Noise regularization and computations for the 1-dimensional stochastic Allen-Cahn problem
The paper studies the numerical discretization of the Allen-Cahn problem with additive white noise in one-dimensional space, and especially the behaviour of the discretized equation with respect to a small ``interface thickness parameter and the noise intensity. The discretization is performed in two steps: (1)~regularization of the white noise and the study of the regularized problem; (2)~approximation of the regularized problem. Step (1) is conducted by introducing a piecewise constant random approximation of the white noise with respect to a space-time mesh, while practical Monte Carlo methods are combined with a finite element implicit Euler scheme in step (2). The resulting numerical scheme is tested against a theoretical benchmark result concerning the behaviour of the solution as the interface thickness approaches zero.
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