Improving Numerical Error Bounds Near Sharp Interface Limit for Stochastic Reaction-Diffusion Equations
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 , where the small parameter 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 . 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 .
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