STRONG CONVERGENCE OF A FULLY DISCRETE FINITE ELEMENT APPROXIMATION OF THE STOCHASTIC CAHN-HILLIARD EQUATION

被引:27
作者
Furihata, Daisuke [1 ]
Kovacs, Mihaly [2 ,3 ]
Larsson, Stig [2 ,3 ]
Lindgren, Fredrik [1 ]
机构
[1] Osaka Univ, Cybermedia Ctr, Toyonaka, Osaka 5600043, Japan
[2] Chalmers Univ Technol, Dept Math Sci, SE-41296 Gothenburg, Sweden
[3] Univ Gothenburg, SE-41296 Gothenburg, Sweden
关键词
stochastic partial differential equation; Cahn-Hilliard-Cook equation; additive noise; Wiener process; finite element method; Euler method; time discretization; strong convergence; EVOLUTION EQUATIONS; COOK EQUATION; SCHEMES;
D O I
10.1137/17M1121627
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We consider the stochastic Cahn-Hilliard equation driven by additive Gaussian noise in a convex domain with polygonal boundary in dimension d <= 3. 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.
引用
收藏
页码:708 / 731
页数:24
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