ترغب بنشر مسار تعليمي؟ اضغط هنا

Absolute continuity and numerical approximation of stochastic Cahn--Hilliard equation with unbounded noise diffusion

112   0   0.0 ( 0 )
 نشر من قبل Jianbo Cui
 تاريخ النشر 2019
  مجال البحث الهندسة المعلوماتية
والبحث باللغة English




اسأل ChatGPT حول البحث

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.



قيم البحث

اقرأ أيضاً

132 - Jianbo Cui , Jialin Hong 2019
In this article, we consider the stochastic Cahn--Hilliard equation driven by multiplicative space-time white noise with diffusion coefficient of sublinear growth. By introducing the spectral Galerkin method, we first obtain the well-posedness of the approximated equation in finite dimension. Then with the help of the semigroup theory and the factorization method, the approximation processes is shown to possess many desirable properties. Further, we show that the approximation process is strongly convergent in certain Banach space via the interpolation inequality and variational approach. Finally, the global existence and regularity estimate of the unique solution process are proven by means of the strong convergence of the approximation process.
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 pro perties 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.
83 - Daxin Nie , Weihua Deng 2021
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 cons tructed 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.
121 - David Cohen , Annika Lang 2021
Solutions to the stochastic wave equation on the unit sphere are approximated by spectral methods. Strong, weak, and almost sure convergence rates for the proposed numerical schemes are provided and shown to depend only on the smoothness of the drivi ng noise and the initial conditions. Numerical experiments confirm the theoretical rates. The developed numerical method is extended to stochastic wave equations on higher-dimensional spheres and to the free stochastic Schrodinger equation on the unit sphere.
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-Hi lliard 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.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا