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NUMERICAL METHODS FOR SOLVING THE CAHN-HILLIARD EQUATION AND ITS APPLICABILITY TO MIXTURES OF NEMATIC- ISOTROPIC FLOWS WITH ANCHORING EFFECTS Giordano Tierra Chica Department of Mathematics Temple University In collaboration with: Francisco Guillén González María Ángeles Rodríguez Bellido Universidad de Sevilla, Seville, Spain Special Thanks to : Christian Zillinger May 2016 Giordano Tierra Approximating energy-based models 1 / 68

Giordano Tierra Chica - KI-Net · Giordano Tierra Chica Department of Mathematics Temple University In collaboration with: Francisco Guillén González María Ángeles Rodríguez

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NUMERICAL METHODS FOR SOLVING THE CAHN-HILLIARD EQUATION AND ITSAPPLICABILITY TO MIXTURES OF NEMATIC-ISOTROPIC FLOWS WITH ANCHORING

EFFECTS

Giordano Tierra Chica

Department of MathematicsTemple University

In collaboration with:Francisco Guillén González

María Ángeles Rodríguez BellidoUniversidad de Sevilla, Seville, Spain

Special Thanks to : Christian Zillinger

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1 Motivation

2 Second order schemes and time-step adaptivity for theCahn-Hilliard equation

Cahn-Hilliard ModelSecond Order SchemesApproximations of potential term f k (φn+1, φn)Time step adaptivityNumerical Simulations

3 Linear unconditional energy-stable splitting schemes fornematic-isotropic flows with anchoring effects

Nematic Liquid CrystalsMixtures of Nematic Liquid Crystals with Newtonian fluidThe modelNumerical schemesNumerical simulations

4 References

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Phase field or Diffuse interface models

• Sharp-interface models• PDE for each phase + coupled interface conditions• Very difficult numerically (interface tracking)

• Diffuse interface Phase-field models• Phase function with distinct values (for instance +1 and -1) in

each phase, with a smooth change in the interface (of widthε).

• Surface motion depending on the physical energydissipation.

• When interface width ε tends to zero, recover a sharpinterface model.

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Motivation

Design numerical schemes for diffuse-interface phase-fieldproblems:

1 Efficient in time (Linear schemes, adaptive time-step).2 Suitable to use (standard) Finite Elements (mesh

adaptation)3 Mimic properties of the continuous problem: Dissipative

Energy law, maximum principle, mass conservation, ...4 Good finite and large time accuracy (infinite equilibrium

states)

Numerical analysis:1 Large time Energy Stability2 Unique Solvability of the schemes3 Convergence of iterative algorithms approximating nonlinear

schemes

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Allen-Cahn and Cahn-Hilliard modelsThe Allen-Cahn and the Cahn-Hilliard models are gradient flows forthe same Free Energy (Liapunov functional):

E(φ) = Ephilic(φ) + Ephobic(φ) :=

∫Ω

(12|∇φ|2 + F (φ)

)dx

where F (φ) is a double-well potential taking two minimum (stable)values:

F (φ) =1

4ε2 (φ2 − 1)2 at φ = ±1 (polynomial potential: Ginzburg-Landau)

• Allen-Cahn : φt + γδEδφ

= 0 ⇒ Maximum Principle

• Cahn-Hilliard: φt −∇ ·(

M(φ)∇δEδφ

)= 0⇒ Mass Conservation

whereδEδφ

= −∆φ+ f (φ) with f (φ) = F ′(φ) =1ε2 (φ3 − φ).

In both cases:dtE(φ(t)) ≤ 0.

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Cahn-Hilliard Model

Weak formulation: Find (φ,w) such that

φ ∈ L∞((0,T ); H1(Ω)) and w ∈ L2((0,T ); H1(Ω))

satisfying〈φt , w〉+ γ

(∇w ,∇w

)= 0 ∀ w ∈ H1(Ω)(

∇φ,∇φ)

+(

f (φ), φ)−(

w , φ)

= 0 ∀ φ ∈ H1(Ω).

Energy Law:

ddt

E(φ(t)) + γ

∫Ω|∇w |2dx = 0.

Mathematical Analysis: Abels, Garcke, Grasselli, Miranville,Schimperna, ...Numerical Analysis: Boyer, Elliot, Feng, Gómez, Hughes, Prohl,...

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Second Order Schemes for the Cahn-Hilliard model

Generic Second order Finite Difference schemes (Crank-Nicolsonfor linear terms)(δtφ

n+1, w)

+ γ(∇wn+ 1

2 ,∇w)

= 0 ∀ w ∈ H1(Ω)(∇(φn+1 + φn

2

),∇φ

)+(

f k (φn+1, φn), φ)−(

wn+ 12 , φ)

= 0 ∀ φ ∈ H1(Ω),

where δtφn+1 = (φn+1 − φn)/k (discrete time derivative).

Discrete Energy Law: Testing by (w , φ) = (wn+ 12 , δtφ

n+1)

δtE(φn+1) + γ‖∇wn+ 12 ‖2

L2 +((((((((hhhhhhhhNDphilic(φn+1, φn) + NDphobic(φn+1, φn) = 0,

where

NDphilic(φn+1, φn) :=(∇(φn+1 + φn

2

),∇δtφ

n+1)−δt

(∫Ω

12|∇φn+1|2

)= 0

and

NDphobic(φn+1, φn) :=(

f k (φn+1, φn), δtφn+1)− δt

(∫Ω

F (φn+1)

)May 2016 Giordano Tierra Approximating energy-based models

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Energy Stability

DefinitionNumerical schemes are energy-stable if

δtE(φn+1) + γ

∫Ω|∇wn+ 1

2 |2 ≤ 0, ∀n.

In particular, the discrete energy decreases,

E(φn+1) ≤ E(φn), ∀n.

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Eyre’s decomposition

[Eyre]Splitting the potential term

F (φ) = Fc(φ)+Fe(φ) with F ′′c ≥ 0 (convex) and F ′′e ≤ 0 (concave)

Taking implicitly the convex term and explicitly the non-convex one, i.e.

f k (φn+1, φn) = fc(φn+1) + fe(φn) =1ε2 ((φn+1)3 − φn),

Properties:

• First order accurate

• Nonlinear scheme

• Unconditionally unique solvable

• Unconditionally energy-stable

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Midpoint (MP)

Midpoint approximation of the potential term [Elliot], [Du],[Lin],...

f k (φn+1, φn) =F (φn+1)− F (φn)

φn+1 − φn

Then

NDphobic(φn+1, φn) = 0 ⇒ δtE(φn+1) + γ‖∇wn+ 12 ‖2L2 = 0

Properties:• Second order accurate• Nonlinear scheme• Conditionally unique solvable (k < ε4/γ)

• Unconditionally energy-stable

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Midpoint (MP). Newton Scheme

Theorem

• Solvability hypothesis

k <4ε4

γ

• Convergence hypothesis

k1/2

ε4 < C and l«ım(k ,h)→0

kh2 = 0.

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(US2)

[Wang et al.]Splitting the potential term F (φ) = Fc(φ) + Fe(φ) withF ′′c ≥ 0 (convex) and F ′′e ≤ 0 (concave), Taking MP for theconvex term and BDF2 for the non-convex:

f k (φn+1, φn, φn−1)=Fc(φn+1)− Fc(φn)

φn+1 − φn +12

(3fe(φn)− fe(φn−1)

).

Properties:• Second order accurate• Nonlinear scheme• Unconditionally unique solvable• Unconditionally energy-stable for a perturbed energy

E(φn+1) = E(φn+1) + k2∫

Ω

14ε2 |δtφ

n+1|2dx ,

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(US2). Newton Scheme

Theorem

• Unconditionally unique solvable• Convergence hypothesis (Idem MP)

k1/2

ε4 < C and l«ım(k ,h)→0

kh2 = 0.

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Optimal Dissipation Scheme (OD2)

Aim: Design f k (φn+1, φn), linear, second order accurate and

NDphobic(φn+1, φn) = O(k2)

Idea: Using a Hermite quadrature formula,

F (φn+1)− F (φn)

φn+1 − φn =1

φn+1 − φn

∫ φn+1

φnf (φ)dφ

= f (φn) +f ′(φn)

2(φn+1 − φn) + C f ′′(φn+ζ) (φn+1 − φn)2

We define

f k (φn+1, φn) := f (φn) +12

(φn+1 − φn)f ′(φn)

Properties:• Second order• Linear scheme• Conditionally solvable (k < 8ε4/γ)

Remark: We can not control the sign of NDphobic(φn+1, φn)

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(OD2-BDF2)

Splitting the potential term F (φ) = Fc(φ) + Fe(φ) withF ′′c ≥ 0 (convex) and F ′′e ≤ 0 (concave), OD2 approximation of theconvex term and BDF2 the non-convex one,

f k (φn+1, φn, φn−1)= fc(φn) +12

(φn+1 − φn)f ′c(φn) +12(3fe(φn)− fe(φn−1)

).

Properties:

• Second order

• Linear scheme

• Unconditionally solvable

Remark: We can not control the sign of NDphobic(φn+1, φn)

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Time step adaptivity.

We have developed a new adaptive-in-time algorithm by using acriterion related to the ’residual energy law’.

Generic Algorithm:Given φn, φn−1,dtn−1, dtn, resmax and resmin:

1 Compute φn+1 and

REn+1 :=E(φn+1)− E(φn)

dtn + ‖∇wn+1/2‖2L2 .

2 If |REn+1| > resmax, take dtn = dtn/θ and go to 1).(θ > 1)

3 If |REn+1| < resmin, take dtn+1 = θdtn.4 Take tn+1 = tn + dtn and go to next time step.

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Numerical Simulations. Spinodal decomposition.

Comparative: OD2, MP, US2 and OD2-BDF2

• P1-cont. FE for φh, wh.

• Ω = [0,1]2, h = 1/90, γ = 10−4, ε = 10−2, resmax = 10 andresmin = 1.

• In Newton’s method, a tolerance parameter tol = 10−3. Thetime-step is reduced in the case that the method does notconverge in 10 iterations.

• Random initial data (the same for all the schemes).

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Numerical Simulations. Dynamic

Figura: Dynamic of the model for the random initial condition

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Numerical Simulations.

Mixing energy

0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.50

500

1000

1500

2000

2500

3000

Time

Mix

ing

Ene

rgy

OD2OD2BDF2MPNWUS2NW

Figura: Mixing energy in [0, 0.5]

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Numerical Simulations.

Mixing energy

0.5 0.55 0.6 0.65 0.7 0.75 0.8 0.85 0.9 0.95 1380

400

420

440

460

480

500

520

Time

Mix

ing

Ene

rgy

OD2OD2BDF2MPNWUS2NW

Figura: Mixing energy in [0.5, 1]

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Numerical Simulations.

Mixing energy

1 1.5 2 2.5 3 3.5 4 4.5 5200

250

300

350

400

450

Time

Mix

ing

Ene

rgy

OD2OD2BDF2MPNWUS2NW

Figura: Mixing energy in [1, 5]

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Numerical Simulations.

Mixing energy

5 5.5 6 6.5 7 7.5 8 8.5190

200

210

220

230

240

250

260

Time

Mix

ing

Ene

rgy

OD2OD2BDF2MPNWUS2NW

Figura: Mixing energy in [5, 8.5]

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Numerical Simulations. Equilibrium solution of MP

Figura: Equilibrium solution of MP

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Numerical Simulations.

Time steps

0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.50

0.002

0.004

0.006

0.008

0.01

0.012

0.014

0.016

0.018

Time

Tim

e−S

tep

OD2OD2BDF2MPNWUS2NW

Figura: Time steps in [0, 0.5]

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Numerical Simulations. Time step

Time steps

0.5 0.55 0.6 0.65 0.7 0.75 0.8 0.85 0.9 0.95 10

0.005

0.01

0.015

0.02

0.025

0.03

0.035

0.04

0.045

Time

Tim

e−S

tep

OD2OD2BDF2MPNWUS2NW

Figura: Time steps in [0.5, 1]

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Numerical Simulations.

Time steps

1 1.5 2 2.5 3 3.5 4 4.5 50

0.02

0.04

0.06

0.08

0.1

0.12

0.14

0.16

0.18

0.2

Time

Tim

e−S

tep

OD2OD2BDF2MPNWUS2NW

Figura: Time steps in [1, 5]

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Numerical Simulations.

Time steps

5 5.5 6 6.5 7 7.5 8 8.50

0.05

0.1

0.15

0.2

0.25

Time

Tim

e−S

tep

OD2OD2BDF2MPNWUS2NW

Figura: Time steps in [5, 8.5]

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Numerical Simulations.

Time steps

6 6.5 7 7.5 8 8.5190

195

200

205

210

215

220

225

230

235

240

Time

Mix

ing

Ene

rgy

OD2OD2BDF2

MPNW tol=10−3

MPNW tol=10−8

MPNW tol=10−12

MPNW tol=10−13

US2NW tol=10−8

Figura: Mixing energy in [6, 8.5]

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Numerical Simulations. Efficiency

Computational cost:

MP OD2 OD2-BDF2 US2# Time steps 339 2642 4340 3691

# Linear systems solved 3896 3533 5687 12812

(OD2 with constant time step k = 10−4 ⇒' 80000 iterations)Conclusions:

Figura: Features of schemesMay 2016 Giordano Tierra Approximating energy-based models

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3D Numerical Simulations.

• OD2 time scheme.• Finite element discretization in space, with φh and wh inP1-cont. FE

• Ω = [0,1]3, h = 1/30, γ = 10−4, ε = 10−2, resmax = 10and resmin = 1.

• Random initial data.

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Applications

LINEAR UNCONDITIONAL ENERGY-STABLE SPLITTINGSCHEMES FOR A PHASE-FIELD MODEL FORNEMATIC-ISOTROPIC FLOWS WITH ANCHORING EFFECTS

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Types of Liquid Crystals

Figura: Types of Liquid Crystals

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Types of Liquid Crystals

d d n d n

θ

Nematic Smectic-A Smectic-C

Figura: Types of Liquid Crystals

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Nematic Liquid CrystalsGinzburg-Landau formulation (penalized version of Ericksen-Leslie system):

ut + u · ∇u +∇p −∇ · σvis −∇ · σnem = 0,

∇ · u = 0 ,

d t + (u · ∇)d + γnemw = 0 ,

w = δEnemδd ,

(1)

where (δ · /δd) denotes the variational derivative with respect to d , γnem > 0 is therelaxation time coefficient,

σvis = 2νDu ,

σnem = −λnem(∇d)t∇d ,

and

Enem(d) =

∫Ω

(12|∇d |2 + G(d)

)dx with G(d) =

14η2

(|d |2 − 1)2 .

It is known that this system satisfies the following energy law,

ddt

[Ekin(u) + λnemEnem(d)] + 2∫

Ων|Du|2dx + λnem

∫Ωγnem

∣∣∣∣ δEnem

δd

∣∣∣∣2 dx = 0 .

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Nematic-Isotropic. The variables of the problem

The following variable will take part in the description of themodel:• the solenoidal velocity u(t ,x), t ∈ (0,T ), x ∈ Ω ⊂ R3

• the pressure of the fluid p(t ,x),• the director field d(t ,x), that represents the average

orientation of the liquid crystal molecules,• the function c(t ,x) localizing the two components along the

domain Ω ⊂ Rd (d = 2 or 3) filled by the mixture,

c(t ,x) =

−1 in the Newtonian Fluid part,

∈ (−1,1) in the interface part,1 in the Nematic Liquid Crystal part.

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Nematic-Isotropic. EnergyThe total energy of the system is given by

Etot(u,d , c) = Ekin(u) + λmixEmix(c) + λnemEnem(d , c) + λanch Eanch(d , c)

with

Ekin(u) =12

∫Ω

|u|2 dx kinetic energy,

Emix(c) =

∫Ω

(12|∇c|2 + F (c)

)dx mixing energy,

Enem(d , c) =

∫Ω

I(c)

(12|∇d |2 + G(d)

)dx elastic energy,

where

F (c) =1

4ε2 (c2 − 1)2, G(d) =1

4η2 (|d |2 − 1)2,

and we represent their derivatives as f (c) := F ′(c) and g(d) := G′(d).

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Nematic-Isotropic. The anchoring effect

At the interface between the nematic and newtonian fluids, liquidcrystals prefer to orientate following a certain direction (called aseasy direction).Three effects can be described:• the parallel case, where the director vector is parallel to the

interface,• the homeotropic case, where the director vector is normal to

the interface,• no anchoring.

NO ANCHORING

PARALLEL ANCHORING

HOMEOTROPIC ANCHORING

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Nematic-Isotropic. The anchoring effect

Eanch(d , c) =12

∫Ω

(δ1 |d |2|∇c|2 + δ2 |d · ∇c|2

)dx

where the anchoring energy will take different forms dependingon the anchoring effect considered, that is,

(δ1, δ2) =

(0,0) no anchoring,(0,1) parallel anchoring,(1,−1) homeotropic anchoring.

(2)

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Nematic-Isotropic. The localizing functional I(c)It represents the volume fraction of liquid crystal at each point x ∈ Ω and its derivativewill be denoted by i(c) := I′(c). It could take different forms but any admissible formmust satisfy the following properties:• I ∈ C2(R),• I(c) = 0 if c ≤ −1,• I(c) = 1 if c ≥ 1,• I(c) ∈ (0, 1) if c ∈ (−1, 1).

We consider the following interpolation function

I(c) :=

0 if c ≤ −1,116

(c + 1)3 (3c2 − 9c + 8) if c ∈ (−1, 1),

1 if c ≥ 1,

and its derivative is defined as

i(c) := I′(c) =

1516

(c + 1)2 (c − 1)2 if c ∈ (−1, 1) ,

0 otherwise .

−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1

0

0.2

0.4

0.6

0.8

1

x

Figura: Interpolator I(c) in interval [0,1]May 2016 Giordano Tierra Approximating energy-based models

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Nematic-Isotropic. The model

Combining the Least Action Principle (LAP) and the MaximumDissipation Principle (MDP), we arrive to the following PDEsystem, fulfilled in the time space domain (0,T )× Ω:

ut + u · ∇u +∇p −∇ · σtot = 0,

∇ · u = 0,

d t + (u · ∇)d + γnemw = 0,

w = δEtotδd ,

ct + u · ∇c −∇ · (γmix∇µ) = 0,

µ = δEtotδc .

(3)

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Nematic-Isotropic. The total stress tensor

The total tensor reads,

σtot = σvis + σmix + σnem + σanch,

being:

σvis = 2νDu viscosity,σmix = −λmix∇c ⊗∇c mixing tensor,σnem = −λnemI(c)(∇d)t∇d nematic tensor,

and the anchoring tensor σanch has the form:

(σanch)ij = λanch

[δ1 |d |2∇c ⊗∇c + δ2 (d · ∇c) (∇c ⊗ d)

]

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Nematic-Isotropic. The expression for w and µ

Taking into account that the total energy of the system is given by

Etot(u,d , c) = Ekin(u) + λmixEmix(c) + λnemEnem(d , c) + λanch Eanch(d , c)

then the variational derivatives of Etot are

w =δEtot

δd= λnem[−∇ · (I(c)∇d) + I(c) G′(d)] + λanch

δEanch

δd,

and

µ =δEtot

δc= λmix[−∆c + F ′(c)] + λnemI′(c)

(12|∇d |2 + G(d)

)+ λanch

δEanch

δc,

where the anchoring terms will depend on each case:

δEanch

δd=

0 No anchoring ,

(d · ∇c)∇c Parallel anch. ,

|∇c|2d − (d · ∇c)∇c Homeotropic anch. .

(4)

and

δEanch

δc=

0 No anchoring ,

−∇ · [(d · ∇c) d] Parallel anch. ,

−∇ · [|d |2∇c − (d · ∇c) d] Homeotropic anch.

(5)

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Nematic-Isotropic. The model

The PDE system (3) is closed with the following initial andboundary conditions:

u|t=0 = u0, d |t=0 = d0, c|t=0 = c0 in Ω,

u|∂Ω =(I(c)∇d

)n∣∣∂Ω

= 0 in (0,T ),

∂c∂n

∣∣∣∣∂Ω

=

(∇δEtot

δc

)· n∣∣∣∣∂Ω

= 0 in (0,T ),

(6)

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Nematic-Isotropic. Reformulation of the stresstensor

LemmaThe following relation holds:

−∇ · σmix −∇ · σnem −∇ · σanch = −µ∇c − (∇d)tw +∇ϕ

where

ϕ = λnem I(c)

(12|∇d |2 + G(d)

)+λmix

(12|∇c|2 + F (c)

)+λanch

2W (d , c),

with W (d , c) =(δ1 |d |2 |∇c|2 + δ2 |d · ∇c|2

).

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Nematic-Isotropic. The variational formulation

〈ut , u〉+ ((u · ∇)u, u) + (ν(c)Du,Du)− (p,∇ · u)−(

(∇d)t w , u)

+ (c∇µ, u) = 0,

(∇ · u, p) = 0,

〈d t , w〉+ ((u · ∇)d , w) + γnem(w , w) = 0,

λnem(I(c)∇d ,∇d) + λnem(I(c) g(d), d) + λanchδEanch

δd= (w , d),

(ct , µ)− (c u,∇µ) + γmix(∇µ,∇µ) = 0,

λmix(∇c,∇c) + λmix(f (c), c) + λnem

(i(c)

[|∇d |2

2+ G(d)

], c

)+ λanch

δEanch

δc= (µ, c),

for each (u, p, w , d , µ, c) ∈ H10(Ω)× L2

0(Ω)× H1(Ω)× H1(Ω)× H1(Ω)× H1(Ω).

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Nematic-Isotropic. Continuous energy lawUsing adequate test functions, we can prove that the previous system satisfies thefollowing (dissipative) energy law:

ddt

Etot(u,d , c) +

∫Ων(c)|Du|2 dx + γnem

∫Ω|w |2 dx + γmix

∫Ω|∇µ|2 dx = 0.

From the energy law, we deduce the following regularity for a (possible) solution:

u ∈ L∞(0,T ; L2(Ω)) ∩ L2(0,T ; H1(Ω)),

w ∈ L2(0,T ; L2(Ω)),

∇c ∈ L∞(0,T ; L2(Ω)),

∇µ ∈ L2(0,T ; L2(Ω)),∫Ω F (c)dx ∈ L∞(0,T ),∫Ω I(c)

(12 |∇d |2 + G(d)

)dx ∈ L∞(0,T )

Eanch(c,d) ∈ L∞(0,T ),

c ∈ L∞(0,T ; H1(Ω)),∫Ω I(c) |d |4 ∈ L∞(0,T ),

d ∈ L∞(0,T ; L2(Ω)).

(7)

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Nematic-Isotropic. Numerical schemes

For simplicity, we describe our numerical scheme using anuniform partition of the time interval: tn = nk , where k > 0denotes the (fixed) time step. Moreover, hereafter we denote

δtan+1 :=an+1 − an

k.

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Nematic-Isotropic. Numerical schemes

DefinitionA numerical scheme is energy-stable if it satisfies

δtEtot(un+1,dn+1, cn+1) +

∫Ων(cn+1)|Dun+1|2 dx

+γnem

∫Ω|wn+1|2 dx + γmix

∫Ω|∇µn+1|2 dx ≤ 0, ∀n.

In particular, energy-stable schemes satisfy the energydecreasing in time property, i.e.,

Etot(un+1,dn+1, cn+1) ≤ Etot(un,dn, cn), ∀n.

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Nematic-Isotropic. Coupled Nonlinear Implicit Scheme

Given (un, pn, dn,wn, cn, µn), find (un+1, pn+1, dn+1,wn+1, cn+1, µn+1) such that,

(un+1 − un

k, u

)+(

(un+1 · ∇)un+1, u)− (pn+1

,∇ · u) + 2(νDun+1,Du)

−(

(∇dn+1)t wn+1, u)

+ (cn+1∇µn+1, u) = 0 ,

(∇ · un+1, p) = 0 ,(dn+1 − dn

k, w

)+(

(un+1 · ∇)dn+1, w)

+ γnem(wn+1, w) = 0 ,

λnem(I(cn+1)∇dn+1,∇d) + λnem(I(cn+1) g(dn+1), d) + λanch

(δEanch

δd(cn+1

, dn+1), d)− (wn+1

, d) = 0 ,

(cn+1 − cn

k, µ

)− (cn+1 un+1

,∇µ) + γmix (∇µn+1,∇µ) = 0 ,

λmix (∇cn+1,∇c) + λmix (f (cn+1), c) + λnem

(i(cn+1)

[|∇dn+1|2

2+ G(dn+1)

], c

)

+λanch

(δEanch

δc(cn+1

, dn+1), c)− (µn+1

, c) = 0 ,

(8)Disadvantages of this scheme:

• High computational cost (Coupled + Nonlinear system)• it is not clear that any iterative method to approximate the nonlinear scheme will converge(several

nonlinearities)• Energy-stability ?

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Nematic-Isotropic. Splitting schemes

We have designed two splitting first-order schemes, denoted by

(dn+1,wn+1) → (cn+1, µn+1) → (un+1,pn+1),

or

(cn+1, µn+1) → (dn+1,wn+1) → (un+1,pn+1),

decoupling computations for nematic part (d ,w) from thephase-field part (c, µ) (or the contrary in the second case) andfrom the fluid part (u,p).

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Nematic-Isotropic. Splitting schemes

STEP 1:Find (dn+1,wn+1) ∈ Dh ×W h s. t, for each (d , w) ∈ Dh ×W h

(dn+1 − dn

k, w)

+ ((u? · ∇)dn, w) + γnem(wn+1, w) = 0,

λnem

(I(cn)∇dn+1,∇d

)+ λnem

(I(cn)gk (dn+1,dn), d

)+λanch

(Λd (dn+1, cn), d

)− (wn+1, d) = 0,

where u? := un + 2 k (∇dn)twn+1,

gk (dn+1,dn) is an approximation of g(d(tn+1)) andΛd (dn+1, cn) is the discrete approximation of δEanch

δd(d(tn+1), c(tn+1)):

Λd (dn+1, cn) := δ1 |∇cn|2 dn+1 + δ2 (dn+1 · ∇cn)∇cn

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Nematic-Isotropic. Splitting schemesSTEP 2:Find (cn+1, µn+1) ∈ Ch ×Mh s. t., for (c, µ) ∈ Ch ×Mh

(cn+1 − cn

k, µ

)− (cnu??,∇µ) + γmix(∇µn+1,∇µ) = 0,

λmix(∇cn+1,∇c) + λmix(fk (cn+1, cn), c)

+λnem

(ik (cn+1, cn)

[12|∇dn+1|2 + G(dn+1)

], c)

+λanch

(Λc(dn+1, cn+1),∇c

)− (µn+1, c) = 0,

where u?? := un − 2 k cn∇µn+1,

fk (cn+1, cn) and ik (cn+1, cn) are approximations of f (c(tn+1)) andi(c(tn+1)), resp. and Λc(dn+1, cn+1) is the discrete approximation ofδEanch

δc(d(tn+1), c(tn+1)):

Λc(dn+1, cn+1) := δ1 |dn+1|2∇cn+1 + δ2 (dn+1 · ∇cn+1) dn+1

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Nematic-Isotropic. Splitting schemes

STEP 3:Find (un+1,pn+1) ∈ V h × Ph s. t., for each (u, p) ∈ V h × Ph

(un+1 − u

k, u)

+ c(un,un+1, u)− (pn+1,∇ · u)

+(ν(cn+1)Dun+1,Du) = 0,

(∇ · un+1, p) = 0,

whereu :=

u? + u??

2,

andc(u,v ,w) :=

((u · ∇)v ,w

)+

12

(∇ · u,v ·w

).

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Nematic-Isotropic. Local (in time) discrete energy law

Scheme given by STEPS 1-3 satisfies the following localdiscrete energy law:

δtE(dn+1, cn+1,un+1) + γnem ‖wn+1‖2L2

+γmix‖∇µn+1‖2L2 + ‖ν(cn+1)1/2Dun+1‖2L2

+NDn+1u + NDn+1

elast (cn) + NDn+1penal(c

n)

+NDn+1philic + NDn+1

phobic + NDn+1interp + NDn+1

anch = 0.

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Nematic-Isotropic. Local (in time) discrete energy law

The numerical dissipation terms are:

NDn+1u =

12k

(‖un+1 − u‖2L2 +

‖u − u?‖2L2 + ‖u − u??‖2L2

2

+‖u? − un‖2L2 + ‖u?? − un‖2L2

2

)

NDn+1elast (cn) = λnem

k2

∫Ω

i(cn)∣∣∣δt∇dn+1

∣∣∣2 dx ,

NDn+1penal(c

n) = λnem

∫Ω

i(cn)(

gk (dn+1,dn) · δtdn+1 − δtG(dn+1))

dx ,

NDn+1philic = λmix

k2

∫Ω

∣∣∣δt∇cn+1∣∣∣2 dx ,

NDn+1phobic = λmix

∫Ω

(fk (cn+1, cn) δtcn+1 − δtF (cn+1)

)dx ,

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Nematic-Isotropic. Local (in time) discrete energy law

NDn+1interp = λnem

∫Ω

(|∇dn+1|2

2+ G(dn+1)

)×(ik (cn+1, cn) δtcn+1 − δt I(cn+1)

)dx ,

and

NDn+1anch

= λanchk2

∫Ω

(δ1

(|δtdn+1|2|∇cn|2 + |dn+1|2|δt∇cn+1|2

)+δ2

(|δtdn+1 · ∇cn|2 + |dn+1 · ∇δtcn+1|2

) )dx .

with (δ1, δ2) defined in (2) depending on the type of anchoring.

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Nematic-Isotropic. The functions fk , gk and ik

QUESTION:How to define fk (cn+1, cn), gk (dn+1,dn), ik (cn+1, cn) to obtainlinear unconditionally energy-stable schemes ?

That is, we want fk (cn+1, cn), gk (dn+1,dn), ik (cn+1, cn) linearsuch that

NDn+1penal(c

n) ≥ 0, NDn+1phobic ≥ 0, and NDn+1

interp ≥ 0 .

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Nematic-Isotropic. The function fk

fk (cn+1, cn) := f (cn) +12‖f ′‖∞ (cn+1 − cn), (9)

in our case reduces to

fk (cn+1, cn) = f (cn) + (cn+1 − cn) (10)

where f (c) is the C1-truncation of F ′(c):

f (c) =

2ε2 (c + 1) if c ≤ −1,

1ε2 (c2 − 1) c if c ∈ [−1,1],

2ε2 (c − 1) if c ≥ 1,

(11)

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Nematic-Isotropic. The functions gk and ik

gk (dn+1,dn) = g(dn) +

√512

(dn+1 − dn), (12)

where g(d) is the C1-truncation of g(d):

g(d) =

2 (|d | − 1)d|d |

if |d | ≥ 1,

(|d |2 − 1) d if |d | ≤ 1,

and we also take

ik (cn+1, cn) = i(cn) +5√

312

(cn+1 − cn). (13)

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Nematic-Isotropic. Well-Posedness of the Schemes

LemmaIf Dh ⊆ W h, then there exist a unique solution (dn+1,wn+1) of STEP 1 using thepotential approximation (12) for gk (dn+1,dn).

LemmaIf 1 ∈ Ch, then there exist a unique solution (cn+1, µn+1) of STEP 2 using the potentialapproximations (10) and (13) for fk (cn+1, cn) and ik (cn+1, cn), respectively.

LemmaIf the pair of FE spaces (V h,Ph) satisfies the discrete inf-sup condition

∃β > 0 such that ‖p‖L2 ≤ β supu∈Vh\Θ

(p,∇ · u)

‖u‖H1∀ p ∈ Ph , (14)

then there exist a unique solution (un+1, pn+1) of STEP 3.

We propose the following choice for the discrete spaces:

(u, p) ∼ P2 × P1 , (c, µ) ∼ P1 × P1 and (d ,w) ∼ P1 × P1 , (15)

that satisfy the assumptions of Lemmas 6, 7 and 8.

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Nematic-Isotropic. Numerical simulations

The newtonian fluid is represented by blue color while thenematic fluid is represented by red one.For simplicity we are considering constant viscosity ν(c) = ν0.

Ω [0,T ] h dt ν0 η

[−1,1]2 [0,10] 2/90 0,001 1,0 0,075

λnem λmix λanch γnem γmix ε

0,1 0,01 0,1 0,5 0,01 0,05

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Nematic-Isotropic. Circular droplet and directorfield parallel to the y-axis

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Nematic-Isotropic. Circular droplet and directorfield parallel to the y-axis

0 2 4 6 8 10 120.4

0.6

0.8

1

1.2

1.4

1.6

1.8

Time

TOTAL ENERGY −− CASE 1

No Anchoring

Parallel

Homeotropic

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Nematic-Isotropic. Elliptic droplet with two pointsdefects at (±1/2,0)

• A Hedgehog defect at (1/2,0) and an Antihedgehog defectat (−1/2,0)

d0(x) = d/√|d |2 + 0,052, with d = (x2 + y2 − 0,25, y) .

Defect annihilation in Nematic Liquid Crystals

Defect annihilation in Nematic Liquid Crystals Drops

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Nematic-Isotropic. Circular droplet and directorfield parallel to the y-axis

0 2 4 6 8 10 120.5

1

1.5

2

2.5

3

3.5

4

4.5

5

Time

TOTAL ENERGY −− CASE 2

No Anchoring

Parallel

Homeotropic

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Nematic-Isotropic. Spinodal Decomposition

• Random initial data for c, i.e., c ∈ [−10−2,10−2] inΩ = [0,1]× [0,1], t ∈ [0,1] and dt = 10−4.

• The initial director vector is computed using the function:

d = I(c)(

sin(x y) sin(x y), cos(x y) cos(x y)).

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Nematic-Isotropic. Spinodal Decomposition

0 0.2 0.4 0.6 0.8 1 1.2 1.40

5

10

15

20

25

30

35

40

Time

TOTAL ENERGY −− CASE 3

No Anchoring

Parallel

Homeotropic

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References

van Bijnen RMW, Otten RHJ, van der Schoot P. Texture and shape of two-dimensional domains of nematicliquid crystals. Physical Review E 2012; 86 : 051703

Cahn JW, Hilliard JE. Free energy of a nonuniform system. I. Interfacial free energy. Journal of ChemicalPhysics 1958; 28 : 258-267

Climent-Ezquerra B, Guillén-González F. A review of mathematical analysis of nematic and smectic-A liquidcrystal models. European Journal of Applied Mathematics 2013; 10 : 1-21

Collings PJ. Liquid Crystals:Nature’s Delicate Phase of Matter. Princeton University Press, 1990.

Guillén-González F, Rodríguez-Bellido MA, Tierra G. Linear unconditional energy-stable splitting schemes fora phase-field model for nematic-isotropic flows with anchoring effects. Int. J. Numer. Meth. Engng 2016;

Shen J, Yang X. Decoupled energy stable schemes for phase field models of two-phase complex fluids.SIAM Journal of Scientific Computing 2014; 36 : 122-145

Tierra G, Guillén-González F. Numerical methods for solving the Cahn-Hilliard equation and its applicabilityto related Energy–based models. Archives of Computational Methods in Engineering 2015; 22 : 269-289

Yang X, Forest MG, Li H, Liu C, Shen J, Wang Q, Chen F. Modeling and simulations of drop pinch-off fromliquid crystal filaments and the leaky liquid crystal faucet immersed in viscous fluids. Journal ofComputational Physics 2013; 236 : 1-14,

Yue P, Feng JJ, Liu C, Shen J. A diffuse-interface method for simulating two-phase flows of complex fluids.Journal of Fluid Mechanics 2004; 515 : 293-317

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