Finite element approximation of the linear stochastic Cahn-Hilliard equation

Licentiate thesis, 2009

The linearized Cahn-Hilliard-Cook equation is discretized in the spatial variables by a standard finite element method. Strong convergence estimates are proved under suitable assumptions on the covariance operator of the Wiener process, which is driving the equation. The backward Euler time stepping is also studied. The analysis is set in a framework based on analytic semigroups. The main part of the work consists of detailed error bounds for the corresponding deterministic equation.