The linearized Cahn–Hilliard–Cook equation is discretized in the spatial variables by a standard finite-element method. Strong convergence estimates are proved under suitable assumptions on the covariance operator of the Wiener process, which is driving the equation. Backward Euler time stepping is also studied. The analysis is set in a framework based on analytic semigroups. The main effort is spent on proving detailed error bounds for the corresponding deterministic Cahn–Hilliard equation. The results should be interpreted as results on the approximation of the stochastic convolution, which is a part of the mild solution of the nonlinear Cahn–Hilliard–Cook equation
We study a class of fully-discrete schemes for the numerical approximation of solutions of stochasti...
Abstract. We consider a fully practical finite element approximation of the Cahn–Hilliard equation w...
We study a class of fully-discrete schemes for the numerical approximation of solutions of stochasti...
The linearized Cahn-Hilliard-Cook equation is discretized in the spatial variables by a standard f...
The linearized Cahn-Hilliard-Cook equation is discretized in the spatial variables by a standard f...
This thesis consists of three papers on numerical approximation of the Cahn-Hilliard equation. The m...
We study the nonlinear stochastic Cahn–Hilliard equation perturbed by additive colored noise. We sho...
We consider the stochastic Cahn-Hilliard equation driven by additive Gaussian noise in a convex doma...
We consider the stochastic Cahn-Hilliard equation driven by additive Gaussian noise in a convex doma...
We study the nonlinear stochastic Cahn–Hilliard equation perturbed by additive colored noise. We sho...
A finite element method for the Cahn-Hilliard equation (a semilinear parabolic equation of fourth or...
Abstract. We prove an additional result on the linearized Cahn-Hilliard-Cook equation to fill in a g...
We prove an additional result on the linearized Cahn-Hilliard-Cook equation to fill a gap in the mai...
Banas L, Vieth C. Robust a posteriori estimates for the stochastic Cahn-Hilliard equation. Mathemat...
The linearized Cahn–Hilliard–Cook equation is discretized in the spatial variables by a standard fin...
We study a class of fully-discrete schemes for the numerical approximation of solutions of stochasti...
Abstract. We consider a fully practical finite element approximation of the Cahn–Hilliard equation w...
We study a class of fully-discrete schemes for the numerical approximation of solutions of stochasti...
The linearized Cahn-Hilliard-Cook equation is discretized in the spatial variables by a standard f...
The linearized Cahn-Hilliard-Cook equation is discretized in the spatial variables by a standard f...
This thesis consists of three papers on numerical approximation of the Cahn-Hilliard equation. The m...
We study the nonlinear stochastic Cahn–Hilliard equation perturbed by additive colored noise. We sho...
We consider the stochastic Cahn-Hilliard equation driven by additive Gaussian noise in a convex doma...
We consider the stochastic Cahn-Hilliard equation driven by additive Gaussian noise in a convex doma...
We study the nonlinear stochastic Cahn–Hilliard equation perturbed by additive colored noise. We sho...
A finite element method for the Cahn-Hilliard equation (a semilinear parabolic equation of fourth or...
Abstract. We prove an additional result on the linearized Cahn-Hilliard-Cook equation to fill in a g...
We prove an additional result on the linearized Cahn-Hilliard-Cook equation to fill a gap in the mai...
Banas L, Vieth C. Robust a posteriori estimates for the stochastic Cahn-Hilliard equation. Mathemat...
The linearized Cahn–Hilliard–Cook equation is discretized in the spatial variables by a standard fin...
We study a class of fully-discrete schemes for the numerical approximation of solutions of stochasti...
Abstract. We consider a fully practical finite element approximation of the Cahn–Hilliard equation w...
We study a class of fully-discrete schemes for the numerical approximation of solutions of stochasti...