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An explicit time-stepping scheme for stochastic Cahn-Hilliard equation with additive noise
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Reporter:
Xiaojie Wang, Central South University
Inviter:
Jialin Hong, Professor
Subject:
An explicit time-stepping scheme for stochastic Cahn-Hilliard equation with additive noise
Time and place:
15:00-16:00 May 16(Monday)
Abstract:

This talk is mainly concerned with strong approximations of stochastic Cahn-Hilliard equation with additive noise. A tamed exponential Euler type time-stepping scheme is proposed for a spectral Galerkin spatial discretization of stochastic Cahn-Hilliard equation with additive noise. The resulting strong approximation error is analyzed, with convergence rates obtained.