Strong Convergence of a Fully Discrete Finite Element Approximation of the Stochastic Cahn--Hilliard Equation

DOI10.1137/17M1121627zbMath1390.60231arXiv1612.09459WikidataQ60580253 ScholiaQ60580253MaRDI QIDQ4635514

Stig Larsson, Daisuke Furihata, Mihály Kovács, 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

strong convergencefinite element methodWiener processEuler methodstochastic partial differential equationadditive noisetime discretizationCahn-Hilliard-Cook equation

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)

Related Items (17)

A fully discrete mixed finite element method for the stochastic Cahn-Hilliard equation with gradient-type multiplicative noise ⋮ 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 ⋮ Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations ⋮ Error Estimates of Semidiscrete and Fully Discrete Finite Element Methods for the Cahn--Hilliard--Cook equation ⋮ Absolute continuity and numerical approximation of stochastic Cahn-Hilliard equation with unbounded noise diffusion ⋮ Strongly convergent error analysis for a spatially semidiscrete approximation of stochastic partial differential equations with non-globally Lipschitz continuous coefficients ⋮ A reduced order model for a stable embedded boundary parametrized Cahn-Hilliard phase-field system based on cut finite elements ⋮ A \(C^0\) weak Galerkin method for linear Cahn-Hilliard-cook equation with random initial condition ⋮ Strong Convergence of Full Discretization for Stochastic Cahn--Hilliard Equation Driven by Additive Noise ⋮ Convergence rate for Galerkin approximation of the stochastic Allen-Cahn equations on 2D torus ⋮ A robust solver for a second order mixed finite element method for the Cahn-Hilliard equation ⋮ Strong convergence for explicit space-time discrete numerical approximation methods for stochastic Burgers equations ⋮ Optimal error estimates of Galerkin finite element methods for stochastic Allen-Cahn equation with additive noise ⋮ Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients

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