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

DOI10.1090/MCOM/3928MaRDI QIDQ6562838FDOQ6562838

Authors: Jialin Hong, Diancong Jin, Derui Sheng 

Publication date: 27 June 2024

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

Recommendations

• Absolute continuity and numerical approximation of stochastic Cahn-Hilliard equation with unbounded noise diffusion
• Strong Convergence of Full Discretization for Stochastic Cahn--Hilliard Equation Driven by Additive Noise
• Strong convergence of a fully discrete finite element approximation of the stochastic Cahn-Hilliard equation
• Analysis of a mixed finite element method for stochastic Cahn-Hilliard equation with multiplicative noise
• A fully discrete mixed finite element method for the stochastic Cahn-Hilliard equation with gradient-type multiplicative noise

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)

Cites Work

• The Malliavin Calculus and Related Topics
• Classical Fourier analysis
• Free energy of a nonuniform system. I: Interfacial free energy
• Convergence in total variation on Wiener chaos
• A concise course on stochastic partial differential equations
• Analysis of stochastic partial differential equations
• Numerical Analysis of a Continuum Model of Phase Transition
• Error Estimates with Smooth and Nonsmooth Data for a Finite Element Method for the Cahn-Hilliard Equation
• Error Estimates of Semidiscrete and Fully Discrete Finite Element Methods for the Cahn--Hilliard--Cook equation
• Cahn-Hilliard stochastic equation: Existence of the solution and of its density
• Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. I
• The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density
• Strong convergence rates for backward Euler-Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients
• Malliavin calculus for white noise driven parabolic SPDEs
• Finite element approximation of the Cahn-Hilliard-Cook equation
• Cahn-Hilliard stochastic equation: Strict positivity of the density
• A stochastic wave equation in dimension 3: Smoothness of the law
• Finite-element approximation of the linearized Cahn-Hilliard-Cook equation
• Donsker's delta functions and approximation of heat kernels by the time discretization methods
• On strongly Petrovskiĭ's parabolic SPDEs in arbitrary dimension and application to the stochastic Cahn-Hilliard equation
• Existence and regularity of solution for a stochastic Cahn-Hilliard/Allen-Cahn equation with unbounded noise diffusion
• High order Itô-Taylor approximations to heat kernels
• Absolute continuity and numerical approximation of stochastic Cahn-Hilliard equation with unbounded noise diffusion
• Wellposedness and regularity estimates for stochastic Cahn-Hilliard equation with unbounded noise diffusion
• Conforming finite element methods for the stochastic Cahn-Hilliard-Cook equation
• A fully discrete mixed finite element method for the stochastic Cahn-Hilliard equation with gradient-type multiplicative noise
• Differentiability of SDEs with drifts of super-linear growth
• Strong convergence of a fully discrete finite element approximation of the stochastic Cahn-Hilliard equation
• An LDG method for stochastic Cahn-Hilliard type equation driven by general multiplicative noise involving second-order derivative
• Density function of numerical solution of splitting AVF scheme for stochastic Langevin equation
• Strong Convergence of Full Discretization for Stochastic Cahn--Hilliard Equation Driven by Additive Noise
• Accelerated exponential Euler scheme for stochastic heat equation: convergence rate of the density

Cited In (1)

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

This page was built for publication: Density convergence of a fully discrete finite difference method for stochastic Cahn-Hilliard equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6562838)