Lecture Notes in Physics: Monographs
Lecture Notes in Physics: Monographs
Lecture Notes in Physics: Monographs
Monographs
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3
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Heike Emmerich
The Diffuse
Interface Approach
in Materials Science
Thermodynamic Concepts
and Applications
of Phase-Field Models
13
Author
Heike Emmerich
Lehrstuhl fur Thermodynamik
Fachbereich Chemietechnik
Universitat Dortmund
Emil-Figge-Strasse 70
44227 Dortmund, Germany
Cover picture: Columnar dendrites: The shading figure denotes the variation of temperature in the melt. Typically columnar dendrites grow at the container walls as
well as at the macroscopic liquid-solid interface, whereas so called equiaxed crystals
develop in the inner regions of the molten phase. (by H. Emmerich)
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ISSN 0940-7677 (Lecture Notes in Physics. Monographs)
ISBN 3-540-00416-5 Springer-Verlag Berlin Heidelberg New York
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Acknowledgements
At this point I would like to thank Prof. Dr. Schreiber for giving me the
opportunity to teach at Chemnitz and to integrate my work in a university
chairs. I am also thankful for his detailed comments on the manuscript helping me to improve its readability in several points.
Moreover I would like to thank Prof. Dr. Kassner for introducing me to the
eld of simulating growth phenomena in materials science. Prof. Dr. M
ullerKrumbhaar, Dr. Brener, Dr. Misbah and Dr. Ihle gave valuable guidance,
which I am thankful for.
I am also grateful to Prof. Dr. Fulde and Prof. Dr. Rost for the stimulation
and the opportunities which arose from being a Distinguished Postdoctoral
Fellow at the Max Planck Institute for the Physics of Complex Phenomena
at Dresden.
Finally I would like to thank Prof. Dr. Sadowski for oering the quite
challenging new task to continue in the eld of materials science by bridging
the gap from the mesoscale to the atomar scale rising a respective simulation
group at Dortmund university.
Dortmund, November 2002
Heike Emmerich
Contents
1.
Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.1 Structure and Scope of This Work . . . . . . . . . . . . . . . . . . . . . . . .
1
4
2.
What Is an Interface? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.
21
23
26
28
4.
31
32
32
35
38
46
47
49
53
5.
Asymptotic Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5.1 A Formal Mathematical Approach Towards Matching . . . . . . .
5.1.1 Illustration of Extended Domains . . . . . . . . . . . . . . . . . . .
5.1.2 Matching in the Context of Diuse Interface Modeling
5.2 Asymptotic Matching for Thin Film Epitaxial Growth . . . . . .
5.2.1 Motivation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5.2.2 Sharp Interface Formulation . . . . . . . . . . . . . . . . . . . . . . .
5.2.3 The Diuse Interface Model Equations
and Their Asymptotic Analysis . . . . . . . . . . . . . . . . . . . .
5.3 A Generalized Approach Towards the Asymptotic Analysis
of Diuse Interface Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
59
59
63
67
68
69
70
19
72
78
VIII
Contents
78
81
92
93
99
104
119
127
129
7.
131
132
134
140
8.
97
Appendix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 145
A. Numerical Issues of Diuse Interface Modeling . . . . . . . . . . .
A.1 Relationship Between Physical Variables
and Numerical Parameters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
A.2 Computational Universality of Phase Field Models . . . . . . . . . .
A.3 Selected State-of-the-Art Numerical Approaches . . . . . . . . . . . .
A.3.1 2D Adaptive Mesh Renement Computation . . . . . . . . .
A.3.2 3D Simulations Including Fluid Flow . . . . . . . . . . . . . . .
145
146
151
154
155
161
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165
Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 175
1. Introduction
Many inhomogeneous systems involve domains of well-dened phases separated by a distinct interface. If they are driven out of equilibrium one phase
will grow at the cost of the other. Examples are phase separation by spinodal decomposition or nucleation and subsequent growth of the nucleus in
the nourishing phase [139]. Another example which has often been discussed
as a paradigmatic problem is that of dendritic solidication [29, 64, 79, 199].
The phenomenological description of these phenomena involves the denition of a precisely located interfacial surface on which boundary conditions
are imposed. One of those boundary conditions typically yields a normal velocity at which the interface is moving. This is the so-called sharp interface
approach, adopted both in analytical and numerical studies for a variety of
contexts involving a moving boundary. The origin of such a description is often transparent, being obtained by symmetry arguments and common sense.
Nevertheless the properties of sharp interface models can be quite subtle as in
the case for dendritic growth. This is strongly coupled to the question of how
to view the interfacial surface. Already when introducing the notion of a surface quantity Gibbs implicitly entertained the idea of a diuse interface [126]:
any density of an extensive quantity (e.g., the mass density) between two coexisting phases varies smoothly from its value in one phase to its value in the
other. The existence of a transition zone, though microscopically of atomic extent, underlies this denition of surface quantities as given by Gibbs. In phase
transition phenomena, this notion has been employed in the spirit of Landau
and Khalatnikov [271], who were the rst to introduce an additional parameter to label the dierent phases in their theory on the absorption of liquid
helium. Essentially diuse interface modeling, as it appeared subsequently
in the literature in the context of phase transition phenomena [54, 143], is
connected to such an additional order parameter. Clearly such models have
advanced numerical treatment as well as understanding of interfacial growth
phenomena since.
Even though quite a young approach to tackle such problems, diuse interface models have been employed by dierent groups in quite dierent spirits.
One might even be tempted to say that a variety of philosophies accompanying diuse interface modeling have already emerged. One way to view this
method to model interfacial growth is to understand it as a numerical tech-
1. Introduction
nique, which helps to overcome the necessity of solving for the precise location
of the interfacial surface explicitly in each time step of a numerical simulation.
This can be achieved by the introduction of one or several additional phaseeld variables. They are the key element to the resulting phase-eld modeling
approach for studying systems out of equilibrium. In such an approach the
phase-eld variables are continuous elds which are functions of space r and
time t. They are introduced to describe the dierent relevant phases. Typically these elds vary slowly in bulk regions and rapidly, on length scales of
the order of the correlation length , near interfaces. is also a measure for
the nite thickness of the interface. The free energy functional A determines
the phase behavior. Together with the equations of motion this yields a complete description of the evolution of the system. In other contexts, such as
critical dynamics [41, 139, 146], the elds are order parameters distinguishing
the dierent phases. In a binary alloy, for example, the local concentration or
sub-lattice concentration can be described by such elds. The ideas involved
in this approach have a long history, referring back to van der Waals [244].
On this background the materials science community associates the use
of continuum eld models in particular with the work of Cahn and collaborators [7, 54, 55]. Within their contribution to the eld, phase-eld models are
more but just a trick to overcome numerical diculties. Rather they are
rigorously derived based on the variational principles of irreversible thermodynamics as founded by Onsager [227]. Then ensuring thermodynamic consistency of the model equations can serve as a justication of a phase-eld
model. In this sense phase-eld models can also be formulated for problems,
for which sharp interface equations are not yet available. Consequently it
might be their analysis which yields a formerly unknown sharp interface formulation and helps to clarify the physics in the interfacial region.
One has to contrast this procedure to a very established second way to
validate a phase-eld model. This second approach assumes, that a given
sharp interface formulation of the growth problem is the correct description of
the physics under consideration. On the basis of this assumption, a phase-eld
model can be justied by simply showing that it is asymptotic to the correct
sharp interface description, i.e., that the latter arises as the sharp interface
limit of the phase-eld model when the interface width is taken to zero.
Obviously this procedure works only for cases, in which a well established
set of continuum equations describing the dynamics in the sharp interface
formulation does exist. Moreover, employed in this way phase-eld models
do not seem to be much help to elucidate the physics of the interfacial region
beyond what is captured within the sharp interface model equations.
However, the latter is only partially true and leads to a third philosophy
appearing in the phase-eld community lately. It is rooted in the understanding of the interfacial surface to be nite in the sense of Gibbs denoted
above: If one assumes a phase-eld model to be thermodynamically consistent
and to describe a physical situation, for which an established sharp interface
1. Introduction
formulation exists, as well, then, certainly, in the sharp interface limit the
phase-eld model should correspond precisely to that sharp interface formulation. However, keeping in mind that the interface can be understood to
be of nite width, not only the sharp interface limit of a phase-eld model
is a meaningful physical limit, but also the so-called thin interface limit introduced by Karma and Rappel [168, 169]. To clarify the dierence between
the sharp interface limit and this thin interface limit here I will consider
the growth of a dendrite with tip radius R into an undercooled melt [128].
Under more general circumstances, R might be representative of a typical
macroscopic length scale such as the container size. For dendritic solidication at large undercoolings the growth is rapid and the radius of curvature
of the dendritic tip is relatively small. As a consequence eects of capillary
action and kinetics on the local interfacial temperature can be signicant.
In this regime, sharp interface limits of the phase-eld equations have been
performed [49, 60, 115, 116, 121, 213], which assume that the dimensionless
interfacial temperature u is of the order of the small parameter /R. Contributions from capillary eects and kinetics can be regarded to be of the same
order. In this limit one also considers to be small compared to the capillary
length lc , which presents a stringent resolution requirement for a numerical
computation that aspires to describe this limiting case. At low undercoolings,
on the other hand, dendrites grow more slowly and have a larger radius of
curvature, so that it is reasonable to model capillary eects and kinetics as
small corrections. Karma and Rappel refer to the corresponding analysis as
the thin interface limit. For this thin interface limit one assumes R but
allows lc . Almgren [11] has described this analysis as isothermal asymptotics, since to leading-order in /R the temperature is isothermal throughout
the interfacial region with u = O(/R).
Now again one interest in employing such an isothermal asymptotics or
thin interface limit can be understood to be of numerical origin: it can serve
to legitimate a choice of model parameters which ensures better1 numerical
performance. On the other hand, isothermal asymptotics can also be used to
obtain rst order generalizations of the well known Gibbs-Thompson relation,
which usually yields the temperature value locally at the interface. In turn
such a generalization can facilitate subsequent stability analysis of the model.
Thus momentarily diuse interface modeling is a eld, in which numerical eorts as well as an intense focus on thermodynamic backgrounds and
asymptotic behavior of the models drives the development to turn this approach into a more and more powerful technique. Within the present work I
will elucidate this symbiotic framework in more detail with respect to specic
growth phenomena. In particular I will show that it is this symbiosis which
opens up new perspectives to gain further understanding about interfacial
growth problems, if one extends the paradigmatic, purely diusion limited
1
The meaning of better as used in the above context will become elucidated further
in the numerical appendix of this book.
1. Introduction
Such a sharp interface formulation is the frame of reference for the discussion
of the diuse interface approach throughout this text. Thus the purpose of
Chap. 2 is to demonstrate, that even though phenomenological in nature
for the sharp interface approach it is possible to establish a thorough relation
between theory and experiment. In that sense it is regarded a solid basis it
is justied to build upon.
The following Chaps. 35 develop the thermodynamic background as well
as the mathematical tools required if one intends to engage into diuse interface modeling oneself. To keep them stringent, they remain deliberately
formal. However, they start from a level that any student of physics, mathematics or an engineering science could follow. For that purpose Appendix A of
Chap. 4 puts together some basics of the calculus of variations as required to
follow the derivation of model equations in Chap. 4 and succeeding chapters.
Moreover, Appendix B and Appendix C relate the CahnHilliard equation
respective the AllenCahn equation, as fundamental model equations summarizing the concept of diuse interface modeling, to some concrete physical
phenomena they allow us to describe. Within Chap. 5 the formal theory of
matching is placed into the context of physics by elucidating its application
for the example of thin lm epitaxial growth (Sect. 5.2).
Chapters 6 and 7 are the ones, in which all the formalism discussed before
is applied to two examples, namely
1. hydrodynamically inuenced dendritic growth and
2. elastically inuenced epitaxial growth.
These two applications serve as examples for phenomena, where the extension of sharp interface models to grasp all features of the growth process is
no longer clear. In that sense they are examples, for which the achievement
of diuse interface modeling is obvious at rst sight: It allows to model and
investigate these phenomena, for which a sharp interface approach would
fail. Moreover, in these cases it is the analysis of the diuse interface models,
which reveals new physical insight, which is not clear how to obtain otherwise. Chapters 6 and 7 are also meant to serve as guidance for the reader to
construct a diuse interface model for the application he might have in mind.
Within the concluding Chap. 8 the discussion of achievements of diuse
interface modeling as examplied through Chaps. 6 and 7 is continued. In
particular these achievements are put together with perspectives, thus bridging the gap from: What has been learned? to What can be learned?
An appendix to the book summarizes numerical issues, which apply to the
implementation of diuse interface models. In particular, some of the latest
high performance implementations are described. For the reader interested
in his own application this provides information for the step from model to
simulation. Moreover it gives him a feeling what simulations are possible from
point of view of computational capacity.
2. What Is an Interface?
Interfaces in Materials Science and Beyond
liquid - liquid,
liquid - solid,
solid - solid,
solid - vapor and
liquid - vapor interfaces.
It is relatively easy to agree on a common view for uid interfaces, for which
any physical quantity has a well dened smooth average prole. The situation
is somewhat more complicated for solid interfaces, for which the bulk solid
is modulated with the lattice periodicity. As a consequence one may view
interfaces between two phases, one of them solid, in two ways:
1. First, viewed on an atomic scale, the position of every atom is specied.
This leads to a description in terms of a terracestepkink model.
2. Second, viewed on a coarse grained scale, every property is averaged
over a nite volume in such a way as to have constant averages in the
bulk. These coarse grained quantities are then subject of a continuum
description in much the same way as uid interfaces.
Throughout this book I will choose the second approach. Then the notion of
surface excess becomes essential to quantify extensive variables in the interface region. This term dates back to the work of Gibbs. For its explanation
I start with a planar interface between two phases 1 and 2 located near the
plane x = 0 (see Fig. 2.1). An arbitrary extensive quantity has a prole (x),
where is the density per unit volume. In Gibbs description, one deliberately
ignores details of that prole. Rather one denes an integrated surface excess
s through the following construction: First choose an arbitrary dividing surface x = somewhere in the interfacial region as indicated in Fig. 2.1a. Next
extrapolate the bulk values 1 and 2 up to . Then the surface excess s is
dened by
s =
x2
x1
(x)dx 2 (x2 ) 1 ( x1 ) ,
(2.1)
2. What Is an Interface?
(a)
x2
x2
(b)
x
phase 2
phase 2
phase 1
phase 1
x1
x1
Fig. 2.1. Denition of surface excess s (a) for a surface of zero volume, i.e. a sharp
interface, as well as (b) for a nite surface, i.e. a diuse interface.
(2.2)
Only for quantities such that 1 = 2 the surface excess is dened unambiguously. In general any result referring to the surface must be invariant upon a
change of .
Equation (2.1) employs a single dividing surface, i.e. a surface of zero
volume. It is often more convenient to use two distinct dividing surfaces 1
and 2 . Then a denition of surface excess analogous to the one above results
in the following formulation:
x2
(x)dx 2 (x2 2 ) 1 (1 x1 ) .
(2.3)
s =
x1
The underlying construction is depicted in Fig. 2.1b. For this case a change
of 1 and 2 alters the surface excess s in the following manner:
s = 2 2 1 1 .
(2.4)
2. What Is an Interface?
T
= D 2 T .
t
(2.5)
T = TM
1 ,
L
(2.6)
Lv n = [(kT )s (kT )l ] n .
(2.7)
Interface
GibbsThomson relation
Stefan condition
Here equal diusion constants D for the transport of heat in the liquid and in
the solid phase have been assumed. Moreover, k = Dcp where cp the specic
heat per unit volume, which is assumed to be equal in both phases as well.
T is the temperature eld, which governs the growth process. TM
denotes
the crystallization temperature of the planar interface, L the latent heat per
unit volume of solid, the anisotropic liquidsolid surface tension, and the
local curvature of the interface1 . One assumes a fourfold symmetry2 of the
crystal, so that the surface tension can be written as
= o a() = o (1 cos 4) ,
1
2
(2.8)
The prime refers to the fact that at this point the temperature eld is given in
dimensional units.
This multiple symmetry is a reminiscence of the underlying crystalline structure:
Even though Im only concerned with continuum descriptions of interfaces, the
crystalline grid results in an orientation dependence of surface tension along the
continuous interface also on the coarse grained scale. The precise dependence on
orientation can be obtained via a Wul construction [300]. According to such a
construction an underlying f cc-grid gives rise to a fourfold symmetry.
10
2. What Is an Interface?
where is the anisotropy factor and the angle between the normal to the
interface and the direction of propagation (cos = n ex ). The left-hand side
of formula (2.7) constitutes the latent heat release per unit volume of solid.
Its right-hand side accounts for the total energy ux away from the interface
to both sides of the interface due to heat conduction.
Equations (2.5)(2.7) constitute a sharp interface model for dendritic
growth. Even though simple in nature it is in good agreement with experimental data for single dendrites grown into transparent materials3 [128]. In
this sense it can be understood as an accepted, a validated model.
Extending the model only slightly allows us to study directional solidication within a sharp interface formulation. This is particularly convenient
for a validation through comparison to experiments, since directional solidication experiments can be carried out in a thin-lm geometry for samples as
thin as 12 m. Using for example CBr4 + 8 % C2 Cl6 with diusion length
50 m [5] the relevant dynamics of the experiment takes place in the 2D
plane. An experimental set-up underlying this type of directional solidication experiments is depicted in Fig. 2.2. The set-up specied here was used
by Akamatsu and Faivre to study the doublondendrite transition in directional solidication [5]. Pictures of the doublon morphology as obtained in
their experiments are displayed in Fig. 2.3. Simulations by Ihle revealed their
relation to a minimal sharp interface model of directional solidication, which
in terms of a dimensionless diusion eld u explained further in (2.15)(2.17)
reads:
Bulk
u = D2 u,
t
(2.9)
Interface
GibbsThomson relation
Vt
kin ()vn ,
lT
(2.10)
(2.11)
u|Int = 1 d()
Stefan condition
2. What Is an Interface?
d()
() +
2 ()
2
11
cp TM
.
2
L
(2.13)
The fourth term on the right hand side of the GibbsThomson relation,
i.e. kin ()vn , denotes deviations from local thermodynamic equilibrium. It
becomes relevant, if the interface is growing rapidly and the idea of an instantaneous relaxation of the physical elds to the position of the interface does
not hold any longer. Just as capillary eects kinetic eects can be anisotropic:
kin () = kin0 (1kin4 cos 4), where the kinetic anisotropy factor kin4 does
not necessarily have to be equal to the crystalline anisotropy factor . Moreover,
ml C
,
(2.14)
lT :=
G
where ml is the so-called liquidus slope, C the miscibility gap and G the
temperature gradient. K denotes a so-called distribution coecient.
(a)
(b)
video-tape
recorder
microscope
z
hot oven
70mm
cold oven
8mm
x
glass
plates
growth y
front
x
hot edge
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y
growth front
solid-solid
transition
spacers
cold edge
Fig. 2.2. This experimental set-up was used by Akamatsu and Faivre for their
experiments on the directional solidication of CBr4 + 8 % C2 Cl6 thin-lms [5].
(a) Principle experimental set-up. (b) More specic sketch of the sample itself. x is
the direction, in which the sample is pulled with constant velocity V .
12
2. What Is an Interface?
T = T0 + Gx .
(2.15)
C
,
C + C
(2.16)
C(x, y, t) C
.
C
(2.17)
Apart from the experiments by Akamatsu and Faivre quantitative validation of sharp interface modeling for directional solidication was obtained
e.g. through experiments by Bechhoefer et al. [25, 258] as well as Trivedi et
al. [275]. These experiments were concerned with the so called limit of absolute stability [223]. The limit of absolute stability is a maximal velocity of a
directional solidifying front in a parameter regime, where it is stable whatever the value of the thermal gradient is. Theoretically it was predicted to
be d0DK [223]. Indeed this was observed in the experiments by Bechhoefer et
al. on the liquid-to-nematic transition of 8CB [25, 258] as well as by Trivedi
et al. on distillated CBr4 [275]. Other evidence for a validation of sharp interface models from directional solidication experiments centered around the
issues of shape and velocity selection, e.g. [27, 90, 112, 249, 260, 274].
To summarize the experimental evidence at this point, one may state that
there is a long tradition in sharp interface modeling of solidifying phase
boundaries and relating these models to experiments. The same is true
for solidvapor or solidliquid interfaces subject of epitaxial growth (see,
e.g., [288] and references within). Thus it seems justied to construct such
kind of models simply from formulating the governing equations for transport in the bulk phases coupled to mass and energy conservation (Stefan
condition) as well as the requirement of local thermodynamic equilibrium
(GibbsThomson condition) at the interface.
From a mathematical point of view these problems constitute a class of socalled moving boundary problems. Usually analytical treatment of these type
of problems is very restricted. Thus it seems natural to search for adequate
numerical treatment. However, such numerical treatment proofs dicult, as
well.
2. What Is an Interface?
13
14
2. What Is an Interface?
x=(TT0 )/G
Liquid
Tm
Liquidus
Line
T0
x=0
Solid
C
Solidus
Line
Fig. 2.4. Part of the phase diagram of a binary alloy. Liquidus and solidus curve
are depicted just as well as the miscibility gap C and the alloy melting temperature Tm . Via an appropriate choice of the temperature T0 it is possible to keep the
position of the interface at x = 0 (see (2.15)). C = C S (T0 ) refers to the concentration of solute in the solid phase at T = T0 . Due to (2.15) the temperature scale
given on the left vertical axis of the diagram corresponds directly to the in growth
direction (i.e. the x-coordinate) of the sample as indicated by the second vertical
axis of the diagram to the right.
Ideally one would like to simulate the eect of the boundary by treating
it explicitly, i.e. with no smearing of information at the interface resulting
in numerical diusion. For xed boundaries, even if very complex in shape,
techniques for such an explicit treatment include blockstructured domain
decomposition [256], overset meshes [156, 264] or unstructured boundary
conforming curvilinear grids [286] to discretize the domain. For moving
boundaries, on the other hand, xed grid techniques are employed, in which
the computations are performed on the xed grid while at the same time the
interface is tracked explicitly as independent curve. These approaches constitute mixed EulerianLagrangian methods. Examples of such approaches
are the immersed boundary technique [157, 233, 280, 285], cut-cell type approaches [230, 241, 257, 278, 279], the immersed interface method [206] and
the ctitious domain methods [132].
The complications arising from such a mixed EulerianLagrangian method
are twofold:
1. First, it implies two distinct schemes of discretization, namely that for
the moving interface opposed to the xed grid employed for the transport equations. However, using the GibbsThomson relation properly as
2. What Is an Interface?
15
boundary condition for the heat transport eld requires to interpolate between these two discretization schemes and thus brings about unavoidable
interpolation errors. Moreover, the Stefan condition requires to determine
normal gradients away from the interface onto the xed grid, which again
involves interpolations. Thus ensuring numerical stability and adequate
accuracy gets expensive in terms of CPU time.
2. Second, for EulerianLagrangian schemes the number of discretization
points of the scheme varies from time step to time step. As a result
these approaches are dicult to parallelize eciently. However, having
in mind applications to real phenomena posing open questions such as 3D
systems including more than just diusive transport dynamics, ecient
implementation becomes essential to carry out the parameter studies
necessary to gain new physical insight.
Thus if it were only for numerics, a diuse interface approach in materials
science would seem to be a natural advance to treat interfacial dynamics numerically, since it overcame item 1 as well as item 2 of the enumeration above.
In this sense one would employ diuse interface models along the lines of the
rst philosophy I pointed out in the introductory chapter, i.e. merely as a
computational trick. Other philosophies motivating diuse interface theory
also from the point of view of new perspectives with respect to the modeling
itself have been discussed within the introductory chapter as well. Their impact will become clearer in Chaps. 6 and 7 of this book, being concerned with
phenomena, for which particularly the diuse interface approach provides a
way to gain new insight. Moreover I will summarize within the nal chapter
of the book in which way new perspectives for modeling as well as numerics
open up new chances for gaining insight in evolving phase boundaries.
In this context phase boundaries are more than the interfaces known from
materials science. Talking of interfaces in a broader sense one could include
evolving boundaries from e.g. combustion, image processing, computer vision,
control theory, seismology and computer aided design, as well. For some of
these problems the moving interface seems virtual and emerges only after
some sort of transformation. For example for the problem of shape-fromshading in computer vision, one has to map the image segmentation problem
onto a moving interface version of active contours. However, for all of these
examples the key ingredient to construct a diuse interface model is to rethink
the Lagrangian geometric perspective and replace it with an Eulerian, partial
dierential equation. Having accomplished that task, the gain is advanced
numerical treatment as well as new perspectives for modeling just as in the
case of materials science.
In many aspects the diuse interface approach resembles features of the
level set method. Nevertheless there are clear dierences, as well. To conclude
this chapter I will therefore contrast the two methods for applications in
materials science:
16
2. What Is an Interface?
The level set method was rst introduced by Osher and Sethian [228].
Since then level set algorithms have successfully been applied to a wide variety
of problems [66, 70, 114, 148, 215, 266, 302]. The fundamental idea behind
the level set method is the representation of the interface ij by the help of
a zero level set function (x, t), i.e.:
ij = {x : (x, t) = 0} .
(2.18)
+ v = 0 .
(2.19)
t
+ vn || = 0 .
t
(2.20)
The dicult issue when employing the level set approach is the derivation of
the velocity function v and its extension to the complete domain of the level
set function as required to solve (2.20). The extension of v to the complete
domain can be achieved via the so-called Fast Marching Method [253], which
results in a rst-order accurate solution only, if linear triangular elements are
used. Higher order elements enable higher order solutions, however at a much
higher computational price.
Moreover the boundary conditions have to be evaluated at the boundary
ij , now given by ij = {x : (x, t) = 0}. ij does not necessarily coincide
with the grid points of the underlying Eulerian discretization scheme. As a
consequence the boundary conditions cannot be resolved on exactly this grid.
In [71] this problem is treated via interpolations, which lead to a smearing
of information over the interface and limit the capability of this method to
take into account precise kinetics of an interface. In [72] an alternative way
is chosen, i.e. the problem is met by employing a nite element mesh with
linear triangular elements, whose nodes are placed exactly on the boundary. Obviously there is a price to pay for this as well, namely tedious mesh
adaption.
The basic dierence between the level set method and the phase-eld
method is that the latter method depends on a small parameter for the
interface thickness. Thus the interface is not a sharp interface as in the level
set case, and boundary conditions have to be fullled only asymptotically for
vanishing interface thickness. Obviously this restricts the operation of this
method to interface thicknesses proportional to the grid size. As a result it
used to be hard to employ the phase-eld method in a quantitative manner,
since it proved to be computationally demanding to choose the interface
2. What Is an Interface?
17
thickness small enough to resolve the desired sharp interface limit. In the
context of dendritic growth eorts to overcome this diculty resulted in
the so-called thin interface analysis [168]. This thin interface analysis also
improved the capability of the phase-eld method to model kinetic eects in
detail considerably. I will discuss it in more detail in Chap. 5.
For further information on the level set method the interested reader is
referred to [254], which is a comprehensive and self-contained introduction to
that eld.
A phase diagram depicts the two phases solid and liquid in dependence on the
three variables temperature, concentration and pressure - thus a full phase diagram should be three dimensional. However, since approximately constant pressure is assumed, here the diagram turns out to be a 2D plot just as in Fig. 3.1.
Within the diagram equilibrium phases are denoted by S (solid) and L (liquid). Moreover, in the particular diagram given by Fig. 3.1, there is exactly one
third domain in the diagram referring to coexistence of liquid and solid phase
(S+L). The curves separating the coexistence domain from the solid and liquid
domain, respectively, are the solidus and liquidus curve introduced in Fig. 2.4.
and in fact will change during the evolution of the system towards thermodynamic equilibrium
20
T1
_m
TA
T2
S+L
_m
TB
Fig. 3.1. The typical phase diagram of a binary mixture with Gibbs free energies
of both phases as given in Fig. 3.2 for T 1 and Fig. 3.3 for T 2 .
Fig. 3.2. Typical curves depicting the molar Gibbs free energy for the solid phase
S
L
G and the liquid phase G of a binary mixture at a specic temperature T 1 .
Logarithmic contributions due to the mixture entropy are neglected. On the C-axis
the relative portion of species B is plotted. Here the liquid phase is the stable one
for all mixture ratios (compare to Fig. 3.3).
21
modynamic system in the sense that the physical variables for all well dened
thermodynamic states can be determined from them via extremal principles.
In the following I will rst concentrate on the Gibbs free energy G and its
meaning for simple two-phase systems. This concept of G is an essential
background to describe the dynamics of phase separating interfaces later. I
will then specify some relevant Gibbs energies with respect to special classes
of model systems and also explain special phase diagram approaches to those
systems. This will allow me to elucidate the discrepancy of a locally nonconserving-variable-approach and a locally conserving-variable-approach
with respect to the concept of thermodynamic consistency as one of the key
ideas for the remainder of this work.
The following concepts can be found in more detail within elementary
thermodynamic textbooks as e.g. [4, 184]. The short-cut introduction presented here follows mainly [2].
dG = V dP S dT +
k, dnk,
{L, S} . (3.2)
k{A,B}
In the above equations P denotes the pressure of the system and T its temperature. These are the state governing variables. Thus they are not allowed
to depend on the phase . V and S are the volume and the entropy of
phase , respectively. nk, is the molar number of component k {A, B} in
phase . The chemical potentials are dened by
k, =
G
G
=
,
nk,
C k,
(3.3)
with the molar Gibbs free energy G and a relative portion of C k, of component k in phase . At this point surface eects at the phase-separating
interface, which will be an important ingredient of succeeding chapters dealing with the dynamics of the systems, are neglected. Assuming approximately
constant pressure, the P -dependence in (3.2) can be omitted, as well.
22
_
C
_
C
A, = G (C B, ) C B,
B,
G (C B, )
C B,
G (C B, )
= G (C B, ) + (1 C B, )
C B,
(3.4)
(3.5)
23
S
The starting point for this consideration is a temperature, at which the system
is solid for all concentrations.
24
Fig. 3.4. Real phase diagram of a CsK-mixture [198]. Compared to the phase
diagram depicted in Fig. 3.1 this displays a second, qualitatively dierent type
of diagram found for two-phase systems containing two distinct but not disjunct
coexistence regimes.
m
TA
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Fig. 3.5. Reduced phase diagram for a binary mixture of dominant component
A and only small portions of B (i.e. weakly contaminated melts). The coexistence
domain is hatched. It is bounded by the solidus curve with slope mS and the liquidus curve with slope mL . These two curves intersect at the melting temperature
m
TA.
25
There are many questions concerned with systems, which involve a dominant phase A mixed with only a small amount of a second species B. The
prototype is a weakly contaminated melt. In this case it is important to
know the precise conguration of the phase diagram only for a small interval
of concentration values. Then it is justied to expand solidus and liquidus
m
lines around the melting point T A , so that the two-phase domain is bounded
by solidus and liquidus curve with constant slopes mL and mS , respectively. Here mL and mS are both larger than 0 (Fig. 3.5). Reduced phase
diagrams of this kind have extensively been used for theoretical and analytical investigations of solidication phenomena in binary mixtures in the
past [28, 53, 65, 80, 81, 82, 125, 162, 163, 164, 199, 202].
If for a phase diagram as depicted by Fig. 3.1 the interesting concentration
of species B turns out to be in the range of C = 0.25 to C = 0.75, Fig. 3.5
is no longer a suitable abstraction. Rather liquidus and solidus curve can
be assumed to be approximately parallel, i.e. m = mL = mS . This type of
reduced phase diagram is depicted in Fig. 3.6. It is characterized by a miscibility gap, which is independent of the concentrations and implies invariance
of translation along the solidus and the liquidus curve. As a result, deriving
the energetic potentials to obtain dynamic equations subsequently is particularly simple. At rst sight, a severe short-coming of this type of diagram
seems to be the absence of a well dened melting temperature4 . However, this
does not have any consequences for the derivation of the evolution equations
of the system, since the melting temperature5 is only relevant to determine
the capillary length. In Sect. A.1 I will show that the capillary length is still
well dened for systems represented by Fig. 3.6 and that it can be obtained
in an alternative manner. Thus the absence of a precise melting point does
not interfere with the derivation of model equations, which are meant to display the relevant physical eects. In this sense the reduced phase diagram
Fig. 3.6 itself can be understood as comprising all information necessary to
derive the dynamic equations of the system. Because of its convenient behavior with respect to this point, I will present the mathematical formalism
of the succeeding chapters based on it as representative for the underlying
thermodynamics. Usually the formalism can be extended to cover systems
described by a reduced phase diagram as in Fig. 3.5, as well.
The phase diagram of Fig. 3.6 is characterized by four parameters:
MC , MT , C0 and T0 . They can be transformed into the two dimensionless
variables
C C0
T T0
C
;
T
.
(3.7)
MC
MT
T and C allow us to construct a parameter-free model phase diagram. Now
the miscibility gap as well as the temperature dierence between liquidus
and solidus line is 1, moreover mS = mL = 1. In the following section I will
4
5
26
C0
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0
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M
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10
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0000
L
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00
11
0
1
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10
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00000
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0
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T0
Fig. 3.6. Reduced phase diagram with constant miscibility gap MC . The temperature dierence MT of solidus and liquidus curve is constant. Therefore both curves
display the same slope m. The reference point (C 0 , T 0 ) can be chosen arbitrarily.
discuss the derivation of the Gibbs free energy in the liquid as well as the
solid phase for such a parameter-free diagram.
3.2.1 Constructing the Gibbs Free Energies
Close to thermodynamic equilibrium GL and GS can be expanded as:
GL (C, T ) = A1 (C A2 )2 + A3 (C A4 )2 + A5 CT
GS (C, T ) = B1 (C B2 )2 + B3 (T B4 )2 + B5 CT + B6 ,
(3.8)
(3.9)
with expansion parameters Ai , Bi . For an arbitrary temperature T the equilibrium concentration in liquid and solid is given by
C L (T ) = 1 T
C S (T ) = T .
(3.10)
27
(a)
8
T=0
4
G
(b)
T= 1
4
G
(c)
8
T= 2
4
G
Fig. 3.7. For three dierent temperatures the Gibbs free energy of liquid phase
(solid line) and solid phase (dashed line) are plotted: (a) T = 0, (b) T = 1 and (c)
T = 2. The energies follow from (3.21). The respective equilibrium concentrations
following from the doubletangent construction are indicated.
28
They have to be fullled for arbitrary T and thus at any order of T , so that
the Ai and Bi obey the following relations:
A1 (1 A2 )
2
A3 A24
= B1 B2 ,
= B1 B2 (B2 2) + B3 B42 + B6 ,
= B5 2B1 ,
A1 (1 A2 ) +
A5 2A1
2A1 (A2 1) 2A3 A4 + A5 = 2B1 (B2 1) 2B3 B42 + B5 ,
A1 + A3 A5
= B1 + B3 B5 .
(3.13)
(3.14)
(3.15)
(3.16)
(3.17)
A1 =
B6 =
B5
2
B5
2
2B1 B2
,
(3.18)
A5 + 2B1 B5
2B1 + 2B3 B4 + A5 B5
A4 = 1 +
, (3.19)
A5 + 2B3 B5
A2 = 1 +
2B12 B22
(2B1 + 2B3 B4 + A5 B5 )2
+
A5 + 2B1 B5
2(A5 + 2B3 B5 )
B2
) B3 B42 .
+2B1 B2 (1
2
(3.20)
(3.21)
(3.22)
29
2. Second, if evolution equations are derived from functionals, which contain the temperature as variable rather than the energy density, then the
dynamic behavior is characterized by the feature, that changes to temperature cause changes in energy, as well. The thermodynamic potentials
are no longer monotonically decreasing in time as could be proven by
Penrose and Fife [231, 232]. A transition from temperature to inner energy as governing variable overcomes this problem. Thus it opens a way
to derive thermodynamically consistent phaseeld models.
If one replaces T by Q, one has to pay attention to the fact, that the
doubletangent construction given by (3.11) and (3.12) is no longer suitable.
A more general formula has to be obtained. To do so, one minimizes the
energy functional with respect to the remaining independent system variables
by at the same time ensuring the necessary conservation conditions for the
functional. To obtain an adapted formula for the doubletangent construction
one considers a closed binary system with species A and B and with xed
number of particles NA and NB (N NA + NB ). Moreover, the total energy
E = E S + E L is xed. E S and E L are contributions to the energy E from
liquid and solid phase, respectively. In addition,
NS
n
C S
C L
S
Q
L
Q
:
:
:
:
:
:
Here variables C S , C L , ... have been introduced, which are identical with
the variables C S , C L , ... except for a normalization factor.
At this point the conguration of the system is determined by the values
S , as well as N , NB and E, which are external parameters.
of n, N S and Q
Minimizing
S ) NS G
S ) + (N N S )G
L (C L , Q
L ) (3.23)
S (C S , Q
G(N,
NB , E, n, N S , Q
S results in
with respect to n, N S and Q
GS (C S , QS )
GL (C L , QL )
=
C S
C L
GL (C L , QL )
GS (C S , QS )
=
QS
QL
(3.24)
(3.25)
L
L
L
GS (C S , QS )
L G (C , Q )
C
C S
C L
S
S
L
L
S
L
G (C , Q )
G (C , Q )
+ QS
QL
.
(3.26)
QS
QL
GS (C S , QS ) GL (C L , QL ) = C S
30
Once the relation between T and Q in both phases is xed, the three
equations (3.24)(3.26) can be used to calculate the functions GL (C L , QL )
and GS (C S , QS ). For this it is convenient to transform the latent heat6 L
and the energy density Q to dimensionless variables as:
Q cp T 0
cp MT
L
cp MT
(3.27)
(here cp denotes the specic heat of the material). Afterwards the relation
between dimensionless energy density and dimensionless temperature reads7 :
S
: in the solid phase
Q
T =
.
(3.28)
QL 1 : in the liquid phase
If the system is at thermodynamic equilibrium the relevant phase diagram
has to fulll
CS = CL 1
QS = QL 1
C S = QS . (3.29)
(3.30)
These forms of the functional will be the basis for the derivation of model
equations governing the dynamics of a phase-separating interface in the following. The succeeding chapter will make use of it to develop the formalism
by which the potential is linked to the dynamics of the system in detail.
Essentially, the above concepts have to be extended to the theory of irreversible thermodynamic, which opens a way to derive the relevant transport
equations.
7
8
In the context of solidication latent heat refers to thermal energy which is released at the interface due to the phase change. Thus a transformation of the
inner energy of the system naturally involves a transformation of the latent heat,
as well.
Note that within this context the dimensionless latent heat is normalized to 1.
by proceeding just as in (3.8) and (3.9)
4. Thermodynamic Concepts
of Phase-Field Modeling
32
To address these questions the rst section of this chapter will be devoted
to the derivation of transport equations from an underlying thermodynamic
potential based on Onsagers theory. In the second section this approach is
extended to account for a phase-eld variable. The third section nally deals
with the question of thermodynamic consistency.
n
n
P
dXi
Fi dXi
Xi
i=1
i=1
(4.2)
n
Fi J i .
(4.3)
i=1
(i = 1, ..., n) .
dP
dt
P
+ JP
t
n
Xi
(4.2),(4.3)
=
(Fi
+ (Fi )Ji + Fi Ji )
t
i=1
=
(4.4)
n
i=1
(Fi )Ji .
(4.4)
(4.5)
(4.6)
(4.7)
33
((Fi ) are called anities of the potential.) Now assuming that the system
under consideration is a Markovian system and that the ows Jk depend only
on the actual values of the Fi as well as on the anities, one can write
Jk = Jk (F1 , ..., Fn , F1 , ..., Fn ) .
(4.8)
with
Lik
Jk
|J =0 .
(Fi ) k
(4.10)
Lik are called Onsager coecients. Within the context of the following they
obey the Onsager reciprocity relations [227]
Lik = Lki .
(4.11)
Inserting relation (4.7) into continuity equation (4.4) yields the desired transport equations
n
Xk
=
(Lik Fi ) .
(4.12)
t
i=1
A second way to obtain this transport equation is based on the principle
of minimal energy dissipation postulated by Onsager as well [227]:
!
dV = extremum ,
(4.13)
V
n
.
Lik (Fi )(Fj ) = P .
(4.14)
i,k=1
When applying the variational principle one has to take into account, that
the interest is not to obtain a free extremum of (4.13). Rather (4.13) has to
be solved together with the condition
P = 2 ,
(4.15)
34
or
V
+ (2 P )dV = 0
P
(Fi )dV = 0 ,
+ 2
(Fi )
(Fi ) (Fi )
(4.16)
(4.17)
respectively. Since the latter equation has to be fullled for all virtual displacements (Fi ), (4.7) and (4.14) can be employed to formulate
(2+1)
n
n
Fi Ji = 2(2+1)P = 0 . (4.18)
i=1
i,k=1
Comparing this with (4.15) yields = 1. Finally inserting into (4.16) results
in the free variation equation
(P )dV = 0 .
(4.19)
V
n
V i=1
n
1
Lik (Fi )(Fk )dV
2
(4.20)
i,k=1
n
Ji Fi +
1
(Ji )Fi
Lik (Fi )(Fk ) dV
2
i=1
i,k=1
n
V i=1
Ji Fi dS .
(4.21)
The variation over the surface integral vanishes, since the boundaries of integration are xed. Together with continuity equation (4.4) this yields
n
n
Xi
1
Lik (Fi )(Fk ) dV = 0 ,
(4.22)
Fi +
2
V i=1 t
i,k=1
Xi
t Fi
1
2
i,k=1
=0
F
F
k
k
k
Fk
dx x
dy y
dz F
z
(4.23)
has to be satised. Here x, y and z are the relevant space variables. The
variation has to be carried out solely with respect to the Fi . The gradient
35
terms, which denote the driving forces of the system, are not taken into
account. For this case the EulerLagrange equation can be rewritten as
L
L
L
L
=0.
Fk
k
k
x F
y
z
Fk
F
x
y
z
(4.24)
Xk
=
(Lik Fi ) .
t
i=1
(4.25)
m
Fi dXi +
i=1
n
Gj dYj
(4.28)
j=m+1
j=m+1
(k = 1, ..., m) . (4.31)
We are left with looking for transport equations for the non-conserved quantities. Generally temporal changes of the Yj depend on all of the Fi and Gj .
36
(4.32)
(The extremal principle underlying this formulation and its relation to the
EulerLagrange equation is elucidated further in Appendix A of this chapter.)
If these conditions are not fullled for all Yj , usually the system has to be
considered as driven out of equilibrium. As a consequence the Yj will display
variations in time. Therefore, within the framework of linear approximation,
we can assume
Yk
P
t
Yj
(j = m + 1, ..., n)
(4.33)
(i = 1, ..., m) .
(4.34)
(k = 1, ..., m)
m
n
P
P
Yk
=
(ik
)
(jk
)
X
Y
t
i
j
i=1
j=m+1
(k = m + 1, ..., n) .
(4.35)
37
A3 2 A4
A 5 2 A6
A1 2 A2
+
()2 +
C +
(C)2 +
Q +
(Q)2 . (4.36)
2
2
2
2
2
2
C =
(4.37)
t
Q
11 (A2 2 A1 ) 12 2 (A3 A4 2 ) 13 2 (A5 A6 2 )
0
C = C0 eikr+t
Q
Q0
(4.38)
11 (A1 + A2 k 2 )
=
+ O(k 4 ) .
2
(L22 A3 + L33 A5 )k
(4.40)
38
According to this result, for k 1 the growth rate depends only on the
potential parameters Ai as well as the phenomenological coecients 11 , L22
and L33 , thus the diagonal elements. The dependence on non-diagonal elements is of higher order. Therefore it is justied to neglect the cross coupling
terms in (4.35).
Moreover one can deduce from the fact that (4.40) is independent of A4
and A6 that the dependence of the energy functional on the derivative of
the conserved quantities can be neglected as well. Thus the dynamics of the
locally conserved observables in (4.37) is reduced to a diusion equation2 .
Dening
Lk Lkk
;
k = kk
(4.41)
(4.35) can now be simplied to read
Xk
P
= (Lk
)
Xk
t
P
Yk
= (k
)
Yk
t
(k = 1, ..., m)
(4.42)
(k = m + 1, ..., n) .
Here the Lk are apart from a term resulting from the derivative of the
variation identical with the diusion constants Dk .
The diusion constants Dk usually depend on the Xk , too. E.g., for mass
transport in dilute binary mixtures the diusion constant is proportional to
the impurity concentration C. This can be obtained from setting the ow
density proportional to the product of a mobility assumed to be approximately constant and the concentration [185, 210, 295]. Within this limit the
thermodynamic potential contains a term proportional to C ln C. As a consequence the dynamics of the concentration eld is that of a diusion equation
with an eective constant diusion coecient.
Equations (4.35) and (4.42) depending on whether one intends to include cross coupling eects or not contain the basic variational principles
underlying the concept of diuse interface modeling developed in the following.
39
(4.43)
The inclusion of into a thermodynamic potential as in (4.43) refers back
to work done by Fix [119], by Langer [200] and by Collins and Levine [74]
in the eighties. The basic idea seems to have been introduced by Landau
and Khalatnikov [271] in 1954 to formulate their theory for the absorption
of sound in liquid helium. Since then it has been used and developed further
by several authors (e.g. [33, 124, 263, 273]) in the context of phase transitions. In this context basic ideas were formulated by picturing the underlying
thermodynamic potential P to be the Gibbs free energy G with free energy
density G.
Extending the LandauKhalatnikov ansatz to describe non-equilibrium
growth phenomena is motivated by the success of introducing such an additional order parameter in the context of the above equilibrium thermodynamic phenomena3 . In the sense that for non-equilibrium systems the
-dependence of the Gibbs free energy cannot be obtained from microscopic
rst principle considerations, this introduction of remains phenomenological. Certainly this raises the question how to verify models based on a potential as given in (4.43) in a non-equilibrium system. Dierent approaches to
handle the question of verication have been pointed out in the introductory
chapter of this work. Here I will describe the basic ideas of how to construct
an appropriate -dependence of the energy functional based on work done
by Cahn and Hilliard [54, 55] and Allen and Cahn [7]. Further-reaching verication issues will be treated in succeeding sections.
In its generic form the CahnHilliard equation reads
C
= MC 2 f (C) C 4 C .
t
(4.44)
As such it describes the evolution of a conserved concentration eld C during phase separation. MC has to be understood as a constant mobility, f is
a free energy. The term C 4 C arises as a penalty term from the extra
energetic cost associated with the transition region between the two phases.
3
40
The CahnHilliard equation applies for example to the phenomenon of spinodal decomposition. This is discussed in more detail in Appendix B of this
chapter.
The AllenCahn equation, on the other hand, describes the evolution of
a non-conserved order eld during anti-phase domain coarsening. Amongst
others things it has been used as a model equation for grain growth. A detailed
description of this example is given in Appendix C. In its generic form the
AllenCahn equation can be written as
= M 2 f () .
t
(4.45)
Here denotes a local order parameter. It can be identied with the phaseeld variable appearing in the context of diuse interface modeling. One
would picture the latter to vary smoothly from a xed value in one phase to
another xed value in the other phase as pictured in Fig. 4.1. 4
Liquid
Interface
-1
Solid
x
Fig. 4.1. In the context of diuse interface modeling the phase variable varies
smoothly from a xed value in one phase to another xed value in the other phase.
Here = 1 is chosen to represent the solid phase, = 1 the liquid phase.
I refrain from calling itself an order parameter to point out the dierence
between equilibrium phase transitions and the conditions of interfacial growth,
i.e. a non-equilibrium conditions in which the introduction of has to be motivated slightly dierently than in the context of the former. This is discussed in
some more detail in the remainder of this section.
41
V( )
V( )
V( V(
) + M( )
=1
=1
Fig. 4.2. The solid line visualizes the doublewell potential V () with the two
minima at = 1 and = 1 representing the homogeneous states S and L ,
respectively. The dashed line, on the other hand, displays how this potential is
unsymmetrized to favor one of the two phases and thereby trigger its growth at the
cost of the other. This eect is due to the contribution from M ().
V0 2
( 1)2 ,
4
(4.46)
42
2
()2 + V () ,
2
(4.47)
where I have summarized the variables X1 , ..., Xm and Ym+1 , ..., Yn of (4.43)
as vector X and introduced the vector r to denote space coordinates.
The potential (4.47) still refers to an equilibrium condition. It is possible
to give a microscopic derivation for this potential as well. It can be obtained
on the basis of a lattice model for a two-component equilibrium thermodynamic system [48, 93, 118, 154]. Within such a model each of the lattice
squares x of a rectangular grid is occupied by a variable (x) {1; 1}. The
variable distinguishes between the two possible states. For the energy of a
given conguration the following ansatz is chosen
1
G=
(x) .
(4.48)
J(x x )(x)(x ) H
2
x
x,x
The rst term denotes the interaction energy originating from the coupling
term J(x x ), the second term contains the energy contribution from external elds.
Often it is feasible to treat as a continuous variable. In this case it
is necessary to include a function W ((x)). W is a weight function which
determines the physically favored values of . With the introduction of W
one obtains the LandauGinzburgWilson functional as
1
G=
J(x x )(x)(x ) H
(x) +
W ((x)) .
(4.49)
2
x
x
x,x
43
range interaction J(x x ) (e.g. nearest neighbor interaction) as well as vanishing external elds, (4.49) can be transformed into a continuity equation
analogous to (4.47) ( ) [48, 154]. Thus for thermodynamic equilibrium
congurations microscopic and macroscopic derivation yield the same ansatz
for G(, X, r). Furthermore the microscopic approach provides additional insight into the nature of diuse interface models. It yields an understanding,
that the nite interface thickness of a diuse interface model and the surface energy term originate from nite correlation lengths on a microscopic
scale. Moreover assuming nearest neighbor interaction and constant coupling constant J interface thickness and surface energy are proportional to
J.
For non-equilibrium conditions a coherent microscopic derivation is missing. From a macroscopic point of view, (4.47) can be extended to account for
non-equilibrium conditions by introducing a further energetic term M (, X)
such that
2
G(, X, r) = ()2 + V () + M (, X) .
(4.50)
2
The contribution M (, X) depends on the special physical properties of the
system under consideration, e.g. the underlying phase diagram. Together with
V () this additional term M results in a doublewell potential, which is no
longer symmetrical with respect to . This is depicted in Fig. 4.2.
The dynamic equations obtained from (4.50) owe the driving force, which
moves the interface, to the term M (, X). In this context the evolutionary
equation for the phase-eld variable can be interpreted as a mean-eld
approximation of the non-equilibrium interface dynamic.
Analytical as well as numerical treatment of model equations obtained
from (4.50) is simplied by the localizing of the minima of the unsymmetric
doublewell potential V () + M (, X) at 1. This yields
M (, X)
| =1 = 0 .
(4.51)
Equation (4.51) has to be valid for arbitrary X. One can ensure the latter
choosing the ansatz
M (, X) =
n
(4.52)
k=1
where
M ()
| =1 = 0 .
(4.53)
In this way one avoids the undesired eect that within a pure liquid or a pure
solid, respectively, changes to the equilibrium value of the phase eld result
in emission of latent heat.
If one would classify the dynamics of interfacial growth we are interested
in here according to a scheme of dynamic universality classes proposed by
44
A
= K
.
(4.54)
t
Here K is a positive coecient which might depend on and on the temperature. Equation (4.54) can be understood to model systems where an
internal order parameter expressed by characterizes a non-equilibrium
structure which eventually6 approaches an equilibrium value obtained by
minimizing the free energy function.
2. Model B applies to a system in which an order parameter represents an
equilibrium thermodynamic variable, e.g. the concentration. In this case
a generic evolution equation based on A reads
A
= (M
),
(4.55)
= 2 2 + g() f (T )
t
= 2 f .
t
t
(4.56)
(4.57)
45
S
=K
t
(4.58)
1
u
= (M ) .
t
T
(4.59)
d ah (t,)
T
,
d T1
(4.60)
where and e are dened as the number of degrees of freedom per unit
volume and the potential energy, respectively. ah (t, ) is the homogenous
contribution to the Helmholtz free energy density. The entropy functional
dened by Penrose and Fife (see [231], p.49) reads
1
2
{s(u, ) ||
}dV .
(4.61)
S=
2
V
Here = /T . s represents the homogenous entropy density dened in the
usual sense via the thermodynamic relation
s=
ah (t, )
u
.
T
T
(4.62)
46
47
48
(4.64)
The most important norms for the discussion of interfacial motion are the
L2 norm and the H 1 norm dened by:
f vdV ,
(4.65)
f, vL2 = f v =
V
f, vH 1 =
f v dV =
2 1
( ) f vdV ,
(4.66)
(4.67)
In analogy to the discussion following (4.54) of Sect. 4.2 for the free energy
density an ansatz a((r)) = ah + 2 () can be chosen. It enters (4.64)
via the functional A = V adV . Here the dependence of 2 () on the
direction of is directly proportional to the orientational dependence of the
anisotropic interfacial energy density [268]. As in Sect. 4.2 ah does not need
to be specied any further. It is the choice of a specic norm which results in
a specic kind of dynamics. An underlying H 1 norm, for example, yields a
generalized anisotropic CahnHilliard equation (see (4.44))
C
= M (f (C) ) .
(4.70)
t
On the other hand, applying the L2 norm for a non-conserved parameter
generalizes the AllenCahn equation (see (4.45)) to anisotropic surface
physics yielding
= M ( f ()) .
(4.71)
t
Other specications of A will result in still dierent dynamical behavior, e.g.
purely relaxational kinetics or the Mullins surface diusion equation [222]. In
any case the dynamics is obtained in a thermodynamically consistent formulation. In this sense and in the sense of inclusion of anisotropic surface physics,
even if only applicable to a very restricted set of physical situations, (4.64)
results in a more advanced variational approach than the model Ctype of
approach of the previous section.
49
1
1 2 2
e + |u|2 + E
() dV.
2
2
V (t)
E =
(4.75)
Here u is the velocity, e the internal energy density per unit mass and E the
gradient energy coecient, which is assumed to be constant. The thermodynamic relations
p
e
de = T ds + 2 d +
d ,
(4.76)
e = T s p/ +
(4.77)
50
(4.78)
(4.79)
(4.80)
respectively. Here n
is the outward unit vector normal to V (t), m the stress
tensor9 , and qE the internal energy ux. Momentum balance given by (4.79)
requires that the total momentum ratechange of the materials volume results from forces acting on its boundary V (t). External forces such as gravity are neglected. The equation for energy balance (4.80) equates the rate of
change of the total internal energy of V (t) plus the energy ux through its
boundary to the rate of work of the forces at this boundary V (t).
In addition, entropy balance is given by
dS
qS n
dA =
s prod dV (t) ,
(4.81)
+
dt
V (t)
V (t)
where qS is the entropy ux and s prod the local rate of entropy production10 .
The second law of thermodynamics requires it to be non-negative.
To proceed, Anderson, McFadden and Wheeler rewrite the conservation
laws (4.78)(4.81) as dierential equations. These are used to express the
local entropy production in terms of the uxes m, qE , and qS , as well as
the material derivative of which is given by D/Dt =
t + (u ). Then
they identify forms for these quantities which ensure that the local entropy
production is non-negative. The uxes that result from this procedure involve
both classical and non-classical contributions. In addition, they obtain an
evolution equation for the phase eld.
Applying the Reynolds transport theorem [19] to the mass balance law
(4.78) yields the continuity equation in its conventional form
10
D
+ u = 0 .
Dt
(4.82)
Tensors and vectors are both denoted by bold print. The only exception is the
linear momentum P, which for clarity purposes is expressed with a vector symbol
to distinguish it from the scalar functions M, E and S expressed in calligraphic
letters as well.
Note that due to the evolving boundary V (t) is changing in time. For simplicity
I will drop the dependence on t in the following.
51
Du
= m,
Dt
(4.83)
where m has components mjk /xj (mjk denotes the components of m).
The derivation of the energy equation is more involved. It requires to cast
(4.80) into
d
De
1 2 2
Du
()dV = 0 .
+ u
(m u) + qE dV +
Dt
Dt
dT V 2 E
V
(4.84)
Further the identity
d
1 2 2
E QG dV ,
(4.85)
E ()dV =
dT V 2
V
which is proven in the appendix of [15], is employed, where
D
1
D
( ) u : + 2 u . (4.86)
QG =
Dt
Dt
2
Here refers to the outer tensor product and : to the double contraction
of the tensor product. denotes the CahnHomann capillary vector mentioned in the introductory part of this section. It follows that
Du
De
2
+ u
(m u) + qE + E
QG = 0 .
Dt
Dt
(4.87)
De
2
+ u ( m) (m u) + qE + E
QG = 0 .
Dt
(4.88)
(4.89)
De
2
QQ ,
+ qE = m : u E
Dt
(4.90)
Ds
+ qS = s prod + S2 QG .
Dt
(4.91)
52
The thermodynamic relation between Ds/Dt and De/Dt follows from (4.76).
It is given by
Ds
p D
e D
De
=T
+ 2
+
.
(4.92)
Dt
Dt
Dt
Dt
At this point the continuity equations (4.82) and (4.86), as well as (4.90) and
(4.92) can be employed to express entropy production as
1
2
s prod =
m + F2 + p F 2 I : u
T
2
1
e D
+
2 ( )
2 F
Dt
2
qE
D
F
+ qS
T
T
Dt
1
D
2
( ) .
+ qE + E
(4.93)
Dt
T
Here 2F = 2E + T 2S.
The constitutive equations for the uxes and D/Dt can still be specied
ensuring positive s prod
F2 2
I F2 + ,
m
= p
(4.94)
2
e
D
= F2 ( )
,
(4.95)
M
Dt
1 2 D ,
qE
= k
(4.96)
E
T
Dt
1 2 D .
(4.97)
= k
qS
S
Dt
T
Here is the viscous stress tensor, which for a Newtonian uid is given by
= (u + uT ) + (u)I. and are coecients of viscosity, I is the unit
tensor, and M is a constant positive mobility coecient. Moreover, a constant
value for the thermal conductivity k is chosen corresponding k = T 2 k. The
resulting coupled set of equations is given in [15] by
D
Dt
Du
Dt
D
M
Dt
De
Dt
= u ,
F2 2
2
= p +
I F + ,
2
e
= F2 ( )
,
D
2
= [kT ] + E
( )
Dt
S2 2
+ p + I T S2 + : u .
2
(4.98)
(4.99)
(4.100)
(4.101)
4.4 Appendix
53
Equations (4.98)(4.101) constitute a diuse interface model for hydrodynamically inuenced solidication. It is a thermodynamically consistent
model. Here its derivation serves as an example for a second approach to
ensure thermodynamic consistency after the discussion of the gradient ow
method in Sect. 4.3.1. It is carried out by expressing entropy production
in terms of the transport quantities of derived evolutionary equations and
identifying the forms of these quantities that ensure that the local entropy
production cannot be negative. One can interpret the thermodynamic consistency of (4.98)(4.101) as a validation of this model. On the other hand,
analyzing such thermodynamically consistent model equations based on the
method of matched asymptotic expansion (see Chap. 5) might revise classical sharp interface equations and thus contribute to new insight into the
respective interfacial growth phenomena as I will demonstrate in Chap. 6.
4.4 Appendix
Appendix A: Excursion to Some Basic Calculus of Variation
To derive appropriate transport equations for non-conserved thermodynamic
variables, in Sect. 4.1.2 we started out from the consideration, that directly at
thermodynamic equilibrium the potential P should take an extremal value.
P is dened (see (4.1) and (4.26)) as
P(X1 , ..., Xm , Y1 , ..., Yn ) =
P (X1 , ..., Xm , Y1 , ..., Yn )dV ,
(4.102)
V
(4.103)
P
is formally a classical variational problem. We could rewrite the variation X
i
within (4.32) as
P
d
P(Xi + s )
,
(4.104)
:=
ds
Xi
s=0
54
d
Pp (t, Xi (t), Xi (t)) Pn (t, Xi (t), Xi (t)) = 0 ,
dt
(4.106)
1 + u (t)2 = minimum .
(4.107)
u (t)
d
u (t)
u (t)2 u (t)
=
3
dt 1 + u (t)2
1 + u (t)2
1 + u (t)2
=
i.e.
u (t)
1 + u (t)2
3 ,
u (t) = 0 .
(4.108)
(4.109)
(4.110)
This implies that u is a straight line between a and b, which in this case is a
solution obvious at rst sight.
Appendix B: The CahnHilliard Equation
As mentioned in Sect. 4.3 the CahnHilliard equation is a model for the evolution of a conserved concentration eld C during phase separation. Phase
separation might for example describe the change of a binary alloy from a uniform mixed state to that of a spatially separated two-phase structure. Such
a change occurs, if the temperature of the system is reduced rapidly below
a critical temperature T . Comparing the Gibbs free energy G belonging to
a two-phase structure to that of a mixed state results in the phase diagram
depicted schematically in Fig. 4.3. The so-called spinodal and conodal
4.4 Appendix
55
Temperature
stable
concentrations
Conodal line
metastable
concentrations
unstable
concentrations
Spinodal line
Concentration
Fig. 4.3. Phase diagram indicating spinodal line (inner curve) and conodal line
(outer curve). The lines separate regimes of stable, unstable and metastable concentration for a system undergoing phase separation.
xS
56
(a)
(b)
(c)
(d)
4.4 Appendix
57
The number of equilibrium triple junctions is even larger if grains are assumed
to be regular hexagons. The six possible congurations belonging to this case
are depicted in Fig. 4.6.
To determine the temporal evolution of such interface congurations one
can employ the following variational formulation: The minimum of
F, v +
1
v, v
2t
(4.112)
1
v, v .
2t
(4.113)
(g)
(a)
(b)
(c)
(d)
(e)
(f)
may write
fi (Si ) = i ( (ni ) nni (n)) / 1 (nni )2 .
(4.114)
(4.115)
58
ni
ni+
z (ni+ ) csc
Si
z (n) cot
Fig. 4.7. Sketch of how the geometry at a junction point determines the contributions to the energy conguration of a line segment Si given by fi+ fi . Here the
corner labeled by ni+ is depicted. Thus the gure displays the geometric quantities
applying to the calculation of fi+ . In a similar manner fi can be obtained from
an analogous construction at the left grain corner of line segment Si . fi+ is determined from the line tension in direction of ni+ , i.e. (ni+ ), minus the line tension
(n) projected in direction of ni+ , i.e. (n)nni+ , normalized with respect to
(4.116)
One recognizes its equivalence to the AllenCahn equation (4.45) by identifying vi in the nal expression (4.116) with
t in (4.45) and realizing that
=
F
.
This
in
turn
implies
that
the
AllenCahn
equation contains all
t
of the features of non-conserved grain growth discussed above.
5. Asymptotic Analysis
The previous chapter was devoted to a detailed discussion of the thermodynamic concepts underlying the formalism of diuse interface models. This
chapter, on the other hand, introduces a further method required to employ
diuse interface modeling to gain new insight into interfacial growth phenomena: This is the method of matched asymptotic expansion. Classically
this method is employed to establish the equivalence of sharp interface and
diuse interface models and thus is an important concept to validate diuse
interface models. I introduce the method of matched asymptotic expansion
in Sect. 5.1 within the general mathematical framework of matching to provide a comprehensive background for its application in the context of diuse
interface modeling. This section is succeeded by the discussion of a diuse
interface model for thin lm epitaxial growth, which serves as example for
the use of the asymptotic matching method purely for validation purposes.
On the other hand, as mentioned in the introductory chapter, an asymptotic analysis can also serve to nd or at least reconsider sharp interface
models of growth phenomena for cases in which the latter are not well established. A necessary requirement to employ diuse interface models for this
task is to ensure thermodynamic consistency of the diuse interface model.
Usually this is an additional step yielding further restrictions after the diuse
interface model has been established via a variational procedure as described
in Chap. 4. In this context an analysis ensuring thermodynamic consistency
automatically would be very desirable. Only lately such a generalized analysis
could be formulated for a restricted class of interfacial growth problems [102].
It is described in detail in Sect. 5.3. Finally, in the discussion section at the
end of this chapter, the methods presented here are placed into the overall
context of diuse interface modeling.
60
5. Asymptotic Analysis
the introductory chapter within the context of diuse interface modeling only
recently one has considered the relevance of higher order matching conditions.
From point of view of the underlying mathematical theory obtaining relevant
matching conditions does not only depend on determining relevant orders of
the expansions, but also on the construction of extended domains of validity.
In the following this issue is discussed in its formal mathematical framework
and illustrated by hand of a simple example. The discussion of this formal
framework follows [31, 115, 197]. Its connection to its application within the
context of matched asymptotic expansion as necessary for the analysis of
diuse interface models is given in Sect. 5.1.2.
Here I start from the assumption that D = [0, 1], I = (0, 1 ) and y(x, )
are continuous on D I. Furthermore, I suppose that there are yk (x) such
that the outer expansion
y y0 (x) + y1 (x) + 2 y2 (x) +
(5.1)
is uniformly valid on [
x, 1], x
> 0, as 0+ . The inner variable reads
X=
x
.
(5.2)
(5.3)
for some X
< 1/1 as 0+ . This is identical to
uniformly on [0, X]
the assumption that there is both an inner and an outer expansion for the
same function y(x, ). The function y(x, ) can be viewed as a solution of the
algebraic problem
f (x, y, ) = 0
(5.4)
or a boundary-value problem like
d2 y
dy
+ b(x) = f (x, )
+ a(x)
dx2
dx
y(0, ) = A
and
y(1, ) = B .
L [y]
with
x (0, 1) ,
(5.5)
(5.6)
For the outer limit in (5.1), x is xed. For the inner limit in (5.3), X is
xed.
denote the regions of uniform validity for the
x) and Di (X)
Now let Do (
outer and inner expansions, respectively:
x) = {(x, ) : x [
x, 1], I}
Do (
I} .
Di (X) = {(x, ) : x [0, X],
(5.7)
(5.8)
By denition Do (
The precise values proof to be irrelevant for the discussion of overlap
and X.
61
0+
(5.9)
uniformly on [
x, 1] for every x
> 0. Then there exists a function 0 < ()
1
such that
(5.10)
lim [y(x, ) y0 (x)] = 0
0+
y0 (x) = x .
(5.11)
x, 1].
The limit (5.9) implies y(x, ) y0 (x) + O(1) uniformly on [
Basically the eect of the Kaplun extension theorem is to extend the
o
region of uniform validity Do to a layer around this region, which I call D
(5.12)
0+ ,x xed
[y(x , ) y0 (x )] = 0
(5.13)
(5.14)
+ = O(1)
(5.15)
> 0 and
. Here one could for example
uniformly on [
x , 1] provided x
choose () = 1/2 in accordance to the theorem.
62
5. Asymptotic Analysis
()x
.
(5.16)
For some (x, ) near (0, 0) the non-extended domains Do and Di do not
In
overlap, i.e. they do not intersect regardless of the choices of x
and X.
a similar fashion one can construct non-overlapping extended domains and
overlapping extended domains. If there is an overlapping extended domain,
there are functions i () and o () such that for any intermediate variable
x with i ()
()
o () inner and outer expansion are uniformly valid.
This implies that given any with i ()
()
o (), there is an independent interval I such that both
=0
[y(x , ) y0 (x )]
x
lim
=0
y(x , ) Y0
0+ ,x xed
lim
0+ ,x xed
(5.17)
(5.18)
=0.
(5.19)
lim
y0 (x ) Y0
0+ ,x xed
Further, if y0 (0+ ) and Y0 () does exist, then
lim y0 (x) = lim Y0 (X) .
x0+
(5.20)
This is the so-called Prandtl matching condition. If (5.19) were satised, then
one would consider the leading-order outer expansion y0 (x) to match the
leading-order inner expansion Y0 (X) on an overlap domain
0 = {(x, ) : x = x I , i ()
()
o ()} .
D
(5.21)
n
n
=0.
(5.22)
yn (x )
Yn
lim
0+ ,x xed
n=0
n=0
63
lim
0+ ,x xed
lim
MP Q
=
R
P
n=0
0+ ,x xed
x
Q
n yn (x ) n=0 n Yn
=0
R
(5.23)
(5.24)
e
n
n > 0
= Os (| log()|) e = Os (1)
x
| log()| ex/
n n > 0 .
(5.25)
(5.26)
(5.27)
1
x
x
exp (1 + 1 4)
exp (1 1 4)
2
2
1 4
(5.28)
which is the solution of the singular initial value problem
y(x, ) =
y + y + y = 0 ,
(5.29)
1
.
(5.30)
Using (5.1) the rst two terms of the outer expansion can easily be determined
from (5.28). Fixing x and expanding in one nds
2
(5.31)
y = (1 + 2 + O(2 )) exx+O( ) ex/+x+O() ,
y(0, ) = 0 ,
y (0, ) =
64
5. Asymptotic Analysis
y1 (x) = (2 x)ex .
(5.32)
Similarly, to compute the inner expansion by the help of (5.3) one expresses
(5.28) in terms of X, xes X and expands in :
2
3
2
Y = (1 + 2 + O(2 )) eX X+O( ) eX+X+O( ) .
(5.33)
Thereby one obtains
Y0 (X) = 1 eX
Y1 (X) = (2 X) (2 + X)eX .
(5.34)
Before nding the overlap domains where outer and inner expansion
match to O(1) and O(), I will discuss how these expansions would arise
if one had not known the exact solution a priori.
By substituting the outer expansion into (5.29) one obtains the problems:
O(1) : y0 + y0 = 0
O() : y1 + y1 = y0 .
(5.35)
(5.36)
Assuming a0 and b0 to be constant the general solutions for (5.35) and (5.36)
are
y0 (x) = a0 ex
y1 (x) = (b0 a0 x)ex .
(5.37)
(5.38)
Clearly, a0 cannot be chosen such that y0 (x) satises both initial conditions.
Therefore, there must be a layer of extended validity at x = 0. In terms of Y
and X the initial value problem (5.29)(5.30) can be written as
Y + Y + Y = 0 ,
Y (0, ) = 0 ,
(5.39)
Y (0, ) = 1 ,
(5.40)
Y0 (0) = 0 ,
,
Y0 (0) = 1
Y1 (0) = 0 ,
Y1 (0)
=0.
(5.41)
(5.42)
x0+
(5.43)
65
(5.45)
Though for x I each denes a dierent region in the (x, )-plane, all
that really matters for the limit to vanish is that satises (5.45). So it is
common practice to consider the extended domain of a single term of the
outer expansion of y0 (x) to be given by (5.45).
To nd the extended domain for the rst-order outer expansion y0 (x) +
y1 (x) one assumes ()
1 and searches for an 1,1 () such that 1,1 ()
() implies
lim
0+ ,x
[y(x , ) y0 (x ) y1 (x )]
=0.
xed
(5.46)
Again from (5.31) one obtains that the above limit holds if satises (5.45),
i.e. the choice 1,1 = 1,0 works. If one continues this process of extending the
domain in an Rth order outer expansion to nd 1,R it is often the case that
1,R
1,R+1 . The reason is that adding further terms to the limit places
additional restrictions on . For this particular example the extended outer
domains at O(1) and O() turn out to be the same.
To nd an extended domain for the inner expansion to lowest order O(1)
one assumes
() and seeks an 2 () such that
2 () implies (5.18).
Again from (5.31) it is easy to verify that the extended domain for this inner
expansion is dened by
=
2,0 1 .
(5.47)
Finding the extended inner domain to O() is more delicate. In terms of
the intermediate variables one obtains
y(x , )
1 ex /
=
x x ex /
2
x /
+ O() .
+2 2e
+ O() + O
(5.48)
66
5. Asymptotic Analysis
1 ex /
1
y(x , )
Y0 + Y1 =
=
x x ex / + 2 2ex / .
(5.49)
Subtracting these two expressions it becomes apparent that
lim
0+ ,x xed
[y(x , ) Y0 (x /) Y1 (x /)]
=0
(5.50)
provided 2 /
1. Thus the choice 2,1 = 1/2 ensures that the limit vanishes
and that the extended inner domain to O() reads
=
2,1 1/2 .
(5.51)
Here the extended domain to O() is smaller than the domain to O(1), i.e.
2,1
2,0 .
Based on the previous discussion it is obvious that the overlap domains
to O(1) and O() are, respectively:
1,0
2,0
1,1
2,1
(5.52)
(5.53)
or
| log()|
1
| log()|
1/2 .
(5.54)
(5.55)
0+ ,x xed
[y0 (x ) Y0 (x /)] = 0 .
(5.56)
xed
(5.57)
3. If the exact solution y was not known a priori then one would choose a0
in the incomplete outer solution y0 (x) = a0 ex and nd 1,0 , 2,0 such
that (5.56) is satised.
lim
0+ ,x
67
1 2
+ O(1)
( ) +
2
vn
=
+ O(1) .
t
(5.59)
(5.60)
(5.61)
c = c0 + c1 + O(2 ) .
(5.62)
The resulting equations are solved order by order in , with far-eld boundary
conditions, which are obtained by matching to the outer solution. The outer
68
5. Asymptotic Analysis
(1)
C(x0 + n
) = C (x0 ) + [C (x0 ) +
(0)
(0)
C
(x0 )] + O(2 ) ,
n
(5.63)
(0)
where C+ and C denote the limits of C as 0+ and 0 , respectively, and so forth. The inner solution must match with this behavior
as [49, 50, 115]. In this way matching conditions yield the physics
of the interfacial region. Typically to dominant order the motion of the diffuse interface is governed by a Stefan problem. The next order approximation
brings in eects relating the temperature at the interface to its curvature and
normal velocity. Physically such eects arise from surface tension, which is
therefore an essential ingredient of diuse interface models. If corresponding
sharp interface models are well established those have to be recovered via
the asymptotic analysis. This might impose restrictions to the numerical parameters of the diuse interface model as will be discussed in the numerical
appendix of this book. On the other hand this analysis might also lead to
the reconsideration of sharp interface modeling equations (or even completely
new formulations of such models) as I will demonstrate in Chap. 6.
69
interface limit. The latter has been introduced in the context of dendritic
growth by Karma and Rappel in [168].
5.2.1 Motivation
Growth of thin crystalline lms involves the physical transport of material to
a surface, where lm constituents are incorporated. Appropriate conditions
for such growth processes can be established by various kinds of epitaxy.
The ultimate goal of epitaxial growth is to control the structuring of a thin
lm on smaller and smaller scales. Modeling and simulating growth dynamics
and kinetics during epitaxy is a useful tool to predict the structures to be
expected under certain growth conditions. It contributes to an understanding of what physical mechanisms act on which scales and of what kind of
growth morphologies are triggered by their interaction. One of the challenges
to physicists and material scientists concerned with this task is the range of
length and time scales represented by problems of practical interest, e.g. the
growth of device layers [141]. Atomistic processes on the nanoscale as the
attachment of single atoms to a step or a defect can signicantly aect the
evolution of an overall morphology on a surfacesubsection several orders
of magnitude larger [21]. Moreover, depending on the epitaxial conditions,
the precise transport as well as the precise kinetic mechanisms might vary.
Growth modes might be as diverse as step ow growth, island growth or layerby-layer growth [47] with possible transitions from one to the other. A model
for epitaxial growth with potential for engineering applications would therefore (a) describe spatial and temporal scales of several orders in magnitude,
(b) provide for a straightforward extension to further transport elds and
kinetic quantities and (c) be capable of dealing with the topological changes
arising from the transition between growth modes.
Focusing just on the surface height prole of a lm above a surface, continuum equations in the form of partial dierential equations [235, 287, 288]
describe the evolution of surface morphologies at large scales. However, a
necessary assumption for their applicability is microscopic smoothness of the
surface, for the spatial derivatives to exist. Therefore they are unsuitable for
the description of roughening on the atomic scale, which is a big concern
in many device applications. On the other hand, particle based numerical
approaches as Kinetic Monte Carlo (KMC) algorithms can be employed to
model the atomistic processes in more detail and thereby constitute an alternative to continuum equations [73, 211, 216, 293]. A big advantage of these
models is their capability to quantify atomistic kinetic processes via attachment rates, which can be determined from rst principle calculations [242].
They have been applied widely to various issues of epitaxial growth in the
past [276] and constitute a comprehensive framework to describe homoepitaxial systems as well as very limited cases of heteroepitaxial growth [105].
However, they are not easily extended to include further growth mechanism
as, e.g., hydrodynamic transport in the bulk, elastic interaction between steps
70
5. Asymptotic Analysis
+ u = k + f .
(5.64)
t
Equation (5.64) is the most general form of a diusionadvection equation, in
which k is a function of the vector of space coordinates x. u is the convective
speed, if hydrodynamic transport is considered in 1 and/or 2 . u may be
a function of . itself may be discontinous at the interface, i.e.:
[]ij =
(5.65)
and/or
] = .
(5.66)
n ij
The notation [g]ij = g + g denotes the dierence of the values taken by
the function g(x) in the limits x 0 and x 0, if the interface is assumed
to be at 0. f is a bodyforce term. The interface is subject to boundary
conditions of the general form:
[k
F (,
) = ij .
n
(5.67)
These boundary conditions ensure the conservation of mass and the conservation of energy at the interface during growth.
Equations (5.64)(5.67) can be adapted to constitute the two-sided sharp
interface model for epitaxial growth, i.e.:
1
For the sake of simplicity I will stick to the case of one transport eld in the
following. Extension to two or more is straightforward.
= D2 ev + F
t
+
+ +
| = k ( eq )ij
D
n ij
| = k ( eq )ij
D
n ij
+
vn = D(
) .
n
n ij
71
(5.68)
(5.69)
(5.70)
(5.71)
72
5. Asymptotic Analysis
(a)
F
ev
(b)
F
ij
D
ev
+
ij
Fig. 5.1. Visualization of kinetics and dynamics during epitaxial growth: Adatoms
reach the surface with a rate that is proportional to F . They diuse on the surface
and may desorb from it according to the desorption parameter ev . Reaching a
boundary ij (e.g. a step (a) or an island (b)) they are incorporated with kinetic
attachment rates depending on their position with respect to the surface, i.e. from
up or down. This results in growth, i.e. movement of the boundary.
73
attachment kinetics at the interface had to be assumed. That way, the problem was directly mapped to that of dendritic growth with equal diusion
constants in both phases. No discontinuities causing fundamental modelingrelated questions arose. Here, on the other hand, I propose a diuse interface
model which handles the case of unequal attachment kinetics from both sides
of the interface. This model is thermodynamically consistent. It is derived
from conservation laws for the energy as well as the entropy. Thereby an additional degree of freedom is obtained. This is one important new feature of
the model necessary to recover the full two-sided growth problem described
by equations (5.68)(5.71) in the thin interface limit. The second essential
new ingredient for the thin interface analysis to work out correctly is the
which varies smoothly
introduction of a continuous attachment function ,
in the interfacial region, see (5.82) of the following detailed derivation of the
model.
interfacial region
0
x
Fig. 5.2. The phase-eld function as it varies over several layers of an epitaxial
substrate.
74
5. Asymptotic Analysis
E =
(5.74)
(5.75)
is chosen. The term 2 ||2 denotes the contribution of the diuse interface,
where is a gradient coecient, which can be assumed constant. e and s are
the internal energy and entropy densities, respectively. Their relation to the
free energy density is given by
f
and
e(, ) = f (, ) + s(, ) .
s(, ) =
t
k
JS = .
t
JE = k
(5.76)
(5.77)
with a non-classical ux
t associated with the interfacial region [289].
Entropy production is then given by
s P =
||2 +
[( + )2
].
(5.78)
The corresponding phase-eld equation is chosen such that the latter expres2
sion takes the form ||2 + (
t ) with > 0. Thus considering a free
energy of the form
f (, ) =
VE + VS
( eq )
k() ln( eq ) +
d() +
2
eq
(5.79)
the following set of governing equations can be derived for the case of epitaxial
growth:
f
= ( + )2
t
V
eq
E + VS
d ()
k () ,
= ( + )2
2
eq
= D2 + G()
+ F + ev .
t
t
(5.80)
(5.81)
75
serves as gradient energy coecient and k() = 2 (3 2). The source term
G()
t describes the inuence of movement of the boundary ij on the
evolution of the transport eld , with G() = 2 d () 2 + 1. Within
G() the function in its suitably rescaled form is given by:
D 12X
D 12X
(1 ) + +
() .
=
k
l
k
l
(5.82)
,
kB T
(5.83)
l
X
eq D
l
, =
6l lc
6 lc
Vs
= eq , = eq .
V
,
(5.84)
(1 + c)
= 2 (1 + c)2
d () ck () ,
2
t
(5.85)
c
2 c + G()
c ,
=D
(5.86)
t
t
2 d () + 1.
2
clear for (
) the form is used, for
the form and t denotes t
.
Applying the method of matched asymptotic expansion to the dimensionless
model equations (5.85)(5.86) yields a leading-order phase-eld equation:
1
(0)
d ((0) ) = 0 .
2
(5.87)
76
5. Asymptotic Analysis
(5.88)
Integrating and matching the outer solution twice in succession gives that
(0)
(0)
c(0) = C+ (x0 ) = C (x0 ) is constant. The rst-order phase-eld equation
follows as:
1
(1)
(0)
vn +
) + c(0) k ((0) ) ,
g ((0) (1) ) = (
2
(5.89)
vn
,
v0
(5.90)
(5.91)
By integrating this equation over the interval < < and using
the matching conditions, the leading-order massconservation condition is
recovered in the dimensionless form
(0)
(0)
C .
C+ D
vn = D
n
n
(5.92)
(5.93)
1
(1)
d ((0) )(1) = r1 ,
2
(5.94)
where
(0)
r1 = c(1) +
(1) (0)
(0)
c d ( ) ( vn +
) + c(1) k ((0) ) .
2
(5.95)
77
c d ( ) = c(1) g ((0) ) ,
(5.96)
2
2
where is dened as + . The solvability condition for (5.94) can then be
written in the form
(0)
c(1) +
0=
+
2
(0)
r1 d
(0)
c(1) k ((0) ) d
1
(0)
) ,
c(1) d ((0) ) d (
vn +
6
(5.97)
(0)
vn (0) (0) ,
c
(1)
vn d ((0) ) = D
(5.98)
2
which, when simplied by using (5.93), can be integrated to result in
(0)
vn (0)
(0)
(0)
c
(1) vn (0) 1 vn ((0) )2 = D
C+ vn .
C = D
D
2
n
n
(5.99)
(1)
(1)
(1)
() = C +
() =
(1)
C (x)
(0)
C
(x) + +
n
(0)
C
+
n
(0)
vn
1 vn (0) 2
( )
+
2
d ,
(5.100)
(0)
vn (1
1 vn (0) 2
( )
)+
2
d .
(5.101)
The discontinuity of the adatom concentration eld across the boundary
ij now reads:
1 vn
.
(5.102)
12
Evaluation at the front and at the back of each boundary ij and inserting
into the full expansion for C up to the rst order results in:
(1)
(1)
C+ C =
78
5. Asymptotic Analysis
12X
C+
=
,
n
1 l
(5.103)
12X
C
,
=
n
1 l
(5.104)
(C+ Ceq )
and
(C Ceq )
respectively. Thus the equivalents of (5.69) and (5.70) are recovered. This
validates that the model equations (5.80) and (5.81) are an equivalent formulation of the full set of equations constituting the sharp interface formulation
(5.68)(5.71).
79
where f (, c) is the local bulk free energy density. The gradient terms are
related to the phase-separating interface itself. The dynamics of these elds
are described by an equation of motion for the non-conserved variable ,
f
F
,
=
= K 2 +
(5.106)
as well as an equation of motion for the conserved variable c, i.e. the concentration:
c
f
2 F
2
2
.
(5.107)
= c
= c Kc c +
c
c
t
Here F{, c}/c = refers to the chemical potential. c and are the
respective mobilities (compare to (4.42) of Sect. 4.1).
A generic bulk free energy density f (c, ) can give rise to a variety of
equilibrium as well as a variety of metastable states. To illustrate this, I will
consider the following bulk free energy
T
[c ln c + (1 c) ln (1 c)]
f (, c) = u
T
M
1
1
1 2
+ T (c ) () 2 + 4 .
2
2
4
(5.108)
80
5. Asymptotic Analysis
Dendritic
Growth
L
(T-TM)/TM
0.2
L+S
L+S
Spinodal Decomposition
Ostwald
Ripening
S+S
-0.2
0.2
0.4
0.8
0.6
Fig. 5.3. Mean-eld phase diagram obtained from a bulk free energy given by
(5.108) with parameters = = 1.0 and u = 0.6. In this gure the regions
containing vertical and horizontal lines are liquid/solid (L + S) and solid/solid
(S +S) coexistence regions, respectively. The gure follows, just as further gures in
this section, [102]. Here liquid/solid and solid/solid coexistence regimes are disjunct.
Decreasing the parameter u within the energy density f lowers the critical point Tc
of possible solid/solid coexistence, so that for smaller values of u the two coexistence
regimes will merge. Such a situation is depicted in Fig. 5.4. A phase diagram with
merging coexistence regimes gives rise to a qualitatively dierent quench (see text),
which refers to the growth phenomenon of eutectic solidication.
Dendritic
Growth
L
Eutectic Solidification
(T-TM)/TM
0.2
L+S
L+S
S
S+S
-0.2
0.2
0.4
0.6
0.8
Fig. 5.4. Same as the previous gure apart from dierent parameters for the bulk
free energy given by = = 1.0 and u = 0.45.
81
82
5. Asymptotic Analysis
3. An additional solvability condition is obtained by employing the denition of the Gibbs surface. It is required to carry out the matching again
remaining on a general level.
Following [102] all of the above is featured in the succeeding paragraphs.
Interface
S+
S-
Inner
Region
Inner
Region
Outer
Outer
V+
V-
c(u)
Fig. 5.5. Illustration of inner and outer regions dened in the context of the
expansion procedure described within this section.
(5.109)
f
(5.110)
eq .
c
The rst step is to partition the system into two regions V+ and V
bounded by surfaces S+ and S , respectively. The region V+ is dened by
0 < u < , V by < u < 0. The position of the interface between two
= (r) eq = Kc 2 c +
83
(5.111)
G(r, r ) = 0 at u = 0 and u = 0,
G(r, r )/u = 0 at u = ,
G(r, r )/u = 0 at u = ,
periodic at u = and u = .
where = (r ) is dened as in (5.110). V+ dr denotes integration over
V+ (i.e. 0 < u(r ) < ). Moreover, V dr refers to integration over V .
In analogy, S+ dS denotes integration over the boundary S+ enclosing V+ .
Similarly S dS denotes integration over the boundary S enclosing V .
Multiplying (5.112) by cin
0 /u and integrating over < u < yields
cin
0
cin f
Kc 2 c eq ,
=
du 0
u
c
B+S
du
B =
,
du
dr G (r, r )
c 0
u V
t
S =
0
du
cin
0
u
S
dS G G .
(5.113)
(5.114)
(5.115)
84
5. Asymptotic Analysis
du
in
0
=+
u t
du
in
0
u
K 2
.
(5.116)
(r, t) = in
(u(r))
+
0
1
2 + ,
(5.117)
where the superscript in refers to the inner solution. To expand the Laplacian in powers of , it is useful to introduce a curvilinear coordinate system
with one coordinate u along the local normal to the interface and (d 1) coordinates s perpendicular to u and tangential to the interface. For simplicity
a two-dimensional system is considered, where s is the scalar arc length. Note
in
that within (5.117) the O(0 ) terms cin
0 and 0 are the equilibrium planar
interface solutions.
At this stage I come back to the point, that the exact position of the
interface has not yet been specied. Its choice is somewhat exible to within a
distance . It is one of the key elements of this generalized analysis to choose
it in accordance to the denition of the Gibbs surface, so that the excess
surface concentration is equal on both sides of the interface. This results in
an additional solvability condition, which ensures that the chemical potential
is continuous across the interface.
The transformation from Cartesian to curvilinear coordinates (see Appendix A) results in the formal expansion
2 2 = L0 + BL1 + B2 L2 + ,
(5.118)
where the specic form of Ln depends on the expansion. In the inner region,
derivatives of the elds with respect to u are much larger than derivatives
with respect to s, which are zero, if the curvature and the interfacial Peclet
number vanish. This is taken into account by introducing the dimensionless
variables u
and s. These are of O(0 ) and given by u = u
and s =
s/. As
proven in Appendix A, this scaling results in:
2
L0 = 2 / u
L1 =
/ u
L2 = 2 /
s2
2 u
/ u
,
where the dimensionless curvature
/ is of order unity.
A nal step is to expand the time derivatives within (5.114) and (5.116)
in B. For these calculations, it is convenient to choose a frame of reference, in
which the interface position is stationary, such that
v.
=
t (u,s)
t r
85
(5.119)
Here v is the interface velocity which has components normal and tangential
to the interface. The time derivative on the right hand side corresponds to a
relaxational dynamics independent of interfacial motion. If this operator acts
on the elds c and , the tangential component and time derivative are of
order 3 . Thus they can be dropped4 . To O(), /t|r becomes:
v1
(5.120)
+ O()2 + ,
=
t r
u
where the normal velocity has been expanded in a power series in , i.e.:
m
u
vn
vm .
m=1
t
(5.121)
in
Using these expansions and further expanding f around cin
0 and 0 , the
right hand sides of (5.113) and (5.116) become
and
cin
cin
0
c 2 2 c f =
c L0 cin f (1,0)
0 + K
0 + K
d
u 0
0
i
u
c
u
c (L1 cin + L0 cin ) cin f (2,0) in f (1,1) + O(B2 )
+B K
(5.122)
1 i
1
1 i
0
du
in
f
0
2 2
K
du
in
L0 in f (0,1) + B K
(L1 in
K
=
d
u 0
0
0
i
(1,1)
in (0,2)
+ O(B2 ) .
cin
+L0 in
1 ) 1 fi
1 fi
(5.123)
(n,m)
c Kc / 2 , K
K / 2 and =
in , K
n+m f /cn m |in
Here fi
0 ,c0
0
/. Terms of O(B ) vanish by construction. For later use, it is convenient to
perform partial integrations on combinations of terms:
4
In two dimensions the tangential component of the time derivative can be expressed as vT /s, where vT accounts for ow of concentration (or ) along the
interface. vT must be O() since it is zero for = 0. Furthermore in the inner
region s is scaled with such that vT /s O(2 ). If this term operates on c or
, it becomes O(3 ), since both c and are independent of s. The time derivative
in the moving frame /t|(u,s) is at least of order O(3 ). This term accounts for
the relaxation of uctuations around the steady state prole. For the concentration eld uctuations relax as t (length)2 , which implies /t|(u,s) O(2 ).
Just as the tangential component this term becomes O(3 ) when operating on
c. Moreover, uctuations relax exponentially fast, thus rendering the term
negligible.
86
5. Asymptotic Analysis
2
cin
0
c f (2,0) cin =
K
d u
1
i
u
2
u
in
(1,1) 0
d
u cin
=
1 fi
u
d
u cin
1
2
c f (2,0)
K
i
u
2
cin
0
u
(5.124)
and
in
0
2
2
in
(0,2)
(0,2)
0
in
in
K 2 fi
1 =
d
u 1 K 2 fi
d
u
in
(1,1) c0
d
u in
=
,
(5.125)
1 fi
u
in
= in the limit = / >> 1.
since derivatives of cin
0 and 0 vanish at u
Here the nal equations (5.124) and (5.125) were obtained using the relationships
f (c, )
2 f (c, ) c
c
2 f (c, )
=
+ f (1,1)
= f (2,0)
+
u
c u
c
c2 u
and
f (c, )
=
2 f (c, ) 2 f (c, ) c
c
+
= f (0,2)
+ f (1,1)
.
2
c u
To complete the calculation, the left-hand sides of (5.113) and (5.116) are
expanded to lowest order in B. The expansion for in (5.116) is straightforward
1
B
in
in in
=
du 0
d
u 0 v1 0
u t
u
v1
=
+ O(2 ) ,
(5.126)
K
where
K
du
in
0
u
2
.
(5.127)
(5.128)
v1
A1
=
K
87
(5.129)
and
c
v1 (s) 2
u) cin
u)]2
d
u[cout
+ A1
0 (
0 (
c
0
in
1
d
u[cout
u) cin
u)]
0 (
0 (
u
in
1
d
u[cout
u) cin
u)] ,
(5.130)
0 (
0 (
u
0
c in
1 (0, s) =
in
where c cin
0 () c0 () is the miscibility gap, and
in
u
<0
c0 ()
out
c0 (
,
u)
(+
)
u
>0
cin
0
c Kc
du
cin
0
u
2
,
in
cin
(1,1)
0
in 0
c
fi
d
u in
.
1
1
A1 =
(5.131)
(5.132)
(5.133)
cin
1 (, s) =
in
v1 2
1
d
u[cout
u) cin
u)]2
c /B + A1 c
0 (
0 (
u
c
0
in
in
1
1
out
in
d
u[c0 (
u) c0 (
u)]
d
u[cout
u) cin
u)]
0 (
0 (
u
u
0
v1 2
+c
d
u[cout
u) cin
u)] .
(5.136)
0 (
0 (
c 0
88
5. Asymptotic Analysis
s) 2
in
v1 (
1
d
u[cin
u) cout
u)]2
+ A1 c
0 (
0 (
u
c
0
in
in
1
1
in
d
u[cout
(
u
)
c
(
u
)]
d
u[cout
u) cin
u)]
0
0
0 (
0 (
u
u
0
s) 2
v1 (
d
u[cout
u) cin
u)] .
(5.137)
+c
0 (
0 (
c
0
At this point the expression for v1 is still lacking. It is obtained by integrating
(5.110) over < u
<
v1 =
c in
in
1
1
.
u
c 2
u
(5.138)
(
)
(5.139)
(out )3 .
0
2! 3 eq
3! 4 eq
By denition, (f /)eq = 0. Since out = 0 in the limit B 0, (5.139)
is linear at O(B). Furthermore, ( 2 f /2 )eq > 0, so that out
vanishes ex0
ponentially with time for all wavelengths. Thus, out
is
trivial
in the outer
0
region and can be ignored. It is convenient to expand cout and out in the
outer region as
out
cout (r) = cout
0 + Bc1 +
out
out
(r) = 0 + Bout
1 + ,
(5.140)
(5.141)
89
(5.142)
where Dc c (out /cout )eq is a diusion constant. The value of Dc depends on the bulk equilibrium phase considered.
The Gibbs Surface Solvability Condition To solve (5.142), initial
values out
u = 0, s) are required. These result from matching to the inner
1 (
To obtain out (
s)
solution in
u, s) at u
= .
u = 0 , s) from out
u = ,
1 (
1
1 (
u )
u, s) = out
out
1 (
1 (, s
out
1
| + .
u
(5.143)
(5.144)
in
Since out
1 () = 1 (), one can use (5.137) and (5.144) to obtain
s) 2
c
v1 (
+
A
(0,
s
)
=
d
u[cin
u) cout
u)]2
cout
1
0 (
0 (
1
0
in
1
d
u[cout
u) cin
u)]
0 (
0 (
u
in
1
d
u[cout
u) cin
u)]
0 (
0 (
u
0
s) 2
v1 (
d
u[cout
u) cin
u)] .
(5.145)
+c
0 (
0 (
c
0
1
1
at u
= and extrapolated linearly to u
= 0 by (5.144). This extrapolation
out
of in
is illustrated in Fig. 5.6. It is essential that out
and in
1 to 1
1
1
coincide at u
= , which is in analogy to taking the thin interface limit
rather than the sharp interface limit discussed in the context of the example
of the previous section. The right-hand side of (5.145) appears to depend on
whether the inner and outer solutions are matched at u = or u = . This
ambiguity is eliminated by dening the interface to be a Gibbs surface at
u = 0, given by the condition
in
du[cout
(5.146)
0 (u) c0 (u)] = 0 .
90
5. Asymptotic Analysis
out
1 (0)
in
1 (0)
out
(u)
1
in
(u)
1
Fig. 5.6. Matching in the context of the generalized asymtotic analysis applied to
out
in
1 (u) (dashed line) with 1 (u) (solid line) at u = .
in
in
.
u
u
(5.147)
Matching derivatives of the inner and outer solutions for and extrapolating
to u = 0 by (5.143), yields the standard result
vc = c
out
out
,
+
u 0
u 0
(5.148)
since out (u) is linear for 0 < |u| . Finally, combining (5.145), (5.146) and
(5.148), results in the chemical potential of a moving, curved interface
c[out (0, s) eq ] = c + E 2 v + A1 + O(B2 ) ,
(5.149)
out
111111
000000
000000
111111
000000
111111
000000
111111
000000
111111
000000
111111
000000
111111
000000
111111
000000
111111
000000
111111
000000
111111
000000
111111
000000
111111
000000
111111
000000
111111
000000
111111
000000
111111
000000
111111
91
in
in
out
Fig. 5.7. Gibbs surface as dened by (5.146) pictured for u = 0. It matches the
concentration decit on one side with the concentration excess on the other.
[c
(u)]
.
E2
0
0
c
(5.150)
All of the above can be combined into a single set of boundary layer equations
written in terms of the concentration. In the outer region these boundary
layer equations are related at order O() to the chemical potential by the
relationship
c .
(5.151)
=
c eq
Combining this result with (5.149) and (5.129) yields the GibbsThomson
relation. In dimensionless units it reads
c(0, s)
= do (s) kin v ,
c
(5.152)
,
(c)2 (/c)eq
(5.153)
92
5. Asymptotic Analysis
=
du K
in
0
u
2
+ Kc
cin
0
u
2
,
1
2
.
kin =
E
(c)2 (/c)eq ) K
(5.154)
(5.155)
Equation (5.152) provides a boundary condition at the interface for the diffusion equation (5.142), which can be written
where
c
= Dc 2 c ,
t
(5.156)
Dc c
.
c eq
(5.157)
5.4 Discussion
Here I will briey summarize the impact of asymptotic matching approaches
for the overall context of diuse interface modeling. Such methods can serve
to establish the correspondence of diuse interface models and sharp interface
models. In this sense an asymptotic analysis does not necessarily involve a discussion of thermodynamic consistency. Instead the latter model is validated
completely by its equivalence to the sharp interface model in the respective
limits (either the sharp or the thin interface limit). However, such a
procedure misses the chance to apply diuse interface modeling to growth
phenomena for which sharp interface formulations are not yet established.
In this case the thermodynamic theory underlying diuse interface models
opens the possibility to proceed in the opposite direction, i.e. formulate the
5.5 Appendix
93
5.5 Appendix
Appendix A: Transformation to Curvilinear Coordinates
The curvilinear coordinates (u, s) used in the text are related to the Cartesian
coordinates as [103]
r = R(s) + u
n(s) ,
(5.159)
(s) is the normal vector. The
where R is the position of the interface and n
metric tensor g of the transformation from Cartesian to curvilinear coordinates is given by
1
0
,
g=
0 (1 + u)2
where = /s is the curvature with being the angle between the r1 axis and the tangent to the curve. The Laplacian in (u, s) is obtained in the
following manner
1
2 =
|g|g
r
|g| r
,
=
5
us
1
+
+
,
2
2
u
1 + u u (1 + u) s2
(1 + u)3 s
(5.160)
94
5. Asymptotic Analysis
= / and
s = 2 s /2 , respectively. In terms of these dimensionless
variables the Laplacian reads
2
2
B
B3 u
B2
+
+
u
2
1 + B
u
u
(1 + B
u
)2
s2
(1 + B
u
)3
s
2
2
=
(n + 1)(B
u
)n
+
B
(B
u
)n
+ B2
2
u
s2
u
n=0
n=0
s 3
n
B
(n + 1)(n + 2)(B
u
)
s
2
n=0
2 2 =
= L0 + BL1 + B2 L2 + B3 L3 + ,
(5.161)
where
L0 = 2 / u
2
L1 =
/ u
(5.162)
(5.163)
2
L2 = /
s
u
/ u
L3 = 2
u
2 /
s2 +
3 u
2 / u
u
s/
s.
(5.164)
(5.165)
(5.166)
(5.167)
(5.168)
(5.169)
... .
The solution for G0 is 0. Thus to lowest order the relevant solution for G is
G1 . G1 satises the equation
2
G1 (
u, s; u
, s ) = (
uu
)(
s s ) ,
u
2
(5.170)
5.5 Appendix
with solutions
G
u, s; u
, s ) =
1 (
G+
u, s; u
, s )
1 (
=
95
< u
<0
u
(
s s ) < u
u
(
s s ) < u
<u
< 0 ,
s s )
u (
u(
s s )
0<u
< u
<
0<u
<u
< .
u , s )
G
(
u , s )
G
d
s (
u
u
B
0
B
in
u, s; u
, s )
G (
c
u , s ) m
d
u 0
d
s
Bn+m1 n (
=
u
u
B
0
n=1 m=0
u , s )
n (
G
u, s; u
, s )
(5.171)
= BS1 + B2 S2 + ,
m (
u
B
S =
d
u
cin
0
u
where
S1
=
S2 =
cin
d
u 0
u
B
d
s
G
1
1
1
G
1
u
u
G
1
d
s 2
u
cin
0
+
u
B
0
1
2
G
G
.
2
1
u
u
B
d
u
G
2
1
u
(5.172)
Here the subscript B indicates that the integrands are evaluated on the
= .
boundary at u
= 0 and at u
Moreover the O() surface contribution becomes:
S1 = S1 + S1+
0
u , s)
cin
in
1 (
=
d
u 0 in
(0,
s
)
+
u
1
u
u
+
in
u , s)
cin
1 (
in
+
d
u 0 u
+
(o,
s
)
1
u
u
+
0
0
in
1
in
= in
) +
d
u[cin
u)]
1 (0, s
0 () c0 (
u
in
1
in
+
d
u[cin
u)] .
0 (+) c0 (
u
+ 0
(5.173)
96
5. Asymptotic Analysis
B =
1
c
du
cin
0
u
dr G (r, r )
cin (r , t)
.
t
(5.174)
2
c
d
u
d
u d
s
Bn+m1
1+u
B
(
s ) n=1 m=1
cin
0
(cin + Bcin
1 + )
u
u
0
= BB1 + B2 B2 + ,
vn G
u, s; u
, s )
m (
(5.175)
where
B1 =
B2 =
2
c
2
d
u
d
u d
s v1 G
1
d
u
in
cin
0 c0
u
u
d
u d
s (v2 G
1 + v1 G2
in
in
in
cin
0 c0
c0 c1
.
u
G
)
+
v
G
v1
1
1
1
u
u
u
u
(5.176)
B1
B1+
s)
2 v1 (
=
c
d
u[cin
u) cout
u)]2 .
0 (
0 (
(5.177)
Taking up the line of argumentation of the previous chapter, here I will start
with a diuse interface model of hydrodynamically driven growth at solid
liquid interfaces. In particular I will be interested in the dendritic morphology
which is known to occur for quenches taking the system under investigation
from the liquid region of the underlying phase diagram to the liquid/solid
coexistence region (see Fig. 5.3 and Fig. 5.4). Basically dendritic growth
can be pictured as the advance of a solid phase shaped like a dendrite (see
Fig. 6.1) into the liquid phase. One question tied to this growth phenomenon
is that of the precise shape and the precise velocity selected during the growth
process. This is referred to as the selection problem of dendritic growth. Here
I will reconsider the selection problem of the dendritic morphology starting
from a thermodynamically consistent phase-eld model of hydrodynamically
inuenced dendritic growth. I will take its thermodynamic consistency as
validation of the model. I will then continue to carry out the asymptotic
analysis of the diuse interface model. This analysis reveals an additional
term beyond the ones classically known within the sharp interface equations
describing dendritic growth. Due to the thermodynamic consistency of the
diuse interface model from which it is derived I claim this additional term
to reveal further insight into the physics at the dendritic interface which
has not been considered classically. This is relevant for the comparison of
classical dendritic growth theory and related experiments, which still reveals
unsettled issues. Within this chapter I will recall these issues and meet them
with an analysis of the new model equations including the non-classical term
obtained only by the analysis of the related thermodynamically consistent
diuse interface model in the beginning.
Classically the problem is treated based on a set of equations containing
the NavierStokes equations and the relevant diusion equations in the bulk
phases. These have to be supplemented by the correct boundary conditions
given by the GibbsThomson relation, the Stefan condition, the no-slip condition and the condition for the conservation of mass at the interface. The
basic structure of this set of equations will remain unchanged within this
chapter, however an additional curvature term within the Stefan condition
implies an energetic contribution in the interfacial region relevant for further
consideration.
Heike Emmerich (Ed.): LNP m73, pp. 97130, 2003.
c Springer-Verlag Berlin Heidelberg 2003
98
Fig. 6.1. Picture of a single dendrite. Its precise shape and velocity are the main
issues of this chapter. This dendrite was grown at the Laboratory of Solid State
Physics of the ETH Z
urich in the group of Prof. Bilgram. Picture kindly provided
by Stalder.
A couple of diuse interface models for solidliquid interfaces including hydrodynamic transport in the bulk can be found in the literature so
far [12, 13, 15, 17, 85, 250]. The basic assumption underlying their formulation is that the solid phase is well approximated by a highly viscous isotropic
liquid. This requires the inclusion of Korteweg stresses, which can drive convection [190]. Korteweg stresses are known from the theory of uids near a
critical point, where they are given by a capillary tensor acting as the reversible part of the stress tensor1 . Having in mind the structure of diuse
interface models for diusion limited growth, the basic formalism of models
extended to hydrodynamic transport arises from the transformation
D
:=
+v,
t
Dt
t
(6.1)
where v is the vector of the uid velocity eld. Moreover, consistency with
a formulation per unit mass rather than per unit volume has to be ensured,
since obviously mass is a conserved quantity whereas local density is not.
One can recognize the quantity on the right hand side of (6.1) as the material
derivative with respect to time, i.e. the phase-eld equations become invariant
under Galilean transformation.
1
The irreversible part is provided by the standard viscous stress term of a Newtonian liquid.
99
The diuse interface model, which underlies the analysis of this chapter, was presented before at the end of Chap. 4. An asymptotic analysis of
the model was given by Anderson et al. in [18]. Here I will recall their argumentation and summarize some of their results as starting point for the
reconsideration of the dendritic selection problem with density change ow
included.
(6.2)
where S and L are the densities in liquid and solid, respectively. The function r() is monotonically increasing with r(0) = 0 and r(1) = 1. Suitable
choices include r() = and r() = 2 (3 2). Assumption (6.2) is called
quasi-incompressible, since density may vary in the interfacial region but
thereby does not depend on pressure. It places a constraint on the form of
the underlying thermodynamic potential as stated in [208]. In particular it
requires that the underlying Gibbs free energy density is given by
2
100
g(T, p, ) = g0 (T, ) +
p pR
,
()
(6.3)
e = e0 + c(T TM ) r()L +
(6.5)
(6.6)
Here 1/aE = 1/a 1/aS . 1/a is simply the height of the double well of the
Gibbs free energy density at T = TM . 1/aE and 1/aS are heights of the
double wells within the internal energy and entropy densities, respectively.
Moreover, the quantity e0 is a constant reference energy and both the heat
capacity per unit mass c and the latent heat per unit mass L are assumed to
be constant.
Note that the doublewell function Hm appears in the per unit mass
quantity g0 (T, ). The analog per unit volume quantity associated with
()g0 (T, ) is ()Hm () Hv (). A common form of a doublewell potential is the function 2 (1 )2 . In standard phase-eld models, which do not
include convection, it is usually associated with a per unit volume quantity (see e.g. [289]). In applications, in which the density of the two phases
is constant and equal, the per unit mass and the per unit volume specication of the double well are equivalent. However, in the present situation
the bulk densities are not necessarily equal. Thus the per unit mass formula
Hm () = 2 (1 )2 and the per unit volume formula Hv () = L 2 (1 )2
with subsequent Hm () = L 2 (1 )2 /() result in dierent approaches.
For a detailed description of the algebra involved in the asymptotic analysis of (4.98)(4.101) the interested reader is referred to [18]. Here I will merely
state the basic steps and results: Assuming an expansion of outer variables
as
u = u0 + u1 + 2 u2 + ...
2
p = p0 + p1 + p2 + ...
= 0 + 1 + 2 2 + ...
= 0 + 1 + 2 2 + ...
(6.7)
(6.8)
(6.9)
(6.10)
101
= 0 + 1 + 2 2 + ...
= 0 + 1 + 2 2 + ...
1
M = [M0 + M1 + 2 M2 + ...]
(6.11)
(6.12)
(6.13)
(6.14)
(6.15)
Dt
0 in the liquid phase
0
=
1 in the solid phase .
(6.16)
(6.17)
(6.18)
(6.19)
.
= e r() + Hm ()
2
(6.20)
Apart from the last term on the right hand side of (6.18) the above set
of equations (6.16)(6.18) are nothing but the incompressible NavierStokes
equations and the diusion equation for the temperature eld respectively.
0 denotes the leading-order terms of the viscous stress tensor given at the
end of Chap. 4. P r refers to the well known Prandtl number representing
the ratio of kinematic viscosity to diusivity in the material. The additional
r
term SP
J0
+ Vn ,
(0 )
(6.21)
Vn ) = S (u0 |S n
Vn ). Thus matching the
where J0 = L (u0 |L n
velocities results in
102
Vn )|L
(u0 n
S =0,
(6.22)
(6.23)
Together with (6.22) this implies that the tangential components of the
velocity eld vanish.
Phase-Field Equation
Analyzing the phase-eld equation (4.100) at leading- and at rst-order
yields a solvability condition, which can be expressed as
L(1
TI
0
L 1
Vn )
) = K (u0 n
.
TM
L
TM mob
(6.24)
(6.25)
103
104
$=
s l
.
l
This implies that it is minor for most experimental set-ups, in particular for
SCN with $ = 0.028. (Other values are, e.g., $ = 0.065 for aluminium and
$ = 0.09 for silicon. Note that for silicon density increases upon solidication.) Moreover, in comparison to diusion limited dendritic growth their
analysis reveals a decrease of growth rates with $. The experimental curve
by Glicksman et al., on the other hand, displays an increase (see Fig. 6.2).
Thus even qualitatively density change ow proved to have rather the opposite eect than the one desired to explain the experiments. McFadden and
Coriell did not proceed their studies with a perturbative analysis as necessary to investigate the inuence of surface tension on the steady state solutions. A comprehensive solution including the dependence of growth rates on
anisotropic surface tension obtained via an irregular perturbation expansion was rst given for diusion limited dendritic growth by Brener [43]. It
reveals corrections as 7/4 . From this one can assume that for SCN with
anisotropy factor = 0.55 [224] considering surface tension eects within the
McFadden/Coriell-solution cannot help to explain the experiments by Glicksman et al.. Thus at this point it seems useless to carry out the full irregular
perturbation analysis for the classical problem of density change inuenced
dendritic growth hoping to gain new insight compatible with experimental
evidence. However, turning from the classical sharp interface formulation of
the problem towards the non-classical one with an additional curvature term
in the energy equation as in (6.25), one can hope that the ndings of Lemieux
and Kotliar for diusion limited dendritic growth will carry over, i.e. that also
in the case of density change inuenced dendritic growth an irregular perturbation expansion taking into account the additional curvature term will result
in an increase of selected velocities and thereby explain the experiments.
The following section is devoted to an investigation of this idea. A rst
step is an analysis of (6.16)(6.18) and boundary conditions (6.22)(6.25) in
the framework of dendritic selection theory. This analysis is carried out in
a way originally proposed by Kruskal and Segur in [191]. In the context of
dendritic growth this method was employed by various authors, see e.g. [236]
and references therein. It starts from the derivation of a zero surface tension
solution. This solution is subsequently analyzed further within the framework
of regular as well as irregular perturbation theory.
105
Fig. 6.2. Figure taken from [129]. The dotted line refers to the selection theory of
diusion limited dendritic growth, the solid data points to microgravity experiments
and the white squares and circles to two dierent terrestrial experiments. The
theory curve for density change inuenced growth would run below the dotted
curve depicting the diusion theory (compare to Fig. 6.4).
(6.26)
where u denotes the velocity of the hydrodynamic eld satisfying mass conservation
u=0
(6.27)
and the momentum equation
u
1
+ (u) u = p + 2 u .
l
t
(6.28)
106
is the kinematic viscosity of the material in the molten (liquid) state, l the
density of the melt and p the pressure eld. (6.26)(6.28) hold for a frame of
reference at rest as well as moving at constant velocity.
Within the solid phase, the heat conduction equation is of the same type
as (6.26), however the velocity is constant and determined by the velocity of
the reference frame. Choosing it as Vfr = V ex , one obtains
T
+ (V ex ) T = D 2 T .
t
(6.29)
(6.30)
(6.31)
.
T = TM 1
s Q
(6.33)
(u V ex ) n = [(kT )s (kT )l ] n .
s Q 1
(6.34)
s Q
This is the nal boundary condition at the interface corresponding to (6.25).
The left-hand side of formula (6.34) expresses the latent heat release per unit
volume of the solid phase. It is equal to the total energy ux away from the
interface into both phases as given on the right-hand side of (6.34). Introduc which takes into account unequal specic heats
ing a modied latent heat L,
cl and cs as follows
= Q + cs TM cl TM ,
L
(6.35)
107
s L
(1
)(u V ex ) n = D [(T )s (T )l ] n .
l cl
s Q
(6.36)
(6.37)
(6.38)
T T .
Dimensionless Governing Equations
The analysis of the above set of equations (6.26)(6.38) with respect to the
selected growth velocities is simplied choosing dimensionless variables by
2
rescaling spatial coordinates by and the time coordinate by D .5 Here
is a reference length scale specied as tip radius of curvature of the zero
surface tension solution. The velocity eld u is expressed in units of D
, the
TM
)/ cLl , where the prime indicates the dimensional temperature.
Expressed through dimensionless variables heat conduction in the liquid
phase reads
T
+ (u) T = 2 T .
(6.39)
t
Mass conservation (6.27) remains formally unchanged. The momentum equation is now given by
u
+ (u) u = p + P r2 u ,
t
(6.40)
+ (u) = P r2 .
t
(6.41)
T
+ Pc (ex ) T = 2 T ,
t
(6.42)
Actually the analysis of the phase-eld model as summarized in the previous section is simplied by choosing dimensionless variables, as well. Moreover curvilinear coordinates were employed within the original work. To keep the summary of
the previous section short such details were omitted. Again the interested reader
is referred to [18].
108
s
6
where Pc = V
D is the Peclet number . With l = 1 + $, the boundary conditions for the hydrodynamic eld at the interface expressed in dimensionless
variables read:
u n = Pc (1 + $)ex n $v n ,
u t = Pc ex t .
(6.43)
(6.44)
(6.45)
T c
o
where = do = M
Q2 is the capillary length do in units of .
Finally, energy conservation can be expressed as
(1 + $ ) (Pc ex + v) n = [(T )s (T )l ] n .
(6.46)
(6.47)
(6.48)
2 + 2
(6.49)
1
2
+
1
T
T
2T
T
2T
+
=
+
2
t
(6.50)
Note that Pc is not exactly the same as the interfacial Peclet number P eInt =
v/D (see Sect. 5.3) in the sense that the length is related to the diuse
interface thickness of a phase-eld model, whereas the length scale denotes
a characteristic length scale of the sharp interface model (6.26)(6.38). Here it
can be identied with the tip radius of the zero surface tension solution of the
problem.
y=10
=3
109
=2
=2
=1
=1
y=0
=0
=0
=-1
=-2
y=-10
x=-10
x=0
x=10
( + )
+
= Pr
t
2
2T
2T
+
2
2
2 2
+
+ ( 2 + 2 ) = 0
2
2
(6.51)
(6.52)
Solid Phase
( 2 + 2 )
2T
T
T
2T
T
=
+
.
+ Pc
2
2
(6.53)
110
s + = Pc ( s s ) ,
(6.55)
(1 + $ ) Pc (s ) + s2 + 2 t s = (s + ) (Ts Tl ) .
(6.56)
Continuity of temperature (6.32)
GibbsThomson Relation
T = a[s ()][s ()] ,
(6.57)
s
s
s
(6.58)
[s ()] =
3 +
1
2 2
2 + s2
2
2
1 + s
( + s ) 1 + s 2 2
and anisotropy by
a[s ()] = 1 + 8
(s + s ) ( s s )
2 .
2
( 2 + s2 ) 1 + s 2
(6.59)
(6.60)
Pc .
(6.61)
T
2T
.
=
2
(6.62)
= f ()
111
(6.63)
=
f .
2
+ 2
(6.64)
The simplest solution of (6.51) is the one for which the vorticity vanishes everywhere, i.e. f = 0. Integrating twice one nds that all boundary conditions
can be met:
f () = Pc ( + $) .
(6.65)
Inserting relation (6.65) into (6.62) and integrating once results in
Pc
T
Pc
(1 + $)2 exp ( + $)2 .
= Pc (1 + $) exp
2
2
(6.66)
Pc
T () = Pc (1 + $) exp
(1 + $)2
2
1
Pc
2
dx exp (x + $) .
2
(6.67)
112
s1
s =
+ ...
= + Pc 1 + . . .
= 0 + Pc 1 + . . . ,
(6.70)
(6.71)
(6.72)
(6.73)
where = Pc (1+
) . Inserting these expansions the following set of rst-order
equations is obtained:
Liquid Phase
2T 1
0 T 1
1 T 0
2T 1
0 T 1
+
=
+
2
2
(6.74)
T 1
T 1
2T 1
2T 1
1 T 0
+
P
(
+
$)
+
P
=
c
c
(6.75)
2 1
0 1
2 1
0 1
=0
+ Pr
+
2
2
(6.76)
2 1
1
2 1
1
+
Re(
+
$)
=0
+
Re
2
2
(6.77)
2 1
2 1
+
+ ( 2 + 2 ) 1 = 0
2
2
(6.78)
2T 1
T 1
T 1
2T 1
+ Pc
=0
+
Pc
2
2
(6.79)
Pr
Solid Phase
Interface
1 = $ s1
1 = $ s1
s1
+ Pc (1 + $)s1 + Pc (1 + ) 2 +
(6.80)
(6.81)
1
T Ts1 = 0
l
Ts1 = Tl1 s1
(6.82)
(6.83)
23
Ts1 = (1 + )
(6.84)
113
Innity
T1 0
1 0
1 0
(6.85)
(6.86)
(6.87)
at as well as at .
Smooth Tip Condition
1
s (0) = 0
(6.88)
s1 (0)
(6.89)
=1
at = 0.
Solving the First Order Equations
A solution of the rst-order equations can be obtained via separation of
variables [117]. The starting point of the following analysis is the homogeneous heat conduction equation associated with the inhomogeneous
equation (6.75) valid in the liquid phase7 :
Th1
2 Th1
Th1
2 Th1
+
P
=0.
(
+
$)
+
c
c
2
2
Based on the ansatz
(6.90)
=0,
Y + Pc ( + $) Y 2Pc Y = 0 .
Choosing
x=
Pc 2
2 ,
X = X(x) ,
(6.91)
(6.92)
(6.93)
(6.94)
(6.95)
114
=
H2n
Pc ,
(6.98)
2 2
(2n)!
2
where = n = 0, 1, 2, . . .
Moreover, turning towards (6.92) it is convenient to introduce
y=
Pc ( + $), Y = e
y2
4
Z(y) .
(6.99)
(6.100)
(6.101)
where U and V are parabolic cylinder functions. For large y they display the
asymptotic behavior:
e
y2
4
x2n1 e
D2n1 (y)
y2
e 4 V 2n + 12 , y 2 y 2n .
y2
2
(6.102)
For exponential decay of the solution as , one has to choose D2n1 (y)
accordingly:
Pc
2
Pc ( + $) .
(6.103)
Y () = e 4 (+ ) D2n1
Thus the solution of the homogeneous equation (6.90) can be expanded as
Th1 (, )
n H2n
Pc
e P4c (+
e
n=0
Pc
4
(1+
115
Pc ( + $)
. (6.104)
)2 D
Pc (1 + $)
2n1
)2
D2n1
Th1 (, )
d
0
d G(, ; , )
1 T 0
( , ) .
(6.105)
Here one can dene the general formula for the Greens function G(, ; , )
as a solution of
2G 2G
G
G
= ( )( ) ,
+
Pc
+ Pc ( + $)
2
2
(6.106)
An (; , )H2n ( Pc ) .
(6.107)
n=0
A
G(, ; , ) =
A
+
P
(
+
$)
2P
nA
n
c
n
c
n H2n ( Pc )
2
n=0
= ( )( ) .
(6.108)
t2
dt e 2 Hn (t)Hm (t) =
for n = m
.
2n! for n = m
(6.109)
Since H2n (t) is an even function of t an alternative way to express this orthogonality is given by:
0
de
Pc 2
2
H2n ( Pc )H2m ( Pc ) = nm
(2n)! .
2Pc
(6.110)
Bn + Pc ( + $) Bn 2Pc nBn = ( ) ,
2
(6.111)
116
where
Bn =
An
e
Pc
2
2Pc (2n)!
2 H
2n (
Pc )
y + Pc ( + $) y 2Pc ny = 0 ,
2
(6.113)
x = P ( + $) , c = n , u(x) = D2n1
Pc ( + $)
,
1
v(x) = V 2n + , Pc ( + $) .
2
x2
4
, y2 = u(x)e
x2
4
117
Thus:
2Pc P ( + )2
e 2
.
where
g(, ; , )
(6.117)
P
2
1
c
H2n ( Pc )H2n ( Pc )D2n1
=
Pc (> + $) e 4 (> + )
(2n)!
n=0
Pc
2
1
n D2n1
Pc (< + $) V 2n + , Pc (< + $) e 4 (< + ) .
2
Here > refers to > , whereas < refers to < .
To solve for heat conduction in the solid phase, separation of the
two variables and is employed as well:
Ts1 (, ) = X()Y ().
This yields (6.91) and (6.92) with $ = 0. Following the steps to derive (6.98),
X() is determined in the same manner as for the homogeneous heat conduction problem in the liquid, yielding (6.98). To solve (6.92) for $ = 0 it is
convenient to choose
(6.118)
y = P2 2 , Y = Y (y) .
Thus (6.92) for $ = 0 is transformed into Kummers equation (see (6.94)).
The solution regular at y = = 0 is M (n, 12 , y). As a consequence
Y () = M
1 Pc
n, , 2
2
2
=
n!
(2n)!
1
2
n
H2n i Pc .
(6.119)
Therefore the solution of heat conduction in the solid can be expanded as:
H iP
2n
c
1
.
(6.120)
Ts (, ) =
n H2n
Pc
i
H
P
2n
c
n=0
118
)2
A concise review article discussing the selection problem in the case of diusion
limited dendritic growth is given in [42].
119
Fig. 6.4. The Peclet number Pc as obtained in (6.121) plotted for ve dierent
values of
. The relation of these curves to experimental data is discussed in more
detail in the text.
120
(a)
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Fig. 6.5. Comparison of a no-slip condition for (a) sharp versus a no-slip condition
for (b) diuse interface models. The term forcing a hydrodynamic ow as depicted
at the right enters as source term within the hydrodynamic equations of a diuse
interface model. It can be interpreted as a dissipative boundary force.
Moreover, the above results indicate that the eect of density change ow
on a dendrites tip evolution increases at low undercoolings. Again such a
dependence on the undercooling can be explained by the fact that at low undercoolings the temperature gradient as main driving force becomes smaller
and smaller. Thus it overrides hydrodynamic eects less and less. As a consequence one would expect to observe the eects of density change ow within
these parameter regimes at least in microgravity experiments, where buoyancy does not override density change ow. Indeed as indicated at the end
of Sect. 6.1 a dierence between the theoretical solution for purely diusion limited dendritic growth and data of microgravity experiments has been
reported previously. One well known experiment along this line is the one
by Glicksman et al. [129]. However, comparing the above theoretical results
including the eect of density change ow to the experimental data by Glicksman et al. one realizes that the dierence between theory and experiment is
even larger than for diusion limited dendritic growth theory (Fig. 6.2). This
result is found in numerical simulations of respective phase-eld model equations as well.
The precise model equations for the simulation results presented below
are
Heat Conduction Equation
T
+ (w) T
t
= (DT T )
L ()
t
+ (w) = 2 2
t
+ V0 ( 3 ) + M0
1 2
(T 1 + L ())
(1 + 2 )2
1
p + 2 w + N S
l
121
Fig. 6.6. Simulation depicting four dierent stages of density change inuenced
growth for
= 0.3. The evolution runs from upper left to upper right, lower left and
lower right. The corresponding time steps of the numerical simulation are displayed
above each gure. Further details are given in the text.
Incompressibility Condition
w
1
2
.
and L () =
1 + 2
= 0 with N S =
122
equations are solved employing a MAC (Marker and Cell) solver with discretization of space coordinates as proposed in [137]. All simulations are
done on a quadratic grid. Numerical parameters for the simulation runs are
= 0.9, V0 = 0.4, = DT = 1, Re = 1500, t = 0.5, x = 0.3, N x = 1500
and N y = 1200, where N x and N y denote the grid size in x and ydirection
respectively. The initial condition is a parabolic interface of height 75 grid
units with the hydrodynamic velocity eld identical to zero in the solid phase.
Nevertheless after a few time steps hydrodynamic ow is encountered within
the solid phase and clearly visible in the graphs. In the literature it is known
as parasite current. It arises due to the fact that in the phase-eld simulation
the no-slip condition gets smeared over the diuse interface region (Fig. 6.5).
These parasite currents have been investigated in more detail by Lafaurie
et al. [195]. Applying their results allows me to choose appropriate parameter regimes, where the eect of these parasite currents remain bounded and
quantitative changes to the simulation results are negligible. The side branching activity in dendritic growth as visible in the simulation pictures is known
to result from thermal uctuations [22, 44, 180, 201, 234]. These have to be
included in the simulations by transforming
Ti,j Ti,j + R0 (ri,j
(6.123)
with noise amplitude R0 and random numbers ri,j evenly distributed in the
interval [ 12 ; 12 ]. Taking into account the ri1,j1 as in (6.123) ensures local
energy conservation. The noise amplitude R0 corresponds to the magnitude
of thermal noise encountered in dendritic growth experiments, which reads
(in dimensional units):
2
kB TM
cp
.
(6.124)
2
2
L d0
This is equal to the mean square uctuation of T inside a two-dimensional
volume of d20 . For a comparison Fig. 6.6, Fig. 6.7 and Fig. 6.9 depict dendritic
evolution at dierent driving forces and noise levels, i.e. M0 = 4, M0 = 2.5
and M0 = 1, respectively. For M0 = 2.5 the evolution of the temperature eld
is displayed, as well, through colored contour plots in Fig 6.8. Simulations
were carried out keeping the position of the dendritic tip at approximatly
same height by repeated transformations of the x-coordinate (coordinate in
growth direction) of all eld variables. In any case the growth rate of the
dendritic tip is smaller than in the case of corresponding simulations without
coupling to the NavierStokes equations resulting in an increased deviation
from the experimental values by Glicksman et al.. Thus at this point one
clearly has to draw the conclusion that even taking into account surface
tension corrections within the energy condition, density change ow cannot
explain the dierence between experiment and theory.
Other physical mechanisms active in microgravity experiments must have
an even stronger inuence of reversed sign. Studying the literature one will
t=250000
1000
1000
600
600
200
200
200
600
t=250200
200
1000
1000
1000
600
600
200
200
200
600
ydirection of space
123
1000
200
600
t=250300
1000
600
1000
y direction of space
Fig. 6.7. Four dierent stages of growth demonstrating the eect of a reduced
driving force with M0 = 2.5 and otherwise same parameters as in Fig. 6.6.
124
t=250100
1000
1000
600
600
200
200
t=250200
t=250300
1000
1000
600
600
200
200
200
600
y direction of space
1000
200
600
y direction of space
1000
Fig. 6.8. The evolution of the temperature eld corresponding to the four dierent
stages of growth depicted in Fig. 6.7.
t=250000
1000
1000
600
600
200
200
200
600
t=250200
200
1000
1000
1000
600
600
200
200
200
600
y direction of space
125
1000
200
600
t=250300
1000
600
1000
y direction of space
Fig. 6.9. Four dierent stages of growth demonstrating the eect of a further
reduction of driving force at M0 = 1.0 (otherwise same parameters as in Fig. 6.6).
are two coldest points to the left and to the right of the tip position as indicated in Fig. 6.10. Thus there is a temperature gradient along the dendritic
interface from the tip towards these points. This drives a thermocapillary ow
as depicted in Fig. 6.10. Comparing its direction to the one of ow driven by
density change (Fig. 6.6), one nds it to be reversed. Thus also its quantitative eect on the dendritic growth velocity should be reversed, i.e. it should
enhance growth compared to diusion limited dendritic growth. In that sense
it could be an explanation for the experimental data in [129].
126
Fig. 6.10. The two coldest points of the parabolic interface are to the left and to
the right of the tip as indicated by the dark dots. If surface tension is temperature
dependent, the respective temperature gradient comes along with a surface tension
gradient, which is the origin of thermocapillary convection.
(6.125)
where u + (u)T represents the viscous stress tensor for a liquid obeying
the incompressible NavierStokes equations. The surface tension term
can be expanded in a Taylor series truncated after its rst term, i.e.:
=
T .
T
(6.126)
Here T
is a material parameter, which is usually less than 0. Equation (6.125) yields a condition for the gradients of the ow velocity eld
normal to the interface. It occurs as an additional boundary condition at the
interface, which has to be solved together with (6.30) and (6.31).
Trying to apply a perturbative analysis as sketched in section 6.2 to model
equations (6.26)(6.38) with additional boundary condition (6.125) one will
nd that a solution, for which vorticity vanishes everywhere, is no longer
compatible with all boundary conditions. It is not obvious how to construct an
ansatz solving the NavierStokes equations with boundary conditions (6.30),
(6.31) and (6.125), which could serve as starting point for the subsequent
perturbative analysis.
A numerical investigation would be an alternative. However, in this case
it is not clear, whether the phase-eld method with its smearing of boundary
conditions over the diuse interface could handle the problem with necessary
precision. In particular the ndings of Lafaurie et al. [195] with respect to
parameter regimes, in which eects of parasite currents remain bounded,
cannot be carried over directly.
Preliminary results without thorough investigation of stability and convergence of the algorithm are depicted in Fig. 6.11 just to demonstrate qualitatively the eect of thermocapillary convection at a dendritic interface in
6.4 Summary
t=10000
127
t=12000
300
300
300
400
300
t=14000
400
t=16000
300
300
300
400
y direction of space
300
400
y direction of space
simulations. They are obtained by assuming quasi-incompressibility and setting (u + (u)T ) n = within the interfacial region. For the material
N
parameter T
= 0.028 mK
these preliminary numerical investigations indicate an increase of vn of as much as 14.7 % at = 0.03, clearly demonstrating
the eect required to explain the experiments9 . A more thorough investigation is in preparation [111].
6.4 Summary
Within this chapter a phase-eld model for hydrodynamically inuenced dendritic growth was employed to derive the sharp interface equations governing
9
This value T
is an estimate, since to my knowledge experimental measurements
N
measured for silicon as T
= 0.28 mK
[144]. On the other hand, the surface
tension itself is usually an order of magnitude smaller for organic materials than
128
600
300
300
400
y direction of space
Fig. 6.12. The pressure eld around a dendrite growing inuenced by thermocapillary convection. This gure corresponds to the nal graph in the evolution of
Fig. 6.11.
6.5 Appendix
129
6.5 Appendix
Appendix A: Transformation to Parabolic Coordinates
Interface
s(, , t) = s (, t) = 0
(6.127)
s e + e
+
2
2
(s ) +
|s| =
+
s
1
n=
s e + e
=
|s|
2
(s ) +
1
e + s e
t=
2
(s ) +
s =
Normal Velocity
vn=
Curvature
|s|
s ()
1
ys () = (s () )
2
xs () =
[s ()] =
s
t
(6.128)
(6.129)
(6.130)
(6.131)
(6.132)
(6.133)
(6.134)
130
Anisotropy
s + s
s + (s )2 + s
(ns 1)
sin = t ex =
s + (s )2 + s
cos = n ex =
(6.136)
(6.137)
s (s 1)(s + s )
( + s )2 ((s )2 + s )
8s (s 1)(s + s )
2
( + s )2 ((s )2 + s )
+1
(6.138)
(6.139)
In Sect. 5.2.3 the phenomenon of epitaxial surface growth has been introduced as an application of an asymptotic analysis in the thin interface limit.
It was demonstrated, how a set of phase-eld model equations can be developed from two thermodynamic potentials, namely the inner energy functional
E and the entropy functional S. Thereby an additional degree of freedom is
obtained. This additional degree of freedom allows me to recover the precise
attachment kinetics of the two-sided epitaxial growth problem involving unequal attachment kinetics and discontinuities at the interface asymptotically
at rst order (thin-interface limit). The sharp interface equations constituting
this two-sided epitaxial growth problem are given by (5.68)(5.71).1 Moreover, the corresponding phase-eld model equations are (5.80) and (5.81).
For further details the reader is referred to Sect. 5.2.3.
The scope of the succeeding two sections is to exploit the variational priciples of irreversible thermodynamics to extend the above phase-eld model
equations to elastic eects at strained surfaces [110]. In this manner the
phenomenon of epitaxial growth at strained surfaces becomes numerically
tractable. On the other hand, trying to extend the above sharp interface
equations to elastic driving forces results in boundary conditions, which in
their general formulation cannot be solved, as will be demonstrated in more
detail in Sect. 7.1. This possibility to obtain tractable models where the sharp
interface approach fails can be viewed as one of the advantages of phase-eld
modeling justifying the development of this method. I will come back to this
point in Chap. 8.
Note that in the case of epitaxial growth anisotropy due to the underlying crystal
structure of the material is contained in eq = eq
0 (1 cos4). Detailed studies
of the inuence of crystalline anisotropy in epitaxial growth can be found in
[106, 109].
132
VE + VS
( eq )
k() ln( eq ) + + f ()el . (7.1)
d() +
2
eq
Here fel is a free energy density, which takes into account the global elastic
energy in both phases. A natural starting point to construct a suitable form
of fel for the phase-eld approach is the relation between the stress tensor
ij and the strain tensor uij as given by Hookes law:
f = uij uij +
2
u ,
2 ii
(7.2)
where summation over double subscripts is implied. and are the Lame
constants. For plane strain, these elastic constants are related to Youngs
modulus E and the Poisson ratio via = E/[2(1 + )] and = E/[(1 +
)(1 2)]. f the free energy per unit volume of a general system, of which
the only energy contribution is elasticity. The stress tensor ij is then given
by:
ij =
ij
f
= 2uij + ukk ij = 2(uij ukk ) + Kukk ij ,
d
uij
(7.3)
where K = + 2/d is the bulk modulus and d referring to the dimension for
which the problem is solved (i.e. d = 2 or d = 3). If there is a mist on the
surface of the substrate, additional mist strain arises. Following [261] this
m
additional strain can be modeled through an additional contribution ij
:
1+
m
(7.4)
= 2m
ij
ij ,
1 2
where m quanties the mist. It is then straightforward to formulate the
following ansatz for the -dependence of f :
1+
2
+ [1 k()] uii .
(7.5)
2
Here
is the bulk modulus of the non-solid phase, i.e. liquid or vapor depending on the employed epitaxial technique. As a result the governing equations
133
eq
VE + VS
d ()
k ()
= ( + )2
2
eq
t
1+
2
m
],
(uii ) 2
+k ()[uij uij +
1 2
2
= D2 + G()
+F + .
t
(7.6)
(7.7)
These have to be solved together with the equations for the evolution of
the elastic variables, where the strains uij (i, j = 1, ..., d) are dependent
quantities. Therefore, the variational derivatives F/uij are dependent, as
well. To proceed one may exploit the fact that the components ui (i, j =
1, ..., d) of the displacements are independent variables. Assuming that the
relevant time scales of the problem are large compared to sound propagation
times, the variational derivatives Fel /ui of the elastic free energy can be
assumed to be zero, which is exactly the adiabaticity assumption. Hence one
obtains
0=
Fel
Fel
=
{k()ij [1 k()]ukk ij } .
=
xj
ui
xj uij
(7.8)
The second term can be related to the pressure of the system via
p = p0
ukk ,
(7.9)
where p0 has been chosen as equilibrium pressure in the liquid phase. This
term contributes only in the liquid phase. Assuming that during the experiment on the liquid side deviations from this equilibrium pressure remain
small, (7.8) can be simplied as follows:
0=
k()ij .
(7.10)
xj
Equations (7.6), (7.7) and (7.10) become closed equations by replacing ij
and uij by the eld variables ui using the denition of the strain tensor,
1 ui
uj
uij =
,
(7.11)
+
2 xj
xi
and Hookes law. Its applicability is demonstrated in the following section.
Again an ADI scheme is employed for the diusion-advection type equations
(7.6) and (7.7). The elastic problem, on the other hand, is solved via successive
overrelaxation, where the time integration is performed by a formally secondorder accurate midpoint scheme [220].
134
Turning towards the sharp interface model given by (5.68)(5.71) accounting for elastic eects requires a coupling to the following evolution equations
for the displacements of the solid phase:
(1 2)k2 ui + i k uk = 0 .
(7.12)
135
independent of the surface miscut. It is an expression of the rippled morphology itself, the geometry of which results in a redistribution of strain.
In turn this changes the surface potential such that it favors the strain
relaxation mechanism. During this stage of growth the island morphology
essentially inherits the wavelength of the initial ripple instability.
Thus a transition to islands should occur independent of the mist at advanced stages of growth. A necessary presupposition is diusion in the nourishing phase (liquid or vapor, depending on the epitaxial technique) as material transport mechanism. Previous to the experiments by Dorsch et al. a ripple morphology was usually observed resulting from MBE (molecular beam
epitaxy) experiments. Compared to LPE (liquid phase epitaxy) the diusion coecients encountered in MBE are four orders of magnitude smaller.
This leads to the conjecture that during MBE diusion processes are simply
not fast enough to trigger the morphology transition towards islands before
the end of the experiment. In that sense the ripple morphologies observed
in MBE experiments would have to be considered transiental morphologies.
Moreover, pseudomorphic islands were the true stationary growth mode to
be expected from any kind of epitaxial setting at a strained surface.
From point of view of a nonlinear analysis carried out for strained epitaxial
surfaces by Spencer et al. [261] this is not necessarily the case. Their analysis
revealed two dierent steady state solutions within the near critical parameter
regime:
solution 1: a spatially periodic small amplitude cusp like solution
solution 2: a spatially periodic large amplitude solution of sinusoidal
shape.
Both solutions were found to be unstable, leaving open the question, whether
the evolution of the strained surface would be steady outside the realm of
long-wave theory or characterized by a transient state displaying coarsening.
To reconcile these ndings with the experimental observations described
above, one would have to identify the island morphology as the steady state
solution outside the realm of long-wave theory, which develops eventually as
secondary instability from solution 1 as well as from solution 2. However, the
question remains: Which of the two qualitatively dierent types of primary
solutions 1 or 2 are the ripples observed initially in the experiments by Dorsch
et al.? Are they spatially periodic nite amplitude rounded cusp solutions
or rather near critical spatially periodic small amplitude solutions? If either of them is true, might the morphology observed in MBE experiments
actually be the other kind of solution? And if so, might the secondary instability of MBE growth be the second kind of scenario depicted above, namely
a transient state displaying coarsening? If this were true, it could still be reasonable not to observe the coarsening process due to slow diusion as already
pointed out by Albrecht et al. [95]. Nevertheless the precise understanding
of the dynamics of strained surface epitaxial growth would be dierent - a
136
1
73
6
102
59
5
104
45
4
106
13
1
0.05
73
6
0.01
34
3
0.12
21
2
0.15
9
1
137
A fully cusped tip could not be resolved via phase-eld simulations, for which the
interface width l puts an inherent length scale cut o. l has to be resolved by 8-10
grid points to avoid numerical metastability [38]. The results reported here were
obtained for four dierent values of l with dierent mesh sizes to fulll the above
criterion. They are independent of this change of numerical parameters. Thus in
the investigated parameter regimes no fully cusped solutions can be expected.
138
(b)
0
0
60
60
50
50
40
40
30
30
20
20
10
10
10
20
30
40
50
60
70
y direction of space
80
90
100
10
20
30
40
50
60
70
80
90
y direction of space
139
(b)
Fig. 7.2. Evolution of the principal component of the strain tensor in growth
direction: (a) cusp like morphology, (b) large amplitude morphology. The time
steps, for which the elds are displayed, coincide with the ones for the contour
plots of Fig. 7.1, i.e. from top to bottom: t = 4.5 104 , t = 5 104 , t = 5.5 104 and
t = 6 104 .
140
coarsening only in the absence of gravity. Once gravity is taken into account,
several stationary grooves coexist within the nal surface morphology. Within
(7.6) the last term on the right-hand side modeling the surface miscut could
be interpreted as having the same inuence as gravity. In that sense it would
stabilize the cusp like rippled morphology in a way, such that coarsening does
not occur.
7.3 Discussion
Here epitaxial growth at strained surfaces was chosen as a second example to
demonstrate the convenient applicability of the phase-eld approach when it
comes to the point of including additional driving forces into an interfacial
growth problem. Since such additional driving forces can very easily be related
to an additional term in the systems free energy density functional, they
directly enter the variational principles on which the derivation of phase-eld
model equations is based upon.
In this manner one can exploit the framework of irreversible thermodynamics to extend the model equations of diusion limited epitaxial growth
as derived in Sect. 5.2 to stress induced surface eects. The respective model
equations have been developed in detail in Sect. 7.1.
In Sect. 7.2 they have been applied to experiments by Dorsch et al. [95].
In this context their simulation sheds new light on the morphology transition from ripples to islands. In particular the numerical investigations reveal
that the ripple instability occurring in MBE has to be distinguished from the
one in LPE growth. It seems to fall into the class of cusp like instabilities.
The non-appearance of a morphology transition towards islands in principle
hints at the possibility that the true secondary instability belonging to this
kind of cusp like solution is a transiental coarsening regime. The reason that
the coarsening is depressed, can be explained by comparison to the numerical studies in [172], where the authors report the absence of coarsening in a
similar situation, if gravity eects are taken into account. It seems plausible
that within the model equations derived here, the mist term has the same
stabilizing eect as gravity in [172]. These ndings reconcile with the interpretation given by Dorsch et al. [95] in the sense that the formal reason for
the morphological dierences of MBE compared to LPE instabilities is given
by the large ratio of the respective diusion constants. As a consequence a
morphology of cusp like ripples should be the one to be expected in MBE
experiments even at high driving forces and high temperatures after extended
deposition time a point, which certainly could be claried by experiments.
If it were true, MBE would generally fail as a technique to tailor regular
island arrays with specied island distance as functional devices.
Concluding the text at this point can only result in a partial conclusion:
Research in the eld of diuse interface modeling is still young and fully
active. It is likely, that while I am writing, further progress of considerable
impact is achieved. As discussed progress could basically be twofold, either
concerning modeling related issues or numerical ones.
With respect to the latter the numerical appendix of this book summarizes the most recent computational approach, which achieved outstanding
computational eciency for the case of 3D dendritic growth involving uid
ow [155] on the basis of a semi implicit approximated projection method,
implemented fully adaptive and parallelized. It is an example of a growth phenomenon, which certainly cannot be treated numerically without employing
enhanced techniques. However, for this kind of moving boundary problems an
implementation making use of enhanced numerical techniques is possible only
based on diuse interface modeling. The reason is as pointed out in Chap. 2
that only the diuse interface approach allows for an Euler scheme1 . Thus
one conclusion to draw at this point is, that a diuse interface approach for
moving boundary problems becomes necessary, if one intends to apply the full
power of high performance computing, which today is essentially connected
to parallelization, to their simulation.
With respect to modeling-related progress, the concept of thermodynamic
consistency was described in detail in Chaps. 35 as a most important underlying viewpoint. It was explained, how a thermodynamically consistent
diuse interface model can be obtained by the variation of underlying thermodynamic potentials. Thermodynamic consistency itself can be interpreted
as a validation of the model. Consequently one can go on to examine the
derived model equations with the intention to understand more about the
behavior of physical elds in the region of the moving, phase separating interface. The mathematical method allowing for the respective analysis, is the
1
142
143
In the following I will restrict the discussion of what has been achieved to
the phenomenon of crystallization from the melt, which is directly linked to
the paradigmatic dendritic growth problem. Thus it provides a representative
overview of what one has to meet when turning from pure diusion limited
growth to further complications originating from additional transport elds2 ,
or from anisotropic kinetics and energetics in the interfacial region.
In the context of crystallization diuse interface modeling refers back to
Cahn [56]. His approach was taken up again several years later by Halperin
et al. [143], Langer [200], Fix [120] and Collins and Levine [74], which
then started a rapid development of diuse interface modeling for crystal
growth phenomena. Caginalp [49, 50] and others demonstrated the relation
of these approaches to classical sharp interface models by means of asymptotics and distinguished limits. For suciently thin diuse interfaces the
GibbsThomson boundary condition was proven to be incorporated in the
diuse interface approaches [52]. First derivations from an entropy functional
were due to Penrose and Fife [231]. This came along with an awareness of
the question of thermodynamic consistency of such models. In this context
Wang et al. [289] introduced the concept of local positive entropy production and non-classical uxes. At the same time Kobayashi [186, 187] demonstrated the relevance of diuse interface modeling for real computations by
simulating rather complicated solidication patterns. Since then many others [182, 239, 240, 290, 297] have used the diuse interface approach successfully to study solidication morphologies. Great advance in the eld was
achieved through the introduction of the thin interface limit by Karma and
Rappel [168]. It lessened the constraints with respect to the thickness of
the interfacial region and thus rendered models computationally more efcient. The authors themselves used the increased capability of diuse interface modeling gained from the thin interface limit amongst other things
to study side branching eects in dendritic growth [168, 169]. Moreover the
diuse interface approach could be extended to study alloy solidication,
i.e. a growth problem with coupled transport elds. Respective models were
formulated by Wheeler et al. [295, 296], Bi et al. [252] and Charach and
Fife [67, 68]. These could be employed to study the phenomenon of solute
trapping [69, 76, 77, 296], dependence of surface tension on composition [69],
isothermal dendritic growth and microsegregation [75, 291], Ostwald ripening and coalescence [292], recoalescence during dendritic solidication [35],
cell to front phase transitions during directional solidication [36] and eutectic alloy solidication [96, 100, 101, 138, 166, 298]. A further issue was
to blend hydrodynamics with diuse interface modeling. Such models have
been developed [26, 51, 272] and used to some extent in computation [85, 108].
Moreover it was shown, that with an additional potential modeling van der
Waals and polarization forces, the models can be employed to simulate wetting phenomena, as well [221]. Only recently thermodynamically consistent
2
144
A. Numerical Issues
of Diuse Interface Modeling
This appendix is concerned with the questions: What happens after a diuse
interface model has been established? How straightforward is its implementation? Is there anything one has to take special care of with respect to that
implementation? The answer to the latter is a clear yes. Answering it in
more detail will leave the question of the previous sections whether or not a
diuse interface model under consideration is thermodynamically consistent
behind. Rather one is concerned with a choice of model parameters which
will yield the best numerical performance. For dendritic growth it could be
proven that from point of view of run time performance models which do not
display thermodynamic consistency and can only be validated by the method
of matched asymptotics expansion can be superior to thermodynamic consistent ones [182]. In that sense referring to the implementation point of view
one nds once more1 the expression universality of diuse interface models
in the previous citation.
Since the early attempts of phase-eld computation in the context of
solidication by Smith [259] great advances in the accuracy of those computations have been encountered. The reasons are twofold: First, computer
technology has advanced signicantly and thus allows us to integrate the unsteady phase-eld equations for increasingly complex congurations. Second,
there has also been progress in the numerical techniques applied to the implementation of phase-eld models. This involves choosing an optimal set of
numerical parameters and model potentials just as well as considering enhanced numerical techniques as parallel, adaptive or multi-grid algorithms.
The rst of the above two issues arises since
1. dierent potentials can be employed, resulting in dierent phase-eld
models, which nevertheless describe the same growth phenomenon in
their sharp interface limit and
2. to establish the correspondence between the diuse interface model and
the sharp interface model there is some freedom in how to arrange the
numerical parameters of the diuse interface, i.e. a physical variable ap1
once more refers to the discussion at the end of Chap. 5, where the notion
of universality in the context of phase-eld modeling has been used to denote a
freedom in the precise choice of F .
146
cp (T T
)
.
L
(A.1)
This transformation employs the specic heat of the solid given by cp . More
over, T
refers to the dimensional temperature of the undercooled melt far
from the interface. In addition one can introduce a dimensionless supercooling
=
cp (TM
T
)
L
(A.2)
T
= D2 T
t
T = d0 ()
v n = D [(T )s (T )l ] n .
147
(A.3)
(A.4)
(A.5)
For large driving forces the consideration of local thermodynamic equilibrium is not valid any longer. This is taken into account by introducing a
kinetic term kin vn into the GibbsThomson relation and thus replacing
the dimensionless equation (A.4) by:
T = d0 () kin v n .
(A.6)
Here kin denotes a kinetic coecient, which is a material parameter (compare to (2.10)). d0 () is the capillary length given by (2.12).
For quantitative application of a derived phase-eld model to a concrete
dendritic growth problem, the capillary length d0 and the kinetic coecient
kin of (A.6) have to be related to the numerical parameters of the phaseeld model. To demonstrate how this can be achieved, I introduce a concrete phase-eld model for dendritic growth of a binary alloy by specifying
G(, X, r) in the remainder of this section. Following [2] I choose
2
4
2
()2 + V0 (
)
(A.7)
2
4
2
Q2
C2
C
+ Q + 1 + L ()(1 C Q) ,
+ M0
2
2
G(, Q, C) =
with
.
(A.8)
+
2 1 + 2
Here C denotes the solutal eld. To overcome the problems related to phaseeld modeling based on the dimensionless temperature T (see Sect. 4.2) the
dimensionless energy density Q is used instead. It is related to T by
T
: solid phase
Q=
(A.9)
T + 1 : liquid phase .
L
1 2
2 2
3
, (A.10)
T+
= + V0 ( ) + M0
t
(1 + 2 )2
1+
C
(A.11)
= (DC (C L ())) ,
t
L ()
T
= (DT T )
.
(A.12)
t
t
In (A.10)(A.12), it is the set of parameters , V0 , and M0 for which
relations to the capillary length d0 and the kinetic coecient kin have to be
148
(x)2
(A.13)
GP F M =
+ V0
4
2
x
2
C(x)2
Q(x)2
+M0
C(x) +
+ Q(x) + 1 + L ()(1 C Q) dx
2
2
2
CS
Q2S
GSIM = M0
(A.14)
+
CS + QS + 1 dx .
2
2
2
(x)
1 + y2
V0 (y 4 1)2 + M0 (y 2 1)2
C(x) = C0 + L ((x)) and
Q(x) = Q0 + L ((x)) .
0
dy ,
(A.15)
(A.16)
(A.17)
Thus
2
(x)
(x)4
1
(x)2
2
+ M0
=
+ V0
L ((x)) dx
x
4
2
2
V0
1
4
2
2
2
M0 (y 1) + (y 1)
dy .
(A.18)
= 2 M0
1 + y2
0
2
2
dy .
(A.19)
d0 =
1 + y2
M0 0
149
= 2 2
x
x
1 2
(1 + 2 )2
L ((x))
+v
x
L ((x))
+v
,
x
+V0 ( 3 ) + M0
T
x
C
v
x
v
2T
x2
2C
= DC 2
x
= DT
C +T +2
1 + 2
(A.20)
(A.21)
(A.22)
(A.23)
If one considers the physically relevant sharp interface limit, for which the
diusion lengths lD = 2Dv T and lC = 2Dv C are large compared to the diuse
interface width, in (A.21) and (A.22) the terms with factor v can be neglected
and C as well as T can be assumed to be constant in the framework of
an adiabatic approximation: T (x) = T0 ; C(x) = C0 . From the phase-eld
equation (A.20) one obtains the following expression after integration of in
the interval [1; 1]:
V0
4
2
2
2
2 v 1 M0 (y 1) + (y 1)
T0 + C0 =
dy .
(A.24)
1 + y2
M0 0
Since TInt + CInt = T0 + C0 = kin v, this can be rewritten to yield
V0
1
4
2
2
2
M0 (y 1) + (y 1)
2
dy .
(A.25)
kin =
1 + y2
M0 0
Moreover because of (A.19) one obtains a relation between the capillary
length and the kinetic coecient, which reads
kin =
d0
.
2
(A.26)
Thus in contrast to the sharp interface model the phase-eld model displays model inherent kinetic eects [192]. Therefore, carrying out quantitative
phase-eld simulations for materials with vanishing kinetic eects requires to
150
work in parameter regimes, for which the eect of the kinetic term kin vn
is small compared to the curvature term d0 . However, for those parameter
regimes phase-eld modeling is usually inecient due to the large diusion
lengths originating from the low driving forces.
The application of phase-eld models to dendritic growth of vanishing kinetic eects at moderate to large velocities became possible only after the introduction of the isothermal approach proposed by Karma and Rappel [167],
as mentioned already in Chap. 1 and Chap. 5. The basic idea underlying
that approach is to take explicitly into account the dependence of the temperature and solutal elds on the space variables within the interfacial region
|x| <
. Essentially this implies carrying out the asymptotic analysis described in Sect. 5.1 up to the rst order. This yields a solvability condition,
by which the expression for the kinetic coecient kin can be obtained. For
the solidication of a binary alloy it reads:
2
1
1
2 I3
1
kin =
1
.
(A.27)
+
I1 + 2I2
I3 DT
DC
2
M0
In (A.27) the abbreviations I1 , I2 and I3 denote integrals, the specic form
if which depends on the precise version of the phase-eld model equations.
For (A.10)(A.12) they are of the form
1
(y 1)2
I1 =
dy
(A.28)
V0
4 1)2 + (y 2 1)2
0
(y
M0
y
1
1 y2
y
I2 =
d
y dy
(A.29)
2 )2
(1
+
y
V
0
0
0
y 4 1)2 + (
y 2 1)2
M0 (
V0
1
4
2
2
2
M0 (y 1) + (y 1)
I3 =
)dy .
(A.30)
1 + y2
0
I3
The prefactor 2
in (A.27) corresponds precisely to (A.25), i.e. the sharp
M0
interface limit of the kinetic coecient derived neglecting the spatial changes
of the temperature and solutal eld within the interfacial region. Thus in
(A.27) the expression in parentheses denotes a correction term originating
from the consideration of non-constant behavior of the two diusive elds in
the region |x| <
. For
3
1
1
M0 2
1
1
(A.19)
0
(A.31)
+
=
+
I3
DT
DC
d0 DT
DC
the limit of the correction term is unity, which is the condition for the applicability of the sharp interface limit as given by [168]. Thus in this limit
(A.27) is equal to (A.25).
The great importance of (A.27) results from the fact that it allows us to
minimize the correction term by enlarging or reducing V0 /M0 . Finally for
2 (DT + DC )
=
DT DC
1
2 I1
I3
+ 2I2
or
d20 M0 (DT + DC )
=
2 DT DC
1
2 I1
I33
+ 2I2
151
(A.32)
DT DC
for kin 0 is > 2
DT +DC . For other models this is not necessarily the
case. Some of them allow for a vanishing kinetic coecient simply by variation
of M0 [167].
152
identical. In particular, there is no advantage for thermodynamically consistent models. Moreover nite discrepancies of the interfacial Peclet number
P eInt encountered between dierent models are shown to be eliminable by
adjusting the phase-eld parameters.
The phase-eld equations considered here are of the form
T
t
(n)
= D2 T +
1 h()
2 t
F (, T )
= (W 2 (n))
+
t
x
W
(n)
+
||2 W (n)
,
y
y
||2 W (n)
W (n)
x
(A.33)
(A.34)
(A.36)
reduce2 to (A.3)(A.5).
a(n)
o a(n) and d(n) = do a(n) +
,
where
is
the angle between n and
2
the x-axis, these expressions become (2.8) and d(n) = do (115 cos 4) in the
free-boundary problem (note that tan() = y /x ). The parameters of the
phase-eld model are related to the free-boundary parameters by = a1 /do
153
g()
1
(1 2 )2
(1 2 )3
(1 2 )4
(1 2 )2
h()
15
( 23 3 + 15 5 )
8
a1
1
2
5
4 2
1.0312
1.1601
4
a2
5
6
47
75
0.52082
0.45448
0.39809
0.45
0.55
0.65
0.65
L
1000
800
800
800
Ro
17
15
15
15
t
0.010
0.016
0.016
0.004
D
3
2
1
2
do
0.5
0.5
0.5
1.5
v
0.00545
0.0170
0.0469
0.0469
P eInt
0.011
0.034
0.094
0.031
154
In the simulations, the computational domain is an L L square box. Computations are performed at = 0.65, 0.55 and 0.45. A summary of the parameters used for each simulation run is given in Table A.2, where v = vdo /D
is the dimensionless tip velocity predicted by linear solvability theory, x is
the minimum grid spacing of the mesh [239, 240], and t is the simulation
time step. The phase-eld parameters are chosen for each model so that they
all simulated the same free-boundary problem. For all simulations = 0.05,
= 1 and x = 0.39. As long as = 0.45 or = 0.55 these simulation
results reveal that all of the phase-eld models studied produce identical results for the entire temporal evolution of the dendrite and also converge to
steady state solutions that are within a few percent of those predicted by
linear solvability theory.
At = 0.65 (with do = 0.5), on the other hand, signicant quantitative
dierences between the various phase-eld models are encountered. These
discrepancies can be attributed to nite corrections of the interfacial Peclet
number P eInt at higher orders of the asymptotic expansion. I.e., one can
interpret the deviations as an indication that the solutions do not converge
as function of the expansion parameter. Moreover it implies that the phaseeld equations do not operate within the sharp interface limit. The universal
behavior of the dierent models can be recovered via a decrease of P eInt .
The price to pay is a reduction of computational eciency, since the only
parameter, which can be controlled within P eInt is the interfacial width.
This interfacial width, however, always has to be resolved by an appropriate
grid spacing. At this point a detailed investigation of how to push those nite
P eInt -corrections to still higher orders by careful choices of f (), g() and
h(), seems to be a chance to render phase-eld models computationally more
ecient. However, to my knowledge such a study is yet unpublished.
155
numbers of which performance can be achieved with respect to diuse interface simulations today.
A.3.1 2D Adaptive Mesh Renement Computation
The model employed with respect to the numerics presented here is of the general form of model equations (A.33)(A.34). These equations are solved using
the Galerkin nite element method on dynamically adapting grids of linear,
isoparametric quadrilateral and triangular elements. The grid is adapted dynamically based on an error estimator that utilizes information from both the
and T elds. In the broadest sense, the algorithm performs functions that
can be divided into two classes. The rst deals with the establishment, maintenance and updating of the nite element grids, the second with evolving
and T on these grids according to (A.33) and (A.34).
Maintaining a grid of nite elements on a data structure known as a
quadtree [92, 229, 255] is the main issue of the rst class of functions. The
quadtree is a tree-like structure with branches up to a pre-specied level
creating children elements. These are themselves data structures that contain information analogous to the parent, from which they branch, but one
level down. This quadtree element data structure is depicted in Fig. A.1.
Every entry on the quadtree contains information pertaining to a four-noded
isoparametric quadrilateral nite element. This information includes the following:
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
A parent element and its four child elements are referred to as a family.
Renement produces a ner mesh within the connes of the original parent
grid by bisecting each side. Unrenement, which consists of fusing the four
child elements back into the parent, has the opposite eect, locally creating a coarser mesh. Both renement and unrenement proceed via dynamic
memory allocation, making the code scalable. Unrenement can occur only
if the child elements do not possess further children of their own. Also, in
156
order to avoid regions of dierent renement bordering each other, the restriction that any two neighboring quadrilateral elements may be separated
by no more than one level of renement is imposed. Moreover one denes a
level of renement of an element le , so that a uniform grid at renement level
le would contain 2le 2le grid points in a physical domain LB LB .
(b)
(a)
(d)
(e)
(c)
(f)
Fig. A.1. An illustration of the quadtree element data structure. (a) An element
and four child elements. (b) Splitting of the children. (c) Splitting of the childrens
children. (d)(e) Evolution of branching in the quadtree. Branches with triangles
indicate square elements which are bridged with triangular or rectangular elements.
Figure following [240].
157
158
e =
ei Ni (x, y)
i=1
Te =
Tie Ni (x, y)
(A.37)
i=1
where ei and Tie are the eld values at the N nodes of the element e and
their interpolated values in its interior. The functions Ni (x, y) are standard
linear interpolation functions appropriate for the used element [303]. They
satisfy
Ni (xj , yj ) = i,j ,
(A.38)
where i,j is the Kronecker delta. Rewriting the dierential equations for
in (A.33) and (A.34) as L = 0, as well as of the T -equation as LT T = 0,
the Galerkin method requires that
(A.39)
Ni (x, y)L e (x, y)dxdy = 0
e
Ni (x, y)LT T e (x, y)dxdy = 0 ,
e
for i = 1, 2, 3, . . . , N , where e represents the area of an element e. Substituting (A.37) into (A.39), one obtains two linear algebraic equations for i
and Ti , i = 1, 2, 3, . . . , N in the element e.
The next step is to dene e = (1 , 2 , 3 , , N )T and Ye = (T1 , T2 , T3 ,
, TN )T , where the superscript T denotes the transpose, making e and Te
column vectors. Then the linear algebraic statement of the nite element
form of (A.33) and (A.34) reads
e
+ E en + Fe ()
e ) d = A
C(
dt
dTe
1 de
= DATe + C
,
C
dt
2 dt
(A.40)
A, A
and E and the vector Fe () are given by
where the matrices C, C,
C=
NT Ndxdy ,
(A.41)
=
C
A=
=
A
e
(A.43)
NT Nx + NT Ny A2 ((e ))dxdy ,
(A.44)
(A.42)
E=
NT Nx NT Ny A((e ))((e ))dxdy ,
e
F () =
e
NT f (e , U e ; )dxdy .
159
(A.45)
(A.46)
tan (1 tan2 )
.
(1 + tan2 )2
(A.47)
[78] is employed. In
A lumped formulation for the matrices C and C
this procedure, the row vector of shape functions N in (A.41) is replaced by
the identity row vector I = (1, 1, 1, ). The resulting matrix C consists of
identical columns, each of which contains the element Ni (x, y) at the position
of the ith row. A lumped term is dened as a diagonal matrix of entries which
take the values
nodes
1
Lc =
Ni (x, y)dxdy .
(A.48)
nodes i=1 e
The use of a lumped matrix for C enables the assembly of a diagonal matrix
for the left hand side of (A.40), stored as a one-dimensional vector. (Twodimensional arrays would be required if the consistent formulation for the
assembly of the C matrices were used. However, microstructures evolving at
low undercooling can produce interfaces with over 2 105 elements, making
the storing of 2 105 2 105 matrices impossible.)
The global (obtained after assembly of the element equations in (A.40))
is time-stepped using a forward dierence (explicit) time scheme. For each
time step of the eld, the global T eld is solved iteratively using a Crank
Nicholson scheme. Convergence of T is obtained within a few iterations.
Regridding is based on an error estimator function discussed next. It
is obtained following Zienkiewicz and Zhu [303], based on the dierences
between calculated and smoothed gradients of the and T elds. In particular
a composite eld
= + T
(A.49)
is dened, for which is a constant. This denition enables a regridding in
accordance to the requirements of both the and T eld, as opposed to using
merely the gradients of the -eld in establishing the grid [39]. Since and
T have to be determined rather than their gradients, one does not expect the
gradient of to be continuous across element boundaries, due to the order
of the interpolation used. Thus the dierence between the calculated and the
smoothed gradients, which are both continuous across element boundaries,
160
can be expected to provide a reasonable estimate of error. This method appropriately meshes regions of both steep gradients and regions where the
and T elds change rapidly.
The error estimator function e is dened as
e = qs qc ,
(A.50)
This calculation is simplied by lumping the left hand side of (A.52), leading
to
e
NT Id Qs =
NT qc d .
(A.53)
Assembling (A.53) for all quadrilateral elements yields an equation for the
smoothed gradients Qg of the global eld , at all element nodes, of the form
DQg = b ,
(A.54)
161
u =0,
(A.57)
2
where u is the velocity vector, the averaged momentum equation:
1
1
1
u +u
u +
p
t
2
2
2
h2 (1 2 )(1 + )
1
= 2
u
u,
(A.58)
2
8 2
162
n+1 from
1. Compute an intermediate velocity u
1
1
1
1
n+1
M K+F u
M
+
K
uni
=
i
t
2
t
2
A(un )uni Gi pn ,
(A.60)
n+1
is the vector of nodal values of the intermediate velocity
where u
i
component i at time step n + 1, uni is the corresponding vector at time
step n, and pn is the vector of nodal pressures at time step n. The
coecient matrices are dened in terms of the velocity shape functions
N as follows:
(1 ) T
(A.61)
M =
N Nd
2
( 1) NT N
NT N
d
(A.62)
K =
+I
x x
xk xk
2
h(1 2 )(1 + ) T
F =
N Nd
(A.63)
8 2
(1 ) T n N
N uk
A(un ) =
d
(A.64)
2
xk
(1 ) T N
Gi =
d .
(A.65)
N
2
xi
2. The velocity eld found in the rst step is generally not divergencefree. The next step corrects the pressure to obtain an approximately
divergence-free velocity eld by solving a Poisson equation for
pn+1 = pn+1 pn :
Lpn+1 =
where
n+1
1
D u
un ,
t
(A.66)
(1 ) NT N
I
d
2
xk xk
(1 ) T N
N
d .
D=
2
x
L =
(A.67)
(A.68)
(A.69)
ML =
1
Nd .
2
(A.71)
163
A. Numerical Issues
of Diuse Interface Modeling
This appendix is concerned with the questions: What happens after a diuse
interface model has been established? How straightforward is its implementation? Is there anything one has to take special care of with respect to that
implementation? The answer to the latter is a clear yes. Answering it in
more detail will leave the question of the previous sections whether or not a
diuse interface model under consideration is thermodynamically consistent
behind. Rather one is concerned with a choice of model parameters which
will yield the best numerical performance. For dendritic growth it could be
proven that from point of view of run time performance models which do not
display thermodynamic consistency and can only be validated by the method
of matched asymptotics expansion can be superior to thermodynamic consistent ones [182]. In that sense referring to the implementation point of view
one nds once more1 the expression universality of diuse interface models
in the previous citation.
Since the early attempts of phase-eld computation in the context of
solidication by Smith [259] great advances in the accuracy of those computations have been encountered. The reasons are twofold: First, computer
technology has advanced signicantly and thus allows us to integrate the unsteady phase-eld equations for increasingly complex congurations. Second,
there has also been progress in the numerical techniques applied to the implementation of phase-eld models. This involves choosing an optimal set of
numerical parameters and model potentials just as well as considering enhanced numerical techniques as parallel, adaptive or multi-grid algorithms.
The rst of the above two issues arises since
1. dierent potentials can be employed, resulting in dierent phase-eld
models, which nevertheless describe the same growth phenomenon in
their sharp interface limit and
2. to establish the correspondence between the diuse interface model and
the sharp interface model there is some freedom in how to arrange the
numerical parameters of the diuse interface, i.e. a physical variable ap1
once more refers to the discussion at the end of Chap. 5, where the notion
of universality in the context of phase-eld modeling has been used to denote a
freedom in the precise choice of F .
146
cp (T T
)
.
L
(A.1)
This transformation employs the specic heat of the solid given by cp . More
over, T
refers to the dimensional temperature of the undercooled melt far
from the interface. In addition one can introduce a dimensionless supercooling
=
cp (TM
T
)
L
(A.2)
T
= D2 T
t
T = d0 ()
v n = D [(T )s (T )l ] n .
147
(A.3)
(A.4)
(A.5)
For large driving forces the consideration of local thermodynamic equilibrium is not valid any longer. This is taken into account by introducing a
kinetic term kin vn into the GibbsThomson relation and thus replacing
the dimensionless equation (A.4) by:
T = d0 () kin v n .
(A.6)
Here kin denotes a kinetic coecient, which is a material parameter (compare to (2.10)). d0 () is the capillary length given by (2.12).
For quantitative application of a derived phase-eld model to a concrete
dendritic growth problem, the capillary length d0 and the kinetic coecient
kin of (A.6) have to be related to the numerical parameters of the phaseeld model. To demonstrate how this can be achieved, I introduce a concrete phase-eld model for dendritic growth of a binary alloy by specifying
G(, X, r) in the remainder of this section. Following [2] I choose
2
4
2
()2 + V0 (
)
(A.7)
2
4
2
Q2
C2
C
+ Q + 1 + L ()(1 C Q) ,
+ M0
2
2
G(, Q, C) =
with
.
(A.8)
+
2 1 + 2
Here C denotes the solutal eld. To overcome the problems related to phaseeld modeling based on the dimensionless temperature T (see Sect. 4.2) the
dimensionless energy density Q is used instead. It is related to T by
T
: solid phase
Q=
(A.9)
T + 1 : liquid phase .
L
1 2
2 2
3
, (A.10)
T+
= + V0 ( ) + M0
t
(1 + 2 )2
1+
C
(A.11)
= (DC (C L ())) ,
t
L ()
T
= (DT T )
.
(A.12)
t
t
In (A.10)(A.12), it is the set of parameters , V0 , and M0 for which
relations to the capillary length d0 and the kinetic coecient kin have to be
148
(x)2
(A.13)
GP F M =
+ V0
4
2
x
2
C(x)2
Q(x)2
+M0
C(x) +
+ Q(x) + 1 + L ()(1 C Q) dx
2
2
2
CS
Q2S
GSIM = M0
(A.14)
+
CS + QS + 1 dx .
2
2
2
(x)
1 + y2
V0 (y 4 1)2 + M0 (y 2 1)2
C(x) = C0 + L ((x)) and
Q(x) = Q0 + L ((x)) .
0
dy ,
(A.15)
(A.16)
(A.17)
Thus
2
(x)
(x)4
1
(x)2
2
+ M0
=
+ V0
L ((x)) dx
x
4
2
2
V0
1
4
2
2
2
M0 (y 1) + (y 1)
dy .
(A.18)
= 2 M0
1 + y2
0
2
2
149
= 2 2
x
x
1 2
(1 + 2 )2
L ((x))
+v
x
L ((x))
+v
,
x
+V0 ( 3 ) + M0
T
x
C
v
x
v
2T
x2
2C
= DC 2
x
= DT
C +T +2
1 + 2
(A.20)
(A.21)
(A.22)
(A.23)
If one considers the physically relevant sharp interface limit, for which the
diusion lengths lD = 2Dv T and lC = 2Dv C are large compared to the diuse
interface width, in (A.21) and (A.22) the terms with factor v can be neglected
and C as well as T can be assumed to be constant in the framework of
an adiabatic approximation: T (x) = T0 ; C(x) = C0 . From the phase-eld
equation (A.20) one obtains the following expression after integration of in
the interval [1; 1]:
V0
4
2
2
2
2 v 1 M0 (y 1) + (y 1)
T0 + C0 =
dy .
(A.24)
1 + y2
M0 0
Since TInt + CInt = T0 + C0 = kin v, this can be rewritten to yield
V0
1
4
2
2
2
M0 (y 1) + (y 1)
2
dy .
(A.25)
kin =
1 + y2
M0 0
Moreover because of (A.19) one obtains a relation between the capillary
length and the kinetic coecient, which reads
kin =
d0
.
2
(A.26)
Thus in contrast to the sharp interface model the phase-eld model displays model inherent kinetic eects [192]. Therefore, carrying out quantitative
phase-eld simulations for materials with vanishing kinetic eects requires to
150
work in parameter regimes, for which the eect of the kinetic term kin vn
is small compared to the curvature term d0 . However, for those parameter
regimes phase-eld modeling is usually inecient due to the large diusion
lengths originating from the low driving forces.
The application of phase-eld models to dendritic growth of vanishing kinetic eects at moderate to large velocities became possible only after the introduction of the isothermal approach proposed by Karma and Rappel [167],
as mentioned already in Chap. 1 and Chap. 5. The basic idea underlying
that approach is to take explicitly into account the dependence of the temperature and solutal elds on the space variables within the interfacial region
|x| <
. Essentially this implies carrying out the asymptotic analysis described in Sect. 5.1 up to the rst order. This yields a solvability condition,
by which the expression for the kinetic coecient kin can be obtained. For
the solidication of a binary alloy it reads:
2
1
1
2 I3
1
kin =
1
.
(A.27)
+
I1 + 2I2
I3 DT
DC
2
M0
In (A.27) the abbreviations I1 , I2 and I3 denote integrals, the specic form
if which depends on the precise version of the phase-eld model equations.
For (A.10)(A.12) they are of the form
1
(y 1)2
I1 =
dy
(A.28)
V0
4 1)2 + (y 2 1)2
0
(y
M0
y
1
1 y2
y
I2 =
d
y dy
(A.29)
2 )2
(1
+
y
V
0
4 1)2 + (
2 1)2
0
0
(
y
y
M0
V0
1
4
2
2
2
M0 (y 1) + (y 1)
I3 =
)dy .
(A.30)
1 + y2
0
I3
The prefactor 2
in (A.27) corresponds precisely to (A.25), i.e. the sharp
M0
interface limit of the kinetic coecient derived neglecting the spatial changes
of the temperature and solutal eld within the interfacial region. Thus in
(A.27) the expression in parentheses denotes a correction term originating
from the consideration of non-constant behavior of the two diusive elds in
the region |x| <
. For
3
1
1
M0 2
1
1
(A.19)
0
(A.31)
+
=
+
I3
DT
DC
d0 DT
DC
the limit of the correction term is unity, which is the condition for the applicability of the sharp interface limit as given by [168]. Thus in this limit
(A.27) is equal to (A.25).
The great importance of (A.27) results from the fact that it allows us to
minimize the correction term by enlarging or reducing V0 /M0 . Finally for
2 (DT + DC )
=
DT DC
1
2 I1
I3
+ 2I2
or
d20 M0 (DT + DC )
=
2 DT DC
1
2 I1
I33
+ 2I2
151
(A.32)
DT DC
for kin 0 is > 2
DT +DC . For other models this is not necessarily the
case. Some of them allow for a vanishing kinetic coecient simply by variation
of M0 [167].
152
identical. In particular, there is no advantage for thermodynamically consistent models. Moreover nite discrepancies of the interfacial Peclet number
P eInt encountered between dierent models are shown to be eliminable by
adjusting the phase-eld parameters.
The phase-eld equations considered here are of the form
T
t
(n)
= D2 T +
1 h()
2 t
F (, T )
= (W 2 (n))
+
t
x
W
(n)
+
||2 W (n)
,
y
y
||2 W (n)
W (n)
x
(A.33)
(A.34)
(A.36)
reduce2 to (A.3)(A.5).
a(n)
o a(n) and d(n) = do a(n) +
,
where
is
the angle between n and
2
the x-axis, these expressions become (2.8) and d(n) = do (115 cos 4) in the
free-boundary problem (note that tan() = y /x ). The parameters of the
phase-eld model are related to the free-boundary parameters by = a1 /do
153
g()
1
(1 2 )2
(1 2 )3
(1 2 )4
(1 2 )2
h()
15
( 23 3 + 15 5 )
8
a1
1
2
5
4 2
1.0312
1.1601
4
a2
5
6
47
75
0.52082
0.45448
0.39809
0.45
0.55
0.65
0.65
L
1000
800
800
800
Ro
17
15
15
15
t
0.010
0.016
0.016
0.004
D
3
2
1
2
do
0.5
0.5
0.5
1.5
v
0.00545
0.0170
0.0469
0.0469
P eInt
0.011
0.034
0.094
0.031
154
In the simulations, the computational domain is an L L square box. Computations are performed at = 0.65, 0.55 and 0.45. A summary of the parameters used for each simulation run is given in Table A.2, where v = vdo /D
is the dimensionless tip velocity predicted by linear solvability theory, x is
the minimum grid spacing of the mesh [239, 240], and t is the simulation
time step. The phase-eld parameters are chosen for each model so that they
all simulated the same free-boundary problem. For all simulations = 0.05,
= 1 and x = 0.39. As long as = 0.45 or = 0.55 these simulation
results reveal that all of the phase-eld models studied produce identical results for the entire temporal evolution of the dendrite and also converge to
steady state solutions that are within a few percent of those predicted by
linear solvability theory.
At = 0.65 (with do = 0.5), on the other hand, signicant quantitative
dierences between the various phase-eld models are encountered. These
discrepancies can be attributed to nite corrections of the interfacial Peclet
number P eInt at higher orders of the asymptotic expansion. I.e., one can
interpret the deviations as an indication that the solutions do not converge
as function of the expansion parameter. Moreover it implies that the phaseeld equations do not operate within the sharp interface limit. The universal
behavior of the dierent models can be recovered via a decrease of P eInt .
The price to pay is a reduction of computational eciency, since the only
parameter, which can be controlled within P eInt is the interfacial width.
This interfacial width, however, always has to be resolved by an appropriate
grid spacing. At this point a detailed investigation of how to push those nite
P eInt -corrections to still higher orders by careful choices of f (), g() and
h(), seems to be a chance to render phase-eld models computationally more
ecient. However, to my knowledge such a study is yet unpublished.
155
numbers of which performance can be achieved with respect to diuse interface simulations today.
A.3.1 2D Adaptive Mesh Renement Computation
The model employed with respect to the numerics presented here is of the general form of model equations (A.33)(A.34). These equations are solved using
the Galerkin nite element method on dynamically adapting grids of linear,
isoparametric quadrilateral and triangular elements. The grid is adapted dynamically based on an error estimator that utilizes information from both the
and T elds. In the broadest sense, the algorithm performs functions that
can be divided into two classes. The rst deals with the establishment, maintenance and updating of the nite element grids, the second with evolving
and T on these grids according to (A.33) and (A.34).
Maintaining a grid of nite elements on a data structure known as a
quadtree [92, 229, 255] is the main issue of the rst class of functions. The
quadtree is a tree-like structure with branches up to a pre-specied level
creating children elements. These are themselves data structures that contain information analogous to the parent, from which they branch, but one
level down. This quadtree element data structure is depicted in Fig. A.1.
Every entry on the quadtree contains information pertaining to a four-noded
isoparametric quadrilateral nite element. This information includes the following:
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
A parent element and its four child elements are referred to as a family.
Renement produces a ner mesh within the connes of the original parent
grid by bisecting each side. Unrenement, which consists of fusing the four
child elements back into the parent, has the opposite eect, locally creating a coarser mesh. Both renement and unrenement proceed via dynamic
memory allocation, making the code scalable. Unrenement can occur only
if the child elements do not possess further children of their own. Also, in
156
order to avoid regions of dierent renement bordering each other, the restriction that any two neighboring quadrilateral elements may be separated
by no more than one level of renement is imposed. Moreover one denes a
level of renement of an element le , so that a uniform grid at renement level
le would contain 2le 2le grid points in a physical domain LB LB .
(b)
(a)
(d)
(e)
(c)
(f)
Fig. A.1. An illustration of the quadtree element data structure. (a) An element
and four child elements. (b) Splitting of the children. (c) Splitting of the childrens
children. (d)(e) Evolution of branching in the quadtree. Branches with triangles
indicate square elements which are bridged with triangular or rectangular elements.
Figure following [240].
157
158
e =
ei Ni (x, y)
i=1
Te =
Tie Ni (x, y)
(A.37)
i=1
where ei and Tie are the eld values at the N nodes of the element e and
their interpolated values in its interior. The functions Ni (x, y) are standard
linear interpolation functions appropriate for the used element [303]. They
satisfy
Ni (xj , yj ) = i,j ,
(A.38)
where i,j is the Kronecker delta. Rewriting the dierential equations for
in (A.33) and (A.34) as L = 0, as well as of the T -equation as LT T = 0,
the Galerkin method requires that
(A.39)
Ni (x, y)L e (x, y)dxdy = 0
e
Ni (x, y)LT T e (x, y)dxdy = 0 ,
e
for i = 1, 2, 3, . . . , N , where e represents the area of an element e. Substituting (A.37) into (A.39), one obtains two linear algebraic equations for i
and Ti , i = 1, 2, 3, . . . , N in the element e.
The next step is to dene e = (1 , 2 , 3 , , N )T and Ye = (T1 , T2 , T3 ,
, TN )T , where the superscript T denotes the transpose, making e and Te
column vectors. Then the linear algebraic statement of the nite element
form of (A.33) and (A.34) reads
e
+ E en + Fe ()
e ) d = A
C(
dt
dTe
1 de
= DATe + C
,
C
dt
2 dt
(A.40)
A, A
and E and the vector Fe () are given by
where the matrices C, C,
C=
NT Ndxdy ,
(A.41)
=
C
A=
=
A
e
(A.43)
NT Nx + NT Ny A2 ((e ))dxdy ,
(A.44)
(A.42)
E=
NT Nx NT Ny A((e ))((e ))dxdy ,
Fe () =
e
NT f (e , U e ; )dxdy .
159
(A.45)
(A.46)
tan (1 tan2 )
.
(1 + tan2 )2
(A.47)
[78] is employed. In
A lumped formulation for the matrices C and C
this procedure, the row vector of shape functions N in (A.41) is replaced by
the identity row vector I = (1, 1, 1, ). The resulting matrix C consists of
identical columns, each of which contains the element Ni (x, y) at the position
of the ith row. A lumped term is dened as a diagonal matrix of entries which
take the values
nodes
1
Lc =
Ni (x, y)dxdy .
(A.48)
nodes i=1 e
The use of a lumped matrix for C enables the assembly of a diagonal matrix
for the left hand side of (A.40), stored as a one-dimensional vector. (Twodimensional arrays would be required if the consistent formulation for the
assembly of the C matrices were used. However, microstructures evolving at
low undercooling can produce interfaces with over 2 105 elements, making
the storing of 2 105 2 105 matrices impossible.)
The global (obtained after assembly of the element equations in (A.40))
is time-stepped using a forward dierence (explicit) time scheme. For each
time step of the eld, the global T eld is solved iteratively using a Crank
Nicholson scheme. Convergence of T is obtained within a few iterations.
Regridding is based on an error estimator function discussed next. It
is obtained following Zienkiewicz and Zhu [303], based on the dierences
between calculated and smoothed gradients of the and T elds. In particular
a composite eld
= + T
(A.49)
is dened, for which is a constant. This denition enables a regridding in
accordance to the requirements of both the and T eld, as opposed to using
merely the gradients of the -eld in establishing the grid [39]. Since and
T have to be determined rather than their gradients, one does not expect the
gradient of to be continuous across element boundaries, due to the order
of the interpolation used. Thus the dierence between the calculated and the
smoothed gradients, which are both continuous across element boundaries,
160
can be expected to provide a reasonable estimate of error. This method appropriately meshes regions of both steep gradients and regions where the
and T elds change rapidly.
The error estimator function e is dened as
e = qs qc ,
(A.50)
This calculation is simplied by lumping the left hand side of (A.52), leading
to
e
NT Id Qs =
NT qc d .
(A.53)
Assembling (A.53) for all quadrilateral elements yields an equation for the
smoothed gradients Qg of the global eld , at all element nodes, of the form
DQg = b ,
(A.54)
161
u =0,
(A.57)
2
where u is the velocity vector, the averaged momentum equation:
1
1
1
u +u
u +
p
t
2
2
2
h2 (1 2 )(1 + )
1
= 2
u
u,
(A.58)
2
8 2
162
n+1 from
1. Compute an intermediate velocity u
1
1
1
1
n+1
M K+F u
M
+
K
uni
=
i
t
2
t
2
A(un )uni Gi pn ,
(A.60)
n+1
is the vector of nodal values of the intermediate velocity
where u
i
component i at time step n + 1, uni is the corresponding vector at time
step n, and pn is the vector of nodal pressures at time step n. The
coecient matrices are dened in terms of the velocity shape functions
N as follows:
(1 ) T
(A.61)
M =
N Nd
2
( 1) NT N
NT N
d
(A.62)
K =
+I
x x
xk xk
2
h(1 2 )(1 + ) T
F =
N Nd
(A.63)
8 2
(1 ) T n N
N uk
A(un ) =
d
(A.64)
2
xk
(1 ) T N
Gi =
d .
(A.65)
N
2
xi
2. The velocity eld found in the rst step is generally not divergencefree. The next step corrects the pressure to obtain an approximately
divergence-free velocity eld by solving a Poisson equation for
pn+1 = pn+1 pn :
Lpn+1 =
where
n+1
1
D u
un ,
t
(A.66)
(1 ) NT N
I
d
2
xk xk
(1 ) T N
N
d .
D=
2
x
L =
(A.67)
(A.68)
(A.69)
ML =
1
Nd .
2
(A.71)
163
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Index
G-list 156
H 1 norm 48
L2 norm 48
triangular elements
156
176
Index
Index
177
Korteweg stresses 98
Kummers equation 113, 117
Lagrangian parameter 33
LandauGinzburgWilson functional
42
LandauKhalatnikov ansatz 39
latent heat 9, 100, 106
lattice model 42
layer-by-layer growth 69
level set method 15
limit of absolute stability 12
liquid crystals 4
liquidus line 12, 23, 136
LPE 135
Lyapunov function 31
Onsager coecients 33
Onsager reciprocity relations 33
Onsager theory 31
order parameter 1, 39, 99, 144, 152
orderdisorder phase boundaries 144
order/disorder transitions 78
organic materials 127
Ostwald ripening 78, 143
outer solution 67, 87
overlap domains 64
MAC 122
Markovian system 33
mass balance 72, 76, 105, 109
masslumping 160
matching 59, 63, 118
MBE 135
mean-eld approximation 43
measurable quantities 153
melting temperature 100
mesh renement 155
metastable phase 55, 81
method of matched asymptotic
expansion 59, 67, 142
microgravity experiment 105, 120, 142
microscopic derivation 43
microsegregation 143
midpoint scheme 133
miscibility gap 12, 87
mist strain 132
mobility coecient 74
Model C 44
model systems 21
moving boundary problems 12, 31
Mullins surface diusion equation 48
multi-grid algorithm 145
multi-scale approach 144
multicomponent material 99
multicomponentmultiphase system
23
natural variables 19
NavierStokes equations 72, 97
Newtonian liquid 98
no-slip condition 97, 102, 106, 120, 122
non-classical ux 74
non-conserved variable approach 28
nucleation 1
131
156
178
Index
supercooling 146
surface energy 55, 148
surface excess 7
surface quantity 1
surface tension 111, 118
terracestepkink model 7
thermocapillary convection 124
thermodynamic consistency 2, 28, 31,
45, 47, 73, 78, 145
thermodynamic equilibrium 19, 31,
33, 53
thermodynamic functional 31
thermodynamic potential 19, 28, 33,
38, 53
thermodynamic state 19
thermodynamic variables 53
thin lm growth 99
thin interface analysis 73, 81
thin interface limit 3, 89, 143
tip radius 107
TolmanBu eect 148
transparent materials 10
triple junction 57
two-sided epitaxial growth problem
131
undercooled melt 3, 146
universality 43, 46, 145, 151
validation 2, 75, 141
variational principles 2, 49
variational problem 53
velocity selection 103
virtual displacement 34
viscous stress tensor 52
vorticity
equation 107
scalar 107
weakly contaminated melt
Webers equation 114
WKB formalism 118
Wronskian 116
Youngs modulus
132
24