• Media type: Text; E-Article
  • Title: A multilevel Monte Carlo finite element method for the stochastic Cahn–Hilliard–Cook equation
  • Contributor: Khodadadian, Amirreza [Author]; Parvizi, Maryam [Author]; Abbaszadeh, Mostafa [Author]; Dehghan, Mehdi [Author]; Heitzinger, Clemens [Author]
  • imprint: Heidelberg : Springer Verlag, 2019
  • Published in: Computational Mechanics 64 (2019), Nr. 4
  • Issue: published Version
  • Language: English
  • DOI: https://doi.org/10.15488/4741; https://doi.org/10.1007/s00466-019-01688-1
  • ISSN: 0178-7675
  • Keywords: Mixed finite element methods ; Computational costs ; Space discretizations ; Euler–Maruyama method ; Finite element ; Multilevel Monte Carlo ; Stochastic systems ; Monte Carlo methods ; Fourth-order equations ; Monte Carlo finite element method ; Finite element method ; Time discretization ; Mild solution ; Multilevel method ; Numerical methods ; Cahn–Hilliard–Cook equation
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  • Description: In this paper, we employ the multilevel Monte Carlo finite element method to solve the stochastic Cahn–Hilliard–Cook equation. The Ciarlet–Raviart mixed finite element method is applied to solve the fourth-order equation. In order to estimate the mild solution, we use finite elements for space discretization and the semi-implicit Euler–Maruyama method in time. For the stochastic scheme, we use the multilevel method to decrease the computational cost (compared to the Monte Carlo method). We implement the method to solve three specific numerical examples (both two- and three dimensional) and study the effect of different noise measures. © 2019, The Author(s).
  • Access State: Open Access
  • Rights information: Attribution (CC BY)