Malliavin calculus for the stochastic Cahn-Hilliard/Allen-Cahn equation with unbounded noise diffusion

DOI10.1016/j.jde.2018.05.004zbMath1391.35193arXiv1802.06389OpenAlexW2963169436WikidataQ129870112 ScholiaQ129870112MaRDI QIDQ1643175

Dimitris Farazakis, Dimitra Antonopoulou, Georgia Karali

Publication date: 18 June 2018

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.06389

zbMATH Keywords

Malliavin calculusintegral representationphase transitionsCahn-Hilliard equationdensitystochastic partial differential equationAllen-Cahn equation

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Second-order parabolic systems (35K40)

Related Items (6)

Higher moments for the stochastic Cahn–Hilliard equation with multiplicative Fourier noise ⋮ Ergodicity of stochastic Cahn-Hilliard equations with logarithmic potentials driven by degenerate or nondegenerate noises ⋮ Weak convergence of the backward Euler method for stochastic Cahn-Hilliard equation with additive noise ⋮ Absolute continuity and numerical approximation of stochastic Cahn-Hilliard equation with unbounded noise diffusion ⋮ A reduced order model for a stable embedded boundary parametrized Cahn-Hilliard phase-field system based on cut finite elements ⋮ Verification of convergence rates of numerical solutions for parabolic equations

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