Noise regularization and computations for the 1-dimensional stochastic Allen-Cahn problem

DOI10.4171/IFB/154zbMath1129.35088arXiv1111.6312WikidataQ60149125 ScholiaQ60149125MaRDI QIDQ2372145

Markos A. Katsoulakis, Georgios T. Kossioris, Omar Lakkis

Publication date: 24 July 2007

Published in: Interfaces and Free Boundaries (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1111.6312

zbMATH Keywords

implicit Euler scheme; noise regularization; Allen-Cahn problem

Mathematics Subject Classification ID

65C05: Monte Carlo methods

35R60: PDEs with randomness, stochastic partial differential equations

Related Items

The numerical approximation of stochastic partial differential equations, On the short time asymptotic of the stochastic Allen-Cahn equation

Cites Work

• Unnamed Item
• Nonlinear parabolic stochastic differential equations with additive colored noise on \({\mathbb{R}}^ d\times {\mathbb{R}}_ +:\) A regulated stochastic quantization
• Brownian fluctuations of the interface in the \(D=1\) Ginzburg-Landau equation with noise
• Large fluctuations for a nonlinear heat equation with noise
• Spectrum for the allen-chan, chan-hillard, and phase-field equations for generic interfaces
• Finite element and difference approximation of some linear stochastic partial differential equations
• Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
• Stochastic Spatial Models
• Numerical Approximation of Some Linear Stochastic Partial Differential Equations Driven by Special Additive Noises
• Dynamical Fluctuations at the Critical Point: Convergence to a Nonlinear Stochastic PDE
• Stochastic Equations in Infinite Dimensions