On the backward Euler approximation of the stochastic Allen-Cahn equation
Numerical Analysis
2015-08-07 v3
Abstract
We consider the stochastic Allen-Cahn equation perturbed by smooth additive Gaussian noise in a spatial domain with smooth boundary in dimension , and study the semidiscretization in time of the equation by an implicit Euler method. We show that the method converges pathwise with a rate for any . We also prove that the scheme converges uniformly in the strong -sense but with no rate given.
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Cite
@article{arxiv.1311.2067,
title = {On the backward Euler approximation of the stochastic Allen-Cahn equation},
author = {Mihály Kovács and Stig Larsson and Fredrik Lindgren},
journal= {arXiv preprint arXiv:1311.2067},
year = {2015}
}
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16 pages