin liquid films focussed on films on homogeneous substrates. However, thin liquid films on non-homogeneous chemically patterned substrates are also of interest. These have many practical applications, such as in the construction of microfluidic devices and creating soft materials with a particular pattern [30]. Chemically patterned substrates are an efficient way to obtain microstructures of different shapes by using different types of substrate patterning [34]. Chemical modification of substrates can also be used to avoid spontaneous breakup of thin films, which is often highly undesirable, as, for example, in printing technology [5, 1].

Due to their many applications briefly described above, films on non-homogeneous substrates have been the object of a number of previous theoretical studies which motivate the present work. For example, Konnur et al. [24] found that in the case of an isolated circular patch with wetting properties different from that of the rest of the substrate that chemical non-homogeneity of the substrate can greatly accelerate the growth of surface instabilities. Sharma et al. [35] studied instabilities of a liquid film on a substrate containing a single heterogeneous patch and a substrate with stripes of alternating less and more wettable regions. The main concern of that paper was to investigate how substrate patterns are reproduced in the liquid film, and to determine the best conditions for templating.

Thiele et al. [39] performed a bifurcation analysis using the continuation software package AUTO [11] to study dewetting on a chemically patterned substrate by solving a thin-film equation with a disjoining pressure, using the wettability contrast as a control parameter. The wettability contrast measures the degree of heterogeneity of the substrate; it is introduced and defined rigorously in (45) in Section 5. Honisch et al. [17] modelled an experiment in which organic molecules were deposited on a chemically non-homogeneous silicon oxide substrates with gold stripes and discuss the redistribution of the liquid following deposition.

In a recent paper, Liu and Witelski [27] studied thin films on chemically heterogeneous substrates. They claim that in some applications such as digital microfluidics, substrates with alternate hydrophilic and hydrophobic rectangular areas are better described by a piecewise constant function than by a sinusoidal one. Therefore, in contrast to other studies, including the present one, they study substrates with wettability characteristics described by such a function. Based on the structure of the bifurcation diagram, they divide the steady-state solutions into six distinct but connected branches and show that the only unstable branch corresponds to confined droplets, while the rest of the branches are stable.

In the present work, we build on the work of Thiele et al. [39] and Honisch et al. [17]. Part of our motivation is to clarify and explain rigorously some of the numerical results reported in these papers. In the sinusoidally striped non-homogeneous substrate case, we offer a justification for using a form of the disjoining pressure that differs from the one used in these two papers. A detailed plan of the paper is given in the last paragraph of Section 2.

2 Problem Statement

Denoting the thickness of the thin liquid film by z=h(x,y,t)z=h(x,y,t), where (x,y,z)(x,y,z) are the usual Cartesian coordinates and tt is time, Honisch et al. [17] consider the thin-film equation

ht={Q(h)P(h,x,y)},t>0,(x,y)2,h_{t}=\nabla\cdot\left\{Q(h)\nabla P(h,x,y)\right\},\qquad t>0,\qquad(x,y)\in\mathbb{R}^{2}, (1)

where Q(h)=h3/(3η)Q(h)=h^{3}/(3\eta) is the mobility coefficient with η\eta being the dynamic viscosity. The generalized pressure P(h,x,y)P(h,x,y) is given by

P(h,x,y)=γΔhΠ(h,x,y),P(h,x,y)=-\gamma\Delta h-\Pi(h,x,y), (2)

where γ\gamma is the coefficient of surface tension and we follow [17] in taking the Derjaguin disjoining pressure Π(h,x,y)\Pi(h,x,y) in the spatially homogeneous case to be of the form

Π(h,x,y)=Ah3+Bh6\Pi(h,x,y)=-\frac{A}{h^{3}}+\frac{B}{h^{6}} (3)

suggested, for example, by Pismen [29]. Here AA and BB are positive parameters that measure the relative contributions of the long-range forces (the 1/h31/h^{3} term) and the short-range ones (the 1/h61/h^{6} term). However, we will see that both of these constants can be scaled out of the mathematical problem. Equation (3) uses the exponent 3-3 for the long-range forces and 6-6 for the short-range forces as in Honisch et al. [17]. Other choices include the pairs of long- and short-range exponents (2,3)(-2,-3), (3,4)(-3,-4) and (3,9)(-3,-9) discussed by [4, 33, 36]. In terms of the classification of Bertozzi et al. [4, Definition 1], the choice (3,6)(-3,-6) is admissible (as are all the other pairs above), and falls in their region II; we expect that choosing other admissible exponent pairs will give qualitatively the same results as those obtained here.

In what follows, we study thin films on both homogeneous and non-homogeneous substrates. In the non-homogeneous case, we will modify (3) by assuming that the Derjaguin pressure term Π\Pi changes periodically in the xx-direction with period LL. The appropriate forms of Π\Pi in the non-homogeneous case are discussed in Section 5.

Hence, in order better to understand solutions of (1), we study its one-dimensional version,

ht=(Q(h)P(h,x)x)x,0<x<L.h_{t}=(Q(h)P(h,x)_{x})_{x},\quad\quad 0<x<L. (4)

We start by characterising steady state solutions of (4) subject to periodic boundary conditions at x=0x=0 and x=Lx=L. In other words, we seek steady state solutions h(x)h(x) of (4), satisfying the non-local boundary value problem

γhxx+Bh6Ah31L0L[Bh6Ah3]dx=0,  0<x<L,\gamma h_{xx}+\frac{B}{h^{6}}-\frac{A}{h^{3}}-\frac{1}{L}\int_{0}^{L}\left[\frac{B}{h^{6}}-\frac{A}{h^{3}}\right]\,\hbox{d}{x}=0,\;\;0<x<L, (5)

subject to the constraint

1L0Lh(x)dx=h,\frac{1}{L}\int_{0}^{L}h(x)\,\hbox{d}{x}=h^{*}, (6)

where the constant h(>0)h^{*}\,(>0) denotes the (scaled) average film thickness, and the periodic boundary conditions

h(0)=h(L),hx(0)=hx(L).h(0)=h(L),\quad h_{x}(0)=h_{x}(L). (7)

Now we non-dimensionalise. Setting

H=(BA)1/3,h=Hh~,andx=Lx~,H=\left(\frac{B}{A}\right)^{1/3},\;\;h=H\tilde{h},\quad\hbox{and}\quad x=L\tilde{x}, (8)

in (5) and removing the tildes, we obtain

ϵ2hxx+f(h)01f(h)dx=0,  0<x<1,\epsilon^{2}h_{xx}+f(h)-\int_{0}^{1}f(h)\,\hbox{d}{x}=0,\;\;0<x<1, (9)

where

f(h)=1h61h3,f(h)=\frac{1}{h^{6}}-\frac{1}{h^{3}}, (10)

and

ϵ2=γB4/3L2A7/3,\epsilon^{2}=\frac{\gamma B^{4/3}}{L^{2}A^{7/3}}, (11)

subject to the periodic boundary conditions

h(0)=h(1),hx(0)=hx(1),h(0)=h(1),\quad h_{x}(0)=h_{x}(1), (12)

and the volume constraint

01h(x)dx=h¯,\int_{0}^{1}h(x)\,\hbox{d}{x}=\bar{h}, (13)

where

h¯=hA1/3B1/3.\bar{h}=\frac{h^{*}A^{1/3}}{B^{1/3}}. (14)

Note that the problem (9)–(14) is very similar to the corresponding steady state problem for the Cahn–Hilliard equation considered as a bifurcation problem in the parameters h¯\bar{h} and ϵ\epsilon by Eilbeck et al. [12]. The boundary conditions considered in that work were the physically natural double Neumann conditions. The periodic boundary conditions (12) in the present problem slightly change the analysis, but our general approach in characterising different bifurcation regimes still follows that of Eilbeck et al. [12], though the correct interpretation of the limit as ϵ0+\epsilon\to 0^{+} is that now we let the surface tension γ\gamma go to zero. In particular, we perform a Liapunov–Schmidt reduction to determine the local behaviour close to bifurcation points and then use AUTO (in the present work we use the AUTO-07p version [11]) to explore the global structure of branches of steady state solutions both for the spatially homogeneous case and for the spatially non-homogeneous case in the case of an xx-periodically patterned substrate.

We first investigate the homogeneous case and, having elucidated the structure of the bifurcations of non-trivial solutions from the constant solution h=h¯h=\bar{h} in that case in Sections 3 and 4, we study forced rotational (O(2)O(2)) symmetry breaking in the non-homogeneous case in Section 5. In Appendix A, we present a general result about O(2)O(2) symmetry breaking in the spatially non-homogeneous case. It shows that in the spatially non-homogeneous case, only two steady state solutions remain from the orbit of solutions of (9)–(14) induced by its O(2)O(2) invariance. We concentrate on the simplest steady state solutions of (9)–(14), as by a result of Laugesen and Pugh [25, Theorem 1] only such solutions, that is, constant solutions and those having only one extremum point, are linearly stable in the homogeneous case. For information about dynamics of one-dimensional thin-film equations the reader should also consult Zhang [46].

In what follows, we use 2\|\cdot\|_{2} to denote L2([0,1])L^{2}([0,1]) norms.

3 Liapunov–Schmidt Reduction in the Spatially Homogeneous Case

We start by performing an analysis of the dependence of the global structure of branches of steady state solutions of the problem in the spatially homogeneous case given by (9)–(14) on the parameters h¯\bar{h} and ϵ\epsilon.

In what follows, we do not indicate explicitly the dependence of the operators on the parameters h¯\bar{h} and ϵ\epsilon, and all of the calculations are performed for a fixed value of h¯\bar{h} and close to a bifurcation point ϵ=ϵk\epsilon=\epsilon_{k} for k=1,2,3,k=1,2,3,\ldots defined below.

We set v=hh¯v=h-\bar{h}, so that v=v(x)v=v(x) has zero mean, and rewrite (9) as

G(v)=0,G(v)=0, (15)

where

G(v)=ϵ2vxx+f(v+h¯)01f(v(x)+h¯)dx.G(v)=\epsilon^{2}v_{xx}+f(v+\bar{h})-\int_{0}^{1}f(v(x)+\bar{h})\,\hbox{d}{x}. (16)

If we set

H={wC(0,1):01w(x)dx=0},H=\left\{w\in C(0,1)\,:\,\int_{0}^{1}w(x)\,\hbox{d}{x}=0\right\}, (17)

where GG is an operator from D(G)HHD(G)\subset H\rightarrow H, then D(G)D(G) is given by

D(G)={vC2(0,1):v(0)=v(1),vx(0)=vx(1),01v(x)dx=0}.D(G)=\left\{v\in C^{2}(0,1)\,:\,v(0)=v(1),\,v_{x}(0)=v_{x}(1),\,\int_{0}^{1}v(x)\,\hbox{d}{x}=0\right\}. (18)

The linearisation of GG at vv applied to ww is defined by

dG(v)w=limτ0G(v+τw)G(v)τ.dG(v)w=\lim_{\tau\to 0}\frac{G(v+\tau w)-G(v)}{\tau}. (19)

We denote dG(0)dG(0) by SS, so that SS applied to ww is given by

Sw=ϵ2wxx+f(h¯)w.Sw=\epsilon^{2}w_{xx}+f^{\prime}(\bar{h})w. (20)

To locate the bifurcation points, we have to find the nontrivial solutions of the equation Sw=0Sw=0 subject to

w(0)=w(1),wx(0)=wx(1).w(0)=w(1),\quad\quad w_{x}(0)=w_{x}(1). (21)

The kernel of SS is non-empty and two dimensional when

ϵ=ϵk=f(h¯)2kπfork=1,2,3,,\epsilon=\epsilon_{k}=\frac{\sqrt{f^{\prime}(\bar{h})}}{2k\pi}\quad\textrm{for}\quad k=1,2,3,\ldots, (22)

and is spanned by cos(2kπx)\cos(2k\pi x) and sin(2kπx)\sin(2k\pi x). That these values of ϵ\epsilon correspond to bifurcation points follows from two theorems of Vanderbauwhede [40, Theorems 2 and 3].

In a neighbourhood of a bifurcation point (ϵk,0)(\epsilon_{k},0) in (ϵ,v)(\epsilon,v) space, solutions of G(v)=0G(v)=0 on HH are in one-to-one correspondence with solutions of the reduced system of equations on 2\mathbb{R}^{2},

g1(x,y,ϵ)=0,g2(x,y,ϵ)=0,g_{1}(x,y,\epsilon)=0,\quad g_{2}(x,y,\epsilon)=0, (23)

for some functions g1g_{1} and g2g_{2} to be obtained through the Liapunov–Schmidt reduction [16].

To set up the Liapunov–Schmidt reduction, we decompose D(G)D(G) and HH as follows:

D(G)=kerSMD(G)=\hbox{ker}\,S\oplus M (24)

and

H=NrangeS.H=N\oplus\hbox{range}\,S. (25)

Since SS is self-adjoint with respect to the L2L^{2}-inner product denoted by ,\langle\cdot,\cdot\rangle, we can choose

M=N=span{cos(2kx),sin(2kx)},M=N=\hbox{span}\,\left\{\cos(2kx),\sin(2kx)\right\}, (26)

and denote the above basis for MM by {w1,w2}\left\{w_{1},w_{2}\right\} and for NN by {w1,w2}\left\{w_{1}^{*},w_{2}^{*}\right\}. We also denote the projection of HH onto rangeS\hbox{range}\,S by EE.

Since the present problem is invariant with respect to the group O(2)O(2), the functions g1g_{1} and g2g_{2} must have the form

g1(x,y,ϵ)=xp(x2+y2,ϵ),g2(x,y,ϵ)=yp(x2+y2,ϵ),g_{1}(x,y,\epsilon)=xp(x^{2}+y^{2},\epsilon),\quad g_{2}(x,y,\epsilon)=yp(x^{2}+y^{2},\epsilon), (27)

for some function p(,)p(\cdot,\cdot) [9], which means that in order to determine the bifurcation structure, the only terms that need to be computed are g1,xϵg_{1,x\epsilon} and g1,xxxg_{1,xxx}, as these immediately give g2,yϵg_{2,y\epsilon} and g2,yyyg_{2,yyy} and all of the other second and third partial derivatives of g1g_{1} and g2g_{2} are identically zero.

Following Golubitsky and Schaeffer [16], we have

g1,xϵ\displaystyle g_{1,x\epsilon} =\displaystyle= w1,dGϵ(w1)d2G(w1,S1EGϵ(0)),\displaystyle\langle w_{1}^{*},dG_{\epsilon}(w_{1})-d^{2}G(w_{1},S^{-1}EG_{\epsilon}(0))\rangle, (28)
g1,xxx\displaystyle g_{1,xxx} =\displaystyle= w1,d3G(w1,w1,w1)3d2G(w1,S1E[d2G(w1,w1)]),\displaystyle\langle w_{1}^{*},d^{3}G(w_{1},w_{1},w_{1})-3d^{2}G(w_{1},S^{-1}E[d^{2}G(w_{1},w_{1})])\rangle, (29)

where

drG(z1,,zr)=rt1trG(t1z1++trzr)|t1==tr=0forr=1,2,3,,d^{r}G(z_{1},\ldots,z_{r})=\left.\frac{\partial^{r}}{\partial t_{1}\ldots\partial t_{r}}G(t_{1}z_{1}+\ldots+t_{r}z_{r})\right|_{t_{1}=\ldots=t_{r}=0}\quad\textrm{for}\quad r=1,2,3,\ldots, (30)

and we choose

w1=w1=cos(2kπx),w_{1}=w_{1}^{*}=\cos(2k\pi x), (31)

where w1kerSw_{1}\in\hbox{ker}\ S and w1(rangeS)w_{1}^{*}\in(\hbox{range}\ S)^{\perp}. In particular, from (30) we have

d2G(z1,z2)\displaystyle d^{2}G(z_{1},z_{2}) =\displaystyle= 2t1t2G(t1z1+t2z2)|t1=t2=0\displaystyle\left.\frac{\partial^{2}}{\partial t_{1}\partial t_{2}}G(t_{1}z_{1}+t_{2}z_{2})\right|_{t_{1}=t_{2}=0} (32)
=\displaystyle= 2t1t2[ϵk(t1z1,xx+t2z2,xx)+f(t1z1+t2z2+h¯)\displaystyle\frac{\partial^{2}}{\partial t_{1}\partial t_{2}}\Big{[}\epsilon_{k}(t_{1}z_{1,xx}+t_{2}z_{2,xx})+f(t_{1}z_{1}+t_{2}z_{2}+\bar{h})
\displaystyle- 01f(t1z1+t2z2+h¯)dx]|t1=t2=0\displaystyle\left.\int_{0}^{1}f(t_{1}z_{1}+t_{2}z_{2}+\bar{h})\,\hbox{d}{x}\Big{]}\right|_{t_{1}=t_{2}=0}
=\displaystyle= f′′(h¯)z1z201f′′(h¯)z1z2dx,\displaystyle f^{\prime\prime}(\bar{h})z_{1}z_{2}-\int_{0}^{1}f^{\prime\prime}(\bar{h})z_{1}z_{2}\,\hbox{d}{x},

and so

d2G(cos(2kπx),cos(2kπx))\displaystyle d^{2}G(\cos(2k\pi x),\cos(2k\pi x)) =\displaystyle= f′′(h¯)cos2(2kπx)01f′′(h¯)cos2(2kπx)dx\displaystyle f^{\prime\prime}(\bar{h})\cos^{2}(2k\pi x)-\int_{0}^{1}f^{\prime\prime}(\bar{h})\cos^{2}(2k\pi x)\,\hbox{d}{x} (33)
=\displaystyle= f′′(h¯)cos2(2kπx)12f′′(h¯).\displaystyle f^{\prime\prime}(\bar{h})\cos^{2}(2k\pi x)-\frac{1}{2}f^{\prime\prime}(\bar{h}).

To obtain S1E[d2G(w1,w1)]S^{-1}E[d^{2}G(w_{1},w_{1})], which we denote by R(x)R(x), so that SR=E[d2G(w1,w1)]SR=E[d^{2}G(w_{1},w_{1})], we use the definition of ϵk\epsilon_{k} given in (22) and solve the second order ordinary differential equation satisfied by R(x)R(x),

Rxx+4k2π2R=4k2π2f′′(h¯)f(h¯)cos2(2kπx)2k2π2f′′(h¯)f(h¯),R_{xx}+4k^{2}\pi^{2}R=4k^{2}\pi^{2}\frac{f^{\prime\prime}(\bar{h})}{f^{\prime}(\bar{h})}\cos^{2}(2k\pi x)-2k^{2}\pi^{2}\frac{f^{\prime\prime}(\bar{h})}{f^{\prime}(\bar{h})}, (34)

subject to

R(0)=R(1)andRx(0)=Rx(1)R(0)=R(1)\quad\textrm{and}\quad R_{x}(0)=R_{x}(1) (35)

in kerS\hbox{ker}\,S. We obtain

R(x)=S1E[d2G(w1,w1)]=16f′′(h¯)f(h¯)cos(4kπx),R(x)=S^{-1}E[d^{2}G(w_{1},w_{1})]=-\frac{1}{6}\frac{f^{\prime\prime}(\bar{h})}{f^{\prime}(\bar{h})}\cos(4k\pi x), (36)

and hence

d2G(w1,S1E[d2G(w1,w1)])\displaystyle d^{2}G(w_{1},S^{-1}E[d^{2}G(w_{1},w_{1})]) =\displaystyle= d2G(cos(2kπx),16f′′(h¯)f(h¯)cos(4kπx))\displaystyle d^{2}G\left(\cos(2k\pi x),-\frac{1}{6}\frac{f^{\prime\prime}(\bar{h})}{f^{\prime}(\bar{h})}\cos(4k\pi x)\right) (37)
=\displaystyle= f′′(h¯)cos(2kπx)(16f′′(h¯)f(h¯)cos(4kπx))\displaystyle f^{\prime\prime}(\bar{h})\cos(2k\pi x)\left(-\frac{1}{6}\frac{f^{\prime\prime}(\bar{h})}{f^{\prime}(\bar{h})}\cos(4k\pi x)\right)
01f′′(h¯)cos(2kπx)(16f′′(h¯)f(h¯)cos(4kπx))dx\displaystyle-\int_{0}^{1}f^{\prime\prime}(\bar{h})\cos(2k\pi x)\left(-\frac{1}{6}\frac{f^{\prime\prime}(\bar{h})}{f^{\prime}(\bar{h})}\cos(4k\pi x)\right)\hbox{d}{x}
=\displaystyle= 16[f′′(h¯)]2f(h¯)cos(2kπx)cos(4kπx).\displaystyle-\frac{1}{6}\frac{[f^{\prime\prime}(\bar{h})]^{2}}{f^{\prime}(\bar{h})}\cos(2k\pi x)\cos(4k\pi x).

In addition, from (30) we have

d3G(z1,z2,z3)\displaystyle d^{3}G(z_{1},z_{2},z_{3}) =\displaystyle= 3t1t2t3G(t1z1+t2z2+t3z3)|t1=t2=t3=0\displaystyle\left.\frac{\partial^{3}}{\partial t_{1}\partial t_{2}\partial t_{3}}G(t_{1}z_{1}+t_{2}z_{2}+t_{3}z_{3})\right|_{t_{1}=t_{2}=t_{3}=0} (38)
=\displaystyle= f′′′(h¯)z1z2z301f′′′(h¯)z1z2z3dx,\displaystyle f^{\prime\prime\prime}(\bar{h})z_{1}z_{2}z_{3}-\int_{0}^{1}f^{\prime\prime\prime}(\bar{h})z_{1}z_{2}z_{3}\,\hbox{d}{x},

and therefore

d3G(cos(2kπx),cos(2kπx),cos(2kπx))\displaystyle d^{3}G(\cos(2k\pi x),\cos(2k\pi x),\cos(2k\pi x)) =\displaystyle= f′′′(h¯)cos3(2kπx)01f′′′(h¯)cos3(2kπx)dx\displaystyle f^{\prime\prime\prime}(\bar{h})\cos^{3}(2k\pi x)-\int_{0}^{1}f^{\prime\prime\prime}(\bar{h})\cos^{3}(2k\pi x)\,\hbox{d}{x} (39)
=\displaystyle= f′′′(h¯)cos3(2kπx).\displaystyle f^{\prime\prime\prime}(\bar{h})\cos^{3}(2k\pi x).

Putting all of the information in (37) and (39) into (29) we obtain

g1,xxx\displaystyle g_{1,xxx} =\displaystyle= w1,d3G(w1,w1,w1)3d2G(w1,S1E[d2G(w1,w1)])\displaystyle\langle w_{1}^{*},d^{3}G(w_{1},w_{1},w_{1})-3d^{2}G(w_{1},S^{-1}E[d^{2}G(w_{1},w_{1})])\rangle (40)
=\displaystyle= 01cos(2kπx)[f′′′(h¯)cos3(2kπx)3(16[f′′(h¯)]2f(h¯)cos(2kπx)cos(4kπx))]dx\displaystyle\int_{0}^{1}\cos(2k\pi x)\left[f^{\prime\prime\prime}(\bar{h})\cos^{3}(2k\pi x)-3\left(-\frac{1}{6}\frac{[f^{\prime\prime}(\bar{h})]^{2}}{f^{\prime}(\bar{h})}\cos(2k\pi x)\cos(4k\pi x)\right)\right]\,\hbox{d}{x}
=\displaystyle= 38f′′′(h¯)+18[f′′(h¯)]2f(h¯).\displaystyle\frac{3}{8}f^{\prime\prime\prime}(\bar{h})+\frac{1}{8}\frac{[f^{\prime\prime}(\bar{h})]^{2}}{f^{\prime}(\bar{h})}.

In addition, Gϵ(v)=vxxG_{\epsilon}(v)=v_{xx}, so that Gϵ(0)=0G_{\epsilon}(0)=0 at v=0v=0, and hence we have

d2G(wk,S1EGϵ(0))=0.d^{2}G(w_{k},S^{-1}EG_{\epsilon}(0))=0. (41)

Furthermore, since dGϵ(w)=wxxdG_{\epsilon}(w)=w_{xx}, from (28) we obtain

g1,xϵ\displaystyle g_{1,x\epsilon} =\displaystyle= w1,dGϵ(w1)d2G(w1,S1EGϵ(0))\displaystyle\langle w_{1}^{*},dG_{\epsilon}(w_{1})-d^{2}G(w_{1},S^{-1}EG_{\epsilon}(0))\rangle (42)
=\displaystyle= 01cos(2kπx)(4π2k2cos(2kπx))dx\displaystyle\int_{0}^{1}\cos(2k\pi x)\left(-4\pi^{2}k^{2}\cos(2k\pi x)\right)\,\hbox{d}{x}
=\displaystyle= 2k2π2.\displaystyle-2k^{2}\pi^{2}.

Referring to (27) and the argument following that equation, the above analysis shows that as long as f(h¯)>0f^{\prime}(\bar{h})>0 at ϵ=ϵk\epsilon=\epsilon_{k} a circle of equilibria bifurcates from the constant solution hh¯h\equiv\bar{h}. The direction of bifurcation is locally determined by the sign of g1,xxxg_{1,xxx} given by (40). Hence, using 1/ϵ1/\epsilon as the bifurcation parameter, the bifurcation of nontrivial equilibria is supercritical if g1,xxxg_{1,xxx} is negative and subcritical if it is positive.

By finding the values of h¯\bar{h} where g1,xxxg_{1,xxx} given by (40) with f(h)f(h) given by (10) is zero, we finally obtain the following proposition:

Proposition 1

Bifurcations of nontrivial solutions from the constant solution h=h¯h=\bar{h} of the problem (9)(\ref{nl})(14)(\ref{mc}) are supercritical if 1.289<h¯<1.7471.289<\bar{h}<1.747 and subcritical if 1.259<h¯<1.2891.259<\bar{h}<1.289 or if h¯>1.747\bar{h}>1.747.

\theoremstyle

definition

Proof 3.1

The constant solution hh¯h\equiv\bar{h} will lose stability as ϵ\epsilon is decreased only if f(h¯)>0f^{\prime}(\bar{h})>0. i.e. if 6/h¯7+3/h¯4>0-6/{\bar{h}}^{7}+3/{\bar{h}}^{4}>0, for h¯>21/31.259\bar{h}>2^{1/3}\approx 1.259. From (40) we have that

g1,xxx=57h¯6426h¯3+6512h¯9(h¯32),g_{1,xxx}=\frac{57\bar{h}^{6}-426\bar{h}^{3}+651}{2\bar{h}^{9}(\bar{h}^{3}-2)}, (43)

so that g1,xxx<0g_{1,xxx}<0 if h¯(1.289,1747)\bar{h}\in(1.289,1747) giving the result.

For h¯21/3\bar{h}\leqslant 2^{1/3} there are no bifurcations from the constant solution h=h¯h=\bar{h}. Furthermore, we have the following proposition:

Proposition 1

The problem (9)(\ref{nl})(14)(\ref{mc}) has no nontrivial solutions when h¯1\bar{h}\leq 1.

Proof 3.2

Assume that such a nontrivial solution exists. Then, since h¯1\bar{h}\leq 1, its global minimum, achieved at some point x0(0,1)x_{0}\in(0,1), must be less than 1. (We may take the point x0x_{0} to be an interior point by translation invariance.) But then

ϵ2hxx(x0)=01f(h)dxf(h(x0))<0,\epsilon^{2}h_{xx}(x_{0})=\int_{0}^{1}f(h)\,\hbox{d}{x}-f(h(x_{0}))<0, (44)

so the point x0x_{0} cannot be a minimum.

4 Two-Parameter Continuation of Solutions in the Spatially Homogeneous Case

To describe the change in the global structure of branches of steady state solutions of the problem (9)–(14) as h¯\bar{h} and ϵ\epsilon are varied, we use AUTO [11] and our results are summarised in Figure 1.

As Figure 1 shows, a curve of saddle-node (SN) bifurcations which originates from h¯1.289\bar{h}\approx 1.289 at 1/ϵ23.4321/\epsilon\approx 23.432 satisfies h¯1+\bar{h}\rightarrow 1^{+} as 1/ϵ1/\epsilon\rightarrow\infty, while a curve of SN bifurcations which originates from h¯1.747\bar{h}\approx 1.747, 1/ϵ13.9981/\epsilon\approx 13.998 satisfies h¯\bar{h}\rightarrow\infty as 1/ϵ1/\epsilon\rightarrow\infty.

Refer to caption
Figure 1: The global structure of branches of steady state solutions with a unique maximum, including both saddle-node (SN) (shown with dash-dotted curves) and pitchfork (PF) bifurcation branches (shown with solid curves). The nucleation regime 1<h¯<21/31.2591<\bar{h}<2^{1/3}\approx 1.259 (Regime I), the metastable regime 21/3<h¯<1.2892^{1/3}<\bar{h}<1.289 and h¯>1.747\bar{h}>1.747 (Regime II), and the unstable regime 1.289<h¯<1.7471.289<\bar{h}<1.747 (Regime III) are also indicated.

Figure 1 identifies three different bifurcation regimes, denoted by I, II and III, with differing bifurcation behaviour occurring in the different regimes, namely (using the terminology of [12] in the context of the Cahn-Hilliard equation):

  • a “nucleation” regime for 1<h¯<21/31.2591<\bar{h}<2^{1/3}\approx 1.259 (Regime I),

  • a “metastable” regime for 21/3<h¯<1.2892^{1/3}<\bar{h}<1.289 and h¯>1.747\bar{h}>1.747 (Regime II), and

  • an “unstable” regime for 1.289<h¯<1.7471.289<\bar{h}<1.747 (Regime III).

In Regime I, the constant solution h(x)h¯h(x)\equiv\bar{h} is linearly stable which follows from analysing the spectrum of the operator SS for f(h¯)<0f^{\prime}(\bar{h})<0 in (20) and (21), but under sufficiently large perturbations the system will evolve to a non-constant steady state solution. See [25] for an extensive discussion of the stability analysis of steady state solutions to thin-film equations.

In Regime II, as ϵ\epsilon is decreased the constant solution h(x)h¯h(x)\equiv\bar{h} loses stability through a subcritical bifurcation.

In Regime III, as ϵ\epsilon is decreased, the constant solution h(x)h¯h(x)\equiv\bar{h} loses stability through a supercritical bifurcation.

5 The Spatially Non-Homogeneous Case

Honisch et al. [17] chose the Derjaguin disjoining pressure Π(h,x,y)\Pi(h,x,y) to be of the form

Π(h,x,y)=(1h61h3)(1+ρG(x,y)),\Pi(h,x,y)=\left(\frac{1}{h^{6}}-\frac{1}{h^{3}}\right)(1+\rho\,G(x,y)), (45)

where the function G(x,y)G(x,y) models the non-homogeneity of the substrate and the parameter ρ\rho, which can be either positive or negative, is called the “wettability contrast”. Following Honisch et al. [17], in the remainder of the present work we consider the specific case

G(x,y)=sin(2πx):=G(x),G(x,y)=\sin\left(2\pi x\right):=G(x), (46)

corresponding to an xx-periodically patterned (i.e. striped) substrate.

There are, however, some difficulties in accepting (45) as a physically realistic form of the disjoining pressure for a non-homogeneous substrate. The problems arise because the two terms in (45) represent rather different physical effects. Specifically, since the 1/h61/h^{6} term models the short-range interaction amongst the molecules of the liquid and the 1/h31/h^{3} term models the long-range interaction, assuming that both terms reflect the patterning in the substrate in exactly the same way through their dependence on the same function G(x,y)G(x,y) does not seem very plausible. Moreover, there are other studies which assume that the wettability of the substrate is incorporated in either the short-range interaction term (see, for example, Thiele and Knobloch [38] and Bertozzi et al. [4]) or the long-range interaction term (see, for example, Ajaev et al. [2] and Sharma et al. [35]), but not both simultaneously. Hence in what follows we will consider the two cases Π(h,x)=ΠLR(h,x)\Pi(h,x)=\Pi_{\rm LR}(h,x) and Π(h,x)=ΠSR(h,x)\Pi(h,x)=\Pi_{\rm SR}(h,x), where LR stands for “long range” and SR stands for “short range” where

ΠLR(h,x)=1h61h3(1+ρG(x))\Pi_{\rm LR}(h,x)=\frac{1}{h^{6}}-\frac{1}{h^{3}}(1+\rho G(x)) (47)

and

ΠSR(h,x)=1h6(1+ρG(x))1h3,\Pi_{\rm SR}(h,x)=\frac{1}{h^{6}}(1+\rho G(x))-\frac{1}{h^{3}}, (48)

in both of which G(x)G(x) is given by (46) and ρ\rho is the wettability contrast.

For small wettability contrast, |ρ|1|\rho|\ll 1, we do not expect there to be significant differences between the influence of ΠLR\Pi_{\rm LR} or ΠSR\Pi_{\rm SR} on the bifurcation diagrams, as these results depend only on the nature of the bifurcation in the homogeneous case ρ=0\rho=0 and on the symmetry groups under which the equations are invariant. To see this, consider the spatially non-homogeneous version of (9), that is, the boundary value problem

ϵ2hxx+f(h,x)01f(h,x)dx=0,  0<x<1,\epsilon^{2}h_{xx}+f(h,x)-\int_{0}^{1}f(h,x)\,\hbox{d}{x}=0,\;\;0<x<1, (49)

where now

f(h,x)=ΠLR(h,x)orf(h,x)=ΠSR(h,x).f(h,x)=\Pi_{\rm LR}(h,x)\quad\hbox{or}\quad f(h,x)=\Pi_{\rm SR}(h,x). (50)

subject to the periodic boundary conditions and the volume constraint,

h(0)=h(1),hx(0)=hx(1),and01h(x)dx=h¯.h(0)=h(1),\quad h_{x}(0)=h_{x}(1),\quad\hbox{and}\quad\int_{0}^{1}h(x)\,\hbox{d}{x}=\bar{h}. (51)

Seeking an asymptotic solution to (49)–(51) in the form h(x)=h¯+ρh1(x)+O(ρ2)h(x)=\bar{h}+\rho h_{1}(x)+O(\rho^{2}) in the limit ρ0\rho\to 0, by substituting this anzatz into (49) we find that in the case of ΠLR(h,x)\Pi_{\rm LR}(h,x) we have

h1(x)=Sh¯4sin(2πx)4π2h¯7ϵ23h¯3+6,h_{1}(x)=\frac{S\bar{h}^{4}\sin\left(2\pi x\right)}{4\pi^{2}\bar{h}^{7}\epsilon^{2}-3\bar{h}^{3}+6}, (52)

while in the case of ΠSR(h,x)\Pi_{\rm SR}(h,x) the corresponding result is

h1(x)=h¯sin(2πx)4π2h¯7ϵ23h¯3+6.h_{1}(x)=\frac{\bar{h}\sin\left(2\pi x\right)}{4\pi^{2}\bar{h}^{7}\epsilon^{2}-3\bar{h}^{3}+6}. (53)

For non-zero values of ρ\rho, in both the ΠLR\Pi_{\rm LR} and ΠSR\Pi_{\rm SR} cases, the changes in the bifurcation diagrams obtained in the homogeneous case (ρ=0\rho=0) are an example of forced symmetry breaking (see, for example, Chillingworth [8]), which we discuss further in Appendix A. More precisely, we show there that when ρ0\rho\neq 0, out of the entire O(2)O(2) orbit only two equilibria are left after symmetry breaking.

Refer to caption
Figure 2: Bifurcation diagrams of solutions with a unique maximum, showing hh¯2\|h-\bar{h}\|_{2} plotted as a function of 1/ϵ1/\epsilon when the disjoining pressure is ΠLR\Pi_{\rm LR} for ρ=0\rho=0 (dashed curves), ρ=0.005\rho=0.005 (dotted curves) and ρ=0.05\rho=0.05 (solid curves) for (a) h¯=1.24\bar{h}=1.24, (b) h¯=1.3\bar{h}=1.3, and (c) h¯=2\bar{h}=2, corresponding to Regimes I, III, and II, respectively.

Figure 2 shows how for small wettability contrast |ρ|1|\rho|\ll 1, the resulting spatial non-homogeneity introduces imperfections [16] in the bifurcation diagrams of the homogeneous case ρ=0\rho=0 discussed in Section 4. It presents bifurcation diagrams in Regimes I, II and III when the disjoining pressure ΠLR\Pi_{\rm LR} is given by (47) for a range of small values of ρ\rho together with the corresponding diagrams in the case ρ=0\rho=0. The corresponding bifurcation diagrams when the disjoining pressure ΠSR\Pi_{\rm SR} is given by (48) are very similar and hence are not shown here.

For large wettability contrast, specifically for |ρ|1|\rho|\geq 1, significant differences between the two forms of the disjoining pressure are to be expected. When using ΠLR\Pi_{\rm LR}, one expects global existence of positive solutions for all values of |ρ||\rho|; see, for example, Wu and Zheng [44]. On the other hand, when using ΠSR\Pi_{\rm SR}, there is the possibility of rupture of the liquid film for |ρ|1|\rho|\geq 1; see, for example, [4, 44], which means in this case we do not expect positive solutions for sufficiently large values of |ρ||\rho|.

Refer to caption
Figure 3: Bifurcation diagram for steady state solutions with a unique maximum showing hh¯2\|h-\bar{h}\|_{2} plotted as a function of ρ\rho when the disjoining pressure is ΠLR\Pi_{\rm LR}, h¯=3\bar{h}=3 and 1/ϵ=501/\epsilon=50. The leading-order dependence of hh¯2\|h-\bar{h}\|_{2} on ρ\rho as ρ0\rho\to 0, given by (52), is shown with dashed lines.

In Figure 3 we plot the branches of the positive solutions of (49)–(51) with a unique maximum when the disjoining pressure is ΠLR\Pi_{\rm LR} for h¯=3\bar{h}=3 and 1/ϵ=501/\epsilon=50, so that when ρ=0\rho=0, we are in Regime II above the curve of pitchfork (PF) bifurcations from the constant solution shown in Figure 1. The work of Bertozzi et al. [4] and of Wu and Zheng [44], shows that strictly positive solutions exist for all values of |ρ||\rho|, i.e. beyond the range ρ[2,2]\rho\in[-2,2] for which we have performed the numerical calculations.

Figure 4 shows that the situation is different when the disjoining pressure is ΠSR\Pi_{\rm SR} (with the same values of h¯\bar{h} and ϵ\epsilon). At |ρ|=1|\rho|=1, the upper branches of solutions disappear due to rupture of the film, so that at some point x0[0,1]x_{0}\in[0,1] we have h(x0)=0h(x_{0})=0 and a strictly positive solution no longer exists, while the other two branches coalesce at a saddle node bifurcation at |ρ|5.8|\rho|\approx 5.8.

Note that in Figures 3 and 4, the non-trivial “solution” on the axis ρ=0\rho=0 is, in fact, a whole O(2)O(2)-symmetric orbit of solutions predicted by the analysis leading to Figure 1.

Refer to caption
Figure 4: Bifurcation diagram showing hh¯2\|h-\bar{h}\|_{2} plotted as a function of ρ\rho when the disjoining pressure is ΠSR\Pi_{\rm SR}, for h¯=3\bar{h}=3 and 1/ϵ=501/\epsilon=50. The leading order dependence of hh¯2\|h-\bar{h}\|_{2} on ρ\rho as ρ0\rho\to 0, given by (53), is shown with dashed lines. Note that the upper branches of solutions cannot be extended beyond |ρ|=1|\rho|=1 (indicated by filled circles).

Note that when the disjoining pressure is ΠSR\Pi_{\rm SR}, given by (48), we were unable to use AUTO to continue branches of solutions beyond the rupture of the film at |ρ|=1|\rho|=1.

Refer to caption
Figure 5: Solutions h(x)h(x) when the disjoining pressure is ΠSR\Pi_{\rm SR} for h¯=2\bar{h}=2 and 1/ϵ=301/\epsilon=30 for ρ=0\rho=0, 0.97, 0.98, 0.99 and 1, denoted by “1”, “2”, “3”, “4” and “5”, respectively, showing convergence of strictly positive solutions to a non-strictly positive one as ρ1\rho\to 1^{-}.

Figure 5 shows the film approaching rupture as ρ1\rho\to 1^{-} at the point where the coefficient of the short-range term disappears when ρ=1\rho=1, i.e. when 1+sin(2πx)=01+\sin(2\pi x)=0 and hence at x=3/4x=3/4. These numerical results are consistent with the theoretical arguments of Bertozzi et al. [4].

Investigation of the possible leading-order balance in (9) when the disjoining pressure is ΠSR\Pi_{\rm SR} and ρ=1\rho=1 in the limit x3/4x\to 3/4 reveals that h(x)=O((x3/4)2/3)h(x)=O\left((x-3/4)^{2/3}\right); continuing the analysis to higher order yields

h=(2π2)13(x34)234(4π10)13ϵ227(x34)43+O((x34)2).h=(2\pi^{2})^{\frac{1}{3}}\left(x-\frac{3}{4}\right)^{\frac{2}{3}}-\frac{4\left(4\pi^{10}\right)^{\frac{1}{3}}\epsilon^{2}}{27}\left(x-\frac{3}{4}\right)^{\frac{4}{3}}+O\left(\left(x-\frac{3}{4}\right)^{2}\right). (54)

Figure 6 shows the detail of the excellent agreement between the solution h(x)h(x) when ρ=1\rho=1 and the two-term asymptotic solution given by (54) close to x=3/4x=3/4.

Refer to caption
Figure 6: Detail near x=3/4x=3/4 of the solution h(x)h(x) shown with solid line when the disjoining pressure is ΠSR\Pi_{\rm SR} and ρ=1\rho=1, and the two-term asymptotic solution given by (54) shown with dashed lines for h¯=2\bar{h}=2 and ϵ=1/30\epsilon=1/30.

Figures 7 and 8 show the multiplicity of solutions with a unique maximum for the disjoining pressures ΠLR\Pi_{\rm LR} and ΠSR\Pi_{\rm SR}, respectively, in the (1/ϵ,ρ)(1/\epsilon,\rho)-plane in the three regimes shown in Figure 1.

Refer to caption
Figure 7: Multiplicity of strictly positive solutions with a unique maximum in the (1/ϵ,ρ)(1/\epsilon,\rho)-plane when the disjoining pressure is ΠLR\Pi_{\rm LR} for (a) h¯=1.24\bar{h}=1.24 (Regime I), (b) h¯=1.3\bar{h}=1.3 (Regime III), and (c) h¯=2\bar{h}=2 (Regime II).
Refer to caption
Figure 8: Multiplicity of strictly positive solutions with a unique maximum in the (1/ϵ,ρ)(1/\epsilon,\rho)-plane when the disjoining pressure is ΠSR\Pi_{\rm SR} for (a) h¯=1.24\bar{h}=1.24 (Regime I), (b) h¯=1.3\bar{h}=1.3 (Regime III), and (c) h¯=2\bar{h}=2 (Regime II).

In Figure 8 the horizontal dashed line at ρ=1\rho=1 indicates rupture of the film and loss of a smooth strictly positive solution, showing that there are regions in parameter space where no such solutions exist.

Let us explain in detail the interpretation of Figure 7(c); all of the other parts of Figure 7 and Figure 8 are interpreted in a similar way.

Refer to caption
Figure 9: Bifurcation diagram of steady state solutions with h¯=2\bar{h}=2 (Regime II) for ρ=0\rho=0 (dashed curves) and ρ=0.005\rho=0.005 (solid curves) indicating the different branches of steady state solutions.

Each curve in Figure 7(c) is a curve of saddle-node bifurcations. Similar to Figure 2(c), Figure 9 shows the bifurcation diagram of steady state solutions with h¯=2\bar{h}=2 (Regime II) for ρ=0\rho=0 and ρ=0.005\rho=0.005. As 1/ϵ1/\epsilon is increased, we pass successively through saddle-node bifurcations with the multiplicity of the steady state solutions changing from 1 to 3 to 5 and then back to 3 again. In Figure 10, we plot the five steady state solutions with a unique maximum indicated in Figure 9 by (i)–(v).

Refer to caption
Figure 10: Steady state solutions on the five branches of solutions indicated in Figure 9 by (i)–(v).

6 Conclusions

In the present work we have investigated the steady state solutions of the thin-film evolution equation (1) both in the spatially homogeneous case (9)–(12) and in the spatially non-homogeneous case for two choices of spatially non-homogeneous Derjaguin disjoining pressure given by (47) and (48). We have given a physical motivation for our choices of the disjoining pressure. For reasons explained in the last paragraph of Section 2, we concentrated on branches of solutions with a unique maximum.

In the spatially homogeneous case (9)–(14), we used the Liapunov-Schmidt reduction of an equation invariant under the action of the O(2)O(2) symmetry group to obtain local bifurcation results and to determine the dependence of the direction and nature of bifurcation in bifurcation parameter 1/ϵ1/\epsilon on the average film thickness h¯\bar{h}; our results on the existence of three different bifurcation regimes, (namely nucleation, metastable, and unstable) are summarised in Propositions 1 and 1 and in Figure 1 obtained using AUTO.

In the spatially non-homogeneous case (49)–(51), we clarified the O(2)O(2) symmetry breaking phenomenon (see Appendix A) and presented imperfect bifurcation diagrams in Figure 2 and global bifurcation diagrams using the wettability contrast ρ\rho as a bifurcation parameter for fixed ϵ\epsilon and h¯\bar{h} in Figures 3 and 4.

Let us discuss Figure 3 in more detail; for convenience, it is reproduced in Figure 11 with labelling added to the different branches of strictly positive steady state solutions with a unique maximum. Below we explain what these different labels mean.

Refer to caption
Figure 11: A sketch of the bifurcation diagram plotted in Figure 3 with the different solution branches labelled.

Our results can be described using the language of global compact attractors. For more information on attractors in dissipative infinite-dimensional dynamical systems please see the monograph of Hale [14] and Wu and Zheng [44] for applications in the thin-film context. In systems such as (4), the global compact attractor of the PDE is the union of equilibria and their unstable manifolds. In Figures 12 and 13 we sketch the global attractor of (4) for ϵ=1/50\epsilon=1/50 and h¯=3\bar{h}=3, the values used to plot Figure 3. For these values of the parameters the attractor is two-dimensional and we sketch its projection onto a plane.

Refer to caption
Figure 12: Sketch of the global attractor for ρ=0\rho=0. The circle represents the O(2)O(2) orbit of steady state solutions and OO represents the constant solution h(x)=h¯h(x)=\bar{h}.
Refer to caption
Figure 13: Sketch of the global attractor for small non-zero values of |ρ||\rho|. The points AA, BB, CC correspond to the steady state solutions labelled in Figure 11.

When ρ=0\rho=0, for 1/ϵ=501/\epsilon=50, the attractor is two-dimensional; the constant solution hh¯h\equiv\bar{h} denoted by OO has a two-dimensional unstable manifold and XX corresponds to a whole O(2)O(2) orbit of steady state solutions. A sketch of the attractor in this case is shown in Figure 12.

When |ρ||\rho| takes small positive values, only two steady state solutions, denoted by AA and CC remain from the entire O(2)O(2) orbit, as discussed in Appendix A, while the constant solution continues to BB without change of stability. The resulting attractor is sketched in Figure 13.

Increasing |ρ||\rho| causes the steady state solutions BB and CC to coalesce in a saddle node bifurcation, so that the attractor degenerates to a single asymptotically stable steady state solution. It would be interesting to understand why this collision of steady state solution branches occurs.

We have also explored the geometry of film rupture which occurs as ρ1\rho\to 1^{-} when the disjoining pressure is given by ΠSR\Pi_{\rm SR}; this phenomenon is shown in detail in Figures 5 and 6.

Finally, in Figures 7 and 8, we showed the results of a two-parameter continuation study in the (1/ϵ,ρ)(1/\epsilon,\rho) plane, showing how the multiplicity of positive steady state solutions changes as parameters are varied, and, in particular, indicating in the case of disjoining pressure ΠSR\Pi_{\rm SR} shown in Figure 8 regions in parameter space where no such solutions exist. We conjecture that in these regions the solution of the unsteady problem with any positive initial condition converges to a weak solution of the thin-film equation with regions in which h(x)=0h(x)=0, i.e. solutions with film rupture. For a discussion of such (weak) solutions of thin-film equations in the homogeneous case the reader is referred to the work of Laugesen and Pugh [26].

In the case of disjoining pressure ΠSR\Pi_{\rm SR}, we could not use the AUTO-07p version of AUTO to continue branches of solutions beyond rupture. It would be an interesting project to develop such a capability for this powerful and versatile piece of software.

Figures 8(b) and 8(c) provide numerical evidence for the existence of a curve of saddle-node bifurcations converging to the point (0,1)(0,1) in the (1/ϵ,ρ)(1/\epsilon,\rho) plane; an explanation for this feature of the global bifurcation diagrams requires further study.

To summarise: our study was primarily motivated by the work of Honisch et al. [17]. While we have clarified the mathematical properties of (9)–(12) and (49)–(51), so that the structure of bifurcations in Figure 3(a) of that paper for non-zero values of ρ\rho is now understood, many of their other numerical findings are still to be explored mathematically. For example, the stability of ridge solutions shown in their Figure 5 in the context of the full two-dimensional problem of a substrate with periodic wettability stripes. There is clearly much work still to be done on heterogeneous substrates with more complex wettability geometry.

A final remark that might be of interest to the reader is that the solutions of equations (49)–(51), the steady state solutions of (4), a degenerate quasi-linear fourth-order PDE, can also be thought of as the steady state solutions of a much simpler (Rubinstein-Sternberg type [31]) second-order semi-linear non-local equation,

ht=γhxx+Π(h,x)1L0LΠ(h,x)dx,0<x<L.h_{t}=\gamma h_{xx}+\Pi(h,x)-\frac{1}{L}\int_{0}^{L}\Pi(h,x)\,\hbox{d}{x},\quad 0<x<L. (55)

It would be interesting to compare the dynamics of (4) and (55), for example using the spectral comparison principles of Bates and Fife [3]. For other work on non-local reaction-diffusion equations such as (55), please see Budd et al. [7] and the review of Freitas [13].

{acknowledgement}

We are grateful to Prof. U. Thiele (University of Münster) for clarifications concerning the work of Honisch et al. [17] and for sharing with us the AUTO codes used in that work which formed the basis of our continuation analysis. We are also grateful to the two anonymous referees whose remarks helped us to improve significantly the readability of the present work.

Appendix A O(2)O(2) Symmetry Breaking by Spatial Non-homogeneity

In this Appendix, we present an argument that shows that when the wettability contrast is present, i.e. when ρ0\rho\neq 0, the breaking of the O(2)O(2) symmetry which equation (49) with the periodic boundary conditions (51) has for ρ=0\rho=0 , leaves only two steady state solutions.

This is, in principle, a known result (see, for example, Chillingworth [8]), but, since we are not aware of an easily accessible reference, we give the details here. As before, we set G(x)=sin(2πx)G(x)=\sin(2\pi x). We provide the proof for ΠSR\Pi_{\rm SR} given by (48), the proof for ΠLR\Pi_{\rm LR} given by (47) is similar.

For the case of ΠSR\Pi_{\rm SR}, let us rewrite the boundary value problem (49) in the form

ϵ2hxx+f1(h)+ρf2(h)G(x)01[f1(h)+ρf2(h)G(x)]dx=0,  0<x<1,\epsilon^{2}h_{xx}+f_{1}(h)+\rho f_{2}(h)G(x)-\int_{0}^{1}[f_{1}(h)+\rho f_{2}(h)G(x)]\,\hbox{d}{x}=0,\;\;0<x<1, (56)

where

f1(h)=1h61h3,f_{1}(h)=\frac{1}{h^{6}}-\frac{1}{h^{3}}, (57)

and

f2(h)=1h6,f_{2}(h)=\frac{1}{h^{6}}, (58)

i.e. we separate the spatially homogeneous and spatially non-homogeneous components of the disjoining pressure. Equation (56) is subject to the periodic boundary conditions (51).

Suppose that when ρ=0\rho=0 there is an orbit of steady state solutions, i.e. a continuous closed curve of solutions h0,s(x)h_{0,s}(x), parameterised by s/[0,1]s\in\mathbb{R}/[0,1], such that h0,s(x):=h0(x+s)h_{0,s}(x):=h_{0}(x+s), for some function h0(x)h_{0}(x), i.e. all these solutions are related by translation. We aim to understand what remains of this orbit for small non-zero ρ\rho.

Fix s/[0,1]s\in\mathbb{R}/[0,1]. We write

h(x)=h0,s(x)+ρh1(x)+O(ρ2).h(x)=h_{0,s}(x)+\rho h_{1}(x)+O(\rho^{2}). (59)

Substituting this expansion into (56) and collecting the O(ρ)O(\rho) terms, we have

ϵ2h1,xx\displaystyle\epsilon^{2}h_{1,xx} +\displaystyle+ (f1(h0,s)+f2(h0,s))h101[f1(h0,s)+f2(h0,s)]h1dx\displaystyle(f_{1}^{\prime}(h_{0,s})+f_{2}^{\prime}(h_{0,s}))h_{1}-\int_{0}^{1}\left[f_{1}^{\prime}(h_{0,s})+f_{2}^{\prime}(h_{0,s})\right]h_{1}\,\hbox{d}{x} (60)
=\displaystyle= f2(h0,s)G+01f2(h0,s)Gdx,\displaystyle-f_{2}(h_{0,s})G+\int_{0}^{1}f_{2}(h_{0,s})G\,\hbox{d}{x},

where, just like h0,s(x)h_{0,s}(x), h1(x)h_{1}(x) also satisfies the periodic boundary conditions (51).

Now set

Ku:=ϵ2u1,xx+(f1(h0,s)+f2(h0,s))u01[f1(h0,s)+f2(h0,s)]udx,Ku:=\epsilon^{2}u_{1,xx}+(f_{1}^{\prime}(h_{0,s})+f_{2}^{\prime}(h_{0,s}))u-\int_{0}^{1}[f_{1}^{\prime}(h_{0,s})+f_{2}^{\prime}(h_{0,s})]u\,\hbox{d}{x}, (61)

and let D(K)D(K), the domain of KK, be

D(K)={fC2([0,1])|f(0)=f(1),f(0)=f(1)}.D(K)=\left\{f\in C^{2}\left(\left[0,1\right]\right)\;|\,f(0)=f(1),f^{\prime}(0)=f^{\prime}(1)\right\}. (62)

The operator KK is self-adjoint with respect to the L2([0,1])L^{2}([0,1]) inner product. Invoking the Fredholm Alternative [32, Theorem 7.26], we conclude that (60) has 11-periodic solutions if and only if the right-hand side of (60) is orthogonal in L2([0,1])L^{2}([0,1]) to the solutions of Ku=0Ku=0.

Next, we show that u:=h0,su:=h_{0,s}^{\prime} solves Ku=0Ku=0. Indeed, by differentiating (56) with ρ=0\rho=0 with respect to xx, we find that uu solves the equation

ϵ2uxx+(f1(h0,s)+f2(h0,s))u=0.\epsilon^{2}u_{xx}+(f_{1}^{\prime}(h_{0,s})+f_{2}^{\prime}(h_{0,s}))u=0. (63)

Integrating this equation over the interval [0,1][0,1], we have that

01(f1(h0,s)+f2(h0,s))udx=0.\int_{0}^{1}(f_{1}^{\prime}(h_{0,s})+f_{2}^{\prime}(h_{0,s}))u\,\hbox{d}{x}=0. (64)

Hence

0=ϵ2uxx+(f1(h0,s)+f2(h0,s))u=ϵ2uxx+(f1(h0,s)+f2(h0,s))u+01(f1(h0,s)+f2(h0,s))udx=Ku.\begin{split}0&~{}=\epsilon^{2}u_{xx}+(f_{1}^{\prime}(h_{0,s})+f_{2}^{\prime}(h_{0,s}))u\\ &~{}=\epsilon^{2}u_{xx}+(f_{1}^{\prime}(h_{0,s})+f_{2}^{\prime}(h_{0,s}))u+\int_{0}^{1}(f_{1}^{\prime}(h_{0,s})+f_{2}^{\prime}(h_{0,s}))u\,\hbox{d}{x}\\ &~{}=Ku.\end{split} (65)

Also note that as h0,s(x)h_{0,s}(x) satisfies periodic boundary conditions,

01h0,s(x)dx=0.\int_{0}^{1}h_{0,s}^{\prime}(x)\hbox{d}{x}=0. (66)

Hence the solvability condition for (60) is

01h0,s(r)[f2(h0,s)G+01f2(h0,s)Gdx]dr=0.\int_{0}^{1}h_{0,s}^{\prime}(r)\left[-f_{2}(h_{0,s})G+\int_{0}^{1}f_{2}(h_{0,s})G\,\hbox{d}{x}\right]\hbox{d}{r}=0. (67)

By (66), this condition reduces to

01f2(h0,s)h0,sGdx=0.\int_{0}^{1}f_{2}(h_{0,s})h_{0,s}^{\prime}G\,\hbox{d}{x}=0. (68)

Now recall that h0,s(x)=h0(x+s)h_{0,s}(x)=h_{0}(x+s), so if we write F(x+s)=f2(h0(x+s))h0(x+s)F(x+s)=f_{2}(h_{0}(x+s))h_{0}^{\prime}(x+s), the function F()F(\cdot) is 11-periodic in xx with zero mean. Hence

F(z)=k=1αksin(2kπz)+βkcos(2kπz).F(z)=\sum_{k=1}^{\infty}\alpha_{k}\sin(2k\pi z)+\beta_{k}\cos(2k\pi z). (69)

Therefore for G(x)=sin(2πx)G(x)=\sin(2\pi x), the solvability condition for (60) becomes

α1sin(2kπs)β1cos(2πs)=0,\alpha_{1}\sin(2k\pi s)-\beta_{1}\cos(2\pi s)=0, (70)

which has two solutions s/[0,1]s\in\mathbb{R}/[0,1], from which we conclude there is a solution h1(x)h_{1}(x) only for two choices of s/[0,1]s\in\mathbb{R}/[0,1], that is, that only two solutions to (56) remain from the entire O(2)O(2) orbit that exists for ρ=0\rho=0.

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