Spatial finite difference method for stochastic Cahn-Hilliard equation achieves strong order-1 convergence; exponential Euler time discretization yields nearly 3/8 order.
The Malliavin Calculus and Related Topics
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Convergence analysis of a finite difference method for stochastic Cahn--Hilliard equation
Spatial finite difference method for stochastic Cahn-Hilliard equation achieves strong order-1 convergence; exponential Euler time discretization yields nearly 3/8 order.