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

Author

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  • Arezoomandan, Mahdieh
  • Soheili, Ali R.

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.

Suggested Citation

  • Arezoomandan, Mahdieh & Soheili, Ali R., 2024. "Finite element approximation of the linearized stochastic Cahn–Hilliard equation with fractional Brownian motion," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 215(C), pages 122-145.
    • Handle: RePEc:eee:matcom:v:215:y:2024:i:c:p:122-145
    DOI: 10.1016/j.matcom.2023.08.002
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