Existence and regularity of solution for a stochastic Cahn-Hilliard/Allen-Cahn equation with unbounded noise diffusion

DOI10.1016/J.JDE.2015.10.004zbMATH Open1382.35343arXiv1310.1355OpenAlexW2964104193MaRDI QIDQ897803FDOQ897803

Georgia Karali, D. C. Antonopoulou, Annie Millet

Publication date: 7 December 2015

Published in: Journal of Differential Equations (Search for Journal in Brave)

Abstract: The Cahn-Hilliard/Allen-Cahn equation with noise is a simplified mean field model of stochastic microscopic dynamics associated with adsorption and desorption-spin flip mechanisms in the context of surface processes. For such an equation we consider a multiplicative space-time white noise with diffusion coefficient of sub-linear growth. Using technics from semigroup theory, we prove existence, and path regularity of stochastic solution depending on that of the initial condition. Our results are also valid for the stochastic Cahn-Hilliard equation with unbounded noise diffusion, for which previous results were established only in the framework of a bounded diffusion coefficient. We prove that the path regularity of stochastic solution depends on that of the initial condition, and are identical to those proved for the stochastic Cahn-Hilliard equation and a bounded noise diffusion coefficient. If the initial condition vanishes, they are strictly less than 2-d/2 in space and 1/2-d/8 in time. As expected from the theory of parabolic operators in the sense of Petrovski, the bi-Laplacian operator seems to be dominant in the combined model.

Full work available at URL: https://arxiv.org/abs/1310.1355

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zbMATH Keywords

Galerkin approximationsspace-time white noiseunbounded diffusionconvolution semigroupstochastic Cahn-Hilliard/Allen-Cahn equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Smoothness and regularity of solutions to PDEs (35B65) Initial-boundary value problems for higher-order parabolic equations (35K35) Nonlinear parabolic equations (35K55) PDEs with randomness, stochastic partial differential equations (35R60) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cited In (30)

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• Density convergence of a fully discrete finite difference method for stochastic Cahn-Hilliard equation
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• Stochastic phase field \(\alpha \)-Navier-Stokes vesicle-fluid interaction model
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• An efficient multi-level high-order algorithm for simulation of a class of Allen-Cahn stochastic systems
• Analysis of a mixed finite element method for stochastic Cahn-Hilliard equation with multiplicative noise
• Analysis and optimal velocity control of a stochastic convective Cahn-Hilliard equation
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• The stochastic Cahn–Hilliard equation with degenerate mobility and logarithmic potential
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• Malliavin calculus for the stochastic Cahn-Hilliard/Allen-Cahn equation with unbounded noise diffusion
• Stochastic Allen-Cahn equation with logarithmic potential
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• Singular limits for stochastic equations
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• Strong Convergence of Full Discretization for Stochastic Cahn--Hilliard Equation Driven by Additive Noise
• On temporal regularity of stochastic convolutions in \(2\)-smooth Banach spaces
• The continuity, regularity and polynomial stability of mild solutions for stochastic 2D-Stokes equations with unbounded delay driven by tempered fractional Gaussian noise
• Weak convergence of the backward Euler method for stochastic Cahn-Hilliard equation with additive noise
• Higher moments for the stochastic Cahn–Hilliard equation with multiplicative Fourier noise
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