Unconditionally energy stable discontinuous Galerkin schemes for the Cahn-Hilliard equation
Abstract.
In this paper, we introduce novel discontinuous Galerkin (DG) schemes for the Cahn-Hilliard equation, which arises in many applications. The method is designed by integrating the mixed DG method for the spatial discretization with the Invariant Energy Quadratization (IEQ) approach for the time discretization. Coupled with a spatial projection, the resulting IEQ-DG schemes are shown to be unconditionally energy dissipative, and can be efficiently solved without resorting to any iteration method. Both one and two dimensional numerical examples are provided to verify the theoretical results, and demonstrate the good performance of IEQ-DG in terms of efficiency, accuracy, and preservation of the desired solution properties.
Key words and phrases:
Cahn-Hilliard equation, energy dissipation, mass conservation, DG method, IEQ method.1991 Mathematics Subject Classification:
65N12, 65N30, 35K351. Introduction
The Cahn-Hilliard (CH) equation, originally introduced in [6] as a model of phase separation in binary alloys, has become a fundamental equation as well as a building block in the phase field methodology for moving interface problems arising from various applications (see, e.g., [29] for the references therein).
This work is concerned with high order numerical approximations to the Cahn-Hilliard problem: find for and such that
(1.1) | ||||
where is a bounded domain, is a positive parameter, is the mobility function, is the nonlinear bulk potential, and is the initial data.
The well-posedness study of the Cahn–Hilliard equation is very rich, and the existing results are mainly for two types of models: one is the constant mobility with polynomial potentials ([13]), and another is the degenerate mobility of form ([11]) with the potential of logarithmic types (see, e.g., [6, 12, 44, 11, 10]). Here we numerically study model (1.1) with no restrictions on the specific form of the mobility and free energy. For the degenerate CH model, we apply the established scheme to regularized systems as discussed in Section 4. While we also refer the reader to [31] for a new relaxation system to approximate the degenerate CH model.
We consider in this paper the following boundary conditions:
(1.2) |
Here stands for the unit outward normal to the boundary . With such boundary conditions, equation (1.1) is endowed with a gradient flow structure , dictated by the energy dissipation law
(1.3) |
where the total free energy is defined by
(1.4) |
The CH model is nonlinear and its analytical solutions are intractable. Also, for a gradient flow such as the CH equation steady states are of particular interest. Hence, designing accurate, efficient, and energy stable algorithms to solve it becomes essential, in particular for the accuracy of long time simulations. Keeping the energy dissipation (1.3) has been a major concern in the design of various numerical schemes, see, e.g. [5, 14, 18, 34, 32, 17, 35, 42, 7].
In this paper, we aim to develop unconditionally energy stable discontinuous Galerkin (DG) schemes for solving the CH model problem. To achieve this, we face two main challenges: (i) how to handle fourth order derivatives in the DG discretization; and (ii) how to handle the nonlinear term associated with the potential in time discretization.
For (i), several approaches have been adopted to deal with difficulties caused by the high order solution derivatives. The first one is the local DG (LDG) methods [39, 21, 33], with which the original equation is rewritten into a first order system for further DG discretization. The second one is the mixed symmetric interior penalty DG (SIPG) methods [37, 15, 16, 17], with which the penalty terms are added as interface corrections upon the global solution formulation so that the resulting scheme is stable. It is also possible to apply an ultra-weak DG discretization, such as the DG scheme in [9] for the one-dimensional biharmonic equation. The spatial DG discretization we adopt here takes advantages of both the SIPG method and the mixed DG method without interior penalty in [25, 26] for another class of fourth order PDEs.
For (ii), there are several related time discretization techniques available in the literature, including the so-called convex splitting approach [14, 38, 7] and the stabilization approach [32, 40]. The convex splitting approach, introduced in the pioneering work [14], treats the convex part of the potential implicitly and the concave part explicitly. As a result such method is unconditionally energy stable, however, it produces nonlinear schemes, thus the implementations are often complicated with potentially high computational costs. The stabilization approach, introduced in [40] for epitaxial growth models, treats the nonlinear term explicitly so that the resulting scheme becomes stable after a stabilization term is added to avoid strict time step constraints. However, a large stabilization constant is often needed to ensure energy stability.
A more feasible remedy would be to make a reasonable transform of the given potential. One technique is the Invariant Energy Quadratization (IEQ) approach introduced in [41, 45], which generalized the two types of linear energy stable schemes introduced in [19]. The IEQ method is known to provide flexibilities to treat the nonlinear terms since it only requests that the nonlinear potential be bounded from below. We note that recently a related approach, called the SAV method, has been introduced in [36, 35] with certain advantages over the IEQ. Yet efficiently solving the resulting linear system when coupled with a DG spatial discretization is subtle, see [27].
In order to design IEQ-DG schemes, our strategy is to start with the model satisfying two basic assumptions:
(i) the mobility function satisfies
(ii) there exist a constant , such that
for any under consideration, and further discuss how to extend the established schemes to more general cases.
The IEQ-DG method introduced in [26] for the Swift–Hohenberg equation has several advantages, such as high order of accuracy, easy implementation, and efficiency. Unfortunately, the DG discretization in [26] when applied to the CH equation (1.1) does not seem to yield the desired energy stability. Therefore, in this paper, we exploit the direct DG (DDG) method [24] for both and , which when taking a special choice of the flux parameters can be reformulated into a mixed symmetric interior penalty DG (SIPG) scheme (see, e.g., [16]).
The IEQ approach for time discretization relies on an auxiliary variable , so that
With this transformation we update in two steps: the piecewise projection with , and the update step with
The resulting IEQ-DG scheme follows from replacing the nonlinear function by in the DG discretization (see the scheme formulation in (3.4)). In addition, the resulting discrete systems are linear. As a result, the methods are simple to implement and computationally efficient. With the techniques exploited in [28], the IEQ-DG schemes may be 6 extended to DG schemes of arbitrarily high order in time, yet still unconditionally energy stable.
Finally, closest to our work is [22], where the authors, building on the IEQ formulation with the LDG spatial discretization for phase field problems including the CH equation, proposed energy stable linear schemes combining with the semi-implicit spectral deferred correction to gain higher order time discretization, while the auxiliary variable is computed coupling with other unknowns. In contrast, our algorithms enable an explicit update for the auxiliary variable, hence more efficient in computation.
1.1. Our Contributions
-
•
We propose to solve (1.1) by simple IEQ-DG schemes, which integrate the mixed DG method for spatial discretization with the IEQ approach for time discretization, coupled with a crucial spatial projection.
-
•
We show that the semi-discrete DG scheme features a discrete energy dissipation law if the penalty parameter is suitably large, and present both first and second order (in time) IEQ-DG algorithms. We prove that the IEQ-DG schemes are indeed unconditionally energy stable.
-
•
We conduct extensive experiments to evaluate the performance of IEQ-DG. First, we present numerical results to show the high order of spatial accuracy of the proposed schemes, the energy dissipating and mass conservative properties of numerical solutions. Second, we conduct experiments on some two-dimensional pattern formation problems, all of which demonstrate the good performance of IEQ-DG.
1.2. Organization
In Section 2, we formulate a unified semi-discrete DG method for the CH equation (1.1) subject to different boundary conditions. In Section 3, we present fully discrete DG schemes and show the energy dissipation and mass conservation properties. In Section 4, we discuss extensions to the case with degenerate mobility and the logarithmic Flory-Huggins potential. In Section 5, we numerically verify the performance of IEQ-DG on different numerical examples. Finally in Section 6 some concluding remarks are given.
2. Spatial DG discretization
Let the domain be a union of rectangular meshes , with and , where for . Denote by , with . We denote the set of the interior interfaces by , the set of all boundary faces by , and .
The discontinuous Galerkin finite element space can be formulated as
where denotes the set of polynomials of degree no more than on element . Let and be two neighboring cells. If the unit normal vector on element interfaces is oriented from to , then the average and the jump operator are defined by
for any function , where is the trace of on evaluated from element .
The direct DG discretization of (1.1) is to find such that for all and
(2.1a) | ||||
(2.1b) |
where stands for the outward normal direction to . On each cell interface , the numerical flux is taken as
(2.2) |
for , where is a parameter to be determined. Here is the characteristic length of interface . In case of the uniform meshes, we take at each interface for . The numerical fluxes on depend on the boundary conditions. For periodic boundary conditions, the numerical fluxes can take the same formula as those in (2.2). For homogeneous Neumann boundary conditions, the numerical fluxes on the boundary are defined as
(2.3) |
Summation of (2.1) over all elements leads to a global DG formulation
(2.4a) | ||||
(2.4b) |
where the bilinear functional is given by
(2.5) | ||||
where for (i) in (1.2) and for (ii) in (1.2). Here in but for . Note that the factor in (2.5) is used to indicate that for periodic boundary conditions only one end in each direction should be counted. Here each respective type of boundary conditions specified in (1.2) has been taken into account. The initial data for is taken from so that
As usual we denote , where is the piecewise projection.
We introduce the discrete energy
(2.6) |
and the notation
(2.7) |
We can show that if is suitably large, the semi-discrete DG scheme (2.4) features a discrete energy dissipation law.
Lemma 2.1.
For piecewise continuous function , there exists such that if , then
(2.8) |
for some . As a result, we have
(2.9) |
Proof.
(i) By Young’s inequality, we have
for .
Set
(2.10) |
where . For given positive, this quantity can be shown to be uniformly bounded. In fact, it suffices to bound each local ratio by
in which the ratio without weight is known to be bounded by a constant depending only on ; see [23, Lemma 3.1]. Thus we have
Set and , we obtain
for .
Remark 2.1.
Here clearly depends on the choice of unless it is a constant, and the type of boundary conditions through . The fact that is increasing in implies that for Neumann boundary conditions it suffices to take a smaller .
3. Time discretization
3.1. The IEQ reformulation
The basic idea of the IEQ methodology [43, 42] is to rewrite the energy functional into a quadratic form
(3.1) |
where
is well-defined when is chosen so that . With the IEQ approach is updated by solving
where
(3.2) |
For the semi-discrete DG scheme (2.4), we follow [26] where an IEQ-DG method was developed for the Swift-Hohenberg equation, to consider the following system: find and such that
(3.3a) | ||||
(3.3b) | ||||
(3.3c) |
for all , subject to initial data
Note that with the modified discrete energy (3.1) we still have the following
We proceed to discretize (3.3) in time.
3.2. First order fully discrete IEQ-DG scheme
Find and such that
(3.4a) | ||||
(3.4b) | ||||
(3.4c) | ||||
(3.4d) |
for .
This scheme admits the following properties.
Theorem 3.1.
Suppose that for under consideration, and set
(3.5) |
If , scheme (3.4) admits a unique solution for any , and the solution satisfies the mass conservation, i.e.,
(3.6) |
for any . Moreover, for we have
(3.7) | ||||
independent of the size of .
Proof.
Taking in (3.4c) implies (3.6). We next show the existence and uniqueness of (3.4) at each time step. Substitution of (3.4b) into (3.4c) with (3.4d) gives the following linear system
(3.8a) | ||||
(3.8b) |
It suffices to prove the uniqueness for this linear system. Denoting the difference of two possible solutions of (3.8) for fixed , so that
(3.9a) | ||||
(3.9b) |
Setting and adding the two equations, we have
Using (2.8) with so that , we have
which ensures that and . Then it follows . Thus, (3.9a) is equivalent to
We must have . In a similar fashion, follows from (3.9b). Hence the uniqueness for (3.8) follows.
We next prove (3.7). Taking in (3.4c), in (3.4d) gives
By (3.4b) and bilinearity of , the right hand side of the above equation gives
Hence
(3.10) | ||||
Implied by the fact that is a contraction mapping in , we have
(3.11) |
hence (3.7) as desired.
∎
Remark 3.1.
Note that here serves only as a sufficient condition for stability. For and rectangular meshes, can be more precisely estimated as , see [23, Lemma 3.1]. For general case, it suffices to add upon a factor of size , which approaches to one as the mesh is sufficiently refined. In our numerical examples we take .
3.3. Second order fully discrete IEQ-DG scheme
We first obtain and from the first order fully discrete IEQ-DG scheme (3.4). We further use the second order backward differentiation formula (BDF2) for time discretization. In other words, for , the second order fully discrete IEQ-DG scheme is to find such that for ,
(3.12a) | ||||
(3.12b) | ||||
(3.12c) | ||||
(3.12d) |
where is obtained using and
(3.13) |
Here instead of we use to avoid iteration steps in updating the numerical solution, while still maintaining second order accuracy in time.
To show the energy stability, we first present some useful identities.
Lemma 3.1.
For any symmetric bilinear functional , it follows
Proof.
The first identity follows from a direct calculation using the symmetry of the bilinear functional . The second follows from a proper decomposition and using the first identity, that goes as follows:
∎
For the scheme (3.12), we have
Theorem 3.2.
Proof.
We first prove (3.14). Taking in (3.12c) gives
Both and are symmetric, by Lemma 3.1 we have
Regrouping, we obtain
(3.16) | ||||
Further use of the fact that is a contraction mapping in , we have
Then the left hand side of (3.16) is bounded below by , thus (3.14) follows.
Similar to the proof of Theorem 3.1, the existence and uniqueness of the scheme (3.12) is equivalent to showing the uniqueness of given with .
Let be the difference of two such solutions, then
(3.17a) | ||||
(3.17b) | ||||
(3.17c) |
Setting , and subtracting (3.17b) from (3.17c), it follows
where (3.17a) has been used to simplify the third term. By (2.8) with , we have , hence
which ensures that , and . Thus, using (3.17) again, we must have . Thus leads to the existence and uniqueness of the scheme (3.12).
3.4. Algorithms
The details related to the schemes implementation are summarized in the following algorithms.
3.4.1. Algorithm for the first order fully discrete IEQ-DG scheme (3.4)
3.4.2. Algorithm for the second order fully discrete IEQ-DG scheme (3.12)
- •
-
•
Step 2 (Evolution)
-
(1)
Project back into , namely compute ;
-
(2)
Solve the linear system for ,
where
- (3)
-
(1)
Remark 3.2.
Higher order (in time) IEQ discretization is possible. We omit the details here due to space limitation. Interested readers are referred to [20] for some arbitrarily high-order linear schemes for gradient flow models.
4. Extensions
It is known that solving the Cahn-Hilliard equation with degenerate mobility and/or logarithmic potential is more difficult since it requires a point-wise control of the numerical solution. We discuss how our schemes can be applied by a proper modification.
4.1. Mobility
Though the mobility is often taken as a constant for simplicity, a thermodynamically reasonable choice is actually the degenerate mobility (see e.g., [11]). There is hope that solutions which initially take values in the interval will do so for all positive time (which is not true for fourth-order parabolic equations without degeneracy). We remark that only values in the interval are physically meaningful. Such degeneracy leads to numerical difficulties.
4.2. Flory-Huggins potential
A practical choice for the potential is the Logarithmic Flory-Huggins function [4, 6, 8]
(4.2) |
where are physical parameters. This function is non-convex with double wells for , and it only has a single well and admits only a single phase for [37].
The domain of the logarithmic potential (4.2) is , which requires the numerical solution be strictly inside . For some numerical schemes, such solution bounds can be established (see, e.g., [10, 11, 30, 8, 7]).
For high order DG schemes it is rather difficult to preserve the numerical solution within . We choose to regularize the logarithmic Flory-Huggins potential (4.2) by extending its domain from to . Such regularization technique is commonly used to remove the numerical overflow; see, e.g., [8, 1, 11, 2, 42]. Specifically, it can be replaced by the twice continuously differentiable function
and thus is well defined for . It was argued in [11] that the solution with regularized and converges to the solution to the original problem as . This treatment has been applied in numerical simulations, for example in [3]. In this paper, we apply our IEQ-DG schemes to problems formulated with the modified mobility and the regularized potential.
5. Numerical examples
In this section, we will carry out several numerical tests in both 1D and 2D to demonstrate both temporal and spatial accuracy of the IEQ-DG schemes (3.4) and (3.12), the mass conservation and energy dissipation properties. For the spatial accuracy, we will choose sufficiently small such that the spatial discretization error is dominant. Likewise, for the temporal accuracy, we will set spatial meshes sufficiently refined such that temporal discretization error is dominant. In the following numerical examples, the parameter for problems with constant mobility and for other cases. The parameter as default unless specified.
Example 5.1.
(1D spatial accuracy test) Consider the Cahn-Hilliard equation (1.1) with and double-well potential in with periodic boundary conditions. Here, we follow Example 5.2 in [33] by adding a source term
(5.1) |
to the Cahn-Hilliard equation (1.1), so that the exact solution is
(5.2) |
We use the fully discrete IEQ-DG scheme (3.12) with a term added to the right hand side of (3.12c), and we test the DG scheme based on polynomials, with . Both errors and orders of accuracy at are reported in Table 1. These results show that th order of accuracy in both and norms are obtained.
N=10 | N=20 | N=40 | N=80 | ||||||
error | error | order | error | order | error | order | |||
1 | 1e-3 | 3.09646e-02 | 8.07876e-03 | 1.94 | 2.03575e-03 | 1.99 | 5.10124e-04 | 2.00 | |
1.68270e-02 | 4.58886e-03 | 1.87 | 1.16103e-03 | 1.98 | 2.91198e-04 | 2.00 | |||
2 | 1e-4 | 3.56585e-04 | 4.17179e-05 | 3.10 | 5.12149e-06 | 3.03 | 6.35139e-07 | 3.01 | |
4.34261e-04 | 5.50274e-05 | 2.98 | 6.89646e-06 | 3.00 | 8.63616e-07 | 3.00 | |||
3 | 1e-5 | 2.57355e-05 | 1.66983e-06 | 3.95 | 1.05343e-07 | 3.99 | 6.62827e-09 | 3.99 | |
1.86828e-05 | 1.27898e-06 | 3.87 | 8.12040e-08 | 3.98 | 5.31052e-09 | 3.93 |
Note that the test error in Table 1 is expected to be of order . In order to observe the desired order in space, time step needs to be smaller so that when gets larger. This comment applies to other cases as well.
Example 5.2.
(2D spatial accuracy test with constant mobility and double-well potential) For the Cahn-Hilliard equation (1.1) with and double-well potential in with appropriate boundary conditions, we add a source term
to the right hand side of (1.1), where
so that the exact solution is
Here the parameter . We test this example by DG scheme (3.4) with a term added to the right hand side of (3.4c), and the DG scheme is based on polynomials of degree with on rectangular meshes.
Test case 1. (Periodic BC) In this test case, we take and consider periodic boundary conditions. Both errors and orders of accuracy at are reported in Table 2. These results show that th order of accuracy in both and are obtained.
N=8 | N=16 | N=32 | N=64 | ||||||
error | error | order | error | order | error | order | |||
1 | 1e-3 | 3.16822e-02 | 8.03463e-03 | 1.98 | 2.02336e-03 | 1.99 | 5.04024e-04 | 2.01 | |
1.38669e-02 | 3.74776e-03 | 1.89 | 9.59555e-04 | 1.97 | 2.40239e-04 | 2.00 | |||
2 | 1e-4 | 4.52729e-03 | 5.75115e-04 | 2.98 | 7.33589e-05 | 2.97 | 9.21578e-06 | 2.99 | |
2.32640e-03 | 2.95229e-04 | 2.98 | 4.06866e-05 | 2.86 | 5.26926e-06 | 2.95 | |||
3 | 1e-5 | 4.46670e-04 | 2.97916e-05 | 3.91 | 1.89117e-06 | 3.98 | 1.18585e-07 | 4.00 | |
3.20555e-04 | 1.80104e-05 | 4.15 | 1.02204e-06 | 4.14 | 6.16224e-08 | 4.05 |
Test case 2. (Neumann BC) Considering with homogenous Neumann boundary conditions (1.2(ii)), both errors and orders of accuracy at are reported in Table 3. These results also show th order of accuracy in both and .
N=8 | N=16 | N=32 | N=64 | ||||||
error | error | order | error | order | error | order | |||
1 | 1e-3 | 3.16822e-02 | 8.03463e-03 | 1.98 | 2.02336e-03 | 1.99 | 5.04024e-04 | 2.01 | |
1.38669e-02 | 3.74776e-03 | 1.89 | 9.59555e-04 | 1.97 | 2.40239e-04 | 2.00 | |||
2 | 1e-4 | 4.52729e-03 | 5.75115e-04 | 2.98 | 7.33591e-05 | 2.97 | 9.18427e-06 | 3.00 | |
2.32640e-03 | 2.95229e-04 | 2.98 | 4.06885e-05 | 2.86 | 5.08342e-06 | 3.00 | |||
3 | 1e-5 | 4.46670e-04 | 2.97916e-05 | 3.91 | 1.89102e-06 | 3.98 | 1.18133e-07 | 4.00 | |
3.20555e-04 | 1.80104e-05 | 4.15 | 1.02406e-06 | 4.14 | 6.40520e-08 | 4.00 |
Example 5.3.
(2D spatial accuracy test with constant mobility and logarithmic potential) We consider the Cahn-Hilliard equation (1.1) with constant mobility , the logarithmic Flory-Huggins potential (4.2) with , the parameters and . We add an appropriate source term to the right hand side of (1.1) such that the exact solution is
We test this example by DG scheme (3.12) with a term added to the right hand side of (3.12c), and the DG scheme is also based on polynomials of degree with on rectangular meshes.
Test case 1. (Periodic BC) In this test case, we take and consider periodic boundary conditions. Both errors and orders of accuracy at are reported in Table 4. These results show that th order of accuracy in both and are obtained.
N=8 | N=16 | N=32 | N=64 | ||||||
error | error | order | error | order | error | order | |||
1 | 1e-3 | 6.34010e-02 | 1.62047e-02 | 1.97 | 4.04183e-03 | 2.00 | 1.00777e-03 | 2.00 | |
1.38744e-02 | 3.74858e-03 | 1.89 | 9.55245e-04 | 1.97 | 2.39967e-04 | 1.99 | |||
2 | 1e-4 | 9.39224e-03 | 1.18059e-03 | 2.99 | 1.46853e-04 | 3.01 | 1.83323e-05 | 3.00 | |
2.45698e-03 | 3.14143e-04 | 2.97 | 3.74571e-05 | 3.07 | 4.54860e-06 | 3.04 | |||
3 | 5e-6 | 1.09183e-03 | 6.72768e-05 | 4.02 | 4.09870e-06 | 4.04 | 2.54225e-07 | 4.01 | |
2.30167e-04 | 1.58541e-05 | 3.86 | 1.02039e-06 | 3.96 | 6.42180e-08 | 3.99 |
Test case 2. (Neumann BC) In this test case, we take and consider Neumann boundary conditions. Both errors and orders of accuracy at are reported in Table 5. These results show that th order of accuracy in both and are obtained.
N=8 | N=16 | N=32 | N=64 | ||||||
error | error | order | error | order | error | order | |||
1 | 1e-3 | 1.27997e-01 | 3.55296e-02 | 1.85 | 9.55174e-03 | 1.90 | 2.13203e-03 | 2.16 | |
5.54685e-02 | 1.49970e-02 | 1.89 | 3.92808e-03 | 1.93 | 9.67492e-04 | 2.02 | |||
2 | 1e-4 | 1.87014e-02 | 2.35480e-03 | 2.99 | 2.94393e-04 | 3.00 | 3.69614e-05 | 2.99 | |
1.05130e-02 | 1.30587e-03 | 3.01 | 1.62919e-04 | 3.00 | 2.04032e-05 | 3.00 | |||
3 | 5e-6 | 2.23974e-03 | 1.24902e-04 | 4.16 | 7.57937e-06 | 4.04 | 4.99051e-07 | 3.92 | |
1.47731e-03 | 8.22721e-05 | 4.17 | 4.36207e-06 | 4.24 | 3.29965e-07 | 3.72 |
Example 5.4.
(2D spatial accuracy test with degenerate mobility and logarithmic potential) We consider the Cahn-Hilliard equation (1.1) with degenerate mobility , the logarithmic Flory-Huggins potential (4.2) with , the parameters and . We add an appropriate source term to the right hand side of (1.1) such that the exact solution is
We test this example by DG scheme (3.4) with a term added to the right hand side of (3.4c), and the DG scheme is also based on polynomials of degree with on rectangular meshes.
Test case 1. (Periodic BC) In this test case, we take and consider periodic boundary conditions. Both errors and orders of accuracy at are reported in Table 6. These results show that th order of accuracy in both and are obtained.
N=8 | N=16 | N=32 | N=64 | ||||||
error | error | order | error | order | error | order | |||
1 | 1e-3 | 1.31235e-01 | 3.29574e-02 | 1.99 | 8.27934e-03 | 1.99 | 2.08160e-03 | 1.99 | |
5.56010e-02 | 1.49372e-02 | 1.90 | 3.81584e-03 | 1.97 | 9.59510e-04 | 1.99 | |||
2 | 1e-4 | 2.05688e-02 | 2.51806e-03 | 3.03 | 3.05650e-04 | 3.04 | 3.79714e-05 | 3.01 | |
1.13806e-02 | 1.32194e-03 | 3.11 | 1.48147e-04 | 3.16 | 1.77820e-05 | 3.06 | |||
3 | 5e-6 | 2.82305e-03 | 1.48385e-04 | 4.25 | 8.56909e-06 | 4.11 | 5.53886e-07 | 3.95 | |
1.58906e-03 | 9.24779e-05 | 4.10 | 4.63277e-06 | 4.32 | 3.35743e-07 | 3.79 |
Test case 2. (Neumann BC) In this test case, we take and consider Neumann boundary conditions. Both errors and orders of accuracy at are reported in Table 7. These results show that th order of accuracy in both and is obtained.
N=8 | N=16 | N=32 | N=64 | ||||||
error | error | order | error | order | error | order | |||
1 | 1e-3 | 1.31235e-01 | 3.29574e-02 | 1.99 | 8.27934e-03 | 1.99 | 2.08160e-03 | 1.99 | |
5.56010e-02 | 1.49372e-02 | 1.90 | 3.81584e-03 | 1.97 | 9.59510e-04 | 1.99 | |||
2 | 1e-4 | 2.05688e-02 | 2.51806e-03 | 3.03 | 3.05650e-04 | 3.04 | 3.79715e-05 | 3.01 | |
1.13806e-02 | 1.32194e-03 | 3.11 | 1.48147e-04 | 3.16 | 1.77820e-05 | 3.06 | |||
3 | 5e-6 | 2.82305e-03 | 1.48385e-04 | 4.25 | 8.56909e-06 | 4.11 | 5.59243e-07 | 3.94 | |
1.58906e-03 | 9.24779e-05 | 4.10 | 4.63278e-06 | 4.32 | 3.42344e-07 | 3.76 |
Example 5.5.
(Temporal Accuracy Test) Following the test case 2 in Example 5.3, we produce numerical solutions at using DG schemes (3.4) and (3.12) based on polynomails with time steps with and appropriate meshes. The errors and orders of convergence are shown in Table 8, and these results confirm that DG schemes (3.4) and (3.12) are first order and second order in time, respectively.
Scheme | Mesh | ||||||||
error | error | order | error | order | error | order | |||
(3.4) | 4.21032e-03 | 2.06620e-03 | 1.03 | 1.02380e-03 | 1.01 | 5.09705e-04 | 1.01 | ||
7.48743e-04 | 3.67246e-04 | 1.03 | 1.81917e-04 | 1.01 | 9.05192e-05 | 1.01 | |||
(3.4) | 4.21016e-03 | 2.06606e-03 | 1.03 | 1.02364e-03 | 1.01 | 5.09522e-04 | 1.01 | ||
7.48925e-04 | 3.67359e-04 | 1.03 | 1.82003e-04 | 1.01 | 9.05934e-05 | 1.01 | |||
(3.12) | 1.32995e-03 | 3.18993e-04 | 2.06 | 7.69932e-05 | 2.05 | 1.88763e-05 | 2.03 | ||
2.24427e-04 | 5.35331e-05 | 2.07 | 1.27796e-05 | 2.07 | 3.12208e-06 | 2.03 | |||
(3.12) | 1.34130e-03 | 3.18230e-04 | 2.08 | 7.69137e-05 | 2.05 | 1.88416e-05 | 2.03 | ||
2.27726e-04 | 5.31968e-05 | 2.10 | 1.27386e-05 | 2.06 | 3.09279e-06 | 2.04 |
Example 5.6.
Following [37], we consider the Cahn-Hilliard equation (1.1) with constant mobility , the logarithmic Flory-Huggins potential
and the parameters and . The equation is subject to the initial condition
where the square domain
The boundary conditions are taken as Neumann BCs, (ii) in (1.2).
Test case 1. We first solve this problem by the first order fully discrete IEQ-DG scheme (3.4) based on and polynomials with time step and meshes and , respectively. The contours at are shown in Figure 1, and the corresponding energy and mass evolutions are shown in Figure 2. From Figure 1, we find that the solution structure is well resolved even on coarser mesh and lower order polynomials, and the scheme (3.4) using polynomials gives a better resolution than that using polynomials on coarser meshes , but there is no noticeable difference with solution on refined meshes or higher order polynomial as shown in Figure 1(b)-(d). The pattern structure is well consistent with that obtained in [37]. Figure 2(a) shows that the numerical solution of the scheme (3.4) satisfies the energy dissipation law, Figure 2(b) and 2(c) show that the numerical solution conserves the total mass under an appropriate tolerance.







Test case 2. We solve this problem again by the second order fully discrete IEQ-DG scheme (3.12) based on and polynomials. In Figure 3, we show the contours at obtained based on polynomials with mesh and time steps , respectively. From Figure 3, we find the pattern structure is comparable to that in Figure 1(b)-(d) even with time step and lower order polynomials.
Figure 4 shows that the numerical solution of the scheme (3.12) satisfies the energy dissipation law (3.14), but we do find that the modified energy (3.15) better approximate the original energy with a smaller time step , a smaller mesh size or polynomials of a higher degree. Figure 5 implies the numerical solutions with different time steps conserve the total mass under an appropriate tolerance.










Example 5.7.
Following [37], we further consider the Cahn-Hilliard equation (1.1) with degenerate mobility , the logarithmic Flory-Huggins potential
and the parameters and . The initial condition is
where is the random perturbation function in and has zero mean. For the boundary conditions, we take Neumann BCs (ii) in (1.2).
We solve this problem by the scheme (3.12) based on polynomials with meshes and time step . The evolution of the concentration field is shown in Figure 6. The corresponding energy and mass evolutions are shown in Figure 7. Figure 6 clearly shows the two phases of the concentration evolution. The first phase is governed by spinodal decomposition and phase separation, which is roughly corresponding to the first three figures of Figure 6, this period is basically terminated as soon as the local concentration is driven to either value of the two binodal points. The second phase is governed by grain coarsening, approximately from onwards the generated patterns cluster and grains tend to coarsen, which is a very slow process. Figure 6 shows statistically similar patterns in the numerical solution as those in [37]. Figure 7 further confirms the numerical solution of the scheme (3.12) satisfies the energy dissipation law and conserves the total mass .











6. Conclusion
In this paper, we integrate the mixed DG method with the IEQ method to design both first and second order fully discrete DG schemes that inherit the energy dissipation law and mass conservation of the continuous equation irrespectively of the mesh and time steps. The spatial discretization is based on the mixed DG method, and the temporal discretization is based on the IEQ approach introduced in [41] for treating nonlinear potentials. Coupled with a spatial projection, the resulting IEQ-DG algorithms are easy to implement without resorting to any iteration method, and proven to be unconditionally energy stable and mass conservative. We have presented numerical examples to verify our theoretical results, and demonstrated the good performance of the scheme in terms of efficiency, accuracy, and preservation of solution properties such as energy dissipation and mass conservation.
Acknowledgments
This work was partially supported by the National Science Foundation under Grant DMS1812666.
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