近年来,随机偏微分方程(SPDE)发展成为国内外一个活跃的研究领域,它大量出现于物理、力学、金融、生物等相关领域,使得该领域的研究具有较强的应用背景:如非线性波动方程在随机介质中的传播问题,风险资产,股票等的价格波动规律对应的随机偏微分方程.
Stochastic Cahn-Hilliard equation is an equation of the field theory for solving the Non-equilibrium dynamics problem in a weak state and is a case of nonlinear Langevin equation. In this paper, using the ackward difference method (BDM), a numerical solution of the stochastic C-H equation is proposed and using the Ito formula, probability and the martingale theory, the convergence of the numerical process is proved in the meaning of mean square