Error analysis of a fully discrete Morley finite element approximation for the Cahn-Hilliard equation

This paper proposes and analyzes the Morley element method for the Cahn-Hilliard equation. It is a fourth order nonlinear singular perturbation equation arises from the binary alloy problem in materials science, and its limit is proved to approach the Hele-Shaw flow. If the $L^2(\Omega)$ error estimate is considered directly as in paper \cite{elliott1989nonconforming}, we can only prove that the error bound depends on the exponential function of $\frac{1}{\epsilon}$. Instead, this paper derives the error bound which depends on the polynomial function of $\frac{1}{\epsilon}$ by considering the discrete $H^{-1}$ error estimate first. There are two main difficulties in proving this polynomial dependence of the discrete $H^{-1}$ error estimate. Firstly, it is difficult to prove discrete energy law and discrete stability results due to the complex structure of the bilinear form of the Morley element discretization. This paper overcomes this difficulty by defining four types of discrete inverse Laplace operators and exploring the relations between these discrete inverse Laplace operators and continuous inverse Laplace operator. Each of these operators plays important roles, and their relations are crucial in proving the discrete energy law, discrete stability results and error estimates. Secondly, it is difficult to prove the discrete spectrum estimate in the Morley element space because the Morley element space intersects with the $C^1$ conforming finite element space but they are not contained in each other. Instead of proving this discrete spectrum estimate in the Morley element space, this paper proves a generalized coercivity result by exploring properties of the enriching operators and using the discrete spectrum estimate in its $C^1$ conforming relative finite element space, which can be obtained by using the spectrum estimate of the Cahn-Hilliard operator.Comment: 31 page

Analysis of interior penalty discontinuous Galerkin methods for the Allen-Cahn equation and the mean curvature flow

This paper develops and analyzes two fully discrete interior penalty discontinuous Galerkin (IP-DG) methods for the Allen-Cahn equation, which is a nonlinear singular perturbation of the heat equation and originally arises from phase transition of binary alloys in materials science, and its sharp interface limit (the mean curvature flow) as the perturbation parameter tends to zero. Both fully implicit and energy-splitting time-stepping schemes are proposed. The primary goal of the paper is to derive sharp error bounds which depend on the reciprocal of the perturbation parameter $\epsilon$ (also called "interaction length") only in some lower polynomial order, instead of exponential order, for the proposed IP-DG methods. The derivation is based on a refinement of the nonstandard error analysis technique first introduced in [12]. The centerpiece of this new technique is to establish a spectrum estimate result in totally discontinuous DG finite element spaces with a help of a similar spectrum estimate result in the conforming finite element spaces which was established in [12]. As a nontrivial application of the sharp error estimates, they are used to establish convergence and the rates of convergence of the zero level sets of the fully discrete IP-DG solutions to the classical and generalized mean curvature flow. Numerical experiment results are also presented to gauge the theoretical results and the performance of the proposed fully discrete IP-DG methods.Comment: 24 pages, 2 tables and 12 graphic

Analysis of adaptive two-grid finite element algorithms for linear and nonlinear problems

This paper proposes some efficient and accurate adaptive two-grid (ATG) finite element algorithms for linear and nonlinear partial differential equations (PDEs). The main idea of these algorithms is to utilize the solutions on the $k$-th level adaptive meshes to find the solutions on the $(k+1)$-th level adaptive meshes which are constructed by performing adaptive element bisections on the $k$-th level adaptive meshes. These algorithms transform non-symmetric positive definite (non-SPD) PDEs (resp., nonlinear PDEs) into symmetric positive definite (SPD) PDEs (resp., linear PDEs). The proposed algorithms are both accurate and efficient due to the following advantages: they do not need to solve the non-symmetric or nonlinear systems; the degrees of freedom (d.o.f.) are very small; they are easily implemented; the interpolation errors are very small. Next, this paper constructs residue-type {\em a posteriori} error estimators, which are shown to be reliable and efficient. The key ingredient in proving the efficiency is to establish an upper bound of the oscillation terms, which may not be higher-order terms (h.o.t.) due to the low regularity of the numerical solution. Furthermore, the convergence of the algorithms is proved when bisection is used for the mesh refinements. Finally, numerical experiments are provided to verify the accuracy and efficiency of the ATG finite element algorithms, compared to regular adaptive finite element algorithms and two-grid finite element algorithms [27].Comment: 29 page

Fully Discrete Mixed Finite Element Methods for the Stochastic Cahn-Hilliard Equation with Gradient-type Multiplicative Noise

This paper develops and analyzes some fully discrete mixed finite element methods for the stochastic Cahn-Hilliard equation with gradient-type multiplicative noise that is white in time and correlated in space. The stochastic Cahn-Hilliard equation is formally derived as a phase field formulation of the stochastically perturbed Hele-Shaw flow. The main result of this paper is to prove strong convergence with optimal rates for the proposed mixed finite element methods. To overcome the difficulty caused by the low regularity in time of the solution to the stochastic Cahn-Hilliard equation, the H\"{o}lder continuity in time with respect to various norms for the stochastic PDE solution is established, and it plays a crucial role in the error analysis. Numerical experiments are also provided to validate the theoretical results and to study the impact of noise on the Hele-Shaw flow as well as the interplay of the geometric evolution and gradient-type noise.Comment: 22 pages, 6 figures and 2 table

Finite Element Methods for the Stochastic Allen-Cahn Equation with Gradient-type Multiplicative Noises

This paper studies finite element approximations of the stochastic Allen-Cahn equation with gradient-type multiplicative noises that are white in time and correlated in space. The sharp interface limit as the parameter $\epsilon \rightarrow 0$ of the stochastic equation formally approximates a stochastic mean curvature flow which is described by a stochastically perturbed geometric law of the deterministic mean curvature flow. Both the stochastic Allen-Cahn equation and the stochastic mean curvature flow arise from materials science, fluid mechanics and cell biology applications. Two fully discrete finite element methods which are based on different time-stepping strategies for the nonlinear term are proposed. Strong convergence with sharp rates for both fully discrete finite element methods is proved. This is done with a crucial help of the H\"{o}lder continuity in time with respect to the spatial $L^2$-norm and $H^1$-seminorm for the strong solution of the stochastic Allen-Cahn equation, which are key technical lemmas proved in paper. It also relies on the fact that high moments of the strong solution are bounded in various spatial and temporal norms. Numerical experiments are provided to gauge the performance of the proposed fully discrete finite element methods and to study the interplay of the geometric evolution and gradient-type noises.Comment: 28 pages, 8 figures, 1 tabl

Multiphysics Finite Element Methods for a Poroelasticity Model

This paper concerns with finite element approximations of a quasi-static poroelasticity model in displacement-pressure formulation which describes the dynamics of poro-elastic materials under an applied mechanical force on the boundary. To better describe the multiphysics process of deformation and diffusion for poro-elastic materials, we first present a reformulation of the original model by introducing two pseudo-pressures, one of them is shown to satisfy a diffusion equation, we then propose a time-stepping algorithm which decouples (or couples) the reformulated PDE problem at each time step into two sub-problems, one of which is a generalized Stokes problem for the displacement vector field (of the solid network of the poro-elastic material) along with one pseudo-pressure field and the other is a diffusion problem for the other pseudo-pressure field (of the solvent of the material). In the paper, the Taylor-Hood mixed finite element method combined with the $P_1$-conforming finite element method is used as an example to demonstrate the viability of the proposed multiphysics approach. It is proved that the solutions of the fully discrete finite element methods fulfill a discrete energy law which mimics the differential energy law satisfied by the PDE solution and converges optimally in the energy norm. Moreover, it is showed that the proposed formulation also has a built-in mechanism to overcome so-called "locking phenomenon" associated with the numerical approximations of the poroelasticity model. Numerical experiments are presented to show the performance of the proposed approach and methods and to demonstrate the absence of "locking phenomenon" in our numerical experiments.Comment: 8 figures and 1 tabl

Kozai-Lidov Mechanism inside Retrograde Mean Motion Resonances

As the discoveries of more minor bodies in retrograde resonances with giant planets, such as 2015 BZ509 and 2006 RJ2, our curiosity about the Kozai-Lidov dynamics inside the retrograde resonance has been sparked. In this study, we focus on the 3D retrograde resonance problem and investigate how the resonant dynamics of a minor body impacts on its own Kozai-Lidov cycle. Firstly we deduce the action-angle variables and canonical transformations that deal with the retrograde orbit specifically. After obtaining the dominant Hamiltonian of this problem, we then carry out the numerical averaging process in closed form to generate phase-space portraits on a $e-\omega$ space. The retrograde 1:1 resonance is particularly scrutinized in detail, and numerical results from a CRTBP model shows a great agreement with the our semi-analytical portraits. On this basis, we inspect two real minor bodies currently trapped in retrograde 1:1 mean motion resonance. It is shown that they have different Kozai-Lidov states, which can be used to analyze the stability of their unique resonances. In the end, we further inspect the Kozai-Lidov dynamics inside the 2:1 and 2:5 retrograde resonance, and find distinct dynamical bifurcations of equilibrium points on phase-space portraits.Comment: 10 pages, 8 figures. Accepted for publication in MNRA

Strong convergence of a fully discrete finite element method for a class of semilinear stochastic partial differential equations with multiplicative noise

This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to be globally Lipschitz and the nonlinearity in the drift term is only assumed to satisfy a one-side Lipschitz condition. The semilinear SPDEs considered in this paper is a direct generalization of the SODEs considered in [13]. There are several difficulties which need to be overcome for this generalization. First, obviously the spatial discretization, which does not appear in the SODE case, adds an extra layer of difficulty. It turns out a special discretization must be designed to guarantee certain properties for the numerical scheme and its stiffness matrix. In this paper we use a finite element interpolation technique to discretize the nonlinear drift term. Second, in order to prove the strong convergence of the proposed fully discrete finite element method, stability estimates for higher order moments of the $H^1$-seminorm of the numerical solution must be established, which are difficult and delicate. A judicious combination of the properties of the drift and diffusion terms and a nontrivial technique borrowed from [16] is used in this paper to achieve the goal. Finally, stability estimates for the second and higher order moments of the $L^2$-norm of the numerical solution is also difficult to obtain due to the fact that the mass matrix may not be diagonally dominant. This is done by utilizing the interpolation theory and the higher moment estimates for the $H^1$-seminorm of the numerical solution. After overcoming these difficulties, it is proved that the proposed fully discrete finite element method is convergent in strong norms with nearly optimal rates of convergence.Comment: 23 pages. 11 figure

Analysis of mixed interior penalty discontinuous Galerkin methods for the Cahn-Hilliard equation and the Hele-Shaw flow

This paper proposes and analyzes two fully discrete mixed interior penalty discontinuous Galerkin (DG) methods for the fourth order nonlinear Cahn-Hilliard equation. Both methods use the backward Euler method for time discretization and interior penalty discontinuous Galerkin methods for spatial discretization. They differ from each other on how the nonlinear term is treated, one of them is based on fully implicit time-stepping and the other uses the energy-splitting time-stepping. The primary goal of the paper is to prove the convergence of the numerical interfaces of the DG methods to the interface of the Hele-Shaw flow. This is achieved by establishing error estimates that depend on $\epsilon^{-1}$ only in some low polynomial orders, instead of exponential orders. Similar to [14], the crux is to prove a discrete spectrum estimate in the discontinuous Galerkin finite element space. However, the validity of such a result is not obvious because the DG space is not a subspace of the (energy) space $H^1$ and it is larger than the finite element space. This difficult is overcome by a delicate perturbation argument which relies on the discrete spectrum estimate in the finite element space proved in \cite{Feng_Prohl04}. Numerical experiment results are also presented to gauge the theoretical results and the performance of the proposed fully discrete mixed DG methods.Comment: 30 pages, 3 tables and 6 figures. arXiv admin note: text overlap with arXiv:1310.750

Energy Conserving Galerkin Approximation of Two Dimensional Wave Equations with Random Coefficients

Wave propagation problems for heterogeneous media are known to have many applications in physics and engineering. Recently, there has been an increasing interest in stochastic effects due to the uncertainty, which may arise from impurities of the media. This work considers a two-dimensional wave equation with random coefficients which may be discontinuous in space. Generalized polynomial chaos method is used in conjunction with stochastic Galerkin approximation, and local discontinuous Galerkin method is used for spatial discretization. Our method is shown to be energy preserving in semi-discrete form as well as in fully discrete form, when leap-frog time discretization is used. Its convergence rate is proved to be optimal and the error grows linearly in time. The theoretical properties of the proposed scheme are validated by numerical tests