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Thermal capillary waves on bounded nanoscale thin films

Jingbang Liu [email protected] Mathematics Institute, University of Warwick, Coventry CV4 7AL, United Kingdom    Chengxi Zhao [email protected] Department of Modern Mechanics, University of Science and Technology of China, Hefei 230026, China    Duncan A. Lockerby [email protected] School of Engineering, University of Warwick, Coventry CV4 7AL, United Kingdom    James E. Sprittles [email protected] Mathematics Institute, University of Warwick, Coventry CV4 7AL, United Kingdom
Abstract

The effect of confining walls on the fluctuation of a nanoscale thin film’s free surface is studied using the stochastic thin-film equations (STFE). Two canonical boundary conditions are employed to reveal the influence of the confinement: (i) an imposed contact angle and (ii) a pinned contact line. A linear stability analysis provides the wave eigenmodes, after which thermal-capillary-wave theory predicts the wave fluctuation amplitudes. Molecular dynamics (MD) simulations are performed to test the predictions and a Langevin diffusion model is proposed to capture oscillations of the contact-lines observed in MD. Good agreement between the theoretical predictions and the MD simulation results is recovered, and it is discovered that confinement can influence the entire film. Notably, a constraint on the length scale of wave modes is found to affect fluctuation amplitudes from our theoretical model, especially for 3D films. This opens up new challenges and future lines of inquiry.

preprint: APS/123-QED

I Introduction

The behavior of fluids at the nanoscale attracts increasing attention as fluid-based technologies continue to minituarize [1], for example, in: lab-on-a-chip devices [2], nanofluidic transistors [3], ink-jet printing [4] and osmotic transport [5]. The dynamics at such scales are challenging, if not impossible, to observe experimentally, making modeling and simulation a vital component of continued technological progress. However, due to the additional physical phenomena that appear when going from traditional engineering scales to the nanoscale [6], conventional fluid dynamical modeling approaches are often inaccurate.

A canonical nanoscale flow topic that underpins many applications is the behavior and stability of thin liquid films on rigid solid surfaces. Here, stability is crucial to coating technologies [7, 8] whilst instability can be harnessed to create pre-determined patterns [9]. Driven by technological demands and fundamental interest, there is a huge body of research in this field, see for example review articles [9, 10, 11, 12]. It is well established that at the nanoscale disjoining pressure becomes important, competing with surface tension for the stability of the film and driving rupture; via the so-called spinodal mechanism [13, 14, 15]. Notably, though, in order for theoretical predictions of rupture timescales to agree with those from experiment, thermal fluctuations, which drive free-surface nanowaves, need to be incorporated in the physical model [16]. The dynamics of these nanowaves on thin films form the basis of this work, where we consider, for the first time, their behavior within a confined environment, i.e. bounded by surfaces.

It has long been expected that the chaotic thermal motion of molecules in a liquid would generate so-called ‘thermal capillary waves’ at liquid-fluid interfaces [17, 18, 19]. One of the earliest experimental confirmations of the existence of such waves was obtained using a light-scattering technique at the liquid-vapour interface of carbon dioxide [20]. More recently, experiments have been conducted to observe and measure thermal capillary waves by exploiting ultra-low surface tension fluids that generate micron-scale waves [21, 22], using various optical scattering techniques [23, 24, 25], and, with simple fluids, using an atomic force microscope cantilever placed on a micro hemispherical bubble [26].

An alternative tool for probing the physics of the nanoscale is molecular dynamics (MD) simulations, providing an environment for conducting ‘virtual experiments’ [27, 28] that complement traditional methods and yield additional understanding. MD simulations have observed thermal capillary waves in the context of: nanoscale thin films [29, 30, 31, 32, 33], the instability and breakup of liquid jets [34, 35, 36], the coalescence of nanodroplets [37, 38, 39] and films on fibers [40]. Whilst MD contains the necessary nanoscale physics to capture thermal capillary waves, it is both very computationally expensive and requires interpretation that is arguably best provided by macroscopic theories. For illustration, in this article, a 51.451.4 ns simulation of a thin film containing 3288332883 Lennard-Jones particles took 1111 hours to run on a 2828 core CPU; and to obtain statistically reliable averages, multiple realizations are needed. Clearly, there is a need for a complementary modeling approach that is more computationally tractable.

To go beyond conventional fluid mechanics and include thermal fluctuations, Landau and Lifshitz introduced the equations of fluctuating hydrodynamics (FH) [41] by adding a random stress tensor satisfying the fluctuation dissipation theorem into the Navier-Stokes equations. For thin liquid films, the stochastic thin-film equation (STFE), accurate in the lubrication approximation, has been derived for planar films [42, 43]; a similar stochastic equation has been obtained for jets [34]. Extensions of the STFE have also been derived, for example, for different slip conditions [40, 30] and with an elastic plate on top of the film [44].

A linear stability analysis can be applied to the STFE to obtain a power spectrum for the thermal capillary waves [45] that can be compared with experiment [16]. The power spectrum of the free-surface waves has also been shown to agree with MD [29, 40], exhibiting unconventional effects like an evolving wave number associated with fastest growth. Attempts have also been made to solve the full nonlinear STFE, and its variants, numerically [46, 36, 47, 48] which, although requiring more complex formulations, still generate large computational savings compared with MD. In summary, the STFE is a remarkably powerful and efficient tool for studying the dynamics of ultra-thin films whose potential is yet to be fully exploited (e.g., thus far most analyses are confined to 2D).

Notably, previous studies of the STFE either assume the films are unbounded, that the dynamics are periodic on some length scale (essentially, to enable a simple Fourier analysis), or that the boundaries are sufficiently far away that they have no effect other than to potentially regularize the solution at some upper scale. How then, does confinement, i.e. the effects of nearby boundaries, affect the dynamics of nanoscale films? This will be our focus, beginning by considering the properties of nanowaves in thermal equilibrium.

In this work, we examine, in both quasi-2D and 3D, the effect of the two typical boundary conditions where a free surface meets a wall: (i) an imposed contact angle and (ii) a (partially) pinned contact line. A linear stability analysis is performed and the waves modes are calculated by solving the eigenvalue problem for each boundary condition. Thermal-capillary-wave theory is used to predict the fluctuation amplitude and then validated against MD simulations.

The paper is organized as follows. In Section II we consider quasi-2D bounded films with the two different boundary conditions and for each provide two ways to derive a theoretical prediction for the fluctuation amplitude of the free surface: (i) from thermal-capillary-wave theory; and (ii) directly from the STFE. Details of MD simulations are provided and results are compared with the theory. In Section III we extend our study to 3D circular bounded films with two different boundary conditions; theories and fluctuation amplitudes are derived. MD simulations are performed and results are compared. In Section IV the role of a cut-off length scale is then discussed. In Section V, future research directions are outlined.

II Quasi-2D bounded thin films

Refer to caption
Figure 1: An illustration of the geometry of the quasi-2D thin-film problem (top) and a snapshot of a representative MD simulation for a thin film with 9090^{\circ} contact angle (below); yellow particles denote liquid Argon and red particles denote Platinum solid.

In this section, we present the modeling and MD simulation results of 2D bounded thin films on a solid that is in the (x,y)(x,y)-plane at z=0z=0, as shown in Fig. 1. The MD simulations are inherently 3D, and to approximate a 2D flow the thickness of the film LyL_{y} in the yy-direction is set to be much smaller than the length of the film LxL_{x}, making it ‘quasi-2D’. To compare the theory to MD results, we consider quantities which are averaged ‘into the page’, over LyL_{y} in the yy-direction, resulting in all quantities depending only on (x,t)(x,t), see [29]. Assuming that (H/Lx)2Re1(H/L_{x})^{2}Re\ll 1, where HH is the characteristic height of the free surface and ReRe is the Reynolds number, which is expected to be true for nanoscale thin films at thermal equilibrium, we can apply the lubrication approximation [10] to the Navier-Stokes equations and find that inertial effects are negligible. Then, in the absence of disjoining pressure, whose influence we also assume to be negligible in thermal equilibrium for the film heights we consider, we arrive at the thin-film equation (TFE) to provide a description of the free surface z=h(x,t)z=h(x,t) given by

ht=γ3μx(h33hx3),\frac{\partial h}{\partial t}=-\frac{\gamma}{3\mu}\frac{\partial}{\partial x}\left(h^{3}\frac{\partial^{3}h}{\partial x^{3}}\right), (1)

where γ\gamma is the surface tension and μ\mu is the dynamic viscosity. When thermal fluctuations are included, the stochastic thin-film equation (STFE) [43, 42, 45] can be derived from fluctuating hydrodynamics:

ht=γ3μx(h33hx3)+2kBT3μLyx(h3/2𝒩),\frac{\partial h}{\partial t}=-\frac{\gamma}{3\mu}\frac{\partial}{\partial x}\left(h^{3}\frac{\partial^{3}h}{\partial x^{3}}\right)+\sqrt{\frac{2k_{B}T}{3\mu L_{y}}}\frac{\partial}{\partial x}(h^{3/2}\mathcal{N}), (2)

where kBk_{B} is the Boltzmann constant, TT is the temperature. Thermal noise 𝒩(x,t)\mathcal{N}(x,t) has zero mean and covariance

𝒩(x,t)𝒩(x,t)=δ(xx)δ(tt),\langle\mathcal{N}(x,t)\mathcal{N}(x^{\prime},t^{\prime})\rangle=\delta(x-x^{\prime})\delta(t-t^{\prime}), (3)

which means that the noise is uncorrelated in both time and space. Note, the 1/Ly\sqrt{1/L_{y}} factor in the noise term of Eq. (2) comes from averaging in the yy-direction.

One can easily see that a flat free surface h(x,t)=h0h(x,t)=h_{0} is a steady solution to Eq. (1). However, thermal fluctuations, modeled by the noise term in Eq. (2), drives the free surface away from the steady solution, creating thermal capillary waves [45, 19, 28, 9, 33]. Note, these ‘waves’ are viscous damped response to fluctuations arising from within the bulk liquid of the film (i.e. they are inertia free). In the case of fluctuation-driven films, h(x,t)=h0\langle h(x,t)\rangle=h_{0}, where \langle\rangle represents ensemble average.

To understand the properties of the nanoscale waves, we consider a linearized setup with h(x,t)=h0+δh(x,t)h(x,t)=h_{0}+\delta h(x,t) and δhh0\delta h\ll h_{0}. Then, as is conventionally done, if we assume the domain is periodic on a length LxL_{x}, the perturbation can be decomposed into Fourier modes and the fluctuation amplitude (or surface roughness) can be estimated by [19, 28]

δh2=lT212LxLy,\langle\delta h^{2}\rangle=\frac{l_{T}^{2}}{12}\frac{L_{x}}{L_{y}}, (4)

where lT=kBT/γl_{T}=\sqrt{k_{B}T/\gamma} is the ‘thermal length scale’ characterizing the approximate amplitude of these waves. Interestingly, the dynamic growth of these nanoscale waves from an initially flat interface has been shown in [31] to fall into a specific universality class.

Here, we consider a different, practically more realistic setup, with solid walls at x=0x=0, LxL_{x} and two different physically inspired boundary conditions: (i) a prescribed 9090^{\circ} contact angle; and (ii) (partially) pinned contact lines.

II.1 Prescribed 9090^{\circ} contact angle

As a starting point, we consider a 9090^{\circ} contact angle, for which the equilibrium state is on average a flat film. In this case

hx|x=0=hx|x=Lx=0.\left.\frac{\partial h}{\partial x}\right|_{x=0}=\left.\frac{\partial h}{\partial x}\right|_{x=L_{x}}=0. (5)

It is worth noting that here we have assumed that the contact angle is 9090^{\circ} at every instant in time. Assuming also that the walls are impermeable, we have

3hx3|x=0=3hx3|x=Lx=0.\left.\frac{\partial^{3}h}{\partial x^{3}}\right|_{x=0}=\left.\frac{\partial^{3}h}{\partial x^{3}}\right|_{x=L_{x}}=0. (6)

Since the boundary conditions are not periodic, we can no longer assume the wave modes to be Fourier. Instead, linearizing the TFE and solving the corresponding eigenvalue problem, we can show that the appropriate wave modes (see Appendix A.1) are as follows:

ϕn(x)=cos(nπxLx),n=1,2,\phi_{n}(x)=\cos\left(\frac{n\pi x}{L_{x}}\right),\>n=1,2,\ldots (7)

Given this information, we can proceed with the classical ‘thermal-capillary-wave theory’ approach [49].

II.1.1 Thermal-capillary-wave theory

The free surface can be written as the superposition of the average film thickness h0h_{0} and a perturbation h1(x,t)h_{1}(x,t):

h(x,t)=h0+h1(x,t).h(x,t)=h_{0}+h_{1}(x,t). (8)

Here, h1(x,t)h_{1}(x,t) can be decomposed into the wave modes ϕn(x)\phi_{n}(x), so that

h1(x,t)=n=1an(t)ϕn(x),h_{1}(x,t)=\sum_{n=1}^{\infty}a_{n}(t)\phi_{n}(x), (9)

and it is assumed that an(t)h0a_{n}(t)\ll h_{0}. An energetic argument, exploiting equipartition in thermal equilibrium, will then give us the statistical properties of the amplitudes (the ana_{n}’s).

The cost of energy for doing work against surface tension by expanding the interface’s area is given by

E=γ(Ly0Lx1+(hx)2𝑑xLxLy),E=\gamma\left(L_{y}\int_{0}^{L_{x}}\sqrt{1+\left(\frac{\partial h}{\partial x}\right)^{2}}dx-L_{x}L_{y}\right), (10)

where LyL_{y} is the film length into the page. Taking the standard thin-film approximation that h/x1\partial h/\partial x\ll 1 we have

EγLy0L12(hx)2𝑑x,E\approx\gamma L_{y}\int_{0}^{L}\frac{1}{2}\left(\frac{\partial h}{\partial x}\right)^{2}dx, (11)

so that using Eq. (8) and Eq. (9) we can obtain the total energy:

E=n=1En=n=1γπ2n24LyLxan2.E=\sum_{n=1}^{\infty}E_{n}=\sum_{n=1}^{\infty}\frac{\gamma\pi^{2}n^{2}}{4}\frac{L_{y}}{L_{x}}a_{n}^{2}. (12)

According to the equipartition theorem, at thermal equilibrium the energy is shared equally among each mode, i.e. En=kBT/2\langle E_{n}\rangle=k_{B}T/2, leading to an expression for the variance of each mode’s amplitude (note their means are zero by construction):

an2=2π2lT2LxLy1n2.\langle a_{n}^{2}\rangle=\frac{2}{\pi^{2}}l_{T}^{2}\frac{L_{x}}{L_{y}}\frac{1}{n^{2}}. (13)

This expression then allows us to obtain information about the nanowaves in thermal equilibrium. Using Eq. (9) and aman=δmnan2\langle a_{m}a_{n}\rangle=\delta_{mn}\langle a_{n}^{2}\rangle (see Appendix A.2), we can find the variance of the perturbation across the film as follows

h12(x)\displaystyle\langle h_{1}^{2}(x)\rangle =m=1amcos(mπxLx)n=1ancos(nπxLx)\displaystyle=\left\langle\sum_{m=1}^{\infty}a_{m}\cos\left(\frac{m\pi x}{L_{x}}\right)\sum_{n=1}^{\infty}a_{n}\cos\left(\frac{n\pi x}{L_{x}}\right)\right\rangle
=n=1an2cos2(nπxLx)\displaystyle=\sum_{n=1}^{\infty}\langle a_{n}^{2}\rangle\cos^{2}\left(\frac{n\pi x}{L_{x}}\right)
=2lT2π2LxLyn=1cos2(nπxLx)n2\displaystyle=\frac{2l_{T}^{2}}{\pi^{2}}\frac{L_{x}}{L_{y}}\sum_{n=1}^{\infty}\frac{\cos^{2}\left(\frac{n\pi x}{L_{x}}\right)}{n^{2}}
=lT2LxLy[112+(12xLx)2].\displaystyle=l_{T}^{2}\frac{L_{x}}{L_{y}}\left[\frac{1}{12}+\left(\frac{1}{2}-\frac{x}{L_{x}}\right)^{2}\right]. (14)

Notably, in contrast to the periodic spatially homogeneous case Eq. (4), expression Eq. (14) is a function of xx. A full discussion of this case will be provided after we have compared to MD results.

There is also an alternative derivation for an2\langle a_{n}^{2}\rangle directly from the STFE (see Appendix A.2). Since the STFE describes the time evolution of the film height from some initial (non-equilibrium) state, the result is also time dependent:

an2=2kBTγπ2LxLy1n2(1exp(2An4t)),\langle a_{n}^{2}\rangle=\frac{2k_{B}T}{\gamma\pi^{2}}\frac{L_{x}}{L_{y}}\frac{1}{n^{2}}(1-\exp(-2An^{4}t)), (15)

where A=γh03π4/(3μLx4)A=\gamma h_{0}^{3}\pi^{4}/(3\mu L_{x}^{4}). This tells us that an initial perturbation decays exponentially with time, and that at thermal equilibrium (as tt\to\infty) the results from the STFE agrees with Eq. (13) derived from thermal-capillary-wave theory, which provides a more straight forward derivation.

II.1.2 Molecular-dynamics simulations

Table 1: Simulation parameters and their non-dimensional values (reduced units based on Lennard-Jones potential parameters ϵff\epsilon_{f\!f}, σff\sigma_{f\!f}, mfm_{f}) for a 9090^{\circ} contact angle.
Property Nondim.value Value Unit
ϵff\epsilon_{f\!f} 1 1.67×10211.67\times 10^{-21} J
ϵsf\epsilon_{sf} 0.52 0.8684×10210.8684\times 10^{-21} J
ϵss\epsilon_{ss} 50 83.5×102183.5\times 10^{-21} J
σff\sigma_{f\!f} 1 0.340.34 nm
σsf\sigma_{sf} 0.8 0.2720.272 nm
σss\sigma_{ss} 0.72 0.2470.247 nm
mfm_{f} 1 6.63×10266.63\times 10^{-26} kg
msm_{s} 4.8863 32.4×102632.4\times 10^{-26} kg
TT 0.7 8585 KK
ρl\rho_{l} 0.83 1.4×1031.4\times 10^{3} kg/m3
ρv\rho_{v} 0.0025 3.53.5 kg/m3
ρs\rho_{s} 2.6 21.45×10321.45\times 10^{3} kg/m3
rcr_{c} 5.5 1.871.87 nm

To verify our new theoretical prediction, we use molecular dynamics simulations (MD) as a virtual experiment to probe the behavior of quasi-2D thin films that are bounded on both sides by solid walls with 9090^{\circ} contact angles.

The simulations are performed in the open-source software LAMMPS [50], which has been widely used to study fluid phenomena at the nanoscale, e.g. [29, 35, 51, 52, 53, 54, 55, 56, 57, 58]

Argon is used as a fluid and Platinum is used for the solid walls. The interaction between particles are modeled using the conventional Lennard-Jones 12-6 potential

V(rij)=4ϵAB[(σABrij)12(σABrij)6],V(r_{ij})=4\epsilon_{AB}\left[\left(\frac{\sigma_{AB}}{r_{ij}}\right)^{12}-\left(\frac{\sigma_{AB}}{r_{ij}}\right)^{6}\right], (16)

where rijr_{ij} is the distance between atoms ii and jj, ϵAB\epsilon_{AB} is the energy parameter representing the depth of potential wells and σAB\sigma_{AB} is the length parameter representing the effective atomic diameter. Here, ABAB are different combinations of particle types; namely, fluid-fluid (ff), solid-solid (ss) and solid-fluid (sf). The simulation parameters are summarized in Table 1 with corresponding non-dimensional ‘MD values’ henceforth denoted with an asterisk (as one can see, energy is scaled with respect to ϵff\epsilon_{f\!f}, lengths with σff\sigma_{f\!f} and mass with mfm_{f}). To obtain a 9090^{\circ} contact angle, we set ϵsf=0.52\epsilon^{*}_{sf}=0.52 and σsf=0.8\sigma_{sf}^{*}=0.8. The position of solid particles are fixed to reduce computational cost. The timestep is set to 0.00850.0085 ps.

Transport properties of liquid Argon are measured under MD simulations, with parameters given by Table 1. Shear viscosity μ=2.44×104\mu=2.44\times 10^{-4} kg/(ms) is calculated using the Green-Kubo method [59]:

μ=V3kBT0Jpq(t)Jpq(0)𝑑t,\mu=\frac{V}{3k_{B}T}\sum\int_{0}^{\infty}\langle J_{pq}(t)J_{pq}(0)\rangle dt, (17)

where VV is the volume, JpqJ_{pq} are the components of the stress tensor and the sum accumulates three terms given by pqpq (=xy,yz,zx=xy,yz,zx). Note, only off-diagonal terms of the stress tensor are used, as shear viscosity is measured by the transport of momentum perpendicular to velocity. Surface tension γ=1.52×102\gamma=1.52\times 10^{-2} N/m is calculated from the difference between the normal and tangential components of pressure tensor in a simple vapor-liquid-vapor system (zz-direction) [60, 61]:

γ=120Lz(Pzz(z)12(Pxx(z)+Pyy(z)))𝑑z,\gamma=\frac{1}{2}\int_{0}^{L_{z}}\left(P_{zz}(z)-\frac{1}{2}\left(P_{xx}(z)+P_{yy}(z)\right)\right)dz, (18)

where LzL_{z} is the length of the simulation box in the zz-direction and PxxP_{xx}, PyyP_{yy}, PzzP_{zz}, are the diagonal components of the pressure tensor.

To set up the MD simulation we use the following procedure: (i) a block of liquid Argon is created in a periodic box with dimension (Lx,Ly,h0)(L_{x},L_{y},h_{0}), density ρl\rho_{l} and is equilibrated for 5×1065\times 10^{6} timesteps with NVT at temperature TT, (ii) a block of vapor Argon is created in a periodic box with dimension (Lx,Ly,3h0)(L_{x},L_{y},3h_{0}), density ρv\rho_{v} then equilibrated for 5×1065\times 10^{6} timesteps with NVT at temperature TT, (iii) Platinum walls are created with a face centered cubic structure (fcc) of density ρs\rho_{s}, each wall has 55 layers of Platinum atoms with thickness 0.8720.872 nm, the bottom wall then has dimension (Lx,Ly,0.872)(L_{x},L_{y},0.872) , (iv) the equilibrated liquid Argon is then place onto the bottom wall with a 0.170.17 nm gap between the solid and the liquid (the gap results from the repulsive force in the Lennard-Jones potential and its thickness is found after equilibration) [40], (v) equilibrated vapor Argon is placed on the top. The MD simulation is then run with NVT at temperature TT. Fig. 1 shows a snapshot of the MD simulation. Periodic boundary conditions are applied only in the yy-direction. A reflective wall is applied at the top boundary.

In our simulations, the position of the liquid-vapor interface is determined using the number density and a binning technique see [31]. We first calculate the number density of each Argon particle using a cut-off radius of 3.5σff3.5\sigma_{f\!f}. Particles with number density above 0.5n0.5n^{*} are then defined as liquid particles and particles with number density below 0.5n0.5n^{*} are identified as vapor particles, where n=0.83n^{*}=0.83 is the non-dimensional number density of a liquid Argon particle in the bulk. The simulation domain is uniformly divided into vertical bins and the position of the free surface in each bin is determined by taking the maximum of the heights of all liquid particles inside the bin. Here, we use bins with side length 1.5σff1.5\sigma_{f\!f} in xx and 1.4σff1.4\sigma_{f\!f} in yy. As a result the free surface position is projected onto a xyx-y mesh and expressed as a 2D array.

Three different film lengths are tested: Film 1 (Lx=13.04L_{x}=13.04 nm), Film 2 (Lx=25.99L_{x}=25.99 nm) and Film 3 (Lx=51.29L_{x}=51.29 nm). The film width Ly=2.94L_{y}=2.94 nm is chosen so that the MD simulation can be consider quasi-2D. The initial film height h0=4.85h_{0}=4.85 nm is chosen so that the film is relatively thin, but yet does not breakup due to disjoining pressure [10, 9, 29]. The equilibriation time tet_{e}, i.e. the time taken for all the waves to fully develop from an initially flat interface, is estimated by Eq. (86), which is the characteristic time for the mode with the longest wavelength (and thus slowest growth) to develop; this varies with film length LxL_{x}. Multiple independent MD simulations (realizations) (Film 1: 10, Film 2: 10, Film 3: 20) are performed in parallel to reduce wall-clock simulation time. Data is gathered after tet_{e} every 40004000 timesteps and the free surface position is averaged in the yy-direction, to provide h=h(x,t)h=h(x,t) at each snapshot.

Refer to caption
Figure 2: Standard deviation of the fluctuations of films with 9090^{\circ} contact angle (black: Lx=13.04L_{x}=13.04 nm, blue: Lx=25.99L_{x}=25.99, green: Lx=51.29L_{x}=51.29 nm). MD results (dashed lines with circles) are compared to our theory, Eq. (14) (solid lines). Results are normalized by the thermal length scale lTl_{T}. The dashed-and-dotted horizontal lines are fluctuation amplitudes predicted by Eq. (4) for a periodic (unbounded) film.

Fig. 2 shows the standard deviation of the free surface fluctuations, normalized by the thermal length scale lTl_{T}, obtained from MD simulations and compared to our theoretical predictions, Eq. (14); the agreement is excellent. The fluctuation amplitudes of an unbounded film (i.e. adopting a periodic boundary condition, Eq. (4)) are also provided. The relative strength of thermal fluctuations of the film interface increase with film length, as expected [19, 28]. However, comparing to Eq. (4) we can see that our expression predicts an enhanced fluctuation amplitude to that of a periodic film everywhere except at the center, x=Lx/2x=L_{x}/2, where they coincide. Physically, this is because the replacement of periodicity with a fixed contact angle permits additional (‘half’) wave modes, i.e. of the form cos((2n1)πx/Lx)\cos((2n-1)\pi x/L_{x}) for n=1,2,n=1,2,..., which contribute to a larger amplitude everywhere except at x=Lx/2x=L_{x}/2, where they are zero. Another interesting observation is that the effects of boundaries propagate across the whole film, regardless of the film length.

II.2 Partially pinned contact lines

Now we turn our attention to the case where the contact lines are pinned onto the walls. The position of contact lines can be restrained by chemical heterogeneity [56] or physical defects [62, 63]. However, in MD it is not possible to perfectly pin the interface at a height h=h0h=h_{0}, as thermal fluctuations cause it to fluctuate, even if just mildly around the target pinning height. Therefore, to compare MD and theory, we must account for this and do so by modeling the contact line as a Langevin diffusion process; as done in [51]. Then, the ‘partially’ pinned boundary condition can be written as

h(0,t)=N1(t)+h0,h(Lx,t)=N2(t)+h0.h(0,t)=N_{1}(t)+h_{0},\qquad h(L_{x},t)=N_{2}(t)+h_{0}. (19)

Here N1(t)N_{1}(t) and N2(t)N_{2}(t) are Langevin diffusion processes governed by

ξdN1dt\displaystyle\xi\frac{dN_{1}}{dt} =kN1(t)+f1(t),\displaystyle=-kN_{1}(t)+f_{1}(t), (20)
ξdN2dt\displaystyle\xi\frac{dN_{2}}{dt} =kN2(t)+f2(t),\displaystyle=-kN_{2}(t)+f_{2}(t), (21)

where ξ\xi is the so-called coefficient of friction, kk is the harmonic constant, and f1(t)f_{1}(t) and f2(t)f_{2}(t) are Gaussian noise functions that satisfy f1(s)f1(τ)=2ξkBTδ(sτ)\langle f_{1}(s)f_{1}(\tau)\rangle=2\xi k_{B}T\delta(s-\tau) and f2(s)f2(τ)=2ξkBTδ(sτ)\langle f_{2}(s)f_{2}(\tau)\rangle=2\xi k_{B}T\delta(s-\tau).

From this model, the correlation of NN has the form [64]

N(s)N(τ)=kBTkekξ|sτ|,\langle N(s)N(\tau)\rangle=\frac{k_{B}T}{k}e^{-\frac{k}{\xi}|s-\tau|}, (22)

and when s=τs=\tau Eq. (22) simply gives the variance of NN as

N2=kBTk.\langle N^{2}\rangle=\frac{k_{B}T}{k}. (23)

By fitting the exponential curve of Eq. (22) and the variance Eq. (23) to MD simulations data we can calculate kk and ξ\xi.

Our problem in this case is then solving the STFE Eq. (2) with the partially-pinned-contact-line condition Eq. (19) and the impermeable side-wall condition Eq. (6).

II.2.1 Bulk modes

For a perfectly pinned contact line, the appropriate wave modes (see Appendix B.1) are

φn(x)\displaystyle\varphi_{n}(x) =sinh(λn1/4x)+sin(λn1/4x)\displaystyle=\sinh(\lambda_{n}^{1/4}x)+\sin(\lambda_{n}^{1/4}x) (24)
+K(cosh(λn1/4x)cos(λn1/4x))\displaystyle+K\big{(}\cosh(\lambda_{n}^{1/4}x)-\cos(\lambda_{n}^{1/4}x)\big{)}

with eigenvalues

λn(π/2+nπLx)4,n=1,2,\lambda_{n}\approx\left(\frac{\pi/2+n\pi}{L_{x}}\right)^{4},\qquad n=1,2,\ldots (25)

As distinct from the 9090^{\circ}-contact-angle case, the mode corresponding to the λ0=0\lambda_{0}=0 case also exists:

φ0(x)=x(1xLx).\varphi_{0}(x)=x\left(1-\frac{x}{L_{x}}\right). (26)

Although φn(x)\varphi_{n}(x) are not orthogonal, for odd nn they are odd functions around x=Lx/2x=L_{x}/2 and for even nn they are even functions around x=Lx/2x=L_{x}/2. We will exploit this property to simplify the calculation for fluctuation amplitudes later on. Figure 3 provides an illustration of φn(x)\varphi_{n}(x).

Refer to caption
Figure 3: Wave modes φn(x)\varphi_{n}(x) for a film with perfectly pinned contact lines.

II.2.2 Decomposition of fluctuations

The partially-pinned-contact-line boundary condition is a linear combination of the perfectly pinned condition and the Langevin diffusion condition. This suggests that under linearization the free surface can be decomposed as

h(x,t)=h0+h2(x,t)+h3(x,t),h(x,t)=h_{0}+h_{2}(x,t)+h_{3}(x,t), (27)

where h0h_{0} is the initial position of the contact line and h2(x,t)h_{2}(x,t), h3(x,t)h_{3}(x,t) are small perturbations. Applying this to Eq. (2), at the leading order (h2h3𝒩h0h_{2}\sim h_{3}\sim\mathcal{N}\ll h_{0}) we obtain

h2t+h3t=γh033μ(4h2x4+4h3x4)+2kBTh033μLy𝒩x\frac{\partial h_{2}}{\partial t}+\frac{\partial h_{3}}{\partial t}=-\frac{\gamma h_{0}^{3}}{3\mu}\left(\frac{\partial^{4}h_{2}}{\partial x^{4}}+\frac{\partial^{4}h_{3}}{\partial x^{4}}\right)+\sqrt{\frac{2k_{B}Th_{0}^{3}}{3\mu L_{y}}}\frac{\partial\mathcal{N}}{\partial x} (28)

and the boundary conditions in Eq. (6) and Eq. (19) become

h2(0,t)\displaystyle h_{2}(0,t) +h3(0,t)=N1(t),\displaystyle+h_{3}(0,t)=N_{1}(t), (29)
h2(Lx,t)\displaystyle h_{2}(L_{x},t) +h3(Lx,t)=N2(t),\displaystyle+h_{3}(L_{x},t)=N_{2}(t), (30)
3h2x3(0,t)\displaystyle\frac{\partial^{3}h_{2}}{\partial x^{3}}(0,t) +3h3x3(0,t)=0,\displaystyle+\frac{\partial^{3}h_{3}}{\partial x^{3}}(0,t)=0, (31)
3h2x3(Lx,t)\displaystyle\frac{\partial^{3}h_{2}}{\partial x^{3}}(L_{x},t) +3h3x3(Lx,t)=0.\displaystyle+\frac{\partial^{3}h_{3}}{\partial x^{3}}(L_{x},t)=0. (32)

This is actually a linear combination of two smaller problems, one with a noise-driven bulk and pinned contact lines

h2t=γh033μ4h2x4+2kBTh033μLy𝒩x,\displaystyle\frac{\partial h_{2}}{\partial t}=-\frac{\gamma h_{0}^{3}}{3\mu}\frac{\partial^{4}h_{2}}{\partial x^{4}}+\sqrt{\frac{2k_{B}Th_{0}^{3}}{3\mu L_{y}}}\frac{\partial\mathcal{N}}{\partial x}, (33a)
h2(0,t)=h2(Lx,t)=0,\displaystyle h_{2}(0,t)=h_{2}(L_{x},t)=0, (33b)
3h2x3(0,t)=3h2x3(Lx,t)=0,\displaystyle\frac{\partial^{3}h_{2}}{\partial x^{3}}(0,t)=\frac{\partial^{3}h_{2}}{\partial x^{3}}(L_{x},t)=0, (33c)

and the other with deterministic equations in the bulk and noise-driven contact lines

h3t=γh033μ4h3x4,\displaystyle\frac{\partial h_{3}}{\partial t}=-\frac{\gamma h_{0}^{3}}{3\mu}\frac{\partial^{4}h_{3}}{\partial x^{4}}, (34a)
h3(0,t)=N1(t),h3(Lx,t)=N2(t),\displaystyle h_{3}(0,t)=N_{1}(t),\>h_{3}(L_{x},t)=N_{2}(t), (34b)
3h3x3(0,t)=3h3x3(Lx,t)=0.\displaystyle\frac{\partial^{3}h_{3}}{\partial x^{3}}(0,t)=\frac{\partial^{3}h_{3}}{\partial x^{3}}(L_{x},t)=0. (34c)

We can then solve Eqs. (33) for h2(x,t)h_{2}(x,t) by decomposing it into wave modes φn(x)\varphi_{n}(x)

h2=n=1cn(t)φn(x),h_{2}=\sum_{n=1}^{\infty}c_{n}(t)\varphi_{n}(x), (35)

where cn(t)c_{n}(t) are wave amplitudes that can be expressed explicitly (see Appendix B.2). Similarly h3(x,t)h_{3}(x,t) can also be decomposed into wave modes φn(x)\varphi_{n}(x) and boundary modes,

h3(x,t)\displaystyle h_{3}(x,t) =n=1Nen(t)φn(x)\displaystyle=\sum_{n=1}^{N}e_{n}(t)\varphi_{n}(x)
+N1(t)(1xLx)(1xLxu10xLx)\displaystyle+N_{1}(t)\left(1-\frac{x}{L_{x}}\right)\left(1-\frac{x}{L_{x}}-u_{10}\frac{x}{L_{x}}\right)
+N2(t)xLx[xLxu20(1xLx)].\displaystyle+N_{2}(t)\frac{x}{L_{x}}\left[\frac{x}{L_{x}}-u_{20}\left(1-\frac{x}{L_{x}}\right)\right]. (36)

where en(t)e_{n}(t) are wave amplitudes with explicit expressions, and u10u_{10} and u20u_{20} are constants that are given in Appendix B.3. Note, only NN wave modes are considered for h3(x,t)h_{3}(x,t), opposed to infinitely many wave modes considered for h2(x,t)h_{2}(x,t). This is because the wave modes are not orthogonal to each other, so when solving the linear system for en(t)e_{n}(t), matrix GG is non-diagonal and it would be impossible to take its inverse if the dimension is infinite (see Appendix B.3). We can confirm numerically that this does not affect our results (the fluctuation amplitudes converge) and in Section IV we show that a cut-off on the number of wave modes is actually preferable.

II.2.3 Thermal-capillary-wave theory

We can obtain the fluctuation amplitude for h2h_{2} using thermal-capillary-wave theory. Similar to the 9090^{\circ}-contact-angle case, we substitute Eq. (27) into Eq. (11) and use the fact that the φn/x\partial\varphi_{n}/\partial x are orthogonal (see Appendix B.1) to obtain

E=γLxLy2n=1λn1/2cn2+other terms,E=\frac{\gamma L_{x}L_{y}}{2}\sum_{n=1}^{\infty}\lambda_{n}^{1/2}c_{n}^{2}+\hbox{other terms}, (37)

where the first term on the right hand is the change of surface area due to h2h_{2} and the other terms are the change of surface area due to h3h_{3} and cross terms of h2h_{2} and h3h_{3}. Applying the equipartition theorem to the h2h_{2} only terms we find

cn2=lT21LxLy1λn1/2.\langle c_{n}^{2}\rangle=l_{T}^{2}\frac{1}{L_{x}L_{y}}\frac{1}{\lambda_{n}^{1/2}}. (38)

Using the fact that cmcn=δmncn2\langle c_{m}c_{n}\rangle=\delta_{mn}\langle c_{n}^{2}\rangle (see Appendix B.2), finally, we have

h22(x)=lT21LxLyn=1φn2(x)λn1/2.\langle h_{2}^{2}(x)\rangle=l_{T}^{2}\frac{1}{L_{x}L_{y}}\sum_{n=1}^{\infty}\frac{\varphi_{n}^{2}(x)}{\lambda_{n}^{1/2}}. (39)

Note, alternatively one can derive cn2\langle c_{n}^{2}\rangle directly from the STFE, which includes time dependence,

cn2=kBTγ1LxLy1λ1/2(1exp(2Cλnt)),\langle c_{n}^{2}\rangle=\frac{k_{B}T}{\gamma}\frac{1}{L_{x}L_{y}}\frac{1}{\lambda^{1/2}}(1-\exp(-2C\lambda_{n}t)), (40)

where C=γh03/(3μ)C=\gamma h_{0}^{3}/(3\mu) (see Appendix B.2). At thermal equilibrium this agrees with Eq. (38).

II.2.4 Combined fluctuation amplitude

The fluctuations combine to give a total variance of

(h2+h3)2=h22+2h2h3+h32.\langle(h_{2}+h_{3})^{2}\rangle=\langle h_{2}^{2}\rangle+2\langle h_{2}h_{3}\rangle+\langle h_{3}^{2}\rangle. (41)

where h22\langle h_{2}^{2}\rangle is the fluctuation of the bulk, already calculated via thermal-capillary-wave theory, and h33\langle h_{3}^{3}\rangle is the fluctuation of the film originating from fluctuations of the contact lines. Notably, since the random variables 𝒩(x,t)\mathcal{N}(x,t), f1(t)f_{1}(t) and f2(t)f_{2}(t) are uncorrelated, h2h3=0\langle h_{2}h_{3}\rangle=0 (see Appendix B.4). An expression for h32(x)\langle h_{3}^{2}(x)\rangle, obtained from Eq. (187), can be found in Appendix B.4.

II.2.5 Molecular-dynamics simulations

Refer to caption
Figure 4: (a), (b) and (c) are MD snapshots in a region near the contact line and the chemical heterogeneity of the solid wall, showing the position of the contact line below, on and above the proposed pinning point respectively. Blue particles denote hydrophilic wall atoms and red particles denote the hydrophobic wall atoms. Liquid Argon atoms are in yellow. (d) shows a histogram of contact line position extracted from a single realization of MD simulations.
Table 2: Simulation parameters and their non-dimensional values (reduced units based on Lennard-Jones potential parameters) for pinned contact lines.
Property Nondim.value Value Unit
ϵsf1\epsilon_{sf1} 0.05 0.0835×10210.0835\times 10^{-21} J
ϵsf2\epsilon_{sf2} 0.62 1.0354×10211.0354\times 10^{-21} J
σsf1\sigma_{sf1} 0.8 0.2720.272 nm
σsf2\sigma_{sf2} 0.8 0.2720.272 nm

The MD simulations are the same as in Section II.1.2 with the exception that we need to pin the contact line. There are several ways to achieve this, for example, by using topographical defects on the solid substrate [65], but here we use the technique described by Kusudo et. al [66] using chemical heterogeneity. As shown in Fig. 4, this is achieved by using a hydrophilic wall (blue) beneath the film’s equilibrium height (h0h_{0}) and a hydrophobic one (red), which is less wettable, above it. The wettability of the walls are tuned by changing the interaction parameters between solid and liquid, ϵsf1\epsilon_{sf1} and ϵsf2\epsilon_{sf2} [51]. This results in the position of the contact line following a Gaussian distribution with mean h0h_{0}, when in thermal equilibrium, as can be seen from Fig. 4 (d). The variance depends on the equilibrium contact angles (i.e. on the ϵsf\epsilon_{sf}’s) of the walls and a small variance is preferable to mimic perfect pinning. Our choice of parameters are shown in Table 2.

Four different film lengths are tested: Film 4 (Lx=13.04L_{x}=13.04 nm), Film 5 (Lx=25.99L_{x}=25.99 nm), Film 6 (Lx=51.29L_{x}=51.29 nm) and Film 7 (Lx=102.30L_{x}=102.30 nm). The film width Ly=2.94L_{y}=2.94 nm and the initial film height h0=4.85h_{0}=4.85 nm are the same as in the 9090^{\circ}-contact-angle case. The equilibration time tct_{c} can be estimated from Eq. (107). Multiple independent MD simulations are performed (Film 4: 1818, Film 5: 1010, Film 6: 1010 and Film 7: 2020).

Refer to caption
Figure 5: Standard deviation of fluctuations for the films with partially pinned contact lines (black: Lx=13.04L_{x}=13.04 nm, blue: Lx=25.99L_{x}=25.99 nm, green: Lx=51.29L_{x}=51.29 nm, red: Lx=102.30L_{x}=102.30 nm): (a) shows a comparison of MD (dashed lines with circles), theory via Eq. (41) (solid lines) and the classic thermal-capillary-wave theory for periodic films (dashed lines) predicted by Eq. (4); (b) shows the decomposition of theory Eq. (41), where the dashed lines represent the amplitudes of fluctuations caused by thermal noise in bulk, the dotted lines represent the amplitudes of fluctuations caused by noise on the contact lines and the solid lines represent the full fluctuation amplitudes.

Fig. 5(a) shows the fluctuation amplitudes of the free surface obtained from MD simulations using bins with side length 1.5σff1.5\sigma_{f\!f} in the xx-direction and 1.4σff1.4\sigma_{f\!f} in the yy-direction, which agree well with the theoretical predictions, Eq. (41). Notably, the largest difference between the MD and theory occurs for the shortest films; an effect we will revisit in Section IV. One can see that the fluctuation amplitudes of films with partially pinned contact lines have a saddle shape with one trough and two crests, symmetric about x=Lx/2x=L_{x}/2 as we would expect. In contrast to the previous case of a fixed contact angle, here the fluctuations are almost everywhere lower than those for a periodic film. The amplitudes dip significantly at the wall, due to the pinning effect, but do not reach zero due to the oscillations around the pinning position. Moreover, the positions of the trough and the crests relative to the length of the film are fixed, showing again that the boundary effects propagate across the film. Lastly, as suggested by our theory Eq. (41), the fluctuation amplitudes of the free surface can be attributed to the thermal noise in the bulk h22\sqrt{\langle h_{2}^{2}\rangle} and the fluctuations of the contact line h33\sqrt{\langle h_{3}^{3}\rangle}. From the decomposition of fluctuation amplitudes shown in Fig. 5 (b) one can see that the effect of contact line fluctuations is limited to the region near the boundaries and clearly in this regime the bulk fluctuations are stronger than the contact-line-driven motions.

III 3D circular Bounded thin films

Refer to caption
Figure 6: An illustration of the geometry of the 3D circular thin films (half to show cross section).

Let us now extend our investigation to three-dimensional bounded nanofilms. In 3D, the position of the free surface h(𝐱,t)h(\mathbf{x},t) is given by the thin-film equation (TFE) [67] as

ht=γ3μ(h32h),\frac{\partial h}{\partial t}=-\frac{\gamma}{3\mu}\nabla\cdot\left(h^{3}\nabla\nabla^{2}h\right), (42)

and its stochastic version [42, 43, 40] is

ht=γ3μ(h32h)+2kBT3μ(h3/2𝓝),\frac{\partial h}{\partial t}=-\frac{\gamma}{3\mu}\nabla\cdot\left(h^{3}\nabla\nabla^{2}h\right)+\sqrt{\frac{2k_{B}T}{3\mu}}\nabla\cdot\left(h^{3/2}\bm{\mathcal{N}}\right), (43)

with thermal noise uncorrelated in space and time:

𝒩i(𝐱,t)𝒩j(𝐱,t)=δijδ(𝐱𝐱)δ(tt).\langle\mathcal{N}_{i}(\mathbf{x},t)\mathcal{N}_{j}(\mathbf{x}^{\prime},t^{\prime})\rangle=\delta_{ij}\delta(\mathbf{x}-\mathbf{x}^{\prime})\delta(t-t^{\prime}). (44)

As in quasi-2D, thermal fluctuations drive nanowaves on the free surface. When periodic boundary conditions (i.e. an unconfined film) are considered on a square domain of length LL the perturbation δh\delta h to the average film height can be decomposed into Fourier modes and the fluctuation amplitude is given by

δh2\displaystyle\langle\delta h^{2}\rangle =lT2π2m=1n=11m2+n2,\displaystyle=\frac{l_{T}^{2}}{\pi^{2}}\sum_{m=1}^{\infty}\sum_{n=1}^{\infty}\frac{1}{m^{2}+n^{2}}, (45)

where mm and nn are wavenumbers in the xx-direction and the yy-direction. Unlike quasi-2D, this summation is unbounded and therefore an upper limit to the wavenumbers mm and nn is required. A natural choice is to consider a ‘cut-off’ length scale c\ell_{c}, such that wave modes with length scale less than c\ell_{c} are ignored [68, 69, 49]

δh2\displaystyle\langle\delta h^{2}\rangle =lT2π2m=1m<L/cn=1n<L/c1m2+n2,\displaystyle=\frac{l_{T}^{2}}{\pi^{2}}\sum_{m=1}^{m<L/\ell_{c}}\sum_{n=1}^{n<L/\ell_{c}}\frac{1}{m^{2}+n^{2}}, (46)

A discussion on the significance of the requirement for a cut-off length scale is provided in Section IV. If L/c1L/\ell_{c}\gg 1, which is not unreasonable given c\ell_{c} will be on the molecular scale, the summation Eq. (46) can be approximated by

δh2lT2lnLc,\langle\delta h^{2}\rangle\approx l_{T}^{2}\ln\frac{L}{\ell_{c}}, (47)

showing a logarithmic growth of the fluctuation amplitude with the length of the domain LL. This growth, although much slower than the linear growth in Eq. (4) for the quasi-2D periodic boundary case, is nevertheless unbounded as LL\to\infty.

Let us now consider how the analysis is modified when we have confined 3D films. In particular, we choose to confine liquid films in circular domains by solid walls as illustrated in Fig. 6. As in quasi-2D, we apply two different boundary conditions: (i) 9090^{\circ} contact angle and (ii) pinned contact line.

III.1 Prescribed Angle at 9090^{\circ}

It is natural to conduct the analysis in cylindrical coordinates (r,θ,z)(r,\theta,z), with a thin film h=h(r,θ,t)h=h(r,\theta,t) of equilibrium height h0h_{0} confined by an impermeable wall at r=ar=a. Then, a prescribed 9090^{\circ} contact angle corresponds to

hr|r=a=0,θ[0,2π).\left.\frac{\partial h}{\partial r}\right|_{r=a}=0,\qquad\theta\in[0,2\pi). (48)

and impermeability of the wall is

2h|r=a𝒓^=0,θ[0,2π).\left.\nabla\nabla^{2}h\right|_{r=a}\cdot\hat{\bm{r}}=0,\qquad\theta\in[0,2\pi). (49)

The impermeability condition corresponds to a projection of the flux onto the direction normal to the wall, given by 𝒓^\hat{\bm{r}}, which is a unit vector in rr.

Linearizing the 3D TFE, Eq. (42), and solving the eigenvalue problem with the above boundary conditions (Eq. (48) and Eq. (49)), we obtain the following wave modes: (see Appendix C.1)

Υn,α1(r,θ)\displaystyle\Upsilon^{1}_{n,\alpha}(r,\theta) =cos(nθ)χn,α(r),\displaystyle=\cos(n\theta)\chi_{n,\alpha}(r), (50)
Υn,α2(r,θ)\displaystyle\Upsilon^{2}_{n,\alpha}(r,\theta) =sin(nθ)χn,α(r).\displaystyle=\sin(n\theta)\chi_{n,\alpha}(r). (51)

Here

χn,α(r)=Jn(ωn,αr),n=0,1,,\chi_{n,\alpha}(r)=J_{n}(\omega_{n,\alpha}r),\qquad n=0,1,\ldots, (52)

are the wave modes in rr. JnJ_{n} is the nnth Bessel function of the first kind. The dispersion relation

Jn(ωa)=0,n=0,1,J^{\prime}_{n}(\omega a)=0,\qquad n=0,1,\ldots (53)

where denotes a derivative, is derived from solving the eigenvalue problem; from the dispersion relation we obtain the frequencies {ωn,α:α=1,2,}\{\omega_{n,\alpha}:\alpha=1,2,\ldots\}. Fig. 7 gives an illustration of χn,α(r)\chi_{n,\alpha}(r) with different nn and α\alpha. One can see that the 9090^{\circ}-contact-angle condition is satisfied. As nn increases the position of the first crest gets further away from the origin and there is an expanded region in which the wave mode’s amplitude is negligible.

Refer to caption
Figure 7: Wave modes χn,α(r)\chi_{n,\alpha}(r) for the circular-bounded 3D film with 9090^{\circ} contact angle. nn is the wave number in θ\theta and α\alpha is the wave number in rr. α=2\alpha=2 for black lines and α=5\alpha=5 for red lines.

III.1.1 Thermal-capillary-wave theory

The free surface can be written in terms of the wave modes:

h(r,θ,t)=h0+h4(r,θ,t),h(r,\theta,t)=h_{0}+h_{4}(r,\theta,t), (54)

where the perturbation h4h_{4} is

h4(r,θ,t)=n=0α=1\displaystyle h_{4}(r,\theta,t)=\sum_{n=0}^{\infty}\sum_{\alpha=1}^{\infty} [An,α(t)Υ1n,α(r,θ)\displaystyle\Big{[}A_{n,\alpha}(t)\Upsilon^{1}_{n,\alpha}(r,\theta)
+Bn,α(t)Υ2n,α(r,θ)].\displaystyle+B_{n,\alpha}(t)\Upsilon^{2}_{n,\alpha}(r,\theta)\Big{]}. (55)

Then we can calculate the energy of a perturbed surface (see Appendix C.2)

E\displaystyle E =γ(02π0a1+(hr)2+1r2(hθ)2rdrdθπa2)\displaystyle=\gamma\Bigg{(}\int_{0}^{2\pi}\int_{0}^{a}\sqrt{1+\left(\frac{\partial h}{\partial r}\right)^{2}+\frac{1}{r^{2}}\left(\frac{\partial h}{\partial\theta}\right)^{2}}rdrd\theta-\pi a^{2}\Bigg{)}
γ202π0a((hr)2+1r2(hθ)2)rdrdθ\displaystyle\approx\frac{\gamma}{2}\int_{0}^{2\pi}\int_{0}^{a}\left(\left(\frac{\partial h}{\partial r}\right)^{2}+\frac{1}{r^{2}}\left(\frac{\partial h}{\partial\theta}\right)^{2}\right)rdrd\theta
=γπα=1A0,α2S0,α+γπ2n=1α=1(An,α2+Bn,α2)Sn,α,\displaystyle=\gamma\pi\sum_{\alpha=1}^{\infty}A_{0,\alpha}^{2}S_{0,\alpha}+\frac{\gamma\pi}{2}\sum_{n=1}^{\infty}\sum_{\alpha=1}^{\infty}(A_{n,\alpha}^{2}+B_{n,\alpha}^{2})S_{n,\alpha}, (56)

where

Sn,α=12(ωn,α2a2n2)Jn2(ωn,αa).S_{n,\alpha}=\frac{1}{2}(\omega_{n,\alpha}^{2}a^{2}-n^{2})J_{n}^{2}(\omega_{n,\alpha}a). (57)

Since the wave modes are orthogonal to each other (see Appendix C.2) and the energy is quadratic in the amplitudes, we can use the equipartition theorem to give

kBT2=γS0,αA0,α2\frac{k_{B}T}{2}=\gamma S_{0,\alpha}\langle A_{0,\alpha}^{2}\rangle (58)

and

kBT2=γπ2Sn,αAn,α2=γπ2Sn,αBn,α2,\frac{k_{B}T}{2}=\frac{\gamma\pi}{2}S_{n,\alpha}\langle A_{n,\alpha}^{2}\rangle=\frac{\gamma\pi}{2}S_{n,\alpha}\langle B_{n,\alpha}^{2}\rangle, (59)

so that the (position-dependent) variance of fluctuations is given by

h42(r,θ)\displaystyle\langle h_{4}^{2}(r,\theta)\rangle =kBTγ1π[α=112S0,αχ0,α2(r)\displaystyle=\frac{k_{B}T}{\gamma}\frac{1}{\pi}\Big{[}\sum_{\alpha=1}^{\infty}\frac{1}{2S_{0,\alpha}}\chi_{0,\alpha}^{2}(r)
+n=1α=11Sn,αχn,α2(r)].\displaystyle+\sum_{n=1}^{\infty}\sum_{\alpha=1}^{\infty}\frac{1}{S_{n,\alpha}}\chi_{n,\alpha}^{2}(r)\Big{]}. (60)

Note that the variance is only rr dependent, since periodicity in θ\theta eliminates variations.

Asymptotic analysis shows that Sn,αS_{n,\alpha} increases with nn linearly (see Appendix C.2). So the summation over nn in Eq. (60) diverges as nn\to\infty and a cut-off for smallest length scale c\ell_{c} should be introduced, as we’ve already seen for the periodic (i.e. unbounded) 3D film Eq. (46).

Applying a cut-off length scale in polar coordinates is non-trivial, as the modes in the rr and the θ\theta directions differ, in contrast to the Cartesian case, and the radial wavemodes have non-trivial form. To do so, we define the length scale of a wave mode fn,α(r,θ)f_{n,\alpha}(r,\theta) as

(fn,α)=maxr[0,a],θ[0,2π]|fn,α(r,θ)|maxr[0,a],θ[0,2π]|fn,α(r,θ)|,\mathcal{L}(f_{n,\alpha})=\frac{\max_{r\in[0,a],\theta\in[0,2\pi]}|f_{n,\alpha}(r,\theta)|}{\max_{r\in[0,a],\theta\in[0,2\pi]}\left|\nabla f_{n,\alpha}(r,\theta)\right|}, (61)

where |||| is the absolute value and \nabla is the gradient operator. For simplicity, we denote the length scale of the wave mode for the 9090^{\circ}-contact-angle case as L90n,α=(Υ1n,α)L^{90}_{n,\alpha}=\mathcal{L}(\Upsilon^{1}_{n,\alpha}), and one can easily check that (Υ1n,α)=(Υ2n,α)\mathcal{L}(\Upsilon^{1}_{n,\alpha})=\mathcal{L}(\Upsilon^{2}_{n,\alpha}). We then introduce a threshold function

Z90(c,n,α)={1, if Ln,α90c0, if Ln,α90<c,Z^{90}(\ell_{c},n,\alpha)=\begin{cases}1,&\text{ if }L_{n,\alpha}^{90}\geq\ell_{c}\\ 0,&\text{ if }L_{n,\alpha}^{90}<\ell_{c}\end{cases}, (62)

to identify wave modes with length scale greater than a chosen c\ell_{c}. Finally, we apply the cut-off to Eq. (60)

h42(r,θ)\displaystyle\langle h_{4}^{2}(r,\theta)\rangle =kBTγ1π[α=1Z90(c,0,α)2S0,αχ0,α2(r)\displaystyle=\frac{k_{B}T}{\gamma}\frac{1}{\pi}\Big{[}\sum_{\alpha=1}^{\infty}\frac{Z^{90}(\ell_{c},0,\alpha)}{2S_{0,\alpha}}\chi_{0,\alpha}^{2}(r)
+n=1α=1Z90(c,n,α)Sn,αχn,α2(r)]\displaystyle+\sum_{n=1}^{\infty}\sum_{\alpha=1}^{\infty}\frac{Z^{90}(\ell_{c},n,\alpha)}{S_{n,\alpha}}\chi_{n,\alpha}^{2}(r)\Big{]} (63)

which regularizes the unbounded sum. The effect of cut-offs will be further discussed in Section IV.

III.1.2 Molecular-dynamics simulations

The setup of the MD simulations is very similar to before, except for geometry. The cylindrical side wall is joined by a circular base, both 55 layers of Platinum atoms in fcc, to form a ‘cup’. An equilibrated h0=2.5h_{0}=2.5 nm thick Argon liquid film is then placed on top of the base with a 0.170.17 nm gap, as in Section II.1.2. Equilibrated Argon vapor is then placed on top of the liquid. Non-periodic boundary conditions with reflective walls are applied at the top, as a result the vapor can not escape the cup. Fig. 8 (a) gives a snapshot of the MD simulation.

Refer to caption
Figure 8: Snapshots of MD simulations for a 3D circular film: (a) shows the cross section, (b) shows the top view with the circular mesh used for extracting the free surface position.

The position of the free surface is measured using the number density and binning technique, with a circular mesh used to reduce errors near the wall. Calculation of number density and identification of liquid Argon particles are the same as for quasi-2D. To define the vertical bins, we: (i) choose the number of layers NlN_{l}, (ii) create a center bin as a circle with radius rm=a/(2Nl1)r_{m}=a/(2N_{l}-1) and area πrm2\pi r_{m}^{2}, (iii) ensure bins in the other layers are rings with width of 2rm2r_{m}, (iv) divide each ring equally into tiles such that the area of each tile is also πrm2\pi r_{m}^{2}. Fig. 8 (b) shows an illustration of the circular mesh with NL=12N_{L}=12. The characteristic length scale of the mesh is given by the square root of the area of the tiles Lm=πrm2L_{m}=\sqrt{\pi r_{m}^{2}}.

The parameters for the MD simulations are still given in Table 1 and we confirm that the average contact angle remains at 9090 degrees. Films with two different radii are tested: Film 8 (a=11.81a=11.81 nm) and Film 9 (a=23.39a=23.39 nm). The average height h0h_{0} of the free surface is measured to be 2.472.47 nm.

Refer to caption
Figure 9: Standard deviation of fluctuations for 9090^{\circ}-contact-angle 3D circular films with two different radii (black: a=11.81a=11.81 nm, red: a=23.39a=23.39 nm). MD simulation results (dashed lines with circles) and theory Eq. (63) (solid lines) are normalized by the thermal scale lTl_{T}.

The fluctuation amplitudes extracted from MD simulations are averaged over θ\theta since they are only rr dependent. Fig. 9 shows the fluctuation amplitudes of 3D circular bounded films with a 9090^{\circ} contact angle (normalized by the thermal length scale lTl_{T}) obtained from MD simulations and compared with the theoretical prediction Eq. (63). The smallest length scale allowed in the theory is chosen to be c=σff\ell_{c}=\sigma_{f\!f} and the length scale of the circular mesh for MD is chosen proportionally Lm=1.77cL_{m}=1.77\ell_{c} (i.e. rm=σffr_{m}=\sigma_{f\!f}). One can see that the MD results agree well with Eq. (63) for both films, while the agreement improves as the film gets larger. The MD results indicate that similar to the quasi-2D films with 9090^{\circ} contact angle, the minimum of the fluctuation amplitude is found at the center of the film. This is because the first crest of wave modes for n1n\geq 1 get pushed further away from the origin as nn increases, shown in Fig. (7), distributing less energy to the center and more energy towards the boundary. One can also observe oscillations in the theory near the origin, which is absent in MD simulation results. This could indicate that a better cut-off mechanism is needed near the singularity (r=0r=0), or MD resolutions may need to be increased to capture the oscillation; both worthy of future investigation.

III.2 Pinned contact lines

Next, we consider the case where the contact line is pinned onto the wall. As mentioned in Section II.2, in practice the contact line will always oscillate in MD simulations. However, due to the complexity in 3D, and the relatively less prominent influence of contact line fluctuations previously observed, the theory we develop will only consider the contact line being pinned perfectly onto the wall. It will be interesting in future work to explore the oscillation of the contact line in 3D. The pinned-contact-line boundary condition for the 3D circular film is given by

h(a,θ)=h0,θ[0,2π].h(a,\theta)=h_{0},\qquad\theta\in[0,2\pi]. (64)

Together with Eq. (42) and Eq. (49) we can obtain the appropriate wave modes (see Appendix D.1)

Ψ1n,α(r,θ)=cos(nθ)ψn,α(r),\displaystyle\Psi^{1}_{n,\alpha}(r,\theta)=\cos(n\theta)\psi_{n,\alpha}(r), (65)
Ψ2n,α(r,θ)=sin(nθ)ψn,α(r).\displaystyle\Psi^{2}_{n,\alpha}(r,\theta)=\sin(n\theta)\psi_{n,\alpha}(r). (66)

Here

ψn,α(r)=Jn(ζn,αr)Jn(ζn,αa)In(ζn,αa)\displaystyle\psi_{n,\alpha}(r)=J_{n}(\zeta_{n,\alpha}r)-\frac{J_{n}(\zeta_{n,\alpha}a)}{I_{n}(\zeta_{n,\alpha}a)} In(ζn,αr),\displaystyle I_{n}(\zeta_{n,\alpha}r),
n=0,1,\displaystyle n=0,1,\ldots (67)

are the wave modes in rr. InI_{n} is the nnth modified Bessel function of first kind. The frequencies {ζn,α:α=1,2,}\{\zeta_{n,\alpha}:\alpha=1,2,\ldots\} are obtained from a dispersion relation

2nJn(ζa)In(ζa)\displaystyle 2nJ_{n}(\zeta a)I_{n}(\zeta a) +ζa[Jn(ζa)In+1(ζa)\displaystyle+\zeta a\Big{[}J_{n}(\zeta a)I_{n+1}(\zeta a)
Jn+1(ζa)In(ζa)]=0,\displaystyle-J_{n+1}(\zeta a)I_{n}(\zeta a)\Big{]}=0, (68)

derived from the eigenfunction problem. Fig. 10 gives an illustration of ψn,α(r)\psi_{n,\alpha}(r) with different nn and α\alpha. The pinned boundary condition is satisfied and the distance between the origin and the first crest still increases with nn.

Refer to caption
Figure 10: Wave modes ψn,α(r)\psi_{n,\alpha}(r) for the circular bounded 3D film with a pinned contact line. nn is the wave number in θ\theta and α\alpha is the wave number in rr. α=2\alpha=2 for black lines and α=5\alpha=5 for red lines.

III.2.1 Thermal-capillary-wave theory

If we perturb the free surface from the mean profile h0h_{0} we obtain

h(r,θ,t)=h0+h5(r,θ,t)h(r,\theta,t)=h_{0}+h_{5}(r,\theta,t) (69)

where the perturbation h5(r,θ,t)h_{5}(r,\theta,t) can be decomposed into wave modes:

h5(r,θ,t)=n=0α=1\displaystyle h_{5}(r,\theta,t)=\sum_{n=0}^{\infty}\sum_{\alpha=1}^{\infty} [Cn,α(t)Ψ1n,α(r,θ)\displaystyle\Big{[}C_{n,\alpha}(t)\Psi^{1}_{n,\alpha}(r,\theta)
+Dn,α(t)Ψ2n,α(r,θ)].\displaystyle+D_{n,\alpha}(t)\Psi^{2}_{n,\alpha}(r,\theta)\Big{]}. (70)

Following the same procedure as before, we find that the energy required to perturb the surface is given by (details see Appendix D.2)

E=γπα=1A0,α2K0,α+γπ2n=1α=1(Cn,α2+Dn,α2)Kn,α,E=\gamma\pi\sum_{\alpha=1}^{\infty}A_{0,\alpha}^{2}K_{0,\alpha}+\frac{\gamma\pi}{2}\sum_{n=1}^{\infty}\sum_{\alpha=1}^{\infty}(C_{n,\alpha}^{2}+D_{n,\alpha}^{2})K_{n,\alpha}, (71)

where

Kn,α\displaystyle K_{n,\alpha} =12ωn,α2a2(Jn1(ωn,αa)Jn+1(ωn,αa)\displaystyle=\frac{1}{2}\omega_{n,\alpha}^{2}a^{2}\Bigg{(}-J_{n-1}(\omega_{n,\alpha}a)J_{n+1}(\omega_{n,\alpha}a)
+In1(ωn,αa)In+1(ωn,αa)Jn2(ωn,αa)In2(ωn,αa))\displaystyle+I_{n-1}(\omega_{n,\alpha}a)I_{n+1}(\omega_{n,\alpha}a)\frac{J_{n}^{2}(\omega_{n,\alpha}a)}{I_{n}^{2}(\omega_{n,\alpha}a)}\Bigg{)} (72)

Assuming the wave modes are uncorrelated, we can apply the equipartition theorem:

kBT2=γK0,αC0,α2,\frac{k_{B}T}{2}=\gamma K_{0,\alpha}\langle C_{0,\alpha}^{2}\rangle, (73)
kBT2=γπ2Kn,αCn,α2=γπ2Kn,αDn,α2,\frac{k_{B}T}{2}=\frac{\gamma\pi}{2}K_{n,\alpha}\langle C_{n,\alpha}^{2}\rangle=\frac{\gamma\pi}{2}K_{n,\alpha}\langle D_{n,\alpha}^{2}\rangle, (74)

to find the variance of the fluctuations:

h52(r,θ)\displaystyle\langle h_{5}^{2}(r,\theta)\rangle =kBTγ1π[α=112K0,αψ0,α2(r)\displaystyle=\frac{k_{B}T}{\gamma}\frac{1}{\pi}\Big{[}\sum_{\alpha=1}^{\infty}\frac{1}{2K_{0,\alpha}}\psi_{0,\alpha}^{2}(r) (75)
+n=1α=11Kn,αψn,α2(r)].\displaystyle+\sum_{n=1}^{\infty}\sum_{\alpha=1}^{\infty}\frac{1}{K_{n,\alpha}}\psi_{n,\alpha}^{2}(r)\Big{]}. (76)

The value of Kn,αK_{n,\alpha} increases with nn linearly (see Appendix D.2) so that, as expected, the fluctuation amplitude diverges and a cut-off for length scale c\ell_{c} should be introduced. The length scales of the wave modes for the pinned case are again calculated by Eq. (61) and now denoted by Lpn,α=(Ψ1n,α)=(Ψ2n,α)L^{p}_{n,\alpha}=\mathcal{L}(\Psi^{1}_{n,\alpha})=\mathcal{L}(\Psi^{2}_{n,\alpha}). Introducing the threshold function

Zp(c,n,α)={1, if Ln,αpc0, if Ln,αp<c,Z^{p}(\ell_{c},n,\alpha)=\begin{cases}1,&\text{ if }L_{n,\alpha}^{p}\geq\ell_{c}\\ 0,&\text{ if }L_{n,\alpha}^{p}<\ell_{c}\end{cases}, (77)

and we can write the regularized sum as

h52(r,θ)\displaystyle\langle h_{5}^{2}(r,\theta)\rangle =kBTγ1π[α=1Zp(c,0,α)2K0,αψ0,α2(r)\displaystyle=\frac{k_{B}T}{\gamma}\frac{1}{\pi}\Big{[}\sum_{\alpha=1}^{\infty}\frac{Z^{p}(\ell_{c},0,\alpha)}{2K_{0,\alpha}}\psi_{0,\alpha}^{2}(r)
+n=1α=1Zp(c,n,α)Kn,αψn,α2(r)].\displaystyle+\sum_{n=1}^{\infty}\sum_{\alpha=1}^{\infty}\frac{Z^{p}(\ell_{c},n,\alpha)}{K_{n,\alpha}}\psi_{n,\alpha}^{2}(r)\Big{]}. (78)

The choice of cut-offs will be further discussed in Section IV.

III.2.2 Molecular-dynamics simulations

The geometry of the MD simulations is set and the position of the free surface is measured using the same methods described in Section III.1.2. MD parameters from Table 2 are used. The rest of the MD settings are the same as in Section II.1.2. Films with two different radii are tested: Film 10 (a=11.81a=11.81 nm) and Film 11 (a=23.39a=23.39 nm).

Refer to caption
Figure 11: Standard deviation of fluctuations for pinned-contact-line 3D circular films with two different radii (black: a=11.81a=11.81 nm, red: a=23.39a=23.39 nm). MD simulation results (dashed lines with circles) and theory Eq. (78) (solid lines) are normalized by thermal scale lTl_{T}.

Fig. 11 shows the spatial variation of fluctuation amplitudes of the 3D circular films with a pinned contact line. The figure compares the theoretical predictions of the fluctuation amplitudes Eq. (78) (by setting cut off length scale c=σff\ell_{c}=\sigma_{f\!f}) with the MD results (obtained with a circular binning mesh of characteristic length scale Lm=1.77cL_{m}=1.77\ell_{c}) ; again the overall agreement is very good, with improvements for larger films. The theoretical predictions also exhibit oscillations near the origin, whereas the MD results do not. This might suggest a singularity in the solution is requiring better cut-off mechanism, or a low MD resolution failed to detect the oscillations, as stated in Section III.1.2. Similar to the quasi-2D films with partially pinned contact lines, the MD results exhibit a trough at the center (r=0r=0 and x=Lx/2x=L_{x}/2) and a crest before reaching the boundary.

IV Discussion on minimum length scales

We have seen that our theoretical models for 3D films require a minimum length scale to be defined in order for predictions to be made; a length-scale ‘cut-off’ is needed. For the results presented, where we have compared to Molecular Dynamics, this cut-off was chosen on a physical basis, coinciding with the Lennard-Jones length-scale parameter σff\sigma_{f\!f}. Willis et. al [33] observed, in MD simulation, rapid attenuation of the fluctuation strength of thermal capillary waves (on a 2D film) at scales beneath σff\sigma_{f\!f}, and so this was a natural first choice.

However, in the case of MD, there is another length scale that might influence the results: the bin size over which measurements are spatially averaged. A more sophisticated choice of cut-off for our theoretical model should, then, be either bin size or σff\sigma_{f\!f}, whichever is larger. Up to now, coincidentally, they have been equal. To test if predictions from MD are indeed modified by the bin size when it is larger than σff\sigma_{f\!f}, and that our theoretical model with an appropriately adjusted cut-off predicts this, we have performed the data processing presented in Figure 12. It shows that, indeed, the overall fluctuation strength of the film in MD is influenced by the choice of bin size, and that this is well captured by the theory with a bin-size cut-off. Unfortunately, we were unable to perform simulations with bin sizes smaller than σff\sigma_{f\!f}, as done in Willis et. al [33], where we might expect the effect of bin size to disappear, revealing a minimum scale comparable with σff\sigma_{f\!f}. We leave this for clarification in follow-on work.

As these results indicate, be it physical (σff\sigma_{f\!f}) or numerical (bin size), the results from MD are affected by a minimum length scale. While we originally introduced the ‘cut-off’ out of necessity for a bounded sum in our theoretical model for 3D films, this discussion implies that introducing a cut-off in the theoretical model for quasi-2D films should still improve the comparison with MD. This comparison is made in Figure 13, and indeed there is a small but noticeable improvement in agreement.

Refer to caption
Figure 12: Standard deviation of fluctuation of 3D circular film with radius a=23.39a=23.39 nm and different boundary conditions: (a) 9090^{\circ} contact angle and (b) a pinned contact line. Theoretical predictions Eq. (63) Eq. (78) with different cut-off length scales c=σff\ell_{c}=\sigma_{f\!f}, 2σff2\sigma_{f\!f}, 3σff3\sigma_{f\!f} are given by solid lines. The circled lines are MD results obtained using different bin sizes Lm=1.77cL_{m}=1.77\ell_{c}.
Refer to caption
Figure 13: Comparison of fluctuation amplitudes for quasi-2D thin films extracted from MD (circled lines), theoretical predictions considering a cut-off (crossed lines) and without a cut-off (solid lines). (a) 9090^{\circ} contact angle, (b) partially pinned contact lines. Black: Lx=13.04L_{x}=13.04 nm, blue: Lx=25.99L_{x}=25.99 nm, green: Lx=51.29L_{x}=51.29 nm, red: Lx=102.30L_{x}=102.30 nm.

V Conclusion & Future Directions

In this article, we have uncovered the behavior of confined nanoscale films in thermal equilibrium. These results, in particular the spatial dependence of the fluctuation amplitude, could be validated experimentally, using either scattering techniques [23, 24, 25] or colloid-polymer mixtures to enable optical measurement [21] – quasi-2D results could be approximated using Hele-Shaw type geometries whilst 3D domains are the norm. Furthermore, the techniques used could be extended to tackle a range of other nanoscale flows including free films, drops or bubbles.

Our findings serve to further highlight the accuracy of fluctuating hydrodynamics to describe nanoscale fluid phenomena, or, put another way, to reproduce effects seen in molecular simulations at a fraction of the computational cost. Moreover, the results presented could provide useful benchmarks for computational schemes intended at describing nanoscale flows and give insight into the choice of cut-off used to regularize the singular noise terms in the stochastic partial differential equations; which can be achieved either using projections onto regular bases [48, 43] or just be crudely based on the numerical grid size.

Notably, in many cases one is interested primarily in the stability of nanovolumes. For thin films [13], the importance of thermal fluctuations has been established [16] but the relation to nano-confinement is yet to be determined; this could also be a direction of future research.

Acknowledgements.
This work was supported by the EPSRC grants EP/W031426/1, EP/S029966/1, EP/S022848/1, EP/P031684/1, EP/V01207X/1, EP/N016602/1 and the NSFC grant 12202437. Jingbang Liu is supported by a studentship within the UK Engineering and Physical Sciences Research Council–supported Centre for Doctoral Training in modeling of Heterogeneous Systems, Grant No. EP/S022848/1. The authors are grateful to Dr Ed Brambley for discussions on the orthogonality of eigenfunctions.

Appendix A Quasi-2D thin film with 9090^{\circ} contact angle

In this section we layout the technical details for the quasi-2D thin film with 9090^{\circ} contact angle.

A.1 Derivation of the wave modes

The surface wave can no longer be decomposed into Fourier modes since the boundary conditions are not periodic. To find appropriate wave modes, we first linearize the thin-film equation Eq. (1) and then solve the eigenvalue problem. Consider a perturbation to the free surface of the form

h(x,t)=h0+ϵh1(x)T(t),h(x,t)=h_{0}+\epsilon h_{1}(x)T(t), (79)

where we anticipate that the perturbation is separable in time T(t)T(t) and space h1(x)h_{1}(x), the steady state is a flat free surface h=h0h=h_{0} and ϵ1\epsilon\ll 1. Apply this to the thin-film equation (1), at the leading order we obtain a linear problem

1TdTdt=γh033μh1d4h1dx4=ω,\frac{1}{T}\frac{dT}{dt}=-\frac{\gamma h_{0}^{3}}{3\mu h_{1}}\frac{d^{4}h_{1}}{dx^{4}}=-\omega, (80)

where ω\omega is a constant and must be positive for stability. This gives an eigenvalue problem for h1(x)h_{1}(x) with corresponding boundary conditions

d4h1dx4=σh1,σ=3μωγh300\frac{d^{4}h_{1}}{dx^{4}}=\sigma h_{1},\qquad\sigma=\frac{3\mu\omega}{\gamma h^{3}_{0}}\geq 0 (81)
dh1dx|x=0=dh1dx|x=Lx=d3h1dx3|x=0=d3h1dx3|x=Lx.\left.\frac{dh_{1}}{dx}\right|_{x=0}=\left.\frac{dh_{1}}{dx}\right|_{x=L_{x}}=\left.\frac{d^{3}h_{1}}{dx^{3}}\right|_{x=0}=\left.\frac{d^{3}h_{1}}{dx^{3}}\right|_{x=L_{x}}. (82)

Solving the eigenvalue problem gives the appropriate wave modes

ϕn(x)=cos((σn)1/4x),n=1,2,,\phi_{n}(x)=\cos\left((\sigma_{n})^{1/4}x\right),\>n=1,2,\ldots, (83)

where the associated eigenvalues are

σn=(nπLx)4,n=1,2,\sigma_{n}=\left(\frac{n\pi}{L_{x}}\right)^{4},\>n=1,2,\ldots (84)

Solving Eq. (80) for T(t)T(t) we get

T=T0exp(ωt)=T0exp(σγh033μt),T=T_{0}\exp(-\omega t)=T_{0}\exp\left(-\sigma\frac{\gamma h_{0}^{3}}{3\mu}t\right), (85)

which gives us an estimate of how fast the perturbation decay and how long it takes for the wave modes to equilibrate. The wave mode with longest length scale takes longest to equilibrate

te3μγh03σ1.t_{e}\approx\frac{3\mu}{\gamma h_{0}^{3}\sigma_{1}}. (86)

In this subsection we (i) derived the wave modes for quasi-2D 9090^{\circ}-contact-angle case and (ii) evaluated the time for the wave modes to equilibriate, which guides us to the runtime of MD simulations.

A.2 Fluctuation amplitude from the STFE

Applying Eq. (8) to the STFE Eq. (2), at the leading order we obtain

n=1ϕndandt=γh03π43μLx4n=1n4anϕn+2kBTh033μLy𝒩x.\sum_{n=1}^{\infty}\phi_{n}\frac{da_{n}}{dt}=-\frac{\gamma h_{0}^{3}\pi^{4}}{3\mu L_{x}^{4}}\sum_{n=1}^{\infty}n^{4}a_{n}\phi_{n}+\sqrt{\frac{2k_{B}Th_{0}^{3}}{3\mu L_{y}}}\frac{\partial\mathcal{N}}{\partial x}. (87)

The noise is then expanded in the wave modes ϕ¯n=sin(nπx/Lx)\bar{\phi}_{n}=\sin(n\pi x/L_{x}), so that

𝒩(x,t)=m=1bm(t)ϕ¯m(x)\mathcal{N}(x,t)=\sum_{m=1}^{\infty}b_{m}(t)\bar{\phi}_{m}(x) (88)

and using the orthogonality of the ϕ¯\bar{\phi}’s and noting that 0Lϕ¯m2dx=Lx/2\int_{0}^{L}\bar{\phi}_{m}^{2}dx=L_{x}/2 we find

bm=2Lx0Lxϕ¯m𝒩dx.b_{m}=\frac{2}{L_{x}}\int_{0}^{L_{x}}\bar{\phi}_{m}\mathcal{N}dx. (89)

This allows us to write an equation for each mode

ϕndandt=Cn4anϕn+Dbndϕ¯ndx,\phi_{n}\frac{da_{n}}{dt}=-Cn^{4}a_{n}\phi_{n}+Db_{n}\frac{d\bar{\phi}_{n}}{dx}, (90)

where we have introduced constants A=γh03π43μLx4A=\frac{\gamma h_{0}^{3}\pi^{4}}{3\mu L_{x}^{4}} and B=2kBTh033μLyB=\sqrt{\frac{2k_{B}Th_{0}^{3}}{3\mu L_{y}}}. We can then rewrite Eq. (90) using an integrating factor to find

ϕnddt(aneAn4t)=BeAn4tbndϕ¯ndx.\phi_{n}\frac{d}{dt}\left(a_{n}e^{An^{4}t}\right)=Be^{An^{4}t}b_{n}\frac{d\bar{\phi}_{n}}{dx}. (91)

Integrating both sides with time and assuming that the initial film is flat, i.e. an(0)=0a_{n}(0)=0, we have

ϕnan=BeAn4tdϕ¯ndx0teAn4τbn(τ)dτ.\phi_{n}a_{n}=Be^{-An^{4}t}\frac{d\bar{\phi}_{n}}{dx}\int_{0}^{t}e^{An^{4}\tau}b_{n}(\tau)d\tau. (92)

and noting dϕ¯ndx=nπLxϕn\frac{d\bar{\phi}_{n}}{dx}=\frac{n\pi}{L_{x}}\phi_{n}, we find

an(t)=BnπLxeAn4t0teAn4τbn(τ)dτ.a_{n}(t)=\frac{Bn\pi}{L_{x}}e^{-An^{4}t}\int_{0}^{t}e^{An^{4}\tau}b_{n}(\tau)d\tau. (93)

Next, using Eq. (3) and Eq. (89) we determine the properties of the noise coefficients

bn(τ)bn(s)\displaystyle\langle b_{n}(\tau)b_{n}(s)\rangle =4Lx2(0Lxϕ¯n(x)𝒩(x,τ)dx)\displaystyle=\langle\frac{4}{L_{x}^{2}}\left(\int_{0}^{L_{x}}\bar{\phi}_{n}(x)\mathcal{N}(x,\tau)dx\right)
×(0Lxϕ¯n(x)𝒩(x,s)dx)\displaystyle\times\left(\int_{0}^{L_{x}}\bar{\phi}_{n}(x^{\prime})\mathcal{N}(x^{\prime},s)dx^{\prime}\right)\rangle
=4Lx20Lx0Lxϕ¯n(x)ϕ¯n(x)\displaystyle=\frac{4}{L_{x}^{2}}\int_{0}^{L_{x}}\int_{0}^{L_{x}}\bar{\phi}_{n}(x)\bar{\phi}_{n}(x^{\prime})
×δ(xx)δ(τs)dxdx\displaystyle\times\delta(x-x^{\prime})\delta(\tau-s)dxdx^{\prime}
=2Lxδ(τs),\displaystyle=\frac{2}{L_{x}}\delta(\tau-s), (94)

from which we finally obtain

an2\displaystyle\langle a_{n}^{2}\rangle =2B2n2π2e2An4tLx30te2An4τdτ\displaystyle=\frac{2B^{2}n^{2}\pi^{2}e^{-2An^{4}t}}{L_{x}^{3}}\int_{0}^{t}e^{2An^{4}\tau}d\tau
=B2π2(1e2An4t)An2Lx3.\displaystyle=\frac{B^{2}\pi^{2}(1-e^{-2An^{4}t})}{An^{2}L_{x}^{3}}. (95)

This gives a time dependent version of an2\langle a_{n}^{2}\rangle, and as tt\to\infty (i.e. we approach thermal equilibrium) we have

an2=2kBTγπ2LxLy1n2,\langle a_{n}^{2}\rangle=\frac{2k_{B}T}{\gamma\pi^{2}}\frac{L_{x}}{L_{y}}\frac{1}{n^{2}}, (96)

which agrees with the result from thermal-capillary-wave theory Eq. (13).

We can also show that aman=δmnan2\langle a_{m}a_{n}\rangle=\delta_{mn}\langle a_{n}^{2}\rangle,

am(t)\displaystyle\langle a_{m}(t) an(t)=DeC(m4+n4)t\displaystyle a_{n}(t)\rangle=De^{-C(m^{4}+n^{4})t} (97)
×0t0teCm4s+Cn4τbm(s)bn(τ)dsdτ\displaystyle\times\int_{0}^{t}\int_{0}^{t}e^{Cm^{4}s+Cn^{4}\tau}\langle b_{m}(s)b_{n}(\tau)\rangle dsd\tau

where

bm(s)bn(τ)\displaystyle\langle b_{m}(s)b_{n}(\tau)\rangle =4Lx2(0Lxϕ¯m(x)𝒩(x,s)dx)(0Lxϕ¯n(x)𝒩(x,τ)dx)\displaystyle=\langle\frac{4}{L_{x}^{2}}\left(\int_{0}^{L_{x}}\bar{\phi}_{m}(x)\mathcal{N}(x,s)dx\right)\left(\int_{0}^{L_{x}}\bar{\phi}_{n}(x^{\prime})\mathcal{N}(x^{\prime},\tau)dx^{\prime}\right)\rangle
=4Lx40Lx0Lx𝒩(x,s)𝒩(x,τ)ϕ¯m(x)ϕ¯n(x)dxdx\displaystyle=\langle\frac{4}{L_{x}^{4}}\int_{0}^{L_{x}}\int_{0}^{L_{x}}\mathcal{N}(x,s)\mathcal{N}(x^{\prime},\tau)\bar{\phi}_{m}(x)\bar{\phi}_{n}(x^{\prime})dxdx^{\prime}\rangle
=4Lx20Lx0Lx𝒩(x,s)𝒩(x,τ)ϕ¯m(x)ϕ¯n(x)dxdx\displaystyle=\frac{4}{L_{x}^{2}}\int_{0}^{L_{x}}\int_{0}^{L_{x}}\langle\mathcal{N}(x,s)\mathcal{N}(x^{\prime},\tau)\rangle\bar{\phi}_{m}(x)\bar{\phi}_{n}(x^{\prime})dxdx^{\prime}
=2δ(sτ)Lx20Lϕ¯m(x)ϕ¯n(x)dx\displaystyle=\frac{2\delta(s-\tau)}{L_{x}^{2}}\int_{0}^{L}\bar{\phi}_{m}(x^{\prime})\bar{\phi}_{n}(x^{\prime})dx^{\prime}
=2δ(sτ)Lxδmn.\displaystyle=\frac{2\delta(s-\tau)}{L_{x}}\delta_{mn}. (98)

This shows that the wave modes are uncorrelated and is required in the calculation of Eq. (14).

In this subsection we showed that (i) the amplitudes of the wave mode an2\langle a_{n}^{2}\rangle can be derived directly from the STFE as a function of time, which agrees with thermal-capillary-wave theory at thermal equilibrium (as tt\to\infty) and (ii) the wave mode are uncorrelated, which is an requirement for the calculation in Eq. (14).

Appendix B Quasi-2D thin film with partially pinned contact lines

In this section we layout the technical details for quasi-2D thin film with partially pinned contact lines.

B.1 Derivation of wave modes

The partially pinned boundary condition given by Eq. (19) states that the contact-lines oscillates around the pinned point h0h_{0}. However, first we derive the wave modes with perfectly pinned boundary condition with the contact-lines pinned at h0h_{0}. After the same linearization as in Appendix A.1 we arrive at the eigenvalue problem with pinned and no-flux boundary conditions

d4h2dx4=λh2,\frac{d^{4}h_{2}}{dx^{4}}=\lambda h_{2}, (99)
h2(0)=h2(Lx)=d3h2dx3(0)=d3h2dx3(Lx)=0.h_{2}(0)=h_{2}(L_{x})=\frac{d^{3}h_{2}}{dx^{3}}(0)=\frac{d^{3}h_{2}}{dx^{3}}(L_{x})=0. (100)

The eigenvalue problem gives a general solution [70]

h2(x)\displaystyle h_{2}(x) =C1cosh(λ1/4x)+C2sinh(λ1/4x)\displaystyle=C_{1}\cosh(\lambda^{1/4}x)+C_{2}\sinh(\lambda^{1/4}x) (101)
+C3cos(λ1/4x)+C4sin(λ1/4x),\displaystyle+C_{3}\cos(\lambda^{1/4}x)+C_{4}\sin(\lambda^{1/4}x),

where C1C_{1}-C4C_{4} are constants to be determined. Substituting in the boundary conditions gives the appropriate wave modes

φn(x)\displaystyle\varphi_{n}(x) =sinh(λn1/4x)+sin(λn1/4x)\displaystyle=\sinh(\lambda_{n}^{1/4}x)+\sin(\lambda_{n}^{1/4}x) (102)
+K(cosh(λn1/4x)cos(λn1/4x))\displaystyle+K\big{(}\cosh(\lambda_{n}^{1/4}x)-\cos(\lambda_{n}^{1/4}x)\big{)}

where

K=(sinh(λn1/4Lx)+sin(λn1/4Lx))(cos(λn1/4Lx)cosh(λn1/4Lx)).K=\frac{\bigg{(}\sinh(\lambda_{n}^{1/4}L_{x})+\sin(\lambda_{n}^{1/4}L_{x})\bigg{)}}{\bigg{(}\cos(\lambda_{n}^{1/4}L_{x})-\cosh(\lambda_{n}^{1/4}L_{x})\bigg{)}}. (103)

The eigenvalues λn\lambda_{n} must satisfy

cosh(λ1/4nLx)cos(λ1/4nLx)=1,\cosh(\lambda^{1/4}_{n}L_{x})\cos(\lambda^{1/4}_{n}L_{x})=1, (104)

which gives us an estimate

λn(π/2+nπLx)4,n=1,2,\lambda_{n}\approx\left(\frac{\pi/2+n\pi}{L_{x}}\right)^{4},\qquad n=1,2,\ldots (105)

And for λ0=0\lambda_{0}=0, we have

φ0(x)=xLx(1xLx).\varphi_{0}(x)=\frac{x}{L_{x}}\left(1-\frac{x}{L_{x}}\right). (106)

Similar to Appendix (A.1) we can estimate the equilibration time tct_{c} by looking at the wave mode with longest length scale apart from 0

tc=3μγh03λ1.t_{c}=\frac{3\mu}{\gamma h_{0}^{3}\lambda_{1}}. (107)

Although the wave modes are not orthogonal, their first derivatives are, so that we are able to make analytic progress. To show this, let denote /x\partial/\partial x, then using integration by parts repeatedly we can show

λm0Lx\displaystyle\lambda_{m}\int_{0}^{L_{x}} φmφndx=0Lxφmφndx\displaystyle\varphi_{m}^{\prime}\varphi_{n}^{\prime}dx=\int_{0}^{L_{x}}\varphi_{m}^{\prime\prime\prime\prime\prime}\varphi_{n}^{\prime}dx
=[φmφn]0Lx+0Lxφmφndx\displaystyle=[\varphi_{m}^{\prime\prime\prime\prime}\varphi_{n}^{\prime}]_{0}^{L_{x}}+\int_{0}^{L_{x}}\varphi_{m}^{\prime\prime\prime\prime}\varphi_{n}^{\prime\prime}dx
=[φmφnφmφn]0Lx+0Lφmφndx\displaystyle=[\varphi_{m}^{\prime\prime\prime\prime}\varphi_{n}^{\prime}-\varphi_{m}^{\prime\prime\prime}\varphi_{n}^{\prime\prime}]_{0}^{L_{x}}+\int_{0}^{L}\varphi_{m}^{\prime\prime\prime}\varphi_{n}^{\prime\prime\prime}dx
=[φmφnφmφn+φmφn]0Lx\displaystyle=[\varphi_{m}^{\prime\prime\prime\prime}\varphi_{n}^{\prime}-\varphi_{m}^{\prime\prime\prime}\varphi_{n}^{\prime\prime}+\varphi_{m}^{\prime\prime}\varphi_{n}^{\prime\prime\prime}]_{0}^{L_{x}}
0Lxφmφndx\displaystyle-\int_{0}^{L_{x}}\varphi_{m}^{\prime\prime}\varphi_{n}^{\prime\prime\prime\prime}dx
=[φmφnφmφn+φmφnφmφn]0Lx\displaystyle=[\varphi_{m}^{\prime\prime\prime\prime}\varphi_{n}^{\prime}-\varphi_{m}^{\prime\prime\prime}\varphi_{n}^{\prime\prime}+\varphi_{m}^{\prime\prime}\varphi_{n}^{\prime\prime\prime}-\varphi_{m}^{\prime}\varphi_{n}^{\prime\prime\prime\prime}]_{0}^{L_{x}}
+0Lxφmφndx\displaystyle+\int_{0}^{L_{x}}\varphi_{m}^{\prime}\varphi_{n}^{\prime\prime\prime\prime\prime}dx
=λn0Lxφmφndx,\displaystyle=\lambda_{n}\int_{0}^{L_{x}}\varphi_{m}^{\prime}\varphi_{n}^{\prime}dx, (108)

where all the boundary terms vanish due to boundary conditions. Since λmλn\lambda_{m}\neq\lambda_{n}, we have shown that φ\varphi^{\prime} are orthogonal.

In this subsection we (i) derived the wave modes φn\varphi_{n} for quasi-2D thin films with partially pinned contact lines, (ii) derived the time for the wave modes to reach equilibrium, and (iii) showed that φn\varphi^{\prime}_{n} are orthogonal, which is used in derivation of Eq. (37).

B.2 Fluctuation amplitude from the STFE

Similar to before, we would like to derive the mean square displacement directly from the stochastic thin-film equation for h2h_{2}. Considering a perturbation and expanding it in the derived wave modes gives

h=h0+n=0cn(t)φn(x).h=h_{0}+\sum_{n=0}^{\infty}c_{n}(t)\varphi_{n}(x). (109)

Using similar arguments and noting that φn(4)=λnφn\varphi_{n}^{(4)}=\lambda_{n}\varphi_{n} we find

n=0φndcndt=γh033μn=1λncnφn+2kBTh033μLy𝒩x,\sum_{n=0}^{\infty}\varphi_{n}\frac{dc_{n}}{dt}=-\frac{\gamma h_{0}^{3}}{3\mu}\sum_{n=1}^{\infty}\lambda_{n}c_{n}\varphi_{n}+\sqrt{\frac{2k_{B}Th_{0}^{3}}{3\mu L_{y}}}\frac{\partial\mathcal{N}}{\partial x}, (110)

Note that λ0=0\lambda_{0}=0, this is why the second term begins with n=1n=1. To continue we need to expand the noise in some basis as well. Since there is already a first derivative in space on 𝒩\mathcal{N} we expand the noise with φ¯n=φn\bar{\varphi}_{n}=\varphi_{n}^{\prime\prime\prime}. Note that φ0=0\varphi_{0}^{\prime\prime\prime}=0, so φ¯0=0\bar{\varphi}_{0}=0. So we can write the noise in terms of the basis

𝒩(x,t)=m=1dm(t)φ¯m(x)\mathcal{N}(x,t)=\sum_{m=1}^{\infty}d_{m}(t)\bar{\varphi}_{m}(x) (111)

and using the orthogonality of φ¯m\bar{\varphi}_{m} and noting that 0Lxφ¯m2dx=Lx\int_{0}^{L_{x}}\bar{\varphi}_{m}^{2}dx=L_{x} we have

dm=1Lx0Lxφ¯m𝒩dx.d_{m}=\frac{1}{L_{x}}\int_{0}^{L_{x}}\bar{\varphi}_{m}\mathcal{N}dx. (112)

We can then rewrite equation (110) in each mode as

φndcndt=Cλncnφn+Ddndφ¯ndx,\varphi_{n}\frac{dc_{n}}{dt}=-C\lambda_{n}c_{n}\varphi_{n}+Dd_{n}\frac{d\bar{\varphi}_{n}}{dx}, (113)

where we have introduced new constants C=γh033μC=\frac{\gamma h_{0}^{3}}{3\mu} and D=2kBTh033μLyD=\sqrt{\frac{2k_{B}Th_{0}^{3}}{3\mu L_{y}}}. For φ0\varphi_{0} we have

dc0dt=0,\frac{dc_{0}}{dt}=0, (114)

and since the average free surface is flat we have c0=0c_{0}=0. We can then solve the ordinary differential equations for n0n\neq 0 as before to get

φncn=DeCλntdφ¯ndx0teCλnτdn(τ)dτ.\varphi_{n}c_{n}=De^{-C\lambda_{n}t}\frac{d\bar{\varphi}_{n}}{dx}\int_{0}^{t}e^{C\lambda_{n}\tau}d_{n}(\tau)d\tau. (115)

Noting dφ¯ndx=λ1/4φn\frac{d\bar{\varphi}_{n}}{dx}=\lambda^{1/4}\varphi_{n}, we have

cn=Dλn1/4eCλnt0teCλnτdn(τ)dτ.c_{n}=D\lambda_{n}^{1/4}e^{-C\lambda_{n}t}\int_{0}^{t}e^{C\lambda_{n}\tau}d_{n}(\tau)d\tau. (116)

Following equation (3) and (112) we find that

dn(τ)dn(s)\displaystyle\langle d_{n}(\tau)d_{n}(s)\rangle =1Lx2(0Lxφ¯n(x)𝒩(x,τ)dx)\displaystyle=\langle\frac{1}{L_{x}^{2}}\left(\int_{0}^{L_{x}}\bar{\varphi}_{n}(x)\mathcal{N}(x,\tau)dx\right)
×(0Lφ¯n(x)𝒩(x,s)dx)\displaystyle\times\left(\int_{0}^{L}\bar{\varphi}_{n}(x^{\prime})\mathcal{N}(x^{\prime},s)dx^{\prime}\right)\rangle
=1Lx20Lx0Lxφ¯n(x)φ¯n(x)\displaystyle=\frac{1}{L_{x}^{2}}\int_{0}^{L_{x}}\int_{0}^{L_{x}}\bar{\varphi}_{n}(x)\bar{\varphi}_{n}(x^{\prime})
×δ(xx)δ(τs)dxdx\displaystyle\times\delta(x-x^{\prime})\delta(\tau-s)dxdx^{\prime}
=1Lxδ(τs).\displaystyle=\frac{1}{L_{x}}\delta(\tau-s). (117)

So we can write

cn2\displaystyle\langle c_{n}^{2}\rangle =D2λn1/2e2Cλnt0teCλnτdn(τ)dτ\displaystyle=\langle D^{2}\lambda_{n}^{1/2}e^{-2C\lambda_{n}t}\int_{0}^{t}e^{C\lambda_{n}\tau}d_{n}(\tau)d\tau
×0teCλnsdn(s)ds\displaystyle\times\int_{0}^{t}e^{C\lambda_{n}s}d_{n}(s)ds\rangle
=D2(1e2Cλnt)2LxCλn1/2\displaystyle=\frac{D^{2}(1-e^{-2C\lambda_{n}t})}{2L_{x}C\lambda_{n}^{1/2}}
=kBTγ1LxLy1λn1/2(1e2Cλnt),\displaystyle=\frac{k_{B}T}{\gamma}\frac{1}{L_{x}L_{y}}\frac{1}{\lambda_{n}^{1/2}}(1-e^{-2C\lambda_{n}t}), (118)

and as tt\to\infty

cn2=kBTγ1LxLy1λn1/2\langle c_{n}^{2}\rangle=\frac{k_{B}T}{\gamma}\frac{1}{L_{x}L_{y}}\frac{1}{\lambda_{n}^{1/2}} (119)

Similarly we can also show that

dm(s)dn(τ)=δ(sτ)Lxδmn,\langle d_{m}(s)d_{n}(\tau)\rangle=\frac{\delta(s-\tau)}{L_{x}}\delta_{mn}, (120)

and so

cm(t)cn(t)\displaystyle\langle c_{m}(t)c_{n}(t)\rangle =D2λm1/4λn1/4eC(λm+λn)t\displaystyle=\langle D^{2}\lambda_{m}^{1/4}\lambda_{n}^{1/4}e^{-C(\lambda_{m}+\lambda_{n})t}
×0t0teCλms+Cλnτdm(s)dn(τ)dsdτ\displaystyle\times\int_{0}^{t}\int_{0}^{t}e^{C\lambda_{m}s+C\lambda_{n}\tau}d_{m}(s)d_{n}(\tau)dsd\tau\rangle
=D2λm1/4λn1/4LxeC(λm+λn)t\displaystyle=\frac{D^{2}\lambda_{m}^{1/4}\lambda_{n}^{1/4}}{L_{x}}e^{-C(\lambda_{m}+\lambda_{n})t}
×0teC(λm+λn)τδmndτ\displaystyle\times\int_{0}^{t}e^{C(\lambda_{m}+\lambda_{n})\tau}\delta_{mn}d\tau
=D2λm1/4λn1/4(1eC(λm+λn)t)LxC(λm+λn)δmn,\displaystyle=\frac{D^{2}\lambda_{m}^{1/4}\lambda_{n}^{1/4}(1-e^{-C(\lambda_{m}+\lambda_{n})t})}{L_{x}C(\lambda_{m}+\lambda_{n})}\delta_{mn}, (121)

as expected.

In this subsection we (i) derived the amplitude of the wave modes cn2\langle c_{n}^{2}\rangle directly from the STFE as a function of time, which confirms the result from thermal-capillary-wave theory Eq. (38) at thermal equilibrium (as tt\to\infty and (ii) showed that the wave modes are uncorrelated, which is used in the derivation Eq. (39) of the fluctuation amplitude h22\langle h_{2}^{2}\rangle.

B.3 Solving the linearized problem with Langevin motions on the boundaries

The problem we are looking to solve is given by

h3t=γh033μ4h3x4,\displaystyle\frac{\partial h_{3}}{\partial t}=-\frac{\gamma h_{0}^{3}}{3\mu}\frac{\partial^{4}h_{3}}{\partial x^{4}}, (122)
h3(0,t)=N1(t),h3(Lx,t)=N2(t),\displaystyle h_{3}(0,t)=N_{1}(t),\>h_{3}(L_{x},t)=N_{2}(t), (123)
3h3x3(0,t)=3h3x3(Lx,t)=0,\displaystyle\frac{\partial^{3}h_{3}}{\partial x^{3}}(0,t)=\frac{\partial^{3}h_{3}}{\partial x^{3}}(L_{x},t)=0, (124)

where N1(t)N_{1}(t) and N2(t)N_{2}(t) are Langevin diffusion process described as

ξdN1dt\displaystyle\xi\frac{dN_{1}}{dt} =kN1(t)+f1(t),\displaystyle=-kN_{1}(t)+f_{1}(t), (125)
ξdN2dt\displaystyle\xi\frac{dN_{2}}{dt} =kN2(t)+f2(t).\displaystyle=-kN_{2}(t)+f_{2}(t). (126)

Here ξ\xi is the coefficient of friction, kk is the harmonic constant. f1(t)f_{1}(t) and f2(t)f_{2}(t) are Gaussian noises that satisfy f1(s)f1(τ)=2ξkBTδ(sτ)\langle f_{1}(s)f_{1}(\tau)\rangle=2\xi k_{B}T\delta(s-\tau) and f2(s)f2(τ)=2ξkBTδ(sτ)\langle f_{2}(s)f_{2}(\tau)\rangle=2\xi k_{B}T\delta(s-\tau). This problem can be further divided into two sub-problems

h31t=γh033μ4h31x4,\displaystyle\frac{\partial h_{31}}{\partial t}=-\frac{\gamma h_{0}^{3}}{3\mu}\frac{\partial^{4}h_{31}}{\partial x^{4}}, (127a)
h31(0,t)=N1(t),h31(Lx,t)=0,\displaystyle h_{31}(0,t)=N_{1}(t),\>h_{31}(L_{x},t)=0, (127b)
3h31x3(0,t)=3h31x3(Lx,t)=0,\displaystyle\frac{\partial^{3}h_{31}}{\partial x^{3}}(0,t)=\frac{\partial^{3}h_{31}}{\partial x^{3}}(L_{x},t)=0, (127c)

and

h32t=γh033μ4h32x4,\displaystyle\frac{\partial h_{32}}{\partial t}=-\frac{\gamma h_{0}^{3}}{3\mu}\frac{\partial^{4}h_{32}}{\partial x^{4}}, (128a)
h32(0,t)=0,h32(Lx,t)=N2(t),\displaystyle h_{32}(0,t)=0,\>h_{32}(L_{x},t)=N_{2}(t), (128b)
3h32x3(0,t)=3h32x3(Lx,t)=0.\displaystyle\frac{\partial^{3}h_{32}}{\partial x^{3}}(0,t)=\frac{\partial^{3}h_{32}}{\partial x^{3}}(L_{x},t)=0. (128c)

Since Eq. (122) is linear it is easy to see that h3(x,t)=h31(x,t)+h32(x,t)h_{3}(x,t)=h_{31}(x,t)+h_{32}(x,t) is a solution. Now, h31(x,t)h_{31}(x,t) can be found with the following procedure. Let h31(x,t)=w1(x,t)+v1(x,t)h_{31}(x,t)=w_{1}(x,t)+v_{1}(x,t), where w1(x,t)=N1(t)(1x/Lx)2w_{1}(x,t)=N_{1}(t)(1-x/L_{x})^{2}. This choice of w1(x,t)w_{1}(x,t) ensures that

w1(0,t)=N1(t),w1(Lx,t)=0,w_{1}(0,t)=N_{1}(t),\>w_{1}(L_{x},t)=0, (129)

and

3w1x3=0.\frac{\partial^{3}w_{1}}{\partial x^{3}}=0. (130)

So after substituting h31(x,t)=w1(x,t)+v1(x,t)h_{31}(x,t)=w_{1}(x,t)+v_{1}(x,t) and Langevin diffusion to Eq. (122), we have

v1t+w1t=γ3μh03(4v1x4)\frac{\partial v_{1}}{\partial t}+\frac{\partial w_{1}}{\partial t}=-\frac{\gamma}{3\mu}h_{0}^{3}\left(\frac{\partial^{4}v_{1}}{\partial x^{4}}\right) (131)
v1(0,t)=v1(Lx,t)=0,v_{1}(0,t)=v_{1}(L_{x},t)=0, (132)
3v1x3(0,t)=3v1x3(L,t)=0,\frac{\partial^{3}v_{1}}{\partial x^{3}}(0,t)=\frac{\partial^{3}v_{1}}{\partial x^{3}}(L,t)=0, (133)
N1(0)(1xLx)2+v1(x,0)=0.N_{1}(0)\left(1-\frac{x}{L_{x}}\right)^{2}+v_{1}(x,0)=0. (134)

We then expand v1(x,t)v_{1}(x,t) and w1(x,t)/t\partial w_{1}(x,t)/\partial t in wave modes φn(x)\varphi_{n}(x) corresponding to the pinned contact line problem since it is a Dirichlet type boundary condition

v1(x,t)=α10(t)φ0(x)+i=1α1i(t)φi(x),v_{1}(x,t)=\alpha_{10}(t)\varphi_{0}(x)+\sum_{i=1}^{\infty}\alpha_{1i}(t)\varphi_{i}(x), (135)
wt(x,t)=β10(t)φ0(x)+i=1β1i(t)φi(x).\frac{\partial w}{\partial t}(x,t)=\beta_{10}(t)\varphi_{0}(x)+\sum_{i=1}^{\infty}\beta_{1i}(t)\varphi_{i}(x). (136)

Since the expression for wt\frac{\partial w}{\partial t} is known, we should be able to calculate β1i(t)\beta_{1i}(t) explicitly. However, since φi(x)\varphi_{i}(x) are not orthogonal we can only expand it with finitely many wave modes and calculate β1i(t)\beta_{1i}(t) by solving the linear system of finite unknowns. So

v1(x,t)=i=1Nα1i(t)φi(x),v_{1}(x,t)=\sum_{i=1}^{N}\alpha_{1i}(t)\varphi_{i}(x), (137)
wt(x,t)=i=1Nβ1i(t)φi(x).\frac{\partial w}{\partial t}(x,t)=\sum_{i=1}^{N}\beta_{1i}(t)\varphi_{i}(x). (138)

We then multiply both sides of Eq. (138) with φi(x)\varphi_{i}(x) and integrate w.r.t. xx from [0,Lx][0,L_{x}] to get

0Lxwt(x,t)φi(x)dx\displaystyle\int_{0}^{L_{x}}\frac{\partial w}{\partial t}(x,t)\varphi_{i}(x)dx (139)
=0LxdN1dt(t)(1xL)2φi(x)dx\displaystyle=\int_{0}^{L_{x}}\frac{dN_{1}}{dt}(t)(1-\frac{x}{L})^{2}\varphi_{i}(x)dx (140)
={dN1dt(t)Lx220,for i=0dN1dt(t)4Lxλi1/2tan(Lxλi1/42),for odd idN1dt(t)4Lx2λi3/4[2+Lxλi1/4cot(Lxλi1/42)],for even i\displaystyle=\begin{cases}\frac{dN_{1}}{dt}(t)\frac{L_{x}^{2}}{20},\;\text{for $i=0$}\\ -\frac{dN_{1}}{dt}(t)\frac{4}{L_{x}\lambda_{i}^{1/2}}\tan\left(\frac{L_{x}\lambda_{i}^{1/4}}{2}\right),\;\text{for odd $i$}\\ \frac{dN_{1}}{dt}(t)\frac{4}{L_{x}^{2}\lambda_{i}^{3/4}}\left[-2+L_{x}\lambda_{i}^{1/4}\cot\left(\frac{L_{x}\lambda_{i}^{1/4}}{2}\right)\right],\;\text{for even $i$}\end{cases} (141)
=j=0Nβ1j(t)0Lxϕj(x)ϕi(x)dx\displaystyle=\sum_{j=0}^{N}\beta_{1j}(t)\int_{0}^{L_{x}}\phi_{j}(x)\phi_{i}(x)dx (142)
=j=0Nβ1j(t)Gij,\displaystyle=\sum_{j=0}^{N}\beta_{1j}(t)G_{ij}, (143)

where GG is the matrix with

Gij\displaystyle G_{ij} =0Lxφi(x)φj(x)dx\displaystyle=\int_{0}^{L_{x}}\varphi_{i}(x)\varphi_{j}(x)dx (144)
={Lx330,for i=j=042Lxλi1/4cot(Lxλi1/4/2)Lxλi3/4,for i=0j is even or j=0i is eventan(λi1/4Lx/2)(λi1/4Lxtan(λi1/4Lx/2)+2)λi1/4,for i=j and i is odd,tan(λi1/4Lx/2)(λi1/4Lxcot(λi1/4Lx/2)2)λi1/4,for i=j and i is even,8λi1/4λj1/4(λi1/4tan(λi1/4Lx/2)λj1/4tan(λj1/4Lx/2))λiλj,for ij and both odd8λi1/4λj1/4(λj1/4cot(λj1/4Lx/2)λi1/4cot(λi1/4Lx/2))λiλj,for ij and both even0,otherwise.\displaystyle=\begin{cases}\frac{L_{x}^{3}}{30},\;\text{for $i=j=0$}\\ 4\frac{2-L_{x}\lambda_{i}^{1/4}\cot(L_{x}\lambda_{i}^{1/4}/2)}{L_{x}\lambda_{i}^{3/4}},\;\text{for $i=0$, $j$ is even or $j=0$, $i$ is even}\\ \frac{\tan(\lambda_{i}^{1/4}L_{x}/2)(\lambda_{i}^{1/4}L_{x}\tan(\lambda_{i}^{1/4}L_{x}/2)+2)}{\lambda_{i}^{1/4}},\;\text{for $i=j$ and $i$ is odd},\\ \frac{\tan(\lambda_{i}^{1/4}L_{x}/2)(\lambda_{i}^{1/4}L_{x}\cot(\lambda_{i}^{1/4}L_{x}/2)-2)}{\lambda_{i}^{1/4}},\;\text{for $i=j$ and $i$ is even},\\ \frac{8\lambda_{i}^{1/4}\lambda_{j}^{1/4}(\lambda_{i}^{1/4}\tan(\lambda_{i}^{1/4}L_{x}/2)-\lambda_{j}^{1/4}\tan(\lambda_{j}^{1/4}L_{x}/2))}{\lambda_{i}-\lambda_{j}},\;\text{for $i\neq j$ and both odd}\\ \frac{8\lambda_{i}^{1/4}\lambda_{j}^{1/4}(\lambda_{j}^{1/4}\cot(\lambda_{j}^{1/4}L_{x}/2)-\lambda_{i}^{1/4}\cot(\lambda_{i}^{1/4}L_{x}/2))}{\lambda_{i}-\lambda_{j}},\;\text{for $i\neq j$ and both even}\\ 0,\;\text{otherwise}.\end{cases} (145)

Then β1i(t)\beta_{1i}(t) can be solved explicitly in the form of u1iu_{1i}

β1i(t)=dN1dt(t)u1i.\beta_{1i}(t)=\frac{dN_{1}}{dt}(t)u_{1i}. (146)

Substituting in Eq. (125) we have

β1i(t)=u1i(kξN1(t)+1ξf1(t)).\beta_{1i}(t)=u_{1i}(-\frac{k}{\xi}N_{1}(t)+\frac{1}{\xi}f_{1}(t)). (147)

Now substitute Eq. (137), Eq. (138) and Eq. (147) into Eq. (131) we get

i=0N(dα1idt(t)φi(x)+(kξN1(t)+1ξf1(t))u1iφi(x))\displaystyle\sum_{i=0}^{N}\left(\frac{d\alpha_{1i}}{dt}(t)\varphi_{i}(x)+(-\frac{k}{\xi}N_{1}(t)+\frac{1}{\xi}f_{1}(t))u_{1i}\varphi_{i}(x)\right)
=i=1Nγ3μh03α1i(t)d4φidx4(x).\displaystyle=\sum_{i=1}^{N}-\frac{\gamma}{3\mu}h_{0}^{3}\alpha_{1i}(t)\frac{d^{4}\varphi_{i}}{dx^{4}}(x). (148)

Recalling

d4φidx4(x)=λiφi(x),\frac{d^{4}\varphi_{i}}{dx^{4}}(x)=\lambda_{i}\varphi_{i}(x), (149)

we have for λ0=0\lambda_{0}=0

(dα10dt(t)+u10dN1dt(t))φ0(x)=0.\left(\frac{d\alpha_{10}}{dt}(t)+u_{10}\frac{dN_{1}}{dt}(t)\right)\varphi_{0}(x)=0. (150)

and for i=1,2,,Ni=1,2,\ldots,N

dα1idt+γ3μh03λiα1i=(kξN1(t)1ξf1(t))u1i.\frac{d\alpha_{1i}}{dt}+\frac{\gamma}{3\mu}h_{0}^{3}\lambda_{i}\alpha_{1i}=(\frac{k}{\xi}N_{1}(t)-\frac{1}{\xi}f_{1}(t))u_{1i}. (151)

Denote C=γh033μC=\frac{\gamma h_{0}^{3}}{3\mu} and multiply both side with exp(Cλit)\exp(C\lambda_{i}t) we have

ddt\displaystyle\frac{d}{dt} (exp(Cλit)α1i(t))\displaystyle(\exp(C\lambda_{i}t)\alpha_{1i}(t))
=u1i(kξN1(t)1ξf1(t))exp(Cλit),\displaystyle=u_{1i}(\frac{k}{\xi}N_{1}(t)-\frac{1}{\xi}f_{1}(t))\exp(C\lambda_{i}t), (152)

integrate both side we have

exp(Cλit)\displaystyle\exp(C\lambda_{i}t) α1i(t)α1i(0)\displaystyle\alpha_{1i}(t)-\alpha_{1i}(0)
=u1i0t(kξN1(τ)1ξf1(τ))exp(Cλiτ)dτ.\displaystyle=u_{1i}\int_{0}^{t}(\frac{k}{\xi}N_{1}(\tau)-\frac{1}{\xi}f_{1}(\tau))\exp(C\lambda_{i}\tau)d\tau. (153)

Since the initial shape of the free surface is flat we know α1i(0)=0\alpha_{1i}(0)=0. Then for i=0i=0 we have

α10(t)=u10N1(t),\alpha_{10}(t)=-u_{10}N_{1}(t), (154)

and for i=1,2,,Ni=1,2,\ldots,N

α1i(t)\displaystyle\alpha_{1i}(t) =u1iexp(Cλit)×\displaystyle=u_{1i}\exp(-C\lambda_{i}t)\times
0t(kξN1(τ)1ξf1(τ))exp(Cλiτ)dτ.\displaystyle\int_{0}^{t}(\frac{k}{\xi}N_{1}(\tau)-\frac{1}{\xi}f_{1}(\tau))\exp(C\lambda_{i}\tau)d\tau. (155)

Thus we have an expression for h31(x,t)h_{31}(x,t)

h31(x,t)\displaystyle h_{31}(x,t) =i=1Nα1i(t)φi(x)\displaystyle=\sum_{i=1}^{N}\alpha_{1i}(t)\varphi_{i}(x)
+N1(t)(1xLx)(1xLxu10xLx).\displaystyle+N_{1}(t)\left(1-\frac{x}{L_{x}}\right)\left(1-\frac{x}{L_{x}}-u_{10}\frac{x}{L_{x}}\right). (156)

With the same procedure we can solve for h32h_{32} as well

h32(x,t)\displaystyle h_{32}(x,t) =i=1Nα2i(t)φi(x)\displaystyle=\sum_{i=1}^{N}\alpha_{2i}(t)\varphi_{i}(x)
+N2(t)xLx(xLxu20(1xLx)),\displaystyle+N_{2}(t)\frac{x}{L_{x}}\left(\frac{x}{L_{x}}-u_{20}(1-\frac{x}{L_{x}})\right), (157)

where for i=1,2,,Ni=1,2,\ldots,N

α2i(t)\displaystyle\alpha_{2i}(t) =u2iexp(Cλit)×\displaystyle=u_{2i}\exp(-C\lambda_{i}t)\times
0t(kξN2(τ)1ξf2(τ))exp(Cλiτ)dτ,\displaystyle\int_{0}^{t}(\frac{k}{\xi}N_{2}(\tau)-\frac{1}{\xi}f_{2}(\tau))\exp(C\lambda_{i}\tau)d\tau, (158)

and u2iu_{2i} is obtained similar to Eq. (146). And we can write out h3(x,t)h_{3}(x,t) in the required form

h3(x,t)\displaystyle h_{3}(x,t) =i=1Nei(t)φi(x)\displaystyle=\sum_{i=1}^{N}e_{i}(t)\varphi_{i}(x)
+N1(t)(1xLx)(1xLxu10xLx)\displaystyle+N_{1}(t)\left(1-\frac{x}{L_{x}}\right)\left(1-\frac{x}{L_{x}}-u_{10}\frac{x}{L_{x}}\right)
+N2(t)xLx(xLxu20(1xLx)),\displaystyle+N_{2}(t)\frac{x}{L_{x}}\left(\frac{x}{L_{x}}-u_{20}(1-\frac{x}{L_{x}})\right), (159)

where ei(t)=α1i(t)+α2i(t)e_{i}(t)=\alpha_{1i}(t)+\alpha_{2i}(t).

In this subsection we solved the linearized TFE with Langevin diffusion motion on the boundaries analytically and give the details of the derivation of Eq. (36).

B.4 Combined fluctuation amplitude

We first show that h2h3=0\langle h_{2}h_{3}\rangle=0. From Appendix B.3 we know h3(x,t)=h31(x,t)+h32(x,t)h_{3}(x,t)=h_{31}(x,t)+h_{32}(x,t), so

h2h3=h2h31+h2h32.\langle h_{2}h_{3}\rangle=\langle h_{2}h_{31}\rangle+\langle h_{2}h_{32}\rangle. (160)

By Eq. (35) and Eq. (156) we have

h2h31\displaystyle\langle h_{2}h_{31}\rangle =i=1j=1Nci(t)α1j(t)φi(x)φj(x)\displaystyle=\sum_{i=1}^{\infty}\sum_{j=1}^{N}\langle c_{i}(t)\alpha_{1j}(t)\rangle\varphi_{i}(x)\varphi_{j}(x)
+i=1N1(t)ci(t)φi(x)(1xLx)\displaystyle+\sum_{i=1}^{\infty}\langle N_{1}(t)c_{i}(t)\rangle\varphi_{i}(x)\left(1-\frac{x}{L_{x}}\right)
×(1xLxu10xLx).\displaystyle\times\left(1-\frac{x}{L_{x}}-u_{10}\frac{x}{L_{x}}\right). (161)

By Eq. (116) and Eq. (155) we have

ci(t)α1j(t)\displaystyle\langle c_{i}(t)\alpha_{1j}(t)\rangle =Du1jλi1/4eC(λi+λj)t\displaystyle=Du_{1j}\lambda_{i}^{1/4}e^{-C(\lambda_{i}+\lambda_{j})t}
×0t0teC(λiτ+λjs)1ξ(kN1(s)di(τ)\displaystyle\times\int_{0}^{t}\int_{0}^{t}e^{C(\lambda_{i}\tau+\lambda_{j}s)}\frac{1}{\xi}(k\langle N_{1}(s)d_{i}(\tau)\rangle
f1(s)di(τ))dτds\displaystyle-\langle f_{1}(s)d_{i}(\tau)\rangle)d\tau ds (162)

where N1(s)N_{1}(s) is the position of the fluctuating contact-line driven by random force f1(s)f_{1}(s) and di(τ)d_{i}(\tau) is random flux. By Eq. (116) we have

N1(t)ci(t)\displaystyle\langle N_{1}(t)c_{i}(t)\rangle =Dλi1/4eCλit0teCλiτdi(τ)N1(t)dτ.\displaystyle=D\lambda_{i}^{1/4}e^{-C\lambda_{i}t}\int_{0}^{t}e^{C\lambda_{i}\tau}\langle d_{i}(\tau)N_{1}(t)\rangle d\tau. (163)

If we consider that the random force f1(s)f_{1}(s) is uncorrelated to random flux di(τ)d_{i}(\tau), then by Eq. (B.4) we have ci(t)a1j(t)=0\langle c_{i}(t)a_{1j}(t)\rangle=0 and by Eq. (163) we have N1(t)ci(t)=0\langle N_{1}(t)c_{i}(t)\rangle=0 and thus h2h31=0\langle h_{2}h_{31}\rangle=0. Applying the same argument one can derive that h2h32=0\langle h_{2}h_{32}\rangle=0, and thus h2h3=0\langle h_{2}h_{3}\rangle=0.

Now we consider h32=h312+2h31h32+h322\langle h_{3}^{2}\rangle=\langle h_{31}^{2}\rangle+2\langle h_{31}h_{32}\rangle+\langle h_{32}^{2}\rangle. We first show that h31h32=0\langle h_{31}h_{32}\rangle=0. If we assume that the random forces driving the fluctuations of the contact-lines are uncorrelated f1(t)f2(t)=0\langle f_{1}(t)f_{2}(t)\rangle=0 then the positions of the contact-lines are also uncorrelated N1(t)N2(t)=0\langle N_{1}(t)N_{2}(t)\rangle=0. By Eq. (156) and Eq. (157) we have

h31\displaystyle\langle h_{31} h32=i=1Nj=1Nα1i(t)α2j(t)φi(x)φj(x)\displaystyle h_{32}\rangle=\sum_{i=1}^{N}\sum_{j=1}^{N}\langle\alpha_{1i}(t)\alpha_{2j}(t)\rangle\varphi_{i}(x)\varphi_{j}(x)
+i=1Nα1i(t)N2(t)φi(x)xLx(xLxu20(1xLx))\displaystyle+\sum_{i=1}^{N}\langle\alpha_{1i}(t)N_{2}(t)\rangle\varphi_{i}(x)\frac{x}{L_{x}}\left(\frac{x}{L_{x}}-u_{20}(1-\frac{x}{L_{x}})\right)
+j=1Nα2j(t)N1(t)(1xLx)(1xLxu10xLx)\displaystyle+\sum_{j=1}^{N}\langle\alpha_{2j}(t)N_{1}(t)\rangle\left(1-\frac{x}{L_{x}}\right)\left(1-\frac{x}{L_{x}}-u_{10}\frac{x}{L_{x}}\right)
+N1(t)N2(t)(1xLx)(1xLxu10xLx)\displaystyle+\langle N_{1}(t)N_{2}(t)\rangle\left(1-\frac{x}{L_{x}}\right)\left(1-\frac{x}{L_{x}}-u_{10}\frac{x}{L_{x}}\right)
×xLx(xLxu20(1xLx))\displaystyle\times\frac{x}{L_{x}}\left(\frac{x}{L_{x}}-u_{20}(1-\frac{x}{L_{x}})\right) (164)
=0\displaystyle=0 (165)

We then consider h312\langle h_{31}^{2}\rangle. By Eq. (156) we can calculate

h312\displaystyle\langle h_{31}^{2}\rangle =i=1Nj=1Nα1i(t)α1j(t)φi(x)φj(x)\displaystyle=\sum_{i=1}^{N}\sum_{j=1}^{N}\langle\alpha_{1i}(t)\alpha_{1j}(t)\rangle\varphi_{i}(x)\varphi_{j}(x)
+2i=1Nα1i(t)N1(t)φi(x)(1xLx)\displaystyle+2\sum_{i=1}^{N}\langle\alpha_{1i}(t)N_{1}(t)\rangle\varphi_{i}(x)\left(1-\frac{x}{L_{x}}\right)
×(1xLxu10xLx)\displaystyle\times\left(1-\frac{x}{L_{x}}-u_{10}\frac{x}{L_{x}}\right)
+N12(t)(1xLx)2(1xLxu10xLx)2.\displaystyle+\langle N_{1}^{2}(t)\rangle\left(1-\frac{x}{L_{x}}\right)^{2}\left(1-\frac{x}{L_{x}}-u_{10}\frac{x}{L_{x}}\right)^{2}. (166)

By Eq. (155) we have

α1i(t)α1j(t)=u1iu1jk2ξ2eA(σi+σj)t\displaystyle\langle\alpha_{1i}(t)\alpha_{1j}(t)\rangle=\langle\frac{u_{1i}u_{1j}k^{2}}{\xi^{2}}e^{-A(\sigma_{i}+\sigma_{j})t}
×0t0tN1(τ)N1(s)eA(σiτ+σjs)dτds\displaystyle\times\int_{0}^{t}\int_{0}^{t}N_{1}(\tau)N_{1}(s)e^{A(\sigma_{i}\tau+\sigma_{j}s)}d\tau ds\rangle
2u1iu1jkξ2eA(σi+σj)t\displaystyle-\langle\frac{2u_{1i}u_{1j}k}{\xi^{2}}e^{-A(\sigma_{i}+\sigma_{j})t}
×0t0tN1(τ)f(s)eA(σiτ+σjs)dτds\displaystyle\times\int_{0}^{t}\int_{0}^{t}N_{1}(\tau)f(s)e^{A(\sigma_{i}\tau+\sigma_{j}s)}d\tau ds\rangle
+u1iu1jξ2eA(σi+σj)t\displaystyle+\langle\frac{u_{1i}u_{1j}}{\xi^{2}}e^{-A(\sigma_{i}+\sigma_{j})t}
×0t0tf(τ)f(s)eA(σiτ+σjs)dτds\displaystyle\times\int_{0}^{t}\int_{0}^{t}f(\tau)f(s)e^{A(\sigma_{i}\tau+\sigma_{j}s)}d\tau ds\rangle (167)

and

2α1i(t)N1(t)=2u1ikξeCσit\displaystyle 2\langle\alpha_{1i}(t)N_{1}(t)\rangle=\langle\frac{2u_{1i}k}{\xi}e^{-C\sigma_{i}t}
×0tN1(τ)N1(t)eCσiτdτ\displaystyle\times\int_{0}^{t}N_{1}(\tau)N_{1}(t)e^{C\sigma_{i}\tau}d\tau\rangle
2u1iξeCσit0tf(τ)N1(t)eCσiτdτ\displaystyle-\langle\frac{2u_{1i}}{\xi}e^{-C\sigma_{i}t}\int_{0}^{t}f(\tau)N_{1}(t)e^{C\sigma_{i}\tau}d\tau\rangle (168)

It is well known that for Langevin process

N1(τ)N1(s)=kBTkekξ|τs|,\langle N_{1}(\tau)N_{1}(s)\rangle=\frac{k_{B}T}{k}e^{-\frac{k}{\xi}|\tau-s|}, (169)

and

f(τ)f(s)=2ξkBTδ(τs).\langle f(\tau)f(s)\rangle=2\xi k_{B}T\delta(\tau-s). (170)

But we don’t know what N1(τ)f(s)\langle N_{1}(\tau)f(s)\rangle is. By Langevin diffusion equation we know

dN1dt=kξN1(t)+1ξf(t),\frac{dN_{1}}{dt}=-\frac{k}{\xi}N_{1}(t)+\frac{1}{\xi}f(t), (171)

so

ddt(ek/ξtN1(t))=1ξek/ξtf(t),\displaystyle\frac{d}{dt}\left(e^{k/\xi t}N_{1}(t)\right)=\frac{1}{\xi}e^{k/\xi t}f(t), (172)

then

ek/ξtN1(t)N1(0)=1ξ0tek/ξτf(τ)dτ.e^{k/\xi t}N_{1}(t)-N_{1}(0)=\frac{1}{\xi}\int_{0}^{t}e^{k/\xi\tau}f(\tau)d\tau. (173)

If we let N1(0)=0N_{1}(0)=0, we have

N1(t)=1ξek/ξt0tek/ξτf(τ)dτ.N_{1}(t)=\frac{1}{\xi}e^{-k/\xi t}\int_{0}^{t}e^{k/\xi\tau}f(\tau)d\tau. (174)

Then we have

N1(τ)f(s)\displaystyle\langle N_{1}(\tau)f(s)\rangle =1ξek/ξτ0τek/ξrf(r)drf(s)\displaystyle=\langle\frac{1}{\xi}e^{-k/\xi\tau}\int_{0}^{\tau}e^{k/\xi r}f(r)drf(s)\rangle
=1ξek/ξτ0τek/ξrf(r)f(s)dr\displaystyle=\frac{1}{\xi}e^{-k/\xi\tau}\int_{0}^{\tau}e^{k/\xi r}\langle f(r)f(s)\rangle dr
=2kBTek/ξτ0τek/ξrδ(rs)dr\displaystyle=2k_{B}Te^{-k/\xi\tau}\int_{0}^{\tau}e^{k/\xi r}\delta(r-s)dr
={2kBTek/ξ(τs),if τ>s0,if τs\displaystyle=\begin{cases}2k_{B}Te^{-k/\xi(\tau-s)},\;\text{if }\tau>s\\ 0,\;\text{if }\tau\leq s\end{cases} (175)

So with careful evaluation we come to

h312(x,t)=k=19𝒮k(x,t),\langle h_{31}^{2}(x,t)\rangle=\sum_{k=1}^{9}\mathcal{S}_{k}(x,t), (176)

where

𝒮1(x,t)\displaystyle\mathcal{S}_{1}(x,t) =i=1Nj=1NkBTu1iu1jkξ2ϕi(x)ϕj(x)\displaystyle=\sum_{i=1}^{N}\sum_{j=1}^{N}\frac{k_{B}Tu_{1i}u_{1j}k}{\xi^{2}}\phi_{i}(x)\phi_{j}(x)
×(1exp(C(σi+σj)t)(Cσi+kξ)(C(σi+σj))),\displaystyle\times\left(\frac{1-\exp(-C(\sigma_{i}+\sigma_{j})t)}{(C\sigma_{i}+\frac{k}{\xi})(C(\sigma_{i}+\sigma_{j}))}\right), (177)
𝒮2(x,t)\displaystyle\mathcal{S}_{2}(x,t) =i=1Nj=1NkBTu1iu1jkξ2ϕi(x)ϕj(x)\displaystyle=-\sum_{i=1}^{N}\sum_{j=1}^{N}\frac{k_{B}Tu_{1i}u_{1j}k}{\xi^{2}}\phi_{i}(x)\phi_{j}(x)
×(exp((Cσi+kξ)t)exp(C(σi+σj)t)(Cσi+kξ)(Cσjkξ)),\displaystyle\times\left(\frac{\exp(-(C\sigma_{i}+\frac{k}{\xi})t)-\exp(-C(\sigma_{i}+\sigma_{j})t)}{(C\sigma_{i}+\frac{k}{\xi})(C\sigma_{j}-\frac{k}{\xi})}\right), (178)
𝒮3(x,t)\displaystyle\mathcal{S}_{3}(x,t) =i=1Nj=1NkBTu1iu1jkξ2ϕi(x)ϕj(x)\displaystyle=\sum_{i=1}^{N}\sum_{j=1}^{N}\frac{k_{B}Tu_{1i}u_{1j}k}{\xi^{2}}\phi_{i}(x)\phi_{j}(x)
×(1exp((Cσj+kξ)t)(Cσikξ)(Cσj+kξ)),\displaystyle\times\left(\frac{1-\exp(-(C\sigma_{j}+\frac{k}{\xi})t)}{(C\sigma_{i}-\frac{k}{\xi})(C\sigma_{j}+\frac{k}{\xi})}\right), (179)
𝒮4(x,t)\displaystyle\mathcal{S}_{4}(x,t) =i=1Nj=1NkBTu1iu1jkξ2ϕi(x)ϕj(x)\displaystyle=-\sum_{i=1}^{N}\sum_{j=1}^{N}\frac{k_{B}Tu_{1i}u_{1j}k}{\xi^{2}}\phi_{i}(x)\phi_{j}(x)
×(1exp(C(σi+σj)t)(Cσikξ)(C(σi+σj))),\displaystyle\times\left(\frac{1-\exp(-C(\sigma_{i}+\sigma_{j})t)}{(C\sigma_{i}-\frac{k}{\xi})(C(\sigma_{i}+\sigma_{j}))}\right), (180)
𝒮5(x,t)\displaystyle\mathcal{S}_{5}(x,t) =i=1Nj=1N2kBTu1iu1jξϕi(x)ϕj(x)\displaystyle=\sum_{i=1}^{N}\sum_{j=1}^{N}\frac{2k_{B}Tu_{1i}u_{1j}}{\xi}\phi_{i}(x)\phi_{j}(x)
×(1exp(C(σi+σj)t)(C(σi+σj))),\displaystyle\times\left(\frac{1-\exp(-C(\sigma_{i}+\sigma_{j})t)}{(C(\sigma_{i}+\sigma_{j}))}\right), (181)
𝒮6(x,t)\displaystyle\mathcal{S}_{6}(x,t) =kBTk(1xL)2(1xLu0x)2,\displaystyle=\frac{k_{B}T}{k}\left(1-\frac{x}{L}\right)^{2}\left(1-\frac{x}{L}-u_{0}x\right)^{2}, (182)
𝒮7(x,t)\displaystyle\mathcal{S}_{7}(x,t) =i=1Nj=1N4kBTu1iu1jkξ2ϕi(x)ϕj(x)\displaystyle=-\sum_{i=1}^{N}\sum_{j=1}^{N}\frac{4k_{B}Tu_{1i}u_{1j}k}{\xi^{2}}\phi_{i}(x)\phi_{j}(x)
×(1exp((Cσj+kξ)t)(Cσikξ)(Cσj+kξ)),\displaystyle\times\left(\frac{1-\exp(-(C\sigma_{j}+\frac{k}{\xi})t)}{(C\sigma_{i}-\frac{k}{\xi})(C\sigma_{j}+\frac{k}{\xi})}\right), (183)
𝒮8(x,t)\displaystyle\mathcal{S}_{8}(x,t) =+i=1Nj=1N4kBTu1iu1jkξ2ϕi(x)ϕj(x)\displaystyle=+\sum_{i=1}^{N}\sum_{j=1}^{N}\frac{4k_{B}Tu_{1i}u_{1j}k}{\xi^{2}}\phi_{i}(x)\phi_{j}(x)
×(1exp(C(σi+σj)t)(Cσikξ)(C(σi+σj))),\displaystyle\times\left(\frac{1-\exp(-C(\sigma_{i}+\sigma_{j})t)}{(C\sigma_{i}-\frac{k}{\xi})(C(\sigma_{i}+\sigma_{j}))}\right), (184)
𝒮9(x,t)\displaystyle\mathcal{S}_{9}(x,t) =i=1N(1exp((Cσi+kξ)t)(Cσi+kξ))\displaystyle=-\sum_{i=1}^{N}\left(\frac{1-\exp(-(C\sigma_{i}+\frac{k}{\xi})t)}{(C\sigma_{i}+\frac{k}{\xi})}\right)
×2kBTu1iξϕi(x)(1xL)(1xLu0x).\displaystyle\times\frac{2k_{B}Tu_{1i}}{\xi}\phi_{i}(x)\left(1-\frac{x}{L}\right)\left(1-\frac{x}{L}-u_{0}x\right). (185)

kk and ξ\xi can be extracted from MD simulations via Eq. (169), and we found that Cσi+k/ξC\sigma_{i}+k/\xi and C(σi+σj)C(\sigma_{i}+\sigma_{j}) are always positive for any ii and jj, so as tt\to\infty, 𝒮2=0\mathcal{S}_{2}=0, 𝒮3\mathcal{S}_{3} merges with 𝒮7\mathcal{S}_{7}, 𝒮4\mathcal{S}_{4} merges with 𝒮8\mathcal{S}_{8}, and we have

h312(x)\displaystyle\langle h_{31}^{2}(x)\rangle =i=1Nj=1NkBTu1iu1jkξ2(Aσi+kξ)(A(σi+σj))ϕi(x)ϕj(x)\displaystyle=\sum_{i=1}^{N}\sum_{j=1}^{N}\frac{k_{B}Tu_{1i}u_{1j}k}{\xi^{2}(A\sigma_{i}+\frac{k}{\xi})(A(\sigma_{i}+\sigma_{j}))}\phi_{i}(x)\phi_{j}(x)
+i=1Nj=1N2kBTu1iu1jξ(A(σi+σj))ϕi(x)ϕj(x)\displaystyle+\sum_{i=1}^{N}\sum_{j=1}^{N}\frac{2k_{B}Tu_{1i}u_{1j}}{\xi(A(\sigma_{i}+\sigma_{j}))}\phi_{i}(x)\phi_{j}(x)
+kBTk(1xL)2(1xLu0x)2\displaystyle+\frac{k_{B}T}{k}\left(1-\frac{x}{L}\right)^{2}\left(1-\frac{x}{L}-u_{0}x\right)^{2}
i=1Nj=1N3kBTu1iu1jkξ2(Aσikξ)(Aσj+kξ)ϕi(x)ϕj(x)\displaystyle-\sum_{i=1}^{N}\sum_{j=1}^{N}\frac{3k_{B}Tu_{1i}u_{1j}k}{\xi^{2}(A\sigma_{i}-\frac{k}{\xi})(A\sigma_{j}+\frac{k}{\xi})}\phi_{i}(x)\phi_{j}(x)
+i=1Nj=1N3kBTu1iu1jkξ2(Aσikξ)(A(σi+σj))ϕi(x)ϕj(x)\displaystyle+\sum_{i=1}^{N}\sum_{j=1}^{N}\frac{3k_{B}Tu_{1i}u_{1j}k}{\xi^{2}(A\sigma_{i}-\frac{k}{\xi})(A(\sigma_{i}+\sigma_{j}))}\phi_{i}(x)\phi_{j}(x)
i=1N2kBTu1iξ(Aσi+kξ)ϕi(x)\displaystyle-\sum_{i=1}^{N}\frac{2k_{B}Tu_{1i}}{\xi(A\sigma_{i}+\frac{k}{\xi})}\phi_{i}(x)
×(1xL)(1xLu0x).\displaystyle\times\left(1-\frac{x}{L}\right)\left(1-\frac{x}{L}-u_{0}x\right). (186)

Following the same derivation one can find that h322(x)\langle h_{32}^{2}(x)\rangle is symmetric to h312(x)\langle h_{31}^{2}(x)\rangle around Lx/2L_{x}/2. And so with Eq. (B.4) we have calculated

h32(x)=h312(x)+h322(x).\langle h_{3}^{2}(x)\rangle=\langle h_{31}^{2}(x)\rangle+\langle h_{32}^{2}(x)\rangle. (187)

In this subsection we (i) showed that perturbation induced by thermal noise in the bulk h2h_{2} and perturbation induced by thermal noise on the boundary h3h_{3} are uncorrelated under the linearized construction and (ii) calculated the fluctuation amplitude h32(x)\langle h_{3}^{2}(x)\rangle and the combined fluctuation amplitude (h2(x)+h3(x))2\langle(h_{2}(x)+h_{3}(x))^{2}\rangle, expression Eq. (41) in details.

Appendix C 3D circular thin film with 9090^{\circ} contact angle

In this section we layout the technical details for 3D circular thin film with 9090^{\circ} contact angle.

C.1 Derivation of wave modes

We begin with the linearization of thin-film equation in 3D. Consider a perturbation to the free surface

h(𝒙,t)=h0+ϵh4(𝒙)T(t),h(\bm{x},t)=h_{0}+\epsilon h_{4}(\bm{x})T(t), (188)

where ϵ1\epsilon\ll 1. Apply the perturbation to 3D TFE Eq. (42) and match the leading order we get

dTdth1(𝒙)=γh033μ4h4(𝒙),\frac{dT}{dt}h_{1}(\bm{x})=-\frac{\gamma h_{0}^{3}}{3\mu}\nabla^{4}h_{4}(\bm{x}), (189)

where 4\nabla^{4} is the biharmonic operator. We can then separate the variables to get

TT=γh033μ22h4h4=λ4,\frac{T^{\prime}}{T}=-\frac{\gamma h_{0}^{3}}{3\mu}\frac{\nabla^{2}\nabla^{2}h_{4}}{h_{4}}=-\lambda^{4}, (190)

where the minus sign in front of λ4\lambda^{4} guarantees stability, given λ\lambda being real number. Since we have a circular thin film it is natural to work in cylindrical coordinate and we arrive at the following eigenvalue problem

22h4(r,θ)=ω4h4(r,θ)\nabla^{2}\nabla^{2}h_{4}(r,\theta)=\omega^{4}h_{4}(r,\theta) (191)

where ω4=λ4(3μ)/(γh03)>0\omega^{4}=\lambda^{4}(3\mu)/(\gamma h_{0}^{3})>0. The general solution of the eigenvalue problem of the biharmonic operator can be obtained in cylindrical coordinate as follows. For the moment let us denote h4h_{4} as HH and the eigenvalue problem can be rewritten as

(2ω2)(2+ω2)H(r,θ)=0.(\nabla^{2}-\omega^{2})(\nabla^{2}+\omega^{2})H(r,\theta)=0. (192)

This tells us that H=C1H1+C2H2H=C_{1}H_{1}+C_{2}H_{2} where

2H1+ω2H1=0\nabla^{2}H_{1}+\omega^{2}H_{1}=0 (193)

and

2H2ω2H2=0,\nabla^{2}H_{2}-\omega^{2}H_{2}=0, (194)

and C1C_{1} C2C_{2} are constants. This is easy to see: Eq. (192) is equivalent to

{2H1(r,θ)+ω2H1(r,θ)=0,2H(r,θ)ω2H(r,θ)=H1(r,θ),\begin{cases}\nabla^{2}H_{1}(r,\theta)+\omega^{2}H_{1}(r,\theta)=0,\\ \nabla^{2}H(r,\theta)-\omega^{2}H(r,\theta)=H_{1}(r,\theta),\end{cases} (195)

or

{2H2(r,θ)ω2H2(r,θ)=0,2H(r,θ)+ω2H(r,θ)=H2(r,θ).\begin{cases}\nabla^{2}H_{2}(r,\theta)-\omega^{2}H_{2}(r,\theta)=0,\\ \nabla^{2}H(r,\theta)+\omega^{2}H(r,\theta)=H_{2}(r,\theta).\end{cases} (196)

For sake of argument, continue with the first case (and later it is easy to see that the two cases are equivalent) - we have already worked out what H1H_{1} is. From the equation for HH we can see that HH is the solution of the homogeneous problem plus a special solution, and it is easy to see that

H=H212ω2H1.H=H_{2}-\frac{1}{2\omega^{2}}H_{1}. (197)

To solve for H1H_{1} and H2H_{2} we use separation of variables H1(r,θ)=R1(r)Θ1(θ)H_{1}(r,\theta)=R_{1}(r)\Theta_{1}(\theta), H2(r,θ)=R2(r)Θ2(θ)H_{2}(r,\theta)=R_{2}(r)\Theta_{2}(\theta), and we have

R1Θ1+1rR1Θ1+1r2R1Θ1+ω2R1Θ1=0.R_{1}^{\prime\prime}\Theta_{1}+\frac{1}{r}R_{1}^{\prime}\Theta_{1}+\frac{1}{r^{2}}R_{1}\Theta_{1}^{\prime\prime}+\omega^{2}R_{1}\Theta_{1}=0. (198)
R2Θ2+1rR2Θ2+1r2R2Θ2ω2R2Θ2=0.R_{2}^{\prime\prime}\Theta_{2}+\frac{1}{r}R_{2}^{\prime}\Theta_{2}+\frac{1}{r^{2}}R_{2}\Theta_{2}^{\prime\prime}-\omega^{2}R_{2}\Theta_{2}=0. (199)

Divide by R1Θ1R_{1}\Theta_{1} (R2Θ2R_{2}\Theta_{2}) we have

Θ1Θ1=r2R1R1+rR1R1+ω2r2=n2.-\frac{\Theta_{1}^{\prime\prime}}{\Theta_{1}}=r^{2}\frac{R_{1}^{\prime\prime}}{R_{1}}+r\frac{R_{1}^{\prime}}{R_{1}}+\omega^{2}r^{2}=n^{2}. (200)
Θ2Θ2=r2R2R2+rR2R2ω2r2=n2.-\frac{\Theta_{2}^{\prime\prime}}{\Theta_{2}}=r^{2}\frac{R_{2}^{\prime\prime}}{R_{2}}+r\frac{R_{2}^{\prime}}{R_{2}}-\omega^{2}r^{2}=n^{2}. (201)

Since Θ1\Theta_{1} and Θ2\Theta_{2} must be periodic with 2π2\pi, we have

Θ1(θ)=A1cos(nθ)+B1sin(nθ),\Theta_{1}(\theta)=A_{1}\cos(n\theta)+B_{1}\sin(n\theta), (202)
Θ2(θ)=A2cos(nθ)+B2sin(nθ),\Theta_{2}(\theta)=A_{2}\cos(n\theta)+B_{2}\sin(n\theta), (203)

where nn is a positive integer. And for R1R_{1}, R2R_{2}, if we let ρ=ωr\rho=\omega r we have

R1+1ρR1+(1n2ρ2)R1=0,R_{1}^{\prime\prime}+\frac{1}{\rho}R_{1}^{\prime}+\left(1-\frac{n^{2}}{\rho^{2}}\right)R_{1}=0, (204)
R2+1ρR2(1+n2ρ2)R2=0,R_{2}^{\prime\prime}+\frac{1}{\rho}R_{2}^{\prime}-\left(1+\frac{n^{2}}{\rho^{2}}\right)R_{2}=0, (205)

and we can immediately see that these are the Bessel function of the first kind and the modified Bessel function of the first kind, so

R1(ρ)=C1Jn(ρ)+D1Yn(ρ),R_{1}(\rho)=C_{1}J_{n}(\rho)+D_{1}Y_{n}(\rho), (206)
R2(ρ)=C2In(ρ)+D2Kn(ρ).R_{2}(\rho)=C_{2}I_{n}(\rho)+D_{2}K_{n}(\rho). (207)

And so

Hn(r,θ)\displaystyle H_{n}(r,\theta) =(A1cos(nθ)+B1sin(nθ))\displaystyle=(A_{1}\cos(n\theta)+B_{1}\sin(n\theta))
×(C1Jn(ωr)+D1Yn(ωr))\displaystyle\times(C_{1}J_{n}(\omega r)+D_{1}Y_{n}(\omega r))
+(A2cos(nθ)+B2sin(nθ))\displaystyle+(A_{2}\cos(n\theta)+B_{2}\sin(n\theta))
×(C2In(ωr)+D2Kn(ωr)).\displaystyle\times(C_{2}I_{n}(\omega r)+D_{2}K_{n}(\omega r)). (208)

Since height of the film at the origin is finite, the terms involving YnY_{n} and KnK_{n} must be zero, so the general solution is

Hn(r,θ)\displaystyle H_{n}(r,\theta) =(A1cos(nθ)+B1sin(nθ))Jn(ωr)\displaystyle=(A_{1}\cos(n\theta)+B_{1}\sin(n\theta))J_{n}(\omega r)
+(A2cos(nθ)+B2sin(nθ))In(ωr),\displaystyle+(A_{2}\cos(n\theta)+B_{2}\sin(n\theta))I_{n}(\omega r), (209)

where n=0,1,n=0,1,\ldots. Here we don’t have to consider negative nn because

Jn=(1)nJnJ_{-n}=(-1)^{n}J_{n} (210)

and

In=In.I_{-n}=I_{n}. (211)

Applying the 9090^{\circ}-contact-angle boundary condition Eq. (48) we obtain

Θ1Jn(ωa)+Θ2In(ωa)=0,\Theta_{1}J_{n}^{\prime}(\omega a)+\Theta_{2}I_{n}^{\prime}(\omega a)=0, (212)

and applying the no-flux boundary condition Eq. (49) gives

Θ1Jn(ωa)+Θ2In(ωa)=0.-\Theta_{1}J_{n}^{\prime}(\omega a)+\Theta_{2}I_{n}^{\prime}(\omega a)=0. (213)

These two conditions tell us the dispersion relation

Jn(ωa)=0,J_{n}^{\prime}(\omega a)=0, (214)

and since InI_{n}^{\prime} is always positive,

Θ2=0.\Theta_{2}=0. (215)

For each nn, the dispersion relation gives a list of suitable frequencies {ωn,α:α=1,2,}\{\omega_{n,\alpha}:\>\alpha=1,2,\ldots\}, and so the wave modes are

Υ1n,α(r,θ)\displaystyle\Upsilon^{1}_{n,\alpha}(r,\theta) =cos(nθ)χn,α(r),\displaystyle=\cos(n\theta)\chi_{n,\alpha}(r), (216)
Υ2n,α(r,θ)\displaystyle\Upsilon^{2}_{n,\alpha}(r,\theta) =sin(nθ)χn,α(r),\displaystyle=\sin(n\theta)\chi_{n,\alpha}(r), (217)

where

χn,α=Jn(ωn,αr),n=0,1,\chi_{n,\alpha}=J_{n}(\omega_{n,\alpha}r),\>n=0,1,\ldots (218)

In this subsection we (i) derived the general solution to the eigenvalue problem for 3D circular film, which will be used in Eq. (231) and (ii) derived the wave modes for 3D circular film with prescribed 9090^{\circ} contact angle.

C.2 Thermal-capillary-wave theory

The free energy required to perturb the free surface is given by the product of the surface tension and the surface area created:

E=γ(02π0a1+(hr)2+1r2(hθ)2rdrdθπa2)\displaystyle E=\gamma\Bigg{(}\int_{0}^{2\pi}\int_{0}^{a}\sqrt{1+\left(\frac{\partial h}{\partial r}\right)^{2}+\frac{1}{r^{2}}\left(\frac{\partial h}{\partial\theta}\right)^{2}}rdrd\theta-\pi a^{2}\Bigg{)} (219)

and assuming small perturbations

r2(hr)2+(hθ)21,r^{2}\left(\frac{\partial h}{\partial r}\right)^{2}+\left(\frac{\partial h}{\partial\theta}\right)^{2}\ll 1, (221)

so that a Taylor expansion gives

Eγ202π0a((hr)2+1r2(hθ)2)rdrdθ.E\approx\frac{\gamma}{2}\int_{0}^{2\pi}\int_{0}^{a}\left(\left(\frac{\partial h}{\partial r}\right)^{2}+\frac{1}{r^{2}}\left(\frac{\partial h}{\partial\theta}\right)^{2}\right)rdrd\theta. (222)

Applying Eq. (54) and denoting

Θm,α=Am,α(t)cos(mθ)+Bm,αsin(mθ)\Theta_{m,\alpha}=A_{m,\alpha}(t)\cos(m\theta)+B_{m,\alpha}\sin(m\theta) (223)

we find

E\displaystyle E =γ2m=0n=0α=1β=102π0a[Θm,α(θ)Θn,β(θ)\displaystyle=\frac{\gamma}{2}\sum_{m=0}^{\infty}\sum_{n=0}^{\infty}\sum_{\alpha=1}^{\infty}\sum_{\beta=1}^{\infty}\int_{0}^{2\pi}\int_{0}^{a}\Big{[}\Theta_{m,\alpha}(\theta)\Theta_{n,\beta}(\theta)
×χm,α(r)χn,β(r)r+Θm,α(θ)Θn,β(θ)\displaystyle\times\chi^{\prime}_{m,\alpha}(r)\chi^{\prime}_{n,\beta}(r)r+\Theta^{\prime}_{m,\alpha}(\theta)\Theta^{\prime}_{n,\beta}(\theta)
×χm,α(r)χn,β(r)1r]drdθ\displaystyle\times\chi_{m,\alpha}(r)\chi_{n,\beta}(r)\frac{1}{r}\Big{]}drd\theta
=γπα=1β=10aA0,αA0,βχ0,αχ0,αrdr\displaystyle=\gamma\pi\sum_{\alpha=1}^{\infty}\sum_{\beta=1}^{\infty}\int_{0}^{a}A_{0,\alpha}A_{0,\beta}\chi^{\prime}_{0,\alpha}\chi^{\prime}_{0,\alpha}rdr
+γπ2m=1α=1β=10a(Am,αAm,β+Bm,αBm,β)\displaystyle+\frac{\gamma\pi}{2}\sum_{m=1}^{\infty}\sum_{\alpha=1}^{\infty}\sum_{\beta=1}^{\infty}\int_{0}^{a}(A_{m,\alpha}A_{m,\beta}+B_{m,\alpha}B_{m,\beta})
×(χm,αχm,βr+m2χm,αχm,β1r)dr\displaystyle\times\Big{(}\chi_{m,\alpha}^{\prime}\chi_{m,\beta}^{\prime}r+m^{2}\chi_{m,\alpha}\chi_{m,\beta}\frac{1}{r}\Big{)}dr
=γπα=1β=1A0,αA0,β\displaystyle=\gamma\pi\sum_{\alpha=1}^{\infty}\sum_{\beta=1}^{\infty}A_{0,\alpha}A_{0,\beta}
×0a(rχ0,αχ0,β+02rχ0,αχ0,β)dr\displaystyle\times\int_{0}^{a}\left(r\chi^{\prime}_{0,\alpha}\chi^{\prime}_{0,\beta}+\frac{0^{2}}{r}\chi_{0,\alpha}\chi_{0,\beta}\right)dr
+γπ2m=1α=1β=1(Am,αAm,β+Bm,αBm,β)\displaystyle+\frac{\gamma\pi}{2}\sum_{m=1}^{\infty}\sum_{\alpha=1}^{\infty}\sum_{\beta=1}^{\infty}(A_{m,\alpha}A_{m,\beta}+B_{m,\alpha}B_{m,\beta})
×0a(rχm,αχm,β+m2rχm,αχm,β)dr.\displaystyle\times\int_{0}^{a}\left(r\chi^{\prime}_{m,\alpha}\chi^{\prime}_{m,\beta}+\frac{m^{2}}{r}\chi_{m,\alpha}\chi_{m,\beta}\right)dr. (224)

We can show that (even for m=0m=0)

0a(rχm,αχm,β+m2rχm,αχm,β)dr\displaystyle\int_{0}^{a}\left(r\chi^{\prime}_{m,\alpha}\chi^{\prime}_{m,\beta}+\frac{m^{2}}{r}\chi_{m,\alpha}\chi_{m,\beta}\right)dr
=\displaystyle= 0a(m2rχm,αχm,αraχm,α)χm,βdr\displaystyle\int_{0}^{a}\left(\frac{m^{2}}{r}\chi_{m,\alpha}-\chi^{\prime}_{m,\alpha}-ra\chi^{\prime\prime}_{m,\alpha}\right)\chi_{m,\beta}dr
=\displaystyle= Sm,αδαβ\displaystyle S_{m,\alpha}\delta_{\alpha\beta} (225)

where

Sm,α\displaystyle S_{m,\alpha} =12ωm,αa(ωm,αaJm12(ωm,αa)\displaystyle=\frac{1}{2}\omega_{m,\alpha}a\Bigg{(}\omega_{m,\alpha}aJ_{m-1}^{2}(\omega_{m,\alpha}a)
2mJm1(ωm,αa)Jm(ωm,αa)\displaystyle-2mJ_{m-1}(\omega_{m,\alpha}a)J_{m}(\omega_{m,\alpha}a)
+ωm,αaJm2(ωm,αa)).\displaystyle+\omega_{m,\alpha}aJ_{m}^{2}(\omega_{m,\alpha}a)\Bigg{)}. (226)

Sm,αS_{m,\alpha} can be further simplified using the fact that χm,α=Jm(ωm,αr)\chi_{m,\alpha}=J_{m}(\omega_{m,\alpha}r) and the property of Bessel function Jm(ρ)=Jm1m/ρJm(ρ)J_{m}^{\prime}(\rho)=J_{m-1}-m/\rho J_{m}(\rho)

Sm,α\displaystyle S_{m,\alpha} =12ωm,αa(ωm,αa(Jm(ωm,αa))2\displaystyle=\frac{1}{2}\omega_{m,\alpha}a\Bigg{(}\omega_{m,\alpha}a(J_{m}^{\prime}(\omega_{m,\alpha}a))^{2}
m2ωm,αaJm2(ωm,α)+ωm,αaJm2(ωm,αa)).\displaystyle-\frac{m^{2}}{\omega_{m,\alpha}a}J_{m}^{2}(\omega_{m,\alpha})+\omega_{m,\alpha}aJ_{m}^{2}(\omega_{m,\alpha}a)\Bigg{)}. (227)

The dispersion relation Eq. (53) then tells us that

Sm,α=12(ωm,α2a2m2)Jm2(ωm,αa).S_{m,\alpha}=\frac{1}{2}\left(\omega_{m,\alpha}^{2}a^{2}-m^{2}\right)J_{m}^{2}(\omega_{m,\alpha}a). (228)

Considering the asymptotic expansion of the Bessel function of first kind, as xx\to\infty,

Jm(x)2πxcos(x2m+14π)+𝒪(x3/2),J_{m}(x)\sim\sqrt{\frac{2}{\pi x}}\cos\left(x-\frac{2m+1}{4}\pi\right)+\mathcal{O}(x^{-3/2}), (229)

one can easily see that since ωm,α\omega_{m,\alpha} increases with mm linearly, Sm,αS_{m,\alpha} also increases with mm linearly for large mm. Follow the same procedure as in Eq. (225), we can also show that the wave modes are orthogonal,

02π0aΥim,α(r,θ)Υjn,β(r,θ)rdrdθ=δijδmnδαβC,\int_{0}^{2\pi}\int_{0}^{a}\Upsilon^{i}_{m,\alpha}(r,\theta)\Upsilon^{j}_{n,\beta}(r,\theta)rdrd\theta=\delta_{ij}\delta_{mn}\delta_{\alpha\beta}C, (230)

for some constant CC, which gives us confidence to apply equipartition theorem.

In this subsection we (i) calculated the extra surface energy associated with the perturbations supporting Eq. (56), (ii) showed that perturbed surface area Sn,αS_{n,\alpha} increases linearly with nn, which leads to the use of cut-off length scale and (iii) showed that the wave modes Υin,α\Upsilon^{i}_{n,\alpha} are orthogonal to support Eq. (58) and Eq. (59).

Appendix D 3D circular thin film with a pinned contact line

In this section we layout the technical details for the 3D circular thin film with a pinned contact line.

D.1 Derivation of wave modes

Applying the pinned boundary condition Eq. (64) and no-flux boundary condition Eq. (49) to the general solution Eq. (C.1)

Hn(r,θ)\displaystyle H_{n}(r,\theta) =(A1cos(nθ)+B1sin(nθ))\displaystyle=(A_{1}\cos(n\theta)+B_{1}\sin(n\theta))
×(C1Jn(ζr)+D1Yn(ζr))\displaystyle\times(C_{1}J_{n}(\zeta r)+D_{1}Y_{n}(\zeta r))
+(A2cos(nθ)+B2sin(nθ))\displaystyle+(A_{2}\cos(n\theta)+B_{2}\sin(n\theta))
×(C2In(ζr)+D2Kn(ζr)).\displaystyle\times(C_{2}I_{n}(\zeta r)+D_{2}K_{n}(\zeta r)). (231)

we get

Θ1Jn(ζa)+Θ2In(ζa)=0\Theta_{1}J_{n}(\zeta a)+\Theta_{2}I_{n}(\zeta a)=0 (232)

and

Θ1Jn(ζa)+Θ2In(ζa)=0.-\Theta_{1}J_{n}^{\prime}(\zeta a)+\Theta_{2}I_{n}^{\prime}(\zeta a)=0. (233)

This tells us that

Θ2=Jn(ζa)In(ζa)Θ1\Theta_{2}=-\frac{J_{n}(\zeta a)}{I_{n}(\zeta a)}\Theta_{1} (234)

and gives us the dispersion relation

2nJn(ζa)In(ζa)\displaystyle 2nJ_{n}(\zeta a)I_{n}(\zeta a) +ζa[Jn(ζa)In+1(ζa)\displaystyle+\zeta a\Big{[}J_{n}(\zeta a)I_{n+1}(\zeta a)
Jn+1(ζa)In(ζa)]=0.\displaystyle-J_{n+1}(\zeta a)I_{n}(\zeta a)\Big{]}=0. (235)

For each nn the dispersion relation gives a list of suitable frequencies {ζn,α:α=1,2,}\{\zeta_{n,\alpha}:\alpha=1,2,\ldots\}, with wave modes given by

Ψ1n,α(r,θ)=cos(nθ)ψn,α(r),\displaystyle\Psi^{1}_{n,\alpha}(r,\theta)=\cos(n\theta)\psi_{n,\alpha}(r), (236)
Ψ2n,α(r,θ)=sin(nθ)ψn,α(r).\displaystyle\Psi^{2}_{n,\alpha}(r,\theta)=\sin(n\theta)\psi_{n,\alpha}(r). (237)

Here

ψn,α(r)=Jn(ζn,αr)Jn(ζn,αa)In(ζn,αa)\displaystyle\psi_{n,\alpha}(r)=J_{n}(\zeta_{n,\alpha}r)-\frac{J_{n}(\zeta_{n,\alpha}a)}{I_{n}(\zeta_{n,\alpha}a)} In(ζn,αr),\displaystyle I_{n}(\zeta_{n,\alpha}r),
n=0,1,\displaystyle n=0,1,\ldots (238)

D.2 Thermal-capillary-wave theory

Similar to Appendix C.2 we have

S\displaystyle S =γπα=1β=1C0,αC0,β\displaystyle=\gamma\pi\sum_{\alpha=1}^{\infty}\sum_{\beta=1}^{\infty}C_{0,\alpha}C_{0,\beta}
×0a(rψ0,αψ0,β+02rψ0,αψ0,β)dr\displaystyle\times\int_{0}^{a}\left(r\psi^{\prime}_{0,\alpha}\psi^{\prime}_{0,\beta}+\frac{0^{2}}{r}\psi_{0,\alpha}\psi_{0,\beta}\right)dr
+γπ2m=1α=1β=1(Cm,αCm,β+Dm,αDm,β)\displaystyle+\frac{\gamma\pi}{2}\sum_{m=1}^{\infty}\sum_{\alpha=1}^{\infty}\sum_{\beta=1}^{\infty}(C_{m,\alpha}C_{m,\beta}+D_{m,\alpha}D_{m,\beta})
×0a(rψm,αψm,β+m2rψm,αψm,β)dr,\displaystyle\times\int_{0}^{a}\left(r\psi^{\prime}_{m,\alpha}\psi^{\prime}_{m,\beta}+\frac{m^{2}}{r}\psi_{m,\alpha}\psi_{m,\beta}\right)dr, (239)

where Cm,αC_{m,\alpha} and Dm,αD_{m,\alpha} comes from the notation

Θm,α(θ)=Cm,αcos(mθ)+Dm,αsin(mθ).\Theta_{m,\alpha}(\theta)=C_{m,\alpha}\cos(m\theta)+D_{m,\alpha}\sin(m\theta). (240)

We now show that for any mm (even when m=0m=0)

0a(rψm,αψm,β+m2rψm,αψm,β)dr\displaystyle\int_{0}^{a}\left(r\psi^{\prime}_{m,\alpha}\psi^{\prime}_{m,\beta}+\frac{m^{2}}{r}\psi_{m,\alpha}\psi_{m,\beta}\right)dr
=\displaystyle= 0a(m2rψm,αψm,αrψm,α)ψm,βdr\displaystyle\int_{0}^{a}\left(\frac{m^{2}}{r}\psi_{m,\alpha}-\psi^{\prime}_{m,\alpha}-r\psi^{\prime\prime}_{m,\alpha}\right)\psi_{m,\beta}dr (241)
=\displaystyle= Km,αδαβ\displaystyle K_{m,\alpha}\delta_{\alpha\beta}

where the first equality used the fact that ψm,β(0)=ψm,β(a)=0\psi_{m,\beta}(0)=\psi_{m,\beta}(a)=0. Recall that fm,α(r,θ)=Θm,α(θ)ψm,α(r)f_{m,\alpha}(r,\theta)=\Theta_{m,\alpha}(\theta)\psi_{m,\alpha}(r) is one of the eigenfunctions that satisfies

22fm,α(r,θ)=ωm,α4fm,α(r,θ),\nabla^{2}\nabla^{2}f_{m,\alpha}(r,\theta)=\omega_{m,\alpha}^{4}f_{m,\alpha}(r,\theta), (242)

and expanding this equation in polar coordinate gives us

ψm,α+2rψm,α1+2m2r2ψm,α\displaystyle\psi_{m,\alpha}^{\prime\prime\prime\prime}+\frac{2}{r}\psi_{m,\alpha}^{\prime\prime\prime}-\frac{1+2m^{2}}{r^{2}}\psi_{m,\alpha}^{\prime\prime}
+\displaystyle+ 1+2m2r3ψm,α+m44m2r4ψm,α=ωm,α4ψm,α.\displaystyle\frac{1+2m^{2}}{r^{3}}\psi_{m,\alpha}^{\prime}+\frac{m^{4}-4m^{2}}{r^{4}}\psi_{m,\alpha}=\omega_{m,\alpha}^{4}\psi_{m,\alpha}. (243)

With the help of Mathematica [71], using a similar procedure to before, we found that

ωm,α40a(rψm,αψm,β+m2rψm,αψm,β)dr\displaystyle\omega_{m,\alpha}^{4}\int_{0}^{a}\left(r\psi^{\prime}_{m,\alpha}\psi^{\prime}_{m,\beta}+\frac{m^{2}}{r}\psi_{m,\alpha}\psi_{m,\beta}\right)dr
=\displaystyle= ωm,α40a(m2rψm,αψm,αrψm,α)ψm,βdr\displaystyle\omega_{m,\alpha}^{4}\int_{0}^{a}\left(\frac{m^{2}}{r}\psi_{m,\alpha}-\psi^{\prime}_{m,\alpha}-r\psi^{\prime\prime}_{m,\alpha}\right)\psi_{m,\beta}dr
=\displaystyle= ωm,β40a(m2rψm,βψm,βrψm,β)ψm,αdr\displaystyle\omega_{m,\beta}^{4}\int_{0}^{a}\left(\frac{m^{2}}{r}\psi_{m,\beta}-\psi^{\prime}_{m,\beta}-r\psi^{\prime\prime}_{m,\beta}\right)\psi_{m,\alpha}dr
=\displaystyle= ωm,β40a(rψm,αψm,β+m2rψm,αψm,β)dr.\displaystyle\omega_{m,\beta}^{4}\int_{0}^{a}\left(r\psi^{\prime}_{m,\alpha}\psi^{\prime}_{m,\beta}+\frac{m^{2}}{r}\psi_{m,\alpha}\psi_{m,\beta}\right)dr. (244)

If ωm,αωm,β\omega_{m,\alpha}\neq\omega_{m,\beta} this implies that

0a(rψm,αψm,β+m2rψm,αψm,β)dr=Km,αδαβ\displaystyle\int_{0}^{a}\left(r\psi^{\prime}_{m,\alpha}\psi^{\prime}_{m,\beta}+\frac{m^{2}}{r}\psi_{m,\alpha}\psi_{m,\beta}\right)dr=K_{m,\alpha}\delta_{\alpha\beta} (245)

where

Km,α\displaystyle K_{m,\alpha} =12ωm,α2a2(Im1(ωm,αa)Im+1(ωm,αa)Jm2(ωm,αa)Im2(ωm,αa)\displaystyle=\frac{1}{2}\omega_{m,\alpha}^{2}a^{2}\Bigg{(}I_{m-1}(\omega_{m,\alpha}a)I_{m+1}(\omega_{m,\alpha}a)\frac{J_{m}^{2}(\omega_{m,\alpha}a)}{I_{m}^{2}(\omega_{m,\alpha}a)}
Jm1(ωm,αa)Jm+1(ωm,αa)).\displaystyle-J_{m-1}(\omega_{m,\alpha}a)J_{m+1}(\omega_{m,\alpha}a)\Bigg{)}. (246)

Considering the asymptotic expansion of the Bessel function of the first kind Eq. (229) and the asymptotic expansion of the modified Bessel function of the first kind, as xx\to\infty,

In(x)=exp(x)12πx(1+14n28x+𝒪(x2)),I_{n}(x)=\exp(x)\sqrt{\frac{1}{2\pi x}}\left(1+\frac{1-4n^{2}}{8x}+\mathcal{O}(x^{-2})\right), (247)

one can easily see that for large nn, Kn,αK_{n,\alpha} increases with nn linearly.

In this subsection we (i) calculated the additional surface energy associated with the perturbations used in Eq. (71) and (ii) showed that perturbed surface area Kn,αK_{n,\alpha} increases linearly with nn, which leads to the use cut-off length scale for wave modes.

References