Finite element approximations for a linear Cahn-Hilliard-Cook equation driven by the space derivative of a space-time white noise

DOI10.3934/dcdsb.2013.18.1845zbMath1278.65152arXiv1205.4314OpenAlexW2963221471MaRDI QIDQ379024

Georgios E. Zouraris, Georgios T. Kossioris

Publication date: 12 November 2013

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.4314

zbMATH Keywords

finite element method a priori error estimates initial boundary-value problem backward Euler time-stepping fully-discrete approximations linear Cahn-Hilliard-Cook equation space derivative of space-time white noise stochastic parabolic problem

Mathematics Subject Classification ID

PDEs in connection with fluid mechanics (35Q35) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (7)

Strong convergence rates of an explicit scheme for stochastic Cahn-Hilliard equation with additive noise ⋮ Weak convergence of the backward Euler method for stochastic Cahn-Hilliard equation with additive noise ⋮ An IMEX finite element method for a linearized Cahn-Hilliard-Cook equation driven by the space derivative of a space-time white noise ⋮ Crank--Nicolson Finite Element Approximations for a Linear Stochastic Fourth Order Equation with Additive Space-Time White Noise ⋮ Strong Convergence of Full Discretization for Stochastic Cahn--Hilliard Equation Driven by Additive Noise ⋮ Stochastic exponential integrator for finite element spatial discretization of stochastic elastic equation ⋮ Full-discrete finite element method for the stochastic elastic equation driven by additive noise

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