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Improving Numerical Error Bounds Near Sharp Interface Limit for Stochastic Reaction-Diffusion Equations

Numerical Analysis 2025-01-16 v3 Numerical Analysis Probability

Abstract

In the study of geometric surface evolutions, stochastic reaction-diffusion equation provides a powerful tool for capturing and simulating complex dynamics. A critical challenge in this area is developing numerical approximations that exhibit error bounds with polynomial dependence on \vv1\vv^{-1}, where the small parameter \vv>0\vv>0 represents the diffuse interface thickness. The existence of such bounds for fully discrete approximations of stochastic reaction-diffusion equations remains unclear in the literature. In this work, we address this challenge by leveraging the asymptotic log-Harnack inequality to overcome the exponential growth of \vv1\vv^{-1}. Furthermore, we establish the numerical weak error bounds under the truncated Wasserstein distance for the spectral Galerkin method and a fully discrete tamed Euler scheme, with explicit polynomial dependence on \vv1\vv^{-1}.

Keywords

Cite

@article{arxiv.2412.12604,
  title  = {Improving Numerical Error Bounds Near Sharp Interface Limit for Stochastic Reaction-Diffusion Equations},
  author = {Jianbo Cui and Feng-Yu Wang},
  journal= {arXiv preprint arXiv:2412.12604},
  year   = {2025}
}

Comments

45 pages

R2 v1 2026-06-28T20:38:21.637Z