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arXiv 1804.11331math.NAcs.NAmath.PR
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加性噪声随机Allen-Cahn方程Galerkin有限元法的最优误差估计

Optimal error estimates of Galerkin finite element methods for stochastic Allen-Cahn equation with additive noise

Ruisheng Qi, Xiaojie Wang

摘要:

针对空间维上加性噪声驱动的随机Allen-Cahn方程,分析了有限元半离散和时空全离散的强逼近误差$d \leq 3$ .将标准有限元法与向后欧拉时间推进格式相结合,实现了全离散。与全局Lipschitz设置不同,由于基础模型中存在立方非线性,误差分析变得相当具有挑战性和要求。通过引入两个辅助逼近过程,我们提出了一个适当的分解所考虑的误差项,并引入一种新的方法的误差分析,成功地恢复数值格式的收敛速度。该方法是原始的,不依赖于高阶空间的正则性的近似过程。结果表明,在噪声过程的空间相关性条件下,全离散格式具有空间$ O(h^γ ) $阶和时间$ O( τ^{ \fracγ{2} } )$阶的收敛速度,其特征为$ \|A^{\frac{γ-1}2}Q^{\frac12}\|_{\mathcal{L}_2}<\infty, \, γ\in[\frac d3,2] $,$ d\in\{1,2,3\}$ .特别地,当用$ γ= 2 $满足上述条件时,即使在多维空间中,也可以达到$O(h^2 +τ)$阶的经典收敛速率。数值例子证实了以前的研究结果。

英文摘要:

Strong approximation errors of both finite element semi-discretization and spatio-temporal full discretization are analyzed for the stochastic Allen-Cahn equation driven by additive noise in space dimension $d \leq 3$. The full discretization is realized by combining the standard finite element method with the backward Euler time-stepping scheme. Distinct from the globally Lipschitz setting, the error analysis becomes rather challenging and demanding, due to the presence of the cubic nonlinearity in the underlying model. By introducing two auxiliary approximation processes, we propose an appropriate decomposition of the considered error terms and introduce a novel approach of error analysis, to successfully recover the convergence rates of the numerical schemes. The approach is original and does not rely on high-order spatial regularity properties of the approximation processes. It is shown that the fully discrete scheme possesses convergence rates of order $ O(h^γ ) $ in space and order $ O( τ^{ \fracγ{2} } )$ in time, subject to the spatial correlation of the noise process, characterized by $ \|A^{\frac{γ-1}2}Q^{\frac12}\|_{\mathcal{L}_2}<\infty, \, γ\in[\frac d3,2] $, $ d\in\{1,2,3\}$. In particular, a classical convergence rate of order $O(h^2 +τ)$ is reachable, even in multiple space dimensions, when the aforementioned condition is fulfilled with $ γ= 2 $. Numerical examples confirm the previous findings.

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