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- W2023543626 abstract "We address the numerical discretization of the Allen-Cahn prob- lem with additive white noise in one-dimensional space. The discretization is conducted in two stages: (1) regularize the white noise and study the regularized problem, (2) approximate the regularized problem. We address (1) by introducing a piecewise constant random approximation of the white noise with respect to a space-time mesh. We analyze the regularized problem and study its relation to both the original problem and the deterministic Allen-Cahn problem. Step (2) is then performed leading to a practical Monte-Carlo method combined with a Finite Element-Implicit Euler scheme. The resulting numerical scheme is tested against theoretical benchmark results." @default.
- W2023543626 created "2016-06-24" @default.
- W2023543626 creator A5045079747 @default.
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- W2023543626 date "2007-01-01" @default.
- W2023543626 modified "2023-10-01" @default.
- W2023543626 title "Noise regularization and computations for the 1-dimensional stochastic Allen–Cahn problem" @default.
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- W2023543626 doi "https://doi.org/10.4171/ifb/154" @default.
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