An efficient approximation to the stochastic Allen-Cahn equation with random diffusion coefficient field and multiplicative noise
Xiao Qi, Yanrong Zhang, Chuanju Xu
Topics & Concepts
Allen–Cahn equationMultiplicative noiseMathematicsDissipative systemMultiplicative functionNoise (video)Euler's formulaApplied mathematicsField (mathematics)Stochastic differential equationTime steppingDiffusionMathematical analysisStatistical physicsComputer scienceDiscretizationPhysicsImage (mathematics)Artificial intelligenceSignal transfer functionThermodynamicsPure mathematicsQuantum mechanicsComputer hardwareDigital signal processingAnalog signalAdvanced Mathematical Modeling in EngineeringSolidification and crystal growth phenomenaStochastic processes and financial applications