An LDG Method for Stochastic Cahn-Hilliard Type Equation Driven by General Multiplicative Noise Involving Second-Order Derivative

An LDG Method for Stochastic Cahn-Hilliard Type Equation Driven by General Multiplicative Noise Involving Second-Order Derivative

Year:    2022

Author:    Li Zhou, Yunzhang Li

Communications in Computational Physics, Vol. 31 (2022), Iss. 2 : pp. 516–547

Abstract

In this paper, we propose a local discontinuous Galerkin (LDG) method for the multi-dimensional stochastic Cahn-Hilliard type equation in a general form, which involves second-order derivative $∆u$ in the multiplicative noise. The stability of our scheme is proved for arbitrary polygonal domain with triangular meshes. We get the sub-optimal error estimate $\mathbb{O}(h^k)$ if the Cartesian meshes with $Q^k$ elements are used. Numerical examples are given to display the performance of the LDG method.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/cicp.OA-2021-0134

Communications in Computational Physics, Vol. 31 (2022), Iss. 2 : pp. 516–547

Published online:    2022-01

AMS Subject Headings:    Global Science Press

Copyright:    COPYRIGHT: © Global Science Press

Pages:    32

Keywords:    Local discontinuous Galerkin method stochastic Cahn-Hilliard type equations multiplicative noise stability analysis error estimates.

Author Details

Li Zhou

Yunzhang Li

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