Unconditionally stable Monte Carlo simulation for solving the multi-dimensional Allen-Cahn equation

DOI10.3934/era.2023261MaRDI QIDQ6153143

Sangkwon Kim, Soobin Kwak, Seokjun Ham, Junseok Kim, Ildoo Kim, Youngjin Hwang

Publication date: 13 February 2024

Published in: Electronic Research Archive (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo simulation; operator splitting method; unconditionally stable scheme; multi-dimensional Allen-Cahn equation

Mathematics Subject Classification ID

65C05: Monte Carlo methods

35K05: Heat equation

65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs

35R60: PDEs with randomness, stochastic partial differential equations

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

35A24: Methods of ordinary differential equations applied to PDEs

65M75: Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs