A scalar auxiliary variable-based semi-implicit scheme for stochastic Cahn--Hilliard equation

Fuente: arXiv
Enregistré dans:
Détails bibliographiques
Auteurs principaux: Cui, Jianbo, Shen, Jie, Sheng, Derui, Xiang, Yahong
Format: Preprint
Publié: 2026
Sujets:
Accès en ligne:
Tags: Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
_version_ 1866917313897299968
author Cui, Jianbo
Shen, Jie
Sheng, Derui
Xiang, Yahong
author_facet Cui, Jianbo
Shen, Jie
Sheng, Derui
Xiang, Yahong
contents In this paper, we present a novel semi-implicit numerical scheme for the stochastic Cahn--Hilliard equation driven by multiplicative noise. By reformulating the original equation into an equivalent stochastic scalar auxiliary variable (SSAV) system, our method enables an efficient and stable treatment of polynomial nonlinearities in a semi-implicit fashion. In order to accurately capture the impact of stochastic perturbations, we carefully incorporate Itô correction terms into the SSAV approximation. Leveraging the smoothing properties of the underlying semigroup and the $H^{-1}$-dissipative structure of the nonlinear term, we establish the optimal strong convergence order of one-half for the proposed scheme in the trace-class noise case. Moreover, we show that the modified SAV energy asymptotically preserves the energy evolution law. Finally, numerical experiments are provided to validate the theoretical results and to explore the influence of noise near the sharp-interface limit.
format Preprint
id arxiv_https___arxiv_org_abs_2603_04055
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle A scalar auxiliary variable-based semi-implicit scheme for stochastic Cahn--Hilliard equation
Cui, Jianbo
Shen, Jie
Sheng, Derui
Xiang, Yahong
Numerical Analysis
Analysis of PDEs
In this paper, we present a novel semi-implicit numerical scheme for the stochastic Cahn--Hilliard equation driven by multiplicative noise. By reformulating the original equation into an equivalent stochastic scalar auxiliary variable (SSAV) system, our method enables an efficient and stable treatment of polynomial nonlinearities in a semi-implicit fashion. In order to accurately capture the impact of stochastic perturbations, we carefully incorporate Itô correction terms into the SSAV approximation. Leveraging the smoothing properties of the underlying semigroup and the $H^{-1}$-dissipative structure of the nonlinear term, we establish the optimal strong convergence order of one-half for the proposed scheme in the trace-class noise case. Moreover, we show that the modified SAV energy asymptotically preserves the energy evolution law. Finally, numerical experiments are provided to validate the theoretical results and to explore the influence of noise near the sharp-interface limit.
title A scalar auxiliary variable-based semi-implicit scheme for stochastic Cahn--Hilliard equation
topic Numerical Analysis
Analysis of PDEs
url https://arxiv.org/abs/2603.04055