Available in electronic format
Available in print format
Mathematics of Computation
Journal of the American Mathematical Society
ISSN 1088-6842(e) ISSN 0025-5718(p)
     

Analysis of a fully discrete finite element method for the phase field model and approximation of its sharp interface limits

Author(s): Xiaobing Feng; Andreas Prohl.
Journal: Math. Comp. 73 (2004), 541-567.
MSC (2000): Primary 65M60, 65M12, 65M15, 35B25, 35K57, 35Q99
Posted: July 28, 2003
Retrieve article in: PDF
This article is available free of charge

Abstract | References | Similar articles | Additional information

Abstract: We propose and analyze a fully discrete finite element scheme for the phase field model describing the solidification process in materials science. The primary goal of this paper is to establish some useful a priori error estimates for the proposed numerical method, in particular, by focusing on the dependence of the error bounds on the parameter $\varepsilon$, known as the measure of the interface thickness. Optimal order error bounds are shown for the fully discrete scheme under some reasonable constraints on the mesh size $h$ and the time step size $k$. In particular, it is shown that all error bounds depend on $\frac{1}{\varepsilon}$ only in some lower polynomial order for small $\varepsilon$. The cruxes of the analysis are to establish stability estimates for the discrete solutions, to use a spectrum estimate result of Chen, and to establish a discrete counterpart of it for a linearized phase field operator to handle the nonlinear effect. Finally, as a nontrivial byproduct, the error estimates are used to establish convergence of the solution of the fully discrete scheme to solutions of the sharp interface limits of the phase field model under different scaling in its coefficients. The sharp interface limits include the classical Stefan problem, the generalized Stefan problems with surface tension and surface kinetics, the motion by mean curvature flow, and the Hele-Shaw model.


References:

1.
R. A. Adams.
Sobolev Spaces.
Academic Press, New York, 1975. MR 56:9247

2.
N. D. Alikakos and P. W. Bates.
On the singular limit in a phase field model of phase transitions.
Ann. Inst. H. Poincaré Anal. Non Linéaire, 5(2):141-178, 1988. MR 89h:35109

3.
N. D. Alikakos, P. W. Bates, and X. Chen.
Convergence of the Cahn-Hilliard equation to the Hele-Shaw model.
Arch. Rational Mech. Anal., 128(2):165-205, 1994. MR 97b:35174

4.
S. Allen and J. W. Cahn.
A microscopic theory for antiphase boundary motion and its application to antiphase domain coarsening.
Acta Metall., 27:1084-1095, 1979.

5.
D. M. Anderson, G. B. McFadden, and A. A. Wheeler.
A phase-field model of solidification with convection.
Phys. D, 135(1-2):175-194, 2000. MR 2000j:80004

6.
P. W. Bates, P. C. Fife, R. A. Gardner, and C. K. R. T. Jones.
Phase field models for hypercooled solidification.
Phys. D, 104(1):1-31, 1997. MR 97m:80011

7.
J. F. Blowey and C. M. Elliott.
A phase-field model with a double obstacle potential.
In G. Buttazzo and A. Visintin, editors, Motion by mean curvature and related topics (Trento, 1992), pages 1-22. de Gruyter, Berlin, 1994. MR 95d:35093

8.
S. C. Brenner and L. R. Scott.
The mathematical theory of finite element methods.
Springer-Verlag, New York, 1994. MR 95f:65001

9.
G. Caginalp.
An analysis of a phase field model of a free boundary.
Arch. Rational Mech. Anal., 92(3):205-245, 1986. MR 87c:80011

10.
G. Caginalp.
Stefan and Hele-Shaw type models as asymptotic limits of the phase-field equations.
Phys. Rev. A (3), 39(11):5887-5896, 1989. MR 90c:80004

11.
G. Caginalp and X. Chen.
Convergence of the phase field model to its sharp interface limits.
European J. Appl. Math., 9(4):417-445, 1998. MR 99i:80011

12.
G. Caginalp and J.-T. Lin.
A numerical analysis of an anisotropic phase field model.
IMA J. Appl. Math., 39(1):51-66, 1987. MR 90e:80005

13.
G. Caginalp and E. Socolovsky.
Phase field computations of single-needle crystals, crystal growth, and motion by mean curvature.
SIAM J. Sci. Comput., 15(1):106-126, 1994. MR 94k:65122

14.
J. W. Cahn and J. E. Hilliard.
Free energy of a nonuniform system I. Interfacial free energy.
J. Chem. Phys., 28:258-267, 1958.

15.
X. Chen.
Spectrum for the Allen-Cahn, Cahn-Hilliard, and phase-field equations for generic interfaces.
Comm. Partial Differential Equations, 19(7-8):1371-1395, 1994. MR 95f:35023

16.
X. Chen, J. Hong, and F. Yi.
Existence, uniqueness, and regularity of classical solutions of the Mullins-Sekerka problem.
Comm. Partial Differential Equations, 21(11-12):1705-1727, 1996. MR 97h:35238

17.
Z. M. Chen and K.-H. Hoffmann.
An error estimate for a finite-element scheme for a phase field model.
IMA J. Numer. Anal., 14(2):243-255, 1994. MR 95c:65152

18.
P. G. Ciarlet.
The finite element method for elliptic problems.
North-Holland Publishing Co., Amsterdam, 1978.
Studies in Mathematics and its Applications, Vol. 4. MR 58:25001

19.
J. B. Collins and H. Levine.
Diffuse interface model of diffusion-limited crystal growth.
Phys. Rev. B, 31:6119-6122, 1985.

20.
P. de Mottoni and M. Schatzman.
Geometrical evolution of developed interfaces.
Trans. Amer. Math. Soc., 347(5):1533-1589, 1995. MR 2000a:35022

21.
C. M. Elliott and S. M. Zheng.
Global existence and stability of solutions to the phase field equations.
In Free Boundary Value Problems (Oberwolfach, 1989), pages 46-58. Birkhäuser, Basel, 1990. MR 92g:35214

22.
L. C. Evans, H. M. Soner, and P. E. Souganidis.
Phase transitions and generalized motion by mean curvature.
Comm. Pure Appl. Math., 45(9):1097-1123, 1992. MR 93g:35064

23.
X. Feng and A. Prohl.
Numerical analysis of the Allen-Cahn equation and approximation of the mean curvature flows.
Numer. Math., 94(1):33-65, 2003.

24.
X. Feng and A. Prohl. Error Analysis of a Mixed Finite Element Method for the Cahn-Hilliard Equation, Numer. Math. (submitted), IMA-Preprint #1798, 2001.

25.
X. Feng and A. Prohl.
Numerical Analysis of the Cahn-Hilliard Equation and Approximation for the Hele-Shaw problem, Interfaces and Free Boundaries (submitted), IMA-Preprint #1799, 2001.

26.
X. Feng and A. Prohl.
Analysis of a fully discrete finite element method for the phase field model and approximation of its sharp interphase limits.
IMA-Preprint #1817, 2001.

27.
P. Fife.
Models for phase separation and their mathematics.
Electronic J. of Diff. Eqns, 2000(48):1-26, 2000. MR 2001k:35147

28.
G. Fix.
Phase field method for free boundary problems.
In A. Fasano and M. Primicerio, editors, Free Boundary Problems, pages 580-589. Pitman, London, 1983. MR 84h:00003

29.
G. J. Fix and J. T. Lin.
Numerical simulations of nonlinear phase transitions. I. The isotropic case.
Nonlinear Anal., 12(8):811-823, 1988. MR 89h:80009

30.
J. S. Langer.
Models of patten formation in first-order phase transitions.
In Directions in Condensed Matter Physics, pages 164-186. World Science Publishers, 1986. MR 88a:82023

31.
J. T. Lin.
The numerical analysis of a phase field model in moving boundary problems.
SIAM J. Numer. Anal., 25(5):1015-1031, 1988. MR 89h:65161

32.
G. B. McFadden, A. A. Wheeler, R. J. Braun, S. R. Coriell, and R. F. Sekerka.
Phase-field models for anisotropic interfaces.
Phys. Rev. E (3), 48(3):2016-2024, 1993.

33.
W. W. Mullins and J. Sekerka.
Morphological stability of a particle growing by diffusion or heat flow.
J. Appl. Math., 34:322-329, 1963.

34.
O. Penrose and P. C. Fife.
On the relation between the standard phase-field model and a ``thermodynamically consistent'' phase-field model.
Phys. D, 69(1-2):107-113, 1993.

35.
N. Provatas, N. Goldenfeld, and J. Dantzig.
Adaptive mesh refinement computation of solidification microstructures using dynamic data structures.
J. Comput. Phys., 148(1):265-290, 1999. MR 99h:80012

36.
H. M. Soner.
Convergence of the phase-field equations to the Mullins-Sekerka problem with kinetic undercooling.
Arch. Rational Mech. Anal., 131(2):139-197, 1995. MR 97d:80007

37.
B. E. E. Stoth.
A sharp interface limit of the phase field equations: one-dimensional and axisymmetric.
European J. Appl. Math., 7(6):603-633, 1996. MR 98i:80008

38.
X. Y. Yue.
Finite element analysis of the phase field model with nonsmooth initial data.
Acta Math. Appl. Sinica, 19(1):15-24, 1996. MR 97d:65045

Similar Articles:

Retrieve articles in Mathematics of Computation with MSC (2000): 65M60, 65M12, 65M15, 35B25, 35K57, 35Q99

Retrieve articles in all Journals with MSC (2000): 65M60, 65M12, 65M15, 35B25, 35K57, 35Q99


Additional Information:

Xiaobing Feng
Affiliation: Department of Mathematics, The University of Tennessee, Knoxville, Tennessee 37996
Email: xfeng@math.utk.edu

Andreas Prohl
Affiliation: Department of Mathematics, ETH, CH-8092 Zürich, Switzerland
Email: apr@math.ethz.ch

DOI: 10.1090/S0025-5718-03-01588-6
PII: S 0025-5718(03)01588-6
Keywords: Phase field model, Allen-Cahn equation, Cahn-Hilliard equation, Stefan problem, motion by mean curvature, Hele-Shaw model, fully discrete finite element method
Received by editor(s): November 16, 2001
Received by editor(s) in revised form: October 30, 2002
Posted: July 28, 2003
Copyright of article: Copyright 2003, American Mathematical Society


  AMS Website Logo Small Comments: webmaster@ams.org
© Copyright 2009, American Mathematical Society
Privacy Statement
Search the AMSPowered by Google