= hwy... a.v. e... z. . z.“ a . a . ... (.9 .9. z. .. 1."! 2!.hqufied..: . is . an...» 5...} 2.3.x; a... . 1!." x 591. . its-30:! II. I) . =3 . . u .. u. . S. p. . . 1... .ZLQaéhx. 1 1:1 .52... .7 2:1 3.03.15...) 1:! 1...... .. . 3 v. G £2.38 a .. .. a .3... 2357...: Yurexlrutlp .15. .J . .. ~ I22! .. {it 1 1 5... banana! «1. #9.»..117. .1 11¢ - Lflu...i.. if? .. 3.... ..9...U.1uofl.hn:!x,lt .8 4 ¢ .. .25... .5 tact: . .23.... .. _ 3}; a: n... 3.. a"... .1: . 115-: 3.1.. 1}..." I; 5.5.5:..32. a... #3 .4 tutti! 3. 1:55. 2 3?: gm . . w If «tori u regarvnummmw34 at! :ll3195...‘ 3.! 2....) hi... It. Q»; 5’ :73? ‘l I i I ....::... . . . 731...... .5. c . . . . . 1 aw... .. . . . . ‘3 bunny-n... u; Ssmflwjmufigé... . u... x . :2. 5...: z . €5.25}?! .52... a '33.! I z . .m; .. . . . is K... 5!! 3......frura in... 3... x .415}... (.6! 3. . .. u 1.. z. 1 5:39.11”. it s . : .v at.! x I...) u‘ ,(\ n 5. 2 . .. . Lithvlilsi . :3... . a. 11‘ 19:197....1. » .1»: :1i¥.,.l . In... 2.21 3.. . . .- 91.... xii 1.3.2. 6: . Y . :35. a. ...{....- 52 :11}. .1... 11 .92.... .i... .311... . A ,2: .9). E fig» .. : {. , .1. .. . p}: 1. 2...: .. . E n . r. . .L .z :1... 3.73.1.1... :1 3.4213 . = .. 1 . . . . wwfififi ....%%........,. £3.25? 5.. a? lOOl LIBRARY Michigan State University *1 I“ This is to certify that the dissertation entitled Time Discretization of Transition Layer Dynamics in Viscoelastic Systems presented by Hyeona Lim has been accepted towards fulfillment of the requirements for Ph . D. degree in Mathematics feat $1462.49 Ma r rofessor Date April 241 2001 MS U is an Affirmative Action/Equal Opportunity Institution 0-12771 PLACE IN RETURN BOX to remove this checkout from your record. TO AVOID FINB return on or before date due. MAY BE RECALLED with earlier due date if requested. DATE DUE DATE DUE DATE DUE 3 1 14209. i... 6’01 c:/CIFiC/DateDue.p65-p.1s Time Discretization of Transition Layer Dynamics in Viscoelastic Systems By Hyeona Lim A DISSERTATION Submitted to Michigan State University in partial fulfillment of the requirements for the degree of DOCTOR OF PHILOSOPHY Department of Mathematics 2001 ABSTRACT Time Discretization of 'Iransition Layer Dynamics in Viscoelastic Systems By Hyeona Lim We investigate how evolution occurs as the strain Du of a viscoelastic system an = Div(a(Du) + Dut) — it goes towards a state of equilibrium. The physical description of the system is an elastic material with a nonconvex double-well energy density and a viscous stress placed on a rigid elastic foundation subject to a zero displacement boundary condition. The time limit of Du eventually exhibits a finite number of discontinuous interfaces if the strain starts from the continuous initial data whose transition layers are steep enough and the initial energy is sufficiently small. The system conserves the number of phases and the transition layers stay within the initial interfaces. We first consider the one-dimensional case of the problem by using the implicit time discretization method and the Andrews-Pego transformed equations. Numerical computations are conducted and the results are extended to the two-dimensional system. To my parents. iii ACKNOWLEDGMENTS I would like to deeply express my heartfelt thanks to my thesis advisor, Professor Zhengfang Zhou for his warm and patient help, guidance and encouragement. Thanks to him, the years at Michigan State University became more valuable and memorable. I would also like to appreciate my committee members, Professor Gang Bao, Professor Dennis Dunninger, Professor Thomas Pence and Professor Baisheng Yan for their kind advice. Special gratitude goes to Professor Seongjai Kim, of the University of Kentucky for his valuable suggestions on the numerical parts of my dissertation. I would like to dedicate this work to my family in Korea, especially my parents, Youngsik Lim and J aebun Kim to express my gratefulnsss for their constant love, prayer and support. Finally, I would like to thank God for blessing me to accomplish all these things. iv TABLE OF CONTENTS Introduction 1 1 Time Discretization of Transition Layer Dynamics in one- dimensional Viscoelastic Systems 8 1.1 The initial-boundary value problem and hypotheses .......... 8 1.2 The time discrete scheme for the solution ................ 10 1.3 Main results ................................ 12 1.4 Energy decay and a-priori estimates ................... 13 1.5 Equilibrium state of the time limit of the solution ........... 21 1.6 Dynamical behavior of the transition layers ............... 34 2 Convergence Analysis of Numerical Solutions in One-dimensional Systems 42 2.1 Derivation of the matrix equation using the Finite Difference Methods 43 2.2 Existence of the Finite Difference solution ............... 46 2.3 Average approximation of 0(ug‘rj )3 ................... 54 2.4 The Alternating Direction Implicit (ADI) Method ........... 58 2.5 Derivation of the matrix equation using the Finite Element Methods . 60 2.6 Examples ................................. 69 3 Convergence Analysis of Numerical Solutions in Two-dimensional Systems 72 3.1 Derivation of the matrix equation using the Finite Difierence Methods 73 3.2 Existence of the Finite Difference solution ............... 78 3.3 Average approximation of Div(a(Du""j)) ................ 82 3.4 The ADI method in two-dimensions ................... 83 3.5 Derivation of the matrix equation using the Finite Element Methods . 85 BIBLIOGRAPHY 90 Introduction There are various results on the phase transitions of microstructured elastic crystals [1, 3, 6, 12, 13, 16, 23, 25, 26, 28, 29]. Nonconvex double-well free energy induces hysteretic behavior of the fine microstructures of the material. The usual approach involves the minimization of the elastic energy. Due to the lack of convexity in the free energy functional, every minimizing sequence fails to attain the minimizer. In this situation, a minimizing sequence will undergo finer and finer oscillations [6, 7, 26]. However, the energy dissipation prevents such behavior and the sequence converges to the minimizer of the energy [4, 15, 25]. This dissertation focuses on the Viscoelastic system at, = Div(0(Du) + Dut) — u, (0.1a) where u is a mapping from Q x (0, 00) C IR" x IR to IR” for some open bounded domain 52 satisfying the following boundary and initial conditions u = O on 69 x [0, oo), (0.1b) u = uo, m = 120 in Q x {O} - (0.1c) and 0(X) = «6%,? for some stored energy function W : M N x" -> R. The system describes a time dependent elastic material with a nonconvex energy W and a viscous stress Au, with zero displacement boundary conditions. The material 1 interacts with an elastic foundation u. In other words, the material is placed on a system of linearly elastic springs [28]. Many global existence results for the solutions of similar systems are available [2, 4, 5, 8, 9, 10, 11, 13, 14, 15, 16, 17, 18, 20, 21, 22, 24, 25, 27]. The existence of the weak solution for the Viscoelastic type materials was developed for the cases without assuming the ellipticity of the free energy W [25], the convexity of W or the Lipschitz continuity of a [15]. In all three cases, the viscous dissipation term plays a significant role in the strong convergence of the minimizing sequences. In the higher dimensional case, G. Friesecke and G. Dolzmann [15] approached the result by an approximation, called the time discretization method, on each sufficiently small time interval. The dynamics of the transition layers on the Viscoelastic system (0.1) is the main topic in this dissertation. Transition layers are defined by the part of the graph of the strain Du where the norm of Du is sufficiently small and the graph changes the sign, that is, the small neighborhoods of the solution u where it has local extrema. For the dynamics of layers in our system, the continuous initial strain must have transition layers which are steep enough, that is the norm of Div(Duo) should be sufficiently large. The time limit of the strain Du usually experiences a discontinuity at a finite number of points. More precisely, the finitely many layers of the strain Du get steeper as time increases and eventually become discontinuous at the time limit. Away from these finitely many points, the solution remains continuous. The number of transition layers and the number of zeros of Du remain the same. The layers of the solution are always within the intervals of initial layers, which is a comparable result to the stick-slip motion of layers in a system with nonzero time-dependent displacement boundary conditions [29]. In [29], it was proven that the layers do not stay in the initial intervals and will move both forward and backward. G. Friesecke and J. B. McLeod [16] proved this jump discontinuity of the transition layers at the time limit using the weak solution of the system. In this dissertation, we use the time discretized solutions discussed in [15] and the Andrews-Pego transformed equations which were introduced in [2, 23] to show the phenomenon described above. This approach has some advantages over the method in [16]. It was proven that the time discretized solutions aid in the proof of existence of the limit of the minimizing sequences to the energy functional [15] and several estimates which are essential for the proof of the results are more easily verified. The interaction of the material with an elastic foundation u induces a finely lay- ered microstructure [5]. It has also been shown using the bifurcation analysis that the elastic foundation induces oscillations in the one-dimensional case of the static problem [28]. Nevertheless, under the assumption of low initial energy, the results still hold without the elastic foundation u and only minor change is needed in the proof. In fact, it can be easily proven that without the u term, the absolute value of the solution approaches 1 as time goes infinity except for the finitely many isolated points where the discontinuity occurs, while with the u term, there is a neighborhood that the time limit of the strain is not 1. The finite difference methods (FDM) and the finite element methods (FEM) are used for the numerical observation of the dynamics of transition layers in one and two dimensional cases. The methods will be described in Chapters 2 and 3 along with the discussion of efficiency. In Chapter 1, we use the method of time discretization [15] to prove that the solution approaches the equilibrium state as time goes to infinity and to describe the transition layer dynamics in the one—dimensional case of the system u“ -— (0(u3) + um); + u = 0, (0.2) Where u maps from Q x (0,00) C IR x IR to IR and Q = (0, 1) with the same boundary and initial conditions as (0.1b) and (0.1a). Let m > 0 be fixed and sufficiently small. Let j E N. For each time interval (( j —1)m, jm], we consider the minimizer M” of the functional defined inductively by . 1 1 . . 1 . 1 (0.3) 1 := uo — mun. The minimizer M” is known assuming u""0 := uo, 12m") := uo, um" as the time discretized solution of system (0.2) since it can be proven to be the weak solution of the time approximated equation of the system 1 m, '—1 m, '—2 1 m, '—1 fiW—Zu J +u J )_(U(u$))$—R(u$—u31 )$+u=0 in each time interval ((j - 1)m, jm], j E N. In [15], it was shown that if m —-> 0, a subset of M” converges to a weak solution of (0.1). Note that um'j is only a function of a: and is in the Sobolev space Wol’p ((2, IR), where p is the coercivity exponent of W which is greater than or equal to 2. If W is a convex function or a is Lipschitz continuous, a standard argument from partial differential equations easily proves the existence of a minimizer of ftmctional (0.3). However, without such hypotheses, the third term of the right hand side of (0.3), which is physically interpreted as a viscous stress, allows the proof of the existence of the functional minimizer. Therefore, in this problem, we do not have to assume the hypotheses given above. Like in previous works [16, 25], the decay of the may functional E(um’j,um’j) 2 f0 [%(u""j(:z:))2 + W(u;"’(x)) + %(um'j(a:))2 d2: is the crucial point of the proof. An important assumption here is that the initial energy E(uo, v0) should be sufficiently small. We prove that the transition layers approach a jump discontinuity as time goes to infinity (j —> 00) by showing that a finite number of intervals where the time discretized strain 112” is steep enough are decreasing to a finite number of isolated points as 3' goes to infinity. Unfortu- nately, the intervals in Q where the norm of 113” is sufficiently small, denote the intervals as I (uZ‘J ), do not decrease monotonically as j —-> oo in general, that is, I (ugw‘tl) ¢ I (uZ‘J ) Instead, we introduce the time discretized version of Andrews- Pego transformed equations m j l a: m j m j—l 1 1 z m j m j—l p ’ (x) := - Iu ’ (y) - u ’ (y)]dy — - [u ’ (y) - u ’ (y)]dydz, m 0 m o o (1” (:13) == U?” (a?) - pm” (96) and consider the finite number of intervals in Q where the norm of qm'j is sufficiently small, denote them as I (qm'j ) We show that the I (qm’j) decrease monotonically and exponentially in a nested fashion (I (qm’j+1) C I (qm'j )) to the isolated points as j —> co and the intervals I (ug‘J ) are contained in the I (qm’j ) for each j E N. The solution approaches the jump discontinuities as j —> 00 because of the decrease of the I (qm'j) and the fact that the I (ug‘J) are contained in the I (qm’j). We also prove the existence and the equilibrium state of the time limit of the discretized solution in order to show the continuity of the time limit of the strain except for the finitely many points which prove to be the zeros of the time limit of ug‘J . In Chapter 2, we show the convergence analysis for the numerical results of the one-dimensional system after obtaining the matrix equation using the FDM. Next we derive the matrix equation from the FEM and compare the convergence rates and the accuracy to the FDM. We introduce several finite elements such as linear, quadratic and Hermite cubic elements and also discuss the convergence rates and efficiency of these elements. Two difficulties arise in deriving a numerical algorithm for the Viscoelastic system. First, in the FDM, the central difference approximation of the nonlinear term 0(uz)z produces a significant tnmcation error as time increases 5 due to the lack of smoothness of u near the position of transition layers. The matrix derived from the central difference approximation becomes nonsymmetric because of the term 0(uz)x. However, in the FEM case, numerical integration gives the averaging effect of the solution and the error is reduced. After modifying the FDM algorithm by averaging the nonlinear term, the matrix becomes symmetric and the accuracy is improved. Second, the direct iteration method for the nonlinear term for both meth— ods is computationally expensive. The alternating direction implicit (ADI) Method [19], one of the locally one-dimensional (LOD) methods, for the system is introduced. The computation cost is reduced since the ADI method is a non-iterative method. The a—priori estimate on the strain ugw‘ given in Chapter 1 confirms the bound- edness of the strain. The advantage of the method of discretizing the time interval not only eases the analytical proof but it is also effective in the numerical simula- tion. The numerical results show a strong agreement with the theoretical predictions. Here, we discuss the importance of small initial energy in the formation of the jump discontinuity at the time limit. Examples of large initial energy do not exhibit this type of behavior. Usually, ugh]. does not obey the results of the layer dynamics given in Chapter 1 under the initial energy whose norm exceeds some critical point. How- ever, ugw' decreases quickly and then follows the theory of the layer dynamics even though it does not preserve the number of transition layers of the initial data. Fur- thermore, we discuss more examples such as using the Neumann boundary conditions instead of the Dirichlet boundary conditions or without assuming the steepness of the initial transition layers. Surprisingly, the results obtained from the numerical simulations show that the main results of the transition layer dynamics hold while not theoretically proven. In Chapter 3, We extend the numerical results of the discontinuity of layers at the time limit to the two-dimensional case which is a more physically appropriate way to model experiments. The matrix equations of the system using the FDM and FEM are derived and the convergence analysis of the numerical solution is discussed for the matrix equation from the FDM. We also examine the convergence rates by comparing the results from the numerical computations using both methods. As in the case of the one-dimensional system, the accuracy is better in the FEM than before averaging the nonlinear term in the FDM. After the averaging, the FDM error is reduced and nearly the same as the FEM. The computation cost is also discussed by comparing the performance of the codes using the direct iteration method and the ADI method. CHAPTER 1 Time Discretization of Transition Layer Dynamics in one-dimensional Viscoelastic Systems Transition layers, the portion of the strain us where the norm is sufficiently small and the graph changes the sign, become steeper and eventually discontinuous as time goes to infinity. The number of transition layers of the strain is preserved. Moreover, transition layers stay in the intervals where the initial layers occur. Important asp sumptions are that the initial energy is low, and the transition layers are sufficiently steep. Time discretized solutions of the Viscoelastic system are introduced in section 1.2 and are used for the proof of the dynamical behavior of the transition layers. 1.1 The initial-boundary value problem and hy- potheses In this section, we introduce the initial-boundary value problem in the one dimensional case and list the hypotheses which will be assumed throughout this Chapter. Consider the initial-boundary value problem an - (0(uz) + Um): + u = 0, u|x=0 = ulz=1 = 0 (t E [0: 00)): (11) Ult=o = no, ut|t=o = ’00 (27 E [0, 1]), where u is a function from (0,1) x (0,00) C IR x IR to IR, 0 = WI and W is a stored energy function from IR to IR satisfying the following conditions (H1) w e 02(IR), (H2) There exist c > 0, C > 0, and p _>_ 2 such that chIP — C s W(z) s C(lzl" +1), Ia(z)l s C(Izl""1 + 1), (H3) W(zi) = 0 for some 2 = zi and W(z) > 0 elsewhere. 0(2) = z - 5(2) for some 5 6 (FOR). There exist 21,2, where z- < zl < 0 < 22 < 2+ such that W”[(zl,22) < 0 and W”|R\[zl,22] > 0. Assumption (H 3) indicates that W is a double-well nonconvex function. It is usually a fourth order polynomial and the most common example is W(z) = fizz —1)2, where _ ._ _. 1 = _1_ 2i — :lzl, 21 — W and 22 «5' Moreover, assume (A1) no 6 02, 220 e We”, ”menu...” + [Ivollwm s M, (A2) E(uo,uo) < 6, where 1 E(u, v) :=/ 1u2 + W(ux) + ~1—u2 dm, 0 2 2 (A3) 2,.(0) == {x e [0.11 : I.l s p} c (0.1), (A4) |(UO)u(w)| 2 K in 5/40) for some M, e, p, K > 0. Here, 6, p are sufficiently small numbers and K is a suficiently large number. Let the connected components of £,,(0) be denoted by [(ao),, (120),], z' = 1, - . -, N (0 < (ao)1 < (b0)1 < - - - < (ao)N < (bo)1v < 1). Note that by the assumption (A4), there exists only one zero of (120),, in each interval [(ao),, (b0),-]. Let the zeros of (no); he (30),, (2:0), 6 [(ao),, (b0),], 2' = 1, - n ,N. Before proceeding to the main results, we introduce the time discretized version of the solution of (1.1) in the next section. 1.2 The time discrete scheme for the solution Let m > 0 be fixed. m < 1. The m will be the time step size of our problem. Let u""0 := uo, 21”” := v0, u"""1 := no — mm. For j E N, define the following functional inductively ' 1 1 ' 1 ’ 22 1 ' 1 2 1 2 J'"”[u] :=/0 [WIu—2um’3" +um’7' | +W(u,,.)+ film” —u;""" I + 2'14 dz: on the Sobolev space WJ’p(Q,IR), where Q = (0,1) and p is the coercivity exponent of W in (H 2). It was shown that f” attains a minimum M” if W satisfies the hypotheses (H 1), (H 2) and (H 3) since the first and forth integrands are convex and the nonconvex term W(ux) combined with the energy dissipation term 5%; qu. —u;"’j ’1 |2 provides the sequentially weakly lower semi-continuity [15]. It can be easily verified that for each j E N, M” (m), which is only the function of 3:, satisfies the following equation 1 m, '—1 m, '—2 1 m, "—1 Ei(u_2u J +u J )“(U(um))z—R(ux"‘u J )z+u=0, (1.2) I 10 which is the time approximated equation of (1.1). The um'j , j E N are thus called the time discretized solutions of problem (1.1). We next define the linear interpolation fimction uj (z, t) of um’j(a:) as follows mat) == (T’mi) um,,--.(,) + (t ‘ "if " 1’) awe). t e «j —1)m, m] for all j E N. Since uj (m, t) is the piecewise linear function of the time t, it enables us to differentiate the time discretized solutions with respect to t on each subinterval. It is now important to define the functions which are called the time discretized version of Andrews-Pego transformed equations. The equations will play a crucial role for the proof of main results. Define 190(50):: Axum/)6]!!— fol foz vo(y)dydz, (10(3) 3: (210),,(53) — 190(33), >n=mleumj(y)— umj-1(y>]dy———//[um(y)— m 1< )ldydz, q"”($) = u.',."’()-1D""(-'IB) for all j E N. Note that pZ‘J(x) = "m'j($)—;m'j_l($) . Denote it by vm'j(:r). For all j E N and (j — 1)m < t S jm, define the interpolation functions of p7(:r,t), qJ (as, t) and vj(:r,t) of pm'j(:r), qm'j (2:) and um’j(a:) in the same way was, t) == (inf—t) pm,.-—1(,.) + (t ’ m” ‘ 1)) pram), m m flat) == (WT—5) «I'M-lo) + (t ‘ ":53 ‘1))q"w' 0, C0 z 1, [ain(j)vb:n(j)l C “(1.0),, (bolilv in particular $310.) 6 [(a0)i1(b0)il1 N lu” (e t)l > K—“em Veece(')=U[a'-"('>b'-"<')1 2:1: 1 _ 2 2 .7 3 J 7 1 .7 1 i=1 . . 2p ~ b'." _ T" < “or" |.(J) a.(J)|_ K008 , where 00 := min Io'l > 0. {-pvp] (P4) (Convergence of phases). lim mflj) =: (3),)? exists for alli = 1,2,- J—’°° -,N and (an)? E [(ag),, (b0),] (in particular, 0 < (:14)? < . - - < (:z:,,)",{,l < 1). 12 (P5) (Jump discontinuity of the limit state). Iim uf’j 2: (um; (which exists as an J—voo Lp limit) is continuous on (0,1)\{(x,,)’1",- - o, (ram) but discontinuous at every (ea)? w = 1,2,. - -,N. 1.4 Energy decay and a-priori estimates We first prove the decay of the energy functional E(t) = E(uj,vj) =/(; [$(u’(x,t))2 + W(u_?,,(x,t)) + %(vj(x,t))2] dx for t E (( j - 1)m, jm], j E N. It is difficult to show the proof of decay of E(t) since the time derivatives of u’, u; and vi are constant with respect to time. The functional becomes the combination of the time discretized solutions and their interpolation fimctions. Thus, one must be careful in the calculation of the following lemma. Lemma 1.1 E(t) is non-increasing, bounded by the initial data on ((j — 1)m, jm] for ollj E N. PROOF. Recall that um'j satisfies (1.2). That is, the following equation vi - o(u;"’j),, — vg’j + M” = 0 (1.3) 13 is satisfied for all j E N. Then the following estimate holds for (j — 1)m < t g jm 1 . . . , . 52E“) = / (vi - e: + ow.) e1. + u] made 0 1 = / [vm’j - v,’ + o(u;"’j) - ui, + um’j “a: + (vj — vm'j)v{ o (1.4) + (mi) — cum) - at. + (u, — um”) - aide 1 ‘ . c a . . = / [ewe — our). + W) + (e — vm”)v{ 0 (1.5) + (out) — «are» «3;. + (u, — W) - unde- l _ - . . = / [vm’j - vgj + —-—(t im) - |vm’J — vm’J—IP 0 m +(e(u;) — are )) u... + 5—1.1) In -u"‘""1|2] de- =—/1|vmj|2dx+(_—T—n22m—)/ Ivmj— vmj 1|2dx (1.6) + / (cos—em. '))-u;.de+ 0, the integrand of the third term of (1.6) is estimated in the following way 14 < (ui)—a( urn)- u... = e'(e;"J) 0, z E IR. This and the estimate (b) imply '63le + /.‘ . (1‘) (01(|W(u;"'J)l+ 01) + am < e+C1+oon 0. Here, the energy estimate fol |W(u';"j)|da: g E(t) g E(O) < e was used. Therefore, lle’in’JllLoo S 02 (1.11) for allj E N. Since ||p7||Loo < 17, from (1.10) and (1.11), q: < 0 when qj 2 K1 and q{ > 0 when qj 3 —K1 for sufficiently large K1 > 0. Let K0 > max{77 + K1,K2}, where K 2 will be chosen later. Hence, qj is bounded by K0 which completes the proof of (c). Note IIUillLoo S. Ilflllm + lqullLoo S 17 + K1 < K0. (1-12) Now, (d) clearly follows from (a) and (0) since . 1 . l o 1 - lu’l sf Iuil s/ Ip’l+/ Iq’l stun 0 since ||u§||Loo is uniformly bounded for all j 6 N by (1.12). Since qf satisfies (1.10), (1.13) combined with (1.11) implies that q: is uniformly bounded by 02 + Cg for all j 6 N in L°° norm. Also, (1.12) implies that |0'(uf,)| 5 C4 (1.14) for allj E N and for some 04 > 0. 18 From the conditions (H2), (H3) on W, a and by (1.12) and (1.13), |0(z)| 05 := sup —— zel—Ko.Kol\{z—,z+} x/W(Z) is well defined and S ||0(ui)||z,2 fol o(o;(o, mm; 1 i s 05(/ |W(ui)|) «Meson, 0 which proves (6). It will be shown next that H p31,,“ L2 is uniformly bounded for all j 6 N in order to prove (f). Since where 3 J,”- pz-1(m)+ (“mg " ”)de), ) J ‘ J) (ii-1e) + (t ‘ ”‘7‘: " 1J) do), m rJ(:2:,t) := ( sJ(:1:,t) := ( 3 and ”q: H Leo is uniformly bounded for all j E N, one would only need to show that “13%|le is uniformly bounded for all j E N. p{ satisfies the following equations 17: = “it —q{ = pZZJ+1ra [0(pm’J +q""J) - f / (pm'J +qm’J)] - (1-15) 0 0 19 The last equality follows from (1.9) and the identity 11;, = 1225].. Let f (pm’J ) := #13 = 1n, [0(pm’J + (1”) - f: [:me + qm'J)] - Note that for all j E N, ||f(Pm’J)||L°° < M. (1-16) where M1 = C2 + C3 since qf is uniformly bounded. From (1.15), pm — pm’J“ = mApm’J + mf (pm’J ), which implies (1 - mA)p’"'J = pm"l + mf(10""J)- Therefore, "‘0' = pm’j—l + m f( m’J) 1’ (l—mA) (l-mA) 1’ 1 pm3j-2 m m,j— 1 m m,j = (l—mA) ((1—mA) + (1—mA)f(p 1)) + (1—mA)f(p ) = pm’J’J + m ( few-1) f(p""J) J (1 — mA)2 (1 — mA)2 (1 — mA) _ po f(p'"'1) f (pm'J ) ‘ (1—mA)J' +m [(1—mA)2' +"'+ (1—mA)]' Thus, - _ pm” -p'"’j‘1 _ Apo H Af(10""") f (pm'J ) JJJ ‘ m ‘ (1-mA)J' +m;(1—mA)j+1“’° + (1—mA)' 2O W Note that the second term on the right hand side is the same as j—l 1 A m.k m: (1 — mA)J'-k ' (1 — mA) -f(p ) k=l By incorporating the inequality “(l—_an—mll [,2 S l and (1.16), the following inequalities OCCUI ' j-l 1 A mk mj ”pint: s “Apollm + m2 (1 _ mm, - (1_ mm -f(p ' > + um) ' )un k=1 L2 1‘1 1 . S “APOHL2 + li ' Z (1 _ mA)j_k + ”f(pm’J)HL2 k=l L2 j-1 1 s ”Ant. + m - Z (1 _ "no.-. + M k=l M1 1 < A —— - . —1 M _ H POHL2 + A1 [(1—mA1)J—1 ]+ 1 l S ”APOHL’ + (“A—1 + 1) ' M1 S M2 for some M2 > 0. Here, A1 < 0 is the largest eigenvalue of A. Let K2 = M1 + M2. Then “palm 5 ”pinup 3 K2 5 K0. Therefore, ||p§||L2 is uniformly bounded for all j E N and this proves the estimate (f). Proof of Lemma 1.2 is now completed. The equilibrium state of the time limit of the discretized solution is proven in the next section. This result is sufficient to prove the last part of the main results. 1.5 Equilibrium state of the time limit of the so- lution We now introduce the following fimction cp, which is called the phase function. This function will play an important role for proving the equilibrium state of the solution 21 at the time limit. Fix 7‘ > 0 such that for A E [—r, r], the equation 0(z) = A has three different solutions zl(/\) < 220‘) < z3(/\). Define i, zE U z,()\), i=1,2,3, (p(z) ;= AEl—r, r] 00, elsewhere. The next proposition states that the discretized solution um'j converges in W01"D to an equilibrium state as time goes to infinity. Proposition 1.1 Suppose (H1 )-(H3), (A1 )-(A4 ) hold. Then the solution (umij,vm’j) of (1.3) converges strongly in W34” x L2 (1 S p < co) to some equilibrium state (uT,0) E W01’°° x L2 as j -—+ 00. PROOF. The proof consists of several Lemmas. The following lemma states that under some appropriate conditions on the elastic stress 0(u;"'j (5:3)) — f0”c M” and the phase function (,0, the strain uZ‘J converges to an equilibrium state. We must be careful when choosing the pointwise representatives of u'xn’j since in the measure zero sets of (0, 1), we never know the behavior of the strain uZ‘J . It is important to choose the good representatives so that the limit state is continuous except for the finitely many points which are the zeros of the limit state. Lemma 1.3 Assume there exists a full measure subset S2 E (0,1)(Measure of (2 is 1. ) and pointwise representatives u?” of uZ‘J such that (Bl) 0(u7m'j(:1:)) —/ M” =: Ag"(:t) —» Am asj —> 00 for some X" E (—r,r) and all 0 :c 6 Q, (B2) lim cp(u‘1m'J(a:)) exists and is finite for all z E Q. .i-+oo Then _lim 117"“ (x) =2 iDm(ac) assists for all a: E (2. Moreover, the equivalence class 213'" J—’00 22 «\u l’l' ‘0 0f 13'" satisfies .7: llwmlle S K2, and 243(3) :=/ 111'" is in W01’°° o and satisfies o((u1")x(a=))‘ [qu 2x“ warm» = lim oo. PROOF. Recall that SUPHU';“LOO < K2 by (1.12). We first show that fl;c M” is jEN convergent in C ([0, 1]). Define 1, acE (”2 and <,0(u7m’j(a:)) =i€ {1,2,3}, 0, otherwise, 1, 2: E Q and <,0(1Dm'j(a:)) = 00, 0, otherwise. Since IDm’j($) = 2,-(fox umJ + Ag"(:z:)) and x3343) = 0 if 90(2Dm’j(a:)) = i, i = 1,2,3 for :1: E Q, the following equation holds in Q 23 w} 3 mea‘ iDmkx = ("Jr-1 at m'j J-"a: — m’kx-z1 tum’k "‘1: (>- () 2h. ()z.(/ou +A,()) x. () (/0 +1.())] +X3’J (It) ' wm’J (33) - Xg’kcr) ° wm’k($)- (1.17) Note that since 1— — Jlg—(A'J‘) - 7,-(0 o(z,-(/\"‘))) = o’(z,~()\m)) 12,503"), Iz-(a)—z-(b)l< sup lz’(=v)|-|a—bl< sup ———1-—-|a-bl<-1-|a-b| t 1 — zE —r,r 1 _ :cE[—r,r] IU’(Zi($))| _ M , (1.18) where M := 6 man ])|o'(z)|. Let 5",,(23) = fox |um1j — um'kl. Then the following holds 0 d m _ m,j m,k _. 11—15110”) — (u (<1)—< (1)1 = f (1111-..: k) -- If i2:x:"1’°( <'>{w"”<< }+2j{x :"(1')}< 0 as min{j, k} ——> 00. For each i E {1,2, 3}, / xz"1"<1')(om11a')— 0 as min{j, k} —> 00 by the assumption (B 1), 637;, -—> O as min{ j, k} —-> 00. By Gronwall’s Inequality, $11493 173)S €711M-(exp(%x) —1)—>O as min{j,k}—>oo, Therefore, S 61(3) _’ 0 :1: ' :1: / umg _ / um,k 0 O as min{ j, k} —-> 00. By combining this with the assumption (Bl), we get onum’j + W”) - ([u’"* + A?(<))| a 0 an. as min{j, k} —-> 00. By the assumption (82), for fixed a: E (O, 1) and for some i(a:) = 1,2, 3, x?” (2:) = in’k(x) = 1 for sufi‘iciently large j, k and this implies z.(/ ) and xa1j(<)=xe1'°(<>=o. 0 0 Therefore, the right hand side of (1.17) converges to zero and thus wm1j(z)—1Dm1k(a:) —> 0 for all a: E (1 as min{j, k} —-> 00. Hence, 1! lim M” =: Um exists for all a: E [0,1], 1400 0 lim u‘im'J =: 217'" exists for all a: E (2. j-*°° 26 (—“ u (1.) (I? This implies that uZ‘J converges to the equivalence class 122'" of 112m in L1 as j ——» 00. Let uf‘(a:) := fox 122'". Then since 1 l v.1" in Wl’p textas j —+ 00, 1 S p < 00. Since um'j, 11311 are uniformly bounded, ul" E W01’°°. Thus um'j —> (um); boundedly a.e., Z * Since 0(u;"1j) — f0:B M“ —> o((uf,")x) — fox uf‘ boundedly a.e., by the assumption (Bl), X" = o((u1")z) — fox u? a.e. (1.20) Since a((u§")z) lies in one of the three intervals U 2,1(Am) i E {1,2,3} a.e., we AE[—r, r] can choose the nice pointwise representatives 117"” of 1113111 such that (1.20) holds for the set (0, 1) except for the finitely many points which are the limits (2),)? of finitely many zeros 2:1”(3'), i = 1,2,1 1 -,N of M” in (P4). Hence, we can conclude that (wind, vmfi') converges to an equilibrium state (uT, 0) strongly in WOI’P x L2. This proves Lemma 1.3. In the next lemmas, we will show that under the low initial energy, the assumptions 27 (BI) and (82) are satisfied. The following Lemma shows that the convergence of mean elastic stress f01(a(u;"'j) -— f0m um’j)d:c implies the convergence of elastic stress 0(ugnd) _ f: “mi Lemma 1.4 Let if”, j E N be a solution of (1.2). Assume that l :1: lim (0(u;"’j) — / um’j) d3: =: X" emists. o o J'“*°° Then I 0(u;"”) —/ um” —-> X" a.e. as j —+ 00. o PROOF. Recall that q:’ = -7ra(0(u;"’j)) + wa) from (1.9). Thus, the sufficient condition to our conclusion is when qf goes to zero a.e., as j -+ 00. Define the following modification of the energy fimctional E(t) ~ 1 . 1 . . . E(t) := / [W(u§,(a:,t)) + §(u’(ar:,t))2 +p’(x,t)w’(a:,t)] dx, 0 where wj(:z:,t) = (mini) q{_1(a:) + (F—figil) q{(x). Note that E(t) is uniformly bounded and moreover sufficiently small since the first two terms are the part of energy functional E(t) and the third term is small since p7(:v,t) is small enough by the estimate (a) of Lemma 1.2 and wj (:13, t) are the interpolation functions of uniformly 28 bounded fimctions q'z Vj E N. By equation (1.3), |/\ l/\ filo m: Mimi. was +z:'(“m m3) (qg_qz-1)+p2wg]dx 1 anvz‘jniz— / (<1:de +/1 [—u;tvmj — u’ vi + uxtuit + utpit (1.22) +173 - (t — mj) ~wi' +p’w21da: 1 . 1 . - . lelv;"”||i2 — / (anew / wmt—mj) -p{+p’ld=v m _ 2 1 . 2 1 , . pm,j _pm,j-1 anv. any — / (qz) dx + f w: [a - my). ( ) o o m ‘ mj — t m,,-_1 t — m0 - 1) m- + ( m )p + ( m p (19: 1 1 1 mLIlvf’jlliz —/ (q{)2da: + 2 / wf -pidz -/ wf ~pm'jdx. o o o The first term of (1.21) follows from (1.7). (1.22) vanishes because of the identities 29 113,, 2 v3”, ,, = v: and the boundary conditions of system (1.1). Since 1 / w? -p’"’jdrr O S ||19"""||I.2 ' llwi ||L2 S ”1922me - llwillm . ._1 “7,ngle . L??— L2 m IlvaHLz. 7r (“(u?’j) — “Hind-1)) __ ([5 Um” - um’j‘l) a: a m 0 m . mij __ m’j_1 mij ._ m’j—l “1):?th2 . ( 7!", (01(6) . U1; U1: ) U uz 3 m S M3 ° llviwllip, L2 .> |/\ + L2 m S Hp” llz.2 - Ila)? ”1.2 S ”103.sz - Ilwf “1.2 = ll'villz.2 - llwi'llz.2 1 fwf-pida: 0 l/\ M4-(llv;"’j‘1||L2 + Ilvin'jllu) - llvén’jllm S M4 ' (“flu—1”” ° “Ugmllm + -||v;"’j||i2) and llvln’j‘llli2 ' IIULWIIL2 S M5-(||v;,"'j"1||i2 + ll?’3"jlli2) for some M3, M4 and M5 > 0, the following estimate on git-EU) holds 52%) s lelvr'jlliz - [him + M6°(||U;n’j_1”i.2+ IIvZ‘Jlliz) (1.23) for some M6 > 0, By taking an integral from ( j — 1)m to jm on both sides of inequality 30 (1.23), we obtain the following estimate J'm d~ —Et [MM 0 l —m f (a)? + (mL + Me)mllv;"”lli2 + mMsuer-lniz. 0 E(jm) — E((j — 1)m) |/\ By taking the summationj = 1, - -- ,S, we get ~ ~ S 1 . S . E(Sm) - 157(0) S -mZ/O (<11)2 + (mL + M7) Zmllv’xn’JIIiz + mMelKUoMliz j=1 i=1 for some M7 > 0. By inequality (1.8), S 1 . ~ ~ m2 [0 (qu g E(O) — E(Sm) +2(mL+ M7)e+ Msmll(vo)x||%2 |E(0)| + |E(sm)| + 2(mL + 147).: + e, |/\ S 6 0° 1 for some 61,6 << 1. Therefore, m: / (q{)2 _<_ 6 and this implies qf ——> 0 a.e. as i=1 0 j —> co and this completes the proof of Lemma 1.4. The next Lemma shows the convergence of the phase function under the assump— tions of the convergence of mean elastic stress. Lemma 1.5 Let um’j be the solution of (1.2). Assume /0-1(0'(u;”’j)— fun...) do: exists. Then the assumption (82) in Lemma 1.3 holds. lim =: X" j-+°° PROOF. By the estimates (b) and (e), mean elastic stress fol (o(u;"'j) — fox um’j) do: is sufficiently small. Then by Lemma 1.4, lim sup :1: 0(U;n’j) _ / umo' 190° 0 Small a.e. Note that these inequalities also hold for the interpolation functions uj (:13, t) is sufficiently 31 and their derivatives with respect to z for all j E N. Combining this and the estimate 2 (b) of Lemma 1. 2, lim sup |o(uJ) l 3 ~37; a.e. This implies that for almost every so, J"’°° there exists J (z) E N such that {u;(x,t)=12J(z)}§a( (l—r r1) =U Uz i=1 AE[—r, 1‘] Since {uZ,(z,t) : j 2 J(z)} is connected, for allj 2 J(z), uf,(z,t) E U z,(/\) AE[—-r,r] for some i(z) = 1,2, or 3 and this implies that _lim 00 such that C(jk) —> X" and another subsequence j, —> 00 such that c(j,) —> 3"" for some Am, 5"" E #331,231 and N" < 51'". Then by Lemma 1.4, 0(u;"'j'=) — fox uka —> X" a.e. as jk —> co and o‘(u;"'j') — f0z um’j' —+ 5"" a.e. as j, —> 00. Also by Lemma 1.5, lim 00 and eventually become discontinuous. But unfortunately, the set £5 ( j ) is not always decreasing as j ——> 00. We define the following set Z( j ) instead and show our set L; (j) is contained in the newly defined set E( j ) We will show then the set Z( j ) is decreasing to the finitely many isolated points. Let 17 E (O, 3). Set p0 := p — 17. Define 5(1) := {x e (0.1) : lqj(x,t)| 5 p0}. The following Lemma states that the set of transition layers are always in the set 5(3) and furthermore in the set of initial transition layers £p(0). This Lemma plays an important role for showing the preservation of the number of transition layers. Lemma 1.7 PROOF. If a: E [35(3), then |u;(z,t)| g ’5. Therefore, by the estimate (a) of Lemma 1.2, - - - p p p p qu($,t)|=IUi-p’ls§+n<§+1=p-Z 0, CO z 1, (i) Iai(:v,t)l Z CoeJmJ°|(Qo)x| 2'f In E Z(j) (exponential growth), (ii) E(j + 1) g E(j) {monotonicity). PROOF. We will show (i) by induction. Fix 3' E N and fix z E E(j). Then a: E £,,(0) by Lemma 1.7. By the hypothesis (A4), |(uo)u($)| 2 K. Suppose (uo)m(z) 2 K. Since (po)x(z) is bounded by the estimate (f) of Lemma 1.2, (qo),,.(z) = (uo)m(z) — (p0)x(z) > 0. By differentiating both sides of equation (1.9) with respect to z for j = l, and by using the estimates (d), (f) of Lemma 1.2 and equation (1.14), we get the following estimate (121(3) - 4;"‘°($) {-[0(u;"’1($))lz + u""J(-’I=)}m {-0'(UZ"J(-’B))(PZ"J($) + qZ"J($)) + u"“J(93)}m —o’(u;"’1(z))q;"'1(z)m — C4K3m — K27". IV || IV -0’(UZ"J($))qL"’J($)m - Cam for some 06 > 0. Thus, (1 + 0'(u;"’1($))m)qg"l($) Z (12" ’°($) - Cam. 35 Since m is sufficiently small and qr,“ = (go); > 0, q;"'1(z) is also positive. Therefore, the following inequality holds (1 — 00m)q;"’1($) 2 (1+ 0'(U?’1($))m)q;"’l($) Z q;"’0($) — C6m- Recall that do = [min] Io’l. By induction, suppose qgn’i-l > 0. Then, (1 + 0'(u;"’1($))m)q;n’J($) Z Qin’J"l($) - 06m which implies that qghj > 0 and the following inequality holds (1 — 00m)q;"’J(z) Z qr’J_J(z) — Cam. By iterating this, we get the following inequality . 1 . 1 mg > __ . m,J—1 _ q: _ 1 — 00m qz 06m 1 — 00m 1 l 1 1 Z qu’J 2 — 06m — Csm l—oom 1—oom l-oo l—oom l . l 1 = mg 2 _ C 1- (1 — 007702 q: 6m L1 — 00m (1 — 00m)2] l 1 1 = a: — C (1 " 00mlJ ((10) 6m l1 " 00m + (1 — 00mlJl 1 F__1_ ._ (__1T+_1. = . . z _ C m l—oom l-oom J (1 _ 00171)] ((10) 6 - 1:29;; :I 1 1" (17% = __. e z o C (1 - (70m)J ((10) + 00 6 1 Ce Cs Similarly, (13"J_1 Z 60'1”“ - ((10)::- Since m is sufficiently small, e‘m‘J0 z 1. Therefore, we can establish the exponential growth of qi, that is l9i($,t)| 2 CoeJm"o - |(QO):cl for some Co z 1. Similarly, for the case (uo)w(z) S —K, qgn'j < O for allj E {0} UN and the following inequalities hold (1 - dom)QL"’J(x) S ain'J‘JCv) + Cam, 61.2"” S eJm° '(QO):1:1 (AW—1 5 80“)”o - ((10)::- Hence, we get the same conclusion Iané(x,t)| Z 006””0 - |(40)z| and this proves (i) of Lemma 1.8. Note that for K > 4K0, |01($,t)| Z CoeJmJ°°|(qo)x| Z Coejma°(l(u0)xxl - K0) 2 Z—KCoejM. (1.24) Also, Notice that IUiI=|pJ+qJ| Sn+po=p (1.25) 37 when IQJI 3100- Iqu =Po, thenu; =PJ+QJ =PJ+P0 Z -fl+P0 > Oandiqu = —P0, then u; = p7 — p0 S 17 — p0 < 0, which implies sign(ui) = sign(qj) at |qj| = p0. By using this and equation (1.9) and also by using the estimates (b), (e) of Lemma 1.2, we have at Iqj | = p0 and for some can”. between 0 and uZJ'j , d . IV IV IV IV IV IV meat». [111190 311%] am (a?) - qm’j’1($)] sign> - I signage, t» - [0(0) — 0(uZ""(x)) + f care] + «.(f use] - . . l . x . —a'(c;"")-u;"1-sz'gn—I] oars 7r. (/ um) 0 0 —a’(c;J’J) - ui - sign(ui.) -— o'(C;n’J) - (U210 " U1) ' 33.974141) 1 I / 0W) m] W) 0 0 0‘0 - Inil - 0765'”) - sign(Ui) - no - (1qu ~— In" I) - owes") - signal) m («4:1 — W“) — 2001 m - , - m — t on - (p0 — n) — 20017 — out. '1) ~szgn . J m m—t LC” Loo 'm—t (a? - 2121-1) — 20077 jm—t (21:11 — raw-1) (uZJ’J -- mind—J). (1.26) ao - (p — 4n) — axes”) - signmi) - J Note that Hail < 1. By the estimate (a) of Lemma 1.2, lpm’j —pm1j‘1| S 217 << 1 and Iqm’J — qm'j‘ll = mqul 3 li << 1 by (1.16) and m < 1. Hence, |u;"*j — uZ‘J‘lI g IPm’J - find—1| + Iqm’J — qm’j‘ll << 1 and this enables the second term of equation (1.26) to be small. Now we can say (1 . — J t > which implies Iqj(z,t)| g |qj+1(z,t)| for allj E N when |qj(z,t)| = p0. By (i), qj is 38 strictly increasing or decreasing on Z( j ) which implies Z(j+1) g: 5(1). Now (ii) is proved and this completes the proof of Lemma 1.8. From the part (i) of Lemma 1.8, the estimate (f) of Lemma 1.2 and the hypothesis (A4), if z e 5122(7) and K > max{4Ko, 4&9}, Iui.(x,t)| IV IV IV IV IV IV I‘li($,t)| — IPflxatH 00‘9""I0 ' I((10)a:l — K0 Coejmao ' “(“0)le - I(p0)zll - K0 . K come - (I(uo)..l - K0 — 3° 0 mo K K Coe’ (K 4 4 ) éKCoejm‘m. (1.27) From Lemma 1.7, inequality (1.27) and the fact that “um’jllcz < oo Vj E N, [3122(7) has a finite number of components [a{"(j),b}"(j)], 0 < a'1"(j) < b'I"(j) < < a'§(j)(j) < b’fimfi) < 1, and in each of which, u;(z, t) is strictly monotone and has exactly one zero z?(j). Also, N(j) _>_ 1 since uj(0, t) = uj(1,t) = 0 Vj E N. Lemma 1.9 N(j) E const. Vj E N. PROOF. For all j E N, define gJ(cc.t) := u;(a:,t), (j — 1)m < t g jm. Since 9’} i E C((011)><((J'-1)m,jml) andat each zero (xo(j).to(j)) ofg’} Igi($1t)l 2 5299 > O by inequality (1.27), for each to(j), {gj(zo(j),to(j))|(z0(j),t0(j)) is a zero 39 of 91} does not contain a critical value of gj (-, t(j)). By Implicit Emotion Theorem, the number of zeros of gj(-,t) is independent of t for ( j — 1)m < t g jm. Since this holds for all j E N, number of zeros of gm’j(z) := u;"’j(z) is independent of j which implies N (j ) E const. This proves Lemma 1.9. Similarly, by defining gJ(z,t) := u;(z,t) — g, gJ(z,t) := u;(z,t) + g, (j — 1)m < t S jm, the number of connected components of £1; ( j ) is independent of 3'. Now, the proof of (P1), (P2) is completed. From Lemma 1.7, [af‘(j),b§"(j)] Q [(ao),, (b0),], i = 1,2, - -- ,N. Moreover, p = IUi(bI"(j).t)-Ui(aI"(J'),t)| binU) _ = / Inside “i"(j) 1 . , m . 2 §KCoeJmJ° - IbI"(J) -a.- (J)|, which implies 2 . (bro) — arm) 5 KEG-12‘3“” Vt: 1,2,--.,1v for fixed j. This proves the last part of (P3). The rest of (P3) was already proved. From (1.24) and from similar analysis as in the case £122 ( j ), Z( j ) has a finite number of components [01"(j)153"(j)], 0 < ainO') < WU) < '" < ail/‘0') < WU) < 1- By Lemma 17’ a31"‘(J'I E I02"(J'),bi"(j)l E [02"(3')153"(J')I Q [a?.b?]. By (ii) of Lemma 18, [summon g [ai"(j)fi:"(j)]- Therefore. the set of momma} forms a nested 40 family of intervals. Thus 2p>2po = lqj(fi?‘(j),t)-qj(ai"(j),t)l are) _ = / lqildrv I"(J') 3 . Exams) — are» - em IV which finishes the proof of (P4). (P3) and (P4) automatically imply that (“L"): is discontinuous at every (22*)? It remains to show that (211"), is continuous on (0,1)\{(:c*)§",- - -, (23.)?) Since 11.1" is an equilibrium state, it satisfies the following equation e<.(e)> = [724") + A” for some constant X" > 0. We know that the first term on the right hand side of the above equation is small by the estimate (b) of Lemma 1.2. Furthermore, X" is sufficiently small on (0,1)\{(:c*)'1",- - -, (3*)73} from the proof of Lemma 1.5. Therefore, (u?),,, the inverse image of a is continuous on those intervals which proves (P5) and Theorem 1.1 is completed. Remark. The result of transition layer dynamics works for the Viscoelastic system without the elastic foundation term 11., that is, for the system u“ — (0014-) + 111;); = 0. The proof is similar to the proof of the original system. Only the minor change of the proof of energy decay (Lemma 1.1), the estimate of (c) of Lemma 1.2, Section 1.5 and the estimate of filqj (:12, t)| in Section 1.6 is needed. 41 CHAPTER 2 Convergence Analysis of Numerical Solutions in One-dimensional Systems We obtained the theoretical results on the dynamics of the strain um in Chapter 1. Next we will derive the numerical results on the behavior of at by using the finite difference methods (FDM) and the finite element methods (FEM) using the linear, quadratic and Hermite cubic elements. The nonlinear term 0(Uzlz is treated by the direct iteration method for both schemes. However, two types of problems arise. First, the steepness of transition layers affected by the term 0(u3)m leads to the truncation error as time approaches infinity. Second, iteration in each time step is computationally expensive. The first case is treated in Section 2.3 by averaging the term ”(712): and the error is greatly re- duced. In the second case, the alternating direction implicit (ADI) method combined with the explicit method for the system is derived in Section 2.4 and it is shown that the computational cost is reduced. Even though the computational cost is high, using a higher order element in the FEM can reduce the order of error in the space dimension. In our problem, due to the 42 time derivative of a energy dissipation term amt, the error for the quadratic element is of order 1 and is of order 3 for the Hermite cubic elements in the space direction. However, the fact that the time limit of the solution u which is only in 00(0) and its derivative has a singularity prohibits the improvement of the error for the higher elements. The numerical- results presented in Section 2.5 shows that there is not much difference between the three types of elements. In the first two sections of this chapter, we derive the matrix equation for the one-dimensional systems which is obtained from the FDM using the standard second order central difference approximation for 0(ux), and prove the convergence of the solution. 2.1 Derivation of the matrix equation using the Finite Difference Methods Let m, j be fixed. Recall that the governing equation for the discretized solution is 1 m,' m, '-—1 m,'—2 m,' 1 m,' m, '-1 m,' mh‘ 3—2u 3 +u J )=(o(ux 3))x+T—n-(uz’—u33 )z—u 7. (2.1) Note that W, a = W’, 0’ are all bounded for small a?” . Divide the interval (0, 1) into n subintervals (xk_1,:rk) with length i, k = 1,--- ,n, O = 2:0 < 2:1 < < xn_1 < 11:" = 1. By using the central difference scheme, the following approximation will be 43 used um’j ($k+1) — um’j(1‘k—1) m,j z m . 11"” :1: ' — 211"” a: + um’j a: _ MW z < a.) h; I.) ( k I), 0(U?’j($k))z = 0'04"" (3%)) ' UL?" (931:) ~ 0, ume(ek+1)— Wm-» ume'(a=k+1)— 2am“) + Wet—1) "’ 2h h2 (2.2) l for k = 1, - - ~ , n —- 1, where h = R By substituting these equations for the terms in equation (2.1) and multiplying by m2 on both sides, we get the following equation (1+ m2) - tweet) — £3. - (tweet) — zumtwek) + awash—1)) T: , z (um’j ($k+1) - um’j($k—1) h2 2h ) ' (um’j ($k+1) — Zum’j (min) + um’j (mk_1)) m = ‘77; - (wee-1e...» — zest-1(a) + amt-lea» + amt—Wet) — amt—2m)- After arranging the above equation in terms of if” (mk_1), umtj (wk) and 21"” (n+1), we get Mum” ($0) ° um’j($k—1) + 3(um’j (9%)) ° um’j (xk) + A(U'"”j (5%)) - um’j (n+1) = F (um’j "l($k)), (2.3) 44 fork=l,-~ ,n—lwhere m - 7" m2 um’j («751ml — “WNW—1) A],x. - (ammo — we.» (=1 8=1 E(ulf”){UI'i’i - HIM}, 47 where E(UK’j ) is the following matrix ( 2W (x. ),(u.[C1. ($1))l.x1 ~ iWe.»[01..1,x._. ) Euimj ($3)[C2s(u u“ m’j($2))l, X1 '- i:ninjas)[C2,s(u:-:"j(a:2))],xn_l 3:1 3:1 i:u?”(a=.)[Cn_2,.(u;ffd(xn_2))],xl -- i:u?’j(ms)[Cn_2,s(uzf’j(xn_2))],xn_l K :u?‘j(x8)[0 “113(u$,j($n-1))],X1 " :umj($s)[0 —1.:Ts(uj—($n 1))]X,,_1) Since 01 ,Us(- m’j(-’131)), s = l, - -- ,n —- 1 only contains 113%332), _ n—l DUMT'J) = Zum'j.($s)[01 A“: ’jfl3( 1))l,x1 = 0 3:1 ifl#2.W'henl=2, 01.2(u3’j) = :um1(.(1‘$s)[01am.fj($1))lx2 = u:’j($1)[01.1(u.'. d.($1))lxz+um’j($2)[01.14?2( J.($1))]X2 m2 “‘2' -7 m . 777,2 u, (13 m - = F . an (_*_2l(l_1)) 41,- ”(1131) - 2‘}; - U" (:21?!) u, ”(532) s h (5)210": - (lu?”(w1)l+%lu?"j(x2)l) . (2.8) Let r = 7?}. Since m and h2 are both small, we can make 1' bounded by letting m be sufficiently small. The first equality comes from the equations (2.4), (2.5) which are the components of the matrix C(ufi’j). Here, it is sufficiently small and if” is bounded from the a-priori estimate ((1) of Lemma 1.2. Moreover, a” is bounded and these enable (2.8) to be bounded by a small number. Therefore, all the elements in the first row of the matrix IlD(u '7‘ J ) are zero except for the second element and 48 the second element is sufficiently small. Similarly, Cn_1,s(u:"j (zn_1)) only contains 771,] 3* u (xn_2), s = 1, - -- ,n — 1, which implies Dn_1,¢(uz"j) = 0 iflaén—2. Whenl=n—2, Dn—1,n—2(u:’j) = “T’j($n—2)[C -1,n-2(u:’j(xn—l))l,Xn—2 +“In'j($n—l)[0 —1.n-1(u$’j($n-1))l.Xn—2 "7’2 II ‘uln'j (En- m ' . 0' ( t2; 2)) . ui ”(mu—2) W4 .2; 2>)....a(xn_.) 1 mm (11.3%.-.» + —|u?"j(rvn—2)I) 61 |/\ to |/\ for some 61 << 1. Thus all the elements in the (n — 1)“ row of the matrix E(uzf’j ) are zero except for the (n — 2)“ element and the (n — 2)“ element is bounded by a small number. I Since only uz’j (ask_1) and 11:“. (n+1) are in the Ck,,(uf:"j(zk)), k 74 1,n — 1, s = 1, . .. ,n _ 1, Dk,,(u:f'j) = 0 49 iflyék—l,k+1. Dk,k—1(u:’j) l/\ |/\ Whenl=k—l, “I” (inc—1)[Ck.k-1(uif’j($k))lxk-1 + u?” (17k)[Ck,k(u$’j($k))l.xk_1 +11?“ (3H1)[Ck,k+1(u3’j($k))l.xk_1 m2 .0” (uzj ($k+1) " “Edwin-1) 2h m2 . 0,, (uE’j($k+1) - “Z’j($k—l) 2h 1 m . m . 1 m . hr"’|0”l (5m.- "| + In. ”(anal + gnu.- ’J($k+1)|) 62 for some 62 << 1. Similarly, Dk,k+1(u:j) |/\ m2 . gl’ (usjwkn) — ux’j(mk_1) ) ' (“EM-(331:4) + “In’j($k+1)) 2h3 2h 2 ("J __ (mi . +%.gn (U1. ($k+1)2h“z. (WC-1)) -uI"’J(a:k) 62. Therefore, the matrix Mar”. ) is of the following form f o 50 D1304”) 0 D2,1(u:':’j) o D2,3(u:-':’j) 0 0 0 D3,2(u:':’j) 0 ... 0 0 0 Dn—3,n—2(u?:’j) 0 o 0 Dn_2,n_3(u:':’j) 0 D.._2,.._1(u?,"") K o o D._1,._2(u::"j) 0 ) where the nonzero elements are sufficiently small. Thus, the norm of the matrix may), which is defined by sup ||Ill>(u:"j)m||L2, is small and bounded. mElR""1 Now, it remains to show that C(uzn”) is invertible and bounded away from zero. Consider the matrix C(uzn’j) as the sum of three matrices .11, K and ]L(u:"’j ), where .11, K are the following matrices respectively {1+m2 0 0 \ {2r —7' 0 0\ O 1+m2 0 0 —7‘ 27‘ —7‘ O O 0 0 1+m2 0 0 0 —r 21' —r K 0 0 Hm?) \0 0 —r 2r) and 1L(u:"’j ) is the following tri-diagonal matrix ( 2L($1) —L($1) 0 ' ' ° 0 \ —L($2) 2L($2) —L(.’£2) 0 ' ' ' O 0 ° ' ° 0 —L($n_2) 2L($n_2) —L(£Bn_2) \ 0 ... 0 —L(a:n_1) 2L(a:,,_1) / 51 if” x — If” as _ Where 11(3):) 2: 0J( ( k+1)2h ( k 1)) . The matrix K is positive definite since eigenvalues of the matrix are positive by the following inequality lAi — kiil S E Ikijl) j?“ where 19,-.- = 27' and Z Ikijl 2 2r. 1'?“ The matrix C(u?” ) is positive definite and bounded away from zero since €T-C(u:"'") -E = (1+m") - I£I2+£T-K-£+£T-L(u2""')-£ 2 (1 +m2) - |€|2 — 3m . 1' - maxla'l - [g]2 = (1+m2 — 3m - r - ma:z:|a’|)|§|2 1 2 > §|€| >0. The proof of Theorem 2.1 is now complete. The following pictures are some examples of the dynamical behavior of the solution u and the strain u,: for the polynomial function u1(:r, 0) = 1011:4 — 212:3 + 13.42:2 — 2.42: and the sine function u2(x, O) = 61-0 sin(107ra:(a: + 1)). 52 (3) ~- time = 0 0.3, ........ : ....... ..... -+-time=500 - ; . : -— time = 1500 .... time = 2500 unit = sec/800 .2 '—+—time=500 ........ ...... fl -°—time=1500 _02 i i i 4 g _3 +fime=2500 . .‘ 0 0.2 0.4 0.6 0.8 1 0 "00:5901300 .6 0.8 1 X X c d 1.2, ................... (.) ....... —time=0 4 ................... (.) ................... ; s 2 --time=soo i z 2 2 z s 1, ........ j ........ :........;....—o—time=1000 ; ; g j - 2 2 2 +time=1soo 2 ......... s ........ ........ 0.8 ......... :.. ...... I ..... unitgsecjam 1 _ A i .' I . . . ' « A ......................................... Ax \‘ A ,A‘ fl M an 3010+ .. . .. v _2 _, —time=0‘ —v—time=500 —- time= 1000 412* . ; . , , _4_+fime=1500 . .- ; ' o 0.2 0.4 0.6 0.8 1 o 1"“52‘21800 1.6 0.8 1 X X Figure 2.1. Transition Layer Dynamics for (a) u1(a:,0) = 10m4—2l$3+13.4x2—2.4x, (b) (u1)z(a:,0) (c) u2(a:,0) = ésin(107rz(x + 1)) and (d) (u2)z(x,0) using the FDM. We can see the steepness behavior of the transition layers from Figure 2.1. From (b) and (d) of Figure 2.1., we can also see that on the compliment of transition layers, the graphs are decreasing or increasing near 1 or —1 until 1500 time steps and this is because of the energy decay which is proven in Lemma 1.1 in Chapter 1. Note that the energy functional E(t) has minima near 1 and — 1 since the stored energy function 53 W(u;"'j) has minima at 1 and —1. The other integrands of E (t) are negligible since they are sufficiently small. The graph of ug‘J except for the finitely many zeros is not exactly approaching l or —1 and the reason is the following. Recall that by Proposition 1.1, the time limit u? of the discretized solution if” is in the equilibrium state and satisfies the following equation )2); — ul" = 0 a.e. 0((u. Thus, this indicates that there is a neighborhood such that (UT); 7é 1. For the Viscoelastic system without the elastic foundation term if” , the absolute value of graph is approaching 1 and it is also clear since (211"); satisfies a((u1")m)x = 0 a.e. At 2500 time steps in (b), the graph, moves above and below 1 and -—1. This type of behavior is even worse in the sine function (d). It blows up even after 1000 time steps. This is because of the truncation error of the numerical solution due to the effect of the nonlinear term 0(u;"’j)z on the transition layers. We improve the error in the next section by averaging of the term 0(ur’j)x in the FDM algorithm. 2.3 Average approximation of 0(ugl’j)x When the time is sufficiently large, the approximation of 0(u;”'j)z (2.2) produces a significant error since the difference between um'j(a:k+1) and um'j(a:k_1) can be very large near the position of transition layers. Since 0(u;"'j )3 = (E(ugn’i ) -u;"'j)x, the non- linear coefficient E(ug‘d ) of the Laplacian ug'j leads to the nonsymmetry of the matrix C(um’j ) in Section 2.1. Therefore, we modify (2.2) by using the average approximation instead of the central difference approximation to recover the symmetry of C(um’j). 54 Let mk+§ be the point in the middle of wk and “+1. Similarly, let mhé be the point ' ' m.’ ~ u""j(k+1)-u’""'lki m.‘ ~ in the middle of zk_1 and zinc. Then um 3(mk+%) ~ h , u:c J(:1c,c_%) ~ um'j(k)—u""j(k-l) h and the following average approximation holds 0(u;"’j(xk))x = (E(UZ‘jj(wk))-u;’"j(rf=k))z . . ~ Garnet...» - army — anyway) - army ~ ~ . h z 0(u; lffk—é-D .um'j($k_1) (auras/st,»+60, 1 where [l = 2A,, l is the dimension of :13. Given 2", - -- ,zj‘l, the approximated i=1 solution 2’ at the time tj is given by the following explicit formula 2’30 — 2zj"l + 2’"2 'm,2 + AZj—l = fj-l (2'9) and the implicit stepping j,n_ 135-1 _ . . - z z + (1145(2'7" — 22"1 + 23—2) = 0, "3 = 1’ ° " ’l’ m2 zj = z“, (2.10) 58 where a E [.25, .5]. By applying this ADI procedure to our system, we get umtm) = law-1m)—X(u'"J-l(xk>>warm—1) _(§(um,,--.(,k) + m2) - uni-1m) Jew—lee.» «Mi-1m...) + fi>, A . m2 ~ . ~ . Emma-1(a)) == fi'[0(“Zl’J—1($k—§))+0(u;n’3_1($k+§))l for k = 1, - . - ,n — 1. We can compare the direct iteration method to the ADI method from the following table that shows the computation time. 59 Methods t = 500 t = 1500 t = 2500 t = 3500 Direct Iteration Method 24.11 71.52 119.03 168.29 ADI Method 18.07 52.21 90.46 127.27 Table 2.1. CPU time (sec) unit oft— = sec. /800, h- — Tb—o’ m = 87130“ Table 2.1 shows that the computation time in the ADI method is faster than the Direct iteration Method. 2.5 Derivation of the matrix equation using the Finite Element Methods Recall that the discretized solution if” satisfies equation (1.2) in Chapter 1. Since we consider the Dirichlet boundary conditions um'j(0) = um'j(1) = 0, these become the essential boundary conditions for constructing the weak formulation for the system. Multiply equation (1.2) by a test ftmction w E W3’°°(Q), where Q = (O, 1) and in- tegrate over the finite element (use, me“) with the length h. Then we get the following expression 3e+l . . / (wt),J — wo(u;"”)x + wum —wv£§cj)d:c = 0 3e and this implies xe-l-l / (wvf + wzo(um 'j) + wumj + wmv’" ”)dx = 0 (2.11) for all j E N. The boundary terms after integration by parts are zero since the test function w satisfies essential boundary conditions. Let u "‘J( :c(): = :um’zbshz), w(a:) := 44(2)), k = 1,--- ,ne. Here, ugh], s = 1, - - - ,ne are undetermined constants and z/J,(:z: ) are the interpolation functions. Then 60 equation (2.11) becomes 2M 5M ()5: )¢,(5)d5~](u mi+um5)+; [fohd d2/2k(i :)d¢;§(ci)di] 112,,- + fond,” (MM ”(12:11: “Mg: ——)dr‘i=0, (2-12) . . umij _ umvj—l .. . umg’ _ 2um,j—1 + um,j—2 where u?” z ‘9 3 , u?” z 3 8 2 ‘9 . Define the (16,3) com- m m ponents of ne x ne matrices A8, 18" as follows _fh Cit/11:57 )d¢s($)d- {A8 }k s .—'—/h i/Jk($)1/Js($)d$ {Be}k3 dff; div and let the 19‘" component of ne x 1 vector lFe(u'"'j) be the following {Fe 20 for some a: 6 (0,1), (b) strain when |(u2)z(a:,0)| < 20. The graph in part (b) of Figure 2.4 decrease fast and still has the same number of zeros and the transition layers are getting steeper. However, in the graph in part (a), the shape of the initial value (ul),(a:, 0) is the same but its absolute value is greater than 20 for some a: E (0, 1), the graph does not preserve the number of zeros and deve10ps new zeros and transition layers. Thus, in this example, the critical point is when um (:13, 0) = 20. The equation for the initial data is (111),, (:13, O) = 400:1:3 — 630:1:2 + 268:1: — 24 for (a) and (112),,(92, 0) = 280:1:3 - 4412:2 + 187.62: — 16.8 for (b). i We next consider the Neumann boundary conditions instead of the Dirichlet 69 boundary conditions. Although we did not prove the dynamics for this type of prob- lem theoretically, we can see that the dynamics also hold for the Neumann problems in Figure 2.5. We used the initial data uz(a:, 0) = 500225 — 12501134 + 10802:3 — 370:1:2 + 40:13. . .. .3. ‘ “ ____J”' +time=3000 ; v unit=sec1800 ; ; , _15 1 1 1 1 1 1 1 1 L 1 Figure 2.5. Transition Layer Dynamics using the Neumann boundary conditions. 70 One more interesting example is when the assumption (A4) is omitted. We used the polynomial flmction 113(3, 0) = 60:125 — 120:1:4 + 80:1:3 — 21.122:2 + 2.208051: — 0.0640 as an initial data. Note that u, (2:, O) has a local minimum at :1: = 0.2 which is also a zero of uz(x, 0). At a: = 0.2, the graph in Figure 2.6 pushes down to the negative values and deve10ps the transition layers. 1.5 1 r r 1 1 1 1 1 1 +time=0 +time=500 +time=1000 +time=2000 +time=3000 +time=4000 —time=5000 +time=7000 unit=sec1800 Figure 2.6. Transition Layer Dynamics for the problem for the strain whose initial data does not obey (A4). 71 CHAPTER 3 Convergence Analysis of Numerical Solutions in Two-dimensional Systems Even though we have not achieved the analytic proof of the transition layer dy- namics for the multi-dimensional systems, the extended numerical methods to the two-dimensional systems from the one-dimensional systems also show the transition layer dynamics. The finite number of portions of the surfaces become steeper and discontinuous at the time limit. In this chapter, we derive the matrix equations from both FDM and FEM. We also prove the convergence of the numerical solution for the two-dimensional systems from the FDM with the standard central difference ap— proximation. Average approximation for the nonlinear term Div(o(Du’"'j)) and the ADI method are discussed in Section 3.3 and 3.4. 72 3.1 Derivation of the matrix equation using the Finite Difference Methods Consider the two-dimensional Viscoelastic system, 11“ = Div(o(Du) + 012,) — 11, “Ian = 0 (t 6 [0100», 141:0 = no: Ut|t=o = ’00 (33 E 9), (3.1) where u is a mapping from D x (0, 00) to 1R, (2 = (0, 1) x (0,1). It was proven [15] that for higher dimensions, the discretized solution 21"” , j E N, of system (3.1) is the minimizer of the following ftmctional W111] := 1 In — zumd-l + wad-212 + W(Du) + —1—|Du — Dam-112 + 115112 55. 9 2m 2 2m2 Therefore, 11"” , j E N satisfies the following equation 1 m, ‘—1 m, “—2 - 1 m, '—1 _ WW—Zu 3 +11 3 )—D1v(a(Du))—T—n-:A(u—u 3 )+U-—0. The second term of the above equation can be rewritten by 2 2 2 D 2 D Div(o(Du)) ___ a W(Du) 6 W( 11) . + 6 W( 11) . For simplicity, we use the following stored energy function 2 uy. NIH W(Du) = 211113—1)? + 73 (55:12 '“m” (02511011.) “x” (M2 “y” (3.2) (3.3) Hence, the second term of equation (3.3) is zero and 52W(Du) _ 3212 _ 1 62W(Du) _ (5“ch _ I (any)? “ 1' As in Chapter 2, divide the interval (0,1) in the a: direction into n subintervals (344,151,) of uniform length i, k = 1,--- ,n, O = :50 < £1 < < xn_1 < 93,, = 1 and divide the interval (0,1) in the y direction into the same number of subintervals (yk_1,yk) of uniform length i, k = 1,--- ,n, 0 = yo < yl < < 31,.-1 < ya = 1. By using the same method as in Chapter 2 (Central difference scheme for the FDM), the following approximations hold. . mg. m _ umsj _ ugg,3(xk,y8) z u ( k+l?y8) (mic 1,318), 2h , ma _ ma’ _ u;n,1(xk,ys) R: u (“Will/8+1) u (kays 1), 2h m ' um,j($k 1,?! ) _ zum’j($k,y ) + um’j($k—lays) um?) (£13k, ya) z + 8 h2 8 a m - um'j($k,ya+1) - 2am” (xk, ya) + um” (13k, 313—1) uyg’cvk, 313) m h? - Thus, equation (3.2) becomes (1 + m2)um,g (3k: ya) _ E(umd(mk+11y8) — 2am“? (mic, ya) + um,_7 (:L'k_1, ya» m ' ' m ' ‘mum’uxhz/m) - 2am“, y,) + u ”(whys—1)) 2 m,j _ 7nd 2 , . —% [3 (u (xk+l,y8)2hu (wk—by») — 1] (um'1($k+1,ys)- 2um’3(xk: 318) 2 . m - ' ' +Um’J (mic—1) ya) - (uma (13k: ys+l) ‘ 271mg (3k, ys) + um,J(xk? yB—l» h? _ ._ m -_ -_ = Zum’J-l($k:y3)-Um"7 2(ka,ys)-7,3[um” l(1731c4r1,1/3)+um” Vick—1,310 +um’j_1($k, ys+1) + um’j_l(1‘k, ys—l) — 4um’j_l($ka yd], 74 for k, s = 1, - - - ,n — 1. After arranging the above equation in terms of um’j(xk—l:y8)a um’j(xkay8)) um’j(xk+lays)a um’j($kay8-1) and um’j(xk1ys+1)’ we get the following equation 02(um’j(wk, ys))um’j($k—1,ys) + 02(um’j (ark, ys))um’j (n+1, ya) +Gl(um’j(wk, ys))um‘j (ark, ya) + GEWm’j (wk, ills—1) + 03"“m’j (wk, ya“) = H (um’j‘lhmym, (3.5) where - 4m 2m2 01(um”($k,ys)) 3: 1+ m2 + 'h—2 + 7‘2— +3_"_l: . 3 um’j($k+1,ys) - Um’j(-’L‘k—1,ys) 2 _ 1 h2 2h ’ 2 m,j mhj 2 ma’ .= _fl __ 1, u ($k+1,ys) - u (wk—1,313) _ 02(11. (23k, y8)) ‘ h2 h2 [3 ( 2h, 1 2 m ._ m m 03 -— -p — F’ (3.6) and H(um”“(mk,ys)) := Zum’J‘1(xk,ys) - um"‘2(xk,ys) — 713 ' [um’J‘1(-’Ek+1,ys) +um'j‘1(xk_1,ys) + um’j‘1(xk,ys+1) + um’j”1(mk, 313-1) -4um’j"1($k, ys)]- (37) Equation (3.5) becomes the following matrix equation G(um’j){um’j} = {mum—1)}, 75 where C(um'j) is a (n —- 1)2 x (n — 1)2 matrix and can be represented by the matrix of the (n — l) X (n — 1) submatricw Gz,s(um’j), l,s = 1, - -- ,n — 1. That is, K G1,.(um) G1,._. ) G2’1(umij) . . . G2,n_1(um’j) Gn—2,1(um'j) ° ' ' Gn-2,n—1(um’j) K Gn—1,1(Um’j) " ‘ Gn—1,n—1(um’j) / The main diagonal entries G1,z(um'j), l = 1, - - - ,n — 1 and the other diagonal entries G1,,_1(u'"'j), G¢_1,¢(um’j), l = 2, - - - , n—l are the only nonzero elements. We denote Gi(um'j(zk(l),ys(¢))), the nonzero elements of G1,;(um'j),Gz,z-1(um'j) or Gz-1,1(um'j), by (G?’j)k(z),,(z), z' = 1,2. Then, the G1,;(um'j), l = 1,-o- ,n — 1 is the following (n — 1) x (n — 1) tri-diagonal matrix. ( (G?'j)(t—1)n—(z—2),1 GE" 0 0 \ G5" (Gin'j)(l—1)n—(z-3),2 GE," 0 . . . 0 0 " ' 0 0'3" (Gln’j)1(n—1)—1,n—2 GE," \ O . l . 0 GS" (Gln‘j)l(n—1),n—1 ) 76 The two other diagonal elements G1,z._1(u’"'j), G1_1,z(um'j), l the following diagonal matrices, respectively ( (Ghn'j)(l—1)n—(z—2),1 0 0 (012" 'j)(z—1)n—(z—3),2 0 0 0 (G?’j)z(n_1)_1,n-2 0 0 / (ng'j)(z—2)n—(t—3),1 0 0 (Ghn’j)(z—2)n—(z—4),2 0 0 0 (G?’j)(z—1)(n—1)—1,n-2 \ 0 0 -,n-—1are 0 (Ghn'j)l(n—1),n—1 / 0 (ng’j)(l-l)(n—l),n—l ) The {wind} is a (n — 1)2 x 1 vector and it is also considered as the (n — 1) x 1 vector of n — 1 subvectors {up}, 2': 1, - -- ,n — 1. That is, }}T, {um’j} = {{UT’j}, - ~ , {111311 where {uln’j} 3: {um’j($i,y1),' " ,Um’j($iayn—1)}T- Similarly, {Wum’j‘lfl = {{HT’j}, - ~° ,{HZ‘le}}T, 77 where {Hind} :: {Hm’j(ziay1)i ° ' ' ’Hm’j(miiyn-1)}T' 3.2 Existence of the Finite Difference solution Theorem 3.1 The solution of the matrix equation G(um’j){um’j} = {H(um’j‘1)}, exists. PROOF. As in Theorem 2.1, consider the following equation G(u:"”'){u?:;{ — W} = (Gerri) — Gardner's. (3.8) By using the same argument as in the one-dimensional case, the right hand side of the above equation becomes the following matrix equation 1P’(um’j ){UI'l’i - “In” }, i. where Mug” ) is the following matrix ( 0 1031‘ 0 --- 0 ) szjj 0 P53] 0 . . . O 0 "' O P(f::71)2—1,(n—1)2—2 0 PfSZIV-lln-l)’ \ 0 W 0 P(’::71)2,(n-1)2—1 0 / 78 Here, denote 131,,(u3’j) by Pf? . a3_w P < hrz-constu 12 — Bug ' IuI"”(x1, 311) + ”PR“: 312) + uln’j($2,y1)| S 63. Recall that r = 72% Similarly, 83W Bug + UT’P($n_1,yn_1)| ' lurk]- (3711—2, yn—l) + “In”. (mu—1, yn—2) P(n_1)2,(n_1)2_1 S hT2°CO713t.' S £4, for some 63, 64 << 1. For general H,,+1(u$’j ), 33W m. . . P 5 ’"2 ' mt" 75.73- . Iu. ”(z-.-.,y.) + u?“ my.) + amass/...» I S 65. Similarly, IDH-IJ S 661 for some 65, 66 << 1. This proves that the matrix P012” ) is bounded and small. m3] 1 Now, it remains to show that G(u ) is invertible and bounded away from zero. Consider the matrix G(u:"’j) as the sum of three matrices 11K and may"), where 3,112 are the following matrices, respectively. 79 Here, denote Pl,,(u:.:"j) by PI'Z’P . my ' luln'j($1,311) + uln'j($1,y2) + “i (932, 311“ |/\ :9 Recall that r = inf. Similarly, (33W 0n: + U?’j($n—1,yn—1)| ' luzn’j (mu—2, yn—l) + ”Ind ($71—13 git—2) P(n—1)2.(n—1)2—1 S hTz ° const. - |/\ 641 for some 63, 64 << 1. m.)' For general Pz,z+1(u,~, ), 63W . 0u3 Z - |uI"’j (331—1, ya) + U?” (x1, 31.) + ”$711+“ ys)| Pl,l+1 S hrz-const. S 65. Similarly, IDH-IJ S 66: for some 65, 66 << 1. This proves that the matrix Max”) is bounded and small. Now, it remains to show that C(uf’j) is invertible and bounded away from zero. Consider the matrix C(uln’j) as the sum of three matrices 11K and E(uznj), 1 where TI, 1K are the following matrices, respectively. 79 {1+m2 0 0 \ 0 1+m2 0 0 0 0 1+m2 0 \ 0 0 mm (47' —T 0 ... ... 0 _7‘ O ... ... 0\ —r 41" —7‘ 0 0 0 —r 0 0 0 —r O —'T' 0 O —’I‘ ) 0 —r 0 0 0 —r 0 0 0 —r 47' —r \0 0 _7. 0 0 _7. 47.) where in the first row, the second —r appears at nth column. Similarly, in the first column, the second -r appears at n‘h row. The matrix 11:01:”) has the similar form. It has non-zero terms in the tri-diagonal positions and nonzero terms appears at nth column of first row and nth row of first column. That is, 80 (2f,(.) _Z2(.) 0 _fl(.) 0 0 ) —Z2(-) 250) —Z2(-) 0 —L(-) 0 0 -E1(-) hr —E1(-) 0 o —E.(-) o —Z2(-) 211-) 41320) K 0 0 _fi1(.) 0 _f2(.) 2Z(.)) where m...) egg;(“,-,y), ~ 83W 21.23, 8+1 -U£L'k, s—l ......) = MU” ),,< v >), Z = 31+52. Note that this matrix is not symmetric since each row depends on the components 22,, and y,. The matrix IR is positive definite since eigenvalues of the matrix are positive by the following inequality. IAi — 75,4 S 2 lzijl: 1'9“ 81 where hi,- = 4- r, ZIEJ) Z 4-1: .1?“ _ Now, the matrix G(u§"” ) is positive definite and bounded away from zero since éT-G(u:"")-£ = (1+m2)«I€I2+£T-R-s+€T-Hi(u:"")-é Z (1+m2)-LEI")—5m°r-ma:z:|o'|-|§|2 = (1+m2—5m-r-maa:|o’|)|§|2 > 3&2 >0. This proves Theorem 3.1. 3.3 Average approximation of Div(o(Dum’j)) As in the one—dimensional case, we modify (3.3) by applying the average approxi- mation to the term Div(o(Du”"j)). Since 0(Dum’j) = (H2133. ) - offing”), where E(ULM) = (11?" )2 - 1, Div = mum - um. + (um... As in Chapter 2, 5W?” (1%-; , 31.)) . h2 2 .um’J(mk-l:y8) (E(U?’j($k-;,ys)) + answers») .. . — h2 .u ,J(mkay8) a:(um'j (mk+l 1 ya» - . hz’ wants.) ”(“2” (wk, 31.9))2: R5 + 82 Therefore, we get the modified equation of (3.5) 62(um'j (wk, 31.)) - um'j(rrk_1, y.) + 52(um’j (n+1, 31.)) - um’j(ark+1,y3) +51(um’j($k, ysl) ' um’j (17k, 313) + GB" ° um’j($k, 318—1) + GS." ° um” (11k, ys+1) = H(um’j—l($k, 313)), where ~ ' 4m 2m2 01(um’3($k1 31.9)) 3: 1+ m2 + F + F 2 m ~ - ~ m ' +75 ° l0(ué"”($k—%,ys)) + ”(“x ’J(‘Pk+%’y‘))]’ 2 m m~m,. 62(um'j(x.,y.)) := —E,—fi.a(u.1(x._,,y.)) and GE," and H(um'j‘1(zk,y,)) are the same as (3.6) and (3.7), respectively for k, s = 1, - - - , n — 1. The ADI method is more useful in the two dimensional case since this locally one-dimensional method enables us to solve the two onedimensional (n — 1) x (n — 1) tri-diagonal matrix equations instead of dealing with the (n — 1)2 x (n — 1)2 banded matrix with 5 nonzero diagonals. 3.4 The ADI method in two-dimensions We apply the explicit formula and the ADI approximation (2.9), (2.10) to the two- dimensional system (3.1). Since ft = 2, we get the following 3 equations 83 “WW-Talk) = meow.)-@2(u'"J-l(xk.y.))mm’j-wasshy.) —02(umd-1 .. ’ 61,026?) 02.,(2) 6¢k(17)6¢s(z7) - - .m- + 82;“ 6:7: 6:: + 617 337 )dxdylu' 02/120: ...,6_____¢.(:c) +6224?) "‘ 2.2-WM) - __ +11?“ <2 —> «2 2 ,0..- where 11;”, it?” have the same meanings as in Chapter 2. For k, s = 1, - - - he, let {A622 == /‘2 ¢k¢.(2.y>d2dy, e ,_ 6114(5) 31PM) 61PM) 31/4431) {B }k,s .— L( 0:? 5:7: + (9y 6y )dxdy, {1FJ(u""J)}k == / (egg—L)“ (Z WW5?) a k ne mja s _ _ + Egy- y-) (”(14:22, ”P Ja;))>dxdy. After multiplying the both sides of (3.10) by m2 and moving the previous time solu- tions to the right hand side, we get the same type of matrix equation on each finite element (28, as in the one dimensional case as follows {(1 + m2)Ae + mBe}{um'j} = Ae(2{um’j‘1} — {uni-2}) + mBe{um'j_l} —m2{1Fe(um’j)}. (3.11) 86 The assembly of the global stiffness matrix from this finite element equation depends on the elements. Let (2:1, yl), (x2, yg), ($3, 313) be the three components of the triangle. Then the following flmctions are interpolation functions for the triangular elements 1 2A1}, e e e ._ 01 = $2173 - $3332, 02 = $3331 - $1133, (13 — $15132 — $2131, $50041) = (05+fi§x+7§y), (8= 1,2,3), where m=m—m,%=m-m,%=m—m, 7i=$3—$2, ”6:31-33, 7§=$2--’E1, Are = Area of the triangle. Choose the right triangle on each equilengthed cubic of length h. Then we can obtain the local matrices Ac, Be as follows 2—1—1 211 81 eh2 A—-2-—110,B—§4-121 —10 1 112 The following pictures are the layer dynamics of the two-dimensional surface using FDM and FEM linear triangular elements, respectively. We used the initial data uo(:z:, y) = —4(5:1r:3 — 7:1:2 + 21:)(1:2 — as). 87 (uo)x(x.y) T ............................................. ............................................... ................ . ‘ .Z- l . Ir...“ .7 . .. .. 1; n W. . r ,' _'.. I]! n ‘15.;1211. \1 : .‘v'fv- Q‘HT. ,v‘ I?" V‘bfi‘ ." ' " 1fife—29 knu.~.1.7.r.ri.2§' 2.3“ It. ks... uhV-w‘g ...-...... ..... Figure 3.1. Transition Layer Dynamics in two-dimensions for (a) initial data (no); and (b) um after 1000 (sec. / 800) time steps using the FDM. 88 (uo)x(x.y) Figure 3.2. Transition Layer Dynamics in two-dimensions for (a) initial data (no),c and (b) uI after 200 (sec. / 800) time steps using the FEM linear triangular elements 89 BIBLIOGRAPHY [1] Abeyaratne, R. and Knowles, J. K., A continuum model of a thermoelastic solid capable of undergoing phase transitions, J. Mech. Phys, Solids 41 (1993), 541- 571. [2] Andrews, G., On the existence of solutions to the equation a“ = um, + 0(uz),,, J. Diff. Eq. 35 (1980), 20a231. [3] Andrews, G. and Ball, J. M., Asymptotic behavior and changes in phase in one-dimensional viscoelasticity, J. Diff. Eq. 44 (1982), 306-341. [4] Ball, J. M., Convexity conditions and existence theorems in nonlinear elasticity, Arch. Rational Mech. Anal. 63 (1977), 337-403. [5] Ball, J. M., Holmes, P. J., James, R. D., Pego, R. L. and Swart, P. J., On the dynamics of fine structure, J. Nonlinear Sci. 1 (1991), 17-70. [6] Ball, J. M. and James, R. D., Fine phase mixtures as minimizers of energy, Arch. Rational Mech. Anal. 100 (1987), 13-52. [7] Ball, J. M. and James, R. D., Proposed experimental tests of a theory of fine microstructure and the two-well problem, Philos. Trans. Roy. Soc. London, Ser. A, 338 (1992), 389-450. J. Nonlinear Sci. 1 (1991), pp. 17-70. [8] Bellout, H. and Necas, J., Existence of global weak solutions for a class of quasi- linear hyperbolic integro-differential equations describing visco-elastic materials, Math. Ann. 299 (1994), 275-291. [9] Clements, J ., Existence theorems for a quasilinear evolution equation, SIAM J. Appl. Math. 26 (1974), 745-752. [10] Dafermos, C. M., The mixed initial-boundary value problem for the equations of non-linear one dimensional viscoelasticity, J. Difi’erential Equations. 6 (1969), 71-86. 90 [11] [12] [13] [14] [15] [15] [17] [18] [19] [20] [21] [22] [23] Engler, H., Strong solutions for strongly damped quasilinear wave equations, Contemporary Math. 64 (1987), 219-237. Ericksen, J. L., Equilibrium of bars, J. Elasticity 5 (1975), 191-202. Friedman, A. and Necas, J ., Systems of nonlinear wave equations with nonlinear viscosity, Pacific J. Math. 135 (1988), 30-55. Friesecke, G. A necessary and sufficient condition for nonattainment and forma— tion of microstructure almost everywhere in scalar variational problems, Proc. Roy. Soc. Edinburgh Sect. A, 124 (1994), 437-471. Hiesecke, G. and Dolzmann, G., Implicit time discretization and global existence for a quasi-linear evolution equation with nonconvex energy, SIAM J. MA TH. ANAL. 28 No. 2, (1997), 363-380. Hiesecke, G. and McLeod, J. B., Dynamics as a mechanism preventing the for- mation of finer and finer microstructure, Arch. Rational Mech. Anal. 133 (1996), 199-247. Greenburg, J. M., On the existence, uniqueness and stability of solutions of the equation poX“ = E(X3)Xm + Aunt, J. Math. Anal. Appl. 25 (1969), 575-591. Greenburg, J. M., MacDamy, R. C. and Mizel, V. J ., On the existence, uniqueness and stability of solutions of the equation 0" (u,,)um +Aumtm = putt, J. Math. M ech. 17 (1968), 707-728. Kim, S., Numerical Methods for Differential Equations, Lecture Note. Depart- ment of Mathematics, University of Kentucky, Lexington, Kentucky 40506; www.ms.uky.edu/~skim/GRADE. Kuttler, K. and Hicks, D., Initial-boundary value problems for the equation 21.“ = (0(uz) + ()z(u:,,)u$t)z + f, Quart. Appl. Math. 46 (1988), 393-407. Niezgodka, M. and Sprekels, J ., Existence of solutions of a mathematical model of structural phase transitions in shape memory alloys, J. Math. Methods Appl. Sci. 10 (1988), 197-223. Pecher, H., On global regular solution of third order partial differential equations, J. Math. Anal. Appl. 73 (1980), 278-299. Pego, R. L., Phase transitions in one-dimensional nonlinear viscoelasticity: Ad- missibility and stability, Arch. Rational Mech. Anal. 97 (1987), 353-394. 91 [24] Potier-Ferry, M., On the mathematical foundations of elastic stability. 1., Arch. Rational Mech. Anal. 78 (1982), 55-72. [25] Rybka, P., Dynamical modeling of phase transitions by means of viscoelasticity in many dimensions, Proc. Roy. Soc. Edinburgh Sect. A 121 (1992), 101-138. [26] Swart, P. J. and Holmes, P. J., Energy minimization and the formation of mi- crostructure in dynamic anti-plane shear, Arch. Rational Mech. Anal. 121 (1992), 37-85. [27] Sprekels, J. and Zheng, 8., Global solutions to the equations of a Ginzburg— Landau theory for structural phase transitions in shape memory alloys, Phys. D. 39 (1989), 59-76. [28] Vainchtein, A., Healey, T., Rosakis, P. and Tmskinovsky, L., The role of the spinodal region in one-dimensional martensitic phase transitions, Physica D 115 (1998), 29-48. [29] Vainchtein, A. and Rosakis, P., Hysteresis and Stick-Slip Motion of Phase Bound- aries in Dynamic Models of Phase Transitions, J. Nonlinear Sci. 9 (1999), 697- 719. 92