<p>This study addresses numerical stability challenges in cubic polynomial ODEs derived from the Allen-Cahn equation. In the recent breakthrough work [<CitationRef CitationID="CR29">29</CitationRef>], it was found that only the implicit Euler method converges to the correct steady state for any given initial value <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(u_0\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>u</mi> <mn>0</mn> </msub> </math></EquationSource> </InlineEquation> under the unique solvability and energy stability. But all the other commonly used second-order numerical schemes exhibit sensitivity to initial conditions and may converge to an incorrect equilibrium state as <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(t_n\rightarrow \infty \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi>t</mi> <mi>n</mi> </msub> <mo stretchy="false">→</mo> <mi>∞</mi> </mrow> </math></EquationSource> </InlineEquation>. We reveal that energy stability alone cannot guarantee long-term solution accuracy. Through a monotonicity-based analysis framework, we establish conditions for correct equilibrium convergence across common numerical schemes. Our key innovation introduces a critical step size <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\(h^* = h^*(u_0, \epsilon )\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msup> <mi>h</mi> <mo>∗</mo> </msup> <mo>=</mo> <msup> <mi>h</mi> <mo>∗</mo> </msup> <mrow> <mo stretchy="false">(</mo> <msub> <mi>u</mi> <mn>0</mn> </msub> <mo>,</mo> <mi>ϵ</mi> <mo stretchy="false">)</mo> </mrow> </mrow> </math></EquationSource> </InlineEquation> that ensures solution monotonicity and unique solvability, where <InlineEquation ID="IEq4"> <EquationSource Format="TEX">\(\epsilon \in (0,1]\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>ϵ</mi> <mo>∈</mo> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo stretchy="false">]</mo> </mrow> </math></EquationSource> </InlineEquation> is a scaling parameter. We prove that (i) Universal positivity: <InlineEquation ID="IEq5"> <EquationSource Format="TEX">\(h^* &gt; 0\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msup> <mi>h</mi> <mo>∗</mo> </msup> <mo>&gt;</mo> <mn>0</mn> </mrow> </math></EquationSource> </InlineEquation> for any initial value <InlineEquation ID="IEq6"> <EquationSource Format="TEX">\(u_0 \in \mathbb {R}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi>u</mi> <mn>0</mn> </msub> <mo>∈</mo> <mi mathvariant="double-struck">R</mi> </mrow> </math></EquationSource> </InlineEquation>; (ii) Implicit Euler: <InlineEquation ID="IEq7"> <EquationSource Format="TEX">\(h^*\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mi>h</mi> <mo>∗</mo> </msup> </math></EquationSource> </InlineEquation> depends solely on <InlineEquation ID="IEq8"> <EquationSource Format="TEX">\(\epsilon \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>ϵ</mi> </math></EquationSource> </InlineEquation>, ensuring universal convergence when <InlineEquation ID="IEq9"> <EquationSource Format="TEX">\(h &lt; h^*\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>h</mi> <mo>&lt;</mo> <msup> <mi>h</mi> <mo>∗</mo> </msup> </mrow> </math></EquationSource> </InlineEquation> and other methods: <InlineEquation ID="IEq10"> <EquationSource Format="TEX">\(\inf _{u_0\in \mathbb {R}}h^*(u_0,\epsilon )=0\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mo movablelimits="true">inf</mo> <mrow> <msub> <mi>u</mi> <mn>0</mn> </msub> <mo>∈</mo> <mi mathvariant="double-struck">R</mi> </mrow> </msub> <msup> <mi>h</mi> <mo>∗</mo> </msup> <mrow> <mo stretchy="false">(</mo> <msub> <mi>u</mi> <mn>0</mn> </msub> <mo>,</mo> <mi>ϵ</mi> <mo stretchy="false">)</mo> </mrow> <mo>=</mo> <mn>0</mn> </mrow> </math></EquationSource> </InlineEquation>, making error-free simulation impossible for certain initial values regardless of step size; (iii) In the six numerical methods examined in this note, the numerical solution exhibits monotonicity without crossing equilibrium, it can satisfy energy stability. However, the converse is not necessarily true. Numerical experiments confirm our theoretical framework. The results establish monotonicity as a fundamental principle for designing reliable nonlinear ODE solvers, with particular significance for phase-field simulations.</p>

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Asymptotic Stability of Many Numerical Schemes for Phase-Field Modeling

  • Pansheng Li,
  • Dongling Wang

摘要

This study addresses numerical stability challenges in cubic polynomial ODEs derived from the Allen-Cahn equation. In the recent breakthrough work [29], it was found that only the implicit Euler method converges to the correct steady state for any given initial value \(u_0\) u 0 under the unique solvability and energy stability. But all the other commonly used second-order numerical schemes exhibit sensitivity to initial conditions and may converge to an incorrect equilibrium state as \(t_n\rightarrow \infty \) t n . We reveal that energy stability alone cannot guarantee long-term solution accuracy. Through a monotonicity-based analysis framework, we establish conditions for correct equilibrium convergence across common numerical schemes. Our key innovation introduces a critical step size \(h^* = h^*(u_0, \epsilon )\) h = h ( u 0 , ϵ ) that ensures solution monotonicity and unique solvability, where \(\epsilon \in (0,1]\) ϵ ( 0 , 1 ] is a scaling parameter. We prove that (i) Universal positivity: \(h^* > 0\) h > 0 for any initial value \(u_0 \in \mathbb {R}\) u 0 R ; (ii) Implicit Euler: \(h^*\) h depends solely on \(\epsilon \) ϵ , ensuring universal convergence when \(h < h^*\) h < h and other methods: \(\inf _{u_0\in \mathbb {R}}h^*(u_0,\epsilon )=0\) inf u 0 R h ( u 0 , ϵ ) = 0 , making error-free simulation impossible for certain initial values regardless of step size; (iii) In the six numerical methods examined in this note, the numerical solution exhibits monotonicity without crossing equilibrium, it can satisfy energy stability. However, the converse is not necessarily true. Numerical experiments confirm our theoretical framework. The results establish monotonicity as a fundamental principle for designing reliable nonlinear ODE solvers, with particular significance for phase-field simulations.