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

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

来源:Arxiv_logoArxiv
英文摘要

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.

Stig Larsson、Fredrik Lindgren、Mih¨¢ly Kov¨¢cs

10.1239/jap/1437658601

数学

Stig Larsson,Fredrik Lindgren,Mih¨¢ly Kov¨¢cs.On the backward Euler approximation of the stochastic Allen-Cahn equation[EB/OL].(2013-11-08)[2025-08-10].https://arxiv.org/abs/1311.2067.点此复制

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