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

Numerical Analysis 2023-06-27 v1 Numerical Analysis

Abstract

This paper proposes and analyzes a novel fully discrete finite element scheme with the interpolation operator for stochastic Cahn-Hilliard equations with functional-type noise. The nonlinear term satisfies a one-side Lipschitz condition and the diffusion term is globally Lipschitz continuous. The novelties of this paper are threefold. First, the L2L^2-stability (LL^\infty in time) and the discrete H2H^2-stability (L2L^2 in time) are proved for the proposed scheme. The idea is to utilize the special structure of the matrix assembled by the nonlinear term. None of these stability results has been proved for the fully implicit scheme in existing literature due to the difficulty arising from the interaction of the nonlinearity and the multiplicative noise. Second, the higher moment stability in L2L^2-norm of the discrete solution is established based on the previous stability results. Third, the H\"older continuity in time for the strong solution is established under the minimum assumption of the strong solution. Based on these, the discrete H1H^{-1}-norm of the strong convergence is discussed. Several numerical experiments including stability and convergence are also presented to validate our theoretical results.

Keywords

Cite

@article{arxiv.2306.13810,
  title  = {Analysis of a mixed finite element method for stochastic Cahn-Hilliard equation with multiplicative noise},
  author = {Yukun Li and Corey Prachniak and Yi Zhang},
  journal= {arXiv preprint arXiv:2306.13810},
  year   = {2023}
}

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8 figures, 1 table