A discontinuous Galerkin method for stochastic Cahn-Hilliard equations

作者:Li, Chen; Qin, Ruibin; Ming, Ju*; Wang, Zhongming
来源:Computers & Mathematics with Applications, 2018, 75(6): 2100-2114.
DOI:10.1016/j.camwa.2017.05.029

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.