A discontinuous Galerkin method for stochastic Cahn-Hilliard equations

被引：6
|
作者：
Li, Chen [1 ]
Qin, Ruibin [1 ,2 ]
Ming, Ju [1 ,3 ]
Wang, Zhongming [4 ]
机构：
[1] Beijing Computat Sci Res Ctr, Beijing 100094, Peoples R China
[2] Guizhou Normal Univ, Sch Math Sci, Guiyang 550001, Guizhou, Peoples R China
[3] Huazhong Univ Sci & Technol, Sch Math & Stat, Wuhan 430074, Hubei, Peoples R China
[4] Florida Int Univ, Dept Math & Stat, MMC Campus, Miami, FL 33199 USA
来源：
COMPUTERS & MATHEMATICS WITH APPLICATIONS | 2018年 / 75卷 / 06期
关键词：
Stochastic Cahn-Hilliard equation; Q-Wiener process; Local discontinuous Galerkin method; PARTIAL-DIFFERENTIAL-EQUATIONS; FINITE-ELEMENT APPROXIMATION; ALLEN-CAHN; MODEL; DRIVEN;
D O I：
10.1016/j.camwa.2017.05.029
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, a discontinuous Galerkin method for the stochastic Cahn-Hilliard equation with additive random noise, which preserves the conservation of mass, is investigated. Numerical analysis and error estimates are carried out for the linearized stochastic Cahn-Hilliard equation. The effects of the noises on the accuracy of our scheme are also presented. Numerical examples simulated by Monte Carlo method for both linear and nonlinear stochastic Cahn-Hilliard equations are presented to illustrate the convergence rate and validate our conclusion. (C) 2017 Elsevier Ltd. All rights reserved.
引用
收藏
页码：2100 / 2114
页数：15
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