An explicit scheme for stochastic Allen-Cahn equations with space-time white noise near the sharp interface limit

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Authors: Yingsong Jiang, Chenxu Pang, Xiaojie Wang
Cited by: 0

Abstract

This article investigates time-discrete approximations of Allen-Cahn type SPDEs driven by space-time white noise near the sharp interface limit $ε\to 0$, where the small parameter $ε$ is the diffuse interface thickness. We propose an explicit and easily implementable exponential integrator with a modified nonlinearity for the considered problem. Uniform-in-time and uniform-in-$ε$ moment bounds of the scheme are established and the convergence in total variation distance of order $O(T\cdot\text{Poly}(ε^{-1})τ^γ),γ

Fields of Study & Subjects

Stochastic processes and financial applications Solidification and crystal growth phenomena Probabilistic and Robust Engineering Design

Publication details

Journal / source
arXiv (Cornell University)
Publication date
5 January 2026
Document type
Preprint