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We establish an optimal strong convergence rate of a fully discrete numerical scheme for second order parabolic stochastic partial differential equations with monotone drifts, including the stochastic Allen-Cahn equation, driven by an…

数值分析 · 数学 2020-05-21 Zhihui Liu , Zhonghua Qiao

We study an Allen-Cahn equation perturbed by a multiplicative stochastic noise which is white in time and correlated in space. Formally this equation approximates a stochastically forced mean curvature flow. We derive uniform energy bounds…

偏微分方程分析 · 数学 2016-06-02 Matthias Röger , Hendrik Weber

We introduce and analyze an explicit time discretization scheme for the one-dimensional stochastic Allen-Cahn, driven by space-time white noise. The scheme is based on a splitting strategy, and uses the exact solution for the nonlinear term…

数值分析 · 数学 2019-10-21 Charles-Edouard Bréhier , Ludovic Goudenège

We address the numerical discretization of the Allen-Cahn prob- lem with additive white noise in one-dimensional space. The discretization is conducted in two stages: (1) regularize the white noise and study the regularized problem, (2)…

数值分析 · 数学 2013-09-20 Markos A. Katsoulakis , Georgios T. Kossioris , Omar Lakkis

We consider the stochastic 2-dimensional Cahn-Hilliard equation which is driven by the derivative in space of a space-time white noise. We use two different approaches to study this equation. First we prove that there exists a unique…

概率论 · 数学 2020-05-08 Michael Rockner , Huanyu Yang , Rongchan Zhu

The stochastic Allen-Cahn equation with multiplicative noise involves the nonlinear drift operator ${\mathscr A}(x) = \Delta x - \bigl(\vert x\vert^2 -1\bigr)x$. We use the fact that ${\mathscr A}(x) = -{\mathcal J}^{\prime}(x)$ satisfies a…

偏微分方程分析 · 数学 2017-08-11 Ananta K. Majee , Andreas Prohl

A description of the short time behavior of solutions of the Allen-Cahn equation with a smoothened additive noise is presented. The key result is that in the sharp interface limit solutions move according to motion by mean curvature with an…

概率论 · 数学 2015-05-13 Hendrik Weber

We study the stochastic heat equation in two spatial dimensions with a multiplicative white noise, as the limit of the equation driven by a noise that is mollified in space and white in time. As the mollification radius $ \varepsilon\to 0…

概率论 · 数学 2021-03-17 Yu Gu , Jeremy Quastel , Li-Cheng Tsai

In this article, we consider the stochastic Cahn--Hilliard equation driven by space-time white noise. We discretize this equation by using a spatial spectral Galerkin method and a temporal accelerated implicit Euler method. The optimal…

数值分析 · 数学 2020-06-23 Jianbo Cui , Jialin Hong , Liying Sun

We study singular limits of stochastic evolution equations in the interplay of disappearing strength of the noise and insufficient regularity, where the equation in the limit with noise would not be defined due to lack of regularity. We…

概率论 · 数学 2023-11-07 Dirk Blömker , Jonas M. Tölle

We establish the unique ergodicity of a fully discrete scheme for monotone SPDEs with polynomial growth drift and bounded diffusion coefficients driven by multiplicative white noise. The main ingredient of our method depends on the…

数值分析 · 数学 2025-11-13 Zhihui Liu

White noise-driven nonlinear stochastic partial differential equations (SPDEs) of parabolic type are frequently used to model physical and biological systems in space dimensions d = 1,2,3. Whereas existence and uniqueness of weak solutions…

数值分析 · 数学 2015-05-27 Marc D. Ryser , Nilima Nigam , Paul F. Tupper

We study the the sharp interface limit of $\varepsilon$-dependent two dimensional stochastic Cahn-Hilliard equation driven by space-time white noise and conservative noise as $\varepsilon\to 0$. In the case when the noise is sufficiently…

概率论 · 数学 2019-11-04 Lubomir Banas , Huanyu Yang and , Rongchan Zhu

We consider the two-dimensional stochastic damped nonlinear wave equation (SdNLW) with the cubic nonlinearity, forced by a space-time white noise. In particular, we investigate the limiting behavior of solutions to SdNLW with regularized…

偏微分方程分析 · 数学 2020-05-22 Tadahiro Oh , Mamoru Okamoto , Tristan Robert

This paper studies the 1D stochastic Allen--Cahn equation on a bounded domain driven by localized white noise. We prove that the associated Markov process admits a unique invariant measure and is exponential mixing. The main challenge lies…

概率论 · 数学 2026-05-08 Ziyu Liu , Shengquan Xiang , Zhifei Zhang

We consider the stochastic Allen--Cahn equation perturbed by smooth additive Gaussian noise in a spatial domain with smooth boundary in dimension $d\le 3$, and study the semidiscretisation in time of the equation by an Euler type split-step…

数值分析 · 数学 2018-04-27 Mihály Kovács , Stig Larsson , Fredrik Lindgren

We prove an asymptotic coupling theorem for the $2$-dimensional Allen--Cahn equation perturbed by a small space-time white noise. We show that with overwhelming probability two profiles that start close to the minimisers of the potential of…

概率论 · 数学 2018-08-14 Pavlos Tsatsoulis , Hendrik Weber

This paper is concerned with effects of noise on the solutions of partial differential equations. We first provide a sufficient condition to ensure the existence of a unique positive solution for a class of stochastic parabolic equations.…

偏微分方程分析 · 数学 2014-10-14 Guangying Lv , Jinqiao Duan

This article analyzes an explicit temporal splitting numerical scheme for the stochastic Allen-Cahn equation driven by additive noise, in a bounded spatial domain with smooth boundary in dimension $d\le 3$. The splitting strategy is…

概率论 · 数学 2018-04-03 Charles-Edouard Bréhier , Jianbo Cui , Jialin Hong

We consider the stochastic Cahn-Hilliard equation driven by additive Gaussian noise in a convex domain with polygonal boundary in dimension $d\le 3$. We discretize the equation using a standard finite element method in space and a fully…

数值分析 · 数学 2018-05-04 Daisuke Furihata , Mihály Kovács , Stig Larsson , Fredrik Lindgren
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