Uniform-in-time strong convergence rates of fully discrete approximations for stochastic Cahn--Hilliard equations with multiplicative noise
This paper investigates the uniform-in-time strong convergence rates of a fully discrete approximation for the stochastic Cahn--Hilliard equation driven by multiplicative noise in spatial dimensions $d\in\{1,2,3\}$. The proposed scheme combines a spectral Galerkin method in space with a backward Euler scheme in time. The main analytical difficulties arise from the state-dependent stochastic perturbation, the absence of a global monotonicity structure for the nonlinear term, and the fourth-order nature of the Cahn--Hilliard operator. In particular, these features make the derivation of uniform $L^{\infty}$-moment estimates highly nontrivial in three dimensions. For the continuous equation, by utilizing the Itô formula to $\|u\|^p$ and introducing the energy functional $\mathcal{E}(u(t))$, we derive the uniform moment boundedness of the solution. At the fully discrete level, we develop discrete energy estimates and close the required high-order moment bounds through an induction argument. Based on these regularity estimates, we deduce uniform-in-time strong convergence rates for the fully discrete scheme. Moreover, we prove the existence and uniqueness of invariant measures for both the exact dynamics and the fully discrete numerical dynamics. Numerical experiments are provided to confirm the theoretical findings.