The sharp interface limit for the stochastic Cahn-Hilliard equation

DOI10.1214/16-AIHP804zbMATH Open1391.35192arXiv1507.07469OpenAlexW2963117801MaRDI QIDQ1635971FDOQ1635971

Authors: D. C. Antonopoulou, D. Blömker, Georgia Karali 

Publication date: 1 June 2018

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Abstract: We study the two and three dimensional stochastic Cahn-Hilliard equation in the sharp interface limit, where the positive parameter $epsilon$ tends to zero, which measures the width of transition layers generated during phase separation. We also couple the noise strength to this parameter. Using formal asymptotic expansions, we identify the limit. In the right scaling we indicate that the solutions of stochastic Cahn-Hilliard converge to a solution of a Hele-Shaw problem with stochastic forcing. In the case when the noise is sufficiently small, we rigorously prove that the limit is a deterministic Hele-Shaw problem. Finally, we discuss which estimates are necessary in order to extend the rigorous result to larger noise strength.

Full work available at URL: https://arxiv.org/abs/1507.07469

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zbMATH Keywords

interface motionadditive noiseHele Shaw problemmulti-dimensional stochastic Cahn-Hilliard equationstochastic sharp interface limit

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Second-order parabolic systems (35K40) Nonlinear parabolic equations (35K55) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cited In (19)

• Analysis of a mixed finite element method for stochastic Cahn-Hilliard equation with multiplicative noise
• Sharp interface limit of stochastic Cahn-Hilliard equation with singular noise
• Sharp interface limit for stochastically perturbed mass conserving Allen-Cahn equation
• The multi-dimensional stochastic Stefan financial model for a portfolio of assets
• The Hele–Shaw flow as the sharp interface limit of the Cahn–Hilliard equation with disparate mobilities
• Malliavin calculus for the stochastic Cahn-Hilliard/Allen-Cahn equation with unbounded noise diffusion
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• Front motion in the one-dimensional stochastic Cahn-Hilliard equation
• The Effect of Transport Noise on Interface Formulation
• Higher moments for the stochastic Cahn–Hilliard equation with multiplicative Fourier noise
• Front fluctuations for the stochastic Cahn-Hilliard equation

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