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On the Stochastic Cahn-Hilliard/Allen-Cahn equation - Isaac Newton ...

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Weak formulation<br />

O ”regular” bounded domain in Rd , d = 1, 2, 3<br />

space-time white noise written as W (dx, ds) � for a one-dimensional �<br />

(d + 1)-parameter Wiener process W :=<br />

�<br />

�<br />

W (x, t) : t ∈ [0, T ], x ∈ O<br />

and Ft = σ W (x, s) : s ≤ t, x ∈ O<br />

ϱ = 1, f polynomial of degree 3 with positive leading coefficient<br />

� �<br />

�<br />

u(x, t) − u0(x) φ(x) dx =<br />

O<br />

� t � �<br />

− ∆<br />

0 O<br />

2 �<br />

φ(x)u(x, s) + ∆φ(x)[f (u(x, s)) + u(x, s)] dxds<br />

� t �<br />

� t �<br />

− φ(x)f (u(x, s)dxds + φ(x)σ(u(x, s)) W (dx, ds)<br />

0 O<br />

0 O<br />

for φ ∈ C 4 (O) with ∂φ<br />

∂ν<br />

= ∂∆φ<br />

∂ν<br />

= 0 on ∂O.<br />

A. Millet (SAMM, Paris 1 and PMA) <strong>Cahn</strong>-<strong>Hilliard</strong>/<strong>Allen</strong>-<strong>Cahn</strong> <strong>equation</strong> Workshop <strong>Stochastic</strong> PDEs 6 / 18

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