On the backward Euler approximation of the stochastic Allen-Cahn equation

Abstract

We consider the stochastic Allen-Cahn equation perturbed by smooth additive Gaussian noise in a spatial domain with smooth boundary in dimension $d\le 3$, and study the semidiscretization in time of the equation by an implicit Euler method. We show that the method converges pathwise with a rate $O(\Delta t^{\gamma })$ for any $\gamma <\frac{1}{2}$. We also prove that the scheme converges uniformly in the strong $L^p$-sense but with no rate given.

16 pages

References in corpus (2)

• SPDE in Hilbert Space with Locally Monotone Coefficients
• Finite Element Approximation of the Cahn-Hilliard-Cook equation

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