This book discusses classical results, as well as recent developments, related to the Cahn–
Hilliard equation. It is based on the lectures that I gave at the CBMS-NSF Conference on the …

This chapter surveys recent numerical advances in the phase field method for geometric
surface evolution and related geometric nonlinear partial differential equations (PDEs) …

This book provides an introduction to the theory of stochastic partial differential equations
(SPDEs) of evolutionary type. SPDEs are one of the main research directions in probability …

Now in its second edition, this book gives a systematic and self-contained presentation of
basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and …

Our aim in this article is to discuss recent issues related with the Cahn-Hilliard equation in
phase separation with the thermodynamically relevant logarithmic potentials; in particular …

Kolmogorov Equations for Stochastic PDEs gives an introduction to stochastic partial
differential equations, such as reaction-diffusion, Burgers and 2D Navier-Stokes equations …

The Cahn–Hilliard equation and some of its variants Home 8.{{subColumn.name}} AIMS
Mathematics Search Advanced Home {{newsColumn.name}} 1.{{subColumn.name}} {{newsColumn.name}} …

The aim of this paper is to extend the usual framework of SPDE with monotone coefficients
to include a large class of cases with merely locally monotone coefficients. This new …

We develop a perturbation theory for stochastic differential equations (SDEs) by which we
mean both stochastic ordinary differential equations (SODEs) and stochastic partial …

We first generalize, in an abstract framework, results on the order of convergence of a semi-
discretization in time by an implicit Euler scheme of a stochastic parabolic equation. In this …