approximation of cahn hilliard diffuse interface models using parallel adaptive mesh refinement and coarsening with c1 elements a variational formulation and c1 finite element scheme with adaptive mesh refinement and coarsening are developed for phase separation processes described by the cahn hilliard diffuse interface model of transport in a mixture or alloy the adaptive scheme is guided by a laplacian jump indicator based on the corresponding term arising from the weak formulation of the fourth order non linear problem and is implemented in a parallel solution framework it is then applied to resolve complex evolving interfacial solution behavior for 2d and 3d simulations of the classic spinodal decomposition problem from a random initial mixture and to other phase transformation applications of interest simulation results and adaptive performance are discussed the scheme permits efficient robust multiscale resolution and interface characterization copyright 2008 john wiley sons ltd

the diffusive phase of a model of self interacting walks we consider simple random walk onzd perturbed by a factor exp t pjt wheret is the length of the walk and j t sum nolimits 0 leqslant i 0 ford 2 the diffusion constant is equal to 1 but ford 2 it is renormalized ford 1 andp 3 2 we prove diffusion for all real positive or negative ford 2 the scaling limit is brownian motion but ford 2 it is the edwards model with the wrong sign of the coupling when 0 which governs the limiting behaviour the latter arises since for p frac 4 d 2 t p j t is the discrete self intersection local time this establishes existence of a diffusive phase for this model existence of a collapsed phase for a very closely related model has been proven in work of bolthausen and schmock

markov processes as a tool in field theory abstract in a recent paper brydges frohlich and spencer have successfully applied markov chains to classical spin systems using probabilistic methods in a more systematic way we improve some of their results the methods can be extended to fields with continuous parameter such as p fields

the range of stable random walks limit theorems are proved for the range of d dimensional random walks in the domain of attraction of a stable process of index p3 the range rn is the number of distinct sites of zd visited by the random walk before time n our results depend on the value of the ratio 3 d the most interesting results are obtained for 2 3 1 which can only occur if d 1 we prove the convergence in distribution of rn e rn toward some constant times the lebesgue measure of the range of the limiting stable process some of our results require regularity assumptions on the characteristic function of x

a practically unconditionally gradient stable scheme for the n component cahn hilliard system we present a practically unconditionally gradient stable conservative nonlinear numerical scheme for the n component cahn hilliard system modeling the phase separation of an n component mixture the scheme is based on a nonlinear splitting method and is solved by an efficient and accurate nonlinear multigrid method and the scheme allows us to convert the n component cahn hilliard system into a system of n 1 binary cahn hilliard equations and significantly reduces the required computer memory and cpu time we observe that our numerical solutions are consistent with the linear stability analysis results we also demonstrate the efficiency of the proposed scheme with various numerical experiments

systems of cahn hilliard equations the phase separation of alloys with two or more components is studied with emphasis on more than two components particular attention is given to differences between multicomponent and binary alloys specific topics of the paper include equilibrium theory aspects of the dynamics and numerical simulations in the equilibrium theory it is found that there is an enriched equilibrium structure that allows for multiple coexisting phases and the presence of triple points in the solution dynamic results include the characterization of the spinodal region and of the concentration variations that lead to spinodal decomposition unlike the binary theory not all composition variations lead to separation and the compositions are not restricted to the convex hull of the equilibrium concentrations linear analysis is used to predict that a pseudo binary will initially result from spinodal decomposition numerical simulations of the dynamics for a ternary alloy verify this initially but more than two phases often

diffusional phase transitions in multicomponent systems with a concentration dependent mobility matrix a model for phase separation in multicomponent systems is studied in particular the possibility of a concentration dependence of the mobility matrix is taken into account this leads to a system of fourth order degenerate parabolic partial differential equations we derive these equations from balance laws show some properties of the model and prove a global existence result for the degenerate system

a new discrete edwards model and a new polymer measure in two dimensions the new discrete edwards models in this paper are defined in terms of the so called restricted intersection local times of the lattice random walk in two dimensions we study the asymptotic behaviours of these new discrete edwards models in the superrenormalizable cases in particular by approximating these models we can construct new polymer measures in two dimensions which are different from the original polymer measures obtained by approximating the original discrete edwards models the new discrete edwards models can be thought of as zero component lattice 4 fields with different cutoffs in the free and interacting parts

a parametric finite element method for fourth order geometric evolution equations we present a finite element approximation of motion by minus the laplacian of curvature and related flows the proposed scheme covers both the closed curve case and the case of curves that are connected via triple junctions on introducing a parametric finite element approximation we prove stability bounds and compare our scheme with existing approaches it turns out that the new scheme has very good properties with respect to area conservation and the equidistribution of mesh points we state also an extension of our scheme to willmore flow of curves and discuss possible further generalizations

computation of multiphase systems with phase field models phase field models offer a systematic physical approach for investigating complex multiphase systems behaviors such as near critical interfacial phenomena phase separation under shear and microstructure evolution during solidification however because interfaces are replaced by thin transition regions diffuse interfaces phase field simulations require resolution of very thin layers to capture the physics of the problems studied this demands robust numerical methods that can efficiently achieve high resolution and accuracy especially in three dimensions we present here an accurate and efficient numerical method to solve the coupled cahn hilliard navier stokes system known as model h that constitutes a phase field model for density matched binary fluids with variable mobility and viscosity the numerical method is a time split scheme that combines a novel semi implicit discretization for the convective cahn hilliard equation with an innovative application of high resolution schemes employed for direct numerical simulations of turbulence this new semi implicit discretization is simple but effective since it removes the stability constraint due to the nonlinearity of the cahn hilliard equation at the same cost as that of an explicit scheme it is derived from a discretization used for diffusive problems that we further enhance to efficiently solve flow problems with variable mobility and viscosity moreover we solve the navier stokes equations with a robust time discretization of the projection method that guarantees better stability properties than those for crank nicolson based projection methods for channel geometries the method uses a spectral discretization in the streamwise and spanwise directions and a combination of spectral and high order compact finite difference discretizations in the wall normal direction the capabilities of the method are demonstrated with several examples including phase separation with and without shear in two and three dimensions the method effectively resolves interfacial layers of as few as three mesh points the numerical examples show agreement with analytical solutions and scaling laws where available and the 3d simulations in the presence of shear reveal rich and complex structures including strings

a nonstiff adaptive mesh refinement based method for the cahn hilliard equation we present a nonstiff fully adaptive mesh refinement based method for the cahn hilliard equation the method is based on a semi implicit splitting in which linear leading order terms are extracted and discretized implicitly combined with a robust adaptive spatial discretization the fully discretized equation is written as a system which is efficiently solved on composite adaptive grids using the linear multigrid method without any constraint on the time step size we demonstrate the efficacy of the method with numerical examples both the transient stage and the steady state solutions of spinodal decompositions are captured accurately with the proposed adaptive strategy employing this approach we also identify several stationary solutions of that decomposition on the 2d torus

proprietes d intersection des marches aleatoires i convergence vers le temps local d intersection we study intersection properties of multi dimensional random walks letx andy be two independent random walks with values in d d 3 satisfying suitable moment assumptions and letin denote the number of common points to the paths ofx andy up to timen the sequence in suitably normalized is shown to converge in distribution towards the intersection local time of two independent brownian motions results are applied to the proof of a central limit theorem for the range of a two dimensional recurrent random walk thus answering a question raised by n c jain and w e pruitt

efficient numerical algorithm for multiphase field simulations phase field models have emerged as a successful class of models in a wide variety of applications in computational materials science multiphase field theories as a subclass of phase field theories have been especially useful for studying nucleation and growth in polycrystalline materials in theory an infinite number of phase field variables are required to represent grain orientations in a rotationally invariant free energy however limitations on available computational time and memory have restricted the number of phase field variables used in the simulations we present an approach by which the time and memory requirements are drastically reduced relative to standard algorithms the proposed algorithm allows us the use of an unlimited number of phase field variables to perform simulations without the associated burden on computational time or memory we present the algorithm in the context of coalescence free grain growth

isogeometric analysis of the cahn hilliard phase field model abstract the cahn hilliard equation involves fourth order spatial derivatives finite element solutions are not common because primal variational formulations of fourth order operators are only well defined and integrable if the finite element basis functions are piecewise smooth and globally c 1 continuous there are a very limited number of two dimensional finite elements possessing c 1 continuity applicable to complex geometries but none in three dimensions we propose isogeometric analysis as a technology that possesses a unique combination of attributes for complex problems involving higher order differential operators namely higher order accuracy robustness two and three dimensional geometric flexibility compact support and most importantly the possibility of c 1 and higher order continuity a nurbs based variational formulation for the cahn hilliard equation was tested on two and three dimensional problems we present steady state solutions in two dimensions and for the first time in three dimensions to achieve these results an adaptive time stepping method is introduced we also present a technique for desensitizing calculations to dependence on mesh refinement this enables the calculation of topologically correct solutions on coarse meshes opening the way to practical engineering applications of phase field methodology

random walks and intersection local time with each random walk on z 2 we associate a functional related to the number of steps which the walk spends in sites occupied at least k times we show that if our random walk is in the domain of attraction of a stable process of order greater than 2 2k 2 2k 1 then our functional converges to the intersection local time of the limiting process

diffuse interface model for incompressible two phase flows with large density ratios we investigate the applicability of an incompressible diffuse interface model for two phase incompressible fluid flows with large viscosity and density contrasts diffuse interface models have been used previously primarily for density matched fluids and it remains unclear to what extent such models can be used for fluids of different density thereby potentially limiting the application of these models in this paper the convective cahn hilliard equation and the condition that the velocity field is divergence free are derived from the conservation law of mass of binary mixtures in a straightforward way for fluids with large density and viscosity ratios differences in the equations of motion with a previously derived quasi incompressible model are shown to result from the respective assumptions made regarding the relationship between the diffuse fluxes of two species the convergence properties of the model are investigated for cases with large density ratio quantitative comparisons are made with results from previous studies to validate the model and its numerical implementation tests show that the variation in volume during the computation is of the order of machine accuracy which is consistent with our use of a conservative discretization scheme finite volume methods for the cahn hilliard equation results of the method are compared with previous work for the change in topology of rising bubbles and rayleigh taylor instability additional results are presented for head on droplet collision and the onset of droplet entrainment in stratified flows

a class of stable spectral methods for the cahn hilliard equation in this work the initial boundary value problem of two dimensional cahn hilliard equation is considered a class of fully discrete dissipative fourier spectral schemes are proposed moreover semi implicit prediction correction schemes are presented the numerical simulations are performed to demonstrate the effectiveness of the proposed schemes

phase field computations for ternary fluid flows we present a new phase field model for three component immiscible liquid flows with surface tension in the phase field approach the classical sharp interface between the two immiscible fluids is replaced by a transition region across which the properties of fluids change continuously the proposed method incorporates a chemical potential which can eliminate the unphysical phase field profile and a continuous surface tension force formulation from which we can calculate the pressure field directly from the governing equations the capabilities of the method are demonstrated with several examples we compute the ternary phase separation via spinodal decomposition equilibrium phase field profiles pressure field distribution and a three interface contact angle resulting from a spreading liquid lens on an interface the numerical results show excellent agreement with analytical solutions

critical phenomena for spitzer s reversible nearest particle systems motivated by several results and open problems concerning harris basic contact process we consider the relationship between the critical behavior of the finite and infinite versions of spitzer s reversible nearest particle systems we show that the critical values for the finite and infinite systems agree but that the behavior of the two systems at the common critical value can differ the nash williams recurrence criterion for reversible markov chains is an important tool used in the proofs of the main results and we give a new treatment of that theory finally we compute several critical exponents for the nearest particle systems

numerical study of the cahn hilliard equation in one two and three dimensions abstract the cahn hilliard ch equation is related with a number of interesting physical phenomena like the spinodal decomposition phase separation and phase ordering dynamics on the other hand this equation is very stiff and the difficulty to solve it numerically increases with the dimensionality and therefore there are several published numerical studies in one dimension 1d dealing with different approaches and much fewer in two dimensions 2d in three dimensions 3d there are very few publications usually concentrate in some specific result without the details of the used numerical scheme we present here a stable and fast conservative finite difference scheme to solve the ch with two improvements a splitting potential into an implicit and explicit in time part and the use of free boundary conditions we show that gradient stability is achieved in one two and three dimensions with large time marching steps than normal methods

on the construction of the three dimensional polymer measure the three dimensional polymer measure was first constructed by westwater in 1980 with a very complicated proof we give an alternative construction for small coupling parameter which is based on the approach by brydges frohlich sokal in quantum field theory and bovier felder frohlich using skeleton inequalities the main new features are the proof of convergence which had been open in the brydges frohlich sokal construction and the construction of the measure on the space of paths with fixed time length

the random walk representation of classical spin systems and correlation inequalities ferromagnetic lattice spin systems can be expressed as gases of random walks interacting via a soft core repulsion by using a mixed spinrandom walk representation we present a unified approach to many recently established correlation inequalities as an application of these inequalities we obtain a simple proof of the mass gap for the 4 2 quantum field model we also establish new upper bounds on critical temperatures

polymers in a weak random potential in dimension four rigorous renormalization group analysis correlation functions of the edwards model of polymers at weak coupling are defined and studied at the critical point in dimension four by a rigorous renormalization group method which validates at any order perturbative renormalization group results on their behaviour at large distances remainders are controlled by a new argument which enlarges the use of methods of constructive field theory to models of statistical physics

on anisotropic order parameter models for multi phase system and their sharp interface limits abstract for a general class of diffuse anisotropic multi phase order parameter or phase field models we use formally matched asymptotic expansions to determine the asymptotic limit when a small parameter related to the thickness of the interface tends to zero in the case of anisotropic allen cahn systems we obtain in the limit that the interface moves by anisotropic mean curvature flow at triple junctions a force balance holds which in the anisotropic case includes shear forces herring torque terms acting normal to the interface we further identify the singular limit of anisotropic cahn hilliard systems

geometric analysis of φ4 fields and ising models parts i and ii we provide here the details of the proof announced in 1 that ind 4 dimensions the even 4 euclidean field theory with a lattice cut off is inevitably free in the continuum limit in the single phase regime the analysis is nonperturbative and is based on a representation of the field variables or spins in ising systems as source sink creation operators in a system of random currents which may be viewed as the mediators of correlations in this dual representation the onset of long range order is attributed to percolation in an ensemble of sourceless currents and the physical interaction in the 4 field and other aspects of the critical behavior in ising models are directly related to the intersection properties of long current clusters an insight into the criticality of the dimensiond 4 is derived from an analogy foreseen by k symanzik with the intersection properties of paths of brownian motion other results include the proof that in certain respect the critical behavior in ising models is in exact agreement with the mean field approximation in high dimensionsd 4 but not in the low dimensiond 2 for which we establish the universality of hyperscaling

regular article calculation of two phase navier stokes flows using phase field modeling phase field models provide a way to model fluid interfaces as having finite thickness this can allow the computation of interface movement and deformation on fixed grids this paper applies phase field modeling to the computation of two phase incompressible navier stokes flows the navier stokes equations are modified by the addition of the continuum forcing email protected f where c is the composition variable and f is c s chemical potential the equation for interface advection is replaced by a continuum advective diffusion equation with diffusion driven by c s chemical potential gradients the paper discusses how solutions to these equations approach those of the original sharp interface navier stokes equations as the interface thickness e and the diffusivity both go to zero the basic flow physics of phase field interfaces is discussed straining flows can thin or thicken an interface and this must be resisted by a high enough diffusion on the other hand too large a diffusion will overly damp the flow these two constraints result in an upper bound for the diffusivity of o e and a lower bound of o e 2 within these two bounds the phase field navier stokes equations appear to generate an o e error relative to the exact sharp interface equations an o h 2 e 2 numerical method is introduced that is energy conserving in the sense that creation of interface energy by convection is always balanced by an equal decrease in kinetic energy caused by surface tension forcing an o h 4 e 4 compact scheme is introduced that takes advantage of the asymptotic comparatively smooth behavior of the chemical potential for o e accurate phase field models the optimum path to convergence for this scheme appears to be email protected 4 5 the asymptotic rate of convergence corresponding to this is o h 4 5 but results at practical resolutions show that the practical convergence of the method is generally considerably faster than linear extensive analysis and computations show that this scheme is very effective and accurate it allows the accurate calculation of two phase flows with interfaces only two cells wide computational results are given for linear capillary waves and for rayleigh taylor instabilities the first set of computations is compared to exact solutions of the diffuse interface equations and of the original sharp interface equations the rayleigh taylor computations test the ability of the method to compute highly deforming flows these flows include near singular phenomena such as interface coalescences and breakups contact line movement and the formation and breakup of thin wall films grid refinement studies are made and rapid convergence is found for macroscopic flow features such as instability growth rate and propagation speed wavelength and the general physical characteristics of the instability and mass transfer rates

a diffuse interface model for axisymmetric immiscible two phase flow a diffuse interface model is considered for solving axisymmetric immiscible two phase flow with surface tension the navier stokes ns equations are modified by the addition of a continuum forcing the interface between the two fluids is considered as the half level set of a mass concentration c which is governed by the cahn hilliard ch equation a fourth order degenerate nonlinear parabolic diffusion equation in this work we develop a nonlinear multigrid method to solve the ch equation with degenerate mobility and couple this to a projection method for the incompressible ns equations the diffuse interface method can deal with topological transitions such as breakup and coalescence smoothly without ad hoc cut and connect or other artificial procedures we present results for rayleigh s capillary instability up to forming satellite drops the results agree well with the linear stability theory

a time adaptive finite volume method for the cahn hilliard and kuramoto sivashinsky equations this paper presents a complete finite volume method for the cahn hilliard and kuramoto sivashinsky type of equations the spatial discretization is high order accurate and suitable for general unstructured grids the time integration is addressed by means of implicit an implicit explicit fourth order runge kutta schemes with error control and adaptive time stepping the outcome is a practical accurate and efficient simulation tool which has been successfully applied to accuracy tests and representative simulations the use of adaptive time stepping is of paramount importance in problems governed by the cahn hilliard model an adaptive method may be several orders of magnitude more efficient than schemes using constant or heuristic time steps in addition to driving the simulations efficiently the time adaptive procedure provides a quantitative not just qualitative characterization of the rich temporal scales present in phase separation processes governed by the cahn hilliard phase field model

a second order accurate non linear difference scheme for the n component cahn hilliard system a b s t r a c t we consider a second order conservative nonlinear numerical scheme for the ncomponent cahn hilliard system modeling the phase separation of a n component mixture the scheme is based on a crank nicolson finite difference method and is solved by an efficient and accurate nonlinear multigrid method we numerically demonstrate the second order accuracy of the numerical scheme we observe that our numerical solutions are consistent with the exact solutions of linear stability analysis results we also describe numerical experiments such as the evolution of triple junctions and the spinodal decomposition in a quaternary mixture we investigate the effects of a concentration dependent mobility on phase separation

local discontinuous galerkin methods for the cahn hilliard type equations in this paper we develop local discontinuous galerkin ldg methods for the fourth order nonlinear cahn hilliard equation and system the energy stability of the ldg methods is proved for the general nonlinear case numerical examples for the cahn hilliard equation and the cahn hilliard system in one and two dimensions are presented and the numerical results illustrate the accuracy and capability of the methods