On the well-posedness of the stochastic Allen-Cahn equation in two dimensions

DOI10.1016/J.JCP.2011.12.002zbMATH Open1242.65013arXiv1104.0720OpenAlexW2156981409MaRDI QIDQ419611FDOQ419611

Authors: Marc Daniel Ryser, Nilima Nigam, Paul F. Tupper 

Publication date: 18 May 2012

Published in: Journal of Computational Physics (Search for Journal in Brave)

Abstract: 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 to these equations are well established in one dimension, the situation is different for d geq 2. Despite their popularity in the applied sciences, higher dimensional versions of these SPDE models are generally assumed to be ill-posed by the mathematics community. We study this discrepancy on the specific example of the two dimensional Allen-Cahn equation driven by additive white noise. Since it is unclear how to define the notion of a weak solution to this equation, we regularize the noise and introduce a family of approximations. Based on heuristic arguments and numerical experiments, we conjecture that these approximations exhibit divergent behavior in the continuum limit. The results strongly suggest that a series of published numerical studies are problematic: shrinking the mesh size in these simulations does not lead to the recovery of a physically meaningful limit.

Full work available at URL: https://arxiv.org/abs/1104.0720

Recommendations

• An introduction to singular stochastic PDEs. Allen-Cahn equations, metastability, and regularity structures
• Triviality of the 2D stochastic Allen-Cahn equation
• Semimartingale attractors for generalized Allen-Cahn SPDEs driven by space-time white noise
• Large deviations for white-noise driven, nonlinear stochastic PDEs in two and three dimensions
• On a class of stochastic reaction-diffusion equations in two space dimensions

zbMATH Keywords

numerical experimentswell-posednesswhite noiseAllen-Cahn equationnonlinear stochastic partial differential equations of parabolic type

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs in connection with fluid mechanics (35Q35) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

• Stochastic Equations in Infinite Dimensions
• Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II
• Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise
• Dynamic Scaling of Growing Interfaces
• Title not available (Why is that?)
• An algorithmic introduction to numerical simulation of stochastic differential equations
• Phase transitions and generalized motion by mean curvature
• Stochastic Partial Differential Equations with Levy Noise
• Strong solutions to the stochastic quantization equations.
• Finite element methods for parabolic stochastic PDE's
• Action minimization and sharp-interface limits for the stochastic Allen-Cahn equation
• Large fluctuations for a nonlinear heat equation with noise
• Stochastic Cahn-Hilliard equation
• Title not available (Why is that?)
• Stochastic methods. A handbook for the natural and social sciences
• Triviality of the 2D stochastic Allen-Cahn equation
• Numerical methods for stochastic parabolic PDEs
• Scaling limits of Wick ordered KPZ equation
• Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients
• Brownian fluctuations of the interface in the \(D=1\) Ginzburg-Landau equation with noise
• The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds
• Recent developments on the Kardar-Parisi-Zhang surface-growth equation
• Title not available (Why is that?)
• Title not available (Why is that?)
• Spectral Calculations of Isotropic Turbulence: Efficient Removal of Aliasing Interactions
• Stochastic PDEs: Convergence to the continuum?
• Strong convergence of the finite element method with truncated noise for semilinear parabolic stochastic equations with additive noise

Cited In (9)

• Numerical Continuation and SPDE Stability for the 2D Cubic-Quintic Allen--Cahn Equation
• Strong approximation for fractional wave equation forced by fractional Brownian motion with Hurst parameter \(H \in ( 0 , \frac{1}{2} )\)
• Characterization of singular flows of zeroth-order pseudo-differential operators via elliptic eigenfunctions: a numerical study
• Metastability of the nonlinear wave equation: insights from transition state theory
• Borel control and efficient numerical techniques to solve the Allen–Cahn equation governed by temporal multiplicative noise
• A stochastic Allen-Cahn-Navier-Stokes system with singular potential
• Timing and shape of stochastic autocatalytic burst formation
• Patterned vegetation, tipping points, and the rate of climate change
• Singular stochastic Allen-Cahn equations with dynamic boundary conditions

This page was built for publication: On the well-posedness of the stochastic Allen-Cahn equation in two dimensions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q419611)