No Arabic abstract
In this article, we consider the stochastic Cahn--Hilliard equation driven by space-time white noise. We discretize this equation by using a spatial spectral Galerkin method and a temporal accelerated implicit Euler method. The optimal regularity properties and uniform moment bounds of the exact and numerical solutions are shown. Then we prove that the proposed numerical method is strongly convergent with the sharp convergence rate in a negative Sobolev space. By using an interpolation approach, we deduce the spatial optimal convergence rate and the temporal super-convergence rate of the proposed numerical method in strong convergence sense. To the best of our knowledge, this is the first result on the strong convergence rates of numerical methods for the stochastic Cahn--Hilliard equation driven by space-time white noise. This interpolation approach is also applied to the general noise and high dimension cases, and strong convergence rate results of the proposed scheme are given.
In this article, we develop and analyze a full discretization, based on the spatial spectral Galerkin method and the temporal drift implicit Euler scheme, for the stochastic Cahn--Hilliard equation driven by multiplicative space-time white noise. By introducing an appropriate decomposition of the numerical approximation, we first use the factorization method to deduce the a priori estimate and regularity estimate of the proposed full discretization. With the help of the variation approach, we then obtain the sharp spatial and temporal convergence rate in negative Sobolev space in mean square sense. Furthermore, the sharp mean square convergence rates in both time and space are derived via the Sobolev interpolation inequality and semigroup theory. To the best of our knowledge, this is the first result on the convergence rate of temporally and fully discrete numerical methods for the stochastic Cahn--Hilliard equation driven by multiplicative space-time white noise.
In this paper, we consider the strong convergence of the time-space fractional diffusion equation driven by fractional Gaussion noise with Hurst index $Hin(frac{1}{2},1)$. A sharp regularity estimate of the mild solution and the numerical scheme constructed by finite element method for integral fractional Laplacian and backward Euler convolution quadrature for Riemann-Liouville time fractional derivative are proposed. With the help of inverse Laplace transform and fractional Ritz projection, we obtain the accurate error estimates in time and space. Finally, our theoretical results are accompanied by numerical experiments.
We analyze a fully discrete finite element numerical scheme for the Cahn-Hilliard-Stokes-Darcy system that models two-phase flows in coupled free flow and porous media. To avoid a well-known difficulty associated with the coupling between the Cahn-Hilliard equation and the fluid motion, we make use of the operator-splitting in the numerical scheme, so that these two solvers are decoupled, which in turn would greatly improve the computational efficiency. The unique solvability and the energy stability have been proved in~cite{CHW2017}. In this work, we carry out a detailed convergence analysis and error estimate for the fully discrete finite element scheme, so that the optimal rate convergence order is established in the energy norm, i.e.,, in the $ell^infty (0, T; H^1) cap ell^2 (0, T; H^2)$ norm for the phase variables, as well as in the $ell^infty (0, T; H^1) cap ell^2 (0, T; H^2)$ norm for the velocity variable. Such an energy norm error estimate leads to a cancellation of a nonlinear error term associated with the convection part, which turns out to be a key step to pass through the analysis. In addition, a discrete $ell^2 (0;T; H^3)$ bound of the numerical solution for the phase variables plays an important role in the error estimate, which is accomplished via a discrete version of Gagliardo-Nirenberg inequality in the finite element setting.
We present several first-order and second-order numerical schemes for the Cahn-Hilliard equation with discrete unconditional energy stability. These schemes stem from the generalized Positive Auxiliary Variable (gPAV) idea, and require only the solution of linear algebraic systems with a constant coefficient matrix. More importantly, the computational complexity (operation count per time step) of these schemes is approximately a half of those of the gPAV and the scalar auxiliary variable (SAV) methods in previous works. We investigate the stability properties of the proposed schemes to establish stability bounds for the field function and the auxiliary variable, and also provide their error analyses. Numerical experiments are presented to verify the theoretical analyses and also demonstrate the stability of the schemes at large time step sizes.
We present and analyze a new second-order finite difference scheme for the Macromolecular Microsphere Composite hydrogel, Time-Dependent Ginzburg-Landau (MMC-TDGL) equation, a Cahn-Hilliard equation with Flory-Huggins-deGennes energy potential. This numerical scheme with unconditional energy stability is based on the Backward Differentiation Formula (BDF) method time derivation combining with Douglas-Dupont regularization term. In addition, we present a point-wise bound of the numerical solution for the proposed scheme in the theoretical level. For the convergent analysis, we treat three nonlinear logarithmic terms as a whole and deal with all logarithmic terms directly by using the property that the nonlinear error inner product is always non-negative. Moreover, we present the detailed convergent analysis in $ell^infty (0,T; H_h^{-1}) cap ell^2 (0,T; H_h^1)$ norm. At last, we use the local Newton approximation and multigrid method to solve the nonlinear numerical scheme, and various numerical results are presented, including the numerical convergence test, positivity-preserving property test, spinodal decomposition, energy dissipation and mass conservation properties.