Strong convergence rates of semidiscrete splitting approximations for the stochastic Allen-Cahn equation

DOI10.1093/IMANUM/DRY052MaRDI QIDQ5243265zbMATH OpenOpenAlexWikidataFDO

Authors Charles-Edouard Bréhier, Jianbo Cui, Jialin Hong

Publication date 18 November 2019

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1802.06372

zbMATH Keywords

splitting schemestochastic Allen-Cahn equationexponential integrabilitystrong convergence rate

Mathematics Subject Classification ID

Stability and convergence of numerical methods for ordinary differential equations (65L20) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60)

Abstract: This article analyzes an explicit temporal splitting numerical scheme for the stochastic Allen-Cahn equation driven by additive noise, in a bounded spatial domain with smooth boundary in dimension $dle3$. The splitting strategy is combined with an exponential Euler scheme of an auxiliary problem. When $d=1$ and the driving noise is a space-time white noise, we first show some a priori estimates of this splitting scheme. Using the monotonicity of the drift nonlinearity, we then prove that under very mild assumptions on the initial data, this scheme achieves the optimal strong convergence rate $OO(delta{t}^{frac14})$. When $dle3$ and the driving noise possesses some regularity in space, we study exponential integrability properties of the exact and numerical solutions. Finally, in dimension $d=1$, these properties are used to prove that the splitting scheme has a strong convergence rate $OO(deltat)$.

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• Absolute continuity and numerical approximation of stochastic Cahn-Hilliard equation with unbounded noise diffusion
• An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation
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