Strong convergence of a fully discrete finite element approximation of the stochastic Cahn-Hilliard equation
For researchers in numerical analysis of stochastic PDEs, this provides rigorous convergence guarantees for a widely used numerical scheme.
The paper proves strong convergence of a fully discrete finite element approximation for the stochastic Cahn-Hilliard equation with additive noise, establishing optimal error estimates on subsets of the probability space with arbitrarily large probability and uniform-in-time moment bounds.
We consider the stochastic Cahn-Hilliard equation driven by additive Gaussian noise in a convex domain with polygonal boundary in dimension $d\le 3$. We discretize the equation using a standard finite element method in space and a fully implicit backward Euler method in time. By proving optimal error estimates on subsets of the probability space with arbitrarily large probability and uniform-in-time moment bounds we show that the numerical solution converges strongly to the solution as the discretization parameters tend to zero.