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arXiv · 1601.07569

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

Daisuke Furihata·Fredrik Lindgren·Shuji Yoshikawa
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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.

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Daisuke Furihata, Fredrik Lindgren, Shuji Yoshikawa. 2016-01-27. Pathwise existence of solutions to the Implicit Euler method for the stochastic Cahn-Hilliard Equation. https://arxiv.org/abs/1601.07569

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