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Weak approximation for stochastic reaction-diffusion equation near sharp interface limit

Numerical Analysis 2024-05-16 v2 Numerical Analysis Probability

Abstract

It is known that when the diffuse interface thickness ϵ\epsilon vanishes, the sharp interface limit of the stochastic reaction-diffusion equation is formally a stochastic geometric flow. To capture and simulate such geometric flow, it is crucial to develop numerical approximations whose error bounds depends on 1ϵ\frac 1\epsilon polynomially. However, due to loss of spectral estimate of the linearized stochastic reaction-diffusion equation, how to get such error bound of numerical approximation has been an open problem. In this paper, we solve this weak error bound problem for stochastic reaction-diffusion equations near sharp interface limit. We first introduce a regularized problem which enjoys the exponential ergodicity. Then we present the regularity analysis of the regularized Kolmogorov and Poisson equations which only depends on 1ϵ\frac 1{\epsilon} polynomially. Furthermore, we establish such weak error bound. This phenomenon could be viewed as a kind of the regularization effect of noise on the numerical approximation of stochastic partial differential equation (SPDE). As a by-product, a central limit theorem of the weak approximation is shown near sharp interface limit. Our method of proof could be extended to a number of other spatial and temporal numerical approximations for semilinear SPDEs.

Keywords

Cite

@article{arxiv.2307.08241,
  title  = {Weak approximation for stochastic reaction-diffusion equation near sharp interface limit},
  author = {Jianbo Cui and Liying Sun},
  journal= {arXiv preprint arXiv:2307.08241},
  year   = {2024}
}

Comments

58 pages

R2 v1 2026-06-28T11:32:06.415Z