The sharp interface limit for the stochastic Cahn-Hilliard equation

DOI10.1214/16-AIHP804MaRDI QIDQ1635971zbMATH OpenOpenAlexFDO

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)

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

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)

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.

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Cited in

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• Hill’s equation with random forcing parameters: The limit of delta function barriers
• Sharp-Interface Limit of a Ginzburg–Landau Functional with a Random External Field
• The Effect of Transport Noise on Interface Formulation
• Higher moments for the stochastic Cahn–Hilliard equation with multiplicative Fourier noise
• Front motion in the one-dimensional stochastic Cahn-Hilliard equation
• The multi-dimensional stochastic Stefan financial model for a portfolio of assets
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• Malliavin calculus for the stochastic Cahn-Hilliard/Allen-Cahn equation with unbounded noise diffusion
• Front fluctuations for the stochastic Cahn-Hilliard equation

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