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arxiv: 1311.2067 · v3 · pith:TQFG6WJUnew · submitted 2013-11-08 · 🧮 math.NA

On the backward Euler approximation of the stochastic Allen-Cahn equation

classification 🧮 math.NA
keywords equationallen-cahnconvergeseulergammamethodratesmooth
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We consider the stochastic Allen-Cahn equation perturbed by smooth additive Gaussian noise in a spatial domain with smooth boundary in dimension $d\le 3$, and study the semidiscretization in time of the equation by an implicit Euler method. We show that the method converges pathwise with a rate $O(\Delta t^{\gamma}) $ for any $\gamma<\frac12$. We also prove that the scheme converges uniformly in the strong $L^p$-sense but with no rate given.

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