We consider the stochastic Cahn–Hilliard equation with additive noise term εγgW˙ (γ>0) that scales with the interfacial width parameter ε. We verify strong error estimates for a gradient flow structure-inheriting time-implicit discretization, where ε−1 only enters polynomially; the proof is based on higher-moment estimates for iterates, and a (discrete) spectral estimate for its deterministic counterpart. For γ sufficiently large, convergence in probability of iterates towards the deterministic Hele–Shaw/Mullins–Sekerka problem in the sharp-interface limit ε→0 is shown. These convergence results are partly generalized to a fully discrete finite element based discretization. We complement the theoretical results by computational studies to provide practical evidence concerning the effect of noise (depending on its ’strength’ γ) on the geometric evolution in the sharp-interface limit. For this purpose we compare the simulations with those from a fully discrete finite element numerical scheme for the (stochastic) Mullins–Sekerka problem. The computational results indicate that the limit for γ≥1 is the deterministic problem, and for γ=0 we obtain agreement with a (new) stochastic version of the Mullins–Sekerka problem.
Numerical approximation of the stochastic Cahn–Hilliard equation near the sharp interface limit / Antonopoulou, Dimitra; Baňas, Ĺubomír; Nürnberg, Robert; Prohl, Andreas. - In: NUMERISCHE MATHEMATIK. - ISSN 0029-599X. - 147:3(2021), pp. 505-551. [10.1007/s00211-021-01179-7]
Numerical approximation of the stochastic Cahn–Hilliard equation near the sharp interface limit
Nürnberg, Robert;
2021-01-01
Abstract
We consider the stochastic Cahn–Hilliard equation with additive noise term εγgW˙ (γ>0) that scales with the interfacial width parameter ε. We verify strong error estimates for a gradient flow structure-inheriting time-implicit discretization, where ε−1 only enters polynomially; the proof is based on higher-moment estimates for iterates, and a (discrete) spectral estimate for its deterministic counterpart. For γ sufficiently large, convergence in probability of iterates towards the deterministic Hele–Shaw/Mullins–Sekerka problem in the sharp-interface limit ε→0 is shown. These convergence results are partly generalized to a fully discrete finite element based discretization. We complement the theoretical results by computational studies to provide practical evidence concerning the effect of noise (depending on its ’strength’ γ) on the geometric evolution in the sharp-interface limit. For this purpose we compare the simulations with those from a fully discrete finite element numerical scheme for the (stochastic) Mullins–Sekerka problem. The computational results indicate that the limit for γ≥1 is the deterministic problem, and for γ=0 we obtain agreement with a (new) stochastic version of the Mullins–Sekerka problem.File | Dimensione | Formato | |
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