An LDG Method for Stochastic Cahn-Hilliard Type Equation Driven by General Multiplicative Noise Involving Second-Order Derivative

被引：5

作者：

Zhou, Li ^{[1
]}

Li, Yunzhang ^{[2
]}

机构：

[1] Fudan Univ, Sch Math Sci, Dept Computat Math, Shanghai 200433, Peoples R China

[2] Fudan Univ, Sch Math Sci, Dept Finance & Control Sci, Shanghai 200433, Peoples R China

来源：

COMMUNICATIONS IN COMPUTATIONAL PHYSICS | 2022年 / 31卷 / 02期

基金：

中国博士后科学基金;

关键词：

Local discontinuous Galerkin method; stochastic Cahn-Hilliard type equations; multiplicative noise; stability analysis; error estimates; DISCONTINUOUS GALERKIN METHOD; FINITE-ELEMENT-METHOD; CONSERVATION-LAWS;

D O I：

10.4208/cicp.OA-2021-0134

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

In this paper, we propose a local discontinuous Galerkin (LDG) method for the multi-dimensional stochastic Cahn-Hilliard type equation in a general form, which involves second-order derivative Delta u in the multiplicative noise. The stability of our scheme is proved for arbitrary polygonal domain with triangular meshes. We get the sub-optimal error estimate O(h(k)) if the Cartesian meshes with Q(k) elements are used. Numerical examples are given to display the performance of the LDG method.

引用

页码：516 / 547

页数：32

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