Finite Element Methods for the Stochastic Allen--Cahn Equation with Gradient-type Multiplicative Noise

DOI10.1137/15M1022124zbMath1357.65010arXiv1505.03913OpenAlexW2962900479MaRDI QIDQ2957851

Xiaobing Feng, Yukun Li, Yi Zhang

Publication date: 30 January 2017

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.03913

zbMATH Keywords

convergenceerror analysisphase transitionnumerical experimentstochastic Allen-Cahn equationstochastic mean curvature flowfully discrete finite element methodsgradient-type multiplicative noise

Mathematics Subject Classification ID

PDEs in connection with fluid mechanics (35Q35) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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