Strong convergence conjecture for the stochastic Allen–Cahn equation with infinite-dimensional noise

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Consider the stochastic Allen–Cahn equation driven by a multiplicative infinite-dimensional Q{\bf Q}-Wiener process, with the drift-implicit Euler–Galerkin scheme and numerical approximations uhmu_h^m at times tmt_m. Let hh denote the spatial mesh size, let τ\tau denote the time-step size, and assume u0∈H˙su_0\in \dot H^\mathbf s for s=1,2\mathbf s=1,2. Strong convergence conjecture. Under mild assumptions on the diffusion coefficients, the scheme satisfies

sup⁡0≤m≤M∥u(tm)−uhm∥Lω2Lx2=O(hs+τ12),s=1,2.\sup_{0\le m\le M}\|u(t_m)-u_h^m\|_{L_\omega^2 L_x^2}=\mathcal O\left(h^\mathbf s+\tau^{\frac12}\right),\qquad \mathbf s=1,2.

This conjecture predicts optimal spatial strong convergence together with the standard one-half order in time for the infinite-dimensional multiplicative-noise case. The corresponding general result under the stated conditions remains unknown and is an open problem.

References

Primary source

Zhihui Liu and Zhonghua Qiao, “Strong Approximation of Monotone Stochastic Partial Differential Equations Driven by Multiplicative Noise”, arXiv:1811.05392 (2022).

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