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arXiv 2202.09055math.NAcs.NA
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随机Cahn-Hilliard方程有限差分法的收敛性分析

Convergence analysis of a finite difference method for stochastic Cahn--Hilliard equation

Academy of Mathematics and Systems Science, Chinese Academy of Sciences(中国科学院数学与系统科学研究院);School of Mathematical Sciences, University of Chinese Academy of Sciences(中国科学院大学数学科学学院);School of Mathematics and Statistics, Huazhong University of Science and Technology(华中科技大学数学与统计学院)

Jialin Hong, Diancong Jin, Derui Sheng

AI总结:

本文分析了随机Cahn-Hilliard方程的有限差分法收敛性,证明了空间半离散解及其Malliavin导数具有强收敛阶1,并通过负矩估计得密度在L^1(R)收敛。时间离散后,强收敛阶接近3/8,克服了空间半离散解的最优Hölder连续性推导难题。

摘要:

本文提出了随机Cahn-Hilliard方程中具有Lipschitz非线性和乘性噪声的有限差分法收敛性分析。基于离散Green函数的精细估计,证明了空间半离散解及其Malliavin导数具有强收敛阶1。进一步,通过展示精确解的负矩估计,得到空间半离散解密度在L^1(R)上收敛到精确解。最后,应用指数欧拉方法对空间半离散解进行时间离散,并证明时间强收敛阶接近3/8,其中克服了推导空间半离散解最优Hölder连续性的困难。

英文摘要:

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 function, we prove that both the spatial semi-discrete numerical solution and its Malliavin derivative have strong convergence order $1$. Further, by showing the negative moment estimates of the exact solution, we obtain that the density of the spatial semi-discrete numerical solution converges in $L^1(\mathbb R)$ to the exact one. Finally, we apply an exponential Euler method to discretize the spatial semi-discrete numerical solution in time and show that the temporal strong convergence order is nearly $\frac38$, where a difficulty we overcome is to derive the optimal Hölder continuity of the spatial semi-discrete numerical solution.

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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