Numerical analysis of a full discretization for stochastic Cahn--Hilliard equation driven by additive noise


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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.

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