Existence and regularity of solution for a Stochastic Cahn-Hilliard/Allen-Cahn equation with unbounded noise diffusion
arXiv:1310.1355 · doi:10.1016/j.jde.2015.10.004
Abstract
The Cahn-Hilliard/Allen-Cahn equation with noise is a simplified mean field model of stochastic microscopic dynamics associated with adsorption and desorption-spin flip mechanisms in the context of surface processes. For such an equation we consider a multiplicative space-time white noise with diffusion coefficient of sub-linear growth. Using technics from semigroup theory, we prove existence, and path regularity of stochastic solution depending on that of the initial condition. Our results are also valid for the stochastic Cahn-Hilliard equation with unbounded noise diffusion, for which previous results were established only in the framework of a bounded diffusion coefficient. We prove that the path regularity of stochastic solution depends on that of the initial condition, and are identical to those proved for the stochastic Cahn-Hilliard equation and a bounded noise diffusion coefficient. If the initial condition vanishes, they are strictly less than 2-d/2 in space and 1/2-d/8 in time. As expected from the theory of parabolic operators in the sense of Petrovski, the bi-Laplacian operator seems to be dominant in the combined model.
References in corpus (1)
Cited by in corpus (21)
- Well-posedness of stochastic partial differential equations with fully local monotone coefficients
- On the stochastic Cahn-Hilliard equation with a singular double-well potential
- The stochastic viscous Cahn-Hilliard equation: well-posedness, regularity and vanishing viscosity limit
- Optimal distributed control of a stochastic Cahn-Hilliard equation
- Stochastic Allen-Cahn Equation with Logarithmic Potential
- Convergence analysis of a finite difference method for stochastic Cahn--Hilliard equation
- Density convergence of a fully discrete finite difference method for stochastic Cahn--Hilliard equation
- Numerical analysis of a full discretization for stochastic Cahn--Hilliard equation driven by additive noise
- Ergodicity of stochastic Cahn-Hilliard equations with logarithmic potentials driven by degenerate or nondegenerate noises
- Analysis and optimal velocity control of a stochastic convective Cahn-Hilliard equation
- Generation of fine transition layers and their dynamics for the stochastic Allen--Cahn equation
- Strong convergence rates of an explicit scheme for stochastic Cahn--Hilliard equation with additive noise
- Weak convergence of the backward Euler method for stochastic Cahn--Hilliard equation with additive noise
- Wellposedness and regularity estimate for stochastic Cahn--Hilliard equation with unbounded noise diffusion
- Layer dynamics for the one dimensional -dependent Cahn-Hilliard / Allen-Cahn equation
- The stochastic Cahn-Hilliard equation with degenerate mobility and logarithmic potential
- Absolute continuity and numerical approximation of stochastic Cahn--Hilliard equation with unbounded noise diffusion
- Theoretical analysis of a finite-volume scheme for a stochastic Allen-Cahn problem with constraint
- Strong convergence rates of a fully discrete scheme for nonlinear stochastic partial differential equations with non-globally Lipschitz coefficients driven by multiplicative noise
- Singular limits for stochastic equations
- Malliavin calculus for the stochastic Cahn-Hilliard / Allen Cahn equation with unbounded noise diffusion