Error Estimates of Semidiscrete and Fully Discrete Finite Element Methods for the Cahn--Hilliard--Cook equation
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Publication:5113124
DOI10.1137/19M1259183MaRDI QIDQ5113124
Publication date: 10 June 2020
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.10921
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (10)
Strong convergence rates of an explicit scheme for stochastic Cahn-Hilliard equation with additive noise ⋮ Finite element approximation of the linearized stochastic Cahn-Hilliard equation with fractional Brownian motion ⋮ Weak convergence of the backward Euler method for stochastic Cahn-Hilliard equation with additive noise ⋮ Strong convergence rates for the approximation of a stochastic time-fractional Allen-Cahn equation ⋮ Strong convergence for an explicit fully‐discrete finite element approximation of the Cahn‐Hillard‐Cook equation with additive noise ⋮ Stability and convergence analysis of a fully discrete semi-implicit scheme for stochastic Allen-Cahn equations with multiplicative noise ⋮ Absolute continuity and numerical approximation of stochastic Cahn-Hilliard equation with unbounded noise diffusion ⋮ Optimal error estimates of Galerkin finite element methods for stochastic Allen-Cahn equation with additive noise ⋮ \(L^p\)-convergence rate of backward Euler schemes for monotone SDEs ⋮ Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients
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