Strong convergence for an explicit fully‐discrete finite element approximation of the Cahn‐Hillard‐Cook equation with additive noise
From MaRDI portal
Publication:6147900
DOI10.1002/NUM.23062OpenAlexW4385381007MaRDI QIDQ6147900FDOQ6147900
Publication date: 1 February 2024
Published in: Numerical Methods for Partial Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/num.23062
PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30)
Cites Work
- Title not available (Why is that?)
- Free Energy of a Nonuniform System. I. Interfacial Free Energy
- Galerkin Finite Element Methods for Parabolic Problems
- Finite Element Approximation of the Nonstationary Navier–Stokes Problem. I. Regularity of Solutions and Second-Order Error Estimates for Spatial Discretization
- An introduction to computational stochastic PDEs
- Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients
- Stochastic Cahn-Hilliard equation
- Error Estimates of Semidiscrete and Fully Discrete Finite Element Methods for the Cahn--Hilliard--Cook equation
- Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
- Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients
- The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients
- A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications
- An unconditionally energy stable finite difference scheme for a stochastic Cahn-Hilliard equation
- Strong and weak approximation of semilinear stochastic evolution equations
- Finite Element Approximation of the Cahn–Hilliard–Cook Equation
- Finite-element approximation of the linearized Cahn-Hilliard-Cook equation
- Front Motion in the One-Dimensional Stochastic Cahn--Hilliard Equation
- Erratum: Finite Element Approximation of the Cahn--Hilliard--Cook Equation
- Absolute continuity and numerical approximation of stochastic Cahn-Hilliard equation with unbounded noise diffusion
- A fully discrete mixed finite element method for the stochastic Cahn-Hilliard equation with gradient-type multiplicative noise
- Strong Convergence of a Fully Discrete Finite Element Approximation of the Stochastic Cahn--Hilliard Equation
- An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation
- Strong Convergence of Full Discretization for Stochastic Cahn--Hilliard Equation Driven by Additive Noise
This page was built for publication: Strong convergence for an explicit fully‐discrete finite element approximation of the Cahn‐Hillard‐Cook equation with additive noise
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6147900)
