A multilevel Monte Carlo finite element method for the stochastic Cahn–Hilliard–Cook equation

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dc.identifier.uri http://dx.doi.org/10.15488/4741
dc.identifier.uri https://www.repo.uni-hannover.de/handle/123456789/4783
dc.contributor.author Khodadadian, Amirreza
dc.contributor.author Parvizi, Maryam
dc.contributor.author Abbaszadeh, Mostafa
dc.contributor.author Dehghan, Mehdi
dc.contributor.author Heitzinger, Clemens
dc.date.accessioned 2019-04-25T06:45:42Z
dc.date.available 2019-04-25T06:45:42Z
dc.date.issued 2019
dc.identifier.citation Khodadadian, A.; Parvizi, M.; Abbaszadeh, M.; Dehghan, M.; Heitzinger, C.: A multilevel Monte Carlo finite element method for the stochastic Cahn–Hilliard–Cook equation. In: Computational Mechanics 64 (2019), Nr. 4, S. 937-949. DOI: https://doi.org/10.1007/s00466-019-01688-1
dc.description.abstract 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). eng
dc.language.iso eng
dc.publisher Heidelberg : Springer Verlag
dc.relation.ispartofseries Computational Mechanics 64 (2019), Nr. 4
dc.rights CC BY 4.0 Unported
dc.rights.uri https://creativecommons.org/licenses/by/4.0/
dc.subject Cahn–Hilliard–Cook equation eng
dc.subject Euler–Maruyama method eng
dc.subject Finite element eng
dc.subject Multilevel Monte Carlo eng
dc.subject Time discretization eng
dc.subject Monte Carlo methods eng
dc.subject Numerical methods eng
dc.subject Stochastic systems eng
dc.subject Computational costs eng
dc.subject Fourth-order equations eng
dc.subject Mild solution eng
dc.subject Mixed finite element methods eng
dc.subject Monte Carlo finite element method eng
dc.subject Multilevel method eng
dc.subject Space discretizations eng
dc.subject Time discretization eng
dc.subject Finite element method eng
dc.subject.ddc 530 | Physik ger
dc.subject.ddc 004 | Informatik ger
dc.title A multilevel Monte Carlo finite element method for the stochastic Cahn–Hilliard–Cook equation eng
dc.type Article
dc.type Text
dc.relation.issn 0178-7675
dc.relation.doi https://doi.org/10.1007/s00466-019-01688-1
dc.description.version publishedVersion
tib.accessRights frei zug�nglich


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