Strong Convergence of Full Discretization for Stochastic Cahn--Hilliard Equation Driven by Additive Noise
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Publication:5164019
DOI10.1137/20M1382131zbMath1480.60196OpenAlexW3213921999MaRDI QIDQ5164019
Jialin Hong, Jianbo Cui, Liying Sun
Publication date: 9 November 2021
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/20m1382131
spectral Galerkin methodstochastic Cahn-Hilliard equationstrong convergence rateaccelarated implicit Euler method
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
Related Items (7)
Convergence of a Spatial Semidiscretization for a Backward Semilinear Stochastic Parabolic Equation ⋮ Wellposedness and regularity estimates for stochastic Cahn-Hilliard equation with unbounded noise diffusion ⋮ A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations ⋮ 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 for an explicit fully‐discrete finite element approximation of the Cahn‐Hillard‐Cook equation with additive noise
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