Pathwise uniform convergence of a full discretization for a three-dimensional stochastic Allen-Cahn equation with multiplicative noise

IF 2.1 3区 数学 Q2 MATHEMATICS, APPLIED
Binjie Li, Qin Zhou
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引用次数: 0

Abstract

This paper analyzes a full discretization of a three-dimensional stochastic Allen-Cahn equation with multiplicative noise. The discretization combines the Euler scheme for temporal approximation and the finite element method for spatial approximation. A pathwise uniform convergence rate is derived for general spatial \( L^q \)-norms, by using the discrete deterministic and stochastic maximal \( L^p \)-regularity estimates. Additionally, the theoretical convergence rate is validated through numerical experiments. The primary contribution of this work is the introduction of a technique to establish the pathwise uniform convergence of fully discrete finite element approximations for nonlinear stochastic parabolic equations within the framework of general spatial \( L^q \)-norms.

具有乘性噪声的三维随机Allen-Cahn方程的全离散化的路径一致收敛
本文分析了具有乘性噪声的三维随机Allen-Cahn方程的完全离散化问题。离散化结合了欧拉格式的时间逼近和有限元法的空间逼近。通过使用离散确定性和随机极大\( L^p \) -正则性估计,导出了一般空间\( L^q \) -范数的路径一致收敛率。并通过数值实验验证了理论收敛速度。这项工作的主要贡献是引入了一种技术来建立非线性随机抛物方程在一般空间\( L^q \) -范数框架内的完全离散有限元近似的路径一致收敛。
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来源期刊
CiteScore
3.00
自引率
5.90%
发文量
68
审稿时长
3 months
期刊介绍: Advances in Computational Mathematics publishes high quality, accessible and original articles at the forefront of computational and applied mathematics, with a clear potential for impact across the sciences. The journal emphasizes three core areas: approximation theory and computational geometry; numerical analysis, modelling and simulation; imaging, signal processing and data analysis. This journal welcomes papers that are accessible to a broad audience in the mathematical sciences and that show either an advance in computational methodology or a novel scientific application area, or both. Methods papers should rely on rigorous analysis and/or convincing numerical studies.
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