Regularization effect of noise on fully discrete approximation for stochastic reaction-diffusion equation near sharp interface limit
Fuente:
arXiv
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| Natura: | Preprint |
| Pubblicazione: |
2023
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| _version_ | 1866910412753076224 |
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| author | Cui, Jianbo |
| author_facet | Cui, Jianbo |
| contents | 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 $\frac 1ε$) 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 $\frac 1ε$ 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). |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2307_08246 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Regularization effect of noise on fully discrete approximation for stochastic reaction-diffusion equation near sharp interface limit Cui, Jianbo Numerical Analysis 65M75, 65N12 60H35, 65N15, 60H15 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 $\frac 1ε$) 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 $\frac 1ε$ 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). |
| title | Regularization effect of noise on fully discrete approximation for stochastic reaction-diffusion equation near sharp interface limit |
| topic | Numerical Analysis 65M75, 65N12 60H35, 65N15, 60H15 |
| url | https://arxiv.org/abs/2307.08246 |