# American Institute of Mathematical Sciences

March  2013, 8(1): 37-64. doi: 10.3934/nhm.2013.8.37

## The degenerate and non-degenerate deep quench obstacle problem: A numerical comparison

 1 Department of Mathematics and the Maxwell Institute for Mathematical Sciences, Heriot-Watt University, Edinburgh EH14 4AS, United Kingdom 2 Department of Mathematics, Technion-IIT, Haifa 32000 3 Department of Mathematics, Imperial College London, South Kensington Campus, London, SW7 2AZ

Received  March 2012 Revised  March 2013 Published  April 2013

The deep quench obstacle problem $${\rm{\bf{(DQ)}}} $$\left\{ \begin{array}{l} \frac{\partial u}{\partial t}=\nabla \cdot M(u) \nabla w, \\ w + \epsilon^2 \triangle u + u \in \partial \Gamma(u), \end{array} \right.$$$$ for $(x,t) \in \Omega \times (0,T)$, models phase separation at low temperatures. In (DQ), $\epsilon>0,$ $\partial \Gamma(\cdot)$ is the sub-differential of the indicator function $I_{[-1,1]}(\cdot),$ and $u(x,t)$ should satisfy $\nu \cdot \nabla u=0$ on the free boundary'' where $u=\pm 1$. We shall assume that $u$ is sufficiently smooth to make these notions well-defined. The problem (DQ) corresponds to the zero temperature deep quench'' limit of the Cahn--Hilliard equation. We focus here on a degenerate variant of (DQ) in which $M(u)=1-u^2,$ as well as on a constant mobility non-degenerate variant in which $M(u)=1.$ Although historically more emphasis has been placed on models with non-degenerate mobilities, degenerate mobilities capture some of the underlying physics more accurately. In the present paper, a careful numerical study is undertaken, utilizing a variety of benchmarks as well as new upper bounds for coarsening, in order to clarify evolutionary properties and to explore the differences in the two variant models.
Citation: L’ubomír Baňas, Amy Novick-Cohen, Robert Nürnberg. The degenerate and non-degenerate deep quench obstacle problem: A numerical comparison. Networks & Heterogeneous Media, 2013, 8 (1) : 37-64. doi: 10.3934/nhm.2013.8.37
##### References:
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Google Scholar [6] L'. Baňas and R. Nürnberg, Phase field computations for surface diffusion and void electromigration in $\mathbbR^3$,, Comput. Vis. Sci., 12 (2009), 319. doi: 10.1007/s00791-008-0114-0. Google Scholar [7] J. W. Barrett and J. F. Blowey, An error bound for the finite element approximation of the Cahn-Hilliard equation with logarithmic free energy,, Numer. Math., 72 (1995), 1. doi: 10.1007/s002110050157. Google Scholar [8] J. W. Barrett, J. F. Blowey and H. Garcke, Finite element approximation of the Cahn-Hilliard equation with degenerate mobility,, SIAM J. Numer. Anal., 37 (1999), 286. doi: 10.1137/S0036142997331669. Google Scholar [9] J. W. Barrett, R. Nürnberg and V. Styles, Finite element approximation of a phase field model for void electromigration,, SIAM J. Numer. Anal., 42 (2004), 738. doi: 10.1137/S0036142902413421. Google Scholar [10] J. F. Blowey and C. M. Elliott, The Cahn-Hilliard gradient theory for phase separation with non-smooth free energy. Part I: Mathematical analysis,, European J. Appl. Math., 2 (1991), 233. doi: 10.1017/S095679250000053X. Google Scholar [11] J. F. Blowey and C. M. Elliott, The Cahn-Hilliard gradient theory for phase separation with non-smooth free energy. Part II: Numerical analysis,, European J. Appl. Math., 3 (1992), 147. doi: 10.1017/S0956792500000759. Google Scholar [12] J. W. Cahn, On spinodal decomposition,, Acta Metall., 9 (1961), 795. doi: 10.1016/0001-6160(61)90182-1. Google Scholar [13] J. W. Cahn, C. M. Elliott and A. Novick-Cohen, The Cahn-Hilliard equation with a concentration dependent mobility: Motion by minus the Laplacian of the mean curvature,, European J. Appl. Math., 7 (1996), 287. Google Scholar [14] J. W. Cahn and J. E. Hilliard, Free energy of a non-uniform system. I. Interfacial free energy,, J. Chem. Phys., 28 (1958), 258. Google Scholar [15] X. Chen, Global asymptotic limit of solutions of the Cahn-Hilliard equation,, J. Differential Geom., 44 (1996), 262. 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Luckhaus, A generalized diffusion equation for phase separation of a multi-component mixture with interfacial free energy (1991),, IMA, (). Google Scholar [22] C. M. Elliott and S. Zheng, On the Cahn-Hilliard equation,, Arch. Rational Mech. Anal., 96 (1986), 339. doi: 10.1007/BF00251803. Google Scholar [23] P. Fratzl and J. L. Lebowitz, Universality of scaled structure functions in quenched systems undergoing phase separation,, Acta Metall., 37 (1989), 3245. doi: 10.1016/0001-6160(89)90196-X. Google Scholar [24] P. Fratzl, J. L. Lebowitz, O. Penrose and J. Amar, Scaling functions, self-similarity, and the morphology of phase-separating systems,, Phys. Rev. B, 44 (1991), 4794. doi: 10.1103/PhysRevB.44.4794. Google Scholar [25] M. Gameiro, K. Mischaikow and T. Wanner, Evolution of pattern complexity in the Cahn-Hilliard theory of phase separation,, Acta Mater., 53 (2005), 693. doi: 10.1016/j.actamat.2004.10.022. Google Scholar [26] H. Garcke, B. Niethammer, M. Rumpf and U. Weikard, Transient coarsening behaviour in the Cahn-Hilliard model,, Acta Mater., 51 (2003), 2823. doi: 10.1016/S1359-6454(03)00087-9. Google Scholar [27] J. D. Gunton, M. San Miguel and P. S. Sahni, The dynamics of first-order phase transitions,, in, 8 (1983), 267. Google Scholar [28] R. Hilfer, Review on scale dependent characterization of the microstructure of porous media,, Transp. Porous Media, 46 (2002), 373. doi: 10.1023/A:1015014302642. Google Scholar [29] J. E. Hilliard, Spinodal decomposition,, in, (): 497. Google Scholar [30] D. J. Horntrop, Concentration effects in mesoscopic simulation of coarsening,, Math. Comput. Simulation, 80 (2010), 1082. doi: 10.1016/j.matcom.2009.10.002. Google Scholar [31] J. M. Hyde, M. K. Miller, M. G. Hetherington, A. Cerezo, G. D. W. Smith and C. M. Elliott, Spinodal decomposition in Fe-Cr alloys: Experimental study at the atomic level and comparison with computer models-II. Development of domain size and composition amplitude,, Acta Metall. Mater., 43 (1995), 3403. doi: 10.1016/0956-7151(95)00041-S. Google Scholar [32] J. M. Hyde, M. K. Miller, M. G. Hetherington, A. Cerezo, G. D. W. Smith and C. M. Elliott, Spinodal decomposition in Fe-Cr alloys: Experimental study at the atomic level and comparison with computer models-III. Development of morphology,, Acta Metall. Mater., 43 (1995), 3415. doi: 10.1016/0956-7151(95)00042-T. Google Scholar [33] T. Izumitani, M. Takenaka and T. Hashimoto, Slow spinodal decomposition in binary liquid mixtures of polymers. III. Scaling analyses of later-stage unmixing,, J. Chem. Phys., 92 (1990), 3213. doi: 10.1063/1.457871. Google Scholar [34] T. Kaczynski, K. Mischaikow and M. Mrozek, "Computational Homology,", 157 of Applied Mathematical Sciences, 157 (2004). Google Scholar [35] W. Kalies and P. Pilarczyk, CHomP software,, Available from , (). Google Scholar [36] R. V. Kohn and F. Otto, Upper bounds on coarsening rates,, Comm. Math. Phys., 229 (2002), 375. doi: 10.1007/s00220-002-0693-4. Google Scholar [37] T. Y. Kong and A. Rosenfeld, Digital topology: Introduction and survey,, Comput. Vision Graph. Image Process., 48 (1989), 357. Google Scholar [38] P. Leßle, M. Dong and S. Schmauder, Self-consistent matricity model to simulate the mechanical behaviour of interpenetrating microstructures,, Comput. Mater. Sci., 15 (1999), 455. Google Scholar [39] P. Leßle, M. Dong, E. Soppa and S. Schmauder, Simulation of interpenetrating microstructures by self consistent matricity models,, Scripta Mater., 38 (1998), 1327. Google Scholar [40] S. Maier-Paape and T. Wanner, Spinodal decomposition for the Cahn-Hilliard equation in higher dimensions: Nonlinear dynamics,, Arch. Ration. Mech. Anal., 151 (2000), 187. doi: 10.1007/s002050050196. Google Scholar [41] A. Novick-Cohen, Upper bounds for coarsening for the deep quench obstacle problem,, J. Stat. Phys., 141 (2010), 142. doi: 10.1007/s10955-010-0040-7. Google Scholar [42] A. Novick-Cohen, "The Cahn-Hilliard Equation: From Backwards Diffusion to Surface Diffusion,", Cambridge Univ. Press, (2013). Google Scholar [43] A. Novick-Cohen and A. Shishkov, Upper bounds for coarsening for the degenerate Cahn-Hilliard equation,, Discrete Contin. Dyn. Syst., 25 (2009), 251. doi: 10.3934/dcds.2009.25.251. Google Scholar [44] Y. Oono and S. Puri, Study of phase-separation dynamics by use of cell dynamical systems. I. Modeling,, Phys. Rev. A, 38 (1988), 434. doi: 10.1103/PhysRevA.38.434. Google Scholar [45] R. L. Pego, Front migration in the nonlinear Cahn-Hilliard equation,, Proc. Roy. Soc. London Ser. A, 422 (1989), 261. doi: 10.1098/rspa.1989.0027. Google Scholar [46] E. Sander and T. Wanner, Unexpectedly linear behavior for the Cahn-Hilliard equation,, SIAM J. Appl. Math., 60 (2000), 2182. doi: 10.1137/S0036139999352225. Google Scholar [47] A. Schmidt and K. G. Siebert, "Design of Adaptive Finite Element Software: The Finite Element Toolbox ALBERTA,", 42 of Lecture Notes in Computational Science and Engineering, 42 (2005). Google Scholar [48] P. Sternberg, The effect of a singular perturbation on nonconvex variational problems,, Arch. Rational Mech. Anal., 101 (1988), 209. doi: 10.1007/BF00253122. Google Scholar [49] T. Sullivan and P. Palffy-Muhoray, The effects of pattern morphology on late time scaling in the Cahn-Hilliard model,, Abstract, (2007). Google Scholar [50] R. Toral, A. Chakrabarti and J. D. Gunton, Large scale simulations of the two-dimensional Cahn-Hilliard model,, Physica A, 213 (1995), 41. doi: 10.1016/0378-4371(94)00146-K. Google Scholar [51] T. Ujihara and K. Osamura, Kinetic analysis of spinodal decomposition process in Fe-Cr alloys by small angle neutron scattering,, Acta Mater., 48 (2000), 1629. doi: 10.1016/S1359-6454(99)00441-3. Google Scholar

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##### References:
 [1] N. D. Alikakos, P. W. Bates and X. F. Chen, Convergence of the Cahn-Hilliard equation to the Hele-Shaw model,, Arch. Rational Mech. Anal., 128 (1994), 165. doi: 10.1007/BF00375025. Google Scholar [2] N. D. Alikakos, G. Fusco and G. Karali, Motion of bubbles towards the boundary for the Cahn-Hilliard equation,, European J. Appl. Math., 15 (2004), 103. doi: 10.1017/S0956792503005242. Google Scholar [3] C. H. Arns, M. A. Knackstedt, W. V. Pinczewski and K. R. Mecke, Euler-Poincaré characteristics of classes of disordered media,, Phys. Rev. E, 63 (2001). doi: 10.1103/PhysRevE.63.031112. Google Scholar [4] L'. Baňas and R. Nürnberg, Finite element approximation of a three dimensional phase field model for void electromigration,, J. Sci. Comp., 37 (2008), 202. doi: 10.1007/s10915-008-9203-y. Google Scholar [5] L'. Baňas and R. Nürnberg, A multigrid method for the Cahn-Hilliard equation with obstacle potential,, Appl. Math. Comput., 213 (2009), 290. doi: 10.1016/j.amc.2009.03.036. Google Scholar [6] L'. Baňas and R. Nürnberg, Phase field computations for surface diffusion and void electromigration in $\mathbbR^3$,, Comput. Vis. Sci., 12 (2009), 319. doi: 10.1007/s00791-008-0114-0. Google Scholar [7] J. W. Barrett and J. F. Blowey, An error bound for the finite element approximation of the Cahn-Hilliard equation with logarithmic free energy,, Numer. Math., 72 (1995), 1. doi: 10.1007/s002110050157. Google Scholar [8] J. W. Barrett, J. F. Blowey and H. Garcke, Finite element approximation of the Cahn-Hilliard equation with degenerate mobility,, SIAM J. Numer. Anal., 37 (1999), 286. doi: 10.1137/S0036142997331669. Google Scholar [9] J. W. Barrett, R. Nürnberg and V. Styles, Finite element approximation of a phase field model for void electromigration,, SIAM J. Numer. Anal., 42 (2004), 738. doi: 10.1137/S0036142902413421. Google Scholar [10] J. F. Blowey and C. M. Elliott, The Cahn-Hilliard gradient theory for phase separation with non-smooth free energy. Part I: Mathematical analysis,, European J. Appl. Math., 2 (1991), 233. doi: 10.1017/S095679250000053X. Google Scholar [11] J. F. Blowey and C. M. Elliott, The Cahn-Hilliard gradient theory for phase separation with non-smooth free energy. Part II: Numerical analysis,, European J. Appl. Math., 3 (1992), 147. doi: 10.1017/S0956792500000759. Google Scholar [12] J. W. Cahn, On spinodal decomposition,, Acta Metall., 9 (1961), 795. doi: 10.1016/0001-6160(61)90182-1. Google Scholar [13] J. W. Cahn, C. M. Elliott and A. Novick-Cohen, The Cahn-Hilliard equation with a concentration dependent mobility: Motion by minus the Laplacian of the mean curvature,, European J. Appl. Math., 7 (1996), 287. Google Scholar [14] J. W. Cahn and J. E. Hilliard, Free energy of a non-uniform system. I. Interfacial free energy,, J. Chem. Phys., 28 (1958), 258. Google Scholar [15] X. Chen, Global asymptotic limit of solutions of the Cahn-Hilliard equation,, J. Differential Geom., 44 (1996), 262. Google Scholar [16] S. Conti, B. Niethammer and F. Otto, Coarsening rates in off-critical mixtures,, SIAM J. Math. Anal., 37 (2006), 1732. doi: 10.1137/040620059. Google Scholar [17] M. I. M. Copetti and C. M. Elliott, Numerical analysis of the Cahn-Hilliard equation with a logarithmic free energy,, Numer. Math., 63 (1992), 39. doi: 10.1007/BF01385847. Google Scholar [18] R. Dal Passo, L. Giacomelli and A. Novick-Cohen, Existence for an Allen-Cahn/Cahn-Hilliard system with degenerate mobility,, Interfaces Free Bound., 1 (1999), 199. doi: 10.4171/IFB/9. Google Scholar [19] C. M. Elliott and D. A. French, Numerical studies of the Cahn-Hilliard equation for phase separation,, IMA J. Appl. Math., 38 (1987), 97. doi: 10.1093/imamat/38.2.97. Google Scholar [20] C. M. Elliott and H. Garcke, On the Cahn-Hilliard equation with degenerate mobility,, SIAM J. Math. Anal., 27 (1996), 404. doi: 10.1137/S0036141094267662. Google Scholar [21] C. M. Elliott and S. Luckhaus, A generalized diffusion equation for phase separation of a multi-component mixture with interfacial free energy (1991),, IMA, (). Google Scholar [22] C. M. Elliott and S. Zheng, On the Cahn-Hilliard equation,, Arch. Rational Mech. Anal., 96 (1986), 339. doi: 10.1007/BF00251803. Google Scholar [23] P. Fratzl and J. L. Lebowitz, Universality of scaled structure functions in quenched systems undergoing phase separation,, Acta Metall., 37 (1989), 3245. doi: 10.1016/0001-6160(89)90196-X. Google Scholar [24] P. Fratzl, J. L. Lebowitz, O. Penrose and J. Amar, Scaling functions, self-similarity, and the morphology of phase-separating systems,, Phys. Rev. B, 44 (1991), 4794. doi: 10.1103/PhysRevB.44.4794. Google Scholar [25] M. Gameiro, K. Mischaikow and T. Wanner, Evolution of pattern complexity in the Cahn-Hilliard theory of phase separation,, Acta Mater., 53 (2005), 693. doi: 10.1016/j.actamat.2004.10.022. Google Scholar [26] H. Garcke, B. Niethammer, M. Rumpf and U. Weikard, Transient coarsening behaviour in the Cahn-Hilliard model,, Acta Mater., 51 (2003), 2823. doi: 10.1016/S1359-6454(03)00087-9. Google Scholar [27] J. D. Gunton, M. San Miguel and P. S. Sahni, The dynamics of first-order phase transitions,, in, 8 (1983), 267. Google Scholar [28] R. Hilfer, Review on scale dependent characterization of the microstructure of porous media,, Transp. Porous Media, 46 (2002), 373. doi: 10.1023/A:1015014302642. Google Scholar [29] J. E. Hilliard, Spinodal decomposition,, in, (): 497. Google Scholar [30] D. J. Horntrop, Concentration effects in mesoscopic simulation of coarsening,, Math. Comput. Simulation, 80 (2010), 1082. doi: 10.1016/j.matcom.2009.10.002. Google Scholar [31] J. M. Hyde, M. K. Miller, M. G. Hetherington, A. Cerezo, G. D. W. Smith and C. M. Elliott, Spinodal decomposition in Fe-Cr alloys: Experimental study at the atomic level and comparison with computer models-II. Development of domain size and composition amplitude,, Acta Metall. Mater., 43 (1995), 3403. doi: 10.1016/0956-7151(95)00041-S. Google Scholar [32] J. M. Hyde, M. K. Miller, M. G. Hetherington, A. Cerezo, G. D. W. Smith and C. M. Elliott, Spinodal decomposition in Fe-Cr alloys: Experimental study at the atomic level and comparison with computer models-III. Development of morphology,, Acta Metall. Mater., 43 (1995), 3415. doi: 10.1016/0956-7151(95)00042-T. Google Scholar [33] T. Izumitani, M. Takenaka and T. Hashimoto, Slow spinodal decomposition in binary liquid mixtures of polymers. III. Scaling analyses of later-stage unmixing,, J. Chem. Phys., 92 (1990), 3213. doi: 10.1063/1.457871. Google Scholar [34] T. Kaczynski, K. Mischaikow and M. Mrozek, "Computational Homology,", 157 of Applied Mathematical Sciences, 157 (2004). Google Scholar [35] W. Kalies and P. Pilarczyk, CHomP software,, Available from , (). Google Scholar [36] R. V. Kohn and F. Otto, Upper bounds on coarsening rates,, Comm. Math. Phys., 229 (2002), 375. doi: 10.1007/s00220-002-0693-4. Google Scholar [37] T. Y. Kong and A. Rosenfeld, Digital topology: Introduction and survey,, Comput. Vision Graph. Image Process., 48 (1989), 357. Google Scholar [38] P. Leßle, M. Dong and S. Schmauder, Self-consistent matricity model to simulate the mechanical behaviour of interpenetrating microstructures,, Comput. Mater. Sci., 15 (1999), 455. Google Scholar [39] P. Leßle, M. Dong, E. Soppa and S. Schmauder, Simulation of interpenetrating microstructures by self consistent matricity models,, Scripta Mater., 38 (1998), 1327. Google Scholar [40] S. Maier-Paape and T. Wanner, Spinodal decomposition for the Cahn-Hilliard equation in higher dimensions: Nonlinear dynamics,, Arch. Ration. Mech. Anal., 151 (2000), 187. doi: 10.1007/s002050050196. Google Scholar [41] A. Novick-Cohen, Upper bounds for coarsening for the deep quench obstacle problem,, J. Stat. Phys., 141 (2010), 142. doi: 10.1007/s10955-010-0040-7. Google Scholar [42] A. Novick-Cohen, "The Cahn-Hilliard Equation: From Backwards Diffusion to Surface Diffusion,", Cambridge Univ. Press, (2013). Google Scholar [43] A. Novick-Cohen and A. Shishkov, Upper bounds for coarsening for the degenerate Cahn-Hilliard equation,, Discrete Contin. Dyn. Syst., 25 (2009), 251. doi: 10.3934/dcds.2009.25.251. Google Scholar [44] Y. Oono and S. Puri, Study of phase-separation dynamics by use of cell dynamical systems. I. Modeling,, Phys. Rev. A, 38 (1988), 434. doi: 10.1103/PhysRevA.38.434. Google Scholar [45] R. L. Pego, Front migration in the nonlinear Cahn-Hilliard equation,, Proc. Roy. Soc. London Ser. A, 422 (1989), 261. doi: 10.1098/rspa.1989.0027. Google Scholar [46] E. Sander and T. Wanner, Unexpectedly linear behavior for the Cahn-Hilliard equation,, SIAM J. Appl. Math., 60 (2000), 2182. doi: 10.1137/S0036139999352225. Google Scholar [47] A. Schmidt and K. G. Siebert, "Design of Adaptive Finite Element Software: The Finite Element Toolbox ALBERTA,", 42 of Lecture Notes in Computational Science and Engineering, 42 (2005). Google Scholar [48] P. Sternberg, The effect of a singular perturbation on nonconvex variational problems,, Arch. Rational Mech. Anal., 101 (1988), 209. doi: 10.1007/BF00253122. Google Scholar [49] T. Sullivan and P. Palffy-Muhoray, The effects of pattern morphology on late time scaling in the Cahn-Hilliard model,, Abstract, (2007). Google Scholar [50] R. Toral, A. Chakrabarti and J. D. Gunton, Large scale simulations of the two-dimensional Cahn-Hilliard model,, Physica A, 213 (1995), 41. doi: 10.1016/0378-4371(94)00146-K. Google Scholar [51] T. Ujihara and K. Osamura, Kinetic analysis of spinodal decomposition process in Fe-Cr alloys by small angle neutron scattering,, Acta Mater., 48 (2000), 1629. doi: 10.1016/S1359-6454(99)00441-3. Google Scholar
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