Density convergence of a fully discrete finite difference method for stochastic Cahn-Hilliard equation

DOI10.1090/MCOM/3928MaRDI QIDQ6562838zbMATH OpenFDO

Authors Jialin Hong, Diancong Jin, Derui Sheng

Publication date 27 June 2024

Published in Mathematics of Computation (Search for Journal in Brave)

zbMATH Keywords

finite difference methodstochastic Cahn-Hilliard equationstrong convergence rate

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) 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

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• High-order spectral method of density estimation for stochastic differential equation driven by multivariate Gaussian random variables

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