题    目： Finite elementanalysis for stochastic Cahn-Hilliard-Cook equation

报告人：邹永魁教授（吉林大学数学学院）

报告时间：2015年6月26日（周五）上午10:00—11:00

报告地点：山东大学知新楼B1248

摘要：This paper isconcerned with the finite element approximation for the stochasticCahn-Hilliard-Cook equation driven by an infinite dimensional Wiener process.The Argris finite elements are used to discretize the spatial variables whileinfinite dimensional (cylindrical) Wiener process is approximated by truncatedstochastic series spanned by the spectral basis of the covariance operator. Theoptimal strong convergence order in L^2 and H ̇^(-2)  norms is obtained. Unlike the mixed finiteelement setting in the existing literature, the ovariance operator of theWiener process is allowed to have an infinite trace. Numerical experiments arepresented to illustrate the theoretical analysis.

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