Strong convergence conjecture for the stochastic Allen–Cahn equation with infinite-dimensional noise
Strong convergence conjecture for the stochastic Allen–Cahn equation with infinite-dimensional noise
Consider the stochastic Allen–Cahn equation driven by a multiplicative infinite-dimensional -Wiener process, with the drift-implicit Euler–Galerkin scheme and numerical approximations at times . Let denote the spatial mesh size, let denote the time-step size, and assume for . Strong convergence conjecture. Under mild assumptions on the diffusion coefficients, the scheme satisfies
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.
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Sources & referencesView supporting material
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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