Asymptotics of large deviations of finite difference method for stochastic Cahn--Hilliard equation
This paper establishes the Freidlin--Wentzell large deviations principle for the stochastic Cahn--Hilliard equation with small noise and proves the convergence of the one-point large deviations rate function for its spatial finite difference method by utilizing -convergence of objective functions and overcoming non-Lipschitz drift challenges through discrete interpolation inequalities.