Convergence rate for Galerkin approximation of the stochastic Allen-Cahn equations on 2D torus
Ting Ma, Rongchan Zhu

TL;DR
This paper establishes the convergence rates of Galerkin approximations for stochastic Allen-Cahn equations on a 2D torus driven by space-time white noise, advancing understanding of numerical methods for such stochastic PDEs.
Contribution
It provides the first known convergence rate results for Galerkin approximations of stochastic Allen-Cahn equations in 2D with space-time white noise.
Findings
Convergence rate for stochastic 2D heat equation is of order α−δ in Besov space C^{−α}.
Convergence rate for stochastic Allen-Cahn equations is of order α−δ in C^{−α} for α∈(0,2/9).
Results hold for arbitrarily small δ>0.
Abstract
In this paper we discuss the convergence rate for Galerkin approximation of the stochastic Allen-Cahn equations driven by space-time white noise on . First we prove that the convergence rate for stochastic 2D heat equation is of order in Besov space for and arbitrarily small. Then we obtain the convergence rate for Galerkin approximation of the stochastic Allen-Cahn equations of order in for and arbitrarily small.
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Taxonomy
TopicsAdvanced Mathematical Modeling in Engineering · Nonlinear Partial Differential Equations · Stochastic processes and financial applications
