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arXiv 1601.07569math.NAcs.NA
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隐式欧拉方法求解随机Cahn-Hilliard方程的路径存在性

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

Cybermedia Center, Osaka University(大阪大学 Cybermedia 中心);Graduate School of Science and Engineering, Ehime University(爱媛大学理工学研究科)

Daisuke Furihata, Fredrik Lindgren, Shuji Yoshikawa

AI总结:

本文研究了在空间域内受加性高斯噪声驱动的随机Cahn-Hilliard方程的隐式欧拉近似,证明了在步长限制下解的路径存在性和唯一性,放宽了确定性Cahn-Hilliard方程中时间步长的假设。

摘要:

我们考虑在空间域内具有光滑边界且维度$d\leq 3$的情况下,受加性高斯噪声驱动的随机Cahn-Hilliard方程的隐式欧拉近似。我们证明了在步长限制下,该方法的解在路径上存在且唯一,该限制与初始值大小和Wiener过程的增量无关。这一结果也放宽了之前确定性Cahn-Hilliard方程存在性证明中对时间步长的假设。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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