Finite element approximation of the linearized stochastic Cahn–Hilliard equation with fractional Brownian motion

Mahdieh Arezoomandan and Ali R. Soheili

Mathematics and Computers in Simulation (MATCOM), 2024, vol. 215, issue C, 122-145

Abstract: We perform a numerical analysis of the linearized stochastic Cahn–Hilliard equation driven by infinite-dimensional fractional Brownian motion with Hurst index H>12. The equation is discretized using a standard finite element method in space and a fully implicit backward Euler method in time. We prove strong convergence estimates for the considered stochastic Cahn–Hilliard equation. Finally, numerical experiments are performed to confirm the theoretical results.

Keywords: Stochastic Cahn–Hilliard equation; Infinite-dimensional fractional Brownian motion; Finite element method; Strong convergence; Error estimate (search for similar items in EconPapers)
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:215:y:2024:i:c:p:122-145

DOI: 10.1016/j.matcom.2023.08.002

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