Finite element approximation of the linearized stochastic Cahn–Hilliard equation with fractional Brownian motion.

We perform a numerical analysis of the linearized stochastic Cahn–Hilliard equation driven by infinite-dimensional fractional Brownian motion with Hurst index H > 1 2 . The equation is discretized using a standard finite element method in space and a fully implicit backward Euler method in time. We prove strong convergence estimates for the considered stochastic Cahn–Hilliard equation. Finally, numerical experiments are performed to confirm the theoretical results. [ABSTRACT FROM AUTHOR]