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A Truncated-Type Explicit Numerical Method for the Stochastic Allen-Cahn Equation

A Truncated-Type Explicit Numerical Method for the Stochastic Allen-Cahn Equation

Zhan Weijun
Guo Qian
500

The stochastic Allen-Cahn equations, as a typical example of nonlinear stochastic partial differential equations, play an important role in phase theory. In this paper, we investigate the rate of convergence in the pth mean for a truncated-type explicit Euler time-stepping method applied to the stochastic Allen-Cahn equations as well as using the spectral Galerkin approximation in spatial discretization. Finally, a numerical example is given to confirm the strong convergence order.

Stochastic Allen-Cahn equationstruncated Euler–Maruyamaspectral Galerkin methodstrong convergence.