Finite element approximations of the stochastic mean curvature flow of planar curves of graphs

DOI10.1007/S40072-014-0025-7zbMATH Open1300.65006arXiv1303.5930OpenAlexW2042628437MaRDI QIDQ744174FDOQ744174

Authors: Xiaobing Feng, Yukun Li, Andreas Prohl 

Publication date: 6 October 2014

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Abstract: This paper develops and analyzes a semi-discrete and a fully discrete finite element method for a one-dimensional quasilinear parabolic stochastic partial differential equation (SPDE) which describes the stochastic mean curvature flow for planar curves of graphs. To circumvent the difficulty caused by the low spatial regularity of the SPDE solution, a regularization procedure is first proposed to approximate the SPDE, and an error estimate for the regularized problem is derived. A semi-discrete finite element method, and a space-time fully discrete method are then proposed to approximate the solution of the regularized SPDE problem. Strong convergence with rates are established for both, semi- and fully discrete methods. Computational experiments are provided to study the interplay of the geometric evolution and gradient type-noises.

Full work available at URL: https://arxiv.org/abs/1303.5930

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zbMATH Keywords

regularizationconvergencenumerical exampleserror analysisfinite element methodlevel set methodfully discretesemi-discretequasilinear parabolic stochastic partial differential equationstochastic mean curvature flow

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Quasilinear parabolic equations (35K59) 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) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

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Cited In (16)

• Approximating Stochastic Evolution Equations with Additive White and Rough Noises
• Stabilized Finite Element Approximation of the Mean Curvature Vector on Closed Surfaces
• Error analysis of a fully discrete Morley finite element approximation for the Cahn-Hilliard equation
• Finite Element Methods for the Stochastic Allen--Cahn Equation with Gradient-type Multiplicative Noise
• Convexified Gauss Curvature flow of Sets: A Stochastic Approximation
• Higher order time discretization method for a class of semilinear stochastic partial differential equations with multiplicative noise
• Some algorithms for the mean curvature flow under topological changes
• Strong Convergence of a Fully Discrete Finite Element Method for a Class of Semilinear Stochastic Partial Differential Equations with Multiplicative Noise
• Finite element approximations of a class of nonlinear stochastic wave equations with multiplicative noise
• Convergence of finite element solutions of stochastic partial integro-differential equations driven by white noise
• Numerical analysis of the stochastic FitzHugh-Nagumo model driven by multiplicative noise based on the spectral Galerkin method
• Stochastic variational inequalities and regularity for degenerate stochastic partial differential equations
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• Weak solutions for a stochastic mean curvature flow of two-dimensional graphs
• Stochastic approximations to curve-shortening flows via particle systems
• A stochastic selection principle in case of fattening for curvature flow

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