Analysis of a mixed finite element method for stochastic Cahn-Hilliard equation with multiplicative noise

DOI10.4208/CICP.OA-2023-0172MaRDI QIDQ6584813zbMATH OpenFDO

Authors Yukun Li, Corey Prachniak, Yi Zhang

Publication date 8 August 2024

Published in Communications in Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4208/CICP.OA-2023-0172

zbMATH Keywords

higher moment stabilitymultiplicative noisestochastic Cahn-Hilliard equationsstrong convergence

Mathematics Subject Classification ID

Stability in context of PDEs (35B35) PDEs in connection with fluid mechanics (35Q35) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) 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) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

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Cited in

(3)

• 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
• Density convergence of a fully discrete finite difference method for stochastic Cahn-Hilliard equation

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