On the backward Euler approximation of the stochastic Allen-Cahn equation
classification
🧮 math.NA
keywords
equationallen-cahnconvergeseulergammamethodratesmooth
read the original abstract
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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.