TY - JOUR T1 - An LDG Method for Stochastic Cahn-Hilliard Type Equation Driven by General Multiplicative Noise Involving Second-Order Derivative AU - Zhou , Li AU - Li , Yunzhang JO - Communications in Computational Physics VL - 2 SP - 516 EP - 547 PY - 2022 DA - 2022/01 SN - 31 DO - http://doi.org/10.4208/cicp.OA-2021-0134 UR - https://global-sci.org/intro/article_detail/cicp/20214.html KW - Local discontinuous Galerkin method, stochastic Cahn-Hilliard type equations, multiplicative noise, stability analysis, error estimates. AB -
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.