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相关论文: Finite Element Methods for the Stochastic Allen-Ca…

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We propose and analyse a new type of fully discrete surface finite element approximation of a class of linear parabolic stochastic evolution equations with additive noise. Our discretization uses a surface finite element approximation of…

数值分析 · 数学 2025-10-10 Øyvind Stormark Auestad , Geir-Arne Fuglstad , Annika Lang

This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…

数值分析 · 数学 2018-11-22 Xiaobing Feng , Yukun Li , Yi Zhang

We propose and analyse a new type of fully discrete finite element approximation of a class of linear stochastic parabolic evolution equations with additive noise. Our discretization differs from previous ones in that we use a finite…

This paper presents the convergence analysis of the spatial finite difference method (FDM) for the stochastic Cahn--Hilliard equation with Lipschitz nonlinearity and multiplicative noise. Based on fine estimates of the discrete Green…

数值分析 · 数学 2026-04-14 Jialin Hong , Diancong Jin , Derui Sheng

In this paper, we propose and analyze an explicit time-stepping scheme for a spatial discretization of stochastic Cahn--Hilliard equation with additive noise. The fully discrete approximation combines a spectral Galerkin method in space…

数值分析 · 数学 2023-08-31 Meng Cai , Ruisheng Qi , Xiaojie Wang

In this paper, we aim to study the optimal weak convergence order for the finite element approximation to a stochastic Allen-Cahn equation driven by multiplicative white noise. We first construct an auxiliary equation based on the…

数值分析 · 数学 2025-03-25 Minxing Zhang , Yongkui Zou , Ran Zhang , Yanzhao Cao

Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…

数值分析 · 数学 2021-06-30 Yukun Li , Shuonan Wu , Yulong Xing

The stochastic Cahn-Hilliard equation driven by a fractional Brownian sheet provides a more accurate model for correlated space-time random perturbations. This study delves into two key aspects: first, it rigorously examines the regularity…

数值分析 · 数学 2026-02-16 Nan Deng , Wanrong Cao

In this paper we propose an explicit fully discrete scheme to numerically solve the stochastic Allen-Cahn equation. The spatial discretization is done by a spectral Galerkin method, followed by the temporal discretization by a tamed…

数值分析 · 数学 2026-04-22 Yibo Wang , Wanrong Cao

Strong and weak approximation errors of a spatial finite element method are analyzed for stochastic partial differential equations(SPDEs) with one-sided Lipschitz coefficients, including the stochastic Allen--Cahn equation, driven by…

概率论 · 数学 2019-06-03 Jianbo Cui , Jialin Hong

This paper develops and analyzes an optimal-order semi-discrete scheme and its fully discrete finite element approximation for nonlinear stochastic elastic wave equations with multiplicative noise. A non-standard time-stepping scheme is…

数值分析 · 数学 2025-04-08 Xiaobing Feng , Yukun Li , Liet Vo

The paper proposes and analyzes an efficient second-order in time numerical approximation for the Allen-Cahn equation, which is a second order nonlinear equation arising from the phase separation model. We firstly present a fully discrete…

数值分析 · 数学 2017-12-11 Huanrong Li , Junzhao Hu

The traditional wave equation models wave propagation in an ideal conducting medium. For characterizing the wave propagation in inhomogeneous media with frequency dependent power-law attenuation, the space-time fractional wave equation…

数值分析 · 数学 2017-12-22 Yajing Li , Yejuan Wang , Weihua Deng

A proof of convergence is given for semi- and full discretizations of mean curvature flow of closed two-dimensional surfaces. The numerical method proposed and studied here combines evolving finite elements, whose nodes determine the…

数值分析 · 数学 2019-06-27 Balázs Kovács , Buyang Li , Christian Lubich

A standard finite element method discretizes the stochastic linear Schr\"{o}dinger equation driven by additive noise in the spatial variables. The weak convergence of the resulting approximate solution is analyzed, and it is established…

概率论 · 数学 2025-03-18 Mangala Prasad

This paper proposes and analyzes a novel fully discrete finite element scheme with the interpolation operator for stochastic Cahn-Hilliard equations with functional-type noise. The nonlinear term satisfies a one-side Lipschitz condition and…

数值分析 · 数学 2023-06-27 Yukun Li , Corey Prachniak , Yi Zhang

In this paper we study a sharp interface limit for a stochastic reaction-diffusion equation. We consider the case that the noise is a space-time white noise multiplied by a small parameter and a smooth function which has a compact support.…

概率论 · 数学 2016-10-25 Kai Lee

We study an $\ep$-dependent stochastic Allen--Cahn equation with a mild random noise on a bounded domain in $\mathbb{R}^n$, $n\geq 2$. Here $\ep$ is a small positive parameter that represents formally the thickness of the solution…

偏微分方程分析 · 数学 2018-12-20 Matthieu Alfaro , Dimitra Antonopoulou , Georgia Karali , Hiroshi Matano

We derive a posteriori error estimate for a fully discrete adaptive finite element approximation of the stochastic Cahn-Hilliard equation with rough noise. The considered model is derived from the stochastic Cahn-Hilliard equation with…

数值分析 · 数学 2025-12-18 Lubomir Banas , Jean Daniel Mukam

We introduce and analyze an explicit time discretization scheme for the one-dimensional stochastic Allen-Cahn, driven by space-time white noise. The scheme is based on a splitting strategy, and uses the exact solution for the nonlinear term…

数值分析 · 数学 2019-10-21 Charles-Edouard Bréhier , Ludovic Goudenège