Weak convergence of the backward Euler method for stochastic Cahn-Hilliard equation with additive noise

DOI10.1016/J.APNUM.2023.02.015arXiv2111.08198OpenAlexW4323655022MaRDI QIDQ6106940

Meng Cai, Si-qing Gan, Yaozhong Hu

Publication date: 3 July 2023

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.08198

zbMATH Keywords

backward Euler methodstochastic Cahn-Hilliard equationweak convergence rate

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) 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 (1)

Strong convergence rates of an explicit scheme for stochastic Cahn-Hilliard equation with additive noise

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