Author:
Kovács Mihály,Larsson Stig,Lindgren Fredrik
Abstract
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(Δtγ) for any γ < ½. We also prove that the scheme converges uniformly in the strong Lp-sense but with no rate given.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
22 articles.
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