Regularization effect of noise on fully discrete approximation for stochastic reaction-diffusion equation near sharp interface limit
Abstract
To capture and simulate geometric surface evolutions, one effective approach is based on the phase field methods. Among them, it is important to design and analyze numerical approximations whose error bound depends on the inverse of the diffuse interface thickness (denoted by 1ε) polynomially. However, it has been a long-standing problem whether such numerical error bound exists for stochastic phase field equations. In this paper, we utilize the regularization effect of noise to show that near sharp interface limit, there always exists the weak error bound of numerical approximations, which depends on 1ε at most polynomially. To illustrate our strategy, we propose a polynomial taming fully discrete scheme and present novel numerical error bounds under various metrics. Our method of proof could be also extended to a number of other fully numerical approximations for semilinear stochastic partial differential equations (SPDEs).
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.