Noise regularization and computations for the 1-dimensional stochastic Allen-Cahn problem
University of Massachusetts Amherst（马萨诸塞大学阿默斯特分校）；Department of Mathematics University of Crete（克里特大学数学系）；Institute for Applied and Computational Mathematics Foundation for Research and Technology-Hellas（希腊研究与技术基金会应用计算数学研究所）；Department of Mathematics University of Sussex（萨塞克斯大学数学系）
Markos A. Katsoulakis, Georgios T. Kossioris, Omar Lakkis
备注：
28 pages, 16 (4x4) figures, published in 2007; Interfaces and Free Boundaries 2007 vol. 9 (1)
发表信息：
Interfaces Free Boundaries 9 (1) 1--30 December 2007
We address the numerical discretization of the Allen-Cahn prob- lem with additive white noise in one-dimensional space. The discretization is conducted in two stages: (1) regularize the white noise and study the regularized problem, (2) approximate the regularized problem. We address (1) by introducing a piecewise constant random approximation of the white noise with respect to a space-time mesh. We analyze the regularized problem and study its relation to both the original problem and the deterministic Allen-Cahn problem. Step (2) is then performed leading to a practical Monte-Carlo method combined with a Finite Element-Implicit Euler scheme. The resulting numerical scheme is tested against theoretical benchmark results.
In this paper we discuss the convergence rate for Galerkin approximation of the stochastic Allen-Cahn equations driven by space-time white noise on $\T$. First we prove that the convergence rate for stochastic 2D heat equation is of order $α-δ$ in Besov space $\C^{-α}$ for $α\in(0,1)$ and $δ>0$ arbitrarily small. Then we obtain the convergence rate for Galerkin approximation of the stochastic Allen-Cahn equations of order $α-δ$ in $\C^{-α}$ for $α\in(0,2/9)$ and $δ>0$ arbitrarily small.
In this paper we study the global well-posedness of the Allen-Cahn Ohta-Nakazawa model with two fixed nonlinear volume constraints. Utilizing the gradient flow structure of its free energy, we prove the existence and uniqueness of the solution by following De Giorgi's minimizing movement scheme in a novel way.
This paper proposes an Allen-Cahn Chan-Vese model to settle the multi-phase image segmentation. We first integrate the Allen--Cahn term and the Chan--Vese fitting energy term to establish an energy functional, whose minimum locates the segmentation contour. The subsequent minimization process can be attributed to variational calculation on fitting intensities and the solution approximation of several Allen-Cahn equations, wherein $n$ Allen-Cahn equations are enough to partition $m = 2^n$ segments. The derived Allen-Cahn equations are solved by efficient numerical solvers with exponential time …
Phase-field models such as the Allen-Cahn equation may give rise to the formation and evolution of geometric shapes, a phenomenon that may be analyzed rigorously in suitable scaling regimes. In its sharp-interface limit, the vectorial Allen-Cahn equation with a potential with $N\geq 3$ distinct minima has been conjectured to describe the evolution of branched interfaces by multiphase mean curvature flow. In the present work, we give a rigorous proof for this statement in two and three ambient dimensions and for a suitable class of potentials: As long as a strong solution to multiphase mean cur…
We consider formal matched asymptotics to show the convergence of a degenerate area preserving surface Allen-Cahn equation to its sharp interface limit of area preserving geodesic curvature flow. The degeneracy results from a surface de Gennes-Cahn-Hilliard energy and turns out to be essential to numerically resolve the dependency of the solution on geometric properties of the surface. We experimentally demonstrate convergence of the numerical algorithm, which considers a graph formulation, adaptive finite elements and a semi-implicit discretization in time, and uses numerical solutions of the…
We propose an extension of the Allen-Cahn model for pattern synthesis on two dimensional curved surfaces. This model is based on a single PDE and it offers improved ability of controlling the type of generated surface patterns via the chosen reaction-diffusion coefficient, thus, obtaining patterns in form of spots, inverted spots, or stripes. We investigate the dependence of the type of the obtained pattern on the new proposed reaction term. An efficient operator splitting scheme is used to discretize the model on a surface. Experiments on surfaces with varying initial conditions illustrate a …
We apply a space adaptive interior penalty discontinuous Galerkin method for solving advective Allen-Cahn equation with expanding and contracting velocity fields. The advective Allen-Cahn equation is first discretized in time and the resulting semi-linear elliptic PDE is solved by an adaptive algorithm using a residual-based a posteriori error estimator. The a posteriori error estimator contains additional terms due to the non-divergence-free velocity field. Numerical examples demonstrate the effectiveness and accuracy of the adaptive approach by resolving the sharp layers accurately.
Recently, the error analysis of BDF$k$ $(1\leqslant k\leqslant5)$ SAV (scalar auxiliary variable) schemes are given in \cite{Huangg:20} for the classical Allen-Cahn equation. However, it remains unavailable for BDF$6$ SAV schemes. In this paper, we construct and analyze BDF$6$ SAV schemes for the time-fractional dissipative systems. We carry out a rigorous error analysis for the time-fractional Allen-Cahn equation, which also fills up a gap for the classical case. Finally, numerical experiment is shown to illustrate the effectiveness of the presented methods. As far as we know, this is the fir…
Simulation speed depends on code structures, hence it is crucial how to build a fast algorithm. We solve the Allen-Cahn equation by an explicit finite difference method, so it requires grid calculations implemented by many for-loops in the simulation code. In terms of programming, many for-loops make the simulation speed slow. To solve the problem, we propose a model architecture containing a pad and a convolution operation for the Allen-Cahn equation. Also, the GPU operation is used to boost up the speed more. In this way, the simulation of other differential equations can be improved. In thi…
The physics informed neural networks (PINNs) has been widely utilized to numerically approximate PDE problems. While PINNs has achieved good results in producing solutions for many partial differential equations, studies have shown that it does not perform well on phase field models. In this paper, we partially address this issue by introducing a modified physics informed neural networks. In particular, they are used to numerically approximate Allen-Cahn-Ohta-Kawasaki (ACOK) equation with a volume constraint.
Numerical approximations of the Cahn-Hilliard and Allen-Cahn Equations with general nonlinear potential using the Invariant Energy Quadratization approach
University of South Carolina（南卡罗来纳大学）；Yantai University（烟台大学）
It is well known that the classic Allen-Cahn equation satisfies the maximum bound principle (MBP), that is, the absolute value of its solution is uniformly bounded for all time by certain constant under suitable initial and boundary conditions. In this paper, we consider numerical solutions of the modified Allen-Cahn equation with a Lagrange multiplier of nonlocal and local effects, which not only shares the same MBP as the original Allen-Cahn equation but also conserves the mass exactly. We reformulate the model equation with a linear stabilizing technique, then construct first- and second-or…
This paper proposes a new variational model by integrating the Allen-Cahn term with a local binary fitting energy term for segmenting images with intensity inhomogeneity and noise. An inhomogeneous graph Laplacian initialization method (IGLIM) is developed to give the initial contour for two-phase image segmentation problems. To solve the Allen-Cahn equation derived from the variational model, we adopt the exponential time differencing (ETD) method for temporal discretization, and the central finite difference method for spatial discretization. The energy stability of proposed numerical scheme…
We consider solving a generalized Allen-Cahn equation coupled with a passive convection for a given incompressible velocity field. The numerical scheme consists of the first order accurate stabilized implicit explicit time discretization and a fourth order accurate finite difference scheme, which is obtained from the finite difference formulation of the $Q^2$ spectral element method. We prove that the discrete maximum principle holds under suitable mesh size and time step constraints. The same result also applies to construct a bound-preserving scheme for any passive convection with an incompr…
In this work, we present a second-order nonuniform time-stepping scheme for the time-fractional Allen-Cahn equation. We show that the proposed scheme preserves the discrete maximum principle, and by using the convolution structure of consistency error, we present sharp maximum-norm error estimates which reflect the temporal regularity. As our analysis is built on nonuniform time steps, we may resolve the intrinsic initial singularity by using the graded meshes. Moreover, we propose an adaptive time-stepping strategy for large time simulations. Numerical experiments are presented to show the ef…
A finite element scheme for an entirely fractional Allen-Cahn equation with non-smooth initial data is introduced and analyzed. In the proposed nonlocal model, the Caputo fractional in-time derivative and the fractional Laplacian replace the standard local operators. Piecewise linear finite elements and convolution quadratures are the basic tools involved in the presented numerical method. Error analysis and implementation issues are addressed together with the needed results of regularity for the continuous model. Also, the asymptotic behavior of solutions, for a vanishing fractional paramete…
The convective Allen-Cahn equation has been widely used to simulate multi-phase flows in many phase-field models. As a generalized form of the classic Allen-Cahn equation, the convective Allen-Cahn equation still preserves the maximum bound principle (MBP) in the sense that the time-dependent solution of the equation with appropriate initial and boundary conditions preserves for all time a uniform pointwise bound in absolute value. In this paper, we develop efficient first- and second-order exponential time differencing (ETD) schemes combined with the linear stabilizing technique to preserve t…
This work is concerned with the proof of \emph{a posteriori} error estimates for fully-discrete Galerkin approximations of the Allen-Cahn equation in two and three spatial dimensions. The numerical method comprises of the backward Euler method combined with conforming finite elements in space. For this method, we prove conditional type \emph{a posteriori} error estimates in the $L^{}_4(0,T;L^{}_4(Ω))$-norm that depend polynomially upon the inverse of the interface length $ε$. The derivation relies crucially on the availability of a spectral estimate for the linearized Allen-Cahn operator about…
Phase field models, in particular, the Allen-Cahn type and Cahn-Hilliard type equations, have been widely used to investigate interfacial dynamic problems. Designing accurate, efficient, and stable numerical algorithms for solving the phase field models has been an active field for decades. In this paper, we focus on using the deep neural network to design an automatic numerical solver for the Allen-Cahn and Cahn-Hilliard equations by proposing an improved physics informed neural network (PINN). Though the PINN has been embraced to investigate many differential equation problems, we find a dir…
In this paper, we study numerical methods for solving the coupled Allen-Cahn/Cahn-Hilliard system associated with a free energy functional of logarithmic type. To tackle the challenge posed by the special free energy functional, we propose a method to approximate the discrete variational derivatives in polynomial forms, such that the corresponding finite difference scheme is unconditionally energy stable and the energy dissipation law is maintained. To further improve the performance of the algorithm, a modified adaptive time stepping strategy is adopted such that the time step size can be fle…
It is well-known that the Allen-Cahn equation not only satisfies the energy dissipation law but also possesses the maximum bound principle (MBP) in the sense that the absolute value of its solution is pointwise bounded for all time by some specific constant under appropriate initial/boundary conditions. In recent years, the scalar auxiliary variable (SAV) method and many of its variants have attracted much attention in numerical solution for gradient flow problems due to their inherent advantage of preserving certain discrete analogues of the energy dissipation law. However, existing SAV schem…
The paper studies an Allen-Cahn-type equation defined on a time-dependent surface as a model of phase separation with order-disorder transition in a thin material layer. By a formal inner-outer expansion, it is shown that the limiting behavior of the solution is a geodesic mean curvature type flow in reference coordinates. A geometrically unfitted finite element method, known as a trace FEM, is considered for the numerical solution of the equation. The paper provides full stability analysis and convergence analysis that accounts for interpolation errors and an approximate recovery of the geome…
