Strong error estimates for a fully discrete SAV scheme for the stochastic Allen-Cahn equation with multiplicative noise (Q6933253)
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scientific article; zbMATH DE number 8090343
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| English | Strong error estimates for a fully discrete SAV scheme for the stochastic Allen-Cahn equation with multiplicative noise |
scientific article; zbMATH DE number 8090343 |
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Strong error estimates for a fully discrete SAV scheme for the stochastic Allen-Cahn equation with multiplicative noise (English)
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5 September 2025
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Consider the stochastic Allen-Cahn equation\N\[\N\mathrm{d}u + (\Delta u + F'(u)) \, \mathrm{d} t = \Phi(u) \, \mathrm{d}W\N\]\Ndriven by a multiplicative cylindrical Wiener process on the torus, where \(F'\) is the derivative of a double-well potential. Based on earlier work of the author, the stochastic partial differential equation is discretized with a finite element method combined with an augmented version of a scalar auxiliary variable (SAV) scheme. This method is computationally efficient since the nonlinearity is treated explicitly. Optimal strong convergence rates for this unconditionally stable discrete scheme are shown, which match earlier results for an implicit nonlinear scheme by \N\textit{A. K. Majee} and \textit{A. Prohl} [Comput. Methods Appl. Math. 18, No. 2, 297--311 (2018; Zbl 1404.65178)]. Numerical simulations of the scheme and its convergence in two dimensions conclude the paper.
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stochastic Allen-Cahn equation
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multiplicative noise
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finite element methods
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strong convergence rate
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scalar auxiliary variable method
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