Convergence to equilibrium of solutions of the backward Euler scheme for asymptotically autonomous second-order gradient-like systems

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November 2012, 11(6): 2393-2416. doi: 10.3934/cpaa.2012.11.2393

Convergence to equilibrium of solutions of the backward Euler scheme for asymptotically autonomous second-order gradient-like systems

Maurizio Grasselli ^1, and Morgan Pierre ^2,

1.	Dipartimento di Matematica, Politecnico di Milano, Via E. Bonardi, 9, I-20133 Milano
2.	Laboratoire de Mathématiques et Applications UMR CNRS 6086, Université de Poitiers, Téléport 2 - BP 30179, Boulevard Marie et Pierre Curie, 86962 Futuroscope Chasseneuil

Received October 2010 Revised December 2010 Published April 2012

Abstract
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Following a result of Chill and Jendoubi in the continuous case, we study the asymptotic behavior of sequences $(U^n)_n$ in $R^d$ which satisfy the following backward Euler scheme:

$\varepsilon\frac{(U^{n+1}-2U^n+U^{n-1}}{\Delta t^2} +\frac{U^{n+1}-U^n}{\Delta t}+\nabla F(U^{n+1})=G^{n+1}, n\ge 0, $

where $\Delta t>0$ is the time step, $\varepsilon\ge 0$, $(G^{n+1})_n$ is a sequence in $ R^d$ which converges to $0$ in a suitable way, and $F\in C^{1,1}_{l o c}(R^d, R)$ is a function which satisfies a Łojasiewicz inequality. We prove that the above scheme is Lyapunov stable and that any bounded sequence $(U^n)_n$ which complies with it converges to a critical point of $F$ as $n$ tends to $\infty$. We also obtain convergence rates. We assume that $F$ is semiconvex for some constant $c_F\ge 0$ and that $1/\Delta t

Keywords: proximal method, backward Euler scheme, gradient-like systems, Łojasiewicz inequality.

Mathematics Subject Classification: Primary: 65L20, 65L12; Secondary: 65M12, 65M60.

Citation: Maurizio Grasselli, Morgan Pierre. Convergence to equilibrium of solutions of the backward Euler scheme for asymptotically autonomous second-order gradient-like systems. Communications on Pure and Applied Analysis, 2012, 11 (6) : 2393-2416. doi: 10.3934/cpaa.2012.11.2393

References:

[1]	P.-A. Absil, R. Mahony and B. Andrews, Convergence of the iterates of descent methods for analytic cost functions, SIAM J. Optim., 16 (2005), 531-547 (electronic). doi: 10.1137/040605266.
[2]	H. Attouch and J. Bolte, On the convergence of the proximal algorithm for nonsmooth functions involving analytic features, Math. Program., 116 (2009), 5-16.
[3]	H. Attouch, J. Bolte, P. Redont and A. Soubeyran, Alternating proximal algorithms for weakly coupled convex minimization problems. Applications to dynamical games and {PDE's}, J. Convex Anal., 15 (2008), 485-506.
[4]	T. Bárta, R. Chill and E. Fašangová, Every ordinary differential equation with a strict Lyapunov function is a gradient system, submitted. doi: 10.1007/s00605-011-0322-4.
[5]	I. Ben Hassen, Decay estimates to equilibrium for some asymptotically autonomous semilinear evolution equations, Asymptot. Anal., 69 (2010), 31-44.
[6]	P. Bénilan, M. G. Crandall and A. Pazy, "Bonnes solutions'' d'un problème d'évolution semi-linéaire, C. R. Acad. Sci. Paris Sér. I Math., 306 (1988), 527-530.
[7]	J. Bolte, A. Daniilidis, O. Ley and L. Mazet, Characterizations of Łojasiewicz inequalities: subgradient flows, talweg, convexity, Trans. Amer. Math. Soc., 362 (2010), 3319-3363.
[8]	H. Brezis, "Opérateurs maximaux monotones et semi-groupes de contractions dans les espaces de Hilbert,'' North-Holland Publishing Co., Amsterdam, 1973.
[9]	J. V. Chaparova, L. A. Peletier and S. A. Tersian, Existence and nonexistence of nontrivial solutions of semilinear fourth- and sixth-order differential equations, Adv. Differential Equations, 8 (2003), 1237-1258.
[10]	R. Chill and A. Haraux and M. A. Jendoubi, Applications of the Łojasiewicz-Simon gradient inequality to gradient-like evolution equations, Anal. Appl. (Singap.), 7 (2009), 351-372.
[11]	R. Chill and M. A. Jendoubi, Convergence to steady states in asymptotically autonomous semilinear evolution equations, Nonlinear Anal., 53 (2003), 1017-1039.
[12]	K. R. Elder and M. Grant, Modeling elastic and plastic deformations in nonequilibrium processing using phase field crystals, Phys. Rev. E, 70 (2004).
[13]	K. R. Elder, N. Provatas, J. Berry, P. Stefanovic and M. Grant, Phase-field crystal modeling and classical density functional theory of freezing, Phys. Rev. B, 75 (2007).
[14]	H. Gajewski and J. A. Griepentrog, A descent method for the free energy of multicomponent systems, Discrete Contin. Dyn. Syst., 15 (2006), 505-528.
[15]	P. Galenko, D. Danilov and V. Lebedev, Phase-field-crystal and Swift-Hohenberg equations with fast dynamics, Phys. Rev. E, 79 (2009), 051110 (11 p.). doi: 10.1103/PhysRevE.79.051110.
[16]	M. Grasselli, H. Petzeltová and G. Schimperna, Convergence to stationary solutions for a parabolic-hyperbolic phase-field system, Commun. Pure Appl. Anal., 5 (2006), 827-838.
[17]	M. Grasselli, H. Wu and S. Zheng, Asymptotic behavior of a nonisothermal Ginzburg-Landau model, Quart. Appl. Math., 66 (2008), 743-770.
[18]	A. Haraux, "Syst\`emes dynamiques dissipatifs et applications,'' Masson, Paris, 1991.
[19]	A. Haraux, Slow and fast decay of solutions to some second order evolution equations, J. Anal. Math., 95 (2005), 297-321. doi: 10.1007/BF02791505.
[20]	A. Haraux and M. A. Jendoubi, Convergence of solutions of second-order gradient-like systems with analytic nonlinearities, J. Differential Equations, 144 (1998), 313-320. doi: 10.1006/jdeq.1997.3393.
[21]	A. Haraux and M. A. Jendoubi, Convergence of bounded weak solutions of the wave equation with dissipation and analytic nonlinearity, Calc. Var. Partial Differential Equations, 9 (1999), 95-124. doi: 10.1007/s005260050133.
[22]	S.-Z. Huang, "Gradient Inequalities,'' American Mathematical Society, Providence, RI, 2006.
[23]	S.-Z. Huang and P. Takáč, Convergence in gradient-like systems which are asymptotically autonomous and analytic, Nonlinear Anal., 46 (2001), 675-698. doi: 10.1016/S0362-546X(00)00145-0.
[24]	M. A. Jendoubi, A simple unified approach to some convergence theorems of L. Simon, J. Funct. Anal., 153 (1998), 187-202. doi: 10.1006/jfan.1997.3174.
[25]	M. A. Jendoubi, Convergence of global and bounded solutions of the wave equation with linear dissipation and analytic nonlinearity, J. Differential Equations, 144 (1998), 302-312. doi: 10.1006/jdeq.1997.3392.
[26]	S. Łojasiewicz, Une propriété topologique des sous-ensembles analytiques réels, in "Les Équations aux Dérivées Partielles (Paris, 1962)"
[27]	S. Łojasiewicz, "Ensembles semi-analytiques," I.H.E.S. Notes, 1965.
[28]	P.-E. Maingé, Asymptotic convergence of an inertial proximal method for unconstrained quasiconvex minimization, J. Global Optim., 45 (2009), 631-644. doi: 10.1007/s10898-008-9388-5.
[29]	B. Merlet and M. Pierre, Convergence to equilibrium for the backward Euler scheme and applications, Commun. Pure Appl. Anal., 9 (2010), 685-702. doi: 10.3934/cpaa.2010.9.685.
[30]	M. Polat, Global attractor for a modified Swift-Hohenberg equation, Comput. Math. Appl., 57 (2009), 62-66. doi: 10.1016/j.camwa.2008.09.028.
[31]	L. Simon, Asymptotics for a class of nonlinear evolution equations, with applications to geometric problems, Ann. of Math., 118 (1983), 525-571. doi: 10.2307/2006981.
[32]	L. Song, Y. Zhang and T. Ma, Global attractor of a modified Swift-Hohenberg equation in $H^k$ spaces, Nonlinear Anal., 72 (2010), 183-191. doi: 10.1016/j.na.2009.06.103.
[33]	A. M. Stuart and A. R. Humphries, "Dynamical Systems and Numerical Analysis,'' Cambridge University Press, Cambridge, 1996.
[34]	J. B. Swift and P. C. Hohenberg, Hydrodynamic fluctuations at the convective instability, Phys. Rev. A, 15 (1977), 319-329. doi: 10.1103/PhysRevA.15.319.
[35]	S. Zelik, Asymptotic regularity of solutions of a nonautonomous damped wave equation with a critical growth exponent, Commun. Pure Appl. Anal., 3 (2004), 921-934. doi: 10.3934/cpaa.2004.3.921.
[36]	S. Zelik, Asymptotic regularity of solutions of singularly perturbed damped wave equations with supercritical nonlinearities, Discrete Contin. Dyn. Syst., 11 (2004), 351-392. doi: 10.3934/dcds.2004.11.351.

show all references

References:

[1]	P.-A. Absil, R. Mahony and B. Andrews, Convergence of the iterates of descent methods for analytic cost functions, SIAM J. Optim., 16 (2005), 531-547 (electronic). doi: 10.1137/040605266.
[2]	H. Attouch and J. Bolte, On the convergence of the proximal algorithm for nonsmooth functions involving analytic features, Math. Program., 116 (2009), 5-16.
[3]	H. Attouch, J. Bolte, P. Redont and A. Soubeyran, Alternating proximal algorithms for weakly coupled convex minimization problems. Applications to dynamical games and {PDE's}, J. Convex Anal., 15 (2008), 485-506.
[4]	T. Bárta, R. Chill and E. Fašangová, Every ordinary differential equation with a strict Lyapunov function is a gradient system, submitted. doi: 10.1007/s00605-011-0322-4.
[5]	I. Ben Hassen, Decay estimates to equilibrium for some asymptotically autonomous semilinear evolution equations, Asymptot. Anal., 69 (2010), 31-44.
[6]	P. Bénilan, M. G. Crandall and A. Pazy, "Bonnes solutions'' d'un problème d'évolution semi-linéaire, C. R. Acad. Sci. Paris Sér. I Math., 306 (1988), 527-530.
[7]	J. Bolte, A. Daniilidis, O. Ley and L. Mazet, Characterizations of Łojasiewicz inequalities: subgradient flows, talweg, convexity, Trans. Amer. Math. Soc., 362 (2010), 3319-3363.
[8]	H. Brezis, "Opérateurs maximaux monotones et semi-groupes de contractions dans les espaces de Hilbert,'' North-Holland Publishing Co., Amsterdam, 1973.
[9]	J. V. Chaparova, L. A. Peletier and S. A. Tersian, Existence and nonexistence of nontrivial solutions of semilinear fourth- and sixth-order differential equations, Adv. Differential Equations, 8 (2003), 1237-1258.
[10]	R. Chill and A. Haraux and M. A. Jendoubi, Applications of the Łojasiewicz-Simon gradient inequality to gradient-like evolution equations, Anal. Appl. (Singap.), 7 (2009), 351-372.
[11]	R. Chill and M. A. Jendoubi, Convergence to steady states in asymptotically autonomous semilinear evolution equations, Nonlinear Anal., 53 (2003), 1017-1039.
[12]	K. R. Elder and M. Grant, Modeling elastic and plastic deformations in nonequilibrium processing using phase field crystals, Phys. Rev. E, 70 (2004).
[13]	K. R. Elder, N. Provatas, J. Berry, P. Stefanovic and M. Grant, Phase-field crystal modeling and classical density functional theory of freezing, Phys. Rev. B, 75 (2007).
[14]	H. Gajewski and J. A. Griepentrog, A descent method for the free energy of multicomponent systems, Discrete Contin. Dyn. Syst., 15 (2006), 505-528.
[15]	P. Galenko, D. Danilov and V. Lebedev, Phase-field-crystal and Swift-Hohenberg equations with fast dynamics, Phys. Rev. E, 79 (2009), 051110 (11 p.). doi: 10.1103/PhysRevE.79.051110.
[16]	M. Grasselli, H. Petzeltová and G. Schimperna, Convergence to stationary solutions for a parabolic-hyperbolic phase-field system, Commun. Pure Appl. Anal., 5 (2006), 827-838.
[17]	M. Grasselli, H. Wu and S. Zheng, Asymptotic behavior of a nonisothermal Ginzburg-Landau model, Quart. Appl. Math., 66 (2008), 743-770.
[18]	A. Haraux, "Syst\`emes dynamiques dissipatifs et applications,'' Masson, Paris, 1991.
[19]	A. Haraux, Slow and fast decay of solutions to some second order evolution equations, J. Anal. Math., 95 (2005), 297-321. doi: 10.1007/BF02791505.
[20]	A. Haraux and M. A. Jendoubi, Convergence of solutions of second-order gradient-like systems with analytic nonlinearities, J. Differential Equations, 144 (1998), 313-320. doi: 10.1006/jdeq.1997.3393.
[21]	A. Haraux and M. A. Jendoubi, Convergence of bounded weak solutions of the wave equation with dissipation and analytic nonlinearity, Calc. Var. Partial Differential Equations, 9 (1999), 95-124. doi: 10.1007/s005260050133.
[22]	S.-Z. Huang, "Gradient Inequalities,'' American Mathematical Society, Providence, RI, 2006.
[23]	S.-Z. Huang and P. Takáč, Convergence in gradient-like systems which are asymptotically autonomous and analytic, Nonlinear Anal., 46 (2001), 675-698. doi: 10.1016/S0362-546X(00)00145-0.
[24]	M. A. Jendoubi, A simple unified approach to some convergence theorems of L. Simon, J. Funct. Anal., 153 (1998), 187-202. doi: 10.1006/jfan.1997.3174.
[25]	M. A. Jendoubi, Convergence of global and bounded solutions of the wave equation with linear dissipation and analytic nonlinearity, J. Differential Equations, 144 (1998), 302-312. doi: 10.1006/jdeq.1997.3392.
[26]	S. Łojasiewicz, Une propriété topologique des sous-ensembles analytiques réels, in "Les Équations aux Dérivées Partielles (Paris, 1962)"
[27]	S. Łojasiewicz, "Ensembles semi-analytiques," I.H.E.S. Notes, 1965.
[28]	P.-E. Maingé, Asymptotic convergence of an inertial proximal method for unconstrained quasiconvex minimization, J. Global Optim., 45 (2009), 631-644. doi: 10.1007/s10898-008-9388-5.
[29]	B. Merlet and M. Pierre, Convergence to equilibrium for the backward Euler scheme and applications, Commun. Pure Appl. Anal., 9 (2010), 685-702. doi: 10.3934/cpaa.2010.9.685.
[30]	M. Polat, Global attractor for a modified Swift-Hohenberg equation, Comput. Math. Appl., 57 (2009), 62-66. doi: 10.1016/j.camwa.2008.09.028.
[31]	L. Simon, Asymptotics for a class of nonlinear evolution equations, with applications to geometric problems, Ann. of Math., 118 (1983), 525-571. doi: 10.2307/2006981.
[32]	L. Song, Y. Zhang and T. Ma, Global attractor of a modified Swift-Hohenberg equation in $H^k$ spaces, Nonlinear Anal., 72 (2010), 183-191. doi: 10.1016/j.na.2009.06.103.
[33]	A. M. Stuart and A. R. Humphries, "Dynamical Systems and Numerical Analysis,'' Cambridge University Press, Cambridge, 1996.
[34]	J. B. Swift and P. C. Hohenberg, Hydrodynamic fluctuations at the convective instability, Phys. Rev. A, 15 (1977), 319-329. doi: 10.1103/PhysRevA.15.319.
[35]	S. Zelik, Asymptotic regularity of solutions of a nonautonomous damped wave equation with a critical growth exponent, Commun. Pure Appl. Anal., 3 (2004), 921-934. doi: 10.3934/cpaa.2004.3.921.
[36]	S. Zelik, Asymptotic regularity of solutions of singularly perturbed damped wave equations with supercritical nonlinearities, Discrete Contin. Dyn. Syst., 11 (2004), 351-392. doi: 10.3934/dcds.2004.11.351.

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