×

Convergence analysis of a second order numerical scheme for the Flory-Huggins-Cahn-Hilliard-Navier-Stokes system. (English) Zbl 07890839

Summary: We present an optimal rate convergence analysis for a second order accurate in time, fully discrete finite difference scheme for the Cahn-Hilliard-Navier-Stokes (CHNS) system, combined with logarithmic Flory-Huggins energy potential. The numerical scheme has been recently proposed, and the positivity-preserving property of the logarithmic arguments, as well as the total energy stability, have been theoretically justified. In this paper, we rigorously prove second order convergence of the proposed numerical scheme, in both time and space. Since the CHNS is a coupled system, the standard \(\ell^\infty (0, T; \ell^2) \cap \ell^2 (0, T; H_h^2)\) error estimate could not be easily derived, due to the lack of regularity to control the numerical error associated with the coupled terms. Instead, the \(\ell^\infty (0, T; H_h^1) \cap \ell^2 (0, T; H_h^3)\) error analysis for the phase variable and the \(\ell^\infty (0, T; \ell^2)\) analysis for the velocity vector, which shares the same regularity as the energy estimate, is more suitable to pass through the nonlinear analysis for the error terms associated with the coupled physical process. Furthermore, the highly nonlinear and singular nature of the logarithmic error terms makes the convergence analysis even more challenging, since a uniform distance between the numerical solution and the singular limit values of is needed for the associated error estimate. Many highly non-standard estimates, such as a higher order asymptotic expansion of the numerical solution (up to the third order accuracy in time and fourth order in space), combined with a rough error estimate (to establish the maximum norm bound for the phase variable), as well as a refined error estimate, have to be carried out to conclude the desired convergence result. To our knowledge, it will be the first work to establish an optimal rate convergence estimate for the Cahn-Hilliard-Navier-Stokes system with a singular energy potential.

MSC:

65-XX Numerical analysis
35K35 Initial-boundary value problems for higher-order parabolic equations
35K55 Nonlinear parabolic equations
49J40 Variational inequalities
65M06 Finite difference methods for initial value and initial-boundary value problems involving PDEs
65M12 Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs

References:

[1] Cahn, J. W.; Elliott, C. M.; Novick-Cohen, A., The Cahn-Hilliard equation with a concentration dependent mobility: Motion by minus the Laplacian of the mean curvature, Eur. J. Appl. Math., 7, 287-301, 1996 · Zbl 0861.35039
[2] Copetti, M. I.M.; Elliott, C. M., Numerical analysis of the Cahn-Hilliard equation with a logarithmic free energy, Numer. Math., 63, 39-65, 1992 · Zbl 0762.65074
[3] Doi, M., Soft Matter Physics, 2013, Oxford University Press: Oxford University Press Oxford, UK · Zbl 1285.82001
[4] Elliott, C. M.; Garcke, H., On the Cahn-Hilliard equation with degenerate mobility, SIAM J. Math. Anal., 27, 404-423, 1996 · Zbl 0856.35071
[5] Liu, C.; Shen, J., A phase field model for the mixture of two incompressible fluids and its approximation by a Fourier-spectral method, Phys. D, 179, 211-228, 2003 · Zbl 1092.76069
[6] Abels, H., On a diffuse interface model for two-phase flows of viscous, incompressible fluids with matched densities, Arch. Ration. Mech. Anal., 194, 2, 463-506, 2009 · Zbl 1254.76158
[7] Lowengrub, J. S.; Truskinovsky, L., Cahn-Hilliard fluids and topological transitions, Proc. R. Soc. Lond. Ser. A Math. Phys. Eng. Sci., 454, 2617-2654, 1998 · Zbl 0927.76007
[8] Feng, X., Fully discrete finite element approximations of the Navier-Stokes-Cahn-Hilliard diffuse interface model for two-phase fluid flows, SIAM J. Numer. Anal., 44, 1049-1072, 2006 · Zbl 1344.76052
[9] Han, D.; Brylev, A.; Yang, X.; Tan, Z., Numerical analysis of second order, fully discrete energy stable schemes for phase field models of two phase incompressible flows, J. Sci. Comput., 70, 3, 965-989, 2017 · Zbl 1397.76070
[10] Kay, D.; Welford, R., Efficient numerical solution of Cahn-Hilliard-Navier-Stokes fluids in 2D, SIAM J. Sci. Comput., 29, 2241-2257, 2007 · Zbl 1154.76033
[11] Kim, J. S.; Kang, K.; Lowengrub, J. S., Conservative multigrid methods for Cahn-Hilliard fluids, J. Comput. Phys., 193, 511-543, 2003 · Zbl 1109.76348
[12] Shen, J.; Yang, X., A phase-field model and its numerical approximation for two-phase incompressible flows with different densities and viscosities, SIAM J. Sci. Comput., 32, 1159-1179, 2010 · Zbl 1410.76464
[13] Shen, J.; Yang, X., Decoupled energy stable schemes for phase-field models of two-phase complex fluids, SIAM J. Sci. Comput., 36, 1, B122-B145, 2014 · Zbl 1288.76057
[14] Shen, J.; Yang, X., Decoupled, energy stable schemes for phase-field models of two-phase incompressible flows, SIAM J. Numer. Anal., 53, 1, 279-296, 2015 · Zbl 1327.65178
[15] Yang, X., Numerical approximations of the Navier-Stokes equation coupled with volume-conserved multi-phase-field vesicles system: Fully-decoupled, linear, unconditionally energy stable and second-order time-accurate numerical scheme, Comput. Methods Appl. Mech. Eng., 375, Article 113600 pp., 2021 · Zbl 1506.76105
[16] Yang, X.; Zhao, J.; Wang, Q.; Shen, J., Numerical approximations for a three-component Cahn-Hilliard phase-field model based on the invariant energy quadratization method, Math. Models Methods Appl. Sci., 27, 11, 1992-2030, 2017 · Zbl 1393.80003
[17] Zhao, J., A general framework to derive linear, decoupled and energy-stable schemes for reversible-irreversible thermodynamically consistent models, Comput. Math. Appl., 110, 5, 91-109, 2022 · Zbl 1524.65441
[18] Zhao, J.; Han, D., Second-order decoupled energy-stable schemes for Cahn-Hilliard-Navier-Stokes equations, J. Comput. Phys., 443, Article 110536 pp., 2021 · Zbl 07515435
[19] Chen, W.; Feng, W.; Liu, Y.; Wang, C.; Wise, S. M., A second order energy stable scheme for the Cahn-Hilliard-Hele-Shaw equation, Discrete Contin. Dyn. Syst. Ser. B, 24, 1, 149-182, 2019 · Zbl 1407.65097
[20] Chen, W.; Han, D.; Wang, C.; Wang, S.; Wang, X.; Zhang, Y., Error estimate of a decoupled numerical scheme for the Cahn-Hilliard-Stokes-Darcy system, IMA J. Numer. Anal., 42, 3, 2621-2655, 2022 · Zbl 07563204
[21] Chen, W.; Liu, Y.; Wang, C.; Wise, S. M., An optimal-rate convergence analysis of a fully discrete finite difference scheme for Cahn-Hilliard-Hele-Shaw equation, Math. Comp., 85, 2231-2257, 2016 · Zbl 1342.65174
[22] Diegel, A.; Wang, C.; Wang, X.; Wise, S. M., Convergence analysis and error estimates for a second order accurate finite element method for the Cahn-Hilliard-Navier-Stokes system, Numer. Math., 137, 495-534, 2017 · Zbl 1523.65081
[23] Feng, X.; Wise, S. M., Analysis of a fully discrete finite element approximation of a Darcy-Cahn-Hilliard diffuse interface model for the Hele-Shaw flow, SIAM J. Numer. Anal., 50, 1320-1343, 2012 · Zbl 1426.76258
[24] Han, D.; Wang, X., A second order in time, uniquely solvable, unconditionally stable numerical scheme for Cahn-Hilliard-Navier-Stokes equation, J. Comput. Phys., 290, 139-156, 2015 · Zbl 1349.76213
[25] Liu, Y.; Chen, W.; Wang, C.; Wise, S. M., Error analysis of a mixed finite element method for a Cahn-Hilliard-Hele-Shaw system, Numer. Math., 135, 679-709, 2017 · Zbl 1516.65091
[26] Chen, W.; Jing, J.; Wang, C.; Wang, X., A positivity preserving, energy stable finite difference scheme for the Flory-Huggins-Cahn-Hilliard-Navier-Stokes system, J. Sci. Comput., 92, 2, 31, 2022 · Zbl 07550024
[27] Chen, W.; Jing, J.; Liu, Q.; Wang, C.; Wang, X., A second order numerical scheme of the Cahn-Hilliard-Navier-Stokes system with Flory-Huggins potential, Commun. Comput. Phys., 35, 633-661, 2024 · Zbl 07895206
[28] Guo, Y.; Wang, C.; Wise, S. M.; Zhang, Z., Convergence analysis of a positivity-preserving numerical scheme for the Cahn-Hilliard-Stokes system with Flory-Huggins energy potential, Math. Comp., 2024, accepted and published online: https://doi.org/10.1090/mcom/3916 · Zbl 07872156
[29] Harlow, F.; Welch, J., Numerical calculation of time-dependent viscous incompressible flow of fluid with free surface, Phys. Fluids, 8, 2182-2189, 1965 · Zbl 1180.76043
[30] Chen, W.; Jing, J.; Wang, C.; Wang, X.; Wise, S. M., A modified Crank-Nicolson scheme for the Flory-Huggin Cahn-Hilliard model, Commun. Comput. Phys., 31, 1, 60-93, 2022 · Zbl 07493157
[31] Chen, W.; Wang, C.; Wang, X.; Wise, S. M., Positivity-preserving, energy stable numerical schemes for the Cahn-Hilliard equation with logarithmic potential, J. Comput. Phys.: X, 3, Article 100031 pp., 2019 · Zbl 07785514
[32] Dong, L.; Wang, C.; Wise, S. M.; Zhang, Z., A positivity-preserving, energy stable scheme for a Ternary Cahn-Hilliard system with the singular interfacial parameters, J. Comput. Phys., 442, Article 110451 pp., 2021 · Zbl 07513797
[33] Dong, L.; Wang, C.; Wise, S. M.; Zhang, Z., Optimal rate convergence analysis of a numerical scheme for the ternary Cahn-Hilliard system with a Flory-Huggins-deGennes energy potential, J. Comput. Appl. Math., 406, Article 114474 pp., 2022 · Zbl 1503.65168
[34] Dong, L.; Wang, C.; Zhang, H.; Zhang, Z., A positivity-preserving, energy stable and convergent numerical scheme for the Cahn-Hilliard equation with a Flory-Huggins-deGennes energy, Commun. Math. Sci., 17, 921-939, 2019 · Zbl 1423.60052
[35] Dong, L.; Wang, C.; Zhang, H.; Zhang, Z., A positivity-preserving second-order BDF scheme for the Cahn-Hilliard equation with variable interfacial parameters, Commun. Comput. Phys., 28, 967-998, 2020 · Zbl 1528.65045
[36] Qin, Y.; Wang, C.; Zhang, Z., A positivity-preserving and convergent numerical scheme for the binary fluid-surfactant system, Int. J. Numer. Anal. Model., 18, 3, 399-425, 2021 · Zbl 1499.65424
[37] Yuan, M.; Chen, W.; Wang, C.; Wise, S. M.; Zhang, Z., An energy stable finite element scheme for the three-component Cahn-Hilliard-type model for macromolecular microsphere composite hydrogels, J. Sci. Comput., 87, 78, 2021 · Zbl 1473.65219
[38] Yuan, M.; Chen, W.; Wang, C.; Wise, S. M.; Zhang, Z., A second order accurate in time, energy stable finite element scheme for the Flory-Huggins-Cahn-Hilliard equation, Adv. Appl. Math. Mech., 14, 6, 1477-1508, 2022 · Zbl 1513.35293
[39] Zhang, J.; Wang, C.; Wise, S. M.; Zhang, Z., Structure-preserving, energy stable numerical schemes for a liquid thin film coarsening model, SIAM J. Sci. Comput., 43, 2, A1248-A1272, 2021 · Zbl 1468.65119
[40] Liu, C.; Wang, C.; Wise, S. M.; Yue, X.; Zhou, S., A positivity-preserving, energy stable and convergent numerical scheme for the Poisson-Nernst-Planck system, Math. Comp., 90, 2071-2106, 2021 · Zbl 1480.65213
[41] Liu, C.; Wang, C.; Wise, S. M.; Yue, X.; Zhou, S., An iteration solver for the Poisson-Nernst-Planck system and its convergence analysis, J. Comput. Appl. Math., 406, Article 114017 pp., 2022 · Zbl 1503.65177
[42] Liu, C.; Wang, C.; Wise, S. M.; Yue, X.; Zhou, S., A second order accurate, positivity preserving numerical method for the Poisson-Nernst-Planck system and its convergence analysis, J. Sci. Comput., 97, 1, 23, 2023 · Zbl 07751604
[43] Qiao, Z.; Sun, S., Two-phase fluid simulation using a diffuse interface model with Peng-Robinson equation of state, SIAM J. Sci. Comput., 36, 4, B708-B728, 2014 · Zbl 1305.76117
[44] Liu, C.; Wang, C.; Wang, Y., A structure-preserving, operator splitting scheme for reaction-diffusion equations with detailed balance, J. Comput. Phys., 436, Article 110253 pp., 2021 · Zbl 07513840
[45] Liu, C.; Wang, C.; Wang, Y., A second order accurate, operator splitting schemes for reaction-diffusion systems in the energetic variational formulation, SIAM J. Sci. Comput., 44, 4, A2276-A2301, 2022 · Zbl 07569639
[46] Liu, C.; Wang, C.; Wang, Y.; Wise, S. M., Convergence analysis of the variational operator splitting scheme for a reaction-diffusion system with detailed balance, SIAM J. Numer. Anal., 60, 2, 781-803, 2022 · Zbl 07516278
[47] Temam, R., Navier-Stokes Equations: Theory and Numerical Analysis, 2001, American Mathematical Society: American Mathematical Society Providence, Rhode Island · Zbl 0981.35001
[48] E, W.; Liu, J.-G., Projection method I: Convergence and numerical boundary layers, SIAM J. Numer. Anal., 32, 1017-1057, 1995 · Zbl 0842.76052
[49] E, W.; Liu, J.-G., Projection method III. Spatial discretization on the staggered grid, Math. Comp., 71, 27-47, 2002 · Zbl 1058.76043
[50] Samelson, R.; Temam, R.; Wang, C.; Wang, S., Surface pressure Poisson equation formulation of the primitive equations: Numerical schemes, SIAM J. Numer. Anal., 41, 1163-1194, 2003 · Zbl 1130.76387
[51] Samelson, R.; Temam, R.; Wang, C.; Wang, S., A fourth order numerical method for the planetary geostrophic equations with inviscid geostrophic balance, Numer. Math., 107, 669-705, 2007 · Zbl 1131.76039
[52] Wang, C.; Liu, J.-G., Convergence of gauge method for incompressible flow, Math. Comp., 69, 1385-1407, 2000 · Zbl 0968.76065
[53] Wang, C.; Liu, J.-G., Analysis of finite difference schemes for unsteady Navier-Stokes equations in vorticity formulation, Numer. Math., 91, 543-576, 2002 · Zbl 1022.76039
[54] Wang, C.; Liu, J.-G.; Johnston, H., Analysis of a fourth order finite difference method for incompressible Boussinesq equations, Numer. Math., 97, 555-594, 2004 · Zbl 1055.76042
[55] Baskaran, A.; Lowengrub, J.; Wang, C.; Wise, S., Convergence analysis of a second order convex splitting scheme for the modified phase field crystal equation, SIAM J. Numer. Anal., 51, 2851-2873, 2013 · Zbl 1401.82046
[56] Guan, Z.; Lowengrub, J. S.; Wang, C., Convergence analysis for second order accurate schemes for the periodic nonlocal Allen-Cahn and Cahn-Hilliard equations, Math. Methods Appl. Sci., 40, 18, 6836-6863, 2017 · Zbl 1387.65087
[57] Guan, Z.; Wang, C.; Wise, S. M., A convergent convex splitting scheme for the periodic nonlocal Cahn-Hilliard equation, Numer. Math., 128, 377-406, 2014 · Zbl 1304.65209
[58] Li, X.; Qiao, Z.; Wang, C., Convergence analysis for a stabilized linear semi-implicit numerical scheme for the nonlocal Cahn-Hilliard equation, Math. Comp., 90, 171-188, 2021 · Zbl 1475.65147
[59] Li, X.; Qiao, Z.; Wang, C., Stabilization parameter analysis of a second order linear numerical scheme for the nonlocal Cahn-Hilliard equation, IMA J. Numer. Anal., 43, 2, 1089-1114, 2023 · Zbl 07673883
[60] Li, X.; Qiao, Z.; Wang, C., Double stabilizations and convergence analysis of a second-order linear numerical scheme for the nonlocal Cahn-Hilliard equation, Sci. China Math., 67, 1, 187-210, 2024 · Zbl 1531.35262
[61] Duan, C.; Chen, W.; Liu, C.; Wang, C.; Yue, X., A second order accurate, energy stable numerical scheme for one-dimensional porous medium equation by an energetic variational approach, Commun. Math. Sci., 20, 4, 987-1024, 2022 · Zbl 1496.65110
[62] Duan, C.; Liu, C.; Wang, C.; Yue, X., Convergence analysis of a numerical Scheme for the porous medium equation by an energetic variational approach, Numer. Math. Theory Methods Appl., 13, 1-18, 2020
[63] Wang, L.; Chen, W.; Wang, C., An energy-conserving second order numerical scheme for nonlinear hyperbolic equation with an exponential nonlinear term, J. Comput. Appl. Math., 280, 347-366, 2015 · Zbl 1307.35168
[64] E, W.; Liu, J.-G., Vorticity boundary condition for finite difference schemes, J. Comput. Phys., 124, 368-382, 1996 · Zbl 0847.76050
[65] Cheng, K.; Wang, C.; Wise, S. M., An energy stable finite difference scheme for the Ericksen-Leslie system with penalty function and its optimal rate convergence analysis, Commun. Math. Sci., 21, 4, 1135-1169, 2023 · Zbl 07713441
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.