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Stability and convergence of relaxed scalar auxiliary variable schemes for Cahn–Hilliard systems with bounded mass source

Kei Fong Lam 111Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Hong Kong ({\{akflam,wangru_22}\}@math.hkbu.edu.hk).    Ru Wang 111Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Hong Kong ({\{akflam,wangru_22}\}@math.hkbu.edu.hk).
Abstract

The scalar auxiliary variable (SAV) approach of Shen et al. (2018), which presents a novel way to discretize a large class of gradient flows, has been extended and improved by many authors for general dissipative systems. In this work we consider a Cahn–Hilliard system with mass source that, for image processing and biological applications, may not admit a dissipative structure involving the Ginzburg–Landau energy. Hence, compared to previous works, the stability of SAV-discrete solutions for such systems is not immediate. We establish, with a bounded mass source, stability and convergence of time discrete solutions for a first-order relaxed SAV scheme in the sense of Jiang et al. (2022), and apply our ideas to Cahn–Hilliard systems appearing in diblock co-polymer phase separation, tumor growth, image inpainting and segmentation.

Keywords: Scalar auxiliary variable; Cahn–Hilliard equation; mass source; energy stability; convergence analysis AMS (MOS) Subject Classification: 35K35, 35K55, 65M12, 65Z05

1 Introduction

We are interested in the stability and convergence of numerical schemes based on the scalar auxiliary variable (SAV) approach [34, 35] for Cahn–Hilliard systems of the form:

tφ\displaystyle\partial_{t}\varphi =div(m(φ)μ)+f\displaystyle=\mathrm{div}\,(m(\varphi)\nabla\mu)+f\quad in Ω×(0,T),\displaystyle\text{ in }\Omega\times(0,T), (1.1a)
μ\displaystyle\mu =εΔφ+ε1F(φ)g\displaystyle=-\varepsilon\Delta\varphi+\varepsilon^{-1}F^{\prime}(\varphi)-g\quad in Ω×(0,T).\displaystyle\text{ in }\Omega\times(0,T). (1.1b)

In (1.1), φ\varphi and μ\mu denote the phase field variable and its corresponding chemical potential, ε>0\varepsilon>0 is a small fixed parameter, m(φ)m(\varphi) is a phase-dependent mobility function, FF is a potential function with derivative FF^{\prime}, and f,gf,g are source terms that can be prescribed or may depend on φ\varphi. We furnish (1.1a)-(1.1b) with homogeneous Neumann conditions 𝒏φ=𝒏μ=0\partial_{\bm{n}}\varphi=\partial_{\bm{n}}\mu=0 on Ω×(0,T)\partial\Omega\times(0,T), and initial condition φ(0)=φ0\varphi(0)=\varphi_{0} in Ω\Omega. The above system admits the following energy identity:

ddtEε(φ)+Ωm(φ)|μ|2dx=Ωfμ+gtφdx\displaystyle\frac{d}{dt}E_{\varepsilon}(\varphi)+\int_{\Omega}m(\varphi)|\nabla\mu|^{2}\,\mathrm{dx}=\int_{\Omega}f\mu+g\partial_{t}\varphi\,\mathrm{dx} (1.2)

involving the Ginzburg–Landau functional Eε(φ)=Ωε2|φ|2+1εF(φ)dxE_{\varepsilon}(\varphi)=\int_{\Omega}\frac{\varepsilon}{2}|\nabla\varphi|^{2}+\frac{1}{\varepsilon}F(\varphi)\,\mathrm{dx}.

Under suitable choices of ff and gg, such types of Cahn–Hilliard systems have seen recent applications in image inpainting [3], image segmentation [41], phase separation of diblock copolymer [19, 32, 31], evolution of brain metabolites concentration [29], and tumor growth [9, 17, 40]. Thus, efficient, stable and convergent numerical schemes for systems such as (1.1) are necessary to provide meaningful simulations to these areas of applications. We refer to [1, 12] for some previous numerical contributions for (1.1) with g=0g=0.

In the absence of the source terms ff and gg, and the mobility m(φ)m(\varphi) set to 1, the resulting Cahn–Hilliard equation can be viewed as a H1H^{-1}-gradient flow of the Ginzburg–Landau functional Eε(φ)E_{\varepsilon}(\varphi). The only nonlinearity is the derivative term F(φ)F^{\prime}(\varphi), where a typical choice for the potential function FF is the quartic polynomial F(s)=14(s21)2F(s)=\frac{1}{4}(s^{2}-1)^{2} that has two minima at s=±1s=\pm 1. Various unconditionally stable numerical schemes have been proposed to approximate similar gradient-flow types of phase field equations, among which we mention the Convex-concave splitting (CCS) approach [10, 11]; the Stabilized linearly implicit (SLI) approach [37]; the Invariant energy quadratization (IEQ) approach [6] (which is based on an earlier Lagrange multiplier approach [21]); and the Scalar auxiliary variable approach [34, 35] which is based on the simple idea of introducing a scalar variable

q(t)=(Ω1εF(φ(t))dx+C0)1/2=:Q(φ(t))>0,\displaystyle q(t)=\Big{(}\int_{\Omega}\frac{1}{\varepsilon}F(\varphi(t))\,\mathrm{dx}+C_{0}\Big{)}^{1/2}=:Q(\varphi(t))>0, (1.3)

for potentials FF such that Ω1εF(φ)dx\int_{\Omega}\frac{1}{\varepsilon}F(\varphi)\,\mathrm{dx} is bounded strictly from below by C0-C_{0} with constant C0>0C_{0}>0, so that an ordinary differential equation can be obtained:

qt=12εQ(φ)ΩF(φ)tφdx,q(0)=Q(φ0).q_{t}=\frac{1}{2\varepsilon Q(\varphi)}\int_{\Omega}F^{\prime}(\varphi)\partial_{t}\varphi\,\mathrm{dx},\quad q(0)=Q(\varphi_{0}).

The equivalent SAV formulation of (1.1) in strong form reads as

tφ\displaystyle\partial_{t}\varphi =div(m(φ)μ)+f\displaystyle=\mathrm{div}\,(m(\varphi)\nabla\mu)+f\quad in Ω×(0,T),\displaystyle\text{ in }\Omega\times(0,T), (1.4a)
μ\displaystyle\mu =εΔφ+q(t)εQ(φ)F(φ)g\displaystyle=-\varepsilon\Delta\varphi+\frac{q(t)}{\varepsilon Q(\varphi)}F^{\prime}(\varphi)-g\quad in Ω×(0,T),\displaystyle\text{ in }\Omega\times(0,T), (1.4b)
qt\displaystyle q_{t} =12εQ(φ)ΩF(φ)tφdx\displaystyle=\frac{1}{2\varepsilon Q(\varphi)}\int_{\Omega}F^{\prime}(\varphi)\partial_{t}\varphi\,\mathrm{dx}\quad in (0,T),\displaystyle\text{ in }(0,T), (1.4c)

which admits an analogous energy identity to (1.2) but with EεE_{\varepsilon} replaced by a modified energy Gε=ε2φ2+|q|2G_{\varepsilon}=\frac{\varepsilon}{2}\|\nabla\varphi\|^{2}+|q|^{2}. A first order time discretization would take F(φ)/(εQ(φ))F^{\prime}(\varphi)/(\varepsilon Q(\varphi)) explicitly and qq implicitly when approximating (1.4b), yielding a numerical scheme that is linear in the next iteration for (φ,μ,q)(\varphi,\mu,q). In comparison to the CCS approach which results in nonlinear discrete systems, or the SLI approach which requires a quadratic truncation of FF and large stabilization parameters, the IEQ and SAV approaches allow for unconditionally stable linear schemes when applied to gradient flows [35, 38] without the need to modify the potential FF. Between the latter two, the SAV approach is viewed as an enhancement of the IEQ approach, whose main idea of introducing an auxiliary function u=F(φ)u=\sqrt{F(\varphi)} and replacing (q(t)F(φ))/(εQ(φ))(q(t)F^{\prime}(\varphi))/(\varepsilon Q(\varphi)) with (F(φ)u)/(εF(φ))(F^{\prime}(\varphi)u)/(\varepsilon\sqrt{F(\varphi)}) in (1.4b), and replacing (1.4c) with a PDE tu=(F(φ)tφ)/(2F(φ))\partial_{t}u=(F^{\prime}(\varphi)\partial_{t}\varphi)/(2\sqrt{F(\varphi)}) demands FF to be a strictly positive potential function.

Since its introduction, many variants and improvements of the SAV approach have been developed, among which we mention the Lagrange multiplier approach [5] that dissipates the original energy as opposed to a modified energy; the relaxed SAV approach [15] penalizing large differences between qnq^{n} and Q(φn)Q(\varphi^{n}) at the discrete level; SAV variants [23, 27] removing the lower bound assumption on ΩF(φ)dx\int_{\Omega}F(\varphi)\,\mathrm{dx}; generalized SAV (GSAV) [14, 42] and GSAV with relaxation (R-GSAV) [43] approaches applicable to general dissipative systems of the form

tϕ+𝒜(ϕ)+g(ϕ)=0 such that ddtE(ϕ)=𝒦(ϕ),\displaystyle\partial_{t}\phi+\mathcal{A}(\phi)+g(\phi)=0\quad\text{ such that }\quad\frac{d}{dt}E(\phi)=-\mathcal{K}(\phi), (1.5)

with positive operator 𝒜\mathcal{A}, semi-linear/quasi-linear operator gg, free energy functional EE and dissipative functional 𝒦\mathcal{K} such that 𝒦(ϕ)>0\mathcal{K}(\phi)>0 for all ϕ\phi.

Concerning the numerical analysis, assuming sufficient regularity on the solution to the underlying PDE, which is either a gradient flow of some energy functional or a dissipative system of the form (1.5), first error estimates for the standard SAV approach were established in [4, 33] for the Allen–Cahn and Cahn–Hilliard equations; in [26] for a Cahn–Hilliard–Stokes system; in [44] for a Cahn–Hilliard-Hele-Shaw system. For the GSAV and R-GSAV approaches, error analysis with backwards differentiation formula (BDF) time stepping can be found in [13, 43]. On the other hand, convergence of discrete solutions without the assumed smoothness of the continuous solution can be found in [33] for the L2L^{2}- and H1H^{-1}-gradient flow of EεE_{\varepsilon}, and in [28] for the bulk-surface Cahn–Hilliard system of [25].

The motivation of the present work stems from the observations that (i) Cahn–Hilliard systems with mass sources are becoming ubiquitous in various areas of applied sciences; (ii) for a generic source term f=f(x)f=f(x) or f=f(x,φ)f=f(x,\varphi), the system (1.1) is no longer a gradient flow of EεE_{\varepsilon}, and thus new ideas are needed to establish the stability of SAV discrete solutions that was automatically guaranteed in previous works. In our analysis we notice that if fL2(Ω)f\in L^{2}(\Omega), or |f(φ)|C(1+|φ|)|f(\varphi)|\leq C(1+|\varphi|) having linear growth, then stability estimates require the potential FF to have at most quadratic growth (see Section 2.3). This restriction has also been observed in [16, 18] for a Cahn–Hilliard tumor model (5.11) with non-constant mobility function m(φ)m(\varphi). This is similar to the SLI approach where FF needs to be modified so that F′′L<\|F^{\prime\prime}\|_{L^{\infty}}<\infty. However, as we recall one of the advantages of the SAV approach over the SLI approach is that FF needs no ad-hoc modification, the basis of our contribution is to provide stability estimates for SAV discrete solutions to (1.1) whilst keeping FF unmodified, which can be attained when ff is a bounded function. This boundedness assumption is not restrictive, as seen from several applications of (1.1) outlined in Section 5, and it is possible to extend our stability analysis to Cahn–Hilliard systems with non-bounded sources f=f(φ)f=f(\varphi) provided the time evolution of the mean value of φ\varphi can be controlled.

Our main contributions are as follows: (i) we formulate a linear numerical scheme for (1.1) based on the RSAV approach of [15], and demonstrate first results on the stability of discrete solutions for bounded ff and potential FF that admits quartic polynomial growth; (ii) we prove first convergence results for the time discrete solutions to a weak solution of (1.1). To the best of our knowledge, SAV schemes for (1.1) has not received much attention in the literature, which we attribute to the lack of an obvious Lyapunov functional, or a dissipative structure akin to (1.5) for the equation. Furthermore, we are not aware of any results concerning the convergence of RSAV schemes of [15] (besides the R-GSAV variant in [43] for dissipative systems). As a consequence, notable modified Cahn–Hilliard models in the literature for diblock co-polymer phase separation, tumor growth, image inpainting and segmentation can now be approach numerically with the SAV framework, thereby extending its applicability to systems that need not exhibit a dissipative structure.

Plan of the paper: We present the RSAV time discretization for (1.1) in Section 2, and establish stability estimates. Section 3 is devoted to the convergence analysis of the time discrete solutions, and we discuss supporting numerical results in Section 4. In Section 5 we outline SAV schemes, their stability and numerical simulations for Cahn–Hilliard system with mass source in biological science and image processing.

Notation: For any p[1,]p\in[1,\infty] and k>0k>0, the standard Lebesgue and Sobolev spaces over Ω\Omega are denoted by Lp(Ω)L^{p}(\Omega) and Wk,p(Ω)W^{k,p}(\Omega) with the corresponding norms Lp\|\cdot\|_{L^{p}} and Wk,p\|\cdot\|_{W^{k,p}}. In the special case p=2p=2, these become Hilbert spaces and we employ the notation Hk:=Hk(Ω)=Wk,2(Ω)H^{k}:=H^{k}(\Omega)=W^{k,2}(\Omega) with the corresponding norm Hk\|\cdot\|_{H^{k}}. We denote the topological dual of H1(Ω)H^{1}(\Omega) by (H1(Ω))(H^{1}(\Omega))^{*} and the corresponding duality pairing by ,\langle\cdot,\cdot\rangle. We use \|\cdot\| and (,)(\cdot,\cdot) for the norm and inner product of L2(Ω)L^{2}(\Omega).

2 RSAV scheme

2.1 First order time discretization

Dividing the time interval [0,T][0,T] into a uniform partition of subintervals [tn1,tn][t^{n-1},t^{n}] with τ=tntn1\tau=t^{n}-t^{n-1}, for n=1,,Nτn=1,\dots,N_{\tau}, where τNτT\tau N_{\tau}\leq T. Denoting by fk,gkf^{k},g^{k} as approximations of f,gf,g evaluated at t=tkt=t^{k} for k=1,,Nτk=1,\dots,N_{\tau}, then a first order time discretization of (1.4) based on the SAV approach with relaxation proposed in [15] reads as follows: Let τ>0\tau>0 denote a fixed time step and given (φn1,qn1,fn1,gn1)(\varphi^{n-1},q^{n-1},f^{n-1},g^{n-1}), find (φn,μn,rn)(\varphi^{n},\mu^{n},r^{n}) satisfying (in a suitable sense)

φnφn1\displaystyle\varphi^{n}-\varphi^{n-1} =τdiv(m(φn1)μn)+τfn1,\displaystyle=\tau\,\mathrm{div}\,(m(\varphi^{n-1})\nabla\mu^{n})+\tau f^{n-1}, (2.1a)
μn\displaystyle\mu^{n} =εΔφn+rnεQ(φn1)F(φn1)gn1,\displaystyle=-\varepsilon\Delta\varphi^{n}+\frac{r^{n}}{\varepsilon Q(\varphi^{n-1})}F^{\prime}(\varphi^{n-1})-g^{n-1}, (2.1b)
rnqn1\displaystyle r^{n}-q^{n-1} =12εQ(φn1)(F(φn1),φnφn1),\displaystyle=\frac{1}{2\varepsilon Q(\varphi^{n-1})}(F^{\prime}(\varphi^{n-1}),\varphi^{n}-\varphi^{n-1}), (2.1c)

initialized with φ0=φ0\varphi^{0}=\varphi_{0} and q0=Q(φ0)q^{0}=Q(\varphi_{0}). Then, we define

qn:=ζnτrn+(1ζnτ)Q(φn)\displaystyle q^{n}:=\zeta_{n}^{\tau}r^{n}+(1-\zeta_{n}^{\tau})Q(\varphi^{n}) (2.2)

for some ζnτ𝒱nτ\zeta_{n}^{\tau}\in\mathcal{V}_{n}^{\tau}, where given τ,μn,rn\tau,\mu^{n},r^{n} and manually assigned fixed constants η(0,1)\eta\in(0,1) and M>0M>0, the set 𝒱nτ\mathcal{V}_{n}^{\tau} is defined as the set of constants ζ[0,1]\zeta\in[0,1] such that

0Rnτ(ζ)\displaystyle 0\geq R_{n}^{\tau}(\zeta) :=|ζrn+(1ζ)Q(φn)|2+12|ζrn+(1ζ)Q(φn)qn1|2\displaystyle:=|\zeta r^{n}+(1-\zeta)Q(\varphi^{n})|^{2}+\frac{1}{2}|\zeta r^{n}+(1-\zeta)Q(\varphi^{n})-q^{n-1}|^{2} (2.3)
τηm0μn2|rn|212|rnqn1|2τM,\displaystyle\quad-\tau\eta m_{0}\|\nabla\mu^{n}\|^{2}-|r^{n}|^{2}-\frac{1}{2}|r^{n}-q^{n-1}|^{2}-\tau M,

where m0m_{0} is the positive lower bound on the mobility function, see (A2\mathrm{A2}) below. Our definition of 𝒱nτ\mathcal{V}_{n}^{\tau} differs slightly from [15]. The standard SAV method is obtained when ζ=1\zeta=1. Note that Rn(1)τM<0R_{n}(1)\leq-\tau M<0 and so 1𝒱nτ1\in\mathcal{V}_{n}^{\tau}, i.e., 𝒱nτ\mathcal{V}_{n}^{\tau} is non-empty. In fact, Rnτ(ζ)=anτζ2+bnτζ+cnτR_{n}^{\tau}(\zeta)=a_{n}^{\tau}\zeta^{2}+b_{n}^{\tau}\zeta+c_{n}^{\tau} with coefficients

anτ\displaystyle a_{n}^{\tau} =32(rnQ(φn))2,bnτ=(rnQ(φn))(Q(φn)qn1),\displaystyle=\frac{3}{2}(r^{n}-Q(\varphi^{n}))^{2},\quad b_{n}^{\tau}=(r^{n}-Q(\varphi^{n}))(Q(\varphi^{n})-q^{n-1}),
cnτ\displaystyle c_{n}^{\tau} =|Q(φn)|2|rn|2+12[|Q(φn)qn1|2|rnqn1|2]τηm0μn2τM.\displaystyle=|Q(\varphi^{n})|^{2}-|r^{n}|^{2}+\frac{1}{2}[|Q(\varphi^{n})-q^{n-1}|^{2}-|r^{n}-q^{n-1}|^{2}]-\tau\eta m_{0}\|\nabla\mu^{n}\|^{2}-\tau M.

Since Rnτ(1)<0R_{n}^{\tau}(1)<0, by continuity we can find wnτ[0,1)w_{n}^{\tau}\in[0,1) such that Rnτ(ζ)0R_{n}^{\tau}(\zeta)\leq 0 for all ζ[wnτ,1]\zeta\in[w_{n}^{\tau},1], and so we can pick any ζnτ(wnτ,1]\zeta_{n}^{\tau}\in(w_{n}^{\tau},1] for the update rule (2.2).

Remark 2.1.

It would be ideal to pick ζnτ=0\zeta_{n}^{\tau}=0 so that qn=Q(φn)q^{n}=Q(\varphi^{n}), which we term as the idealized update approach when discussing convergence in Section 3 below. However, for the Cahn–Hilliard system (1.1) with generic mass source ff, we cannot guarantee if Rnτ(0)0R_{n}^{\tau}(0)\leq 0 is satisfied for all n=1,,Nτn=1,\dots,N_{\tau} as there is no available comparison between |Q(φn)|2|Q(\varphi^{n})|^{2} and |rn|2|r^{n}|^{2} using the discrete energy inequality (2.7) of (2.1). For the numerical simulations performed in [15], the following optimal value for ζnτ\zeta_{n}^{\tau} is suggested:

ζnτ=max(0,bnτ(bnτ)24anτcnτ2anτ),\displaystyle\zeta_{n}^{\tau}=\max\Big{(}0,\frac{-b_{n}^{\tau}-\sqrt{(b_{n}^{\tau})^{2}-4a_{n}^{\tau}c_{n}^{\tau}}}{2a_{n}^{\tau}}\Big{)}, (2.4)

where the values of anτa_{n}^{\tau}, bnτb_{n}^{\tau} and cnτc_{n}^{\tau} at each iteration are defined above. In our numerical tests reported in Section 4, we found that the optimal value ζnτ=0\zeta_{n}^{\tau}=0 can be achieved with moderate values of MM and η\eta.

2.2 Stability estimates

We make the following assumptions:

  1. (A1)(\mathrm{A1})

    Ωd\Omega\subset\mathbb{R}^{d}, d{2,3}d\in\{2,3\} is a bounded domain with convex or C1,1C^{1,1}-boundary Ω\partial\Omega.

  2. (A2)(\mathrm{A2})

    The constant ε>0\varepsilon>0 is fixed, and the mobility function mC0()m\in C^{0}(\mathbb{R}) satisfies

    m0m(s)m1sm_{0}\leq m(s)\leq m_{1}\quad\forall s\in\mathbb{R}

    for some constants m1m0>0m_{1}\geq m_{0}>0.

  3. (A3)(\mathrm{A3})

    The initial condition satisfies ϕ0H1(Ω)\phi_{0}\in H^{1}(\Omega).

  4. (A4)(\mathrm{A4})

    The function g:Ω×(0,T)g:\Omega\times(0,T)\to\mathbb{R} satisfies gL(0,T;L2(Ω))g\in L^{\infty}(0,T;L^{2}(\Omega)).

  5. (A5)(\mathrm{A5})

    The potential FF is a non-negative function with FC1()F\in C^{1}(\mathbb{R}), and there exist constants c0>0c_{0}>0, c1c_{1}\in\mathbb{R}, c2>0c_{2}>0 such that

    c0|s|3c1|F(s)|c2(1+|s|3)s,c_{0}|s|^{3}-c_{1}\leq|F^{\prime}(s)|\leq c_{2}(1+|s|^{3})\quad\forall s\in\mathbb{R},

    and the source term f:Ω×(0,T)f:\Omega\times(0,T)\to\mathbb{R} satisfies fL(0,T;L(Ω))f\in L^{\infty}(0,T;L^{\infty}(\Omega)).

In light of (A4\mathrm{A4}) and (A5\mathrm{A5}) for the source functions, we introduce the Steklov averages fτf^{\tau} and gτg^{\tau} defined as

fτ(t,x)=1τtt+τf~(y,x)dy,gτ(t,x)=1τtt+τg~(y,x)dyf^{\tau}(t,x)=\frac{1}{\tau}\int_{t}^{t+\tau}\tilde{f}(y,x)\,\mathrm{dy},\quad g^{\tau}(t,x)=\frac{1}{\tau}\int_{t}^{t+\tau}\tilde{g}(y,x)\,\mathrm{dy}

for t[0,Tτ]t\in[0,T-\tau], where f~\tilde{f} and g~\tilde{g} are zero extensions of ff and gg on t[0,T]t\in\mathbb{R}\setminus[0,T]. Then, well-known properties of Steklov averages yield fτC0([0,T];L(Ω))f^{\tau}\in C^{0}([0,T];L^{\infty}(\Omega)), gτC0([0,T];L2(Ω))g^{\tau}\in C^{0}([0,T];L^{2}(\Omega)), fτL(0,T;L)fL(0,T;L)\|f^{\tau}\|_{L^{\infty}(0,T;L^{\infty})}\leq\|f\|_{L^{\infty}(0,T;L^{\infty})}, gτL(0,T;L2)gL(0,T;L2)\|g^{\tau}\|_{L^{\infty}(0,T;L^{2})}\leq\|g\|_{L^{\infty}(0,T;L^{2})}, with fτff^{\tau}\to f in Lr(0,T;L(Ω))L^{r}(0,T;L^{\infty}(\Omega)) and gτgg^{\tau}\to g in Lr(0,T;L2(Ω))L^{r}(0,T;L^{2}(\Omega)) as τ0\tau\to 0 for any 1r<1\leq r<\infty. Hence, we can choose fn1(x):=fτ(tn1,x)f^{n-1}(x):=f^{\tau}(t^{n-1},x) and gn1(x):=gτ(tn1,x)g^{n-1}(x):=g^{\tau}(t^{n-1},x) in (2.1).

Remark 2.2 (Unique solvability).

The existence of time discrete solutions to (2.1) can be inferred almost analogously as in Section 4.1 by replacing the corresponding matrices with appropriate differential operators, and so we omit the details. Concerning uniqueness of solutions, as (2.1) is linear in (φn,μn,rn)(\varphi^{n},\mu^{n},r^{n}), the differences denoted by (φ,μ,r)(\varphi,\mu,r) between any two solution triplets satisfy formally in the strong sense

φ=τdiv(m(φn1)μ),μ=εΔφ+rF(φn1)εQ(φn1),r=(F(φn1),φ)2εQ(φn1).\varphi=\tau\mathrm{div}\,(m(\varphi^{n-1})\nabla\mu),\quad\mu=-\varepsilon\Delta\varphi+\frac{rF^{\prime}(\varphi^{n-1})}{\varepsilon Q(\varphi^{n-1})},\quad r=\frac{(F^{\prime}(\varphi^{n-1}),\varphi)}{2\varepsilon Q(\varphi^{n-1})}.

Testing with μ\mu, φ\varphi and 2r2r, respectively, and upon summing we get

τΩm(φn)|μ|2dx+εφ2+2|r|2=0.\tau\int_{\Omega}m(\varphi^{n})|\nabla\mu|^{2}\,\mathrm{dx}+\varepsilon\|\nabla\varphi\|^{2}+2|r|^{2}=0.

Hence r=0r=0, while φ\varphi and μ\mu are constants. Since μ=𝟎\nabla\mu=\bm{0}, we infer from the first equation φ=0\varphi=0, and consequently μ=0\mu=0. Then, qnq^{n} is uniquely determined from (2.2).

Remark 2.3.

(A5\mathrm{A5}) essentially requires that the potential FF has quartic polynomial growth at infinity, which is fulfilled by the classical example F(s)=14(s21)2F(s)=\frac{1}{4}(s^{2}-1)^{2}. We show in Remark 2.5 that this seems to be sharp for our main stability result.

Remark 2.4.

It is also possible to consider gL2(0,T;H1(Ω))g\in L^{2}(0,T;H^{1}(\Omega)) as oppose to (A4\mathrm{A4}), since we can define a new variable μ^:=μ+g\hat{\mu}:=\mu+g and shift gg from (1.1b) into the diffusion term of (1.1a), see Section 5.4 for an example.

Our main result is the following stability estimate for the time discrete solutions.

Theorem 2.1 (Stability).

Suppose, for any τ(0,1)\tau\in(0,1), the time discrete system (2.1) is solvable. Then, under (A1\mathrm{A1})-(A5\mathrm{A5}), there exists τ(0,1)\tau_{*}\in(0,1) depending only on model parameters, such that for all τ(0,τ)\tau\in(0,\tau_{*}), the following estimate holds for the corresponding discrete solutions {φk,μk,rk,qk}k=1Nτ\{\varphi^{k},\mu^{k},r^{k},q^{k}\}_{k=1}^{N_{\tau}}, where τNτT\tau N_{\tau}\leq T, with a positive constant CC independent of τ\tau and NτN_{\tau}:

φkH12+|qk|2+|rk|2+n=1k(φnφn1H12+|rnqn1|2+|qnqn1|2)\displaystyle\|\varphi^{k}\|_{H^{1}}^{2}+|q^{k}|^{2}+|r^{k}|^{2}+\sum_{n=1}^{k}\Big{(}\|\varphi^{n}-\varphi^{n-1}\|_{H^{1}}^{2}+|r^{n}-q^{n-1}|^{2}+|q^{n}-q^{n-1}|^{2}\Big{)} (2.5)
+τn=1k(μnH12+φnH24)+n=1k1τφnφn1(H1)2C,\displaystyle\quad+\tau\sum_{n=1}^{k}\Big{(}\|\mu^{n}\|_{H^{1}}^{2}+\|\varphi^{n}\|_{H^{2}}^{4}\Big{)}+\sum_{n=1}^{k}\frac{1}{\tau}\|\varphi^{n}-\varphi^{n-1}\|_{(H^{1})^{*}}^{2}\leq C,

and for any h{2,,Nτ}h\in\{2,\dots,N_{\tau}\},

τn=0Nτ1φn+1φn2Cτ3/2,τn=0Nτhφn+hφn2Chτ.\displaystyle\tau\sum_{n=0}^{N_{\tau}-1}\|\varphi^{n+1}-\varphi^{n}\|^{2}\leq C\tau^{3/2},\quad\tau\sum_{n=0}^{N_{\tau}-h}\|\varphi^{n+h}-\varphi^{n}\|^{2}\leq Ch\tau. (2.6)
Proof.

Let {φk,μk,rk,qk}k=1Nτ\{\varphi^{k},\mu^{k},r^{k},q^{k}\}_{k=1}^{N_{\tau}} denote the discrete solutions to (2.1)-(2.2) originating from the initial conditions φ0:=φ0\varphi^{0}:=\varphi_{0} and q0:=Q(φ0)q^{0}:=Q(\varphi_{0}). For k=nk=n, we test (2.1a) with μn\mu^{n} and also with φn\varphi^{n}, (2.1b) with φnφn1\varphi^{n}-\varphi^{n-1} and (2.1c) with 2rn2r^{n}. Then, employing the identity (ab)a=12(a2b2+(ab)2)(a-b)a=\tfrac{1}{2}(a^{2}-b^{2}+(a-b)^{2}) we first obtain upon summing

12(φn2+εφn2+2|rn|2)12(φn12+εφn12+2|qn1|2)\displaystyle\frac{1}{2}\Big{(}\|\varphi^{n}\|^{2}+\varepsilon\|\nabla\varphi^{n}\|^{2}+2|r^{n}|^{2}\Big{)}-\frac{1}{2}\Big{(}\|\varphi^{n-1}\|^{2}+\varepsilon\|\nabla\varphi^{n-1}\|^{2}+2|q^{n-1}|^{2}\Big{)}
+12(φnφn12+ε(φnφn1)2)+|rnqn1|2+Ωτm(φn1)|μn|2dx\displaystyle\qquad+\frac{1}{2}\Big{(}\|\varphi^{n}-\varphi^{n-1}\|^{2}+\varepsilon\|\nabla(\varphi^{n}-\varphi^{n-1})\|^{2}\Big{)}+|r^{n}-q^{n-1}|^{2}+\int_{\Omega}\tau m(\varphi^{n-1})|\nabla\mu^{n}|^{2}\,\mathrm{dx}
=τ(fn1,μn)+τ(fn1,φn)+(gn1,φnφn1)τ(m(φn1)μn,φn).\displaystyle\quad=\tau(f^{n-1},\mu^{n})+\tau(f^{n-1},\varphi^{n})+(g^{n-1},\varphi^{n}-\varphi^{n-1})-\tau(m(\varphi^{n-1})\nabla\mu^{n},\nabla\varphi^{n}).

Combining with the following inequality derived from (2.2) and (2.3)

|qn|2+12|qnqn1|2τM+τηm0μn2+|rn|2+12|rnqn1|2,|q^{n}|^{2}+\frac{1}{2}|q^{n}-q^{n-1}|^{2}\leq\tau M+\tau\eta m_{0}\|\nabla\mu^{n}\|^{2}+|r^{n}|^{2}+\frac{1}{2}|r^{n}-q^{n-1}|^{2},

we obtain the inequality

GnGn1+12φnφn12+ε2(φnφn1)2+12|qnqn1|2\displaystyle G^{n}-G^{n-1}+\frac{1}{2}\|\varphi^{n}-\varphi^{n-1}\|^{2}+\frac{\varepsilon}{2}\|\nabla(\varphi^{n}-\varphi^{n-1})\|^{2}+\frac{1}{2}|q^{n}-q^{n-1}|^{2} (2.7)
+12|rnqn1|2+Ω(1η)τm0|μn|2dx\displaystyle\qquad+\frac{1}{2}|r^{n}-q^{n-1}|^{2}+\int_{\Omega}(1-\eta)\tau m_{0}|\nabla\mu^{n}|^{2}\,\mathrm{dx}
τ(fn1,μn)+τM+τ(fn1,φn)+(gn1,φnφn1)\displaystyle\quad\leq\tau(f^{n-1},\mu^{n})+\tau M+\tau(f^{n-1},\varphi^{n})+(g^{n-1},\varphi^{n}-\varphi^{n-1})
τ(m(φn1)μn,φn),\displaystyle\qquad-\tau(m(\varphi^{n-1})\nabla\mu^{n},\nabla\varphi^{n}),

where

Gk:=12φk2+ε2φk2+|qk|2\displaystyle G^{k}:=\frac{1}{2}\|\varphi^{k}\|^{2}+\frac{\varepsilon}{2}\|\nabla\varphi^{k}\|^{2}+|q^{k}|^{2} (2.8)

plays the role of a discrete energy functional. The latter three terms on the right-hand side of (2.7) can be handled in a standard way, where for the remainder of the proof, the symbol CC denotes a generic constant independent of τ\tau and n{1,,Nτ}n\in\{1,\dots,N_{\tau}\} whose value may change line from line and within the same line:

τ(fn1,φn)+(gn1,φnφn1)τ(m(φn1)μn,φn)\displaystyle\tau(f^{n-1},\varphi^{n})+(g^{n-1},\varphi^{n}-\varphi^{n-1})-\tau(m(\varphi^{n-1})\nabla\mu^{n},\nabla\varphi^{n}) (2.9)
Cτ+CτφnH12+Cgn12+14φnφn12+τ(1η)m04μn2.\displaystyle\quad\leq C\tau+C\tau\|\varphi^{n}\|_{H^{1}}^{2}+C\|g^{n-1}\|^{2}+\frac{1}{4}\|\varphi^{n}-\varphi^{n-1}\|^{2}+\frac{\tau(1-\eta)m_{0}}{4}\|\nabla\mu^{n}\|^{2}.

For the first term we use of the boundedness of ff and the Poincaré inequality to infer

|(fn1,μn)|\displaystyle|(f^{n-1},\mu^{n})| CμnL1CμnL2+C|(μn,1)|\displaystyle\leq C\|\mu^{n}\|_{L^{1}}\leq C\|\nabla\mu^{n}\|_{L^{2}}+C|(\mu^{n},1)| (2.10)
C+(1η)m04μn2+C|(μn,1)|.\displaystyle\leq C+\frac{(1-\eta)m_{0}}{4}\|\nabla\mu^{n}\|^{2}+C|(\mu^{n},1)|.

To close the estimate, it remains to estimate the mean value of μn\mu^{n}, where from (2.1b),

C|(μn,1)|C|rn|εQ(φn1)|(F(φn1),1)|+C|(gn1,1)|.\displaystyle C|(\mu^{n},1)|\leq C\frac{|r^{n}|}{\varepsilon Q(\varphi^{n-1})}|(F^{\prime}(\varphi^{n-1}),1)|+C|(g^{n-1},1)|. (2.11)

By virtue of (A5\mathrm{A5}), we have |F(s)|CF(s)34+C|F^{\prime}(s)|\leq CF(s)^{\frac{3}{4}}+C and so

|(F(φn1),1)|C(F(φn1),1)34+C.\displaystyle|(F^{\prime}(\varphi^{n-1}),1)|\leq C(F(\varphi^{n-1}),1)^{\frac{3}{4}}+C. (2.12)

Combining with the facts εQ(φn1)2=(F(φn1),1)+εC0\varepsilon Q(\varphi^{n-1})^{2}=(F(\varphi^{n-1}),1)+\varepsilon C_{0} and Q(φn1)C0Q(\varphi^{n-1})\geq\sqrt{C_{0}}, and the Sobolev embedding H1(Ω)L4(Ω)H^{1}(\Omega)\subset L^{4}(\Omega), we deduce the following key estimate:

C|rn||(F(φn1),1)|εQ(φn1)\displaystyle C\frac{|r^{n}||(F^{\prime}(\varphi^{n-1}),1)|}{\varepsilon Q(\varphi^{n-1})} C|rn|((F(φn1),1)34+1)Q(φn1)C|rn|(Q(φn1)12+1)\displaystyle\leq C\frac{|r^{n}|((F(\varphi^{n-1}),1)^{\frac{3}{4}}+1)}{Q(\varphi^{n-1})}\leq C|r^{n}|\,(Q(\varphi^{n-1})^{\frac{1}{2}}+1) (2.13)
18|rn|2+C(1+Q(φn1))18|rn|2+C(1+(F(φn1),1)1/2)\displaystyle\leq\frac{1}{8}|r^{n}|^{2}+C\big{(}1+Q(\varphi^{n-1})\big{)}\leq\frac{1}{8}|r^{n}|^{2}+C\big{(}1+(F(\varphi^{n-1}),1)^{1/2}\big{)}
18|rn|2+C(1+φn1L42)18|rn|2+C(1+φn1H12).\displaystyle\leq\frac{1}{8}|r^{n}|^{2}+C\big{(}1+\|\varphi^{n-1}\|_{L^{4}}^{2}\big{)}\leq\frac{1}{8}|r^{n}|^{2}+C\big{(}1+\|\varphi^{n-1}\|_{H^{1}}^{2}\big{)}.

Substituting into (2.11) yields the following estimate for the mean value

C|(μn,1)|\displaystyle C|(\mu^{n},1)| C+Cgn12+18|rn|2+Cφn1H12\displaystyle\leq C+C\|g^{n-1}\|^{2}+\frac{1}{8}|r^{n}|^{2}+C\|\varphi^{n-1}\|_{H^{1}}^{2} (2.14)
C+Cgn12+14|rnqn1|2+C|qn1|2+Cφn1H12,\displaystyle\leq C+C\|g^{n-1}\|^{2}+\frac{1}{4}|r^{n}-q^{n-1}|^{2}+C|q^{n-1}|^{2}+C\|\varphi^{n-1}\|_{H^{1}}^{2},

and consequently

τ|(fn1,μn)|\displaystyle\tau|(f^{n-1},\mu^{n})| Cτ+(1η)τm04μn2+τ4|rnqn1|2\displaystyle\leq C\tau+\frac{(1-\eta)\tau m_{0}}{4}\|\nabla\mu^{n}\|^{2}+\frac{\tau}{4}|r^{n}-q^{n-1}|^{2} (2.15)
+Cτgn12+Cτ|qn1|2+Cτφn1H12.\displaystyle\quad+C\tau\|g^{n-1}\|^{2}+C\tau|q^{n-1}|^{2}+C\tau\|\varphi^{n-1}\|_{H^{1}}^{2}.

Using (2.9) and (2.15) in (2.7), we arrive at the following:

Gn+min(1,2ε)4φnφn1H12+1τ4|rnqn1|2+12|qnqn1|2+m0(1η)τ2μn2\displaystyle G^{n}+\frac{\min(1,2\varepsilon)}{4}\|\varphi^{n}-\varphi^{n-1}\|_{H^{1}}^{2}+\frac{1-\tau}{4}|r^{n}-q^{n-1}|^{2}+\frac{1}{2}|q^{n}-q^{n-1}|^{2}+\frac{m_{0}(1-\eta)\tau}{2}\|\nabla\mu^{n}\|^{2}
Gn1+Cτ(1+gn12+Gn1+Gn)+Cgn12.\displaystyle\quad\leq G^{n-1}+C\tau(1+\|g^{n-1}\|^{2}+G^{n-1}+G^{n})+C\|g^{n-1}\|^{2}.

For τ<1\tau<1 and arbitrary k{1,,Nτ}k\in\{1,\dots,N_{\tau}\}, taking the sum of the above inequality from n=1n=1 to n=kn=k yields

(1Cτ)Gk+min(1,2ε)4n=1kφnφn1H12+(1τ)4n=1k|rnqn1|2\displaystyle(1-C\tau)G^{k}+\frac{\min(1,2\varepsilon)}{4}\sum_{n=1}^{k}\|\varphi^{n}-\varphi^{n-1}\|_{H^{1}}^{2}+\frac{(1-\tau)}{4}\sum_{n=1}^{k}|r^{n}-q^{n-1}|^{2}
+12n=1k|qnqn1|2+τ(1η)m02n=1kμn2\displaystyle\qquad+\frac{1}{2}\sum_{n=1}^{k}|q^{n}-q^{n-1}|^{2}+\frac{\tau(1-\eta)m_{0}}{2}\sum_{n=1}^{k}\|\nabla\mu^{n}\|^{2}
G0+Cn=1kgn12+Cτn=1k(1+gn12+Gn1).\displaystyle\quad\leq G^{0}+C\sum_{n=1}^{k}\|g^{n-1}\|^{2}+C\tau\sum_{n=1}^{k}(1+\|g^{n-1}\|^{2}+G^{n-1}).

Let τ\tau_{*} be a fixed constant so that the prefactor 1Cτ1-C\tau_{*} is positive, Then, for all τ(0,τ)\tau\in(0,\tau_{*}), by the discrete Gronwall inequality it holds that for all k=1,,Nτk=1,\dots,N_{\tau},

φkH12+|qk|2+n=1kφnφn1H12+n=1k|rnqn1|2\displaystyle\|\varphi^{k}\|_{H^{1}}^{2}+|q^{k}|^{2}+\sum_{n=1}^{k}\|\varphi^{n}-\varphi^{n-1}\|_{H^{1}}^{2}+\sum_{n=1}^{k}|r^{n}-q^{n-1}|^{2} (2.16)
+n=1k|qnqn1|2+τn=1kμn2C.\displaystyle\quad+\sum_{n=1}^{k}|q^{n}-q^{n-1}|^{2}+\tau\sum_{n=1}^{k}\|\nabla\mu^{n}\|^{2}\leq C.

In turn, we find that for all k=1,,Nτk=1,\dots,N_{\tau},

|rk|22|rkqk1|2+2|qk1|2C.\displaystyle|r^{k}|^{2}\leq 2|r^{k}-q^{k-1}|^{2}+2|q^{k-1}|^{2}\leq C. (2.17)

Returning to the mean value estimate (2.14) and by the Poincaré inequality, we find

τn=1k|(μn,1)|C and τn=1kμn2C.\displaystyle\tau\sum_{n=1}^{k}|(\mu^{n},1)|\leq C\quad\text{ and }\quad\tau\sum_{n=1}^{k}\|\mu^{n}\|^{2}\leq C. (2.18)

Next, we test (2.1a) with an arbitrary ζH1(Ω)\zeta\in H^{1}(\Omega), leading to

1τ|(φnφn1,ζ)|m1μnζ+fnζC(1+μn)ζH1.\frac{1}{\tau}|(\varphi^{n}-\varphi^{n-1},\zeta)|\leq m_{1}\|\nabla\mu^{n}\|\|\nabla\zeta\|+\|f^{n}\|\|\zeta\|\leq C\Big{(}1+\|\nabla\mu^{n}\|\Big{)}\|\zeta\|_{H^{1}}.

This shows that 1τ(φnφn1)(H1)C(1+μn)\|\tfrac{1}{\tau}(\varphi^{n}-\varphi^{n-1})\|_{(H^{1})^{*}}\leq C(1+\|\nabla\mu^{n}\|) and hence

n=1k1τφnφn1(H1)2C.\sum_{n=1}^{k}\frac{1}{\tau}\|\varphi^{n}-\varphi^{n-1}\|_{(H^{1})^{*}}^{2}\leq C.

To show (2.6), we test (2.1a) with φm+hφm\varphi^{m+h}-\varphi^{m} where m=0,,Nτhm=0,\dots,N_{\tau}-h and h=1,,Nτh=1,\dots,N_{\tau} to obtain

0=(φnφn1τfn1,φm+hφm)+τ(m(φn1)μn,(φm+hφm)).0=(\varphi^{n}-\varphi^{n-1}-\tau f^{n-1},\varphi^{m+h}-\varphi^{m})+\tau(m(\varphi^{n-1})\nabla\mu^{n},\nabla(\varphi^{m+h}-\varphi^{m})).

Summing from n=m+1,,m+hn=m+1,\dots,m+h yields

φm+hφm2\displaystyle\|\varphi^{m+h}-\varphi^{m}\|^{2} Cτn=m+1m+h(fn1+μn)φm+hφmH1\displaystyle\leq C\tau\sum_{n=m+1}^{m+h}\Big{(}\|f^{n-1}\|+\|\nabla\mu^{n}\|\Big{)}\|\varphi^{m+h}-\varphi^{m}\|_{H^{1}}
Cτk=1h(1+μm+k)φm+hφmH1.\displaystyle\leq C\tau\sum_{k=1}^{h}\Big{(}1+\|\nabla\mu^{m+k}\|\Big{)}\|\varphi^{m+h}-\varphi^{m}\|_{H^{1}}.

Multiplying both sides by τ\tau, summing from m=0,,Nτhm=0,\dots,N_{\tau}-h and applying Hölder’s inequality leads to

τm=0Nτhφm+hφm2Cτ2k=1hm=0Nτh(1+μm+k)φm+hφmH1\displaystyle\tau\sum_{m=0}^{N_{\tau}-h}\|\varphi^{m+h}-\varphi^{m}\|^{2}\leq C\tau^{2}\sum_{k=1}^{h}\sum_{m=0}^{N_{\tau}-h}\Big{(}1+\|\nabla\mu^{m+k}\|\Big{)}\|\varphi^{m+h}-\varphi^{m}\|_{H^{1}}
Cτk=1h(τm=0Nτhφm+hφmH12)1/2(1+(τm=0Nτhμm+k2)1/2)\displaystyle\quad\leq C\tau\sum_{k=1}^{h}\Big{(}\tau\sum_{m=0}^{N_{\tau}-h}\|\varphi^{m+h}-\varphi^{m}\|_{H^{1}}^{2}\Big{)}^{1/2}\Big{(}1+\Big{(}\tau\sum_{m=0}^{N_{\tau}-h}\|\nabla\mu^{m+k}\|^{2}\Big{)}^{1/2}\Big{)}
Cτk=1h(Nττmaxn=1,,NτφnH12)1/2(1+(τn=0Nτμn2)1/2)Chτ.\displaystyle\quad\leq C\tau\sum_{k=1}^{h}\Big{(}N_{\tau}\tau\max_{n=1,\dots,N_{\tau}}\|\varphi^{n}\|_{H^{1}}^{2}\Big{)}^{1/2}\Big{(}1+\Big{(}\tau\sum_{n=0}^{N_{\tau}}\|\nabla\mu^{n}\|^{2}\Big{)}^{1/2}\Big{)}\leq Ch\tau.

When h=1h=1, a higher exponent can be inferred by using (2.16):

τm=0Nτ1φm+1φm2Cτ(τm=0Nτ1φm+1φmH12)1/2Cτ3/2.\tau\sum_{m=0}^{N_{\tau}-1}\|\varphi^{m+1}-\varphi^{m}\|^{2}\leq C\tau\Big{(}\tau\sum_{m=0}^{N_{\tau}-1}\|\varphi^{m+1}-\varphi^{m}\|_{H^{1}}^{2}\Big{)}^{1/2}\leq C\tau^{3/2}.

Furthermore, we test (2.1b) with Δφn-\Delta\varphi^{n}, which yields

ε2Δφn2\displaystyle\frac{\varepsilon}{2}\|\Delta\varphi^{n}\|^{2} Cgn12+C|rn|2Q(φn1)2F(φn1)2\displaystyle\leq C\|g^{n-1}\|^{2}+C\frac{|r^{n}|^{2}}{Q(\varphi^{n-1})^{2}}\|F^{\prime}(\varphi^{n-1})\|^{2} (2.19)
+CμnφnC+Cμn,\displaystyle\quad+C\|\nabla\mu^{n}\|\|\nabla\varphi^{n}\|\leq C+C\|\nabla\mu^{n}\|,

after applying (2.16), (2.17), the lower bound Q(φn1)C0Q(\varphi^{n-1})\geq\sqrt{C_{0}}, and (A5\mathrm{A5}). Invoking elliptic regularity (e.g. [20, Thm. 2.4.2.7]), we find that

τn=1kφnH24Cτn=1k(Δφn4+φn4)C.\displaystyle\tau\sum_{n=1}^{k}\|\varphi^{n}\|_{H^{2}}^{4}\leq C\tau\sum_{n=1}^{k}\big{(}\|\Delta\varphi^{n}\|^{4}+\|\varphi^{n}\|^{4}\big{)}\leq C. (2.20)

This completes the proof. ∎

Remark 2.5 (Sharpness of (A5\mathrm{A5})).

If FF satisfies the growth assumptions

c|s|pCF(s)C(1+|s|p),|F(s)|C(1+|s|p1),c|s|^{p}-C\leq F(s)\leq C(1+|s|^{p}),\quad|F^{\prime}(s)|\leq C(1+|s|^{p-1}),

for some p[2,)p\in[2,\infty) if d=2d=2, or p[2,6)p\in[2,6) if d=3d=3, via a similar calculation as (2.13), we find that

|rn|εQ(φn1)|(F(φn1),1)|\displaystyle\frac{|r^{n}|}{\varepsilon Q(\varphi^{n-1})}|(F^{\prime}(\varphi^{n-1}),1)| C|rn|Q(φn1)(F(φn1),1)p1p\displaystyle\leq C\frac{|r^{n}|}{Q(\varphi^{n-1})}(F(\varphi^{n-1}),1)^{\frac{p-1}{p}}
18|rn|2+C(F(φn1),1)p2p18|rn|2+Cφn1Lpp2,\displaystyle\quad\leq\frac{1}{8}|r^{n}|^{2}+C(F(\varphi^{n-1}),1)^{\frac{p-2}{p}}\leq\frac{1}{8}|r^{n}|^{2}+C\|\varphi^{n-1}\|_{L^{p}}^{p-2},

where we have omitted lower order terms. Let α=p2p\alpha=\frac{p-2}{p} if d=2d=2, or α=3(p2)2p\alpha=\frac{3(p-2)}{2p} if d=3d=3, so that α(0,1)\alpha\in(0,1), and by invoking the Gagliardo–Nirenberg inequality,

φn1Lpp2\displaystyle\|\varphi^{n-1}\|_{L^{p}}^{p-2} Cφn1L2(1α)(p2)φn1H1α(p2)Cφn1L2s(1α)(p2)s1+Cφn1H1α(p2)s,\displaystyle\leq C\|\varphi^{n-1}\|_{L^{2}}^{(1-\alpha)(p-2)}\|\varphi^{n-1}\|_{H^{1}}^{\alpha(p-2)}\leq C\|\varphi^{n-1}\|_{L^{2}}^{\frac{s(1-\alpha)(p-2)}{s-1}}+C\|\varphi^{n-1}\|_{H^{1}}^{\alpha(p-2)s},

for some s>1s>1. Hence, to control φn1Lpp2\|\varphi^{n-1}\|_{L^{p}}^{p-2} with φn1H12\|\varphi^{n-1}\|_{H^{1}}^{2}, we demand

α(p2)s=s(1α)(p2)s1=2,\alpha(p-2)s=\frac{s(1-\alpha)(p-2)}{s-1}=2,

and a short calculation shows that p=4p=4. Hence, to use the idea of (2.13) to proceed, the quartic growth assumption (A5\mathrm{A5}) on FF seems to be sharp.

2.3 Discussion on the polynomial growth of FF

The boundedness assumption (A5\mathrm{A5}) on ff is essential for the above analysis to go through if one chooses FF to be a polynomial potential with super-quadratic growth. In particular, if ff is assumed to belong to L2(0,T;L2(Ω))L^{2}(0,T;L^{2}(\Omega)), or treating f=f^(φ)f=\hat{f}(\varphi) where |f^(s)|C(1+|s|)|\hat{f}(s)|\leq C(1+|s|) has linear growth, then the analysis restricts FF to have at most quadratic growth. Indeed, we revisit (2.10) where upon employing the Poincaré inequality:

|(fn1,μn)|Cfn1μnCfn1(μn+|(μn,1)|).|(f^{n-1},\mu^{n})|\leq C\|f^{n-1}\|\|\mu^{n}\|\leq C\|f^{n-1}\|\big{(}\|\nabla\mu^{n}\|+|(\mu^{n},1)|\big{)}.

Control of this term requires an a priori estimate on the square of the mean value in terms of |rn|2|r^{n}|^{2} and φnH12\|\varphi^{n}\|_{H^{1}}^{2}. From (2.11) we see

|(μn,1)|2C|rn|2Q(φn1)2|(F(φn1),1)|2+Cgn12.|(\mu^{n},1)|^{2}\leq C\frac{|r^{n}|^{2}}{Q(\varphi^{n-1})^{2}}|(F^{\prime}(\varphi^{n-1}),1)|^{2}+C\|g^{n-1}\|^{2}.

If |F(s)||s|p|F^{\prime}(s)|\sim|s|^{p} for some exponent p1p\geq 1, then applying a similar argument (omitting the lower order terms), we find that

|rn|2Q(φn1)2|(F(φn1),1)|2C|rn|2Q(φn1)2|(F(φn1),1)2pp+1C|rn|2Q(φn1)2p1p+1.\displaystyle\frac{|r^{n}|^{2}}{Q(\varphi^{n-1})^{2}}|(F^{\prime}(\varphi^{n-1}),1)|^{2}\leq C\frac{|r^{n}|^{2}}{Q(\varphi^{n-1})^{2}}|(F(\varphi^{n-1}),1)^{\frac{2p}{p+1}}\leq C|r^{n}|^{2}Q(\varphi^{n-1})^{2\frac{p-1}{p+1}}.

In order for this term to be controlled by the left-hand side of (2.7), we are forced to take p=1p=1, which limits FF to at most quadratic growth at infinity.

Remark 2.6.

We mention that solutions to models with quadratic potentials (e.g. as limits of a SLI-based numerical scheme) may exhibit behavior different from those corresponding to models with super-quadratic potentials. For instance, as noted in [30, Remark 2.5] for a Cahn–Hilliard tumor model (see (5.11) below), establishing the long-time behavior of weak solutions seem to demand FF to have a polynomial growth at infinity faster than cubic.

3 Convergence of the time discrete solutions

In this section we show a weak solution to (1.1) can be obtained in the limit τ0\tau\to 0. As the spatial discretization can be done in a standard way, we omit the details and refer to recent works [18, 28] for the convergence analysis of fully discrete solutions. For fixed τ\tau, we introduce the affine linear and piecewise constant extensions of time discrete functions ana^{n}, n=1,,Nτn=1,\dots,N_{\tau}:

aτ(t):=ttn1τan+tntτan1\displaystyle a^{\tau}(t):=\frac{t-t^{n-1}}{\tau}a^{n}+\frac{t^{n}-t}{\tau}a^{n-1} for t[tn1,tn],\displaystyle\text{ for }t\in[t^{n-1},t^{n}], (3.1)
aτ,+(t):=an,aτ,(t):=an1\displaystyle a^{\tau,+}(t):=a^{n},\quad a^{\tau,-}(t):=a^{n-1} for t(tn1,tn],\displaystyle\text{ for }t\in(t^{n-1},t^{n}],

for a{φ,μ,r,q}a\in\{\varphi,\mu,r,q\}, where we set φτ(0)=φ0\varphi^{\tau}(0)=\varphi_{0} and qτ(0)=Q(φ0)q^{\tau}(0)=Q(\varphi_{0}). Upon noting that

aτ(t)aτ,(t)=ttn1τ(anan1)\displaystyle a^{\tau}(t)-a^{\tau,-}(t)=\frac{t-t^{n-1}}{\tau}(a^{n}-a^{n-1}) for t(tn1,tn],\displaystyle\text{ for }t\in(t^{n-1},t^{n}], (3.2)
aτ,+(t)aτ(t)=tntτ(anan1)\displaystyle a^{\tau,+}(t)-a^{\tau}(t)=\frac{t^{n}-t}{\tau}(a^{n}-a^{n-1}) for t(tn1,tn],\displaystyle\text{ for }t\in(t^{n-1},t^{n}],

we deduce from Theorem 2.1 the following uniform estimates (where the notation aτ,(±)a^{\tau,(\pm)} is a shorthand for {aτ,aτ,+,aτ,}\{a^{\tau},a^{\tau,+},a^{\tau,-}\}, while aτ,±a^{\tau,\pm} is a shorthand for {aτ,+,aτ,}\{a^{\tau,+},a^{\tau,-}\}):

φτ,(±)L(0,T;H1)2+φτ,(±)L4(0,T;H2)4+qτ,(±)L(0,T)2+rτ,+L(0,T)2\displaystyle\|\varphi^{\tau,(\pm)}\|_{L^{\infty}(0,T;H^{1})}^{2}+\|\varphi^{\tau,(\pm)}\|_{L^{4}(0,T;H^{2})}^{4}+\|q^{\tau,(\pm)}\|_{L^{\infty}(0,T)}^{2}+\|r^{\tau,+}\|_{L^{\infty}(0,T)}^{2} (3.3)
+1τrτ,+qτ,L2(0,T)2+μτ,+L2(0,T;H1)2+tφτL2(0,T;(H1))2\displaystyle\qquad+\frac{1}{\tau}\|r^{\tau,+}-q^{\tau,-}\|_{L^{2}(0,T)}^{2}+\|\mu^{\tau,+}\|_{L^{2}(0,T;H^{1})}^{2}+\|\partial_{t}\varphi^{\tau}\|_{L^{2}(0,T;(H^{1})^{*})}^{2}
+1τqτqτ,±L2(0,T)2+1τφτφτ,±L2(0,T;H1)2C,\displaystyle\qquad+\frac{1}{\tau}\|q^{\tau}-q^{\tau,\pm}\|_{L^{2}(0,T)}^{2}+\frac{1}{\tau}\|\varphi^{\tau}-\varphi^{\tau,\pm}\|_{L^{2}(0,T;H^{1})}^{2}\leq C,

with the last two terms coming from taking the L2L^{2}-norm of (3.2) for a{φ,q}a\in\{\varphi,q\}. Furthermore, from (2.6), we infer that

τ2tφτL2(0,T;L2)2=φτ,+φτ,L2(0,T;L2)2\displaystyle\tau^{2}\|\partial_{t}\varphi^{\tau}\|_{L^{2}(0,T;L^{2})}^{2}=\|\varphi^{\tau,+}-\varphi^{\tau,-}\|_{L^{2}(0,T;L^{2})}^{2} Cτ32,\displaystyle\leq C\tau^{\frac{3}{2}}, (3.4)
φτ,(±)(+hτ)φτ,(±)L2(0,Thτ;L2)2\displaystyle\|\varphi^{\tau,(\pm)}(\cdot+h\tau)-\varphi^{\tau,(\pm)}\|_{L^{2}(0,T-h\tau;L^{2})}^{2} Chτ for any h{1,,Nτ}.\displaystyle\leq Ch\tau\quad\text{ for any }h\in\{1,\dots,N_{\tau}\}. (3.5)

Then, for arbitrary ϕL2(0,T;H1(Ω))\phi\in L^{2}(0,T;H^{1}(\Omega)) testing (2.1a) and (2.1b) with ϕ\phi, summing from n=1n=1 to NτN_{\tau}, and using the above definitions, we arrive at

0\displaystyle 0 =0T(tφτfτ,ϕ)+(m(φτ,)μτ,+,ϕ)dt,\displaystyle=\int_{0}^{T}(\partial_{t}\varphi^{\tau}-f^{\tau},\phi)+(m(\varphi^{\tau,-})\nabla\mu^{\tau,+},\nabla\phi)\,\mathrm{dt}, (3.6a)
0\displaystyle 0 =0Tε(φτ,+,ϕ)+rτ,+εQ(φτ,)(F(φτ,),ϕ)(μτ,++gτ,ϕ)dt.\displaystyle=\int_{0}^{T}\varepsilon(\nabla\varphi^{\tau,+},\nabla\phi)+\frac{r^{\tau,+}}{\varepsilon Q(\varphi^{\tau,-})}(F^{\prime}(\varphi^{\tau,-}),\phi)-(\mu^{\tau,+}+g^{\tau},\phi)\,\mathrm{dt}. (3.6b)

The main difference compared to the convergence analysis of the standard SAV scheme [33] is that the left-hand side of (2.1c) does not translate well into a time derivative of rτr^{\tau} or qτq^{\tau}. However, as we note below, for strict RSAV schemes (i.e., ζnτ<1\zeta_{n}^{\tau}<1 in (2.2)) it suffices to show that the limits of rτ,+r^{\tau,+} and Q(φτ,)Q(\varphi^{\tau,-}) coincide, and equation (2.1c) does not play a role.

In the following we explore the convergence analysis for two choices of ζnτ\zeta_{n}^{\tau}. As the choices are uniform in nn we use the notation ζτ\zeta^{\tau}. The first considers ζτ=ζ\zeta^{\tau}=\zeta with a fixed ζ[0,1]\zeta\in[0,1], covering both the standard SAV scheme qn=rnq^{n}=r^{n} with ζ=1\zeta=1, and the idealized update approach qn=Q(φn)q^{n}=Q(\varphi^{n}) with ζ=0\zeta=0. Note that aside from ζ=1\zeta=1, it is unknown whether for other values ζ[0,1)\zeta\in[0,1) the criterion (2.3) is fulfilled for all n=1,,Nτn=1,\dots,N_{\tau}. This motivates the second choice where we consider ζτ=1eττ\zeta^{\tau}=1-e_{\tau}\tau, with a non-negative sequence {eτ}τ>0\{e_{\tau}\}_{\tau>0}. This results in a method that asymptotically close to the standard SAV scheme with the relaxation effect almost completely negated for small time steps. Recalling the discussion before Remark 2.1, we can pick eτ=maxn(1wnτ)e_{\tau}=\max_{n}(1-w_{n}^{\tau}), so that ζτ=1eττ𝒱nτ\zeta^{\tau}=1-e_{\tau}\tau\in\mathcal{V}_{n}^{\tau} for all n=1,,Nτn=1,\dots,N_{\tau}.

Theorem 3.1 (Convergence).

For any τ(0,τ)\tau\in(0,\tau_{*}), let {(φk,μk,rk,qk)}k=1Nτ\{(\varphi^{k},\mu^{k},r^{k},q^{k})\}_{k=1}^{N_{\tau}} denote the time discrete solutions to the relaxed SAV scheme (2.1)-(2.2), where we assume that either a fixed ζ[0,1]\zeta\in[0,1] belongs to 𝒱nτ\mathcal{V}_{n}^{\tau} for all n=1,,Nτn=1,\dots,N_{\tau}, or there exists a non-negative convergent sequence {eτ}τ>0\{e_{\tau}\}_{\tau>0} with limτ0eτ=e[0,)\lim_{\tau\to 0}e_{\tau}=e_{*}\in[0,\infty) such that 1eττ𝒱nτ1-e_{\tau}\tau\in\mathcal{V}_{n}^{\tau} for all n=1,,Nτn=1,\dots,N_{\tau}. Then, there exists a non-relabelled subsequence τ0\tau\to 0 and limit functions

φ\displaystyle\varphi L(0,T;H1(Ω))H1(0,T;(H1(Ω)))L4(0,T;H2(Ω)),\displaystyle\in L^{\infty}(0,T;H^{1}(\Omega))\cap H^{1}(0,T;(H^{1}(\Omega))^{*})\cap L^{4}(0,T;H^{2}(\Omega)),
μ\displaystyle\mu L2(0,T;H1(Ω)),qL(0,T),\displaystyle\in L^{2}(0,T;H^{1}(\Omega)),\quad q\in L^{\infty}(0,T),

such that the interpolation functions {φτ,(±),μτ,+,rτ,+,qτ,(±)}\{\varphi^{\tau,(\pm)},\mu^{\tau,+},r^{\tau,+},q^{\tau,(\pm)}\} satisfy the following compactness assertions for any s<s<\infty in d=2d=2 and s<6s<6 in d=3d=3:

φτ,(±)φ\displaystyle\varphi^{\tau,(\pm)}\to\varphi weakly* in L(0,T;H1(Ω))L4(0,T;H2(Ω)),\displaystyle\text{ weakly* in }L^{\infty}(0,T;H^{1}(\Omega))\cap L^{4}(0,T;H^{2}(\Omega)),
tφτtφ\displaystyle\partial_{t}\varphi^{\tau}\to\partial_{t}\varphi weakly in L2(0,T;(H1(Ω))),\displaystyle\text{ weakly in }L^{2}(0,T;(H^{1}(\Omega))^{*}),
φτ,(±)φ\displaystyle\varphi^{\tau,(\pm)}\to\varphi strongly in L2(0,T;Ls(Ω)) and a.e. in Ω×(0,T),\displaystyle\text{ strongly in }L^{2}(0,T;L^{s}(\Omega))\text{ and a.e.~{}in }\Omega\times(0,T),
μτ,+μ\displaystyle\mu^{\tau,+}\to\mu weakly in L2(0,T;H1(Ω)),\displaystyle\text{ weakly in }L^{2}(0,T;H^{1}(\Omega)),
qτ,(±) and rτ,+q\displaystyle q^{\tau,(\pm)}\text{ and }r^{\tau,+}\to q weakly* in L(0,T),\displaystyle\text{ weakly* in }L^{\infty}(0,T),
Q(φτ,(±))Q(φ)\displaystyle Q(\varphi^{\tau,(\pm)})\to Q(\varphi) strongly in L2(0,T).\displaystyle\text{ strongly in }L^{2}(0,T).

The limit pair (φ,μ)(\varphi,\mu) is a weak solution to (1.1) in the sense

tφ,ϕ+(m(φ)μ,ϕ)(f,ϕ)\displaystyle\langle\partial_{t}\varphi,\phi\rangle+(m(\varphi)\nabla\mu,\nabla\phi)-(f,\phi) =0,\displaystyle=0, (3.7a)
ε(φ,ϕ)+ε1(F(φ),ϕ)(μ+g,ϕ)\displaystyle\varepsilon(\nabla\varphi,\nabla\phi)+\varepsilon^{-1}(F^{\prime}(\varphi),\phi)-(\mu+g,\phi) =0,\displaystyle=0, (3.7b)

for all ϕH1(Ω)\phi\in H^{1}(\Omega) and for a.e. t(0,T)t\in(0,T), while q(t)=Q(φ(t))q(t)=Q(\varphi(t)) holds for a.e. t(0,T)t\in(0,T).

Proof.

The weak/weak* convergences of φτ,(±)\varphi^{\tau,(\pm)}, tφτ\partial_{t}\varphi^{\tau}, μτ,+\mu^{\tau,+}, qτ,(±)q^{\tau,(\pm)} and rτ,+r^{\tau,+} follow from standard compactness results in Bochner spaces. Then, from (3.3) we infer

rτ,+qτ,L2(0,T)2+qτqτ,±L2(0,T)2+φτφτ,±L2(0,T;H1)2Cτ,\displaystyle\|r^{\tau,+}-q^{\tau,-}\|_{L^{2}(0,T)}^{2}+\|q^{\tau}-q^{\tau,\pm}\|_{L^{2}(0,T)}^{2}+\|\varphi^{\tau}-\varphi^{\tau,\pm}\|_{L^{2}(0,T;H^{1})}^{2}\leq C\tau, (3.8)

which yields the uniqueness of weak limits for {φτ,(±)}\{\varphi^{\tau,(\pm)}\} and for {qτ,(±),rτ,+}\{q^{\tau,(\pm)},r^{\tau,+}\}. The strong convergence of φτ,(±)\varphi^{\tau,(\pm)} in L2(0,T;Ls(Ω))L^{2}(0,T;L^{s}(\Omega)) comes from the application of [39, §8, Thm. 5] with the uniform boundedness of φτ,(±)\varphi^{\tau,(\pm)} in L(0,T;H1(Ω))L^{\infty}(0,T;H^{1}(\Omega)), the compact embedding H1(Ω)Ls(Ω)H^{1}(\Omega)\subset\subset L^{s}(\Omega) and the uniform time translation estimate (3.5). Let F(0)(s)=F(s)F^{(0)}(s)=F(s) and F(1)(s)=F(s)F^{(1)}(s)=F^{\prime}(s). Then, a short calculation with the estimate

|F(i)(s1)F(i)(s2)|C(1+|s1|3i+|s2|3i)|s1s2| for i=0,1,|F^{(i)}(s_{1})-F^{(i)}(s_{2})|\leq C\big{(}1+|s_{1}|^{3-i}+|s_{2}|^{3-i}\big{)}|s_{1}-s_{2}|\text{ for }i=0,1,

together with the boundedness of φτ,(±),φ\varphi^{\tau,(\pm)},\varphi in L4(0,T;H2(Ω))L(0,T;H1(Ω))L^{4}(0,T;H^{2}(\Omega))\cap L^{\infty}(0,T;H^{1}(\Omega)) yields F(φτ,(±))L(0,T;L2(Ω))F^{\prime}(\varphi^{\tau,(\pm)})\in L^{\infty}(0,T;L^{2}(\Omega)) and

F(φτ,(±))F(φ)L65\displaystyle\|F^{\prime}(\varphi^{\tau,(\pm)})-F^{\prime}(\varphi)\|_{L^{\frac{6}{5}}} C(1+φτ,(±)L62+φL62)φτ,(±)φCφτ,(±)φ,\displaystyle\leq C\big{(}1+\|\varphi^{\tau,(\pm)}\|_{L^{6}}^{2}+\|\varphi\|_{L^{6}}^{2}\big{)}\|\varphi^{\tau,(\pm)}-\varphi\|\leq C\|\varphi^{\tau,(\pm)}-\varphi\|, (3.9)
F(φτ,(±))F(φ)L1\displaystyle\|F(\varphi^{\tau,(\pm)})-F(\varphi)\|_{L^{1}} C(1+φτ,(±)H13+φH13)φτ,(±)φCφτ,(±)φ.\displaystyle\leq C\big{(}1+\|\varphi^{\tau,(\pm)}\|_{H^{1}}^{3}+\|\varphi\|_{H^{1}}^{3}\big{)}\|\varphi^{\tau,(\pm)}-\varphi\|\leq C\|\varphi^{\tau,(\pm)}-\varphi\|.

Together with the following estimate

|Q(φτ,(±))Q(φ)|1εF(φτ,(±))F(φ)L1|Q(φτ,(±))+Q(φ)|Cφτ,(±)φ,|Q(\varphi^{\tau,(\pm)})-Q(\varphi)|\leq\frac{1}{\varepsilon}\frac{\|F(\varphi^{\tau,(\pm)})-F(\varphi)\|_{L^{1}}}{|Q(\varphi^{\tau,(\pm)})+Q(\varphi)|}\leq C\|\varphi^{\tau,(\pm)}-\varphi\|,

we deduce the strong convergence Q(φτ,(±))Q(φ)Q(\varphi^{\tau,(\pm)})\to Q(\varphi) in L2(0,T)L^{2}(0,T).

Then, using the boundeness of mm and the a.e. convergence of φτ,\varphi^{\tau,-} we can infer that m(φτ,)ζm(φ)ζm(\varphi^{\tau,-})\nabla\zeta\to m(\varphi)\nabla\zeta strongly in L2(0,T;L2(Ω))L^{2}(0,T;L^{2}(\Omega)). Thus, passing to the limit τ0\tau\to 0 in (3.6a) leads to (3.7a), and by the continuous embedding L2(0,T;H1(Ω))H1(0,T;(H1(Ω)))C0([0,T];L2(Ω))L^{2}(0,T;H^{1}(\Omega))\cap H^{1}(0,T;(H^{1}(\Omega))^{*})\subset C^{0}([0,T];L^{2}(\Omega)), we have the attainment of the initial condition φ(0)=φ0\varphi(0)=\varphi_{0}. In the case where f=f^(φ)f=\hat{f}(\varphi) is a bounded continuous function of φ\varphi, we replace fτf^{\tau} in (3.6a) with f(φτ,)f(\varphi^{\tau,-}). Then, invoking the a.e. convergence of φτ,\varphi^{\tau,-} in Ω×(0,T)\Omega\times(0,T) and the dominated convergence theorem yield that 0T(f(φτ,),ϕ)dt0T(f(φ),ϕ)dt\int_{0}^{T}(f(\varphi^{\tau,-}),\phi)\,\mathrm{dt}\to\int_{0}^{T}(f(\varphi),\phi)\,\mathrm{dt}.

Passing to the limit τ0\tau\to 0 in the terms of (3.6b) other than the potential term is straightforward, and so we omit the details. For arbitrary ϕL2(0,T;H1(Ω))\phi\in L^{2}(0,T;H^{1}(\Omega)) we have (F(φ),ϕ)Q(φ)L1(0,T)\frac{(F^{\prime}(\varphi),\phi)}{Q(\varphi)}\in L^{1}(0,T) and thus by (3.9)

|0Trτ,+(F(φτ,),ϕ)εQ(φτ,)rτ,+(F(φτ,),ϕ)εQ(φ)rτ,+(F(φ),ϕ)εQ(φ)q(F(φ),ϕ)εQ(φ)dt|\displaystyle\left|\int_{0}^{T}\frac{r^{\tau,+}(F^{\prime}(\varphi^{\tau,-}),\phi)}{\varepsilon Q(\varphi^{\tau,-})}\mp\frac{r^{\tau,+}(F^{\prime}(\varphi^{\tau,-}),\phi)}{\varepsilon Q(\varphi)}\mp\frac{r^{\tau,+}(F^{\prime}(\varphi),\phi)}{\varepsilon Q(\varphi)}-\frac{q(F^{\prime}(\varphi),\phi)}{\varepsilon Q(\varphi)}\,\mathrm{dt}\right| (3.10)
0T|(F(φτ,),ϕ)|εQ(φτ,)Q(φ)|rτ,+|Q(φτ,)+Q(φ)F(φτ,)F(φ)L1dt\displaystyle\quad\leq\int_{0}^{T}\frac{|(F^{\prime}(\varphi^{\tau,-}),\phi)|}{\varepsilon Q(\varphi^{\tau,-})Q(\varphi)}\frac{|r^{\tau,+}|}{Q(\varphi^{\tau,-})+Q(\varphi)}\|F(\varphi^{\tau,-})-F(\varphi)\|_{L^{1}}\,\mathrm{dt}
+0T|rτ,+|εQ(φ)ϕL6F(φτ,)F(φ)L65dt+|0T(rτ,+q)(F(φ),ϕ)εQ(φ)dt|\displaystyle\qquad+\int_{0}^{T}\frac{|r^{\tau,+}|}{\varepsilon Q(\varphi)}\|\phi\|_{L^{6}}\|F^{\prime}(\varphi^{\tau,-})-F^{\prime}(\varphi)\|_{L^{\frac{6}{5}}}\,\mathrm{dt}+\left|\int_{0}^{T}(r^{\tau,+}-q)\frac{(F^{\prime}(\varphi),\phi)}{\varepsilon Q(\varphi)}\,\mathrm{dt}\right|
Cφτ,φL2(0,T;L2)ϕL2(0,T;H1)+|0T(rτ,+q)(F(φ),ϕ)εQ(φ)dt|0,\displaystyle\quad\leq C\|\varphi^{\tau,-}-\varphi\|_{L^{2}(0,T;L^{2})}\|\phi\|_{L^{2}(0,T;H^{1})}+\Big{|}\int_{0}^{T}(r^{\tau,+}-q)\frac{(F^{\prime}(\varphi),\phi)}{\varepsilon Q(\varphi)}\,\mathrm{dt}\Big{|}\to 0,

as τ0\tau\to 0, where we have applied the lower bound on QQ. This implies that

limτ00Trτ,+εQ(φτ,)(F(φτ,),ϕ)dt=0TqεQ(φ)(F(φ),ϕ)dt.\displaystyle\lim_{\tau\to 0}\int_{0}^{T}\frac{r^{\tau,+}}{\varepsilon Q(\varphi^{\tau,-})}(F^{\prime}(\varphi^{\tau,-}),\phi)\,\mathrm{dt}=\int_{0}^{T}\frac{q}{\varepsilon Q(\varphi)}(F^{\prime}(\varphi),\phi)\,\mathrm{dt}. (3.11)

It now remains to show q=Q(φ)q=Q(\varphi), so that we recover (3.7b) completely. We first consider the case ζτ=ζ[0,1)\zeta^{\tau}=\zeta\in[0,1), i.e., for strict RSAV schemes. With the strong convergence Q(φτ,+)Q(φ)Q(\varphi^{\tau,+})\to Q(\varphi) in L2(0,T)L^{2}(0,T) and the weak* convergence rτ,+qr^{\tau,+}\to q in L(0,T)L^{\infty}(0,T), we see that

qτ,+=ζrτ,++(1ζ)Q(φτ,+)ζq+(1ζ)Q(φ) weakly in L2(0,T).q^{\tau,+}=\zeta r^{\tau,+}+(1-\zeta)Q(\varphi^{\tau,+})\to\zeta q+(1-\zeta)Q(\varphi)\text{ weakly in }L^{2}(0,T).

On the other hand, the weak* convergence qτ,+qq^{\tau,+}\to q in L(0,T)L^{\infty}(0,T) yields the identity

q=ζq+(1ζ)Q(φ),q=\zeta q+(1-\zeta)Q(\varphi),

which implies q=Q(φ)q=Q(\varphi) as 1ζ>01-\zeta>0. Then, we recover (3.7b) and the limit pair (φ,μ)(\varphi,\mu) constitutes a weak solution to (1.1).

We treat the remaining cases ζτ=1\zeta^{\tau}=1 and ζτ=1eττ\zeta^{\tau}=1-e_{\tau}\tau together, where the former can be obtained from the latter by setting eτ=e=0e_{\tau}=e_{*}=0. Adding and subtracting qnq^{n} to (2.1c), dividing by τ\tau and testing with an arbitrary test function κH1(0,T)\kappa\in H^{1}(0,T) such that κ(T)=0\kappa(T)=0. This yields after an integration by parts:

0T(Q(φ0)qτ)κdt0Tκ(F(φτ,),tφτ)2εQ(φτ,)dt\displaystyle\int_{0}^{T}(Q(\varphi_{0})-q^{\tau})\kappa^{\prime}\,\mathrm{dt}-\int_{0}^{T}\kappa\frac{(F^{\prime}(\varphi^{\tau,-}),\partial_{t}\varphi^{\tau})}{2\varepsilon Q(\varphi^{\tau,-})}\,\mathrm{dt}
=0Tκqτ,+rτ,+τdt=eτ0Tκ(Q(φτ,+)rτ,+)dt,\displaystyle\quad=\int_{0}^{T}\kappa\frac{q^{\tau,+}-r^{\tau,+}}{\tau}\,\mathrm{dt}\,=e_{\tau}\int_{0}^{T}\kappa(Q(\varphi^{\tau,+})-r^{\tau,+})\,\mathrm{dt}, (3.12)

where we used that qτ(0)=Q(φ0)q^{\tau}(0)=Q(\varphi_{0}). Arguing as in [28, Proof of Thm. 4.3], we obtain

0Tκ(F(φτ,),tφτ)2εQ(φτ,)dt\displaystyle\int_{0}^{T}\kappa\frac{(F^{\prime}(\varphi^{\tau,-}),\partial_{t}\varphi^{\tau})}{2\varepsilon Q(\varphi^{\tau,-})}\,\mathrm{dt} =0Tκ(F(φτ,),tφτ)2εQ(φτ,)Q(φτ)((F(φτ)F(φτ,),1)Q(φτ,)+Q(φτ))dt\displaystyle=\int_{0}^{T}\frac{\kappa(F^{\prime}(\varphi^{\tau,-}),\partial_{t}\varphi^{\tau})}{2\varepsilon Q(\varphi^{\tau,-})Q(\varphi^{\tau})}\Big{(}\frac{(F(\varphi^{\tau})-F(\varphi^{\tau,-}),1)}{Q(\varphi^{\tau,-})+Q(\varphi^{\tau})}\Big{)}\,\mathrm{dt} (3.13)
+0Tκ(F(φτ,)F(φτ),tφτ)2εQ(φτ)dt\displaystyle\quad+\int_{0}^{T}\kappa\frac{(F^{\prime}(\varphi^{\tau,-})-F^{\prime}(\varphi^{\tau}),\partial_{t}\varphi^{\tau})}{2\varepsilon Q(\varphi^{\tau})}\,\mathrm{dt}
+0TκddtQ(φτ)dt.\displaystyle\quad+\int_{0}^{T}\kappa\frac{d}{dt}Q(\varphi^{\tau})\,\mathrm{dt}.

Using the strong convergence of Q(φτ)Q(\varphi^{\tau}) in L2(0,T)L^{2}(0,T), the third term on the right-hand side of (3.13) can be treated as follows after an integration by parts:

0TκddtQ(φτ)dt=0TκQ(φτ)dtκ(0)Q(φτ(0))0TκQ(φ)dtκ(0)Q(φ0).\int_{0}^{T}\kappa\frac{d}{dt}Q(\varphi^{\tau})\,\mathrm{dt}=-\int_{0}^{T}\kappa^{\prime}Q(\varphi^{\tau})\,\mathrm{dt}-\kappa(0)Q(\varphi^{\tau}(0))\to-\int_{0}^{T}\kappa^{\prime}Q(\varphi)\,\mathrm{dt}-\kappa(0)Q(\varphi_{0}).

With the help of (3.4) and (3.8), the second term on the right-hand side of (3.13) can be estimated as

|0Tκ(F(φτ,)F(φτ),tφτ)2εQ(φτ)dt|CκL(0,T)0TF(φτ,)F(φτ)tφτdt\displaystyle\left|\int_{0}^{T}\kappa\frac{(F^{\prime}(\varphi^{\tau,-})-F^{\prime}(\varphi^{\tau}),\partial_{t}\varphi^{\tau})}{2\varepsilon Q(\varphi^{\tau})}\,\mathrm{dt}\right|\leq C\|\kappa\|_{L^{\infty}(0,T)}\int_{0}^{T}\|F^{\prime}(\varphi^{\tau,-})-F^{\prime}(\varphi^{\tau})\|\|\partial_{t}\varphi^{\tau}\|\,\mathrm{dt}
C0T(1+φτ,L62+φτL62)φτ,φτL6tφτdt\displaystyle\quad\leq C\int_{0}^{T}\Big{(}1+\|\varphi^{\tau,-}\|_{L^{6}}^{2}+\|\varphi^{\tau}\|_{L^{6}}^{2}\Big{)}\|\varphi^{\tau,-}-\varphi^{\tau}\|_{L^{6}}\|\partial_{t}\varphi^{\tau}\|\,\mathrm{dt}
Cφτ,φτL2(0,T;H1)tφτL2(0,T;L2)Cτ140 as τ0.\displaystyle\quad\leq C\|\varphi^{\tau,-}-\varphi^{\tau}\|_{L^{2}(0,T;H^{1})}\|\partial_{t}\varphi^{\tau}\|_{L^{2}(0,T;L^{2})}\leq C\tau^{\frac{1}{4}}\to 0\quad\text{ as }\tau\to 0.

Similarly, the first term on the right-hand side of (3.13) can be estimated as

|0Tκ(F(φτ,),tφτ)2εQ(φτ,)Q(φτ)((F(φτ)F(φτ,),1)Q(φτ,)+Q(φτ))dt|\displaystyle\left|\int_{0}^{T}\frac{\kappa(F^{\prime}(\varphi^{\tau,-}),\partial_{t}\varphi^{\tau})}{2\varepsilon Q(\varphi^{\tau,-})Q(\varphi^{\tau})}\Big{(}\frac{(F(\varphi^{\tau})-F(\varphi^{\tau,-}),1)}{Q(\varphi^{\tau,-})+Q(\varphi^{\tau})}\Big{)}\,\mathrm{dt}\right|
CκL(0,T)F(φτ,)L(0,T;L2)tφτL2(0,T;L2)F(φτ,)F(φτ)L2(0,T;L1)\displaystyle\quad\leq C\|\kappa\|_{L^{\infty}(0,T)}\|F^{\prime}(\varphi^{\tau,-})\|_{L^{\infty}(0,T;L^{2})}\|\partial_{t}\varphi^{\tau}\|_{L^{2}(0,T;L^{2})}\|F(\varphi^{\tau,-})-F(\varphi^{\tau})\|_{L^{2}(0,T;L^{1})}
CtφτL2(0,T;L2)φτ,φτL2(0,T;L2)Cτ140 as τ0.\displaystyle\quad\leq C\|\partial_{t}\varphi^{\tau}\|_{L^{2}(0,T;L^{2})}\|\varphi^{\tau,-}-\varphi^{\tau}\|_{L^{2}(0,T;L^{2})}\leq C\tau^{\frac{1}{4}}\to 0\quad\text{ as }\tau\to 0.

Then, passing to the limit in (3) yields

0T(κeκ)(Q(φ)q)dt=0\int_{0}^{T}(\kappa^{\prime}-e_{*}\kappa)(Q(\varphi)-q)\,\mathrm{dt}=0

holding for arbitrary κH1(0,T)\kappa\in H^{1}(0,T) with κ(T)=0\kappa(T)=0. Choosing κ\kappa as the solution to the ordinary differential equation κeκ=Q(φ)q\kappa^{\prime}-e_{*}\kappa=Q(\varphi)-q with terminal condition κ(T)=0\kappa(T)=0 yields that

Q(φ)qL2(0,T)=0,\|Q(\varphi)-q\|_{L^{2}(0,T)}=0,

which provides the identification q=Q(φ)q=Q(\varphi). Hence, in the case ζτ=1eττ\zeta^{\tau}=1-e_{\tau}\tau we also recover (3.7b) with the limit pair (φ,μ)(\varphi,\mu) constituting a weak solution to (1.1). This completes the proof. ∎

4 Numerical discussions

4.1 Fully discrete finite element approximation

For a bounded, convex domain Ωd\Omega\subset\mathbb{R}^{d}, d{1,2,3}d\in\{1,2,3\}, let {𝒯h}h>0\{\mathcal{T}_{h}\}_{h>0} denote a regular family of conformal quasiuniform triangulations that partition Ω\Omega into disjoint open simplices KK such that maxK𝒯hdiam(K)h\max_{K\in\mathcal{T}_{h}}\text{diam}(K)\leq h. Let 𝒮h\mathcal{S}_{h} denote the finite element space of continuous and piecewise linear functions:

𝒮h:={qhC0(Ω¯):qh|K𝒫1K𝒯h}H1(Ω),Uh:=dim(𝒮h),\mathcal{S}_{h}:=\big{\{}q_{h}\in C^{0}(\overline{\Omega})\,:\,q_{h}|_{K}\in\mathcal{P}_{1}\;\forall K\in\mathcal{T}_{h}\big{\}}\subset H^{1}(\Omega),\quad U_{h}:=\text{dim}(\mathcal{S}_{h}),

with the set of basis functions {χh,k}k=1Uh\{\chi_{h,k}\}_{k=1}^{U_{h}} that forms a dual basis to the set of vertices {𝒙k}k=1Uh\{\bm{x}_{k}\}_{k=1}^{U_{h}} of 𝒯h\mathcal{T}_{h}. The nodal interpolation operator Ih:C0(Ω¯)𝒮h\mathrm{I}_{h}:C^{0}(\overline{\Omega})\to\mathcal{S}_{h} is defined by (Ihη)(𝒙k)=η(𝒙k)(\mathrm{I}_{h}\eta)(\bm{x}_{k})=\eta(\bm{x}_{k}) for all k=1,,Uhk=1,\dots,U_{h}, and we introduce the semi-inner product on C0(Ω¯)C^{0}(\overline{\Omega}):

(η1,η2)h:=ΩIh(η1η2)dx=k=1Uhη1(𝒙k)η2(𝒙k)Ωχh,k(𝒙)dx.(\eta_{1},\eta_{2})^{h}:=\int_{\Omega}\mathrm{I}_{h}(\eta_{1}\eta_{2})\,\mathrm{dx}=\sum_{k=1}^{U_{h}}\eta_{1}(\bm{x}_{k})\eta_{2}(\bm{x}_{k})\int_{\Omega}\chi_{h,k}(\bm{x})\,\mathrm{dx}.

If f=f(t,x)f=f(t,x) and g=g(t,x)g=g(t,x) are given functions, they are approximated with fhk()=Ihc(fk())f^{k}_{h}(\cdot)=\mathrm{I}_{h}^{c}(f^{k}(\cdot)) and ghk()=Ihc(gk())g^{k}_{h}(\cdot)=\mathrm{I}_{h}^{c}(g^{k}(\cdot)) for k=1,,Nτk=1,\dots,N_{\tau}, via the Clément operator Ihc:L2(Ω)𝒮h\mathrm{I}_{h}^{c}:L^{2}(\Omega)\to\mathcal{S}_{h} [8]. If they are functions of φ\varphi, we take fhk=f(φhk)f_{h}^{k}=f(\varphi_{h}^{k}) and ghk=g(φhk)g_{h}^{k}=g(\varphi_{h}^{k}).

For more regular initial data φ0H2(Ω)\varphi_{0}\in H^{2}(\Omega) we consider the discrete initial data φh0:=Ih(φ0)𝒮h\varphi^{0}_{h}:=\mathrm{I}_{h}(\varphi_{0})\in\mathcal{S}_{h}, otherwise we take φh0=Ihc(φ0)𝒮h\varphi^{0}_{h}=\mathrm{I}_{h}^{c}(\varphi_{0})\in\mathcal{S}_{h}, with qh0:=Qh(φh0)=((ε1F(φh0),1)h+C0)1/2q^{0}_{h}:=Q_{h}(\varphi^{0}_{h})=((\varepsilon^{-1}F(\varphi^{0}_{h}),1)^{h}+C_{0})^{1/2}. The fully discrete finite element scheme for (1.4) reads as follows: Given data φh0𝒮h\varphi^{0}_{h}\in\mathcal{S}_{h}, qh0q^{0}_{h}\in\mathbb{R}, and {fhk,ghk}k=1Nτ\{f^{k}_{h},g^{k}_{h}\}_{k=1}^{N_{\tau}}, for n=1,,Nτn=1,\dots,N_{\tau}, find discrete solutions φhn,μhn𝒮h\varphi^{n}_{h},\mu^{n}_{h}\in\mathcal{S}_{h} and rhnr^{n}_{h}\in\mathbb{R} that satisfy for all j=1,,Uhj=1,\dots,U_{h}:

0\displaystyle 0 =(φhnφhn1,χh,j)h+τ(Ih(m(φhn1))μhn,χh,j)τ(fhn1,χh,j)h,\displaystyle=(\varphi^{n}_{h}-\varphi^{n-1}_{h},\chi_{h,j})^{h}+\tau(\mathrm{I}_{h}(m(\varphi^{n-1}_{h}))\nabla\mu^{n}_{h},\nabla\chi_{h,j})-\tau(f^{n-1}_{h},\chi_{h,j})^{h}, (4.1a)
0\displaystyle 0 =ε(φhn,χh,j)(μn+ghn1,χh,j)h+rhnεQh(φhn1)(F(φhn1),χh,j)h,\displaystyle=\varepsilon(\nabla\varphi^{n}_{h},\nabla\chi_{h,j})-(\mu^{n}+g^{n-1}_{h},\chi_{h,j})^{h}+\frac{r^{n}_{h}}{\varepsilon Q_{h}(\varphi^{n-1}_{h})}(F^{\prime}(\varphi^{n-1}_{h}),\chi_{h,j})^{h}, (4.1b)
0\displaystyle 0 =rhnqhn112εQh(φhn1)(F(φhn1),φhnφhn1)h,\displaystyle=r^{n}_{h}-q^{n-1}_{h}-\frac{1}{2\varepsilon Q_{h}(\varphi^{n-1}_{h})}(F^{\prime}(\varphi^{n-1}_{h}),\varphi^{n}_{h}-\varphi^{n-1}_{h})^{h}, (4.1c)

and update qhn=ζnτrhn+(1ζnτ)Qh(φhn)q^{n}_{h}=\zeta_{n}^{\tau}r_{h}^{n}+(1-\zeta_{n}^{\tau})Q_{h}(\varphi^{n}_{h}) with a constant ζnτ[0,1]\zeta_{n}^{\tau}\in[0,1] such that the analogue of (2.3) is fulfilled. This fully discrete scheme is linear with respect to the unknowns (φhn,μhn,rhn,qhn)𝒮h×𝒮h××(\varphi^{n}_{h},\mu^{n}_{h},r^{n}_{h},q^{n}_{h})\in\mathcal{S}_{h}\times\mathcal{S}_{h}\times\mathbb{R}\times\mathbb{R}. Let us define the following matrices

𝕄ij=(χh,i,χh,j)h,𝕊ij=(χh,i,χh,j),(𝕊hn1)ij=(Ih(m(φhn1))χh,i,χh,j),\mathbb{M}_{ij}=(\chi_{h,i},\chi_{h,j})^{h},\quad\mathbb{S}_{ij}=(\nabla\chi_{h,i},\nabla\chi_{h,j}),\quad(\mathbb{S}_{h}^{n-1})_{ij}=(\mathrm{I}_{h}(m(\varphi_{h}^{n-1}))\nabla\chi_{h,i},\nabla\chi_{h,j}),

where we note that 𝕄\mathbb{M} is diagonal with 𝕄ii=(χh,i,1)\mathbb{M}_{ii}=(\chi_{h,i},1); vectors 𝝋hn:=𝕄1[(φhn,χh,k)h]k=1Uh=(φhn(𝒙1),φhn(𝒙2),,φhn(𝒙Uh))\bm{\varphi}^{n}_{h}:=\mathbb{M}^{-1}[(\varphi^{n}_{h},\chi_{h,k})^{h}]_{k=1}^{U_{h}}=(\varphi_{h}^{n}(\bm{x}_{1}),\varphi_{h}^{n}(\bm{x}_{2}),\dots,\varphi_{h}^{n}(\bm{x}_{U_{h}}))^{\top}, likewise for 𝝁hn\bm{\mu}^{n}_{h}, 𝝋hn1\bm{\varphi}^{n-1}_{h}; vectors 𝒇hn1:=𝕄1[(fhn1,χh,k)h]k=1Uh=(fhn1(𝒙1),fhn1(𝒙2),,fhn1(𝒙Uh))\bm{f}^{n-1}_{h}:=\mathbb{M}^{-1}[(f^{n-1}_{h},\chi_{h,k})^{h}]_{k=1}^{U_{h}}=(f_{h}^{n-1}(\bm{x}_{1}),f_{h}^{n-1}(\bm{x}_{2}),\dots,f_{h}^{n-1}(\bm{x}_{U_{h}}))^{\top}, likewise for 𝒈hn1\bm{g}^{n-1}_{h}; and vector

𝒃n1:=F(𝝋hn1)εQh(φhn1), where Qh(φhn1)=(1ε(F(𝝋hn1),1)h+C0)1/2,\bm{b}^{n-1}:=\frac{F^{\prime}(\bm{\varphi}^{n-1}_{h})}{\varepsilon Q_{h}(\varphi^{n-1}_{h})},\text{ where }Q_{h}(\varphi^{n-1}_{h})=\Big{(}\frac{1}{\varepsilon}(F(\bm{\varphi}^{n-1}_{h}),1)^{h}+C_{0}\Big{)}^{1/2},

with the nonlinearities applied component-wise. Then, (4.1) can be expressed as

𝟎\displaystyle\bm{0} =𝕄(𝝋hn𝝋hn1τ𝒇hn1)+τ𝕊hn1(ε𝕄1𝕊𝝋hn+rn𝒃n1𝒈hn1),\displaystyle=\mathbb{M}(\bm{\varphi}^{n}_{h}-\bm{\varphi}^{n-1}_{h}-\tau\bm{f}^{n-1}_{h})+\tau\mathbb{S}^{n-1}_{h}(\varepsilon\mathbb{M}^{-1}\mathbb{S}\bm{\varphi}^{n}_{h}+r^{n}\bm{b}^{n-1}-\bm{g}^{n-1}_{h}),
0\displaystyle 0 =rhnqhn112𝕄𝒃n1(𝝋hn𝝋hn1).\displaystyle=r^{n}_{h}-q^{n-1}_{h}-\frac{1}{2}\mathbb{M}\bm{b}^{n-1}\cdot(\bm{\varphi}^{n}_{h}-\bm{\varphi}^{n-1}_{h}).

Defining the invertible matrix 𝔹n1:=𝕀+ετ𝕄1𝕊hn1𝕄1𝕊\mathbb{B}_{n-1}:=\mathbb{I}+\varepsilon\tau\mathbb{M}^{-1}\mathbb{S}^{n-1}_{h}\mathbb{M}^{-1}\mathbb{S} with identity matrix 𝕀\mathbb{I}, substituting the second equation into the first equation, applying 𝔹n11\mathbb{B}_{n-1}^{-1} and taking the product with 𝕄𝒃n1\mathbb{M}\bm{b}^{n-1} would first yield an expression for dn1=𝕄𝒃n1𝝋hnd^{n-1}=\,\mathbb{M}\bm{b}^{n-1}\cdot\bm{\varphi}^{n}_{h} as

dn1\displaystyle d^{n-1} :=𝕄𝒃n1𝝋hn=𝕄𝒃n1𝔹n11𝒄n11+τ2𝕄𝒃n1(𝔹n11𝕄1𝕊hn1𝒃n1),\displaystyle:=\mathbb{M}\bm{b}^{n-1}\cdot\bm{\varphi}^{n}_{h}=\frac{\mathbb{M}\bm{b}^{n-1}\cdot\mathbb{B}_{n-1}^{-1}\bm{c}^{n-1}}{1+\frac{\tau}{2}\mathbb{M}\bm{b}^{n-1}\cdot(\mathbb{B}_{n-1}^{-1}\mathbb{M}^{-1}\mathbb{S}^{n-1}_{h}\bm{b}^{n-1})},
𝒄n1\displaystyle\bm{c}^{n-1} :=𝝋hn1+τ𝒇hn1+τ𝕄1𝕊hn1(𝒈hn1+[12𝕄𝒃n1𝝋hn1qhn1]𝒃n1).\displaystyle:=\bm{\varphi}^{n-1}_{h}+\tau\bm{f}^{n-1}_{h}+\tau\mathbb{M}^{-1}\mathbb{S}^{n-1}_{h}(\bm{g}^{n-1}_{h}+[\tfrac{1}{2}\mathbb{M}\bm{b}^{n-1}\cdot\bm{\varphi}^{n-1}_{h}-q^{n-1}_{h}]\bm{b}^{n-1}).

Then, 𝝋hn\bm{\varphi}^{n}_{h}, rhnr^{n}_{h}, 𝝁hn\bm{\mu}^{n}_{h} and qhnq^{n}_{h} can be computed via

𝝋hn\displaystyle\bm{\varphi}^{n}_{h} =𝔹n11𝒄n1τ2dn1𝔹n11𝕄1𝕊hn1𝒃n1,\displaystyle=\mathbb{B}_{n-1}^{-1}\bm{c}^{n-1}-\frac{\tau}{2}d^{n-1}\mathbb{B}_{n-1}^{-1}\mathbb{M}^{-1}\mathbb{S}^{n-1}_{h}\bm{b}^{n-1},\quad rhn=qhn1+12𝕄𝒃n1(𝝋hn𝝋hn1),\displaystyle r^{n}_{h}=q^{n-1}_{h}+\frac{1}{2}\mathbb{M}\bm{b}^{n-1}\cdot(\bm{\varphi}^{n}_{h}-\bm{\varphi}^{n-1}_{h}),
𝝁hn\displaystyle\bm{\mu}^{n}_{h} =ε𝕄1𝕊𝝋hn𝒈hn1+rhn𝒃n1,\displaystyle=\varepsilon\mathbb{M}^{-1}\mathbb{S}\bm{\varphi}^{n}_{h}-\bm{g}^{n-1}_{h}+r^{n}_{h}\bm{b}^{n-1},\quad qhn=ζnτrhn+(1ζnτ)Qh(φhn).\displaystyle q^{n}_{h}=\zeta_{n}^{\tau}r^{n}_{h}+(1-\zeta_{n}^{\tau})Q_{h}(\varphi^{n}_{h}).

As noted in [34], the main computational cost in each step amounts to solving two linear systems involving 𝔹n1\mathbb{B}_{n-1}. Once 𝔹n11𝕄1𝕊hn1𝒃n1\mathbb{B}_{n-1}^{-1}\mathbb{M}^{-1}\mathbb{S}_{h}^{n-1}\bm{b}^{n-1} and 𝔹n11𝒄n1\mathbb{B}_{n-1}^{-1}\bm{c}^{n-1} are computed, the constant dn1d^{n-1} and update 𝝋hn\bm{\varphi}_{h}^{n} do not involve any matrix inverse operations.

4.2 Convergence test

In this section we report on numerical tests for the scheme (2.1) on an interval Ω=[0,1]\Omega=[0,1] discretized with equidistant nodal points and spatial step size h=0.01h=0.01. Let us first explore the optimal values of ζnτ\zeta_{n}^{\tau} as defined in (2.4) for various values of η\eta and MM. We choose the source function ff so that the analytical solution to (1.1) with m(φ)=1m(\varphi)=1, g=0g=0, F(φ)=φ3φF^{\prime}(\varphi)=\varphi^{3}-\varphi and ε=1\varepsilon=1 is

φ(x,t)=cos(πx)(1+t).\varphi^{*}(x,t)=\cos(\pi x)(1+t).

We fix C0=1C_{0}=1, τ=0.01\tau=0.01 and Nτ=500N_{\tau}=500 (so that T=Nττ=5T=N_{\tau}\tau=5). In our experiments we observe that the discrete energy 12𝕊𝝋hn𝝋hn+Q(𝝋hn)2C0\frac{1}{2}\mathbb{S}\bm{\varphi}^{n}_{h}\cdot\bm{\varphi}^{n}_{h}+Q(\bm{\varphi}_{h}^{n})^{2}-C_{0} is increasing in time, see Figure 1(a), and thus the equation does not exhibit a dissipative structure involving the Ginzburg–Landau functional.

Refer to caption
(a) φ(x,t)=cos(πx)(1+t)\varphi^{*}(x,t)=\cos(\pi x)(1+t)
Refer to caption
(b) φ(x,t)=exp(cos(πx))cos(t)\varphi^{*}(x,t)=\exp(\cos(\pi x))\cos(t)
Refer to caption
(c) φ(x,t)=exp(cos(t))(sin(πx))2\varphi^{*}(x,t)=\exp(\cos(t))(\sin(\pi x))^{2}
Figure 1: A plot of the discrete Ginzburg–Landau energy E=12𝕊𝝋hn𝝋hn+Q(𝝋hn)2C0E=\frac{1}{2}\mathbb{S}\bm{\varphi}^{n}_{h}\cdot\bm{\varphi}^{n}_{h}+Q(\bm{\varphi}_{h}^{n})^{2}-C_{0} for the numerical solutions approximating the three analytical test solutions.

For M,ηO(103)M,\eta\sim O(10^{-3}), the optimal ζnτ\zeta_{n}^{\tau} is 0 for all n=1,,Nτn=1,\dots,N_{\tau}. Moreover, we observed a switching behavior of the optimal ζnτ\zeta_{n}^{\tau} when either one of the parameter is zero, and the other parameter is small. For example, with η=0\eta=0 the optimal ζnτ\zeta_{n}^{\tau} is 0 for all n=1,,Nτn=1,\dots,N_{\tau} as long as M0.05M\geq 0.05. Decreasing MM yields a switching of the optimal value to ζnτ=1\zeta_{n}^{\tau}=1 for later iterations, and the smaller the value of MM the earlier the switching, see Figure 2(a) and (b). On the other hand, with M=0M=0 and η=105\eta=10^{-5} the optimal ζnτ\zeta_{n}^{\tau} is zero except for the first iteration, similar to [43, Fig. 2], while with η=106\eta=10^{-6} the optimal ζnτ\zeta_{n}^{\tau} hovers around 0.9 for 330\sim 330 iterations before switching to 0, see Figure 2(c).

Refer to caption
(a) η=0,M=102\eta=0,M=10^{-2}
Refer to caption
(b) η=0,M=103\eta=0,M=10^{-3}
Refer to caption
(c) η=106,M=0\eta=10^{-6},M=0
Figure 2: Switching behavior observed for the optimal values of ζnτ\zeta_{n}^{\tau} computed via (2.4) for various values of η\eta and MM.

From our experiments it is interesting to see that the optimal ζnτ\zeta_{n}^{\tau} is 0 for moderate values of MM and η\eta, meaning that it is possible to consider the idealized update qn=Q(φn)q^{n}=Q(\varphi^{n}) which preserves the consistency between the modified and original Ginzburg–Landau energy. It also suggests some form of numerical stability is available for the choice qn=Q(φn)q^{n}=Q(\varphi^{n}), although this is not immediate from our stability analysis. When η\eta and MM are sufficiently small or even zero, the tendency for the optimal ζnτ\zeta_{n}^{\tau} to be 11 is supported by the fact that Rn(1)0R_{n}(1)\leq 0 is satisfied even when η=M=0\eta=M=0.

Next we report on the L2(0,5;L2(Ω))L^{2}(0,5;L^{2}(\Omega))-error between the numerical solution and the analytical solution. The switching behavior for the optimal ζnτ\zeta_{n}^{\tau} for τ=0.01\tau=0.01 displayed in Figure 2 does not occur for smaller time steps with the same values of η\eta and MM. I.e., for τ=0.0001\tau=0.0001, M=0M=0 and η=106\eta=10^{-6} the optimal ζnτ\zeta_{n}^{\tau} is 0 for all n=1,,Nτn=1,\dots,N_{\tau}. Hence, we compare the numerical errors in the L2(0,5;L2(Ω))L^{2}(0,5;L^{2}(\Omega))-norm with fixed ζnτ=ζ{0,0.25,0.5,0.75,1}\zeta_{n}^{\tau}=\zeta\in\{0,0.25,0.5,0.75,1\} and a finer spatial discretization with step size h=0.001h=0.001. Since different time steps τ{0.1,0.05,0.025,0.0125,0.00625,0.003125,0.0015625}\tau\in\{0.1,0.05,0.025,0.0125,0.00625,0.003125,0.0015625\} are used, with a terminal time T=5T=5 the number of iterations NτN_{\tau} ranges from 100100 to 32003200. The comparison is displayed in Table 1, from which we observe the reduction of numerical error as the time step decreases for all considered settings. We note that all numerical values are one order of magnitude smaller to those reported in [43, Fig. 4 (SAV/BDF1, R-SAV/BDF1)] for a standard Cahn–Hilliard equation discretized with a first order time discretization. While RSAV having smaller error values than SAV, unlike in [43], the magnitude of the errors are almost indistinguishable among all cases, and the ratio of RSAV errors to SAV errors approaches 1 as the time step decreases. Thus, in this test case we do not see any clear advantage of RSAV over SAV in terms of numerical accuracy. Furthermore, the idealized choice ζnτ=0\zeta_{n}^{\tau}=0 may not always achieve the smallest error among RSAV schemes for certain time steps.

We repeat our error comparison with two more examples, where the source functions are chosen specifically so that with m(φ)=1m(\varphi)=1, g=0g=0, F(φ)=φ3φF^{\prime}(\varphi)=\varphi^{3}-\varphi and ε=1\varepsilon=1, the analytical solutions are

φ(x,t)=exp(cos(πx))cos(t) and exp(cos(t))(sin(πx))2,\varphi^{*}(x,t)=\exp(\cos(\pi x))\cos(t)\quad\text{ and }\quad\exp(\cos(t))(\sin(\pi x))^{2},

respectively. In Figure 1(b) and (c), we plot the corresponding discrete Ginzburg–Landau energy for the above two analytical solutions with h=τ=0.01h=\tau=0.01. Then, we set h=0.001h=0.001 in the error comparison between RSAV and SAV schemes for these two examples, which can be found in Tables 2 and 3, respectively. We again note that the modified Cahn–Hilliard equation does not exhibit a dissipative structure with the Ginzburg–Landau functional, RSAV have smaller (but similar in magnitude) errors than SAV, the ratio of RSAV errors to SAV errors approaches 1 as the time step decreases, and the idealized choice ζnτ=0\zeta_{n}^{\tau}=0 may not achieve the smallest errors among RSAV schemes for certain time steps.

Our findings indicate that in contrast to dissipative systems of the form (1.5), for Cahn–Hilliard equations with mass sources such as (1.1), RSAV schemes perform only marginally better than the standard SAV scheme in terms of numerical accuracy.

(τ,ζ)(\tau,\zeta) 11 0.750.75 0.50.5 0.250.25 0
0.1 0.1235112595 0.1223488639 0.1221746557 0.1221087366 0.1220743681
0.05 0.0657475964 0.0654207105 0.0653961915 0.0653875327 0.0653831138
0.025 0.0370353831 0.0369482551 0.0369450147 0.0369439043 0.0369433434
0.0125 0.0227271731 0.0227046023 0.0227041869 0.0227040466 0.0227039746
0.00625 0.0155923393 0.0155909899 0.0155845443 0.0156222078 0.0155860488
0.003125 0.0120314862 0.0120300314 0.0120300093 0.0120300181 0.0120300069
0.0015625 0.0102552922 0.0102549247 0.0102549247 0.0102549230 0.0102549241
Table 1: Comparison of L2(0,5;L2(Ω))L^{2}(0,5;L^{2}(\Omega))-error for various choices of constant ζ\zeta with η=0.95\eta=0.95 and M=1M=1. The optimal ζnτ\zeta_{n}^{\tau} computed via (2.4) is ζnτ=0\zeta_{n}^{\tau}=0 in all scenarios. The smallest value in each row is highlighted in bold. The exact solution is φ(x,t)=cos(πx)(1+t)\varphi^{*}(x,t)=\cos(\pi x)(1+t).
(τ,ζ)(\tau,\zeta) 11 0.750.75 0.50.5 0.250.25 0
0.1 0.1580897113 0.1573562578 0.1573021781 0.1572764459 0.1572614308
0.05 0.0785704830 0.0784190660 0.0784103517 0.0784068449 0.0784050015
0.025 0.0391241631 0.0390891339 0.0390878945 0.0390874601 0.0390872404
0.0125 0.0195471355 0.0195389811 0.0195358830 0.0195387801 0.0195387550
0.00625 0.0100802056 0.0100784782 0.0100784619 0.0100784607 0.0100784602
0.003125 0.0057771876 0.0057769012 0.0057769104 0.0057769112 0.0057769075
0.0015625 0.0042246587 0.0042246609 0.0042246027 0.0042246434 0.0042246623
Table 2: Comparison of L2(0,5;L2(Ω))L^{2}(0,5;L^{2}(\Omega))-error for various choices of constant ζ\zeta with η=0.95\eta=0.95 and M=1M=1. The optimal ζnτ\zeta_{n}^{\tau} computed via (2.4) is ζnτ=0\zeta_{n}^{\tau}=0 in all scenarios. The smallest value in each row is highlighted in bold. The exact solution is φ(x,t)=exp(cos(πx))cos(t)\varphi^{*}(x,t)=\exp(\cos(\pi x))\cos(t).
(τ,ζ)(\tau,\zeta) 11 0.750.75 0.50.5 0.250.25 0
0.1 0.0743044854 0.0742724251 0.0742580052 0.0742503247 0.0742457608
0.05 0.0362455345 0.0362330117 0.0362305278 0.0362294871 0.0362289303
0.025 0.0175288174 0.0175263383 0.0175260131 0.0175258949 0.0175258344
0.0125 0.0085019366 0.0085014574 0.0085014301 0.0085014207 0.0085014149
0.00625 0.0046007411 0.0046007312 0.0046007299 0.0046007307 0.0046007395
0.003125 0.0034729641 0.0034730059 0.0034729916 0.0034729941 0.0034729946
0.0015625 0.0034123532 0.0034123725 0.0034123619 0.0034123592 0.0034123702
Table 3: Comparison of L2(0,5;L2(Ω))L^{2}(0,5;L^{2}(\Omega))-error for various choices of constant ζ\zeta with η=0.95\eta=0.95 and M=1M=1. The optimal ζnτ\zeta_{n}^{\tau} computed via (2.4) is ζnτ=0\zeta_{n}^{\tau}=0 in all scenarios. The smallest value in each row is highlighted in bold. The exact solution is φ(x,t)=exp(cos(t))(sin(πx))2\varphi^{*}(x,t)=\exp(\cos(t))(\sin(\pi x))^{2}.

5 Applications

In this section we apply the SAV framework to various Cahn–Hilliard models that do not exhibit an obvious Lyapunov or dissipative structure due to the presence of source terms. In preliminary investigations we did not observe significant visual differences between the numerical solutions obtained from the standard SAV approach and the RSAV approach. Hence, to simplify the presentation, we propose time discretizations based on the standard SAV approach and demonstrate their stability. The corresponding RSAV-based time discretizations and their stability can be obtained with a straightforward modification. In turn, the convergence as τ0\tau\to 0 to the corresponding weak solutions can be inferred similarly as in the proof of Theorem 3.1. We then display some qualitative simulations on a square domain Ω=[0,1]2\Omega=[0,1]^{2} discretized with a standard Friedrichs–Keller triangulation and spatial step size h=0.01h=0.01. Unless specified, in all simulations below we take the quartic potential F(s)=14(s21)2F(s)=\frac{1}{4}(s^{2}-1)^{2}, and set constant C0=1C_{0}=1 in (1.3).

5.1 Microphase separation of diblock copolymer

A phase field model proposed to describe the dynamics of microphase separation of diblock copolymers is the following Cahn–Hilliard–Oono equation [19, 32]

tφ+η(φc)=Δμ,μ=εΔφ+ε1F(φ),\displaystyle\partial_{t}\varphi+\eta(\varphi-c)=\Delta\mu,\quad\mu=-\varepsilon\Delta\varphi+\varepsilon^{-1}F^{\prime}(\varphi), (5.1)

furnished with homogeneous Neumann conditions. In the above η>0\eta>0 is a constant related to the chain length of the copolymer and cc\in\mathbb{R} is a prescribed relative mass average. If c=φ0Ω=1|Ω|Ωφ0dxc=\langle\varphi_{0}\rangle_{\Omega}=\frac{1}{|\Omega|}\int_{\Omega}\varphi_{0}\,\mathrm{dx} equals the mean value of the initial condition, then the system is also known as the Ohta–Kawasaki equation [31], which is the conserved gradient flow of the Ohta–Kawaski functional

E(φ)=Ωε2|φ|2+1εF(φ)dx+Ω×ΩηG(xy)(φ(x)φΩ)(φ(y)φΩ)dxdy,E(\varphi)=\int_{\Omega}\frac{\varepsilon}{2}|\nabla\varphi|^{2}+\frac{1}{\varepsilon}F(\varphi)\,\mathrm{dx}+\int_{\Omega\times\Omega}\eta G(x-y)(\varphi(x)-\langle\varphi\rangle_{\Omega})(\varphi(y)-\langle\varphi\rangle_{\Omega})\,\mathrm{dx}\,\mathrm{dy},

where GG is the Green function associated to the Neumann–Laplacian. A formal integration of the first equation in (5.1) yields a differential equation for the mean value φΩ\langle\varphi\rangle_{\Omega}:

dφΩdt+η(φΩc)=0φΩ(t)=c+eηt(φ0Ωc)t>0,\displaystyle\frac{d\langle\varphi\rangle_{\Omega}}{dt}+\eta(\langle\varphi\rangle_{\Omega}-c)=0\quad\implies\quad\langle\varphi\rangle_{\Omega}(t)=c+e^{-\eta t}(\langle\varphi_{0}\rangle_{\Omega}-c)\;\forall t>0, (5.2)

where we note the conservation of mass φΩ(t)=φ0Ω\langle\varphi\rangle_{\Omega}(t)=\langle\varphi_{0}\rangle_{\Omega} occurs only when c=φ0Ωc=\langle\varphi_{0}\rangle_{\Omega}.

A SAV-based time discretization of (5.1) reads as

φnφn1\displaystyle\varphi^{n}-\varphi^{n-1} =τΔμn+τη(cφn1)\displaystyle=\tau\,\Delta\mu^{n}+\tau\eta(c-\varphi^{n-1}) (5.3a)
μn\displaystyle\mu^{n} =εΔφn+qnεQ(φn1)F(φn1),\displaystyle=-\varepsilon\Delta\varphi^{n}+\frac{q^{n}}{\varepsilon Q(\varphi^{n-1})}F^{\prime}(\varphi^{n-1}), (5.3b)
qnqn1\displaystyle q^{n}-q^{n-1} =12εQ(φn1)(F(φn1),φnφn1),\displaystyle=\frac{1}{2\varepsilon Q(\varphi^{n-1})}(F^{\prime}(\varphi^{n-1}),\varphi^{n}-\varphi^{n-1}), (5.3c)

furnished with homogeneous Neumann conditions. An interesting feature of this SAV discretization is that the source term need not be a bounded function, as we have the following discrete analogue of (5.2):

φnΩ=(1τη)φn1Ω+τηcφnΩ=φ0Ω(1τη)n+c(1(1τη)n).\langle\varphi^{n}\rangle_{\Omega}=(1-\tau\eta)\langle\varphi^{n-1}\rangle_{\Omega}+\tau\eta c\quad\implies\quad\langle\varphi^{n}\rangle_{\Omega}=\langle\varphi_{0}\rangle_{\Omega}(1-\tau\eta)^{n}+c(1-(1-\tau\eta)^{n}).

For τ<η1\tau<\eta^{-1} we have the a priori estimate |φnΩ|C|\langle\varphi^{n}\rangle_{\Omega}|\leq C for all nn\in\mathbb{N}. Then, testing (5.3a) with μn\mu^{n} and φn\varphi^{n}, (5.3b) with φnφn1\varphi^{n}-\varphi^{n-1}, (5.3c) with 2qn2q^{n}, and upon summing we obtain for GkG^{k} defined as in (2.8):

GnGn1+12(φnφn12+ε(φnφn1)2)+|qnqn1|2+τμn2\displaystyle G^{n}-G^{n-1}+\frac{1}{2}\big{(}\|\varphi^{n}-\varphi^{n-1}\|^{2}+\varepsilon\|\nabla(\varphi^{n}-\varphi^{n-1})\|^{2}\big{)}+|q^{n}-q^{n-1}|^{2}+\tau\|\nabla\mu^{n}\|^{2}
=τη((cφn1Ω,μn+φn)+(φn1Ωφn1,μn+φn))\displaystyle\quad=\tau\eta\Big{(}(c-\langle\varphi^{n-1}\rangle_{\Omega},\mu^{n}+\varphi^{n})+(\langle\varphi^{n-1}\rangle_{\Omega}-\varphi^{n-1},\mu^{n}+\varphi^{n})\Big{)}
Cτ(μnL1+φn)+Cτφn1(μn+φn),\displaystyle\quad\leq C\tau\big{(}\|\mu^{n}\|_{L^{1}}+\|\varphi^{n}\|\big{)}+C\tau\|\nabla\varphi^{n-1}\|(\|\nabla\mu^{n}\|+\|\varphi^{n}\|),

on account of the Poincaré inequality and

(φn1Ωφn1,μn)=(φn1Ωφn1,μnμnΩ)Cφn1μn.(\langle\varphi^{n-1}\rangle_{\Omega}-\varphi^{n-1},\mu^{n})=(\langle\varphi^{n-1}\rangle_{\Omega}-\varphi^{n-1},\mu^{n}-\langle\mu^{n}\rangle_{\Omega})\leq C\|\nabla\varphi^{n-1}\|\|\nabla\mu^{n}\|.

Upon using (2.10) and (2.14) with m0=1m_{0}=1, g=0g=0, ζ=0\zeta=0, rn=qnr^{n}=q^{n}, we infer

GnGn1+min(1,ε)2φnφn1H12+34|qnqn1|2+τ2μn2\displaystyle G^{n}-G^{n-1}+\frac{\min(1,\varepsilon)}{2}\|\varphi^{n}-\varphi^{n-1}\|_{H^{1}}^{2}+\frac{3}{4}|q^{n}-q^{n-1}|^{2}+\frac{\tau}{2}\|\nabla\mu^{n}\|^{2} (5.4)
Cτ(1+Gn1+Gn),\displaystyle\quad\leq C\tau(1+G^{n-1}+G^{n}),

which yields stability of the SAV scheme for τ\tau sufficiently small. Notice that above calculation relies on the uniform control of the mean value of φn\varphi^{n}, which is possible here due to the specific linear structure of the source term f(φ)=η(cφ)f(\varphi)=\eta(c-\varphi).

We consider the scheme (5.3) with parameter values η=0.001\eta=0.001 and ε=0.01\varepsilon=0.01, time step τ=0.01\tau=0.01, and c=φ0Ωc=\langle\varphi^{0}\rangle_{\Omega} is the mean value of the initial condition φ0\varphi^{0}. Taking φ0\varphi^{0} as the perturbation of 0.5-0.5 (Figure 3 top row) and of 0.1-0.1 (Figure 3 bottom row) with uniformly distributed random numbers in (0,0.2)(0,0.2), we display the discrete solution φn\varphi^{n} at n=0n=0 (initial condition), 500500, 1000010000 and 5000050000 in Figure 3. The behavior of the discrete solution for both settings is similar to the simulations in [24, Sec. 3].

5.2 Image segmentation

In [41], the authors proposed an image segmentation model with the following Cahn–Hilliard equation

tφ=Δμη(λ1(I(x)c1)2λ2(I(x)c2)2)π(η2+(φ0.5)2),μ=εΔφ+ε1F(φ),\displaystyle\partial_{t}\varphi=\Delta\mu-\frac{\eta\Big{(}\lambda_{1}(I(x)-c_{1})^{2}-\lambda_{2}(I(x)-c_{2})^{2}\Big{)}}{\pi(\eta^{2}+(\varphi-0.5)^{2})},\quad\mu=-\varepsilon\Delta\varphi+\varepsilon^{-1}F^{\prime}(\varphi), (5.5)

furnished with homogeneous Neumann conditions, F(s)=2s2(s1)2F(s)=2s^{2}(s-1)^{2}, positive constants λ1,λ2\lambda_{1},\lambda_{2}, grayscale image function II rescaled to the range [0,1][0,1], and c1c_{1} and c2c_{2} represent averaged pixel intensities inside and outside the segmented regions. The source term can be interpreted as a L2L^{2}-gradient of the energy functional

M(u)=λ1Ω(I(x)c1)2Hη(u12)dx+λ2Ω(I(x)c2)2[1Hη(u12)]dxM(u)=\lambda_{1}\int_{\Omega}(I(x)-c_{1})^{2}H_{\eta}(u-\tfrac{1}{2})\,\mathrm{dx}+\lambda_{2}\int_{\Omega}(I(x)-c_{2})^{2}[1-H_{\eta}(u-\tfrac{1}{2})]\,\mathrm{dx}

where Hη(z)=12(1+2πarctan(z/η))H_{\eta}(z)=\frac{1}{2}(1+\frac{2}{\pi}\arctan(z/\eta)) is a CC^{\infty}-regularization of the Heaviside function, and δη(z)=η/(π(η2+z2))=Hη(z)\delta_{\eta}(z)=\eta/(\pi(\eta^{2}+z^{2}))=H_{\eta}^{\prime}(z) approximates the Dirac measure. The average intensities c1c_{1} and c2c_{2} are defined as

c1(φ)=(I,Hη(φ12))(1,Hη(φ12)),c2(φ)=(I,1Hη(φ12))(1,1Hη(φ12)).\displaystyle c_{1}(\varphi)=\frac{(I,H_{\eta}(\varphi-\frac{1}{2}))}{(1,H_{\eta}(\varphi-\frac{1}{2}))},\quad c_{2}(\varphi)=\frac{(I,1-H_{\eta}(\varphi-\frac{1}{2}))}{(1,1-H_{\eta}(\varphi-\frac{1}{2}))}. (5.6)

Due to the bounded source term, a SAV-based discretization of (5.5) reads as

φnφn1\displaystyle\varphi^{n}-\varphi^{n-1} =τΔμnτη(λ1(I(x)c1n1)2λ2(I(x)c2n1)2)π(η2+(φn10.5)2),\displaystyle=\tau\Delta\mu^{n}-\tau\frac{\eta\Big{(}\lambda_{1}(I(x)-c_{1}^{n-1})^{2}-\lambda_{2}(I(x)-c_{2}^{n-1})^{2}\Big{)}}{\pi(\eta^{2}+(\varphi^{n-1}-0.5)^{2})}, (5.7)
μn\displaystyle\mu^{n} =εΔφn+qnεQ(φn1)F(φn1),\displaystyle=-\varepsilon\Delta\varphi^{n}+\frac{q^{n}}{\varepsilon Q(\varphi^{n-1})}F^{\prime}(\varphi^{n-1}),
qnqn1\displaystyle q^{n}-q^{n-1} =12εQ(φn1)(F(φn1),φnφn1),\displaystyle=\frac{1}{2\varepsilon Q(\varphi^{n-1})}(F^{\prime}(\varphi^{n-1}),\varphi^{n}-\varphi^{n-1}),

furnished with homogeneous Neumann conditions. Then, the average intensities are updated to c1n:=c1(φn)c_{1}^{n}:=c_{1}(\varphi^{n}) and c2n:=c2(φn)c_{2}^{n}:=c_{2}(\varphi^{n}) via (5.6). It is straightforward to infer the estimate (5.4) for GkG^{k}, leading to stability of the SAV scheme for sufficiently small τ\tau.

We apply (5.5) to segment images of a cow (Figure 4 top row) and of a blood vessel (Figure 4 bottom row), where for initialization we take c1=1c_{1}=1 and c2=0c_{2}=0. Similar to [41], in these experiments we choose parameters η=0.1\eta=0.1, λ1=0.65\lambda_{1}=0.65, λ2=1\lambda_{2}=1 and time step τ=0.001\tau=0.001. A two-stage procedure is used where we first solve (5.7) with a large value of ε=80\varepsilon=80, and once a quasi-steady state has been achieved (approximately at n=5000n=5000), we reduce the value of ε\varepsilon to 0.010.01 and resume the iterative process until a new steady state is reached. In Figure 4 we display the 1/21/2-level set of discrete solution φn\varphi^{n} in red overlayed with the original image at iterations n=1000,3000n=1000,3000 and 1000010000, as well as the discrete solution itself at n=10000n=10000. We note that the segmentation task is well-performed in both experiments, and for a comparison between the Cahn–Hilliard approach (5.5) with the classical Chan–Vese approach we refer the reader to [41].

5.3 Image inpainting

In [3] the authors proposed the following Cahn–Hilliard model to restore missing or damaged details in a measurable subdomain DΩD\subset\Omega for a binary image function I:Ω{1,1}I:\Omega\to\{-1,1\}:

tφ=Δμ+λ(x)(I(x)φ),μ=εΔφ+ε1F(φ),λ(x)=λ0χΩD(x),\displaystyle\partial_{t}\varphi=\Delta\mu+\lambda(x)(I(x)-\varphi),\quad\mu=-\varepsilon\Delta\varphi+\varepsilon^{-1}F^{\prime}(\varphi),\quad\lambda(x)=\lambda_{0}\chi_{\Omega\setminus D}(x), (5.8)

furnished with homogeneous Neumann conditions. In the above χA(x)\chi_{A}(x) denotes the characteristic function of the set AA, and the fidelity term λ(x)(I(x)φ)\lambda(x)(I(x)-\varphi) with large constant λ0\lambda_{0} demands the solution φ\varphi to be close to the data I(x)I(x) in the undamaged region ΩD\Omega\setminus D. In contrast to (5.1) there is no analogue to (5.2) for the mean value φΩ\langle\varphi\rangle_{\Omega} due to the function λ(x)=λ0χΩD(x)\lambda(x)=\lambda_{0}\chi_{\Omega\setminus D}(x) (see [7] for an inequality estimate) and thus our stability analysis does not apply to a standard SAV discretization of (5.8). On account of the purpose of the fidelity term, a reasonable modification of (5.8) is

tφ=Δμ+λ(x)(I(x)𝒯(φ)),𝒯(φ)=max(1,min(1,φ)).\displaystyle\partial_{t}\varphi=\Delta\mu+\lambda(x)(I(x)-\mathcal{T}(\varphi)),\quad\mathcal{T}(\varphi)=\max(-1,\min(1,\varphi)). (5.9)

For the modified equation (5.9), the source term is bounded and so a SAV-based discretization reads as

φnφn1\displaystyle\varphi^{n}-\varphi^{n-1} =τΔμn+τλ(x)(I(x)𝒯(φn1)),\displaystyle=\tau\Delta\mu^{n}+\tau\lambda(x)(I(x)-\mathcal{T}(\varphi^{n-1})), (5.10)
μn\displaystyle\mu^{n} =εΔφn+qnεQ(φn1)F(φn1),\displaystyle=-\varepsilon\Delta\varphi^{n}+\frac{q^{n}}{\varepsilon Q(\varphi^{n-1})}F^{\prime}(\varphi^{n-1}),
qnqn1\displaystyle q^{n}-q^{n-1} =12εQ(φn1)(F(φn1),φnφn1),\displaystyle=\frac{1}{2\varepsilon Q(\varphi^{n-1})}(F^{\prime}(\varphi^{n-1}),\varphi^{n}-\varphi^{n-1}),

furnished with homogeneous Neumann conditions. It is straightforward to infer the estimate (5.4) for GkG^{k}, leading to stability of the SAV scheme for sufficiently small τ\tau.

We apply (5.10) to perform inpainting of a double stripe shown in Figure 5(a). Similar to image segmentation, we adopt a two-stage procedure where we first solve (5.10) with parameters λ0=10\lambda_{0}=10, ε=100\varepsilon=100, τ=0.1\tau=0.1, and after n=3000n=3000 iterations we then switch a new set of parameters λ0=0.1\lambda_{0}=0.1, ε=5\varepsilon=5, τ=1\tau=1. Figure 5(d) displays the discrete solution φn\varphi^{n} at n=4000n=4000 and is an acceptable reconstruction result, cf. [24].

5.4 Tumor growth dynamics

In [9, 17, 40] the following model is used to describe tumor growth dynamics:

tφ\displaystyle\partial_{t}\varphi =div(m(φ)μ)+P(φ,μ,σ),\displaystyle=\mathrm{div}\,(m(\varphi)\nabla\mu)+P(\varphi,\mu,\sigma), (5.11a)
μ\displaystyle\mu =εΔφ+ε1F(φ)χσ,\displaystyle=-\varepsilon\Delta\varphi+\varepsilon^{-1}F^{\prime}(\varphi)-\chi\sigma, (5.11b)
tσ\displaystyle\partial_{t}\sigma =div(n(φ)(χσσηφ))S(φ,μ,σ).\displaystyle=\mathrm{div}\,(n(\varphi)\nabla(\chi_{\sigma}\sigma-\eta\varphi))-S(\varphi,\mu,\sigma). (5.11c)

In the above, φ[1,1]\varphi\in[-1,1] represents the difference in volume fraction between tumor and healthy tissues; μ\mu is the associated chemical potential; σ\sigma denotes the concentration of a nutrient for the tumor; m(φ)m(\varphi) and n(φ)n(\varphi) denote positive mobilities for φ\varphi and σ\sigma, bounded above and below by constants m1,m0m_{1},m_{0} and n1,n0n_{1},n_{0}, respectively; parameters χσ>0\chi_{\sigma}>0, χ>0\chi>0 and η0\eta\geq 0 model the nutrient diffusivity, chemotaxis and active transport mechanisms respectively; PP accounts for tumor proliferation and apoptosis; SS models nutrient consumption. When χ=η\chi=\eta, and furnishing with homogeneous Neumann conditions, the model admits the following energy identity

ddtΩε2|φ|2+1εF(φ)+12|σ|2χφσdx+Ωm(φ)|μ|2+n(φ)|(χσσχφ)|2dx\displaystyle\frac{d}{dt}\int_{\Omega}\frac{\varepsilon}{2}|\nabla\varphi|^{2}+\frac{1}{\varepsilon}F(\varphi)+\frac{1}{2}|\sigma|^{2}-\chi\varphi\sigma\,\mathrm{dx}+\int_{\Omega}m(\varphi)|\nabla\mu|^{2}+n(\varphi)|\nabla(\chi_{\sigma}\sigma-\chi\varphi)|^{2}\,\mathrm{dx}
=ΩP(φ,μ,σ)μS(φ,μ,σ)(σηφ)dx.\displaystyle\quad=\int_{\Omega}P(\varphi,\mu,\sigma)\mu-S(\varphi,\mu,\sigma)(\sigma-\eta\varphi)\,\mathrm{dx}.

The forms of the source terms PP and SS determine whether E(φ,σ)=Ωε2|φ|2+1εF(φ)+12|σ|2χφσdxE(\varphi,\sigma)=\int_{\Omega}\frac{\varepsilon}{2}|\nabla\varphi|^{2}+\frac{1}{\varepsilon}F(\varphi)+\frac{1}{2}|\sigma|^{2}-\chi\varphi\sigma\,\mathrm{dx} is a Lyapunov functional. One example proposed in [22] is to consider P(φ,μ,σ)=S(φ,μ,σ)=Q(φ)(σχφμ)=Q(φ)(δEδσδEδφ)P(\varphi,\mu,\sigma)=S(\varphi,\mu,\sigma)=Q(\varphi)(\sigma-\chi\varphi-\mu)=Q(\varphi)(\frac{\delta E}{\delta\sigma}-\frac{\delta E}{\delta\varphi}) as a difference of chemical potentials weighted by a bounded, nonnegative function QQ. This choice would yield ddtE(φ,σ)0\frac{d}{dt}E(\varphi,\sigma)\leq 0, and the standard SAV schemes can be applied, see [36]. Another, more phenomenological in nature, is the following used in e.g. [17, 40]:

P(φ,σ)=h(φ)(𝒫k(σ)𝒜),S(φ,σ)=𝒞h(φ)σ,\displaystyle P(\varphi,\sigma)=h(\varphi)(\mathcal{P}k(\sigma)-\mathcal{A}),\quad S(\varphi,\sigma)=\mathcal{C}h(\varphi)\sigma, (5.12)

with constant proliferation rate 𝒫\mathcal{P}, apoptosis rate 𝒜\mathcal{A}, nutrient consumption rate 𝒞\mathcal{C} and bounded, nonnegative functions hh and kk. One example is h(s)=max(1,min(1,12(1+s)))h(s)=\max(-1,\min(1,\tfrac{1}{2}(1+s))) and k(s)=max(0,min(σ,s))k(s)=\max(0,\min(\sigma_{\infty},s)) with fixed external supply concentration σ\sigma_{\infty}.

We consider a reformulation of the model with a new variable μ^:=μ+χσ\hat{\mu}:=\mu+\chi\sigma, where a SAV-based time discretization of (5.11) with source terms of the form (5.12) is

σnσn1\displaystyle\sigma^{n}-\sigma^{n-1} =τdiv(n(φn1)(χσσnηφn1))τS(φn1,σn),\displaystyle=\tau\,\mathrm{div}\,(n(\varphi^{n-1})\nabla(\chi_{\sigma}\sigma^{n}-\eta\varphi^{n-1}))-\tau S(\varphi^{n-1},\sigma^{n}), (5.13a)
φnφn1\displaystyle\varphi^{n}-\varphi^{n-1} =τdiv(m(φn1)(μ^nχσn))+τP(φn1,σn)\displaystyle=\tau\,\mathrm{div}\,(m(\varphi^{n-1})\nabla(\hat{\mu}^{n}-\chi\sigma^{n}))+\tau P(\varphi^{n-1},\sigma^{n}) (5.13b)
μ^n\displaystyle\hat{\mu}^{n} =εΔφn+qnεQ(φn1)F(φn1),\displaystyle=-\varepsilon\Delta\varphi^{n}+\frac{q^{n}}{\varepsilon Q(\varphi^{n-1})}F^{\prime}(\varphi^{n-1}), (5.13c)
qnqn1\displaystyle q^{n}-q^{n-1} =12εQ(φn1)(F(φn1),φnφn1),\displaystyle=\frac{1}{2\varepsilon Q(\varphi^{n-1})}(F^{\prime}(\varphi^{n-1}),\varphi^{n}-\varphi^{n-1}), (5.13d)

furnished with homogeneous Neumann conditions. Note that we allow η\eta and χ\chi to be different constants. Given (φn1,qn1,σn1)(\varphi^{n-1},q^{n-1},\sigma^{n-1}), we first solve for σn\sigma^{n} with (5.13a), and then solve for (φn,μ^n,qn)(\varphi^{n},\hat{\mu}^{n},q^{n}) with (5.13b)-(5.13d). As P(φ,σ)P(\varphi,\sigma) is bounded and |S(φ,σ)|C|σ||S(\varphi,\sigma)|\leq C|\sigma|, by testing (5.13b) with μ^n\hat{\mu}^{n} and φn\varphi^{n}, (5.13c) with φnφn1\varphi^{n}-\varphi^{n-1}, (5.13d) with 2qn2q^{n} and (5.13a) with KσnK\sigma^{n} for some constant K>0K>0 yet to be specified, upon summing we obtain for

Gk:=12φk2+ε2φk2+|qk|2+K2σk2,G^{k}:=\frac{1}{2}\|\varphi^{k}\|^{2}+\frac{\varepsilon}{2}\|\nabla\varphi^{k}\|^{2}+|q^{k}|^{2}+\frac{K}{2}\|\sigma^{k}\|^{2},

the estimate

GnGn1+12(φnφn12+ε(φnφn1)2+Kσnσn12)\displaystyle G^{n}-G^{n-1}+\frac{1}{2}\big{(}\|\varphi^{n}-\varphi^{n-1}\|^{2}+\varepsilon\|\nabla(\varphi^{n}-\varphi^{n-1})\|^{2}+K\|\sigma^{n}-\sigma^{n-1}\|^{2}\big{)}
+|qnqn1|2+τΩm(φn1)|μ^n|2+Kχσn(φn1)|σn|2dx\displaystyle\qquad+|q^{n}-q^{n-1}|^{2}\ +\tau\int_{\Omega}m(\varphi^{n-1})|\nabla\hat{\mu}^{n}|^{2}+K\chi_{\sigma}n(\varphi^{n-1})|\nabla\sigma^{n}|^{2}\,\mathrm{dx}
=τ(P(φn1,σn1),μ^n+φn)τ(m(φn1)μ^n,(φnχσn))\displaystyle\quad=\tau(P(\varphi^{n-1},\sigma^{n-1}),\hat{\mu}^{n}+\varphi^{n})-\tau(m(\varphi^{n-1})\nabla\hat{\mu}^{n},\nabla(\varphi^{n}-\chi\sigma^{n}))
+τ(σn,Kηn(φn1)φn1+χm(φn1)φn)Kτ(S(φn1,σn),σn)\displaystyle\qquad+\tau(\nabla\sigma^{n},K\eta n(\varphi^{n-1})\nabla\varphi^{n-1}+\chi m(\varphi^{n-1})\nabla\varphi^{n})-K\tau(S(\varphi^{n-1},\sigma^{n}),\sigma^{n})
Cτμ^nL1+τm04μ^n2+τ(Kχσn04+c)σn2\displaystyle\quad\leq C\tau\|\hat{\mu}^{n}\|_{L^{1}}+\frac{\tau m_{0}}{4}\|\nabla\hat{\mu}^{n}\|^{2}+\tau\Big{(}\frac{K\chi_{\sigma}n_{0}}{4}+c\Big{)}\|\nabla\sigma^{n}\|^{2}
+Cτ(φnH12+φn12+σn2),\displaystyle\qquad+C\tau\big{(}\|\varphi^{n}\|_{H^{1}}^{2}+\|\nabla\varphi^{n-1}\|^{2}+\|\sigma^{n}\|^{2}\big{)},

where c>0c>0 is independent of KK. Choosing KK sufficiently large so that c<Kχσn04c<\frac{K\chi_{\sigma}n_{0}}{4}, and using (2.10) and (2.14) for μ^nL1\|\hat{\mu}^{n}\|_{L^{1}} we arrive at

GnGn1+min(1,ε)2φnφn1H12+K2σnσn12\displaystyle G^{n}-G^{n-1}+\frac{\min(1,\varepsilon)}{2}\|\varphi^{n}-\varphi^{n-1}\|_{H^{1}}^{2}+\frac{K}{2}\|\sigma^{n}-\sigma^{n-1}\|^{2}
+|qnqn1|2+τm02μ^n2+τKχσn02σn2\displaystyle\qquad+|q^{n}-q^{n-1}|^{2}\ +\frac{\tau m_{0}}{2}\|\nabla\hat{\mu}^{n}\|^{2}+\frac{\tau K\chi_{\sigma}n_{0}}{2}\|\nabla\sigma^{n}\|^{2}
Cτ(1+Gn+Gn1),\displaystyle\quad\leq C\tau\big{(}1+G^{n}+G^{n-1}\big{)},

which ensures the stability of the SAV scheme for sufficiently small τ\tau.

Remark 5.1.

If η=0\eta=0 and σ0\sigma^{0} is bounded and non-negative, then by applying a comparison principle to (5.13a) we can deduce that σn\sigma^{n} is also bounded and non-negative for all nn. Thus, we can replace k(σ)k(\sigma) in (5.12) with simply σ\sigma.

We consider a similar setting to [18] where we set χσ=25\chi_{\sigma}=25, η=χ=5\eta=\chi=5, constant mobilities n(φ)=m(φ)=1n(\varphi)=m(\varphi)=1, ε=0.01\varepsilon=0.01, τ=0.001\tau=0.001, with initial conditions σ0=1\sigma^{0}=1 and

φ0(𝒙)=tanh(|𝒙|(0.05+0.02cos(2θ))2×0.01),𝒙=|𝒙|(cosθ,sinθ).\varphi^{0}(\bm{x})=-\tanh\Big{(}\frac{|\bm{x}|-(0.05+0.02\cos(2\theta))}{\sqrt{2}\times 0.01}\Big{)},\quad\bm{x}=|\bm{x}|(\cos\theta,\sin\theta)^{\top}.

Such a choice for the initial condition φ0\varphi^{0} means the tumor is initially bounded by a slightly perturbed circle. The source functions are chosen as P(φ,σ)=S(φ,σ)=12k(σ)(1+φ)P(\varphi,\sigma)=S(\varphi,\sigma)=\frac{1}{2}k(\sigma)(1+\varphi) with σ=1\sigma_{\infty}=1. In Figure 6 we display the discrete solution φn\varphi^{n} at n=0n=0 (initial condition), n=8000n=8000, n=13000n=13000 and n=18000n=18000, where the tumor undergoes morphological instabilities and develop fingers towards regions of high nutrient concentration. Not shown here are plots of the discrete solution σn\sigma^{n}, which are visually similar to Figure 6, namely the nutrient concentration σn\sigma^{n} is lower in the tumor region {φn=1}\{\varphi^{n}=1\} and higher in the tissue region {φn=1}\{\varphi^{n}=-1\}. We note that these seem to resemble previous simulations found in [17, 18, 40].

6 Conclusion

In this work we investigate the stability of a time discretization based on the relaxed scalar auxiliary variable (RSAV) approach of [15] for Cahn–Hilliard systems with bounded mass source. In general these systems may not exhibit dissipative structures, and so the stability of such SAV-based schemes are not immediate. Our proofs rely on a key estimate of a product term between the scalar auxiliary variable and the cubic nonlinearity. For the convergence of time discrete solutions our analysis covers two choices of the interpolating parameter ζnτ\zeta_{n}^{\tau} in (2.2). Numerical simulations are supportive of our results and we are able to replicate the expected solution behavior for Cahn–Hilliard systems in tumor growth, image segmentation and image inpainting.

Refer to caption
(a) n=0n=0
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(b) n=500n=500
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(c) n=10000n=10000
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(d) n=50000n=50000
Refer to caption
(e) n=0n=0
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(f) n=500n=500
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(g) n=10000n=10000
Refer to caption
(h) n=50000n=50000
Figure 3: Simulation of diblock copolymer dynamics with (5.3). Top row (subfigures (a), (b), (c), (d)) display the evolution starting with initial condition φ0=0.5+U[0,0.2]\varphi^{0}=-0.5+U[0,0.2]. Bottom row (subfigures (e), (f), (g), (h)) display the evolution starting with initial condition φ0=0.1+U[0,0.2]\varphi^{0}=-0.1+U[0,0.2].
Refer to caption
(a) n=1000n=1000
Refer to caption
(b) n=3000n=3000
Refer to caption
(c) n=10000n=10000
Refer to caption
(d) n=10000n=10000
Refer to caption
(e) n=1000n=1000
Refer to caption
(f) n=3000n=3000
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(g) n=10000n=10000
Refer to caption
(h) n=10000n=10000
Figure 4: Image segmentation with (5.7). Segmentation of a cow image (top row) and a blood vessel image (bottom row) with (5.7). The first three subfigures ((a), (b), (c) and (e), (f), (g)) of each row display the 1/2-level set of φn\varphi^{n} (colored red) overlayed with the original image at n=1000n=1000, n=3000n=3000 and n=10000n=10000, respectively. The last subfigure ((d) and (h)) of each row display the discrete solution φn\varphi^{n} at n=10000n=10000.
Refer to caption
(a) n=0n=0
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(b) n=400n=400
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(c) n=3200n=3200
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(d) n=4000n=4000
Figure 5: Inpainting of a double stripe binary image with (5.10).
Refer to caption
(a) n=0n=0
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(b) n=8000n=8000
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(c) n=13000n=13000
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(d) n=18000n=18000
Figure 6: Simulation of tumor growth dynamics with (5.13).

Acknowledgments

The authors gratefully acknowledge the support by the Research Grants Council of the Hong Kong Special Administrative Region, China [Project No.: HKBU 14302319] and Hong Kong Baptist University [Project No.: RC-OFSGT2/20-21/SCI/006].

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