Strong convergence of a fully discrete finite element approximation of the stochastic Cahn-Hilliard equation

DOI10.1137/17M1121627MaRDI QIDQ4635514zbMATH OpenWikidataFDO

Authors Daisuke Furihata, Mihály Kovács, Stig Larsson, Fredrik Lindgren

Publication date 23 April 2018

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1612.09459

zbMATH Keywords

additive noiseCahn-Hilliard-Cook equationEuler methodfinite element methodstochastic partial differential equationstrong convergencetime discretizationWiener process

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Abstract: We consider the stochastic Cahn-Hilliard equation driven by additive Gaussian noise in a convex domain with polygonal boundary in dimension $dle3$. We discretize the equation using a standard finite element method in space and a fully implicit backward Euler method in time. By proving optimal error estimates on subsets of the probability space with arbitrarily large probability and uniform-in-time moment bounds we show that the numerical solution converges strongly to the solution as the discretization parameters tend to zero.

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Cited in

(34)

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