On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation
نویسندگان
چکیده
منابع مشابه
On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation
We consider the stochastic Allen-Cahn equation perturbed by smooth additive Gaussian noise in a spatial domain with smooth boundary in dimension d ≤ 3, and study the semidiscretization in time of the equation by an implicit Euler method. We show that the method converges pathwise with a rate O(∆tγ) for any γ < 1 2 . We also prove that the scheme converges uniformly in the strong Lp-sense but wi...
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2015
ISSN: 0021-9002,1475-6072
DOI: 10.1239/jap/1437658601