Weak solutions to the sharp interface limit of stochastic Cahn-Hilliard equations (1905.09182v1)

Abstract: We study the asymptotic limit, as $\varepsilon\searrow 0$, of solutions of the stochastic Cahn-Hilliard equation: $$ \partial_t u^\varepsilon=\Delta \left(-\varepsilon\Delta u^\varepsilon+\frac{1}{\varepsilon}f(u^\varepsilon)\right)+\dot{\mathcal{W}}^\varepsilon_t, \ $$ where $\mathcal{W}^\varepsilon=\varepsilon^\sigma W$ or $\mathcal{W}^\varepsilon=\varepsilon^\sigma W^\varepsilon$, $W$ is a $Q$-Wiener process and $W^\varepsilon$ is smooth in time and converges to $W$ as $\varepsilon\searrow 0$. In the case that $\mathcal{W}^\varepsilon=\varepsilon^\sigma W$, we prove that for all $\sigma>\frac{1}{2}$, the solution $u^\varepsilon$ converges to a weak solution to an appropriately defined limit of the deterministic Cahn-Hilliard equation. In radial symmetric case we prove that for all $\sigma\geq\frac{1}{2}$, $u^\varepsilon$ converges to the deterministic Hele-Shaw model. In the case that $\mathcal{W}^\varepsilon=\varepsilon^\sigma W^\varepsilon$, we prove that for all $\sigma>0$, $u^\varepsilon$ converges to the weak solution to the deterministic limit Cahn-Hilliard equation. In radial symmetric case we prove that $u^\varepsilon$ converges to deterministic Hele-Shaw model when $\sigma>0$ and converges to a stochastic model related to stochastic Hele-Shaw model when $\sigma=0$.