On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation

نویسندگان

  • Mihály Kovács
  • Stig Larsson
  • Fredrik Lindgren
چکیده

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 with no rate given.

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عنوان ژورنال:
  • J. Applied Probability

دوره 52  شماره 

صفحات  -

تاریخ انتشار 2015