We prove convergence of the nonlocal Allen–Cahn equation to mean curvature flow in the sharp interface limit, in the situation when the parameter corresponding to the kernel goes to zero fast enough with respect to the diffuse interface thickness. The analysis is done in the case of a -kernel, under periodic boundary conditions and in both two and three space dimensions. We use the approximate solution and spectral estimate from the local case, and combine the latter with an -estimate for the difference of the nonlocal operator and the negative Laplacian from Abels, Hurm Abels, H., & Hurm, C. (2024). Journal of Differential Equations, 402: 593–624. To this end, we prove a nonlocal Ehrling-type inequality to show uniform -estimates for the nonlocal solutions.
Let , , be the -dimensional torus and be fixed. We consider the following nonlocal Allen–Cahn equation,
Here, is an order parameter representing the relative difference of the two phases and is a double-well potential with wells of equal depth and minima at . Moreover, the parameter is related to the thickness of the diffuse interface separating the two phases. Finally, for the nonlocal operator is given by
for integrable and suitable interaction kernels , cf. (A.2) below, which is compactly supported in Here, denotes a -periodic extension of . In this setting, the corresponding bilinear form
satisfies the following variational convergence
as for all . For details, we refer to the results by Ponce (2004a, 2004b).
Based on (1.5), the nonlocal-to-local convergence as as well as corresponding results about the nonlocal-to-local convergence (without rates) of the Cahn–Hilliard equation have been shown in Davoli et al. (2020, 2021a, 2021b, 2023) and Elbar and Skrzeczkowski (2023). Recently, the authors in Abels and Hurm (2024) established rates of convergence for the nonlocal operator , see Theorem 2.4 below. This result has then been used in Abels and Hurm (2024) to prove the nonlocal-to-local limit with rates of convergence for the Cahn–Hilliard equation and the Allen–Cahn equation as well as in Hurm et al. (2024) and Hurm and Moser (2024) for coupled Cahn–Hilliard systems. Finally, we note that in Grasselli and Schimperna (2013) a nonlocal phase field model is studied, where a nonlocal Allen–Cahn equation as above is coupled to a heat equation.
In particular, solutions to the nonlocal Allen–Cahn equation converge to the solution to the corresponding local Allen–Cahn equation,
It is well-known that in the sharp interface limit the Allen–Cahn equation (1.6) and (1.7) converges toward mean curvature flow. This has first been analyzed in Chen (1992) and de Mottoni and Schatzman (1995) using the method of matched asymptotic expansions as long as there is a smooth solution of the mean curvature flow equation. Moreover, Ilmanen (1993) showed convergence globally in time to a Brakke solution of the mean curvature flow. On account of stability of the linearized Allen–Cahn operator, one may also derive rates of convergence. An alternative approach has been used by the authors in Fischer et al. (2020). Therein, the relative entropy method has been applied to prove the sharp interface asymptotics.
We are interested in the sharp interface limit for the nonlocal Allen–Cahn equation, that is, we intend to analyze the limit for initial data close to a diffuse interface configuration. This is a very difficult task in general, therefore we restrict ourselves to the case when is very small compared (see Theorem 1.1 below for a quantification of the latter). The idea is to enforce closeness to the local situation where the sharp interface limit is well-known. Indeed, we use the approximate solution and the spectral estimate from the local case, cf. Section 2.4 below, and combine the latter with an estimate for from Abels and Hurm (2024), cf. Theorem 2.4 below. In order to close the Gronwall argument, it turns out that we need to control the -norm of the nonlocal solutions uniformly. The latter is done in Section 3.2 with a novel nonlocal Ehrling inequality, cf. Theorem 2.5 below.
To the best of our knowledge this is the first rigorous sharp interface limit result in the nonlocal case. The main result of this contribution is the following:
(Convergence)
Let , and with for all be a smoothly evolving compact closed hypersurface in satisfying mean curvature flow, i.e. for all , where is the normal velocity and the mean curvature of . Here, separates into two disjoint connected domains for all . We set and . Moreover, for sufficiently small , we denote by the tubular neighborhood around , and the tangential and normal derivatives by and , respectively. Finally, let .
Then there exists an and smooth for with uniformly on compact subsets of and the following holds:
Let and consider initial values , for (1.1) and (1.2) with
Then there are constants such that if , , then the solution of the nonlocal Allen–Cahn equation (1.1) and (1.2) satisfies for all and , where ,
Let . Then the same statement holds when time is small.
The in Theorem 1.1 is the approximate solution from the local case as given in Theorem 2.6 below. Here determines the number of terms in the expansion, cf. Theorem 2.6 below for the details.
The condition is needed technically in our proof. We expect that our result can be extended to a broader range of choices as long as at least . Without this condition convergence and a possible limit system seem to be unclear.
The structure of this article is as follows. In Section 2, we introduce some notation, assumptions and preliminary results. Moreover, we prove a nonlocal version of the Ehrling inequality, which we need to derive uniform estimates of the solutions. In Section 3.1, we then show existence, uniqueness, higher regularity and uniform -bounds of solutions for the nonlocal Allen–Cahn equation (1.1) and (1.2). Section 4 contains the proof of Theorem 1.1 (Convergence). Therein, we show stability estimates, which then imply the convergence.
Preliminaries
Notation
Let , , , and . For any open set or and a Banach space , we write and for the Lebesgue and Sobolev spaces of functions on with values in . The corresponding norms are denoted by and , respectively. We also write . If , we leave out the in the notation. Moreover, are the dual spaces corresponding to . We note that we identify with the corresponding function with for all , which is -periodic with respect to every component of . Moreover, if and only if .
We recall that functions can be represented by their Fourier expansion
where the corresponding Fourier coefficients are given by
We note that this (non-standard) definition of the Fourier coefficients is useful to simplify the relation between the Fourier expansion and Fourier transform. This will be used in the proof of Theorem 2.5 below. We remark that with this choice for the Fourier coefficients, the properties of the Fourier series hold true with different constants than usual.
Let us briefly recall some basic properties of Fourier series, which are needed throughout this contribution.
(Convolution Theorem) For and , it holds
(Parseval’s relation) For , it holds
For , it holds
The map is an isomorphism from onto .
(Riemann–Lebesgue Lemma) For , we have
For a proof, we refer to the book by Grafakos (2014). Moreover, for are the usual Bessel-Potential spaces endowed with the norm . It is well-known that is isomorphic to for all .
For , we define the Fourier transform of by for . Note that for clarity we use a different notation as for the torus. Note that if and we roughly identify , then for all . We recall that the Convolution Theorem as well as the Riemann–Lebesgue Theorem also hold true for the Fourier transform on . In this setting, Plancherel’s Theorem states that is an isomorphism.
Finally, we use the convention that constants can change from line to line, but are independent from the free variables, unless noted otherwise.
Assumptions
Let , , be the -dimensional torus.
Let and be a non-negative function given by for all and , where is a family of mollifiers defined by for all for some such that and for all . Moreover, we assume that be compactly supported in and
where . Finally, let be the -periodic extension of .
is a smooth double-well potential with wells of equal depth, more precisely,
and in as well as in for some . Finally, we assume
and for some .
Note that a typical example for is given through the choice
where to ensure the integrability conditions and , is symmetric, non-negative and is a normalization constant. Note that this choice corresponds to the -kernel setting in Davoli et al. (2021a).
Note that the assumptions on the double-well potential in (A.3) are standard. Under these assumptions, we then define the function to be the unique solution to the ordinary differential equation,
The function is also referred to as the optimal profile.
Inequalities
Since we assume the interaction kernel to be of class , we can use the result in Abels and Hurm (2024), where the authors provided concrete rates of convergence for the nonlocal operator . It is one of the central result for the main result. In fact, they proved the following assertion:
Let . Moreover, let be defined as in (1.3) and satisfy (A.2) from Section 2.2. Then for all it holds for a constant independent of
The proof of this theorem can be done analogously as in Abels and Hurm (2024, Lemma 3.1) by using Fourier series instead of Fourier transformation.
The following result has already appeared in Davoli et al. (2020, Lemma 3.4) and Davoli et al. (2021a, Lemma 4). However, these results do not apply in our case, since we explicitly need the dependence on the parameter for the arguments in Section 3.2. It is important for the estimate of the error with aid of the Gronwall Lemma.
(Nonlocal Ehrling Inequality)
Let , , and be defined as in (1.4) with satisfying (A.2) from Section 2.2. Then for all it holds with independent of ,
Let and be arbitrary. Exploiting the symmetry of the interaction kernel , it follows
Then, using Parseval’s relation (2.2), the convolution theorem (2.1) and the definition of , we obtain
for all . Let us note that is indeed well-defined, since the interaction kernel is of class . Observe that the interaction kernel is compactly supported in . Therefore,
for all . For the following, we define the auxiliary function
Due to (2.7) and since is a function on , it follows by standard Fourier analysis that and is -valued because is even. Moreover, a scaling argument yields
We need to derive more properties of . It holds because of
Moreover, the following contradiction argument shows for all . We conversely assume that there exists some such that . In particular, this also means that . Thus, it holds
which implies that for almost all , since the integrand is non-negative. However, the properties of then yield for almost all and thus , which contradicts our choice of . This shows for all . For the gradient we obtain
In particular, this implies since the interaction kernel is even. Moreover, we have
and therefore due to the properties of . More precisely, the radial symmetry and renormalization of imply
and if ,
Hence, a Taylor expansion around shows that has quadratic growth in a small neighborhood around . In particular, a compactness argument yields
where is a constant independent of . Finally, because of the Riemann–Lebesgue Lemma we have for which implies that for . In particular, by continuity it holds
where is a constant independent of .
Finally, we can prove the main assertion. Due to the arguments in the steps before, we have
where . Noting that for all with , we obtain
and thus the assertion follows.
Results for the Local Allen–Cahn Equation
First, we fix some notation concerning the evolving hypersurface.
Evolving hypersurfaces: Let and with for all be a smoothly evolving compact hypersurface in . Moreover, let be the exterior normal of for all and . Here separates into two disjoint connected domains for all , where points into , and we set . In the following will denote the projection on the time variable, e.g., for .
Parametrization: We consider a reference hypersurface and a smooth parametrization such that is a smooth diffeomorphism. Then we denote by
for small the standard tubular neighborhood coordinate system.
Tubular neighborhood: It is well known that, for small and all , is a smooth diffeomorphism onto the neighborhood of , where and is the tubular neighborhood of for .
Finally, we set and define the tangential and normal derivative as
for sufficiently smooth , . Here is identified with an matrix in the standard manner taking the standard basis on . Hence , cf. also Chen et al. (2010, equation (34)). Moreover, note that .
In the following theorem, we recall a standard result from asymptotic expansions for the local Allen–Cahn equation (1.6). This approximate solution is a central ingredient for comparison with the exact solution and to show convergence finally.
(Approximate Solution for Local Allen–Cahn Equation)
Let the notation be as above, be evolving according to mean curvature flow and let .
There are smooth , for with
such that the following holds: defining for , with the optimal profile as in Remark 2.3,
as well as with a cutoff smooth with for , for ,
then is smooth, uniformly bounded for small and for , the remainder of in the local Allen–Cahn equation (1.6), it holds
where evolves according to the mean curvature flow. This yields the convergence of to solutions of the mean curvature flow once the error is estimated. Here is called stretched variable and it resolves the behavior of close to the interface at distance . can be considered as an approximation of the distance between and the zero-level set .
Finally, we recall a classical spectral estimate for the linearized local Allen–Cahn operator.
(Spectral Estimate for Local Allen–Cahn Operator)
Let and be such that is continuous for all and , where is small and is a fixed constant. Moreover, we define the scaled variable
For small we consider measurable with the property
Properties of Solutions to the Nonlocal Allen–Cahn Equation
Let the assumptions (A.1)–(A.3) hold, and be given as in (1.3). In this section, we consider the nonlocal Allen–Cahn equation (1.1) and (1.2) and show existence, uniqueness, higher regularity and boundedness of solutions in Section 3.1 and uniform -bounds for solutions for sufficiently small and in Section 3.2.
Existence, Uniqueness and Maximum Principle
(Uniqueness)
Let the assumptions (A.1)–(A.3) hold, and . For initial values in , solutions of (1.1) and (1.2) with regularity are unique.
Let and be solutions of
Then, solves
Testing the latter by gives
where we note that for because of (A.3) and embeddings. Moreover, the growth assumption of from (A.3) yields
Therefore, it holds
and hence the Gronwall Lemma yields .
(Existence, Higher Regularity and Boundedness)
Let the assumptions (A.1)–(A.3) hold, and . Moreover, let . Then, there exists a unique solution to (1.1) and (1.2) with the regularity
for all if and if . Additionally, if and with as in (A.3), then the solution has the regularity
and is uniformly bounded by .
For simplicity we set in the proof and omit the in the notation. All the arguments can be done analogously for the case of arbitrary . Moreover, is fixed in the following.
We prove this theorem using a Galerkin ansatz, in particular we project the equations and solution spaces onto finite dimensional subspaces of . For the approximation scheme, we consider the finite-dimensional subspaces
generated by trigonometric functions. One can directly show that the Laplacian is diagonizable on and we denote the eigenfunctions by . Since for this is consistent for all and it is well-known that form an orthonormal basis of . We denote with the corresponding eigenvalues. Moreover, note that we have the following representation of the -projection for (real-valued) and all :
where
for all and . Properties of , especially for convergence, are well-known from Fourier-Analysis, cf. Grafakos (2014). Recalling that convolution operators commute, we observe that for all . Moreover, we note that , cf. Grafakos (2014, Theorem 4.1.8). In particular, is dense in for all . Finally, for vector-valued equation (3.1) is understood component-wise.
1. Finite dimensional approximation. In this step, we determine approximate solutions of (1.1) and (1.2) of the form
where will be continuously differentiable. In particular, it holds for all . We will construct such that is a solution of system
for all and together with the initial condition
Since the functions are an orthonormal basis of , the approximate system (3.2) and (3.3) is equivalent to the following ordinary differential equation for :
together with the initial condition
for all . Since the right-hand side in (3.4) depends continuously on , Peano’s Theorem guarantees the existence of a local -solution of this initial value problem on a right-maximal interval for some . In the next two steps, we will derive an energy estimate and show global existence of the Galerkin approximation. Therefore we show uniform bounds on for arbitrary.
2. Energy estimate. First of all, we define
for all . Then, we compute
where we used that are -functions and for the second equality we multiplied (3.2) by and summed over all . Integrating the inequality above with respect to time yields for all and all
In order to establish uniform bounds for our solutions, we need to verify that can be bounded by some constant , which does not depend on .
First of all, because of , the initial condition (3.3) and the convolution representation in (3.1) it follows that the sequence is bounded. By Bourgain et al. (2001, Theorem 1), there exists a constant such that
Moreover, the assumptions for from (A.3) and the Sobolev embedding theorem imply that
is bounded uniformly in . Finally, we obtain the following energy estimate
for all and all , where is independent of and .
3. Uniform estimates. From the energy inequality (3.7) we obtain the uniform estimate . In the next step we prove that is bounded. To this end, we first test (3.2) by . More precisely, we multiply (3.2) by and sum over all . This yields
Due to the assumption on from (A.3), it holds
Thus, we can apply Gronwall’s inequality to conclude that is bounded. Next, we test (3.2) by . On the Galerkin level, we multiply (3.2) by and sum over all . This yields
In order to control the third term on the left-hand side, we use the growth assumption of from (A.3), the Hölder inequality as well as the Gagliardo–Nirenberg inequality. Hence we obtain
Since is bounded in , we apply Young’s inequality and obtain from Gronwall that is bounded.
Altogether, the sequence is bounded in uniformly for all and . In particular, this yields that the solution is bounded on uniformly for all and all . An extension argument yields that and hence exist globally on and can be chosen above.
4. Passage to the limit. Due to the uniform estimates derived in the step before, there exists a subsequence, again denoted by , such that for
for some and for all if and all if , where the last convergence follows by the Aubin–Lions–Simon Lemma. We need to show equation (1.1) for .
Let . We multiply (3.2) by and integrate with respect to time. Hence
For the first term on the left-hand side, we use the weak convergence in for to conclude that
For the second term we prove in the following that in for . By definition and Young’s convolution inequality, we have
Since the term is constant on the torus, the assertion follows from the strong convergence in for . Altogether, this implies for that
Finally, for the last term we apply the General Lebesgue Dominated Convergence Theorem. Due to the growth assumption of from (A.3), it holds
Thus, the operator defined by
is a Nemytskii operator and by standard theory it follows that is a bounded and continuous operator from to . Therefore, thanks to the strong convergence in , we can pass to the limit and get
for . Finally, we obtain
for all and all . Since is dense in , we obtain
for all and all . Therefore, the Fundamental Lemma of Calculus of Variations implies that (1.1) holds for .
Finally, we show that the initial condition holds. We have already seen that in for . Since we also have the convergence in , we conclude that in for .
5. Higher order estimates. In this part we prove higher regularity for the solution obtained in the steps before provided that the initial value satisfies and with as in (A.3). In the end we prove that the solution is confined to in this situation and hence we can change the potential outside of this interval suitably. Therefore from now on we assume without loss of generality that the potential and its derivatives are uniformly bounded.
We first prove that . For the proof, we again use the Galerkin scheme introduced in step 1. We test equation (3.2) by , which means, on the Galerkin level, that we multiply (3.2) by and sum over all . This yields
For the third term on the left-hand side, we observe
By our assumption on the potential , it holds for all . Thus, the remaining term can be controlled as follows:
where we used that and commutes due to the representation (3.1) and properties of convolutions. We differentiate the latter equation with respect to the space variable and test by , . This yields
where we used for the second term. This follows from the fact that convolution operators commute. For the first term, we use to obtain
For the term involving the nonlocal operator, we use a symmetry argument to conclude
where the function is defined as for all . Since is monotone and since is non-negative, this implies that
Finally, for the last term in (3.8), we use Hölder’s inequality to get
From Fourier Analysis and (3.1) it is well-known that for every , where is independent of . Moreover, we observe that . Hence (3.8) yields
Using the relation and (3.1), we conclude that the sequence is bounded in provided that .
Thus by Gronwall’s inequality the sequence is bounded for all . Therefore it holds
and thus, again by Gronwall’s inequality, is bounded since the second order derivatives can be controlled with the Laplacian via integration by parts.
In the next step, we prove . To this end, we test equation (3.2) by . More precisely, we multiply (3.2) by and sum over all . This yields
We need to control the last term on the left-hand side. First of all, the chain rule gives
In order to estimate the terms we use that we assumed without loss of generality that the derivatives of are uniformly bounded. Moreover,
Therefore we can control the corresponding parts in the integral above using Young’s inequality. For the last term, we use the growth condition of from (A.3), which implies
Altogether, Gronwall shows that is bounded.
From the previous estimates we obtain . Now, due to the Aubin–Lions–Simon Lemma, we get
which in particular yields . Finally, from the equation (1.1) for we obtain .
6. Boundedness. Finally, we prove that the solution of (1.1) and (1.2) is bounded by provided that , where is from (A.3). Assume that there exists such that attains its maximum in with . Then and it holds
since if and
since . This is a contradiction since solves (1.1). Analogously, one shows .
This concludes the proof of Theorem 3.2.
Uniform -Bounds
In order to apply Theorem 2.4 and close the proof of the main result with a Gronwall argument, we need to show that the solutions obtained by Theorem 3.2 are bounded uniformly in . Indeed, we have the following result:
(Uniform -Bounds)
Let be fixed. For any , let be the solution to (1.1) and (1.2) from Theorem 3.2 for initial values such that with as in (A.3) and such that with some constant independent of
Then there exist constants , independent of such that for all , it holds
Let be the solution of (1.1) and (1.2) according to Theorem 3.2. We have to control the -norm of in dependence of . To this end, we proceed in several steps.
1. -estimate. We test (1.1) with . After integration by parts, we obtain for all
where we also used the condition for from (A.3). Next, we apply Theorem 2.5 (Nonlocal Ehrling lemma) which yields for all , that
We choose and small such that . Thus using that is bounded thanks to the maximum principle, we obtain
for all and small.
2. -estimate. We test (1.1) with . This yields for all
Because of the maximum principle in Theorem 3.2, we have that is uniformly bounded. Moreover, the Gagliardo–Nirenberg interpolation inequality gives for all
for both , where we omit the time-dependence for simplicity. Then by Young’s inequality
By definition of the -norm, the boundedness of and the estimate derived in step 1, we have
This yields
Together with Theorem 2.5 (Nonlocal Ehrling Inequality), we get for all and all
Choosing proportional to to absorb the -term, we get
for all and small, where is some fixed constant. This also controls the -norm of the second derivatives due to integration by parts.
3. -estimate. In the final step, we test (1.1) with . Then we have for a.e.
For simplicity, we often omit the time-dependence in the following. The estimates are uniform with respect to time. Using the chain rule as in (3.9) and that is uniformly bounded, we obtain
In particular, this gives
Here, we used the estimate derived in step 2 together with Young’s inequality for the terms and . For the remaining terms, we have
and therefore
where we applied Young’s inequality in the last step. For the last term, (A.3) implies
Combining these estimates with Theorem 2.5 (Nonlocal Ehrling Inequality), we obtain for all , and for a.e.
Finally, we choose proportional to to absorb the -term. Then we obtain for all and small, where the constant is possibly smaller than before, that
The -norm of the third derivatives is then also controlled via integration by parts.
Proof of Theorem 1.1 (Convergence)
We use the notation from Theorem 1.1. Moreover, let for small be the approximate solution from the local case, constructed for the evolving hypersurface and the parameter , cf. Theorem 2.6. Note that has to evolve according to mean curvature flow in order to have the remainder estimates for in Theorem 2.6 for the local Allen–Cahn equation available. For the latter we set . Finally, let be fixed (to be chosen later) and set for all . We investigate the validity of the estimates
where and . Now let us define
For the different cases from Theorem 1.1 we have that is well-defined and positive due to continuity. For the three cases we need to show the following:
Let . There are such that if , then it holds for all .
Let . The analogous statement as in the first case holds for and small time .
In the following we first carry out a general computation that works for every case. Taking the difference of the nonlocal Allen–Cahn equation (1.1) for and the local Allen–Cahn equation (1.6) for with remainder , we obtain
where we have set . Testing (4.2) with and integrating over for yields
where we used . We have due to the assumption in the theorem. Moreover, the spectral estimate for the local case from Theorem 2.8 yields
Furthermore, we use the estimate from Theorem 2.4 and the uniform -estimate for from Theorem 3.3 for . This yields
Moreover, using the remainder estimate for from Theorem 2.6 and an integral transformation in tubular neighborhood coordinates yields
where we used (4.1). Additionally, we use the uniform boundedness of and from Theorems 3.2 and 2.6 to estimate with Taylor
The latter can be estimated by splitting into and , using tubular neighborhood coordinates for the latter set as well as Gagliardo–Nirenberg estimates, cf. Moser (2023), Lemma 6.6. This implies
Finally, we control the -term in (4.1) by the spectral term via
where we used that is uniformly bounded with respect to small . The first term on the right-hand side is absorbed by half of the spectral term for small. Altogether this yields
for all and , where is small (independent of ).
Now we consider the distinct cases in the theorem.
Ad 1. Let . We choose and large such that . We now roughly estimate for this case. Then if for some small, then the right-hand side in (4.3) is estimated by for all and , where is small (depending on ). Finally, a contradiction and continuity argument shows for all . More precisely, we conversely assume that . Then, by continuity of the left-hand side in (4.1), there exists some such that (4.1) still holds true for . However, this contradicts the definition of .
Ad 2. Let . Then we set and obtain for with (4.1) that the right-hand side in (4.3) is estimated by
We choose so small such that the right-hand side in (4.3) is estimated by . Then, by continuity of the left-hand side in (4.1), there exist and such that estimate (4.1) holds true for all and . This implies by a similar contradiction argument as before. Namely, if for all , there exists some such that (4.1) still holds true for and all , which follows by continuity of the left-hand side in (4.1). However, this contradicts the definition of .
This shows Theorem 1.1.
Footnotes
Acknowledgments
The authors are grateful for the careful reading of the anonymous referees of the manuscript and their valued comment, which improved the presentation a lot.
Funding
C. Hurm was partially supported by the Graduiertenkolleg 2339 IntComSin of the Deutsche Forschungsgemeinschaft (DFG, German Research Foundation; Project-ID 321821685). M. Moser has received funding from the European Research Council (ERC) under the European Union’s Horizon 2020 research and innovation programme (grant agreement No 948819).
Declaration of Conflicting Interests
The authors declared no potential conflicts of interest with respect to the research, authorship, and/or publication of this article.
ORCID iDs
Helmut Abels
Christoph Hurm
Maximilian Moser
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