Conservative stochastic two-dimensional cahn-hilliard equation

Michael Röckner*, Huanyu Yang, Rongchan Zhu

*Corresponding author for this work

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Abstract

We consider the stochastic two-dimensional Cahn-Hilliard equation which is driven by the derivative in space of a space-time white noise. We use two different approaches to study this equation. First we prove that there exists a unique solution Y to the shifted equation (1.4). Then X := Y + Z is the unique solution to the stochastic Cahn-Hilliard equation, where Z is the corresponding O-U process. Moreover, we use the Dirichlet form approach in (Probab. Theory Related Fields 89 (1991) 347-386) to construct a probabilistically weak solution to the original equation (1.1) below. By clarifying the precise relation between the two solutions, we also get the restricted Markov uniqueness of the generator and the uniqueness of the martingale solutions to the equation (1.1). Furthermore, we also obtain exponential ergodicity of the solutions.

Original languageEnglish
Pages (from-to)1336-1375
Number of pages40
JournalAnnals of Applied Probability
Volume31
Issue number3
DOIs
Publication statusPublished - Jun 2021

Keywords

  • Dirichlet forms
  • Nonlinear stochastic PDE
  • Space-time white noise
  • Stochastic quantization problem
  • Wick power

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Röckner, M., Yang, H., & Zhu, R. (2021). Conservative stochastic two-dimensional cahn-hilliard equation. Annals of Applied Probability, 31(3), 1336-1375. https://doi.org/10.1214/20-AAP1620