The Cahn-Hilliard variational inequality is a non-standard parabolic variational inequality of fourth order for which straightforward numerical approaches cannot be applied. We propose a primal-dual active set method which can be interpreted as a semi-smooth Newton method as solution technique for the discretized Cahn-Hilliard variational inequality. A (semi-)implicit Euler discretization is used in time and a piecewise linear finite element discretization of splitting type is used in space leading to a discrete variational inequality of saddle point type in each time step. In each iteration of the primal-dual active set method a linearized system resulting from the discretization of two coupled elliptic equations which are defined on different sets has to be solved. We show local convergence of the primal-dual active set method and demonstrate its efficiency with several numerical simulations.
Keywords: Cahn-Hilliard equation, active-set methods, semi-smooth Newton methods, gradient flows, PDE-constraint optimization, saddle point structure
@article{COCV_2011__17_4_931_0,
author = {Blank, Luise and Butz, Martin and Garcke, Harald},
title = {Solving the {Cahn-Hilliard} variational inequality with a semi-smooth {Newton} method},
journal = {ESAIM: Control, Optimisation and Calculus of Variations},
pages = {931--954},
year = {2011},
publisher = {EDP Sciences},
volume = {17},
number = {4},
doi = {10.1051/cocv/2010032},
mrnumber = {2859859},
zbl = {1233.35132},
language = {en},
url = {https://www.numdam.org/articles/10.1051/cocv/2010032/}
}
TY - JOUR AU - Blank, Luise AU - Butz, Martin AU - Garcke, Harald TI - Solving the Cahn-Hilliard variational inequality with a semi-smooth Newton method JO - ESAIM: Control, Optimisation and Calculus of Variations PY - 2011 SP - 931 EP - 954 VL - 17 IS - 4 PB - EDP Sciences UR - https://www.numdam.org/articles/10.1051/cocv/2010032/ DO - 10.1051/cocv/2010032 LA - en ID - COCV_2011__17_4_931_0 ER -
%0 Journal Article %A Blank, Luise %A Butz, Martin %A Garcke, Harald %T Solving the Cahn-Hilliard variational inequality with a semi-smooth Newton method %J ESAIM: Control, Optimisation and Calculus of Variations %D 2011 %P 931-954 %V 17 %N 4 %I EDP Sciences %U https://www.numdam.org/articles/10.1051/cocv/2010032/ %R 10.1051/cocv/2010032 %G en %F COCV_2011__17_4_931_0
Blank, Luise; Butz, Martin; Garcke, Harald. Solving the Cahn-Hilliard variational inequality with a semi-smooth Newton method. ESAIM: Control, Optimisation and Calculus of Variations, Tome 17 (2011) no. 4, pp. 931-954. doi: 10.1051/cocv/2010032
[1] , Sobolev spaces, Pure and Applied Mathematics 65. Academic Press, New York-London (1975). | Zbl | MR
[2] and , A multigrid method for the Cahn-Hilliard equation with obstacle potential. Appl. Math. Comput. 213 (2009) 290-303. | Zbl | MR
[3] , and , Finite element approximation of the Cahn-Hilliard equation with degenerate mobility. SIAM J. Numer. Anal. 37 (1999) 286-318. | Zbl | MR
[4] , and , Finite element approximation of a void electromigration model. SIAM J. Numer. Anal. 42 (2004) 738-772. | Zbl | MR
[5] , , and , Primal-dual active set methods for Allen-Cahn variational inequalities with non-local constraints. Preprint SPP1253-09-01 (2009). | Zbl | MR
[6] and , The Cahn-Hilliard gradient theory for phase separation with nonsmooth free energy. I. Mathematical analysis. Eur. J. Appl. Math. 2 (1991) 233-280. | Zbl | MR
[7] and , The Cahn-Hilliard gradient theory for phase separation with nonsmooth free energy. II. Numerical analysis. Eur. J. Appl. Math. 3 (1992) 147-179. | Zbl | MR
[8] and , Curvature dependent phase boundary motion and parabolic double obstacle problems, in Degenerate Diffusions, W.-M. Ni, L.A. Peletier and J.L. Vazquez Eds., IMA Vol. Math. Appl. 47, Springer, New York (1993) 19-60. | Zbl | MR
[9] and , A phase field model with a double obstacle potential, in Motion by mean curvature, G. Buttazzo and A. Visintin Eds., de Gruyter (1994) 1-22. | Zbl | MR
[10] and , Free energy of a nonuniform system. I. Interfacial energy. J. Chem. Phys. 28 (1958) 258-267.
[11] , and , Area-preserving curve-shortening flows: From phase separation to image processing. Interfaces and Free Boundaries 4 (2002) 325-434. | Zbl | MR
[12] , Global asymptotic limit of solutions of the Cahn-Hilliard equation. J. Differential Geom. 44 (1996) 262-311. | Zbl | MR
[13] , and , Smoothing methods and semismooth methods for nondifferentiable operator equations. SIAM J. Numer. Anal. 38 (2000) 1200-1216. | Zbl | MR
[14] and , Numerical analysis of the Cahn-Hilliard equation with a logarithmic free energy. Numer. Math. 63 (1992) 39-65. | Zbl | MR | EuDML
[15] , Algorithm 832: UMFPACK, an unsymmetric-pattern multifrontal method. ACM Trans. Math. Soft. 30 (2003) 196-199. | Zbl | MR
[16] , A column pre-ordering strategy for the unsymmetric-pattern multifrontal method. ACM Trans. Math. Soft. 34 (2003) 165-195. | Zbl
[17] and , An unsymmetric-pattern multifrontal method for sparse LU factorization. SIAM J. Matrix Anal. Appl. 18 (1997) 140-158. | Zbl | MR
[18] and , The multifrontal solution of indefinite sparse symmetric linear. ACM Trans. Math. Soft. 9 (1983) 302-325. | Zbl | MR
[19] , The Cahn-Hilliard model for the kinetics of phase separation, in Mathematical models for phase change problems, Internat. Ser. Numer. Math. 88, Birkhäuser, Basel (1989). | Zbl | MR
[20] and , One dimensional phase field computations, Numerical Analysis 1993, Proceedings of Dundee Conference, D.F. Griffiths and G.A. Watson Eds., Longman Scientific and Technical (1994) 56-74. | Zbl | MR
[21] and , A generalised diffusion equation for phase separation of a multi-component mixture with interfacial free energy. SFB 256, University of Bonn, Preprint 195 (1991).
[22] and , Weak and Variational Methods for Moving Boundary Problems, Pitman Research Notes in Mathematics 59. Pitman (1982). | Zbl | MR
[23] , Partial differential equations, Graduate Studies in Mathematics 19. American Mathematical Society, Providence (1998). | Zbl | MR
[24] , Variational principles and free-boundary problems - Pure and Applied Mathematics. John Wiley & Sons, Inc., New York (1982). | Zbl | MR
[25] , Mechanical effects in the Cahn-Hilliard model: A review on mathematical results, in Mathematical Methods and Models in phase transitions, A. Miranvielle Ed., Nova Science Publ. (2005) 43-77. | MR
[26] , Analysis und Approximation der Cahn-Hilliard Gleichung mit Hindernispotential. Diplomarbeit, Freie Universität Berlin, Fachbereich Mathematik und Informatik (2004).
[27] and , On preconditioned Uzawa-type iterations for a saddle point problem with inequality constraints, in Domain decomposition methods in science and engineering XVI, Lect. Notes Comput. Sci. Eng. 55, Springer, Berlin (2007) 91-102. | MR
[28] and , Nonsmooth Newton methods for set-valued saddle point problems. SIAM J. Numer. Anal. 47 (2009) 1251-1273. | Zbl | MR
[29] and , Multigrid methods for obstacle problems. J. Comput. Math. 27 (2009) 1-44. | Zbl | MR
[30] , and , The primal-dual active set strategy as a semismooth Newton method. SIAM J. Optim. 13 (2002) 865-888. | Zbl | MR
[31] and , Semi-smooth Newton methods for variational inequalities of the first kind. ESAIM: M2AN 37 (2003) 41-62. | Zbl | MR | Numdam | EuDML
[32] , A frontal solution scheme for finite element analysis. Int. J. Numer. Methods Eng. 2 (1970) 5-32. | Zbl
[33] and , An introduction to variational inequalities and their applications, Pure and Applied Mathematics 88. Academic Press, Inc., New York-London (1980). | Zbl | MR
[34] and , Computational modeling of mineral unmixing and growth: An application of the Cahn-Hilliard equation. Comp. Mech. 39 (2007) 439-451. | Zbl
[35] and , Splitting algorithms for the sum of two nonlinear operators. SIAM J. Numer. Anal. 16 (1979) 964-979. | Zbl | MR
[36] , The multifrontal method for sparse matrix solution: Theory and practice. SIAM Rev. 34 (1992) 82-109. | Zbl | MR
[37] and , Quasi-incompressible Cahn-Hilliard fluids and topological transitions. R. Soc. Lond. Proc. Ser. A Math. Phys. Eng. Sci. 454 (1978) 2617-2654. | Zbl | MR
[38] , The Cahn-Hilliard equation: mathematical and modeling perspectives. Adv. Math. Sci. Appl. 8 (1998) 965-985. | Zbl | MR
[39] , Front migration in the nonlinear Cahn-Hilliard equation. Proc. Roy. Soc. London, Ser. A 422 (1989) 116-133. | Zbl | MR
[40] and , Design of adaptive finite element software: The finite element toolbox ALBERTA, Lect. Notes Comput. Sci. Eng. 42. Springer, Berlin (2005). | Zbl | MR
[41] , Convergence of the Cahn-Hilliard equation to the Mullins-Sekerka problem in spherical symmetry. J. Diff. Equ. 125 (1996) 154-183. | Zbl | MR
[42] , On the origin of irregular structure in Saturn's rings. Ast. J. 125 (2003) 894-901.
[43] , Optimale Steuerung partieller Differentialgleichungen: Theorie, Verfahren und Anwendungen. Vieweg Verlag (2005). | Zbl
[44] and , Multimaterial structural topology optimization with a generalized Cahn-Hilliard model of multiphase transition. Struct. Multidisc. Optim. 33 (2007) 89-111. | Zbl | MR
Cité par Sources :






