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)
Monte Carlo simulationoperator splitting methodunconditionally stable schememulti-dimensional Allen-Cahn equation
Monte Carlo methods (65C05) Heat equation (35K05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Methods of ordinary differential equations applied to PDEs (35A24) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)
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