May  2022, 27(5): 2661-2681. doi: 10.3934/dcdsb.2021153

A Crank-Nicolson type minimization scheme for a hyperbolic free boundary problem

1. 

National Institute of Technology, Gifu College, Motosu, Gifu, 501-0495, Japan

2. 

Meiji Institute for Advanced Study of Mathematical Sciences, Meiji University, Nakanoku, Tokyo, 164-8525, Japan

3. 

Graduate School of Natural Science and Technology, Kanazawa University, Kanazawa, Ishikawa, 920-1192, Japan

4. 

Institute of Science and Engineering, Kanazawa University, Kanazawa, Ishikawa, 920-1192, Japan

5. 

Graduate School of Science, Kyoto University, Sakyoku, Kyoto, 606-8502, Japan

* Corresponding author: Karel Svadlenka

Received  April 2020 Revised  March 2021 Published  May 2022 Early access  June 2021

We consider a hyperbolic free boundary problem by means of minimizing time discretized functionals of Crank-Nicolson type. The feature of this functional is that it enjoys energy conservation in the absence of free boundaries, which is an essential property for numerical calculations. The existence and regularity of minimizers is shown and an energy estimate is derived. These results are then used to show the existence of a weak solution to the free boundary problem in the 1-dimensional setting.

Citation: Yoshiho Akagawa, Elliott Ginder, Syota Koide, Seiro Omata, Karel Svadlenka. A Crank-Nicolson type minimization scheme for a hyperbolic free boundary problem. Discrete and Continuous Dynamical Systems - B, 2022, 27 (5) : 2661-2681. doi: 10.3934/dcdsb.2021153
References:
[1]

M. BonafiniM. Novaga and G. Orlandi, A variational scheme for hyperbolic obstacle problems, Nonlin. Anal., 188 (2019), 389-404.  doi: 10.1016/j.na.2019.06.008.

[2]

M. Bonafini, V.P.C. Le, M. Novaga and G. Orlandi, On the obstacle problem for fractional semilinear wave equations, Nonlinear Anal., 210 (2021), 112368. doi: 10.1016/j.na.2021.112368.

[3]

X. ChenS. Cui and A. Friedman, A hyperbolic free boundary problem modeling tumor growth: Asymptotic behavior, Trans. Am. Math. Soc., 357 (2005), 4771-4804.  doi: 10.1090/S0002-9947-05-03784-0.

[4] M. Giaquinta, Multiple Integrals in the Calculus of Variations and Nonlinear Elliptic Systems, Princeton University Press, 1983. 
[5]

E. Ginder and K. Svadlenka, A variational approach to a constrained hyperbolic free boundary problem, Nonlinear Anal., 71 (2009), e1527–e1537. doi: 10.1016/j.na.2009.01.228.

[6]

T. Iguchi and D. Lannes, Hyperbolic free boundary problems and applications to wave-structure interactions, Indiana Univ. Math. J., 70 (2021), 353–464, arXiv: 1806.07704.

[7]

K. Kikuchi, Constructing a solution in time semidiscretization method to an equation of vibrating string with an obstacle, Nonlinear Anal., 71 (2009), 1227-1232. 

[8]

K. Kikuchi and S. Omata, A free boundary problem for a one dimensional hyperbolic equation, Adv. Math. Sci. Appl., 9 (1999), 775-786. 

[9] O. Ladyzhenskaya and N. Uraltseva, Linear and Quasilinear Elliptic Equations, 1$^st$ edition, Academic Press, 1968. 
[10]

S. Omata, A numerical treatment of film motion with free boundary, Adv. Math. Sci. Appl., 14 (2004), 129-137. 

[11]

S. Omata, A hyperbolic obstacle problem with an adhesion force, in Mathematics for Nonlinear Phenomena-Analysis and Computation (eds Y. Maekawa and S. Jimbo), Springer Proceedings in Mathematics and Statistics, 215 (2017), 261–269. doi: 10.1007/978-3-319-66764-5_12.

[12]

K. Svadlenka and S. Omata, Mathematical modeling of surface vibration with volume constraint and its analysis, Nonlinear Anal., 69 (2008), 3202-3212.  doi: 10.1016/j.na.2007.09.013.

[13]

H. YoshiuchiS. OmataK. Svadlenka and K. Ohara, Numerical solution of film vibration with obstacle, Adv. Math. Sci. Appl., 16 (2006), 33-43. 

show all references

References:
[1]

M. BonafiniM. Novaga and G. Orlandi, A variational scheme for hyperbolic obstacle problems, Nonlin. Anal., 188 (2019), 389-404.  doi: 10.1016/j.na.2019.06.008.

[2]

M. Bonafini, V.P.C. Le, M. Novaga and G. Orlandi, On the obstacle problem for fractional semilinear wave equations, Nonlinear Anal., 210 (2021), 112368. doi: 10.1016/j.na.2021.112368.

[3]

X. ChenS. Cui and A. Friedman, A hyperbolic free boundary problem modeling tumor growth: Asymptotic behavior, Trans. Am. Math. Soc., 357 (2005), 4771-4804.  doi: 10.1090/S0002-9947-05-03784-0.

[4] M. Giaquinta, Multiple Integrals in the Calculus of Variations and Nonlinear Elliptic Systems, Princeton University Press, 1983. 
[5]

E. Ginder and K. Svadlenka, A variational approach to a constrained hyperbolic free boundary problem, Nonlinear Anal., 71 (2009), e1527–e1537. doi: 10.1016/j.na.2009.01.228.

[6]

T. Iguchi and D. Lannes, Hyperbolic free boundary problems and applications to wave-structure interactions, Indiana Univ. Math. J., 70 (2021), 353–464, arXiv: 1806.07704.

[7]

K. Kikuchi, Constructing a solution in time semidiscretization method to an equation of vibrating string with an obstacle, Nonlinear Anal., 71 (2009), 1227-1232. 

[8]

K. Kikuchi and S. Omata, A free boundary problem for a one dimensional hyperbolic equation, Adv. Math. Sci. Appl., 9 (1999), 775-786. 

[9] O. Ladyzhenskaya and N. Uraltseva, Linear and Quasilinear Elliptic Equations, 1$^st$ edition, Academic Press, 1968. 
[10]

S. Omata, A numerical treatment of film motion with free boundary, Adv. Math. Sci. Appl., 14 (2004), 129-137. 

[11]

S. Omata, A hyperbolic obstacle problem with an adhesion force, in Mathematics for Nonlinear Phenomena-Analysis and Computation (eds Y. Maekawa and S. Jimbo), Springer Proceedings in Mathematics and Statistics, 215 (2017), 261–269. doi: 10.1007/978-3-319-66764-5_12.

[12]

K. Svadlenka and S. Omata, Mathematical modeling of surface vibration with volume constraint and its analysis, Nonlinear Anal., 69 (2008), 3202-3212.  doi: 10.1016/j.na.2007.09.013.

[13]

H. YoshiuchiS. OmataK. Svadlenka and K. Ohara, Numerical solution of film vibration with obstacle, Adv. Math. Sci. Appl., 16 (2006), 33-43. 

Figure 1.  Numerical solution at four distinct times for the Crank-Nicolson method (blue) and the original discrete Morse flow method (red). The time step size is $ h = 1.0 \times 10^{-4} $ and the spacial mesh size is $ \Delta x = h $
Figure 2.  Free boundary corresponding to the motion in Figure 1. The curves are obtained by plotting the boundary of the set $ \{(t,x);u(x,t) < \varepsilon\} $ for a small $ \varepsilon >0 $
Figure 3.  Evolution of the energy of the numerical solution for both methods
Figure 4.  Comparison of energy decay tendency for both methods using the initial data $ u_0 = \sin(2n\pi x) $ and $ v_0 \equiv 0 $. Here, $ \Delta x = h $ is used
Figure 5.  Comparison of the Crank-Nicolson scheme with the original discrete Morse flow for a 2-dimensional problem
Figure 6.  Crank-Nicolson type minimizing movement approximation of droplet motion, with the free boundary illustrated as the black curves. Time is designated by the integer values within the figure, so that the initial condition corresponds to number 1 and all graphs are plotted at equal time intervals, except for the last one showing the stationary state reached after sufficiently long time
Table 1.  Main features of the two methods compared in this section
C-N DMF
energy conserved decays
free boundary condition holds holds
high harmonic wave preserved decays
including constraints possible possible
phase shift occurs occurs
C-N DMF
energy conserved decays
free boundary condition holds holds
high harmonic wave preserved decays
including constraints possible possible
phase shift occurs occurs
[1]

Panagiotis Paraschis, Georgios E. Zouraris. On the convergence of the Crank-Nicolson method for the logarithmic Schrödinger equation. Discrete and Continuous Dynamical Systems - B, 2022  doi: 10.3934/dcdsb.2022074

[2]

Yingwen Guo, Yinnian He. Fully discrete finite element method based on second-order Crank-Nicolson/Adams-Bashforth scheme for the equations of motion of Oldroyd fluids of order one. Discrete and Continuous Dynamical Systems - B, 2015, 20 (8) : 2583-2609. doi: 10.3934/dcdsb.2015.20.2583

[3]

Sondre Tesdal Galtung. A convergent Crank-Nicolson Galerkin scheme for the Benjamin-Ono equation. Discrete and Continuous Dynamical Systems, 2018, 38 (3) : 1243-1268. doi: 10.3934/dcds.2018051

[4]

Dongho Kim, Eun-Jae Park. Adaptive Crank-Nicolson methods with dynamic finite-element spaces for parabolic problems. Discrete and Continuous Dynamical Systems - B, 2008, 10 (4) : 873-886. doi: 10.3934/dcdsb.2008.10.873

[5]

Constantine M. Dafermos. A variational approach to the Riemann problem for hyperbolic conservation laws. Discrete and Continuous Dynamical Systems, 2009, 23 (1&2) : 185-195. doi: 10.3934/dcds.2009.23.185

[6]

Julius Fergy T. Rabago, Hideyuki Azegami. A new energy-gap cost functional approach for the exterior Bernoulli free boundary problem. Evolution Equations and Control Theory, 2019, 8 (4) : 785-824. doi: 10.3934/eect.2019038

[7]

Jesús Ildefonso Díaz. On the free boundary for quenching type parabolic problems via local energy methods. Communications on Pure and Applied Analysis, 2014, 13 (5) : 1799-1814. doi: 10.3934/cpaa.2014.13.1799

[8]

Robert I. McLachlan, G. R. W. Quispel. Discrete gradient methods have an energy conservation law. Discrete and Continuous Dynamical Systems, 2014, 34 (3) : 1099-1104. doi: 10.3934/dcds.2014.34.1099

[9]

Hua Chen, Wenbin Lv, Shaohua Wu. A free boundary problem for a class of parabolic type chemotaxis model. Kinetic and Related Models, 2015, 8 (4) : 667-684. doi: 10.3934/krm.2015.8.667

[10]

Hua Chen, Wenbin Lv, Shaohua Wu. A free boundary problem for a class of parabolic-elliptic type chemotaxis model. Communications on Pure and Applied Analysis, 2018, 17 (6) : 2577-2592. doi: 10.3934/cpaa.2018122

[11]

Fuke Wu, Xuerong Mao, Peter E. Kloeden. Discrete Razumikhin-type technique and stability of the Euler--Maruyama method to stochastic functional differential equations. Discrete and Continuous Dynamical Systems, 2013, 33 (2) : 885-903. doi: 10.3934/dcds.2013.33.885

[12]

Xavier Litrico, Vincent Fromion, Gérard Scorletti. Robust feedforward boundary control of hyperbolic conservation laws. Networks and Heterogeneous Media, 2007, 2 (4) : 717-731. doi: 10.3934/nhm.2007.2.717

[13]

Stefano Bianchini. On the shift differentiability of the flow generated by a hyperbolic system of conservation laws. Discrete and Continuous Dynamical Systems, 2000, 6 (2) : 329-350. doi: 10.3934/dcds.2000.6.329

[14]

Herbert Gajewski, Jens A. Griepentrog. A descent method for the free energy of multicomponent systems. Discrete and Continuous Dynamical Systems, 2006, 15 (2) : 505-528. doi: 10.3934/dcds.2006.15.505

[15]

Zhi-Qiang Shao. Lifespan of classical discontinuous solutions to the generalized nonlinear initial-boundary Riemann problem for hyperbolic conservation laws with small BV data: shocks and contact discontinuities. Communications on Pure and Applied Analysis, 2015, 14 (3) : 759-792. doi: 10.3934/cpaa.2015.14.759

[16]

Bastian Gebauer, Nuutti Hyvönen. Factorization method and inclusions of mixed type in an inverse elliptic boundary value problem. Inverse Problems and Imaging, 2008, 2 (3) : 355-372. doi: 10.3934/ipi.2008.2.355

[17]

Tong Yang, Fahuai Yi. Global existence and uniqueness for a hyperbolic system with free boundary. Discrete and Continuous Dynamical Systems, 2001, 7 (4) : 763-780. doi: 10.3934/dcds.2001.7.763

[18]

Jacob Ashiwere Abuchu, Godwin Chidi Ugwunnadi, Ojen Kumar Narain. Inertial Mann-Type iterative method for solving split monotone variational inclusion problem with applications. Journal of Industrial and Management Optimization, 2022  doi: 10.3934/jimo.2022075

[19]

Toyohiko Aiki. A free boundary problem for an elastic material. Conference Publications, 2007, 2007 (Special) : 10-17. doi: 10.3934/proc.2007.2007.10

[20]

Yang Zhang. A free boundary problem of the cancer invasion. Discrete and Continuous Dynamical Systems - B, 2022, 27 (3) : 1323-1343. doi: 10.3934/dcdsb.2021092

2021 Impact Factor: 1.497

Metrics

  • PDF downloads (351)
  • HTML views (358)
  • Cited by (0)

[Back to Top]