• C. CARDON-WEBER

Code(s) de Classification MSC:

• 60H07 Stochastic calculus of variations and the Malliavin calculus
• 60H15 Stochastic partial differential equations, See also {35R60}
• 35R60 Partial differential equations with randomness, See Also {
• 65M06 Finite difference methods

Résumé: This paper deals with an implicit approximation scheme, based on the finite differences method, of the Cahn-Hilliard stochastic equation driven by a space-time white noise with a non-linear diffusion coefficient. We prove that the approximation scheme converges in probability, uniformly in space and time.

Mots Clés: Cahn-Hilliard equation ; SPDEs ; implicit approximation scheme

Date: 2000-09-18

Prépublication numéro: PMA-613

Postscript file : PMA-613.ps

Revised preprint, Jan 16 2001, postscript file : PMA-613bis.ps