An unconditionally energy stable finite difference scheme for a stochastic Cahn-Hilliard equation

In this work, the MMC-TDGL equation, a stochastic Cahn-Hilliard equation is solved numerically by using the finite difference method in combination with a convex splitting technique of the energy functional. For the non-stochastic case, we develop an unconditionally energy stable difference scheme which is proved to be uniquely solvable. For the stochastic case, by adopting the same splitting of the energy functional, we construct a similar and uniquely solvable difference scheme with the discretized stochastic term. The resulted schemes are nonlinear and solved by Newton iteration. For the long time simulation, an adaptive time stepping strategy is developed based on both first- and second-order derivatives of the energy. Numerical experiments are carried out to verify the energy stability, the efficiency of the adaptive time stepping and the effect of the stochastic term.Comment: This paper has been accepted for publication in SCIENCE CHINA Mathematic

Decoupled, Linear, and Energy Stable Finite Element Method for the Cahn-Hilliard-Navier-Stokes-Darcy Phase Field Model

In this paper, we consider the numerical approximation for a phase field model of the coupled two-phase free flow and two-phase porous media flow. This model consists of Cahn—Hilliard—Navier—Stokes equations in the free flow region and Cahn—Hilliard—Darcy equations in the porous media region that are coupled by seven interface conditions. The coupled system is decoupled based on the interface conditions and the solution values on the interface from the previous time step. A fully discretized scheme with finite elements for the spatial discretization is developed to solve the decoupled system. In order to deal with the difficulties arising from the interface conditions, the decoupled scheme needs to be constructed appropriately for the interface terms, and a modified discrete energy is introduced with an interface component. Furthermore, the scheme is linearized and energy stable. Hence, at each time step one need only solve a linear elliptic system for each of the two decoupled equations. Stability of the model and the proposed method is rigorously proved. Numerical experiments are presented to illustrate the features of the proposed numerical method and verify the theoretical conclusions. © 2018 Society for Industrial and Applied Mathematics

Numerical approximations for a three-component Cahn–Hilliard phase-field model based on the invariant energy quadratization method

How to develop efficient numerical schemes while preserving the energy stability at the discrete level is a challenging issue for the three component Cahn-Hilliard phase-field model. In this paper, we develop first and second order temporal approximation schemes based on the "Invariant Energy Quadratization" approach, where all nonlinear terms are treated semi-explicitly. Consequently, the resulting numerical schemes lead to a well-posed linear system with the symmetric positive definite operator to be solved at each time step. We rigorously prove that the proposed schemes are unconditionally energy stable. Various 2D and 3D numerical simulations are presented to demonstrate the stability and the accuracy of the schemes

ON SEVERAL EFFICIENT ALGORITHMS FOR SOME PARTIAL DIFFERENTIAL EQUATIONS

ABSTRAC

Unconditionally Energy Stable Numerical Schemes for Hydrodynamics Coupled Fluids Systems

The thesis consists of two parts. In the first part we propose several second order in time, fully discrete, linear and nonlinear numerical schemes to solve the phase-field model of two-phase incompressible flows in the framework of finite element method. The schemes are based on the second order Crank-Nicolson method for time disretizations, projection method for Navier-Stokes equations, as well as several implicit-explicit treatments for phase-field equations. The energy stability, solvability, and uniqueness for numerical solutions of proposed schemes are further proved. Ample numerical experiments are performed to validate the accuracy and efficiency of the proposed schemes thereafter. In the second part we consider the numerical approximations for the model of smectic-A liquid crystal flows. The model equation, that is derived from the variational approach of the de Gennes energy, is a highly nonlinear system that couples the incompressible Navier-Stokes equations and two nonlinear coupled second-order elliptic equations. Based on some subtle explicit-implicit treatments for nonlinear terms, we develop unconditionally energy stable, linear, decoupled time discretization scheme. We also rigorously prove that the proposed scheme obeys the energy dissipation law. Various numerical simulations are presented to demonstrate the accuracy and the stability thereafter

Fluid dynamics alters liquid-liquid phase separation in confined aqueous two-phase systems

Liquid-liquid phase separation is key to understanding aqueous two-phase systems (ATPS) arising throughout cell biology, medical science, and the pharmaceutical industry. Controlling the detailed morphology of phase-separating compound droplets leads to new technologies for efficient single-cell analysis, targeted drug delivery, and effective cell scaffolds for wound healing. We present a computational model of liquid-liquid phase separation relevant to recent laboratory experiments with gelatin-polyethylene glycol mixtures. We include buoyancy and surface-tension-driven finite viscosity fluid dynamics with thermally induced phase separation. We show that the fluid dynamics greatly alters the evolution and equilibria of the phase separation problem. Notably, buoyancy plays a critical role in driving the ATPS to energy-minimizing crescent-shaped morphologies and shear flows can generate a tenfold speedup in particle formation. Neglecting fluid dynamics produces incorrect minimum-energy droplet shapes. The model allows for optimization of current manufacturing procedures for structured microparticles and improves understanding of ATPS evolution in confined and flowing settings important in biology and biotechnology.Comment: 9 pages, 8 figures, 3 supplementary movies, to appear in Proceedings of the National Academy of Sciences, accompanying code and parameters to generate data available at https://github.com/ericwhester/multiphase-fluids-cod

Development of robust and efficient solution strategies for coupled problems

Det er mange modeller i moderne vitenskap hvor sammenkoblingen mellom forskjellige fysiske prosesser er svært viktig. Disse finner man for eksempel i forbindelse med lagring av karbondioksid i undervannsreservoarer, flyt i kroppsvev, kreftsvulstvekst og geotermisk energiutvinning. Denne avhandlingen har to fokusområder som er knyttet til sammenkoblede modeller. Det første er å utvikle pålitelige og effektive tilnærmingsmetoder, og det andre er utviklingen av en ny modell som tar for seg flyt i et porøst medium som består av to forskjellige materialer. For tilnærmingsmetodene har det vært et spesielt fokus på splittemetoder. Dette er metoder hvor hver av de sammenkoblede modellene håndteres separat, og så itererer man mellom dem. Dette gjøres i hovedsak fordi man kan utnytte tilgjengelig teori og programvare for å løse hver undermodell svært effektivt. Ulempen er at man kan ende opp med løsningsalgoritmer for den sammenkoblede modellen som er trege, eller ikke kommer frem til noen løsning i det hele tatt. I denne avhandlingen har tre forskjellige metoder for å forbedre splittemetoder blitt utviklet for tre forskjellige sammenkoblede modeller. Den første modellen beskriver flyt gjennom deformerbart porøst medium og er kjent som Biot ligningene. For å anvende en splittemetode på denne modellen har et stabiliseringsledd blitt tilført. Dette sikrer at metoden konvergerer (kommer frem til en løsning), men dersom man ikke skalerer stabiliseringsleddet riktig kan det ta veldig lang tid. Derfor har et intervall hvor den optimale skaleringen av stabiliseringsleddet befinner seg blitt identifisert, og utfra dette presenteres det en måte å praktisk velge den riktige skaleringen på. Den andre modellen er en fasefeltmodell for sprekkpropagering. Denne modellen løses vanligvis med en splittemetode som er veldig treg, men konvergent. For å forbedre dette har en ny akselerasjonsmetode har blitt utviklet. Denne anvendes som et postprosesseringssteg til den klassiske splittemetoden, og utnytter både overrelaksering og Anderson akselerasjon. Disse to forskjellige akselerasjonsmetodene har kompatible styrker i at overrelaksering akselererer når man er langt fra løsningen (som er tilfellet når sprekken propagerer), og Anderson akselerasjon fungerer bra når man er nærme løsningen. For å veksle mellom de to metodene har et kriterium basert på residualfeilen blitt brukt. Resultatet er en pålitelig akselerasjonsmetode som alltid akselererer og ofte er svært effektiv. Det siste modellen kalles Cahn-Larché ligningene og er også en fasefeltmodell, men denne beskriver elastisitet i et medium bestående av to elastiske materialer som kan bevege seg basert på overflatespenningen mellom dem. Dette problemet er spesielt utfordrende å løse da det verken er lineært eller konvekst. For å håndtere dette har en ny måte å behandle tidsavhengigheten til det underliggende koblede problemet på blitt utviklet. Dette leder til et diskret system som er ekvivalent med et konvekst minimeringsproblem, som derfor er velegnet til å løses med de fleste numeriske optimeringsmetoder, også splittemetoder. Den nye modellen som har blitt utviklet er en utvidelse av Cahn-Larché ligningene og har fått navnet Cahn-Hilliard-Biot. Dette er fordi ligningene utgjør en fasefelt modell som beskriver flyt i et deformerbart porøst medium med to poroelastiske materialer. Disse kan forflytte seg basert på overflatespenning, elastisk spenning, og poretrykk, og det er tenkt at modellen kan anvendes i forbindelse med kreftsvulstmodellering.There are many applications where the study of coupled physical processes is of great importance. These range from the life sciences with flow in deformable human tissue to structural engineering with fracture propagation in elastic solids. In this doctoral dissertation, there is a twofold focus on coupled problems. Firstly, robust and efficient solution strategies, with a focus on iterative decoupling methods, have been applied to several coupled systems of equations. Secondly, a new thermodynamically consistent coupled system of equations is proposed. Solution strategies are developed for three different coupled problems; the quasi-static linearized Biot equations that couples flow through porous materials and elastic deformation of the solid medium, variational phase-field models for brittle fracture that couple a phase-field equation for fracture evolution with linearized elasticity, and the Cahn-Larché equations that model elastic effects in a two-phase elastic material and couples an extended Cahn-Hilliard phase-field equation and linearized elasticity. Finally, the new system of equations that is proposed models flow through a two-phase deformable porous material where the solid phase evolution is governed by interfacial forces as well as effects from both the fluid and elastic properties of the material. In the work that concerns the quasi-static linearized Biot equations, the focus is on the fixed-stress splitting scheme, which is a popular method for sequentially solving the flow and elasticity subsystems of the full model. Using such a method is beneficial as it allows for the use of readily available solvers for the subproblems; however, a stabilizing term is required for the scheme to converge. It is well known that the convergence properties of the method strongly depend on how this term is chosen, and here, the optimal choice of it is addressed both theoretically and practically. An interval where the optimal stabilization parameter lies is provided, depending on the material parameters. In addition, two different ways of optimizing the parameter are proposed. The first is a brute-force method that relies on the mesh independence of the scheme's optimal stabilization parameter, and the second is valid for low-permeable media and utilizes an equivalence between the fixed-stress splitting scheme and the modified Richardson iteration. Regarding the variational phase-field model for brittle fracture propagation, the focus is on improving the convergence properties of the most commonly used solution strategy with an acceleration method. This solution strategy relies on a staggered scheme that alternates between solving the elasticity and phase-field subproblems in an iterative way. This is known to be a robust method compared to the monolithic Newton method. However, the staggered scheme often requires many iterations to converge to satisfactory precision. The contribution of this work is to accelerate the solver through a new acceleration method that combines Anderson acceleration and over-relaxation, dynamically switching back and forth between them depending on a criterion that takes the residual evolution into account. The acceleration scheme takes advantage of the strengths of both Anderson acceleration and over-relaxation, and the fact that they are complementary when applied to this problem, resulting in a significant speed-up of the convergence. Moreover, the method is applied as a post-processing technique to the increments of the solver, and can thus be implemented with minor modifications to readily available software. The final contribution toward solution strategies for coupled problems focuses on the Cahn-Larché equations. This is a model for linearized elasticity in a medium with two elastic phases that evolve with respect to interfacial forces and elastic effects. The system couples linearized elasticity and an extended Cahn-Hilliard phase-field equation. There are several challenging features with regards to solution strategies for this system including nonlinear coupling terms, and the fourth-order term that comes from the Cahn-Hilliard subsystem. Moreover, the system is nonlinear and non-convex with respect to both the phase-field and the displacement. In this work, a new semi-implicit time discretization that extends the standard convex-concave splitting method applied to the double-well potential from the Cahn-Hilliard subsystem is proposed. The extension includes special treatment for the elastic energy, and it is shown that the resulting discrete system is equivalent to a convex minimization problem. Furthermore, an alternating minimization solver is proposed for the fully discrete system, together with a convergence proof that includes convergence rates. Through numerical experiments, it becomes evident that the newly proposed discretization method leads to a system that is far better conditioned for linearization methods than standard time discretizations. Finally, a new model for flow through a two-phase deformable porous material is proposed. The two poroelastic phases have distinct material properties, and their interface evolves according to a generalized Ginzburg–Landau energy functional. As a result, a model that extends the Cahn-Larché equations to poroelasticity is proposed, and essential coupling terms for several applications are highlighted. These include solid tumor growth, biogrout, and wood growth. Moreover, the coupled set of equations is shown to be a generalized gradient flow. This implies that the system is thermodynamically consistent and makes a toolbox of analysis and solvers available for further study of the model.Doktorgradsavhandlin