Skip to main content

Advertisement

Log in

Energy stable higher-order linear ETD multi-step methods for gradient flows: application to thin film epitaxy

  • Research
  • Published:
Research in the Mathematical Sciences Aims and scope Submit manuscript

Abstract

We discuss how to combine exponential time differencing technique with multi-step method to develop higher order in time linear numerical scheme that are energy stable for certain gradient flows with the aid of a generalized viscous damping term. As an example, a stabilized third order in time accurate linear exponential time differencing (ETD) scheme for the epitaxial thin film growth model without slope selection is proposed and analyzed. An artificial stabilizing term \(A\tau ^3\frac{\partial \Delta ^3 u}{\partial t}\) is added to ensure energy stability, with ETD-based multi-step approximations and Fourier pseudo-spectral method applied in the time integral and spatial discretization of the evolution equation, respectively. Long-time energy stability and an \(\ell ^{\infty }(0,T; \ell ^2)\) error analysis are provided, based on the energy method. In addition, a few numerical experiments are presented to demonstrate the energy decay and convergence rate.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Fig. 1
Fig. 2
Fig. 3
Fig. 4

Similar content being viewed by others

References

  1. Abramov, R., Majda, A.J.: Blended response algorithms for linear fluctuation-dissipation for complex nonlinear dynamical system. Nonlinearity 20(12), 2793–2822 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  2. Adams, R.A., Fournier, J.J.F.: Sobolev Spaces. Academic press, Singapore (2003)

    MATH  Google Scholar 

  3. Benesova, B., Melcher, C., Suli, E.: An implicit midpoint spectral approximation of nonlocal Cahn–Hilliard equations. SIAM J. Numer. Anal. 52, 1466–1496 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  4. Beylkin, G., Keiser, J.M., Vozovoi, L.: A new class of time discretization schemes for the solution of nonlinear PDEs. J. Comput. Phys. 147, 362–387 (1998)

    Article  MathSciNet  MATH  Google Scholar 

  5. Canuto, C., Hussaini, M.Y., Quarteroni, A., Zang, T.A.: Spectral Methods: Fundamentals in Single Domains. Springer, Berlin (2006)

    Book  MATH  Google Scholar 

  6. Canuto, C., Hussaini, M.Y., Quarteroni, A., Zang, T.A.: Spectral Methods: Evolution to Complex Geometries and Applications to Fluid Dynamics. Springer, Berlin (2007)

    Book  MATH  Google Scholar 

  7. Canuto, C., Quarteroni, A.: Approximation results for orthogonal polynomials in sobolev spaces. Math. Comp. 38, 67–86 (1982)

    Article  MathSciNet  MATH  Google Scholar 

  8. Chen, W., Conde, S., Wang, C., Wang, X., Wise, S.M.: A linear energy stable scheme for a thin film model without slope selection. J. Sci. Comput. 52, 546–562 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  9. Chen, W., Li, W., Luo, Z., Wang, C., Wang, X.: A stabilized second order exponential time differencing multistep method for thin film growth model without slope selection. ESAIM: M2AN 54(3), 727–750 (2020)

    Article  MathSciNet  MATH  Google Scholar 

  10. Chen, W., Wang, C., Wang, X., Wise, S.M.: A linear iteration algorithm for a second-order energy stable scheme for a thin film model without slope selection. J. Sci. Comput. 59, 574–601 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  11. Chen, W., Wang, X., Yan, Y., Zhang, Z.: A second order BDF numerical scheme with variable steps for the Cahn–Hilliard equation. SIAM Numer. Anal. 57, 495–525 (2019)

    Article  MathSciNet  MATH  Google Scholar 

  12. Chen, W., Wang, Y.: A mixed finite element method for thin film epitaxy. Numer. Math. 122, 771–793 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  13. Cheng, K., Feng, W., Wang, C., Wise, S.M.: An energy stable fourth order finite difference scheme for the Cahn–Hilliard equation. J. Comput. Appl. Math. 362, 574–595 (2019)

    Article  MathSciNet  MATH  Google Scholar 

  14. Cheng, K., Qiao, Z., Wang, C.: A third order exponential time differencing numerical scheme for no-slope-selection epitaxial thin film model with energy stability. J. Sci. Comput. 81, 154–185 (2019)

    Article  MathSciNet  MATH  Google Scholar 

  15. Cheng, K., Wang, C., Wise, S.M.: An energy stable Fourier pseudo-spectral numerical scheme for the square phase field crystal equation. Commu. Comput. Phys. 26, 1335–1364 (2019)

    Article  MathSciNet  Google Scholar 

  16. Cheng, Q., Shen, J., Yang, X.: Highly efficient and accurate numerical schemes for the epitaxial thin film growth models by using the SAV approach. J. Sci. Comput. 78, 1467–1487 (2019)

    Article  MathSciNet  MATH  Google Scholar 

  17. Cox, S.M., Matthews, P.C.: Exponential time differencing for stiff systems. J. Comput. Phys. 176, 430–455 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  18. Ehrlich, G., Hudda, F.G.: Atomic view of surface self-diffusion: tungsten on tungsten. J. Chem. Phys. 44, 1039–1049 (1966)

    Article  Google Scholar 

  19. Engquist, B., Majda, A.: Radiation boundary conditions for acoustic and elastic wave calculations. Commun. Pure Appl. Math. 32, 313–357 (1979)

    Article  MathSciNet  MATH  Google Scholar 

  20. Eyre, D.J.: Unconditionally gradient stable time marching the Cahn–Hilliard equation. In: MRS Online Proceedings Library Archive, Volume 529 (Symposia BB–Computational & Mathematical Models of Microstructural Evolution), p. 39 (1998)

  21. Feng, K., Qin, M.: Symplectic Geometric Algorithms for Hamiltonian Systems. Springer, Berlin (2010)

    Book  MATH  Google Scholar 

  22. Feng, W., Wang, C., Wise, S.M., Zhang, Z.: A second-order energy stable backward differentiation formula method for the epitaxial thin film equation with slope selection. Numer. Methods Part. Differ. Equ. 34, 1975–2007 (2018)

    Article  MathSciNet  MATH  Google Scholar 

  23. Feng, X., Tang, T., Yang, J.: Long time numerical simulations for phase-field problems using p-adaptive spectral deferred correction methods. SIAM J. Sci. Comput. 37, A271–A294 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  24. Golubović, L.: Interfacial coarsening in epitaxial growth models without slope selection. Phys. Rev. Lett. 78, 90–93 (1997)

    Article  Google Scholar 

  25. Gottlieb, D., Orszag, S.A.: Numerical Analysis of Spectral Methods: Theory and Applications. SIAM, Philadelphia (1977)

    Book  MATH  Google Scholar 

  26. Gottlieb, S., Shu, C.W., Tadmor, E.: Strong stability-preserving high-order time discretization methods. SIAM Rev. 43, 89–112 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  27. Gottlieb, S., Wang, C.: Stability and convergence analysis of fully discrete fourier collocation spectral method for 3-D viscous Burgers’ equation. J. Sci. Comput. 53, 102–128 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  28. Hairer, E., Noersett, S.P., Wanner, G.: Solving Ordinary Differential Equations I: Nonstiff Problems. Springer, Berlin (1987)

    Book  MATH  Google Scholar 

  29. Hochbruck, M., Ostermann, A.: Exponential integrators. Acta Numer. 19, 209–286 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  30. Hochbruck, M., Ostermann, A.: Exponential multistep methods of Adams-type. BIT Numer. Math. 51, 889–908 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  31. Jin, S.: Efficient asymptotic-preserving (AP) schemes for some multiscale kinetic equations. SIAM J. Sci. Comput. 21, 441–454 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  32. Ju, L., Li, X., Qiao, Z., Zhang, H.: Energy stability and error estimates of exponential time differencing schemes for the epitaxial growth model without slope selection. Math. Comput. 87, 1859–1885 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  33. Ju, L., Liu, X., Leng, W.: Compact implicit integration factor methods for a family of semilinear fourth-order parabolic equations. Discrete Contin. Dyn. Syst. B 19, 1667–1687 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  34. Ju, L., Zhang, J., Du, Q.: Fast and accurate algorithms for simulating coarsening dynamics of Cahn–Hilliard equations. Comput. Mater. Sci. 108, 272–282 (2015)

    Article  Google Scholar 

  35. Ju, L., Zhang, J., Zhu, L., Du, Q.: Fast explicit integration factor methods for semilinear parabolic equations. J. Sci. Comput. 62, 431–455 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  36. Kohn, R.V., Yan, X.: Upper bound on the coarsening rate for an epitaxial growth model. Commun. Pure Appl. Math. 56, 1549–1564 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  37. Li, B.: High-order surface relaxation versus the Ehrlich–Schwoebel effect. Nonlinearity 19, 2581–2603 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  38. Li, B., Liu, J.: Thin film epitaxy with or without slope selection. Eur. J. Appl. Math. 14, 713–743 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  39. Li, B., Liu, J.: Epitaxial growth without slope selection: energetics, coarsening, and dynamic scaling. J. Nonlinear Sci. 14, 429–451 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  40. Li, D., Qiao, Z., Tang, T.: Characterizing the stabilization size for semi-implicit Fourier-spectral method to phase field equations. SIAM J. Numer. Anal. 54, 1653–1681 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  41. Li, W., Chen, W., Wang, C., Yan, Y., He, R.: A second order energy stable linear scheme for a thin film model without slope selection. J. Sci. Comput. 76, 1905–1937 (2018)

    Article  MathSciNet  MATH  Google Scholar 

  42. Li, X., Qiao, Z., Zhang, H.: Convergence of a fast explicit operator splitting method for the epitaxial growth model with slope selection. SIAM J. Numer. Anal. 55, 265–285 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  43. Miranville, A.: The Cahn–Hilliard Equation: Recent Advances and Applications. SIAM, Philadelphia (2019)

    Book  MATH  Google Scholar 

  44. Moldovan, D., Golubovic, L.: Interfacial coarsening dynamics in epitaxial growth with slope selection. Phys. Rev. E. 61, 6190–6214 (2000)

    Article  Google Scholar 

  45. Qiao, Z., Tang, T., Xie, H.: Error analysis of a mixed finite element method for the molecular beam epitaxy model. SIAM J. Numer. Anal. 53, 184–205 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  46. Qiao, Z., Wang, C., Wise, S.M., Zhang, Z.: Error analysis of a finite difference scheme for the epitaxial thin film model with slope selection with an improved convergence constant. Int. J. Numer. Anal. Mod. 14, 283–305 (2017)

    MathSciNet  MATH  Google Scholar 

  47. Qiao, Z., Zhang, Z., Tang, T.: An adaptive time-stepping strategy for the molecular beam epitaxy models. SIAM J. Sci. Comput. 33, 1395–1414 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  48. Schwoebel, R.L.: Step motion on crystal surfaces. II. J. Appl. Phys. 40, 614–618 (1969)

    Article  Google Scholar 

  49. Shen, J., Tang, T., Wang, L.: Spectral Methods: Algorithms, Analysis and Applications. Springer, Berlin (2011)

    Book  MATH  Google Scholar 

  50. Shen, J., Wang, C., Wang, X., Wise, S.M.: Second-order convex splitting schemes for gradient flows with Ehrlich–Schwoebel type energy: application to thin film epitaxy. SIAM J. Numer. Anal. 50, 105–125 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  51. Shen, J., Xu, J., Yang, J.: The scalar auxiliary variable (SAV) approach for gradient flows. J. Comput. Phys. 353, 407–416 (2018)

    Article  MathSciNet  MATH  Google Scholar 

  52. Tam, C.K., Webb, J.C.: Dispersion-relation-preserving finite difference schemes for computational acoustics. J. Comput. Phys. 107, 262–281 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  53. Wang, C., Wang, X., Wise, S.M.: Unconditionally stable schemes for equations of thin film epitaxy. Discrete Contin. Dyn. Syst. 28, 405–423 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  54. Wang, X., Ju, L., Du, Q.: Efficient and stable exponential time differencing Runge–Kutta methods for phase field elastic bending energy models. J. Comput. Phys. 316, 21–38 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  55. Xu, C., Tang, T.: Stability analysis of large time-stepping methods for epitaxial growth models. SIAM J. Numer. Anal. 44, 1759–1779 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  56. Yang, X., Zhao, J., Wang, Q.: Numerical approximations for the molecular beam epitaxial growth model based on the invariant energy quadratization method. J. Comput. Phys. 333, 104–127 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  57. Zhu, L., Ju, L., Zhao, W.: Fast high-order compact exponential time differencing Runge–Kutta methods for second-order semilinear parabolic equations. J. Sci. Comput. 67, 1043–1065 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  58. Zhang, Z., Qiao, Z.: An adaptive time-stepping strategy for the Cahn–Hilliard equation. Commun. Comput. Phys. 11, 1261–1278 (2012)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgements

This work is supported in part by the Grants NSFC 11671098, 91630309, a 111 Project B08018 (W. Chen), NSF DMS-1418689 (C. Wang), NSFC11871159, Guangdong Provincial Key Laboratory for Computational Science and Material Design 2019B030301001 (X. Wang). C. Wang also thanks the Key Laboratory of Mathematics for Nonlinear Sciences, Fudan University, for support during his visit.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Xiaoming Wang.

Additional information

Dedicated to Professor Andrew Majda on the occasion of his seventieth birthday.

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Chen, W., Li, W., Wang, C. et al. Energy stable higher-order linear ETD multi-step methods for gradient flows: application to thin film epitaxy. Res Math Sci 7, 13 (2020). https://doi.org/10.1007/s40687-020-00212-9

Download citation

  • Received:

  • Accepted:

  • Published:

  • DOI: https://doi.org/10.1007/s40687-020-00212-9

Keywords

Mathematics Subject Classification

Navigation