Convergence analysis for second-order accurate schemes for the periodic nonlocal allen-cahn and cahn-hilliard equations

Abstract

In this paper, we provide a detailed convergence analysis for fully discrete second-order (in both time and space) numerical schemes for nonlocal Allen-Cahn and nonlocal Cahn-Hilliard equations. The unconditional unique solvability and energy stability ensures e4 stability. The convergence analysis for the nonlocal Allen-Cahn equation follows the standard procedure of consistency and stability estimate for the numerical error function. For the nonlocal Cahn-Hilliard equation, because of the complicated form of the nonlinear term, a careful expansion of its discrete gradient is undertaken, and an H−1 inner-product estimate of this nonlinear numerical error is derived to establish convergence. In addition, an a priori W1,∞ bound of the numerical solution at the discrete level is needed in the error estimate. Such a bound can be obtained by performing a higher order consistency analysis by using asymptotic expansions for the numerical solution. Following the technique originally proposed by Strang (eg, 1964), instead of the standard comparison between the exact and numerical solutions, an error estimate between the numerical solution and the constructed approximate solution yields an O(s3 + h4) convergence in e∞ (0, T; e2) norm, in which s and h denote the time step and spatial mesh sizes, respectively. This in turn leads to the necessary bound under a standard constraint s ≤ Ch. Here, we also prove convergence of the scheme in the maximum norm under the same constraint.