pith. sign in

arxiv: 1601.07569 · v1 · pith:IHJBWSJGnew · submitted 2016-01-27 · 🧮 math.NA · cs.NA

Pathwise existence of solutions to the Implicit Euler method for the stochastic Cahn-Hilliard Equation

classification 🧮 math.NA cs.NA
keywords cahn-hilliardequationexistenceeulerimplicitmethodpathwisesize
0
0 comments X
read the original abstract

We consider the implicit Euler approximation of the stochastic Cahn-Hilliard equation driven by additive Gaussian noise in a spatial domain with smooth boundary in dimension $d\le 3$. We show pathwise existence and uniqueness of solutions for the method under a restriction on the step size that is independent of the size of the initial value and of the increments of the Wiener process. This result also relaxes the imposed assumption on the time step for the deterministic Cahn-Hilliard equation assumed in earlier existence proofs.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.