Borel control and efficient numerical techniques to solve the Allen-Cahn equation governed by temporal multiplicative noise

INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS(2024)

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摘要
In this manuscript, we investigate a stochastic version of the Allen-Cahn equation, which is a nonlinear partial differential equation from mathematical physics. The stochastic model considers temporal multiplicative noise in the form of the derivative of the standard Wiener process. The existence and the uniqueness of solutions for this stochastic model is established rigorously using the theory of distributions. As a corollary from these analytical results, some a priori optimal estimates for the solutions of this model are constructed. In this work, we develop reliable numerical schemes which possess similar features as those of the solutions for the analytical model. Moreover, we establish mathematically the von Neumann stability and the consistency for the schemes proposed in this paper. Both the analytical and numerical results derived in this work are computationally verified through some simulations.
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关键词
Stochastic Allen-Cahn equation,unique existence,proposed schemes,stability and consistency analyses,numerical simulations
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