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Hyperbolic non-conserved phase field equations

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Abstract<br />

Journal of Crystal Growth 198/199 (1999) 1262—1266<br />

<strong>Hyperbolic</strong> <strong>non</strong>-<strong>conserved</strong> <strong>phase</strong> <strong>field</strong> <strong>equations</strong><br />

Horacio G. Rotstein, Alexander Nepomnyashchy, Amy Novick-Cohen<br />

Department of Mathematics, Technion-IIT, Haifa 32000, Israel<br />

Minerva Center for Nonlinear Physics of Complex Systems, Technion - IIT, Haifa 32000, Israel<br />

We consider the following hyperbolic system of PDEs which generalize the classical <strong>phase</strong> <strong>field</strong> <strong>equations</strong> with<br />

a <strong>non</strong>-<strong>conserved</strong> order parameter and temperature u: u # # u # "u, # "#f ()#<br />

u for 1. We present the model, derive a law for the evolution of the interface which generalizes the classical flow by<br />

mean curvature equation, and analyze the evolution of some simply shaped interfaces. 1999 Elsevier Science B.V. All<br />

rights reserved.<br />

PACS: 64.70.Dv<br />

Keywords: Phase transitions; Phase <strong>field</strong> <strong>equations</strong>; Born—In<strong>field</strong> equation; Memory effects<br />

1. Introduction<br />

In this paper, we develop a phenomenological<br />

theory for hyperbolic <strong>phase</strong> transitions which permits<br />

us to describe the evolution of an interface<br />

between two <strong>phase</strong>s by means of a hyperbolic equation,<br />

which can be expressed in terms of its normal<br />

velocity and curvature. A physical example of such<br />

a <strong>phase</strong> transition may be the crystallization of<br />

E-mail: horacio@math.technion.ac.il.<br />

E-mail: epom@math.technion.ac.il.<br />

E-mail: amync@math.technion.ac.il.<br />

0022-0248/99/$ — see front matter 1999 Elsevier Science B.V. All rights reserved.<br />

PII: S 0 0 2 2 - 0 2 4 8 ( 9 8 ) 0 1 0 0 8 - 2<br />

helium which is accompanied by oscillations of the<br />

solid—liquid interface (see Ref. [1] and references<br />

therein). A first approach to modeling this kind of<br />

phenome<strong>non</strong> was made by Gurtin and Podio-<br />

Guidugli [2], who developed a mechanical theory<br />

for the evolution of a two-dimensional interface.<br />

They obtained, for isotropic materials in the absence<br />

of driving force for crystallization, the law of<br />

motion: v #v"!, where v, and v are the<br />

normal velocity, normal acceleration and curvature<br />

of the interface respectively. This equation can be<br />

viewed as a hyperbolic generalization of the classical<br />

flow by mean curvature (FMC) equation (or<br />

curve shortening equation), v", and reduces to it<br />

when time is rescaled tPt and the limit PR is<br />

taken.


Our approach consists in considering the hyperbolic<br />

<strong>phase</strong> <strong>field</strong> model<br />

u ## # u # "u,<br />

# "#f ()#u, (1)<br />

in a bounded region LR with Dirichlet and<br />

Neumann boundary conditions for the temperature<br />

<strong>field</strong> and the order parameter respectively. Here<br />

u represents a temperature <strong>field</strong>, is an order<br />

parameter, , and are <strong>non</strong>-negative constants,<br />

and f () is a real odd function with a positive<br />

maximum equal to *, a negative minimum equal<br />

to !* and precisely three zeros in the closed<br />

interval [!a, a] located at 0 and $a, where a is<br />

a positive constant. System (1) is a hyperbolic version<br />

of the classical <strong>phase</strong> <strong>field</strong> model<br />

u # "u, "#f ()#u. (2)<br />

For Eq. (2), it has been shown that if the temperature<br />

<strong>field</strong> is initially equal to the melting temperature<br />

and Dirichlet boundary conditions are<br />

imposed on the temperature <strong>field</strong>, a plane interface<br />

moves according to the FMC equation (see Ref. [3]<br />

and references therein). Planar convex curves which<br />

move according to this law remain convex and<br />

become asymptotically circular as they shrink.<br />

Moreover planar embedded curves become convex<br />

without developing singularities (see Ref. [4] and<br />

references therein).<br />

A derivation of the hyperbolic <strong>phase</strong> <strong>field</strong> model<br />

is sketched in Section 2. In Section 3 we study the<br />

interface motion for Eq. (1). We present a geometric<br />

equation of motion which may be obtained in<br />

a particular asymptotic limit from Eq. (1) which<br />

extends the classical FMC equation and we study<br />

the evolution of some simply shaped interfaces<br />

which move according to this law of motion.<br />

A more detailed derivation of the model and of the<br />

equation for interfacial motion, as well as a description<br />

of the algorithm of its solution, will be presented<br />

elsewhere [5].<br />

2. The <strong>equations</strong><br />

H.G. Rotstein et al. / Journal of Crystal Growth 198/199 (1999) 1262–1266 1263<br />

We consider a material which can be in either of<br />

the two <strong>phase</strong>s: solid or liquid and which occupies<br />

a fixed region in space, LR, N"1, 2, 3 possessing<br />

a smooth boundary. These two <strong>phase</strong>s are assumed<br />

to be separated by a transition zone of finite<br />

thickness which we approximate by a sharp interface<br />

to be defined more precisely later. If the interface<br />

is planar, then at the interface the solid and<br />

liquid may coexist in equilibrium at a constant<br />

temperature ¹ , called the planar melting temperature.<br />

We define the reduced temperature<br />

¹"¹(x, t) to be the difference between the actual<br />

and the planar melting temperature; i.e.,<br />

¹(x, t):"(x, t)!¹ . For planar interfaces, positive<br />

reduced temperatures correspond to the liquid<br />

<strong>phase</strong>, while negative reduced temperatures correspond<br />

to the solid <strong>phase</strong>. In the classical <strong>phase</strong>-<strong>field</strong><br />

model, the two <strong>phase</strong>s may be characterized by<br />

different values of an order parameter, , which is<br />

assumed to vary continuously though the interface,<br />

assuming the value !1 in the solid (¹(0), #1in<br />

the liquid (¹'0), and having rapid spatial variation<br />

normal to the interface (see Ref. [6] and<br />

references therein). The internal energy of the system,<br />

e(x, t), is taken to be<br />

e(x, t):"¹(x, t)# (x, t), (3)<br />

where l is the latent heat of melting or solidification.<br />

The classical theory of heat conduction based on<br />

Fourier’s law does not take into account memory<br />

effects present in some materials and predicts that<br />

all thermal disturbances at a given point in the<br />

body are felt immediately throughout the whole<br />

body. A theory of heat conduction with finite wave<br />

speeds for isotropic materials, has been developed,<br />

which when linearized, yields the following expression<br />

for the heat flux [7]<br />

<br />

q"! A (s)e¹(t!s)ds, (4)<br />

<br />

<br />

where the kernel or “heat relaxation function” A (s)<br />

has been assumed to be a differentiable scalarvalued<br />

function on (0,R) such that A (R)"0. We<br />

shall limit our considerations here to exponentially<br />

decreasing kernels A (t)"e where and are<br />

<strong>non</strong>-negative constants. A review of finite and infinite<br />

wave propagation is given in Ref. [8]. When no<br />

heat is supplied to the body by external sources,


1264 H.G. Rotstein et al. / Journal of Crystal Growth 198/199 (1999) 1262–1266<br />

the internal energy e"e(x, t) and the flux are related<br />

by<br />

eR "!div q. (5)<br />

Combining Eqs. (3), (5) and (4) yields [9,10]<br />

<br />

¹ # "K A (t!t)¹(t)dt. (6)<br />

<br />

<br />

The free energy, F , of the system is assumed to<br />

be of the form<br />

F ()"<br />

<br />

2 ()#F()<br />

!S ¹ dx, (7) <br />

where is a correlation length [6]. The term involving<br />

the gradient is assumed to arise as a consequence<br />

of long range interactions, the function F()<br />

is a double-well potential (the free energy density at<br />

zero temperature of spatially homogeneous systems),<br />

is a positive constant, S is an entropy<br />

coefficient [11]. The term S ¹ represents temperature<br />

times relative entropy. The functional<br />

derivative of Eq. (7); i.e., F /(x)"!#<br />

F()/!S ¹, may be considered as a generalized<br />

force indicative of the tendency of the free energy to<br />

decay towards a minimum. We assume here that<br />

(x) decreases with a time averaged (rather than<br />

immediate) response to this generalized force:<br />

<br />

" A (t!t) #<br />

<br />

F()<br />

#S ¹ (t)dt. (8) <br />

Here A may be considered as a generalized force<br />

relaxation function with characteristics similar to<br />

A . Eqs. (6) and (8) will be henceforth called the<br />

<strong>phase</strong>-<strong>field</strong> <strong>equations</strong> with memory. Note that<br />

when A (t)"A (t)"(t), they reduce to the classical<br />

<strong>phase</strong> <strong>field</strong> <strong>equations</strong> [6]. By putting Eqs. (6)<br />

and (8) in dimensionless form, taking exponentially<br />

decreasing kernels, differentiating with respect to t,<br />

and rearranging terms we obtain Eq. (1), where<br />

f () states for the dimensionless form of F()<br />

(see Ref. [5] for details), under the scaling assumptions:<br />

"O(), "O(), "O() and "O().<br />

Let us note that another scaling "O(),<br />

"O(), "O() and "O() has also been<br />

considered [12]. Under appropriate assumptions<br />

on the kernel, this latter scaling provides a<br />

more general law for <strong>phase</strong> boundary motion,<br />

v" a(t!)()d. There the kernels were assumed<br />

to have an effective time scale for memory<br />

of O() which also corresponds to the assumed<br />

effective (dimensionless) thickness of the interface.<br />

3. Interface motion<br />

By formal asymptotic analysis of Eq. (1) taking<br />

1, we obtained that the interface, defined as<br />

(t; ):"x3 : (x, t; )"0 and treated as<br />

a moving internal layer of width O(), evolves according<br />

to the geometric law<br />

v #v(1!v)!(1!v)"0, (9)<br />

where denotes . Here v is the velocity in the<br />

normal direction to the interface, and is its curvature.<br />

We focused on the dynamics of a fully developed<br />

layer and not on the process by which it<br />

was generated. A general investigation of the interface<br />

motion governed by Eq. (9) is beyond the<br />

scope of the present paper. Here we will consider<br />

some simple particular cases.<br />

For a circular interface with radius R (t), Eq. (9)<br />

may be written as [13]<br />

1<br />

R "! #R<br />

R <br />

<br />

(1!R ). (10)<br />

<br />

For "0, if R (0)"f '0 and R (0)"0, then<br />

<br />

R (t)"f cos(t/f ). Thus circles shrink to points at<br />

<br />

time t where t "f /2, and R (1 for<br />

<br />

0(t(t . For '0, if R remains in the interval<br />

<br />

[!1, 0], then R (t)(0 for t3(0, t ), where t is the<br />

<br />

extinction time which we define to be such that<br />

R (t )"0 and R (t)'0 for all t(t . A <strong>phase</strong> plane<br />

<br />

analysis shows that for *0 circles shrink to<br />

points for all initial conditions such that<br />

!1(R (1 and curves starting in this region<br />

<br />

remain within it up to extinction time. The effect of<br />

positive is to delay the extinction time [13].<br />

The evolution of a perturbed circle has been<br />

studied numerically. As an illustration, the result of<br />

numerical calculations for a perturbed circle with


H.G. Rotstein et al. / Journal of Crystal Growth 198/199 (1999) 1262–1266 1265<br />

Fig. 1. Shrinkage of a perturbed circle for R(0)"1#0.1 sin(2), R (0)"!0.1. (a) "0 and t"0, 0.7, 1.2, 1.4. (b) "5 and t"0, 1.55,<br />

2.52, 2.95.<br />

initial shape and velocity given by R(0)"<br />

1#0.1 cos(2) and R (0)"!0.1 respectively and<br />

<br />

where equals 0 or 5 are shown in Fig. 1. For "0<br />

we see that the interface rotates as it shrinks. This<br />

phenome<strong>non</strong> is almost not observable for "5.<br />

The evolution of planar interfaces is described by<br />

the equation<br />

S #S (1!S )"0, (11)<br />

<br />

where y"S (t) represents the distance between the<br />

<br />

interface and the x-axis. Taking S (0)"f and<br />

<br />

S (0)"g , the solution of Eq. (11) for '0 is<br />

<br />

given by<br />

S (t)"f $ ln(g #)$tG ln(g <br />

#g#(1!g)e), (12)<br />

<br />

where the upper choice of signs correspond to<br />

g '0 and the lower choice of signs correspond to<br />

<br />

g (0. Note that the direction of propagation de-<br />

<br />

pends on the sign of g and as tPR the interface<br />

<br />

will cease to move and asymptotically approach the<br />

value f $(1/) ln(g#). When there is no<br />

<br />

damping ("0), the solution of Eq. (11) is given by<br />

S (t)"f #g t. A perturbation analysis of planar<br />

<br />

interfaces on finite intervals with Neumann boundary<br />

conditions indicates that if "0, then <strong>non</strong>constant<br />

perturbations oscillate indefinitely, whereas<br />

if '0 initial perturbations are damped though<br />

oscillations may or may not occur depending on<br />

the initial perturbation and the value of .<br />

There also exist <strong>non</strong>-planar front solutions to<br />

Eq. (9) which propagate with constant velocity v;<br />

i.e., S(x, t)"SM (x)#vt, where SM (x) can be shown to<br />

satisfy<br />

(1!v)SM !v(1#SM !v)"0. (13)<br />

The solution of Eq. (13) is given by<br />

SM (x)" 1<br />

2a ln[1#tan(abx#c )]#c , (14)<br />

<br />

where a"v/(1!v), b"(1!v) and c and<br />

c are integration constants which depend on the<br />

initial conditions. This solution corresponds to<br />

a “finger” of width /ab whose orientation depends<br />

on the sign of v.<br />

4. Conclusions and discussion<br />

We have presented a hyperbolic extension of the<br />

classical <strong>phase</strong>-<strong>field</strong> <strong>equations</strong> and analyzed the<br />

special case given in Eq. (1). In this particular scaling<br />

we have demonstrated that the evolution of<br />

interfaces is governed by Eq. (9), a hyperbolic extension<br />

of the classical FMC equation.<br />

Let us note that Eq. (1) is also relevant for other<br />

physical processes like propagation of kinks in<br />

Josephson junctions, magnetics, etc. [13]. In particular,<br />

for "0, the Cartesian version of Eq. (9) is<br />

known as the Born—Infeld equation. The geometric<br />

description of the evolution of interfaces has the


1266 H.G. Rotstein et al. / Journal of Crystal Growth 198/199 (1999) 1262–1266<br />

advantage that it permitted us to develop and use<br />

a crystalline algorithm to study the motion of<br />

curves by constructing facetted approximations to<br />

them. This algorithm which requires less calculations<br />

than classical methods of solving PDEs is<br />

described elsewhere [14].<br />

References<br />

[1] A.Y. Keshishev, A.Y. Parshin, A.V. Babkin, Sov. Phys.<br />

JETP 30 (1990) 56.<br />

[2] M.E. Gurtin, P. Podio-Guidugli, SIAM J. Math. Anal. 22<br />

(1991) 575.<br />

[3] G. Caginalp, Rocky Mountain J. Math. 21 (1991) 603.<br />

[4] M.A. Grayson, J. Differential Geom. 26 (1987) 285.<br />

[5] H.G. Rotstein, A.A. Nepomnyashchy, A. Novick-Cohen,<br />

1998, preprint.<br />

[6] G. Caginalp, Arch. Rat. Mech. Anal. 92 (1986) 205.<br />

[7] M.E. Gurtin, A.C. Pipkin, Arch. Rat. Mech. Anal. 31 (1968)<br />

113.<br />

[8] D.D. Joseph, L. Preziosi, Rev. Mod. Phys. 61 (1989) 41.<br />

[9] A. Novick-Cohen, in: Curvature Flows and Related<br />

Topics, GAKUTO Math. Sci. Appl., vol. 5, 1995, pp.<br />

179—198.<br />

[10] S. Aizicovici, V. Barbu, NoDea 3 (1996) 1.<br />

[11] G. Caginalp, P.C. Fife, SIAM J. Appl. Math. 48 (1998) 506.<br />

[12] A. Novick-Cohen, in preparation.<br />

[13] H.G. Rotstein, A.A. Nepomnyashchy, 1998, preprint.<br />

[14] H.G. Rotstein, S. Brandon, A. Novick-Cohen, J. Crystal<br />

Growth 198/199 (1999) 1256.

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