Skip to main content
Log in

Third-order accurate, large time-stepping and maximum-principle-preserving schemes for the Allen-Cahn equation

  • Original Paper
  • Published:
Numerical Algorithms Aims and scope Submit manuscript

Abstract

We present and evaluate several explicit, large time-stepping algorithms for the Allen-Cahn equation. Our approach incorporates a stabilization technique and uses Taylor series approximations for exponential functions to develop a family of up to third-order parametric Runge–Kutta schemes that maintain fixed-points and maximum principle for any time step \(\tau > 0\). We also introduce a new relaxation technique that eliminates time delay caused by stabilization. To further decrease the stabilization parameter, we utilize an integrating factor with respect to the stiff linear operator and develop a parametric relaxation integrating factor Runge–Kutta (pRIFRK) framework. Compared to existing maximum-principle-preserving (MPP) schemes, the proposed parametric relaxation approaches are free from limiters, cut-off post-processing, exponential decay, or time delay. Linear stability analysis determines that the parametric approaches are A-stable when appropriate parameters are used. In addition, we provide error estimates in the \(l^\infty \)-norm with the help of the MPP property. We demonstrate the high-order temporal accuracy, maximum-principle-preservation, energy stability, and delay-free properties of the proposed schemes through a set of experiments on 1D, 2D, and 3D problems.

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.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7
Fig. 8
Fig. 9
Fig. 10

Similar content being viewed by others

Availability of data and material

All data generated or analyzed during this study are included in the manuscript.

Code availability

Custom code.

References

  1. Allen, S.M., Cahn, J.W.: A microscopic theory for antiphase boundary motion and its application to antiphase domain coarsening. Acta Metall. 27(6), 1085–1095 (1979)

    CAS  Google Scholar 

  2. Bassenne, M., Fu, L., Mani, A.: Time-accurate and highly-stable explicit operators for stiff differential equations. J. Comput. Phys. 424,(2021)

  3. Beneš, M., Chalupeckỳ, V., Mikula, K.: Geometrical image segmentation by the Allen-Cahn equation. Appl. Numer. Math. 51(2–3), 187–205 (2004)

    MathSciNet  Google Scholar 

  4. Bréhier, C.E., Cui, J., Hong, J.: Strong convergence rates of semidiscrete splitting approximations for the stochastic Allen-Cahn equation. IMA J. Numer. Anal. 39(4), 2096–2134 (2019)

    MathSciNet  Google Scholar 

  5. Butcher, J.: Runge-Kutta methods for ordinary differential equations. In: COE Workshop on Numerical Analysis Kyushu University (2005)

  6. Calvo, M., Montijano, J.I., Rández, L.: A note on the stability of time-accurate and highly-stable explicit operators for stiff differential equations. J. Comput. Phys. 436,(2021)

  7. Celledoni, E., Grimm, V., McLachlan, R.I., McLaren, D., ONeale, D., Owren, B., Quispel, G.: Preserving energy resp. dissipation in numerical PDEs using the average vector field method. J. Comput. Phys. 231(20), 6770–6789 (2012)

  8. Chen, C., Dang, T., Hong, J.: An adaptive time-stepping full discretization for stochastic Allen–Cahn equation (2021). arXiv:2108.01909

  9. Chen, C., Yang, X.: Efficient numerical scheme for a dendritic solidification phase field model with melt convection. J. Comput. Phys. 388, 41–62 (2019)

    ADS  MathSciNet  Google Scholar 

  10. Chen, L.Q., Shen, J., et al.: Applications of semi-implicit Fourier-spectral method to phase field equations. Comput. Phys. Commun. 108(2), 147–158 (1998)

    ADS  CAS  Google Scholar 

  11. Cheng, Q., Shen, J.: Global constraints preserving scalar auxiliary variable schemes for gradient flows. SIAM J. Sci. Comput. 42(4), A2489–A2513 (2020)

    MathSciNet  Google Scholar 

  12. 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(3), 1467–1487 (2019)

    MathSciNet  Google Scholar 

  13. Choi, J.W., Lee, H.G., Jeong, D., Kim, J.: An unconditionally gradient stable numerical method for solving the Allen-Cahn equation. Physica A: Stat. Mech. Appl. 388(9), 1791–1803 (2009)

    ADS  MathSciNet  Google Scholar 

  14. Chow, K., Ruuth, S.J.: Linearly stabilized schemes for the time integration of stiff nonlinear PDEs. J. Sci. Comput. 87(3), 1–29 (2021)

    MathSciNet  Google Scholar 

  15. Cox, S.M., Matthews, P.C.: Exponential time differencing for stiff systems. J. Comput. Phys. 176(2), 430–455 (2002)

    ADS  MathSciNet  CAS  Google Scholar 

  16. Dahlquist, G., Jeltsch, R.: Generalized disks of contractivity for explicit and implicit Runge-Kutta methods. Royal Institute of Technology Stockholm, Sweden (1979)

    Google Scholar 

  17. Du, J., Yang, Y.: Third-order conservative sign-preserving and steady-state-preserving time integrations and applications in stiff multispecies and multireaction detonations. J. Comput. Phys. 395, 489–510 (2019)

    ADS  MathSciNet  Google Scholar 

  18. Du, Q., Ju, L., Li, X., Qiao, Z.: Maximum principle preserving exponential time differencing schemes for the nonlocal Allen-Cahn equation. SIAM J. Numer. Anal. 57(2), 875–898 (2019)

    MathSciNet  Google Scholar 

  19. Du, Q., Ju, L., Li, X., Qiao, Z.: Maximum bound principles for a class of semilinear parabolic equations and exponential time-differencing schemes. SIAM Rev 63(2), 317–359 (2021)

    MathSciNet  Google Scholar 

  20. Du, Q., Ju, L., Lu, J.: Analysis of fully discrete approximations for dissipative systems and application to time-dependent nonlocal diffusion problems. J. Sci. Comput. 78(3), 1438–1466 (2019)

    MathSciNet  Google Scholar 

  21. Evans, L.C., Soner, H.M., Souganidis, P.E.: Phase transitions and generalized motion by mean curvature. Comm. Pure Appl. Math. 45(9), 1097–1123 (1992)

    MathSciNet  Google Scholar 

  22. Eyre, D.J.: An unconditionally stable one-step scheme for gradient systems. Unpublished article, 1998 (1998)

  23. Feng, J., Zhou, Y., Hou, T.: A maximum-principle preserving an unconditionally energy-stable linear second-order finite difference scheme for Allen-Cahn equations. Appl. Math. Lett. 107179 (2021)

  24. Feng, X., Prohl, A.: Numerical analysis of the Allen-Cahn equation and approximation for mean curvature flows. Numer. Math. 94(1), 33–65 (2003)

    MathSciNet  Google Scholar 

  25. Fu, Z., Yang, J.: Energy-decreasing exponential time differencing Runge–Kutta methods for phase-field models. J. Comput. Phys. 110943 (2022)

  26. Gokieli, M., Marcinkowski, L.: Modelling phase transitions in alloys. Nonlinear Anal. Theory Methods Appl. 63(5–7), e1143–e1153 (2005)

    Google Scholar 

  27. Gong, Y., Zhao, J., Wang, Q.: Arbitrarily high-order unconditionally energy stable schemes for thermodynamically consistent gradient flow models. SIAM J. Sci. Comput. 42(1), B135–B156 (2020)

    MathSciNet  Google Scholar 

  28. Gottlieb, S., Ketcheson, D.I., Shu, C.W.: Strong stability preserving Runge-Kutta and multistep time discretizations. World Scientific (2011)

  29. Guo, J., Wang, C., Wise, S.M., Yue, X.: An \(H^2\) convergence of a second-order convex-splitting, finite difference scheme for the three-dimensional Cahn-Hilliard equation. Commun. Math. Sci. 14(2), 489–515 (2016)

    MathSciNet  Google Scholar 

  30. Hairer, E., Nørsett, S.P., Wanner, G.: Solving ordinary differential equations I: Nonstiff problems. Springer-Verlag (1993)

  31. He, D., Pan, K., Hu, H.: A spatial fourth-order maximum principle preserving operator splitting scheme for the multi-dimensional fractional Allen-Cahn equation. Appl. Numer. Math. 151, 44–63 (2020)

    MathSciNet  Google Scholar 

  32. He, Y., Liu, Y., Tang, T.: On large time-stepping methods for the Cahn-Hilliard equation. Appl. Numer. Math. 57(5–7), 616–628 (2007)

    MathSciNet  Google Scholar 

  33. Hou, T., Leng, H.: Numerical analysis of a stabilized Crank-Nicolson/Adams-Bashforth finite difference scheme for Allen-Cahn equations. Appl. Math. Lett. 102, 106150 (2020)

    MathSciNet  Google Scholar 

  34. Hou, T., Tang, T., Yang, J.: Numerical analysis of fully discretized Crank-Nicolson scheme for fractional-in-space Allen-Cahn equations. J. Sci. Comput. 72(3), 1214–1231 (2017)

    MathSciNet  Google Scholar 

  35. Hou, T., Xiu, D., Jiang, W.: A new second-order maximum-principle preserving finite difference scheme for Allen-Cahn equations with periodic boundary conditions. Appl. Math. Lett. 104, 106265 (2020)

    MathSciNet  Google Scholar 

  36. Hou, T.Y., Lowengrub, J.S., Shelley, M.J.: Removing the stiffness from interfacial flows with surface tension. J. Comput. Phys. 114(2), 312–338 (1994)

    ADS  MathSciNet  Google Scholar 

  37. Huang, J., Shu, C.W.: Bound-preserving modified exponential Runge-Kutta discontinuous Galerkin methods for scalar hyperbolic equations with stiff source terms. J. Comput. Phys. 361, 111–135 (2018)

    ADS  MathSciNet  Google Scholar 

  38. Hundsdorfer, W., Verwer, J.G.: Numerical solution of time-dependent advection-diffusion-reaction equations, vol. 33. Springer Science & Business Media (2013)

  39. Ju, L., Li, X., Qiao, Z.: Generalized SAV-exponential integrator schemes for Allen-Cahn type gradient flows. SIAM J. Numer. Anal. 60(4), 1905–1931 (2022)

    MathSciNet  Google Scholar 

  40. Ju, L., Li, X., Qiao, Z.: Stabilized exponential-SAV schemes preserving energy dissipation law and maximum bound principle for the Allen-Cahn type equations. J. Sci. Comput. 92(2), 66 (2022)

    MathSciNet  Google Scholar 

  41. Ju, L., Li, X., Qiao, Z., Yang, J.: Maximum bound principle preserving integrating factor Runge–Kutta methods for semilinear parabolic equations. J. Comput. Phys. 110405 (2021)

  42. Ju, L., Zhang, J., Zhu, L., Du, Q.: Fast explicit integration factor methods for semilinear parabolic equations. J. Sci. Comput. 62(2), 431–455 (2015)

    MathSciNet  Google Scholar 

  43. Kraaijevanger, J.F.B.M.: Contractivity of Runge-Kutta methods. BIT Numer. Math. 31(3), 482–528 (1991)

    MathSciNet  Google Scholar 

  44. Lawson, J.D.: Generalized Runge-Kutta processes for stable systems with large Lipschitz constants. SIAM J. Numer. Anal. 4(3), 372–380 (1967)

    ADS  MathSciNet  Google Scholar 

  45. Li, B., Yang, J., Zhou, Z.: Arbitrarily high-order exponential cut-off methods for preserving maximum principle of parabolic equations. SIAM J. Sci. Comput. 42(6), A3957–A3978 (2020)

    MathSciNet  Google Scholar 

  46. Li, J., Ju, L., Cai, Y., Feng, X.: Unconditionally maximum bound principle preserving linear schemes for the conservative Allen-Cahn equation with nonlocal constraint. J. Sci. Comput. 87(3), 1–32 (2021)

    MathSciNet  Google Scholar 

  47. Li, J., Li, X., Ju, L., Feng, X.: Stabilized integrating factor Runge-Kutta method and unconditional preservation of maximum bound principle. SIAM J. Sci. Comput. 43(3), A1780–A1802 (2021)

    MathSciNet  Google Scholar 

  48. Li, Y., Lee, H.G., Jeong, D., Kim, J.: An unconditionally stable hybrid numerical method for solving the Allen-Cahn equation. Comput. Math. Appl. 60(6), 1591–1606 (2010)

    MathSciNet  Google Scholar 

  49. Liao, H.L., Tang, T., Zhou, T.: A second-order and nonuniform time-stepping maximum-principle preserving scheme for time-fractional Allen-Cahn equations. J. Comput. Phys. 414, 109473 (2020)

    MathSciNet  Google Scholar 

  50. Liu, Z., Li, X.: Efficient modified stabilized invariant energy quadratization approaches for phase-field crystal equation. Numer. Algo. 1–26 (2019)

  51. Liu, Z., Li, X.: The exponential scalar auxiliary variable (E-SAV) approach for phase field models and its explicit computing. SIAM J. Sci. Comput. 42(3), B630–B655 (2020)

    MathSciNet  Google Scholar 

  52. Qiao, Z., Zhang, Q.: Two-phase image segmentation by the Allen-Cahn equation and a nonlocal edge detection operator. Numer. Math. Theo. Methods Appl. 15, 1147–1172 (2022)

    MathSciNet  Google Scholar 

  53. Ralston, A.: Runge-Kutta methods with minimum error bounds. Math. Comput. 16(80), 431–437 (1962)

    MathSciNet  Google Scholar 

  54. Shen, J., Tang, T., Yang, J.: On the maximum principle preserving schemes for the generalized Allen-Cahn equation. Commun. Math. Sci. 14(6), 1517–1534 (2016)

    MathSciNet  Google Scholar 

  55. Shen, J., Xu, J.: Convergence and error analysis for the scalar auxiliary variable (SAV) schemes to gradient flows. SIAM J. Numer. Anal. 56(5), 2895–2912 (2018)

    MathSciNet  Google Scholar 

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

    ADS  MathSciNet  Google Scholar 

  57. Shen, J., Yang, X.: Numerical approximations of Allen-Cahn and Cahn-Hilliard equations. Discrete Contin. Dyn. Syst 28(4), 1669–1691 (2010)

    MathSciNet  Google Scholar 

  58. Sun, J., Zhang, H., Qian, X., Song, S.: Up to eighth-order maximum-principle-preserving methods for the Allen–Cahn equation. Numer. Algo. 1–22 (2022)

  59. Tang, T., Qiao, Z.: Efficient numerical methods for phase-field equations. Sci. Sin. Math. 50(6), 775 (2020)

    Google Scholar 

  60. Tang, T., Yang, J.: Implicit-explicit scheme for the Allen-Cahn equation preserves the maximum principle. J. Comput. Math. 34(5), 471–481 (2016)

    MathSciNet  Google Scholar 

  61. van der Waals, J.D.: The thermodynamic theory of capillarity under the hypothesis of a continuous variation of density. J. Stat. Phys. 20(2), 200–244 (1979)

    ADS  Google Scholar 

  62. Wang, H., Shu, C.W., Zhang, Q.: Stability and error estimates of local discontinuous Galerkin methods with implicit-explicit time-marching for advection-diffusion problems. SIAM J. Numer. Anal. 53(1), 206–227 (2015)

    MathSciNet  Google Scholar 

  63. Wang, X.: An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation. Stoch. Process. Appl. 130(10), 6271–6299 (2020)

    MathSciNet  Google Scholar 

  64. Wheeler, A.A., Boettinger, W.J., McFadden, G.B.: Phase-field model for isothermal phase transitions in binary alloys. Phys. Rev. A 45(10), 7424 (1992)

    ADS  PubMed  CAS  Google Scholar 

  65. Xiao, X., He, R., Feng, X.: Unconditionally maximum principle preserving finite element schemes for the surface Allen–Cahn type equations. Numer. Methods Partial Differ. Equ. 1–21 (2019)

  66. Xu, J., Li, Y., Wu, S., Bousquet, A.: On the stability and accuracy of partially and fully implicit schemes for phase field modeling. Comput. Methods Appl. Mech. Eng. 345, 826–853 (2019)

    ADS  MathSciNet  Google Scholar 

  67. Yang, J., Yi, N., Zhang, H.: High-order, unconditionally maximum-principle preserving finite element method for the Allen-Cahn equation. Appl. Numer, Math (2023)

    Google Scholar 

  68. Yang, J., Yuan, Z., Zhou, Z.: Arbitrarily high-order maximum bound preserving schemes with cut-off postprocessing for Allen-Cahn equations. J. Sci. Comput. 90(2), 1–36 (2022)

    MathSciNet  CAS  Google Scholar 

  69. Yang, X.: Linear, first and second-order, unconditionally energy stable numerical schemes for the phase field model of homopolymer blends. J. Comput. Phys. 327, 294–316 (2016)

    ADS  MathSciNet  CAS  Google Scholar 

  70. Yang, X., Zhang, G.D.: Convergence analysis for the invariant energy quadratization (IEQ) schemes for solving the Cahn-Hilliard and Allen-Cahn equations with general nonlinear potential. J. Sci. Comput. 82(3), 1–28 (2020)

    MathSciNet  Google Scholar 

  71. Yang, Z., Dong, S.: A roadmap for discretely energy-stable schemes for dissipative systems based on a generalized auxiliary variable with guaranteed positivity. J. Comput. Phys. 404, 109121 (2020)

    MathSciNet  Google Scholar 

  72. Zhai, S., Weng, Z., Feng, X.: Fast explicit operator splitting method and time-step adaptivity for fractional non-local Allen-Cahn model. Appl. Math. Model. 40(2), 1315–1324 (2016)

    MathSciNet  Google Scholar 

  73. Zhai, S., Ye, C., Weng, Z.: A fast and efficient numerical algorithm for fractional Allen-Cahn with precise nonlocal mass conservation. Appl. Math. Lett. 103, 106190 (2020)

    MathSciNet  Google Scholar 

  74. Zhang, H., Qian, X., Xia, J., Song, S.: Efficient inequality-preserving integrators for differential equations satisfying forward Euler conditions. ESAIM Math. Model. Numer. Anal. 57(3), 1619–1655 (2023)

    MathSciNet  Google Scholar 

  75. Zhang, H., Qian, X., Xia, J., Song, S.: Unconditionally maximum-principle-preserving parametric integrating factor two-step Runge-Kutta schemes for parabolic sine-Gordon equations. CSIAM Trans. App. Math. 4(1), 177–224 (2023)

    MathSciNet  Google Scholar 

  76. Zhang, H., Yan, J., Qian, X., Chen, X., Song, S.: Explicit third-order unconditionally structure-preserving schemes for conservative Allen-Cahn equations. J. Sci. Comput. 90(8), 1–29 (2022)

    MathSciNet  Google Scholar 

  77. Zhang, H., Yan, J., Qian, X., Song, S.: Numerical analysis and applications of explicit high order maximum principle preserving integrating factor Runge-Kutta schemes for Allen-Cahn equation. Appl. Numer. Math. 161, 372–390 (2021)

    MathSciNet  Google Scholar 

  78. Zhang, H., Yan, J., Qian, X., Song, S.: Up to fourth-order unconditionally structure-preserving parametric single-step methods for semilinear parabolic equations. Comput. Methods Appl. Mech. Eng. 393, 114817 (2022)

    ADS  MathSciNet  Google Scholar 

  79. Zhang, H., Yan, J., Qian, X., Song, S.: Temporal high-order, unconditionally maximum-principle-preserving integrating factor multi-step methods for Allen-Cahn-type parabolic equations. Appl. Numer. Math. 186, 18–40 (2023)

    MathSciNet  Google Scholar 

  80. 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(3), 1043–1065 (2016)

    MathSciNet  Google Scholar 

Download references

Acknowledgements

The authors would like to thank the editor and the anonymous referees for their constructive comments and suggestions that greatly improved the quality of this research.

Funding

This work was supported by the National Natural Science Foundation of China (12271523, 12071481, 11971481), Defense Science Foundation of China (2021-JCJQ-JJ-0538), National Key R &D Program of China (SQ2020YFA0709803), Science & Technology Innovation Program of Hunan Province (2021RC3082, 2022RC1192), Natural Science Foundation of Hunan (2021JJ20053), and Research fund from College of Science, National University of Defense Technology (2023-lxy-fhjj-002).

Author information

Authors and Affiliations

Authors

Contributions

H. Zhang: conceptualization, formal analysis, writing—review and editing. X. Qian, S. Song: writing—review and editing.

Corresponding author

Correspondence to Hong Zhang.

Ethics declarations

Ethical approval and consent to participate

Not applicable

Conflict of interest

The authors declare no competing interests.

Additional information

Publisher's Note

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

Appendix

Appendix

1.1 Maximum-principle-preserving ETD1/2 schemes

Let \(L_\kappa = L - \kappa I\), the stabilization ETD1 and ETD2 schemes [15, 18] for (10) have the forms

$$\begin{aligned} \text {ETD1:~} \varvec{u}^{n+1} = \varphi _0(\tau L_\kappa ) \varvec{u}^n + \tau \varphi _1(\tau L_\kappa ) f_\kappa (\varvec{u}^n), \end{aligned}$$
(36)
$$\begin{aligned} \text {ETD2:~} \left\{ \begin{aligned} \varvec{u}_{n, 1}&= \varphi _0(\tau L_\kappa ) \varvec{u}^n + \tau \varphi _1(\tau L_\kappa ) f_\kappa (\varvec{u}^n), \\ \varvec{u}^{n+1}&\!=\! \varphi _0(\tau L_\kappa ) \varvec{u}^n \!+\! \tau [\varphi _1(\tau L_\kappa ) \!-\! \varphi _2(\tau L_\kappa )]f_\kappa (\varvec{u}^n) \!+\! \tau \varphi _2(\tau L_\kappa ) f_\kappa (\varvec{u}_{n, 1}), \end{aligned}\right. \end{aligned}$$
(37)

where the functions \(\varphi _k(z)\) are recurrently defined by

$$\begin{aligned} \varphi _k(z) = \frac{\varphi _{k-1}(z) - \frac{1}{(k-1)!}}{z}, \forall k \ge 1, \quad \text {with~} \varphi _0(z) = \textrm{e}^z. \end{aligned}$$
(38)

The proofs of maximum-principle-preservation of ETD1/2 can be found in [18, 78].

Rights and permissions

Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Zhang, H., Qian, X. & Song, S. Third-order accurate, large time-stepping and maximum-principle-preserving schemes for the Allen-Cahn equation. Numer Algor 95, 1213–1250 (2024). https://doi.org/10.1007/s11075-023-01606-w

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11075-023-01606-w

Keywords

Mathematics Subject Classification (2010)

Navigation