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arxiv: 1705.09997 · v1 · pith:CLL7Q2TNnew · submitted 2017-05-28 · 🧮 math.AP

Optimal Strong Rates of Convergence for a Space-Time Discretization of the Stochastic Allen-Cahn Equation with multiplicative noise

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keywords deltavertallen-cahndiscretizationequationstochasticstrongbigl
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The stochastic Allen-Cahn equation with multiplicative noise involves the nonlinear drift operator ${\mathscr A}(x) = \Delta x - \bigl(\vert x\vert^2 -1\bigr)x$. We use the fact that ${\mathscr A}(x) = -{\mathcal J}^{\prime}(x)$ satisfies a weak monotonicity property to deduce uniform bounds in strong norms for solutions of the temporal, as well as of the spatio-temporal discretization of the problem. This weak monotonicity property then allows for the estimate $ \underset{1 \leq j \leq J}\sup {\mathbb E}\bigl[ \Vert X_{t_j} - Y^j\Vert_{{\mathbb L}^2}^2\bigr] \leq C_{\delta}(k^{1-\delta} + h^2)$ for all small $\delta>0$, where $X$ is the strong variational solution of the stochastic Allen-Cahn equation, while $\big\{Y^j:0\le j\le J\big\}$ solves a structure preserving finite element based space-time discretization of the problem on a temporal mesh $\{ t_j;\, 1 \leq j \leq J\}$ of size $k>0$ which covers $[0,T]$.

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