On the well-posedness of the stochastic Allen-Cahn equation in two dimensions
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Publication:419611
numerical experimentswell-posednesswhite noiseAllen-Cahn equationnonlinear stochastic partial differential equations of parabolic type
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)
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.
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Cited in
(10)- An introduction to singular stochastic PDEs. Allen-Cahn equations, metastability, and regularity structures
- Strong approximation for fractional wave equation forced by fractional Brownian motion with Hurst parameter \(H \in ( 0 , \frac{1}{2} )\)
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- Patterned vegetation, tipping points, and the rate of climate change
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