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An IMEX finite element method for a linearized Cahn-Hilliard-Cook equation driven by the space derivative of a space-time white noise. (English) Zbl 1413.65378

Summary: We consider a model initial- and Dirichlet boundary-value problem for a linearized Cahn-Hilliard-Cook equation, in one space dimension, forced by the space derivative of a space-time white noise. First, we introduce a canvas problem, the solution to which is a regular approximation of the mild solution to the problem and depends on a finite number of random variables. Then, fully discrete approximations of the solution to the canvas problem are constructed using, for discretization in space, a Galerkin finite element method based on \(H^2\) piecewise polynomials, and, for time-stepping, an implicit/explicit method. Finally, we derive a strong a priori estimate of the error approximating the mild solution to the problem by the canvas problem solution, and of the numerical approximation error of the solution to the canvas problem.

MSC:

65M60 Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs
65M15 Error bounds for initial value and initial-boundary value problems involving PDEs
65C20 Probabilistic models, generic numerical methods in probability and statistics
65M06 Finite difference methods for initial value and initial-boundary value problems involving PDEs
35R60 PDEs with randomness, stochastic partial differential equations

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