Finite-element approximation of the linearized Cahn-Hilliard-Cook equation

DOI10.1093/IMANUM/DRQ042MaRDI QIDQ3096354zbMATH OpenOpenAlexarXivWikidataFDO

Authors Stig Larsson, Ali Mesforush

Publication date 8 November 2011

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Tldr This paper approximates solutions of the linearized Cahn-Hilliard-Cook equation using finite elements and provides strong convergence estimates under suitable assumptions on the covariance operator of the Wiener process driving the equation.

Full work available at URL https://research.chalmers.se/en/publication/140523

zbMATH Keywords

backward Euler methodCahn-Hilliard-Cook equationerror estimatesfinite-element methodmean squaresemidiscretizationstochastic convolutionstrong convergenceWiener process

Mathematics Subject Classification ID

PDEs in connection with fluid mechanics (35Q35) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

arXiv classification

math.NA

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Cites work

• Error Estimates with Smooth and Nonsmooth Data for a Finite Element Method for the Cahn-Hilliard Equation
• Finite element approximation of the Cahn-Hilliard-Cook equation
• Free energy of a nonuniform system. I: Interfacial free energy
• Fully-discrete finite element approximations for a fourth-order linear stochastic parabolic equation with additive space-time white noise
• Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
• Second phase spinodal decomposition for the Cahn-Hilliard-Cook equation
• Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise
• Stochastic Cahn-Hilliard equation
• Stochastic Equations in Infinite Dimensions

Cited in

(30)

• Conforming finite element methods for the stochastic Cahn-Hilliard-Cook equation
• An IMEX finite element method for a linearized Cahn-Hilliard-Cook equation driven by the space derivative of a space-time white noise
• Linear relaxation schemes for the Allen-Cahn-type and Cahn-Hilliard-type phase field models
• A fully discrete mixed finite element method for the stochastic Cahn-Hilliard equation with gradient-type multiplicative noise
• Hessian recovery based finite element methods for the Cahn-Hilliard equation
• Strongly convergent error analysis for a spatially semidiscrete approximation of stochastic partial differential equations with non-globally Lipschitz continuous coefficients
• A C^0 weak Galerkin method for linear Cahn-Hilliard-Cook equation with random initial condition
• Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise. II: Fully discrete schemes
• On linear schemes for a Cahn-Hilliard diffuse interface model
• Finite element approximation of the Cahn-Hilliard-Cook equation
• Finite element approximations for a linear Cahn-Hilliard-Cook equation driven by the space derivative of a space-time white noise
• Strong convergence of a fully discrete finite element approximation of the stochastic Cahn-Hilliard equation
• Crank-Nicolson finite element approximations for a linear stochastic fourth order equation with additive space-time white noise
• Finite Element Approximation of the Cahn--Hilliard Equation with Degenerate Mobility
• Error Estimates of Semidiscrete and Fully Discrete Finite Element Methods for the Cahn--Hilliard--Cook equation
• Strong Convergence of Full Discretization for Stochastic Cahn--Hilliard Equation Driven by Additive Noise
• Spatial approximation of stochastic convolutions
• Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients
• Strong convergence rates of an explicit scheme for stochastic Cahn-Hilliard equation with additive noise
• Finite element approximation of the linearized stochastic Cahn-Hilliard equation with fractional Brownian motion
• Weak convergence of the backward Euler method for stochastic Cahn-Hilliard equation with additive noise
• Strong convergence for an explicit fully‐discrete finite element approximation of the Cahn‐Hillard‐Cook equation with additive noise
• Stability and convergence analysis of a fully discrete semi-implicit scheme for stochastic Allen-Cahn equations with multiplicative noise
• Numerical analysis of finite element method for a stochastic active fluids model
• Density convergence of a fully discrete finite difference method for stochastic Cahn-Hilliard equation
• Analysis of a mixed finite element method for stochastic Cahn-Hilliard equation with multiplicative noise
• Asymptotics of large deviations of finite difference method for stochastic Cahn-Hilliard equation
• Strong approximation of the time-fractional Cahn-Hilliard equation driven by a fractionally integrated additive noise
• Finite element approximations of the stochastic mean curvature flow of planar curves of graphs
• Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise

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