A mixed finite element method for a class of fourth-order stochastic evolution equations with multiplicative noise

¹ School of Mathematics and Statistics, The University of Sydney, Sydney 2006, Australia
² School of Mathematics and Statistics, The University of New South Wales, Sydney 2052, Australia

^* Corresponding author: This email address is being protected from spambots. You need JavaScript enabled to view it.

Received: 12 March 2025
Accepted: 9 February 2026

Abstract

We develop a fully discrete, semi-implicit mixed finite element method for approximating solutions to a class of fourth-order stochastic partial differential equations (SPDEs) with non-globally Lipschitz and non-monotone nonlinearities, perturbed by spatially smooth multiplicative Gaussian noise. The proposed scheme is applicable to a range of physically relevant nonlinear models, including the stochastic Landau-Lifshitz-Baryakhtar (sLLBar) equation, the stochastic convective Cahn-Hilliard equation with mass source, and the stochastic regularised Landau-Lifshitz-Bloch (sLLB) equation, among others. To overcome the difficulties posed by the interplay between the nonlinearities and the stochastic forcing, we adopt a “truncate-then-discretise” strategy: the nonlinear term is first truncated before discretising the resulting modified problem. We show that the strong solution to the truncated system converges in probability to that of the original problem. A fully discrete numerical scheme is then proposed for the truncated problem. Assuming initial data in ℍ², we utilise parabolic smoothing estimates and the temporal Hölder continuity of the solution to establish both convergence in probability and strong convergence (with quantitative rates) for the two fields used in the mixed formulation. Numerical simulations are provided to support the theoretical results.