arXiv subjects

Steven M. Wise

Publications and source records attributed to Steven M. Wise.

At least 37 records · Page 2Linked to original sources

arXiv2022

A second order accurate numerical method for the Poisson-Nernst-Planck system in the energetic variational formulation

A second order accurate (in time) numerical scheme is proposed and analyzed for the Poisson-Nernst-Planck equation (PNP) system, reformulated as a non-constant mobility $H^{-1}$ gradient flow in the Energetic Variational Approach (EnVarA). The centered finite difference is taken as the spatial discretization. Meanwhile, the highly nonlinear and singular nature of the logarithmic energy potentials has always been the essential difficulty to design a second order accurate scheme in time, while preserving the variational energetic structures. The mobility function is updated with a second order accurate extrapolation formula, for the sake of unique solvability. A modified Crank-Nicolson scheme is used to approximate the logarithmic term, so that its inner product with the discrete temporal derivative exactly gives the corresponding nonlinear energy difference; henceforth the energy stability is ensured for the logarithmic part. In addition, nonlinear artificial regularization terms are added in the numerical scheme, so that the positivity-preserving property could be theoretically proved, with the help of the singularity associated with the logarithmic function. Furthermore, an optimal rate convergence analysis is provided in this paper, in which the higher order asymptotic expansion for the numerical solution, the rough error estimate and refined error estimate techniques have to be included to accomplish such an analysis. This work combines the following theoretical properties for a second order accurate numerical scheme for the PNP system: (i) second order accuracy in both time and space, (ii) unique solvability and positivity, (iii) energy stability, and (iv) optimal rate convergence. A few numerical results are also presented.

math.NA↗

arXiv2022

Explicit temperature coupling in phase-field crystal models of solidification

We present a phase-field crystal (PFC) model for solidification that accounts for thermal transport and a temperature-dependent lattice parameter. Elasticity effects are characterized through the continuous elastic field computed from the microscopic density field. We showcase the model capabilities via selected numerical investigations which focus on the prototypical growth of two-dimensional crystals from the melt, resulting in faceted shapes and dendrites. This work sets the grounds for a comprehensive mesoscale model of solidification including thermal expansion.

cond-mat.mtrl-sci↗

arXiv2021

Convergence analysis of the variational operator splitting scheme for a reaction-diffusion system with detailed balance

We present a detailed convergence analysis for an operator splitting scheme proposed in [C. Liu et al.,J. Comput. Phys., 436, 110253, 2021] for a reaction-diffusion system with detailed balance. The numerical scheme has been constructed based on a recently developed energetic variational formulation, in which the reaction part is reformulated in terms of the reaction trajectory, and both the reaction and diffusion parts dissipate the same free energy. The scheme is energy stable and positivity-preserving. In this paper, the detailed convergence analysis and error estimate are performed for the operator splitting scheme. The nonlinearity in the reaction trajectory equation, as well as the implicit treatment of nonlinear and singular logarithmic terms, impose challenges in numerical analysis. To overcome these difficulties, we make use of the convex nature of the logarithmic nonlinear terms, which are treated implicitly in the chemical reaction stage. In addition, a combination of a rough error estimate and a refined error estimate leads to a desired bound of the numerical error in the reaction stage, in the discrete maximum norm. Furthermore, a discrete maximum principle yields the evolution bound of the numerical error function at the diffusion stage. As a direct consequence, a combination of the numerical error analysis at different stages and the consistency estimate for the operator splitting results in the convergence estimate of the numerical scheme for the full reaction-diffusion system.

math.NA↗

arXiv2021

A positivity-preserving, energy stable scheme for a Ternary Cahn-Hilliard system with the singular interfacial parameters

In this paper, we construct and analyze a uniquely solvable, positivity preserving and unconditionally energy stable finite-difference scheme for the periodic three-component Macromolecular Microsphere Composite (MMC) hydrogels system, a ternary Cahn-Hilliard system with a Flory-Huggins-deGennes free energy potential. The proposed scheme is based on a convex-concave decomposition of the given energy functional with two variables, and the centered difference method is adopted in space. We provide a theoretical justification that this numerical scheme has a pair of unique solutions, such that the positivity is always preserved for all the singular terms, i.e., not only two phase variables are always between $0$ and $1$, but also the sum of two phase variables is between $0$ and $1$, at a point-wise level. In addition, we use the local Newton approximation and multigrid method to solve this nonlinear numerical scheme, and various numerical results are presented, including the numerical convergence test, positivity-preserving property test, energy dissipation and mass conservation properties.

math.NA↗

arXiv2021

An energy stable finite element scheme for the three-component Cahn-Hilliard-type model for macromolecular microsphere composite hydrogels

In this article, we present and analyze a finite element numerical scheme for a three-component macromolecular microsphere composite (MMC) hydrogel model, which takes the form of a ternary Cahn-Hilliard-type equation with Flory-Huggins-deGennes energy potential. The numerical approach is based on a convex-concave decomposition of the energy functional in multi-phase space, in which the logarithmic and the nonlinear surface diffusion terms are treated implicitly, while the concave expansive linear terms are explicitly updated. A mass lumped finite element spatial approximation is applied, to ensure the positivity of the phase variables. In turn, a positivity-preserving property can be theoretically justified for the proposed fully discrete numerical scheme. In addition, unconditional energy stability is established as well, which comes from the convexity analysis. Several numerical simulations are carried out to verify the accuracy and positivity-preserving property of the proposed scheme.

math.NA↗

arXiv2021

Preconditioned accelerated gradient descent methods for locally Lipschitz smooth objectives with applications to the solution of nonlinear PDEs

We develop a theoretical foundation for the application of Nesterov's accelerated gradient descent method (AGD) to the approximation of solutions of a wide class of partial differential equations (PDEs). This is achieved by proving the existence of an invariant set and exponential convergence rates when its preconditioned version (PAGD) is applied to minimize locally Lipschitz smooth, strongly convex objective functionals. We introduce a second-order ordinary differential equation (ODE) with a preconditioner built-in and show that PAGD is an explicit time-discretization of this ODE, which requires a natural time step restriction for energy stability. At the continuous time level, we show an exponential convergence of the ODE solution to its steady state using a simple energy argument. At the discrete level, assuming the aforementioned step size restriction, the existence of an invariant set is proved and a matching exponential rate of convergence of the PAGD scheme is derived by mimicking the energy argument and the convergence at the continuous level. Applications of the PAGD method to numerical PDEs are demonstrated with certain nonlinear elliptic PDEs using pseudo-spectral methods for spatial discretization, and several numerical experiments are conducted. The results confirm the global geometric and mesh size-independent convergence of the PAGD method, with an accelerated rate that is improved over the preconditioned gradient descent (PGD) method.

math.NA↗

arXiv2020

Structure-preserving, energy stable numerical schemes for a liquid thin film coarsening model

In this paper, two finite difference numerical schemes are proposed and analyzed for the droplet liquid film model, with a singular Leonard-Jones energy potential involved. Both first and second order accurate temporal algorithms are considered. In the first order scheme, the convex potential and the surface diffusion terms are implicitly, while the concave potential term is updated explicitly. Furthermore, we provide a theoretical justification that this numerical algorithm has a unique solution, such that the positivity is always preserved for the phase variable at a point-wise level, so that a singularity is avoided in the scheme. In fact, the singular nature of the Leonard-Jones potential term around the value of 0 prevents the numerical solution reaching such singular value, so that the positivity structure is always preserved. Moreover, an unconditional energy stability of the numerical scheme is derived, without any restriction for the time step size. In the second order numerical scheme, the BDF temporal stencil is applied, and an alternate convex-concave decomposition is derived, so that the concave part corresponds to a quadratic energy. In turn, the combined Leonard-Jones potential term is treated implicitly, and the concave part the is approximated by a second order Adams-Bashforth explicit extrapolation, and an artificial Douglas-Dupont regularization term is added to ensure the energy stability. The unique solvability and the positivity-preserving property for the second order scheme could be similarly established. In addition, optimal rate convergence analysis is provided for both the first and second order accurate schemes. A few numerical simulation results are also presented, which demonstrate the robustness of the numerical schemes.

math.NA↗

arXiv2020

Doubly Degenerate Diffuse Interface Models of Surface Diffusion

We discuss two doubly degenerate Cahn-Hilliard (DDCH) models for isotropic surface diffusion. Degeneracy is introduced in both the mobility function and a restriction function associated to the chemical potential. Our computational results suggest that the restriction functions yield more accurate approximations of surface diffusion. We consider a slight generalization of a model that has appeared before, which is non-variational, meaning there is no clear energy that is dissipated along the solution trajectories. We also introduce a new variational and, more precisely, energy dissipative model, which can be related to the generalized non-variational model. For both models we use formal matched asymptotics to show the convergence to the sharp interface limit of surface diffusion.

math.NA↗

arXiv2020

Doubly Degenerate Diffuse Interface Models of Anisotropic Surface Diffusion

We extend the doubly degenerate Cahn-Hilliard (DDCH) models for isotropic surface diffusion, which yield more accurate approximations than classical degenerate Cahn-Hilliard (DCH) models, to the anisotropic case. We consider both weak and strong anisotropies and demonstrate the capabilities of the approach for these cases numerically. The proposed model provides a variational and energy dissipative approach for anisotropic surface diffusion, enabling large scale simulations with material-specific parameters.

math.NA↗

arXiv2020

A positivity-preserving, energy stable and convergent numerical scheme for the Poisson-Nernst-Planck system

In this paper we propose and analyze a finite difference numerical scheme for the Poisson-Nernst-Planck equation (PNP) system. To understand the energy structure of the PNP model, we make use of the Energetic Variational Approach (EnVarA), so that the PNP system could be reformulated as a non-constant mobility $H^{-1}$ gradient flow, with singular logarithmic energy potentials involved. To ensure the unique solvability and energy stability, the mobility function is explicitly treated, while both the logarithmic and the electric potential diffusion terms are treated implicitly, due to the convex nature of these two energy functional parts. The positivity-preserving property for both concentrations, $n$ and $p$, is established at a theoretical level. This is based on the subtle fact that the singular nature of the logarithmic term around the value of $0$ prevents the numerical solution reaching the singular value, so that the numerical scheme is always well-defined. In addition, an optimal rate convergence analysis is provided in this work, in which many highly non-standard estimates have to be involved, due to the nonlinear parabolic coefficients. The higher order asymptotic expansion (up to third order temporal accuracy and fourth order spatial accuracy), the rough error estimate (to establish the $\ell^\infty$ bound for $n$ and $p$), and the refined error estimate have to be carried out to accomplish such a convergence result. In our knowledge, this work will be the first to combine the following three theoretical properties for a numerical scheme for the PNP system: (i) unique solvability and positivity, (ii) energy stability, and (iii) optimal rate convergence. A few numerical results are also presented in this article, which demonstrates the robustness of the proposed numerical scheme.

math.NA↗

arXiv2019

Convergence Analysis of the Fast Subspace Descent Methods for Convex Optimization Problems

The full approximation storage (FAS) scheme is a widely used multigrid method for nonlinear problems. In this paper, a new framework to design and analyze FAS-like schemes for convex optimization problems is developed. The new method, the Fast Subspace Descent (FASD) scheme, which generalizes classical FAS, can be recast as an inexact version of nonlinear multigrid methods based on space decomposition and subspace correction. The local problem in each subspace can be simplified to be linear and one gradient descent iteration (with an appropriate step size) is enough to ensure a global linear (geometric) convergence of FASD.

math.NA↗

arXiv2019

An Energy Stable BDF2 Fourier Pseudo-Spectral Numerical Scheme for the Square Phase Field Crystal Equation

In this paper we propose and analyze an energy stable numerical scheme for the square phase field crystal (SPFC) equation, a gradient flow modeling crystal dynamics at the atomic scale in space but on diffusive scales in time. In particular, a modification of the free energy potential to the standard phase field crystal model leads to a composition of the 4-Laplacian and the regular Laplacian operators. To overcome the difficulties associated with this highly nonlinear operator, we design numerical algorithms based on the structures of the individual energy terms. A Fourier pseudo-spectral approximation is taken in space, in such a way that the energy structure is respected, and summation-by-parts formulae enable us to study the discrete energy stability for such a high-order spatial discretization. In the temporal approximation, a second order BDF stencil is applied, combined with an appropriate extrapolation for the concave diffusion term(s). A second order artificial Douglas-Dupont-type regularization term is added to ensure energy stability, and a careful analysis leads to the artificial linear diffusion coming at an order lower that that of surface diffusion term. Such a choice leads to reduced numerical dissipation. At a theoretical level, the unique solvability, energy stability are established, and an optimal rate convergence analysis is derived in the $\ell^\infty (0,T; \ell^2) \cap \ell^2 (0,T; H_N^3)$ norm. In the numerical implementation, the preconditioned steepest descent (PSD) iteration is applied to solve for the composition of the highly nonlinear 4-Laplacian term and the standard Laplacian term, and a geometric convergence is assured for such an iteration. Finally, a few numerical experiments are presented, which confirm the robustness and accuracy of the proposed scheme.

math.NA↗

arXiv2019

Positivity-preserving, energy stable numerical schemes for the Cahn-Hilliard equation with logarithmic potential

We present and analyze finite difference numerical schemes for the Allen Cahn/Cahn-Hilliard equation with a logarithmic Flory Huggins energy potential. Both the first order and second order accurate temporal algorithms are considered. In the first order scheme, we treat the nonlinear logarithmic terms and the surface diffusion term implicitly, and update the linear expansive term and the mobility explicitly. We provide a theoretical justification that, this numerical algorithm has a unique solution such that the positivity is always preserved for the logarithmic arguments. In particular, our analysis reveals a subtle fact: the singular nature of the logarithmic term around the values of $-1$ and 1 prevents the numerical solution reaching these singular values, so that the numerical scheme is always well-defined as long as the numerical solution stays similarly bounded at the previous time step. Furthermore, an unconditional energy stability of the numerical scheme is derived, without any restriction for the time step size. The unique solvability and the positivity-preserving property for the second order scheme are proved using similar ideas, in which the singular nature of the logarithmic term plays an essential role. For both the first and second order accurate schemes, we are able to derive an optimal rate convergence analysis, which gives the full order error estimate. The case with a non-constant mobility is analyzed as well. We also describe a practical and efficient multigrid solver for the proposed numerical schemes, and present some numerical results, which demonstrate the robustness of the numerical schemes.

math.NA↗

arXiv2017

An energy stable fourth order finite difference scheme for the Cahn-Hilliard equation

In this paper we propose and analyze an energy stable numerical scheme for the Cahn-Hilliard equation, with second order accuracy in time and the fourth order finite difference approximation in space. In particular, the truncation error for the long stencil fourth order finite difference approximation, over a uniform numerical grid with a periodic boundary condition, is analyzed, via the help of discrete Fourier analysis instead of the the standard Taylor expansion. This in turn results in a reduced regularity requirement for the test function. In the temporal approximation, we apply a second order BDF stencil, combined with a second order extrapolation formula applied to the concave diffusion term, as well as a second order artificial Douglas-Dupont regularization term, for the sake of energy stability. As a result, the unique solvability, energy stability are established for the proposed numerical scheme, and an optimal rate convergence analysis is derived in the $\ell^\infty (0,T; \ell^2) \cap \ell^2 (0,T; H_h^2)$ norm. A few numerical experiments are presented, which confirm the robustness and accuracy of the proposed scheme.

math.NA↗

arXiv2017

Convexity splitting in a phase field model for surface diffusion

Convexity splitting like schemes with improved accuracy are proposed for a phase field model for surface diffusion. The schemes are developed to enable large scale simulations in three spatial dimensions describing experimentally observed solid state dewetting phenomena. We introduce a first and a second order unconditionally energy stable scheme and carefully elaborate the loss in accuracy associated with large time steps in such schemes. We then present a family of Rosenbrock convex splitting schemes. We show the existence of a maximal numerical timestep and demonstrate the increase of this maximal numerical time step by at least one order of magnitude using a Rosenbrock method. This scheme is used to study the effect of contact angle on solid state dewetting phenomena.

math.NA↗

arXiv2017

A Second-Order Energy Stable Backward Differentiation Formula Method for the Epitaxial Thin Film Equation with Slope Selection

In this paper, we study a novel second-order energy stable Backward Differentiation Formula (BDF) finite difference scheme for the epitaxial thin film equation with slope selection (SS). One major challenge for the higher oder in time temporal discretization is how to ensure an unconditional energy stability and an efficient numerical implementation. We propose a general framework for designing the higher order in time numerical scheme with unconditional energy stability by using the BDF method with constant coefficient stabilized terms. Based on the unconditional energy stability property, we derive an $L^\infty_h (0,T; H_{h}^2)$ stability for the numerical solution and provide an optimal the convergence analysis. To deal with the 4-Laplacian solver in an $L^{2}$ gradient flow at each time step, we apply an efficient preconditioned steepest descent algorithm and preconditioned nonlinear conjugate gradient algorithm to solve the corresponding nonlinear system. Various numerical simulations are present to demonstrate the stability and efficiency of the proposed schemes and slovers.

math.NA↗

arXiv2016

Preconditioned Steepest Descent Methods for some Nonlinear Elliptic Equations Involving p-Laplacian Terms

We describe and analyze preconditioned steepest descent (PSD) solvers for fourth and sixth-order nonlinear elliptic equations that include p-Laplacian terms on periodic domains in 2 and 3 dimensions. The highest and lowest order terms of the equations are constant-coefficient, positive linear operators, which suggests a natural preconditioning strategy. Such nonlinear elliptic equations often arise from time discretization of parabolic equations that model various biological and physical phenomena, in particular, liquid crystals, thin film epitaxial growth and phase transformations. The analyses of the schemes involve the characterization of the strictly convex energies associated with the equations. We first give a general framework for PSD in generic Hilbert spaces. Based on certain reasonable assumptions of the linear pre-conditioner, a geometric convergence rate is shown for the nonlinear PSD iteration. We then apply the general the theory to the fourth and sixth-order problems of interest, making use of Sobolev embedding and regularity results to confirm the appropriateness of our pre-conditioners for the regularized p-Lapacian problems. Our results include a sharper theoretical convergence result for p-Laplacian systems compared to what may be found in existing works. We demonstrate rigorously how to apply the theory in the finite dimensional setting using finite difference discretization methods. Numerical simulations for some important physical application problems -- including thin film epitaxy with slope selection and the square phase field crystal model -- are carried out to verify the efficiency of the scheme.

math.NA↗

arXiv2016

Convergence Analysis and Numerical Implementation of a Second Order Numerical Scheme for the Three-Dimensional Phase Field Crystal Equation

In this paper we analyze and implement a second-order-in-time numerical scheme for the three-dimensional phase field crystal (PFC) equation. The numerical scheme was proposed in [46], with the unique solvability and unconditional energy stability established. However, its convergence analysis remains open. We present a detailed convergence analysis in this article, in which the maximum norm estimate of the numerical solution over grid points plays an essential role. Moreover, we outline the detailed multigrid method to solve the highly nonlinear numerical scheme over a cubic domain, and various three-dimensional numerical results are presented, including the numerical convergence test, complexity test of the multigrid solver and the polycrystal growth simulation.

math.NA↗