A difference approximation of stochastic Cahn-Hilliard equation

MaRDI QIDQ5257355zbMATH OpenFDO

Authors Yumei Chen, Liangcheng Huang, Bin Ao

Publication date 29 June 2015

zbMATH Keywords

backward difference methodconvergenceDoob inequalityItô formulamartingalenonlinear Langevin equationnumerical solutionstochastic Cahn-Hilliard equation

Mathematics Subject Classification ID

PDEs in connection with fluid mechanics (35Q35) PDEs with randomness, stochastic partial differential equations (35R60) 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)

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Cited in

(4)

• A direct meshless local collocation method for solving stochastic Cahn-Hilliard-Cook and stochastic Swift-Hohenberg equations
• A nonlocal stochastic Cahn-Hilliard equation
• An unconditionally energy stable finite difference scheme for a stochastic Cahn-Hilliard equation
• Stochastic Cahn-Hilliard equation

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