Weak error analysis for the stochastic Allen-Cahn equation

arXiv2210.02051MaRDI QIDQ6412939FDOQ6412939

Authors: D. Breit, Andreas Prohl 

Publication date: 5 October 2022

Abstract: We prove strong rate resp. weak rate $mathcalO(au)$ for a structure preserving temporal discretization (with $au$ the step size) of the stochastic Allen-Cahn equation with additive resp. multiplicative colored noise in $d=1,2,3$ dimensions. Direct variational arguments exploit the one-sided Lipschitz property of the cubic nonlinearity in the first setting to settle first order strong rate. It is the same property which allows for uniform bounds for the derivatives of the solution of the related Kolmogorov equation, and then leads to weak rate $mathcalO(au)$ in the presence of multiplicative noise. Hence, we obtain twice the rate of convergence known for the strong error in the presence of multiplicative noise.

This page was built for publication: Weak error analysis for the stochastic Allen-Cahn equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6412939)