Université Paris 6
Pierre et Marie Curie
Université Paris 7
Denis Diderot

CNRS U.M.R. 7599
``Probabilités et Modèles Aléatoires''

Implicit approximation scheme for the Cahn-Hilliard stochastic equation

Auteur(s):

Code(s) de Classification MSC:

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