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- W4384816979 abstract "It is known that when the diffuse interface thickness $epsilon$ vanishes, the sharp interface limit of the stochastic reaction-diffusion equation is formally a stochastic geometric flow. To capture and simulate such geometric flow, it is crucial to develop numerical approximations whose error bounds depends on $frac 1epsilon$ polynomially. However, due to loss of spectral estimate of the linearized stochastic reaction-diffusion equation, how to get such error bound of numerical approximation has been an open problem. In this paper, we solve this weak error bound problem for stochastic reaction-diffusion equations near sharp interface limit. We first introduce a regularized problem which enjoys the exponential ergodicity. Then we present the regularity analysis of the regularized Kolmogorov and Poisson equations which only depends on $frac 1{epsilon}$ polynomially. Furthermore, we establish such weak error bound. This phenomenon could be viewed as a kind of the regularization effect of noise on the numerical approximation of stochastic partial differential equation (SPDE). As a by-product, a central limit theorem of the weak approximation is shown near sharp interface limit. Our method of proof could be extended to a number of other spatial and temporal numerical approximations for semilinear SPDEs." @default.
- W4384816979 created "2023-07-21" @default.
- W4384816979 creator A5052086909 @default.
- W4384816979 creator A5062043413 @default.
- W4384816979 date "2023-07-17" @default.
- W4384816979 modified "2023-09-23" @default.
- W4384816979 title "Weak approximation for stochastic Reaction-diffusion equation near sharp interface limit" @default.
- W4384816979 doi "https://doi.org/10.48550/arxiv.2307.08241" @default.
- W4384816979 hasPublicationYear "2023" @default.
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