Convergence analysis of a fully discrete finite difference scheme for the Cahn-Hilliard-Hele-Shaw equation

Abstract

We present an error analysis for an unconditionally energy stable, fully discrete finite difference scheme for the Cahn-Hilliard-Hele-Shaw equa- tion, a modified Cahn-Hilliard equation coupled with the Darcy flow law. The scheme, proposed by S. M. Wise, is based on the idea of convex splitting. In this paper, we rigorously prove first order convergence in time and second or- der convergence in space. Instead of the (discrete)L ∞ (0,T;L 2 )∩L 2 (0,T;H 2 h ) error estimate, which would represent the typical approach, we provide a dis- creteL ∞ (0,T;H 1 )∩L 2 (0,T;H 3 h )e rror estimate for the phase variable, which allows us to treat the nonlinear convection term in a straightforward way. Our convergence is unconditionalin the sense that the time stepsis in no way constrained by the mesh spacingh .T his is accomplished with the help of anL 2 (0,T;H 3 h ) bound of the numerical approximation of the phase variable. To facilitate both the stability and convergence analyses, we establish a finite difference analog of a Gagliardo-Nirenberg type inequality.