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

From papers

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 u0H˙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

sup0mMu(tm)uhmLω2Lx2=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.

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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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