English

Pathwise uniform convergence of a full discretization for a three-dimensional stochastic Allen-Cahn equation with multiplicative noise

Numerical Analysis 2024-11-27 v5 Numerical Analysis

Abstract

This paper analyzes a full discretization of a three-dimensional stochastic Allen-Cahn equation with multiplicative noise. The discretization combines the Euler scheme for temporal approximation and the finite element method for spatial approximation. A pathwise uniform convergence rate is derived, encompassing general spatial Lq L^q -norms, by using discrete versions of deterministic and stochastic maximal Lp L^p -regularity estimates. Additionally, the theoretical convergence rate is validated through numerical experiments. The primary contribution of this work is the introduction of a technique to establish the pathwise uniform convergence of finite element-based full discretizations for nonlinear stochastic parabolic equations within the framework of general spatial Lq L^q -norms.

Keywords

Cite

@article{arxiv.2405.03016,
  title  = {Pathwise uniform convergence of a full discretization for a three-dimensional stochastic Allen-Cahn equation with multiplicative noise},
  author = {Binjie Li and Qin Zhou},
  journal= {arXiv preprint arXiv:2405.03016},
  year   = {2024}
}