4.6 Article

STRONG CONVERGENCE OF FULL DISCRETIZATION FOR STOCHASTIC CAHN-HILLIARD EQUATION DRIVEN BY ADDITIVE NOISE

Journal

SIAM JOURNAL ON NUMERICAL ANALYSIS
Volume 59, Issue 6, Pages 2866-2899

Publisher

SIAM PUBLICATIONS
DOI: 10.1137/20M1382131

Keywords

stochastic Cahn-Hilliard equation; spectral Galerkin method; accelarated implicit Euler method; strong convergence rate

Funding

  1. National Natural Science Foundation of China [11971470, 11871068, 12031020, 12022118]
  2. Hong Kong Polytechnic University
  3. CAS AMSSPolyU Joint Laboratory of Applied Mathematics

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In this article, the stochastic Cahn-Hilliard equation is discretized using the spectral Galerkin method in space and a temporally accelerated implicit Euler method. The proposed numerical method is proven to have strong convergence with a sharp convergence rate in a negative Sobolev space. By utilizing semigroup theory and interpolation inequality, the spatial optimal convergence rate and temporal superconvergence rate of the numerical method in the strong sense are deduced.
In this article, we consider the stochastic Cahn-Hilliard equation driven by additive noise. We discretize the equation by exploiting the spectral Galerkin method in space and a temporal accelerated implicit Euler method. Based on optimal regularity estimates of both exact and numerical solutions, we prove that the proposed numerical method is strongly convergent with a sharp convergence rate in a negative Sobolev space. Utilizing the semigroup theory and interpolation inequality, we deduce the spatial optimal convergence rate and the temporal superconvergence rate of the proposed numerical method in the strong sense.

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