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.
Keywords: Cahn–Hilliard–Cook equation; Euler–Maruyama method; Finite element; Multilevel Monte Carlo; Time discretization.
© The Author(s) 2019.