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A Truncated-Type Explicit Numerical Method for the Stochastic Allen-Cahn Equation
Weijun Zhan and Qian Guo

Adv. Appl. Math. Mech. DOI: 10.4208/aamm.OA-2022-0240

Publication Date : 2024-07-12

  • Abstract

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 $p$th 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.


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